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 | |
|---|---|---|---|---|---|---|
776
PUT
American Electric Power
AEP
$73.7B
| $1.35M | ﹤0.01% |
14,100
-2,100
| -13% | -$208K |
|
777
PUT
Sonos
SONO
$1.75B
| $1.35M | ﹤0.01% |
74,600
-14,600
| -16% | -$327K |
|
778
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$863M
| $1.34M | ﹤0.01% |
39,157
+26,153
| +201% | +$1.42M |
|
779
CALL
Under Armour
UAA
$3B
| $1.34M | ﹤0.01% |
161,100
+29,600
| +23% | +$363K |
|
780
United States Natural Gas Fund
UNG
$470M
| $1.33M | ﹤0.01% |
17,488
-16,900
| -49% | -$1.74M |
|
781
CALL
Editas Medicine
EDIT
$399M
| $1.33M | ﹤0.01% |
112,100
-2,000
| -2% | -$26.8K |
|
782
PUT
Abercrombie & Fitch
ANF
$4.17B
| $1.31M | ﹤0.01% |
77,500
+60,800
| +364% | +$1.68M |
|
|
DOG
783
ProShares Short Dow30
DOG
$96.8M
| $1.29M | ﹤0.01% |
+35,638
| New | +$1.23M |
|
|
DENT
784
CALL
DELISTED
AdvisorShares Dent Tactical ETF
DENT
| $1.28M | ﹤0.01% |
124,100
-85,000
| -41% | -$879K |
|
785
Valero Energy
VLO
$89.8B
| $1.27M | ﹤0.01% |
+11,972
| New | +$1.42M |
|
786
PUT
Coupang
CPNG
$27.8B
| $1.27M | ﹤0.01% |
99,400
-73,400
| -42% | -$1M |
|
787
PUT
QuidelOrtho
QDEL
$1.09B
| $1.26M | ﹤0.01% |
13,000
-14,500
| -53% | -$1.48M |
|
788
Blackstone
BX
$104B
| $1.26M | ﹤0.01% |
+13,816
| New | +$1.49M |
|
789
Capital One
COF
$124B
| $1.26M | ﹤0.01% |
12,080
-977
| -7% | -$119K |
|
790
PUT
Tilray
TLRY
$479M
| $1.26M | ﹤0.01% |
40,360
-105,250
| -72% | -$4.98M |
|
791
CALL
Rio Tinto
RIO
$148B
| $1.26M | ﹤0.01% |
20,600
-2,800
| -12% | -$201K |
|
|
DENT
792
PUT
DELISTED
AdvisorShares Dent Tactical ETF
DENT
| $1.24M | ﹤0.01% |
119,800
-90,100
| -43% | -$933K |
|
|
IRBT
793
PUT
DELISTED
iRobot
IRBT
| $1.23M | ﹤0.01% |
33,500
-6,500
| -16% | -$314K |
|
794
ProShares Ultra MSCI Emerging Markets
EET
$34.8M
| $1.22M | ﹤0.01% |
+21,873
| New | +$1.34M |
|
795
CALL
Sony
SONY
$123B
| $1.21M | ﹤0.01% |
74,000
-65,000
| -47% | -$1.15M |
|
796
ETRACS MarketVector Business Development Companies Liquid Index ETN due Apr 26 2041
BDCZ
$15.4M
| $1.21M | ﹤0.01% |
70,139
-7,437
| -10% | -$139K |
|
797
PUT
Asana
ASAN
$1.58B
| $1.2M | ﹤0.01% |
68,400
-51,200
| -43% | -$1.29M |
|
|
798
PUT
Rio Tinto
RIO
$148B
| $1.2M | ﹤0.01% |
19,700
+6,300
| +47% | +$452K |
|
|
CMRC
799
CALL
Commerce.com Inc Series 1
CMRC
$224M
| $1.19M | ﹤0.01% |
73,700
+2,700
| +4% | +$49.4K |
|
800
CALL
Upwork
UPWK
$1.09B
| $1.18M | ﹤0.01% |
57,200
+5,700
| +11% | +$112K |
|
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.