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 | |
|---|---|---|---|---|---|---|
626
CALL
PENN Entertainment
PENN
$2.74B
| $10.7M | 0.01% |
411,700
-139,800
| -25% | -$3.24M |
|
|
627
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27B
| $10.6M | 0.01% |
+20,900
| New | +$9.7M |
|
628
PUT
Clorox
CLX
$11.6B
| $10.6M | 0.01% |
74,300
+11,200
| +18% | +$1.49M |
|
629
CALL
Warner Bros
WBD
$64.6B
| $10.6M | 0.01% |
928,000
+270,300
| +41% | +$2.92M |
|
630
CALL
Western Alliance Bancorporation
WAL
$9.07B
| $10.5M | 0.01% |
159,700
-21,800
| -12% | -$1.1M |
|
631
CALL
HCA Healthcare
HCA
$84.8B
| $10.4M | 0.01% |
38,600
-6,700
| -15% | -$1.66M |
|
632
PUT
Archer Daniels Midland
ADM
$41.4B
| $10.4M | 0.01% |
144,600
+11,900
| +9% | +$871K |
|
633
PUT
Darden Restaurants
DRI
$22.5B
| $10.4M | 0.01% |
63,200
-24,900
| -28% | -$3.77M |
|
634
CALL
Apollo Global Management
APO
$70.7B
| $10.4M | 0.01% |
111,100
+58,600
| +112% | +$5.17M |
|
635
CALL
Antero Resources
AR
$10.9B
| $10.3M | 0.01% |
454,900
+84,700
| +23% | +$2.15M |
|
636
PUT
BioNTech
BNTX
$22.6B
| $10.3M | 0.01% |
97,700
+24,800
| +34% | +$2.5M |
|
637
PUT
Toyota
TM
$210B
| $10.3M | 0.01% |
+56,000
| New | +$10.2M |
|
638
PUT
Nice
NICE
$5.29B
| $10.2M | 0.01% |
+51,300
| New | +$9.23M |
|
639
CALL
eBay
EBAY
$48.6B
| $10.1M | 0.01% |
232,400
+11,200
| +5% | +$464K |
|
640
PUT
Robinhood
HOOD
$85.2B
| $10.1M | 0.01% |
795,100
+538,600
| +210% | +$5.35M |
|
641
CALL
Devon Energy
DVN
$51.9B
| $10.1M | 0.01% |
223,500
-80,300
| -26% | -$3.68M |
|
642
PUT
XPO
XPO
$25B
| $10.1M | 0.01% |
115,400
+55,900
| +94% | +$4.56M |
|
|
DFS
643
PUT
DELISTED
Discover Financial Services
DFS
| $10.1M | 0.01% |
89,900
+24,600
| +38% | +$2.27M |
|
644
CALL
Regeneron Pharmaceuticals
REGN
$68.8B
| $10.1M | 0.01% |
11,500
-15,000
| -57% | -$12.4M |
|
|
PARA
645
PUT
DELISTED
Paramount Global Class B
PARA
| $10.1M | 0.01% |
682,300
+111,000
| +19% | +$1.49M |
|
646
PUT
Futu Holdings
FUTU
$13.9B
| $10.1M | 0.01% |
184,400
-12,100
| -6% | -$687K |
|
|
B
647
PUT
Barrick Mining
B
$62.2B
| $10M | 0.01% |
553,900
+16,400
| +3% | +$269K |
|
|
FL
648
CALL
DELISTED
Foot Locker
FL
| $10M | 0.01% |
321,200
+47,700
| +17% | +$1.15M |
|
649
CALL
Electronic Arts
EA
$52.4B
| $10M | 0.01% |
73,100
+24,500
| +50% | +$3.24M |
|
650
PUT
CF Industries
CF
$19.2B
| $9.94M | 0.01% |
125,000
-5,200
| -4% | -$414K |
|
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.