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 |
NVIDIA
NVDA
|
+$494M |
| 2 |
Meta Platforms (Facebook)
META
|
+$112M |
| 3 |
Invesco QQQ Trust
QQQ
|
+$104M |
| 4 |
Strategy Inc
MSTR
|
+$91.4M |
| 5 |
Amazon
AMZN
|
+$65.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
ProShares UltraPro QQQ
TQQQ
|
+$507M |
| 2 |
ProShares UltraPro S&P 500
UPRO
|
+$486M |
| 3 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$294M |
| 4 |
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
|
+$144M |
| 5 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$134M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 0.89% |
| 2 | Consumer Discretionary | 0.16% |
| 3 | Communication Services | 0.12% |
| 4 | Industrials | 0.05% |
| 5 | Financials | 0.03% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
601
PUT
Invesco S&P SmallCap Low Volatility ETF
XSLV
$249M
| $13.1M | 0.01% |
340,500
-116,200
| -25% | -$5.02M |
|
602
CALL
Ford
F
$57.3B
| $13.1M | 0.01% |
985,500
-1,683,400
| -63% | -$20.4M |
|
603
iShares Core S&P 500 ETF
IVV
$869B
| $13M | 0.01% |
+24,803
| New | +$12.4M |
|
604
PUT
ConocoPhillips
COP
$147B
| $13M | 0.01% |
101,900
+4,200
| +4% | +$479K |
|
605
PUT
Five Below
FIVE
$11.2B
| $13M | 0.01% |
71,400
+17,100
| +31% | +$3.29M |
|
606
CALL
TJX Companies
TJX
$170B
| $12.9M | 0.01% |
127,600
-32,500
| -20% | -$3.15M |
|
|
DOCU
607
PUT
DocuSign
DOCU
$9.63B
| $12.9M | 0.01% |
216,800
-345,900
| -61% | -$19.5M |
|
608
CALL
Dow Inc
DOW
$21.6B
| $12.9M | 0.01% |
222,200
-45,100
| -17% | -$2.49M |
|
609
United States Oil Fund
USO
$2.27B
| $12.9M | 0.01% |
163,431
-402,449
| -71% | -$29M |
|
610
CALL
Norwegian Cruise Line
NCLH
$8.89B
| $12.9M | 0.01% |
614,400
-162,700
| -21% | -$2.96M |
|
611
CALL
Avis
CAR
$5.63B
| $12.9M | 0.01% |
105,000
+17,300
| +20% | +$2.39M |
|
612
NIO
NIO
$11.3B
| $12.8M | 0.01% |
2,840,276
+707,160
| +33% | +$4.26M |
|
613
CALL
Devon Energy
DVN
$51.9B
| $12.8M | 0.01% |
254,600
+31,100
| +14% | +$1.38M |
|
614
PUT
iShares MSCI Australia ETF
EWA
$1.34B
| $12.8M | 0.01% |
333,400
+81,700
| +32% | +$1.95M |
|
|
GAP
615
PUT
The Gap Inc
GAP
$6.84B
| $12.7M | 0.01% |
462,200
+50,700
| +12% | +$1.07M |
|
|
616
CALL
NIO
NIO
$11.3B
| $12.7M | 0.01% |
2,829,100
+106,100
| +4% | +$640K |
|
617
Direxion Daily Small Cap Bear 3x ETF
TZA
$250M
| $12.6M | 0.01% |
75,244
+68,965
| +1,098% | +$13.9M |
|
618
PUT
Kroger
KR
$34.8B
| $12.6M | 0.01% |
220,900
+97,400
| +79% | +$4.8M |
|
|
UCD
619
CALL
DELISTED
PROSHARES ULTRA BLOOMBERG COMMODITY
UCD
| $12.5M | 0.01% |
229,300
+40,200
| +21% | +$2.2M |
|
|
GAP
620
CALL
The Gap Inc
GAP
$6.84B
| $12.5M | 0.01% |
454,300
+41,500
| +10% | +$875K |
|
621
PUT
Clorox
CLX
$11.6B
| $12.5M | 0.01% |
81,700
+7,400
| +10% | +$1.1M |
|
622
CALL
Las Vegas Sands
LVS
$30.5B
| $12.5M | 0.01% |
241,700
-74,800
| -24% | -$3.85M |
|
|
623
PUT
Avis
CAR
$5.63B
| $12.5M | 0.01% |
102,000
-3,500
| -3% | -$483K |
|
624
CALL
Hasbro
HAS
$12.6B
| $12.5M | 0.01% |
220,900
-800
| -0.4% | -$40.7K |
|
625
PUT
Hilton Worldwide
HLT
$74B
| $12.5M | 0.01% |
58,500
-3,800
| -6% | -$747K |
|
Similar funds
IMC Chicago's Q1 2024 Portfolio in Review
As of Q1 2024, IMC Chicago held 2,554 positions worth $163B, up 9.3% from $149B the previous quarter. Its ten largest holdings account for 55% of the portfolio.
IMC Chicago withdrew a net $7.43B in Q1 2024, closing 223 positions and reducing 780 holdings. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $294M position sold in full.
By sector, the portfolio is most concentrated in Technology at 0.89% of assets, up from 0.17% a quarter earlier, followed by Consumer Discretionary and Communication Services.
Against the trend, IMC Chicago opened a new position in Meta Platforms (Facebook) worth $122M.
- IMC Chicago's largest Q1 2024 buy was Meta Platforms (Facebook): 251,973 shares worth $122M.
- IMC Chicago added most to NVIDIA in Q1 2024, an estimated $494M increase.
- IMC Chicago's biggest Q1 2024 reduction was ProShares UltraPro QQQ, cutting an estimated $507M.
- IMC Chicago fully exited State Street SPDR S&P 500 ETF Trust in Q1 2024, selling an estimated $294M.
- IMC Chicago's ten largest holdings make up 55% of its $163B portfolio in Q1 2024.
- IMC Chicago opened 762 new positions and closed 223 in Q1 2024.
- IMC Chicago's portfolio value rose 9.3% quarter-over-quarter to $163B.
Based on IMC Chicago's 13F filing for Q1 2024, filed 12 Apr 2024.