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 | |
|---|---|---|---|---|---|---|
1101
CALL
Weyerhaeuser
WY
$17.3B
| $448K | ﹤0.01% |
+15,700
| New | +$534K |
|
1102
ProShares Ultra Industrials
UXI
$31.7M
| $437K | ﹤0.01% |
24,234
+1,808
| +8% | +$40.5K |
|
|
SFIX
1103
Stitch Fix
SFIX
$478M
| $433K | ﹤0.01% |
109,628
+24,110
| +28% | +$137K |
|
1104
Viatris
VTRS
$20.1B
| $426K | ﹤0.01% |
+50,006
| New | +$492K |
|
|
HIMX
1105
CALL
Himax Technologies
HIMX
$2.2B
| $424K | ﹤0.01% |
87,700
-12,700
| -13% | -$80.9K |
|
1106
PUT
Clover Health Investments
CLOV
$2.28B
| $422K | ﹤0.01% |
248,300
-28,800
| -10% | -$75.4K |
|
1107
XPeng
XPEV
$11.8B
| $419K | ﹤0.01% |
35,036
+6,463
| +23% | +$139K |
|
1108
Under Armour
UAA
$3B
| $417K | ﹤0.01% |
+62,716
| New | +$549K |
|
1109
CALL
GoPro
GPRO
$116M
| $415K | ﹤0.01% |
84,100
-21,200
| -20% | -$126K |
|
1110
Vale
VALE
$62.9B
| $405K | ﹤0.01% |
+30,442
| New | +$400K |
|
|
RDFN
1111
CALL
DELISTED
Redfin
RDFN
| $404K | ﹤0.01% |
69,100
+1,000
| +1% | +$8.88K |
|
1112
Tradr 2X Long Innovation ETF
TARK
$14.9M
| $398K | ﹤0.01% |
+11,542
| New | +$590K |
|
1113
Transocean
RIG
$5.92B
| $397K | ﹤0.01% |
160,731
+31,865
| +25% | +$102K |
|
1114
CALL
Children's Place
PLCE
$53.6M
| $395K | ﹤0.01% |
+12,800
| New | +$538K |
|
1115
SLB Ltd
SLB
$77.8B
| $394K | ﹤0.01% |
+10,985
| New | +$398K |
|
1116
ProShares Trust UltraShort Lehman 7-10 Year Treasury
PST
$10.6M
| $393K | ﹤0.01% |
+17,649
| New | +$353K |
|
|
BNY
1117
PUT
Bank of New York Mellon
BNY
$108B
| $389K | ﹤0.01% |
+10,100
| New | +$431K |
|
|
RDFN
1118
PUT
DELISTED
Redfin
RDFN
| $387K | ﹤0.01% |
66,300
+15,600
| +31% | +$139K |
|
1119
Teck Resources
TECK
$29.5B
| $386K | ﹤0.01% |
+12,704
| New | +$392K |
|
1120
Altimmune
ALT
$539M
| $383K | ﹤0.01% |
+30,014
| New | +$443K |
|
|
CAN
1121
CALL
Canaan Creative
CAN
$176M
| $382K | ﹤0.01% |
116,400
+34,700
| +42% | +$127K |
|
|
CGC
1122
PUT
Canopy Growth
CGC
$375M
| $380K | ﹤0.01% |
13,930
+4,460
| +47% | +$138K |
|
1123
PUT
Petrobras
PBR
$121B
| $380K | ﹤0.01% |
30,800
+1,800
| +6% | +$23.8K |
|
1124
CALL
Kodak
KODK
$806M
| $375K | ﹤0.01% |
+81,600
| New | +$446K |
|
1125
PUT
Clean Energy Fuels
CLNE
$447M
| $373K | ﹤0.01% |
69,900
-27,900
| -29% | -$175K |
|
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.