Qube Research & Technologies Ltd

Q2 2021 13F-HR Holdings

Location
London, X0
Holdings as of
6/30/2021
Date filed
8/13/2021
Form type
13F-HR
Num holdings
2,203
Total value ($000)
$8,775,716
Net value change ($000)
+2,469,738 (39.2%)
New positions
1184
Sold out positions
859
Turnover %
54.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/14/2021 Next filing: 11/12/2021 SEC filing

Snapshot: Change Analysis

Compared to Q1 2021
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)
SPY 131,600 8995.2%
GOVT 119,878 NEW
VCIT 65,971 82.6%
SPIB 60,391 299.7%
TIP 49,791 182.7%
UNH 44,953 877.6%
IUSB 41,540 456.6%
QQQ 39,844 NEW
IWO 39,190 16061.5%
SJNK 38,847 193.5%
Top Reduces (Value $000, Stocks/ETFs)
MBB -62,005 -60.8%
IEF -58,304 -100.0%
MSFT -41,435 -44.1%
MS -36,354 -100.0%
BIV -36,329 -100.0%
ABT -30,666 -100.0%
USMV -30,373 -100.0%
PARAV -27,430 -100.0%
BOND -27,189 -69.1%
FPE -25,640 -54.7%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 768,440 (8.8% 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