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 | |
|---|---|---|---|---|---|---|
1151
CALL
MasTec
MTZ
$26.7B
| $2.34M | ﹤0.01% |
+30,900
| New | +$1.93M |
|
1152
CALL
Toyota
TM
$210B
| $2.33M | ﹤0.01% |
+12,700
| New | +$2.32M |
|
1153
CALL
Ryder
R
$10.3B
| $2.32M | ﹤0.01% |
20,200
+4,500
| +29% | +$473K |
|
1154
PUT
State Street SPDR Portfolio Europe ETF
SPEU
$712M
| $2.32M | ﹤0.01% |
48,500
+30,800
| +174% | +$1.15M |
|
1155
PUT
Enbridge
ENB
$124B
| $2.31M | ﹤0.01% |
+64,200
| New | +$2.16M |
|
|
PXD
1156
DELISTED
Pioneer Natural Resource Co.
PXD
| $2.31M | ﹤0.01% |
+10,260
| New | +$2.4M |
|
1157
PUT
Coherent
COHR
$55.2B
| $2.31M | ﹤0.01% |
53,000
-36,800
| -41% | -$1.33M |
|
1158
PUT
Monster Beverage
MNST
$91.4B
| $2.3M | ﹤0.01% |
40,000
+11,300
| +39% | +$604K |
|
|
DOCU
1159
DocuSign
DOCU
$9.63B
| $2.3M | ﹤0.01% |
+38,726
| New | +$1.78M |
|
1160
CALL
Sysco
SYY
$39.7B
| $2.29M | ﹤0.01% |
+31,300
| New | +$2.16M |
|
1161
PUT
CSX Corp
CSX
$98.6B
| $2.29M | ﹤0.01% |
66,000
+13,400
| +25% | +$427K |
|
1162
CALL
Capri Holdings
CPRI
$1.77B
| $2.28M | ﹤0.01% |
45,400
-15,200
| -25% | -$758K |
|
1163
CALL
Bloom Energy
BE
$52.6B
| $2.28M | ﹤0.01% |
153,900
+7,600
| +5% | +$95.1K |
|
1164
CALL
Northern Trust
NTRS
$22.2B
| $2.27M | ﹤0.01% |
+26,900
| New | +$1.99M |
|
|
SGI
1165
PUT
Somnigroup International
SGI
$15.1B
| $2.27M | ﹤0.01% |
44,500
+19,200
| +76% | +$814K |
|
|
DOG
1166
ProShares Short Dow30
DOG
$96.8M
| $2.26M | ﹤0.01% |
+76,249
| New | +$2.46M |
|
1167
PUT
Conagra Brands
CAG
$7.07B
| $2.26M | ﹤0.01% |
78,700
-10,400
| -12% | -$291K |
|
1168
CALL
Baxter International
BAX
$11.6B
| $2.25M | ﹤0.01% |
58,200
-5,400
| -8% | -$191K |
|
1169
Logitech
LOGI
$15.2B
| $2.23M | ﹤0.01% |
23,440
-121,940
| -84% | -$10M |
|
1170
CALL
Royal Bank of Canada
RY
$291B
| $2.22M | ﹤0.01% |
+22,000
| New | +$1.94M |
|
1171
CALL
Harley-Davidson
HOG
$2.68B
| $2.21M | ﹤0.01% |
60,100
+17,800
| +42% | +$549K |
|
1172
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$434M
| $2.21M | ﹤0.01% |
81,600
-42,900
| -34% | -$1.25M |
|
1173
CALL
Digital Turbine
APPS
$1.02B
| $2.21M | ﹤0.01% |
322,000
+72,600
| +29% | +$405K |
|
1174
PUT
Travelers Companies
TRV
$80.8B
| $2.19M | ﹤0.01% |
+11,500
| New | +$1.99M |
|
1175
PUT
Tower Semiconductor
TSEM
$26.4B
| $2.18M | ﹤0.01% |
+71,400
| New | +$1.86M |
|
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.