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 | |
|---|---|---|---|---|---|---|
801
CALL
PG&E
PCG
$47.8B
| $1.62M | ﹤0.01% |
+129,500
| New | +$1.52M |
|
802
Tradr TSLA Bear Daily ETF
TSLQ
$161M
| $1.62M | ﹤0.01% |
+2,119
| New | +$1.55M |
|
|
DENT
803
PUT
DELISTED
AdvisorShares Dent Tactical ETF
DENT
| $1.61M | ﹤0.01% |
180,500
+60,700
| +51% | +$541K |
|
804
Dow Inc
DOW
$21.6B
| $1.6M | ﹤0.01% |
+36,320
| New | +$1.84M |
|
|
GAP
805
CALL
The Gap Inc
GAP
$6.84B
| $1.6M | ﹤0.01% |
194,400
+12,400
| +7% | +$116K |
|
806
Direxion Daily S&P 500 Bull 2X ETF
SPUU
$248M
| $1.59M | ﹤0.01% |
25,026
+12,119
| +94% | +$956K |
|
807
CALL
American Electric Power
AEP
$73.7B
| $1.58M | ﹤0.01% |
18,300
+6,600
| +56% | +$653K |
|
|
UCD
808
CALL
DELISTED
PROSHARES ULTRA BLOOMBERG COMMODITY
UCD
| $1.58M | ﹤0.01% |
32,500
+14,600
| +82% | +$709K |
|
|
K
809
CALL
DELISTED
Kellanova
K
| $1.57M | ﹤0.01% |
24,069
+8,839
| +58% | +$608K |
|
810
PUT
Cboe Global Markets
CBOE
$29.8B
| $1.56M | ﹤0.01% |
13,300
-14,300
| -52% | -$1.72M |
|
811
CALL
Paychex
PAYX
$40.4B
| $1.56M | ﹤0.01% |
+13,900
| New | +$1.72M |
|
812
CALL
Lumen
LUMN
$6.53B
| $1.55M | ﹤0.01% |
+212,400
| New | +$2.16M |
|
813
CALL
Sonos
SONO
$1.75B
| $1.54M | ﹤0.01% |
111,100
+29,600
| +36% | +$526K |
|
814
PUT
Asana
ASAN
$1.58B
| $1.54M | ﹤0.01% |
69,200
+800
| +1% | +$17.2K |
|
815
CALL
Wheaton Precious Metals
WPM
$50.6B
| $1.54M | ﹤0.01% |
+47,500
| New | +$1.56M |
|
816
CALL
Range Resources
RRC
$9.11B
| $1.54M | ﹤0.01% |
60,800
+22,400
| +58% | +$678K |
|
|
X
817
DELISTED
US Steel
X
| $1.53M | ﹤0.01% |
84,468
-12,061
| -12% | -$258K |
|
818
PUT
BioMarin Pharmaceuticals
BMRN
$11.5B
| $1.53M | ﹤0.01% |
+18,000
| New | +$1.6M |
|
|
SCHQ
819
Schwab Long-Term US Treasury ETF
SCHQ
$781M
| $1.49M | ﹤0.01% |
41,490
-12,940
| -24% | -$511K |
|
820
PUT
MetLife
MET
$61B
| $1.49M | ﹤0.01% |
+24,500
| New | +$1.57M |
|
821
PUT
QuidelOrtho
QDEL
$1.09B
| $1.47M | ﹤0.01% |
20,600
+7,600
| +58% | +$680K |
|
822
United Airlines
UAL
$38.4B
| $1.47M | ﹤0.01% |
45,207
+15,348
| +51% | +$571K |
|
823
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$331M
| $1.47M | ﹤0.01% |
+16,200
| New | +$1.51M |
|
824
PUT
Arista Networks
ANET
$219B
| $1.46M | ﹤0.01% |
+51,600
| New | +$1.49M |
|
825
PUT
Sarepta Therapeutics
SRPT
$1.66B
| $1.45M | ﹤0.01% |
+13,100
| New | +$1.32M |
|
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.