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 | |
|---|---|---|---|---|---|---|
1151
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$162M
| $4.16M | ﹤0.01% |
95,250
+62,700
| +193% | +$3.12M |
|
1152
PUT
Cummins
CMI
$91.7B
| $4.15M | ﹤0.01% |
15,000
-5,800
| -28% | -$1.66M |
|
|
BBBY
1153
CALL
Bed Bath & Beyond
BBBY
$473M
| $4.15M | ﹤0.01% |
348,920
+179,740
| +106% | +$3.19M |
|
1154
CALL
Vale
VALE
$62.9B
| $4.13M | ﹤0.01% |
370,000
+281,000
| +316% | +$3.38M |
|
1155
CALL
PVH
PVH
$3.71B
| $4.13M | ﹤0.01% |
39,000
+4,300
| +12% | +$487K |
|
1156
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $4.12M | ﹤0.01% |
53,368
+41,082
| +334% | +$3.16M |
|
1157
PUT
Dropbox
DBX
$6.81B
| $4.11M | ﹤0.01% |
183,100
+98,900
| +117% | +$2.26M |
|
1158
PUT
Bunge Global
BG
$23.6B
| $4.1M | ﹤0.01% |
38,400
+2,200
| +6% | +$231K |
|
1159
CALL
Axcelis
ACLS
$4.12B
| $4.08M | ﹤0.01% |
28,700
+2,800
| +11% | +$323K |
|
1160
PUT
Aon
AON
$77.3B
| $4.08M | ﹤0.01% |
13,900
-7,800
| -36% | -$2.31M |
|
1161
CALL
Symbotic
SYM
$5.11B
| $4.08M | ﹤0.01% |
115,900
-1,900
| -2% | -$76.9K |
|
1162
CALL
Tapestry
TPR
$28.8B
| $4.07M | ﹤0.01% |
95,100
-16,800
| -15% | -$702K |
|
1163
CALL
Dominion Energy
D
$62.5B
| $4.07M | ﹤0.01% |
83,000
+4,400
| +6% | +$224K |
|
1164
PUT
Annaly Capital Management
NLY
$16.9B
| $4.06M | ﹤0.01% |
213,100
+76,400
| +56% | +$1.48M |
|
1165
PUT
J.M. Smucker
SJM
$12.6B
| $4.05M | ﹤0.01% |
37,100
+12,400
| +50% | +$1.4M |
|
1166
CALL
TeraWulf
WULF
$9.15B
| $4.04M | ﹤0.01% |
907,100
+520,200
| +134% | +$1.4M |
|
1167
PUT
AerCap
AER
$23.9B
| $4.04M | ﹤0.01% |
43,300
+20,900
| +93% | +$1.86M |
|
|
ECHO
1168
PUT
EchoStar
ECHO
$25.5B
| $4.03M | ﹤0.01% |
226,000
-73,000
| -24% | -$1.21M |
|
1169
PUT
Welltower
WELL
$178B
| $4.02M | ﹤0.01% |
38,600
-34,900
| -47% | -$3.42M |
|
1170
Intel
INTC
$466B
| $4.02M | ﹤0.01% |
129,724
-1,388
| -1% | -$45.5K |
|
1171
PUT
Cenovus Energy
CVE
$54.6B
| $4.02M | ﹤0.01% |
204,300
+47,200
| +30% | +$954K |
|
1172
PUT
PG&E
PCG
$47.8B
| $4M | ﹤0.01% |
229,100
+74,400
| +48% | +$1.31M |
|
1173
PUT
Helen of Troy
HELE
$663M
| $4M | ﹤0.01% |
43,100
+18,300
| +74% | +$1.85M |
|
1174
-1x Short VIX Futures ETF
SVIX
$168M
| $3.99M | ﹤0.01% |
+83,774
| New | +$3.62M |
|
|
BNY
1175
PUT
Bank of New York Mellon
BNY
$108B
| $3.98M | ﹤0.01% |
66,500
+13,400
| +25% | +$775K |
|
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.