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 | |
|---|---|---|---|---|---|---|
751
PUT
Prudential Financial
PRU
$42.4B
| $7.38M | 0.01% |
71,200
+2,100
| +3% | +$201K |
|
752
CALL
GE HealthCare
GEHC
$28.4B
| $7.38M | 0.01% |
95,500
-33,000
| -26% | -$2.31M |
|
|
FISV
753
PUT
Fiserv Inc
FISV
$27.9B
| $7.35M | ﹤0.01% |
55,300
+30,100
| +119% | +$3.69M |
|
754
PUT
XPeng
XPEV
$12.2B
| $7.26M | ﹤0.01% |
497,300
-289,500
| -37% | -$4.6M |
|
755
CALL
Southern Company
SO
$110B
| $7.23M | ﹤0.01% |
103,100
+33,100
| +47% | +$2.27M |
|
756
CALL
HP
HPQ
$24.1B
| $7.2M | ﹤0.01% |
239,200
-56,300
| -19% | -$1.58M |
|
757
PUT
Universal Display
OLED
$3.77B
| $7.19M | ﹤0.01% |
37,600
+18,400
| +96% | +$3.04M |
|
758
CALL
MetLife
MET
$61.6B
| $7.14M | ﹤0.01% |
107,900
-26,600
| -20% | -$1.66M |
|
|
FL
759
PUT
DELISTED
Foot Locker
FL
| $7.12M | ﹤0.01% |
228,700
-80,900
| -26% | -$1.95M |
|
760
CALL
Energy Transfer Partners
ET
$68.8B
| $7.12M | ﹤0.01% |
515,900
-2,800
| -0.5% | -$38.1K |
|
761
CALL
AstraZeneca
AZN
$268B
| $7.11M | ﹤0.01% |
52,750
-11,450
| -18% | -$1.49M |
|
762
Marathon Digital Holdings
MARA
$4.4B
| $7.08M | ﹤0.01% |
301,411
+235,832
| +360% | +$2.98M |
|
763
PUT
Colgate-Palmolive
CL
$73.6B
| $7.07M | ﹤0.01% |
88,700
+53,300
| +151% | +$4.01M |
|
|
MRO
764
PUT
DELISTED
Marathon Oil Corporation
MRO
| $7.04M | ﹤0.01% |
291,300
+83,500
| +40% | +$2.15M |
|
765
PUT
Interactive Brokers
IBKR
$40.5B
| $7.03M | ﹤0.01% |
339,200
+238,000
| +235% | +$4.87M |
|
766
CALL
Akamai
AKAM
$16.3B
| $7.02M | ﹤0.01% |
+59,300
| New | +$6.6M |
|
767
CALL
GSK
GSK
$105B
| $7.01M | ﹤0.01% |
189,100
+23,300
| +14% | +$836K |
|
768
CALL
Prologis
PLD
$137B
| $6.96M | ﹤0.01% |
52,200
+38,200
| +273% | +$4.34M |
|
769
CALL
The Mosaic Company
MOS
$7.05B
| $6.91M | ﹤0.01% |
193,300
+41,200
| +27% | +$1.46M |
|
770
CALL
United States Natural Gas Fund
UNG
$461M
| $6.9M | ﹤0.01% |
340,400
+78,875
| +30% | +$1.96M |
|
|
MRO
771
CALL
DELISTED
Marathon Oil Corporation
MRO
| $6.9M | ﹤0.01% |
285,600
+106,900
| +60% | +$2.75M |
|
|
772
PUT
Prologis
PLD
$137B
| $6.88M | ﹤0.01% |
51,600
+37,600
| +269% | +$4.27M |
|
773
CALL
Paychex
PAYX
$41.3B
| $6.85M | ﹤0.01% |
57,500
+35,700
| +164% | +$4.23M |
|
774
CALL
Stanley Black & Decker
SWK
$14.5B
| $6.83M | ﹤0.01% |
69,600
+29,700
| +74% | +$2.61M |
|
775
Gilead Sciences
GILD
$164B
| $6.82M | ﹤0.01% |
84,208
+27,463
| +48% | +$2.14M |
|
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.