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 |
iShares Bitcoin Trust
IBIT
|
+$311M |
| 2 |
NVIDIA
NVDA
|
+$296M |
| 3 |
iShares Russell 2000 ETF
IWM
|
+$97.5M |
| 4 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$82.1M |
| 5 |
ProShares UltraPro S&P 500
UPRO
|
+$76.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$207M |
| 2 |
JPMorgan Chase
JPM
|
+$95.1M |
| 3 |
Pinduoduo
PDD
|
+$90.7M |
| 4 |
Alibaba
BABA
|
+$62.2M |
| 5 |
Meta Platforms (Facebook)
META
|
+$59.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 0.42% |
| 2 | Consumer Discretionary | 0.3% |
| 3 | Consumer Staples | 0.05% |
| 4 | Industrials | 0.05% |
| 5 | Financials | 0.05% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
CALL
Roku
ROKU
$21.1B
| $73.2M | 0.04% |
980,900
+104,200
| +12% | +$6.68M |
|
227
PUT
Wells Fargo
WFC
$261B
| $72.9M | 0.04% |
1,290,200
-106,800
| -8% | -$6.04M |
|
228
PUT
Thermo Fisher Scientific
TMO
$211B
| $72.4M | 0.04% |
117,000
-35,000
| -23% | -$20.7M |
|
229
CALL
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
COMB
$135M
| $71.8M | 0.04% |
1,266,800
+397,700
| +46% | +$7.87M |
|
230
PUT
Amgen
AMGN
$203B
| $70.6M | 0.04% |
219,200
+28,100
| +15% | +$9.19M |
|
231
PUT
Enphase Energy
ENPH
$4.84B
| $70.6M | 0.04% |
624,800
+1,700
| +0.3% | +$190K |
|
232
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
| $70.5M | 0.04% |
704,000
+134,000
| +24% | +$12.5M |
|
233
PUT
PepsiCo
PEP
$186B
| $69.9M | 0.04% |
410,800
+137,400
| +50% | +$23.6M |
|
234
CALL
CVS Health
CVS
$137B
| $69.8M | 0.04% |
1,110,600
+26,700
| +2% | +$1.56M |
|
235
PUT
Domino's
DPZ
$11B
| $69.6M | 0.04% |
161,800
-43,700
| -21% | -$19M |
|
236
CALL
Sea Limited
SE
$61.2B
| $69.5M | 0.04% |
737,300
-78,600
| -10% | -$5.93M |
|
237
PUT
Airbnb
ABNB
$83.7B
| $69M | 0.04% |
543,800
-118,900
| -18% | -$15.4M |
|
238
CALL
Applovin
APP
$132B
| $68.4M | 0.04% |
524,200
+147,000
| +39% | +$13.4M |
|
239
CALL
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.07B
| $68.2M | 0.04% |
530,400
+45,500
| +9% | +$1.33M |
|
240
PUT
iShares Morningstar Value ETF
ILCV
$1.3B
| $67.7M | 0.04% |
979,800
-6,700
| -0.7% | -$530K |
|
|
241
CALL
PepsiCo
PEP
$186B
| $67.6M | 0.04% |
397,600
-1,500
| -0.4% | -$258K |
|
242
PUT
Chevron
CVX
$388B
| $67.6M | 0.04% |
459,100
+40,000
| +10% | +$5.95M |
|
243
PUT
Accenture
ACN
$89.9B
| $67.4M | 0.04% |
190,800
-75,500
| -28% | -$24.8M |
|
244
PUT
iShares Silver Trust
SLV
$28.1B
| $67.2M | 0.04% |
2,364,800
-489,900
| -17% | -$13.2M |
|
245
PUT
Delta Air Lines
DAL
$55.9B
| $67.1M | 0.04% |
1,321,500
+288,400
| +28% | +$12.6M |
|
246
CALL
Cisco
CSCO
$450B
| $67.1M | 0.04% |
1,261,000
-5,200
| -0.4% | -$253K |
|
247
CALL
Texas Instruments
TXN
$255B
| $66.9M | 0.04% |
324,000
+13,200
| +4% | +$2.65M |
|
|
248
CALL
Thermo Fisher Scientific
TMO
$211B
| $66.9M | 0.04% |
108,100
-36,300
| -25% | -$21.5M |
|
249
CALL
Lowe's Companies
LOW
$116B
| $65.5M | 0.04% |
241,900
-5,800
| -2% | -$1.4M |
|
|
250
PUT
Texas Instruments
TXN
$255B
| $65.4M | 0.04% |
316,500
+18,700
| +6% | +$3.76M |
|
Similar funds
IMC Chicago's Q3 2024 Portfolio in Review
As of Q3 2024, IMC Chicago held 3,122 positions worth $184B, up 12% from $164B the previous quarter. Its ten largest holdings account for 51% of the portfolio.
IMC Chicago deployed $14.9B of net new capital in Q3 2024, opening 532 new positions and adding to 1,246 existing holdings. Its largest new stake was iShares Bitcoin Trust: 8,949,274 shares worth $323M.
By sector, the portfolio is most concentrated in Technology at 0.42% of assets, up from 0.24% a quarter earlier, followed by Consumer Discretionary and Consumer Staples.
On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $207M trimmed.
- IMC Chicago's largest Q3 2024 buy was iShares Bitcoin Trust: 8,949,274 shares worth $323M.
- IMC Chicago added most to iShares 20+ Year Treasury Bond ETF in Q3 2024, an estimated $82.1M increase.
- IMC Chicago's biggest Q3 2024 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $207M.
- IMC Chicago fully exited JPMorgan Chase in Q3 2024, selling an estimated $95.1M.
- IMC Chicago's ten largest holdings make up 51% of its $184B portfolio in Q3 2024.
- IMC Chicago opened 532 new positions and closed 378 in Q3 2024.
- IMC Chicago's portfolio value rose 12% quarter-over-quarter to $184B.
Based on IMC Chicago's 13F filing for Q3 2024, filed 25 Oct 2024.