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 | |
|---|---|---|---|---|---|---|
51
CALL
Costco
COST
$417B
| $165M | 0.16% |
286,900
-54,800
| -16% | -$28.8M |
|
52
PUT
Broadcom
AVGO
$1.76T
| $152M | 0.15% |
2,415,000
-633,000
| -21% | -$37.6M |
|
53
PUT
Goldman Sachs
GS
$314B
| $145M | 0.14% |
438,500
-399,500
| -48% | -$141M |
|
54
PUT
Walt Disney
DIS
$170B
| $144M | 0.14% |
1,050,100
-374,700
| -26% | -$54.2M |
|
55
CALL
Roku
ROKU
$21.4B
| $144M | 0.14% |
1,149,000
+98,200
| +9% | +$14.4M |
|
|
UWC
56
PUT
DELISTED
PROSHARES TR ULTRA RUSSELL3000
UWC
| $141M | 0.14% |
2,404,500
+950,000
| +65% | +$55.5M |
|
57
CALL
Mastercard
MA
$480B
| $136M | 0.13% |
379,600
+17,300
| +5% | +$6.22M |
|
58
CALL
GameStop
GME
$9.82B
| $134M | 0.13% |
3,214,800
+1,440,800
| +81% | +$42.6M |
|
59
PUT
Lockheed Martin
LMT
$117B
| $131M | 0.13% |
297,500
+211,300
| +245% | +$85.7M |
|
60
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $130M | 0.13% |
375,400
-309,200
| -45% | -$107M |
|
|
61
PUT
Mastercard
MA
$480B
| $129M | 0.13% |
360,800
-46,900
| -12% | -$16.9M |
|
|
UWC
62
CALL
DELISTED
PROSHARES TR ULTRA RUSSELL3000
UWC
| $128M | 0.13% |
2,183,200
+832,800
| +62% | +$48.7M |
|
63
CALL
ARK Innovation ETF
ARKK
$6.15B
| $125M | 0.12% |
1,887,400
+342,400
| +22% | +$24.2M |
|
|
64
PUT
ARK Innovation ETF
ARKK
$6.15B
| $120M | 0.12% |
1,815,300
+126,100
| +7% | +$8.9M |
|
65
PUT
Visa
V
$682B
| $118M | 0.12% |
530,500
-242,300
| -31% | -$52.4M |
|
66
CALL
JPMorgan Chase
JPM
$907B
| $117M | 0.12% |
857,100
+206,100
| +32% | +$30.4M |
|
67
CALL
Strategy Inc
MSTR
$34.4B
| $115M | 0.11% |
2,365,000
-1,453,000
| -38% | -$62.9M |
|
|
68
PUT
JPMorgan Chase
JPM
$907B
| $115M | 0.11% |
843,100
+16,800
| +2% | +$2.48M |
|
|
69
CALL
Lockheed Martin
LMT
$117B
| $110M | 0.11% |
248,400
+142,100
| +134% | +$57.6M |
|
|
70
CALL
Broadcom
AVGO
$1.76T
| $109M | 0.11% |
1,731,000
-14,000
| -0.8% | -$832K |
|
71
CALL
VanEck Gold Miners ETF
GDX
$21.8B
| $109M | 0.11% |
1,981,500
-685,200
| -26% | -$23.3M |
|
|
72
Amazon
AMZN
$2.66T
| $109M | 0.11% |
666,120
-1,980,960
| -75% | -$306M |
|
73
PUT
CrowdStrike
CRWD
$207B
| $108M | 0.11% |
1,904,400
+100,800
| +6% | +$4.7M |
|
|
74
CALL
Visa
V
$682B
| $107M | 0.11% |
482,300
-240,000
| -33% | -$51.9M |
|
|
75
CALL
CrowdStrike
CRWD
$207B
| $104M | 0.1% |
1,827,200
+50,000
| +3% | +$2.33M |
|
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.