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 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$560M |
| 2 |
Tesla
TSLA
|
+$220M |
| 3 |
Invesco QQQ Trust
QQQ
|
+$105M |
| 4 |
JPMorgan Chase
JPM
|
+$88.3M |
| 5 |
Pinduoduo
PDD
|
+$72.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
NVIDIA
NVDA
|
+$1.01B |
| 2 |
Meta Platforms (Facebook)
META
|
+$66.7M |
| 3 |
Advanced Micro Devices
AMD
|
+$65.2M |
| 4 |
Direxion Daily S&P 500 Bull 3x ETF
SPXL
|
+$53.8M |
| 5 |
ProShares UltraPro S&P 500
UPRO
|
+$46.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 0.42% |
| 2 | Technology | 0.24% |
| 3 | Financials | 0.16% |
| 4 | Communication Services | 0.12% |
| 5 | Industrials | 0.04% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
CALL
Amgen
AMGN
$203B
| $61.6M | 0.04% |
197,000
+20,200
| +11% | +$5.93M |
|
252
CALL
DraftKings
DKNG
$11.4B
| $61.3M | 0.04% |
1,606,000
+467,800
| +41% | +$19.4M |
|
253
CALL
Texas Instruments
TXN
$255B
| $60.5M | 0.04% |
310,800
+105,000
| +51% | +$19.4M |
|
254
CALL
Cisco
CSCO
$450B
| $60.2M | 0.04% |
1,266,200
+384,800
| +44% | +$18.3M |
|
255
PUT
Pfizer
PFE
$140B
| $60.1M | 0.04% |
2,148,900
+353,800
| +20% | +$9.74M |
|
256
PUT
Synopsys
SNPS
$71.5B
| $60.1M | 0.04% |
101,000
-7,200
| -7% | -$4.07M |
|
|
SCHW
257
CALL
Charles Schwab
SCHW
$177B
| $59.7M | 0.04% |
810,400
+100,200
| +14% | +$7.4M |
|
|
258
PUT
Amgen
AMGN
$203B
| $59.7M | 0.04% |
191,100
+62,100
| +48% | +$18.2M |
|
259
CALL
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
COMB
$135M
| $59M | 0.04% |
869,100
+609,600
| +235% | +$12.6M |
|
260
CALL
Sea Limited
SE
$61.2B
| $58.3M | 0.04% |
815,900
-94,600
| -10% | -$6.25M |
|
261
PUT
McKesson
MCK
$98.5B
| $58.1M | 0.04% |
99,400
+63,100
| +174% | +$35.1M |
|
|
262
PUT
Texas Instruments
TXN
$255B
| $57.9M | 0.04% |
297,800
+72,900
| +32% | +$13.5M |
|
|
263
Meta Platforms (Facebook)
META
$1.51T
| $57.9M | 0.04% |
114,801
-137,172
| -54% | -$66.7M |
|
|
264
PUT
Cisco
CSCO
$450B
| $57.7M | 0.04% |
1,214,900
+510,600
| +72% | +$24.2M |
|
265
PUT
T-Mobile US
TMUS
$193B
| $57.5M | 0.04% |
326,300
+140,600
| +76% | +$23.6M |
|
266
PUT
Morgan Stanley
MS
$337B
| $57M | 0.03% |
586,800
-15,100
| -3% | -$1.44M |
|
267
PUT
United Parcel Service
UPS
$97.6B
| $56.8M | 0.03% |
415,100
-110,200
| -21% | -$15.8M |
|
268
CALL
Atlassian
TEAM
$22B
| $56.8M | 0.03% |
321,000
+190,100
| +145% | +$34M |
|
269
PUT
IBM
IBM
$202B
| $56.1M | 0.03% |
324,300
-90,500
| -22% | -$15.7M |
|
270
PUT
Deckers Outdoor
DECK
$13.3B
| $55.7M | 0.03% |
345,000
+168,600
| +96% | +$25.9M |
|
271
CALL
Western Digital
WDC
$179B
| $55.4M | 0.03% |
967,245
+324,928
| +51% | +$18M |
|
272
Alibaba
BABA
$269B
| $54.7M | 0.03% |
760,190
+68,236
| +10% | +$5.23M |
|
273
CALL
Lowe's Companies
LOW
$116B
| $54.6M | 0.03% |
247,700
+67,600
| +38% | +$15.4M |
|
|
274
CALL
Pfizer
PFE
$140B
| $54.2M | 0.03% |
1,938,100
+62,400
| +3% | +$1.72M |
|
275
PUT
Autodesk
ADSK
$44.3B
| $54.1M | 0.03% |
218,600
+103,300
| +90% | +$23.2M |
|
Similar funds
IMC Chicago's Q2 2024 Portfolio in Review
As of Q2 2024, IMC Chicago held 2,845 positions worth $164B, up 0.77% from $163B the previous quarter. Its ten largest holdings account for 47% of the portfolio.
IMC Chicago withdrew a net $9.54B in Q2 2024, closing 255 positions and reducing 591 holdings. Its most notable exit was NVIDIA, an estimated $1.01B position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 0.42% of assets, up from 0.16% a quarter earlier, followed by Technology and Financials.
Against the trend, IMC Chicago opened a new position in State Street SPDR S&P 500 ETF Trust worth $582M.
- IMC Chicago's largest Q2 2024 buy was State Street SPDR S&P 500 ETF Trust: 1,069,898 shares worth $582M.
- IMC Chicago added most to Invesco QQQ Trust in Q2 2024, an estimated $105M increase.
- IMC Chicago's biggest Q2 2024 reduction was Meta Platforms (Facebook), cutting an estimated $66.7M.
- IMC Chicago fully exited NVIDIA in Q2 2024, selling an estimated $1.01B.
- IMC Chicago's ten largest holdings make up 47% of its $164B portfolio in Q2 2024.
- IMC Chicago opened 514 new positions and closed 255 in Q2 2024.
- IMC Chicago's portfolio value rose 0.77% quarter-over-quarter to $164B.
Based on IMC Chicago's 13F filing for Q2 2024, filed 15 Jul 2024.