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 | |
|---|---|---|---|---|---|---|
1001
PUT
Bath & Body Works
BBWI
$4.11B
| $3.46M | ﹤0.01% |
80,100
+66,600
| +493% | +$2.25M |
|
1002
PUT
Fastly Inc
FSLY
$3.17B
| $3.42M | ﹤0.01% |
191,900
+17,600
| +10% | +$297K |
|
1003
PUT
Fidelity National Information Services
FIS
$22.1B
| $3.41M | ﹤0.01% |
+56,800
| New | +$3.12M |
|
1004
CALL
Enterprise Products Partners
EPD
$83B
| $3.41M | ﹤0.01% |
129,300
+46,400
| +56% | +$1.24M |
|
1005
PUT
DaVita
DVA
$15.3B
| $3.39M | ﹤0.01% |
+32,400
| New | +$2.99M |
|
|
GTM
1006
CALL
ZoomInfo Technologies
GTM
$890M
| $3.39M | ﹤0.01% |
183,400
+73,600
| +67% | +$1.15M |
|
1007
CALL
Camping World
CWH
$380M
| $3.37M | ﹤0.01% |
128,300
+45,800
| +56% | +$959K |
|
1008
PUT
Yum! Brands
YUM
$41.2B
| $3.33M | ﹤0.01% |
+25,500
| New | +$3.18M |
|
|
CGC
1009
CALL
Canopy Growth
CGC
$385M
| $3.32M | ﹤0.01% |
649,700
+577,990
| +806% | +$3.44M |
|
1010
PUT
State Street
STT
$51B
| $3.32M | ﹤0.01% |
42,800
-12,900
| -23% | -$899K |
|
1011
PUT
American Electric Power
AEP
$73.6B
| $3.31M | ﹤0.01% |
40,800
+8,400
| +26% | +$652K |
|
1012
PUT
Quanta Services
PWR
$93.1B
| $3.28M | ﹤0.01% |
+15,200
| New | +$2.81M |
|
1013
CALL
Conagra Brands
CAG
$7.15B
| $3.27M | ﹤0.01% |
114,100
+39,500
| +53% | +$1.11M |
|
1014
Super Micro Computer
SMCI
$19.3B
| $3.26M | ﹤0.01% |
+114,760
| New | +$3.18M |
|
|
BNY
1015
CALL
Bank of New York Mellon
BNY
$108B
| $3.25M | ﹤0.01% |
62,400
+22,800
| +58% | +$1.05M |
|
1016
PUT
CleanSpark
CLSK
$3.67B
| $3.24M | ﹤0.01% |
293,400
-3,000
| -1% | -$18.7K |
|
1017
PUT
Bank of Montreal
BMO
$125B
| $3.24M | ﹤0.01% |
32,700
+3,800
| +13% | +$317K |
|
1018
PUT
Kraft Heinz
KHC
$30.7B
| $3.23M | ﹤0.01% |
87,300
-26,200
| -23% | -$891K |
|
1019
CALL
PVH
PVH
$3.85B
| $3.22M | ﹤0.01% |
26,400
+8,900
| +51% | +$797K |
|
|
DISH
1020
CALL
DELISTED
DISH Network Corp.
DISH
| $3.22M | ﹤0.01% |
557,900
+89,500
| +19% | +$402K |
|
1021
PUT
Becton Dickinson
BDX
$43.7B
| $3.22M | ﹤0.01% |
13,200
+600
| +5% | +$148K |
|
1022
Direxion Daily TSLA Bear 1X ETF
TSLS
$86.6M
| $3.21M | ﹤0.01% |
17,061
+11,787
| +223% | +$2.38M |
|
1023
Digital Realty Trust
DLR
$72.9B
| $3.21M | ﹤0.01% |
+23,815
| New | +$3.08M |
|
1024
CALL
Ovintiv
OVV
$17.3B
| $3.19M | ﹤0.01% |
+72,700
| New | +$3.32M |
|
1025
CALL
Equifax
EFX
$20.8B
| $3.19M | ﹤0.01% |
12,900
+2,600
| +25% | +$527K |
|
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.