Two Sigma Advisers’s iShares MSCI USA Quality Factor ETF QUAL Stock Holding History

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2024 Q4	–	Sell	-184,900	Closed	-$33.2M	–	2486
2024 Q3	$33.2M	Sell	184,900 -95,700	-34%	-$16.6M	0.08%	220
2024 Q2	$47.9M	Buy	280,600 +132,400	+89%	+$21.7M	0.11%	179
2024 Q1	$24.4M	Sell	148,200 -248,600	-63%	-$38.8M	0.06%	299
2023 Q4	$58.4M	Buy	396,800 +52,200	+15%	+$7.23M	0.14%	158
2023 Q3	$45.4M	Buy	344,600 +246,200	+250%	+$33.6M	0.12%	172
2023 Q2	$13.3M	Buy	+98,400	New	+$12.5M	0.03%	412
2022 Q4	–	Sell	-58,600	Closed	-$6.09M	–	2658
2022 Q3	$6.09M	Sell	58,600 -7,200	-11%	-$842K	0.02%	659
2022 Q2	$7.35M	Buy	65,800 +47,100	+252%	+$5.75M	0.02%	611
2022 Q1	$2.52M	Sell	18,700 -149,800	-89%	-$19.9M	0.01%	1122
2021 Q4	$24.5M	Sell	168,500 -97,700	-37%	-$13.8M	0.06%	267
2021 Q3	$35.1M	Buy	266,200 +214,900	+419%	+$29.6M	0.09%	214
2021 Q2	$6.82M	Buy	51,300 +29,500	+135%	+$3.78M	0.02%	719
2021 Q1	$2.65M	Buy	21,800 +14,400	+195%	+$1.7M	0.01%	1134
2020 Q4	$860K	Buy	+7,400	New	+$815K	﹤0.01%	1638
2019 Q4	–	Sell	-5,500	Closed	-$508K	–	2451
2019 Q3	$508K	Buy	+5,500	New	+$506K	﹤0.01%	1704
2019 Q1	–	Sell	-38,500	Closed	-$2.96M	–	2430
2018 Q4	$2.96M	Buy	+38,500	New	+$3.19M	0.01%	1008