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 | |
|---|---|---|---|---|---|---|
226
PUT
Blackstone
BX
$104B
| $56.7M | 0.03% |
431,600
-95,100
| -18% | -$11.9M |
|
227
PUT
Morgan Stanley
MS
$337B
| $56.7M | 0.03% |
601,900
-106,000
| -15% | -$9.33M |
|
228
CALL
Starbucks
SBUX
$118B
| $56.6M | 0.03% |
618,800
+79,200
| +15% | +$7.37M |
|
229
CALL
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $56.1M | 0.03% |
538,800
-149,000
| -22% | -$15.1M |
|
230
CALL
Dollar General
DG
$25.9B
| $55.5M | 0.03% |
355,500
-120,600
| -25% | -$17.1M |
|
231
PUT
Intuitive Surgical
ISRG
$121B
| $55.4M | 0.03% |
138,900
-66,100
| -32% | -$25M |
|
232
PUT
Accenture
ACN
$89.9B
| $55.4M | 0.03% |
159,900
+11,100
| +7% | +$4.05M |
|
233
CALL
Wells Fargo
WFC
$261B
| $55.2M | 0.03% |
952,800
-176,100
| -16% | -$9.21M |
|
234
PUT
KLA
KLAC
$275B
| $54.7M | 0.03% |
783,000
-61,000
| -7% | -$3.92M |
|
235
PUT
Merck
MRK
$324B
| $54.1M | 0.03% |
409,800
+225,600
| +122% | +$27.8M |
|
236
PUT
Albemarle
ALB
$13.5B
| $54M | 0.03% |
409,700
-195,300
| -32% | -$24M |
|
|
237
CALL
KLA
KLAC
$275B
| $53.9M | 0.03% |
772,000
+133,000
| +21% | +$8.54M |
|
238
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.58B
| $53.8M | 0.03% |
+401,057
| New | +$47.1M |
|
239
PUT
Roku
ROKU
$21.1B
| $53.4M | 0.03% |
819,100
+56,300
| +7% | +$4.38M |
|
240
CALL
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $53.2M | 0.03% |
1,262,800
-435,400
| -26% | -$17.2M |
|
241
PUT
Chevron
CVX
$388B
| $53.1M | 0.03% |
336,400
-115,200
| -26% | -$17.4M |
|
242
CALL
Pfizer
PFE
$140B
| $52.1M | 0.03% |
1,875,700
-459,600
| -20% | -$12.8M |
|
|
243
PUT
Wells Fargo
WFC
$261B
| $52M | 0.03% |
897,400
-42,600
| -5% | -$2.23M |
|
244
CALL
DraftKings
DKNG
$11.4B
| $51.7M | 0.03% |
1,138,200
-217,000
| -16% | -$8.83M |
|
|
SCHW
245
CALL
Charles Schwab
SCHW
$177B
| $51.4M | 0.03% |
710,200
-456,700
| -39% | -$30.1M |
|
246
PUT
ProShares Ultra Bloomberg Natural Gas
BOIL
$417M
| $51.3M | 0.03% |
201,820
-86,610
| -30% | -$17.9M |
|
247
Arm
ARM
$278B
| $51.1M | 0.03% |
+408,597
| New | +$43.3M |
|
248
CALL
Thermo Fisher Scientific
TMO
$211B
| $50.4M | 0.03% |
86,700
-15,200
| -15% | -$8.53M |
|
249
CALL
Amgen
AMGN
$203B
| $50.3M | 0.03% |
176,800
+84,900
| +92% | +$24.8M |
|
250
CALL
Valero Energy
VLO
$89.8B
| $50.1M | 0.03% |
293,800
+120,100
| +69% | +$17.2M |
|
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.