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 | |
|---|---|---|---|---|---|---|
1426
Freeport-McMoran
FCX
$90B
| $1.03M | ﹤0.01% |
24,091
-11,899
| -33% | -$439K |
|
|
FLG
1427
CALL
Flagstar Bank National Association
FLG
$5.77B
| $1.02M | ﹤0.01% |
33,367
+6,634
| +25% | +$199K |
|
1428
CALL
Sempra
SRE
$60.8B
| $1.02M | ﹤0.01% |
+13,700
| New | +$980K |
|
1429
PUT
Deutsche Bank
DB
$66.3B
| $1.02M | ﹤0.01% |
75,500
-58,300
| -44% | -$686K |
|
1430
W.R. Berkley
WRB
$28B
| $1.02M | ﹤0.01% |
+21,650
| New | +$987K |
|
1431
Direxion Daily S&P Biotech Bear 3X ETF
LABD
$65.4M
| $1.02M | ﹤0.01% |
+10,513
| New | +$2.05M |
|
1432
Herbalife
HLF
$1.23B
| $1.02M | ﹤0.01% |
66,540
+43,603
| +190% | +$602K |
|
1433
PUT
Edison International
EIX
$30.7B
| $1.02M | ﹤0.01% |
14,200
+3,000
| +27% | +$197K |
|
1434
CALL
First Horizon
FHN
$12.1B
| $1.01M | ﹤0.01% |
71,600
-16,800
| -19% | -$202K |
|
1435
PUT
SiriusXM
SIRI
$10B
| $1.01M | ﹤0.01% |
18,500
+3,510
| +23% | +$169K |
|
1436
CALL
iQIYI
IQ
$1.18B
| $1.01M | ﹤0.01% |
206,500
+54,800
| +36% | +$259K |
|
1437
CALL
Tencent Music
TME
$14.5B
| $1.01M | ﹤0.01% |
111,700
-11,300
| -9% | -$87.4K |
|
1438
CALL
Nokia
NOK
$50.8B
| $1.01M | ﹤0.01% |
294,100
+65,500
| +29% | +$222K |
|
1439
CALL
Hecla Mining
HL
$10.2B
| $1.01M | ﹤0.01% |
209,000
+26,900
| +15% | +$119K |
|
1440
PUT
AngloGold Ashanti
AU
$40.3B
| $1M | ﹤0.01% |
+53,700
| New | +$969K |
|
1441
Telephone and Data Systems
TDS
$3.91B
| $992K | ﹤0.01% |
+54,037
| New | +$997K |
|
1442
United States Brent Oil Fund
BNO
$815M
| $989K | ﹤0.01% |
36,223
+25,981
| +254% | +$759K |
|
1443
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.1B
| $987K | ﹤0.01% |
21,160
-3,854
| -15% | -$166K |
|
1444
ProShares Ultra Health Care
RXL
$84.4M
| $985K | ﹤0.01% |
+21,546
| New | +$901K |
|
|
JKS
1445
JinkoSolar
JKS
$775M
| $983K | ﹤0.01% |
26,599
+13,250
| +99% | +$427K |
|
1446
Molson Coors Class B
TAP
$7.68B
| $978K | ﹤0.01% |
+15,977
| New | +$960K |
|
1447
PUT
Baxter International
BAX
$11.6B
| $970K | ﹤0.01% |
25,100
-23,600
| -48% | -$835K |
|
1448
PUT
St. Joe Company
JOE
$3.57B
| $969K | ﹤0.01% |
+16,100
| New | +$847K |
|
1449
PUT
Knight Transportation
KNX
$11.8B
| $969K | ﹤0.01% |
+16,800
| New | +$880K |
|
1450
Canadian Solar
CSIQ
$906M
| $965K | ﹤0.01% |
36,806
-27,001
| -42% | -$596K |
|
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.