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 | |
|---|---|---|---|---|---|---|
626
PUT
GSK
GSK
$103B
| $3.62M | ﹤0.01% |
123,100
+75,260
| +157% | +$2.85M |
|
627
CALL
Medtronic
MDT
$107B
| $3.61M | ﹤0.01% |
+44,700
| New | +$4.02M |
|
628
CALL
American Tower
AMT
$77.7B
| $3.61M | ﹤0.01% |
16,800
+1,900
| +13% | +$488K |
|
629
PUT
XPeng
XPEV
$11.8B
| $3.6M | ﹤0.01% |
300,800
-49,900
| -14% | -$1.07M |
|
630
PUT
Coupang
CPNG
$27.8B
| $3.59M | ﹤0.01% |
215,200
+115,800
| +116% | +$2M |
|
631
CALL
Canadian Solar
CSIQ
$906M
| $3.59M | ﹤0.01% |
96,300
+36,000
| +60% | +$1.37M |
|
632
PUT
Tractor Supply
TSCO
$16.3B
| $3.59M | ﹤0.01% |
96,500
+41,500
| +75% | +$1.62M |
|
633
PUT
Tyson Foods
TSN
$20.2B
| $3.59M | ﹤0.01% |
54,400
-2,400
| -4% | -$190K |
|
634
KraneShares CSI China Internet ETF
KWEB
$5.2B
| $3.56M | ﹤0.01% |
144,494
+102,770
| +246% | +$2.95M |
|
635
CALL
QuantumScape Corp
QS
$3B
| $3.53M | ﹤0.01% |
419,800
-74,900
| -15% | -$803K |
|
636
PUT
NextEra Energy
NEE
$187B
| $3.52M | ﹤0.01% |
44,900
+14,300
| +47% | +$1.21M |
|
637
PUT
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
| $3.52M | ﹤0.01% |
77,400
+60,200
| +350% | +$2.89M |
|
638
CALL
Yeti Holdings
YETI
$3.82B
| $3.51M | ﹤0.01% |
123,000
+52,100
| +73% | +$2.17M |
|
639
CALL
Kraft Heinz
KHC
$30.4B
| $3.48M | ﹤0.01% |
104,300
+6,100
| +6% | +$227K |
|
640
PUT
PENN Entertainment
PENN
$2.74B
| $3.47M | ﹤0.01% |
126,000
+61,000
| +94% | +$1.97M |
|
|
JKS
641
PUT
JinkoSolar
JKS
$775M
| $3.46M | ﹤0.01% |
+62,400
| New | +$3.83M |
|
|
FL
642
CALL
DELISTED
Foot Locker
FL
| $3.45M | ﹤0.01% |
110,800
+33,300
| +43% | +$1.06M |
|
643
CALL
Advance Auto Parts
AAP
$3.37B
| $3.42M | ﹤0.01% |
+21,900
| New | +$4M |
|
644
CALL
Cboe Global Markets
CBOE
$29.8B
| $3.42M | ﹤0.01% |
29,100
+3,700
| +15% | +$445K |
|
|
FL
645
PUT
DELISTED
Foot Locker
FL
| $3.41M | ﹤0.01% |
109,400
+49,100
| +81% | +$1.57M |
|
646
PUT
CME Group
CME
$92.2B
| $3.4M | ﹤0.01% |
+19,200
| New | +$3.79M |
|
647
CALL
First Majestic Silver
AG
$8.05B
| $3.38M | ﹤0.01% |
443,500
-122,800
| -22% | -$916K |
|
648
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$331M
| $3.35M | ﹤0.01% |
37,100
+25,000
| +207% | +$2.32M |
|
649
PUT
Prudential Financial
PRU
$41.7B
| $3.35M | ﹤0.01% |
39,100
+15,300
| +64% | +$1.47M |
|
650
PUT
RingCentral
RNG
$4.05B
| $3.33M | ﹤0.01% |
+83,300
| New | +$3.99M |
|
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.