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 | |
|---|---|---|---|---|---|---|
1026
Delta Air Lines
DAL
$55.9B
| $717K | ﹤0.01% |
+25,559
| New | +$812K |
|
1027
PUT
Groupon
GRPN
$980M
| $714K | ﹤0.01% |
89,700
+7,500
| +9% | +$81.6K |
|
1028
Direxion Daily TSLA Bear 1X ETF
TSLS
$87M
| $712K | ﹤0.01% |
+2,665
| New | +$659K |
|
1029
Canadian Solar
CSIQ
$906M
| $690K | ﹤0.01% |
18,528
-721
| -4% | -$27.5K |
|
1030
Invesco S&P 500 High Beta ETF
SPHB
$964M
| $690K | ﹤0.01% |
12,023
-2,436
| -17% | -$158K |
|
1031
CALL
Workhorse Group
WKHS
$29.5M
| $686K | ﹤0.01% |
80
+54
| +208% | +$525K |
|
1032
Chegg
CHGG
$108M
| $685K | ﹤0.01% |
32,493
-8,574
| -21% | -$178K |
|
1033
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$571M
| $684K | ﹤0.01% |
+4,876
| New | +$894K |
|
1034
Occidental Petroleum
OXY
$57B
| $682K | ﹤0.01% |
+11,091
| New | +$710K |
|
1035
CALL
Corning
GLW
$126B
| $676K | ﹤0.01% |
+23,300
| New | +$789K |
|
1036
Direxion Daily 7-10 Year Treasury Bear 3X ETF
TYO
$12.5M
| $675K | ﹤0.01% |
49,910
-2,224
| -4% | -$25.9K |
|
1037
CALL
Johnson Controls International
JCI
$87.5B
| $669K | ﹤0.01% |
+13,600
| New | +$721K |
|
1038
PUT
Rocket Companies
RKT
$36.9B
| $665K | ﹤0.01% |
+105,300
| New | +$915K |
|
1039
PUT
Coty
COTY
$2.33B
| $652K | ﹤0.01% |
103,100
-35,400
| -26% | -$268K |
|
|
SKX
1040
PUT
DELISTED
Skechers
SKX
| $650K | ﹤0.01% |
20,500
-2,500
| -11% | -$93.6K |
|
|
TIGR
1041
CALL
UP Fintech Holding
TIGR
$845M
| $648K | ﹤0.01% |
197,000
+14,300
| +8% | +$54.6K |
|
1042
PUT
VF Corp
VFC
$6.68B
| $646K | ﹤0.01% |
+21,600
| New | +$932K |
|
1043
iShares Gold Trust Micro
IAUM
$6.36B
| $644K | ﹤0.01% |
38,838
+17,782
| +84% | +$307K |
|
1044
PUT
RUM Group Inc
RUM
$1.57B
| $632K | ﹤0.01% |
51,600
-25,500
| -33% | -$279K |
|
|
IRBT
1045
CALL
DELISTED
iRobot
IRBT
| $631K | ﹤0.01% |
11,200
-39,400
| -78% | -$2.07M |
|
|
IPFF
1046
PUT
DELISTED
iShares International Preferred Stock ETF
IPFF
| $624K | ﹤0.01% |
+15,300
| New | +$624K |
|
1047
Teva Pharmaceuticals
TEVA
$35.9B
| $617K | ﹤0.01% |
76,513
-110,485
| -59% | -$977K |
|
1048
CALL
Cheesecake Factory
CAKE
$4.21B
| $615K | ﹤0.01% |
21,000
+300
| +1% | +$9.1K |
|
|
HUT
1049
CALL
Hut 8
HUT
$12.4B
| $614K | ﹤0.01% |
68,980
-20,860
| -23% | -$217K |
|
1050
State Street SPDR S&P Insurance ETF
KIE
$619M
| $612K | ﹤0.01% |
+16,930
| New | +$646K |
|
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.