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 | |
|---|---|---|---|---|---|---|
301
PUT
Dollar General
DG
$25.9B
| $40.3M | 0.03% |
296,700
-71,700
| -19% | -$8.7M |
|
302
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $40M | 0.03% |
293,600
+51,900
| +21% | +$6.75M |
|
303
CALL
CVS Health
CVS
$137B
| $39.9M | 0.03% |
505,300
-27,900
| -5% | -$1.99M |
|
304
PUT
Fair Isaac
FICO
$28.7B
| $39.7M | 0.03% |
+34,100
| New | +$34.3M |
|
305
PUT
Cigna
CI
$76.6B
| $39.4M | 0.03% |
131,600
+77,400
| +143% | +$22.6M |
|
306
PUT
GE Aerospace
GE
$367B
| $38.9M | 0.03% |
381,413
-63,151
| -14% | -$5.85M |
|
307
CALL
Expedia Group
EXPE
$31.2B
| $38.7M | 0.03% |
254,900
+29,800
| +13% | +$3.65M |
|
|
308
PUT
Expedia Group
EXPE
$31.2B
| $38.7M | 0.03% |
254,700
+124,500
| +96% | +$15.2M |
|
309
CALL
DoorDash
DASH
$75.3B
| $38.6M | 0.03% |
390,400
-53,700
| -12% | -$4.76M |
|
310
CALL
Align Technology
ALGN
$12B
| $38.2M | 0.03% |
139,400
+59,600
| +75% | +$14.1M |
|
311
CALL
Workday
WDAY
$33.4B
| $38.1M | 0.03% |
138,100
-37,000
| -21% | -$8.81M |
|
312
CALL
Union Pacific
UNP
$183B
| $38.1M | 0.03% |
155,200
-24,300
| -14% | -$5.34M |
|
|
DOCU
313
CALL
DocuSign
DOCU
$9.63B
| $38.1M | 0.03% |
640,600
-78,200
| -11% | -$3.59M |
|
314
United States Oil Fund
USO
$2.45B
| $37.7M | 0.03% |
565,880
+493,859
| +686% | +$35.8M |
|
315
CALL
Paycom
PAYC
$6.78B
| $37.6M | 0.03% |
182,000
+124,300
| +215% | +$26.3M |
|
316
PUT
AbbVie
ABBV
$458B
| $37.6M | 0.03% |
242,500
+1,500
| +0.6% | +$219K |
|
317
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
| $37.4M | 0.03% |
387,689
+256,897
| +196% | +$23.8M |
|
318
PUT
Pinterest
PINS
$12.4B
| $37.3M | 0.03% |
1,006,000
+187,900
| +23% | +$5.91M |
|
|
KFYP
319
CALL
DELISTED
KraneShares CICC China Leaders 100 Index ETF
KFYP
| $37.2M | 0.03% |
1,377,800
+91,900
| +7% | +$2.06M |
|
320
CALL
KLA
KLAC
$275B
| $37.1M | 0.02% |
639,000
+132,000
| +26% | +$6.87M |
|
321
PUT
Thermo Fisher Scientific
TMO
$211B
| $36.9M | 0.02% |
69,600
+1,500
| +2% | +$726K |
|
|
322
PUT
United States Oil Fund
USO
$2.45B
| $36.8M | 0.02% |
552,200
+29,400
| +6% | +$2.13M |
|
|
KFYP
323
PUT
DELISTED
KraneShares CICC China Leaders 100 Index ETF
KFYP
| $36.8M | 0.02% |
1,362,500
+625,800
| +85% | +$14M |
|
324
PUT
Lennar Class A
LEN
$20.4B
| $36.7M | 0.02% |
254,635
+71,381
| +39% | +$8.6M |
|
325
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $36.5M | 0.02% |
320,400
+157,800
| +97% | +$16.6M |
|
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.