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 | |
|---|---|---|---|---|---|---|
801
PUT
Kraft Heinz
KHC
$30.4B
| $3.82M | ﹤0.01% |
113,500
+54,400
| +92% | +$1.88M |
|
802
Invesco Solar ETF
TAN
$1.47B
| $3.82M | ﹤0.01% |
+73,678
| New | +$4.54M |
|
803
CALL
Sony
SONY
$123B
| $3.82M | ﹤0.01% |
231,500
-244,500
| -51% | -$4.27M |
|
804
CALL
Sunrun
RUN
$2.37B
| $3.81M | ﹤0.01% |
303,400
+12,200
| +4% | +$201K |
|
805
PUT
Allstate
ALL
$66.9B
| $3.81M | ﹤0.01% |
34,200
+14,500
| +74% | +$1.58M |
|
806
PUT
Trip.com Group
TCOM
$27.5B
| $3.81M | ﹤0.01% |
108,900
+34,900
| +47% | +$1.31M |
|
807
PUT
Annaly Capital Management
NLY
$16.9B
| $3.8M | ﹤0.01% |
202,100
+44,400
| +28% | +$882K |
|
808
CALL
Enovix
ENVX
$862M
| $3.79M | ﹤0.01% |
345,257
+89,714
| +35% | +$1.28M |
|
|
ATVI
809
CALL
DELISTED
Activision Blizzard
ATVI
| $3.78M | ﹤0.01% |
40,400
-113,200
| -74% | -$10.3M |
|
810
PUT
Waste Management
WM
$95.9B
| $3.78M | ﹤0.01% |
+24,800
| New | +$4.01M |
|
811
PUT
Cboe Global Markets
CBOE
$29.8B
| $3.78M | ﹤0.01% |
+24,200
| New | +$3.56M |
|
812
PUT
Beyond Meat
BYND
$288M
| $3.77M | ﹤0.01% |
391,900
-79,200
| -17% | -$1.03M |
|
813
PUT
Canadian Natural Resources
CNQ
$96.9B
| $3.76M | ﹤0.01% |
116,200
+78,600
| +209% | +$2.4M |
|
|
BBBY
814
PUT
Bed Bath & Beyond
BBBY
$473M
| $3.74M | ﹤0.01% |
259,710
-8,910
| -3% | -$218K |
|
815
PUT
State Street
STT
$50.9B
| $3.73M | ﹤0.01% |
55,700
+23,600
| +74% | +$1.66M |
|
816
PUT
Invesco Aerospace & Defense ETF
PPA
$8.27B
| $3.71M | ﹤0.01% |
+26,200
| New | +$2.19M |
|
817
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$426M
| $3.7M | ﹤0.01% |
124,500
+60,600
| +95% | +$1.74M |
|
|
DENT
818
CALL
DELISTED
AdvisorShares Dent Tactical ETF
DENT
| $3.68M | ﹤0.01% |
463,600
+203,300
| +78% | +$1.61M |
|
819
CALL
Novavax
NVAX
$1.23B
| $3.68M | ﹤0.01% |
508,100
-74,700
| -13% | -$597K |
|
820
CALL
Applovin
APP
$132B
| $3.66M | ﹤0.01% |
+91,600
| New | +$3.25M |
|
821
PUT
C.H. Robinson
CHRW
$22B
| $3.65M | ﹤0.01% |
42,400
+14,700
| +53% | +$1.37M |
|
822
Direxion Daily S&P 500 Bull 2X ETF
SPUU
$248M
| $3.61M | ﹤0.01% |
42,599
+12,571
| +42% | +$1.16M |
|
|
823
PUT
Sunrun
RUN
$2.37B
| $3.61M | ﹤0.01% |
287,200
+47,900
| +20% | +$788K |
|
824
CALL
Yeti Holdings
YETI
$3.82B
| $3.57M | ﹤0.01% |
74,000
+21,600
| +41% | +$961K |
|
825
CALL
ARK Genomic Revolution ETF
ARKG
$1.54B
| $3.56M | ﹤0.01% |
127,700
+50,900
| +66% | +$1.66M |
|
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.