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 | |
|---|---|---|---|---|---|---|
|
GAP
776
PUT
The Gap Inc
GAP
$6.84B
| $2.89M | ﹤0.01% |
323,200
+81,400
| +34% | +$726K |
|
777
PUT
Boston Scientific
BSX
$65.8B
| $2.86M | ﹤0.01% |
52,900
+30,800
| +139% | +$1.61M |
|
|
JWN
778
CALL
DELISTED
Nordstrom
JWN
| $2.86M | ﹤0.01% |
139,500
-86,400
| -38% | -$1.45M |
|
779
PUT
QuantumScape Corp
QS
$3B
| $2.84M | ﹤0.01% |
355,600
-105,400
| -23% | -$733K |
|
780
PUT
Asana
ASAN
$1.58B
| $2.83M | ﹤0.01% |
128,600
-5,900
| -4% | -$118K |
|
781
CALL
Universal Display
OLED
$3.71B
| $2.82M | ﹤0.01% |
19,600
+1,400
| +8% | +$201K |
|
782
CALL
C.H. Robinson
CHRW
$22B
| $2.82M | ﹤0.01% |
29,900
+2,500
| +9% | +$242K |
|
783
CALL
General Dynamics
GD
$105B
| $2.82M | ﹤0.01% |
13,100
| – | – |
|
|
784
PUT
General Dynamics
GD
$105B
| $2.82M | ﹤0.01% |
13,100
+2,400
| +22% | +$518K |
|
785
PUT
Duke Energy
DUK
$102B
| $2.82M | ﹤0.01% |
31,400
+500
| +2% | +$47.2K |
|
|
JWN
786
PUT
DELISTED
Nordstrom
JWN
| $2.81M | ﹤0.01% |
137,400
-50,400
| -27% | -$847K |
|
|
WWE
787
CALL
DELISTED
World Wrestling Entertainment
WWE
| $2.79M | ﹤0.01% |
25,700
+10,800
| +72% | +$1.12M |
|
788
PUT
Agnico Eagle Mines
AEM
$72.6B
| $2.78M | ﹤0.01% |
55,600
+4,000
| +8% | +$216K |
|
789
Direxion Daily S&P 500 Bull 2X ETF
SPUU
$248M
| $2.78M | ﹤0.01% |
30,028
+1,018
| +4% | +$85K |
|
|
JKS
790
CALL
JinkoSolar
JKS
$775M
| $2.74M | ﹤0.01% |
61,800
+22,900
| +59% | +$1.04M |
|
791
CALL
Steel Dynamics
STLD
$35.6B
| $2.73M | ﹤0.01% |
25,100
-4,000
| -14% | -$407K |
|
792
CALL
Allstate
ALL
$66.9B
| $2.7M | ﹤0.01% |
24,800
-22,100
| -47% | -$2.51M |
|
793
PUT
Wheaton Precious Metals
WPM
$50.6B
| $2.7M | ﹤0.01% |
62,500
+16,900
| +37% | +$803K |
|
794
PUT
Cardinal Health
CAH
$53.4B
| $2.7M | ﹤0.01% |
28,500
+3,400
| +14% | +$287K |
|
795
CALL
Becton Dickinson
BDX
$43.1B
| $2.69M | ﹤0.01% |
10,200
-3,100
| -23% | -$787K |
|
796
CALL
Stanley Black & Decker
SWK
$14.2B
| $2.69M | ﹤0.01% |
28,700
+5,100
| +22% | +$422K |
|
797
CALL
Dave & Buster's
PLAY
$343M
| $2.69M | ﹤0.01% |
60,300
+4,300
| +8% | +$157K |
|
798
PUT
American Electric Power
AEP
$73.7B
| $2.68M | ﹤0.01% |
31,800
+20,900
| +192% | +$1.85M |
|
799
PUT
WIX.com
WIX
$2.15B
| $2.68M | ﹤0.01% |
34,200
+10,000
| +41% | +$823K |
|
800
CALL
NetApp
NTAP
$32.9B
| $2.67M | ﹤0.01% |
35,000
+19,200
| +122% | +$1.3M |
|
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.