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 | |
|---|---|---|---|---|---|---|
826
CALL
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
| $1.88M | ﹤0.01% |
34,600
-47,400
| -58% | -$2.16M |
|
827
CALL
Dell
DELL
$283B
| $1.87M | ﹤0.01% |
46,500
+5,000
| +12% | +$198K |
|
828
PUT
ProShares Ultra S&P500
SSO
$7.82B
| $1.87M | ﹤0.01% |
+84,000
| New | +$1.91M |
|
829
PUT
Viatris
VTRS
$20.1B
| $1.87M | ﹤0.01% |
167,700
+44,000
| +36% | +$460K |
|
830
CALL
Trump Media & Technology Group
DJT
$2.37B
| $1.86M | ﹤0.01% |
124,300
-109,300
| -47% | -$2.14M |
|
831
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$571M
| $1.86M | ﹤0.01% |
13,129
+8,253
| +169% | +$1.15M |
|
832
PUT
Agilent Technologies
A
$39.1B
| $1.86M | ﹤0.01% |
+12,400
| New | +$1.77M |
|
833
CALL
Cboe Global Markets
CBOE
$29.8B
| $1.84M | ﹤0.01% |
14,700
-14,400
| -49% | -$1.78M |
|
834
PUT
Royal Bank of Canada
RY
$291B
| $1.84M | ﹤0.01% |
19,600
+6,700
| +52% | +$632K |
|
835
PUT
PG&E
PCG
$47.8B
| $1.84M | ﹤0.01% |
113,300
+41,000
| +57% | +$620K |
|
836
CALL
Qorvo
QRVO
$7.63B
| $1.84M | ﹤0.01% |
20,300
+4,200
| +26% | +$379K |
|
|
FLNA
837
Filana Therapeutics
FLNA
$43M
| $1.84M | ﹤0.01% |
+62,149
| New | +$2.23M |
|
838
CALL
Bloom Energy
BE
$52.6B
| $1.84M | ﹤0.01% |
96,000
+26,600
| +38% | +$522K |
|
839
CALL
ARK Blockchain & Fintech Innovation ETF
ARKF
$718M
| $1.84M | ﹤0.01% |
128,600
+14,800
| +13% | +$229K |
|
840
CALL
Invesco CurrencyShares Japanese Yen Trust
FXY
$423M
| $1.83M | ﹤0.01% |
+25,800
| New | +$1.71M |
|
|
JKS
841
CALL
JinkoSolar
JKS
$775M
| $1.82M | ﹤0.01% |
44,400
+5,400
| +14% | +$260K |
|
842
PUT
PennyMac Financial
PFSI
$4.38B
| $1.81M | ﹤0.01% |
+31,900
| New | +$1.69M |
|
843
VanEck Pharmaceutical ETF
PPH
$945M
| $1.81M | ﹤0.01% |
23,245
-1,325
| -5% | -$97.7K |
|
844
PUT
Capri Holdings
CPRI
$1.77B
| $1.79M | ﹤0.01% |
31,300
-5,300
| -14% | -$268K |
|
845
CALL
Teck Resources
TECK
$29.5B
| $1.79M | ﹤0.01% |
47,400
+200
| +0.4% | +$6.92K |
|
|
BBBY
846
PUT
Bed Bath & Beyond
BBBY
$473M
| $1.79M | ﹤0.01% |
101,750
+2,420
| +2% | +$52K |
|
|
847
CALL
PennyMac Financial
PFSI
$4.38B
| $1.77M | ﹤0.01% |
+31,300
| New | +$1.66M |
|
848
PUT
QuantumScape Corp
QS
$3B
| $1.77M | ﹤0.01% |
312,600
+32,100
| +11% | +$238K |
|
849
CALL
Campbell Soup
CPB
$6.51B
| $1.77M | ﹤0.01% |
31,200
+10,500
| +51% | +$551K |
|
850
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$18.7B
| $1.76M | ﹤0.01% |
181,842
-260,569
| -59% | -$2.74M |
|
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.