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 | |
|---|---|---|---|---|---|---|
|
GRMN
1051
CALL
Garmin
GRMN
$46.9B
| $3.02M | ﹤0.01% |
23,500
+12,900
| +122% | +$1.5M |
|
|
NOVA
1052
PUT
DELISTED
Sunnova Energy
NOVA
| $3.02M | ﹤0.01% |
+198,000
| New | +$2.17M |
|
1053
CALL
ARK Web x.0 ETF
ARKW
$1.64B
| $3.01M | ﹤0.01% |
39,700
+13,700
| +53% | +$853K |
|
1054
State Street Health Care Select Sector SPDR ETF
XLV
$42B
| $3.01M | ﹤0.01% |
+22,068
| New | +$2.87M |
|
1055
CALL
Aon
AON
$77.3B
| $3M | ﹤0.01% |
+10,300
| New | +$3.3M |
|
1056
PUT
PennyMac Financial
PFSI
$4.38B
| $2.98M | ﹤0.01% |
33,700
+12,800
| +61% | +$961K |
|
1057
PUT
C.H. Robinson
CHRW
$22B
| $2.97M | ﹤0.01% |
34,400
-8,000
| -19% | -$670K |
|
1058
PUT
Tenet Healthcare
THC
$20.1B
| $2.95M | ﹤0.01% |
+39,000
| New | +$2.47M |
|
1059
PUT
XP
XP
$8.62B
| $2.94M | ﹤0.01% |
112,600
+59,700
| +113% | +$1.36M |
|
|
PPLC
1060
PUT
DELISTED
PortfolioPlus S&P 500 ETF
PPLC
| $2.93M | ﹤0.01% |
26,700
-397,800
| -94% | -$43.6M |
|
1061
PUT
AerCap
AER
$23.9B
| $2.93M | ﹤0.01% |
39,400
+28,100
| +249% | +$1.86M |
|
1062
ProShares Ultra Russell2000
UWM
$245M
| $2.93M | ﹤0.01% |
+76,941
| New | +$2.37M |
|
|
RDFN
1063
CALL
DELISTED
Redfin
RDFN
| $2.91M | ﹤0.01% |
282,100
+110,600
| +64% | +$770K |
|
1064
CALL
Transocean
RIG
$5.92B
| $2.91M | ﹤0.01% |
458,200
+99,800
| +28% | +$668K |
|
|
1065
CALL
PennyMac Financial
PFSI
$4.38B
| $2.91M | ﹤0.01% |
32,900
+7,300
| +29% | +$548K |
|
1066
PUT
L3Harris
LHX
$55.9B
| $2.91M | ﹤0.01% |
13,800
+400
| +3% | +$75.1K |
|
1067
CALL
State Street
STT
$50.9B
| $2.9M | ﹤0.01% |
37,500
+1,300
| +4% | +$90.6K |
|
1068
CALL
Aflac
AFL
$63.9B
| $2.9M | ﹤0.01% |
35,200
+5,600
| +19% | +$451K |
|
1069
CALL
Range Resources
RRC
$9.11B
| $2.89M | ﹤0.01% |
95,000
+36,100
| +61% | +$1.18M |
|
1070
PUT
J.M. Smucker
SJM
$12.6B
| $2.88M | ﹤0.01% |
+22,800
| New | +$2.64M |
|
1071
PUT
InterDigital
IDCC
$6.68B
| $2.88M | ﹤0.01% |
26,500
+7,800
| +42% | +$722K |
|
1072
CALL
Yelp
YELP
$1.38B
| $2.87M | ﹤0.01% |
60,700
-3,400
| -5% | -$150K |
|
1073
PUT
PPG Industries
PPG
$25.9B
| $2.87M | ﹤0.01% |
19,200
-6,000
| -24% | -$812K |
|
1074
CALL
KKR & Co
KKR
$89.2B
| $2.86M | ﹤0.01% |
34,500
+20,300
| +143% | +$1.37M |
|
1075
CALL
CAVA Group
CAVA
$7.22B
| $2.85M | ﹤0.01% |
+66,400
| New | +$2.32M |
|
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.