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 | |
|---|---|---|---|---|---|---|
426
CALL
Deckers Outdoor
DECK
$13.3B
| $22.4M | 0.01% |
142,800
+9,600
| +7% | +$1.33M |
|
427
CALL
Zillow
Z
$7.04B
| $22.4M | 0.01% |
458,500
+169,700
| +59% | +$9.24M |
|
428
PUT
Marriott International
MAR
$98.7B
| $22.3M | 0.01% |
88,500
-56,700
| -39% | -$13.7M |
|
429
Broadcom
AVGO
$1.82T
| $22.3M | 0.01% |
168,360
-27,680
| -14% | -$3.43M |
|
430
CALL
Coca-Cola
KO
$354B
| $22.3M | 0.01% |
363,700
-167,700
| -32% | -$10.1M |
|
431
CALL
BP
BP
$113B
| $22.2M | 0.01% |
589,000
-86,300
| -13% | -$3.09M |
|
432
PUT
Take-Two Interactive
TTWO
$43B
| $22.2M | 0.01% |
149,400
+47,100
| +46% | +$7.31M |
|
433
PUT
Alcoa
AA
$11.7B
| $22.1M | 0.01% |
653,700
-97,800
| -13% | -$2.86M |
|
434
PUT
Archer Daniels Midland
ADM
$41.4B
| $22.1M | 0.01% |
351,200
+206,600
| +143% | +$12.1M |
|
435
PUT
Li Auto
LI
$12.6B
| $21.9M | 0.01% |
722,700
+246,500
| +52% | +$8.16M |
|
436
CALL
Cadence Design Systems
CDNS
$90B
| $21.9M | 0.01% |
+70,300
| New | +$20.8M |
|
437
PUT
PNC Financial Services
PNC
$100B
| $21.8M | 0.01% |
135,200
-84,100
| -38% | -$12.7M |
|
438
CALL
American Airlines Group
AAL
$9.58B
| $21.7M | 0.01% |
1,415,900
+109,000
| +8% | +$1.58M |
|
439
CALL
D.R. Horton
DHI
$41B
| $21.7M | 0.01% |
132,000
+36,100
| +38% | +$5.41M |
|
440
PUT
Paycom
PAYC
$6.78B
| $21.6M | 0.01% |
108,500
-4,500
| -4% | -$861K |
|
|
441
PUT
Zillow
Z
$7.04B
| $21.5M | 0.01% |
440,000
+141,300
| +47% | +$7.69M |
|
442
PUT
ON Semiconductor
ON
$33.8B
| $21.4M | 0.01% |
291,600
+57,000
| +24% | +$4.36M |
|
443
PUT
EOG Resources
EOG
$78B
| $21.4M | 0.01% |
167,600
-2,200
| -1% | -$257K |
|
444
PUT
Roblox
RBLX
$34B
| $21.4M | 0.01% |
560,700
-9,300
| -2% | -$377K |
|
445
CALL
Skyworks Solutions
SWKS
$9.06B
| $21.4M | 0.01% |
197,600
+53,300
| +37% | +$5.59M |
|
446
CALL
Seagate
STX
$193B
| $21.3M | 0.01% |
229,400
+125,800
| +121% | +$11.1M |
|
447
CALL
Cigna
CI
$76.6B
| $21.3M | 0.01% |
58,600
-77,400
| -57% | -$25.5M |
|
448
CALL
Advance Auto Parts
AAP
$3.37B
| $21.1M | 0.01% |
248,400
-32,600
| -12% | -$2.25M |
|
449
CALL
Bristol-Myers Squibb
BMY
$127B
| $21.1M | 0.01% |
389,400
-27,500
| -7% | -$1.4M |
|
450
PUT
NextEra Energy
NEE
$187B
| $21.1M | 0.01% |
330,400
-104,000
| -24% | -$6.09M |
|
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.