Qube Research & Technologies Ltd

Q1 2021 13F-HR Holdings

Location
London, X0
Holdings as of
3/31/2021
Date filed
5/14/2021
Form type
13F-HR
Num holdings
1,859
Total value ($000)
$6,305,978
Net value change ($000)
-727,547 (-10.3%)
New positions
903
Sold out positions
795
Turnover %
65.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/16/2021 Next filing: 8/13/2021 SEC filing

Snapshot: Change Analysis

Compared to Q4 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 96,878 1877.5%
IEI 65,017 NEW
IEF 58,304 NEW
MA 48,389 1347.9%
DIS 37,221 NEW
MS 36,354 NEW
IWM 30,431 NEW
CMCSA 30,377 NEW
BKNG 28,898 517.5%
PARAV 27,430 NEW
Top Reduces (Value $000, Stocks/ETFs)
MUB -113,312 -59.4%
BIV -99,262 -73.2%
VCIT -94,608 -54.2%
BNDX -93,242 -45.3%
BKLN -56,001 -75.9%
SCHZ -49,885 -100.0%
SJNK -45,507 -69.4%
GOVT -43,205 -100.0%
PFE -38,602 -86.3%
SPY -38,578 -96.3%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 268,913 (4.3% 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