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 | |
|---|---|---|---|---|---|---|
626
PUT
Sherwin-Williams
SHW
$78.3B
| $4.65M | 0.01% |
19,600
-5,200
| -21% | -$1.2M |
|
627
United States Natural Gas Fund
UNG
$470M
| $4.64M | 0.01% |
+82,260
| New | +$6.54M |
|
628
PUT
RingCentral
RNG
$4.05B
| $4.63M | 0.01% |
130,800
+47,500
| +57% | +$1.7M |
|
629
CALL
Archer Daniels Midland
ADM
$41.4B
| $4.61M | 0.01% |
+49,600
| New | +$4.58M |
|
630
-1x Short VIX Futures ETF
SVIX
$182M
| $4.6M | 0.01% |
+314,107
| New | +$3.97M |
|
631
CALL
ChargePoint
CHPT
$133M
| $4.58M | 0.01% |
24,005
+320
| +1% | +$77.8K |
|
|
VMW
632
PUT
DELISTED
VMware, Inc
VMW
| $4.55M | 0.01% |
37,100
-1,000
| -3% | -$115K |
|
633
PUT
Ross Stores
ROST
$76.6B
| $4.52M | 0.01% |
+38,900
| New | +$3.97M |
|
|
AXON
634
CALL
Axon Enterprise
AXON
$40.5B
| $4.5M | 0.01% |
27,100
+2,000
| +8% | +$316K |
|
|
DENT
635
CALL
DELISTED
AdvisorShares Dent Tactical ETF
DENT
| $4.48M | 0.01% |
640,500
+311,700
| +95% | +$2.18M |
|
636
CALL
General Mills
GIS
$19.2B
| $4.46M | 0.01% |
53,200
+17,300
| +48% | +$1.41M |
|
637
CALL
CME Group
CME
$92.2B
| $4.46M | 0.01% |
26,500
+4,100
| +18% | +$712K |
|
638
CALL
Tilray
TLRY
$479M
| $4.44M | 0.01% |
165,140
+10,800
| +7% | +$378K |
|
|
UCD
639
CALL
DELISTED
PROSHARES ULTRA BLOOMBERG COMMODITY
UCD
| $4.37M | 0.01% |
103,300
+70,800
| +218% | +$2.99M |
|
640
PUT
ClearShares Piton Intermediate Fixed Income ETF
PIFI
$97.5M
| $4.36M | 0.01% |
255,500
+10,900
| +4% | +$984K |
|
641
CALL
Beyond Meat
BYND
$288M
| $4.34M | 0.01% |
352,300
-156,900
| -31% | -$2.19M |
|
642
CALL
Arista Networks
ANET
$219B
| $4.32M | 0.01% |
142,400
+36,800
| +35% | +$1.13M |
|
643
PUT
ON Semiconductor
ON
$33.8B
| $4.32M | 0.01% |
69,200
+8,900
| +15% | +$594K |
|
644
PUT
DexCom
DXCM
$27.6B
| $4.31M | 0.01% |
+38,100
| New | +$4.18M |
|
645
CALL
American Tower
AMT
$77.7B
| $4.28M | 0.01% |
20,200
+3,400
| +20% | +$708K |
|
|
SPWR
646
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
| $4.27M | 0.01% |
236,600
-47,000
| -17% | -$963K |
|
647
PUT
Ambarella
AMBA
$2.99B
| $4.22M | 0.01% |
51,300
+11,800
| +30% | +$786K |
|
648
CALL
First Majestic Silver
AG
$8.05B
| $4.22M | 0.01% |
505,500
+62,000
| +14% | +$542K |
|
649
PUT
GSK
GSK
$103B
| $4.2M | 0.01% |
119,600
-3,500
| -3% | -$117K |
|
650
CALL
Seagate
STX
$193B
| $4.19M | 0.01% |
79,700
-29,700
| -27% | -$1.58M |
|
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.