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 | |
|---|---|---|---|---|---|---|
851
PUT
Bank of Montreal
BMO
$125B
| $1.76M | ﹤0.01% |
19,400
-200
| -1% | -$18.5K |
|
852
CALL
Stanley Black & Decker
SWK
$14.2B
| $1.75M | ﹤0.01% |
23,300
-25,900
| -53% | -$2.02M |
|
853
CALL
Prologis
PLD
$138B
| $1.75M | ﹤0.01% |
+15,500
| New | +$1.72M |
|
854
CALL
Microchip Technology
MCHP
$42.8B
| $1.74M | ﹤0.01% |
24,700
+10,400
| +73% | +$716K |
|
855
CALL
Crown Castle
CCI
$32.7B
| $1.72M | ﹤0.01% |
12,700
-600
| -5% | -$81.1K |
|
|
SAVE
856
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
| $1.72M | ﹤0.01% |
88,400
-53,300
| -38% | -$1.09M |
|
857
CALL
QuidelOrtho
QDEL
$1.09B
| $1.72M | ﹤0.01% |
20,100
+1,400
| +7% | +$119K |
|
858
ProShares UltraShort Bloomberg Natural Gas
KOLD
$110M
| $1.7M | ﹤0.01% |
123,488
-352,876
| -74% | -$3.23M |
|
859
Invesco Dorsey Wright Consumer Staples Momentum ETF
PSL
$83.4M
| $1.7M | ﹤0.01% |
+20,569
| New | +$1.69M |
|
860
PUT
Asana
ASAN
$1.58B
| $1.7M | ﹤0.01% |
123,400
+54,200
| +78% | +$983K |
|
861
PUT
American Electric Power
AEP
$73.7B
| $1.69M | ﹤0.01% |
17,800
+6,200
| +53% | +$564K |
|
862
Canadian Natural Resources
CNQ
$96.9B
| $1.68M | ﹤0.01% |
+60,498
| New | +$1.73M |
|
|
LAZR
863
CALL
DELISTED
Luminar Technologies
LAZR
| $1.67M | ﹤0.01% |
22,540
-7,207
| -24% | -$785K |
|
864
CALL
Waste Management
WM
$95.9B
| $1.66M | ﹤0.01% |
+10,600
| New | +$1.71M |
|
865
CALL
Dave & Buster's
PLAY
$343M
| $1.66M | ﹤0.01% |
46,900
-19,900
| -30% | -$719K |
|
866
PUT
Cboe Global Markets
CBOE
$29.8B
| $1.66M | ﹤0.01% |
13,200
-100
| -0.8% | -$12.3K |
|
867
Invesco S&P 500 Pure Growth ETF
RPG
$2.04B
| $1.65M | ﹤0.01% |
54,395
-34,705
| -39% | -$1.07M |
|
868
CALL
AB InBev
BUD
$158B
| $1.64M | ﹤0.01% |
27,300
+9,900
| +57% | +$532K |
|
869
CALL
JetBlue
JBLU
$1.96B
| $1.64M | ﹤0.01% |
252,800
-17,300
| -6% | -$126K |
|
870
CALL
FirstEnergy
FE
$28.9B
| $1.63M | ﹤0.01% |
38,900
+17,500
| +82% | +$684K |
|
871
CALL
Universal Display
OLED
$3.71B
| $1.63M | ﹤0.01% |
15,100
+2,900
| +24% | +$304K |
|
872
CALL
Incyte
INCY
$23.5B
| $1.63M | ﹤0.01% |
+20,300
| New | +$1.55M |
|
873
Invesco NASDAQ Internet ETF
PNQI
$501M
| $1.63M | ﹤0.01% |
72,490
-37,915
| -34% | -$874K |
|
|
874
PUT
Prologis
PLD
$138B
| $1.62M | ﹤0.01% |
+14,400
| New | +$1.6M |
|
|
DISH
875
PUT
DELISTED
DISH Network Corp.
DISH
| $1.62M | ﹤0.01% |
115,600
-80,800
| -41% | -$1.19M |
|
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.