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 | |
|---|---|---|---|---|---|---|
851
PUT
EQT Corp
EQT
$32.8B
| $6.89M | ﹤0.01% |
185,900
-47,400
| -20% | -$1.7M |
|
852
PUT
Welltower
WELL
$176B
| $6.87M | ﹤0.01% |
73,500
+16,200
| +28% | +$1.47M |
|
853
PUT
Sony
SONY
$130B
| $6.87M | ﹤0.01% |
400,500
+152,500
| +61% | +$2.8M |
|
854
PUT
HP
HPQ
$24.1B
| $6.85M | ﹤0.01% |
226,800
+60,700
| +37% | +$1.79M |
|
855
CALL
CME Group
CME
$92.5B
| $6.82M | ﹤0.01% |
31,700
+14,500
| +84% | +$3.05M |
|
|
856
CALL
Sony
SONY
$130B
| $6.8M | ﹤0.01% |
396,500
-590,500
| -60% | -$10.9M |
|
857
CALL
Vanguard Information Technology ETF
VGT
$137B
| $6.76M | ﹤0.01% |
+103,200
| New | +$6.54M |
|
858
PUT
Coherent
COHR
$51.2B
| $6.73M | ﹤0.01% |
111,000
+58,000
| +109% | +$3.18M |
|
859
PUT
Saia
SAIA
$11B
| $6.73M | ﹤0.01% |
+11,500
| New | +$6.02M |
|
860
CALL
ClearShares Piton Intermediate Fixed Income ETF
PIFI
$97.5M
| $6.72M | ﹤0.01% |
319,900
+10,900
| +4% | +$1M |
|
861
CALL
GoDaddy
GDDY
$13B
| $6.71M | ﹤0.01% |
56,500
-28,700
| -34% | -$3.19M |
|
|
SPR
862
CALL
DELISTED
Spirit AeroSystems
SPR
| $6.59M | ﹤0.01% |
182,700
+11,100
| +6% | +$336K |
|
863
PUT
Centene
CNC
$31.7B
| $6.58M | ﹤0.01% |
83,900
+8,900
| +12% | +$687K |
|
864
PUT
ARK Genomic Revolution ETF
ARKG
$1.54B
| $6.58M | ﹤0.01% |
228,900
-66,200
| -22% | -$1.99M |
|
865
PUT
Cardinal Health
CAH
$53.7B
| $6.57M | ﹤0.01% |
58,700
+18,100
| +45% | +$1.95M |
|
866
Shopify
SHOP
$163B
| $6.56M | ﹤0.01% |
+85,013
| New | +$6.72M |
|
867
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$162M
| $6.54M | ﹤0.01% |
126,075
+29,425
| +30% | +$1.69M |
|
868
CALL
Diamondback Energy
FANG
$55.8B
| $6.52M | ﹤0.01% |
32,900
-79,400
| -71% | -$13.5M |
|
869
CALL
Enterprise Products Partners
EPD
$82.8B
| $6.52M | ﹤0.01% |
223,400
+94,100
| +73% | +$2.58M |
|
870
CALL
Samsara
IOT
$21.2B
| $6.5M | ﹤0.01% |
172,000
+9,700
| +6% | +$330K |
|
871
CALL
Tower Semiconductor
TSEM
$24.6B
| $6.49M | ﹤0.01% |
193,900
-6,600
| -3% | -$205K |
|
872
PUT
Paychex
PAYX
$41.5B
| $6.48M | ﹤0.01% |
52,800
+16,300
| +45% | +$1.98M |
|
873
PUT
Match Group
MTCH
$9.07B
| $6.48M | ﹤0.01% |
178,600
-7,500
| -4% | -$271K |
|
874
Invesco Galaxy Bitcoin ETF
BTCO
$436M
| $6.47M | ﹤0.01% |
+91,170
| New | +$4.99M |
|
875
CALL
Realty Income
O
$61.3B
| $6.43M | ﹤0.01% |
+118,900
| New | +$6.44M |
|
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.