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 | |
|---|---|---|---|---|---|---|
376
CALL
Skyworks Solutions
SWKS
$9.06B
| $13.7M | 0.02% |
160,300
+12,200
| +8% | +$1.25M |
|
|
FLNA
377
PUT
Filana Therapeutics
FLNA
$43M
| $13.7M | 0.02% |
326,400
+305,900
| +1,492% | +$8.26M |
|
378
PUT
Autodesk
ADSK
$44.3B
| $13.5M | 0.02% |
72,200
+21,600
| +43% | +$4.36M |
|
379
CALL
Altria Group
MO
$122B
| $13.4M | 0.02% |
333,000
+59,800
| +22% | +$2.61M |
|
380
CALL
Carvana
CVNA
$43.3B
| $13.4M | 0.02% |
3,301,000
+1,837,000
| +125% | +$12M |
|
381
PUT
Affirm
AFRM
$23.5B
| $13.4M | 0.02% |
714,000
-50,900
| -7% | -$1.33M |
|
382
PUT
Palantir
PLTR
$295B
| $13.3M | 0.02% |
1,640,300
-47,900
| -3% | -$426K |
|
383
PUT
Charter Communications
CHTR
$14.7B
| $13.2M | 0.02% |
+43,600
| New | +$18.7M |
|
384
CALL
BP
BP
$113B
| $13.2M | 0.02% |
461,000
-10,500
| -2% | -$312K |
|
|
SHNY
385
CALL
DELISTED
Direxion Daily Silver Miners Index Bull 2X Shares
SHNY
| $13.1M | 0.02% |
404,600
+392,500
| +3,244% | +$12.7M |
|
|
BBBY
386
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $13.1M | 0.02% |
2,153,800
+1,618,100
| +302% | +$13.2M |
|
|
COUP
387
CALL
DELISTED
Coupa Software Incorporated
COUP
| $13.1M | 0.02% |
222,600
-13,800
| -6% | -$904K |
|
388
PUT
BioNTech
BNTX
$22.6B
| $13M | 0.02% |
96,600
-62,100
| -39% | -$9.49M |
|
389
CALL
Capital One
COF
$124B
| $12.9M | 0.02% |
139,900
+43,800
| +46% | +$4.66M |
|
390
PUT
Dow Inc
DOW
$21.6B
| $12.9M | 0.02% |
293,200
+271,200
| +1,233% | +$13.8M |
|
391
PUT
ProShares UltraShort Health Care
RXD
$3.25M
| $12.7M | 0.02% |
226,500
-800
| -0.4% | -$21.6K |
|
392
CALL
AMC Entertainment Holdings
AMC
$2.03B
| $12.6M | 0.02% |
180,980
-39,800
| -18% | -$5.44M |
|
393
CALL
Cigna
CI
$76.6B
| $12.6M | 0.02% |
45,300
+15,800
| +54% | +$4.45M |
|
|
394
PUT
Altria Group
MO
$122B
| $12.5M | 0.02% |
310,400
+80,400
| +35% | +$3.51M |
|
395
PUT
Illumina
ILMN
$29.4B
| $12.5M | 0.02% |
67,231
+18,812
| +39% | +$3.72M |
|
396
PUT
Dollar General
DG
$25.9B
| $12.5M | 0.02% |
52,000
+7,300
| +16% | +$1.8M |
|
397
CALL
SolarEdge
SEDG
$2.59B
| $12.4M | 0.02% |
53,500
+12,100
| +29% | +$3.57M |
|
398
CALL
Cleveland-Cliffs
CLF
$6.81B
| $12.4M | 0.02% |
916,900
-54,400
| -6% | -$905K |
|
399
CALL
ConocoPhillips
COP
$147B
| $12.2M | 0.02% |
119,500
-243,500
| -67% | -$24.3M |
|
400
PUT
Las Vegas Sands
LVS
$30.5B
| $12.2M | 0.02% |
325,500
+47,800
| +17% | +$1.78M |
|
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.