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 | |
|---|---|---|---|---|---|---|
1001
iShares Gold Trust Micro
IAUM
$6.36B
| $380K | ﹤0.01% |
+21,056
| New | +$394K |
|
1002
Unity
U
$12.5B
| $376K | ﹤0.01% |
+10,199
| New | +$579K |
|
|
DISH
1003
DELISTED
DISH Network Corp.
DISH
| $367K | ﹤0.01% |
+20,465
| New | +$496K |
|
1004
ProShares UltraShort Consumer Staples
SZK
$9.27M
| $360K | ﹤0.01% |
+11,422
| New | +$320K |
|
1005
ProShares Ultra Consumer Staples
UGE
$10.1M
| $355K | ﹤0.01% |
19,808
+354
| +2% | +$7.63K |
|
|
RAD
1006
CALL
DELISTED
Rite Aid Corporation
RAD
| $346K | ﹤0.01% |
51,300
+23,200
| +83% | +$154K |
|
1007
Upwork
UPWK
$1.09B
| $345K | ﹤0.01% |
16,706
-18,536
| -53% | -$364K |
|
1008
PUT
Petrobras
PBR
$121B
| $339K | ﹤0.01% |
29,000
-103,300
| -78% | -$1.43M |
|
1009
CALL
KeyCorp
KEY
$24.3B
| $338K | ﹤0.01% |
19,600
+6,400
| +48% | +$124K |
|
1010
VanEck Merk Gold Trust
OUNZ
$2.51B
| $332K | ﹤0.01% |
+18,952
| New | +$345K |
|
1011
PUT
Range Resources
RRC
$9.11B
| $324K | ﹤0.01% |
13,100
-7,500
| -36% | -$230K |
|
|
SHNY
1012
CALL
DELISTED
Direxion Daily Silver Miners Index Bull 2X Shares
SHNY
| $323K | ﹤0.01% |
+12,100
| New | +$323K |
|
1013
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$434M
| $322K | ﹤0.01% |
11,500
-1,100
| -9% | -$30.2K |
|
1014
PUT
Lumen
LUMN
$6.53B
| $321K | ﹤0.01% |
29,400
-2,200
| -7% | -$24.7K |
|
1015
Dropbox
DBX
$6.81B
| $316K | ﹤0.01% |
+15,055
| New | +$326K |
|
1016
Groupon
GRPN
$980M
| $316K | ﹤0.01% |
27,944
-5,056
| -15% | -$83K |
|
1017
CALL
Abercrombie & Fitch
ANF
$4.17B
| $315K | ﹤0.01% |
18,600
-6,700
| -26% | -$185K |
|
|
1018
Lumen
LUMN
$6.53B
| $309K | ﹤0.01% |
+28,342
| New | +$318K |
|
|
HIMX
1019
PUT
Himax Technologies
HIMX
$2.2B
| $308K | ﹤0.01% |
41,200
-18,700
| -31% | -$172K |
|
1020
ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN
MVRL
$19.4M
| $303K | ﹤0.01% |
+10,905
| New | +$354K |
|
|
1021
Abercrombie & Fitch
ANF
$4.17B
| $298K | ﹤0.01% |
+17,613
| New | +$486K |
|
1022
PUT
Camping World
CWH
$363M
| $298K | ﹤0.01% |
13,800
-2,300
| -14% | -$60.7K |
|
1023
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.22B
| $298K | ﹤0.01% |
+2,385
| New | +$329K |
|
|
HUT
1024
PUT
Hut 8
HUT
$12.4B
| $297K | ﹤0.01% |
+44,660
| New | +$667K |
|
1025
PUT
PG&E
PCG
$47.8B
| $291K | ﹤0.01% |
29,200
-36,300
| -55% | -$427K |
|
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.