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 | |
|---|---|---|---|---|---|---|
501
CALL
Lennar Class A
LEN
$20.4B
| $12.3M | 0.01% |
+113,217
| New | +$13.3M |
|
502
PUT
Bristol-Myers Squibb
BMY
$127B
| $12.3M | 0.01% |
211,600
+43,400
| +26% | +$2.66M |
|
503
PUT
Roblox
RBLX
$34B
| $12.2M | 0.01% |
422,400
-61,300
| -13% | -$2.04M |
|
504
CALL
BioNTech
BNTX
$22.6B
| $12.2M | 0.01% |
112,400
+14,700
| +15% | +$1.63M |
|
505
PUT
iShares MSCI Australia ETF
EWA
$1.34B
| $12M | 0.01% |
373,800
+167,900
| +82% | +$3.74M |
|
506
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
| $12M | 0.01% |
130,792
+107,020
| +450% | +$10.1M |
|
507
CALL
Southwest Airlines
LUV
$22.1B
| $12M | 0.01% |
442,200
+67,100
| +18% | +$2.19M |
|
508
CALL
Futu Holdings
FUTU
$13.9B
| $12M | 0.01% |
207,000
+24,900
| +14% | +$1.33M |
|
|
HES
509
CALL
DELISTED
Hess
HES
| $11.8M | 0.01% |
77,400
+29,700
| +62% | +$4.47M |
|
510
PUT
NXP Semiconductors
NXPI
$68B
| $11.8M | 0.01% |
59,100
+13,500
| +30% | +$2.79M |
|
511
PUT
Las Vegas Sands
LVS
$30.5B
| $11.8M | 0.01% |
257,400
+52,200
| +25% | +$2.82M |
|
512
CALL
APA Corp
APA
$12.8B
| $11.7M | 0.01% |
285,200
+7,700
| +3% | +$317K |
|
513
PUT
Take-Two Interactive
TTWO
$43B
| $11.7M | 0.01% |
83,000
-56,800
| -41% | -$8.18M |
|
514
PUT
RTX Corp
RTX
$287B
| $11.6M | 0.01% |
161,800
+64,300
| +66% | +$5.51M |
|
515
PUT
Snap
SNAP
$7.32B
| $11.6M | 0.01% |
1,303,200
-863,500
| -40% | -$9.02M |
|
516
PUT
HCA Healthcare
HCA
$84.8B
| $11.6M | 0.01% |
47,200
+4,200
| +10% | +$1.15M |
|
517
PUT
Skyworks Solutions
SWKS
$9.06B
| $11.6M | 0.01% |
117,300
+10,000
| +9% | +$1.06M |
|
518
PUT
AMC Entertainment Holdings
AMC
$2.03B
| $11.5M | 0.01% |
1,444,900
+1,295,050
| +864% | +$38.4M |
|
519
Alphabet (Google) Class A
GOOGL
$3.91T
| $11.5M | 0.01% |
88,128
+74,294
| +537% | +$9.61M |
|
520
PUT
EQT Corp
EQT
$33.2B
| $11.5M | 0.01% |
283,200
+13,600
| +5% | +$563K |
|
|
521
CALL
iShares MSCI Australia ETF
EWA
$1.34B
| $11.5M | 0.01% |
365,200
+188,700
| +107% | +$4.2M |
|
|
522
CALL
Bristol-Myers Squibb
BMY
$127B
| $11.4M | 0.01% |
196,100
-31,100
| -14% | -$1.91M |
|
|
523
PUT
Futu Holdings
FUTU
$13.9B
| $11.4M | 0.01% |
196,500
+31,800
| +19% | +$1.7M |
|
524
PUT
Logitech
LOGI
$15.2B
| $11.3M | 0.01% |
164,400
+100,400
| +157% | +$6.76M |
|
525
CALL
D.R. Horton
DHI
$41B
| $11.3M | 0.01% |
105,400
+19,900
| +23% | +$2.38M |
|
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.