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 | |
|---|---|---|---|---|---|---|
601
PUT
Cemex
CX
$17.4B
| $273K | ﹤0.01% |
58,900
+22,700
| +63% | +$114K |
|
602
Cleveland-Cliffs
CLF
$6.81B
| $270K | ﹤0.01% |
+27,035
| New | +$270K |
|
603
Tencent Music
TME
$14.5B
| $269K | ﹤0.01% |
+14,838
| New | +$237K |
|
604
PUT
Nokia
NOK
$50.8B
| $264K | ﹤0.01% |
+46,100
| New | +$282K |
|
|
HTZ
605
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $258K | ﹤0.01% |
17,123
-7,094
| -29% | -$103K |
|
606
PUT
3D Systems Corp
DDD
$420M
| $253K | ﹤0.01% |
23,500
+1,600
| +7% | +$19K |
|
|
MNDT
607
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $248K | ﹤0.01% |
14,800
-14,300
| -49% | -$241K |
|
608
CALL
HP
HPQ
$23.5B
| $245K | ﹤0.01% |
+12,600
| New | +$267K |
|
|
DDG
609
DELISTED
Proshares Short Oil & Gas
DDG
| $242K | ﹤0.01% |
+10,240
| New | +$251K |
|
|
AKS
610
PUT
DELISTED
AK Steel Holding Corp
AKS
| $238K | ﹤0.01% |
86,600
-68,200
| -44% | -$193K |
|
|
HBI
611
CALL
DELISTED
Hanesbrands
HBI
| $224K | ﹤0.01% |
12,500
-4,900
| -28% | -$81.4K |
|
612
PUT
Fossil Group
FOSL
$239M
| $222K | ﹤0.01% |
16,200
-23,300
| -59% | -$371K |
|
613
CALL
JetBlue
JBLU
$1.96B
| $218K | ﹤0.01% |
13,300
-19,700
| -60% | -$337K |
|
|
614
CALL
Fossil Group
FOSL
$239M
| $213K | ﹤0.01% |
15,500
-14,100
| -48% | -$225K |
|
|
615
PUT
HP
HPQ
$23.5B
| $200K | ﹤0.01% |
10,300
-1,700
| -14% | -$36K |
|
616
CALL
Agilent Technologies
A
$39.1B
| – | – |
-4,400
| Closed | -$297K |
|
|
617
PUT
Agilent Technologies
A
$39.1B
| – | – |
-4,800
| Closed | -$324K |
|
618
CALL
Advance Auto Parts
AAP
$3.37B
| – | – |
-3,100
| Closed | -$488K |
|
|
619
PUT
Advance Auto Parts
AAP
$3.37B
| – | – |
-1,800
| Closed | -$283K |
|
620
PUT
Agnico Eagle Mines
AEM
$72.6B
| – | – |
-12,900
| Closed | -$521K |
|
621
PUT
American Electric Power
AEP
$73.7B
| – | – |
-6,200
| Closed | -$463K |
|
622
CALL
First Majestic Silver
AG
$8.05B
| – | – |
-29,200
| Closed | -$172K |
|
623
PUT
Assured Guaranty
AGO
$3.78B
| – | – |
-16,400
| Closed | -$628K |
|
624
CALL
Allegiant Air
ALGT
$2.64B
| – | – |
-2,000
| Closed | -$200K |
|
|
625
Allegiant Air
ALGT
$2.64B
| – | – |
-2,149
| Closed | -$215K |
|
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.