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 | |
|---|---|---|---|---|---|---|
601
CALL
Macy's
M
$6.15B
| $11.8M | 0.01% |
585,200
-13,000
| -2% | -$188K |
|
602
PUT
Scorpio Tankers
STNG
$3.96B
| $11.8M | 0.01% |
193,400
+76,400
| +65% | +$4.3M |
|
603
CALL
Equinix
EQIX
$107B
| $11.8M | 0.01% |
+14,600
| New | +$11.2M |
|
604
PUT
MGM Resorts International
MGM
$11.7B
| $11.8M | 0.01% |
263,000
-41,000
| -13% | -$1.61M |
|
605
CALL
Whirlpool
WHR
$2.42B
| $11.7M | 0.01% |
96,400
+49,700
| +106% | +$5.79M |
|
|
DFS
606
CALL
DELISTED
Discover Financial Services
DFS
| $11.7M | 0.01% |
104,400
+2,600
| +3% | +$240K |
|
607
CALL
Invesco S&P SmallCap Low Volatility ETF
XSLV
$249M
| $11.7M | 0.01% |
218,800
+28,100
| +15% | +$1.14M |
|
608
CALL
Constellation Brands
STZ
$22.2B
| $11.6M | 0.01% |
48,100
+13,300
| +38% | +$3.16M |
|
609
PUT
Five Below
FIVE
$11.2B
| $11.6M | 0.01% |
54,300
-14,600
| -21% | -$2.68M |
|
610
Invesco NASDAQ 100 ETF
QQQM
$95.1B
| $11.6M | 0.01% |
+68,637
| New | +$10.7M |
|
|
HES
611
CALL
DELISTED
Hess
HES
| $11.5M | 0.01% |
80,100
+2,700
| +3% | +$396K |
|
612
CALL
EQT Corp
EQT
$33.2B
| $11.5M | 0.01% |
297,500
+56,300
| +23% | +$2.28M |
|
613
CALL
AMC Entertainment Holdings
AMC
$2.03B
| $11.4M | 0.01% |
1,862,500
+302,300
| +19% | +$2.45M |
|
614
PUT
Ally Financial
ALLY
$13.1B
| $11.4M | 0.01% |
326,300
+80,900
| +33% | +$2.26M |
|
615
PUT
Invesco Aerospace & Defense ETF
PPA
$8.27B
| $11.4M | 0.01% |
72,000
+45,800
| +175% | +$3.92M |
|
616
CALL
GitLab
GTLB
$5.28B
| $11.4M | 0.01% |
180,400
+89,000
| +97% | +$4.5M |
|
617
PUT
Hilton Worldwide
HLT
$74B
| $11.3M | 0.01% |
62,300
+14,800
| +31% | +$2.42M |
|
618
PUT
ConocoPhillips
COP
$147B
| $11.3M | 0.01% |
97,700
+10,400
| +12% | +$1.22M |
|
|
619
CALL
ConocoPhillips
COP
$147B
| $11.3M | 0.01% |
97,600
-61,500
| -39% | -$7.19M |
|
620
CALL
Hasbro
HAS
$12.6B
| $11.3M | 0.01% |
221,700
+120,700
| +120% | +$6.1M |
|
|
621
PUT
Equinix
EQIX
$107B
| $11.3M | 0.01% |
+14,000
| New | +$10.7M |
|
622
PUT
Lyft
LYFT
$5.39B
| $11.2M | 0.01% |
744,000
+58,300
| +9% | +$679K |
|
623
PUT
Hershey
HSY
$35.4B
| $11.1M | 0.01% |
59,500
+21,200
| +55% | +$4.02M |
|
624
CALL
American Tower
AMT
$77.7B
| $11.1M | 0.01% |
51,300
+5,700
| +13% | +$1.08M |
|
625
PUT
Western Digital
WDC
$179B
| $10.7M | 0.01% |
271,215
+49,612
| +22% | +$1.74M |
|
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.