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 | |
|---|---|---|---|---|---|---|
926
PUT
ARK Genomic Revolution ETF
ARKG
$1.51B
| $1.73M | ﹤0.01% |
50,800
-29,600
| -37% | -$930K |
|
927
PUT
Campbell Soup
CPB
$6.51B
| $1.72M | ﹤0.01% |
37,700
+17,100
| +83% | +$882K |
|
928
PUT
Fox Class A
FOXA
$23.2B
| $1.72M | ﹤0.01% |
50,500
+21,300
| +73% | +$697K |
|
929
CALL
Bumble
BMBL
$367M
| $1.7M | ﹤0.01% |
101,200
+2,500
| +3% | +$43.2K |
|
930
PUT
Toronto Dominion Bank
TD
$198B
| $1.69M | ﹤0.01% |
27,300
-2,400
| -8% | -$144K |
|
931
CALL
Paychex
PAYX
$40.4B
| $1.69M | ﹤0.01% |
15,100
-10,100
| -40% | -$1.1M |
|
932
PUT
Harley-Davidson
HOG
$2.68B
| $1.68M | ﹤0.01% |
47,700
-29,400
| -38% | -$1.03M |
|
|
FTCH
933
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $1.68M | ﹤0.01% |
277,900
+58,600
| +27% | +$282K |
|
934
Alphabet (Google) Class A
GOOGL
$3.91T
| $1.66M | ﹤0.01% |
13,834
-10,296
| -43% | -$1.19M |
|
935
PUT
Corning
GLW
$126B
| $1.65M | ﹤0.01% |
47,100
+10,100
| +27% | +$332K |
|
936
PUT
Steel Dynamics
STLD
$35.6B
| $1.63M | ﹤0.01% |
15,000
-9,500
| -39% | -$967K |
|
937
CALL
BioMarin Pharmaceuticals
BMRN
$11.5B
| $1.63M | ﹤0.01% |
18,800
-9,100
| -33% | -$856K |
|
938
CALL
American Electric Power
AEP
$73.7B
| $1.61M | ﹤0.01% |
19,100
+500
| +3% | +$44.2K |
|
939
CALL
Owens Corning
OC
$11.5B
| $1.61M | ﹤0.01% |
+12,300
| New | +$1.35M |
|
940
CALL
Johnson Controls International
JCI
$87.5B
| $1.59M | ﹤0.01% |
23,400
+2,600
| +13% | +$160K |
|
941
iShares MSCI Brazil ETF
EWZ
$9.05B
| $1.59M | ﹤0.01% |
+49,082
| New | +$1.46M |
|
|
WWE
942
PUT
DELISTED
World Wrestling Entertainment
WWE
| $1.58M | ﹤0.01% |
+14,600
| New | +$1.51M |
|
943
PUT
Fiverr
FVRR
$376M
| $1.58M | ﹤0.01% |
60,800
+15,700
| +35% | +$473K |
|
944
PUT
Conagra Brands
CAG
$7.07B
| $1.57M | ﹤0.01% |
46,500
+9,500
| +26% | +$343K |
|
945
PUT
Signet Jewelers
SIG
$3.55B
| $1.56M | ﹤0.01% |
23,900
-9,100
| -28% | -$630K |
|
946
CALL
Stellantis
STLA
$16.5B
| $1.56M | ﹤0.01% |
88,900
+43,700
| +97% | +$733K |
|
947
Scorpio Tankers
STNG
$3.96B
| $1.55M | ﹤0.01% |
+32,811
| New | +$1.62M |
|
948
CALL
Agilent Technologies
A
$39.1B
| $1.54M | ﹤0.01% |
+12,800
| New | +$1.63M |
|
949
PUT
CSX Corp
CSX
$98.6B
| $1.53M | ﹤0.01% |
44,900
+8,300
| +23% | +$263K |
|
|
SKX
950
CALL
DELISTED
Skechers
SKX
| $1.52M | ﹤0.01% |
28,800
-20,900
| -42% | -$1.07M |
|
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.