Qube Research & Technologies Ltd

Q1 2022 13F-HR Holdings

Location
London, X0
Holdings as of
3/31/2022
Date filed
5/9/2022
Form type
13F-HR
Num holdings
2,387
Total value ($000)
$11,802,218
Net value change ($000)
-1,154,613 (-8.9%)
New positions
831
Sold out positions
934
Turnover %
78.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/10/2022 Next filing: 8/15/2022 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
ZTS 92,946 NEW
ABT 82,949 NEW
CSCO 74,071 NEW
CERNER Corp 74,007 NEW
DIS 72,894 2518.8%
MDLZ 68,183 NEW
PG 58,922 NEW
AAPL 58,323 51.1%
BAX 56,279 NEW
PFE 55,017 644.7%
Top Reduces (Value $000, Stocks/ETFs)
SPY -1,467,486 -100.0%
AZO -92,679 -100.0%
HON -86,062 -100.0%
TXN -85,345 -100.0%
TSLA -71,285 -100.0%
MDT -70,483 -100.0%
QQQ -63,314 -100.0%
GOOGL -63,222 -100.0%
DE -62,220 -100.0%
JPM -51,103 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 752,119 (6.4% 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