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 | |
|---|---|---|---|---|---|---|
1126
PUT
Goodyear
GT
$2.07B
| $368K | ﹤0.01% |
36,500
-52,100
| -59% | -$662K |
|
1127
CALL
Vipshop
VIPS
$6.84B
| $363K | ﹤0.01% |
+43,200
| New | +$430K |
|
1128
Stellantis
STLA
$16.5B
| $361K | ﹤0.01% |
+30,490
| New | +$409K |
|
1129
CALL
Paysafe
PSFE
$407M
| $357K | ﹤0.01% |
21,567
+3,800
| +21% | +$84.9K |
|
1130
CALL
Synchrony
SYF
$23.7B
| $355K | ﹤0.01% |
+12,600
| New | +$407K |
|
1131
Bumble
BMBL
$367M
| $350K | ﹤0.01% |
16,289
-7,355
| -31% | -$217K |
|
1132
ProShares Ultra Communication Services
LTL
$5.99M
| $349K | ﹤0.01% |
49,100
-3,604
| -7% | -$31.8K |
|
|
CMRC
1133
PUT
Commerce.com Inc Series 1
CMRC
$224M
| $346K | ﹤0.01% |
23,400
-20,400
| -47% | -$350K |
|
1134
CALL
Herbalife
HLF
$1.23B
| $342K | ﹤0.01% |
+17,200
| New | +$426K |
|
|
FAZE
1135
CALL
DELISTED
FaZe Holdings Inc. Common Stock
FAZE
| $339K | ﹤0.01% |
+35,000
| New | +$465K |
|
|
GOEV
1136
CALL
DELISTED
Canoo Inc. Class A Common Stock
GOEV
| $339K | ﹤0.01% |
+393
| New | +$573K |
|
1137
State Street Multi-Asset Real Return ETF
RLY
$1.26B
| $338K | ﹤0.01% |
+13,034
| New | +$365K |
|
1138
PUT
MPLX
MPLX
$59.5B
| $336K | ﹤0.01% |
+11,200
| New | +$352K |
|
1139
Tencent Music
TME
$14.5B
| $336K | ﹤0.01% |
82,779
-35,321
| -30% | -$161K |
|
|
NLSN
1140
CALL
DELISTED
Nielsen Holdings plc
NLSN
| $335K | ﹤0.01% |
+12,100
| New | +$315K |
|
|
HUT
1141
PUT
Hut 8
HUT
$12.4B
| $331K | ﹤0.01% |
37,220
-7,440
| -17% | -$77.4K |
|
1142
CALL
Abercrombie & Fitch
ANF
$4.17B
| $327K | ﹤0.01% |
21,000
+2,400
| +13% | +$41.4K |
|
1143
ProShares Ultra Consumer Staples
UGE
$10.1M
| $326K | ﹤0.01% |
19,830
+22
| +0.1% | +$447 |
|
|
1144
CALL
Goodyear
GT
$2.07B
| $320K | ﹤0.01% |
31,700
-36,900
| -54% | -$469K |
|
1145
PUT
International Paper
IP
$22.3B
| $317K | ﹤0.01% |
+10,000
| New | +$409K |
|
1146
CALL
KeyCorp
KEY
$24.3B
| $316K | ﹤0.01% |
19,700
+100
| +0.5% | +$1.79K |
|
1147
CALL
Camping World
CWH
$363M
| $314K | ﹤0.01% |
12,400
-7,600
| -38% | -$211K |
|
1148
PENN Entertainment
PENN
$2.74B
| $307K | ﹤0.01% |
11,155
-9,454
| -46% | -$305K |
|
1149
CALL
Wendy's
WEN
$1.33B
| $307K | ﹤0.01% |
+16,400
| New | +$330K |
|
|
RAD
1150
PUT
DELISTED
Rite Aid Corporation
RAD
| $306K | ﹤0.01% |
+61,900
| New | +$480K |
|
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.