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
|
+$389M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$226M |
| 3 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$50.4M |
| 4 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$31.8M |
| 5 |
ProShares UltraShort QQQ
QID
|
+$12.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard S&P 500 ETF
VOO
|
+$164M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$91.9M |
| 3 |
Meta Platforms (Facebook)
META
|
+$42.9M |
| 4 |
Boeing
BA
|
+$37.8M |
| 5 |
iShares Core S&P 500 ETF
IVV
|
+$34.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 0.03% |
| 2 | Energy | 0.02% |
| 3 | Financials | 0.01% |
| 4 | Materials | 0.01% |
| 5 | Technology | 0.01% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
PUT
Wells Fargo
WFC
$261B
| $29.2M | 0.04% |
724,800
-106,600
| -13% | -$4.58M |
|
227
PUT
General Motors
GM
$74.7B
| $29.1M | 0.04% |
907,400
+5,700
| +0.6% | +$209K |
|
228
CALL
Procter & Gamble
PG
$343B
| $29.1M | 0.04% |
230,500
+59,600
| +35% | +$8.47M |
|
|
229
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $28.9M | 0.04% |
+282,362
| New | +$31.8M |
|
230
CALL
Cisco
CSCO
$450B
| $28.5M | 0.04% |
713,700
+172,500
| +32% | +$7.65M |
|
231
CALL
American Express
AXP
$223B
| $27.9M | 0.04% |
206,900
+41,400
| +25% | +$6.27M |
|
232
PUT
Intel
INTC
$466B
| $27.7M | 0.04% |
1,074,600
+66,900
| +7% | +$2.28M |
|
233
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
| $27.5M | 0.04% |
386,400
+61,000
| +19% | +$4.77M |
|
|
234
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
| $27.5M | 0.04% |
385,800
+77,800
| +25% | +$6.09M |
|
235
CALL
Okta
OKTA
$24.1B
| $27.2M | 0.04% |
477,900
+146,400
| +44% | +$12.6M |
|
236
PUT
TSMC
TSM
$2.09T
| $27M | 0.03% |
393,200
+47,300
| +14% | +$3.91M |
|
237
CALL
Palantir
PLTR
$295B
| $26.7M | 0.03% |
3,283,100
+268,300
| +9% | +$2.39M |
|
238
PUT
Wynn Resorts
WYNN
$10.1B
| $26.6M | 0.03% |
421,600
+7,200
| +2% | +$449K |
|
239
CALL
Workday
WDAY
$33.4B
| $26.5M | 0.03% |
174,200
+65,000
| +60% | +$10.2M |
|
240
PUT
Nucor
NUE
$56.4B
| $26.3M | 0.03% |
245,900
+57,100
| +30% | +$7.16M |
|
241
CALL
Merck
MRK
$324B
| $26.3M | 0.03% |
305,200
-134,900
| -31% | -$12M |
|
|
242
PUT
Procter & Gamble
PG
$343B
| $26.2M | 0.03% |
207,400
+50,100
| +32% | +$7.12M |
|
243
CALL
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $25.7M | 0.03% |
433,400
+84,600
| +24% | +$5.77M |
|
244
PUT
NIO
NIO
$11.3B
| $25.7M | 0.03% |
1,630,900
-675,900
| -29% | -$13.4M |
|
245
PUT
Rivian
RIVN
$22.9B
| $25.5M | 0.03% |
775,200
-47,600
| -6% | -$1.62M |
|
|
246
PUT
Merck
MRK
$324B
| $25.3M | 0.03% |
293,900
-94,100
| -24% | -$8.4M |
|
247
PUT
Morgan Stanley
MS
$337B
| $25.1M | 0.03% |
317,900
-125,700
| -28% | -$10.6M |
|
248
CALL
Expedia Group
EXPE
$31.2B
| $25M | 0.03% |
266,800
-1,500
| -0.6% | -$153K |
|
249
PUT
Pinduoduo
PDD
$118B
| $25M | 0.03% |
398,900
-500
| -0.1% | -$29.1K |
|
250
PUT
Ford
F
$57.3B
| $24.8M | 0.03% |
2,210,600
+233,100
| +12% | +$3.26M |
|
Similar funds
IMC Chicago's Q3 2022 Portfolio in Review
As of Q3 2022, IMC Chicago held 1,311 positions worth $77.8B, up 9.4% from $71.1B the previous quarter. Its ten largest holdings account for 65% of the portfolio.
IMC Chicago deployed $9.84B of net new capital in Q3 2022, opening 261 new positions and adding to 548 existing holdings. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 979,291 shares worth $350M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 0.03% of assets, down from 0.06% a quarter earlier, followed by Energy and Financials.
On the sell side, the largest reduction was ProShares UltraPro Short QQQ, an estimated $15M trimmed.
- IMC Chicago's largest Q3 2022 buy was State Street SPDR S&P 500 ETF Trust: 979,291 shares worth $350M.
- IMC Chicago added most to Invesco QQQ Trust in Q3 2022, an estimated $226M increase.
- IMC Chicago's biggest Q3 2022 reduction was ProShares UltraPro Short QQQ, cutting an estimated $15M.
- IMC Chicago fully exited Vanguard S&P 500 ETF in Q3 2022, selling an estimated $164M.
- IMC Chicago's ten largest holdings make up 65% of its $77.8B portfolio in Q3 2022.
- IMC Chicago opened 261 new positions and closed 118 in Q3 2022.
- IMC Chicago's portfolio value rose 9.4% quarter-over-quarter to $77.8B.
Based on IMC Chicago's 13F filing for Q3 2022, filed 8 Nov 2022.