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 | |
|---|---|---|---|---|---|---|
676
CALL
Kraft Heinz
KHC
$30.4B
| $5M | ﹤0.01% |
140,900
+14,400
| +11% | +$554K |
|
677
PUT
Fortinet
FTNT
$112B
| $5M | ﹤0.01% |
+66,100
| New | +$4.49M |
|
|
FISV
678
CALL
Fiserv Inc
FISV
$27.2B
| $4.98M | ﹤0.01% |
39,500
-17,200
| -30% | -$2.02M |
|
|
DISH
679
PUT
DELISTED
DISH Network Corp.
DISH
| $4.97M | ﹤0.01% |
753,600
+244,600
| +48% | +$1.73M |
|
680
PUT
Hilton Worldwide
HLT
$74B
| $4.96M | ﹤0.01% |
34,100
-11,100
| -25% | -$1.58M |
|
681
CALL
Emerson Electric
EMR
$82.9B
| $4.95M | ﹤0.01% |
54,800
-10,400
| -16% | -$875K |
|
682
CALL
Digital Realty Trust
DLR
$73.7B
| $4.94M | ﹤0.01% |
43,400
+16,300
| +60% | +$1.61M |
|
683
PUT
S&P Global
SPGI
$126B
| $4.93M | ﹤0.01% |
12,300
-9,500
| -44% | -$3.47M |
|
684
CALL
ChargePoint
CHPT
$133M
| $4.9M | ﹤0.01% |
27,875
+9,110
| +49% | +$1.6M |
|
685
PUT
Macy's
M
$6.15B
| $4.86M | ﹤0.01% |
302,900
-14,300
| -5% | -$229K |
|
|
DFS
686
PUT
DELISTED
Discover Financial Services
DFS
| $4.85M | ﹤0.01% |
41,500
-15,500
| -27% | -$1.62M |
|
687
PUT
Shake Shack
SHAK
$2.3B
| $4.84M | ﹤0.01% |
62,300
+17,100
| +38% | +$1.1M |
|
688
PUT
Peabody Energy
BTU
$2.78B
| $4.82M | ﹤0.01% |
222,600
-231,900
| -51% | -$5.14M |
|
|
ATVI
689
DELISTED
Activision Blizzard
ATVI
| $4.82M | ﹤0.01% |
+57,129
| New | +$4.62M |
|
690
PUT
Dell
DELL
$283B
| $4.8M | ﹤0.01% |
88,700
+45,800
| +107% | +$2.11M |
|
|
UCD
691
PUT
DELISTED
PROSHARES ULTRA BLOOMBERG COMMODITY
UCD
| $4.67M | ﹤0.01% |
77,000
+5,100
| +7% | +$310K |
|
|
FITB
692
PUT
Fifth Third Bancorp
FITB
$52B
| $4.58M | ﹤0.01% |
174,800
-149,500
| -46% | -$3.85M |
|
693
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $4.57M | ﹤0.01% |
+34,464
| New | +$4.54M |
|
694
PUT
Whirlpool
WHR
$2.42B
| $4.52M | ﹤0.01% |
30,400
+20,000
| +192% | +$2.75M |
|
|
695
CALL
Shake Shack
SHAK
$2.3B
| $4.52M | ﹤0.01% |
58,100
-17,100
| -23% | -$1.1M |
|
696
CALL
Cboe Global Markets
CBOE
$29.8B
| $4.49M | ﹤0.01% |
32,500
+19,100
| +143% | +$2.61M |
|
697
Gilead Sciences
GILD
$161B
| $4.48M | ﹤0.01% |
+58,192
| New | +$4.64M |
|
698
CALL
Ally Financial
ALLY
$13.1B
| $4.47M | ﹤0.01% |
165,400
-98,400
| -37% | -$2.62M |
|
699
CALL
Asana
ASAN
$1.58B
| $4.47M | ﹤0.01% |
202,600
-56,700
| -22% | -$1.14M |
|
700
PUT
Scorpio Tankers
STNG
$3.96B
| $4.45M | ﹤0.01% |
94,200
+2,700
| +3% | +$133K |
|
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.