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 | |
|---|---|---|---|---|---|---|
576
PUT
Robinhood
HOOD
$85.2B
| $4.71M | 0.01% |
466,200
-354,700
| -43% | -$3.41M |
|
577
CALL
HCA Healthcare
HCA
$84.8B
| $4.69M | 0.01% |
+25,500
| New | +$5.08M |
|
578
CALL
Asana
ASAN
$1.58B
| $4.69M | 0.01% |
210,800
+120,800
| +134% | +$2.59M |
|
579
CALL
Southern Company
SO
$110B
| $4.65M | 0.01% |
68,400
+18,500
| +37% | +$1.4M |
|
580
CALL
Constellation Brands
STZ
$22.2B
| $4.64M | 0.01% |
20,200
-28,700
| -59% | -$6.99M |
|
|
SPWR
581
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $4.63M | 0.01% |
200,800
+64,900
| +48% | +$1.46M |
|
|
FISV
582
CALL
Fiserv Inc
FISV
$27.2B
| $4.6M | 0.01% |
49,200
+18,400
| +60% | +$1.88M |
|
583
IBM
IBM
$202B
| $4.6M | 0.01% |
+38,731
| New | +$5.08M |
|
|
SPYM
584
State Street SPDR Portfolio S&P 500 ETF
SPYM
$158B
| $4.59M | 0.01% |
+109,371
| New | +$5.11M |
|
585
CALL
Prudential Financial
PRU
$41.7B
| $4.47M | 0.01% |
52,100
+16,600
| +47% | +$1.6M |
|
586
CALL
AstraZeneca
AZN
$263B
| $4.46M | 0.01% |
40,650
-6,750
| -14% | -$856K |
|
587
Invesco S&P MidCap 400 Pure Growth ETF
RFG
$343M
| $4.46M | 0.01% |
133,580
+28,260
| +27% | +$1.02M |
|
588
PUT
Suncor Energy
SU
$77.7B
| $4.46M | 0.01% |
158,300
+25,900
| +20% | +$818K |
|
|
DOG
589
ProShares Short Dow30
DOG
$96.8M
| $4.42M | 0.01% |
114,426
+78,788
| +221% | +$2.76M |
|
590
CALL
Energy Transfer Partners
ET
$70.1B
| $4.41M | 0.01% |
400,100
+83,800
| +26% | +$933K |
|
|
COUP
591
PUT
DELISTED
Coupa Software Incorporated
COUP
| $4.37M | 0.01% |
74,300
+7,000
| +10% | +$459K |
|
592
ProShares VIX Mid-Term Futures ETF
VIXM
$40M
| $4.37M | 0.01% |
+122,998
| New | +$4.14M |
|
593
CALL
Coupang
CPNG
$27.8B
| $4.31M | 0.01% |
258,500
+71,100
| +38% | +$1.23M |
|
594
PUT
Bilibili
BILI
$7.18B
| $4.24M | 0.01% |
277,000
-57,500
| -17% | -$1.31M |
|
595
CALL
Tilray
TLRY
$479M
| $4.24M | 0.01% |
154,340
+30,090
| +24% | +$1.06M |
|
596
ETRACS Alerian MLP Index ETN Series B due July 18 2042
AMUB
$60M
| $4.21M | 0.01% |
332,203
+26,499
| +9% | +$349K |
|
597
PUT
Futu Holdings
FUTU
$13.9B
| $4.19M | 0.01% |
112,300
-122,500
| -52% | -$5.34M |
|
598
CALL
American International
AIG
$41.9B
| $4.16M | 0.01% |
87,500
+76,700
| +710% | +$4.03M |
|
|
599
PUT
HCA Healthcare
HCA
$84.8B
| $4.12M | 0.01% |
+22,400
| New | +$4.46M |
|
600
ProShares UltraShort Bloomberg Natural Gas
KOLD
$110M
| $4.1M | 0.01% |
476,364
-99,700
| -17% | -$810K |
|
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.