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 | |
|---|---|---|---|---|---|---|
1101
CALL
Welltower
WELL
$178B
| $2.69M | ﹤0.01% |
+29,800
| New | +$2.59M |
|
1102
Affirm
AFRM
$23.5B
| $2.67M | ﹤0.01% |
+54,400
| New | +$1.57M |
|
1103
PUT
Textron
TXT
$16.6B
| $2.67M | ﹤0.01% |
33,200
+4,200
| +14% | +$326K |
|
1104
PUT
Steel Dynamics
STLD
$35.6B
| $2.66M | ﹤0.01% |
22,500
+5,100
| +29% | +$568K |
|
1105
CALL
Canadian Solar
CSIQ
$906M
| $2.64M | ﹤0.01% |
100,800
-21,800
| -18% | -$481K |
|
1106
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$426M
| $2.64M | ﹤0.01% |
97,600
+13,800
| +16% | +$404K |
|
1107
PUT
Mobileye
MBLY
$2.03B
| $2.63M | ﹤0.01% |
60,700
-40,400
| -40% | -$1.59M |
|
1108
PUT
Agilent Technologies
A
$39.1B
| $2.63M | ﹤0.01% |
18,900
+5,400
| +40% | +$642K |
|
1109
PUT
M&T Bank
MTB
$36.2B
| $2.59M | ﹤0.01% |
18,900
-1,400
| -7% | -$176K |
|
1110
CALL
Amphenol
APH
$188B
| $2.59M | ﹤0.01% |
+52,200
| New | +$2.31M |
|
|
SKX
1111
CALL
DELISTED
Skechers
SKX
| $2.59M | ﹤0.01% |
41,500
-9,700
| -19% | -$523K |
|
1112
CALL
Deutsche Bank
DB
$66.3B
| $2.58M | ﹤0.01% |
190,400
+45,700
| +32% | +$538K |
|
1113
PUT
NetApp
NTAP
$32.9B
| $2.57M | ﹤0.01% |
29,100
+10,300
| +55% | +$829K |
|
|
HUT
1114
CALL
Hut 8
HUT
$12.4B
| $2.56M | ﹤0.01% |
+192,200
| New | +$2.05M |
|
1115
CALL
JetBlue
JBLU
$1.96B
| $2.56M | ﹤0.01% |
461,600
+145,200
| +46% | +$680K |
|
|
1116
Invesco DB US Dollar Index Bullish Fund
UUP
$426M
| $2.56M | ﹤0.01% |
94,546
-105,451
| -53% | -$3.08M |
|
1117
Kenvue
KVUE
$37B
| $2.55M | ﹤0.01% |
+118,594
| New | +$2.37M |
|
1118
PUT
Peabody Energy
BTU
$2.78B
| $2.55M | ﹤0.01% |
104,800
-63,000
| -38% | -$1.52M |
|
1119
CALL
Fiverr
FVRR
$376M
| $2.55M | ﹤0.01% |
93,500
+3,200
| +4% | +$79.2K |
|
1120
PUT
Bunge Global
BG
$23.6B
| $2.54M | ﹤0.01% |
+25,200
| New | +$2.64M |
|
1121
PUT
KeyCorp
KEY
$24.3B
| $2.54M | ﹤0.01% |
176,400
-46,000
| -21% | -$546K |
|
1122
iShares MSCI Mexico ETF
EWW
$1.89B
| $2.54M | ﹤0.01% |
+37,388
| New | +$2.26M |
|
1123
Roku
ROKU
$21.1B
| $2.51M | ﹤0.01% |
27,417
+9,994
| +57% | +$836K |
|
1124
PUT
RingCentral
RNG
$4.05B
| $2.51M | ﹤0.01% |
74,000
+3,900
| +6% | +$117K |
|
|
GTM
1125
PUT
ZoomInfo Technologies
GTM
$861M
| $2.51M | ﹤0.01% |
135,800
+51,500
| +61% | +$808K |
|
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.