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 | |
|---|---|---|---|---|---|---|
401
CALL
Constellation Brands
STZ
$22.2B
| $11.4M | 0.02% |
48,900
+16,800
| +52% | +$4.09M |
|
402
PUT
Match Group
MTCH
$8.84B
| $11.4M | 0.02% |
163,500
-110,900
| -40% | -$8.99M |
|
|
WBA
403
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $11.4M | 0.02% |
300,300
+105,700
| +54% | +$4.54M |
|
404
CALL
Domino's
DPZ
$11B
| $11.3M | 0.02% |
29,100
-8,000
| -22% | -$2.96M |
|
405
CALL
SolarEdge
SEDG
$2.59B
| $11.3M | 0.02% |
41,400
-4,000
| -9% | -$1.09M |
|
406
PUT
Marvell Technology
MRVL
$174B
| $11.2M | 0.02% |
+257,700
| New | +$14.6M |
|
407
United States Brent Oil Fund
BNO
$815M
| $11.2M | 0.02% |
342,588
+260,540
| +318% | +$8.37M |
|
408
PUT
Dick's Sporting Goods
DKS
$18.4B
| $11.2M | 0.02% |
148,800
+35,000
| +31% | +$3.11M |
|
409
PUT
Marriott International
MAR
$98.7B
| $11.2M | 0.02% |
82,400
-10,500
| -11% | -$1.73M |
|
410
PUT
Cigna
CI
$76.6B
| $11.2M | 0.02% |
42,500
+8,300
| +24% | +$2.14M |
|
411
PUT
XPeng
XPEV
$11.8B
| $11.1M | 0.02% |
350,700
-192,700
| -35% | -$4.95M |
|
412
PUT
Cloudflare
NET
$93B
| $11.1M | 0.02% |
253,600
-48,600
| -16% | -$3.5M |
|
413
CALL
Zillow
Z
$7.04B
| $11M | 0.02% |
347,600
-32,400
| -9% | -$1.3M |
|
414
CALL
eBay
EBAY
$48.6B
| $11M | 0.02% |
263,900
+46,600
| +21% | +$2.27M |
|
415
PUT
Dollar General
DG
$25.9B
| $11M | 0.02% |
44,700
+3,100
| +7% | +$724K |
|
416
PUT
Cleveland-Cliffs
CLF
$6.81B
| $10.9M | 0.02% |
711,300
-355,100
| -33% | -$8.49M |
|
417
PUT
Gilead Sciences
GILD
$161B
| $10.9M | 0.02% |
176,300
-69,700
| -28% | -$4.32M |
|
418
PUT
ProShares UltraShort Health Care
RXD
$3.25M
| $10.9M | 0.02% |
227,300
-14,200
| -6% | -$386K |
|
419
CALL
S&P Global
SPGI
$126B
| $10.9M | 0.02% |
32,200
+10,400
| +48% | +$3.71M |
|
420
PUT
Capital One
COF
$124B
| $10.8M | 0.02% |
103,700
+45,600
| +78% | +$5.57M |
|
421
CALL
Cameco
CCJ
$38.3B
| $10.7M | 0.02% |
510,000
-56,200
| -10% | -$1.42M |
|
422
CALL
Kohl's
KSS
$2.03B
| $10.7M | 0.02% |
299,400
-119,100
| -28% | -$5.84M |
|
|
SCHW
423
PUT
Charles Schwab
SCHW
$177B
| $10.4M | 0.01% |
165,000
-40,000
| -20% | -$2.76M |
|
|
B
424
PUT
Barrick Mining
B
$62.2B
| $10.4M | 0.01% |
589,000
+6,800
| +1% | +$148K |
|
425
CALL
Carnival Corporation Ltd
CCL
$36.1B
| $10.2M | 0.01% |
1,182,300
-181,200
| -13% | -$2.66M |
|
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.