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 | |
|---|---|---|---|---|---|---|
751
Chevron
CVX
$388B
| $2.02M | ﹤0.01% |
+14,089
| New | +$2.15M |
|
752
Upstart Holdings
UPST
$2.58B
| $2M | ﹤0.01% |
96,073
+37,020
| +63% | +$996K |
|
|
DFS
753
PUT
DELISTED
Discover Financial Services
DFS
| $1.98M | ﹤0.01% |
21,800
-14,000
| -39% | -$1.42M |
|
754
CALL
Editas Medicine
EDIT
$399M
| $1.98M | ﹤0.01% |
161,500
+49,400
| +44% | +$770K |
|
|
AYX
755
CALL
DELISTED
Alteryx Inc
AYX
| $1.97M | ﹤0.01% |
35,200
+14,500
| +70% | +$850K |
|
756
ProShares Short 20+ Year Treasury ETF
TBF
$84.9M
| $1.97M | ﹤0.01% |
88,137
-349
| -0.4% | -$7.11K |
|
|
MRO
757
DELISTED
Marathon Oil Corporation
MRO
| $1.96M | ﹤0.01% |
86,906
+16,565
| +24% | +$393K |
|
758
ProShares UltraPro Short S&P 500
SPXU
$436M
| $1.95M | ﹤0.01% |
+4,356
| New | +$1.49M |
|
|
PPLC
759
CALL
DELISTED
PortfolioPlus S&P 500 ETF
PPLC
| $1.95M | ﹤0.01% |
+278,100
| New | +$1.95M |
|
760
CALL
Agnico Eagle Mines
AEM
$72.6B
| $1.93M | ﹤0.01% |
45,800
+12,100
| +36% | +$519K |
|
761
CALL
Trip.com Group
TCOM
$27.5B
| $1.93M | ﹤0.01% |
70,600
-8,400
| -11% | -$220K |
|
762
PUT
Fiverr
FVRR
$376M
| $1.93M | ﹤0.01% |
63,000
+1,200
| +2% | +$42.6K |
|
|
763
PUT
Agnico Eagle Mines
AEM
$72.6B
| $1.93M | ﹤0.01% |
45,600
+13,000
| +40% | +$557K |
|
764
CALL
Crown Castle
CCI
$32.7B
| $1.92M | ﹤0.01% |
+13,300
| New | +$2.28M |
|
765
CALL
Unilever
UL
$131B
| $1.91M | ﹤0.01% |
38,667
-2,577
| -6% | -$135K |
|
|
FTCH
766
CALL
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $1.91M | ﹤0.01% |
255,700
+29,100
| +13% | +$258K |
|
767
CALL
Bumble
BMBL
$367M
| $1.9M | ﹤0.01% |
88,600
+30,400
| +52% | +$899K |
|
768
Invesco S&P SmallCap 600 Pure Value ETF
RZV
$290M
| $1.9M | ﹤0.01% |
24,928
-623
| -2% | -$53.7K |
|
769
CALL
Phillips 66
PSX
$82.9B
| $1.89M | ﹤0.01% |
+23,400
| New | +$1.99M |
|
770
Verizon
VZ
$194B
| $1.89M | ﹤0.01% |
49,687
+8,549
| +21% | +$381K |
|
771
ProShares UltraShort Russell2000
TWM
$43.2M
| $1.86M | ﹤0.01% |
19,126
+12,519
| +189% | +$1.04M |
|
|
PPLC
772
PUT
DELISTED
PortfolioPlus S&P 500 ETF
PPLC
| $1.85M | ﹤0.01% |
+264,400
| New | +$1.85M |
|
773
Blackstone
BX
$104B
| $1.85M | ﹤0.01% |
22,087
+8,271
| +60% | +$801K |
|
774
PUT
Logitech
LOGI
$15.2B
| $1.83M | ﹤0.01% |
+39,800
| New | +$2.09M |
|
775
PUT
American International
AIG
$41.9B
| $1.83M | ﹤0.01% |
+38,500
| New | +$2.02M |
|
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.