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 | |
|---|---|---|---|---|---|---|
1351
VF Corp
VFC
$6.68B
| $1.28M | ﹤0.01% |
68,019
+11,753
| +21% | +$202K |
|
1352
CALL
SLM Corp
SLM
$4.57B
| $1.27M | ﹤0.01% |
+66,600
| New | +$1.01M |
|
|
CGC
1353
PUT
Canopy Growth
CGC
$375M
| $1.27M | ﹤0.01% |
+248,900
| New | +$1.48M |
|
1354
iShares Select Dividend ETF
DVY
$24B
| $1.27M | ﹤0.01% |
+10,839
| New | +$1.19M |
|
1355
PUT
Iron Mountain
IRM
$38.2B
| $1.27M | ﹤0.01% |
+18,100
| New | +$1.14M |
|
1356
CALL
Children's Place
PLCE
$53.6M
| $1.26M | ﹤0.01% |
54,400
+31,300
| +135% | +$761K |
|
1357
CALL
NOV
NOV
$7.45B
| $1.26M | ﹤0.01% |
62,200
+5,100
| +9% | +$100K |
|
1358
PUT
Blink Charging
BLNK
$75.2M
| $1.25M | ﹤0.01% |
370,100
+206,500
| +126% | +$645K |
|
1359
Direxion Daily Small Cap Bear 3x ETF
TZA
$213M
| $1.25M | ﹤0.01% |
6,279
+4,133
| +193% | +$1.24M |
|
1360
PUT
Coty
COTY
$2.33B
| $1.25M | ﹤0.01% |
100,800
-31,500
| -24% | -$340K |
|
1361
MetLife
MET
$61B
| $1.25M | ﹤0.01% |
+18,844
| New | +$1.18M |
|
1362
APA Corp
APA
$12.8B
| $1.24M | ﹤0.01% |
34,660
+6,697
| +24% | +$253K |
|
1363
PUT
ArcBest
ARCB
$3.44B
| $1.24M | ﹤0.01% |
+10,300
| New | +$1.14M |
|
|
FLNA
1364
CALL
Filana Therapeutics
FLNA
$43M
| $1.24M | ﹤0.01% |
55,000
-6,800
| -11% | -$144K |
|
1365
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$331M
| $1.23M | ﹤0.01% |
12,100
+1,200
| +11% | +$119K |
|
1366
PUT
Symbotic
SYM
$5.11B
| $1.23M | ﹤0.01% |
+23,900
| New | +$1.05M |
|
1367
Fastly Inc
FSLY
$3.17B
| $1.23M | ﹤0.01% |
68,856
+50,397
| +273% | +$850K |
|
1368
PUT
SSR Mining
SSRM
$5.57B
| $1.23M | ﹤0.01% |
+113,900
| New | +$1.38M |
|
1369
CALL
Joby Aviation
JOBY
$6.82B
| $1.22M | ﹤0.01% |
184,100
+97,600
| +113% | +$601K |
|
1370
CALL
Eldorado Gold
EGO
$8.31B
| $1.22M | ﹤0.01% |
+94,300
| New | +$1.06M |
|
1371
Pultegroup
PHM
$24.5B
| $1.22M | ﹤0.01% |
+11,819
| New | +$1M |
|
1372
CALL
Infosys
INFY
$45B
| $1.22M | ﹤0.01% |
+66,300
| New | +$1.15M |
|
1373
CALL
Smith & Wesson
SWBI
$655M
| $1.21M | ﹤0.01% |
+89,600
| New | +$1.23M |
|
1374
PUT
Virgin Galactic
SPCE
$320M
| $1.2M | ﹤0.01% |
24,435
+130
| +0.5% | +$5.13K |
|
1375
PUT
Novavax
NVAX
$1.23B
| $1.2M | ﹤0.01% |
249,300
-23,700
| -9% | -$145K |
|
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.