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 | |
|---|---|---|---|---|---|---|
526
CALL
Avis
CAR
$5.63B
| $6M | 0.01% |
40,800
+200
| +0.5% | +$43.9K |
|
527
iPath Series B S&P 500 VIX Mid-Term Futures ETN
VXZ
$31.5M
| $5.96M | 0.01% |
49,829
+21,330
| +75% | +$2.47M |
|
528
CALL
iShares MSCI Australia ETF
EWA
$1.34B
| $5.95M | 0.01% |
217,300
-209,000
| -49% | -$5.05M |
|
529
CALL
Suncor Energy
SU
$77.7B
| $5.95M | 0.01% |
169,700
+98,100
| +137% | +$3.57M |
|
530
ProShares Short VIX Short-Term Futures ETF
SVXY
$220M
| $5.86M | 0.01% |
242,968
-82,046
| -25% | -$2.05M |
|
531
CALL
Illumina
ILMN
$29.4B
| $5.79M | 0.01% |
32,279
+7,299
| +29% | +$1.86M |
|
532
PUT
Kroger
KR
$34.8B
| $5.78M | 0.01% |
122,200
+5,500
| +5% | +$293K |
|
533
PUT
D.R. Horton
DHI
$41B
| $5.73M | 0.01% |
86,600
+33,700
| +64% | +$2.37M |
|
|
534
CALL
Kroger
KR
$34.8B
| $5.65M | 0.01% |
119,400
+33,500
| +39% | +$1.79M |
|
535
PUT
Virgin Galactic
SPCE
$320M
| $5.63M | 0.01% |
46,780
-15,490
| -25% | -$2.25M |
|
|
DISH
536
PUT
DELISTED
DISH Network Corp.
DISH
| $5.61M | 0.01% |
+312,600
| New | +$7.58M |
|
|
537
CALL
D.R. Horton
DHI
$41B
| $5.59M | 0.01% |
84,400
+37,700
| +81% | +$2.65M |
|
538
PUT
Caesars Entertainment
CZR
$6.1B
| $5.38M | 0.01% |
140,600
+115,000
| +449% | +$6.4M |
|
539
CALL
Macy's
M
$6.15B
| $5.36M | 0.01% |
292,500
-25,300
| -8% | -$572K |
|
|
540
PUT
Macy's
M
$6.15B
| $5.31M | 0.01% |
289,700
+31,600
| +12% | +$715K |
|
541
PUT
NetEase
NTES
$76.5B
| $5.28M | 0.01% |
56,600
-8,900
| -14% | -$847K |
|
542
United States Oil Fund
USO
$2.45B
| $5.24M | 0.01% |
65,249
-7,508
| -10% | -$609K |
|
543
PUT
Simon Property Group
SPG
$74.5B
| $5.24M | 0.01% |
55,200
-19,100
| -26% | -$2.19M |
|
544
CALL
Northrop Grumman
NOC
$77B
| $5.22M | 0.01% |
10,900
-42,000
| -79% | -$19.3M |
|
545
PUT
Abbott
ABT
$180B
| $5.15M | 0.01% |
47,400
-62,400
| -57% | -$7.09M |
|
546
PUT
Blackstone
BX
$104B
| $5.12M | 0.01% |
56,100
-15,100
| -21% | -$1.63M |
|
547
PUT
Marathon Digital Holdings
MARA
$4.62B
| $4.95M | 0.01% |
926,300
-224,500
| -20% | -$3M |
|
|
548
CALL
Caesars Entertainment
CZR
$6.1B
| $4.91M | 0.01% |
128,100
+99,800
| +353% | +$5.56M |
|
549
PUT
HP
HPQ
$23.5B
| $4.9M | 0.01% |
149,600
+107,700
| +257% | +$3.95M |
|
550
PUT
Tyson Foods
TSN
$20.2B
| $4.89M | 0.01% |
+56,800
| New | +$5.09M |
|
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.