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Quantitative Advantage, LLC

SEC CIK
0001368905
Latest filing
May 12, 2023

Holdings in Q3 2021

Holdings as of Sep 30, 2021, filed Nov 12, 2021. Long positions only; changes compare share counts with Q2 2021.

Institution overview
Positions
75
+7 vs. Q2 2021
Portfolio value
$589.3M
+$9.57M (+1.7%) vs. Q2 2021
Filed
Nov 12, 2021
SEC
Holdings of Quantitative Advantage, LLC in Q3 2021
SecurityClassSharesValue% of portfolioShare changeActionHistory
iShares Tr464287689RUSSELL 3000 ETF179,997$45.9M7.8%+2,009+1.1%Added–
Vanguard Morningstar Total Stock Market ETF922908769ETF164,748$36.6M6.2%−10,909−6.2%Reduced–
Flexshares Tr33939L100MORNSTAR USMKT194,274$32.8M5.6%+1,628+0.8%Added–
iShares Tr464287721U.S. TECH ETF312,488$31.6M5.4%+5,679+1.9%Added–
iShares MSCI USA Quality Factor ETF46432F339ETF237,379$31.3M5.3%+237,379New–
VanEck Morningstar Wide Moat ETF92189F643ETF320,663$23.5M4.0%+4,668+1.5%Added–
Goldman Sachs ETF Tr381430107ACTIVEBETA INT636,269$21.7M3.7%+12,339+2.0%Added–
Vanguard Ftse All-World Ex-US Index Fund922042775ETF331,469$20.2M3.4%+30,268+10.0%Added–
Vanguard Information Technology ETF92204A702ETF49,998$20.1M3.4%+360+0.7%Added–
Invesco S&P 500 Quality ETF46137V241ETF385,632$18.7M3.2%+385,632New–
iShares Tr464287580US CONSUM DISCRE227,615$17.6M3.0%+5,370+2.4%Added–
iShares MSCI Acwi Ex U.S. ETF464288240ETF309,249$17.1M2.9%+6,592+2.2%Added–
State Street Industrial Select Sector SPDR ETF81369Y704ETF159,643$15.6M2.7%+2,425+1.5%Added–
J P Morgan Exchange-Traded F46641Q407JPMORGAN DIVER153,055$14.7M2.5%+52,604+52.4%Added–
Goldman Sachs ETF Tr381430503ACTIVEBETA US LG171,045$14.7M2.5%−38,305−18.3%Reduced–
New York Life Investments Et45409B107HEDGE MULTI STRA432,647$13.7M2.3%+14,759+3.5%Added–
Lattice Strategies Tr518416102HARTFORD MLT ETF413,968$12.5M2.1%+7,185+1.8%Added–
iShares Tr464287770U.S. FIN SVC ETF61,385$11.6M2.0%+160+0.3%Added–
State Street Health Care Select Sector SPDR ETF81369Y209ETF90,191$11.5M1.9%+1,829+2.1%Added–
Vanguard Consumer Discretionary ETF92204A108ETF36,147$11.2M1.9%+200+0.6%Added–
PIMCO Active Bond Exchange-Traded Fund72201R775ETF93,954$10.4M1.8%−1,586−1.7%Reduced–
Ssga Active ETF Tr78467V848ST STR TOTAL ETF209,606$10.1M1.7%−3,400−1.6%Reduced–
Vanguard World FD921910873MEGA CAP INDEX59,427$9.06M1.5%+4,317+7.8%Added–
Invesco Exch TRD SLF Idx FD46138J619RUSL 1000 DYNM194,685$9.01M1.5%+100,059+105.7%Added–
Vanguard Financials ETF92204A405ETF90,745$8.41M1.4%+535+0.6%Added–
Hartford FDS Exchange Traded41653L305TOTAL RTRN ETF202,640$8.25M1.4%+177+0.1%Added–
John Hancock Exchange Traded47804J834MULTFCTR EMRNG247,558$7.33M1.2%+6,598+2.7%Added–
Goldman Sachs ETF Tr38149W101ACCESS US AGRAT146,261$7.15M1.2%+146,261New–
SPDR Index Shs FDS78463X434ST STR MSCI EAFE87,259$6.56M1.1%+2,078+2.4%Added–
Vanguard Health Care ETF92204A504ETF22,286$5.51M0.9%+177+0.8%Added–
State Street SPDR Portfolio Developed World Ex-US ETF78463X889ETF139,752$5.06M0.9%+139,752New–
J P Morgan Exchange-Traded F46641Q209DIV RTN INT EQ82,314$4.96M0.8%+9,535+13.1%Added–
First Tr Exchng Traded FD VI33740F888SMIT UNCO BD ETF185,643$4.93M0.8%+334+0.2%Added–
WisdomTree Tr97717W844GLOB EX US QU FD110,983$4.49M0.8%+13,342+13.7%Added–
J P Morgan Exchange Traded F46641Q852INTL BD OPP ETF80,581$4.14M0.7%−1,360−1.7%Reduced–
Vanguard Communication Services ETF92204A884ETF28,692$4.04M0.7%−111−0.4%Reduced–
Vanguard Total Bond Market ETF921937835ETF46,761$4.00M0.7%−117,260−71.5%Reduced–
Nushares ETF Tr67092P102NUVEEN ENHNC YLD154,357$3.83M0.7%+154,357New–
State Street Financial Select Sector SPDR ETF81369Y605ETF95,520$3.58M0.6%+5,536+6.2%Added–
Invesco Actvely MNGD Etc FD46090F100OPTIMUM YIELD167,446$3.52M0.6%+5,557+3.4%Added–
SPDR Index Shs FDS78463X848ST STR ACWI ETF116,268$3.37M0.6%+11,342+10.8%Added–
DBPInvesco DB Precious Metals FundPRECIOUS METAL64,489$3.03M0.5%+2,323+3.7%AddedHistory
FXFInvesco CurrencyShares Swiss Franc TrustSWISS FRANC27,630$2.68M0.5%+1,050+4.0%AddedHistory
UUPInvesco DB US Dollar Index Bullish FundBULLISH FD105,028$2.66M0.5%+3,882+3.8%AddedHistory
SGOLabrdn Gold ETF TrustETF157,700$2.66M0.5%+5,912+3.9%AddedHistory
FXYInvesco CurrencyShares Japanese Yen TrustJAPANESE YEN31,200$2.63M0.4%+1,137+3.8%AddedHistory
iShares Tr46434V282U S EQUITY FACTR55,037$2.32M0.4%+621+1.1%Added–
Vanguard Emerging Markets Government Bond ETF921946885ETF29,577$2.32M0.4%+1,161+4.1%Added–
Invesco Actively Managed Exc46090A804TOTAL RETURN38,833$2.21M0.4%−3,551−8.4%Reduced–
First Tr Exch Traded FD III33739E108PFD SECS INC ETF93,020$1.91M0.3%+1,152+1.3%Added–
iShares Core U.S. Aggregate Bond ETF464287226ETF15,558$1.79M0.3%+186+1.2%Added–
iShares Tr464288588MBS ETF15,775$1.71M0.3%+218+1.4%Added–
iShares Tr4642886613 7 YR TREAS BD12,491$1.63M0.3%+184+1.5%Added–
PIMCO ETF Tr72201R2051-5 US TIP IDX23,298$1.28M0.2%−2,173−8.5%Reduced–
SPDR Series Trust78464A805ST STR PR SP150023,652$1.25M0.2%+820+3.6%Added–
iShares Tr464287838U.S. BAS MTL ETF9,554$1.19M0.2%+592+6.6%Added–
Invesco Exch Traded FD Tr II46138E511PFD ETF65,419$983.0K0.2%+65,419New–
Vanguard Mortgage-Backed Securities ETF92206C771ETF16,670$888.0K0.2%+1,376+9.0%Added–
Vanguard Scottsdale FDS92206C706INTER TERM TREAS12,525$846.0K0.1%+1,030+9.0%Added–
State Street SPDR Portfolio S&P 500 ETF78464A854ETF9,829$496.0K0.1%+9,829New–
ARK Innovation ETF00214Q104ETF4,216$466.0K0.1%+256+6.5%Added–
State Street SPDR Portfolio Aggregate Bond ETF78464A649ETF13,815$412.0K0.1%+1,651+13.6%Added–
Global X FDS37954Y434GENOMIC BIOTECH16,182$358.0K0.1%+16,182New–
Innovator ETFs Tr45782C862LOUP FRONTIER6,538$335.0K0.1%+571+9.6%Added–
First Trust Nasdaq-100 Technology Sector Index Fund337345102ETF2,081$328.0K0.1%+3+0.1%Added–
Vanguard Mun BD FDS922907746TAX EXEMPT BD5,959$326.0K0.1%+5,959New–
Global X FDS37954Y814FINTECH ETF6,155$296.0K0.1%−751−10.9%Reduced–
Global X FDS37950E416SOCIAL MED ETF4,611$281.0K<0.1%+4,611New–
Global X FDS37954Y392VDEO GAM ESPRT9,893$277.0K<0.1%+2,938+42.2%Added–
Global X FDS37954Y442CLOUD COMPUTNG8,601$252.0K<0.1%+662+8.3%Added–
SPDR Series Trust78468R812ST STR MSCI USAQ2,078$248.0K<0.1%+2,078New–
Global X FDS37954Y764MILL THEMC ETF5,643$242.0K<0.1%−364−6.1%Reduced–
Global X FDS37954Y780INTERNET OF THNG6,355$231.0K<0.1%+6,355New–
iShares Tr46434V274INTL EQTY FACTOR7,306$212.0K<0.1%00.0%Unchanged–
Global X FDS37954Y624AUTONMOUS EV ETF7,540$207.0K<0.1%+7,540New–

Sold out since Q2 2021 (6)

Positions held at the end of Q2 2021 that are gone from this filing.

Positions of Quantitative Advantage, LLC sold out since Q2 2021
SecurityClassShares in Q2 2021Value in Q2 2021% of portfolio in Q2 2021History
Vanguard Morningstar Small-Cap ETF922908751ETF228,901$51.6M8.9%–
SPDR Index Shs FDS78463X509ST PORT MARK ETF112,729$5.13M0.9%–
iShares Core S&P 500 ETF464287200ETF2,358$1.01M0.2%–
State Street SPDR S&P Biotech ETF78464A870ETF2,562$347.0K0.1%–
Global X FDS37954Y715RBTCS ARTFL INTE6,434$225.0K<0.1%–
First Tr Exchange-Traded FD33734X846NASDAQ CYB ETF4,564$213.0K<0.1%–