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 | |
|---|---|---|---|---|---|---|
1126
PUT
Canadian Solar
CSIQ
$906M
| $2.51M | ﹤0.01% |
95,700
-6,900
| -7% | -$152K |
|
1127
PUT
CAVA Group
CAVA
$7.22B
| $2.5M | ﹤0.01% |
+58,200
| New | +$2.03M |
|
1128
Direxion Daily Regional Banks Bull 3X ETF
DPST
$451M
| $2.5M | ﹤0.01% |
25,707
-1,842
| -7% | -$119K |
|
1129
EOG Resources
EOG
$78B
| $2.5M | ﹤0.01% |
+20,661
| New | +$2.57M |
|
1130
CALL
QuidelOrtho
QDEL
$1.09B
| $2.5M | ﹤0.01% |
33,900
+3,300
| +11% | +$223K |
|
1131
CALL
Symbotic
SYM
$5.11B
| $2.49M | ﹤0.01% |
+48,500
| New | +$2.13M |
|
1132
PUT
Campbell Soup
CPB
$6.51B
| $2.49M | ﹤0.01% |
57,500
+29,100
| +102% | +$1.2M |
|
1133
PUT
Rocket Lab Corp
RKLB
$39.9B
| $2.48M | ﹤0.01% |
449,100
+340,600
| +314% | +$1.54M |
|
1134
CALL
Virgin Galactic
SPCE
$320M
| $2.48M | ﹤0.01% |
50,680
-2,890
| -5% | -$114K |
|
1135
PUT
Rocket Companies
RKT
$36.9B
| $2.48M | ﹤0.01% |
171,300
+98,500
| +135% | +$943K |
|
1136
PUT
Pultegroup
PHM
$24.5B
| $2.48M | ﹤0.01% |
24,000
+2,200
| +10% | +$187K |
|
1137
CALL
T. Rowe Price
TROW
$25B
| $2.48M | ﹤0.01% |
23,000
-5,700
| -20% | -$568K |
|
1138
PUT
Pan American Silver
PAAS
$18.6B
| $2.46M | ﹤0.01% |
150,800
-56,600
| -27% | -$847K |
|
|
1139
CALL
Pultegroup
PHM
$24.5B
| $2.46M | ﹤0.01% |
23,800
+7,800
| +49% | +$663K |
|
1140
PUT
Sysco
SYY
$39.7B
| $2.45M | ﹤0.01% |
+33,500
| New | +$2.31M |
|
1141
PUT
Stellantis
STLA
$16.5B
| $2.43M | ﹤0.01% |
104,400
-43,000
| -29% | -$888K |
|
1142
ProShares Ultra NASDAQ Biotechnology
BIB
$82.2M
| $2.43M | ﹤0.01% |
+42,674
| New | +$2M |
|
1143
PUT
AeroVironment
AVAV
$7.57B
| $2.43M | ﹤0.01% |
+19,300
| New | +$2.36M |
|
|
NOVA
1144
CALL
DELISTED
Sunnova Energy
NOVA
| $2.43M | ﹤0.01% |
+159,200
| New | +$1.74M |
|
|
WW
1145
PUT
DELISTED
WW International
WW
| $2.42M | ﹤0.01% |
+277,000
| New | +$2.35M |
|
1146
CRISPR Therapeutics
CRSP
$4.58B
| $2.39M | ﹤0.01% |
38,217
+6,914
| +22% | +$382K |
|
1147
PUT
Annaly Capital Management
NLY
$16.9B
| $2.38M | ﹤0.01% |
122,900
-79,200
| -39% | -$1.41M |
|
1148
PUT
Enovix
ENVX
$862M
| $2.37M | ﹤0.01% |
216,457
-14,400
| -6% | -$141K |
|
|
K
1149
PUT
DELISTED
Kellanova
K
| $2.36M | ﹤0.01% |
42,300
-939
| -2% | -$49.1K |
|
1150
CALL
Fox Class A
FOXA
$23.2B
| $2.36M | ﹤0.01% |
79,700
+38,200
| +92% | +$1.16M |
|
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.