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 | |
|---|---|---|---|---|---|---|
|
XYZ
101
PUT
Block Inc
XYZ
$47.6B
| $66.8M | 0.09% |
1,087,000
-441,800
| -29% | -$40.4M |
|
102
CALL
Baidu
BIDU
$36.5B
| $66.1M | 0.09% |
444,100
-96,000
| -18% | -$12.7M |
|
|
KFYP
103
CALL
DELISTED
KraneShares CICC China Leaders 100 Index ETF
KFYP
| $65.7M | 0.09% |
2,005,000
+276,200
| +16% | +$7.34M |
|
104
CALL
Lockheed Martin
LMT
$117B
| $65.4M | 0.09% |
152,200
-96,200
| -39% | -$42.2M |
|
105
PUT
Coinbase
COIN
$41.4B
| $65M | 0.09% |
+1,382,900
| New | +$132M |
|
106
PUT
Snowflake
SNOW
$93.2B
| $62.9M | 0.09% |
452,300
+44,300
| +11% | +$7.02M |
|
107
PUT
Micron Technology
MU
$959B
| $61.2M | 0.09% |
1,107,700
-179,100
| -14% | -$12.2M |
|
108
CALL
Walmart Inc
WMT
$909B
| $60.8M | 0.09% |
1,499,100
+384,000
| +34% | +$17.7M |
|
109
PUT
Zoom
ZM
$26.7B
| $60.7M | 0.09% |
561,900
-269,600
| -32% | -$28.4M |
|
110
CALL
Bank of America
BAC
$430B
| $60.7M | 0.09% |
1,948,400
+130,000
| +7% | +$4.68M |
|
111
CALL
Broadcom
AVGO
$1.76T
| $60.5M | 0.09% |
1,246,000
-485,000
| -28% | -$27.2M |
|
112
CALL
Palo Alto Networks
PANW
$292B
| $60.5M | 0.09% |
734,400
-76,200
| -9% | -$6.76M |
|
113
CALL
United States Oil Fund
USO
$2.54B
| $59.7M | 0.08% |
743,500
-196,400
| -21% | -$15.9M |
|
114
CALL
Enphase Energy
ENPH
$5.48B
| $59.2M | 0.08% |
303,200
+93,900
| +45% | +$17M |
|
115
CALL
IBM
IBM
$200B
| $58.6M | 0.08% |
415,000
+29,300
| +8% | +$3.95M |
|
116
PUT
ARK Innovation ETF
ARKK
$6.15B
| $58.4M | 0.08% |
1,464,400
-350,900
| -19% | -$16.7M |
|
117
CALL
Occidental Petroleum
OXY
$54.6B
| $58M | 0.08% |
985,000
+70,100
| +8% | +$4.31M |
|
118
PUT
Roku
ROKU
$21.4B
| $57.9M | 0.08% |
704,700
-43,200
| -6% | -$4.19M |
|
|
119
PUT
Baidu
BIDU
$36.5B
| $57.7M | 0.08% |
388,000
-332,900
| -46% | -$44M |
|
120
PUT
Ulta Beauty
ULTA
$20.6B
| $57.1M | 0.08% |
148,200
+53,300
| +56% | +$21.2M |
|
|
121
PUT
IBM
IBM
$200B
| $56.7M | 0.08% |
401,700
+35,100
| +10% | +$4.74M |
|
122
CALL
Airbnb
ABNB
$86.6B
| $56.6M | 0.08% |
635,500
+201,800
| +47% | +$26.3M |
|
|
123
CALL
Micron Technology
MU
$959B
| $56.2M | 0.08% |
1,016,700
-154,900
| -13% | -$10.5M |
|
124
PUT
Caterpillar
CAT
$405B
| $56M | 0.08% |
313,300
+31,400
| +11% | +$6.62M |
|
|
125
PUT
United States Oil Fund
USO
$2.54B
| $55.8M | 0.08% |
694,500
-106,600
| -13% | -$8.64M |
|
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.