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 | |
|---|---|---|---|---|---|---|
126
CALL
Oracle
ORCL
$352B
| $130M | 0.08% |
920,800
-208,400
| -18% | -$25.9M |
|
127
PUT
Dell
DELL
$252B
| $130M | 0.08% |
939,900
+595,500
| +173% | +$79.8M |
|
128
CALL
ExxonMobil
XOM
$616B
| $128M | 0.08% |
1,113,500
+240,900
| +28% | +$28.1M |
|
129
PUT
United Rentals
URI
$64.4B
| $127M | 0.08% |
197,100
+47,600
| +32% | +$31.6M |
|
130
PUT
PayPal
PYPL
$50.2B
| $122M | 0.07% |
2,101,500
-98,600
| -4% | -$6.27M |
|
131
PUT
Citigroup
C
$218B
| $120M | 0.07% |
1,887,000
+185,900
| +11% | +$11.5M |
|
132
PUT
lululemon athletica
LULU
$13.2B
| $120M | 0.07% |
400,700
-83,900
| -17% | -$28.1M |
|
133
CALL
Shopify
SHOP
$164B
| $119M | 0.07% |
1,808,800
+395,400
| +28% | +$26.2M |
|
134
PUT
Applied Materials
AMAT
$422B
| $119M | 0.07% |
503,500
+64,200
| +15% | +$13.8M |
|
135
PUT
Bank of America
BAC
$428B
| $117M | 0.07% |
2,949,900
+642,800
| +28% | +$24.6M |
|
|
136
PUT
Oracle
ORCL
$352B
| $116M | 0.07% |
821,900
-183,400
| -18% | -$22.8M |
|
|
137
PUT
Shopify
SHOP
$164B
| $115M | 0.07% |
1,748,300
+313,300
| +22% | +$20.8M |
|
138
PUT
Moderna
MRNA
$24.4B
| $115M | 0.07% |
970,700
+264,500
| +37% | +$33.5M |
|
|
139
CALL
Applied Materials
AMAT
$422B
| $115M | 0.07% |
486,300
+58,700
| +14% | +$12.6M |
|
140
CALL
McDonald's
MCD
$191B
| $114M | 0.07% |
448,800
+240,700
| +116% | +$63.9M |
|
141
PUT
Berkshire Hathaway Class B
BRK.B
$1.06T
| $114M | 0.07% |
280,300
+257,800
| +1,146% | +$105M |
|
|
142
CALL
United Rentals
URI
$64.4B
| $114M | 0.07% |
175,600
+61,900
| +54% | +$41.1M |
|
143
PUT
Lockheed Martin
LMT
$118B
| $113M | 0.07% |
242,800
+73,700
| +44% | +$34.1M |
|
144
PUT
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$239M
| $113M | 0.07% |
2,759,100
+132,900
| +5% | +$5.14M |
|
|
XYZ
145
CALL
Block Inc
XYZ
$47.6B
| $113M | 0.07% |
1,752,400
+107,000
| +7% | +$7.49M |
|
146
CALL
Uber
UBER
$148B
| $113M | 0.07% |
1,550,200
+110,500
| +8% | +$7.68M |
|
|
147
Pinduoduo
PDD
$122B
| $113M | 0.07% |
846,216
+535,941
| +173% | +$72.6M |
|
148
CALL
Spotify
SPOT
$100B
| $110M | 0.07% |
350,800
+110,500
| +46% | +$33.3M |
|
149
PUT
MongoDB
MDB
$26.1B
| $108M | 0.07% |
432,400
+60,500
| +16% | +$19.1M |
|
150
CALL
Visa
V
$689B
| $108M | 0.07% |
411,400
+49,300
| +14% | +$13.5M |
|
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.