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 | |
|---|---|---|---|---|---|---|
1001
Hecla Mining
HL
$10.2B
| $991K | ﹤0.01% |
178,306
-45,085
| -20% | -$224K |
|
1002
Twilio
TWLO
$29.1B
| $989K | ﹤0.01% |
+20,193
| New | +$1.15M |
|
1003
CALL
Coty
COTY
$2.33B
| $980K | ﹤0.01% |
114,500
-28,700
| -20% | -$211K |
|
1004
PUT
C3.ai
AI
$1.27B
| $976K | ﹤0.01% |
87,200
-100
| -0.1% | -$1.25K |
|
1005
ProShares UltraShort Yen
YCS
$34.5M
| $960K | ﹤0.01% |
+35,824
| New | +$1.12M |
|
1006
Beyond Meat
BYND
$288M
| $957K | ﹤0.01% |
77,704
+18,774
| +32% | +$261K |
|
1007
CALL
Flex
FLEX
$43.4B
| $953K | ﹤0.01% |
58,919
-43,393
| -42% | -$651K |
|
1008
CALL
Bausch Health
BHC
$1.65B
| $953K | ﹤0.01% |
151,700
-49,900
| -25% | -$349K |
|
1009
CALL
Lemonade
LMND
$4.62B
| $952K | ﹤0.01% |
69,600
+15,700
| +29% | +$310K |
|
1010
Teva Pharmaceuticals
TEVA
$35.9B
| $951K | ﹤0.01% |
104,275
+27,762
| +36% | +$242K |
|
1011
Canadian Solar
CSIQ
$906M
| $947K | ﹤0.01% |
30,647
+12,119
| +65% | +$407K |
|
1012
CALL
NetApp
NTAP
$32.9B
| $943K | ﹤0.01% |
15,700
+2,600
| +20% | +$172K |
|
1013
PUT
Baxter International
BAX
$11.6B
| $938K | ﹤0.01% |
+18,400
| New | +$988K |
|
|
BNY
1014
CALL
Bank of New York Mellon
BNY
$108B
| $938K | ﹤0.01% |
20,600
+5,000
| +32% | +$214K |
|
1015
Direxion Daily 7-10 Year Treasury Bull 3X ETF
TYD
$31.7M
| $935K | ﹤0.01% |
+31,551
| New | +$951K |
|
|
BNY
1016
PUT
Bank of New York Mellon
BNY
$108B
| $929K | ﹤0.01% |
20,400
+10,300
| +102% | +$442K |
|
1017
PUT
KKR & Co
KKR
$89.2B
| $928K | ﹤0.01% |
20,000
+8,600
| +75% | +$419K |
|
1018
State Street SPDR S&P 400 Mid Cap Value ETF
MDYV
$2.76B
| $927K | ﹤0.01% |
14,326
+719
| +5% | +$46.1K |
|
|
FITB
1019
CALL
Fifth Third Bancorp
FITB
$52B
| $925K | ﹤0.01% |
28,200
+3,600
| +15% | +$123K |
|
1020
NetEase
NTES
$76.5B
| $912K | ﹤0.01% |
+12,563
| New | +$855K |
|
1021
PUT
Lumen
LUMN
$6.53B
| $907K | ﹤0.01% |
173,700
-58,000
| -25% | -$356K |
|
1022
CALL
Microvision
MVIS
$88.2M
| $906K | ﹤0.01% |
385,400
+108,000
| +39% | +$335K |
|
1023
ProShares UltraShort Russell2000
TWM
$43.2M
| $906K | ﹤0.01% |
10,918
-8,208
| -43% | -$671K |
|
1024
PUT
Nokia
NOK
$50.8B
| $905K | ﹤0.01% |
195,000
-25,900
| -12% | -$119K |
|
1025
AMC Entertainment Holdings
AMC
$2.03B
| $899K | ﹤0.01% |
+22,094
| New | +$1.39M |
|
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.