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 | |
|---|---|---|---|---|---|---|
|
HBI
1076
DELISTED
Hanesbrands
HBI
| $533K | ﹤0.01% |
+76,559
| New | +$752K |
|
|
LOGC
1077
CALL
DELISTED
ContextLogic
LOGC
| $531K | ﹤0.01% |
24,100
-5,680
| -19% | -$235K |
|
1078
VanEck Gold Miners ETF
GDX
$23B
| $530K | ﹤0.01% |
21,981
-76,412
| -78% | -$1.93M |
|
1079
PUT
Lemonade
LMND
$4.62B
| $521K | ﹤0.01% |
24,600
+3,000
| +14% | +$68.2K |
|
1080
PUT
Tencent Music
TME
$14.5B
| $521K | ﹤0.01% |
128,400
-27,100
| -17% | -$123K |
|
1081
Macy's
M
$6.15B
| $520K | ﹤0.01% |
33,202
+6,731
| +25% | +$119K |
|
1082
Kohl's
KSS
$2.03B
| $517K | ﹤0.01% |
+20,551
| New | +$599K |
|
|
BBBY
1083
Bed Bath & Beyond
BBBY
$473M
| $516K | ﹤0.01% |
+23,290
| New | +$584K |
|
1084
PUT
Toast
TOST
$16.8B
| $513K | ﹤0.01% |
+30,700
| New | +$532K |
|
1085
CALL
BorgWarner
BWA
$13.2B
| $512K | ﹤0.01% |
18,517
-1,931
| -9% | -$62.3K |
|
1086
CALL
Petrobras
PBR
$121B
| $511K | ﹤0.01% |
+41,400
| New | +$548K |
|
1087
CALL
GrowGeneration
GRWG
$82.9M
| $508K | ﹤0.01% |
145,000
+69,900
| +93% | +$323K |
|
1088
PUT
Corsair Gaming
CRSR
$1.05B
| $494K | ﹤0.01% |
43,500
-16,500
| -28% | -$237K |
|
|
IPOF
1089
CALL
DELISTED
Social Capital Hedosophia Holdings Corp. VI
IPOF
| $493K | ﹤0.01% |
+49,300
| New | +$492K |
|
|
SWN
1090
PUT
DELISTED
Southwestern Energy Company
SWN
| $491K | ﹤0.01% |
+80,200
| New | +$555K |
|
1091
PUT
KKR & Co
KKR
$89.2B
| $490K | ﹤0.01% |
+11,400
| New | +$576K |
|
1092
SoFi Technologies
SOFI
$21.1B
| $489K | ﹤0.01% |
100,132
-113,249
| -53% | -$717K |
|
1093
Lumen
LUMN
$6.53B
| $487K | ﹤0.01% |
66,841
+38,499
| +136% | +$392K |
|
|
FL
1094
DELISTED
Foot Locker
FL
| $481K | ﹤0.01% |
+15,457
| New | +$494K |
|
1095
American Airlines Group
AAL
$9.58B
| $473K | ﹤0.01% |
+39,309
| New | +$548K |
|
1096
Unilever
UL
$131B
| $472K | ﹤0.01% |
+9,567
| New | +$500K |
|
1097
CALL
H&R Block
HRB
$5.18B
| $468K | ﹤0.01% |
+11,000
| New | +$465K |
|
1098
KB Home
KBH
$3.48B
| $465K | ﹤0.01% |
17,957
+2,351
| +15% | +$70.7K |
|
1099
Direxion Daily Dow Jones Internet Bear 3X ETF
WEBS
$9.17M
| $464K | ﹤0.01% |
+1,068
| New | +$382K |
|
1100
CALL
YPF
YPF
$20.2B
| $453K | ﹤0.01% |
+73,000
| New | +$349K |
|
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.