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 |
Meta Platforms (Facebook)
META
|
+$418M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$236M |
| 3 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$128M |
| 4 |
PayPal
PYPL
|
+$32.9M |
| 5 |
NVIDIA
NVDA
|
+$30.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$306M |
| 2 |
Tesla
TSLA
|
+$241M |
| 3 |
Boeing
BA
|
+$176M |
| 4 |
Alphabet (Google) Class C
GOOG
|
+$43M |
| 5 |
Alphabet (Google) Class A
GOOGL
|
+$39.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 0.46% |
| 2 | Technology | 0.28% |
| 3 | Consumer Discretionary | 0.22% |
| 4 | Financials | 0.1% |
| 5 | Industrials | 0.04% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
501
PUT
RTX Corp
RTX
$287B
| $7.93M | 0.01% |
80,000
+32,400
| +68% | +$3.07M |
|
502
PUT
S&P Global
SPGI
$126B
| $7.88M | 0.01% |
+19,200
| New | +$7.82M |
|
503
CALL
Macy's
M
$6.15B
| $7.74M | 0.01% |
317,800
-130,300
| -29% | -$3.34M |
|
504
CALL
MGM Resorts International
MGM
$11.7B
| $7.73M | 0.01% |
184,300
-96,500
| -34% | -$4.15M |
|
505
CALL
ARK Genomic Revolution ETF
ARKG
$1.51B
| $7.72M | 0.01% |
168,200
-19,100
| -10% | -$911K |
|
506
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$18.7B
| $7.69M | 0.01% |
198,336
+123,417
| +165% | +$5.48M |
|
507
CALL
CRISPR Therapeutics
CRSP
$4.58B
| $7.68M | 0.01% |
122,300
+15,600
| +15% | +$980K |
|
508
CALL
Texas Instruments
TXN
$255B
| $7.67M | 0.01% |
41,800
-600
| -1% | -$106K |
|
509
PUT
Capital One
COF
$124B
| $7.63M | 0.01% |
58,100
+15,600
| +37% | +$2.27M |
|
510
PUT
ChargePoint
CHPT
$133M
| $7.61M | 0.01% |
19,140
+3,695
| +24% | +$1.14M |
|
511
PUT
Comcast
CMCSA
$79.1B
| $7.59M | 0.01% |
162,200
-90,200
| -36% | -$4.34M |
|
|
TYNS
512
PUT
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
| $7.57M | 0.01% |
64,400
-12,500
| -16% | -$1.47M |
|
513
PUT
Best Buy
BBY
$18B
| $7.44M | 0.01% |
81,800
-34,900
| -30% | -$3.46M |
|
514
PUT
Avis
CAR
$5.63B
| $7.42M | 0.01% |
28,200
-74,800
| -73% | -$15M |
|
515
CALL
PNC Financial Services
PNC
$100B
| $7.4M | 0.01% |
40,100
-500
| -1% | -$101K |
|
516
CALL
Constellation Brands
STZ
$22.2B
| $7.39M | 0.01% |
32,100
+14,100
| +78% | +$3.26M |
|
517
PUT
Yeti Holdings
YETI
$3.82B
| $7.32M | 0.01% |
122,000
+41,300
| +51% | +$2.67M |
|
|
MRO
518
CALL
DELISTED
Marathon Oil Corporation
MRO
| $7.28M | 0.01% |
289,800
+69,200
| +31% | +$1.49M |
|
519
CALL
Simon Property Group
SPG
$74.5B
| $7.26M | 0.01% |
55,200
+8,800
| +19% | +$1.25M |
|
520
CALL
Li Auto
LI
$12.6B
| $7.25M | 0.01% |
280,900
+64,200
| +30% | +$1.77M |
|
521
CALL
NetEase
NTES
$76.5B
| $7.11M | 0.01% |
79,300
+25,200
| +47% | +$2.4M |
|
522
CALL
AstraZeneca
AZN
$263B
| $7.08M | 0.01% |
53,350
-24,800
| -32% | -$2.97M |
|
523
CALL
APA Corp
APA
$12.8B
| $6.97M | 0.01% |
168,700
+148,300
| +727% | +$5.17M |
|
|
BBBY
524
CALL
Bed Bath & Beyond
BBBY
$473M
| $6.96M | 0.01% |
173,910
-70,510
| -29% | -$3.13M |
|
|
525
PUT
APA Corp
APA
$12.8B
| $6.86M | 0.01% |
165,900
+144,900
| +690% | +$5.06M |
|
Similar funds
IMC Chicago's Q1 2022 Portfolio in Review
As of Q1 2022, IMC Chicago held 1,323 positions worth $101B, down 16% from $120B the previous quarter. Its ten largest holdings account for 63% of the portfolio.
IMC Chicago withdrew a net $9.72B in Q1 2022, closing 253 positions and reducing 510 holdings. Its most notable exit was Tesla, an estimated $241M position sold in full.
By sector, the portfolio is most concentrated in Communication Services at 0.46% of assets, up from 0.21% a quarter earlier, followed by Technology and Consumer Discretionary.
Against the trend, IMC Chicago opened a new position in Meta Platforms (Facebook) worth $372M.
- IMC Chicago's largest Q1 2022 buy was Meta Platforms (Facebook): 1,671,778 shares worth $372M.
- IMC Chicago added most to Invesco QQQ Trust in Q1 2022, an estimated $236M increase.
- IMC Chicago's biggest Q1 2022 reduction was Amazon, cutting an estimated $306M.
- IMC Chicago fully exited Tesla in Q1 2022, selling an estimated $241M.
- IMC Chicago's ten largest holdings make up 63% of its $101B portfolio in Q1 2022.
- IMC Chicago opened 145 new positions and closed 253 in Q1 2022.
- IMC Chicago's portfolio value fell 16% quarter-over-quarter to $101B.
Based on IMC Chicago's 13F filing for Q1 2022, filed 19 Apr 2022.