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 | |
|---|---|---|---|---|---|---|
351
PUT
Align Technology
ALGN
$12B
| $38.9M | 0.02% |
161,100
+10,300
| +7% | +$2.87M |
|
352
PUT
Blackstone
BX
$104B
| $38.8M | 0.02% |
313,600
-118,000
| -27% | -$14.5M |
|
353
PUT
Carnival Corporation Ltd
CCL
$36.1B
| $38.6M | 0.02% |
2,063,300
-4,400
| -0.2% | -$68K |
|
354
PUT
Western Digital
WDC
$179B
| $38.6M | 0.02% |
673,936
+163,655
| +32% | +$9.08M |
|
355
CALL
Delta Air Lines
DAL
$55.9B
| $38.4M | 0.02% |
809,700
+61,500
| +8% | +$3.06M |
|
356
PUT
Trade Desk
TTD
$8.13B
| $38.2M | 0.02% |
391,100
+17,500
| +5% | +$1.58M |
|
357
PUT
e.l.f. Beauty
ELF
$4.56B
| $38M | 0.02% |
180,300
+58,200
| +48% | +$10.3M |
|
358
CALL
Cigna
CI
$76.6B
| $37.9M | 0.02% |
114,500
+55,900
| +95% | +$19.3M |
|
359
Coinbase
COIN
$41.7B
| $37.6M | 0.02% |
169,257
+122,752
| +264% | +$28.2M |
|
360
CALL
Celsius Holdings
CELH
$6.93B
| $37.6M | 0.02% |
658,800
+248,000
| +60% | +$18.7M |
|
361
CALL
Robinhood
HOOD
$85.2B
| $37.4M | 0.02% |
1,646,600
+318,500
| +24% | +$6.24M |
|
|
362
PUT
Robinhood
HOOD
$85.2B
| $37M | 0.02% |
1,629,500
+754,100
| +86% | +$14.8M |
|
363
PUT
Valero Energy
VLO
$89.8B
| $37M | 0.02% |
235,800
-4,500
| -2% | -$726K |
|
364
CALL
Zoom
ZM
$25.8B
| $36.9M | 0.02% |
622,700
+90,200
| +17% | +$5.54M |
|
365
PUT
Lennar Class A
LEN
$20.4B
| $36.3M | 0.02% |
250,296
+14,875
| +6% | +$2.26M |
|
366
PUT
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
COMB
$135M
| $36M | 0.02% |
530,100
+342,200
| +182% | +$7.07M |
|
367
CALL
iShares Morningstar Value ETF
ILCV
$1.3B
| $35.9M | 0.02% |
547,200
+322,100
| +143% | +$24.3M |
|
368
PUT
Elevance Health
ELV
$81.9B
| $35.9M | 0.02% |
66,200
+30,700
| +86% | +$16.2M |
|
|
369
CALL
Align Technology
ALGN
$12B
| $35.7M | 0.02% |
148,000
+76,200
| +106% | +$21.2M |
|
370
PUT
Danaher
DHR
$135B
| $35.6M | 0.02% |
142,600
-24,100
| -14% | -$6.09M |
|
371
PUT
Coca-Cola
KO
$354B
| $35.2M | 0.02% |
553,000
+250,400
| +83% | +$15.5M |
|
372
PUT
Freeport-McMoran
FCX
$90B
| $35M | 0.02% |
720,800
-214,700
| -23% | -$10.8M |
|
373
PUT
Shell
SHEL
$245B
| $35M | 0.02% |
484,500
+221,400
| +84% | +$15.8M |
|
|
374
CALL
e.l.f. Beauty
ELF
$4.56B
| $34.6M | 0.02% |
164,400
+47,300
| +40% | +$8.41M |
|
|
375
CALL
Carnival Corporation Ltd
CCL
$36.1B
| $34.5M | 0.02% |
1,842,200
+301,200
| +20% | +$4.66M |
|
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.