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Quantitative Advantage, LLC Historic Quarter Change: USA ETF, New, 2013 Q4

Quantitative Advantage, LLC historic quarter change: USA ETF, New

In exchange-traded fund shares (known by the fund name on the filing) (listed in the US), over 13 quarters from 2013-06-30 to 2016-09-30, Quantitative Advantage, LLC opened 195 positions, added to 84, reduced 234 and sold out of 191.

  • Q4 2013: Stock EPP; Country of operation —; Class MSCI PAC JP ETF; Shares before 0.
  • Q4 2013: Stock VSS; Country of operation —; Class FTSE SMCAP ETF; Shares before 0.
  • Q4 2013: Stock MBB; Country of operation —; Class MBS ETF; Shares before 0.
  • Q4 2013: Stock BWX; Country of operation —; Class BRCLYS INTL ETF; Shares before 0.

Each consecutive pair of Form 13F-HR filings compared (SEC CIK 1368905), 13 quarters: Q3 2016 (2016-06-30 to 2016-09-30, filed 2016-11-09); Q2 2016 (2016-03-31 to 2016-06-30, filed 2016-07-22); Q1 2016 (2015-12-31 to 2016-03-31, filed 2016-05-03); Q4 2015 (2015-09-30 to 2015-12-31, filed 2016-02-08); Q3 2015 (2015-06-30 to 2015-09-30, filed 2015-11-09); Q2 2015 (2015-03-31 to 2015-06-30, filed 2015-08-11); Q1 2015 (2014-12-31 to 2015-03-31, filed 2015-05-07); Q4 2014 (2014-09-30 to 2014-12-31, filed 2015-02-10); Q3 2014 (2014-06-30 to 2014-09-30, filed 2014-11-14); Q2 2014 (2014-03-31 to 2014-06-30, filed 2014-08-05); Q1 2014 (2013-12-31 to 2014-03-31, filed 2014-05-12); Q4 2013 (2013-09-30 to 2013-12-31, filed 2014-02-07); Q3 2013 (2013-06-30 to 2013-09-30, filed 2013-10-31). Rows for the same security, class and put/call are added together. Value change is the filed value at each quarter end, so it includes the price move. Only the filings held here are compared; the firm's 13F-HR filings go back to the quarter ended 2006-06-30.

QuarterStockCountry of operationClassShares beforeShares afterShare changeValue beforeValue afterValue changeFiled
Q4 2013EPP
ISHARES
MSCI PAC JP ETF0559,718+559,718$0$26,156,000+$26,156,0002014-02-07
Q4 2013VSS
VANGUARD INTL EQUITY INDEX F
FTSE SMCAP ETF0135,929+135,929$0$13,993,000+$13,993,0002014-02-07
Q4 2013MBB
ISHARES
MBS ETF077,322+77,322$0$8,086,000+$8,086,0002014-02-07
Q4 2013BWX
SPDR SERIES TRUST
BRCLYS INTL ETF0138,587+138,587$0$8,002,000+$8,002,0002014-02-07
Q4 2013VAW
VANGUARD WORLD FDS
MATERIALS ETF042,001+42,001$0$4,337,000+$4,337,0002014-02-07
Q4 2013VMBS
VANGUARD SCOTTSDALE FDS
MORTG-BACK SEC084,952+84,952$0$4,335,000+$4,335,0002014-02-07
Q4 2013CORP
PIMCO ETF TR
INV GRD CRP BD042,460+42,460$0$4,204,000+$4,204,0002014-02-07
Q4 2013IYR
ISHARES
U.S. REAL ES ETF057,830+57,830$0$3,648,000+$3,648,0002014-02-07

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