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 | |
|---|---|---|---|---|---|---|
1126
PUT
XPeng
XPEV
$12.2B
| $3.31M | ﹤0.01% |
431,100
-66,200
| -13% | -$642K |
|
1127
CALL
Cenovus Energy
CVE
$52.3B
| $3.3M | ﹤0.01% |
165,200
+67,400
| +69% | +$1.15M |
|
1128
CALL
PG&E
PCG
$47.2B
| $3.3M | ﹤0.01% |
196,800
-17,900
| -8% | -$300K |
|
1129
CALL
Harley-Davidson
HOG
$2.61B
| $3.29M | ﹤0.01% |
75,300
+15,200
| +25% | +$562K |
|
1130
CALL
2x Long VIX Futures ETF
UVIX
$271M
| $3.29M | ﹤0.01% |
1,881
+1,720
| +1,068% | +$3.83M |
|
1131
CALL
State Street Communication Services Select Sector SPDR ETF
XLC
$22.1B
| $3.28M | ﹤0.01% |
+40,200
| New | +$3.13M |
|
1132
PUT
KKR & Co
KKR
$91.3B
| $3.28M | ﹤0.01% |
32,600
+9,100
| +39% | +$837K |
|
1133
CALL
Floor & Decor
FND
$5.99B
| $3.27M | ﹤0.01% |
+25,200
| New | +$2.86M |
|
1134
PUT
SentinelOne
S
$6.22B
| $3.26M | ﹤0.01% |
140,000
+63,300
| +83% | +$1.65M |
|
1135
PUT
Ambarella
AMBA
$2.99B
| $3.25M | ﹤0.01% |
64,100
-22,200
| -26% | -$1.21M |
|
1136
PUT
Thor Industries
THO
$3.98B
| $3.25M | ﹤0.01% |
+27,700
| New | +$3.17M |
|
1137
CALL
Baker Hughes
BKR
$60.1B
| $3.24M | ﹤0.01% |
+96,700
| New | +$2.98M |
|
1138
PUT
Avantor
AVTR
$8.03B
| $3.22M | ﹤0.01% |
+125,900
| New | +$2.99M |
|
1139
PUT
Regions Financial
RF
$26.2B
| $3.22M | ﹤0.01% |
152,900
+43,400
| +40% | +$821K |
|
|
1140
PUT
Floor & Decor
FND
$5.99B
| $3.21M | ﹤0.01% |
+24,800
| New | +$2.82M |
|
1141
PUT
Tower Semiconductor
TSEM
$25.3B
| $3.2M | ﹤0.01% |
95,600
+24,200
| +34% | +$753K |
|
1142
CALL
Franco-Nevada
FNV
$41.4B
| $3.19M | ﹤0.01% |
+26,800
| New | +$2.95M |
|
1143
PUT
NRG Energy
NRG
$28.8B
| $3.18M | ﹤0.01% |
47,000
+19,500
| +71% | +$1.09M |
|
|
1144
CALL
KKR & Co
KKR
$91.3B
| $3.18M | ﹤0.01% |
31,600
-2,900
| -8% | -$267K |
|
1145
CALL
QuantumScape Corp
QS
$3.19B
| $3.17M | ﹤0.01% |
504,300
-83,200
| -14% | -$560K |
|
1146
Invesco Zacks Mid-Cap ETF
CZA
$189M
| $3.17M | ﹤0.01% |
+31,176
| New | +$2.97M |
|
1147
CALL
Biogen
BIIB
$29.5B
| $3.17M | ﹤0.01% |
14,700
-17,800
| -55% | -$4.17M |
|
1148
CALL
Hormel Foods
HRL
$14.3B
| $3.16M | ﹤0.01% |
+90,700
| New | +$2.89M |
|
1149
StoneCo
STNE
$2.65B
| $3.15M | ﹤0.01% |
+189,648
| New | +$3.25M |
|
1150
PUT
Teladoc Health
TDOC
$1.61B
| $3.15M | ﹤0.01% |
208,500
+1,400
| +0.7% | +$25.4K |
|
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.