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 | |
|---|---|---|---|---|---|---|
1051
CALL
Canadian Natural Resources
CNQ
$96.9B
| $610K | ﹤0.01% |
+26,200
| New | +$678K |
|
1052
Cloudflare
NET
$93B
| $606K | ﹤0.01% |
10,964
+145
| +1% | +$8.61K |
|
|
BNY
1053
CALL
Bank of New York Mellon
BNY
$108B
| $601K | ﹤0.01% |
+15,600
| New | +$665K |
|
1054
CALL
Clean Energy Fuels
CLNE
$447M
| $601K | ﹤0.01% |
112,500
-22,600
| -17% | -$142K |
|
1055
FuelCell Energy
FCEL
$1.7B
| $599K | ﹤0.01% |
5,851
-387
| -6% | -$46.3K |
|
1056
CALL
Williams Companies
WMB
$90.5B
| $598K | ﹤0.01% |
+20,900
| New | +$681K |
|
|
RAD
1057
CALL
DELISTED
Rite Aid Corporation
RAD
| $593K | ﹤0.01% |
119,700
+68,400
| +133% | +$531K |
|
1058
ProShares UltraShort NASDAQ Biotechnology
BIS
$2.3M
| $590K | ﹤0.01% |
11,668
+1,166
| +11% | +$55.2K |
|
1059
Kinross Gold
KGC
$28.5B
| $589K | ﹤0.01% |
156,717
-91,012
| -37% | -$309K |
|
|
PARA
1060
DELISTED
Paramount Global Class B
PARA
| $585K | ﹤0.01% |
30,733
-31,974
| -51% | -$768K |
|
1061
Invesco Dorsey Wright Financial Momentum ETF
PFI
$54.6M
| $583K | ﹤0.01% |
15,220
-1,389
| -8% | -$57.7K |
|
|
JWN
1062
DELISTED
Nordstrom
JWN
| $582K | ﹤0.01% |
34,811
+165
| +0.5% | +$3.45K |
|
1063
PUT
Kinder Morgan
KMI
$73.1B
| $582K | ﹤0.01% |
35,000
+7,400
| +27% | +$132K |
|
1064
CALL
MPLX
MPLX
$59.5B
| $579K | ﹤0.01% |
+19,300
| New | +$607K |
|
|
1065
PUT
Canadian Natural Resources
CNQ
$96.9B
| $573K | ﹤0.01% |
+24,600
| New | +$637K |
|
1066
PUT
Upwork
UPWK
$1.09B
| $563K | ﹤0.01% |
41,300
-24,300
| -37% | -$457K |
|
1067
PUT
TAL Education Group
TAL
$5.71B
| $561K | ﹤0.01% |
+113,600
| New | +$564K |
|
1068
Teucrium Corn Fund
CORN
$190M
| $559K | ﹤0.01% |
+20,685
| New | +$529K |
|
1069
CALL
Playboy Inc
PLBY
$141M
| $559K | ﹤0.01% |
138,700
-3,700
| -3% | -$19.9K |
|
1070
PUT
Under Armour
UAA
$3B
| $556K | ﹤0.01% |
83,600
+9,400
| +13% | +$82.3K |
|
1071
ProShares UltraShort Utilities
SDP
$3.79M
| $551K | ﹤0.01% |
+10,350
| New | +$453K |
|
|
NKLA
1072
DELISTED
Nikola Corporation Common Stock
NKLA
| $549K | ﹤0.01% |
+5,203
| New | +$880K |
|
1073
PUT
iQIYI
IQ
$1.18B
| $542K | ﹤0.01% |
200,000
+40,100
| +25% | +$149K |
|
1074
SPDR Gold MiniShares Trust
GLDM
$27.5B
| $539K | ﹤0.01% |
16,355
-31,372
| -66% | -$1.08M |
|
|
GAP
1075
The Gap Inc
GAP
$6.84B
| $539K | ﹤0.01% |
+65,596
| New | +$616K |
|
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.