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Quantitative Advantage, LLC Historic Quarter Change: USA ETF, New, 2016 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 2016: Stock IJJ; Country of operation —; Class S&P MC 400VL ETF; Shares before 0.
  • Q2 2016: Stock VBR; Country of operation —; Class SM CP VAL ETF; Shares before 0.
  • Q2 2016: Stock EFAV; Country of operation —; Class MIN VOL EAFE ETF; Shares before 0.
  • Q2 2016: Stock IYM; Country of operation —; Class U.S. BAS MTL 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 2016IJJ
ISHARES TR
S&P MC 400VL ETF0218,122+218,122$0$27,931,000+$27,931,0002016-07-22
Q2 2016VBR
VANGUARD INDEX FDS
SM CP VAL ETF0198,122+198,122$0$20,864,000+$20,864,0002016-07-22
Q2 2016EFAV
ISHARES TR
MIN VOL EAFE ETF0226,584+226,584$0$15,043,000+$15,043,0002016-07-22
Q2 2016IYM
ISHARES TR
U.S. BAS MTL ETF082,264+82,264$0$6,247,000+$6,247,0002016-07-22
Q2 2016VAW
VANGUARD WORLD FDS
MATERIALS ETF042,390+42,390$0$4,342,000+$4,342,0002016-07-22

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