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 | |
|---|---|---|---|---|---|---|
76
CALL
Goldman Sachs
GS
$314B
| $97.3M | 0.15% |
283,300
-46,200
| -14% | -$16.1M |
|
77
CALL
ExxonMobil
XOM
$611B
| $97.3M | 0.15% |
881,800
-81,400
| -8% | -$8.72M |
|
78
CALL
Strategy Inc
MSTR
$34.4B
| $96.9M | 0.15% |
6,846,000
+2,398,000
| +54% | +$49M |
|
79
CALL
CrowdStrike
CRWD
$207B
| $96.5M | 0.15% |
3,665,200
+2,164,000
| +144% | +$74.1M |
|
80
PUT
Mastercard
MA
$480B
| $92.8M | 0.14% |
266,800
+24,000
| +10% | +$7.9M |
|
81
PUT
VanEck Gold Miners ETF
GDX
$21.8B
| $92.3M | 0.14% |
1,329,300
-156,300
| -11% | -$4.18M |
|
|
82
CALL
Mastercard
MA
$480B
| $87.9M | 0.14% |
252,800
-85,100
| -25% | -$28M |
|
83
CALL
Lockheed Martin
LMT
$117B
| $87.4M | 0.14% |
179,700
+17,000
| +10% | +$7.9M |
|
84
PUT
PayPal
PYPL
$49.9B
| $86.5M | 0.14% |
1,214,600
+80,900
| +7% | +$6.47M |
|
85
CALL
Broadcom
AVGO
$1.76T
| $86.4M | 0.14% |
1,546,000
-182,000
| -11% | -$9.13M |
|
86
CALL
Visa
V
$682B
| $85.6M | 0.13% |
411,800
-81,600
| -17% | -$16.5M |
|
|
87
PUT
Lockheed Martin
LMT
$117B
| $84.5M | 0.13% |
173,600
+45,100
| +35% | +$21M |
|
88
CALL
Snowflake
SNOW
$93.2B
| $83.1M | 0.13% |
578,900
+49,900
| +9% | +$7.61M |
|
89
PUT
FedEx
FDX
$74.7B
| $79.9M | 0.12% |
461,100
+76,600
| +20% | +$12.7M |
|
90
CALL
Baidu
BIDU
$36.5B
| $79.3M | 0.12% |
693,000
+163,600
| +31% | +$16.7M |
|
91
CALL
Walmart Inc
WMT
$909B
| $78.8M | 0.12% |
1,668,000
+176,700
| +12% | +$8.39M |
|
|
92
PUT
Strategy Inc
MSTR
$34.4B
| $77.7M | 0.12% |
5,491,000
+606,000
| +12% | +$12.4M |
|
93
PUT
ASML
ASML
$671B
| $77M | 0.12% |
141,000
+93,400
| +196% | +$48.9M |
|
94
PUT
Johnson & Johnson
JNJ
$609B
| $76.2M | 0.12% |
431,100
+197,900
| +85% | +$34.2M |
|
|
KFYP
95
CALL
DELISTED
KraneShares CICC China Leaders 100 Index ETF
KFYP
| $74.9M | 0.12% |
2,481,200
+421,800
| +20% | +$9.58M |
|
96
CALL
Mercado Libre
MELI
$92B
| $74.6M | 0.12% |
88,100
+5,500
| +7% | +$4.9M |
|
97
CALL
Caterpillar
CAT
$405B
| $74.3M | 0.12% |
310,200
-10,000
| -3% | -$2.18M |
|
98
PUT
Shopify
SHOP
$160B
| $73.9M | 0.12% |
2,128,500
-863,400
| -29% | -$29.5M |
|
|
99
CALL
FedEx
FDX
$74.7B
| $73.7M | 0.12% |
425,600
-192,100
| -31% | -$31.9M |
|
100
CALL
Zoom
ZM
$26.7B
| $72.7M | 0.11% |
1,072,500
+241,500
| +29% | +$18.3M |
|
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.