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 |
NVIDIA
NVDA
|
+$382M |
| 2 |
Tesla
TSLA
|
+$132M |
| 3 |
JPMorgan Chase
JPM
|
+$42.3M |
| 4 |
Netflix
NFLX
|
+$39.1M |
| 5 |
Direxion Daily S&P 500 Bull 3x ETF
SPXL
|
+$24.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$937M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$736M |
| 3 |
iShares Core S&P 500 ETF
IVV
|
+$238M |
| 4 |
ProShares UltraPro Short QQQ
SQQQ
|
+$73.6M |
| 5 |
Direxion Daily S&P 500 Bear 3x ETF
SPXS
|
+$50.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 0.43% |
| 2 | Consumer Discretionary | 0.17% |
| 3 | Financials | 0.08% |
| 4 | Communication Services | 0.06% |
| 5 | Industrials | 0.03% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
CALL
Datadog
DDOG
$87.9B
| $36.2M | 0.03% |
397,400
+27,900
| +8% | +$2.76M |
|
252
CALL
Blackstone
BX
$104B
| $36.1M | 0.03% |
336,900
+31,700
| +10% | +$3.3M |
|
253
CALL
Lowe's Companies
LOW
$116B
| $36M | 0.03% |
173,000
+3,500
| +2% | +$787K |
|
254
PUT
Valero Energy
VLO
$89.8B
| $35.9M | 0.03% |
253,600
+133,400
| +111% | +$17.5M |
|
255
PUT
AbbVie
ABBV
$458B
| $35.9M | 0.03% |
241,000
+24,100
| +11% | +$3.54M |
|
256
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
| $35.7M | 0.03% |
443,200
-7,000
| -2% | -$592K |
|
257
PUT
DraftKings
DKNG
$11.4B
| $35.6M | 0.03% |
1,210,800
+94,000
| +8% | +$2.78M |
|
258
CALL
DoorDash
DASH
$75.3B
| $35.3M | 0.03% |
444,100
+106,800
| +32% | +$8.7M |
|
259
CALL
PepsiCo
PEP
$186B
| $35.2M | 0.03% |
208,000
+89,700
| +76% | +$16.3M |
|
260
PUT
Wynn Resorts
WYNN
$10.1B
| $35.2M | 0.03% |
381,200
-16,000
| -4% | -$1.6M |
|
261
CALL
Cisco
CSCO
$450B
| $35.2M | 0.03% |
655,200
+109,100
| +20% | +$5.89M |
|
|
KFYP
262
CALL
DELISTED
KraneShares CICC China Leaders 100 Index ETF
KFYP
| $35.2M | 0.03% |
1,285,900
+30,700
| +2% | +$706K |
|
|
263
Netflix
NFLX
$292B
| $34.9M | 0.03% |
+923,090
| New | +$39.1M |
|
264
PUT
United Airlines
UAL
$38.4B
| $34.5M | 0.03% |
816,100
-201,500
| -20% | -$10.2M |
|
265
PUT
Etsy
ETSY
$7.65B
| $34.5M | 0.03% |
534,200
+204,200
| +62% | +$16.1M |
|
266
PUT
Thermo Fisher Scientific
TMO
$211B
| $34.5M | 0.03% |
68,100
-6,000
| -8% | -$3.2M |
|
267
CALL
Northrop Grumman
NOC
$77B
| $34.4M | 0.03% |
78,100
+4,400
| +6% | +$1.93M |
|
268
PUT
ARK Innovation ETF
ARKK
$5.89B
| $34.1M | 0.03% |
860,400
+470,200
| +121% | +$20.7M |
|
269
PUT
T-Mobile US
TMUS
$193B
| $34M | 0.03% |
242,600
-80,500
| -25% | -$11.2M |
|
270
CALL
Atlassian
TEAM
$22B
| $34M | 0.03% |
168,600
-24,000
| -12% | -$4.56M |
|
271
PUT
VanEck Durable High Dividend ETF
DURA
$38.7M
| $33.5M | 0.03% |
97,100
+7,200
| +8% | +$227K |
|
|
272
CALL
AbbVie
ABBV
$458B
| $33M | 0.03% |
221,700
-61,400
| -22% | -$9.01M |
|
273
CALL
GE Aerospace
GE
$367B
| $33M | 0.03% |
374,271
+23,932
| +7% | +$2.15M |
|
|
274
PUT
DoorDash
DASH
$75.3B
| $33M | 0.03% |
415,200
+111,400
| +37% | +$9.07M |
|
275
PUT
Direxion Daily Technology Bull 3x ETF
TECL
$5.14B
| $32.8M | 0.03% |
1,311,900
-700
| -0.1% | -$35.5K |
|
Similar funds
IMC Chicago's Q3 2023 Portfolio in Review
As of Q3 2023, IMC Chicago held 1,678 positions worth $113B, up 3.8% from $109B the previous quarter. Its ten largest holdings account for 61% of the portfolio.
IMC Chicago deployed $8.7B of net new capital in Q3 2023, opening 403 new positions and adding to 754 existing holdings. Its largest new stake was Tesla: 512,726 shares worth $128M.
By sector, the portfolio is most concentrated in Technology at 0.43% of assets, up from 0.13% a quarter earlier, followed by Consumer Discretionary and Financials.
On the sell side, the largest reduction was Invesco QQQ Trust, an estimated $937M trimmed.
- IMC Chicago's largest Q3 2023 buy was Tesla: 512,726 shares worth $128M.
- IMC Chicago added most to NVIDIA in Q3 2023, an estimated $382M increase.
- IMC Chicago's biggest Q3 2023 reduction was Invesco QQQ Trust, cutting an estimated $937M.
- IMC Chicago fully exited iShares Core S&P 500 ETF in Q3 2023, selling an estimated $238M.
- IMC Chicago's ten largest holdings make up 61% of its $113B portfolio in Q3 2023.
- IMC Chicago opened 403 new positions and closed 92 in Q3 2023.
- IMC Chicago's portfolio value rose 3.8% quarter-over-quarter to $113B.
Based on IMC Chicago's 13F filing for Q3 2023, filed 12 Oct 2023.