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 | |
|---|---|---|---|---|---|---|
126
CALL
Humana
HUM
$48B
| $80.4M | 0.07% |
179,900
+129,700
| +258% | +$65.3M |
|
127
PUT
McDonald's
MCD
$191B
| $79.2M | 0.07% |
265,400
+48,700
| +22% | +$14.1M |
|
128
PUT
Super Micro Computer
SMCI
$15.7B
| $79.1M | 0.07% |
+3,173,000
| New | +$53.2M |
|
129
CALL
Airbnb
ABNB
$86.7B
| $77.8M | 0.07% |
607,100
-5,700
| -0.9% | -$667K |
|
130
CALL
iShares Silver Trust
SLV
$27.5B
| $77.4M | 0.07% |
3,705,800
-254,300
| -6% | -$5.65M |
|
131
CALL
Visa
V
$689B
| $77.2M | 0.07% |
325,100
-24,700
| -7% | -$5.65M |
|
132
PUT
Moderna
MRNA
$24.3B
| $74.3M | 0.07% |
611,600
-95,600
| -14% | -$12.8M |
|
133
PUT
ExxonMobil
XOM
$616B
| $73.8M | 0.07% |
688,500
-150,900
| -18% | -$16.5M |
|
134
PUT
ServiceNow
NOW
$105B
| $73.7M | 0.07% |
656,000
+19,500
| +3% | +$1.95M |
|
|
135
ProShares UltraPro Short QQQ
SQQQ
$2.06B
| $73.6M | 0.07% |
+155,688
| New | +$101M |
|
136
PUT
Oracle
ORCL
$352B
| $72.8M | 0.07% |
611,300
+235,800
| +63% | +$24.4M |
|
137
CALL
Ulta Beauty
ULTA
$20.9B
| $72.7M | 0.07% |
154,500
+40,100
| +35% | +$19.6M |
|
138
CALL
Baidu
BIDU
$37.9B
| $72.1M | 0.07% |
526,800
+60,100
| +13% | +$7.87M |
|
|
SCHW
139
CALL
Charles Schwab
SCHW
$177B
| $71.6M | 0.07% |
1,263,500
-666,200
| -35% | -$34.9M |
|
140
PUT
Royal Caribbean
RCL
$76.6B
| $71.6M | 0.07% |
689,800
+137,700
| +25% | +$10.8M |
|
141
CALL
Uber
UBER
$148B
| $69.9M | 0.06% |
1,620,300
+50,800
| +3% | +$1.89M |
|
142
CALL
Intel
INTC
$494B
| $69.3M | 0.06% |
2,073,700
-481,900
| -19% | -$15.1M |
|
143
PUT
Bank of America
BAC
$428B
| $68.2M | 0.06% |
2,377,100
-823,600
| -26% | -$23.5M |
|
144
PUT
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.07B
| $68.2M | 0.06% |
529,000
+39,100
| +8% | +$1.14M |
|
|
XYZ
145
PUT
Block Inc
XYZ
$47.6B
| $67.8M | 0.06% |
1,018,300
-512,700
| -33% | -$32M |
|
146
PUT
Johnson & Johnson
JNJ
$603B
| $66.2M | 0.06% |
400,100
+95,900
| +32% | +$15.5M |
|
147
CALL
Walmart Inc
WMT
$901B
| $66M | 0.06% |
1,260,300
-317,400
| -20% | -$16M |
|
148
PUT
Chevron
CVX
$378B
| $66M | 0.06% |
419,400
+61,200
| +17% | +$9.81M |
|
149
PUT
Caterpillar
CAT
$401B
| $65.9M | 0.06% |
267,700
-63,300
| -19% | -$14.1M |
|
|
150
PUT
Walmart Inc
WMT
$901B
| $64.5M | 0.06% |
1,231,200
-921,600
| -43% | -$46.5M |
|
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.