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 | |
|---|---|---|---|---|---|---|
726
CALL
Western Alliance Bancorporation
WAL
$9.07B
| $3.93M | ﹤0.01% |
107,700
-70,600
| -40% | -$2.45M |
|
727
PUT
NextEra Energy
NEE
$187B
| $3.91M | ﹤0.01% |
52,700
+5,300
| +11% | +$401K |
|
728
PUT
Abercrombie & Fitch
ANF
$4.17B
| $3.88M | ﹤0.01% |
103,100
+63,000
| +157% | +$1.8M |
|
729
PUT
Stanley Black & Decker
SWK
$14.2B
| $3.86M | ﹤0.01% |
41,200
+15,200
| +58% | +$1.26M |
|
730
PUT
Microchip Technology
MCHP
$42.8B
| $3.83M | ﹤0.01% |
42,800
+27,300
| +176% | +$2.15M |
|
731
PUT
Logitech
LOGI
$15.2B
| $3.8M | ﹤0.01% |
64,000
+43,400
| +211% | +$2.63M |
|
732
CALL
Kohl's
KSS
$2.03B
| $3.79M | ﹤0.01% |
164,300
+1,800
| +1% | +$38.9K |
|
|
FITB
733
CALL
Fifth Third Bancorp
FITB
$52B
| $3.76M | ﹤0.01% |
143,600
-25,700
| -15% | -$662K |
|
734
CALL
Tractor Supply
TSCO
$16.3B
| $3.71M | ﹤0.01% |
84,000
-9,000
| -10% | -$412K |
|
|
735
CALL
Abercrombie & Fitch
ANF
$4.17B
| $3.7M | ﹤0.01% |
98,100
+43,300
| +79% | +$1.23M |
|
736
CALL
Coupang
CPNG
$27.8B
| $3.65M | ﹤0.01% |
210,000
-19,500
| -8% | -$318K |
|
737
PUT
Electronic Arts
EA
$52.4B
| $3.64M | ﹤0.01% |
28,100
-56,700
| -67% | -$7.18M |
|
738
CALL
Whirlpool
WHR
$2.42B
| $3.63M | ﹤0.01% |
24,400
+8,500
| +53% | +$1.17M |
|
739
CALL
Hilton Worldwide
HLT
$74B
| $3.55M | ﹤0.01% |
24,400
-600
| -2% | -$85.4K |
|
740
PUT
Truist Financial
TFC
$63.2B
| $3.54M | ﹤0.01% |
116,700
-1,100
| -0.9% | -$34.2K |
|
741
CALL
Baxter International
BAX
$11.6B
| $3.5M | ﹤0.01% |
76,900
+18,900
| +33% | +$823K |
|
742
PUT
Centene
CNC
$31.3B
| $3.42M | ﹤0.01% |
50,700
-29,300
| -37% | -$1.95M |
|
743
CALL
Dropbox
DBX
$6.81B
| $3.36M | ﹤0.01% |
125,800
+42,800
| +52% | +$976K |
|
744
CALL
Norfolk Southern
NSC
$78.8B
| $3.33M | ﹤0.01% |
14,700
-1,400
| -9% | -$297K |
|
745
CALL
Jabil
JBL
$32.8B
| $3.32M | ﹤0.01% |
+30,800
| New | +$2.71M |
|
746
CALL
Cardinal Health
CAH
$53.4B
| $3.31M | ﹤0.01% |
35,000
-22,700
| -39% | -$1.92M |
|
747
PUT
DuPont de Nemours
DD
$18.6B
| $3.29M | ﹤0.01% |
36,726
-21,590
| -37% | -$1.86M |
|
748
CALL
Cencora
COR
$60.3B
| $3.27M | ﹤0.01% |
+17,000
| New | +$2.94M |
|
749
CALL
VF Corp
VFC
$6.68B
| $3.27M | ﹤0.01% |
171,100
+61,800
| +57% | +$1.27M |
|
750
CALL
Corning
GLW
$126B
| $3.26M | ﹤0.01% |
93,100
+12,200
| +15% | +$401K |
|
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.