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 | |
|---|---|---|---|---|---|---|
526
PUT
Ambarella
AMBA
$2.99B
| $618K | ﹤0.01% |
14,300
-8,200
| -36% | -$324K |
|
|
MNDT
527
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $615K | ﹤0.01% |
36,600
-500
| -1% | -$8.42K |
|
|
GAP
528
CALL
The Gap Inc
GAP
$6.84B
| $613K | ﹤0.01% |
23,400
-1,800
| -7% | -$46K |
|
529
CALL
Cardinal Health
CAH
$53.4B
| $607K | ﹤0.01% |
12,600
+2,300
| +22% | +$115K |
|
530
PUT
Abercrombie & Fitch
ANF
$4.17B
| $598K | ﹤0.01% |
21,800
+6,000
| +38% | +$135K |
|
531
PUT
Shake Shack
SHAK
$2.3B
| $597K | ﹤0.01% |
10,100
+5,000
| +98% | +$256K |
|
|
FIT
532
PUT
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $584K | ﹤0.01% |
98,600
-60,400
| -38% | -$367K |
|
|
533
CALL
Ambarella
AMBA
$2.99B
| $575K | ﹤0.01% |
13,300
-5,500
| -29% | -$218K |
|
|
534
CALL
Abercrombie & Fitch
ANF
$4.17B
| $562K | ﹤0.01% |
+20,500
| New | +$460K |
|
535
CALL
Under Armour
UAA
$3B
| $558K | ﹤0.01% |
26,400
-14,800
| -36% | -$310K |
|
|
BNY
536
PUT
Bank of New York Mellon
BNY
$108B
| $550K | ﹤0.01% |
10,900
+1,700
| +18% | +$87.6K |
|
|
FITB
537
PUT
Fifth Third Bancorp
FITB
$52B
| $547K | ﹤0.01% |
21,700
-3,700
| -15% | -$98.6K |
|
538
First Majestic Silver
AG
$8.05B
| $542K | ﹤0.01% |
82,424
+30,314
| +58% | +$190K |
|
|
539
PUT
Under Armour
UAA
$3B
| $541K | ﹤0.01% |
25,600
-5,000
| -16% | -$105K |
|
540
Marvell Technology
MRVL
$174B
| $537K | ﹤0.01% |
26,997
+3,573
| +15% | +$66.8K |
|
541
PUT
MetLife
MET
$61B
| $536K | ﹤0.01% |
12,600
+4,500
| +56% | +$199K |
|
|
PPSC
542
DELISTED
PortfolioPlus S&P Small Cap ETF
PPSC
| $532K | ﹤0.01% |
15,170
-6,045
| -28% | -$211K |
|
|
EUFL
543
DELISTED
Direxion Daily European Financials Bull 2X Shares
EUFL
| $529K | ﹤0.01% |
19,474
-756
| -4% | -$20.6K |
|
|
BNY
544
CALL
Bank of New York Mellon
BNY
$108B
| $524K | ﹤0.01% |
10,400
+1,600
| +18% | +$82.5K |
|
|
FITB
545
CALL
Fifth Third Bancorp
FITB
$52B
| $522K | ﹤0.01% |
20,700
+900
| +5% | +$24K |
|
546
CALL
Assured Guaranty
AGO
$3.78B
| $520K | ﹤0.01% |
11,700
-2,400
| -17% | -$100K |
|
547
PUT
Tencent Music
TME
$14.5B
| $519K | ﹤0.01% |
+28,700
| New | +$458K |
|
548
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.69B
| $511K | ﹤0.01% |
+14,105
| New | +$481K |
|
549
Freeport-McMoran
FCX
$90B
| $508K | ﹤0.01% |
39,432
-36,179
| -48% | -$438K |
|
550
CALL
Campbell Soup
CPB
$6.51B
| $507K | ﹤0.01% |
+13,300
| New | +$469K |
|
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.