Qube Research & Technologies Ltd

Q3 2023 13F-HR Holdings

Location
London, X0
Holdings as of
9/30/2023
Date filed
11/13/2023
Form type
13F-HR
Num holdings
4,065
Total value ($000)
$38,274,754
Net value change ($000)
+10,769,785 (39.2%)
New positions
1751
Sold out positions
387
Turnover %
18.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/14/2023 Next filing: 2/13/2024 SEC filing

Snapshot: Change Analysis

Compared to Q2 2023
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)
JNJ 285,347 407638.6%
ADBE 284,984 695.0%
AMZN 251,350 508.4%
MSFT 228,080 95.1%
LLY 223,163 NEW
V 195,318 141.1%
META 192,007 172.3%
NFLX 167,651 144.4%
TEL 165,640 NEW
AAPL 158,478 56.5%
Top Reduces (Value $000, Stocks/ETFs)
GOOGL -170,886 -74.1%
AMD -152,505 -92.0%
CB -151,711 -91.6%
DIS -139,824 -100.0%
CVS -129,068 -99.2%
QCOM -120,436 -97.9%
XOM -112,297 -91.2%
ADP -106,676 -65.2%
BKNG -105,918 -98.6%
SNPS -102,271 -54.7%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 4,587,885 (12.0% 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