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 | |
|---|---|---|---|---|---|---|
251
CALL
General Motors
GM
$74.7B
| $4.65M | 0.02% |
125,400
-43,800
| -26% | -$1.66M |
|
252
PUT
Applied Materials
AMAT
$426B
| $4.63M | 0.02% |
116,800
-17,000
| -13% | -$646K |
|
253
PUT
Ford
F
$57.3B
| $4.47M | 0.02% |
509,200
+64,300
| +14% | +$552K |
|
254
PUT
Kraft Heinz
KHC
$30.4B
| $4.45M | 0.02% |
136,200
+123,600
| +981% | +$5.04M |
|
255
CALL
Palo Alto Networks
PANW
$264B
| $4.4M | 0.02% |
108,600
-600
| -0.5% | -$22.3K |
|
|
256
CALL
Applied Materials
AMAT
$426B
| $4.38M | 0.02% |
110,400
-63,900
| -37% | -$2.43M |
|
257
ProShares Short S&P500
SH
$887M
| $4.38M | 0.02% |
+39,567
| New | +$4.57M |
|
258
PUT
Philip Morris
PM
$301B
| $4.37M | 0.02% |
49,400
+13,900
| +39% | +$1.12M |
|
259
PUT
Gilead Sciences
GILD
$161B
| $4.36M | 0.02% |
67,100
-7,600
| -10% | -$505K |
|
|
RTN
260
CALL
DELISTED
Raytheon Company
RTN
| $4.32M | 0.02% |
23,700
-2,400
| -9% | -$418K |
|
|
SPLK
261
CALL
DELISTED
Splunk Inc
SPLK
| $4.22M | 0.02% |
33,900
+1,800
| +6% | +$225K |
|
|
262
CALL
Ford
F
$57.3B
| $4.22M | 0.02% |
480,200
+64,400
| +15% | +$553K |
|
263
CALL
Marathon Petroleum
MPC
$90.3B
| $4.13M | 0.01% |
69,000
+23,600
| +52% | +$1.49M |
|
264
PUT
CVS Health
CVS
$137B
| $4.11M | 0.01% |
76,200
+44,800
| +143% | +$2.77M |
|
265
PUT
Tilray
TLRY
$479M
| $4.09M | 0.01% |
6,250
-1,900
| -23% | -$1.45M |
|
266
PUT
Kohl's
KSS
$2.03B
| $4.02M | 0.01% |
58,500
+28,000
| +92% | +$1.9M |
|
267
JPMorgan Chase
JPM
$939B
| $4M | 0.01% |
+39,511
| New | +$4.07M |
|
|
AGN
268
CALL
DELISTED
Allergan plc
AGN
| $3.97M | 0.01% |
27,100
-8,400
| -24% | -$1.22M |
|
269
CALL
Halliburton
HAL
$27.9B
| $3.92M | 0.01% |
133,900
+43,900
| +49% | +$1.33M |
|
270
CALL
Bausch Health
BHC
$1.65B
| $3.92M | 0.01% |
158,600
-17,900
| -10% | -$428K |
|
271
CALL
United Airlines
UAL
$38.4B
| $3.92M | 0.01% |
49,100
-29,500
| -38% | -$2.49M |
|
272
PUT
American Tower
AMT
$77.7B
| $3.9M | 0.01% |
19,800
+9,100
| +85% | +$1.6M |
|
273
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $3.9M | 0.01% |
42,500
-4,000
| -9% | -$361K |
|
|
ATVI
274
CALL
DELISTED
Activision Blizzard
ATVI
| $3.9M | 0.01% |
85,600
+31,800
| +59% | +$1.44M |
|
|
275
CALL
Kohl's
KSS
$2.03B
| $3.87M | 0.01% |
56,300
+11,300
| +25% | +$767K |
|
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.