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 | |
|---|---|---|---|---|---|---|
|
PR
1201
CALL
Permian Resources
PR
$17B
| $2.78M | ﹤0.01% |
+157,300
| New | +$2.31M |
|
1202
CALL
Qorvo
QRVO
$7.92B
| $2.77M | ﹤0.01% |
24,100
-8,700
| -27% | -$958K |
|
1203
CALL
ARK Blockchain & Fintech Innovation ETF
ARKF
$742M
| $2.77M | ﹤0.01% |
91,200
+20,800
| +30% | +$573K |
|
1204
CALL
Lemonade
LMND
$4.76B
| $2.77M | ﹤0.01% |
168,500
-23,000
| -12% | -$387K |
|
1205
CALL
Range Resources
RRC
$8.85B
| $2.76M | ﹤0.01% |
80,200
-14,800
| -16% | -$458K |
|
1206
CALL
Academy Sports + Outdoors
ASO
$3.09B
| $2.76M | ﹤0.01% |
+40,800
| New | +$2.75M |
|
1207
PUT
VF Corp
VFC
$6.72B
| $2.75M | ﹤0.01% |
179,200
+78,000
| +77% | +$1.26M |
|
1208
CALL
FIVE9
FIVN
$1.96B
| $2.75M | ﹤0.01% |
+44,200
| New | +$3.07M |
|
1209
CALL
Norfolk Southern
NSC
$77.1B
| $2.73M | ﹤0.01% |
10,700
-6,100
| -36% | -$1.51M |
|
1210
CALL
Textron
TXT
$16.7B
| $2.72M | ﹤0.01% |
28,400
+10,700
| +60% | +$926K |
|
1211
CALL
MasTec
MTZ
$26.6B
| $2.71M | ﹤0.01% |
29,100
-1,800
| -6% | -$137K |
|
1212
PUT
SoundHound AI
SOUN
$2.79B
| $2.71M | ﹤0.01% |
+459,600
| New | +$1.82M |
|
1213
CALL
Enovix
ENVX
$923M
| $2.71M | ﹤0.01% |
386,057
-73,829
| -16% | -$641K |
|
1214
PUT
Keurig Dr Pepper
KDP
$41B
| $2.7M | ﹤0.01% |
87,900
+59,600
| +211% | +$1.84M |
|
1215
CALL
Peloton Interactive
PTON
$2.71B
| $2.69M | ﹤0.01% |
628,900
-684,600
| -52% | -$3.38M |
|
1216
PUT
Annaly Capital Management
NLY
$16.9B
| $2.69M | ﹤0.01% |
136,700
+13,800
| +11% | +$266K |
|
1217
PUT
Bumble
BMBL
$386M
| $2.68M | ﹤0.01% |
236,200
-19,600
| -8% | -$250K |
|
|
1218
PUT
Textron
TXT
$16.7B
| $2.68M | ﹤0.01% |
27,900
-5,300
| -16% | -$459K |
|
1219
PUT
JFrog
FROG
$9.84B
| $2.68M | ﹤0.01% |
60,500
+43,800
| +262% | +$1.7M |
|
1220
Zscaler
ZS
$23.8B
| $2.67M | ﹤0.01% |
+13,842
| New | +$3.1M |
|
1221
Coinshares Bitcoin ETF
BRRR
$409M
| $2.67M | ﹤0.01% |
+132,417
| New | +$2.05M |
|
|
1222
CALL
Bumble
BMBL
$386M
| $2.66M | ﹤0.01% |
234,800
+92,300
| +65% | +$1.18M |
|
1223
PUT
Amphenol
APH
$184B
| $2.66M | ﹤0.01% |
46,200
+18,000
| +64% | +$943K |
|
1224
PUT
Dominion Energy
D
$61.8B
| $2.66M | ﹤0.01% |
54,100
+31,000
| +134% | +$1.45M |
|
1225
CALL
YPF
YPF
$20B
| $2.66M | ﹤0.01% |
134,400
-108,000
| -45% | -$1.87M |
|
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.