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 | |
|---|---|---|---|---|---|---|
551
CALL
EQT Corp
EQT
$33.2B
| $6.42M | 0.01% |
+189,700
| New | +$7.61M |
|
552
CALL
MGM Resorts International
MGM
$11.7B
| $6.39M | 0.01% |
190,500
+14,900
| +8% | +$516K |
|
553
PUT
Prudential Financial
PRU
$41.7B
| $6.37M | 0.01% |
64,000
+24,900
| +64% | +$2.52M |
|
554
PUT
Energy Transfer Partners
ET
$70.1B
| $6.23M | 0.01% |
525,000
+245,300
| +88% | +$2.94M |
|
555
PUT
Norwegian Cruise Line
NCLH
$8.89B
| $6.18M | 0.01% |
504,700
-71,600
| -12% | -$1.08M |
|
|
ATVI
556
PUT
DELISTED
Activision Blizzard
ATVI
| $6.17M | 0.01% |
80,600
-50,500
| -39% | -$3.75M |
|
557
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$162M
| $6.16M | 0.01% |
27,244
+9,539
| +54% | +$2.61M |
|
558
CALL
NXP Semiconductors
NXPI
$68B
| $6.1M | 0.01% |
38,600
-9,400
| -20% | -$1.49M |
|
559
CALL
Caesars Entertainment
CZR
$6.1B
| $6.09M | 0.01% |
146,400
-8,500
| -5% | -$379K |
|
560
CALL
Medtronic
MDT
$107B
| $6.04M | 0.01% |
77,700
+33,000
| +74% | +$2.67M |
|
561
PUT
Seagate
STX
$193B
| $6.03M | 0.01% |
114,700
+67,300
| +142% | +$3.58M |
|
562
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$426M
| $6M | 0.01% |
215,600
+56,600
| +36% | +$1.65M |
|
563
CALL
PENN Entertainment
PENN
$2.74B
| $5.98M | 0.01% |
201,500
-67,400
| -25% | -$2.19M |
|
564
CALL
Suncor Energy
SU
$77.7B
| $5.94M | 0.01% |
187,100
-32,400
| -15% | -$1.06M |
|
|
SI
565
PUT
DELISTED
Silvergate Capital Corporation
SI
| $5.94M | 0.01% |
+341,100
| New | +$13.5M |
|
566
CALL
Sarepta Therapeutics
SRPT
$1.66B
| $5.88M | 0.01% |
45,400
+12,000
| +36% | +$1.39M |
|
567
PUT
Whirlpool
WHR
$2.42B
| $5.86M | 0.01% |
41,400
-6,000
| -13% | -$853K |
|
568
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$241M
| $5.84M | 0.01% |
+3,408
| New | +$7.99M |
|
|
569
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$426M
| $5.84M | 0.01% |
210,100
+22,200
| +12% | +$647K |
|
570
PUT
SoFi Technologies
SOFI
$21.1B
| $5.83M | 0.01% |
1,264,200
-93,600
| -7% | -$464K |
|
|
571
PUT
EQT Corp
EQT
$33.2B
| $5.83M | 0.01% |
+172,200
| New | +$6.91M |
|
572
CALL
American International
AIG
$41.9B
| $5.82M | 0.01% |
92,100
+4,600
| +5% | +$268K |
|
573
CALL
NetEase
NTES
$76.5B
| $5.8M | 0.01% |
79,900
+6,400
| +9% | +$436K |
|
574
CALL
ON Semiconductor
ON
$33.8B
| $5.79M | 0.01% |
92,900
+14,000
| +18% | +$934K |
|
575
CALL
Western Digital
WDC
$179B
| $5.78M | 0.01% |
242,506
-11,775
| -5% | -$311K |
|
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.