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 | |
|---|---|---|---|---|---|---|
201
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $6.59M | 0.02% |
+199,326
| New | +$6.4M |
|
202
CALL
Regeneron Pharmaceuticals
REGN
$68.8B
| $6.57M | 0.02% |
16,000
-4,900
| -23% | -$2.02M |
|
203
CALL
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $6.55M | 0.02% |
177,000
-1,400
| -0.8% | -$47.9K |
|
204
PUT
Northrop Grumman
NOC
$77B
| $6.52M | 0.02% |
24,200
-3,400
| -12% | -$928K |
|
205
CALL
Kraft Heinz
KHC
$30.4B
| $6.52M | 0.02% |
199,800
+186,200
| +1,369% | +$7.59M |
|
206
CALL
Altria Group
MO
$122B
| $6.38M | 0.02% |
111,000
+59,800
| +117% | +$3.06M |
|
207
CALL
Accenture
ACN
$89.9B
| $6.34M | 0.02% |
36,000
+21,000
| +140% | +$3.3M |
|
208
PUT
Sarepta Therapeutics
SRPT
$1.66B
| $6.29M | 0.02% |
+52,800
| New | +$6.79M |
|
209
PUT
Eli Lilly
LLY
$1.07T
| $6.25M | 0.02% |
48,200
+29,700
| +161% | +$3.61M |
|
210
PUT
SLB Ltd
SLB
$77.8B
| $6.11M | 0.02% |
140,200
-2,100
| -1% | -$90.8K |
|
|
211
PUT
Altria Group
MO
$122B
| $6.09M | 0.02% |
106,000
+2,500
| +2% | +$128K |
|
212
Microsoft
MSFT
$2.84T
| $6.08M | 0.02% |
51,574
+7,778
| +18% | +$849K |
|
213
CALL
NXP Semiconductors
NXPI
$68B
| $6.05M | 0.02% |
68,500
-14,400
| -17% | -$1.27M |
|
|
SPLK
214
PUT
DELISTED
Splunk Inc
SPLK
| $5.99M | 0.02% |
48,100
+13,500
| +39% | +$1.69M |
|
215
PUT
Blackrock
BLK
$164B
| $5.94M | 0.02% |
13,900
+7,900
| +132% | +$3.31M |
|
216
CALL
Autodesk
ADSK
$44.3B
| $5.83M | 0.02% |
37,400
-6,100
| -14% | -$912K |
|
217
PUT
Texas Instruments
TXN
$255B
| $5.79M | 0.02% |
54,600
+30,300
| +125% | +$3.14M |
|
218
United States Natural Gas Fund
UNG
$470M
| $5.78M | 0.02% |
+61,486
| New | +$6.15M |
|
219
PUT
Western Digital
WDC
$179B
| $5.77M | 0.02% |
158,760
+44,056
| +38% | +$1.51M |
|
|
X
220
CALL
DELISTED
US Steel
X
| $5.74M | 0.02% |
294,300
+12,900
| +5% | +$274K |
|
221
PUT
United States Oil Fund
USO
$2.45B
| $5.72M | 0.02% |
57,238
-151,162
| -73% | -$13.9M |
|
222
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $5.67M | 0.02% |
61,800
+23,000
| +59% | +$2.07M |
|
223
PUT
Spotify
SPOT
$99.2B
| $5.66M | 0.02% |
40,800
+15,800
| +63% | +$2.16M |
|
224
CALL
Amgen
AMGN
$203B
| $5.66M | 0.02% |
29,800
+4,700
| +19% | +$898K |
|
225
CALL
Lam Research
LRCX
$382B
| $5.64M | 0.02% |
+315,000
| New | +$5.26M |
|
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.