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 | |
|---|---|---|---|---|---|---|
101
CALL
Qualcomm
QCOM
$181B
| $72.5M | 0.11% |
659,500
+16,000
| +2% | +$1.87M |
|
102
PUT
Eli Lilly
LLY
$1.05T
| $71.8M | 0.11% |
196,300
+57,600
| +42% | +$20.4M |
|
103
CALL
Bank of America
BAC
$430B
| $70.9M | 0.11% |
2,141,900
-43,000
| -2% | -$1.48M |
|
104
PUT
McDonald's
MCD
$190B
| $70.4M | 0.11% |
267,000
+98,900
| +59% | +$26.1M |
|
105
PUT
Chevron
CVX
$373B
| $70.3M | 0.11% |
391,800
+21,200
| +6% | +$3.7M |
|
106
PUT
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.08B
| $68.4M | 0.11% |
503,100
+31,400
| +7% | +$907K |
|
|
UWC
107
PUT
DELISTED
PROSHARES TR ULTRA RUSSELL3000
UWC
| $67.5M | 0.11% |
3,655,000
+765,300
| +26% | +$14.1M |
|
|
XYZ
108
PUT
Block Inc
XYZ
$47.6B
| $67.2M | 0.1% |
1,069,100
-68,200
| -6% | -$4.21M |
|
109
CALL
State Street SPDR NYSE Technology ETF
XNTK
$2.05B
| $66.6M | 0.1% |
981,000
+260,500
| +36% | +$25.8M |
|
110
PUT
Snowflake
SNOW
$93.2B
| $66M | 0.1% |
459,500
-51,900
| -10% | -$7.92M |
|
111
CALL
Coinbase
COIN
$41.4B
| $65.5M | 0.1% |
1,850,200
+614,500
| +50% | +$32.4M |
|
112
PUT
Walt Disney
DIS
$170B
| $64.6M | 0.1% |
743,700
-122,300
| -14% | -$11.7M |
|
113
PUT
Blackrock
BLK
$166B
| $62.6M | 0.1% |
88,400
+27,100
| +44% | +$18.1M |
|
114
CALL
JD.com
JD
$40B
| $61.9M | 0.1% |
1,102,700
+187,700
| +21% | +$9.44M |
|
115
PUT
Occidental Petroleum
OXY
$54.6B
| $61.9M | 0.1% |
982,500
-50,700
| -5% | -$3.45M |
|
116
PUT
lululemon athletica
LULU
$13.2B
| $61.8M | 0.1% |
192,800
+21,000
| +12% | +$6.91M |
|
117
PUT
Salesforce
CRM
$140B
| $61.7M | 0.1% |
465,400
+56,200
| +14% | +$8.2M |
|
118
PUT
Walmart Inc
WMT
$909B
| $61.6M | 0.1% |
1,302,300
+42,000
| +3% | +$1.99M |
|
119
CALL
Airbnb
ABNB
$86.6B
| $60.5M | 0.09% |
707,500
-52,200
| -7% | -$5.27M |
|
120
PUT
First Solar
FSLR
$22.8B
| $60.5M | 0.09% |
403,600
+80,300
| +25% | +$11.9M |
|
121
CALL
Lowe's Companies
LOW
$117B
| $60.4M | 0.09% |
303,400
+27,800
| +10% | +$5.56M |
|
122
CALL
ARK Innovation ETF
ARKK
$6.15B
| $60.3M | 0.09% |
1,931,200
+236,300
| +14% | +$8.45M |
|
|
123
CALL
lululemon athletica
LULU
$13.2B
| $60.1M | 0.09% |
187,700
-18,200
| -9% | -$5.99M |
|
|
124
CALL
Occidental Petroleum
OXY
$54.6B
| $59.4M | 0.09% |
943,700
-246,200
| -21% | -$16.8M |
|
125
CALL
Target
TGT
$63.4B
| $58.5M | 0.09% |
392,800
-21,500
| -5% | -$3.37M |
|
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.