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 | |
|---|---|---|---|---|---|---|
201
PUT
DraftKings
DKNG
$11.4B
| $66.8M | 0.04% |
1,471,300
+95,600
| +7% | +$3.89M |
|
202
PUT
Vanguard S&P 500 ETF
VOO
$968B
| $66.3M | 0.04% |
183,700
-32,900
| -15% | -$15.1M |
|
203
CALL
Roku
ROKU
$21.1B
| $65.2M | 0.04% |
1,001,200
-157,600
| -14% | -$12.3M |
|
204
PUT
Johnson & Johnson
JNJ
$635B
| $64.2M | 0.04% |
406,100
+27,200
| +7% | +$4.33M |
|
205
CALL
Deere & Co
DE
$170B
| $64.2M | 0.04% |
156,300
-71,700
| -31% | -$27.5M |
|
206
PUT
Walmart Inc
WMT
$871B
| $64M | 0.04% |
1,063,200
-585,300
| -36% | -$33.5M |
|
207
CALL
Lockheed Martin
LMT
$134B
| $64M | 0.04% |
140,600
-9,000
| -6% | -$3.94M |
|
208
CALL
Spotify
SPOT
$99.2B
| $63.4M | 0.04% |
240,300
-6,700
| -3% | -$1.57M |
|
209
CALL
Datadog
DDOG
$87.9B
| $63M | 0.04% |
510,000
+9,400
| +2% | +$1.18M |
|
|
NVO
210
CALL
Novo Nordisk
NVO
$216B
| $62.8M | 0.04% |
489,300
+277,400
| +131% | +$33M |
|
211
CALL
Occidental Petroleum
OXY
$57B
| $61.9M | 0.04% |
952,100
-318,800
| -25% | -$19M |
|
212
PUT
Synopsys
SNPS
$71.5B
| $61.8M | 0.04% |
108,200
+15,100
| +16% | +$8.31M |
|
213
PUT
Marathon Digital Holdings
MARA
$4.62B
| $61.5M | 0.04% |
2,722,500
-897,300
| -25% | -$19.6M |
|
214
PUT
Lowe's Companies
LOW
$116B
| $60.4M | 0.04% |
237,300
+38,900
| +20% | +$8.94M |
|
215
PUT
GE Aerospace
GE
$367B
| $60.4M | 0.04% |
431,408
+49,995
| +13% | +$5.89M |
|
216
PUT
Royal Caribbean
RCL
$78.7B
| $59.6M | 0.04% |
428,400
-140,300
| -25% | -$17.5M |
|
217
CALL
Accenture
ACN
$89.9B
| $59.4M | 0.04% |
171,300
+51,100
| +43% | +$18.6M |
|
|
218
CALL
Synopsys
SNPS
$71.5B
| $58.9M | 0.04% |
103,100
+53,400
| +107% | +$29.4M |
|
219
CALL
McDonald's
MCD
$188B
| $58.7M | 0.04% |
208,100
-49,200
| -19% | -$14.3M |
|
|
SCHW
220
PUT
Charles Schwab
SCHW
$177B
| $58.1M | 0.04% |
803,000
-555,400
| -41% | -$36.6M |
|
221
CALL
DoorDash
DASH
$75.3B
| $58M | 0.04% |
421,100
+30,700
| +8% | +$3.62M |
|
|
NVO
222
PUT
Novo Nordisk
NVO
$216B
| $57.6M | 0.04% |
448,700
+181,600
| +68% | +$21.6M |
|
223
PUT
Marvell Technology
MRVL
$174B
| $57.6M | 0.04% |
812,100
+222,800
| +38% | +$15.3M |
|
224
CALL
American Express
AXP
$223B
| $56.9M | 0.04% |
250,000
+6,900
| +3% | +$1.43M |
|
|
225
PUT
Datadog
DDOG
$87.9B
| $56.7M | 0.03% |
458,900
-32,900
| -7% | -$4.14M |
|
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.