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 |
ProShares Ultra VIX Short-Term Futures ETF
UVXY
|
+$32.2M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$16.3M |
| 3 |
SPDR Gold Trust
GLD
|
+$13.5M |
| 4 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$8.27M |
| 5 |
iShares China Large-Cap ETF
FXI
|
+$6.84M |
Top Sells
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 0.07% |
| 2 | Financials | 0.04% |
| 3 | Healthcare | 0.02% |
| 4 | Materials | 0.01% |
| 5 | Consumer Staples | 0.01% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
PUT
Deere & Co
DE
$170B
| $5.61M | 0.02% |
35,100
+10,000
| +40% | +$1.6M |
|
227
PUT
3M
MMM
$89B
| $5.59M | 0.02% |
32,172
+2,392
| +8% | +$403K |
|
228
CALL
UnitedHealth
UNH
$382B
| $5.56M | 0.02% |
+22,500
| New | +$5.74M |
|
229
PUT
General Motors
GM
$74.7B
| $5.48M | 0.02% |
147,700
-47,600
| -24% | -$1.81M |
|
230
CALL
Sarepta Therapeutics
SRPT
$1.66B
| $5.38M | 0.02% |
+45,100
| New | +$5.8M |
|
231
VanEck Gold Miners ETF
GDX
$23B
| $5.3M | 0.02% |
+236,334
| New | +$5.2M |
|
|
X
232
PUT
DELISTED
US Steel
X
| $5.28M | 0.02% |
270,900
+21,100
| +8% | +$449K |
|
233
PUT
NXP Semiconductors
NXPI
$68B
| $5.28M | 0.02% |
59,700
+2,200
| +4% | +$193K |
|
234
CALL
Spotify
SPOT
$99.2B
| $5.26M | 0.02% |
37,900
-1,700
| -4% | -$232K |
|
235
Alerian MLP ETF
AMLP
$13B
| $5.22M | 0.02% |
+104,084
| New | +$5.1M |
|
236
iShares Silver Trust
SLV
$28.1B
| $5.22M | 0.02% |
+368,104
| New | +$5.37M |
|
237
PUT
NetEase
NTES
$76.5B
| $5.14M | 0.02% |
106,500
-28,500
| -21% | -$1.36M |
|
238
CALL
SLB Ltd
SLB
$77.8B
| $5.13M | 0.02% |
117,800
-90,100
| -43% | -$3.89M |
|
|
UWT
239
DELISTED
VelocityShares3x Long Crude Oil ETNs linked to the S&P GSCI Crude Oil Index ER
UWT
| $5.12M | 0.02% |
+282,884
| New | +$4.11M |
|
|
240
CALL
3M
MMM
$89B
| $5.11M | 0.02% |
29,422
+15,309
| +108% | +$2.58M |
|
241
CALL
American Airlines Group
AAL
$9.58B
| $5.07M | 0.02% |
159,700
-14,500
| -8% | -$487K |
|
242
CALL
Northrop Grumman
NOC
$77B
| $5.01M | 0.02% |
18,600
-10,000
| -35% | -$2.73M |
|
243
PUT
Macy's
M
$6.15B
| $4.97M | 0.02% |
207,000
+63,700
| +44% | +$1.61M |
|
244
CALL
Comcast
CMCSA
$79.1B
| $4.91M | 0.02% |
122,700
-16,400
| -12% | -$617K |
|
245
PUT
Royal Caribbean
RCL
$78.7B
| $4.89M | 0.02% |
42,700
+16,200
| +61% | +$1.84M |
|
246
CALL
Union Pacific
UNP
$183B
| $4.88M | 0.02% |
29,200
-3,800
| -12% | -$612K |
|
247
CALL
CVS Health
CVS
$137B
| $4.87M | 0.02% |
90,300
+53,100
| +143% | +$3.28M |
|
248
PUT
Accenture
ACN
$89.9B
| $4.82M | 0.02% |
27,400
+11,900
| +77% | +$1.87M |
|
|
249
CALL
Macy's
M
$6.15B
| $4.82M | 0.02% |
200,400
+36,400
| +22% | +$919K |
|
250
PUT
Workday
WDAY
$33.4B
| $4.78M | 0.02% |
24,800
+6,400
| +35% | +$1.16M |
|
Similar funds
IMC Chicago's Q1 2019 Portfolio in Review
As of Q1 2019, IMC Chicago held 976 positions worth $27.8B, down 14% from $32.3B the previous quarter. Its ten largest holdings account for 73% of the portfolio.
IMC Chicago withdrew a net $8.42B in Q1 2019, closing 361 positions and reducing 227 holdings. Its most notable exit was iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019, an estimated $13.1M position sold in full.
By sector, the portfolio is most concentrated in Technology at 0.07% of assets, up from 0.04% a quarter earlier, followed by Financials and Healthcare.
Against the trend, IMC Chicago opened a new position in ProShares Ultra VIX Short-Term Futures ETF worth $24.6M.
- IMC Chicago's largest Q1 2019 buy was ProShares Ultra VIX Short-Term Futures ETF: 253 shares worth $24.6M.
- IMC Chicago added most to ProShares Short VIX Short-Term Futures ETF in Q1 2019, an estimated $5.22M increase.
- IMC Chicago's biggest Q1 2019 reduction was VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return, cutting an estimated $15.9M.
- IMC Chicago fully exited iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q1 2019, selling an estimated $13.1M.
- IMC Chicago's ten largest holdings make up 73% of its $27.8B portfolio in Q1 2019.
- IMC Chicago opened 89 new positions and closed 361 in Q1 2019.
- IMC Chicago's portfolio value fell 14% quarter-over-quarter to $27.8B.
Based on IMC Chicago's 13F filing for Q1 2019, filed 15 May 2019.