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 | |
|---|---|---|---|---|---|---|
701
CALL
Centene
CNC
$31.3B
| $5.8M | 0.01% |
84,200
+25,100
| +42% | +$1.67M |
|
702
PUT
Carrier Global
CARR
$57.2B
| $5.71M | 0.01% |
+103,500
| New | +$5.7M |
|
703
CALL
Mondelez International
MDLZ
$77.7B
| $5.71M | 0.01% |
82,300
+22,000
| +36% | +$1.59M |
|
704
PUT
Tractor Supply
TSCO
$16.3B
| $5.71M | 0.01% |
140,500
+1,000
| +0.7% | +$43.3K |
|
705
CALL
General Mills
GIS
$19.2B
| $5.7M | 0.01% |
89,100
+64,200
| +258% | +$4.54M |
|
706
PUT
Zions Bancorporation
ZION
$10.1B
| $5.69M | 0.01% |
+163,200
| New | +$5.69M |
|
707
CALL
Digital Realty Trust
DLR
$73.7B
| $5.68M | 0.01% |
46,900
+3,500
| +8% | +$430K |
|
|
DFS
708
PUT
DELISTED
Discover Financial Services
DFS
| $5.66M | 0.01% |
65,300
+23,800
| +57% | +$2.36M |
|
|
K
709
CALL
DELISTED
Kellanova
K
| $5.65M | 0.01% |
101,175
+50,907
| +101% | +$3.03M |
|
710
CALL
Emerson Electric
EMR
$82.9B
| $5.65M | 0.01% |
58,500
+3,700
| +7% | +$352K |
|
711
PUT
AstraZeneca
AZN
$263B
| $5.65M | 0.01% |
41,700
-72,050
| -63% | -$9.84M |
|
712
PUT
Warner Bros
WBD
$64.6B
| $5.61M | 0.01% |
516,300
-154,500
| -23% | -$1.93M |
|
|
MRO
713
PUT
DELISTED
Marathon Oil Corporation
MRO
| $5.56M | ﹤0.01% |
207,800
-14,000
| -6% | -$362K |
|
714
PUT
Stryker
SYK
$127B
| $5.55M | ﹤0.01% |
20,300
+1,300
| +7% | +$373K |
|
715
CALL
WIX.com
WIX
$2.15B
| $5.5M | ﹤0.01% |
59,900
+29,600
| +98% | +$2.64M |
|
716
PUT
Antero Resources
AR
$10.9B
| $5.49M | ﹤0.01% |
216,500
-88,300
| -29% | -$2.28M |
|
717
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.34B
| $5.48M | ﹤0.01% |
+190,727
| New | +$6.67M |
|
718
PUT
NetEase
NTES
$76.5B
| $5.48M | ﹤0.01% |
54,700
-7,900
| -13% | -$810K |
|
719
CALL
The Mosaic Company
MOS
$7.09B
| $5.41M | ﹤0.01% |
152,100
-55,800
| -27% | -$2.14M |
|
720
PUT
Plug Power
PLUG
$2.92B
| $5.38M | ﹤0.01% |
707,800
-296,800
| -30% | -$2.9M |
|
|
721
PUT
General Mills
GIS
$19.2B
| $5.38M | ﹤0.01% |
84,000
+1,200
| +1% | +$84.8K |
|
722
CALL
Toast
TOST
$16.8B
| $5.37M | ﹤0.01% |
286,900
+26,800
| +10% | +$582K |
|
|
FL
723
PUT
DELISTED
Foot Locker
FL
| $5.37M | ﹤0.01% |
309,600
+92,400
| +43% | +$2.07M |
|
724
CALL
Abercrombie & Fitch
ANF
$4.17B
| $5.3M | ﹤0.01% |
94,100
-4,000
| -4% | -$178K |
|
|
CMA
725
CALL
DELISTED
Comerica
CMA
| $5.3M | ﹤0.01% |
127,600
-13,200
| -9% | -$626K |
|
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.