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 | |
|---|---|---|---|---|---|---|
201
CALL
Lockheed Martin
LMT
$134B
| $67.8M | 0.05% |
149,600
-54,300
| -27% | -$24.1M |
|
202
CALL
Johnson & Johnson
JNJ
$635B
| $67.4M | 0.05% |
429,900
-46,000
| -10% | -$7.05M |
|
203
PUT
Chevron
CVX
$388B
| $67.4M | 0.05% |
451,600
-29,300
| -6% | -$4.43M |
|
204
CALL
Pfizer
PFE
$140B
| $67.2M | 0.05% |
2,335,300
+1,157,300
| +98% | +$35M |
|
205
PUT
Vanguard S&P 500 ETF
VOO
$968B
| $66.8M | 0.04% |
216,600
+10,300
| +5% | +$4.22M |
|
206
PUT
ProShares Ultra Bloomberg Natural Gas
BOIL
$417M
| $66.8M | 0.04% |
288,430
+17,970
| +7% | +$8.6M |
|
207
CALL
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $66.2M | 0.04% |
687,800
+7,800
| +1% | +$694K |
|
208
PUT
Morgan Stanley
MS
$337B
| $66M | 0.04% |
707,900
+239,100
| +51% | +$19.1M |
|
209
CALL
United Parcel Service
UPS
$97.6B
| $65.3M | 0.04% |
415,300
+115,800
| +39% | +$17.5M |
|
210
CALL
Twilio
TWLO
$29.1B
| $64.8M | 0.04% |
854,300
+131,800
| +18% | +$8.22M |
|
211
CALL
Dollar General
DG
$25.9B
| $64.7M | 0.04% |
476,100
-83,400
| -15% | -$10.1M |
|
212
CALL
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $63.9M | 0.04% |
1,698,200
-578,800
| -25% | -$20M |
|
213
Alibaba
BABA
$269B
| $63.6M | 0.04% |
820,895
+669,707
| +443% | +$53.4M |
|
214
PUT
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.07B
| $62.4M | 0.04% |
455,800
-173,800
| -28% | -$5.01M |
|
215
CALL
Proshares UltraShort Technology
REW
$3.48M
| $62.3M | 0.04% |
548,313
-95,825
| -15% | -$7.41M |
|
216
CALL
Datadog
DDOG
$87.9B
| $60.8M | 0.04% |
500,600
+103,200
| +26% | +$10.6M |
|
217
CALL
Charter Communications
CHTR
$14.7B
| $60.8M | 0.04% |
156,300
+93,300
| +148% | +$38M |
|
218
PUT
Direxion Daily Technology Bull 3x ETF
TECL
$5.14B
| $59.7M | 0.04% |
1,474,700
+162,800
| +12% | +$8.83M |
|
|
219
PUT
Datadog
DDOG
$87.9B
| $59.7M | 0.04% |
491,800
+142,600
| +41% | +$14.7M |
|
|
220
PUT
Johnson & Johnson
JNJ
$635B
| $59.4M | 0.04% |
378,900
-34,000
| -8% | -$5.21M |
|
221
CALL
Affirm
AFRM
$23.5B
| $59.3M | 0.04% |
1,206,500
+288,700
| +31% | +$8.35M |
|
222
CALL
IBM
IBM
$202B
| $58.8M | 0.04% |
359,300
-200
| -0.1% | -$30.2K |
|
223
CALL
Albemarle
ALB
$13.5B
| $58.2M | 0.04% |
402,800
+120,600
| +43% | +$16.6M |
|
224
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$332M
| $58.1M | 0.04% |
+503,270
| New | +$71.5M |
|
225
PUT
PepsiCo
PEP
$186B
| $58M | 0.04% |
341,600
+127,100
| +59% | +$21.1M |
|
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.