Qube Research & Technologies Ltd

Q4 2022 13F-HR Holdings

Location
London, X0
Holdings as of
12/31/2022
Date filed
2/14/2023
Form type
13F-HR
Num holdings
2,402
Total value ($000)
$18,681,389
Net value change ($000)
+1,888,283 (11.2%)
New positions
753
Sold out positions
829
Turnover %
49.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/14/2022 Next filing: 5/15/2023 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
GS 107,331 388.9%
BMY 104,401 NEW
STLD 100,966 NEW
VRTX 95,403 340.0%
PEP 95,146 NEW
KDP 86,645 NEW
NCLH 85,274 NEW
ADSK 78,187 955.1%
CF 77,661 1604.2%
MARATHON OIL CORP 76,262 234.4%
Top Reduces (Value $000, Stocks/ETFs)
CVX -144,883 -100.0%
KO -139,662 -100.0%
MSFT -134,034 -70.1%
AVGO -129,139 -100.0%
XOM -106,972 -81.6%
V -102,159 -64.7%
BKNG -100,954 -100.0%
DUKE REALTY CORP -99,096 -100.0%
ACN -96,535 -100.0%
MA -84,546 -64.2%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 2,046,327 (11.0% 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