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 | |
|---|---|---|---|---|---|---|
901
Digital Turbine
APPS
$1.02B
| $1.5M | ﹤0.01% |
98,461
-796
| -0.8% | -$12.2K |
|
902
ProShares UltraShort Bloomberg Crude Oil
SCO
$585M
| $1.5M | ﹤0.01% |
15,704
+4,930
| +46% | +$496K |
|
903
PUT
Microchip Technology
MCHP
$42.8B
| $1.5M | ﹤0.01% |
21,300
+2,800
| +15% | +$193K |
|
904
CALL
Transocean
RIG
$5.92B
| $1.5M | ﹤0.01% |
327,900
-59,900
| -15% | -$231K |
|
905
General Mills
GIS
$19.2B
| $1.48M | ﹤0.01% |
+17,689
| New | +$1.44M |
|
906
ChargePoint
CHPT
$133M
| $1.48M | ﹤0.01% |
7,773
+6,879
| +769% | +$1.67M |
|
907
PUT
BioMarin Pharmaceuticals
BMRN
$11.5B
| $1.47M | ﹤0.01% |
14,200
-3,800
| -21% | -$357K |
|
908
PUT
Hecla Mining
HL
$10.2B
| $1.47M | ﹤0.01% |
264,100
-1,300
| -0.5% | -$6.46K |
|
909
ProShares Ultra Bloomberg Natural Gas
BOIL
$417M
| $1.46M | ﹤0.01% |
412
-116
| -22% | -$905K |
|
|
910
PUT
Transocean
RIG
$5.92B
| $1.46M | ﹤0.01% |
320,100
-9,600
| -3% | -$37K |
|
|
GTM
911
CALL
ZoomInfo Technologies
GTM
$861M
| $1.45M | ﹤0.01% |
48,300
+17,200
| +55% | +$594K |
|
912
CALL
Vipshop
VIPS
$6.84B
| $1.45M | ﹤0.01% |
106,100
+62,900
| +146% | +$625K |
|
913
PUT
T. Rowe Price
TROW
$25B
| $1.43M | ﹤0.01% |
+13,100
| New | +$1.48M |
|
914
Scorpio Tankers
STNG
$3.96B
| $1.43M | ﹤0.01% |
+26,538
| New | +$1.33M |
|
|
JKS
915
PUT
JinkoSolar
JKS
$775M
| $1.42M | ﹤0.01% |
34,800
-27,600
| -44% | -$1.33M |
|
|
FSR
916
PUT
DELISTED
Fisker Inc.
FSR
| $1.42M | ﹤0.01% |
195,500
+27,600
| +16% | +$205K |
|
917
CALL
C.H. Robinson
CHRW
$22B
| $1.42M | ﹤0.01% |
+15,500
| New | +$1.48M |
|
918
CALL
Boston Scientific
BSX
$65.8B
| $1.41M | ﹤0.01% |
30,400
+10,700
| +54% | +$463K |
|
919
Sprott Physical Silver Trust
PSLV
$11.9B
| $1.38M | ﹤0.01% |
167,151
+43,761
| +35% | +$320K |
|
920
PUT
Dropbox
DBX
$6.81B
| $1.37M | ﹤0.01% |
61,400
+5,400
| +10% | +$119K |
|
921
CALL
Harley-Davidson
HOG
$2.68B
| $1.36M | ﹤0.01% |
32,700
+1,000
| +3% | +$42.6K |
|
922
Zscaler
ZS
$23B
| $1.36M | ﹤0.01% |
+12,149
| New | +$1.65M |
|
923
PUT
Unilever
UL
$131B
| $1.36M | ﹤0.01% |
24,000
-4,711
| -16% | -$252K |
|
924
PUT
JetBlue
JBLU
$1.96B
| $1.36M | ﹤0.01% |
209,600
+36,600
| +21% | +$267K |
|
925
Invesco Dorsey Wright Technology Momentum ETF
PTF
$632M
| $1.36M | ﹤0.01% |
35,898
+2,871
| +9% | +$110K |
|
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.