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 | |
|---|---|---|---|---|---|---|
1026
CALL
L3Harris
LHX
$56.9B
| $3.18M | ﹤0.01% |
+15,100
| New | +$2.83M |
|
1027
PUT
Bilibili
BILI
$7.52B
| $3.17M | ﹤0.01% |
260,400
+30,600
| +13% | +$399K |
|
1028
CALL
PPG Industries
PPG
$26.5B
| $3.16M | ﹤0.01% |
21,100
+4,000
| +23% | +$541K |
|
1029
Snowflake
SNOW
$95.3B
| $3.15M | ﹤0.01% |
+15,815
| New | +$2.67M |
|
|
SPWR
1030
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $3.15M | ﹤0.01% |
651,200
+519,600
| +395% | +$2.48M |
|
|
RDFN
1031
PUT
DELISTED
Redfin
RDFN
| $3.14M | ﹤0.01% |
304,400
+153,900
| +102% | +$1.07M |
|
|
SGI
1032
CALL
Somnigroup International
SGI
$15.5B
| $3.14M | ﹤0.01% |
61,600
+37,500
| +156% | +$1.59M |
|
1033
CALL
Enbridge
ENB
$123B
| $3.13M | ﹤0.01% |
+87,000
| New | +$2.93M |
|
1034
CALL
TAL Education Group
TAL
$5.75B
| $3.13M | ﹤0.01% |
248,100
+9,100
| +4% | +$94.3K |
|
1035
PUT
ArcelorMittal
MT
$50.3B
| $3.13M | ﹤0.01% |
+110,200
| New | +$2.7M |
|
1036
CALL
Travelers Companies
TRV
$81.4B
| $3.12M | ﹤0.01% |
16,400
+4,500
| +38% | +$779K |
|
|
DENT
1037
PUT
DELISTED
AdvisorShares Dent Tactical ETF
DENT
| $3.11M | ﹤0.01% |
443,900
+68,200
| +18% | +$478K |
|
1038
PUT
Vertiv
VRT
$109B
| $3.1M | ﹤0.01% |
64,600
+32,300
| +100% | +$1.38M |
|
1039
PUT
Ciena
CIEN
$52.9B
| $3.1M | ﹤0.01% |
68,900
+22,400
| +48% | +$988K |
|
1040
PUT
Asana
ASAN
$1.72B
| $3.09M | ﹤0.01% |
162,700
-4,400
| -3% | -$85.6K |
|
1041
CALL
Lemonade
LMND
$4.77B
| $3.09M | ﹤0.01% |
191,500
+62,100
| +48% | +$936K |
|
1042
CALL
Zebra Technologies
ZBRA
$12.7B
| $3.09M | ﹤0.01% |
11,300
-2,700
| -19% | -$616K |
|
1043
CALL
Sprott Uranium Miners ETF
URNM
$1.84B
| $3.08M | ﹤0.01% |
+63,900
| New | +$2.98M |
|
1044
CALL
Cencora
COR
$60.2B
| $3.08M | ﹤0.01% |
15,000
+700
| +5% | +$137K |
|
1045
PUT
Enterprise Products Partners
EPD
$83B
| $3.08M | ﹤0.01% |
116,800
+71,000
| +155% | +$1.89M |
|
|
SPWR
1046
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
| $3.07M | ﹤0.01% |
634,900
+327,200
| +106% | +$1.56M |
|
1047
CALL
Iron Mountain
IRM
$37.7B
| $3.06M | ﹤0.01% |
+43,700
| New | +$2.74M |
|
1048
CALL
Logitech
LOGI
$15.4B
| $3.05M | ﹤0.01% |
32,100
-225,900
| -88% | -$18.5M |
|
|
DISH
1049
PUT
DELISTED
DISH Network Corp.
DISH
| $3.05M | ﹤0.01% |
528,200
-134,600
| -20% | -$604K |
|
1050
CALL
Yeti Holdings
YETI
$3.85B
| $3.02M | ﹤0.01% |
58,400
-15,600
| -21% | -$691K |
|
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.