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 | |
|---|---|---|---|---|---|---|
126
CALL
Roku
ROKU
$21.1B
| $84.4M | 0.07% |
1,195,400
+203,100
| +20% | +$15.7M |
|
|
SCHW
127
PUT
Charles Schwab
SCHW
$177B
| $84M | 0.07% |
1,530,900
-132,800
| -8% | -$8.03M |
|
128
CALL
lululemon athletica
LULU
$13B
| $83.7M | 0.07% |
217,000
+58,800
| +37% | +$22.5M |
|
129
CALL
Lockheed Martin
LMT
$134B
| $83.4M | 0.07% |
203,900
+67,200
| +49% | +$29.8M |
|
130
PUT
Caterpillar
CAT
$409B
| $82.4M | 0.07% |
301,900
+34,200
| +13% | +$9.28M |
|
131
CALL
Palo Alto Networks
PANW
$264B
| $82.2M | 0.07% |
701,600
+66,800
| +11% | +$7.9M |
|
132
CALL
First Solar
FSLR
$21.8B
| $81.8M | 0.07% |
506,300
-16,800
| -3% | -$3.13M |
|
133
CALL
Pinduoduo
PDD
$118B
| $81.8M | 0.07% |
834,000
+54,100
| +7% | +$4.66M |
|
134
CALL
Qualcomm
QCOM
$176B
| $81.3M | 0.07% |
731,800
+42,700
| +6% | +$4.95M |
|
135
PUT
Chevron
CVX
$388B
| $81.1M | 0.07% |
480,900
+61,500
| +15% | +$9.93M |
|
|
136
CALL
Caterpillar
CAT
$409B
| $80.6M | 0.07% |
295,300
+89,800
| +44% | +$24.4M |
|
137
CALL
Intuit
INTU
$81.1B
| $79.5M | 0.07% |
155,600
+16,300
| +12% | +$8.25M |
|
138
CALL
iShares Silver Trust
SLV
$28.1B
| $77.6M | 0.07% |
3,817,400
+111,600
| +3% | +$2.41M |
|
139
CALL
Citigroup
C
$222B
| $77.3M | 0.07% |
1,880,600
+571,000
| +44% | +$25.1M |
|
|
140
CALL
Chevron
CVX
$388B
| $77.2M | 0.07% |
457,700
-70,800
| -13% | -$11.4M |
|
141
CALL
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $75.5M | 0.07% |
2,277,000
+583,000
| +34% | +$20.1M |
|
142
PUT
United Rentals
URI
$71.1B
| $75.2M | 0.07% |
169,200
+36,100
| +27% | +$16.5M |
|
143
CALL
Baidu
BIDU
$35.8B
| $74.2M | 0.07% |
552,400
+25,600
| +5% | +$3.59M |
|
144
CALL
Johnson & Johnson
JNJ
$635B
| $74.1M | 0.07% |
475,900
-16,100
| -3% | -$2.66M |
|
145
PUT
Zscaler
ZS
$23B
| $73.7M | 0.07% |
473,400
+159,800
| +51% | +$24M |
|
146
CALL
McDonald's
MCD
$188B
| $73.2M | 0.06% |
278,000
+75,900
| +38% | +$21.6M |
|
147
PUT
Walmart Inc
WMT
$871B
| $72.8M | 0.06% |
1,365,600
+134,400
| +11% | +$7.15M |
|
148
PUT
ProShares Ultra Bloomberg Natural Gas
BOIL
$417M
| $72.2M | 0.06% |
270,460
-96,610
| -26% | -$58.7M |
|
149
CALL
ServiceNow
NOW
$102B
| $72.2M | 0.06% |
645,500
+167,000
| +35% | +$19.1M |
|
150
PUT
Bank of America
BAC
$435B
| $71.1M | 0.06% |
2,596,500
+219,400
| +9% | +$6.49M |
|
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.