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 | |
|---|---|---|---|---|---|---|
|
326
Advanced Micro Devices
AMD
$851B
| $16.4M | 0.02% |
214,963
-425,010
| -66% | -$39.8M |
|
327
CALL
Marvell Technology
MRVL
$174B
| $16.4M | 0.02% |
+376,700
| New | +$21.4M |
|
328
CALL
iShares Morningstar Value ETF
ILCV
$1.3B
| $16.4M | 0.02% |
222,400
+115,600
| +108% | +$7.48M |
|
329
CALL
Plug Power
PLUG
$2.92B
| $16.4M | 0.02% |
986,800
+174,900
| +22% | +$3.47M |
|
330
PUT
Direxion Daily Technology Bull 3x ETF
TECL
$5.14B
| $16.3M | 0.02% |
700,200
+149,800
| +27% | +$5.96M |
|
331
PUT
Intuitive Surgical
ISRG
$121B
| $16.3M | 0.02% |
81,000
+10,000
| +14% | +$2.35M |
|
332
PUT
Union Pacific
UNP
$183B
| $16.2M | 0.02% |
75,900
-17,800
| -19% | -$4.05M |
|
333
PUT
Li Auto
LI
$12.6B
| $16M | 0.02% |
418,400
+72,200
| +21% | +$1.93M |
|
334
CALL
Peloton Interactive
PTON
$2.63B
| $16M | 0.02% |
1,745,700
-16,800
| -1% | -$270K |
|
335
CALL
Thermo Fisher Scientific
TMO
$211B
| $15.9M | 0.02% |
29,200
-9,300
| -24% | -$5.12M |
|
336
PUT
Pinterest
PINS
$12.4B
| $15.8M | 0.02% |
869,900
+143,400
| +20% | +$3M |
|
337
Invesco NASDAQ 100 ETF
QQQM
$95.1B
| $15.8M | 0.02% |
136,809
+54,619
| +66% | +$6.97M |
|
338
PUT
Delta Air Lines
DAL
$55.9B
| $15.7M | 0.02% |
540,700
+48,300
| +10% | +$1.84M |
|
339
CALL
Spotify
SPOT
$99.2B
| $15.6M | 0.02% |
166,200
-500
| -0.3% | -$56.4K |
|
340
PUT
Chewy
CHWY
$8.54B
| $15.6M | 0.02% |
447,900
-291,300
| -39% | -$9.34M |
|
341
CALL
BioNTech
BNTX
$22.6B
| $15.5M | 0.02% |
104,000
-34,100
| -25% | -$5.21M |
|
342
CALL
Southwest Airlines
LUV
$22.1B
| $15.4M | 0.02% |
427,700
+81,300
| +23% | +$3.49M |
|
|
B
343
CALL
Barrick Mining
B
$62.2B
| $15.4M | 0.02% |
869,200
+40,900
| +5% | +$887K |
|
344
PUT
Palantir
PLTR
$295B
| $15.3M | 0.02% |
1,688,200
-960,400
| -36% | -$9.49M |
|
345
CALL
Workday
WDAY
$33.4B
| $15.2M | 0.02% |
109,200
+39,000
| +56% | +$7.09M |
|
346
PUT
DoorDash
DASH
$75.3B
| $15.2M | 0.02% |
237,100
-72,800
| -23% | -$5.78M |
|
|
SPLK
347
CALL
DELISTED
Splunk Inc
SPLK
| $15.2M | 0.02% |
171,700
-1,400
| -0.8% | -$154K |
|
|
348
PUT
Thermo Fisher Scientific
TMO
$211B
| $15.1M | 0.02% |
27,800
-22,900
| -45% | -$12.6M |
|
|
X
349
PUT
DELISTED
US Steel
X
| $15M | 0.02% |
840,000
-189,200
| -18% | -$5.17M |
|
350
CALL
Electronic Arts
EA
$52.4B
| $15M | 0.02% |
123,000
+48,100
| +64% | +$6.13M |
|
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.