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Quantitative Advantage, LLC Historic Quarter Change: USA ETF, New, 2014 Q3

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.

  • Q3 2014: Stock EEMV; Country of operation —; Class EM MK MINVOL ETF; Shares before 0.
  • Q3 2014: Stock EWC; Country of operation —; Class MSCI CDA ETF; Shares before 0.
  • Q3 2014: Stock ISHARES; Country of operation —; Class MSCI JAPAN ETF; Shares before 0.
  • Q3 2014: Stock BNDX; Country of operation —; Class INTL BD IDX 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
Q3 2014EEMV
ISHARES
EM MK MINVOL ETF0323,466+323,466$0$19,343,000+$19,343,0002014-11-14
Q3 2014EWC
ISHARES
MSCI CDA ETF0524,087+524,087$0$16,084,000+$16,084,0002014-11-14
Q3 2014ISHARES
CUSIP 464286848
MSCI JAPAN ETF01,349,545+1,349,545$0$15,884,000+$15,884,0002014-11-14
Q3 2014BNDX
VANGUARD CHARLOTTE FDS
INTL BD IDX ETF0237,153+237,153$0$12,358,000+$12,358,0002014-11-14
Q3 2014AGG
ISHARES TR
CORE US AGGBD ET0106,568+106,568$0$11,628,000+$11,628,0002014-11-14
Q3 2014IYF
ISHARES TR
U.S. FINLS ETF0134,243+134,243$0$11,239,000+$11,239,0002014-11-14
Q3 2014IYK
ISHARES TR
U.S. CNSM GD ETF0112,656+112,656$0$11,125,000+$11,125,0002014-11-14
Q3 2014POWERSHARES ETF TR II
CUSIP 73937B688
INTL DEV LOWVL0269,749+269,749$0$8,543,000+$8,543,0002014-11-14
Q3 2014VDC
VANGUARD WORLD FDS
CONSUM STP ETF051,735+51,735$0$6,079,000+$6,079,0002014-11-14
Q3 2014VFH
VANGUARD WORLD FDS
FINANCIALS ETF0128,666+128,666$0$5,974,000+$5,974,0002014-11-14
Q3 2014VPL
VANGUARD INTL EQUITY INDEX F
FTSE PACIFIC ETF088,191+88,191$0$5,230,000+$5,230,0002014-11-14
Q3 2014PROSHARES TR
CUSIP 74347R826
PSHS SHTRUSS20000291,831+291,831$0$5,014,000+$5,014,0002014-11-14
Q3 2014WISDOMTREE TR
CUSIP 97717W182
CHINESE YUAN FD0196,977+196,977$0$4,987,000+$4,987,0002014-11-14
Q3 2014IEF
ISHARES TR
7-10 Y TR BD ETF030,813+30,813$0$3,193,000+$3,193,0002014-11-14
Q3 2014BIV
VANGUARD BD INDEX FD INC
INTERMED TERM021,548+21,548$0$1,816,000+$1,816,0002014-11-14
Q3 2014VNQI
VANGUARD INTL EQUITY INDEX F
GLB EX US ETF031,096+31,096$0$1,693,000+$1,693,0002014-11-14

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