Qube Research & Technologies Ltd

Q4 2020 13F-HR Holdings

Location
London, X0
Holdings as of
12/31/2020
Date filed
2/16/2021
Form type
13F-HR
Num holdings
1,754
Total value ($000)
$7,033,525
Net value change ($000)
+26,396 (0.4%)
New positions
781
Sold out positions
643
Turnover %
54.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/12/2020 Next filing: 5/14/2021 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
VCIT 174,449 NEW
MUB 106,538 126.3%
SJNK 65,583 NEW
BKLN 59,370 411.0%
SPIB 50,068 NEW
SCHZ 38,107 323.5%
XLK 37,832 NEW
AAPL 37,379 43.6%
XLI 36,883 NEW
XLP 34,044 NEW
Top Reduces (Value $000, Stocks/ETFs)
GOVT -129,923 -75.0%
IEF -57,930 -100.0%
IEI -44,719 -100.0%
V -41,515 -57.1%
TLT -37,064 -100.0%
EFA -35,696 -73.5%
AMZN -35,400 -49.9%
JPM -34,462 -94.7%
TIP -30,786 -100.0%
PG -29,554 -80.8%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 339,791 (4.8% 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