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 | |
|---|---|---|---|---|---|---|
901
CALL
Clover Health Investments
CLOV
$2.28B
| $1.1M | ﹤0.01% |
649,900
+122,900
| +23% | +$322K |
|
902
CALL
Logitech
LOGI
$15.2B
| $1.1M | ﹤0.01% |
+23,900
| New | +$1.26M |
|
903
Suncor Energy
SU
$77.7B
| $1.09M | ﹤0.01% |
+38,802
| New | +$1.23M |
|
904
PUT
C3.ai
AI
$1.27B
| $1.09M | ﹤0.01% |
87,300
-23,500
| -21% | -$422K |
|
905
State Street SPDR S&P 400 Mid Cap Growth ETF
MDYG
$2.82B
| $1.09M | ﹤0.01% |
17,988
+2,211
| +14% | +$146K |
|
906
PUT
Fastly Inc
FSLY
$3.17B
| $1.08M | ﹤0.01% |
118,200
+18,700
| +19% | +$199K |
|
907
PUT
Ciena
CIEN
$55.3B
| $1.08M | ﹤0.01% |
26,700
+16,100
| +152% | +$774K |
|
908
PUT
Bausch Health
BHC
$1.65B
| $1.08M | ﹤0.01% |
156,400
-12,300
| -7% | -$85.4K |
|
909
Yeti Holdings
YETI
$3.82B
| $1.08M | ﹤0.01% |
37,755
+24,055
| +176% | +$1M |
|
910
CALL
TAL Education Group
TAL
$5.71B
| $1.07M | ﹤0.01% |
+216,900
| New | +$1.08M |
|
911
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.1B
| $1.07M | ﹤0.01% |
30,968
+13,800
| +80% | +$524K |
|
912
PUT
Edwards Lifesciences
EW
$47.6B
| $1.07M | ﹤0.01% |
+12,900
| New | +$1.24M |
|
913
Wells Fargo
WFC
$261B
| $1.06M | ﹤0.01% |
+26,407
| New | +$1.13M |
|
914
PUT
Range Resources
RRC
$9.11B
| $1.06M | ﹤0.01% |
42,000
+28,900
| +221% | +$874K |
|
915
CALL
BioMarin Pharmaceuticals
BMRN
$11.5B
| $1.06M | ﹤0.01% |
+12,500
| New | +$1.11M |
|
916
State Street SPDR S&P Capital Markets ETF
KCE
$453M
| $1.06M | ﹤0.01% |
14,797
+2,125
| +17% | +$169K |
|
917
PUT
CSX Corp
CSX
$98.6B
| $1.05M | ﹤0.01% |
39,600
+25,600
| +183% | +$796K |
|
918
PUT
Viatris
VTRS
$20.1B
| $1.05M | ﹤0.01% |
+123,700
| New | +$1.22M |
|
|
UCD
919
PUT
DELISTED
PROSHARES ULTRA BLOOMBERG COMMODITY
UCD
| $1.05M | ﹤0.01% |
+21,600
| New | +$1.05M |
|
|
CGC
920
CALL
Canopy Growth
CGC
$375M
| $1.05M | ﹤0.01% |
38,430
+19,570
| +104% | +$604K |
|
921
PUT
Hecla Mining
HL
$10.2B
| $1.05M | ﹤0.01% |
265,400
-22,600
| -8% | -$91.9K |
|
922
The Mosaic Company
MOS
$7.09B
| $1.04M | ﹤0.01% |
21,580
+10,324
| +92% | +$534K |
|
923
PUT
BlackBerry
BB
$5.01B
| $1.04M | ﹤0.01% |
221,400
-151,500
| -41% | -$905K |
|
924
PUT
Emerson Electric
EMR
$82.9B
| $1.03M | ﹤0.01% |
+14,100
| New | +$1.17M |
|
925
ProShares Short 7-10 Year Treasury
TBX
$15.8M
| $1.03M | ﹤0.01% |
+35,918
| New | +$974K |
|
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.