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 | |
|---|---|---|---|---|---|---|
426
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$72.3M
| $1.42M | 0.01% |
31
+26
| +520% | +$1.3M |
|
427
Sarepta Therapeutics
SRPT
$1.66B
| $1.41M | 0.01% |
+11,864
| New | +$1.53M |
|
428
Procter & Gamble
PG
$343B
| $1.41M | 0.01% |
+13,508
| New | +$1.31M |
|
|
TIF
429
PUT
DELISTED
Tiffany & Co.
TIF
| $1.4M | 0.01% |
13,300
-2,900
| -18% | -$266K |
|
430
CALL
ProShares UltraShort Industrials
SIJ
$5.74M
| $1.4M | 0.01% |
8,575
+4,900
| +133% | +$1.23M |
|
431
CALL
Seagate
STX
$193B
| $1.39M | 0.01% |
29,100
-6,200
| -18% | -$275K |
|
432
PUT
CSX Corp
CSX
$98.6B
| $1.39M | 0.01% |
55,800
-46,800
| -46% | -$1.08M |
|
433
PUT
Mohawk Industries
MHK
$6.9B
| $1.39M | 0.01% |
11,000
+6,900
| +168% | +$898K |
|
434
CALL
Kinder Morgan
KMI
$73.1B
| $1.39M | 0.01% |
69,300
-28,100
| -29% | -$525K |
|
435
PUT
Yelp
YELP
$1.38B
| $1.38M | 0.01% |
39,900
-25,900
| -39% | -$937K |
|
|
SKX
436
PUT
DELISTED
Skechers
SKX
| $1.38M | ﹤0.01% |
40,900
+11,100
| +37% | +$332K |
|
437
PUT
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
| $1.37M | ﹤0.01% |
25,100
+9,000
| +56% | +$456K |
|
438
CALL
Gen Digital
GEN
$15.6B
| $1.36M | ﹤0.01% |
59,300
-51,100
| -46% | -$1.11M |
|
|
RWVG
439
DELISTED
Direxion Russell 1000 Value Over Growth ETF
RWVG
| $1.36M | ﹤0.01% |
+25,767
| New | +$1.35M |
|
440
PUT
Cleveland-Cliffs
CLF
$6.81B
| $1.33M | ﹤0.01% |
132,700
+18,700
| +16% | +$187K |
|
|
ACB
441
Aurora Cannabis
ACB
$165M
| $1.32M | ﹤0.01% |
+1,216
| New | +$1.09M |
|
|
CHK
442
DELISTED
Chesapeake Energy Corporation
CHK
| $1.31M | ﹤0.01% |
2,111
+161
| +8% | +$90.1K |
|
443
Wells Fargo
WFC
$261B
| $1.3M | ﹤0.01% |
+26,916
| New | +$1.32M |
|
444
PUT
Dollar General
DG
$25.9B
| $1.3M | ﹤0.01% |
10,900
+3,000
| +38% | +$349K |
|
445
PUT
MGM Resorts International
MGM
$11.7B
| $1.29M | ﹤0.01% |
50,200
-12,400
| -20% | -$340K |
|
446
CALL
AerCap
AER
$23.9B
| $1.28M | ﹤0.01% |
27,600
-14,500
| -34% | -$655K |
|
447
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.24B
| $1.27M | ﹤0.01% |
11,814
-2,654
| -18% | -$281K |
|
|
SKX
448
CALL
DELISTED
Skechers
SKX
| $1.25M | ﹤0.01% |
37,300
+7,300
| +24% | +$218K |
|
|
MRO
449
PUT
DELISTED
Marathon Oil Corporation
MRO
| $1.25M | ﹤0.01% |
74,800
+34,500
| +86% | +$564K |
|
450
PUT
BlackBerry
BB
$5.01B
| $1.24M | ﹤0.01% |
123,100
+57,900
| +89% | +$487K |
|
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.