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 | |
|---|---|---|---|---|---|---|
601
PUT
Novavax
NVAX
$1.23B
| $5.19M | 0.01% |
505,000
+71,400
| +16% | +$1.26M |
|
602
PUT
Beyond Meat
BYND
$288M
| $5.18M | 0.01% |
421,100
-195,300
| -32% | -$2.72M |
|
603
PUT
Analog Devices
ADI
$181B
| $5.17M | 0.01% |
+31,500
| New | +$4.92M |
|
604
PUT
Archer Daniels Midland
ADM
$41.4B
| $5.15M | 0.01% |
+55,500
| New | +$5.12M |
|
605
CALL
Yeti Holdings
YETI
$3.82B
| $5.13M | 0.01% |
124,300
+1,300
| +1% | +$48.8K |
|
606
CALL
NextEra Energy
NEE
$187B
| $5.09M | 0.01% |
60,900
-3,200
| -5% | -$259K |
|
607
CALL
RingCentral
RNG
$4.05B
| $5.07M | 0.01% |
143,100
+44,700
| +45% | +$1.6M |
|
|
608
CALL
Analog Devices
ADI
$181B
| $4.95M | 0.01% |
+30,200
| New | +$4.71M |
|
609
CALL
Ambarella
AMBA
$2.99B
| $4.95M | 0.01% |
60,200
+18,500
| +44% | +$1.23M |
|
610
CALL
ClearShares Piton Intermediate Fixed Income ETF
PIFI
$97.5M
| $4.94M | 0.01% |
289,100
+32,800
| +13% | +$2.96M |
|
611
PUT
Kohl's
KSS
$2.03B
| $4.93M | 0.01% |
195,400
-56,800
| -23% | -$1.61M |
|
612
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$180M
| $4.91M | 0.01% |
144,016
-81,664
| -36% | -$2.81M |
|
613
CALL
HCA Healthcare
HCA
$84.8B
| $4.9M | 0.01% |
20,400
-5,100
| -20% | -$1.14M |
|
614
CALL
Energy Transfer Partners
ET
$70.1B
| $4.89M | 0.01% |
412,100
+12,000
| +3% | +$144K |
|
615
CALL
S&P Global
SPGI
$126B
| $4.86M | 0.01% |
14,500
-16,900
| -54% | -$5.57M |
|
616
CALL
Automatic Data Processing
ADP
$100B
| $4.85M | 0.01% |
20,300
-5,700
| -22% | -$1.4M |
|
617
PUT
McKesson
MCK
$98.5B
| $4.84M | 0.01% |
+12,900
| New | +$4.81M |
|
618
CALL
Robinhood
HOOD
$85.2B
| $4.83M | 0.01% |
593,600
+92,700
| +19% | +$909K |
|
619
ProShares Short VIX Short-Term Futures ETF
SVXY
$220M
| $4.79M | 0.01% |
+163,340
| New | +$4.41M |
|
|
FISV
620
CALL
Fiserv Inc
FISV
$27.2B
| $4.78M | 0.01% |
47,300
-1,900
| -4% | -$189K |
|
621
CALL
Ross Stores
ROST
$76.6B
| $4.77M | 0.01% |
+41,100
| New | +$4.19M |
|
|
FLNA
622
CALL
Filana Therapeutics
FLNA
$43M
| $4.71M | 0.01% |
159,300
-283,400
| -64% | -$10.2M |
|
623
PUT
Marathon Digital Holdings
MARA
$4.62B
| $4.71M | 0.01% |
1,375,900
-113,300
| -8% | -$952K |
|
624
PUT
Align Technology
ALGN
$12B
| $4.7M | 0.01% |
22,300
-19,400
| -47% | -$3.88M |
|
625
PUT
Shell
SHEL
$245B
| $4.66M | 0.01% |
+81,900
| New | +$4.51M |
|
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.