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 | |
|---|---|---|---|---|---|---|
801
CALL
Kinder Morgan
KMI
$73.1B
| $2.05M | ﹤0.01% |
113,400
+59,800
| +112% | +$1.08M |
|
802
Norwegian Cruise Line
NCLH
$8.89B
| $2.04M | ﹤0.01% |
166,624
+93,973
| +129% | +$1.42M |
|
803
PUT
Blink Charging
BLNK
$75.2M
| $2.03M | ﹤0.01% |
185,300
+60,900
| +49% | +$830K |
|
804
CALL
Digital Realty Trust
DLR
$73.7B
| $2.03M | ﹤0.01% |
20,200
+7,400
| +58% | +$755K |
|
805
Occidental Petroleum
OXY
$57B
| $2.02M | ﹤0.01% |
32,101
+21,010
| +189% | +$1.43M |
|
806
CALL
Canadian Natural Resources
CNQ
$96.9B
| $2.02M | ﹤0.01% |
72,800
+46,600
| +178% | +$1.33M |
|
|
BBBY
807
CALL
Bed Bath & Beyond
BBBY
$473M
| $2.02M | ﹤0.01% |
114,730
-20,900
| -15% | -$449K |
|
|
808
PUT
Kinder Morgan
KMI
$73.1B
| $2.02M | ﹤0.01% |
111,500
+76,500
| +219% | +$1.38M |
|
809
PUT
Duke Energy
DUK
$102B
| $2M | ﹤0.01% |
+19,400
| New | +$1.86M |
|
810
CALL
Annaly Capital Management
NLY
$16.9B
| $1.98M | ﹤0.01% |
+94,100
| New | +$1.85M |
|
811
PUT
Tencent Music
TME
$14.5B
| $1.97M | ﹤0.01% |
237,700
+109,300
| +85% | +$614K |
|
|
812
PUT
Digital Realty Trust
DLR
$73.7B
| $1.97M | ﹤0.01% |
19,600
+6,100
| +45% | +$623K |
|
|
SKX
813
CALL
DELISTED
Skechers
SKX
| $1.96M | ﹤0.01% |
46,800
+16,500
| +54% | +$632K |
|
|
K
814
PUT
DELISTED
Kellanova
K
| $1.96M | ﹤0.01% |
29,288
+13,845
| +90% | +$940K |
|
815
PUT
Signet Jewelers
SIG
$3.55B
| $1.96M | ﹤0.01% |
28,800
+5,700
| +25% | +$363K |
|
816
Pinterest
PINS
$12.4B
| $1.96M | ﹤0.01% |
+80,550
| New | +$1.92M |
|
817
Invesco S&P MidCap 400 Pure Growth ETF
RFG
$343M
| $1.94M | ﹤0.01% |
54,185
-79,395
| -59% | -$2.91M |
|
818
CALL
American Electric Power
AEP
$73.7B
| $1.94M | ﹤0.01% |
20,400
+2,100
| +11% | +$191K |
|
819
PUT
Canadian Solar
CSIQ
$906M
| $1.93M | ﹤0.01% |
62,600
-23,100
| -27% | -$776K |
|
820
CALL
PPG Industries
PPG
$25.9B
| $1.92M | ﹤0.01% |
15,300
+2,800
| +22% | +$343K |
|
821
CALL
Conagra Brands
CAG
$7.07B
| $1.92M | ﹤0.01% |
49,700
-1,000
| -2% | -$36.3K |
|
822
CALL
Bumble
BMBL
$367M
| $1.92M | ﹤0.01% |
91,200
+2,600
| +3% | +$59.8K |
|
823
PUT
CSX Corp
CSX
$98.6B
| $1.9M | ﹤0.01% |
61,200
+21,600
| +55% | +$650K |
|
824
CALL
BlackBerry
BB
$5.01B
| $1.89M | ﹤0.01% |
579,800
+85,700
| +17% | +$380K |
|
|
DISH
825
CALL
DELISTED
DISH Network Corp.
DISH
| $1.89M | ﹤0.01% |
134,500
-18,400
| -12% | -$272K |
|
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.