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 | |
|---|---|---|---|---|---|---|
551
PUT
Dow Inc
DOW
$21.6B
| $10.3M | 0.01% |
199,400
-48,700
| -20% | -$2.61M |
|
552
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$162M
| $10.3M | 0.01% |
110,175
+10,675
| +11% | +$1M |
|
553
PUT
TJX Companies
TJX
$170B
| $10.2M | 0.01% |
+115,200
| New | +$10.1M |
|
554
CALL
CF Industries
CF
$19.2B
| $10.2M | 0.01% |
119,200
-2,300
| -2% | -$182K |
|
555
PUT
Advance Auto Parts
AAP
$3.37B
| $10.2M | 0.01% |
182,600
+50,900
| +39% | +$3.41M |
|
|
AXON
556
CALL
Axon Enterprise
AXON
$40.5B
| $10.2M | 0.01% |
51,300
+21,200
| +70% | +$4.17M |
|
557
CALL
Scorpio Tankers
STNG
$3.96B
| $10.2M | 0.01% |
188,400
+60,600
| +47% | +$2.96M |
|
|
WBA
558
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $10.1M | 0.01% |
453,800
+600
| +0.1% | +$16K |
|
559
Logitech
LOGI
$15.2B
| $10M | 0.01% |
145,380
+109,212
| +302% | +$7.36M |
|
560
PUT
S&P Global
SPGI
$126B
| $10M | 0.01% |
27,400
+15,100
| +123% | +$5.94M |
|
561
PUT
Archer Daniels Midland
ADM
$41.4B
| $10M | 0.01% |
132,700
+2,000
| +2% | +$162K |
|
562
CALL
Cheniere Energy
LNG
$56.5B
| $9.94M | 0.01% |
59,900
+16,100
| +37% | +$2.6M |
|
563
CALL
Invesco S&P SmallCap Low Volatility ETF
XSLV
$249M
| $9.88M | 0.01% |
190,700
+108,900
| +133% | +$4.48M |
|
564
CALL
Live Nation Entertainment
LYV
$41.2B
| $9.84M | 0.01% |
118,500
+42,100
| +55% | +$3.67M |
|
565
CALL
EQT Corp
EQT
$33.2B
| $9.79M | 0.01% |
241,200
-79,100
| -25% | -$3.27M |
|
566
CALL
eBay
EBAY
$48.6B
| $9.75M | 0.01% |
221,200
+75,000
| +51% | +$3.35M |
|
|
567
PUT
Live Nation Entertainment
LYV
$41.2B
| $9.73M | 0.01% |
117,200
+26,200
| +29% | +$2.28M |
|
568
CALL
Fortinet
FTNT
$112B
| $9.72M | 0.01% |
165,700
+77,100
| +87% | +$5.1M |
|
569
PUT
Burlington
BURL
$22B
| $9.7M | 0.01% |
71,700
+27,600
| +63% | +$4.43M |
|
570
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$18.7B
| $9.66M | 0.01% |
+511,750
| New | +$11.7M |
|
571
CALL
Antero Resources
AR
$10.9B
| $9.4M | 0.01% |
370,200
-142,200
| -28% | -$3.67M |
|
572
PUT
Phillips 66
PSX
$82.9B
| $9.32M | 0.01% |
77,600
+43,800
| +130% | +$4.92M |
|
573
CALL
Norwegian Cruise Line
NCLH
$8.89B
| $9.28M | 0.01% |
563,300
-117,800
| -17% | -$2.17M |
|
574
CALL
Plug Power
PLUG
$2.92B
| $9.27M | 0.01% |
1,220,200
+156,800
| +15% | +$1.53M |
|
|
PARA
575
CALL
DELISTED
Paramount Global Class B
PARA
| $9.2M | 0.01% |
712,800
+119,700
| +20% | +$1.77M |
|
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.