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 | |
|---|---|---|---|---|---|---|
501
CALL
Synchrony
SYF
$23.7B
| $798K | ﹤0.01% |
+25,000
| New | +$752K |
|
502
CALL
Centene
CNC
$31.3B
| $797K | ﹤0.01% |
15,000
+3,000
| +25% | +$182K |
|
503
CALL
International Paper
IP
$22.3B
| $787K | ﹤0.01% |
17,952
+2,323
| +15% | +$101K |
|
|
ACB
504
CALL
Aurora Cannabis
ACB
$165M
| $783K | ﹤0.01% |
+720
| New | +$644K |
|
505
CALL
Emerson Electric
EMR
$82.9B
| $774K | ﹤0.01% |
11,300
+2,300
| +26% | +$151K |
|
506
CALL
CF Industries
CF
$19.2B
| $736K | ﹤0.01% |
18,000
-1,700
| -9% | -$72.1K |
|
507
PUT
Ciena
CIEN
$55.3B
| $736K | ﹤0.01% |
19,700
+6,400
| +48% | +$249K |
|
508
Carnival Corporation Ltd
CCL
$36.1B
| $729K | ﹤0.01% |
+14,372
| New | +$796K |
|
509
CALL
MetLife
MET
$61B
| $728K | ﹤0.01% |
17,100
+5,300
| +45% | +$234K |
|
|
WBA
510
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $709K | ﹤0.01% |
11,200
-2,100
| -16% | -$143K |
|
|
511
PUT
CF Industries
CF
$19.2B
| $703K | ﹤0.01% |
17,200
-7,200
| -30% | -$305K |
|
512
CALL
BHP
BHP
$213B
| $700K | ﹤0.01% |
14,349
+5,045
| +54% | +$230K |
|
513
Morgan Stanley
MS
$337B
| $691K | ﹤0.01% |
+16,370
| New | +$689K |
|
514
United States Brent Oil Fund
BNO
$815M
| $683K | ﹤0.01% |
+35,514
| New | +$641K |
|
|
AKS
515
CALL
DELISTED
AK Steel Holding Corp
AKS
| $681K | ﹤0.01% |
247,700
+27,200
| +12% | +$77.1K |
|
|
516
PUT
International Paper
IP
$22.3B
| $680K | ﹤0.01% |
15,523
-26,717
| -63% | -$1.16M |
|
517
CALL
Yelp
YELP
$1.38B
| $669K | ﹤0.01% |
19,400
-23,100
| -54% | -$835K |
|
518
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$434M
| $666K | ﹤0.01% |
25,600
-2,300
| -8% | -$59K |
|
519
PUT
Transocean
RIG
$5.92B
| $665K | ﹤0.01% |
76,400
-32,800
| -30% | -$281K |
|
|
AMTD
520
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
| $655K | ﹤0.01% |
+13,100
| New | +$710K |
|
521
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF
DRIP
$103M
| $638K | ﹤0.01% |
158
+74
| +88% | +$346K |
|
|
HYDD
522
DELISTED
Direxion Daily High Yield Bear 2X Shares
HYDD
| $633K | ﹤0.01% |
36,857
+131
| +0.4% | +$2.37K |
|
523
CALL
Synaptics
SYNA
$4.41B
| $632K | ﹤0.01% |
15,900
+9,900
| +165% | +$391K |
|
|
SWN
524
CALL
DELISTED
Southwestern Energy Company
SWN
| $625K | ﹤0.01% |
133,200
+28,400
| +27% | +$123K |
|
|
ATVI
525
DELISTED
Activision Blizzard
ATVI
| $619K | ﹤0.01% |
+13,593
| New | +$614K |
|
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.