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 | |
|---|---|---|---|---|---|---|
126
CALL
Coinbase
COIN
$41.1B
| $55.4M | 0.08% |
+1,178,800
| New | +$112M |
|
127
CALL
Citigroup
C
$218B
| $54.2M | 0.08% |
1,179,100
+213,700
| +22% | +$10.7M |
|
128
CALL
Deere & Co
DE
$160B
| $54.1M | 0.08% |
180,500
+52,200
| +41% | +$19.2M |
|
129
CALL
Intel
INTC
$494B
| $53.8M | 0.08% |
1,437,200
+303,300
| +27% | +$13.1M |
|
130
PUT
Mercado Libre
MELI
$93.7B
| $53.8M | 0.08% |
84,400
+16,000
| +23% | +$13.9M |
|
|
TWTR
131
CALL
DELISTED
Twitter, Inc.
TWTR
| $53.6M | 0.08% |
1,434,400
-104,500
| -7% | -$4.48M |
|
|
TWTR
132
PUT
DELISTED
Twitter, Inc.
TWTR
| $53.5M | 0.08% |
1,430,500
-50,100
| -3% | -$2.15M |
|
133
PUT
Broadcom
AVGO
$1.8T
| $51.9M | 0.07% |
1,069,000
-1,346,000
| -56% | -$75.5M |
|
134
PUT
Target
TGT
$64.1B
| $51.8M | 0.07% |
366,900
+149,900
| +69% | +$28.7M |
|
135
PUT
Chevron
CVX
$375B
| $51.6M | 0.07% |
356,400
+28,700
| +9% | +$4.74M |
|
136
PUT
Lockheed Martin
LMT
$118B
| $51.1M | 0.07% |
118,900
-178,600
| -60% | -$78.4M |
|
137
PUT
Bank of America
BAC
$427B
| $50.6M | 0.07% |
1,624,100
-531,000
| -25% | -$19.1M |
|
138
PUT
NIO
NIO
$12.3B
| $50.1M | 0.07% |
2,306,800
-1,278,600
| -36% | -$23.5M |
|
139
CALL
Caterpillar
CAT
$404B
| $49.3M | 0.07% |
276,000
+12,500
| +5% | +$2.63M |
|
|
140
CALL
Chevron
CVX
$375B
| $48.2M | 0.07% |
333,100
+21,200
| +7% | +$3.5M |
|
|
141
PUT
Deere & Co
DE
$160B
| $48.1M | 0.07% |
160,600
-13,900
| -8% | -$5.12M |
|
142
CALL
TSMC
TSM
$2.09T
| $47M | 0.07% |
575,000
-60,000
| -9% | -$5.55M |
|
|
143
PUT
Citigroup
C
$218B
| $46.6M | 0.07% |
1,012,700
+104,900
| +12% | +$5.25M |
|
144
PUT
Airbnb
ABNB
$86.6B
| $46.3M | 0.07% |
520,200
+16,100
| +3% | +$2.1M |
|
145
PUT
JD.com
JD
$41B
| $45M | 0.06% |
701,000
-5,600
| -0.8% | -$323K |
|
|
146
CALL
Mercado Libre
MELI
$93.7B
| $44.9M | 0.06% |
70,500
-7,400
| -9% | -$6.45M |
|
147
PUT
Occidental Petroleum
OXY
$54.4B
| $44.9M | 0.06% |
762,100
-21,800
| -3% | -$1.34M |
|
148
PUT
iShares Silver Trust
SLV
$27.3B
| $44.5M | 0.06% |
2,385,500
-624,700
| -21% | -$13M |
|
149
CALL
Ulta Beauty
ULTA
$20.7B
| $44.3M | 0.06% |
115,000
+35,600
| +45% | +$14.1M |
|
150
PUT
McDonald's
MCD
$191B
| $43.5M | 0.06% |
176,100
+39,600
| +29% | +$9.75M |
|
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.