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 | |
|---|---|---|---|---|---|---|
801
CALL
Microchip Technology
MCHP
$41.7B
| $6.51M | ﹤0.01% |
72,200
+8,600
| +14% | +$700K |
|
802
CALL
Universal Display
OLED
$3.76B
| $6.48M | ﹤0.01% |
33,900
+12,800
| +61% | +$2.12M |
|
803
Palantir
PLTR
$311B
| $6.41M | ﹤0.01% |
+373,340
| New | +$6.65M |
|
804
CALL
ARK Genomic Revolution ETF
ARKG
$1.53B
| $6.41M | ﹤0.01% |
195,300
+67,600
| +53% | +$1.84M |
|
805
PUT
Electronic Arts
EA
$52.4B
| $6.4M | ﹤0.01% |
46,800
+6,000
| +15% | +$793K |
|
806
PUT
Credit Acceptance
CACC
$5.86B
| $6.39M | ﹤0.01% |
+12,000
| New | +$5.4M |
|
807
CALL
Ambarella
AMBA
$2.78B
| $6.36M | ﹤0.01% |
103,700
+5,200
| +5% | +$284K |
|
|
FITB
808
CALL
Fifth Third Bancorp
FITB
$51.7B
| $6.32M | ﹤0.01% |
183,300
+12,900
| +8% | +$358K |
|
|
WCC
809
PUT
WESCO International
WCC
$16B
| $6.22M | ﹤0.01% |
+35,800
| New | +$5.36M |
|
810
PUT
Cummins
CMI
$89.2B
| $6.2M | ﹤0.01% |
25,900
+12,500
| +93% | +$2.84M |
|
811
PUT
Rio Tinto
RIO
$148B
| $6.18M | ﹤0.01% |
83,000
+49,400
| +147% | +$3.31M |
|
812
PUT
Sherwin-Williams
SHW
$80.3B
| $6.18M | ﹤0.01% |
19,800
+4,400
| +29% | +$1.18M |
|
813
CALL
Applovin
APP
$137B
| $6.14M | ﹤0.01% |
154,200
+62,600
| +68% | +$2.45M |
|
814
PUT
GoDaddy
GDDY
$12.9B
| $6.13M | ﹤0.01% |
57,700
+27,500
| +91% | +$2.46M |
|
815
CALL
Tower Semiconductor
TSEM
$24.6B
| $6.12M | ﹤0.01% |
+200,500
| New | +$5.23M |
|
816
PUT
Philip Morris
PM
$304B
| $6.1M | ﹤0.01% |
64,800
-9,600
| -13% | -$884K |
|
817
CALL
Suncor Energy
SU
$75.8B
| $6.08M | ﹤0.01% |
189,900
-60,000
| -24% | -$1.96M |
|
818
PUT
ProShares Ultra S&P500
SSO
$7.67B
| $6.08M | ﹤0.01% |
203,400
+85,000
| +72% | +$2.44M |
|
819
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$163M
| $6.06M | ﹤0.01% |
97,550
-12,625
| -11% | -$1.02M |
|
|
WCC
820
CALL
WESCO International
WCC
$16B
| $6.05M | ﹤0.01% |
+34,800
| New | +$5.21M |
|
|
SPR
821
PUT
DELISTED
Spirit AeroSystems
SPR
| $6.05M | ﹤0.01% |
190,300
+54,000
| +40% | +$1.32M |
|
822
CALL
Johnson Controls International
JCI
$86B
| $6.04M | ﹤0.01% |
104,800
+80,300
| +328% | +$4.22M |
|
823
CALL
Kraft Heinz
KHC
$31B
| $6M | ﹤0.01% |
162,300
+25,600
| +19% | +$870K |
|
|
824
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$163M
| $6M | ﹤0.01% |
96,650
-37,200
| -28% | -$3M |
|
825
PUT
AB InBev
BUD
$156B
| $5.99M | ﹤0.01% |
92,700
-16,100
| -15% | -$951K |
|
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.