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 | |
|---|---|---|---|---|---|---|
|
MPT
1201
CALL
Medical Properties Trust
MPT
$2.89B
| $309K | ﹤0.01% |
+27,700
| New | +$322K |
|
1202
ProShares Ultra Consumer Staples
UGE
$10.1M
| $308K | ﹤0.01% |
19,829
-1
| -0% | -$17 |
|
1203
CALL
Workhorse Group
WKHS
$29.5M
| $304K | ﹤0.01% |
67
-13
| -16% | -$89.5K |
|
1204
Editas Medicine
EDIT
$399M
| $302K | ﹤0.01% |
34,094
-45,032
| -57% | -$494K |
|
1205
CALL
Playboy Inc
PLBY
$141M
| $298K | ﹤0.01% |
108,400
-30,300
| -22% | -$108K |
|
1206
CALL
SiriusXM
SIRI
$10B
| $296K | ﹤0.01% |
+5,060
| New | +$311K |
|
1207
CALL
Xerox
XRX
$337M
| $292K | ﹤0.01% |
+20,000
| New | +$302K |
|
1208
CALL
Opendoor
OPEN
$3.69B
| $286K | ﹤0.01% |
254,407
-203,050
| -44% | -$389K |
|
1209
CALL
Hyliion Holdings
HYLN
$663M
| $285K | ﹤0.01% |
121,900
+50,500
| +71% | +$137K |
|
1210
PUT
Stellantis
STLA
$16.5B
| $283K | ﹤0.01% |
19,900
+200
| +1% | +$2.78K |
|
|
RAD
1211
PUT
DELISTED
Rite Aid Corporation
RAD
| $281K | ﹤0.01% |
84,200
+22,300
| +36% | +$106K |
|
1212
PUT
Flex
FLEX
$43.4B
| $279K | ﹤0.01% |
17,251
-3,318
| -16% | -$49.8K |
|
1213
ETRACS 2x Leveraged MSCI US Quality Factor TR ETN
QULL
$19.6M
| $271K | ﹤0.01% |
+12,209
| New | +$269K |
|
1214
PUT
2x Long VIX Futures ETF
UVIX
$286M
| $267K | ﹤0.01% |
+5
| New | +$457K |
|
1215
CALL
Vroom Inc
VRM
$36.9M
| $262K | ﹤0.01% |
3,216
+340
| +12% | +$29.2K |
|
1216
C3.ai
AI
$1.27B
| $261K | ﹤0.01% |
+23,290
| New | +$292K |
|
|
AUY
1217
PUT
DELISTED
Yamana Gold, Inc.
AUY
| $254K | ﹤0.01% |
45,700
-5,700
| -11% | -$28.8K |
|
1218
Bausch Health
BHC
$1.65B
| $251K | ﹤0.01% |
+39,900
| New | +$279K |
|
1219
CALL
Herbalife
HLF
$1.23B
| $246K | ﹤0.01% |
16,500
-700
| -4% | -$12.2K |
|
1220
ProShares Ultra Semiconductors
USD
$2.64B
| $242K | ﹤0.01% |
58,540
| – | – |
|
1221
PUT
3D Systems Corp
DDD
$420M
| $238K | ﹤0.01% |
32,200
-100
| -0.3% | -$877 |
|
1222
ProShares UltraShort Consumer Staples
SZK
$9.27M
| $236K | ﹤0.01% |
7,177
-20,344
| -74% | -$640K |
|
1223
PUT
YPF
YPF
$20.2B
| $235K | ﹤0.01% |
+25,600
| New | +$198K |
|
|
1224
Stellantis
STLA
$16.5B
| $235K | ﹤0.01% |
16,536
-13,954
| -46% | -$194K |
|
1225
PUT
GoPro
GPRO
$116M
| $234K | ﹤0.01% |
+46,900
| New | +$246K |
|
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.