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 | |
|---|---|---|---|---|---|---|
476
CALL
American Airlines Group
AAL
$9.58B
| $23.8M | 0.01% |
2,104,900
+689,000
| +49% | +$9.05M |
|
477
CALL
Generac Holdings
GNRC
$11.9B
| $23.6M | 0.01% |
178,300
-11,900
| -6% | -$1.64M |
|
|
SPYM
478
State Street SPDR Portfolio S&P 500 ETF
SPYM
$158B
| $23.5M | 0.01% |
+367,790
| New | +$22.6M |
|
479
PUT
Nucor
NUE
$56.4B
| $23.4M | 0.01% |
148,000
+300
| +0.2% | +$52.1K |
|
480
CALL
Archer Daniels Midland
ADM
$41.4B
| $23.3M | 0.01% |
385,500
-105,000
| -21% | -$6.44M |
|
|
481
PUT
American Airlines Group
AAL
$9.58B
| $23.3M | 0.01% |
2,052,900
+787,200
| +62% | +$10.3M |
|
482
PUT
Hershey
HSY
$35.4B
| $23.1M | 0.01% |
125,800
+47,900
| +61% | +$9.27M |
|
483
PUT
Cameco
CCJ
$38.3B
| $23.1M | 0.01% |
469,800
+59,400
| +14% | +$3.01M |
|
484
PUT
Monolithic Power Systems
MPWR
$65.5B
| $23.1M | 0.01% |
28,100
+13,200
| +89% | +$9.53M |
|
485
CALL
Cadence Design Systems
CDNS
$90B
| $23.1M | 0.01% |
75,000
+4,700
| +7% | +$1.39M |
|
486
CALL
Ross Stores
ROST
$76.6B
| $23.1M | 0.01% |
158,800
-30,000
| -16% | -$4.15M |
|
487
CALL
SolarEdge
SEDG
$2.59B
| $23M | 0.01% |
909,900
+567,900
| +166% | +$29.5M |
|
488
PUT
General Dynamics
GD
$105B
| $23M | 0.01% |
79,100
+48,700
| +160% | +$14.3M |
|
489
CALL
Whirlpool
WHR
$2.42B
| $22.9M | 0.01% |
224,500
+104,900
| +88% | +$10.2M |
|
490
ProShares UltraPro Short QQQ
SQQQ
$2.21B
| $22.8M | 0.01% |
110,232
+58,573
| +113% | +$14.9M |
|
491
CALL
Philip Morris
PM
$301B
| $22.7M | 0.01% |
223,900
+62,200
| +38% | +$6.08M |
|
492
CALL
NXP Semiconductors
NXPI
$68B
| $22.6M | 0.01% |
84,100
+12,000
| +17% | +$3.09M |
|
493
CALL
Vertex Pharmaceuticals
VRTX
$121B
| $22.6M | 0.01% |
48,200
+11,200
| +30% | +$4.86M |
|
494
PUT
Fair Isaac
FICO
$28.7B
| $22.5M | 0.01% |
+15,100
| New | +$19.5M |
|
495
PUT
PNC Financial Services
PNC
$100B
| $22.4M | 0.01% |
144,100
+8,900
| +7% | +$1.38M |
|
496
PUT
Boston Scientific
BSX
$65.8B
| $22.4M | 0.01% |
290,900
+75,700
| +35% | +$5.54M |
|
497
CALL
Kroger
KR
$34.8B
| $22.1M | 0.01% |
443,400
+213,700
| +93% | +$11.5M |
|
498
CALL
Twilio
TWLO
$29.1B
| $22.1M | 0.01% |
389,400
-62,400
| -14% | -$3.68M |
|
|
TYNS
499
PUT
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
| $22.1M | 0.01% |
218,700
+70,800
| +48% | +$7.15M |
|
500
CALL
Five Below
FIVE
$11.2B
| $22.1M | 0.01% |
202,600
+119,100
| +143% | +$16.5M |
|
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.