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 | |
|---|---|---|---|---|---|---|
26
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $103M | 0.37% |
396,700
+127,500
| +47% | +$32.1M |
|
27
PUT
NVIDIA
NVDA
$4.91T
| $102M | 0.37% |
22,788,000
-140,000
| -0.6% | -$543K |
|
28
PUT
Microsoft
MSFT
$2.93T
| $102M | 0.37% |
862,500
+26,300
| +3% | +$2.87M |
|
|
29
CALL
NVIDIA
NVDA
$4.91T
| $99.4M | 0.36% |
22,148,000
-4,740,000
| -18% | -$18.4M |
|
30
CALL
Alibaba
BABA
$276B
| $97.9M | 0.35% |
536,500
-368,200
| -41% | -$61.9M |
|
31
PUT
Chipotle Mexican Grill
CMG
$44.2B
| $84.5M | 0.3% |
5,945,000
+1,365,000
| +30% | +$15.8M |
|
|
32
CALL
Microsoft
MSFT
$2.93T
| $78M | 0.28% |
661,400
+76,500
| +13% | +$8.35M |
|
|
33
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $75M | 0.27% |
289,300
-34,900
| -11% | -$8.78M |
|
34
PUT
Bank of America
BAC
$430B
| $59.8M | 0.22% |
2,166,800
-155,800
| -7% | -$4.4M |
|
|
35
CALL
Bank of America
BAC
$430B
| $58.8M | 0.21% |
2,130,600
-1,127,700
| -35% | -$31.9M |
|
|
36
PUT
SPDR Gold Trust
GLD
$130B
| $55.6M | 0.2% |
455,400
-67,300
| -13% | -$8.29M |
|
|
37
CALL
SPDR Gold Trust
GLD
$130B
| $51.7M | 0.19% |
423,400
-360,500
| -46% | -$44.4M |
|
38
CALL
AT&T
T
$152B
| $50.2M | 0.18% |
2,120,121
+1,031,131
| +95% | +$23.7M |
|
39
CALL
Biogen
BIIB
$30.4B
| $46.2M | 0.17% |
195,600
+176,200
| +908% | +$55.5M |
|
|
40
CALL
Chipotle Mexican Grill
CMG
$44.2B
| $45.3M | 0.16% |
3,190,000
-225,000
| -7% | -$2.61M |
|
41
PUT
JPMorgan Chase
JPM
$907B
| $44.4M | 0.16% |
438,900
+3,100
| +0.7% | +$319K |
|
42
CALL
VanEck Gold Miners ETF
GDX
$21.8B
| $43.3M | 0.16% |
1,316,800
+335,200
| +34% | +$7.37M |
|
43
PUT
Micron Technology
MU
$959B
| $42.8M | 0.15% |
1,036,300
+74,400
| +8% | +$2.87M |
|
44
PUT
Advanced Micro Devices
AMD
$808B
| $42.2M | 0.15% |
1,653,800
-242,700
| -13% | -$5.51M |
|
|
45
CALL
Advanced Micro Devices
AMD
$808B
| $40.8M | 0.15% |
1,599,200
-710,400
| -31% | -$16.1M |
|
|
46
PUT
VanEck Gold Miners ETF
GDX
$21.8B
| $40.2M | 0.14% |
1,080,500
+337,300
| +45% | +$7.42M |
|
47
PUT
State Street SPDR NYSE Technology ETF
XNTK
$2.05B
| $36.7M | 0.13% |
794,800
+175,900
| +28% | +$11.8M |
|
|
48
CALL
Micron Technology
MU
$959B
| $36.6M | 0.13% |
885,300
-197,300
| -18% | -$7.62M |
|
|
49
PUT
AT&T
T
$152B
| $34.6M | 0.12% |
1,458,916
+400,378
| +38% | +$9.21M |
|
50
PUT
Walt Disney
DIS
$170B
| $34M | 0.12% |
305,800
+129,800
| +74% | +$14.5M |
|
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.