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 | |
|---|---|---|---|---|---|---|
1276
CALL
Fomento Económico Mexicano
FMX
$43.3B
| $1.67M | ﹤0.01% |
+12,800
| New | +$1.52M |
|
1277
CALL
iShares Gold Trust
IAU
$63B
| $1.67M | ﹤0.01% |
42,700
+20,000
| +88% | +$748K |
|
1278
Direxion Daily NVDA Bear 1X ETF
NVDD
$18M
| $1.66M | ﹤0.01% |
+7,494
| New | +$1.8M |
|
1279
PUT
YPF
YPF
$20.2B
| $1.65M | ﹤0.01% |
95,800
+43,600
| +84% | +$601K |
|
1280
PUT
Lincoln National
LNC
$7.91B
| $1.65M | ﹤0.01% |
61,000
-2,500
| -4% | -$60.1K |
|
1281
PUT
Alaska Air
ALK
$5.15B
| $1.63M | ﹤0.01% |
+41,800
| New | +$1.49M |
|
1282
PUT
Capri Holdings
CPRI
$1.77B
| $1.63M | ﹤0.01% |
32,500
-7,400
| -19% | -$369K |
|
1283
CALL
Cenovus Energy
CVE
$54.6B
| $1.63M | ﹤0.01% |
97,800
+44,000
| +82% | +$806K |
|
|
1284
CALL
Alaska Air
ALK
$5.15B
| $1.62M | ﹤0.01% |
+41,500
| New | +$1.48M |
|
|
FLG
1285
PUT
Flagstar Bank National Association
FLG
$5.77B
| $1.62M | ﹤0.01% |
52,800
+35,067
| +198% | +$1.05M |
|
1286
CALL
Bausch Health
BHC
$1.65B
| $1.62M | ﹤0.01% |
202,000
+24,800
| +14% | +$181K |
|
1287
PUT
QuantumScape Corp
QS
$3B
| $1.62M | ﹤0.01% |
233,000
+11,400
| +5% | +$71.8K |
|
1288
CALL
Incyte
INCY
$23.5B
| $1.61M | ﹤0.01% |
25,700
+13,700
| +114% | +$775K |
|
1289
CALL
VF Corp
VFC
$6.68B
| $1.61M | ﹤0.01% |
85,800
-40,700
| -32% | -$698K |
|
1290
CALL
Magna International
MGA
$17.9B
| $1.61M | ﹤0.01% |
27,300
+3,800
| +16% | +$205K |
|
1291
PUT
Stride
LRN
$3.69B
| $1.6M | ﹤0.01% |
+26,900
| New | +$1.47M |
|
1292
CALL
InterDigital
IDCC
$6.68B
| $1.6M | ﹤0.01% |
14,700
+500
| +4% | +$46.3K |
|
1293
Zions Bancorporation
ZION
$10.1B
| $1.58M | ﹤0.01% |
35,941
+18,816
| +110% | +$680K |
|
1294
CALL
Toronto Dominion Bank
TD
$198B
| $1.58M | ﹤0.01% |
24,400
+2,700
| +12% | +$162K |
|
1295
PUT
Henry Schein
HSIC
$9.74B
| $1.57M | ﹤0.01% |
+20,800
| New | +$1.46M |
|
|
HUT
1296
PUT
Hut 8
HUT
$12.4B
| $1.57M | ﹤0.01% |
+117,700
| New | +$1.26M |
|
|
PPLC
1297
CALL
DELISTED
PortfolioPlus S&P 500 ETF
PPLC
| $1.57M | ﹤0.01% |
14,300
-506,600
| -97% | -$55.6M |
|
1298
PUT
Coupang
CPNG
$27.8B
| $1.57M | ﹤0.01% |
96,700
+26,000
| +37% | +$429K |
|
1299
CALL
TripAdvisor
TRIP
$1.59B
| $1.57M | ﹤0.01% |
72,700
+52,600
| +262% | +$922K |
|
1300
Direxion Daily Junior Gold Miners Index Bull 2X ETF
JNUG
$351M
| $1.56M | ﹤0.01% |
+46,027
| New | +$1.38M |
|
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.