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 | |
|---|---|---|---|---|---|---|
|
SHNY
726
PUT
DELISTED
Direxion Daily Silver Miners Index Bull 2X Shares
SHNY
| $8.14M | 0.01% |
520,500
-3,700
| -0.7% | -$57.8K |
|
727
PUT
Akamai
AKAM
$16.6B
| $8.12M | 0.01% |
+68,600
| New | +$7.63M |
|
728
CALL
Carrier Global
CARR
$57.4B
| $8.11M | 0.01% |
141,200
+70,200
| +99% | +$3.71M |
|
729
PUT
PENN Entertainment
PENN
$2.79B
| $8.11M | 0.01% |
311,500
-22,200
| -7% | -$515K |
|
730
PUT
Cboe Global Markets
CBOE
$29.4B
| $8.09M | 0.01% |
45,300
+21,100
| +87% | +$3.62M |
|
731
CALL
Gilead Sciences
GILD
$163B
| $8.05M | 0.01% |
99,400
-18,100
| -15% | -$1.41M |
|
732
PUT
Kohl's
KSS
$2.08B
| $8.04M | 0.01% |
280,300
+84,200
| +43% | +$1.97M |
|
733
CALL
Jabil
JBL
$32.6B
| $8.04M | 0.01% |
63,100
+29,500
| +88% | +$3.76M |
|
|
BBBY
734
CALL
Bed Bath & Beyond
BBBY
$493M
| $8.03M | 0.01% |
319,110
-100,650
| -24% | -$1.73M |
|
735
PUT
Whirlpool
WHR
$2.48B
| $8.02M | 0.01% |
65,900
+27,100
| +70% | +$3.16M |
|
736
CALL
AB InBev
BUD
$155B
| $8.01M | 0.01% |
123,900
-4,500
| -4% | -$266K |
|
737
CALL
Peloton Interactive
PTON
$2.69B
| $8M | 0.01% |
1,313,500
-390,900
| -23% | -$2.11M |
|
738
PUT
Cintas
CTAS
$83.1B
| $7.96M | 0.01% |
+52,800
| New | +$7.08M |
|
739
PUT
Wolfspeed
WOLF
$1.22B
| $7.91M | 0.01% |
181,900
+166,000
| +1,044% | +$6.02M |
|
740
CALL
General Dynamics
GD
$106B
| $7.76M | 0.01% |
29,900
+8,100
| +37% | +$1.98M |
|
741
CALL
New Oriental
EDU
$7.86B
| $7.76M | 0.01% |
+105,900
| New | +$7.35M |
|
742
PUT
Parker-Hannifin
PH
$125B
| $7.65M | 0.01% |
16,600
+5,700
| +52% | +$2.37M |
|
743
CALL
Duke Energy
DUK
$101B
| $7.58M | 0.01% |
78,100
+24,100
| +45% | +$2.19M |
|
744
PUT
GitLab
GTLB
$5.45B
| $7.55M | 0.01% |
119,900
-36,600
| -23% | -$1.85M |
|
745
CALL
Sherwin-Williams
SHW
$80.3B
| $7.55M | 0.01% |
24,200
+5,900
| +32% | +$1.59M |
|
746
CALL
Bilibili
BILI
$7.53B
| $7.54M | 0.01% |
619,300
+135,200
| +28% | +$1.76M |
|
747
PUT
Nutrien
NTR
$32.1B
| $7.51M | 0.01% |
133,300
+57,300
| +75% | +$3.24M |
|
748
PUT
CME Group
CME
$91.9B
| $7.48M | 0.01% |
35,500
+4,800
| +16% | +$1.02M |
|
749
PUT
Microchip Technology
MCHP
$43B
| $7.47M | 0.01% |
82,800
+29,800
| +56% | +$2.43M |
|
750
PUT
On Holding
ONON
$12.5B
| $7.46M | 0.01% |
276,600
+13,300
| +5% | +$362K |
|
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.