Quantitative Advantage, LLC quarter change: USA ETF, Reduced
In exchange-traded fund shares (known by the fund name on the filing) (listed in the US), from the quarter ended 2016-06-30 to 2016-09-30, Quantitative Advantage, LLC opened 7 positions, added to 8, reduced 25, sold out of 6 and left 0 unchanged. The largest increase in value was IJJ (+$9,393,000); the largest decrease was SHV (-$13,730,000).
- SHV: Country of operation —; Class SHRT TRS BD ETF; Shares 2016-06-30 346,643; Shares 2016-09-30 222,378.
- MINT: Country of operation —; Class ENHAN SHRT MA AC; Shares 2016-06-30 224,620; Shares 2016-09-30 123,174.
- BSV: Country of operation —; Class SHORT TRM BOND; Shares 2016-06-30 68,310; Shares 2016-09-30 47,400.
- XLU: Country of operation —; Class SBI INT-UTILS; Shares 2016-06-30 216,378; Shares 2016-09-30 203,616.
Two Form 13F-HR filings compared (SEC CIK 1368905): 2016-06-30 (filed 2016-07-22) and 2016-09-30 (filed 2016-11-09). 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; share change is the position change.
| Stock | Country of operation | Class | Shares 2016-06-30 | Shares 2016-09-30 | Share change | Value 2016-06-30 | Value 2016-09-30 | Value change |
|---|
SHV
ISHARES TR | | SHRT TRS BD ETF | 346,643 | 222,378 | -124,265 | $38,287,000 | $24,557,000 | -$13,730,000 |
|---|
MINT
PIMCO ETF TR | | ENHAN SHRT MA AC | 224,620 | 123,174 | -101,446 | $22,725,000 | $12,491,000 | -$10,234,000 |
|---|
BSV
VANGUARD BD INDEX FD INC | | SHORT TRM BOND | 68,310 | 47,400 | -20,910 | $5,537,000 | $3,831,000 | -$1,706,000 |
|---|
XLU
SELECT SECTOR SPDR TR | | SBI INT-UTILS | 216,378 | 203,616 | -12,762 | $11,353,000 | $9,975,000 | -$1,378,000 |
|---|
IYZ
ISHARES TR | | U.S. TELECOM ETF | 311,657 | 295,482 | -16,175 | $10,378,000 | $9,520,000 | -$858,000 |
|---|
IYK
ISHARES TR | | U.S. CNSM GD ETF | 95,981 | 90,819 | -5,162 | $11,071,000 | $10,344,000 | -$727,000 |
|---|
VPU
VANGUARD WORLD FDS | | UTILITIES ETF | 58,276 | 55,808 | -2,468 | $6,673,000 | $5,969,000 | -$704,000 |
|---|
EFAV
ISHARES TR | | MIN VOL EAFE ETF | 226,584 | 214,354 | -12,230 | $15,043,000 | $14,499,000 | -$544,000 |
|---|
AGG
ISHARES TR | | CORE US AGGBD ET | 81,403 | 77,098 | -4,305 | $9,167,000 | $8,667,000 | -$500,000 |
|---|
SPSB
SPDR SERIES TRUST | | BARC SHT TR CP | 289,602 | 274,718 | -14,884 | $8,914,000 | $8,453,000 | -$461,000 |
|---|
VDC
VANGUARD WORLD FDS | | CONSUM STP ETF | 50,983 | 49,236 | -1,747 | $7,199,000 | $6,739,000 | -$460,000 |
|---|
MBB
ISHARES TR | | MBS ETF | 81,006 | 76,872 | -4,134 | $8,908,000 | $8,463,000 | -$445,000 |
|---|
IGIB
ISHARES TR | | INTERM CR BD ETF | 62,964 | 59,199 | -3,765 | $7,005,000 | $6,592,000 | -$413,000 |
|---|
IVV
ISHARES TR | | CORE S&P500 ETF | 8,853 | 7,126 | -1,727 | $1,864,000 | $1,550,000 | -$314,000 |
|---|
POWERSHARES ETF TR II
CUSIP 73937B779 | | S&P500 LOW VOL | 94,571 | 91,405 | -3,166 | $4,046,000 | $3,792,000 | -$254,000 |
|---|
VNQ
VANGUARD INDEX FDS | | REIT ETF | 38,577 | 37,315 | -1,262 | $3,421,000 | $3,237,000 | -$184,000 |
|---|
PROSHARES TR
CUSIP 74347R370 | United States | PSHS SH MSCI EAF | 54,406 | 52,607 | -1,799 | $1,828,000 | $1,661,000 | -$167,000 |
|---|
REZ
ISHARES TR | | RESID RL EST CAP | 32,088 | 30,958 | -1,130 | $2,166,000 | $2,028,000 | -$138,000 |
|---|
VCSH
VANGUARD SCOTTSDALE FDS | | SHRT TRM CORP BD | 68,566 | 67,101 | -1,465 | $5,543,000 | $5,405,000 | -$138,000 |
|---|
VMBS
VANGUARD SCOTTSDALE FDS | | MORTG-BACK SEC | 102,619 | 100,429 | -2,190 | $5,526,000 | $5,419,000 | -$107,000 |
|---|
VCIT
VANGUARD SCOTTSDALE FDS | | INT-TERM CORP | 44,145 | 43,460 | -685 | $3,947,000 | $3,893,000 | -$54,000 |
|---|
VOO
VANGUARD INDEX FDS | | S&P 500 ETF SHS | 31,583 | 30,451 | -1,132 | $6,070,000 | $6,050,000 | -$20,000 |
|---|
IYM
ISHARES TR | | U.S. BAS MTL ETF | 82,264 | 78,876 | -3,388 | $6,247,000 | $6,230,000 | -$17,000 |
|---|
VV
VANGUARD INDEX FDS | | LARGE CAP ETF | 19,106 | 18,336 | -770 | $1,831,000 | $1,818,000 | -$13,000 |
|---|
BND
VANGUARD BD INDEX FD INC | | TOTAL BND MRKT | 18,268 | 18,243 | -25 | $1,540,000 | $1,535,000 | -$5,000 |
|---|
Similar Firms
| Firm Name | Country | 13F Value | Holdings |
|---|
| Not available yet |