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 | |
|---|---|---|---|---|---|---|
101
CALL
Palo Alto Networks
PANW
$292B
| $84.1M | 0.08% |
810,600
+386,400
| +91% | +$34.6M |
|
102
PUT
Salesforce
CRM
$140B
| $83.4M | 0.08% |
392,900
-242,900
| -38% | -$52.3M |
|
103
PUT
FedEx
FDX
$74.7B
| $82.6M | 0.08% |
357,000
-68,400
| -16% | -$16.1M |
|
104
PUT
Mercado Libre
MELI
$92B
| $81.4M | 0.08% |
68,400
+39,100
| +133% | +$42.6M |
|
105
PUT
Lam Research
LRCX
$392B
| $80.2M | 0.08% |
1,491,000
+206,000
| +16% | +$12M |
|
106
PUT
Chipotle Mexican Grill
CMG
$44.2B
| $77.7M | 0.08% |
2,455,000
-1,150,000
| -32% | -$34.6M |
|
|
107
PUT
Palo Alto Networks
PANW
$292B
| $77.1M | 0.08% |
742,800
+113,400
| +18% | +$10.1M |
|
108
CALL
AMC Entertainment Holdings
AMC
$1.73B
| $76.6M | 0.08% |
310,970
+81,880
| +36% | +$15.2M |
|
109
PUT
Snap
SNAP
$7.62B
| $75.7M | 0.07% |
2,102,000
+883,200
| +72% | +$31.9M |
|
110
PUT
NIO
NIO
$12.2B
| $75.5M | 0.07% |
3,585,400
-1,081,000
| -23% | -$25.5M |
|
111
CALL
Qualcomm
QCOM
$181B
| $75.2M | 0.07% |
492,300
-96,600
| -16% | -$16.2M |
|
112
CALL
Bank of America
BAC
$430B
| $75M | 0.07% |
1,818,400
-205,000
| -10% | -$9.25M |
|
113
PUT
lululemon athletica
LULU
$13.2B
| $74.8M | 0.07% |
204,800
+82,200
| +67% | +$26.8M |
|
114
CALL
Airbnb
ABNB
$86.6B
| $74.5M | 0.07% |
433,700
-93,200
| -18% | -$14.8M |
|
|
115
CALL
Lam Research
LRCX
$392B
| $74.2M | 0.07% |
1,380,000
+478,000
| +53% | +$27.8M |
|
116
CALL
Nike
NKE
$64.9B
| $73.9M | 0.07% |
549,300
+106,100
| +24% | +$14.9M |
|
117
CALL
Sea Limited
SE
$63.7B
| $73.4M | 0.07% |
613,100
+227,300
| +59% | +$32M |
|
118
PUT
Deere & Co
DE
$161B
| $72.5M | 0.07% |
174,500
+38,100
| +28% | +$14.6M |
|
119
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.34B
| $72.1M | 0.07% |
1,888,200
-183,400
| -9% | -$7.82M |
|
120
CALL
Baidu
BIDU
$36.5B
| $71.5M | 0.07% |
540,100
-200,300
| -27% | -$30.2M |
|
121
CALL
UnitedHealth
UNH
$387B
| $71.3M | 0.07% |
139,800
+14,900
| +12% | +$7.19M |
|
122
CALL
ExxonMobil
XOM
$611B
| $70.7M | 0.07% |
855,700
+387,700
| +83% | +$30.1M |
|
123
Advanced Micro Devices
AMD
$808B
| $70M | 0.07% |
639,973
+213,243
| +50% | +$25.5M |
|
124
CALL
United States Oil Fund
USO
$2.54B
| $69.7M | 0.07% |
939,900
-1,129,000
| -55% | -$75.9M |
|
125
PUT
State Street Financial Select Sector SPDR ETF
XLF
$54.8B
| $69.5M | 0.07% |
1,812,800
+158,300
| +10% | +$6.19M |
|
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.