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 | |
|---|---|---|---|---|---|---|
951
US Bancorp
USB
$99.6B
| $551K | ﹤0.01% |
+11,983
| New | +$598K |
|
952
CALL
Cheesecake Factory
CAKE
$4.21B
| $547K | ﹤0.01% |
20,700
-5,200
| -20% | -$173K |
|
953
Beyond Meat
BYND
$288M
| $545K | ﹤0.01% |
+22,786
| New | +$728K |
|
954
Alcoa
AA
$11.7B
| $543K | ﹤0.01% |
+11,913
| New | +$773K |
|
955
Invesco S&P Spin-Off ETF
CSD
$225M
| $539K | ﹤0.01% |
10,798
-27,421
| -72% | -$1.54M |
|
|
CGC
956
CALL
Canopy Growth
CGC
$375M
| $538K | ﹤0.01% |
18,860
-4,870
| -21% | -$253K |
|
957
PUT
Campbell Soup
CPB
$6.51B
| $538K | ﹤0.01% |
11,200
-18,600
| -62% | -$876K |
|
958
Rivian
RIVN
$22.9B
| $537K | ﹤0.01% |
+20,877
| New | +$652K |
|
|
MNDT
959
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $537K | ﹤0.01% |
+24,600
| New | +$540K |
|
960
The Mosaic Company
MOS
$7.09B
| $532K | ﹤0.01% |
11,256
-8,765
| -44% | -$537K |
|
961
JetBlue
JBLU
$1.96B
| $531K | ﹤0.01% |
63,411
+28,047
| +79% | +$300K |
|
962
PUT
Capri Holdings
CPRI
$1.77B
| $525K | ﹤0.01% |
12,800
-8,000
| -38% | -$372K |
|
|
NNDM
963
PUT
Nano Dimension
NNDM
$309M
| $508K | ﹤0.01% |
161,900
-57,500
| -26% | -$171K |
|
964
AGNC Investment
AGNC
$12.3B
| $502K | ﹤0.01% |
+45,322
| New | +$537K |
|
965
Goodyear
GT
$2.07B
| $500K | ﹤0.01% |
46,657
+7,467
| +19% | +$93.5K |
|
966
CALL
Vale
VALE
$62.9B
| $499K | ﹤0.01% |
34,100
-42,700
| -56% | -$729K |
|
967
Macy's
M
$6.15B
| $485K | ﹤0.01% |
26,471
-27,992
| -51% | -$633K |
|
968
PUT
Ciena
CIEN
$55.3B
| $484K | ﹤0.01% |
10,600
-12,500
| -54% | -$648K |
|
969
Dave & Buster's
PLAY
$343M
| $478K | ﹤0.01% |
+14,592
| New | +$585K |
|
|
MNDT
970
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $475K | ﹤0.01% |
+21,776
| New | +$478K |
|
971
Cloudflare
NET
$93B
| $473K | ﹤0.01% |
+10,819
| New | +$779K |
|
972
Peloton Interactive
PTON
$2.63B
| $467K | ﹤0.01% |
+50,859
| New | +$816K |
|
|
MNDT
973
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $465K | ﹤0.01% |
+21,300
| New | +$468K |
|
974
BorgWarner
BWA
$13.2B
| $464K | ﹤0.01% |
15,782
+2,574
| +19% | +$84.8K |
|
975
PUT
Kinder Morgan
KMI
$73.1B
| $463K | ﹤0.01% |
27,600
-6,300
| -19% | -$118K |
|
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.