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Quantitative Advantage, LLC Historic Quarter Change: USA ETF, New

Quantitative Advantage, LLC historic quarter change: USA ETF, New

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 EEMV; Country of operation —; Class MIN VOL EMRG MKT; Shares before 0.
  • Q3 2016: Stock POWERSHARES ETF TR II; Country of operation —; Class INTL DEV LOWVL; Shares before 0.
  • Q3 2016: Stock POWERSHARES ETF TR II; Country of operation —; Class EM MRK LOW VOL; Shares before 0.
  • Q3 2016: Stock IJR; Country of operation —; Class CORE S&P SCP ETF; 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 2016EEMV
ISHARES
MIN VOL EMRG MKT0138,640+138,640$0$7,495,000+$7,495,0002016-11-09
Q3 2016POWERSHARES ETF TR II
CUSIP 73937B688
INTL DEV LOWVL0241,847+241,847$0$7,415,000+$7,415,0002016-11-09
Q3 2016POWERSHARES ETF TR II
CUSIP 73937B662
EM MRK LOW VOL0218,260+218,260$0$4,913,000+$4,913,0002016-11-09
Q3 2016IJR
ISHARES TR
CORE S&P SCP ETF016,526+16,526$0$2,052,000+$2,052,0002016-11-09
Q3 2016VB
VANGUARD INDEX FDS
SMALL CP ETF013,476+13,476$0$1,646,000+$1,646,0002016-11-09
Q3 2016JPUS
J P MORGAN EXCHANGE TRADED F
JPMORGAN DIVER04,675+4,675$0$274,000+$274,0002016-11-09
Q3 2016VTI
VANGUARD INDEX FDS
TOTAL STK MKT02,458+2,458$0$274,000+$274,0002016-11-09

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