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 | |
|---|---|---|---|---|---|---|
1451
CALL
BorgWarner
BWA
$13.2B
| $964K | ﹤0.01% |
26,900
+900
| +3% | +$32.1K |
|
1452
CALL
Kyndryl
KD
$2.66B
| $960K | ﹤0.01% |
+46,200
| New | +$789K |
|
|
SAVE
1453
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
| $959K | ﹤0.01% |
58,500
+44,200
| +309% | +$636K |
|
1454
CALL
Kinross Gold
KGC
$28.5B
| $955K | ﹤0.01% |
157,800
-12,500
| -7% | -$68.3K |
|
1455
PUT
Keurig Dr Pepper
KDP
$40.4B
| $943K | ﹤0.01% |
28,300
+15,200
| +116% | +$474K |
|
1456
Sysco
SYY
$39.7B
| $943K | ﹤0.01% |
+12,890
| New | +$890K |
|
1457
CALL
Century Aluminum
CENX
$4.57B
| $938K | ﹤0.01% |
+77,300
| New | +$606K |
|
1458
CALL
Starwood Property Trust
STWD
$6.12B
| $935K | ﹤0.01% |
44,500
-7,200
| -14% | -$141K |
|
1459
CALL
KE Holdings
BEKE
$16.8B
| $929K | ﹤0.01% |
57,300
+15,900
| +38% | +$246K |
|
1460
CALL
H&R Block
HRB
$5.18B
| $929K | ﹤0.01% |
19,200
-19,700
| -51% | -$878K |
|
1461
CALL
State Street SPDR Portfolio Europe ETF
SPEU
$712M
| $928K | ﹤0.01% |
19,400
-14,200
| -42% | -$530K |
|
1462
Applovin
APP
$132B
| $927K | ﹤0.01% |
+23,266
| New | +$912K |
|
1463
CALL
Hartford Financial Services
HIG
$38.5B
| $924K | ﹤0.01% |
11,500
-2,700
| -19% | -$203K |
|
1464
Pan American Silver
PAAS
$18.6B
| $918K | ﹤0.01% |
56,242
-116,111
| -67% | -$1.74M |
|
1465
CALL
Flex
FLEX
$43.4B
| $917K | ﹤0.01% |
39,943
-29,326
| -42% | -$587K |
|
1466
GSK
GSK
$103B
| $913K | ﹤0.01% |
24,625
+486
| +2% | +$17.4K |
|
1467
PUT
ARK Blockchain & Fintech Innovation ETF
ARKF
$718M
| $907K | ﹤0.01% |
32,900
+10,300
| +46% | +$227K |
|
1468
PUT
FuboTV Inc
FUBO
$245M
| $907K | ﹤0.01% |
23,767
-7,033
| -23% | -$243K |
|
1469
CALL
BlackBerry
BB
$5.01B
| $906K | ﹤0.01% |
256,000
-81,300
| -24% | -$305K |
|
1470
CALL
Southern Copper
SCCO
$141B
| $904K | ﹤0.01% |
+11,326
| New | +$788K |
|
|
MRO
1471
DELISTED
Marathon Oil Corporation
MRO
| $892K | ﹤0.01% |
+36,940
| New | +$952K |
|
1472
SLB Ltd
SLB
$77.8B
| $891K | ﹤0.01% |
17,115
+1,456
| +9% | +$79.1K |
|
1473
CALL
Helmerich & Payne
HP
$3.53B
| $887K | ﹤0.01% |
+24,500
| New | +$947K |
|
1474
PUT
Tencent Music
TME
$14.5B
| $885K | ﹤0.01% |
98,200
-34,100
| -26% | -$264K |
|
1475
UiPath
PATH
$5.62B
| $879K | ﹤0.01% |
35,367
-67,863
| -66% | -$1.32M |
|
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.