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 | |
|---|---|---|---|---|---|---|
976
CALL
Qorvo
QRVO
$7.81B
| $3.69M | ﹤0.01% |
32,800
+7,700
| +31% | +$743K |
|
|
AYX
977
PUT
DELISTED
Alteryx Inc
AYX
| $3.69M | ﹤0.01% |
78,200
-14,100
| -15% | -$547K |
|
978
PUT
DuPont de Nemours
DD
$18.6B
| $3.68M | ﹤0.01% |
38,081
+5,497
| +17% | +$500K |
|
979
CALL
AvalonBay Communities
AVB
$27B
| $3.67M | ﹤0.01% |
19,600
+9,000
| +85% | +$1.57M |
|
980
PUT
Tapestry
TPR
$29.3B
| $3.65M | ﹤0.01% |
+99,200
| New | +$3.05M |
|
|
JWN
981
PUT
DELISTED
Nordstrom
JWN
| $3.64M | ﹤0.01% |
197,300
+35,900
| +22% | +$551K |
|
982
CALL
CME Group
CME
$92.5B
| $3.62M | ﹤0.01% |
17,200
-27,500
| -62% | -$5.87M |
|
983
Progressive
PGR
$126B
| $3.62M | ﹤0.01% |
+22,705
| New | +$3.55M |
|
|
984
CALL
DuPont de Nemours
DD
$18.6B
| $3.62M | ﹤0.01% |
37,443
-7,648
| -17% | -$695K |
|
985
iShares Gold Trust
IAU
$63.4B
| $3.59M | ﹤0.01% |
92,014
+51,243
| +126% | +$1.92M |
|
986
PUT
StoneCo
STNE
$2.67B
| $3.58M | ﹤0.01% |
198,400
+60,100
| +43% | +$790K |
|
|
JKS
987
PUT
JinkoSolar
JKS
$798M
| $3.58M | ﹤0.01% |
96,800
+62,500
| +182% | +$2.02M |
|
|
PXD
988
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $3.58M | ﹤0.01% |
+15,900
| New | +$3.73M |
|
989
CALL
CleanSpark
CLSK
$3.58B
| $3.57M | ﹤0.01% |
323,900
+136,900
| +73% | +$853K |
|
990
PUT
Agnico Eagle Mines
AEM
$72.7B
| $3.57M | ﹤0.01% |
65,000
+7,600
| +13% | +$380K |
|
991
PUT
Aon
AON
$78.7B
| $3.55M | ﹤0.01% |
+12,200
| New | +$3.91M |
|
992
PUT
TKO Group
TKO
$13.7B
| $3.54M | ﹤0.01% |
+43,400
| New | +$3.45M |
|
993
CALL
Goodyear
GT
$2.05B
| $3.52M | ﹤0.01% |
245,800
+68,900
| +39% | +$916K |
|
994
PUT
Canadian Natural Resources
CNQ
$94.1B
| $3.51M | ﹤0.01% |
107,200
-9,000
| -8% | -$291K |
|
995
CALL
Olin
OLN
$2.53B
| $3.5M | ﹤0.01% |
+64,900
| New | +$3.11M |
|
996
Invesco DB Commodity Index Tracking Fund
DBC
$1.68B
| $3.49M | ﹤0.01% |
+158,531
| New | +$3.79M |
|
997
CALL
Ralph Lauren
RL
$22.6B
| $3.49M | ﹤0.01% |
+24,200
| New | +$3M |
|
998
PUT
Johnson Controls International
JCI
$86.3B
| $3.48M | ﹤0.01% |
60,400
+34,900
| +137% | +$1.83M |
|
999
CALL
Intercontinental Exchange
ICE
$83.6B
| $3.47M | ﹤0.01% |
27,000
+7,400
| +38% | +$839K |
|
|
ALUM
1000
DELISTED
USCF Aluminum Strategy Fund
ALUM
| $3.46M | ﹤0.01% |
+110,326
| New | +$3.27M |
|
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.