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 | |
|---|---|---|---|---|---|---|
51
PUT
Lam Research
LRCX
$392B
| $192M | 0.17% |
3,071,000
-39,000
| -1% | -$2.56M |
|
|
UWC
52
CALL
DELISTED
PROSHARES TR ULTRA RUSSELL3000
UWC
| $192M | 0.17% |
5,354,800
+421,000
| +9% | +$15.1M |
|
53
PUT
Boeing
BA
$169B
| $186M | 0.16% |
967,900
-115,500
| -11% | -$25.3M |
|
54
CALL
Walt Disney
DIS
$170B
| $178M | 0.16% |
2,191,300
+340,200
| +18% | +$29.1M |
|
55
CALL
Strategy Inc
MSTR
$34.4B
| $173M | 0.15% |
5,285,000
+508,000
| +11% | +$19.1M |
|
56
PUT
Alibaba
BABA
$276B
| $169M | 0.15% |
1,951,100
-415,700
| -18% | -$38.1M |
|
57
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.34B
| $163M | 0.14% |
4,181,800
+409,600
| +11% | +$16.8M |
|
|
58
PUT
Strategy Inc
MSTR
$34.4B
| $156M | 0.14% |
4,759,000
-444,000
| -9% | -$16.7M |
|
59
PUT
UnitedHealth
UNH
$387B
| $156M | 0.14% |
309,100
-55,900
| -15% | -$27.5M |
|
60
CALL
Goldman Sachs
GS
$314B
| $154M | 0.14% |
476,700
-118,200
| -20% | -$39.5M |
|
61
PUT
ASML
ASML
$671B
| $154M | 0.14% |
261,500
+56,700
| +28% | +$37.7M |
|
62
CALL
VanEck Gold Miners ETF
GDX
$21.8B
| $148M | 0.13% |
2,531,200
+133,400
| +6% | +$3.93M |
|
|
63
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.34B
| $142M | 0.13% |
3,836,400
+658,200
| +21% | +$27M |
|
64
CALL
PayPal
PYPL
$49.9B
| $140M | 0.12% |
2,391,800
-157,600
| -6% | -$10.3M |
|
65
PUT
Salesforce
CRM
$140B
| $138M | 0.12% |
681,600
+51,000
| +8% | +$11M |
|
66
CALL
Coinbase
COIN
$41.4B
| $138M | 0.12% |
1,833,100
+160,900
| +10% | +$13.6M |
|
|
67
CALL
Salesforce
CRM
$140B
| $137M | 0.12% |
677,700
-64,900
| -9% | -$14M |
|
|
68
CALL
Lam Research
LRCX
$392B
| $133M | 0.12% |
2,115,000
-145,000
| -6% | -$9.53M |
|
|
69
PUT
Coinbase
COIN
$41.4B
| $132M | 0.12% |
1,764,000
-375,300
| -18% | -$31.6M |
|
70
PUT
Super Micro Computer
SMCI
$15.6B
| $131M | 0.12% |
4,771,000
+1,598,000
| +50% | +$44.6M |
|
|
71
CALL
UnitedHealth
UNH
$387B
| $129M | 0.11% |
256,300
-33,800
| -12% | -$16.6M |
|
|
72
CALL
ASML
ASML
$671B
| $128M | 0.11% |
218,200
+32,900
| +18% | +$21.9M |
|
|
73
Tesla
TSLA
$1.43T
| $128M | 0.11% |
+512,726
| New | +$132M |
|
74
PUT
ExxonMobil
XOM
$611B
| $125M | 0.11% |
1,064,000
+375,500
| +55% | +$41.2M |
|
75
CALL
Shopify
SHOP
$160B
| $122M | 0.11% |
2,227,200
-10,400
| -0.5% | -$630K |
|
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.