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 |
iShares Core S&P 500 ETF
IVV
|
+$55.6M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$49.4M |
| 3 |
Boeing
BA
|
+$23.5M |
| 4 |
Gilead Sciences
GILD
|
+$19.9M |
| 5 |
Vanguard S&P 500 ETF
VOO
|
+$19.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$376M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$280M |
| 3 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$78.3M |
| 4 |
Direxion Daily S&P 500 Bear 3x ETF
SPXS
|
+$44.8M |
| 5 |
ProShares UltraShort QQQ
QID
|
+$19.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 0.05% |
| 2 | Industrials | 0.05% |
| 3 | Financials | 0.03% |
| 4 | Energy | 0.03% |
| 5 | Communication Services | 0.02% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
226
PUT
Gilead Sciences
GILD
$161B
| $31.2M | 0.05% |
364,000
+247,400
| +212% | +$19.6M |
|
227
PUT
AbbVie
ABBV
$458B
| $31.2M | 0.05% |
193,000
-38,000
| -16% | -$5.83M |
|
228
CALL
Atlassian
TEAM
$22B
| $31.2M | 0.05% |
242,300
+89,600
| +59% | +$14.3M |
|
229
PUT
Oracle
ORCL
$331B
| $31.1M | 0.05% |
380,400
+59,200
| +18% | +$4.5M |
|
|
230
CALL
Oracle
ORCL
$331B
| $31.1M | 0.05% |
380,300
-123,600
| -25% | -$9.39M |
|
231
CALL
Workday
WDAY
$33.4B
| $30.8M | 0.05% |
184,000
+9,800
| +6% | +$1.53M |
|
232
CALL
Procter & Gamble
PG
$343B
| $30.7M | 0.05% |
202,700
-27,800
| -12% | -$3.9M |
|
233
PUT
Pinterest
PINS
$12.4B
| $30.6M | 0.05% |
1,261,500
+307,800
| +32% | +$7.34M |
|
234
PUT
TSMC
TSM
$2.09T
| $30.4M | 0.05% |
407,700
+14,500
| +4% | +$1.05M |
|
235
PUT
Citigroup
C
$222B
| $30.3M | 0.05% |
670,400
-234,900
| -26% | -$10.7M |
|
236
CALL
Delta Air Lines
DAL
$55.9B
| $30.1M | 0.05% |
917,000
+211,100
| +30% | +$7M |
|
237
CALL
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$247M
| $30.1M | 0.05% |
+2,793,200
| New | +$118M |
|
238
PUT
Intel
INTC
$466B
| $29.5M | 0.05% |
1,115,200
+40,600
| +4% | +$1.13M |
|
239
CALL
Wells Fargo
WFC
$261B
| $29.4M | 0.05% |
711,300
-57,600
| -7% | -$2.55M |
|
240
CALL
Okta
OKTA
$24.1B
| $29.1M | 0.05% |
426,500
-51,400
| -11% | -$2.93M |
|
241
PUT
Charter Communications
CHTR
$14.7B
| $29.1M | 0.05% |
85,800
+42,200
| +97% | +$14.8M |
|
|
SPLK
242
CALL
DELISTED
Splunk Inc
SPLK
| $29.1M | 0.05% |
337,700
+100,600
| +42% | +$8.12M |
|
243
CALL
Trade Desk
TTD
$8.13B
| $29M | 0.05% |
646,900
+41,200
| +7% | +$2.09M |
|
244
CALL
CVS Health
CVS
$137B
| $28.9M | 0.05% |
310,000
+85,300
| +38% | +$8.23M |
|
245
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $28.9M | 0.05% |
212,500
+31,700
| +18% | +$4.2M |
|
246
PUT
Coca-Cola
KO
$354B
| $28.5M | 0.04% |
448,800
+119,600
| +36% | +$7.22M |
|
247
PUT
Dick's Sporting Goods
DKS
$18.4B
| $28.2M | 0.04% |
234,700
+40,900
| +21% | +$4.61M |
|
|
248
PUT
Vanguard S&P 500 ETF
VOO
$968B
| $28.2M | 0.04% |
113,700
+103,100
| +973% | +$36.4M |
|
249
CALL
AT&T
T
$165B
| $28.1M | 0.04% |
1,529,000
+43,500
| +3% | +$779K |
|
250
PUT
Applied Materials
AMAT
$426B
| $28M | 0.04% |
287,300
+38,500
| +15% | +$3.69M |
|
Similar funds
IMC Chicago's Q4 2022 Portfolio in Review
As of Q4 2022, IMC Chicago held 1,395 positions worth $64B, down 18% from $77.8B the previous quarter. Its ten largest holdings account for 53% of the portfolio.
IMC Chicago withdrew a net $12.9B in Q4 2022, closing 151 positions and reducing 451 holdings. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $376M position sold in full.
By sector, the portfolio is most concentrated in Healthcare at 0.05% of assets, up from 0.01% a quarter earlier, followed by Industrials and Financials.
Against the trend, IMC Chicago opened a new position in iShares Core S&P 500 ETF worth $55.4M.
- IMC Chicago's largest Q4 2022 buy was iShares Core S&P 500 ETF: 144,155 shares worth $55.4M.
- IMC Chicago added most to KraneShares CSI China Internet ETF in Q4 2022, an estimated $2.88M increase.
- IMC Chicago's biggest Q4 2022 reduction was iShares 20+ Year Treasury Bond ETF, cutting an estimated $17.5M.
- IMC Chicago fully exited State Street SPDR S&P 500 ETF Trust in Q4 2022, selling an estimated $376M.
- IMC Chicago's ten largest holdings make up 53% of its $64B portfolio in Q4 2022.
- IMC Chicago opened 202 new positions and closed 151 in Q4 2022.
- IMC Chicago's portfolio value fell 18% quarter-over-quarter to $64B.
Based on IMC Chicago's 13F filing for Q4 2022, filed 9 Feb 2023.