Qube Research & Technologies Ltd

Q3 2022 13F-HR Holdings

Location
London, X0
Holdings as of
9/30/2022
Date filed
11/14/2022
Form type
13F-HR
Num holdings
2,457
Total value ($000)
$16,793,106
Net value change ($000)
+3,235,611 (23.9%)
New positions
827
Sold out positions
823
Turnover %
45.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/15/2022 Next filing: 2/14/2023 SEC filing

Snapshot: Change Analysis

Compared to Q2 2022
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)
V 146,643 1311.1%
KO 139,662 NEW
MCD 124,286 461.6%
MDLZ 112,410 NEW
DUKE REALTY CORP 99,096 NEW
CNC 88,744 NEW
SNPS 87,292 NEW
COST 86,320 NEW
AAPL 85,455 57.3%
GOOGL 83,903 401.6%
Top Reduces (Value $000, Stocks/ETFs)
MPC -149,746 -90.2%
BRK-B -128,173 -86.8%
JNJ -103,818 -93.9%
WDAY -97,921 -97.3%
PSX -86,164 -100.0%
MO -85,781 -100.0%
COP -83,350 -93.6%
BMY -82,418 -100.0%
AMGN -74,672 -52.7%
HD -61,483 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 1,109,435 (6.6% 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