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 | |
|---|---|---|---|---|---|---|
276
CALL
VanEck Durable High Dividend ETF
DURA
$38.7M
| $55.9M | 0.03% |
197,100
+29,800
| +18% | +$994K |
|
277
CALL
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $55.9M | 0.03% |
1,233,000
+82,700
| +7% | +$3.61M |
|
278
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $55.8M | 0.03% |
362,600
+4,600
| +1% | +$697K |
|
279
CALL
3M
MMM
$89B
| $55.6M | 0.03% |
406,800
+95,700
| +31% | +$11.7M |
|
280
PUT
Wingstop
WING
$3.68B
| $55.3M | 0.03% |
132,800
-23,000
| -15% | -$8.94M |
|
281
CALL
Procter & Gamble
PG
$343B
| $55.1M | 0.03% |
318,400
+43,400
| +16% | +$7.37M |
|
282
PUT
Occidental Petroleum
OXY
$57B
| $55.1M | 0.03% |
1,068,500
-257,300
| -19% | -$14.7M |
|
283
CALL
Affirm
AFRM
$23.5B
| $54.6M | 0.03% |
1,338,000
-198,200
| -13% | -$6.58M |
|
284
PUT
United Parcel Service
UPS
$97.6B
| $54.4M | 0.03% |
398,700
-16,400
| -4% | -$2.15M |
|
285
PUT
Datadog
DDOG
$87.9B
| $54.2M | 0.03% |
470,800
-13,700
| -3% | -$1.6M |
|
286
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
| $53.9M | 0.03% |
538,000
-28,400
| -5% | -$2.65M |
|
|
287
CALL
Datadog
DDOG
$87.9B
| $53.8M | 0.03% |
467,500
-107,200
| -19% | -$12.5M |
|
|
288
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $53.4M | 0.03% |
347,000
+400
| +0.1% | +$60.6K |
|
289
PUT
Northrop Grumman
NOC
$77B
| $53.2M | 0.03% |
100,800
+8,900
| +10% | +$4.36M |
|
290
CALL
Vertiv
VRT
$112B
| $52.9M | 0.03% |
531,300
+42,000
| +9% | +$3.48M |
|
291
PUT
Eaton
ETN
$157B
| $52.8M | 0.03% |
159,300
+78,800
| +98% | +$24.1M |
|
292
PUT
Roku
ROKU
$21.1B
| $52.7M | 0.03% |
705,700
-150,000
| -18% | -$9.61M |
|
293
CALL
Pfizer
PFE
$140B
| $52.7M | 0.03% |
1,820,000
-118,100
| -6% | -$3.45M |
|
294
PUT
Morgan Stanley
MS
$337B
| $52.7M | 0.03% |
505,100
-81,700
| -14% | -$8.23M |
|
295
CALL
Newmont
NEM
$98.2B
| $52.6M | 0.03% |
983,400
+48,900
| +5% | +$2.43M |
|
296
PUT
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
COMB
$135M
| $52.6M | 0.03% |
957,900
+427,800
| +81% | +$8.46M |
|
297
CALL
Intuitive Surgical
ISRG
$121B
| $52.5M | 0.03% |
106,800
-47,000
| -31% | -$21.9M |
|
|
298
PUT
Pfizer
PFE
$140B
| $52.4M | 0.03% |
1,811,100
-337,800
| -16% | -$9.85M |
|
299
PUT
Cigna
CI
$76.6B
| $52.4M | 0.03% |
151,200
+64,100
| +74% | +$22.1M |
|
300
PUT
Progressive
PGR
$124B
| $52M | 0.03% |
205,100
+133,100
| +185% | +$30.9M |
|
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.