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 | |
|---|---|---|---|---|---|---|
576
ProShares UltraPro Russell2000
URTY
$323M
| $4.18M | 0.01% |
+106,778
| New | +$5.69M |
|
577
CALL
Tractor Supply
TSCO
$16.3B
| $4.15M | 0.01% |
107,000
+41,500
| +63% | +$1.69M |
|
578
CALL
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$247M
| $4.09M | 0.01% |
476,400
+203,600
| +75% | +$9.09M |
|
579
CALL
First Majestic Silver
AG
$8.05B
| $4.07M | 0.01% |
566,300
+125,800
| +29% | +$1.23M |
|
580
CALL
Sherwin-Williams
SHW
$78.3B
| $4.05M | 0.01% |
18,100
+4,400
| +32% | +$1.13M |
|
581
PUT
Teva Pharmaceuticals
TEVA
$35.9B
| $4.04M | 0.01% |
537,900
+98,400
| +22% | +$857K |
|
582
PUT
Energy Transfer Partners
ET
$70.1B
| $3.98M | 0.01% |
399,200
-125,500
| -24% | -$1.41M |
|
583
BioNTech
BNTX
$22.6B
| $3.93M | 0.01% |
26,364
+12,360
| +88% | +$1.89M |
|
584
Freeport-McMoran
FCX
$90B
| $3.92M | 0.01% |
133,792
+86,447
| +183% | +$3.46M |
|
585
CALL
Tilray
TLRY
$479M
| $3.88M | 0.01% |
124,250
-35,780
| -22% | -$1.69M |
|
586
PUT
iShares MSCI Australia ETF
EWA
$1.34B
| $3.85M | 0.01% |
140,700
-236,100
| -63% | -$5.7M |
|
|
HES
587
CALL
DELISTED
Hess
HES
| $3.85M | 0.01% |
36,300
+2,000
| +6% | +$226K |
|
|
COUP
588
PUT
DELISTED
Coupa Software Incorporated
COUP
| $3.84M | 0.01% |
67,300
-78,200
| -54% | -$6.03M |
|
589
CALL
American Tower
AMT
$77.7B
| $3.81M | 0.01% |
14,900
-3,100
| -17% | -$778K |
|
590
CALL
Kraft Heinz
KHC
$30.4B
| $3.75M | 0.01% |
98,200
-20,300
| -17% | -$813K |
|
|
BBBY
591
CALL
Bed Bath & Beyond
BBBY
$473M
| $3.74M | 0.01% |
164,560
-9,350
| -5% | -$281K |
|
|
HES
592
PUT
DELISTED
Hess
HES
| $3.69M | 0.01% |
34,800
+12,500
| +56% | +$1.41M |
|
593
ProShares Ultra S&P500
SSO
$7.82B
| $3.65M | 0.01% |
+162,380
| New | +$4.35M |
|
594
ETRACS Alerian MLP Index ETN Series B due July 18 2042
AMUB
$60M
| $3.64M | 0.01% |
305,704
+43,123
| +16% | +$572K |
|
595
ProShares UltraPro S&P 500
UPRO
$5.1B
| $3.6M | 0.01% |
+103,335
| New | +$4.82M |
|
596
CALL
Southern Company
SO
$110B
| $3.56M | 0.01% |
49,900
-7,000
| -12% | -$514K |
|
597
Enphase Energy
ENPH
$4.84B
| $3.5M | ﹤0.01% |
+17,951
| New | +$3.25M |
|
598
Invesco S&P MidCap 400 Pure Growth ETF
RFG
$343M
| $3.44M | ﹤0.01% |
+105,320
| New | +$3.87M |
|
599
PUT
Bumble
BMBL
$367M
| $3.41M | ﹤0.01% |
121,200
+50,500
| +71% | +$1.37M |
|
600
CALL
Prudential Financial
PRU
$41.7B
| $3.4M | ﹤0.01% |
35,500
+5,100
| +17% | +$540K |
|
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.