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 | |
|---|---|---|---|---|---|---|
1501
PUT
Fox Class A
FOXA
$23.2B
| $798K | ﹤0.01% |
26,900
-4,500
| -14% | -$136K |
|
1502
Teladoc Health
TDOC
$1.58B
| $795K | ﹤0.01% |
36,879
-17,200
| -32% | -$317K |
|
|
BIG
1503
CALL
DELISTED
Big Lots, Inc.
BIG
| $790K | ﹤0.01% |
101,400
+32,400
| +47% | +$167K |
|
1504
Nordic American Tanker
NAT
$1.37B
| $789K | ﹤0.01% |
+187,748
| New | +$799K |
|
1505
Fiverr
FVRR
$376M
| $788K | ﹤0.01% |
28,934
-6,379
| -18% | -$158K |
|
1506
Melco Resorts & Entertainment
MLCO
$2.1B
| $786K | ﹤0.01% |
88,669
+4,354
| +5% | +$35.5K |
|
1507
PUT
Sturm, Ruger & Co
RGR
$610M
| $786K | ﹤0.01% |
+17,300
| New | +$831K |
|
|
SWN
1508
CALL
DELISTED
Southwestern Energy Company
SWN
| $785K | ﹤0.01% |
119,800
-57,100
| -32% | -$381K |
|
1509
PUT
Birkenstock
BIRK
$7.47B
| $785K | ﹤0.01% |
+16,100
| New | +$697K |
|
1510
Groupon
GRPN
$980M
| $784K | ﹤0.01% |
61,062
-62,784
| -51% | -$753K |
|
1511
Direxion Daily AMZN Bear 1X ETF
AMZD
$11.4M
| $781K | ﹤0.01% |
+44,832
| New | +$857K |
|
1512
Blink Charging
BLNK
$75.2M
| $780K | ﹤0.01% |
230,197
+161,270
| +234% | +$504K |
|
1513
PUT
Copart
CPRT
$25.9B
| $779K | ﹤0.01% |
15,900
-10,100
| -39% | -$477K |
|
1514
PUT
Rambus
RMBS
$10.4B
| $778K | ﹤0.01% |
11,400
-2,000
| -15% | -$125K |
|
1515
PUT
Huntington Bancshares
HBAN
$35.1B
| $775K | ﹤0.01% |
60,900
-32,800
| -35% | -$359K |
|
1516
PUT
Children's Place
PLCE
$53.6M
| $773K | ﹤0.01% |
33,300
+11,000
| +49% | +$268K |
|
1517
PUT
BorgWarner
BWA
$13.2B
| $767K | ﹤0.01% |
+21,400
| New | +$764K |
|
1518
CALL
Lumen
LUMN
$6.53B
| $763K | ﹤0.01% |
417,100
+103,900
| +33% | +$147K |
|
1519
ProShares Ultra Silver
AGQ
$1.16B
| $762K | ﹤0.01% |
+28,063
| New | +$744K |
|
1520
PUT
Joby Aviation
JOBY
$6.82B
| $762K | ﹤0.01% |
114,600
+35,200
| +44% | +$217K |
|
1521
ICICI Bank
IBN
$106B
| $759K | ﹤0.01% |
+31,846
| New | +$733K |
|
1522
Vipshop
VIPS
$6.84B
| $758K | ﹤0.01% |
42,666
+4,947
| +13% | +$77.1K |
|
1523
PUT
Magna International
MGA
$17.9B
| $756K | ﹤0.01% |
12,800
-3,100
| -19% | -$167K |
|
1524
CALL
Wendy's
WEN
$1.33B
| $754K | ﹤0.01% |
38,700
-700
| -2% | -$13.5K |
|
1525
Liberty Global Class A
LBTYA
$3.31B
| $753K | ﹤0.01% |
+42,400
| New | +$687K |
|
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.