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 | |
|---|---|---|---|---|---|---|
1176
CALL
Blink Charging
BLNK
$75.2M
| $2.18M | ﹤0.01% |
642,500
+365,000
| +132% | +$1.14M |
|
1177
CALL
Melco Resorts & Entertainment
MLCO
$2.1B
| $2.17M | ﹤0.01% |
244,300
+114,900
| +89% | +$936K |
|
1178
PennyMac Financial
PFSI
$4.38B
| $2.17M | ﹤0.01% |
24,521
+11,991
| +96% | +$900K |
|
1179
CALL
ArcBest
ARCB
$3.44B
| $2.16M | ﹤0.01% |
+18,000
| New | +$1.99M |
|
1180
PUT
Goodyear
GT
$2.07B
| $2.15M | ﹤0.01% |
150,100
+26,300
| +21% | +$349K |
|
1181
PUT
Bloom Energy
BE
$52.6B
| $2.14M | ﹤0.01% |
144,800
+16,500
| +13% | +$206K |
|
1182
PUT
American Eagle Outfitters
AEO
$2.85B
| $2.14M | ﹤0.01% |
101,200
+41,000
| +68% | +$764K |
|
1183
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$162M
| $2.14M | ﹤0.01% |
+34,450
| New | +$2.78M |
|
1184
CALL
ArcelorMittal
MT
$50.4B
| $2.14M | ﹤0.01% |
+75,300
| New | +$1.84M |
|
1185
PUT
SLM Corp
SLM
$4.57B
| $2.14M | ﹤0.01% |
+111,700
| New | +$1.69M |
|
1186
CALL
ChargePoint
CHPT
$133M
| $2.13M | ﹤0.01% |
45,610
+7,185
| +19% | +$402K |
|
1187
PUT
AvalonBay Communities
AVB
$27.1B
| $2.13M | ﹤0.01% |
+11,400
| New | +$1.99M |
|
1188
CALL
Regions Financial
RF
$26.3B
| $2.13M | ﹤0.01% |
110,100
-3,000
| -3% | -$49.8K |
|
|
JKS
1189
CALL
JinkoSolar
JKS
$775M
| $2.13M | ﹤0.01% |
57,600
-6,200
| -10% | -$200K |
|
|
1190
PUT
Regions Financial
RF
$26.3B
| $2.12M | ﹤0.01% |
109,500
-100
| -0.1% | -$1.66K |
|
1191
Rocket Lab Corp
RKLB
$39.9B
| $2.12M | ﹤0.01% |
383,581
+280,667
| +273% | +$1.27M |
|
1192
PUT
Toronto Dominion Bank
TD
$198B
| $2.11M | ﹤0.01% |
32,700
+7,700
| +31% | +$462K |
|
1193
CALL
FuboTV Inc
FUBO
$245M
| $2.11M | ﹤0.01% |
55,283
-14,025
| -20% | -$485K |
|
1194
PUT
SentinelOne
S
$6.22B
| $2.1M | ﹤0.01% |
76,700
+38,300
| +100% | +$742K |
|
1195
CALL
First Majestic Silver
AG
$8.05B
| $2.1M | ﹤0.01% |
342,100
+19,600
| +6% | +$108K |
|
1196
CALL
Upwork
UPWK
$1.09B
| $2.1M | ﹤0.01% |
141,300
+34,900
| +33% | +$450K |
|
1197
CALL
Bumble
BMBL
$367M
| $2.1M | ﹤0.01% |
142,500
+40,900
| +40% | +$580K |
|
1198
CALL
Opendoor
OPEN
$3.69B
| $2.08M | ﹤0.01% |
480,293
+169,466
| +55% | +$473K |
|
1199
PUT
Olin
OLN
$2.64B
| $2.07M | ﹤0.01% |
+38,400
| New | +$1.84M |
|
1200
PUT
Aflac
AFL
$63.9B
| $2.07M | ﹤0.01% |
25,100
+11,800
| +89% | +$951K |
|
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.