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 | |
|---|---|---|---|---|---|---|
1026
Tradr 1.25X NVDA Bear Daily ETF
NVDS
$16.5M
| $898K | ﹤0.01% |
+303
| New | +$1.03M |
|
|
SKX
1027
PUT
DELISTED
Skechers
SKX
| $898K | ﹤0.01% |
21,400
+900
| +4% | +$34.5K |
|
1028
CALL
Williams Companies
WMB
$90.5B
| $888K | ﹤0.01% |
27,000
+6,100
| +29% | +$199K |
|
1029
PUT
Corning
GLW
$126B
| $888K | ﹤0.01% |
27,800
-7,300
| -21% | -$237K |
|
1030
CALL
Nokia
NOK
$50.8B
| $881K | ﹤0.01% |
189,900
-20,700
| -10% | -$95.5K |
|
1031
PUT
NetApp
NTAP
$32.9B
| $871K | ﹤0.01% |
+14,500
| New | +$961K |
|
1032
CALL
Hecla Mining
HL
$10.2B
| $868K | ﹤0.01% |
156,100
-69,600
| -31% | -$346K |
|
1033
GameStop
GME
$9.5B
| $867K | ﹤0.01% |
+46,986
| New | +$1.15M |
|
1034
CALL
RUM Group Inc
RUM
$1.57B
| $866K | ﹤0.01% |
145,600
-32,900
| -18% | -$316K |
|
1035
PUT
Invesco CurrencyShares Japanese Yen Trust
FXY
$423M
| $860K | ﹤0.01% |
+12,100
| New | +$800K |
|
1036
CRISPR Therapeutics
CRSP
$4.58B
| $850K | ﹤0.01% |
+20,906
| New | +$1.11M |
|
1037
CALL
GrowGeneration
GRWG
$82.9M
| $848K | ﹤0.01% |
216,300
+71,300
| +49% | +$340K |
|
1038
PUT
Dell
DELL
$283B
| $845K | ﹤0.01% |
21,000
-12,800
| -38% | -$506K |
|
1039
Direxion Daily Junior Gold Miners Index Bull 2X ETF
JNUG
$351M
| $842K | ﹤0.01% |
23,268
+12,068
| +108% | +$383K |
|
1040
PUT
Sony
SONY
$123B
| $839K | ﹤0.01% |
+55,000
| New | +$822K |
|
|
K
1041
DELISTED
Kellanova
K
| $839K | ﹤0.01% |
+12,544
| New | +$851K |
|
1042
VanEck Junior Gold Miners ETF
GDXJ
$7.06B
| $838K | ﹤0.01% |
+23,508
| New | +$774K |
|
|
JWN
1043
DELISTED
Nordstrom
JWN
| $827K | ﹤0.01% |
51,266
+16,455
| +47% | +$315K |
|
1044
PUT
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
| $827K | ﹤0.01% |
20,600
-56,800
| -73% | -$2.58M |
|
1045
PUT
Lincoln National
LNC
$7.91B
| $817K | ﹤0.01% |
+26,600
| New | +$1.06M |
|
1046
CALL
Clean Energy Fuels
CLNE
$447M
| $815K | ﹤0.01% |
156,800
+44,300
| +39% | +$272K |
|
1047
ETRACS Alerian MLP Infrastructure Index ETN Series B due Apr 2 2040
MLPB
$250M
| $809K | ﹤0.01% |
43,100
-172,912
| -80% | -$3.25M |
|
1048
PUT
Vale
VALE
$62.9B
| $806K | ﹤0.01% |
47,500
-37,300
| -44% | -$561K |
|
1049
ProShares Ultra MSCI Emerging Markets
EET
$34.8M
| $797K | ﹤0.01% |
16,406
-7,841
| -32% | -$359K |
|
1050
CALL
Johnson Controls International
JCI
$87.5B
| $794K | ﹤0.01% |
12,400
-1,200
| -9% | -$73.4K |
|
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.