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 | |
|---|---|---|---|---|---|---|
876
PUT
PG&E
PCG
$47.8B
| $2.02M | ﹤0.01% |
116,700
+45,000
| +63% | +$762K |
|
877
CALL
Signet Jewelers
SIG
$3.55B
| $2M | ﹤0.01% |
30,700
-7,000
| -19% | -$485K |
|
878
PUT
Regions Financial
RF
$26.3B
| $2M | ﹤0.01% |
112,400
-35,500
| -24% | -$627K |
|
879
CALL
Transocean
RIG
$5.92B
| $2M | ﹤0.01% |
285,600
-160,800
| -36% | -$994K |
|
880
CALL
JetBlue
JBLU
$1.96B
| $2M | ﹤0.01% |
225,300
+21,300
| +10% | +$155K |
|
881
CALL
Digital Turbine
APPS
$1.02B
| $1.99M | ﹤0.01% |
214,000
-400
| -0.2% | -$4.41K |
|
882
CALL
Microvision
MVIS
$88.2M
| $1.97M | ﹤0.01% |
429,800
+189,600
| +79% | +$663K |
|
|
RDFN
883
CALL
DELISTED
Redfin
RDFN
| $1.95M | ﹤0.01% |
157,300
+35,600
| +29% | +$347K |
|
884
CALL
Travelers Companies
TRV
$80.8B
| $1.94M | ﹤0.01% |
11,200
-6,400
| -36% | -$1.13M |
|
885
PUT
Kinder Morgan
KMI
$73.1B
| $1.94M | ﹤0.01% |
112,900
-19,600
| -15% | -$333K |
|
886
Li Auto
LI
$12.6B
| $1.94M | ﹤0.01% |
+55,365
| New | +$1.56M |
|
|
BNY
887
PUT
Bank of New York Mellon
BNY
$108B
| $1.93M | ﹤0.01% |
43,400
-26,000
| -37% | -$1.12M |
|
|
LAZR
888
PUT
DELISTED
Luminar Technologies
LAZR
| $1.93M | ﹤0.01% |
18,707
+987
| +6% | +$93.2K |
|
889
CALL
Pultegroup
PHM
$24.5B
| $1.93M | ﹤0.01% |
+24,800
| New | +$1.68M |
|
890
Philip Morris
PM
$301B
| $1.92M | ﹤0.01% |
+19,658
| New | +$1.88M |
|
891
CALL
State Street
STT
$50.9B
| $1.92M | ﹤0.01% |
+26,200
| New | +$1.88M |
|
892
CALL
General Mills
GIS
$19.2B
| $1.91M | ﹤0.01% |
24,900
-7,400
| -23% | -$632K |
|
|
EXE
893
CALL
Expand Energy Corp
EXE
$21.9B
| $1.91M | ﹤0.01% |
22,800
-5,500
| -19% | -$439K |
|
|
SKX
894
PUT
DELISTED
Skechers
SKX
| $1.91M | ﹤0.01% |
36,200
-5,700
| -14% | -$292K |
|
895
CALL
Copart
CPRT
$25.9B
| $1.91M | ﹤0.01% |
+41,800
| New | +$1.73M |
|
896
CALL
M&T Bank
MTB
$36.2B
| $1.91M | ﹤0.01% |
15,400
+2,000
| +15% | +$242K |
|
897
PUT
NetApp
NTAP
$32.9B
| $1.9M | ﹤0.01% |
24,900
+9,500
| +62% | +$642K |
|
898
Nike
NKE
$61.9B
| $1.9M | ﹤0.01% |
17,189
+2,722
| +19% | +$318K |
|
899
Invesco S&P 500 Pure Growth ETF
RPG
$2.04B
| $1.89M | ﹤0.01% |
61,930
+3,500
| +6% | +$105K |
|
|
GAP
900
CALL
The Gap Inc
GAP
$6.84B
| $1.88M | ﹤0.01% |
210,400
+8,500
| +4% | +$75.8K |
|
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.