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 |
ProShares UltraPro S&P 500
UPRO
|
+$387M |
| 2 |
ProShares UltraPro QQQ
TQQQ
|
+$359M |
| 3 |
iShares Russell 2000 ETF
IWM
|
+$152M |
| 4 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$143M |
| 5 |
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
|
+$139M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
NVIDIA
NVDA
|
+$286M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$49.4M |
| 3 |
JPMorgan Chase
JPM
|
+$42.8M |
| 4 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$34M |
| 5 |
Tesla
TSLA
|
+$28.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 0.17% |
| 2 | Consumer Discretionary | 0.14% |
| 3 | Communication Services | 0.06% |
| 4 | Financials | 0.04% |
| 5 | Industrials | 0.02% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
PUT
Atlassian
TEAM
$22B
| $57.8M | 0.04% |
242,900
+85,400
| +54% | +$16.8M |
|
227
CALL
T-Mobile US
TMUS
$193B
| $57.8M | 0.04% |
360,300
-66,100
| -16% | -$9.78M |
|
228
CALL
Etsy
ETSY
$7.65B
| $56.9M | 0.04% |
701,500
-12,200
| -2% | -$873K |
|
229
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
| $56.8M | 0.04% |
635,600
+192,400
| +43% | +$15.9M |
|
230
PUT
American Express
AXP
$223B
| $55.8M | 0.04% |
297,600
+40,000
| +16% | +$6.44M |
|
231
CALL
Zoom
ZM
$25.8B
| $55.6M | 0.04% |
773,400
-150,300
| -16% | -$9.94M |
|
232
CALL
Wells Fargo
WFC
$261B
| $55.6M | 0.04% |
1,128,900
+210,000
| +23% | +$9.06M |
|
233
PUT
United Airlines
UAL
$38.4B
| $54.5M | 0.04% |
1,321,000
+504,900
| +62% | +$19.9M |
|
234
CALL
Vanguard S&P 500 ETF
VOO
$968B
| $54.4M | 0.04% |
190,300
+33,300
| +21% | +$13.6M |
|
235
CALL
Intuitive Surgical
ISRG
$121B
| $54.3M | 0.04% |
160,900
+10,600
| +7% | +$3.16M |
|
236
CALL
Thermo Fisher Scientific
TMO
$211B
| $54.1M | 0.04% |
101,900
+43,100
| +73% | +$20.9M |
|
|
237
CALL
Atlassian
TEAM
$22B
| $53.2M | 0.04% |
223,800
+55,200
| +33% | +$10.8M |
|
238
CALL
Roblox
RBLX
$34B
| $52.8M | 0.04% |
1,154,500
+334,900
| +41% | +$12.4M |
|
239
CALL
Palantir
PLTR
$295B
| $52.7M | 0.04% |
3,068,600
-450,200
| -13% | -$8.02M |
|
240
PUT
General Motors
GM
$74.7B
| $52.3M | 0.04% |
1,454,700
+312,900
| +27% | +$9.68M |
|
241
PUT
Accenture
ACN
$89.9B
| $52.2M | 0.04% |
148,800
+14,200
| +11% | +$4.58M |
|
242
PUT
Starbucks
SBUX
$118B
| $52.2M | 0.04% |
543,300
+86,900
| +19% | +$8.46M |
|
243
CALL
PepsiCo
PEP
$186B
| $52M | 0.03% |
306,300
+98,300
| +47% | +$16.3M |
|
|
244
CALL
Starbucks
SBUX
$118B
| $51.8M | 0.03% |
539,600
+35,700
| +7% | +$3.47M |
|
245
CALL
United States Oil Fund
USO
$2.45B
| $51.7M | 0.03% |
775,200
+299,000
| +63% | +$21.7M |
|
246
CALL
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.07B
| $51.1M | 0.03% |
373,100
+41,000
| +12% | +$1.18M |
|
247
CALL
Okta
OKTA
$24.1B
| $51M | 0.03% |
563,000
+183,000
| +48% | +$14M |
|
248
PUT
Twilio
TWLO
$29.1B
| $50.4M | 0.03% |
664,400
+260,700
| +65% | +$16.3M |
|
249
CALL
JD.com
JD
$40.8B
| $50.1M | 0.03% |
1,734,200
+442,300
| +34% | +$12M |
|
250
CALL
Unity
U
$12.5B
| $49.7M | 0.03% |
1,215,300
+449,500
| +59% | +$13.9M |
|
Similar funds
IMC Chicago's Q4 2023 Portfolio in Review
As of Q4 2023, IMC Chicago held 1,984 positions worth $149B, up 32% from $113B the previous quarter. Its ten largest holdings account for 58% of the portfolio.
IMC Chicago deployed $18.8B of net new capital in Q4 2023, opening 398 new positions and adding to 952 existing holdings. Its largest new stake was iShares Russell 2000 ETF: 847,801 shares worth $170M.
By sector, the portfolio is most concentrated in Technology at 0.17% of assets, down from 0.43% a quarter earlier, followed by Consumer Discretionary and Communication Services.
On the sell side, the largest reduction was NVIDIA, an estimated $286M trimmed.
- IMC Chicago's largest Q4 2023 buy was iShares Russell 2000 ETF: 847,801 shares worth $170M.
- IMC Chicago added most to ProShares UltraPro S&P 500 in Q4 2023, an estimated $387M increase.
- IMC Chicago's biggest Q4 2023 reduction was NVIDIA, cutting an estimated $286M.
- IMC Chicago fully exited Invesco QQQ Trust in Q4 2023, selling an estimated $49.4M.
- IMC Chicago's ten largest holdings make up 58% of its $149B portfolio in Q4 2023.
- IMC Chicago opened 398 new positions and closed 192 in Q4 2023.
- IMC Chicago's portfolio value rose 32% quarter-over-quarter to $149B.
Based on IMC Chicago's 13F filing for Q4 2023, filed 9 Feb 2024.