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 | |
|---|---|---|---|---|---|---|
1101
Direxion Daily Semiconductor Bear 3X ETF
SOXS
$1.74B
| $634K | ﹤0.01% |
+8
| New | +$765K |
|
|
IRBT
1102
CALL
DELISTED
iRobot
IRBT
| $631K | ﹤0.01% |
13,100
+1,900
| +17% | +$100K |
|
1103
PUT
Rocket Companies
RKT
$36.9B
| $625K | ﹤0.01% |
89,300
-16,000
| -15% | -$117K |
|
1104
Transocean
RIG
$5.92B
| $620K | ﹤0.01% |
136,007
-24,724
| -15% | -$95.3K |
|
1105
PUT
Vipshop
VIPS
$6.84B
| $617K | ﹤0.01% |
+45,200
| New | +$449K |
|
1106
CALL
Ball Corp
BALL
$17B
| $614K | ﹤0.01% |
+12,000
| New | +$621K |
|
1107
ProShares Ultra Industrials
UXI
$31.7M
| $611K | ﹤0.01% |
26,967
+2,733
| +11% | +$60.6K |
|
1108
PUT
Under Armour
UAA
$3B
| $610K | ﹤0.01% |
60,000
-23,600
| -28% | -$204K |
|
1109
CALL
Cheesecake Factory
CAKE
$4.21B
| $609K | ﹤0.01% |
19,200
-1,800
| -9% | -$60.1K |
|
1110
PUT
Boston Scientific
BSX
$65.8B
| $602K | ﹤0.01% |
+13,000
| New | +$563K |
|
1111
SLB Ltd
SLB
$77.8B
| $601K | ﹤0.01% |
11,237
+252
| +2% | +$12.5K |
|
1112
CALL
2x Long VIX Futures ETF
UVIX
$286M
| $598K | ﹤0.01% |
+10
| New | +$913K |
|
|
RAD
1113
CALL
DELISTED
Rite Aid Corporation
RAD
| $592K | ﹤0.01% |
177,300
+57,600
| +48% | +$274K |
|
1114
PUT
ARK Blockchain & Fintech Innovation ETF
ARKF
$718M
| $591K | ﹤0.01% |
41,400
-16,300
| -28% | -$253K |
|
1115
ProShares UltraShort Semiconductors
SSG
$47.7M
| $589K | ﹤0.01% |
237
-146
| -38% | -$397K |
|
|
NNDM
1116
CALL
Nano Dimension
NNDM
$309M
| $578K | ﹤0.01% |
251,300
-147,800
| -37% | -$360K |
|
1117
Toast
TOST
$16.8B
| $577K | ﹤0.01% |
+32,027
| New | +$602K |
|
1118
PUT
Bausch Health
BHC
$1.65B
| $577K | ﹤0.01% |
91,900
-64,500
| -41% | -$450K |
|
1119
PUT
State Street SPDR Portfolio Europe ETF
SPEU
$712M
| $565K | ﹤0.01% |
+14,600
| New | +$481K |
|
|
SAVE
1120
DELISTED
Spirit Airlines, Inc.
SAVE
| $564K | ﹤0.01% |
+28,964
| New | +$594K |
|
1121
Teck Resources
TECK
$29.5B
| $561K | ﹤0.01% |
14,829
+2,125
| +17% | +$73.6K |
|
1122
Direxion Daily AAPL Bear 1X ETF
AAPD
$21.5M
| $560K | ﹤0.01% |
18,516
-13,765
| -43% | -$385K |
|
1123
PUT
BlackBerry
BB
$5.01B
| $557K | ﹤0.01% |
170,900
-50,500
| -23% | -$224K |
|
1124
Wheaton Precious Metals
WPM
$50.6B
| $552K | ﹤0.01% |
+14,136
| New | +$511K |
|
1125
PUT
Frontline
FRO
$8.75B
| $550K | ﹤0.01% |
+45,300
| New | +$582K |
|
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.