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 | |
|---|---|---|---|---|---|---|
801
GE Aerospace
GE
$367B
| $1.18M | ﹤0.01% |
+29,741
| New | +$1.44M |
|
802
PUT
Mondelez International
MDLZ
$77.7B
| $1.18M | ﹤0.01% |
19,000
-7,800
| -29% | -$493K |
|
803
Digital Turbine
APPS
$1.02B
| $1.17M | ﹤0.01% |
67,121
-125,031
| -65% | -$3.39M |
|
804
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$331M
| $1.17M | ﹤0.01% |
12,100
-800
| -6% | -$78.9K |
|
805
CALL
Harley-Davidson
HOG
$2.68B
| $1.17M | ﹤0.01% |
37,000
+8,300
| +29% | +$295K |
|
806
Carnival Corporation Ltd
CCL
$36.1B
| $1.17M | ﹤0.01% |
+134,888
| New | +$1.98M |
|
807
VanEck Junior Gold Miners ETF
GDXJ
$7.06B
| $1.16M | ﹤0.01% |
36,362
+21,297
| +141% | +$877K |
|
808
PUT
FuboTV Inc
FUBO
$245M
| $1.16M | ﹤0.01% |
39,125
-12,333
| -24% | -$575K |
|
809
Invesco Bloomberg Pricing Power ETF
POWA
$174M
| $1.16M | ﹤0.01% |
18,181
-49
| -0.3% | -$3.28K |
|
810
PUT
Fastly Inc
FSLY
$3.17B
| $1.16M | ﹤0.01% |
99,500
-159,500
| -62% | -$2.25M |
|
811
CALL
Tencent Music
TME
$14.5B
| $1.15M | ﹤0.01% |
229,900
-47,700
| -17% | -$210K |
|
|
SFIX
812
PUT
Stitch Fix
SFIX
$478M
| $1.15M | ﹤0.01% |
231,700
-52,000
| -18% | -$435K |
|
|
JMIA
813
CALL
Jumia Technologies
JMIA
$726M
| $1.14M | ﹤0.01% |
188,100
-229,000
| -55% | -$1.68M |
|
814
CALL
Steel Dynamics
STLD
$35.6B
| $1.14M | ﹤0.01% |
17,200
-3,900
| -18% | -$312K |
|
815
PUT
Dow Inc
DOW
$21.6B
| $1.14M | ﹤0.01% |
+22,000
| New | +$1.41M |
|
816
PUT
Qorvo
QRVO
$7.63B
| $1.13M | ﹤0.01% |
12,000
+1,900
| +19% | +$205K |
|
817
PUT
Hecla Mining
HL
$10.2B
| $1.13M | ﹤0.01% |
288,000
-44,800
| -13% | -$233K |
|
818
CALL
Clover Health Investments
CLOV
$2.28B
| $1.13M | ﹤0.01% |
527,000
-136,500
| -21% | -$363K |
|
819
SoFi Technologies
SOFI
$21.1B
| $1.13M | ﹤0.01% |
+213,381
| New | +$1.44M |
|
820
CALL
American Electric Power
AEP
$73.7B
| $1.12M | ﹤0.01% |
11,700
-11,200
| -49% | -$1.11M |
|
821
ProShares Bitcoin Strategy ETF
BITO
$1.4B
| $1.12M | ﹤0.01% |
+96,675
| New | +$1.95M |
|
822
State Street SPDR S&P Retail ETF
XRT
$365M
| $1.12M | ﹤0.01% |
19,258
+1,251
| +7% | +$85.1K |
|
|
TYNS
823
PUT
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
| $1.11M | ﹤0.01% |
17,600
-46,800
| -73% | -$2.95M |
|
824
PUT
Coty
COTY
$2.33B
| $1.11M | ﹤0.01% |
138,500
+22,000
| +19% | +$165K |
|
825
PUT
Nokia
NOK
$50.8B
| $1.11M | ﹤0.01% |
239,900
-268,800
| -53% | -$1.34M |
|
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.