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Quantitative Advantage, LLC Historic Quarter Change: USA Everything Else, New

Quantitative Advantage, LLC historic quarter change: USA Everything Else, New

In partnership units, exchange-traded notes and anything else (listed in the US), over 13 quarters from 2013-06-30 to 2016-09-30, Quantitative Advantage, LLC opened 10 positions, added to 1, reduced 14 and sold out of 8.

  • Q3 2016: Stock POWERSHS DB MULTI SECT COMM; Country of operation —; Class DB BASE METALS; Shares before 0.
  • Q1 2016: Stock POWERSHS DB MULTI SECT COMM; Country of operation —; Class DB PREC MTLS; Shares before 0.
  • Q1 2016: Stock POWERSHS DB MULTI SECT COMM; Country of operation —; Class DB GOLD FUND; Shares before 0.
  • Q3 2015: Stock CURRENCYSHS BRIT POUND STER; Country of operation —; Class BRIT POUND STE; 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 2016POWERSHS DB MULTI SECT COMM
CUSIP 73936B705
DB BASE METALS0267,210+267,210$0$3,754,000+$3,754,0002016-11-09
Q1 2016POWERSHS DB MULTI SECT COMM
CUSIP 73936B200
DB PREC MTLS098,102+98,102$0$3,650,000+$3,650,0002016-05-03
Q1 2016POWERSHS DB MULTI SECT COMM
CUSIP 73936B606
DB GOLD FUND045,235+45,235$0$1,822,000+$1,822,0002016-05-03
Q3 2015CURRENCYSHS BRIT POUND STER
CUSIP 23129S106
BRIT POUND STE025,594+25,594$0$3,793,000+$3,793,0002015-11-09
Q3 2015CURRENCYSHARES SWISS FRANC T
CUSIP 23129V109
SWISS FRANC SH021,070+21,070$0$2,093,000+$2,093,0002015-11-09
Q3 2014POWERSHS DB US DOLLAR INDEX
CUSIP 73936D107
DOLL INDX BULL0228,752+228,752$0$5,232,000+$5,232,0002014-11-14
Q2 2014POWERSHS DB MULTI SECT COMM
CUSIP 73936B507
DB OIL FUND0183,038+183,038$0$5,630,000+$5,630,0002014-08-05
Q2 2014CURRENCYSHS BRIT POUND STER
CUSIP 23129S106
BRIT POUND STE032,352+32,352$0$5,447,000+$5,447,0002014-08-05
Q3 2013CURRENCYSHARES SWISS FRANC T
CUSIP 23129V109
SWISS FRANC SH062,411+62,411$0$6,768,000+$6,768,0002013-10-31
Q3 2013POWERSHS DB MULTI SECT COMM
CUSIP 73936B507
DB OIL FUND0237,145+237,145$0$6,507,000+$6,507,0002013-10-31

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