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 | |
|---|---|---|---|---|---|---|
701
PUT
CME Group
CME
$92.3B
| $13.7M | 0.01% |
62,200
+10,600
| +21% | +$2.19M |
|
702
CALL
Vertex Pharmaceuticals
VRTX
$122B
| $13.7M | 0.01% |
29,500
-18,700
| -39% | -$8.98M |
|
703
PUT
Akamai
AKAM
$16.4B
| $13.7M | 0.01% |
135,800
+100
| +0.1% | +$9.75K |
|
704
CALL
FTAI Aviation
FTAI
$22B
| $13.6M | 0.01% |
102,200
+7,800
| +8% | +$884K |
|
705
CALL
Ross Stores
ROST
$78.1B
| $13.6M | 0.01% |
90,200
-68,600
| -43% | -$10.1M |
|
706
PUT
GE Vernova
GEV
$265B
| $13.6M | 0.01% |
53,200
+37,500
| +239% | +$7.2M |
|
707
CALL
Altria Group
MO
$122B
| $13.6M | 0.01% |
265,700
-113,000
| -30% | -$5.71M |
|
708
CALL
Phillips 66
PSX
$83.3B
| $13.5M | 0.01% |
102,800
-36,000
| -26% | -$4.86M |
|
709
CALL
Nutanix
NTNX
$15.4B
| $13.5M | 0.01% |
227,800
+107,700
| +90% | +$5.92M |
|
710
PUT
Simon Property Group
SPG
$75.1B
| $13.5M | 0.01% |
79,600
+2,900
| +4% | +$459K |
|
|
FISV
711
CALL
Fiserv Inc
FISV
$27.9B
| $13.3M | 0.01% |
74,300
+32,900
| +79% | +$5.43M |
|
712
PUT
Parker-Hannifin
PH
$124B
| $13.3M | 0.01% |
21,100
+9,500
| +82% | +$5.4M |
|
713
PUT
XPO
XPO
$24.4B
| $13.3M | 0.01% |
123,900
+17,000
| +16% | +$1.9M |
|
714
CALL
Advance Auto Parts
AAP
$3.48B
| $13.3M | 0.01% |
341,500
+149,500
| +78% | +$7.93M |
|
|
FISV
715
PUT
Fiserv Inc
FISV
$27.9B
| $13.3M | 0.01% |
73,900
+6,400
| +9% | +$1.06M |
|
716
CALL
Hasbro
HAS
$12.8B
| $13.3M | 0.01% |
183,400
+12,000
| +7% | +$779K |
|
717
CALL
Monolithic Power Systems
MPWR
$65.8B
| $13.1M | 0.01% |
14,200
+400
| +3% | +$345K |
|
718
CALL
Duolingo
DUOL
$6.19B
| $13.1M | 0.01% |
46,500
-2,600
| -5% | -$533K |
|
719
CALL
Nutrien
NTR
$32.4B
| $13.1M | 0.01% |
272,200
-63,400
| -19% | -$3.06M |
|
720
PUT
Cheniere Energy
LNG
$53.6B
| $13M | 0.01% |
72,500
-40,300
| -36% | -$7.25M |
|
721
CALL
Duke Energy
DUK
$100B
| $13M | 0.01% |
112,700
+50,900
| +82% | +$5.67M |
|
722
CALL
KKR & Co
KKR
$91.3B
| $12.9M | 0.01% |
99,100
+31,800
| +47% | +$3.76M |
|
723
PUT
American Electric Power
AEP
$72.7B
| $12.9M | 0.01% |
126,000
+68,900
| +121% | +$6.72M |
|
724
PUT
Sunrun
RUN
$2.38B
| $12.9M | 0.01% |
711,800
+68,800
| +11% | +$1.22M |
|
725
CALL
Stanley Black & Decker
SWK
$14.6B
| $12.9M | 0.01% |
116,700
-3,400
| -3% | -$326K |
|
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.