Skip to main content
Livermore
Livermore
ZHEN

IMC-Chicago, LLC

SEC CIK
0001452861
Latest filing
Aug 6, 2026

The latest 13F from IMC-Chicago, LLC covers Q2 2026 (filed Aug 6, 2026): 1,554 long positions worth $10.9B. The top 10 holdings make up 35.3% of the portfolio, and the largest is SPDR Dow Jones Industrial Average ETF Trust (DIA) at 5.8%. Livermore has 23 filings on Form 13F from this institution, going back to Q1 2021.

What changed in Q2 2026

Share counts compared with Q1 2026: how many positions were new, added to, reduced or sold out, and the biggest buys and sells. Dollar amounts are estimated at the quarter-end prices implied by the filing.

Full comparison
New
700
Est. +$2.26B
Added
516
Est. +$4.24B
Reduced
334
Est. −$1.82B
Sold out
436
Est. −$1.57B

Top 5 holdings

Share of this quarter's portfolio value

  1. DIASPDR Dow Jones Industrial Average ETF Trust
    5.8%$628.3MHistory
  2. MUMicron Technology Inc
    5.2%$570.0MHistory
  3. TSMTaiwan Semiconductor Manufacturing Co Ltd
    5.0%$548.8MHistory
  4. AMZNAmazon Com Inc
    3.6%$387.3MHistory
  5. iShares Inc464286772
    3.1%$336.6M

Biggest buys

New and added positions, by estimated amount bought

  1. DIASPDR Dow Jones Industrial Average ETF Trust
    +$594.4MAddedHistory
  2. AMZNAmazon Com Inc
    +$323.9MAddedHistory
  3. iShares Inc464286772
    +$318.5MAdded
  4. TSMTaiwan Semiconductor Manufacturing Co Ltd
    +$252.5MAddedHistory
  5. AAPLApple Inc.
    +$241.4MAddedHistory

Largest weight increases

New and added positions, by percentage points of the portfolio gained

  1. DIASPDR Dow Jones Industrial Average ETF Trust
    +5.32 pp0.5% → 5.8%History
  2. iShares Inc464286772
    +2.92 pp0.2% → 3.1%
  3. AMZNAmazon Com Inc
    +2.72 pp0.8% → 3.6%History
  4. AAPLApple Inc.
    +2.21 pp<0.1% → 2.2%History
  5. TSMTaiwan Semiconductor Manufacturing Co Ltd
    +1.86 pp3.2% → 5.0%History

Biggest sells

Reduced and sold-out positions, by estimated amount sold

  1. SPYSPDR S&P 500 ETF Trust
    −$283.8MSold outHistory
  2. MUMicron Technology Inc
    −$274.1MReducedHistory
  3. TSLATesla, Inc.
    −$267.9MReducedHistory
  4. SNDKSandisk Corp
    −$253.0MReducedHistory
  5. IBITiShares Bitcoin Trust ETF
    −$166.5MSold outHistory

Largest weight decreases

Reduced and sold-out positions, by percentage points of the portfolio lost

  1. TSLATesla, Inc.
    −4.94 pp7.9% → 2.9%History
  2. SPYSPDR S&P 500 ETF Trust
    −4.30 pp4.3% → 0.0%History
  3. IBITiShares Bitcoin Trust ETF
    −2.52 pp2.5% → 0.0%History
  4. CEFSprott Physical Gold & Silver Trust
    −1.85 pp2.5% → 0.7%History
  5. GOOGLAlphabet Inc.
    −1.47 pp1.5% → 0.0%History

Metrics

13F metrics for Q2 2026, computed only from the numbers in the filings. Definitions below.

Portfolio value
$10.9B
+$4.29B (+65.0%) vs. prior quarter
Positions
1,554
+264 vs. prior quarter
Top 10 concentration
35.3%
Top 10 as share of value
Turnover
38.8%
Q2 2026, one quarter
Average holding period
3.6 quarters
Weighted by value

How these are calculated

  • Portfolio value: the market value of all long positions in the 13F, as reported at quarter end, excluding options.
  • Top 10 concentration: the combined value of the 10 largest positions as a share of portfolio value.
  • Turnover: the smaller of this quarter's estimated purchases and estimated sales, divided by the average of this and last quarter's portfolio value. Estimates multiply the change in shares by the quarter-end price implied by the filing (market value divided by shares); new positions use this quarter's value and sold-out positions last quarter's. Only positions reported in shares count, and it is not calculated when the previous quarter was not filed.
  • Average holding period: how many consecutive quarters each current position has been held (including this one; a quarter without the position or without a filing starts the count over), weighted by this quarter's value. Counting starts with the first 13F in Livermore (Q1 2021), so positions held before then are understated.

13F filings by quarter

22 quarters, going back to Q1 2021. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.

Peak $10.9B (Q2 2026)

Q1 2021: $1.03BQ2 2021: $1.23BQ3 2021: $1.23BQ4 2021: $2.45BQ1 2022: $2.07BQ2 2022: $1.04BQ3 2022: $1.12BQ4 2022: $458.1MQ1 2023: $591.1MQ2 2023: $3.01BQ3 2023: $1.55BQ4 2023: $3.14BQ1 2024: $2.87BQ2 2024: $3.12BQ3 2024: $3.46BQ4 2024: $3.67BQ1 2025: $2.58BQ2 2025: $4.00BQ3 2025: $5.64BQ4 2025: $5.69BQ1 2026: $6.60BQ2 2026: $10.9B
Q1 2021Q2 2026
13F filings of IMC-Chicago, LLC by quarter
QuarterFiledPositionsValueTop 3 holdingsChangesFiling
Q2 2026Aug 6, 20261,554$10.9BDIAMUTSMvs. Q1 2026SEC
Q1 2026May 5, 20261,290$6.60BTSLAPSLVSPYvs. Q4 2025SEC
Q4 2025Jan 29, 2026850$5.69BInvesco QQQ Trust Series IiShares Russell 2000 ETFTSLAvs. Q3 2025SEC
Q3 2025Nov 4, 2025734$5.64BIBITInvesco QQQ Trust Series ITSLAvs. Q2 2025SEC
Q2 2025Jul 22, 2025599$4.00BIBITDIATSLAvs. Q1 2025SEC
Q1 2025Apr 14, 2025542$2.58BInvesco QQQ Trust Series IiShares Russell 2000 ETFAMDvs. Q4 2024SEC
Q4 2024Jan 27, 2025627$3.67BSPYiShares Core S&P 500 ETFInvesco Nasdaq 100 ETFvs. Q3 2024SEC
Q3 2024Oct 25, 2024470$3.46BSPYTSLAIBITvs. Q2 2024SEC
Q2 2024Jul 15, 2024559$3.12BSPYTSLAInvesco QQQ Trust Series Ivs. Q1 2024SEC
Q1 2024Apr 12, 2024441$2.87BNVDAMSTRMETAvs. Q4 2023SEC
Q4 2023Feb 9, 2024281$3.14BProShares TrProShares TrSPYvs. Q3 2023SEC
Q3 2023Oct 12, 2023279$1.55BNVDASPYTSLAvs. Q2 2023SEC
Q2 2023Jul 14, 2023177$3.01BSPYInvesco QQQ Trust Series IiShares Core S&P 500 ETFvs. Q1 2023SEC
Q1 2023Apr 24, 2023192$591.1MInvesco QQQ Trust Series INVDAJPMvs. Q4 2022SEC
Q4 2022Apr 24, 2023Amended173$458.1MiShares Core S&P 500 ETFiShares Russell 2000 ETFBAvs. Q3 2022SEC
Q3 2022Nov 8, 2022212$1.12BSPYInvesco QQQ Trust Series IDIAvs. Q2 2022SEC
Q2 2022Aug 5, 2022218$1.04BVanguard S&P 500 ETFiShares Russell 2000 ETFInvesco QQQ Trust Series Ivs. Q1 2022SEC
Q1 2022Apr 19, 2022233$2.07BMETAInvesco QQQ Trust Series ISPYvs. Q4 2021SEC
Q4 2021Feb 8, 2022281$2.45BAMZNTSLABAvs. Q3 2021SEC
Q3 2021Nov 5, 2021262$1.23BInvesco QQQ Trust Series INIOBAvs. Q2 2021SEC
Q2 2021Aug 6, 2021233$1.23BInvesco QQQ Trust Series IBADIAvs. Q1 2021SEC
Q1 2021May 14, 2021225$1.03BInvesco QQQ Trust Series IBIDUiShares Russell 2000 ETF–SEC