IMC Chicago Portfolio holdings
IMC-Chicago, a key arm of IMC Trading founded in 1989 by Rob Defares and René Schelvis in Amsterdam, is a proprietary trading firm and market maker headquartered in Chicago since opening its first overseas office there in 2000. Employing over 650 of IMC’s 1,600+ global workforce, it operates at the heart of North America’s financial hub, trading equities, options, futures, and other derivatives on major exchanges like the Chicago Mercantile Exchange (CME) and Chicago Board Options Exchange (CBOE). Known for its technology-driven approach, IMC-Chicago leverages advanced algorithms and low-latency systems to provide liquidity across more than 100 global venues, evolving from a trading outfit with strong tech to a tech company that trades. Under CEO Rob Defares, the firm emphasizes innovation, quantitative strategies, and a collaborative culture, making it a powerhouse in the U.S. derivatives market.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$975M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$733M |
| 3 |
iShares Core S&P 500 ETF
IVV
|
+$215M |
| 4 |
ProShares UltraPro Short QQQ
SQQQ
|
+$101M |
| 5 |
Direxion Daily S&P 500 Bear 3x ETF
SPXS
|
+$60.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
JPMorgan Chase
JPM
|
+$39M |
| 2 |
NVIDIA
NVDA
|
+$27.6M |
| 3 |
Direxion Daily S&P 500 Bull 3x ETF
SPXL
|
+$11.6M |
| 4 |
Netflix
NFLX
|
+$11M |
| 5 |
SPDR Gold Trust
GLD
|
+$10.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 0.13% |
| 2 | Consumer Discretionary | 0.05% |
| 3 | Communication Services | 0.02% |
| 4 | Financials | 0.01% |
| 5 | Energy | 0.01% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
101
CALL
Target
TGT
$63.4B
| $101M | 0.09% |
767,600
+396,500
| +107% | +$58.8M |
|
102
CALL
First Solar
FSLR
$22.8B
| $99.4M | 0.09% |
523,100
+33,000
| +7% | +$6.54M |
|
103
PUT
Visa
V
$682B
| $98M | 0.09% |
412,800
+12,200
| +3% | +$2.79M |
|
104
CALL
Oracle
ORCL
$364B
| $97.4M | 0.09% |
818,100
+483,300
| +144% | +$50M |
|
|
SCHW
105
PUT
Charles Schwab
SCHW
$177B
| $94.3M | 0.09% |
1,663,700
-966,600
| -37% | -$50.6M |
|
106
CALL
Mercado Libre
MELI
$92B
| $94.3M | 0.09% |
79,600
+33,000
| +71% | +$41.5M |
|
|
XYZ
107
CALL
Block Inc
XYZ
$47.6B
| $93.9M | 0.09% |
1,411,000
-623,600
| -31% | -$39M |
|
108
PUT
PayPal
PYPL
$49.9B
| $89.8M | 0.08% |
1,346,300
+56,700
| +4% | +$3.87M |
|
109
PUT
lululemon athletica
LULU
$13.2B
| $89.2M | 0.08% |
235,700
-327,600
| -58% | -$121M |
|
|
110
PUT
Target
TGT
$63.4B
| $88.3M | 0.08% |
669,600
+358,600
| +115% | +$53.2M |
|
111
PUT
State Street Financial Select Sector SPDR ETF
XLF
$54.8B
| $87.7M | 0.08% |
2,600,600
+444,200
| +21% | +$14.5M |
|
112
CALL
Proshares UltraShort Technology
REW
$3.21M
| $85.6M | 0.08% |
562,863
-311,712
| -36% | -$31.4M |
|
113
PUT
Airbnb
ABNB
$86.6B
| $85M | 0.08% |
663,000
-46,800
| -7% | -$5.47M |
|
114
PUT
Enphase Energy
ENPH
$5.48B
| $84.7M | 0.08% |
506,000
+14,300
| +3% | +$2.55M |
|
115
CALL
Mastercard
MA
$480B
| $84.6M | 0.08% |
215,100
-8,100
| -4% | -$3.04M |
|
116
CALL
Deere & Co
DE
$161B
| $83.8M | 0.08% |
206,800
+36,300
| +21% | +$13.9M |
|
117
CALL
CrowdStrike
CRWD
$207B
| $83.6M | 0.08% |
2,276,800
+63,200
| +3% | +$2.2M |
|
118
CALL
ExxonMobil
XOM
$611B
| $83.3M | 0.08% |
776,700
+42,800
| +6% | +$4.67M |
|
|
119
PUT
CrowdStrike
CRWD
$207B
| $83.3M | 0.08% |
2,268,400
+39,200
| +2% | +$1.37M |
|
120
CALL
Chevron
CVX
$373B
| $83.2M | 0.08% |
528,500
+170,300
| +48% | +$27.3M |
|
121
CALL
Qualcomm
QCOM
$181B
| $82M | 0.08% |
689,100
+45,200
| +7% | +$5.2M |
|
|
122
PUT
First Solar
FSLR
$22.8B
| $81.7M | 0.08% |
429,800
-64,900
| -13% | -$12.9M |
|
123
CALL
Johnson & Johnson
JNJ
$609B
| $81.4M | 0.07% |
492,000
+146,800
| +43% | +$23.7M |
|
124
CALL
Palo Alto Networks
PANW
$292B
| $81.1M | 0.07% |
634,800
+106,000
| +20% | +$11M |
|
125
PUT
Intuit
INTU
$79.6B
| $80.5M | 0.07% |
175,700
+21,300
| +14% | +$9.33M |
|
Similar funds
IMC Chicago's Q2 2023 Portfolio in Review
As of Q2 2023, IMC Chicago held 1,437 positions worth $109B, up 27% from $85.3B the previous quarter. Its ten largest holdings account for 59% of the portfolio.
IMC Chicago deployed $12.3B of net new capital in Q2 2023, opening 161 new positions and adding to 588 existing holdings. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 2,322,183 shares worth $1.03B.
By sector, the portfolio is most concentrated in Technology at 0.13% of assets, up from 0.08% a quarter earlier, followed by Consumer Discretionary and Communication Services.
On the sell side, the largest reduction was NVIDIA, an estimated $27.6M trimmed.
- IMC Chicago's largest Q2 2023 buy was State Street SPDR S&P 500 ETF Trust: 2,322,183 shares worth $1.03B.
- IMC Chicago added most to Invesco QQQ Trust in Q2 2023, an estimated $733M increase.
- IMC Chicago's biggest Q2 2023 reduction was NVIDIA, cutting an estimated $27.6M.
- IMC Chicago fully exited JPMorgan Chase in Q2 2023, selling an estimated $39M.
- IMC Chicago's ten largest holdings make up 59% of its $109B portfolio in Q2 2023.
- IMC Chicago opened 161 new positions and closed 162 in Q2 2023.
- IMC Chicago's portfolio value rose 27% quarter-over-quarter to $109B.
Based on IMC Chicago's 13F filing for Q2 2023, filed 14 Jul 2023.