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 | |
|---|---|---|---|---|---|---|
801
AdvisorShares Pure US Cannabis ETF
MSOS
$864M
| $1.69M | ﹤0.01% |
81,010
-64,357
| -44% | -$1.4M |
|
802
PUT
Mondelez International
MDLZ
$77.7B
| $1.68M | ﹤0.01% |
+26,800
| New | +$1.74M |
|
803
Twilio
TWLO
$29.1B
| $1.66M | ﹤0.01% |
+10,065
| New | +$1.83M |
|
|
SKX
804
PUT
DELISTED
Skechers
SKX
| $1.62M | ﹤0.01% |
39,800
+7,500
| +23% | +$321K |
|
805
PUT
American Electric Power
AEP
$73.7B
| $1.62M | ﹤0.01% |
16,200
+800
| +5% | +$73.1K |
|
806
PUT
AB InBev
BUD
$158B
| $1.61M | ﹤0.01% |
26,800
-5,500
| -17% | -$339K |
|
807
CALL
Bank of Montreal
BMO
$125B
| $1.6M | ﹤0.01% |
+13,600
| New | +$1.58M |
|
808
Agnico Eagle Mines
AEM
$72.6B
| $1.6M | ﹤0.01% |
26,128
+7,640
| +41% | +$413K |
|
809
PUT
Clorox
CLX
$11.6B
| $1.6M | ﹤0.01% |
11,500
-16,900
| -60% | -$2.59M |
|
810
PUT
EOG Resources
EOG
$78B
| $1.6M | ﹤0.01% |
+13,400
| New | +$1.49M |
|
811
PUT
Trip.com Group
TCOM
$27.5B
| $1.59M | ﹤0.01% |
69,000
+24,500
| +55% | +$617K |
|
812
PUT
Centene
CNC
$31.3B
| $1.59M | ﹤0.01% |
+18,900
| New | +$1.55M |
|
813
ETRACS MarketVector Business Development Companies Liquid Index ETN due Apr 26 2041
BDCZ
$15.4M
| $1.58M | ﹤0.01% |
77,576
+12,623
| +19% | +$253K |
|
814
Invesco S&P SmallCap 600 Pure Value ETF
RZV
$290M
| $1.57M | ﹤0.01% |
16,213
+3,872
| +31% | +$369K |
|
815
CALL
Diamondback Energy
FANG
$57.6B
| $1.56M | ﹤0.01% |
+11,400
| New | +$1.48M |
|
816
APA Corp
APA
$12.8B
| $1.56M | ﹤0.01% |
+37,696
| New | +$1.32M |
|
817
CALL
Transocean
RIG
$5.92B
| $1.56M | ﹤0.01% |
341,000
+242,900
| +248% | +$924K |
|
|
CMRC
818
CALL
Commerce.com Inc Series 1
CMRC
$224M
| $1.56M | ﹤0.01% |
71,000
-29,900
| -30% | -$802K |
|
819
PUT
Corsair Gaming
CRSR
$1.05B
| $1.55M | ﹤0.01% |
73,300
-15,800
| -18% | -$330K |
|
|
AYX
820
CALL
DELISTED
Alteryx Inc
AYX
| $1.54M | ﹤0.01% |
21,500
-45,600
| -68% | -$2.69M |
|
821
CALL
Vale
VALE
$62.9B
| $1.53M | ﹤0.01% |
76,800
-39,900
| -34% | -$691K |
|
|
822
PUT
Bank of Montreal
BMO
$125B
| $1.52M | ﹤0.01% |
+12,900
| New | +$1.5M |
|
823
PUT
HP
HPQ
$23.5B
| $1.52M | ﹤0.01% |
41,900
+100
| +0.2% | +$3.69K |
|
824
CALL
KB Home
KBH
$3.48B
| $1.51M | ﹤0.01% |
46,700
-15,300
| -25% | -$603K |
|
|
GTM
825
PUT
ZoomInfo Technologies
GTM
$861M
| $1.49M | ﹤0.01% |
25,000
-26,700
| -52% | -$1.43M |
|
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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.