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 | |
|---|---|---|---|---|---|---|
1226
PUT
Harley-Davidson
HOG
$2.68B
| $1.94M | ﹤0.01% |
52,600
-9,100
| -15% | -$280K |
|
1227
PUT
Equity Residential
EQR
$25.4B
| $1.93M | ﹤0.01% |
+31,600
| New | +$1.83M |
|
1228
PUT
Altimmune
ALT
$539M
| $1.92M | ﹤0.01% |
+170,300
| New | +$711K |
|
1229
PUT
Fiverr
FVRR
$376M
| $1.91M | ﹤0.01% |
70,000
+12,800
| +22% | +$317K |
|
1230
VanEck Gold Miners ETF
GDX
$23B
| $1.9M | ﹤0.01% |
61,429
+29,482
| +92% | +$863K |
|
1231
CALL
Lincoln National
LNC
$7.91B
| $1.9M | ﹤0.01% |
70,600
-2,500
| -3% | -$60.1K |
|
1232
PUT
VF Corp
VFC
$6.68B
| $1.9M | ﹤0.01% |
101,200
-11,600
| -10% | -$199K |
|
1233
PUT
Sprott Uranium Miners ETF
URNM
$1.78B
| $1.9M | ﹤0.01% |
+39,400
| New | +$1.84M |
|
1234
PUT
PG&E
PCG
$47.8B
| $1.9M | ﹤0.01% |
105,200
-76,400
| -42% | -$1.29M |
|
1235
CALL
Williams Companies
WMB
$90.5B
| $1.89M | ﹤0.01% |
54,300
+19,800
| +57% | +$695K |
|
1236
CALL
Knight Transportation
KNX
$11.8B
| $1.88M | ﹤0.01% |
+32,600
| New | +$1.71M |
|
1237
PUT
BHP
BHP
$213B
| $1.87M | ﹤0.01% |
27,400
+5,900
| +27% | +$356K |
|
1238
CALL
MP Materials
MP
$7.35B
| $1.87M | ﹤0.01% |
94,200
+27,400
| +41% | +$467K |
|
1239
PUT
RCI Hospitality Holdings
RICK
$199M
| $1.87M | ﹤0.01% |
+28,200
| New | +$1.65M |
|
1240
Advance Auto Parts
AAP
$3.37B
| $1.85M | ﹤0.01% |
30,264
-2,415
| -7% | -$132K |
|
1241
CALL
Yum! Brands
YUM
$41B
| $1.84M | ﹤0.01% |
+14,100
| New | +$1.76M |
|
1242
CALL
Annaly Capital Management
NLY
$16.9B
| $1.83M | ﹤0.01% |
94,700
-75,700
| -44% | -$1.35M |
|
1243
PUT
Ovintiv
OVV
$17.5B
| $1.83M | ﹤0.01% |
+41,600
| New | +$1.9M |
|
1244
PUT
Melco Resorts & Entertainment
MLCO
$2.1B
| $1.83M | ﹤0.01% |
205,900
+117,800
| +134% | +$960K |
|
1245
CALL
Gen Digital
GEN
$15.6B
| $1.82M | ﹤0.01% |
79,900
+33,500
| +72% | +$664K |
|
1246
PUT
MasTec
MTZ
$26.7B
| $1.81M | ﹤0.01% |
+23,900
| New | +$1.49M |
|
1247
CALL
FirstEnergy
FE
$28.9B
| $1.8M | ﹤0.01% |
49,200
+3,300
| +7% | +$119K |
|
1248
PUT
Ball Corp
BALL
$17B
| $1.8M | ﹤0.01% |
31,300
+17,500
| +127% | +$902K |
|
1249
PUT
Citizens Financial Group
CFG
$30.4B
| $1.8M | ﹤0.01% |
54,200
+15,000
| +38% | +$413K |
|
1250
United States Natural Gas Fund
UNG
$470M
| $1.79M | ﹤0.01% |
+88,175
| New | +$2.19M |
|
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.