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 | |
|---|---|---|---|---|---|---|
1301
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $2.26M | ﹤0.01% |
22,700
+7,900
| +53% | +$792K |
|
1302
State Street SPDR US Large Cap Low Volatility Index ETF
LGLV
$1.21B
| $2.26M | ﹤0.01% |
+14,509
| New | +$2.17M |
|
1303
PUT
Lamb Weston
LW
$7.3B
| $2.26M | ﹤0.01% |
+21,200
| New | +$2.21M |
|
1304
Crown Castle
CCI
$32.4B
| $2.25M | ﹤0.01% |
+21,287
| New | +$2.32M |
|
1305
PUT
JB Hunt Transport Services
JBHT
$26.4B
| $2.25M | ﹤0.01% |
+11,300
| New | +$2.28M |
|
1306
PUT
Semtech
SMTC
$11.3B
| $2.24M | ﹤0.01% |
+81,600
| New | +$1.74M |
|
1307
CALL
Molson Coors Class B
TAP
$7.71B
| $2.24M | ﹤0.01% |
33,300
+9,300
| +39% | +$590K |
|
1308
CALL
Fox Class A
FOXA
$23.8B
| $2.23M | ﹤0.01% |
71,400
-8,300
| -10% | -$252K |
|
1309
CALL
Altimmune
ALT
$576M
| $2.19M | ﹤0.01% |
215,400
+32,300
| +18% | +$329K |
|
1310
PUT
Bath & Body Works
BBWI
$4.13B
| $2.19M | ﹤0.01% |
43,800
-36,300
| -45% | -$1.63M |
|
1311
GitLab
GTLB
$5.55B
| $2.19M | ﹤0.01% |
+37,523
| New | +$2.46M |
|
1312
CALL
MPLX
MPLX
$59.2B
| $2.19M | ﹤0.01% |
52,600
+4,100
| +8% | +$159K |
|
1313
PUT
STMicroelectronics
STM
$47.7B
| $2.18M | ﹤0.01% |
+50,500
| New | +$2.28M |
|
1314
CALL
Perrigo
PRGO
$1.4B
| $2.18M | ﹤0.01% |
67,800
+50,000
| +281% | +$1.58M |
|
1315
PUT
T. Rowe Price
TROW
$25.5B
| $2.18M | ﹤0.01% |
17,900
+4,000
| +29% | +$447K |
|
1316
PUT
Core & Main
CNM
$8.17B
| $2.18M | ﹤0.01% |
+38,100
| New | +$1.74M |
|
1317
PUT
GlobalFoundries
GFS
$29.2B
| $2.18M | ﹤0.01% |
+41,800
| New | +$2.29M |
|
1318
State Street SPDR S&P 400 Mid Cap Value ETF
MDYV
$2.77B
| $2.18M | ﹤0.01% |
+28,622
| New | +$2.07M |
|
1319
CALL
Repligen
RGEN
$7.39B
| $2.17M | ﹤0.01% |
+11,800
| New | +$2.25M |
|
|
VSXY
1320
CALL
Victoria's Secret
VSXY
$6.78B
| $2.16M | ﹤0.01% |
+111,700
| New | +$2.74M |
|
1321
CALL
Novartis
NVS
$297B
| $2.16M | ﹤0.01% |
22,300
+10,600
| +91% | +$1.09M |
|
1322
CALL
Teradyne
TER
$52.4B
| $2.16M | ﹤0.01% |
+19,100
| New | +$1.99M |
|
1323
CALL
InterDigital
IDCC
$6.7B
| $2.15M | ﹤0.01% |
20,200
+5,500
| +37% | +$581K |
|
1324
PUT
Inspire Medical Systems
INSP
$1.47B
| $2.15M | ﹤0.01% |
+10,000
| New | +$1.96M |
|
1325
PUT
Capri Holdings
CPRI
$1.82B
| $2.15M | ﹤0.01% |
47,400
+14,900
| +46% | +$710K |
|
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.