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 | |
|---|---|---|---|---|---|---|
576
CALL
Honeywell
HON
$77.1B
| $9.16M | 0.01% |
52,626
-2,122
| -4% | -$388K |
|
577
CALL
Diamondback Energy
FANG
$57.6B
| $9.15M | 0.01% |
+59,100
| New | +$8.72M |
|
|
578
PUT
Diamondback Energy
FANG
$57.6B
| $9.14M | 0.01% |
+59,000
| New | +$8.71M |
|
579
iShares Silver Trust
SLV
$28.1B
| $9.02M | 0.01% |
+443,302
| New | +$9.58M |
|
580
PUT
Marathon Digital Holdings
MARA
$4.62B
| $9M | 0.01% |
1,058,800
-757,700
| -42% | -$10.2M |
|
581
CALL
CME Group
CME
$92.2B
| $8.95M | 0.01% |
44,700
+9,900
| +28% | +$1.97M |
|
582
CALL
ProShares UltraShort Health Care
RXD
$3.25M
| $8.95M | 0.01% |
232,300
+1,000
| +0.4% | +$25.1K |
|
583
PUT
Chewy
CHWY
$8.54B
| $8.94M | 0.01% |
489,700
+143,500
| +41% | +$4.1M |
|
|
584
PUT
Honeywell
HON
$77.1B
| $8.87M | 0.01% |
50,928
+1,698
| +3% | +$311K |
|
|
DFS
585
CALL
DELISTED
Discover Financial Services
DFS
| $8.82M | 0.01% |
101,800
+67,500
| +197% | +$6.7M |
|
586
CALL
Gilead Sciences
GILD
$161B
| $8.81M | 0.01% |
117,500
-2,800
| -2% | -$215K |
|
587
CALL
Constellation Brands
STZ
$22.2B
| $8.75M | 0.01% |
34,800
-20,300
| -37% | -$5.3M |
|
588
CALL
GE HealthCare
GEHC
$27.6B
| $8.74M | 0.01% |
+128,500
| New | +$9.35M |
|
589
CALL
AstraZeneca
AZN
$263B
| $8.7M | 0.01% |
64,200
+10,350
| +19% | +$1.41M |
|
590
PUT
Invesco S&P SmallCap Low Volatility ETF
XSLV
$249M
| $8.66M | 0.01% |
167,200
+130,800
| +359% | +$5.38M |
|
591
CALL
Western Digital
WDC
$179B
| $8.66M | 0.01% |
250,973
-153,204
| -38% | -$4.83M |
|
592
PUT
American Tower
AMT
$77.7B
| $8.62M | 0.01% |
52,400
+20,800
| +66% | +$3.8M |
|
593
CALL
Peloton Interactive
PTON
$2.63B
| $8.61M | 0.01% |
1,704,400
+186,400
| +12% | +$1.33M |
|
594
PUT
Zillow
Z
$7.04B
| $8.6M | 0.01% |
186,400
+33,100
| +22% | +$1.7M |
|
595
CALL
Suncor Energy
SU
$77.7B
| $8.59M | 0.01% |
249,900
+78,400
| +46% | +$2.51M |
|
596
PUT
eBay
EBAY
$48.6B
| $8.53M | 0.01% |
193,400
+48,700
| +34% | +$2.17M |
|
|
HES
597
PUT
DELISTED
Hess
HES
| $8.51M | 0.01% |
55,600
+26,300
| +90% | +$3.96M |
|
598
Bank of America
BAC
$435B
| $8.5M | 0.01% |
+310,502
| New | +$9.19M |
|
599
CALL
MetLife
MET
$61B
| $8.46M | 0.01% |
134,500
+40,400
| +43% | +$2.52M |
|
600
CALL
Hershey
HSY
$35.4B
| $8.44M | 0.01% |
42,200
+20,700
| +96% | +$4.63M |
|
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.