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 | |
|---|---|---|---|---|---|---|
376
PUT
BP
BP
$113B
| $20.3M | 0.02% |
524,800
+173,900
| +50% | +$6.45M |
|
|
KFYP
377
PUT
DELISTED
KraneShares CICC China Leaders 100 Index ETF
KFYP
| $20.2M | 0.02% |
736,700
-72,400
| -9% | -$1.66M |
|
378
PUT
Upstart Holdings
UPST
$2.58B
| $20.1M | 0.02% |
704,800
-101,400
| -13% | -$4.08M |
|
379
CALL
Snap
SNAP
$7.32B
| $20M | 0.02% |
2,249,400
-316,500
| -12% | -$3.31M |
|
380
PUT
Generac Holdings
GNRC
$11.9B
| $20M | 0.02% |
183,700
-74,300
| -29% | -$9.19M |
|
381
PUT
Lennar Class A
LEN
$20.4B
| $19.9M | 0.02% |
+183,254
| New | +$21.5M |
|
382
CALL
CarMax
KMX
$8.27B
| $19.9M | 0.02% |
280,900
+52,200
| +23% | +$4.27M |
|
383
PUT
SolarEdge
SEDG
$2.59B
| $19.8M | 0.02% |
153,200
+57,700
| +60% | +$11.1M |
|
384
CALL
Cameco
CCJ
$38.3B
| $19.7M | 0.02% |
496,600
+156,400
| +46% | +$5.53M |
|
385
PUT
3M
MMM
$89B
| $19.6M | 0.02% |
249,964
-159,427
| -39% | -$13.7M |
|
386
CALL
Affirm
AFRM
$23.5B
| $19.5M | 0.02% |
917,800
-14,700
| -2% | -$269K |
|
387
PUT
ON Semiconductor
ON
$33.8B
| $19.4M | 0.02% |
209,100
+100,300
| +92% | +$9.74M |
|
388
PUT
Okta
OKTA
$24.1B
| $19.4M | 0.02% |
237,600
+59,400
| +33% | +$4.5M |
|
|
389
PUT
CarMax
KMX
$8.27B
| $19.2M | 0.02% |
272,100
-5,800
| -2% | -$475K |
|
390
CALL
Williams-Sonoma
WSM
$26.7B
| $19.1M | 0.02% |
+245,800
| New | +$16.9M |
|
391
CALL
ConocoPhillips
COP
$147B
| $19.1M | 0.02% |
159,100
+900
| +0.6% | +$104K |
|
|
X
392
CALL
DELISTED
US Steel
X
| $19M | 0.02% |
586,400
+140,500
| +32% | +$3.94M |
|
393
CALL
Avis
CAR
$5.63B
| $18.9M | 0.02% |
105,100
+48,900
| +87% | +$10.6M |
|
394
ProShares UltraPro QQQ
TQQQ
$31.1B
| $18.9M | 0.02% |
1,059,176
+343,988
| +48% | +$6.98M |
|
395
PUT
Ford
F
$57.3B
| $18.7M | 0.02% |
1,506,200
-257,400
| -15% | -$3.34M |
|
396
PUT
Halliburton
HAL
$27.9B
| $18.7M | 0.02% |
461,900
+119,700
| +35% | +$4.69M |
|
397
PUT
Carnival Corporation Ltd
CCL
$36.1B
| $18.6M | 0.02% |
1,358,300
-870,800
| -39% | -$14.4M |
|
398
CALL
Li Auto
LI
$12.6B
| $18.6M | 0.02% |
521,200
-47,400
| -8% | -$1.87M |
|
399
CALL
Newmont
NEM
$98.2B
| $18.5M | 0.02% |
501,600
+42,800
| +9% | +$1.74M |
|
400
PUT
American Airlines Group
AAL
$9.58B
| $18.4M | 0.02% |
1,438,500
-56,800
| -4% | -$882K |
|
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.