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 | |
|---|---|---|---|---|---|---|
451
CALL
Marriott International
MAR
$98.7B
| $9.18M | 0.01% |
65,500
-22,700
| -26% | -$3.47M |
|
452
PUT
Unity
U
$12.5B
| $9.15M | 0.01% |
287,200
+60,300
| +27% | +$2.48M |
|
453
CALL
XPeng
XPEV
$11.8B
| $9.13M | 0.01% |
764,000
+371,600
| +95% | +$8M |
|
454
CALL
Autodesk
ADSK
$44.3B
| $9.12M | 0.01% |
48,800
-33,700
| -41% | -$6.81M |
|
455
PUT
CarMax
KMX
$8.27B
| $9.01M | 0.01% |
136,500
+5,200
| +4% | +$475K |
|
456
PUT
Dollar Tree
DLTR
$23.1B
| $8.9M | 0.01% |
65,400
-15,400
| -19% | -$2.4M |
|
457
PUT
Spotify
SPOT
$99.2B
| $8.87M | 0.01% |
102,800
-35,000
| -25% | -$3.75M |
|
458
PUT
PNC Financial Services
PNC
$100B
| $8.8M | 0.01% |
58,900
-1,300
| -2% | -$211K |
|
459
PUT
Beyond Meat
BYND
$288M
| $8.73M | 0.01% |
616,400
-368,500
| -37% | -$10.2M |
|
460
CALL
CF Industries
CF
$19.2B
| $8.68M | 0.01% |
90,200
-25,700
| -22% | -$2.51M |
|
461
PUT
Align Technology
ALGN
$12B
| $8.64M | 0.01% |
41,700
-10,800
| -21% | -$2.78M |
|
462
CALL
Halliburton
HAL
$27.9B
| $8.59M | 0.01% |
348,900
+37,800
| +12% | +$1.08M |
|
463
CALL
Kohl's
KSS
$2.03B
| $8.56M | 0.01% |
340,200
+40,800
| +14% | +$1.19M |
|
464
CALL
RTX Corp
RTX
$287B
| $8.55M | 0.01% |
104,500
-1,600
| -2% | -$145K |
|
465
PUT
EOG Resources
EOG
$78B
| $8.55M | 0.01% |
+76,500
| New | +$8.59M |
|
466
CALL
Vertex Pharmaceuticals
VRTX
$121B
| $8.51M | 0.01% |
+29,400
| New | +$8.46M |
|
|
PARA
467
PUT
DELISTED
Paramount Global Class B
PARA
| $8.44M | 0.01% |
443,500
-118,000
| -21% | -$2.83M |
|
468
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$162M
| $8.44M | 0.01% |
24,856
+100
| +0.4% | +$33.1K |
|
469
CALL
Whirlpool
WHR
$2.42B
| $8.36M | 0.01% |
62,000
+14,300
| +30% | +$2.28M |
|
470
CALL
Comcast
CMCSA
$79.1B
| $8.34M | 0.01% |
284,200
+72,700
| +34% | +$2.72M |
|
471
CALL
Zillow
Z
$7.04B
| $8.33M | 0.01% |
291,100
-56,500
| -16% | -$1.96M |
|
472
CALL
Dollar General
DG
$25.9B
| $8.25M | 0.01% |
34,400
+6,200
| +22% | +$1.53M |
|
473
CALL
Bilibili
BILI
$7.18B
| $8.25M | 0.01% |
538,300
+150,300
| +39% | +$3.42M |
|
474
PUT
S&P Global
SPGI
$126B
| $8.21M | 0.01% |
26,900
+8,400
| +45% | +$3.01M |
|
475
CALL
APA Corp
APA
$12.8B
| $8.2M | 0.01% |
239,700
+5,500
| +2% | +$197K |
|
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.