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 | |
|---|---|---|---|---|---|---|
426
CALL
US Bancorp Series B Preferred Stock
USB.PRH
$746M
| $16.5M | 0.01% |
498,400
-101,300
| -17% | -$1.91M |
|
427
PUT
SoFi Technologies
SOFI
$21.1B
| $16.4M | 0.01% |
2,058,300
-574,300
| -22% | -$5.05M |
|
428
CALL
Riot Platforms
RIOT
$8.52B
| $16.4M | 0.01% |
1,752,800
+148,700
| +9% | +$2.05M |
|
429
CALL
ON Semiconductor
ON
$33.8B
| $16.3M | 0.01% |
175,700
+67,000
| +62% | +$6.51M |
|
|
430
CALL
SoFi Technologies
SOFI
$21.1B
| $16.3M | 0.01% |
2,035,100
-387,800
| -16% | -$3.41M |
|
431
PUT
Cameco
CCJ
$38.3B
| $16.1M | 0.01% |
407,400
+62,100
| +18% | +$2.2M |
|
432
PUT
Unity
U
$12.5B
| $15.8M | 0.01% |
502,700
-162,900
| -24% | -$6.27M |
|
433
CALL
Dell
DELL
$283B
| $15.7M | 0.01% |
228,500
+118,900
| +108% | +$7.08M |
|
434
CALL
Las Vegas Sands
LVS
$30.5B
| $15.6M | 0.01% |
340,400
+128,900
| +61% | +$6.97M |
|
435
PUT
Cigna
CI
$76.6B
| $15.5M | 0.01% |
54,200
+15,100
| +39% | +$4.31M |
|
436
CALL
Advance Auto Parts
AAP
$3.37B
| $15.5M | 0.01% |
276,400
+59,600
| +27% | +$3.99M |
|
437
ProShares UltraShort S&P500
SDS
$406M
| $15.4M | 0.01% |
+82,990
| New | +$14.3M |
|
438
CALL
MGM Resorts International
MGM
$11.7B
| $15.3M | 0.01% |
415,200
+208,900
| +101% | +$9.23M |
|
439
PUT
Avis
CAR
$5.63B
| $15.1M | 0.01% |
84,300
-9,700
| -10% | -$2.1M |
|
440
PUT
Cloudflare
NET
$93B
| $15M | 0.01% |
238,700
-47,400
| -17% | -$3.03M |
|
441
CALL
Lyft
LYFT
$5.39B
| $15M | 0.01% |
1,421,300
+20,400
| +1% | +$227K |
|
442
CALL
Paycom
PAYC
$6.78B
| $15M | 0.01% |
57,700
+31,100
| +117% | +$9.48M |
|
443
CALL
Arm
ARM
$278B
| $14.9M | 0.01% |
+279,300
| New | +$15.5M |
|
|
444
CALL
Cigna
CI
$76.6B
| $14.8M | 0.01% |
51,900
+10,400
| +25% | +$2.97M |
|
445
PUT
DexCom
DXCM
$27.6B
| $14.8M | 0.01% |
159,100
+87,500
| +122% | +$9.86M |
|
446
Boeing
BA
$165B
| $14.7M | 0.01% |
+76,914
| New | +$16.8M |
|
447
NIO
NIO
$11.3B
| $14.7M | 0.01% |
1,629,793
+423,239
| +35% | +$4.71M |
|
448
CALL
Ross Stores
ROST
$76.6B
| $14.7M | 0.01% |
130,200
+62,200
| +91% | +$7.13M |
|
449
PUT
GameStop
GME
$9.5B
| $14.7M | 0.01% |
892,400
-540,400
| -38% | -$10.8M |
|
|
450
PUT
Arm
ARM
$278B
| $14.6M | 0.01% |
+272,500
| New | +$15.1M |
|
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.