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 | |
|---|---|---|---|---|---|---|
701
CALL
DuPont de Nemours
DD
$18.6B
| $3.36M | 0.01% |
39,037
+2,789
| +8% | +$223K |
|
|
FL
702
CALL
DELISTED
Foot Locker
FL
| $3.36M | 0.01% |
88,800
-22,000
| -20% | -$755K |
|
703
ProShares UltraPro QQQ
TQQQ
$31.1B
| $3.34M | 0.01% |
+386,042
| New | +$3.92M |
|
704
CALL
Teva Pharmaceuticals
TEVA
$35.9B
| $3.31M | 0.01% |
362,800
-45,800
| -11% | -$400K |
|
705
PUT
Robinhood
HOOD
$85.2B
| $3.3M | 0.01% |
405,500
-60,700
| -13% | -$595K |
|
706
CALL
Rio Tinto
RIO
$148B
| $3.25M | 0.01% |
45,700
+22,100
| +94% | +$1.39M |
|
707
PUT
American Tower
AMT
$77.7B
| $3.2M | 0.01% |
15,100
-2,300
| -13% | -$479K |
|
708
CALL
Ciena
CIEN
$55.3B
| $3.18M | 0.01% |
62,400
+41,100
| +193% | +$1.86M |
|
|
FISV
709
PUT
Fiserv Inc
FISV
$27.2B
| $3.17M | 0.01% |
31,400
+6,100
| +24% | +$608K |
|
710
Sprott Physical Gold
PHYS
$14.6B
| $3.15M | ﹤0.01% |
223,646
+161,851
| +262% | +$2.16M |
|
711
United States Brent Oil Fund
BNO
$815M
| $3.15M | ﹤0.01% |
+111,303
| New | +$3.22M |
|
712
PUT
Stryker
SYK
$127B
| $3.13M | ﹤0.01% |
12,800
+2,700
| +27% | +$613K |
|
713
PUT
Wheaton Precious Metals
WPM
$50.6B
| $3.13M | ﹤0.01% |
80,000
+50,400
| +170% | +$1.82M |
|
|
EXE
714
CALL
Expand Energy Corp
EXE
$21.9B
| $3.12M | ﹤0.01% |
+33,100
| New | +$3.28M |
|
715
CALL
DexCom
DXCM
$27.6B
| $3.11M | ﹤0.01% |
+27,500
| New | +$3.02M |
|
|
PPLC
716
CALL
DELISTED
PortfolioPlus S&P 500 ETF
PPLC
| $3.07M | ﹤0.01% |
434,700
+156,600
| +56% | +$1.11M |
|
717
CALL
Live Nation Entertainment
LYV
$41.2B
| $3.05M | ﹤0.01% |
43,700
+3,900
| +10% | +$289K |
|
718
Strategy Inc
MSTR
$33.5B
| $3.05M | ﹤0.01% |
+215,200
| New | +$4.4M |
|
719
PUT
Carvana
CVNA
$43.3B
| $3.05M | ﹤0.01% |
3,213,500
+1,411,500
| +78% | +$2.98M |
|
|
VMW
720
CALL
DELISTED
VMware, Inc
VMW
| $3.04M | ﹤0.01% |
24,800
-2,700
| -10% | -$311K |
|
721
CALL
US Bancorp Series B Preferred Stock
USB.PRH
$746M
| $3.02M | ﹤0.01% |
69,300
-6,400
| -8% | -$120K |
|
|
722
PUT
Teva Pharmaceuticals
TEVA
$35.9B
| $3.02M | ﹤0.01% |
330,700
-46,700
| -12% | -$407K |
|
|
DFS
723
PUT
DELISTED
Discover Financial Services
DFS
| $2.99M | ﹤0.01% |
30,600
+8,800
| +40% | +$886K |
|
|
SPWR
724
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $2.99M | ﹤0.01% |
165,700
-35,100
| -17% | -$719K |
|
725
CALL
Shake Shack
SHAK
$2.3B
| $2.99M | ﹤0.01% |
71,900
+14,500
| +25% | +$706K |
|
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.