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 | |
|---|---|---|---|---|---|---|
401
CALL
Carnival Corporation Ltd
CCL
$36.1B
| $13.1M | 0.02% |
1,623,800
-52,400
| -3% | -$452K |
|
|
PARA
402
CALL
DELISTED
Paramount Global Class B
PARA
| $12.9M | 0.02% |
765,200
+24,200
| +3% | +$445K |
|
|
SPLK
403
PUT
DELISTED
Splunk Inc
SPLK
| $12.9M | 0.02% |
149,600
-12,100
| -7% | -$977K |
|
404
PUT
BioNTech
BNTX
$22.6B
| $12.9M | 0.02% |
85,700
-10,900
| -11% | -$1.68M |
|
405
CALL
Altria Group
MO
$122B
| $12.8M | 0.02% |
279,600
-53,400
| -16% | -$2.42M |
|
406
CALL
eBay
EBAY
$48.6B
| $12.8M | 0.02% |
308,100
+40,700
| +15% | +$1.69M |
|
407
PUT
Dow Inc
DOW
$21.6B
| $12.8M | 0.02% |
253,200
-40,000
| -14% | -$1.95M |
|
408
PUT
ProShares UltraShort Health Care
RXD
$3.25M
| $12.8M | 0.02% |
257,550
+31,050
| +14% | +$789K |
|
|
409
PUT
Carnival Corporation Ltd
CCL
$36.1B
| $12.7M | 0.02% |
1,573,100
+607,300
| +63% | +$5.23M |
|
410
CALL
Dollar General
DG
$25.9B
| $12.6M | 0.02% |
51,200
+16,800
| +49% | +$4.15M |
|
411
PUT
Capital One
COF
$124B
| $12.6M | 0.02% |
135,400
-22,200
| -14% | -$2.18M |
|
412
PUT
3M
MMM
$89B
| $12.5M | 0.02% |
124,623
-44,611
| -26% | -$4.55M |
|
413
PUT
Datadog
DDOG
$87.9B
| $12.5M | 0.02% |
169,700
-74,800
| -31% | -$5.84M |
|
414
CALL
iShares MSCI Australia ETF
EWA
$1.34B
| $12.4M | 0.02% |
444,900
+189,200
| +74% | +$4.11M |
|
415
CALL
Marriott International
MAR
$98.7B
| $12.4M | 0.02% |
83,300
+17,800
| +27% | +$2.74M |
|
416
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$162M
| $12.3M | 0.02% |
54,263
-1,806
| -3% | -$494K |
|
417
PUT
KLA
KLAC
$275B
| $12.3M | 0.02% |
325,000
+128,000
| +65% | +$4.46M |
|
418
PUT
Bilibili
BILI
$7.18B
| $12.3M | 0.02% |
517,100
+240,100
| +87% | +$3.82M |
|
|
SHNY
419
PUT
DELISTED
Direxion Daily Silver Miners Index Bull 2X Shares
SHNY
| $12.2M | 0.02% |
456,800
+274,400
| +150% | +$7.33M |
|
420
CALL
Wayfair
W
$11.1B
| $12.2M | 0.02% |
371,100
+64,000
| +21% | +$2.23M |
|
421
CALL
Vertex Pharmaceuticals
VRTX
$121B
| $12.2M | 0.02% |
42,200
+12,800
| +44% | +$3.9M |
|
422
CALL
Regeneron Pharmaceuticals
REGN
$68.8B
| $12.1M | 0.02% |
16,800
-4,300
| -20% | -$3.17M |
|
423
PUT
Rivian
RIVN
$22.9B
| $12.1M | 0.02% |
657,400
-117,800
| -15% | -$3.47M |
|
424
CALL
Futu Holdings
FUTU
$13.9B
| $12.1M | 0.02% |
297,700
+121,800
| +69% | +$5.95M |
|
425
PUT
Freeport-McMoran
FCX
$90B
| $12.1M | 0.02% |
318,400
-25,700
| -7% | -$898K |
|
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.