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
| 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
Sector Composition
| 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 | |
|---|---|---|---|---|---|---|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$774B
| $33.8B | 20.78% |
64,669,000
-8,690,900
| -12% | -$4.33B |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$774B
| $11.2B | 6.86% |
21,357,600
-9,828,900
| -32% | -$4.89B |
|
|
3
CALL
NVIDIA
NVDA
$5.02T
| $10.5B | 6.45% |
116,227,000
+37,618,000
| +48% | +$2.73B |
|
|
4
PUT
NVIDIA
NVDA
$5.02T
| $10.4B | 6.37% |
114,804,000
+41,389,000
| +56% | +$3B |
|
|
5
PUT
Invesco QQQ Trust
QQQ
$466B
| $6.59B | 4.05% |
14,837,300
-5,724,800
| -28% | -$2.45B |
|
|
6
CALL
Invesco QQQ Trust
QQQ
$466B
| $4.99B | 3.07% |
11,247,000
-4,760,300
| -30% | -$2.04B |
|
7
PUT
iShares S&P 100 ETF
OEF
$20.1B
| $4.8B | 2.95% |
26,265,100
-1,010,500
| -4% | -$238M |
|
8
CALL
Tesla
TSLA
$1.47T
| $2.8B | 1.72% |
15,946,300
+1,223,500
| +8% | +$239M |
|
|
9
CALL
Meta Platforms (Facebook)
META
$1.69T
| $2.55B | 1.57% |
5,249,500
-1,139,100
| -18% | -$508M |
|
|
10
PUT
Meta Platforms (Facebook)
META
$1.69T
| $2.17B | 1.33% |
4,461,900
-697,800
| -14% | -$311M |
|
|
11
PUT
Tesla
TSLA
$1.47T
| $2.07B | 1.27% |
11,785,600
+193,500
| +2% | +$37.8M |
|
|
12
PUT
Strategy Inc
MSTR
$34.1B
| $2.02B | 1.24% |
11,852,000
+4,163,000
| +54% | +$380M |
|
13
PUT
Super Micro Computer
SMCI
$16B
| $1.95B | 1.2% |
19,330,000
+14,782,000
| +325% | +$1.08B |
|
|
14
CALL
Strategy Inc
MSTR
$34.1B
| $1.91B | 1.18% |
11,222,000
+5,150,000
| +85% | +$470M |
|
|
15
CALL
Super Micro Computer
SMCI
$16B
| $1.63B | 1% |
16,181,000
+12,357,000
| +323% | +$905M |
|
16
PUT
Microsoft
MSFT
$2.98T
| $1.56B | 0.96% |
3,700,100
-375,300
| -9% | -$152M |
|
17
CALL
Apple
AAPL
$4.89T
| $1.54B | 0.95% |
8,976,500
+862,700
| +11% | +$157M |
|
|
18
CALL
iShares S&P 100 ETF
OEF
$20.1B
| $1.47B | 0.9% |
10,475,900
-1,491,600
| -12% | -$352M |
|
|
19
CALL
Microsoft
MSFT
$2.98T
| $1.41B | 0.87% |
3,347,300
-434,400
| -11% | -$176M |
|
|
20
PUT
Amazon
AMZN
$2.69T
| $1.26B | 0.77% |
6,985,200
-1,204,400
| -15% | -$201M |
|
|
21
PUT
Apple
AAPL
$4.89T
| $1.16B | 0.71% |
6,770,000
+341,700
| +5% | +$62.1M |
|
|
22
CALL
Amazon
AMZN
$2.69T
| $1.03B | 0.63% |
5,705,200
-4,003,700
| -41% | -$668M |
|
23
PUT
Broadcom
AVGO
$1.78T
| $1.03B | 0.63% |
7,758,000
-264,000
| -3% | -$32.7M |
|
24
PUT
Netflix
NFLX
$313B
| $993M | 0.61% |
16,353,000
-4,468,000
| -21% | -$252M |
|
|
25
CALL
Netflix
NFLX
$313B
| $946M | 0.58% |
15,578,000
-2,930,000
| -16% | -$165M |
|
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.