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 | |
|---|---|---|---|---|---|---|
1326
CALL
Wabtec
WAB
$51.1B
| $1.41M | ﹤0.01% |
+11,100
| New | +$1.25M |
|
1327
PUT
Gen Digital
GEN
$15.6B
| $1.41M | ﹤0.01% |
61,600
+21,200
| +52% | +$420K |
|
1328
CALL
AGNC Investment
AGNC
$12.3B
| $1.4M | ﹤0.01% |
143,200
+39,400
| +38% | +$346K |
|
1329
PUT
Dycom Industries
DY
$12.9B
| $1.4M | ﹤0.01% |
12,200
+600
| +5% | +$57K |
|
1330
PUT
Amphenol
APH
$188B
| $1.4M | ﹤0.01% |
+28,200
| New | +$1.25M |
|
1331
PUT
KE Holdings
BEKE
$16.8B
| $1.4M | ﹤0.01% |
86,200
+7,300
| +9% | +$113K |
|
1332
Peloton Interactive
PTON
$2.63B
| $1.39M | ﹤0.01% |
228,759
-104,158
| -31% | -$561K |
|
1333
PUT
Northern Trust
NTRS
$22.2B
| $1.39M | ﹤0.01% |
+16,500
| New | +$1.22M |
|
1334
PUT
Dropbox
DBX
$6.81B
| $1.39M | ﹤0.01% |
47,100
-16,500
| -26% | -$458K |
|
1335
CALL
Hyatt Hotels
H
$17.6B
| $1.38M | ﹤0.01% |
+10,600
| New | +$1.2M |
|
1336
Medtronic
MDT
$107B
| $1.38M | ﹤0.01% |
+16,776
| New | +$1.28M |
|
1337
CALL
ScottsMiracle-Gro
SMG
$4.03B
| $1.37M | ﹤0.01% |
+21,500
| New | +$1.16M |
|
1338
PUT
Unilever
UL
$131B
| $1.37M | ﹤0.01% |
25,067
+4,889
| +24% | +$264K |
|
1339
US Bancorp
USB
$99.6B
| $1.36M | ﹤0.01% |
31,328
-57,221
| -65% | -$2.09M |
|
1340
PUT
Cognizant
CTSH
$21.5B
| $1.35M | ﹤0.01% |
17,900
+4,000
| +29% | +$276K |
|
|
JNPR
1341
CALL
DELISTED
Juniper Networks
JNPR
| $1.34M | ﹤0.01% |
45,500
+5,100
| +13% | +$140K |
|
1342
PUT
Opendoor
OPEN
$3.69B
| $1.34M | ﹤0.01% |
308,760
+71,610
| +30% | +$200K |
|
1343
CALL
Vipshop
VIPS
$6.84B
| $1.34M | ﹤0.01% |
75,200
+23,200
| +45% | +$362K |
|
1344
CALL
AngloGold Ashanti
AU
$40.3B
| $1.33M | ﹤0.01% |
+71,000
| New | +$1.28M |
|
1345
CALL
dLocal
DLO
$4.26B
| $1.32M | ﹤0.01% |
74,800
+22,200
| +42% | +$397K |
|
|
1346
PUT
AGNC Investment
AGNC
$12.3B
| $1.32M | ﹤0.01% |
134,700
+19,100
| +17% | +$168K |
|
1347
PUT
ARK Web x.0 ETF
ARKW
$1.64B
| $1.32M | ﹤0.01% |
17,400
| – | – |
|
1348
CALL
Ball Corp
BALL
$17B
| $1.32M | ﹤0.01% |
22,900
+11,200
| +96% | +$578K |
|
1349
US Global Jets ETF
JETS
$802M
| $1.3M | ﹤0.01% |
+68,293
| New | +$1.15M |
|
1350
Direxion Daily FTSE China Bear 3X ETF
YANG
$86.8M
| $1.28M | ﹤0.01% |
+4,999
| New | +$1.22M |
|
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.