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 | |
|---|---|---|---|---|---|---|
1151
PUT
Schwab US Broad Market ETF
SCHB
$42.8B
| $3.14M | ﹤0.01% |
+117,000
| New | +$2.26M |
|
1152
CALL
Conagra Brands
CAG
$7.29B
| $3.14M | ﹤0.01% |
106,000
-8,100
| -7% | -$231K |
|
1153
PUT
Cenovus Energy
CVE
$52.3B
| $3.14M | ﹤0.01% |
157,100
+56,100
| +56% | +$958K |
|
1154
CALL
State Street
STT
$50.7B
| $3.13M | ﹤0.01% |
40,500
+3,000
| +8% | +$223K |
|
1155
PUT
Iron Mountain
IRM
$37.8B
| $3.13M | ﹤0.01% |
39,000
+20,900
| +115% | +$1.51M |
|
1156
PUT
Hormel Foods
HRL
$14.3B
| $3.13M | ﹤0.01% |
+89,600
| New | +$2.86M |
|
1157
PUT
J.M. Smucker
SJM
$12.9B
| $3.11M | ﹤0.01% |
24,700
+1,900
| +8% | +$241K |
|
1158
Twilio
TWLO
$29.5B
| $3.1M | ﹤0.01% |
+50,652
| New | +$3.34M |
|
1159
CALL
Monster Beverage
MNST
$93.2B
| $3.09M | ﹤0.01% |
52,100
-22,600
| -30% | -$1.3M |
|
1160
AdvisorShares Pure US Cannabis ETF
MSOS
$860M
| $3.09M | ﹤0.01% |
308,234
+29,523
| +11% | +$258K |
|
1161
CALL
Targa Resources
TRGP
$57.4B
| $3.08M | ﹤0.01% |
+27,500
| New | +$2.59M |
|
1162
ProShares UltraPro Short Dow 30
SDOW
$165M
| $3.07M | ﹤0.01% |
48,763
-31,633
| -39% | -$2.21M |
|
|
VSXY
1163
PUT
Victoria's Secret
VSXY
$6.78B
| $3.07M | ﹤0.01% |
+158,500
| New | +$3.89M |
|
1164
PUT
Yeti Holdings
YETI
$3.86B
| $3.07M | ﹤0.01% |
79,600
-12,600
| -14% | -$533K |
|
1165
Arista Networks
ANET
$215B
| $3.06M | ﹤0.01% |
+42,248
| New | +$2.85M |
|
|
BNY
1166
PUT
Bank of New York Mellon
BNY
$107B
| $3.06M | ﹤0.01% |
53,100
+200
| +0.4% | +$11K |
|
1167
CALL
Rocket Companies
RKT
$38.2B
| $3.06M | ﹤0.01% |
210,200
-54,900
| -21% | -$681K |
|
1168
CALL
Lamb Weston
LW
$7.3B
| $3.06M | ﹤0.01% |
+28,700
| New | +$2.99M |
|
1169
CALL
Ambarella
AMBA
$2.99B
| $3.05M | ﹤0.01% |
60,100
-43,600
| -42% | -$2.38M |
|
1170
PUT
XP
XP
$8.65B
| $3.05M | ﹤0.01% |
118,900
+6,300
| +6% | +$158K |
|
1171
PUT
Aflac
AFL
$64.4B
| $3.05M | ﹤0.01% |
35,500
+10,400
| +41% | +$853K |
|
1172
Snap
SNAP
$7.6B
| $3.04M | ﹤0.01% |
+265,215
| New | +$3.56M |
|
1173
PUT
Symbotic
SYM
$5.28B
| $3.03M | ﹤0.01% |
67,400
+43,500
| +182% | +$1.91M |
|
1174
Jabil
JBL
$32.6B
| $3.03M | ﹤0.01% |
+22,628
| New | +$3.04M |
|
1175
CALL
FMC
FMC
$1.39B
| $3.01M | ﹤0.01% |
+47,200
| New | +$2.75M |
|
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.