0001164691-15-000169.txt : 20151116 0001164691-15-000169.hdr.sgml : 20151116 20151116114808 ACCESSION NUMBER: 0001164691-15-000169 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150930 FILED AS OF DATE: 20151116 DATE AS OF CHANGE: 20151116 EFFECTIVENESS DATE: 20151116 FILER: COMPANY DATA: COMPANY CONFORMED NAME: QCM Cayman, Ltd. CENTRAL INDEX KEY: 0001166340 IRS NUMBER: 943381479 STATE OF INCORPORATION: E9 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10022 FILM NUMBER: 151232712 BUSINESS ADDRESS: STREET 1: 4200 MONTROSE BLVD STE. 200 CITY: HOUSTON STATE: TX ZIP: 77006 BUSINESS PHONE: (713) 333-5445 MAIL ADDRESS: STREET 1: 4200 MONTROSE BLVD STE. 200 CITY: HOUSTON STATE: TX ZIP: 77006 FORMER COMPANY: FORMER CONFORMED NAME: QUANTLAB CAPITAL MANAGEMENT LTD DATE OF NAME CHANGE: 20020131 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001166340 XXXXXXXX 09-30-2015 09-30-2015 QCM Cayman, Ltd.

4200 MONTROSE BLVD STE. 200 HOUSTON TX 77006

13F HOLDINGS REPORT 028-10022 N Mark F. Hansen (713) 333-5445 Mark F. Hansen Houston TX 11-16-2015 0 229 299595 false INFORMATION TABLE 2 qcmcayman13fq315.inftab.xml ACTIVISION BLIZZARD INCCOM00507V1092568283SHSOLE0828300AECOMCOM00766T10038513994SHSOLE01399400AIR PRODS & CHEMS INCCOM0091581062021582SHSOLE0158200ALASKA AIR GROUP INCCOM0116591092102649SHSOLE0264900ALCOA INCCOM01381710173075545SHSOLE07554500ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1025579441SHSOLE0944100ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1024607800SHCallSOLE0780000ALIBABA GROUP HLDG LTDSPONSORED ADS01609W10275512800SHPutSOLE01280000ALKERMES PLCSHSG017671052123620SHSOLE0362000AMAZON COM INCCOM0231351061228524000SHCallSOLE02400000AMAZON COM INCCOM0231351061208123600SHPutSOLE02360000AMBARELLA INCSHSG037AX1012684636SHSOLE0463600AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W10538323154SHSOLE02315400AMERICAN AIRLS GROUP INCCOM02376R10275619458SHSOLE01945800AMERICAN INTL GROUP INCCOM NEW0268747842023559SHSOLE0355900AMGEN INCCOM0311621004843500SHCallSOLE0350000AMGEN INCCOM0311621006364600SHPutSOLE0460000AMGEN INCCOM0311621004072945SHSOLE0294500ANNALY CAP MGMT INCCOM03571040928628932SHSOLE02893200APPLE INCCOM0378331008717898SHSOLE0789800APPLE INCCOM037833100305527700SHCallSOLE02770000APPLE INCCOM037833100229420800SHPutSOLE02080000ARCELORMITTAL SA LUXEMBOURGNY REGISTRY SH03938L10419137080SHSOLE03708000ARIAD PHARMACEUTICALS INCCOM04033A1008214025SHSOLE01402500ARISTA NETWORKS INCCOM0404131062103436SHSOLE0343600B/E AEROSPACE INCCOM0733021012064682SHSOLE0468200BAIDU INCSPON ADR REP A056752108544139600SHPutSOLE03960000BAIDU INCSPON ADR REP A056752108913866500SHCallSOLE06650000BANCO BRADESCO S ASP ADR PFD NEW05946030320337874SHSOLE03787400BANCO SANTANDER SAADR05964H10520338501SHSOLE03850100BARRETT BILL CORPCOM06846N1048525774SHSOLE02577400BAXTER INTL INCCOM07181310937311344SHSOLE01134400BIOGEN INCCOM09062X1037262489SHSOLE0248900BIOGEN INCCOM09062X1034381500SHCallSOLE0150000BLACKROCK INCCOM09247X1015331792SHSOLE0179200BLACKSTONE GROUP L PCOM UNIT LTD09253U108102832453SHSOLE03245300BOEING COCOM097023105192214675SHSOLE01467500BOEING COCOM0970231057205500SHCallSOLE0550000BOEING COCOM097023105185914200SHPutSOLE01420000BONANZA CREEK ENERGY INCCOM09779310310224980SHSOLE02498000BORGWARNER INCCOM09972410652512621SHSOLE01262100BOSTON SCIENTIFIC CORPCOM10113710720112222SHSOLE01222200BRASKEM S ASP ADR PFD A1055321057216005SHSOLE01600500BREITBURN ENERGY PARTNERS LPCOM UT LTD PTN1067761072110196SHSOLE01019600BROCADE COMMUNICATIONS SYS ICOM NEW11162130612111610SHSOLE01161000C&J ENERGY SVCS LTDSHSG3164Q1015916621SHSOLE01662100CAMPBELL SOUP COCOM1344291094498858SHSOLE0885800CANADIAN PAC RY LTDCOM13645T1003012100SHSOLE0210000CBS CORP NEWCL A12485710349212321SHSOLE01232100CDN IMPERIAL BK COMM TORONTOCOM1360691012233100SHSOLE0310000CELGENE CORPCOM1510201042172005SHSOLE0200500CELGENE CORPCOM1510201042922700SHCallSOLE0270000CENTERPOINT ENERGY INCCOM15189T10720611420SHSOLE01142000CF INDS HLDGS INCCOM12526910049411006SHSOLE01100600CHEVRON CORP 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NEW24791620813655711SHSOLE05571100DEVON ENERGY CORP NEWCOM25179M10350113510SHSOLE01351000DIAMOND OFFSHORE DRILLING INCOM25271C10233519363SHSOLE01936300DISNEY WALT COCOM DISNEY2546871062762700SHCallSOLE0270000DOW CHEM COCOM2605431032295406SHSOLE0540600DYNEGY INC NEW DELCOM26817R10824311750SHSOLE01175000E M C CORP MASSCOM2686481022098662SHSOLE0866200EATON CORP PLCSHSG291831032053996SHSOLE0399600ELDORADO GOLD CORP NEWCOM2849021033210000SHSOLE01000000EMERSON ELEC COCOM2910111042164885SHSOLE0488500ENERPLUS CORPCOM29276610211623822SHSOLE02382200ENSCO PLCSHS CLASS AG3157S10619513840SHSOLE01384000EOG RES INCCOM26875P1015978200SHCallSOLE0820000EOG RES INCCOM26875P1015467500SHPutSOLE0750000EQUIFAX INCCOM2944291053233325SHSOLE0332500F M C CORPCOM NEW30249130342112407SHSOLE01240700FACEBOOK INCCL A30303M102137115248SHSOLE01524800FACEBOOK INCCL A30303M102776786400SHCallSOLE08640000FACEBOOK INCCL A30303M102791188000SHPutSOLE08800000FLEETCOR TECHNOLOGIES INCCOM3390411052371722SHSOLE0172200FOREST CITY ENTERPRISES INCCL A34555010722311073SHSOLE01107300FREESCALE SEMICONDUCTOR LTDSHSG3727Q1012266189SHSOLE0618900FRESH MKT INCCOM35804H10623910601SHSOLE01060100FRONTIER COMMUNICATIONS CORPCOM35906A10823950342SHSOLE05034200GAFISA S ASPONS ADR3626073012549302SHSOLE04930200GALLAGHER ARTHUR J & COCOM3635761093157627SHSOLE0762700GENWORTH FINL INCCOM CL A37247D10613328882SHSOLE02888200GILEAD SCIENCES INCCOM3755581038548700SHCallSOLE0870000GILEAD SCIENCES INCCOM3755581033733800SHPutSOLE0380000GLAXOSMITHKLINE PLCSPONSORED ADR37733W1052305969SHSOLE0596900GOLDMAN SACHS GROUP INCCOM38141G10412687300SHCallSOLE0730000GOOGLE INCCL A38259P50840736381SHSOLE0638100GOOGLE INCCL A38259P5081008615800SHCallSOLE01580000GOOGLE INCCL A38259P5082527939600SHPutSOLE03960000GOOGLE INCCL C38259P70629204800SHSOLE0480000GOOGLE INCCL C38259P7061892231100SHCallSOLE03110000GOOGLE INCCL C38259P7062062533900SHPutSOLE03390000GOPRO INCCL A38268T10332610439SHSOLE01043900HECLA MNG COCOM4227041063517606SHSOLE01760600HILTON WORLDWIDE HLDGS INCCOM43300A10430513297SHSOLE01329700HOVNANIAN ENTERPRISES INCCL A4424872032011501SHSOLE01150100IAMGOLD CORPCOM4509131084024756SHSOLE02475600ICICI BK LTDADR45104G10412214569SHSOLE01456900INTERCONTINENTAL EXCHANGE INCOM45866F1042681139SHSOLE0113900INTERNATIONAL BUSINESS MACHSCOM459200101258017800SHCallSOLE01780000INTERNATIONAL BUSINESS MACHSCOM459200101207314300SHPutSOLE01430000INVESCO MORTGAGE CAPITAL INCCOM46131B10014211594SHSOLE01159400IRON MTN INC NEWCOM46284V10139812817SHSOLE01281700ISHARESMSCI BRZ CAP ETF46428640043119653SHSOLE01965300ISHARESMSCI STH KOR ETF4642867723176506SHSOLE0650600ISHARES TRCORE S&P500 ETF4642872003141627SHSOLE0162700ISHARES TRMSCI EMG MKT ETF46428723441112551SHSOLE01255100ITAU UNIBANCO HLDG SASPON ADR REP PFD465562106748113048SHSOLE011304800JAZZ PHARMACEUTICALS PLCSHS USDG508711056695038SHSOLE0503800JPMORGAN CHASE & COCOM46625H1003055000SHPutSOLE0500000JUMEI INTL HLDG LTDSPONSORED ADR48138L10714214345SHSOLE01434500KBR INCCOM48242W10619611786SHSOLE01178600KELLOGG COCOM4878361083445166SHSOLE0516600KINDER MORGAN INC DELCOM49456B10152819075SHSOLE01907500L BRANDS INCCOM5017971043463844SHSOLE0384400LINKEDIN CORPCOM CL A53578A1088914684SHSOLE0468400LINKEDIN CORPCOM CL A53578A108444923400SHCallSOLE02340000LINKEDIN CORPCOM CL A53578A108397420900SHPutSOLE02090000LINN ENERGY LLCUNIT LTD LIAB5360201004817792SHSOLE01779200MADISON SQUARE GARDEN CO NEWCL A55825T1032162991SHSOLE0299100MANITOWOC INCCOM56357110815310185SHSOLE01018500MARKET VECTORS ETF TRGOLD MINER ETF57060U10034324985SHSOLE02498500MARKET VECTORS ETF TRSEMICONDUCTOR57060U2334649293SHSOLE0929300MARKET VECTORS ETF TRRUSSIA ETF57060U50642627150SHSOLE02715000MARKWEST ENERGY PARTNERS L PUNIT LTD PARTN5707591003458042SHSOLE0804200MELCO CROWN ENTMT LTDADR58546410018413381SHSOLE01338100MERCADOLIBRE INCCOM58733R1022072276SHSOLE0227600MONDELEZ INTL INCCL A6092071053568513SHSOLE0851300NETEASE INCSPONSORED ADR64110W1022321934SHSOLE0193400NETFLIX INCCOM64110L1068087824SHSOLE0782400NEUROCRINE BIOSCIENCES INCCOM64125C1092847130SHSOLE0713000NEWFIELD EXPL COCOM6512901082898787SHSOLE0878700NOMURA HLDGS INCSPONSORED ADR65535H20819233500SHSOLE03350000NORDSTROM INCCOM6556641003775254SHSOLE0525400NORTHROP GRUMMAN CORPCOM6668071022541531SHSOLE0153100NORTHSTAR ASSET MGMT GROUP ICOM66705Y10415510782SHSOLE01078200NUANCE COMMUNICATIONS INCCOM67020Y10017210509SHSOLE01050900NUCOR CORPCOM6703461052376313SHSOLE0631300OI S.A.SPN ADR PFD NEW670851401912300SHSOLE01230000OSHKOSH CORPCOM6882392013248931SHSOLE0893100PAN AMERICAN SILVER CORPCOM69790010833051976SHSOLE05197600PHILIP MORRIS INTL INCCOM7181721093023804SHSOLE0380400PHILIP MORRIS INTL INCCOM7181721094445600SHPutSOLE0560000POST HLDGS INCCOM7374461042153632SHSOLE0363200PPG INDS INCCOM6935061073223676SHSOLE0367600PPL CORPCOM69351T1062246818SHSOLE0681800PRICELINE GRP INCCOM NEW741503403119989700SHCallSOLE0970000PRICELINE GRP INCCOM NEW741503403100198100SHPutSOLE0810000PROCTER & GAMBLE COCOM7427181093174400SHPutSOLE0440000PROSPECT CAPITAL CORPORATIONCOM74348T1028111354SHSOLE01135400RANDGOLD RES LTDADR7523443093906603SHSOLE0660300RANGE RES CORPCOM75281A10967120876SHSOLE02087600RAYMOND JAMES FINANCIAL INCCOM7547301092184389SHSOLE0438900REGIONS FINL CORP NEWCOM7591EP10016918709SHSOLE01870900REYNOLDS AMERICAN INCCOM7617131062605872SHSOLE0587200RITE AID CORPCOM76775410429748987SHSOLE04898700ROYAL BK CDA MONTREAL QUECOM7800871022203977SHSOLE0397700ROYAL CARIBBEAN CRUISES LTDCOMV7780T1035135755SHSOLE0575500SCHWAB CHARLES CORP NEWCOM80851310538613502SHSOLE01350200SENSATA TECHNOLOGIES HLDG NVSHSN7902X1063106988SHSOLE0698800SIRIUS XM HLDGS INCCOM82968B10324264591SHSOLE06459100SOLARCITY CORPCOM83416T1002155032SHSOLE0503200SONY CORPADR NEW8356993072379689SHSOLE0968900SPDR GOLD TRUSTGOLD SHS78463V1078668100SHCallSOLE0810000SPDR INDEX SHS FDSEURO STOXX 5078463X2022015946SHSOLE0594600SPDR S&P 500 ETF TRTR UNIT78462F1031504378500SHPutSOLE07850000SPDR S&P 500 ETF TRTR UNIT78462F10310005217SHSOLE0521700SPDR S&P 500 ETF TRTR UNIT78462F1031255265500SHCallSOLE06550000SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y1073091240SHSOLE0124000SPDR SERIES TRUSTS&P METALS MNG78464A75517610514SHSOLE01051400SPIRIT RLTY CAP INC NEWCOM84860W10212713884SHSOLE01388400STAPLES INCCOM85503010212710864SHSOLE01086400STARBUCKS CORPCOM8552441092875047SHSOLE0504700STARBUCKS CORPCOM8552441093245700SHPutSOLE0570000SUNEDISON INCCOM86732Y10950370064SHSOLE07006400TARGA RES CORPCOM87612G1012554956SHSOLE0495600TATA MTRS LTDSPONSORED ADR87656850233514870SHSOLE01487000TELEFONICA BRASIL SASPONSORED ADR87936R10615517014SHSOLE01701400TESLA MTRS INCCOM88160R101998640200SHCallSOLE04020000TESLA MTRS INCCOM88160R1011204748500SHPutSOLE04850000TESORO CORPCOM8816091014574700SHPutSOLE0470000TESORO CORPCOM881609101127013063SHSOLE01306300TESORO CORPCOM8816091013213300SHCallSOLE0330000TIME WARNER CABLE INCCOM88732J2076903847SHSOLE0384700TRANSOCEAN LTDREG SHSH8817H10021316512SHSOLE01651200TURQUOISE HILL RES LTDCOM9004351083212659SHSOLE01265900TWITTER INCCOM90184L10227410173SHSOLE01017300TWITTER INCCOM90184L10246117100SHCallSOLE01710000TWITTER INCCOM90184L10257921500SHPutSOLE02150000ULTA SALON COSMETCS & FRAG ICOM90384S3033782314SHSOLE0231400UNITED STATES NATL GAS FUNDUNIT PAR $0.00191231820113011196SHSOLE01119600UNITED STATES OIL FUND LPUNITS91232N10828519435SHSOLE01943500UNITED STATES STL CORP NEWCOM91290910815514883SHSOLE01488300UNITEDHEALTH GROUP INCCOM91324P1025965137SHSOLE0513700UNITEDHEALTH GROUP INCCOM91324P10210449000SHPutSOLE0900000V F CORPCOM9182041082193217SHSOLE0321700VALE S AADR REPSTG PFD91912E2048023817SHSOLE02381700VALEANT PHARMACEUTICALS INTLCOM91911K1027844392SHSOLE0439200VALERO ENERGY CORP NEWCOM91913Y1002704500SHPutSOLE0450000VALERO ENERGY CORP NEWCOM91913Y1002083454SHSOLE0345400VANGUARD INDEX FDSREIT ETF9229085533034012SHSOLE0401200VERIZON COMMUNICATIONS INCCOM92343V1043608265SHSOLE0826500VIPSHOP HLDGS LTDSPONSORED ADR92763W10320412123SHSOLE01212300VISA INCCOM CL A92826C8394376267SHSOLE0626700VODAFONE GROUP PLC NEWSPNSR ADR NO PAR92857W3083069633SHSOLE0963300WEC ENERGY GROUP INCCOM92939U1062244288SHSOLE0428800WELLCARE HEALTH PLANS INCCOM94946T1062322689SHSOLE0268900WESTLAKE CHEM CORPCOM9604131022324478SHSOLE0447800WHITING PETE CORP NEWCOM96638710216510795SHSOLE01079500WYNN RESORTS LTDCOM9831341073416416SHSOLE0641600WYNN RESORTS LTDCOM9831341073035700SHPutSOLE0570000ZOETIS INCCL A98978V10349812092SHSOLE01209200