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 | |
|---|---|---|---|---|---|---|
926
PUT
Bank of Montreal
BMO
$125B
| $2.44M | ﹤0.01% |
28,900
+2,900
| +11% | +$255K |
|
927
PUT
American Electric Power
AEP
$73.7B
| $2.44M | ﹤0.01% |
32,400
+600
| +2% | +$48.8K |
|
928
PUT
Paychex
PAYX
$40.4B
| $2.43M | ﹤0.01% |
21,100
+9,600
| +83% | +$1.16M |
|
929
CALL
State Street
STT
$50.9B
| $2.42M | ﹤0.01% |
36,200
+10,000
| +38% | +$705K |
|
|
BNY
930
PUT
Bank of New York Mellon
BNY
$108B
| $2.42M | ﹤0.01% |
56,700
+13,300
| +31% | +$593K |
|
|
K
931
PUT
DELISTED
Kellanova
K
| $2.42M | ﹤0.01% |
43,239
+8,413
| +24% | +$500K |
|
|
JWN
932
PUT
DELISTED
Nordstrom
JWN
| $2.41M | ﹤0.01% |
161,400
+24,000
| +17% | +$440K |
|
933
CALL
Baxter International
BAX
$11.6B
| $2.4M | ﹤0.01% |
63,600
-13,300
| -17% | -$567K |
|
934
Walt Disney
DIS
$165B
| $2.4M | ﹤0.01% |
+29,603
| New | +$2.53M |
|
935
CALL
Qorvo
QRVO
$7.63B
| $2.4M | ﹤0.01% |
25,100
-1,000
| -4% | -$102K |
|
936
PUT
KeyCorp
KEY
$24.3B
| $2.39M | ﹤0.01% |
222,400
+900
| +0.4% | +$9.97K |
|
937
Darden Restaurants
DRI
$22.5B
| $2.35M | ﹤0.01% |
+16,428
| New | +$2.6M |
|
938
PUT
L3Harris
LHX
$55.9B
| $2.33M | ﹤0.01% |
+13,400
| New | +$2.46M |
|
939
CALL
NetApp
NTAP
$32.9B
| $2.32M | ﹤0.01% |
30,600
-4,400
| -13% | -$340K |
|
940
PUT
Kinder Morgan
KMI
$73.1B
| $2.32M | ﹤0.01% |
139,900
+27,000
| +24% | +$465K |
|
941
Dollar General
DG
$25.9B
| $2.32M | ﹤0.01% |
+21,920
| New | +$3.27M |
|
942
Procter & Gamble
PG
$343B
| $2.31M | ﹤0.01% |
+15,834
| New | +$2.42M |
|
943
PUT
Cencora
COR
$60.3B
| $2.3M | ﹤0.01% |
12,800
+500
| +4% | +$92.3K |
|
944
PUT
Cardinal Health
CAH
$53.4B
| $2.3M | ﹤0.01% |
26,500
-2,000
| -7% | -$181K |
|
945
CALL
Dave & Buster's
PLAY
$343M
| $2.27M | ﹤0.01% |
61,300
+1,000
| +2% | +$40.8K |
|
946
CALL
Aflac
AFL
$63.9B
| $2.27M | ﹤0.01% |
+29,600
| New | +$2.2M |
|
947
CALL
Enterprise Products Partners
EPD
$83.8B
| $2.27M | ﹤0.01% |
+82,900
| New | +$2.22M |
|
948
PUT
Textron
TXT
$16.6B
| $2.27M | ﹤0.01% |
+29,000
| New | +$2.16M |
|
949
PUT
GoDaddy
GDDY
$12.3B
| $2.25M | ﹤0.01% |
30,200
+12,100
| +67% | +$893K |
|
950
CALL
VF Corp
VFC
$6.68B
| $2.24M | ﹤0.01% |
126,500
-44,600
| -26% | -$849K |
|
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.