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 | |
|---|---|---|---|---|---|---|
476
CALL
Norwegian Cruise Line
NCLH
$8.89B
| $8.94M | 0.01% |
730,100
-137,900
| -16% | -$2.08M |
|
|
BBBY
477
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
| $8.83M | 0.01% |
3,517,300
+479,400
| +16% | +$1.88M |
|
478
PUT
AMC Entertainment Holdings
AMC
$2.03B
| $8.82M | 0.01% |
216,690
+58,080
| +37% | +$3.66M |
|
|
479
CALL
AMC Entertainment Holdings
AMC
$2.03B
| $8.8M | 0.01% |
216,320
+35,340
| +20% | +$2.23M |
|
480
PUT
Clorox
CLX
$11.6B
| $8.78M | 0.01% |
62,600
+17,200
| +38% | +$2.44M |
|
481
CALL
The Mosaic Company
MOS
$7.09B
| $8.77M | 0.01% |
199,800
-43,100
| -18% | -$2.13M |
|
482
CALL
Match Group
MTCH
$8.84B
| $8.75M | 0.01% |
210,900
-16,500
| -7% | -$746K |
|
483
PUT
Cleveland-Cliffs
CLF
$6.81B
| $8.73M | 0.01% |
542,100
-15,800
| -3% | -$238K |
|
484
CALL
Comcast
CMCSA
$79.1B
| $8.73M | 0.01% |
249,700
-34,500
| -12% | -$1.14M |
|
485
PUT
Lyft
LYFT
$5.39B
| $8.71M | 0.01% |
790,400
+185,800
| +31% | +$2.24M |
|
486
PUT
Paycom
PAYC
$6.78B
| $8.66M | 0.01% |
27,900
+3,900
| +16% | +$1.26M |
|
487
PUT
Palantir
PLTR
$295B
| $8.61M | 0.01% |
1,340,500
-299,800
| -18% | -$2.27M |
|
|
B
488
PUT
Barrick Mining
B
$62.2B
| $8.57M | 0.01% |
498,600
+23,000
| +5% | +$366K |
|
489
PUT
eBay
EBAY
$48.6B
| $8.54M | 0.01% |
205,900
+50,500
| +32% | +$2.09M |
|
490
PUT
NetEase
NTES
$76.5B
| $8.51M | 0.01% |
117,200
+67,200
| +134% | +$4.57M |
|
491
CALL
Honeywell
HON
$77.1B
| $8.51M | 0.01% |
42,122
+5,199
| +14% | +$993K |
|
492
PUT
HCA Healthcare
HCA
$84.8B
| $8.49M | 0.01% |
35,400
+13,000
| +58% | +$2.91M |
|
493
PUT
Wayfair
W
$11.1B
| $8.43M | 0.01% |
256,200
+42,600
| +20% | +$1.49M |
|
494
PUT
Lucid Motors
LCID
$2.46B
| $8.35M | 0.01% |
122,280
-20,690
| -14% | -$2.28M |
|
495
PUT
Macy's
M
$6.15B
| $8.3M | 0.01% |
401,700
+31,800
| +9% | +$651K |
|
496
PUT
Generac Holdings
GNRC
$11.9B
| $8.18M | 0.01% |
+81,300
| New | +$9.2M |
|
497
PUT
Unity
U
$12.5B
| $8.16M | 0.01% |
285,400
-1,800
| -0.6% | -$56.4K |
|
498
CALL
Constellation Brands
STZ
$22.2B
| $8.09M | 0.01% |
34,900
+14,700
| +73% | +$3.52M |
|
499
CALL
United States Natural Gas Fund
UNG
$478M
| $8.07M | 0.01% |
143,125
+28,150
| +24% | +$2.24M |
|
500
CALL
Align Technology
ALGN
$12B
| $8.04M | 0.01% |
38,100
-45,400
| -54% | -$9.09M |
|
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.