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 | |
|---|---|---|---|---|---|---|
326
CALL
SLB Ltd
SLB
$77.8B
| $17.2M | 0.02% |
478,100
-138,500
| -22% | -$5.02M |
|
327
PUT
AT&T
T
$165B
| $17M | 0.02% |
1,108,100
+273,300
| +33% | +$4.97M |
|
|
ATVI
328
CALL
DELISTED
Activision Blizzard
ATVI
| $16.9M | 0.02% |
228,000
-67,300
| -23% | -$5.27M |
|
329
CALL
Valero Energy
VLO
$89.8B
| $16.9M | 0.02% |
157,900
-75,100
| -32% | -$8.26M |
|
330
CALL
Union Pacific
UNP
$183B
| $16.9M | 0.02% |
86,600
+300
| +0.3% | +$66.4K |
|
331
PUT
Thermo Fisher Scientific
TMO
$211B
| $16.6M | 0.02% |
32,800
+5,000
| +18% | +$2.8M |
|
332
PUT
Bristol-Myers Squibb
BMY
$127B
| $16.5M | 0.02% |
232,400
-10,700
| -4% | -$776K |
|
333
PUT
Sea Limited
SE
$61.2B
| $16.5M | 0.02% |
294,200
-47,400
| -14% | -$3.3M |
|
334
CALL
Dow Inc
DOW
$21.6B
| $16.3M | 0.02% |
+371,400
| New | +$18.8M |
|
335
CALL
Novavax
NVAX
$1.23B
| $16.3M | 0.02% |
895,800
+398,900
| +80% | +$17.3M |
|
336
CALL
American Airlines Group
AAL
$9.58B
| $16.2M | 0.02% |
1,341,600
-131,500
| -9% | -$1.83M |
|
337
PUT
Domino's
DPZ
$11B
| $16.1M | 0.02% |
52,000
+17,000
| +49% | +$6.45M |
|
338
PUT
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $16.1M | 0.02% |
270,800
+53,000
| +24% | +$3.62M |
|
339
PUT
Direxion Daily Technology Bull 3x ETF
TECL
$5.14B
| $16M | 0.02% |
820,900
+120,700
| +17% | +$4.11M |
|
340
CALL
Riot Platforms
RIOT
$8.52B
| $16M | 0.02% |
2,285,500
+759,000
| +50% | +$5.34M |
|
|
SCHW
341
PUT
Charles Schwab
SCHW
$177B
| $16M | 0.02% |
222,900
+57,900
| +35% | +$4.02M |
|
342
CALL
Unity
U
$12.5B
| $16M | 0.02% |
502,700
+138,600
| +38% | +$5.7M |
|
|
343
PUT
Valero Energy
VLO
$89.8B
| $16M | 0.02% |
149,800
-25,400
| -14% | -$2.79M |
|
|
344
PUT
Union Pacific
UNP
$183B
| $16M | 0.02% |
82,000
+6,100
| +8% | +$1.35M |
|
345
PUT
Marathon Digital Holdings
MARA
$4.62B
| $15.9M | 0.02% |
1,489,200
+562,900
| +61% | +$6.67M |
|
|
346
CALL
Marathon Digital Holdings
MARA
$4.62B
| $15.9M | 0.02% |
1,488,700
-73,800
| -5% | -$874K |
|
347
PUT
Expedia Group
EXPE
$31.2B
| $15.9M | 0.02% |
170,100
+17,700
| +12% | +$1.81M |
|
|
348
CALL
Bristol-Myers Squibb
BMY
$127B
| $15.9M | 0.02% |
223,800
+38,700
| +21% | +$2.81M |
|
349
Direxion Daily Small Cap Bear 3x ETF
TZA
$213M
| $15.8M | 0.02% |
34,420
-20,183
| -37% | -$7.4M |
|
350
PUT
Royal Caribbean
RCL
$78.7B
| $15.7M | 0.02% |
414,100
-57,800
| -12% | -$2.34M |
|
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.