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 | |
|---|---|---|---|---|---|---|
726
AMC Entertainment Holdings
AMC
$2.03B
| $1.7M | ﹤0.01% |
12,571
+11,410
| +983% | +$1.66M |
|
727
PUT
First Majestic Silver
AG
$8.05B
| $1.7M | ﹤0.01% |
237,000
-5,400
| -2% | -$52.7K |
|
728
State Street SPDR NYSE Technology ETF
XNTK
$2.06B
| $1.7M | ﹤0.01% |
16,450
-25,497
| -61% | -$2.96M |
|
729
PUT
FuelCell Energy
FCEL
$1.7B
| $1.68M | ﹤0.01% |
14,957
-1,183
| -7% | -$149K |
|
730
ProShares Ultra Russell2000
UWM
$255M
| $1.67M | ﹤0.01% |
+53,905
| New | +$2M |
|
731
PUT
JetBlue
JBLU
$1.96B
| $1.66M | ﹤0.01% |
198,300
+83,800
| +73% | +$896K |
|
732
CALL
Bumble
BMBL
$367M
| $1.64M | ﹤0.01% |
58,200
-35,100
| -38% | -$953K |
|
733
PUT
Canadian Solar
CSIQ
$906M
| $1.64M | ﹤0.01% |
52,600
-21,200
| -29% | -$652K |
|
|
FISV
734
PUT
Fiserv Inc
FISV
$27.2B
| $1.64M | ﹤0.01% |
18,400
-8,000
| -30% | -$776K |
|
735
CALL
Bausch Health
BHC
$1.65B
| $1.62M | ﹤0.01% |
194,000
+76,400
| +65% | +$1.07M |
|
|
FTCH
736
CALL
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $1.62M | ﹤0.01% |
226,600
+39,800
| +21% | +$407K |
|
737
BP
BP
$113B
| $1.61M | ﹤0.01% |
56,934
+40,084
| +238% | +$1.23M |
|
738
CALL
Asana
ASAN
$1.58B
| $1.58M | ﹤0.01% |
90,000
+5,200
| +6% | +$131K |
|
|
MRO
739
DELISTED
Marathon Oil Corporation
MRO
| $1.58M | ﹤0.01% |
70,341
+54,459
| +343% | +$1.46M |
|
740
PUT
DuPont de Nemours
DD
$18.6B
| $1.58M | ﹤0.01% |
22,625
+2,390
| +12% | +$196K |
|
741
CALL
Ciena
CIEN
$55.3B
| $1.58M | ﹤0.01% |
34,500
+14,200
| +70% | +$736K |
|
742
PUT
Blink Charging
BLNK
$75.2M
| $1.56M | ﹤0.01% |
94,700
-75,900
| -44% | -$1.42M |
|
743
Invesco CurrencyShares Australian Dollar Trust
FXA
$96.8M
| $1.56M | ﹤0.01% |
+22,913
| New | +$1.62M |
|
|
PARA
744
DELISTED
Paramount Global Class B
PARA
| $1.55M | ﹤0.01% |
62,707
+26,926
| +75% | +$821K |
|
745
CALL
Agnico Eagle Mines
AEM
$72.6B
| $1.54M | ﹤0.01% |
33,700
-12,100
| -26% | -$673K |
|
|
FTCH
746
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $1.53M | ﹤0.01% |
214,200
+9,800
| +5% | +$100K |
|
|
FL
747
PUT
DELISTED
Foot Locker
FL
| $1.52M | ﹤0.01% |
60,300
-20,000
| -25% | -$598K |
|
|
NKLA
748
CALL
DELISTED
Nikola Corporation Common Stock
NKLA
| $1.52M | ﹤0.01% |
10,630
-16,237
| -60% | -$3.32M |
|
749
PUT
Darden Restaurants
DRI
$22.5B
| $1.52M | ﹤0.01% |
13,400
-3,900
| -23% | -$487K |
|
|
GAP
750
CALL
The Gap Inc
GAP
$6.84B
| $1.5M | ﹤0.01% |
182,000
-50,700
| -22% | -$587K |
|
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.