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 | |
|---|---|---|---|---|---|---|
676
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$331M
| $3.85M | 0.01% |
39,000
+22,800
| +141% | +$2.15M |
|
|
FLNA
677
PUT
Filana Therapeutics
FLNA
$43M
| $3.84M | 0.01% |
130,100
-196,300
| -60% | -$7.06M |
|
678
PUT
CME Group
CME
$92.2B
| $3.83M | 0.01% |
22,800
+3,600
| +19% | +$626K |
|
679
United States Oil Fund
USO
$2.45B
| $3.78M | 0.01% |
53,956
+13,932
| +35% | +$974K |
|
680
PUT
Kraft Heinz
KHC
$30.4B
| $3.78M | 0.01% |
92,900
+38,400
| +70% | +$1.46M |
|
681
PUT
Western Digital
WDC
$179B
| $3.75M | 0.01% |
157,172
-38,500
| -20% | -$1.02M |
|
682
CALL
BioMarin Pharmaceuticals
BMRN
$11.5B
| $3.75M | 0.01% |
36,200
+23,700
| +190% | +$2.22M |
|
683
PUT
Zillow
Z
$7.04B
| $3.75M | 0.01% |
116,300
+6,100
| +6% | +$202K |
|
684
CALL
Duke Energy
DUK
$102B
| $3.69M | 0.01% |
35,800
+13,100
| +58% | +$1.26M |
|
685
CALL
Agnico Eagle Mines
AEM
$72.6B
| $3.67M | 0.01% |
70,600
+24,800
| +54% | +$1.17M |
|
686
PUT
Sarepta Therapeutics
SRPT
$1.66B
| $3.67M | 0.01% |
28,300
+15,200
| +116% | +$1.76M |
|
687
CALL
Coupang
CPNG
$27.8B
| $3.66M | 0.01% |
249,100
-9,400
| -4% | -$166K |
|
688
CALL
Emerson Electric
EMR
$82.9B
| $3.61M | 0.01% |
37,600
+21,300
| +131% | +$1.91M |
|
689
CALL
Darden Restaurants
DRI
$22.5B
| $3.6M | 0.01% |
26,000
+4,700
| +22% | +$656K |
|
690
Direxion Daily Small Cap Bear 3x ETF
TZA
$213M
| $3.58M | 0.01% |
10,179
-24,241
| -70% | -$8.45M |
|
|
FL
691
PUT
DELISTED
Foot Locker
FL
| $3.58M | 0.01% |
94,800
-14,600
| -13% | -$501K |
|
692
PUT
NextEra Energy
NEE
$187B
| $3.52M | 0.01% |
42,100
-2,800
| -6% | -$226K |
|
693
PUT
iQIYI
IQ
$1.18B
| $3.51M | 0.01% |
661,600
+461,600
| +231% | +$1.35M |
|
694
CALL
Centene
CNC
$31.3B
| $3.49M | 0.01% |
42,500
+9,900
| +30% | +$809K |
|
695
CALL
QuantumScape Corp
QS
$3B
| $3.47M | 0.01% |
611,500
+191,700
| +46% | +$1.42M |
|
696
CALL
Canadian Solar
CSIQ
$906M
| $3.46M | 0.01% |
112,000
+15,700
| +16% | +$527K |
|
697
PUT
Digital Turbine
APPS
$1.02B
| $3.45M | 0.01% |
226,300
+3,000
| +1% | +$46.1K |
|
698
PUT
Match Group
MTCH
$8.84B
| $3.42M | 0.01% |
82,500
-50,400
| -38% | -$2.28M |
|
699
CALL
Asana
ASAN
$1.58B
| $3.41M | 0.01% |
247,700
+36,900
| +18% | +$669K |
|
700
CALL
Wheaton Precious Metals
WPM
$50.6B
| $3.36M | 0.01% |
86,100
+38,600
| +81% | +$1.4M |
|
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.