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Quantitative Advantage, LLC Historic Quarter Change: USA ETF, Sold Out, 2016 Q2

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.

  • Q2 2016: Stock IVW; Country of operation —; Class S&P 500 GRWT ETF; Shares before 250,241.
  • Q2 2016: Stock EFAV; Country of operation —; Class EAFE MIN VOL ETF; Shares before 233,057.
  • Q2 2016: Stock IYC; Country of operation —; Class U.S. CNSM SV ETF; Shares before 47,767.
  • Q2 2016: Stock VCR; Country of operation —; Class CONSUM DIS ETF; Shares before 38,537.

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 2016IVW
ISHARES TR
S&P 500 GRWT ETF250,2410-250,241$29,000,000$0-$29,000,0002016-07-22
Q2 2016EFAV
ISHARES TR
EAFE MIN VOL ETF233,0570-233,057$15,484,000$0-$15,484,0002016-07-22
Q2 2016IYC
ISHARES TR
U.S. CNSM SV ETF47,7670-47,767$6,965,000$0-$6,965,0002016-07-22
Q2 2016VCR
VANGUARD WORLD FDS
CONSUM DIS ETF38,5370-38,537$4,781,000$0-$4,781,0002016-07-22

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