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 | |
|---|---|---|---|---|---|---|
751
PUT
AstraZeneca
AZN
$266B
| $8.7M | 0.01% |
64,200
+34,600
| +117% | +$4.58M |
|
752
PUT
APA Corp
APA
$12.5B
| $8.68M | 0.01% |
252,400
-24,400
| -9% | -$773K |
|
753
CALL
AMC Entertainment Holdings
AMC
$2.08B
| $8.67M | 0.01% |
2,330,400
+467,900
| +25% | +$2.08M |
|
|
754
CALL
APA Corp
APA
$12.5B
| $8.66M | 0.01% |
252,000
+22,200
| +10% | +$704K |
|
755
PUT
General Mills
GIS
$19.6B
| $8.64M | 0.01% |
123,500
-5,100
| -4% | -$332K |
|
756
PUT
Whirlpool
WHR
$2.46B
| $8.61M | 0.01% |
72,000
+6,100
| +9% | +$680K |
|
757
PUT
ProShares Ultra S&P500
SSO
$7.67B
| $8.61M | 0.01% |
200,000
-3,400
| -2% | -$120K |
|
758
CALL
Illumina
ILMN
$28.7B
| $8.61M | 0.01% |
64,456
-60,343
| -48% | -$8.09M |
|
|
PPLC
759
CALL
DELISTED
PortfolioPlus S&P 500 ETF
PPLC
| $8.6M | 0.01% |
56,800
+42,500
| +297% | +$6.44M |
|
760
PUT
General Dynamics
GD
$105B
| $8.59M | 0.01% |
30,400
+9,000
| +42% | +$2.41M |
|
761
CALL
Air Products & Chemicals
APD
$65.3B
| $8.58M | 0.01% |
35,400
+3,000
| +9% | +$735K |
|
762
CALL
Maplebear
CART
$10.3B
| $8.57M | 0.01% |
229,900
+47,200
| +26% | +$1.38M |
|
|
763
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.7B
| $8.57M | 0.01% |
15,400
-16,800
| -52% | -$8.7M |
|
|
764
CALL
General Mills
GIS
$19.6B
| $8.56M | 0.01% |
122,400
-19,000
| -13% | -$1.24M |
|
|
765
CALL
AstraZeneca
AZN
$266B
| $8.56M | 0.01% |
63,200
+10,450
| +20% | +$1.38M |
|
|
PXD
766
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $8.56M | 0.01% |
32,600
+16,700
| +105% | +$3.92M |
|
767
CALL
Hewlett Packard
HPE
$62B
| $8.55M | 0.01% |
482,100
+315,700
| +190% | +$5.13M |
|
768
PUT
NetEase
NTES
$79.4B
| $8.54M | 0.01% |
82,500
-75,600
| -48% | -$7.73M |
|
|
769
CALL
NetEase
NTES
$79.4B
| $8.53M | 0.01% |
82,400
-75,500
| -48% | -$7.72M |
|
770
PUT
Cboe Global Markets
CBOE
$29.5B
| $8.45M | 0.01% |
46,000
+700
| +2% | +$129K |
|
771
PUT
PVH
PVH
$3.83B
| $8.42M | 0.01% |
59,900
+6,300
| +12% | +$806K |
|
772
CALL
Xtrackers MSCI Emerging Markets Hedged Equity ETF
DBEM
$105M
| $8.42M | 0.01% |
349,900
+235,400
| +206% | +$5.42M |
|
773
PUT
Devon Energy
DVN
$50.5B
| $8.39M | 0.01% |
167,200
-29,600
| -15% | -$1.31M |
|
774
PUT
Becton Dickinson
BDX
$44.1B
| $8.34M | 0.01% |
33,700
+20,500
| +155% | +$4.91M |
|
|
MRO
775
CALL
DELISTED
Marathon Oil Corporation
MRO
| $8.26M | 0.01% |
291,600
+6,000
| +2% | +$145K |
|
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.