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 | |
|---|---|---|---|---|---|---|
301
CALL
Royal Caribbean
RCL
$78.7B
| $18.8M | 0.03% |
538,900
+217,300
| +68% | +$13.5M |
|
302
PUT
RH
RH
$3.3B
| $18.8M | 0.03% |
88,500
-43,700
| -33% | -$13M |
|
303
CALL
CVS Health
CVS
$137B
| $18.7M | 0.03% |
202,100
-34,500
| -15% | -$3.37M |
|
304
PUT
Bristol-Myers Squibb
BMY
$127B
| $18.7M | 0.03% |
243,100
+4,600
| +2% | +$350K |
|
305
CALL
ProShares Ultra Bloomberg Natural Gas
BOIL
$417M
| $18.7M | 0.03% |
+6,438
| New | +$117M |
|
|
PARA
306
CALL
DELISTED
Paramount Global Class B
PARA
| $18.7M | 0.03% |
758,000
-79,500
| -9% | -$2.42M |
|
307
CALL
American Airlines Group
AAL
$9.58B
| $18.7M | 0.03% |
1,473,100
-191,300
| -11% | -$3.19M |
|
308
PUT
Valero Energy
VLO
$89.8B
| $18.6M | 0.03% |
175,200
+69,000
| +65% | +$8.17M |
|
309
PUT
Okta
OKTA
$24.1B
| $18.5M | 0.03% |
204,200
-66,400
| -25% | -$7.17M |
|
310
CALL
Union Pacific
UNP
$183B
| $18.4M | 0.03% |
86,300
-22,800
| -21% | -$5.19M |
|
311
PUT
Marathon Petroleum
MPC
$90.3B
| $18.1M | 0.03% |
220,400
+41,500
| +23% | +$3.88M |
|
312
CALL
Atlassian
TEAM
$22B
| $17.9M | 0.03% |
95,300
+21,500
| +29% | +$4.59M |
|
313
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $17.7M | 0.02% |
137,700
+11,100
| +9% | +$1.45M |
|
314
PUT
Oracle
ORCL
$331B
| $17.4M | 0.02% |
249,300
-36,700
| -13% | -$2.69M |
|
315
CALL
Chewy
CHWY
$8.54B
| $17.4M | 0.02% |
500,800
-109,600
| -18% | -$3.51M |
|
316
PUT
Amgen
AMGN
$203B
| $17.3M | 0.02% |
71,300
+5,900
| +9% | +$1.45M |
|
317
CALL
DraftKings
DKNG
$11.4B
| $17.3M | 0.02% |
1,485,100
-111,800
| -7% | -$1.57M |
|
318
PUT
Teladoc Health
TDOC
$1.58B
| $17.2M | 0.02% |
516,900
-63,700
| -11% | -$2.71M |
|
|
X
319
CALL
DELISTED
US Steel
X
| $17.2M | 0.02% |
957,900
-108,500
| -10% | -$2.97M |
|
320
CALL
Alcoa
AA
$11.7B
| $17M | 0.02% |
372,200
-6,200
| -2% | -$402K |
|
321
CALL
Coca-Cola
KO
$354B
| $16.7M | 0.02% |
266,000
+69,800
| +36% | +$4.42M |
|
322
PUT
Trade Desk
TTD
$8.13B
| $16.7M | 0.02% |
398,300
-86,200
| -18% | -$4.72M |
|
|
323
CALL
RH
RH
$3.3B
| $16.6M | 0.02% |
78,100
-52,900
| -40% | -$15.7M |
|
|
324
PUT
Royal Caribbean
RCL
$78.7B
| $16.5M | 0.02% |
471,900
+157,000
| +50% | +$9.77M |
|
325
PUT
Novavax
NVAX
$1.23B
| $16.5M | 0.02% |
320,100
-231,500
| -42% | -$12M |
|
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.