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 |
Vanguard S&P 500 ETF
VOO
|
+$143M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$100M |
| 3 |
ProShares UltraPro QQQ
TQQQ
|
+$39.9M |
| 4 |
iShares Core S&P 500 ETF
IVV
|
+$37.4M |
| 5 |
ProShares UltraPro Short QQQ
SQQQ
|
+$25.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Meta Platforms (Facebook)
META
|
+$271M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$254M |
| 3 |
Invesco QQQ Trust
QQQ
|
+$173M |
| 4 |
Amazon
AMZN
|
+$83.4M |
| 5 |
Advanced Micro Devices
AMD
|
+$39.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 0.16% |
| 2 | Communication Services | 0.1% |
| 3 | Industrials | 0.07% |
| 4 | Consumer Discretionary | 0.06% |
| 5 | Financials | 0.04% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
226
ProShares UltraPro QQQ
TQQQ
$31.1B
| $27M | 0.04% |
+2,249,598
| New | +$39.9M |
|
227
PUT
Snap
SNAP
$7.32B
| $26.9M | 0.04% |
2,045,100
-56,900
| -3% | -$1.3M |
|
228
CALL
Freeport-McMoran
FCX
$90B
| $26.6M | 0.04% |
909,800
+330,500
| +57% | +$13.2M |
|
229
PUT
Zscaler
ZS
$23B
| $26.6M | 0.04% |
177,700
-37,500
| -17% | -$6.63M |
|
230
CALL
Oracle
ORCL
$331B
| $26.4M | 0.04% |
377,800
+40,200
| +12% | +$2.94M |
|
231
PUT
GE Aerospace
GE
$367B
| $26M | 0.04% |
+655,841
| New | +$31.8M |
|
232
CALL
PepsiCo
PEP
$186B
| $25.8M | 0.04% |
154,800
+11,600
| +8% | +$1.95M |
|
233
CALL
Novavax
NVAX
$1.23B
| $25.6M | 0.04% |
496,900
-34,400
| -6% | -$1.78M |
|
234
Direxion Daily Small Cap Bear 3x ETF
TZA
$213M
| $25.5M | 0.04% |
54,603
+46,710
| +592% | +$18.7M |
|
235
CALL
Expedia Group
EXPE
$31.2B
| $25.4M | 0.04% |
268,300
+131,400
| +96% | +$18.6M |
|
236
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
| $25.3M | 0.04% |
82,256
+16,642
| +25% | +$5.44M |
|
237
PUT
Take-Two Interactive
TTWO
$43B
| $25.1M | 0.04% |
205,100
+30,500
| +17% | +$3.88M |
|
238
PUT
American Express
AXP
$223B
| $25.1M | 0.04% |
180,800
-46,400
| -20% | -$7.66M |
|
239
PUT
VanEck Durable High Dividend ETF
DURA
$38.7M
| $25M | 0.04% |
107,600
+21,600
| +25% | +$681K |
|
240
CALL
Teladoc Health
TDOC
$1.58B
| $24.9M | 0.04% |
750,300
+110,200
| +17% | +$4.68M |
|
241
CALL
Valero Energy
VLO
$89.8B
| $24.8M | 0.03% |
233,000
+45,200
| +24% | +$5.35M |
|
242
PUT
Cisco
CSCO
$450B
| $24.7M | 0.03% |
579,900
+180,100
| +45% | +$8.62M |
|
243
PUT
Pinduoduo
PDD
$118B
| $24.7M | 0.03% |
399,400
-257,000
| -39% | -$12M |
|
244
CALL
Lucid Motors
LCID
$2.46B
| $24.6M | 0.03% |
+143,600
| New | +$27.3M |
|
|
245
CALL
Zscaler
ZS
$23B
| $24.6M | 0.03% |
164,800
-15,900
| -9% | -$2.81M |
|
|
246
PUT
Freeport-McMoran
FCX
$90B
| $24.6M | 0.03% |
841,700
+108,900
| +15% | +$4.36M |
|
247
CALL
Procter & Gamble
PG
$343B
| $24.6M | 0.03% |
170,900
+58,800
| +52% | +$8.84M |
|
248
PUT
Starbucks
SBUX
$118B
| $24.5M | 0.03% |
320,800
-86,100
| -21% | -$6.61M |
|
249
CALL
Devon Energy
DVN
$51.9B
| $24.3M | 0.03% |
441,300
+167,200
| +61% | +$10.9M |
|
250
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$162M
| $24.2M | 0.03% |
+65,575
| New | +$25.9M |
|
Similar funds
IMC Chicago's Q2 2022 Portfolio in Review
As of Q2 2022, IMC Chicago held 1,211 positions worth $71.1B, down 30% from $101B the previous quarter. Its ten largest holdings account for 61% of the portfolio.
IMC Chicago withdrew a net $4.89B in Q2 2022, closing 161 positions and reducing 487 holdings. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $254M position sold in full.
By sector, the portfolio is most concentrated in Technology at 0.16% of assets, down from 0.28% a quarter earlier, followed by Communication Services and Industrials.
Against the trend, IMC Chicago opened a new position in iShares Russell 2000 ETF worth $91.9M.
- IMC Chicago's largest Q2 2022 buy was iShares Russell 2000 ETF: 542,383 shares worth $91.9M.
- IMC Chicago added most to Vanguard S&P 500 ETF in Q2 2022, an estimated $143M increase.
- IMC Chicago's biggest Q2 2022 reduction was Meta Platforms (Facebook), cutting an estimated $271M.
- IMC Chicago fully exited State Street SPDR S&P 500 ETF Trust in Q2 2022, selling an estimated $254M.
- IMC Chicago's ten largest holdings make up 61% of its $71.1B portfolio in Q2 2022.
- IMC Chicago opened 141 new positions and closed 161 in Q2 2022.
- IMC Chicago's portfolio value fell 30% quarter-over-quarter to $71.1B.
Based on IMC Chicago's 13F filing for Q2 2022, filed 5 Aug 2022.