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 | |
|---|---|---|---|---|---|---|
501
CALL
CF Industries
CF
$19.2B
| $7.99M | 0.01% |
93,800
+3,600
| +4% | +$366K |
|
502
PUT
NXP Semiconductors
NXPI
$68B
| $7.96M | 0.01% |
50,400
+6,500
| +15% | +$1.03M |
|
503
CALL
PNC Financial Services
PNC
$100B
| $7.96M | 0.01% |
50,400
+12,300
| +32% | +$1.94M |
|
504
CALL
Avis
CAR
$5.63B
| $7.92M | 0.01% |
48,300
+800
| +2% | +$160K |
|
505
CALL
Elevance Health
ELV
$81.9B
| $7.9M | 0.01% |
+15,400
| New | +$7.82M |
|
506
PUT
Spotify
SPOT
$99.2B
| $7.88M | 0.01% |
99,800
-3,000
| -3% | -$242K |
|
507
PUT
Futu Holdings
FUTU
$13.9B
| $7.88M | 0.01% |
193,800
+81,500
| +73% | +$3.98M |
|
508
CALL
Li Auto
LI
$12.6B
| $7.8M | 0.01% |
382,300
+28,600
| +8% | +$544K |
|
509
KraneShares CSI China Internet ETF
KWEB
$5.2B
| $7.78M | 0.01% |
257,554
+113,060
| +78% | +$2.88M |
|
510
CALL
Invesco S&P SmallCap Low Volatility ETF
XSLV
$249M
| $7.75M | 0.01% |
106,300
+7,600
| +8% | +$340K |
|
511
CALL
Simon Property Group
SPG
$74.5B
| $7.74M | 0.01% |
65,900
+9,300
| +16% | +$1.03M |
|
512
CALL
Electronic Arts
EA
$52.4B
| $7.73M | 0.01% |
63,300
-38,700
| -38% | -$4.86M |
|
|
PARA
513
PUT
DELISTED
Paramount Global Class B
PARA
| $7.73M | 0.01% |
458,000
+14,500
| +3% | +$267K |
|
514
PUT
Cameco
CCJ
$38.3B
| $7.66M | 0.01% |
338,100
-80,300
| -19% | -$1.89M |
|
515
PUT
Warner Bros
WBD
$64.6B
| $7.58M | 0.01% |
799,200
+220,200
| +38% | +$2.49M |
|
516
CALL
Marathon Digital Holdings
MARA
$4.62B
| $7.51M | 0.01% |
2,195,900
+707,200
| +48% | +$5.94M |
|
517
PUT
Cheniere Energy
LNG
$56.5B
| $7.48M | 0.01% |
49,900
+15,800
| +46% | +$2.64M |
|
518
CALL
ConocoPhillips
COP
$147B
| $7.45M | 0.01% |
63,100
-56,400
| -47% | -$6.86M |
|
|
SI
519
CALL
DELISTED
Silvergate Capital Corporation
SI
| $7.45M | 0.01% |
+427,900
| New | +$17M |
|
520
PUT
Antero Resources
AR
$10.9B
| $7.39M | 0.01% |
+238,500
| New | +$8.24M |
|
|
HES
521
CALL
DELISTED
Hess
HES
| $7.3M | 0.01% |
51,500
+17,700
| +52% | +$2.43M |
|
|
MRO
522
PUT
DELISTED
Marathon Oil Corporation
MRO
| $7.28M | 0.01% |
268,800
-50,000
| -16% | -$1.45M |
|
523
PUT
Peloton Interactive
PTON
$2.63B
| $7.21M | 0.01% |
907,500
+81,100
| +10% | +$778K |
|
|
524
PUT
Simon Property Group
SPG
$74.5B
| $7.17M | 0.01% |
61,000
-3,500
| -5% | -$389K |
|
525
PUT
Cloudflare
NET
$93B
| $7.05M | 0.01% |
155,900
-124,200
| -44% | -$6.14M |
|
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.