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 | |
|---|---|---|---|---|---|---|
676
PUT
Kraft Heinz
KHC
$30.4B
| $13.1M | 0.01% |
408,000
+139,200
| +52% | +$4.96M |
|
677
CALL
Samsara
IOT
$19.3B
| $13.1M | 0.01% |
390,000
+218,000
| +127% | +$7.52M |
|
678
PUT
DexCom
DXCM
$27.6B
| $13.1M | 0.01% |
115,900
-24,600
| -18% | -$3.11M |
|
679
CALL
AstraZeneca
AZN
$263B
| $13.1M | 0.01% |
84,200
+21,000
| +33% | +$3.16M |
|
680
PUT
Electronic Arts
EA
$52.4B
| $13.1M | 0.01% |
94,100
+38,300
| +69% | +$5.05M |
|
|
AXON
681
CALL
Axon Enterprise
AXON
$40.5B
| $13.1M | 0.01% |
44,500
-14,500
| -25% | -$4.33M |
|
682
PUT
EQT Corp
EQT
$33.2B
| $13.1M | 0.01% |
353,600
+167,700
| +90% | +$6.57M |
|
683
Costco
COST
$415B
| $13M | 0.01% |
+15,312
| New | +$11.9M |
|
684
PUT
Fortinet
FTNT
$112B
| $12.9M | 0.01% |
214,200
+38,700
| +22% | +$2.41M |
|
685
CALL
Ford
F
$57.3B
| $12.9M | 0.01% |
1,025,300
+39,800
| +4% | +$492K |
|
686
CALL
Simon Property Group
SPG
$74.5B
| $12.8M | 0.01% |
84,600
-18,700
| -18% | -$2.75M |
|
687
CALL
Automatic Data Processing
ADP
$100B
| $12.8M | 0.01% |
53,800
+10,200
| +23% | +$2.5M |
|
688
iShares MSCI Emerging Markets ETF
EEM
$28B
| $12.8M | 0.01% |
+300,740
| New | +$12.6M |
|
689
CALL
Amphenol
APH
$188B
| $12.8M | 0.01% |
189,700
+101,300
| +115% | +$6.39M |
|
690
CALL
GE HealthCare
GEHC
$27.6B
| $12.8M | 0.01% |
163,800
+33,200
| +25% | +$2.71M |
|
691
PUT
Proshares UltraShort Technology
REW
$3.48M
| $12.8M | 0.01% |
248,375
+54,175
| +28% | +$2.92M |
|
692
PUT
Invesco S&P SmallCap Low Volatility ETF
XSLV
$249M
| $12.7M | 0.01% |
341,700
+1,200
| +0.4% | +$51.9K |
|
693
PUT
ResMed
RMD
$28.3B
| $12.7M | 0.01% |
66,200
+15,400
| +30% | +$3.12M |
|
694
ARK 21Shares Bitcoin ETF
ARKB
$2.45B
| $12.7M | 0.01% |
632,817
+585,906
| +1,249% | +$12.8M |
|
695
ProShares Short QQQ
PSQ
$694M
| $12.6M | 0.01% |
312,157
+103,236
| +49% | +$4.5M |
|
696
PUT
Prudential Financial
PRU
$41.7B
| $12.6M | 0.01% |
107,600
+12,200
| +13% | +$1.41M |
|
|
P
697
CALL
Everpure Inc
P
$24.8B
| $12.6M | 0.01% |
195,900
+21,000
| +12% | +$1.22M |
|
698
CALL
Akamai
AKAM
$16.8B
| $12.5M | 0.01% |
139,100
+74,800
| +116% | +$7.23M |
|
699
CALL
NetApp
NTAP
$32.9B
| $12.3M | 0.01% |
95,800
+44,900
| +88% | +$5.04M |
|
700
PUT
Unity
U
$12.5B
| $12.3M | 0.01% |
758,500
+55,400
| +8% | +$1.19M |
|
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.