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 | |
|---|---|---|---|---|---|---|
|
DFS
601
PUT
DELISTED
Discover Financial Services
DFS
| $3.39M | ﹤0.01% |
35,800
+13,400
| +60% | +$1.43M |
|
602
CALL
Fastly Inc
FSLY
$3.17B
| $3.38M | ﹤0.01% |
291,600
-19,300
| -6% | -$272K |
|
|
TYNS
603
CALL
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
| $3.36M | ﹤0.01% |
53,200
-40,300
| -43% | -$2.54M |
|
604
State Street SPDR US Large Cap Low Volatility Index ETF
LGLV
$1.19B
| $3.35M | ﹤0.01% |
+25,610
| New | +$3.51M |
|
605
CALL
US Bancorp Series B Preferred Stock
USB.PRH
$746M
| $3.35M | ﹤0.01% |
72,800
+8,000
| +12% | +$159K |
|
606
PUT
Scorpio Tankers
STNG
$3.96B
| $3.32M | ﹤0.01% |
96,200
-3,000
| -3% | -$86.7K |
|
607
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$249M
| $3.3M | ﹤0.01% |
+909
| New | +$3.42M |
|
608
PUT
Southern Company
SO
$110B
| $3.27M | ﹤0.01% |
45,800
+5,700
| +14% | +$419K |
|
609
CALL
Dropbox
DBX
$6.81B
| $3.26M | ﹤0.01% |
155,300
+5,300
| +4% | +$115K |
|
610
PUT
Dave & Buster's
PLAY
$343M
| $3.26M | ﹤0.01% |
99,400
-19,000
| -16% | -$762K |
|
611
ProShares UltraShort QQQ
QID
$268M
| $3.26M | ﹤0.01% |
24,903
-86,165
| -78% | -$9.86M |
|
612
PUT
Digital Turbine
APPS
$1.02B
| $3.24M | ﹤0.01% |
185,700
-93,700
| -34% | -$2.54M |
|
613
PUT
ARK Genomic Revolution ETF
ARKG
$1.51B
| $3.23M | ﹤0.01% |
102,400
-87,700
| -46% | -$3.07M |
|
614
CALL
BlackBerry
BB
$5.01B
| $3.22M | ﹤0.01% |
597,000
+93,900
| +19% | +$557K |
|
615
Deere & Co
DE
$170B
| $3.2M | ﹤0.01% |
10,677
+222
| +2% | +$81.7K |
|
616
PUT
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$247M
| $3.18M | ﹤0.01% |
370,400
+111,600
| +43% | +$4.98M |
|
617
CALL
Chegg
CHGG
$108M
| $3.16M | ﹤0.01% |
168,100
+26,400
| +19% | +$605K |
|
618
CALL
Energy Transfer Partners
ET
$70.1B
| $3.16M | ﹤0.01% |
316,300
-269,000
| -46% | -$3.01M |
|
619
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$1.1B
| $3.13M | ﹤0.01% |
+97,690
| New | +$3.4M |
|
|
JWN
620
PUT
DELISTED
Nordstrom
JWN
| $3.13M | ﹤0.01% |
147,900
+58,700
| +66% | +$1.5M |
|
621
PUT
Cboe Global Markets
CBOE
$29.8B
| $3.12M | ﹤0.01% |
27,600
-13,500
| -33% | -$1.52M |
|
622
Bank of America
BAC
$435B
| $3.09M | ﹤0.01% |
99,270
-408,120
| -80% | -$14.7M |
|
623
PUT
QuantumScape Corp
QS
$3B
| $3.08M | ﹤0.01% |
359,000
-109,500
| -23% | -$1.46M |
|
624
CALL
Yeti Holdings
YETI
$3.82B
| $3.07M | ﹤0.01% |
70,900
+19,000
| +37% | +$923K |
|
625
FedEx
FDX
$74.5B
| $3.04M | ﹤0.01% |
+13,413
| New | +$2.86M |
|
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.