Qube Research & Technologies Ltd

Q4 2023 13F-HR Holdings

Location
London, X0
Holdings as of
12/31/2023
Date filed
2/13/2024
Form type
13F-HR
Num holdings
4,300
Total value ($000)
$51,374,068
Net value change ($000)
+13,099,314 (34.2%)
New positions
780
Sold out positions
532
Turnover %
9.9%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/13/2023 Next filing: 5/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
UNH 334,532 486.7%
XOM 306,826 2822.2%
BDX 291,615 19415.1%
PM 271,340 3461.0%
GOOGL 258,483 432.0%
LIN 236,154 268.5%
AAPL 233,402 53.2%
MA 225,787 198.3%
PG 221,824 189.5%
BRK-B 214,174 138.2%
Top Reduces (Value $000, Stocks/ETFs)
MCD -309,742 -99.7%
BAC -241,028 -96.5%
CSCO -227,265 -87.8%
KO -209,865 -82.2%
CVX -204,181 -93.8%
UNP -196,523 -93.2%
LULU -171,280 -93.6%
AIY -130,926 -100.0%
BA -130,671 -98.2%
AXP -127,143 -58.1%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 7,192,806 (14.0% 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