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 | |
|---|---|---|---|---|---|---|
|
VMW
676
CALL
DELISTED
VMware, Inc
VMW
| $2.93M | ﹤0.01% |
27,500
-9,900
| -26% | -$1.14M |
|
677
PUT
Medtronic
MDT
$107B
| $2.92M | ﹤0.01% |
+36,100
| New | +$3.24M |
|
|
AXON
678
CALL
Axon Enterprise
AXON
$40.5B
| $2.9M | ﹤0.01% |
+25,100
| New | +$2.84M |
|
679
Invesco S&P 500 Equal Weight Materials ETF
RSPM
$185M
| $2.9M | ﹤0.01% |
+101,890
| New | +$3.26M |
|
680
PUT
Trump Media & Technology Group
DJT
$2.37B
| $2.84M | ﹤0.01% |
168,800
+82,500
| +96% | +$2.18M |
|
681
CALL
Philip Morris
PM
$301B
| $2.81M | ﹤0.01% |
+33,900
| New | +$3.23M |
|
|
CLR
682
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $2.8M | ﹤0.01% |
+41,900
| New | +$2.83M |
|
|
JWN
683
CALL
DELISTED
Nordstrom
JWN
| $2.75M | ﹤0.01% |
164,700
+61,400
| +59% | +$1.28M |
|
684
CALL
General Mills
GIS
$19.2B
| $2.75M | ﹤0.01% |
+35,900
| New | +$2.74M |
|
685
PUT
ARK Genomic Revolution ETF
ARKG
$1.51B
| $2.74M | ﹤0.01% |
83,300
-19,100
| -19% | -$701K |
|
|
TYNS
686
PUT
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
| $2.74M | ﹤0.01% |
50,500
+32,900
| +187% | +$1.78M |
|
687
CALL
Diamondback Energy
FANG
$57.6B
| $2.72M | ﹤0.01% |
22,600
-89,100
| -80% | -$11.1M |
|
|
DISH
688
PUT
DELISTED
DISH Network Corp.
DISH
| $2.72M | ﹤0.01% |
196,400
-116,200
| -37% | -$2.05M |
|
689
CALL
Darden Restaurants
DRI
$22.5B
| $2.69M | ﹤0.01% |
+21,300
| New | +$2.66M |
|
690
CALL
Chegg
CHGG
$108M
| $2.68M | ﹤0.01% |
127,300
-40,800
| -24% | -$845K |
|
691
ProShares Ultra Gold
UGL
$650M
| $2.68M | ﹤0.01% |
228,392
-92,260
| -29% | -$1.18M |
|
692
CALL
Fastly Inc
FSLY
$3.17B
| $2.67M | ﹤0.01% |
291,800
+200
| +0.1% | +$2.13K |
|
|
CLR
693
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $2.67M | ﹤0.01% |
+40,000
| New | +$2.7M |
|
|
SAVE
694
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
| $2.67M | ﹤0.01% |
141,700
-168,900
| -54% | -$3.96M |
|
|
HES
695
PUT
DELISTED
Hess
HES
| $2.64M | ﹤0.01% |
24,200
-10,600
| -30% | -$1.17M |
|
696
United States Oil Fund
USO
$2.45B
| $2.61M | ﹤0.01% |
40,024
-25,225
| -39% | -$1.85M |
|
697
Ford
F
$57.3B
| $2.59M | ﹤0.01% |
+231,544
| New | +$3.24M |
|
698
PUT
US Bancorp Series B Preferred Stock
USB.PRH
$746M
| $2.59M | ﹤0.01% |
64,300
+1,900
| +3% | +$37.8K |
|
|
699
PUT
Diamondback Energy
FANG
$57.6B
| $2.59M | ﹤0.01% |
21,500
-73,400
| -77% | -$9.16M |
|
700
CALL
Shake Shack
SHAK
$2.3B
| $2.58M | ﹤0.01% |
57,400
-2,500
| -4% | -$120K |
|
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.