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Quantitative Advantage, LLC Historic Quarter Change: USA ETF, New, 2015 Q2

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.

  • Q2 2015: Stock HYS; Country of operation —; Class 0-5 HIGH YIELD; Shares before 0.
  • Q2 2015: Stock DXJ; Country of operation —; Class JAPN HEDGE EQT; Shares before 0.
  • Q2 2015: Stock HEZU; Country of operation —; Class CUR HD EURZN ETF; Shares before 0.
  • Q2 2015: Stock IYW; Country of operation —; Class U.S. TECH 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
Q2 2015HYS
PIMCO ETF TR
0-5 HIGH YIELD0156,090+156,090$0$15,589,000+$15,589,0002015-08-11
Q2 2015DXJ
WISDOMTREE TR
JAPN HEDGE EQT0261,068+261,068$0$14,933,000+$14,933,0002015-08-11
Q2 2015HEZU
ISHARES TR
CUR HD EURZN ETF0533,012+533,012$0$14,759,000+$14,759,0002015-08-11
Q2 2015IYW
ISHARES TR
U.S. TECH ETF0110,097+110,097$0$11,524,000+$11,524,0002015-08-11
Q2 2015DBEF
DBX ETF TR
XTRAK MSCI EAFE0363,733+363,733$0$10,410,000+$10,410,0002015-08-11
Q2 2015VGT
VANGUARD WORLD FDS
INF TECH ETF064,475+64,475$0$6,849,000+$6,849,0002015-08-11

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