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 | |
|---|---|---|---|---|---|---|
651
PUT
GSK
GSK
$103B
| $2.6M | ﹤0.01% |
47,840
+2,800
| +6% | +$155K |
|
652
CALL
Live Nation Entertainment
LYV
$41.2B
| $2.59M | ﹤0.01% |
31,400
+6,900
| +28% | +$664K |
|
653
Coinbase
COIN
$41.7B
| $2.57M | ﹤0.01% |
+54,721
| New | +$5.21M |
|
654
CALL
Centene
CNC
$31.3B
| $2.54M | ﹤0.01% |
30,000
-6,800
| -18% | -$565K |
|
655
CALL
Conagra Brands
CAG
$7.07B
| $2.51M | ﹤0.01% |
73,200
-14,500
| -17% | -$494K |
|
656
PUT
Ambarella
AMBA
$2.99B
| $2.46M | ﹤0.01% |
37,600
+12,000
| +47% | +$967K |
|
657
CALL
JetBlue
JBLU
$1.96B
| $2.4M | ﹤0.01% |
287,300
+116,700
| +68% | +$1.25M |
|
658
CALL
Coupang
CPNG
$27.8B
| $2.39M | ﹤0.01% |
187,400
-148,100
| -44% | -$2.02M |
|
659
PUT
NextEra Energy
NEE
$187B
| $2.37M | ﹤0.01% |
30,600
-7,700
| -20% | -$586K |
|
660
PUT
Yeti Holdings
YETI
$3.82B
| $2.37M | ﹤0.01% |
54,700
-67,300
| -55% | -$3.27M |
|
661
CALL
Shake Shack
SHAK
$2.3B
| $2.37M | ﹤0.01% |
59,900
+8,900
| +17% | +$454K |
|
662
CALL
Opendoor
OPEN
$3.69B
| $2.36M | ﹤0.01% |
516,873
+60,656
| +13% | +$400K |
|
663
Dick's Sporting Goods
DKS
$18.4B
| $2.33M | ﹤0.01% |
+30,861
| New | +$2.74M |
|
664
American Express
AXP
$223B
| $2.29M | ﹤0.01% |
+16,533
| New | +$2.73M |
|
665
CALL
Tyson Foods
TSN
$20.2B
| $2.28M | ﹤0.01% |
+26,500
| New | +$2.37M |
|
666
PUT
Prudential Financial
PRU
$41.7B
| $2.28M | ﹤0.01% |
23,800
+5,100
| +27% | +$540K |
|
667
PUT
KB Home
KBH
$3.48B
| $2.27M | ﹤0.01% |
79,600
-29,500
| -27% | -$942K |
|
668
ProShares UltraShort S&P500
SDS
$406M
| $2.25M | ﹤0.01% |
+8,957
| New | +$2M |
|
669
CALL
Mondelez International
MDLZ
$77.7B
| $2.22M | ﹤0.01% |
35,700
-4,700
| -12% | -$297K |
|
670
Nike
NKE
$61.9B
| $2.21M | ﹤0.01% |
+21,597
| New | +$2.55M |
|
671
CALL
Fiverr
FVRR
$376M
| $2.19M | ﹤0.01% |
63,800
-25,700
| -29% | -$1.22M |
|
|
SCHQ
672
Schwab Long-Term US Treasury ETF
SCHQ
$781M
| $2.19M | ﹤0.01% |
54,430
-25,142
| -32% | -$1.03M |
|
|
JWN
673
CALL
DELISTED
Nordstrom
JWN
| $2.18M | ﹤0.01% |
103,300
+23,400
| +29% | +$598K |
|
674
CALL
FuboTV Inc
FUBO
$245M
| $2.18M | ﹤0.01% |
73,408
-7,134
| -9% | -$332K |
|
675
CALL
Trip.com Group
TCOM
$27.5B
| $2.17M | ﹤0.01% |
79,000
+32,900
| +71% | +$734K |
|
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.