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Quantitative Advantage, LLC Historic Quarter Change: USA ETF, Sold Out

Quantitative Advantage, LLC historic quarter change: USA ETF, Sold out

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 2016: Stock SCZ; Country of operation —; Class EAFE SML CP ETF; Shares before 153,626.
  • Q3 2016: Stock EFA; Country of operation —; Class MSCI EAFE ETF; Shares before 124,102.
  • Q3 2016: Stock VSS; Country of operation —; Class FTSE SMCAP ETF; Shares before 54,476.
  • Q3 2016: Stock VGK; Country of operation —; Class FTSE EUROPE ETF; Shares before 102,930.

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 2016SCZ
ISHARES TR
EAFE SML CP ETF153,6260-153,626$7,414,000$0-$7,414,0002016-11-09
Q3 2016EFA
ISHARES TR
MSCI EAFE ETF124,1020-124,102$6,927,000$0-$6,927,0002016-11-09
Q3 2016VSS
VANGUARD INTL EQUITY INDEX F
FTSE SMCAP ETF54,4760-54,476$5,071,000$0-$5,071,0002016-11-09
Q3 2016VGK
VANGUARD INTL EQUITY INDEX F
FTSE EUROPE ETF102,9300-102,930$4,803,000$0-$4,803,0002016-11-09
Q3 2016DIA
SPDR DOW JONES INDL AVRG ETF
UT SER 111,3160-11,316$2,026,000$0-$2,026,0002016-11-09
Q3 2016VUG
VANGUARD INDEX FDS
GROWTH ETF16,2990-16,299$1,747,000$0-$1,747,0002016-11-09

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