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 | |
|---|---|---|---|---|---|---|
876
Salesforce
CRM
$144B
| $6.41M | ﹤0.01% |
+21,297
| New | +$6.14M |
|
|
SPR
877
PUT
DELISTED
Spirit AeroSystems
SPR
| $6.4M | ﹤0.01% |
177,400
-12,900
| -7% | -$391K |
|
878
CALL
Kinder Morgan
KMI
$71B
| $6.39M | ﹤0.01% |
348,200
+10,800
| +3% | +$189K |
|
|
PARA
879
PUT
DELISTED
Paramount Global Class B
PARA
| $6.38M | ﹤0.01% |
542,200
-140,100
| -21% | -$1.76M |
|
880
PUT
AutoNation
AN
$7.09B
| $6.37M | ﹤0.01% |
38,500
+1,200
| +3% | +$177K |
|
881
CALL
Canadian Natural Resources
CNQ
$94B
| $6.34M | ﹤0.01% |
166,200
-7,200
| -4% | -$241K |
|
882
CALL
Warner Bros
WBD
$63.7B
| $6.33M | ﹤0.01% |
725,600
-202,400
| -22% | -$1.95M |
|
883
PUT
Suncor Energy
SU
$75.7B
| $6.32M | ﹤0.01% |
171,300
+4,400
| +3% | +$148K |
|
884
PUT
ClearShares Piton Intermediate Fixed Income ETF
PIFI
$97.5M
| $6.32M | ﹤0.01% |
300,900
+11,700
| +4% | +$1.08M |
|
885
PUT
State Street Communication Services Select Sector SPDR ETF
XLC
$22.2B
| $6.28M | ﹤0.01% |
+76,900
| New | +$5.99M |
|
886
PUT
Tenet Healthcare
THC
$21.2B
| $6.28M | ﹤0.01% |
59,700
+20,700
| +53% | +$1.86M |
|
887
CALL
CRISPR Therapeutics
CRSP
$4.64B
| $6.27M | ﹤0.01% |
92,000
-98,100
| -52% | -$7.02M |
|
888
CALL
-1x Short VIX Futures ETF
SVIX
$169M
| $6.18M | ﹤0.01% |
+145,800
| New | +$5.79M |
|
889
PUT
Travelers Companies
TRV
$81.5B
| $6.17M | ﹤0.01% |
26,800
+15,300
| +133% | +$3.27M |
|
890
CALL
Cummins
CMI
$90.8B
| $6.16M | ﹤0.01% |
20,900
-6,800
| -25% | -$1.75M |
|
891
Carnival Corporation Ltd
CCL
$37B
| $6.16M | ﹤0.01% |
+376,859
| New | +$6.13M |
|
892
PUT
Maplebear
CART
$10.3B
| $6.13M | ﹤0.01% |
164,500
-3,400
| -2% | -$99.5K |
|
|
893
PUT
Cummins
CMI
$90.8B
| $6.13M | ﹤0.01% |
20,800
-5,100
| -20% | -$1.31M |
|
|
FISV
894
CALL
Fiserv Inc
FISV
$27.9B
| $6.11M | ﹤0.01% |
38,200
-29,600
| -44% | -$4.31M |
|
895
CALL
Electronic Arts
EA
$52.4B
| $6.08M | ﹤0.01% |
45,800
-27,300
| -37% | -$3.75M |
|
896
PUT
TKO Group
TKO
$13.7B
| $6.07M | ﹤0.01% |
70,300
+26,900
| +62% | +$2.24M |
|
897
CALL
Duke Energy
DUK
$101B
| $6.07M | ﹤0.01% |
62,800
-15,300
| -20% | -$1.45M |
|
898
CALL
Invesco S&P SmallCap Low Volatility ETF
XSLV
$248M
| $6.06M | ﹤0.01% |
133,500
-85,300
| -39% | -$3.69M |
|
899
CALL
Stanley Black & Decker
SWK
$14.5B
| $6.04M | ﹤0.01% |
61,700
-7,900
| -11% | -$728K |
|
|
PXD
900
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $6.04M | ﹤0.01% |
23,000
-6,000
| -21% | -$1.41M |
|
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.