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 | |
|---|---|---|---|---|---|---|
851
Invesco S&P SmallCap 600 Pure Growth ETF
RZG
$139M
| $1.31M | ﹤0.01% |
+35,790
| New | +$1.47M |
|
852
Invesco S&P MidCap 400 Pure Value ETF
RFV
$335M
| $1.31M | ﹤0.01% |
16,454
+3,302
| +25% | +$289K |
|
853
ProShares UltraShort Bloomberg Crude Oil
SCO
$585M
| $1.3M | ﹤0.01% |
+10,774
| New | +$1.09M |
|
854
PUT
Paychex
PAYX
$40.4B
| $1.3M | ﹤0.01% |
+11,600
| New | +$1.44M |
|
855
CALL
Rio Tinto
RIO
$148B
| $1.3M | ﹤0.01% |
23,600
+3,000
| +15% | +$173K |
|
|
GTM
856
CALL
ZoomInfo Technologies
GTM
$861M
| $1.3M | ﹤0.01% |
31,100
-12,800
| -29% | -$544K |
|
857
PUT
Steel Dynamics
STLD
$35.6B
| $1.29M | ﹤0.01% |
18,200
-2,800
| -13% | -$212K |
|
858
CALL
Flex
FLEX
$43.4B
| $1.28M | ﹤0.01% |
+102,312
| New | +$1.31M |
|
859
Carnival Corporation Ltd
CCL
$36.1B
| $1.28M | ﹤0.01% |
182,524
+47,636
| +35% | +$461K |
|
860
CALL
Qorvo
QRVO
$7.63B
| $1.28M | ﹤0.01% |
16,100
+500
| +3% | +$48.3K |
|
861
PUT
FuelCell Energy
FCEL
$1.7B
| $1.28M | ﹤0.01% |
12,477
-2,480
| -17% | -$297K |
|
862
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$293M
| $1.27M | ﹤0.01% |
+40,034
| New | +$1.08M |
|
863
PUT
Mondelez International
MDLZ
$77.7B
| $1.27M | ﹤0.01% |
23,200
+4,200
| +22% | +$261K |
|
|
FTCH
864
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $1.27M | ﹤0.01% |
170,700
-43,500
| -20% | -$386K |
|
865
CALL
Digital Realty Trust
DLR
$73.7B
| $1.27M | ﹤0.01% |
+12,800
| New | +$1.57M |
|
|
FSR
866
PUT
DELISTED
Fisker Inc.
FSR
| $1.27M | ﹤0.01% |
167,900
+119,500
| +247% | +$1.08M |
|
867
PUT
Editas Medicine
EDIT
$399M
| $1.27M | ﹤0.01% |
103,500
-15,600
| -13% | -$243K |
|
868
BP
BP
$113B
| $1.26M | ﹤0.01% |
44,178
-12,756
| -22% | -$380K |
|
869
CALL
Sony
SONY
$123B
| $1.24M | ﹤0.01% |
97,000
+23,000
| +31% | +$369K |
|
870
PUT
Live Nation Entertainment
LYV
$41.2B
| $1.23M | ﹤0.01% |
16,200
-4,900
| -23% | -$439K |
|
|
CMRC
871
CALL
Commerce.com Inc Series 1
CMRC
$224M
| $1.22M | ﹤0.01% |
82,700
+9,000
| +12% | +$154K |
|
872
CALL
Altimmune
ALT
$539M
| $1.21M | ﹤0.01% |
+94,900
| New | +$1.4M |
|
873
PUT
Stem
STEM
$49.2M
| $1.21M | ﹤0.01% |
+4,535
| New | +$1.16M |
|
|
874
CALL
Vanguard S&P 500 ETF
VOO
$968B
| $1.2M | ﹤0.01% |
+14,900
| New | +$5.44M |
|
875
CALL
Emerson Electric
EMR
$82.9B
| $1.19M | ﹤0.01% |
+16,300
| New | +$1.35M |
|
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.