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 | |
|---|---|---|---|---|---|---|
576
PUT
AstraZeneca
AZN
$263B
| $5.74M | 0.01% |
42,350
+13,600
| +47% | +$1.71M |
|
577
CALL
HP
HPQ
$23.5B
| $5.74M | 0.01% |
213,700
-3,200
| -1% | -$88.6K |
|
578
PUT
MGM Resorts International
MGM
$11.7B
| $5.74M | 0.01% |
171,100
+8,700
| +5% | +$301K |
|
579
PUT
Affirm
AFRM
$23.5B
| $5.73M | 0.01% |
592,600
-121,400
| -17% | -$1.83M |
|
580
PUT
Automatic Data Processing
ADP
$100B
| $5.71M | 0.01% |
23,900
+1,400
| +6% | +$344K |
|
581
PUT
Kroger
KR
$34.8B
| $5.71M | 0.01% |
128,000
-9,500
| -7% | -$436K |
|
|
582
CALL
AstraZeneca
AZN
$263B
| $5.7M | 0.01% |
42,000
+1,350
| +3% | +$169K |
|
583
ProShares UltraPro S&P 500
UPRO
$5.08B
| $5.59M | 0.01% |
+170,549
| New | +$5.82M |
|
584
CALL
Kraft Heinz
KHC
$30.4B
| $5.57M | 0.01% |
136,800
+32,500
| +31% | +$1.23M |
|
585
PUT
Phillips 66
PSX
$82.9B
| $5.57M | 0.01% |
53,500
+26,700
| +100% | +$2.73M |
|
586
PUT
General Mills
GIS
$19.2B
| $5.5M | 0.01% |
65,600
+24,200
| +58% | +$1.97M |
|
587
PUT
Teladoc Health
TDOC
$1.58B
| $5.47M | 0.01% |
231,500
-41,000
| -15% | -$1.11M |
|
588
CALL
Hilton Worldwide
HLT
$74B
| $5.45M | 0.01% |
43,100
+800
| +2% | +$105K |
|
589
PUT
Diamondback Energy
FANG
$57.6B
| $5.44M | 0.01% |
39,800
+18,300
| +85% | +$2.67M |
|
590
CALL
McKesson
MCK
$98.5B
| $5.44M | 0.01% |
+14,500
| New | +$5.41M |
|
591
PUT
Invesco S&P SmallCap Low Volatility ETF
XSLV
$249M
| $5.43M | 0.01% |
74,400
+23,100
| +45% | +$1.03M |
|
592
CALL
Paycom
PAYC
$6.78B
| $5.4M | 0.01% |
17,400
+3,100
| +22% | +$1M |
|
593
CALL
Prudential Financial
PRU
$41.7B
| $5.33M | 0.01% |
53,600
+1,500
| +3% | +$152K |
|
594
PUT
Scorpio Tankers
STNG
$3.96B
| $5.31M | 0.01% |
98,700
+24,500
| +33% | +$1.22M |
|
595
PUT
Caesars Entertainment
CZR
$6.1B
| $5.3M | 0.01% |
127,500
-20,600
| -14% | -$917K |
|
596
PUT
Li Auto
LI
$12.6B
| $5.28M | 0.01% |
258,800
-27,500
| -10% | -$523K |
|
597
AT&T
T
$165B
| $5.27M | 0.01% |
286,277
+93,685
| +49% | +$1.68M |
|
598
PUT
Advance Auto Parts
AAP
$3.37B
| $5.25M | 0.01% |
35,700
+24,800
| +228% | +$4.02M |
|
|
TYNS
599
PUT
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
| $5.21M | 0.01% |
70,900
+20,400
| +40% | +$1.5M |
|
|
600
CALL
Phillips 66
PSX
$82.9B
| $5.2M | 0.01% |
50,000
+26,600
| +114% | +$2.72M |
|
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.