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 | |
|---|---|---|---|---|---|---|
1576
PUT
Murphy Oil
MUR
$5.58B
| $627K | ﹤0.01% |
+14,700
| New | +$644K |
|
|
AGNT
1577
CALL
AGNT Inc
AGNT
$665M
| $627K | ﹤0.01% |
40,400
+1,600
| +4% | +$22.4K |
|
1578
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$293M
| $623K | ﹤0.01% |
+20,640
| New | +$774K |
|
1579
Energy Transfer Partners
ET
$70.1B
| $622K | ﹤0.01% |
+45,077
| New | +$613K |
|
1580
Kinross Gold
KGC
$28.5B
| $621K | ﹤0.01% |
102,687
-11,862
| -10% | -$64.8K |
|
1581
PUT
Smith & Wesson
SWBI
$655M
| $621K | ﹤0.01% |
+45,800
| New | +$630K |
|
1582
PUT
BlackBerry
BB
$5.01B
| $621K | ﹤0.01% |
175,400
-66,100
| -27% | -$248K |
|
|
JMIA
1583
CALL
Jumia Technologies
JMIA
$726M
| $619K | ﹤0.01% |
175,300
-13,900
| -7% | -$41.8K |
|
1584
VanEck Junior Gold Miners ETF
GDXJ
$7.06B
| $614K | ﹤0.01% |
+16,196
| New | +$572K |
|
1585
Caesars Entertainment
CZR
$6.1B
| $611K | ﹤0.01% |
+13,043
| New | +$579K |
|
|
HIMX
1586
PUT
Himax Technologies
HIMX
$2.2B
| $610K | ﹤0.01% |
+100,500
| New | +$580K |
|
1587
CALL
American Superconductor
AMSC
$1.48B
| $609K | ﹤0.01% |
+54,700
| New | +$462K |
|
1588
ProShares Ultra MSCI Emerging Markets
EET
$34.8M
| $607K | ﹤0.01% |
+11,942
| New | +$552K |
|
1589
Hewlett Packard
HPE
$63.2B
| $607K | ﹤0.01% |
35,734
-5,090
| -12% | -$82.9K |
|
1590
PUT
FuelCell Energy
FCEL
$1.7B
| $606K | ﹤0.01% |
12,630
-190
| -1% | -$7.27K |
|
1591
PENN Entertainment
PENN
$2.74B
| $606K | ﹤0.01% |
23,275
-66,741
| -74% | -$1.55M |
|
1592
Cameco
CCJ
$38.3B
| $600K | ﹤0.01% |
13,931
+2,533
| +22% | +$106K |
|
|
AGNT
1593
PUT
AGNT Inc
AGNT
$665M
| $599K | ﹤0.01% |
38,600
-13,900
| -26% | -$194K |
|
1594
CALL
TG Therapeutics
TGTX
$8.58B
| $594K | ﹤0.01% |
+34,800
| New | +$404K |
|
1595
Direxion Daily MSFT Bear 1X ETF
MSFD
$10.4M
| $591K | ﹤0.01% |
37,953
+24,133
| +175% | +$400K |
|
1596
ChargePoint
CHPT
$133M
| $590K | ﹤0.01% |
12,606
+6,029
| +92% | +$337K |
|
1597
PUT
Century Aluminum
CENX
$4.57B
| $586K | ﹤0.01% |
+48,300
| New | +$379K |
|
1598
CALL
Cal-Maine
CALM
$4.28B
| $585K | ﹤0.01% |
+10,200
| New | +$504K |
|
1599
CALL
NETGEAR
NTGR
$669M
| $585K | ﹤0.01% |
+40,100
| New | +$519K |
|
1600
CALL
TC Energy
TRP
$73.5B
| $582K | ﹤0.01% |
+14,900
| New | +$543K |
|
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.