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 | |
|---|---|---|---|---|---|---|
851
CALL
Agnico Eagle Mines
AEM
$72.5B
| $5.56M | ﹤0.01% |
101,300
+44,800
| +79% | +$2.24M |
|
|
BBBY
852
PUT
Bed Bath & Beyond
BBBY
$496M
| $5.53M | ﹤0.01% |
219,780
-39,930
| -15% | -$688K |
|
853
CALL
American Electric Power
AEP
$72.9B
| $5.51M | ﹤0.01% |
67,800
+25,300
| +60% | +$1.96M |
|
854
PUT
ClearShares Piton Intermediate Fixed Income ETF
PIFI
$97.5M
| $5.5M | ﹤0.01% |
289,200
-98,600
| -25% | -$8.92M |
|
855
CALL
Fidelity National Information Services
FIS
$22.5B
| $5.5M | ﹤0.01% |
+91,600
| New | +$5.03M |
|
856
CALL
Vertiv
VRT
$108B
| $5.5M | ﹤0.01% |
114,500
+70,000
| +157% | +$2.98M |
|
|
SPR
857
CALL
DELISTED
Spirit AeroSystems
SPR
| $5.45M | ﹤0.01% |
171,600
+96,400
| +128% | +$2.36M |
|
858
PUT
KB Home
KBH
$3.54B
| $5.43M | ﹤0.01% |
87,000
-19,400
| -18% | -$997K |
|
859
CALL
Samsara
IOT
$21.1B
| $5.42M | ﹤0.01% |
162,300
+92,900
| +134% | +$2.58M |
|
860
PUT
Pool Corp
POOL
$6.79B
| $5.38M | ﹤0.01% |
+13,500
| New | +$4.73M |
|
861
CALL
Tenet Healthcare
THC
$21.3B
| $5.37M | ﹤0.01% |
+71,100
| New | +$4.51M |
|
862
CALL
Truist Financial
TFC
$63.5B
| $5.36M | ﹤0.01% |
145,200
+45,600
| +46% | +$1.43M |
|
|
863
PUT
Truist Financial
TFC
$63.5B
| $5.36M | ﹤0.01% |
145,200
+39,400
| +37% | +$1.24M |
|
864
PUT
Suncor Energy
SU
$75.6B
| $5.35M | ﹤0.01% |
166,900
-20,000
| -11% | -$653K |
|
865
CALL
Progressive
PGR
$126B
| $5.3M | ﹤0.01% |
+33,300
| New | +$5.21M |
|
866
PUT
Ambarella
AMBA
$2.9B
| $5.29M | ﹤0.01% |
86,300
+23,100
| +37% | +$1.26M |
|
867
CALL
Quanta Services
PWR
$92.1B
| $5.29M | ﹤0.01% |
+24,500
| New | +$4.53M |
|
868
PUT
Biogen
BIIB
$29.8B
| $5.28M | ﹤0.01% |
20,400
+8,600
| +73% | +$2.11M |
|
869
PUT
Stanley Black & Decker
SWK
$14.5B
| $5.27M | ﹤0.01% |
53,700
+13,100
| +32% | +$1.15M |
|
|
JWN
870
CALL
DELISTED
Nordstrom
JWN
| $5.26M | ﹤0.01% |
285,000
+101,400
| +55% | +$1.56M |
|
871
Advanced Micro Devices
AMD
$789B
| $5.22M | ﹤0.01% |
35,437
-130,079
| -79% | -$15.3M |
|
872
PUT
The Mosaic Company
MOS
$7.06B
| $5.2M | ﹤0.01% |
145,500
+16,000
| +12% | +$565K |
|
873
CALL
Darden Restaurants
DRI
$23.3B
| $5.19M | ﹤0.01% |
31,600
-20,300
| -39% | -$3.07M |
|
874
PUT
PACCAR
PCAR
$69.2B
| $5.18M | ﹤0.01% |
53,000
+18,100
| +52% | +$1.63M |
|
875
PUT
Welltower
WELL
$177B
| $5.17M | ﹤0.01% |
+57,300
| New | +$4.97M |
|
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.