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 | |
|---|---|---|---|---|---|---|
276
PUT
Dollar General
DG
$25.9B
| $44.9M | 0.03% |
287,600
-9,100
| -3% | -$1.29M |
|
277
PUT
iShares Morningstar Value ETF
ILCV
$1.3B
| $44.7M | 0.03% |
671,500
+53,100
| +9% | +$3.87M |
|
278
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $44.7M | 0.03% |
302,400
+38,100
| +14% | +$5.47M |
|
279
CALL
Cisco
CSCO
$450B
| $44M | 0.03% |
881,400
-90,200
| -9% | -$4.5M |
|
280
PUT
Freeport-McMoran
FCX
$90B
| $44M | 0.03% |
935,500
+268,200
| +40% | +$10.8M |
|
281
CALL
Morgan Stanley
MS
$337B
| $43.9M | 0.03% |
466,600
-266,900
| -36% | -$23.5M |
|
282
Boeing
BA
$165B
| $43.8M | 0.03% |
226,829
+164,155
| +262% | +$33.7M |
|
283
PUT
Wingstop
WING
$3.68B
| $43.3M | 0.03% |
+118,200
| New | +$36.8M |
|
284
CALL
Intuitive Surgical
ISRG
$121B
| $42.7M | 0.03% |
107,100
-53,800
| -33% | -$20.3M |
|
285
CALL
Royal Caribbean
RCL
$78.7B
| $41.8M | 0.03% |
301,000
-54,100
| -15% | -$6.76M |
|
286
PUT
Sea Limited
SE
$61.2B
| $41.8M | 0.03% |
777,700
-38,000
| -5% | -$1.75M |
|
287
CALL
Estee Lauder
EL
$29B
| $41.7M | 0.03% |
270,300
+28,200
| +12% | +$4M |
|
288
CALL
CVS Health
CVS
$137B
| $41.7M | 0.03% |
522,400
+17,100
| +3% | +$1.31M |
|
289
PUT
Danaher
DHR
$135B
| $41.6M | 0.03% |
166,700
+75,600
| +83% | +$18.4M |
|
290
iShares Russell 2000 ETF
IWM
$80.9B
| $41.5M | 0.03% |
197,117
-650,684
| -77% | -$130M |
|
291
PUT
Workday
WDAY
$33.4B
| $41.2M | 0.03% |
151,000
-8,800
| -6% | -$2.51M |
|
292
PUT
Valero Energy
VLO
$89.8B
| $41M | 0.03% |
240,300
+81,900
| +52% | +$11.7M |
|
293
PUT
Cloudflare
NET
$93B
| $40.7M | 0.03% |
420,400
+168,400
| +67% | +$15.2M |
|
294
CALL
AbbVie
ABBV
$458B
| $40.2M | 0.02% |
220,800
-47,400
| -18% | -$8.17M |
|
295
PUT
Thermo Fisher Scientific
TMO
$211B
| $40M | 0.02% |
68,800
-800
| -1% | -$449K |
|
296
CALL
Merck
MRK
$324B
| $39.6M | 0.02% |
299,800
+77,600
| +35% | +$9.56M |
|
|
297
CALL
Danaher
DHR
$135B
| $39.4M | 0.02% |
157,800
+14,500
| +10% | +$3.54M |
|
298
PUT
Eaton
ETN
$157B
| $39.4M | 0.02% |
126,000
+48,200
| +62% | +$13.2M |
|
299
PUT
Dell
DELL
$283B
| $39.3M | 0.02% |
344,400
+225,100
| +189% | +$21M |
|
300
PUT
Lennar Class A
LEN
$20.4B
| $39.2M | 0.02% |
235,421
-19,214
| -8% | -$2.89M |
|
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.