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 | |
|---|---|---|---|---|---|---|
151
CALL
GE Aerospace
GE
$354B
| $49.3M | 0.08% |
943,955
+45,745
| +5% | +$2.25M |
|
152
CALL
Micron Technology
MU
$977B
| $49.1M | 0.08% |
982,100
-116,900
| -11% | -$6.4M |
|
153
CALL
Wynn Resorts
WYNN
$9.93B
| $48.7M | 0.08% |
590,600
+16,200
| +3% | +$1.19M |
|
|
154
iShares Russell 2000 ETF
IWM
$81.2B
| $48.5M | 0.08% |
+278,028
| New | +$49.4M |
|
155
PUT
Coinbase
COIN
$42.3B
| $48.4M | 0.08% |
1,368,400
+306,100
| +29% | +$16.1M |
|
156
CALL
Etsy
ETSY
$7.97B
| $48.3M | 0.08% |
403,400
+69,300
| +21% | +$7.93M |
|
157
CALL
MongoDB
MDB
$26B
| $48.2M | 0.08% |
245,100
+11,000
| +5% | +$1.96M |
|
158
PUT
Intuit
INTU
$80.4B
| $48.2M | 0.08% |
123,900
+23,800
| +24% | +$9.44M |
|
159
CALL
Eli Lilly
LLY
$1.02T
| $48.1M | 0.08% |
131,600
-34,100
| -21% | -$12.1M |
|
160
PUT
PepsiCo
PEP
$185B
| $47.9M | 0.07% |
264,900
+121,200
| +84% | +$21.6M |
|
161
PUT
Palo Alto Networks
PANW
$284B
| $47.8M | 0.07% |
685,800
+5,200
| +0.8% | +$418K |
|
|
KFYP
162
PUT
DELISTED
KraneShares CICC China Leaders 100 Index ETF
KFYP
| $47.8M | 0.07% |
1,584,300
+748,800
| +90% | +$17M |
|
163
CALL
Pinterest
PINS
$12.8B
| $47.7M | 0.07% |
1,964,700
+332,000
| +20% | +$7.92M |
|
164
CALL
ServiceNow
NOW
$108B
| $47.5M | 0.07% |
612,000
+190,500
| +45% | +$14.9M |
|
165
CALL
Roku
ROKU
$21.4B
| $47.1M | 0.07% |
1,157,600
+96,400
| +9% | +$5.04M |
|
166
PUT
CrowdStrike
CRWD
$202B
| $46.8M | 0.07% |
1,778,000
-172,000
| -9% | -$5.89M |
|
167
CALL
VanEck Durable High Dividend ETF
DURA
$38M
| $46.6M | 0.07% |
153,400
-10,700
| -7% | -$330K |
|
168
PUT
Merck
MRK
$307B
| $46.6M | 0.07% |
420,200
+126,300
| +43% | +$12.9M |
|
169
CALL
United States Oil Fund
USO
$2.25B
| $46.6M | 0.07% |
664,800
-152,600
| -19% | -$10.7M |
|
|
170
PUT
MongoDB
MDB
$26B
| $46.2M | 0.07% |
234,900
+75,300
| +47% | +$13.4M |
|
171
CALL
Johnson & Johnson
JNJ
$599B
| $46.2M | 0.07% |
261,300
-5,300
| -2% | -$915K |
|
172
CALL
TSMC
TSM
$2.09T
| $45.9M | 0.07% |
616,800
+33,500
| +6% | +$2.42M |
|
|
173
CALL
Intuit
INTU
$80.4B
| $45.7M | 0.07% |
117,500
-3,200
| -3% | -$1.27M |
|
174
CALL
General Motors
GM
$68.3B
| $45.3M | 0.07% |
1,347,000
+73,100
| +6% | +$2.7M |
|
175
CALL
McDonald's
MCD
$190B
| $44.4M | 0.07% |
168,300
-2,800
| -2% | -$739K |
|
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.