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 | |
|---|---|---|---|---|---|---|
176
PUT
Walmart Inc
WMT
$863B
| $37.1M | 0.05% |
915,600
-280,500
| -23% | -$12.9M |
|
177
CALL
Lam Research
LRCX
$400B
| $36.8M | 0.05% |
863,000
-517,000
| -37% | -$24.6M |
|
178
CALL
Sea Limited
SE
$60.9B
| $36.6M | 0.05% |
547,200
-65,900
| -11% | -$5.62M |
|
179
CALL
United Airlines
UAL
$37.4B
| $35.8M | 0.05% |
1,010,600
-414,600
| -29% | -$18.2M |
|
180
PUT
Merck
MRK
$322B
| $35.4M | 0.05% |
388,000
+77,800
| +25% | +$6.9M |
|
|
181
iShares Core S&P 500 ETF
IVV
$875B
| $34.5M | 0.05% |
+90,953
| New | +$37.4M |
|
182
PUT
lululemon athletica
LULU
$12.6B
| $34.4M | 0.05% |
126,100
-78,700
| -38% | -$25.2M |
|
183
CALL
Johnson & Johnson
JNJ
$624B
| $34.3M | 0.05% |
193,200
-6,300
| -3% | -$1.12M |
|
184
PUT
Twilio
TWLO
$28.1B
| $34.1M | 0.05% |
406,700
+70,000
| +21% | +$7.83M |
|
|
DOCU
185
CALL
DocuSign
DOCU
$8.98B
| $33.9M | 0.05% |
590,900
+4,800
| +0.8% | +$389K |
|
186
PUT
Morgan Stanley
MS
$338B
| $33.7M | 0.05% |
443,600
+8,700
| +2% | +$713K |
|
187
Boeing
BA
$165B
| $33.7M | 0.05% |
246,161
+75,739
| +44% | +$11.2M |
|
188
CALL
Upstart Holdings
UPST
$2.64B
| $33.5M | 0.05% |
1,058,500
+123,200
| +13% | +$7.34M |
|
|
KFYP
189
PUT
DELISTED
KraneShares CICC China Leaders 100 Index ETF
KFYP
| $33.4M | 0.05% |
1,019,100
-34,500
| -3% | -$917K |
|
190
CALL
Uber
UBER
$140B
| $33.4M | 0.05% |
1,630,200
+206,600
| +15% | +$5.48M |
|
191
CALL
Wynn Resorts
WYNN
$10B
| $33.2M | 0.05% |
582,500
+188,000
| +48% | +$12.4M |
|
192
CALL
ConocoPhillips
COP
$146B
| $32.6M | 0.05% |
363,000
+152,900
| +73% | +$15.8M |
|
193
PUT
Wells Fargo
WFC
$261B
| $32.6M | 0.05% |
831,400
-257,800
| -24% | -$11.3M |
|
194
CALL
Starbucks
SBUX
$118B
| $32.2M | 0.05% |
421,800
+600
| +0.1% | +$46.1K |
|
195
CALL
Roblox
RBLX
$34B
| $32.2M | 0.05% |
979,100
-90,600
| -8% | -$3.04M |
|
|
196
CALL
Wells Fargo
WFC
$261B
| $32M | 0.05% |
816,500
-102,300
| -11% | -$4.49M |
|
197
PUT
Blackrock
BLK
$161B
| $32M | 0.05% |
52,500
+300
| +0.6% | +$195K |
|
198
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$332M
| $31.7M | 0.04% |
119,018
+94,084
| +377% | +$21.4M |
|
|
DOCU
199
PUT
DocuSign
DOCU
$8.98B
| $31M | 0.04% |
541,100
-21,600
| -4% | -$1.75M |
|
200
PUT
Lowe's Companies
LOW
$113B
| $31M | 0.04% |
177,600
-2,300
| -1% | -$443K |
|
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.