Qube Research & Technologies Ltd

Q2 2020 13F-HR Holdings

Location
London, X0
Holdings as of
6/30/2020
Date filed
8/14/2020
Form type
13F-HR
Num holdings
1,679
Total value ($000)
$6,815,434
Net value change ($000)
+4,380,812 (179.9%)
New positions
1069
Sold out positions
458
Turnover %
45.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/15/2020 Next filing: 11/12/2020 SEC filing

Snapshot: Change Analysis

Compared to Q1 2020
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)
MBB 137,833 1869.4%
MUB 132,806 309.5%
VCIT 84,119 14185.3%
AAPL 71,397 436.4%
JPM 64,304 1359.2%
SPY 53,892 273.6%
IWM 51,012 NEW
VMBS 47,756 NEW
GOVT 46,518 227.7%
BABA 43,036 NEW
Top Reduces (Value $000, Stocks/ETFs)
SRLN -22,314 -78.0%
SPIB -17,559 -100.0%
EWZ -17,046 -100.0%
TOTL -13,726 -52.4%
COST -12,775 -53.4%
F -12,755 -95.3%
GDX -11,097 -100.0%
BND -10,960 -100.0%
XLK -10,712 -100.0%
AGG -9,591 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 67,343 (1.0% 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.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type