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 | |
|---|---|---|---|---|---|---|
701
CALL
Wolfspeed
WOLF
$1.18B
| $8.71M | 0.01% |
200,100
+186,600
| +1,382% | +$6.77M |
|
|
GAP
702
CALL
The Gap Inc
GAP
$7.02B
| $8.63M | 0.01% |
412,800
+146,000
| +55% | +$2.35M |
|
703
PUT
Chubb
CB
$139B
| $8.61M | 0.01% |
+38,100
| New | +$8.33M |
|
|
GAP
704
PUT
The Gap Inc
GAP
$7.02B
| $8.6M | 0.01% |
411,500
+140,500
| +52% | +$2.26M |
|
705
CALL
Lucid Motors
LCID
$2.52B
| $8.6M | 0.01% |
204,380
+15,700
| +8% | +$705K |
|
706
PUT
AT&T
T
$166B
| $8.56M | 0.01% |
510,200
-216,200
| -30% | -$3.41M |
|
707
PUT
Air Products & Chemicals
APD
$64.9B
| $8.54M | 0.01% |
31,200
+20,100
| +181% | +$5.53M |
|
708
CALL
ProShares UltraShort Health Care
RXD
$3.17M
| $8.45M | 0.01% |
220,100
-12,200
| -5% | -$322K |
|
709
PUT
CRISPR Therapeutics
CRSP
$4.69B
| $8.44M | 0.01% |
134,800
+39,000
| +41% | +$2.16M |
|
710
CALL
XPO
XPO
$24.2B
| $8.43M | 0.01% |
96,200
+32,000
| +50% | +$2.61M |
|
711
CALL
Biogen
BIIB
$30B
| $8.41M | 0.01% |
32,500
+1,500
| +5% | +$368K |
|
712
CALL
Emerson Electric
EMR
$83.1B
| $8.39M | 0.01% |
86,200
+27,700
| +47% | +$2.54M |
|
713
PUT
General Mills
GIS
$19.5B
| $8.38M | 0.01% |
128,600
+44,600
| +53% | +$2.88M |
|
714
CALL
Prudential Financial
PRU
$42.4B
| $8.33M | 0.01% |
80,300
+3,100
| +4% | +$297K |
|
715
PUT
Logitech
LOGI
$15.3B
| $8.32M | 0.01% |
87,500
-76,900
| -47% | -$6.31M |
|
716
PUT
Automatic Data Processing
ADP
$102B
| $8.32M | 0.01% |
35,700
+4,200
| +13% | +$979K |
|
717
CALL
Cheniere Energy
LNG
$54.4B
| $8.31M | 0.01% |
48,700
-11,200
| -19% | -$1.92M |
|
718
CALL
Comcast
CMCSA
$81.8B
| $8.31M | 0.01% |
189,500
+15,000
| +9% | +$643K |
|
|
SPYU
719
MAX S&P 500 4x Leveraged ETN
SPYU
$251M
| $8.29M | 0.01% |
+572,708
| New | +$7.9M |
|
720
PUT
Tractor Supply
TSCO
$16.6B
| $8.26M | 0.01% |
192,000
+51,500
| +37% | +$2.1M |
|
721
CALL
APA Corp
APA
$12.5B
| $8.25M | 0.01% |
229,800
-55,400
| -19% | -$2.09M |
|
722
PUT
WIX.com
WIX
$2.33B
| $8.24M | 0.01% |
67,000
+1,700
| +3% | +$164K |
|
723
CALL
American International
AIG
$42.3B
| $8.24M | 0.01% |
121,600
+1,300
| +1% | +$82.8K |
|
724
CALL
Altria Group
MO
$121B
| $8.21M | 0.01% |
203,600
+14,300
| +8% | +$591K |
|
|
725
CALL
Automatic Data Processing
ADP
$102B
| $8.18M | 0.01% |
35,100
+3,400
| +11% | +$792K |
|
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.