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 | |
|---|---|---|---|---|---|---|
1476
PUT
First Horizon
FHN
$12.1B
| $878K | ﹤0.01% |
62,000
-8,000
| -11% | -$96.3K |
|
1477
CALL
Equity Residential
EQR
$25.4B
| $875K | ﹤0.01% |
+14,300
| New | +$827K |
|
1478
CALL
Under Armour
UAA
$3B
| $874K | ﹤0.01% |
99,400
-14,400
| -13% | -$111K |
|
1479
PUT
Digital Turbine
APPS
$1.02B
| $871K | ﹤0.01% |
127,000
+4,100
| +3% | +$22.9K |
|
1480
PUT
First Majestic Silver
AG
$8.05B
| $870K | ﹤0.01% |
141,400
-3,100
| -2% | -$17.1K |
|
1481
CALL
Dolby
DLB
$4.72B
| $862K | ﹤0.01% |
+10,000
| New | +$843K |
|
1482
CALL
Kulicke & Soffa
KLIC
$5.3B
| $859K | ﹤0.01% |
+15,700
| New | +$762K |
|
1483
Hecla Mining
HL
$10.2B
| $855K | ﹤0.01% |
177,748
+7,056
| +4% | +$31.2K |
|
1484
PUT
Starwood Property Trust
STWD
$6.12B
| $851K | ﹤0.01% |
40,500
+18,600
| +85% | +$365K |
|
|
SNV
1485
PUT
DELISTED
Synovus
SNV
| $851K | ﹤0.01% |
+22,600
| New | +$691K |
|
|
LAZR
1486
CALL
DELISTED
Luminar Technologies
LAZR
| $841K | ﹤0.01% |
16,633
-3,227
| -16% | -$160K |
|
1487
PUT
Jack in the Box
JACK
$278M
| $841K | ﹤0.01% |
+10,300
| New | +$729K |
|
1488
CALL
Invesco CurrencyShares Japanese Yen Trust
FXY
$423M
| $836K | ﹤0.01% |
12,700
+700
| +6% | +$44K |
|
1489
CALL
Stride
LRN
$3.69B
| $831K | ﹤0.01% |
+14,000
| New | +$766K |
|
1490
Warner Bros
WBD
$64.6B
| $827K | ﹤0.01% |
72,677
-118,843
| -62% | -$1.28M |
|
|
1491
Digital Turbine
APPS
$1.02B
| $823K | ﹤0.01% |
119,919
+36,203
| +43% | +$202K |
|
1492
Ciena
CIEN
$55.3B
| $820K | ﹤0.01% |
18,213
+6,457
| +55% | +$285K |
|
1493
PUT
Kinross Gold
KGC
$28.5B
| $819K | ﹤0.01% |
135,400
-3,200
| -2% | -$17.5K |
|
1494
PUT
Cimpress
CMPR
$2.37B
| $817K | ﹤0.01% |
+10,200
| New | +$711K |
|
1495
PUT
Hartford Financial Services
HIG
$38.5B
| $812K | ﹤0.01% |
10,100
-700
| -6% | -$52.7K |
|
|
JMIA
1496
PUT
Jumia Technologies
JMIA
$726M
| $809K | ﹤0.01% |
229,300
+35,800
| +19% | +$108K |
|
1497
Direxion Daily NVDA Bull 2X ETF
NVDU
$601M
| $802K | ﹤0.01% |
+28,789
| New | +$740K |
|
1498
Las Vegas Sands
LVS
$30.5B
| $802K | ﹤0.01% |
+16,300
| New | +$770K |
|
1499
Suncor Energy
SU
$77.7B
| $802K | ﹤0.01% |
+25,032
| New | +$817K |
|
1500
Direxion Daily AAPL Bull 2X ETF
AAPU
$193M
| $801K | ﹤0.01% |
29,240
+14,277
| +95% | +$374K |
|
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.