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 | |
|---|---|---|---|---|---|---|
526
KraneShares CSI China Internet ETF
KWEB
$5.2B
| $15.6M | 0.01% |
576,491
+421,996
| +273% | +$11.4M |
|
527
CALL
Avis
CAR
$5.63B
| $15.5M | 0.01% |
87,700
-17,400
| -17% | -$3.17M |
|
528
Alphabet (Google) Class A
GOOGL
$3.91T
| $15.5M | 0.01% |
110,859
+22,731
| +26% | +$3.05M |
|
|
TYNS
529
CALL
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
| $15.4M | 0.01% |
186,600
-1,700
| -0.9% | -$141K |
|
530
PUT
Live Nation Entertainment
LYV
$41.2B
| $15.4M | 0.01% |
164,700
+47,500
| +41% | +$4.09M |
|
531
PUT
W.W. Grainger
GWW
$65.3B
| $15.4M | 0.01% |
18,600
+3,200
| +21% | +$2.46M |
|
532
PUT
Hasbro
HAS
$12.6B
| $15.4M | 0.01% |
301,500
+198,500
| +193% | +$10M |
|
533
CALL
BioNTech
BNTX
$22.6B
| $15.3M | 0.01% |
144,800
+32,400
| +29% | +$3.27M |
|
534
PUT
Halliburton
HAL
$27.9B
| $15.2M | 0.01% |
421,100
-40,800
| -9% | -$1.57M |
|
535
PUT
Las Vegas Sands
LVS
$30.5B
| $15.1M | 0.01% |
306,900
+49,500
| +19% | +$2.34M |
|
536
CALL
TJX Companies
TJX
$170B
| $15M | 0.01% |
160,100
+2,800
| +2% | +$251K |
|
537
ProShares Ultra S&P500
SSO
$7.82B
| $15M | 0.01% |
+460,964
| New | +$13.3M |
|
538
PUT
Abbott
ABT
$180B
| $14.9M | 0.01% |
135,300
+20,800
| +18% | +$2.08M |
|
|
539
CALL
Live Nation Entertainment
LYV
$41.2B
| $14.9M | 0.01% |
159,100
+40,600
| +34% | +$3.49M |
|
540
CALL
Ross Stores
ROST
$76.6B
| $14.8M | 0.01% |
107,300
-22,900
| -18% | -$2.85M |
|
541
CALL
Deckers Outdoor
DECK
$13.3B
| $14.8M | 0.01% |
+133,200
| New | +$13.5M |
|
|
542
PUT
Ross Stores
ROST
$76.6B
| $14.8M | 0.01% |
106,800
+48,200
| +82% | +$6M |
|
543
PUT
NXP Semiconductors
NXPI
$68B
| $14.7M | 0.01% |
64,200
+5,100
| +9% | +$1.03M |
|
544
CALL
Best Buy
BBY
$18B
| $14.7M | 0.01% |
188,200
+8,200
| +5% | +$577K |
|
545
PUT
NetEase
NTES
$76.5B
| $14.7M | 0.01% |
158,100
+103,400
| +189% | +$11M |
|
546
PUT
Abercrombie & Fitch
ANF
$4.17B
| $14.7M | 0.01% |
166,900
+43,700
| +35% | +$3.11M |
|
|
547
CALL
NetEase
NTES
$76.5B
| $14.7M | 0.01% |
157,900
+114,300
| +262% | +$12.1M |
|
548
PUT
Advance Auto Parts
AAP
$3.37B
| $14.7M | 0.01% |
240,300
+57,700
| +32% | +$3.16M |
|
549
CALL
Dow Inc
DOW
$21.6B
| $14.7M | 0.01% |
267,300
+7,100
| +3% | +$363K |
|
550
PUT
Medtronic
MDT
$107B
| $14.6M | 0.01% |
177,400
+80,300
| +83% | +$6.12M |
|
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.