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Quantitative Advantage, LLC Historic Quarter Change: USA ETF, New, 2016 Q1

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.

  • Q1 2016: Stock XLU; Country of operation —; Class SBI INT-UTILS; Shares before 0.
  • Q1 2016: Stock IYZ; Country of operation —; Class U.S. TELECOM ETF; Shares before 0.
  • Q1 2016: Stock EFA; Country of operation —; Class MSCI EAFE ETF; Shares before 0.
  • Q1 2016: Stock VPU; Country of operation —; Class UTILITIES 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
Q1 2016XLU
SELECT SECTOR SPDR TR
SBI INT-UTILS0222,422+222,422$0$11,037,000+$11,037,0002016-05-03
Q1 2016IYZ
ISHARES TR
U.S. TELECOM ETF0319,184+319,184$0$9,809,000+$9,809,0002016-05-03
Q1 2016EFA
ISHARES TR
MSCI EAFE ETF0128,725+128,725$0$7,358,000+$7,358,0002016-05-03
Q1 2016VPU
VANGUARD WORLD FDS
UTILITIES ETF057,030+57,030$0$6,132,000+$6,132,0002016-05-03
Q1 2016VOO
VANGUARD INDEX FDS
S&P 500 ETF SHS031,606+31,606$0$5,960,000+$5,960,0002016-05-03
Q1 2016PROSHARES TR
CUSIP 74347R370
United StatesPSHS SH MSCI EAF054,903+54,903$0$1,865,000+$1,865,0002016-05-03

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