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 | |
|---|---|---|---|---|---|---|
651
PUT
Hasbro
HAS
$12.6B
| $14.3M | 0.01% |
244,400
-18,900
| -7% | -$1.12M |
|
652
CALL
Williams-Sonoma
WSM
$26.7B
| $14.2M | 0.01% |
100,800
-23,000
| -19% | -$3.43M |
|
653
PUT
Ford
F
$57.3B
| $14.2M | 0.01% |
1,130,100
-259,600
| -19% | -$3.21M |
|
654
CALL
Ferrari
RACE
$63.3B
| $14.1M | 0.01% |
34,500
+23,200
| +205% | +$9.64M |
|
655
PUT
Southern Company
SO
$110B
| $14M | 0.01% |
180,700
+120,800
| +202% | +$9.15M |
|
656
CALL
AMC Entertainment Holdings
AMC
$2.03B
| $14M | 0.01% |
2,813,500
+483,100
| +21% | +$1.94M |
|
657
PUT
Realty Income
O
$61.2B
| $14M | 0.01% |
264,400
+125,600
| +90% | +$6.71M |
|
658
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27B
| $14M | 0.01% |
26,100
-700
| -3% | -$376K |
|
659
PUT
Norwegian Cruise Line
NCLH
$8.89B
| $13.9M | 0.01% |
741,600
+72,400
| +11% | +$1.27M |
|
660
iShares Silver Trust
SLV
$28.1B
| $13.8M | 0.01% |
521,067
+290,676
| +126% | +$7.65M |
|
661
CALL
Devon Energy
DVN
$51.9B
| $13.8M | 0.01% |
291,800
+37,200
| +15% | +$1.85M |
|
662
PUT
-1x Short VIX Futures ETF
SVIX
$182M
| $13.7M | 0.01% |
288,100
+201,300
| +232% | +$8.69M |
|
663
CALL
BioNTech
BNTX
$22.6B
| $13.7M | 0.01% |
170,600
+8,100
| +5% | +$740K |
|
664
CALL
Dow Inc
DOW
$21.6B
| $13.7M | 0.01% |
258,200
+36,000
| +16% | +$2.06M |
|
665
CALL
Apollo Global Management
APO
$70.7B
| $13.6M | 0.01% |
114,800
+30,700
| +37% | +$3.48M |
|
666
PUT
US Bancorp Series B Preferred Stock
USB.PRH
$746M
| $13.6M | 0.01% |
341,400
+42,800
| +14% | +$899K |
|
667
CALL
Invesco S&P SmallCap Low Volatility ETF
XSLV
$249M
| $13.5M | 0.01% |
336,700
+203,200
| +152% | +$8.79M |
|
668
PUT
CleanSpark
CLSK
$3.73B
| $13.5M | 0.01% |
847,800
+293,900
| +53% | +$4.94M |
|
669
CALL
MetLife
MET
$61B
| $13.5M | 0.01% |
192,300
+86,700
| +82% | +$6.19M |
|
670
CALL
NetEase
NTES
$76.5B
| $13.5M | 0.01% |
141,200
+58,800
| +71% | +$5.6M |
|
671
CALL
Coupang
CPNG
$27.8B
| $13.3M | 0.01% |
634,600
+173,200
| +38% | +$3.76M |
|
|
672
PUT
MetLife
MET
$61B
| $13.2M | 0.01% |
188,700
-9,100
| -5% | -$650K |
|
673
CALL
Sony
SONY
$123B
| $13.2M | 0.01% |
779,500
+383,000
| +97% | +$6.33M |
|
|
674
CALL
US Bancorp Series B Preferred Stock
USB.PRH
$746M
| $13.2M | 0.01% |
333,000
+6,200
| +2% | +$130K |
|
675
CALL
Ally Financial
ALLY
$13.1B
| $13.2M | 0.01% |
332,300
+143,000
| +76% | +$5.58M |
|
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.