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 | |
|---|---|---|---|---|---|---|
976
CALL
Microchip Technology
MCHP
$42.8B
| $873K | ﹤0.01% |
+14,300
| New | +$939K |
|
977
AdvisorShares Pure US Cannabis ETF
MSOS
$864M
| $870K | ﹤0.01% |
97,607
+23,885
| +32% | +$276K |
|
978
CALL
Rocket Companies
RKT
$36.9B
| $864K | ﹤0.01% |
136,700
+80,900
| +145% | +$703K |
|
979
CALL
Under Armour
UAA
$3B
| $863K | ﹤0.01% |
129,800
-31,300
| -19% | -$274K |
|
980
CALL
Ciena
CIEN
$55.3B
| $861K | ﹤0.01% |
21,300
-13,200
| -38% | -$634K |
|
981
PUT
Conagra Brands
CAG
$7.07B
| $858K | ﹤0.01% |
26,300
+3,900
| +17% | +$134K |
|
982
CALL
Stem
STEM
$49.2M
| $855K | ﹤0.01% |
+3,205
| New | +$820K |
|
983
CALL
iQIYI
IQ
$1.18B
| $851K | ﹤0.01% |
314,200
+112,200
| +56% | +$416K |
|
|
984
PUT
Vanguard S&P 500 ETF
VOO
$968B
| $850K | ﹤0.01% |
+10,600
| New | +$3.87M |
|
985
PUT
Abercrombie & Fitch
ANF
$4.17B
| $844K | ﹤0.01% |
54,300
-23,200
| -30% | -$400K |
|
986
Beyond Meat
BYND
$288M
| $835K | ﹤0.01% |
58,930
+36,144
| +159% | +$997K |
|
987
CALL
AGNC Investment
AGNC
$12.3B
| $829K | ﹤0.01% |
98,400
+34,900
| +55% | +$410K |
|
988
Direxion Daily AAPL Bull 2X ETF
AAPU
$193M
| $828K | ﹤0.01% |
+43,653
| New | +$1.04M |
|
989
Norwegian Cruise Line
NCLH
$8.89B
| $825K | ﹤0.01% |
72,651
+33,147
| +84% | +$437K |
|
990
Sprott Physical Silver Trust
PSLV
$11.9B
| $817K | ﹤0.01% |
123,390
-150,374
| -55% | -$997K |
|
991
CALL
Tencent Music
TME
$14.5B
| $815K | ﹤0.01% |
200,700
-29,200
| -13% | -$133K |
|
992
PUT
Transocean
RIG
$5.92B
| $814K | ﹤0.01% |
329,700
+77,600
| +31% | +$248K |
|
993
CALL
NetApp
NTAP
$32.9B
| $810K | ﹤0.01% |
13,100
+1,300
| +11% | +$90.4K |
|
994
Goldman Sachs Physical Gold ETF Shares
AAAU
$2.46B
| $807K | ﹤0.01% |
+48,919
| New | +$838K |
|
995
CALL
Upwork
UPWK
$1.09B
| $801K | ﹤0.01% |
58,800
+1,600
| +3% | +$30.1K |
|
|
FAZE
996
PUT
DELISTED
FaZe Holdings Inc. Common Stock
FAZE
| $799K | ﹤0.01% |
+82,500
| New | +$1.1M |
|
997
CALL
FirstEnergy
FE
$28.9B
| $792K | ﹤0.01% |
21,400
-900
| -4% | -$35.6K |
|
998
Sprott Physical Gold
PHYS
$14.6B
| $791K | ﹤0.01% |
61,795
+803
| +1% | +$10.8K |
|
999
State Street SPDR S&P 400 Mid Cap Value ETF
MDYV
$2.76B
| $787K | ﹤0.01% |
13,607
-9,385
| -41% | -$599K |
|
1000
CALL
AB InBev
BUD
$158B
| $786K | ﹤0.01% |
17,400
+2,100
| +14% | +$109K |
|
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.