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 | |
|---|---|---|---|---|---|---|
451
CALL
Teva Pharmaceuticals
TEVA
$35.9B
| $1.23M | ﹤0.01% |
78,100
-141,200
| -64% | -$2.49M |
|
|
B
452
Barrick Mining
B
$62.2B
| $1.22M | ﹤0.01% |
+89,206
| New | +$1.15M |
|
|
K
453
CALL
DELISTED
Kellanova
K
| $1.22M | ﹤0.01% |
+22,578
| New | +$1.21M |
|
454
CALL
Skyworks Solutions
SWKS
$9.06B
| $1.18M | ﹤0.01% |
14,300
-16,000
| -53% | -$1.24M |
|
455
PUT
ProShares UltraShort Industrials
SIJ
$5.74M
| $1.17M | ﹤0.01% |
7,194
+400
| +6% | +$101K |
|
|
456
PUT
Skyworks Solutions
SWKS
$9.06B
| $1.17M | ﹤0.01% |
14,200
-12,000
| -46% | -$926K |
|
457
PUT
General Mills
GIS
$19.2B
| $1.17M | ﹤0.01% |
22,600
-9,900
| -30% | -$448K |
|
458
PUT
Synaptics
SYNA
$4.41B
| $1.17M | ﹤0.01% |
+29,400
| New | +$1.16M |
|
|
CERN
459
CALL
DELISTED
Cerner Corp
CERN
| $1.17M | ﹤0.01% |
20,400
+13,000
| +176% | +$724K |
|
|
HES
460
PUT
DELISTED
Hess
HES
| $1.16M | ﹤0.01% |
19,300
+1,900
| +11% | +$105K |
|
|
K
461
PUT
DELISTED
Kellanova
K
| $1.15M | ﹤0.01% |
21,407
+11,822
| +123% | +$631K |
|
462
CALL
Dick's Sporting Goods
DKS
$18.4B
| $1.13M | ﹤0.01% |
30,700
+9,100
| +42% | +$324K |
|
463
PUT
Conagra Brands
CAG
$7.07B
| $1.13M | ﹤0.01% |
40,600
+19,600
| +93% | +$449K |
|
|
MRO
464
CALL
DELISTED
Marathon Oil Corporation
MRO
| $1.12M | ﹤0.01% |
66,800
+300
| +0.5% | +$4.9K |
|
|
UGLD
465
DELISTED
VelocitySharesTM 3x Long Gold ETN linked to the S&P GSCI Gold Index ER
UGLD
| $1.1M | ﹤0.01% |
+11,623
| New | +$1.15M |
|
|
ETFC
466
PUT
DELISTED
E*Trade Financial Corporation
ETFC
| $1.09M | ﹤0.01% |
23,500
-4,000
| -15% | -$190K |
|
|
467
CALL
Conagra Brands
CAG
$7.07B
| $1.08M | ﹤0.01% |
38,900
+21,700
| +126% | +$497K |
|
468
CALL
Ciena
CIEN
$55.3B
| $1.08M | ﹤0.01% |
28,900
+9,300
| +47% | +$361K |
|
469
CALL
Cleveland-Cliffs
CLF
$6.81B
| $1.06M | ﹤0.01% |
105,900
-38,600
| -27% | -$386K |
|
470
CALL
BlackBerry
BB
$5.01B
| $1.05M | ﹤0.01% |
104,500
+69,200
| +196% | +$582K |
|
471
PUT
AerCap
AER
$23.9B
| $1.05M | ﹤0.01% |
22,500
+7,400
| +49% | +$334K |
|
472
CALL
Capri Holdings
CPRI
$1.77B
| $1.04M | ﹤0.01% |
22,800
+10,400
| +84% | +$455K |
|
473
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$18.4M
| $1.03M | ﹤0.01% |
2,359
+893
| +61% | +$423K |
|
474
PUT
Marvell Technology
MRVL
$174B
| $1.02M | ﹤0.01% |
51,300
+14,900
| +41% | +$278K |
|
|
HTZ
475
PUT
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $1.02M | ﹤0.01% |
67,449
+10,705
| +19% | +$156K |
|
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.