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 | |
|---|---|---|---|---|---|---|
601
NIO
NIO
$11.3B
| $4.09M | 0.01% |
259,639
-330,485
| -56% | -$6.54M |
|
|
VMW
602
PUT
DELISTED
VMware, Inc
VMW
| $4.06M | 0.01% |
38,100
-2,800
| -7% | -$322K |
|
603
PUT
HP
HPQ
$23.5B
| $4.05M | 0.01% |
162,400
+12,800
| +9% | +$393K |
|
604
ProShares VIX Short-Term Futures ETF
VIXY
$211M
| $3.99M | 0.01% |
+11,672
| New | +$3.55M |
|
605
CALL
CME Group
CME
$92.2B
| $3.97M | 0.01% |
+22,400
| New | +$4.43M |
|
606
PUT
FuboTV Inc
FUBO
$245M
| $3.95M | 0.01% |
92,667
+53,542
| +137% | +$2.3M |
|
607
CALL
RingCentral
RNG
$4.05B
| $3.93M | 0.01% |
+98,400
| New | +$4.72M |
|
608
CALL
Trump Media & Technology Group
DJT
$2.37B
| $3.93M | 0.01% |
233,600
+176,900
| +312% | +$4.66M |
|
609
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$18.7B
| $3.92M | 0.01% |
442,411
+82,729
| +23% | +$1.29M |
|
610
CALL
Digital Turbine
APPS
$1.02B
| $3.9M | 0.01% |
270,700
+16,700
| +7% | +$319K |
|
611
PUT
Virgin Galactic
SPCE
$320M
| $3.89M | 0.01% |
41,290
-5,490
| -12% | -$705K |
|
612
CALL
ClearShares Piton Intermediate Fixed Income ETF
PIFI
$97.5M
| $3.85M | ﹤0.01% |
+256,300
| New | +$23.8M |
|
613
CALL
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
| $3.83M | ﹤0.01% |
82,000
+30,700
| +60% | +$1.47M |
|
614
CALL
Tractor Supply
TSCO
$16.3B
| $3.83M | ﹤0.01% |
103,000
-4,000
| -4% | -$156K |
|
615
PUT
NetEase
NTES
$76.5B
| $3.78M | ﹤0.01% |
50,000
-6,600
| -12% | -$581K |
|
616
PUT
Invesco S&P SmallCap Low Volatility ETF
XSLV
$249M
| $3.78M | ﹤0.01% |
+51,300
| New | +$2.33M |
|
617
Invesco DB Oil Fund
DBO
$425M
| $3.76M | ﹤0.01% |
247,752
+18,354
| +8% | +$309K |
|
618
PUT
ON Semiconductor
ON
$33.8B
| $3.76M | ﹤0.01% |
60,300
+2,100
| +4% | +$135K |
|
619
ETRACS Alerian MLP Infrastructure Index ETN Series B due Apr 2 2040
MLPB
$250M
| $3.75M | ﹤0.01% |
216,012
+45,409
| +27% | +$812K |
|
620
PUT
American Tower
AMT
$77.7B
| $3.74M | ﹤0.01% |
17,400
-500
| -3% | -$128K |
|
621
CALL
Stanley Black & Decker
SWK
$14.2B
| $3.7M | ﹤0.01% |
+49,200
| New | +$4.73M |
|
622
CALL
Sarepta Therapeutics
SRPT
$1.66B
| $3.69M | ﹤0.01% |
+33,400
| New | +$3.37M |
|
|
HES
623
CALL
DELISTED
Hess
HES
| $3.68M | ﹤0.01% |
33,800
-2,500
| -7% | -$277K |
|
624
CALL
Cheniere Energy
LNG
$56.5B
| $3.68M | ﹤0.01% |
+22,200
| New | +$3.37M |
|
|
625
PUT
ClearShares Piton Intermediate Fixed Income ETF
PIFI
$97.5M
| $3.67M | ﹤0.01% |
+244,600
| New | +$22.7M |
|
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.