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 | |
|---|---|---|---|---|---|---|
176
PUT
United Airlines
UAL
$38.4B
| $37.4M | 0.05% |
1,150,000
-63,800
| -5% | -$2.37M |
|
177
PUT
Roku
ROKU
$21.1B
| $36.9M | 0.05% |
654,800
-49,900
| -7% | -$3.8M |
|
178
PUT
State Street SPDR NYSE Technology ETF
XNTK
$2.06B
| $36.3M | 0.05% |
567,000
+105,500
| +23% | +$11.5M |
|
179
CALL
Wynn Resorts
WYNN
$10.1B
| $36.2M | 0.05% |
574,400
-8,100
| -1% | -$505K |
|
180
CALL
Trade Desk
TTD
$8.13B
| $36.2M | 0.05% |
605,700
+56,200
| +10% | +$3.2M |
|
181
CALL
AbbVie
ABBV
$458B
| $35.7M | 0.05% |
266,000
+9,000
| +4% | +$1.29M |
|
182
CALL
Twilio
TWLO
$29.1B
| $35.4M | 0.05% |
512,600
+1,700
| +0.3% | +$136K |
|
183
CALL
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $35.4M | 0.05% |
1,164,500
-159,900
| -12% | -$5.29M |
|
184
PUT
JD.com
JD
$40.8B
| $35.3M | 0.05% |
702,700
+1,700
| +0.2% | +$101K |
|
185
PUT
United Parcel Service
UPS
$97.6B
| $35.2M | 0.05% |
218,200
-4,800
| -2% | -$909K |
|
186
PUT
Atlassian
TEAM
$22B
| $35M | 0.05% |
166,200
+41,400
| +33% | +$9.67M |
|
187
PUT
Zoom
ZM
$25.8B
| $34.9M | 0.04% |
473,900
-88,000
| -16% | -$8.38M |
|
188
CALL
VanEck Durable High Dividend ETF
DURA
$38.7M
| $34.7M | 0.04% |
164,100
-12,400
| -7% | -$375K |
|
189
CALL
GE Aerospace
GE
$367B
| $34.6M | 0.04% |
898,210
+148,311
| +20% | +$6.52M |
|
190
PUT
Blackrock
BLK
$164B
| $33.7M | 0.04% |
61,300
+8,800
| +17% | +$5.76M |
|
191
PUT
Zscaler
ZS
$23B
| $33.7M | 0.04% |
205,200
+27,500
| +15% | +$4.5M |
|
192
CALL
Ford
F
$57.3B
| $33.5M | 0.04% |
2,987,700
+367,900
| +14% | +$5.15M |
|
193
CALL
Etsy
ETSY
$7.65B
| $33.5M | 0.04% |
334,100
+41,100
| +14% | +$4.19M |
|
194
CALL
Pfizer
PFE
$140B
| $33.4M | 0.04% |
762,300
+30,100
| +4% | +$1.46M |
|
195
PUT
Cisco
CSCO
$450B
| $33.3M | 0.04% |
833,100
+253,200
| +44% | +$11.2M |
|
196
CALL
Pinduoduo
PDD
$118B
| $33.1M | 0.04% |
528,800
+163,100
| +45% | +$9.48M |
|
197
CALL
Starbucks
SBUX
$118B
| $32.8M | 0.04% |
389,500
-32,300
| -8% | -$2.74M |
|
198
PUT
Baidu
BIDU
$35.8B
| $32.6M | 0.04% |
277,500
-110,500
| -28% | -$15.1M |
|
199
CALL
Morgan Stanley
MS
$337B
| $32.4M | 0.04% |
410,300
-83,100
| -17% | -$7M |
|
200
CALL
Sea Limited
SE
$61.2B
| $32.3M | 0.04% |
575,700
+28,500
| +5% | +$1.98M |
|
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.