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 | |
|---|---|---|---|---|---|---|
1251
PUT
Zoetis
ZTS
$32.3B
| $3.4M | ﹤0.01% |
+19,600
| New | +$3.26M |
|
1252
PUT
Urban Outfitters
URBN
$6.13B
| $3.39M | ﹤0.01% |
82,700
+48,800
| +144% | +$2.01M |
|
1253
CALL
YPF
YPF
$19.8B
| $3.38M | ﹤0.01% |
167,900
+33,500
| +25% | +$720K |
|
1254
CALL
Aon
AON
$78.4B
| $3.38M | ﹤0.01% |
11,500
-300
| -3% | -$88.7K |
|
|
X
1255
CALL
DELISTED
US Steel
X
| $3.38M | ﹤0.01% |
89,300
-22,500
| -20% | -$858K |
|
1256
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$162M
| $3.38M | ﹤0.01% |
77,275
-48,800
| -39% | -$2.43M |
|
|
SGI
1257
CALL
Somnigroup International
SGI
$15.5B
| $3.37M | ﹤0.01% |
71,200
+46,100
| +184% | +$2.33M |
|
1258
CALL
MasTec
MTZ
$25.9B
| $3.36M | ﹤0.01% |
31,400
+2,300
| +8% | +$232K |
|
1259
RH
RH
$3.41B
| $3.36M | ﹤0.01% |
+13,731
| New | +$3.61M |
|
1260
CALL
Omega Healthcare
OHI
$15.3B
| $3.35M | ﹤0.01% |
97,900
+55,700
| +132% | +$1.75M |
|
1261
CALL
Cummins
CMI
$89.7B
| $3.35M | ﹤0.01% |
12,100
-8,800
| -42% | -$2.51M |
|
1262
CALL
LyondellBasell Industries
LYB
$19B
| $3.35M | ﹤0.01% |
35,000
+7,600
| +28% | +$754K |
|
1263
CALL
KB Home
KBH
$3.54B
| $3.35M | ﹤0.01% |
47,700
-24,800
| -34% | -$1.69M |
|
1264
PUT
Virgin Galactic
SPCE
$329M
| $3.34M | ﹤0.01% |
396,200
+373,100
| +1,615% | +$6.76M |
|
1265
CALL
Sarepta Therapeutics
SRPT
$1.69B
| $3.33M | ﹤0.01% |
+21,100
| New | +$2.71M |
|
1266
PUT
Conagra Brands
CAG
$7.21B
| $3.33M | ﹤0.01% |
117,200
+28,500
| +32% | +$857K |
|
1267
ProShares UltraPro QQQ
TQQQ
$31.1B
| $3.32M | ﹤0.01% |
90,064
-473,328
| -84% | -$14.8M |
|
1268
CALL
Synchrony
SYF
$24.3B
| $3.32M | ﹤0.01% |
70,400
+33,300
| +90% | +$1.45M |
|
1269
CALL
Bumble
BMBL
$372M
| $3.32M | ﹤0.01% |
315,900
+81,100
| +35% | +$883K |
|
1270
PUT
ProShares UltraShort Health Care
RXD
$3.25M
| $3.31M | ﹤0.01% |
61,900
-85,100
| -58% | -$1.87M |
|
1271
PUT
Williams Companies
WMB
$87.5B
| $3.31M | ﹤0.01% |
77,900
+32,000
| +70% | +$1.28M |
|
1272
CALL
Tencent Music
TME
$15.1B
| $3.31M | ﹤0.01% |
235,400
+132,300
| +128% | +$1.78M |
|
1273
CALL
Annaly Capital Management
NLY
$17.1B
| $3.31M | ﹤0.01% |
173,500
+67,700
| +64% | +$1.31M |
|
1274
PUT
British American Tobacco
BTI
$131B
| $3.31M | ﹤0.01% |
106,900
+89,700
| +522% | +$2.72M |
|
1275
PUT
PACCAR
PCAR
$70B
| $3.3M | ﹤0.01% |
32,100
-33,700
| -51% | -$3.71M |
|
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.