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 | |
|---|---|---|---|---|---|---|
276
CALL
Nucor
NUE
$56.4B
| $23.8M | 0.04% |
180,500
-97,200
| -35% | -$13.2M |
|
277
PUT
ProShares Ultra Bloomberg Natural Gas
BOIL
$417M
| $23.8M | 0.04% |
12,104
+7,487
| +162% | +$58.4M |
|
278
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $23.6M | 0.04% |
240,200
+152,400
| +174% | +$14.5M |
|
279
PUT
Blackstone
BX
$104B
| $23.5M | 0.04% |
317,400
+142,800
| +82% | +$12.3M |
|
280
PUT
Wells Fargo
WFC
$261B
| $23.4M | 0.04% |
566,500
-158,300
| -22% | -$7.01M |
|
281
CALL
Las Vegas Sands
LVS
$30.5B
| $22.8M | 0.04% |
474,900
-3,600
| -0.8% | -$153K |
|
282
PUT
Uber
UBER
$134B
| $22.8M | 0.04% |
920,900
-217,100
| -19% | -$5.94M |
|
283
CALL
Humana
HUM
$46.7B
| $22.7M | 0.04% |
44,400
+21,500
| +94% | +$11.3M |
|
284
PUT
Marathon Petroleum
MPC
$90.3B
| $22.4M | 0.04% |
192,700
-14,600
| -7% | -$1.66M |
|
285
PUT
Thermo Fisher Scientific
TMO
$211B
| $22.3M | 0.03% |
40,500
+7,700
| +23% | +$4.08M |
|
286
CALL
Abbott
ABT
$180B
| $22M | 0.03% |
200,700
-13,100
| -6% | -$1.36M |
|
287
PUT
Valero Energy
VLO
$89.8B
| $21.9M | 0.03% |
172,900
+23,100
| +15% | +$2.9M |
|
288
CALL
SLB Ltd
SLB
$77.8B
| $21.9M | 0.03% |
410,100
-68,000
| -14% | -$3.39M |
|
289
PUT
Elevance Health
ELV
$81.9B
| $21.9M | 0.03% |
+42,600
| New | +$21.6M |
|
290
PUT
GE Aerospace
GE
$367B
| $21.7M | 0.03% |
415,077
+100,479
| +32% | +$4.94M |
|
291
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $21.6M | 0.03% |
158,900
-38,600
| -20% | -$5.11M |
|
|
292
Gilead Sciences
GILD
$161B
| $21.5M | 0.03% |
+250,858
| New | +$19.9M |
|
293
CALL
Royal Caribbean
RCL
$78.7B
| $21.4M | 0.03% |
433,500
-197,100
| -31% | -$10.3M |
|
|
294
CALL
Vanguard S&P 500 ETF
VOO
$968B
| $21.2M | 0.03% |
75,600
+60,700
| +407% | +$21.4M |
|
295
CALL
Roblox
RBLX
$34B
| $21.1M | 0.03% |
743,000
-96,100
| -11% | -$3.38M |
|
296
PUT
CVS Health
CVS
$137B
| $20.9M | 0.03% |
224,600
+38,700
| +21% | +$3.73M |
|
297
PUT
Texas Instruments
TXN
$255B
| $20.9M | 0.03% |
126,400
+11,900
| +10% | +$1.98M |
|
298
PUT
Accenture
ACN
$89.9B
| $20.9M | 0.03% |
78,200
+10,600
| +16% | +$2.93M |
|
299
PUT
Zscaler
ZS
$23B
| $20.8M | 0.03% |
185,500
-19,700
| -10% | -$2.68M |
|
300
PUT
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$247M
| $20.5M | 0.03% |
+2,020,400
| New | +$85.3M |
|
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.