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 | |
|---|---|---|---|---|---|---|
276
VanEck Junior Gold Miners ETF
GDXJ
$7.06B
| $3.84M | 0.01% |
121,058
+110,186
| +1,013% | +$3.52M |
|
277
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $3.83M | 0.01% |
51,100
-23,800
| -32% | -$1.72M |
|
278
Bank of America
BAC
$435B
| $3.81M | 0.01% |
+138,260
| New | +$3.91M |
|
279
CALL
Tilray
TLRY
$479M
| $3.77M | 0.01% |
5,750
-3,290
| -36% | -$2.51M |
|
|
AGN
280
PUT
DELISTED
Allergan plc
AGN
| $3.75M | 0.01% |
25,600
-2,000
| -7% | -$290K |
|
281
PUT
Freeport-McMoran
FCX
$90B
| $3.72M | 0.01% |
288,800
+60,600
| +27% | +$733K |
|
282
PUT
Expedia Group
EXPE
$31.2B
| $3.65M | 0.01% |
30,700
+7,000
| +30% | +$850K |
|
|
ATVI
283
PUT
DELISTED
Activision Blizzard
ATVI
| $3.64M | 0.01% |
80,000
+45,400
| +131% | +$2.05M |
|
|
VIIX
284
DELISTED
VelocityShares VIX Short Term ETN
VIIX
| $3.64M | 0.01% |
58,897
+7,055
| +14% | +$514K |
|
285
PUT
Bausch Health
BHC
$1.65B
| $3.6M | 0.01% |
145,600
-95,400
| -40% | -$2.28M |
|
286
CALL
ConocoPhillips
COP
$147B
| $3.54M | 0.01% |
53,100
+12,800
| +32% | +$861K |
|
287
CALL
Cummins
CMI
$91.7B
| $3.47M | 0.01% |
22,000
+14,900
| +210% | +$2.24M |
|
288
CALL
NetEase
NTES
$76.5B
| $3.43M | 0.01% |
71,000
-73,000
| -51% | -$3.47M |
|
289
CALL
Lockheed Martin
LMT
$134B
| $3.42M | 0.01% |
11,400
-7,900
| -41% | -$2.32M |
|
290
CALL
Deere & Co
DE
$170B
| $3.42M | 0.01% |
21,400
+700
| +3% | +$112K |
|
|
ALXN
291
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $3.41M | 0.01% |
25,200
+8,000
| +47% | +$995K |
|
|
RWUI
292
DELISTED
Direxion FTSE Russell US Over International ETF
RWUI
| $3.39M | 0.01% |
+61,305
| New | +$3.27M |
|
293
CALL
Southwest Airlines
LUV
$22.1B
| $3.38M | 0.01% |
65,200
+39,300
| +152% | +$2.07M |
|
294
CALL
eBay
EBAY
$48.6B
| $3.34M | 0.01% |
89,900
-24,500
| -21% | -$850K |
|
295
CALL
Philip Morris
PM
$301B
| $3.31M | 0.01% |
37,500
-10,500
| -22% | -$846K |
|
296
PUT
Marathon Petroleum
MPC
$90.3B
| $3.31M | 0.01% |
55,300
+10,400
| +23% | +$654K |
|
297
CALL
Petrobras
PBR
$121B
| $3.31M | 0.01% |
207,600
-366,600
| -64% | -$5.82M |
|
298
Vanguard High Dividend Yield ETF
VYM
$81.1B
| $3.25M | 0.01% |
+38,000
| New | +$3.17M |
|
299
CALL
PNC Financial Services
PNC
$100B
| $3.25M | 0.01% |
26,500
-1,500
| -5% | -$186K |
|
300
CALL
Newmont
NEM
$98.2B
| $3.22M | 0.01% |
89,900
-35,600
| -28% | -$1.21M |
|
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.