SEC 13F Intelligence

Managers / Q4 2020 · view latest →

Tibra Equities Europe Ltd

CIK 0001729684 · LEVEL 11, 5 ALDERMANBURY SQUARE, LONDON, X0, EC2V 7HR · 00442031009000

Reported Value
$978M
Q4 2020
Positions
147
Filings on Record
15
2019–present window
Filed
Feb 12, 2021
original filing

Summary

Tibra Equities Europe Ltd reported $978M in U.S.-listed holdings across 147 positions for Q4 2020.

Its largest position, SDY, represents 15.9% of the portfolio.

Compared with Q3 2020, the fund opened 126 new positions and exited 144.

Portfolio Metrics

Turnover
+49.4%
vs prior filed quarter
Top-10 Concentration
+56.5%
share of reported value
Largest Position
+15.9%
Spdr S P Dividend Etf
New / Exited
126 / 144
positions this quarter

Methodology: turnover is min(value bought, value sold) ÷ average reported value across the two quarters — value-based, so market moves inflate it slightly versus a share-based measure. Concentration and largest position are shares of the filing’s total reported value, options excluded, with multiple share classes and repeated sub-manager rows for the same issuer combined into one position — the same rule the holdings table uses by default. New/exited counts compare against the prior filed quarter. All figures derive solely from the fund’s 13F filings.

Reported Value by Quarter

13F Reported Value
Q4 ’18: $606MQ4 ’18Q1 ’19: $1.0BQ2 ’19: $1.4BQ2 ’19Q3 ’19: $811MQ4 ’19: $719MQ4 ’19Q2 ’20: $29MQ3 ’20: $475MQ3 ’20Q4 ’20: $978MQ1 ’21: $327MQ1 ’21Q2 ’21: $324MQ3 ’21: $65MQ3 ’21Q4 ’21: $111MQ1 ’22: $90MQ1 ’22filingsflow.com

Portfolio Composition

By security type
ETP: 50.4%Common Stock: 43.4%Other: 5.2%ADR: 0.6%REIT: 0.3%
  • ETP · 50.4% · $493M
  • Common Stock · 43.4% · $424M
  • Other · 5.2% · $51M
  • ADR · 0.6% · $6M
  • REIT · 0.3% · $3M

Quarter-over-Quarter Changes full breakdown →

vs Q3 2020 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
SDYSPDR S&P Dividend ETFNEW+1.47M1.47M+$156M$156M
MTUMiShares MSCI USA Momentum FactNEW+564.5K564.5K+$91M$91M
SIZEiShares MSCI USA Size Factor ENEW+730.5K730.5K+$81M$81M
VLUEiShares MSCI USA Value FactorNEW+430.5K430.5K+$37M$37M
Xilinx IncNEW+257.0K257.0K+$36M$36M
WORKSlack Technologies IncNEW+724.8K724.8K+$31M$31M
QQQInvesco QQQ Trust Series 1NEW+73.7K73.7K+$23M$23M
TXNMPNM Resources IncNEW+474.9K474.9K+$23M$23M

Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.

Holdings — Q4 2020

147 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1SDYSPDR S&P Dividend ETFhistory →SPDR S&P DIV ETF15.94%$156M1.47M
2MTUMiShares MSCI USA Momentum Facthistory →ISHARES MSCI USA9.31%$91M564.5K
3SIZEiShares MSCI USA Size Factor Ehistory →ISHARES MSCI USA8.31%$81M730.5K
4VLUEiShares MSCI USA Value Factorhistory →ISHARES MSCI USA3.83%$37M430.5K
5WTWWillis Towers Watson PLChistory →WILLIS TOWERS WA3.78%$37M175.3K
6Xilinx IncXILINX INC3.73%$36M257.0K
7IHS Markit LtdIHS MARKIT LTD3.43%$34M373.9K
8WORKSlack Technologies Inchistory →SLACK TECHNOLO-A3.13%$31M724.8K
9Varian Medical Systems IncVARIAN MEDICAL S2.65%$26M148.0K
10QQQInvesco QQQ Trust Series 1history →INVESCO QQQ TRUS2.36%$23M73.7K
11TXNMPNM Resources Inchistory →PNM RESOURCES2.36%$23M474.9K
12ALXNAlexion Pharmaceuticals Inchistory →ALEXION PHARM2.29%$22M143.4K
13AAPLApple Inchistory →APPLE INC2.22%$22M163.4K
14SPYSPDR S&P 500 ETF Trusthistory →SPDR S&P 500 ETF2.19%$21M57.3K
15IWFiShares Russell 1000 Growth EThistory →ISHARES RUSSELL2.03%$20M82.4K
16XLIIndustrial Select Sector SPDRhistory →SPDR-INDU SELECT1.78%$17M197.0K
17MXIMMaxim Integrated Products Inchistory →MAXIM INTEGRATED1.74%$17M192.0K
18MSFTMicrosoft Corphistory →MICROSOFT CORP1.57%$15M69.0K
19EVEUREaton Vance Corphistory →EATON VANCE CORP1.21%$12M174.4K
20XLVHealth Care Select Sector SPDRhistory →SPDR-HEALTH CARE1.18%$12M101.5K
21Parsley Energy IncPARSLEY ENERGY-A1.15%$11M789.9K
22NAVNavistar International CorpNAVISTAR INTL0.92%$9M204.0K
23Virtusa CorpVIRTUSA CORP0.90%$9M171.9K
24KBESPDR S&P Bank ETFSPDR S&P BANK ET0.85%$8M199.0K
25Marvell Technology Group LtdMARVELL TECH GRP0.79%$8M162.1K
26XRTSPDR S&P Retail ETFSPDR S&P RETAIL0.76%$7M116.0K
27National General Holdings CorpNATIONAL GENERAL0.68%$7M194.1K
28XLBMaterials Select Sector SPDR FSPDR-MATERIALS0.66%$6M88.9K
29METAFacebook IncFACEBOOK INC-A0.62%$6M22.1K
30LMTLockheed Martin CorpLOCKHEED MARTIN0.59%$6M16.1K
31LILi Auto IncLI AUTO INC -ADR0.57%$6M194.3K
32NKENIKE IncNIKE INC -CL B0.56%$6M39.0K
33IBMIBMIBM0.50%$5M38.8K
34SMHVanEck Vectors Semiconductor EVANECK SEMICON0.45%$4M20.2K
35ELEstee Lauder Cos Inc/TheESTEE LAUDER0.44%$4M16.2K
36RWRSPDR Dow Jones REIT ETFSPDR DOW JONES R0.42%$4M47.6K
37KGCKinross Gold CorpKINROSS GOLD0.40%$4M536.8K
38CVXChevron CorpCHEVRON CORP0.40%$4M46.4K
39NEENextEra Energy IncNEXTERA ENERGY0.34%$3M43.6K
40WSTWest Pharmaceutical Services IWEST PHARMACEUT0.33%$3M11.3K
41WPX Energy IncWPX ENERGY0.32%$3M385.3K
42EWEdwards Lifesciences CorpEDWARDS LIFE0.30%$3M32.4K
43RCLRoyal Caribbean Cruises LtdROYAL CARIBBEAN0.30%$3M39.2K
44INCYIncyte CorpINCYTE CORP0.30%$3M33.4K
45NCLHNorwegian Cruise Line HoldingsNORWEGIAN CRUISE0.29%$3M113.1K
46DASHDoorDash IncDOORDASH INC-A0.29%$3M20.0K
47NVCRNovocure LtdNOVOCURE LTD0.27%$3M15.3K
48VRTXVertex Pharmaceuticals IncVERTEX PHARM0.26%$3M10.7K
49UPSUnited Parcel Service IncUNITED PARCEL-B0.26%$3M14.9K
50VVisa IncVISA INC-CLASS A0.24%$2M10.8K
51Tiffany & CoTIFFANY & CO0.24%$2M17.8K
52ABNBAirbnb IncAIRBNB INC-A0.23%$2M15.0K
53IBBiShares Nasdaq Biotechnology EISHARES NASDAQ B0.22%$2M14.3K
54EDConsolidated Edison IncCONS EDISON INC0.22%$2M30.0K
55FISFidelity National InformationFIDELITY NATIONA0.22%$2M15.2K
56PHMPulteGroup IncPULTEGROUP INC0.22%$2M49.5K
57ETNEaton Corp PLCEATON CORP PLC0.21%$2M17.4K
58GILDGilead Sciences IncGILEAD SCIENCES0.21%$2M35.0K
59KEYSKeysight Technologies IncKEYSIGHT TEC0.20%$2M14.6K
60HLTHilton Worldwide Holdings IncHILTON WORLDWIDE0.20%$2M17.2K
61AXPAmerican Express CoAMERICAN EXPRESS0.18%$2M14.9K
62Horizon Therapeutics PlcHORIZON THERAPEU0.18%$2M24.3K
63GENNortonLifeLock IncNORTONLIFELOCK I0.18%$2M84.3K
64KMBKimberly-Clark CorpKIMBERLY-CLARK0.18%$2M12.8K
65PEGPublic Service Enterprise GrouPUB SERV ENTERP0.17%$2M28.5K
66DHIDR Horton IncDR HORTON INC0.17%$2M23.9K
67IFFIFFINTL FLVR & FRAG0.17%$2M15.1K
68ORCLOracle CorpORACLE CORP0.17%$2M25.1K
69ADMArcher-Daniels-Midland CoARCHER-DANIELS0.16%$2M31.8K
70Citrix Systems IncCITRIX SYSTEMS0.16%$2M12.2K
71GPCGenuine Parts CoGENUINE PARTS CO0.16%$2M15.7K
72ICEIntercontinental Exchange IncINTERCONTINENTAL0.16%$2M13.5K
73BENFranklin Resources IncFRANKLIN RES INC0.16%$2M62.1K
74BXPBoston Properties IncBOSTON PROPERTIE0.15%$1M15.8K
75EQREquity ResidentialEQUITY RESIDENTI0.15%$1M25.0K
76EVRGEvergy IncEVERGY INC0.15%$1M25.8K
77OXYOccidental Petroleum CorpOCCIDENTAL PETE0.15%$1M82.7K
78METMetLife IncMETLIFE INC0.15%$1M30.2K
79NINiSource IncNISOURCE INC0.14%$1M61.8K
80IVZInvesco LtdINVESCO LTD0.14%$1M79.1K
81KELKellogg CoKELLOGG CO0.14%$1M21.3K
82JNPJuniper Networks IncJUNIPER NETWORKS0.13%$1M56.7K
83WDCWestern Digital CorpWESTERN DIGITAL0.13%$1M22.7K
84YUMYum! Brands IncYUM! BRANDS INC0.13%$1M11.5K
85PLTRPalantir Technologies IncPALANTIR TECHN-A0.12%$1M50.1K
86MASMasco CorpMASCO CORP0.12%$1M21.5K
87GISGeneral Mills IncGENERAL MILLS IN0.12%$1M20.0K
88Westrock CoWESTROCK CO0.12%$1M26.0K
89FBINFortune Brands Home & SecurityFORTUNE BRANDS H0.12%$1M13.1K
90JCIJohnson Controls InternationalJOHNSON CONTROLS0.11%$1M24.0K
91MRKMerck & Co IncMERCK & CO0.11%$1M13.6K
92EGHT8x8 Inc8X8 INC0.11%$1M30.9K
93XMESPDR S&P Metals & Mining ETFSPDR S&P MET & M0.11%$1M31.1K
94SLBSchlumberger NVSCHLUMBERGER LTD0.10%$1M46.8K
95PFGPrincipal Financial Group IncPRINCIPAL FINL0.10%$1M20.6K
96LEGLeggett & Platt IncLEGGETT & PLATT0.10%$994,00022.4K
97MAG Silver CorpMAG SILVER CORP0.10%$991,00048.3K
98DUKDuke Energy CorpDUKE ENERGY CORP0.10%$957,00010.4K
99CNPCenterPoint Energy IncCENTERPOINT ENER0.10%$950,00043.9K
100NRGNRG Energy IncNRG ENERGY0.09%$905,00024.1K

Filing History

QuarterReported ValuePositionsFiledTypeLinks
Q1 2022$90M31May 16, 202213F-HRchanges · EDGAR ↗
Q4 2021$111M14Feb 14, 202213F-HRchanges · EDGAR ↗
Q3 2021$65M37Nov 15, 202113F-HRchanges · EDGAR ↗
Q2 2021$324M241Aug 16, 202113F-HRchanges · EDGAR ↗
Q1 2021$327M17May 17, 202113F-HRchanges · EDGAR ↗
Q4 2020$978M147Feb 12, 202113F-HRchanges · EDGAR ↗
Q3 2020$475M165Nov 13, 2020RESTATEMENTchanges · EDGAR ↗
Q2 2020$29M7Aug 14, 202013F-HRchanges · EDGAR ↗
Q1 2020Under review2May 15, 202013F-HRchanges · EDGAR ↗
Q4 2019$719M186Feb 14, 202013F-HRchanges · EDGAR ↗
Q3 2019$811M211Nov 4, 201913F-HRchanges · EDGAR ↗
Q2 2019$1.4B229Aug 1, 201913F-HRchanges · EDGAR ↗
Q1 2019$1.0B374Apr 4, 201913F-HRchanges · EDGAR ↗
Q4 2018$606M183Feb 12, 201913F-HRchanges · EDGAR ↗

13F filings are due up to 45 days after quarter end, so holdings shown here lag the fund’s current book. Source: original SEC filing on EDGAR ↗.