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 | |
|---|---|---|---|---|---|---|
651
PUT
First Majestic Silver
AG
$8.05B
| $3.19M | ﹤0.01% |
242,400
-53,200
| -18% | -$623K |
|
|
FSR
652
PUT
DELISTED
Fisker Inc.
FSR
| $3.19M | ﹤0.01% |
247,100
-167,900
| -40% | -$2.1M |
|
653
PUT
C3.ai
AI
$1.27B
| $3.18M | ﹤0.01% |
140,100
-21,900
| -14% | -$527K |
|
654
PUT
Groupon
GRPN
$980M
| $3.15M | ﹤0.01% |
163,700
+88,500
| +118% | +$1.97M |
|
655
Kohl's
KSS
$2.03B
| $3.13M | ﹤0.01% |
51,822
+34,274
| +195% | +$1.94M |
|
656
Target
TGT
$62.1B
| $3.12M | ﹤0.01% |
+14,710
| New | +$3.18M |
|
657
CALL
Yeti Holdings
YETI
$3.82B
| $3.11M | ﹤0.01% |
51,900
-29,700
| -36% | -$1.92M |
|
658
CALL
Centene
CNC
$31.3B
| $3.1M | ﹤0.01% |
+36,800
| New | +$3.02M |
|
659
PUT
QuidelOrtho
QDEL
$1.09B
| $3.09M | ﹤0.01% |
27,500
+5,400
| +24% | +$576K |
|
|
FTCH
660
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $3.09M | ﹤0.01% |
204,400
+103,500
| +103% | +$2M |
|
661
Novavax
NVAX
$1.23B
| $3.08M | ﹤0.01% |
41,853
+5,212
| +14% | +$465K |
|
662
Invesco Dorsey Wright Basic Materials Momentum ETF
PYZ
$76.7M
| $3.08M | ﹤0.01% |
31,152
+2,004
| +7% | +$183K |
|
663
CALL
Tractor Supply
TSCO
$16.3B
| $3.06M | ﹤0.01% |
65,500
+11,500
| +21% | +$508K |
|
664
PUT
Coupang
CPNG
$27.8B
| $3.06M | ﹤0.01% |
172,800
+41,400
| +32% | +$885K |
|
665
PUT
Vertex Pharmaceuticals
VRTX
$121B
| $3.05M | ﹤0.01% |
11,700
+1,000
| +9% | +$237K |
|
|
GAP
666
PUT
The Gap Inc
GAP
$6.84B
| $3.05M | ﹤0.01% |
216,600
-14,200
| -6% | -$226K |
|
667
iPath Series B S&P 500 VIX Mid-Term Futures ETN
VXZ
$31.5M
| $3.02M | ﹤0.01% |
+28,499
| New | +$3.04M |
|
668
Morgan Stanley
MS
$337B
| $3M | ﹤0.01% |
34,367
+1,091
| +3% | +$105K |
|
669
State Street SPDR S&P Capital Markets ETF
KCE
$453M
| $2.97M | ﹤0.01% |
+32,504
| New | +$3.05M |
|
|
670
CALL
QuidelOrtho
QDEL
$1.09B
| $2.96M | ﹤0.01% |
+26,300
| New | +$2.8M |
|
671
CALL
Conagra Brands
CAG
$7.07B
| $2.94M | ﹤0.01% |
87,700
+17,700
| +25% | +$603K |
|
672
PUT
Southern Company
SO
$110B
| $2.91M | ﹤0.01% |
40,100
-700
| -2% | -$47.4K |
|
673
Invesco Dorsey Wright Consumer Staples Momentum ETF
PSL
$83.4M
| $2.9M | ﹤0.01% |
33,895
+12,687
| +60% | +$1.08M |
|
674
CALL
Deutsche Bank
DB
$66.3B
| $2.89M | ﹤0.01% |
228,500
+19,400
| +9% | +$258K |
|
675
CALL
Live Nation Entertainment
LYV
$41.2B
| $2.88M | ﹤0.01% |
24,500
+3,600
| +17% | +$411K |
|
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.