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 | |
|---|---|---|---|---|---|---|
876
Sprott Physical Gold
PHYS
$14.6B
| $865K | ﹤0.01% |
60,992
+42,664
| +233% | +$629K |
|
|
UCD
877
CALL
DELISTED
PROSHARES ULTRA BLOOMBERG COMMODITY
UCD
| $863K | ﹤0.01% |
17,900
-8,300
| -32% | -$400K |
|
878
PUT
Invesco CurrencyShares Japanese Yen Trust
FXY
$423M
| $862K | ﹤0.01% |
+12,500
| New | +$902K |
|
|
TIGR
879
CALL
UP Fintech Holding
TIGR
$845M
| $861K | ﹤0.01% |
182,700
-85,400
| -32% | -$363K |
|
|
FSR
880
CALL
DELISTED
Fisker Inc.
FSR
| $859K | ﹤0.01% |
100,200
-152,300
| -60% | -$1.58M |
|
881
ProShares Short Real Estate
REK
$11.5M
| $857K | ﹤0.01% |
+44,287
| New | +$802K |
|
882
CALL
FirstEnergy
FE
$28.9B
| $856K | ﹤0.01% |
22,300
-8,200
| -27% | -$350K |
|
883
Roblox
RBLX
$34B
| $851K | ﹤0.01% |
25,903
-32,380
| -56% | -$1.09M |
|
|
WBA
884
DELISTED
Walgreens Boots Alliance
WBA
| $851K | ﹤0.01% |
22,462
-6,409
| -22% | -$276K |
|
885
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$434M
| $850K | ﹤0.01% |
30,400
+4,300
| +16% | +$118K |
|
886
CALL
iQIYI
IQ
$1.18B
| $848K | ﹤0.01% |
202,000
-178,800
| -47% | -$720K |
|
887
Invesco S&P 500 High Beta ETF
SPHB
$964M
| $847K | ﹤0.01% |
+14,459
| New | +$963K |
|
888
PUT
WIX.com
WIX
$2.15B
| $846K | ﹤0.01% |
12,900
+1,300
| +11% | +$95.2K |
|
889
PUT
Transocean
RIG
$5.92B
| $839K | ﹤0.01% |
252,100
-134,700
| -35% | -$546K |
|
890
CALL
Lemonade
LMND
$4.62B
| $836K | ﹤0.01% |
45,800
-48,300
| -51% | -$1.02M |
|
|
RWVG
891
DELISTED
Direxion Russell 1000 Value Over Growth ETF
RWVG
| $832K | ﹤0.01% |
14,961
| – | – |
|
892
CALL
AB InBev
BUD
$158B
| $825K | ﹤0.01% |
15,300
+600
| +4% | +$33.7K |
|
|
SKX
893
PUT
DELISTED
Skechers
SKX
| $818K | ﹤0.01% |
23,000
-16,800
| -42% | -$645K |
|
894
Comcast
CMCSA
$79.1B
| $814K | ﹤0.01% |
+20,750
| New | +$890K |
|
895
PUT
Dell
DELL
$283B
| $799K | ﹤0.01% |
+17,300
| New | +$817K |
|
896
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $799K | ﹤0.01% |
10,852
-14,322
| -57% | -$1.11M |
|
897
CALL
Hyatt Hotels
H
$17.6B
| $798K | ﹤0.01% |
+10,800
| New | +$937K |
|
|
GBUG
898
DELISTED
Pacer iPath Gold ETNs
GBUG
| $797K | ﹤0.01% |
27,694
+150
| +0.5% | +$4.68K |
|
899
PUT
Corsair Gaming
CRSR
$1.05B
| $788K | ﹤0.01% |
60,000
-13,300
| -18% | -$217K |
|
900
PUT
Tencent Music
TME
$14.5B
| $781K | ﹤0.01% |
155,500
-120,100
| -44% | -$530K |
|
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.