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 | |
|---|---|---|---|---|---|---|
101
CALL
Palo Alto Networks
PANW
$292B
| $135M | 0.09% |
916,000
+214,400
| +31% | +$28.7M |
|
|
XYZ
102
PUT
Block Inc
XYZ
$47.6B
| $134M | 0.09% |
1,729,100
+636,200
| +58% | +$36M |
|
103
PUT
United Rentals
URI
$65.5B
| $133M | 0.09% |
232,300
+63,100
| +37% | +$29.8M |
|
104
PUT
ServiceNow
NOW
$106B
| $131M | 0.09% |
930,000
-993,500
| -52% | -$125M |
|
105
PUT
Super Micro Computer
SMCI
$15.6B
| $129M | 0.09% |
4,548,000
-223,000
| -5% | -$6.18M |
|
106
PUT
Micron Technology
MU
$959B
| $128M | 0.09% |
1,502,500
+48,700
| +3% | +$3.62M |
|
107
PUT
FedEx
FDX
$74.7B
| $128M | 0.09% |
506,200
+133,600
| +36% | +$33.9M |
|
108
PUT
State Street Technology Select Sector SPDR ETF
XLK
$114B
| $128M | 0.09% |
1,325,200
+611,000
| +86% | +$54.4M |
|
109
CALL
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$238M
| $125M | 0.08% |
2,714,600
+750,400
| +38% | +$26.2M |
|
110
CALL
Bank of America
BAC
$430B
| $125M | 0.08% |
3,707,200
+597,000
| +19% | +$17.4M |
|
111
CALL
Enphase Energy
ENPH
$5.48B
| $124M | 0.08% |
940,800
+197,400
| +27% | +$20.9M |
|
112
CALL
First Solar
FSLR
$22.8B
| $124M | 0.08% |
721,400
+215,100
| +42% | +$32.9M |
|
113
CALL
Home Depot
HD
$338B
| $124M | 0.08% |
356,800
+47,300
| +15% | +$14.6M |
|
114
PUT
PayPal
PYPL
$49.9B
| $123M | 0.08% |
2,005,600
+404,500
| +25% | +$23.2M |
|
115
PUT
McDonald's
MCD
$190B
| $122M | 0.08% |
412,000
+166,900
| +68% | +$45.4M |
|
116
CALL
Mercado Libre
MELI
$92B
| $120M | 0.08% |
76,100
+3,300
| +5% | +$4.68M |
|
117
CALL
Nike
NKE
$64.9B
| $119M | 0.08% |
1,098,100
+22,800
| +2% | +$2.45M |
|
118
PUT
Snowflake
SNOW
$93.2B
| $117M | 0.08% |
586,900
+18,800
| +3% | +$3.18M |
|
119
CALL
Mastercard
MA
$480B
| $116M | 0.08% |
271,500
+43,300
| +19% | +$17.4M |
|
120
CALL
Ulta Beauty
ULTA
$20.6B
| $116M | 0.08% |
236,000
-21,000
| -8% | -$8.86M |
|
121
CALL
Citigroup
C
$217B
| $113M | 0.08% |
2,197,700
+317,100
| +17% | +$14M |
|
122
PUT
Intuit
INTU
$79.6B
| $113M | 0.08% |
180,700
-18,400
| -9% | -$10.1M |
|
123
CALL
Humana
HUM
$48B
| $113M | 0.08% |
246,400
+139,100
| +130% | +$68.6M |
|
124
CALL
Caterpillar
CAT
$405B
| $112M | 0.08% |
379,800
+84,500
| +29% | +$21.9M |
|
125
CALL
ProShares Ultra Bloomberg Natural Gas
BOIL
$349M
| $111M | 0.07% |
398,380
+44,610
| +13% | +$21.3M |
|
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.