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 | |
|---|---|---|---|---|---|---|
401
CALL
Abbott
ABT
$180B
| $25M | 0.02% |
219,700
+29,200
| +15% | +$3.35M |
|
402
CALL
Crocs
CROX
$6.69B
| $24.9M | 0.02% |
173,500
-65,600
| -27% | -$7.47M |
|
403
CALL
Lyft
LYFT
$5.39B
| $24.8M | 0.02% |
1,280,600
-368,500
| -22% | -$5.65M |
|
404
CALL
C3.ai
AI
$1.27B
| $24.7M | 0.02% |
910,900
-129,200
| -12% | -$3.63M |
|
|
405
PUT
Abbott
ABT
$180B
| $24.4M | 0.02% |
214,600
+79,300
| +59% | +$9.09M |
|
406
PUT
Pinterest
PINS
$12.4B
| $24.4M | 0.02% |
703,200
-302,800
| -30% | -$11M |
|
407
CALL
SolarEdge
SEDG
$2.59B
| $24.3M | 0.01% |
342,000
-6,700
| -2% | -$484K |
|
408
CALL
ProShares Ultra S&P500
SSO
$7.71B
| $24.2M | 0.01% |
617,400
+2,800
| +0.5% | +$99K |
|
409
PUT
Cigna
CI
$76.6B
| $24.2M | 0.01% |
66,600
-65,000
| -49% | -$21.4M |
|
410
CALL
Generac Holdings
GNRC
$11.9B
| $24M | 0.01% |
190,200
+14,700
| +8% | +$1.72M |
|
|
411
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.3B
| $24M | 0.01% |
60,285
-347,912
| -85% | -$134M |
|
412
PUT
e.l.f. Beauty
ELF
$4.56B
| $23.9M | 0.01% |
+122,100
| New | +$21.7M |
|
413
CALL
Verizon
VZ
$194B
| $23.8M | 0.01% |
566,200
-344,700
| -38% | -$13.9M |
|
414
PUT
Marathon Petroleum
MPC
$90.3B
| $23.6M | 0.01% |
117,000
-44,000
| -27% | -$7.52M |
|
415
CALL
Align Technology
ALGN
$12B
| $23.5M | 0.01% |
71,800
-67,600
| -48% | -$19.8M |
|
|
416
CALL
e.l.f. Beauty
ELF
$4.56B
| $23M | 0.01% |
+117,100
| New | +$20.8M |
|
417
CALL
DexCom
DXCM
$27.6B
| $23M | 0.01% |
165,500
-20,800
| -11% | -$2.61M |
|
418
Fidelity Wise Origin Bitcoin Fund
FBTC
$11.9B
| $22.9M | 0.01% |
+368,882
| New | +$17.6M |
|
|
TYNS
419
CALL
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
| $22.7M | 0.01% |
202,400
+15,800
| +8% | +$1.77M |
|
420
PUT
Advance Auto Parts
AAP
$3.37B
| $22.7M | 0.01% |
266,200
+25,900
| +11% | +$1.79M |
|
421
CALL
Paycom
PAYC
$6.78B
| $22.6M | 0.01% |
113,700
-68,300
| -38% | -$13.1M |
|
422
CALL
Elevance Health
ELV
$81.9B
| $22.6M | 0.01% |
43,600
-9,400
| -18% | -$4.67M |
|
423
PUT
Snap
SNAP
$7.32B
| $22.5M | 0.01% |
1,963,300
+252,200
| +15% | +$3.38M |
|
424
CALL
Cboe Global Markets
CBOE
$29.8B
| $22.5M | 0.01% |
122,200
+44,200
| +57% | +$8.16M |
|
425
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $22.4M | 0.01% |
177,900
+8,600
| +5% | +$1.01M |
|
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.