Qube Research & Technologies Ltd

Q1 2020 13F-HR Holdings

Location
London, X0
Holdings as of
3/31/2020
Date filed
5/15/2020
Form type
13F-HR
Num holdings
1,067
Total value ($000)
$2,434,622
Net value change ($000)
-751,627 (-23.6%)
New positions
441
Sold out positions
883
Turnover %
90.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/13/2020 Next filing: 8/14/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
BNDX 116,903 500.6%
TFI 33,595 2110.2%
TOTL 26,206 NEW
COST 19,473 439.6%
MA 19,054 1713.5%
AMZN 17,311 239.0%
EWZ 17,046 NEW
CMF 16,707 774.5%
AAPL 16,359 NEW
GOVT 16,097 371.3%
Top Reduces (Value $000, Stocks/ETFs)
DIA -125,929 -99.6%
IWF -86,641 -84.1%
MUB -40,861 -48.8%
EWJ -36,903 -100.0%
LQD -33,600 -100.0%
XLY -31,273 -82.0%
IWD -26,511 -88.1%
USO -25,429 -100.0%
EFA -25,264 -99.0%
HYS -23,075 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 378,162 (15.5% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type