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 | |
|---|---|---|---|---|---|---|
1001
CALL
Canadian Pacific Kansas City
CP
$82B
| $5.85M | ﹤0.01% |
74,300
+53,300
| +254% | +$4.34M |
|
1002
CALL
GSK
GSK
$103B
| $5.84M | ﹤0.01% |
151,600
-28,600
| -16% | -$1.2M |
|
1003
CALL
Ovintiv
OVV
$17.5B
| $5.84M | ﹤0.01% |
124,500
+39,800
| +47% | +$2M |
|
1004
PUT
Symbotic
SYM
$5.11B
| $5.82M | ﹤0.01% |
165,600
+98,200
| +146% | +$3.97M |
|
1005
PUT
Canadian Natural Resources
CNQ
$96.9B
| $5.75M | ﹤0.01% |
161,400
+15,800
| +11% | +$595K |
|
1006
Hewlett Packard
HPE
$63.2B
| $5.7M | ﹤0.01% |
269,276
+181,723
| +208% | +$3.35M |
|
|
MRO
1007
CALL
DELISTED
Marathon Oil Corporation
MRO
| $5.69M | ﹤0.01% |
198,400
-93,200
| -32% | -$2.58M |
|
1008
CALL
Teladoc Health
TDOC
$1.58B
| $5.67M | ﹤0.01% |
579,400
+261,100
| +82% | +$3.18M |
|
1009
PUT
DaVita
DVA
$15.1B
| $5.65M | ﹤0.01% |
40,800
+8,500
| +26% | +$1.17M |
|
1010
CALL
Plains All American Pipeline
PAA
$17.4B
| $5.65M | ﹤0.01% |
316,500
+125,800
| +66% | +$2.2M |
|
1011
PUT
Agilent Technologies
A
$39.1B
| $5.65M | ﹤0.01% |
43,600
+14,900
| +52% | +$2.08M |
|
1012
Qualcomm
QCOM
$176B
| $5.63M | ﹤0.01% |
+28,263
| New | +$5.34M |
|
1013
CALL
American Electric Power
AEP
$73.7B
| $5.62M | ﹤0.01% |
64,000
+4,000
| +7% | +$350K |
|
1014
PUT
Idexx Laboratories
IDXX
$42.9B
| $5.6M | ﹤0.01% |
+11,500
| New | +$5.77M |
|
1015
CALL
Ralph Lauren
RL
$22.2B
| $5.6M | ﹤0.01% |
32,000
+6,600
| +26% | +$1.14M |
|
1016
PUT
State Street SPDR Portfolio Europe ETF
SPEU
$712M
| $5.59M | ﹤0.01% |
111,700
+76,900
| +221% | +$3.26M |
|
1017
PUT
Maplebear
CART
$9.92B
| $5.58M | ﹤0.01% |
173,500
+9,000
| +5% | +$310K |
|
1018
CALL
PACCAR
PCAR
$69.6B
| $5.57M | ﹤0.01% |
54,100
-43,300
| -44% | -$4.77M |
|
1019
CALL
Bloom Energy
BE
$52.6B
| $5.57M | ﹤0.01% |
454,800
+220,700
| +94% | +$2.81M |
|
|
1020
PUT
Bloom Energy
BE
$52.6B
| $5.55M | ﹤0.01% |
453,400
+118,900
| +36% | +$1.52M |
|
1021
PUT
The Mosaic Company
MOS
$7.09B
| $5.55M | ﹤0.01% |
191,900
+39,600
| +26% | +$1.19M |
|
1022
PUT
Paychex
PAYX
$40.4B
| $5.54M | ﹤0.01% |
46,700
-6,100
| -12% | -$745K |
|
1023
CALL
Illumina
ILMN
$29.4B
| $5.52M | ﹤0.01% |
52,900
-11,556
| -18% | -$1.3M |
|
1024
PUT
AutoNation
AN
$6.97B
| $5.51M | ﹤0.01% |
34,600
-3,900
| -10% | -$636K |
|
|
FITB
1025
PUT
Fifth Third Bancorp
FITB
$52B
| $5.5M | ﹤0.01% |
150,800
+48,800
| +48% | +$1.78M |
|
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.