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 | |
|---|---|---|---|---|---|---|
|
FITB
1001
CALL
Fifth Third Bancorp
FITB
$52B
| $786K | ﹤0.01% |
24,600
-4,200
| -15% | -$145K |
|
1002
iShares China Large-Cap ETF
FXI
$4.31B
| $786K | ﹤0.01% |
+30,407
| New | +$911K |
|
1003
Blink Charging
BLNK
$75.2M
| $785K | ﹤0.01% |
+44,312
| New | +$910K |
|
1004
PUT
Opendoor
OPEN
$3.69B
| $776K | ﹤0.01% |
257,713
-55,387
| -18% | -$254K |
|
1005
PUT
Hartford Financial Services
HIG
$38.5B
| $774K | ﹤0.01% |
+12,500
| New | +$813K |
|
1006
PUT
AGNC Investment
AGNC
$12.3B
| $773K | ﹤0.01% |
91,800
-5,100
| -5% | -$59.9K |
|
1007
CALL
Kinross Gold
KGC
$28.5B
| $771K | ﹤0.01% |
205,100
+11,400
| +6% | +$38.7K |
|
1008
PUT
Rio Tinto
RIO
$148B
| $771K | ﹤0.01% |
14,000
-5,700
| -29% | -$328K |
|
1009
State Street SPDR S&P Metals & Mining ETF
XME
$4.05B
| $771K | ﹤0.01% |
+18,136
| New | +$850K |
|
1010
CALL
Boston Scientific
BSX
$65.8B
| $763K | ﹤0.01% |
+19,700
| New | +$790K |
|
1011
CALL
VF Corp
VFC
$6.68B
| $760K | ﹤0.01% |
+25,400
| New | +$1.1M |
|
1012
CALL
3D Systems Corp
DDD
$420M
| $759K | ﹤0.01% |
95,100
+48,100
| +102% | +$494K |
|
|
JMIA
1013
PUT
Jumia Technologies
JMIA
$726M
| $756K | ﹤0.01% |
130,100
+1,600
| +1% | +$10.9K |
|
|
GBUG
1014
DELISTED
Pacer iPath Gold ETNs
GBUG
| $755K | ﹤0.01% |
27,811
+117
| +0.4% | +$3.32K |
|
1015
CALL
Baxter International
BAX
$11.6B
| $754K | ﹤0.01% |
+14,000
| New | +$842K |
|
1016
PUT
Altimmune
ALT
$539M
| $751K | ﹤0.01% |
+58,800
| New | +$868K |
|
1017
RUM Group Inc
RUM
$1.57B
| $751K | ﹤0.01% |
61,340
-3,661
| -6% | -$40.1K |
|
|
1018
PUT
Kinross Gold
KGC
$28.5B
| $741K | ﹤0.01% |
197,200
-104,300
| -35% | -$354K |
|
1019
PUT
Harley-Davidson
HOG
$2.68B
| $739K | ﹤0.01% |
21,200
-12,000
| -36% | -$451K |
|
1020
CALL
International Paper
IP
$22.3B
| $739K | ﹤0.01% |
+23,300
| New | +$952K |
|
|
FITB
1021
PUT
Fifth Third Bancorp
FITB
$52B
| $738K | ﹤0.01% |
23,100
-4,000
| -15% | -$138K |
|
1022
Invesco Dorsey Wright Basic Materials Momentum ETF
PYZ
$76.7M
| $730K | ﹤0.01% |
+10,450
| New | +$810K |
|
|
HBI
1023
PUT
DELISTED
Hanesbrands
HBI
| $720K | ﹤0.01% |
103,400
+44,800
| +76% | +$440K |
|
1024
Capri Holdings
CPRI
$1.77B
| $719K | ﹤0.01% |
+18,709
| New | +$874K |
|
1025
CoinShares ETF Trust CoinShares Bitcoin and Ether ETF
BTF
$12.9M
| $717K | ﹤0.01% |
19,148
-8,094
| -30% | -$331K |
|
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.