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 | |
|---|---|---|---|---|---|---|
651
CALL
Teva Pharmaceuticals
TEVA
$35.9B
| $3.3M | ﹤0.01% |
408,600
+60,400
| +17% | +$534K |
|
|
AXON
652
PUT
Axon Enterprise
AXON
$40.5B
| $3.26M | ﹤0.01% |
+28,200
| New | +$3.2M |
|
|
LAZR
653
CALL
DELISTED
Luminar Technologies
LAZR
| $3.25M | ﹤0.01% |
29,747
+9,187
| +45% | +$1.1M |
|
654
CALL
Cardinal Health
CAH
$53.4B
| $3.22M | ﹤0.01% |
+48,300
| New | +$3.06M |
|
655
PUT
Digital Turbine
APPS
$1.02B
| $3.22M | ﹤0.01% |
223,300
+37,600
| +20% | +$719K |
|
656
PUT
Canadian Solar
CSIQ
$906M
| $3.19M | ﹤0.01% |
85,700
+33,100
| +63% | +$1.26M |
|
657
ProShares UltraPro Short Russell2000
SRTY
$76.3M
| $3.18M | ﹤0.01% |
11,206
+5,076
| +83% | +$1.15M |
|
658
PUT
General Mills
GIS
$19.2B
| $3.17M | ﹤0.01% |
+41,400
| New | +$3.16M |
|
659
PUT
AstraZeneca
AZN
$263B
| $3.15M | ﹤0.01% |
28,750
-18,750
| -39% | -$2.38M |
|
660
PUT
Zillow
Z
$7.04B
| $3.15M | ﹤0.01% |
110,200
-25,900
| -19% | -$899K |
|
661
CALL
Dropbox
DBX
$6.81B
| $3.13M | ﹤0.01% |
151,300
-4,000
| -3% | -$89.6K |
|
662
PUT
Scorpio Tankers
STNG
$3.96B
| $3.12M | ﹤0.01% |
74,200
-22,000
| -23% | -$876K |
|
663
PUT
Energy Transfer Partners
ET
$70.1B
| $3.08M | ﹤0.01% |
279,700
-119,500
| -30% | -$1.33M |
|
664
PUT
Centene
CNC
$31.3B
| $3.06M | ﹤0.01% |
39,300
+26,500
| +207% | +$2.37M |
|
665
CALL
US Bancorp Series B Preferred Stock
USB.PRH
$746M
| $3.05M | ﹤0.01% |
75,700
+2,900
| +4% | +$57.8K |
|
|
666
PUT
Teva Pharmaceuticals
TEVA
$35.9B
| $3.05M | ﹤0.01% |
377,400
-160,500
| -30% | -$1.42M |
|
667
CALL
Live Nation Entertainment
LYV
$41.2B
| $3.03M | ﹤0.01% |
39,800
+8,400
| +27% | +$752K |
|
|
BBBY
668
CALL
Bed Bath & Beyond
BBBY
$473M
| $3M | ﹤0.01% |
135,630
-28,930
| -18% | -$725K |
|
669
CALL
Arista Networks
ANET
$219B
| $2.98M | ﹤0.01% |
+105,600
| New | +$3.05M |
|
670
State Street SPDR S&P Transportation ETF
XTN
$403M
| $2.98M | ﹤0.01% |
46,774
+26,652
| +132% | +$1.94M |
|
671
PUT
Darden Restaurants
DRI
$22.5B
| $2.96M | ﹤0.01% |
23,400
+10,000
| +75% | +$1.25M |
|
672
AT&T
T
$165B
| $2.95M | ﹤0.01% |
192,592
+109,166
| +131% | +$1.99M |
|
|
NKLA
673
CALL
DELISTED
Nikola Corporation Common Stock
NKLA
| $2.94M | ﹤0.01% |
27,877
+17,247
| +162% | +$2.92M |
|
674
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$1.1B
| $2.94M | ﹤0.01% |
94,965
-2,725
| -3% | -$93.1K |
|
|
DENT
675
CALL
DELISTED
AdvisorShares Dent Tactical ETF
DENT
| $2.93M | ﹤0.01% |
328,800
+204,700
| +165% | +$1.82M |
|
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.