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 | |
|---|---|---|---|---|---|---|
651
CALL
Warner Bros
WBD
$64.6B
| $7.14M | 0.01% |
657,700
-243,900
| -27% | -$3.04M |
|
652
PUT
Hilton Worldwide
HLT
$74B
| $7.13M | 0.01% |
47,500
+13,400
| +39% | +$2.02M |
|
653
CALL
AB InBev
BUD
$158B
| $7.1M | 0.01% |
128,400
-27,700
| -18% | -$1.57M |
|
654
CALL
On Holding
ONON
$11.9B
| $7.09M | 0.01% |
+254,800
| New | +$8.06M |
|
655
PUT
GitLab
GTLB
$5.28B
| $7.08M | 0.01% |
+156,500
| New | +$7.49M |
|
656
PUT
Veeva Systems
VEEV
$30.3B
| $7.06M | 0.01% |
+34,700
| New | +$6.99M |
|
657
PUT
MetLife
MET
$61B
| $7.04M | 0.01% |
111,900
+20,200
| +22% | +$1.26M |
|
658
CALL
Cboe Global Markets
CBOE
$29.8B
| $7M | 0.01% |
44,800
+12,300
| +38% | +$1.81M |
|
659
CALL
Simon Property Group
SPG
$74.5B
| $6.99M | 0.01% |
64,700
+9,200
| +17% | +$1.08M |
|
660
PUT
Tyson Foods
TSN
$20.2B
| $6.97M | 0.01% |
138,100
-15,900
| -10% | -$847K |
|
661
CALL
Macy's
M
$6.15B
| $6.95M | 0.01% |
598,200
+254,200
| +74% | +$3.56M |
|
662
PUT
Abercrombie & Fitch
ANF
$4.17B
| $6.94M | 0.01% |
123,200
+20,100
| +19% | +$892K |
|
663
PUT
Centene
CNC
$31.3B
| $6.89M | 0.01% |
100,100
+49,400
| +97% | +$3.29M |
|
664
PUT
Philip Morris
PM
$301B
| $6.89M | 0.01% |
74,400
+4,000
| +6% | +$385K |
|
|
UCD
665
PUT
DELISTED
PROSHARES ULTRA BLOOMBERG COMMODITY
UCD
| $6.85M | 0.01% |
132,200
+55,200
| +72% | +$2.86M |
|
666
PUT
Hasbro
HAS
$12.6B
| $6.81M | 0.01% |
+103,000
| New | +$6.82M |
|
|
667
CALL
Hasbro
HAS
$12.6B
| $6.68M | 0.01% |
+101,000
| New | +$6.69M |
|
668
CALL
Bilibili
BILI
$7.18B
| $6.67M | 0.01% |
484,100
-30,300
| -6% | -$468K |
|
669
CALL
Tractor Supply
TSCO
$16.3B
| $6.66M | 0.01% |
164,000
+80,000
| +95% | +$3.47M |
|
670
CALL
Groupon
GRPN
$980M
| $6.64M | 0.01% |
433,200
+312,000
| +257% | +$3.04M |
|
671
PUT
Ross Stores
ROST
$76.6B
| $6.62M | 0.01% |
58,600
+22,500
| +62% | +$2.58M |
|
672
PUT
ClearShares Piton Intermediate Fixed Income ETF
PIFI
$97.5M
| $6.6M | 0.01% |
387,800
+101,100
| +35% | +$9.19M |
|
673
CALL
Allstate
ALL
$66.9B
| $6.57M | 0.01% |
59,000
+34,200
| +138% | +$3.73M |
|
674
CALL
Stryker
SYK
$127B
| $6.56M | 0.01% |
24,000
-6,700
| -22% | -$1.92M |
|
675
PUT
Prudential Financial
PRU
$41.7B
| $6.56M | 0.01% |
69,100
-13,300
| -16% | -$1.26M |
|
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.