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 | |
|---|---|---|---|---|---|---|
676
CALL
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
COMB
$148M
| $10.8M | 0.01% |
+259,500
| New | +$5.03M |
|
677
CALL
Southwest Airlines
LUV
$22.2B
| $10.7M | 0.01% |
367,500
-79,900
| -18% | -$2.47M |
|
678
PUT
XPO
XPO
$24.4B
| $10.7M | 0.01% |
87,900
-27,500
| -24% | -$2.94M |
|
679
CALL
CF Industries
CF
$18.4B
| $10.7M | 0.01% |
128,800
-45,500
| -26% | -$3.63M |
|
680
VanEck Bitcoin Trust
HODL
$1.08B
| $10.7M | 0.01% |
+533,008
| New | +$8.25M |
|
681
KraneShares CSI China Internet ETF
KWEB
$5.34B
| $10.7M | 0.01% |
407,728
-168,763
| -29% | -$4.25M |
|
682
PUT
Kohl's
KSS
$2.1B
| $10.7M | 0.01% |
367,100
+86,800
| +31% | +$2.33M |
|
683
ProShares Bitcoin Strategy ETF
BITO
$1.42B
| $10.6M | 0.01% |
+329,456
| New | +$8.29M |
|
684
CALL
Clorox
CLX
$11.8B
| $10.6M | 0.01% |
69,500
-27,600
| -28% | -$4.12M |
|
685
CALL
Duolingo
DUOL
$6.19B
| $10.6M | 0.01% |
+48,200
| New | +$9.82M |
|
686
PUT
United States Natural Gas Fund
UNG
$458M
| $10.6M | 0.01% |
724,900
+481,525
| +198% | +$8.77M |
|
687
CALL
Prudential Financial
PRU
$42.3B
| $10.6M | 0.01% |
89,900
+9,600
| +12% | +$1.03M |
|
688
PUT
Chubb
CB
$139B
| $10.5M | 0.01% |
40,700
+2,600
| +7% | +$639K |
|
689
CALL
Colgate-Palmolive
CL
$73.6B
| $10.5M | 0.01% |
117,100
+45,300
| +63% | +$3.84M |
|
|
MRO
690
PUT
DELISTED
Marathon Oil Corporation
MRO
| $10.5M | 0.01% |
371,000
+79,700
| +27% | +$1.92M |
|
691
PUT
UiPath
PATH
$6.02B
| $10.4M | 0.01% |
459,800
+92,500
| +25% | +$2.16M |
|
692
PUT
Jabil
JBL
$32.6B
| $10.4M | 0.01% |
77,700
+38,000
| +96% | +$5.1M |
|
693
PUT
AT&T
T
$167B
| $10.4M | 0.01% |
590,600
+80,400
| +16% | +$1.37M |
|
694
PUT
Dow Inc
DOW
$20.8B
| $10.4M | 0.01% |
179,200
+10,200
| +6% | +$564K |
|
695
PUT
MGM Resorts International
MGM
$11.8B
| $10.3M | 0.01% |
219,200
-43,800
| -17% | -$1.92M |
|
696
CALL
Antero Resources
AR
$10.5B
| $10.3M | 0.01% |
356,500
-98,400
| -22% | -$2.38M |
|
697
CALL
Tenet Healthcare
THC
$21B
| $10.3M | 0.01% |
97,700
+26,600
| +37% | +$2.39M |
|
698
CALL
Cintas
CTAS
$84.4B
| $10.1M | 0.01% |
+58,800
| New | +$9.05M |
|
699
PUT
Ally Financial
ALLY
$13.3B
| $10.1M | 0.01% |
248,800
-77,500
| -24% | -$2.83M |
|
700
PUT
Monolithic Power Systems
MPWR
$65.8B
| $10.1M | 0.01% |
+14,900
| New | +$9.95M |
|
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.