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 | |
|---|---|---|---|---|---|---|
351
PUT
Rivian
RIVN
$22.9B
| $41M | 0.02% |
3,654,500
-296,000
| -7% | -$4.25M |
|
352
PUT
Valero Energy
VLO
$89.8B
| $40.9M | 0.02% |
302,700
+66,900
| +28% | +$9.71M |
|
353
CALL
Workday
WDAY
$33.4B
| $40.9M | 0.02% |
167,200
-180,800
| -52% | -$42.7M |
|
354
ProShares UltraPro QQQ
TQQQ
$31.1B
| $40.7M | 0.02% |
1,121,694
+1,031,630
| +1,145% | +$35.4M |
|
355
PUT
Chubb
CB
$140B
| $39.9M | 0.02% |
138,200
+37,600
| +37% | +$10.3M |
|
356
PUT
Constellation Energy
CEG
$98B
| $39.2M | 0.02% |
150,900
+118,700
| +369% | +$23.6M |
|
357
PUT
Estee Lauder
EL
$29B
| $39.1M | 0.02% |
392,100
+94,300
| +32% | +$8.94M |
|
358
PUT
Charter Communications
CHTR
$14.7B
| $38.7M | 0.02% |
119,500
-87,500
| -42% | -$29.4M |
|
359
PUT
Abercrombie & Fitch
ANF
$4.17B
| $38.6M | 0.02% |
275,700
-91,300
| -25% | -$13.9M |
|
360
PUT
Newmont
NEM
$98.2B
| $38.6M | 0.02% |
721,500
-11,100
| -2% | -$551K |
|
361
CALL
Snap
SNAP
$7.32B
| $38.4M | 0.02% |
3,593,400
+1,049,900
| +41% | +$12M |
|
362
CALL
T-Mobile US
TMUS
$193B
| $38.3M | 0.02% |
185,600
-58,800
| -24% | -$11.3M |
|
363
PUT
Dollar General
DG
$25.9B
| $38.3M | 0.02% |
452,700
+125,000
| +38% | +$13.7M |
|
364
PUT
Dick's Sporting Goods
DKS
$18.4B
| $38.2M | 0.02% |
183,000
-28,800
| -14% | -$6.15M |
|
365
PUT
Zoom
ZM
$25.8B
| $38.1M | 0.02% |
545,700
+44,300
| +9% | +$2.77M |
|
366
PUT
Marathon Digital Holdings
MARA
$4.62B
| $38M | 0.02% |
2,342,500
+155,300
| +7% | +$2.81M |
|
367
PUT
Vertiv
VRT
$112B
| $37.8M | 0.02% |
380,100
+48,600
| +15% | +$4.03M |
|
368
CALL
KLA
KLAC
$275B
| $37.6M | 0.02% |
485,000
-683,000
| -58% | -$53.6M |
|
369
CALL
Carnival Corporation Ltd
CCL
$36.1B
| $37.5M | 0.02% |
2,028,200
+186,000
| +10% | +$3.15M |
|
370
PUT
CAVA Group
CAVA
$7.22B
| $37.4M | 0.02% |
301,800
+129,000
| +75% | +$13.1M |
|
371
PUT
Trade Desk
TTD
$8.13B
| $37.2M | 0.02% |
339,700
-51,400
| -13% | -$5.13M |
|
372
PUT
Roblox
RBLX
$34B
| $37.2M | 0.02% |
841,400
+137,300
| +20% | +$5.73M |
|
373
CALL
Etsy
ETSY
$7.65B
| $37.2M | 0.02% |
669,400
+190,800
| +40% | +$10.8M |
|
374
PUT
Robinhood
HOOD
$85.2B
| $37.1M | 0.02% |
1,583,700
-45,800
| -3% | -$965K |
|
375
CALL
McKesson
MCK
$98.5B
| $37M | 0.02% |
74,900
+3,900
| +5% | +$2.17M |
|
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.