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 | |
|---|---|---|---|---|---|---|
1026
PUT
InterDigital
IDCC
$6.68B
| $1.11M | ﹤0.01% |
+11,500
| New | +$931K |
|
1027
State Street SPDR S&P Retail ETF
XRT
$365M
| $1.11M | ﹤0.01% |
17,364
-4,611
| -21% | -$283K |
|
1028
Ally Financial
ALLY
$13.1B
| $1.1M | ﹤0.01% |
+40,880
| New | +$1.09M |
|
1029
CALL
Huntington Bancshares
HBAN
$35.1B
| $1.1M | ﹤0.01% |
102,200
-800
| -0.8% | -$8.55K |
|
1030
PUT
Range Resources
RRC
$9.11B
| $1.1M | ﹤0.01% |
37,300
+5,200
| +16% | +$142K |
|
1031
PUT
FirstEnergy
FE
$28.9B
| $1.1M | ﹤0.01% |
28,200
+13,500
| +92% | +$530K |
|
1032
State Street SPDR S&P 400 Mid Cap Value ETF
MDYV
$2.76B
| $1.09M | ﹤0.01% |
15,836
-1,517
| -9% | -$99.1K |
|
1033
Plug Power
PLUG
$2.92B
| $1.07M | ﹤0.01% |
+103,331
| New | +$941K |
|
1034
CALL
Williams Companies
WMB
$90.5B
| $1.07M | ﹤0.01% |
32,900
-1,100
| -3% | -$33K |
|
1035
CALL
Hartford Financial Services
HIG
$38.5B
| $1.07M | ﹤0.01% |
14,900
-2,300
| -13% | -$161K |
|
1036
CALL
YPF
YPF
$20.2B
| $1.07M | ﹤0.01% |
72,000
-56,600
| -44% | -$686K |
|
1037
CALL
Lemonade
LMND
$4.62B
| $1.07M | ﹤0.01% |
63,500
+44,000
| +226% | +$688K |
|
|
B
1038
Barrick Mining
B
$62.2B
| $1.07M | ﹤0.01% |
62,959
+40,163
| +176% | +$732K |
|
1039
Fox Class A
FOXA
$23.2B
| $1.06M | ﹤0.01% |
31,311
+21,053
| +205% | +$689K |
|
1040
PUT
Canadian Natural Resources
CNQ
$96.9B
| $1.06M | ﹤0.01% |
37,600
-96,600
| -72% | -$2.76M |
|
1041
SoFi Technologies
SOFI
$21.1B
| $1.05M | ﹤0.01% |
125,761
+91,340
| +265% | +$595K |
|
1042
Kinross Gold
KGC
$28.5B
| $1.05M | ﹤0.01% |
219,308
+55,700
| +34% | +$278K |
|
1043
CALL
Edison International
EIX
$30.7B
| $1.03M | ﹤0.01% |
+14,900
| New | +$1.05M |
|
|
1044
PUT
Kinross Gold
KGC
$28.5B
| $1.03M | ﹤0.01% |
216,200
+32,600
| +18% | +$163K |
|
1045
CALL
Sonos
SONO
$1.75B
| $1.03M | ﹤0.01% |
63,100
+20,700
| +49% | +$367K |
|
1046
PUT
Incyte
INCY
$23.5B
| $1.03M | ﹤0.01% |
16,500
+2,600
| +19% | +$174K |
|
1047
PUT
Rocket Companies
RKT
$36.9B
| $1.03M | ﹤0.01% |
114,600
-6,600
| -5% | -$57.4K |
|
|
FSR
1048
CALL
DELISTED
Fisker Inc.
FSR
| $1.02M | ﹤0.01% |
181,400
-211,200
| -54% | -$1.22M |
|
1049
PennyMac Financial
PFSI
$4.38B
| $1.02M | ﹤0.01% |
+14,527
| New | +$920K |
|
1050
Shopify
SHOP
$148B
| $1.02M | ﹤0.01% |
15,730
+983
| +7% | +$55.6K |
|
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.