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Livermore
Livermore
ZHEN

QCM Cayman, Ltd.

SEC CIK
0001166340
Latest filing
Nov 4, 2024

The latest 13F from QCM Cayman, Ltd. covers Q3 2024 (filed Nov 4, 2024): 12 long positions worth $3.63M. The top 10 holdings make up 89.8% of the portfolio, and the largest is Proshares Ultrapro Short Qqq - US ETP at 13.5%. Livermore has 15 filings on Form 13F from this institution, going back to Q1 2021.

What changed in Q3 2024

Share counts compared with Q2 2024: 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
8
Est. +$2.69M
Added
1
Est. +$35.1K
Reduced
2
Est. −$25.6K
Sold out
32
Est. −$8.28M

Top 5 holdings

Share of this quarter's portfolio value

  1. Proshares Ultrapro Short Qqq - US ETP74347G432
    13.5%$489.4K
  2. NVDANVIDIA Corp
    13.0%$470.5KHistory
  3. iShares Tr464287184
    11.3%$411.8K
  4. State Street Consumer Staples Select Sector SPDR ETF81369Y308
    8.6%$312.5K
  5. Vanguard Ftse Emerging Markets ETF922042858
    8.0%$291.5K

Biggest buys

New and added positions, by estimated amount bought

  1. Proshares Ultrapro Short Qqq - US ETP74347G432
    +$489.4KNew
  2. NVDANVIDIA Corp
    +$470.5KNewHistory
  3. iShares Tr464287184
    +$411.8KNew
  4. State Street Consumer Staples Select Sector SPDR ETF81369Y308
    +$312.5KNew
  5. Vanguard Ftse Emerging Markets ETF922042858
    +$291.5KNew

Largest weight increases

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

  1. Proshares Ultrapro Short Qqq - US ETP74347G432
    +13.47 pp0.0% → 13.5%
  2. NVDANVIDIA Corp
    +12.95 pp0.0% → 13.0%History
  3. iShares Tr464287184
    +11.34 pp0.0% → 11.3%
  4. State Street Consumer Staples Select Sector SPDR ETF81369Y308
    +8.60 pp0.0% → 8.6%
  5. Vanguard Ftse Emerging Markets ETF922042858
    +8.02 pp0.0% → 8.0%

Biggest sells

Reduced and sold-out positions, by estimated amount sold

  1. VVisa Inc.
    −$643.6KSold outHistory
  2. AMDAdvanced Micro Devices Inc
    −$599.7KSold outHistory
  3. AZOAutoZone Inc
    −$441.7KSold outHistory
  4. UBERUber Technologies, Inc
    −$424.4KSold outHistory
  5. PANWPalo Alto Networks Inc
    −$405.5KSold outHistory

Largest weight decreases

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

  1. VVisa Inc.
    −6.94 pp6.9% → 0.0%History
  2. AMDAdvanced Micro Devices Inc
    −6.47 pp6.5% → 0.0%History
  3. AZOAutoZone Inc
    −4.76 pp4.8% → 0.0%History
  4. UBERUber Technologies, Inc
    −4.58 pp4.6% → 0.0%History
  5. PANWPalo Alto Networks Inc
    −4.37 pp4.4% → 0.0%History

Metrics

13F metrics for Q3 2024, computed only from the numbers in the filings. Definitions below.

Portfolio value
$3.63M
−$5.64M (−60.8%) vs. prior quarter
Positions
12
−24 vs. prior quarter
Top 10 concentration
89.8%
Top 10 as share of value
Turnover
42.3%
Q3 2024, one quarter
Average holding period
1.4 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

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

Peak $38.7M (Q2 2021)

Q1 2021: $33.0MQ2 2021: $38.7MQ3 2021: $36.6MQ4 2021: $16.5MQ1 2022: $22.8MQ2 2022: $5.78MQ3 2022: $6.85MQ4 2022: $6.51MQ1 2023: $16.0MQ2 2023: $17.0MQ3 2023: $15.4MQ4 2023: $1.85MQ1 2024: $7.43MQ2 2024: $9.27MQ3 2024: $3.63M
Q1 2021Q3 2024
13F filings of QCM Cayman, Ltd. by quarter
QuarterFiledPositionsValueTop 3 holdingsChangesFiling
Q3 2024Nov 4, 202412$3.63MProshares Ultrapro Short Qqq - US ETPNVDAiShares Trvs. Q2 2024SEC
Q2 2024Aug 14, 202436$9.27MVAMDAZOvs. Q1 2024SEC
Q1 2024May 8, 202421$7.43MNVDASMCIInvesco QQQ Trust Series Ivs. Q4 2023SEC
Q4 2023Feb 1, 202410$1.85MTSLAiShares Semiconductor ETFInvesco Nasdaq 100 ETFvs. Q3 2023SEC
Q3 2023Oct 30, 202364$15.4MNVDABKNGMETAvs. Q2 2023SEC
Q2 2023Jul 25, 202359$17.0MBKNGInvesco QQQ Trust Series ICRMvs. Q1 2023SEC
Q1 2023Apr 24, 202361$16.0MInvesco QQQ Trust Series ITSLAMELIvs. Q4 2022SEC
Q4 2022Jan 31, 202337$6.51MTSLAMELICOSTvs. Q3 2022SEC
Q3 2022Nov 10, 202239$6.85MiShares InciShares TrState Street SPDR Portfolio S&P 500 ETFvs. Q2 2022SEC
Q2 2022Jul 27, 202229$5.78MiShares TriShares MSCI Eafe ETFVanguard Ftse Developed Markets ETFvs. Q1 2022SEC
Q1 2022May 6, 202285$22.8MAMZNGOOGLiShares Trvs. Q4 2021SEC
Q4 2021Feb 11, 202274$16.5MTSLABKNGVanguard Ftse Developed Markets ETFvs. Q3 2021SEC
Q3 2021Nov 1, 2021108$36.6MIAUiShares IncMDYvs. Q2 2021SEC
Q2 2021Aug 10, 2021116$38.7MProShares TrNOKState Street Real Estate Select Sector SPDR ETFvs. Q1 2021SEC
Q1 2021May 17, 2021108$33.0MiShares TrVanguard Ftse Developed Markets ETFiShares Tr–SEC