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 | |
|---|---|---|---|---|---|---|
626
CALL
Sunrun
RUN
$2.37B
| $3M | ﹤0.01% |
128,200
+71,300
| +125% | +$1.71M |
|
627
Baidu
BIDU
$35.8B
| $2.99M | ﹤0.01% |
20,129
-177,304
| -90% | -$23.4M |
|
628
-1x Short VIX Futures ETF
SVIX
$182M
| $2.98M | ﹤0.01% |
+286,311
| New | +$3.29M |
|
|
BBBY
629
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
| $2.97M | ﹤0.01% |
597,000
-48,000
| -7% | -$559K |
|
|
BBBY
630
PUT
Bed Bath & Beyond
BBBY
$473M
| $2.97M | ﹤0.01% |
130,460
-11,770
| -8% | -$354K |
|
631
PUT
ON Semiconductor
ON
$33.8B
| $2.93M | ﹤0.01% |
58,200
+15,800
| +37% | +$880K |
|
632
CALL
Cboe Global Markets
CBOE
$29.8B
| $2.88M | ﹤0.01% |
25,400
-11,300
| -31% | -$1.27M |
|
633
PUT
US Bancorp Series B Preferred Stock
USB.PRH
$746M
| $2.87M | ﹤0.01% |
62,400
-8,800
| -12% | -$175K |
|
|
DFS
634
CALL
DELISTED
Discover Financial Services
DFS
| $2.87M | ﹤0.01% |
30,300
+11,900
| +65% | +$1.27M |
|
635
Invesco S&P 500 Pure Growth ETF
RPG
$2.04B
| $2.81M | ﹤0.01% |
95,135
-1,650
| -2% | -$53.3K |
|
636
PUT
Deutsche Bank
DB
$66.3B
| $2.8M | ﹤0.01% |
320,400
-115,000
| -26% | -$1.23M |
|
637
CALL
C3.ai
AI
$1.27B
| $2.79M | ﹤0.01% |
152,900
-22,400
| -13% | -$412K |
|
638
ETRACS Alerian MLP Infrastructure Index ETN Series B due Apr 2 2040
MLPB
$250M
| $2.78M | ﹤0.01% |
170,603
+60,457
| +55% | +$1.09M |
|
|
SPWR
639
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
| $2.75M | ﹤0.01% |
173,800
-65,900
| -27% | -$1.19M |
|
|
FISV
640
CALL
Fiserv Inc
FISV
$27.2B
| $2.74M | ﹤0.01% |
30,800
-7,600
| -20% | -$737K |
|
641
PUT
Kraft Heinz
KHC
$30.4B
| $2.73M | ﹤0.01% |
71,600
-9,500
| -12% | -$380K |
|
642
CALL
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
| $2.71M | ﹤0.01% |
51,300
-6,700
| -12% | -$346K |
|
|
643
PUT
Sunrun
RUN
$2.37B
| $2.71M | ﹤0.01% |
116,000
+54,900
| +90% | +$1.32M |
|
644
VanEck Gold Miners ETF
GDX
$23B
| $2.69M | ﹤0.01% |
+98,393
| New | +$3.32M |
|
645
Pinduoduo
PDD
$118B
| $2.68M | ﹤0.01% |
43,379
-64,923
| -60% | -$3.04M |
|
646
PUT
Dropbox
DBX
$6.81B
| $2.68M | ﹤0.01% |
127,700
+20,000
| +19% | +$433K |
|
|
BBBY
647
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $2.66M | ﹤0.01% |
535,700
-25,900
| -5% | -$301K |
|
648
CALL
Five Below
FIVE
$11.2B
| $2.63M | ﹤0.01% |
23,200
-43,000
| -65% | -$6.18M |
|
649
CALL
Teva Pharmaceuticals
TEVA
$35.9B
| $2.62M | ﹤0.01% |
348,200
-22,400
| -6% | -$195K |
|
650
abrdn Physical Gold Shares ETF
SGOL
$6.92B
| $2.61M | ﹤0.01% |
+150,622
| New | +$2.7M |
|
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.