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Quantitative Advantage, LLC Historic Quarter Change: USA ETF, New, 2015 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 2015: Stock SHV; Country of operation —; Class SHRT TRS BD ETF; Shares before 0.
  • Q3 2015: Stock EFAV; Country of operation —; Class EAFE MIN VOL ETF; Shares before 0.
  • Q3 2015: Stock SPSB; Country of operation —; Class BARC SHT TR CP; Shares before 0.
  • Q3 2015: Stock IGIB; Country of operation —; Class INTERM CR BD 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 2015SHV
ISHARES TR
SHRT TRS BD ETF0394,047+394,047$0$43,467,000+$43,467,0002015-11-09
Q3 2015EFAV
ISHARES TR
EAFE MIN VOL ETF0163,675+163,675$0$10,212,000+$10,212,0002015-11-09
Q3 2015SPSB
SPDR SERIES TRUST
BARC SHT TR CP0300,608+300,608$0$9,175,000+$9,175,0002015-11-09
Q3 2015IGIB
ISHARES TR
INTERM CR BD ETF065,301+65,301$0$7,092,000+$7,092,0002015-11-09
Q3 2015BSV
VANGUARD BD INDEX FD INC
SHORT TRM BOND071,844+71,844$0$5,776,000+$5,776,0002015-11-09
Q3 2015VCSH
VANGUARD SCOTTSDALE FDS
SHRT TRM CORP BD072,119+72,119$0$5,749,000+$5,749,0002015-11-09
Q3 2015VSS
VANGUARD INTL EQUITY INDEX
FTSE SMCAP ETF059,593+59,593$0$5,405,000+$5,405,0002015-11-09
Q3 2015VFH
VANGUARD WORLD FDS
FINANCIALS ETF096,669+96,669$0$4,475,000+$4,475,0002015-11-09
Q3 2015POWERSHARES ETF TR II
CUSIP 73937B779
S&P500 LOW VOL0102,310+102,310$0$3,679,000+$3,679,0002015-11-09
Q3 2015ICF
ISHARES TR
COHEN&STEER REIT022,834+22,834$0$2,115,000+$2,115,0002015-11-09
Q3 2015REZ
ISHARES TR
RESID RL EST CAP033,952+33,952$0$2,013,000+$2,013,0002015-11-09

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