Qube Research & Technologies Ltd

Q3 2020 13F-HR Holdings

Location
London, X0
Holdings as of
9/30/2020
Date filed
11/12/2020
Form type
13F-HR
Num holdings
1,612
Total value ($000)
$7,007,129
Net value change ($000)
+191,695 (2.8%)
New positions
628
Sold out positions
696
Turnover %
48.8%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/14/2020 Next filing: 2/16/2021 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
GOVT 106,178 158.6%
BIV 97,331 346.6%
MSFT 63,501 488.2%
V 60,188 479.9%
IEF 57,930 NEW
MCD 45,661 730.3%
IEI 44,719 NEW
VZ 43,998 NEW
AMZN 41,419 140.5%
TLT 37,064 NEW
Top Reduces (Value $000, Stocks/ETFs)
MBB -145,206 -100.0%
MUB -91,358 -52.0%
VCIT -84,712 -100.0%
TFI -48,934 -75.1%
VMBS -47,756 -100.0%
IWM -43,624 -85.5%
SCHZ -40,857 -77.6%
FISV -35,099 -85.0%
JPM -32,629 -47.3%
BABA -32,086 -74.6%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 178,311 (2.5% 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.
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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