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 | |
|---|---|---|---|---|---|---|
476
CALL
US Bancorp Series B Preferred Stock
USB.PRH
$747M
| $18.5M | 0.01% |
426,600
-71,800
| -14% | -$1.41M |
|
477
CALL
ProShares Ultra S&P500
SSO
$7.67B
| $18.4M | 0.01% |
614,600
+345,400
| +128% | +$9.93M |
|
478
CALL
Dell
DELL
$270B
| $18.4M | 0.01% |
240,400
+11,900
| +5% | +$841K |
|
479
PUT
Analog Devices
ADI
$177B
| $18.4M | 0.01% |
92,600
+16,100
| +21% | +$2.88M |
|
480
PUT
Coca-Cola
KO
$361B
| $18.4M | 0.01% |
311,600
-67,900
| -18% | -$3.86M |
|
481
CALL
McKesson
MCK
$100B
| $18.3M | 0.01% |
39,600
+6,800
| +21% | +$3.09M |
|
482
PUT
Chewy
CHWY
$8.99B
| $18.3M | 0.01% |
775,500
+285,800
| +58% | +$5.63M |
|
|
PARA
483
CALL
DELISTED
Paramount Global Class B
PARA
| $18.2M | 0.01% |
1,233,000
+520,200
| +73% | +$6.96M |
|
484
CALL
Vertex Pharmaceuticals
VRTX
$123B
| $18.2M | 0.01% |
44,800
-3,100
| -6% | -$1.15M |
|
485
CALL
NextEra Energy
NEE
$186B
| $18.2M | 0.01% |
299,800
+10,500
| +4% | +$598K |
|
486
PUT
CarMax
KMX
$8.25B
| $18.2M | 0.01% |
237,100
-35,000
| -13% | -$2.35M |
|
487
PUT
Builders FirstSource
BLDR
$7.85B
| $18.1M | 0.01% |
+108,600
| New | +$14.4M |
|
488
CALL
American Airlines Group
AAL
$9.7B
| $18M | 0.01% |
1,306,900
+258,800
| +25% | +$3.25M |
|
489
CALL
iShares MSCI Australia ETF
EWA
$1.37B
| $17.9M | 0.01% |
507,300
+142,100
| +39% | +$3.15M |
|
490
PUT
Bristol-Myers Squibb
BMY
$129B
| $17.9M | 0.01% |
348,300
+136,700
| +65% | +$7.18M |
|
491
Baidu
BIDU
$36.2B
| $17.8M | 0.01% |
+149,675
| New | +$17.3M |
|
492
PUT
Li Auto
LI
$13.1B
| $17.8M | 0.01% |
476,200
-23,700
| -5% | -$855K |
|
493
CALL
Fortinet
FTNT
$113B
| $17.8M | 0.01% |
303,800
+138,100
| +83% | +$7.63M |
|
494
CALL
Caesars Entertainment
CZR
$6.13B
| $17.8M | 0.01% |
379,100
+150,600
| +66% | +$6.69M |
|
495
CALL
Marriott International
MAR
$100B
| $17.8M | 0.01% |
78,800
-9,900
| -11% | -$2.01M |
|
496
CALL
Honeywell
HON
$77.2B
| $17.6M | 0.01% |
89,124
+36,498
| +69% | +$6.58M |
|
497
CALL
Diamondback Energy
FANG
$56.1B
| $17.4M | 0.01% |
112,300
+53,200
| +90% | +$8.34M |
|
|
SPLK
498
CALL
DELISTED
Splunk Inc
SPLK
| $17.3M | 0.01% |
113,600
-137,400
| -55% | -$20.5M |
|
499
PUT
JD.com
JD
$41.7B
| $17.3M | 0.01% |
599,000
-124,800
| -17% | -$3.38M |
|
500
PUT
Zillow
Z
$7.45B
| $17.3M | 0.01% |
298,700
+112,300
| +60% | +$4.95M |
|
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.