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 | |
|---|---|---|---|---|---|---|
551
PUT
Mobileye
MBLY
$2.03B
| $18.7M | 0.01% |
664,500
+443,400
| +201% | +$12.8M |
|
552
CALL
CAVA Group
CAVA
$7.22B
| $18.6M | 0.01% |
201,000
+85,100
| +73% | +$6.57M |
|
553
CALL
Marriott International
MAR
$98.7B
| $18.5M | 0.01% |
76,500
+11,600
| +18% | +$2.78M |
|
554
CALL
Alcoa
AA
$11.7B
| $18.5M | 0.01% |
464,500
+58,500
| +14% | +$2.26M |
|
555
Broadcom
AVGO
$1.82T
| $18.5M | 0.01% |
115,020
-53,340
| -32% | -$7.48M |
|
556
PUT
ProShares Ultra S&P500
SSO
$7.82B
| $18.4M | 0.01% |
422,200
+222,200
| +111% | +$8.54M |
|
557
PUT
Southwest Airlines
LUV
$22.1B
| $18.4M | 0.01% |
643,900
+233,300
| +57% | +$6.51M |
|
558
PUT
Avis
CAR
$5.63B
| $18.4M | 0.01% |
176,200
+74,200
| +73% | +$8.32M |
|
559
CALL
Las Vegas Sands
LVS
$30.5B
| $18.3M | 0.01% |
414,500
+172,800
| +71% | +$8.06M |
|
560
CALL
Deckers Outdoor
DECK
$13.3B
| $18.3M | 0.01% |
113,400
-29,400
| -21% | -$4.52M |
|
561
CALL
Li Auto
LI
$12.6B
| $18.3M | 0.01% |
1,022,300
-81,400
| -7% | -$1.96M |
|
562
CALL
Fidelity National Information Services
FIS
$21.5B
| $18.3M | 0.01% |
242,500
+78,700
| +48% | +$5.83M |
|
563
CALL
On Holding
ONON
$11.9B
| $18.2M | 0.01% |
468,600
+66,900
| +17% | +$2.44M |
|
564
PUT
AT&T
T
$165B
| $18.1M | 0.01% |
947,500
+356,900
| +60% | +$6.21M |
|
565
CALL
Corning
GLW
$126B
| $18.1M | 0.01% |
465,300
+282,900
| +155% | +$9.88M |
|
566
PUT
iShares MSCI Australia ETF
EWA
$1.34B
| $18.1M | 0.01% |
596,900
+263,500
| +79% | +$6.41M |
|
567
CALL
Southern Company
SO
$110B
| $18M | 0.01% |
232,500
+101,100
| +77% | +$7.66M |
|
568
CALL
Stryker
SYK
$127B
| $18M | 0.01% |
53,000
+27,000
| +104% | +$9.15M |
|
569
CALL
Fair Isaac
FICO
$28.7B
| $18M | 0.01% |
12,100
+700
| +6% | +$905K |
|
570
CALL
S&P Global
SPGI
$126B
| $18M | 0.01% |
40,300
+1,800
| +5% | +$772K |
|
571
PUT
ConocoPhillips
COP
$147B
| $18M | 0.01% |
157,000
+55,100
| +54% | +$6.69M |
|
572
CALL
Halliburton
HAL
$27.9B
| $17.9M | 0.01% |
531,000
+145,700
| +38% | +$5.38M |
|
573
PUT
Comcast
CMCSA
$79.1B
| $17.8M | 0.01% |
453,700
+70,200
| +18% | +$2.75M |
|
574
PUT
monday.com
MNDY
$3.27B
| $17.7M | 0.01% |
73,700
+54,600
| +286% | +$11.5M |
|
575
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $17.7M | 0.01% |
193,309
+21,409
| +12% | +$1.95M |
|
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.