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 | |
|---|---|---|---|---|---|---|
926
Teucrium Soybean Fund
SOYB
$57.2M
| $1.02M | ﹤0.01% |
+39,266
| New | +$1.04M |
|
927
PUT
Corning
GLW
$126B
| $1.02M | ﹤0.01% |
+35,100
| New | +$1.19M |
|
928
ETRACS MarketVector Business Development Companies Liquid Index ETN due Apr 26 2041
BDCZ
$15.4M
| $1.02M | ﹤0.01% |
65,452
-4,687
| -7% | -$83.8K |
|
|
K
929
PUT
DELISTED
Kellanova
K
| $1.01M | ﹤0.01% |
15,443
+4,793
| +45% | +$329K |
|
930
ProShares Ultra MSCI Emerging Markets
EET
$34.8M
| $1M | ﹤0.01% |
24,247
+2,374
| +11% | +$125K |
|
931
PUT
American Electric Power
AEP
$73.7B
| $1M | ﹤0.01% |
11,600
-2,500
| -18% | -$247K |
|
932
ProShares UltraShort Silver
ZSL
$92.7M
| $1M | ﹤0.01% |
734
-368
| -33% | -$511K |
|
933
CALL
Microvision
MVIS
$88.2M
| $1M | ﹤0.01% |
277,400
+217,500
| +363% | +$1.03M |
|
934
Halliburton
HAL
$27.9B
| $991K | ﹤0.01% |
40,249
-20,303
| -34% | -$581K |
|
935
Agnico Eagle Mines
AEM
$72.6B
| $989K | ﹤0.01% |
+23,420
| New | +$1M |
|
936
Coupang
CPNG
$27.8B
| $989K | ﹤0.01% |
+59,355
| New | +$1.03M |
|
|
SFIX
937
PUT
Stitch Fix
SFIX
$478M
| $985K | ﹤0.01% |
249,300
+17,600
| +8% | +$100K |
|
938
CALL
Campbell Soup
CPB
$6.51B
| $975K | ﹤0.01% |
20,700
+4,500
| +28% | +$221K |
|
939
Relmada Therapeutics
RLMD
$544M
| $975K | ﹤0.01% |
+26,350
| New | +$730K |
|
|
GTM
940
PUT
ZoomInfo Technologies
GTM
$861M
| $975K | ﹤0.01% |
23,400
-5,200
| -18% | -$221K |
|
941
CarMax
KMX
$8.27B
| $974K | ﹤0.01% |
+14,753
| New | +$1.35M |
|
942
Editas Medicine
EDIT
$399M
| $969K | ﹤0.01% |
79,126
-4,480
| -5% | -$69.8K |
|
|
SKX
943
CALL
DELISTED
Skechers
SKX
| $961K | ﹤0.01% |
30,300
-11,700
| -28% | -$438K |
|
944
CALL
Transocean
RIG
$5.92B
| $958K | ﹤0.01% |
387,800
+175,800
| +83% | +$562K |
|
945
PUT
Wheaton Precious Metals
WPM
$50.6B
| $958K | ﹤0.01% |
+29,600
| New | +$972K |
|
|
NNDM
946
CALL
Nano Dimension
NNDM
$309M
| $954K | ﹤0.01% |
399,100
+55,100
| +16% | +$168K |
|
947
Direxion Daily AAPL Bear 1X ETF
AAPD
$21.5M
| $952K | ﹤0.01% |
+32,281
| New | +$832K |
|
948
PUT
Sonos
SONO
$1.75B
| $952K | ﹤0.01% |
68,500
-6,100
| -8% | -$108K |
|
949
ProShares Ultra Russell2000
UWM
$255M
| $952K | ﹤0.01% |
33,088
-20,817
| -39% | -$737K |
|
950
State Street SPDR S&P Retail ETF
XRT
$365M
| $950K | ﹤0.01% |
16,840
-2,418
| -13% | -$154K |
|
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.