Quantitative Advantage, LLC

SEC CIK: 0001368905
Latest filing: May 12, 2023

SEC filings (opens in a new tab)

Holdings changes from Q2 2021 to Q3 2021

Long positions only; new, added, reduced and sold out are based on share counts. Pick any two quarters this institution filed.

New: 13; Est. +$69.2M
Added: 50; Est. +$19.9M
Reduced: 11; Est. −$16.5M
Sold out: 6; Est. −$58.5M

Portfolio value went from $579.7M to $589.3M (+$9.57M (+1.7%)); positions from 68 to 75 (+7).

All Q3 2021 holdings All Q2 2021 holdings

In the shares, value and % of portfolio columns, the top figure is Q3 2021 and the gray one below is Q2 2021. For stocks that split between the two quarters, Q2 2021 shares are converted at the split ratio before comparing.

Holdings of Quantitative Advantage, LLC in Q2 2021 and Q3 2021 compared
Security	Action	Shares	Share change	Value	Est. bought or sold	% of portfolio	Weight change (pp)
iShares Tr464287689	Added–	179,997177,988	+2,009+1.1%	$45.9M$45.5M	+$512.0K	7.8%7.9%	−0.07
Vanguard Morningstar Total Stock Market ETF922908769	Reduced–	164,748175,657	−10,909−6.2%	$36.6M$39.1M	−$2.42M	6.2%6.8%	−0.54
Flexshares Tr33939L100	Added–	194,274192,646	+1,628+0.8%	$32.8M$32.8M	+$274.8K	5.6%5.7%	−0.09
iShares Tr464287721	Added–	312,488306,809	+5,679+1.9%	$31.6M$30.5M	+$575.1K	5.4%5.3%	+0.11
iShares MSCI USA Quality Factor ETF46432F339	New–	237,3790	+237,379	$31.3M$0	+$31.3M	5.3%0.0%	+5.31
VanEck Morningstar Wide Moat ETF92189F643	Added–	320,663315,995	+4,668+1.5%	$23.5M$23.4M	+$341.9K	4.0%4.0%	−0.05
Goldman Sachs ETF Tr381430107	Added–	636,269623,930	+12,339+2.0%	$21.7M$21.8M	+$421.6K	3.7%3.8%	−0.07
Vanguard Ftse All-World Ex-US Index Fund922042775	Added–	331,469301,201	+30,268+10.0%	$20.2M$19.1M	+$1.85M	3.4%3.3%	+0.14
Vanguard Information Technology ETF92204A702	Added–	49,99849,638	+360+0.7%	$20.1M$19.8M	+$144.5K	3.4%3.4%	−0.01
Invesco S&P 500 Quality ETF46137V241	New–	385,6320	+385,632	$18.7M$0	+$18.7M	3.2%0.0%	+3.18
iShares Tr464287580	Added–	227,615222,245	+5,370+2.4%	$17.6M$17.3M	+$415.2K	3.0%3.0%	+0.01
iShares MSCI Acwi Ex U.S. ETF464288240	Added–	309,249302,657	+6,592+2.2%	$17.1M$17.4M	+$365.3K	2.9%3.0%	−0.09
State Street Industrial Select Sector SPDR ETF81369Y704	Added–	159,643157,218	+2,425+1.5%	$15.6M$16.1M	+$237.3K	2.7%2.8%	−0.13
J P Morgan Exchange-Traded F46641Q407	Added–	153,055100,451	+52,604+52.4%	$14.7M$9.72M	+$5.06M	2.5%1.7%	+0.82
Goldman Sachs ETF Tr381430503	Reduced–	171,045209,350	−38,305−18.3%	$14.7M$18.0M	−$3.30M	2.5%3.1%	−0.61
New York Life Investments Et45409B107	Added–	432,647417,888	+14,759+3.5%	$13.7M$13.5M	+$468.8K	2.3%2.3%	+0.01
Lattice Strategies Tr518416102	Added–	413,968406,783	+7,185+1.8%	$12.5M$12.5M	+$216.3K	2.1%2.2%	−0.04
iShares Tr464287770	Added–	61,38561,225	+160+0.3%	$11.6M$11.3M	+$30.1K	2.0%2.0%	0.00
State Street Health Care Select Sector SPDR ETF81369Y209	Added–	90,19188,362	+1,829+2.1%	$11.5M$11.1M	+$232.8K	1.9%1.9%	+0.03
Vanguard Consumer Discretionary ETF92204A108	Added–	36,14735,947	+200+0.6%	$11.2M$11.3M	+$62.0K	1.9%1.9%	−0.05
PIMCO Active Bond Exchange-Traded Fund72201R775	Reduced–	93,95495,540	−1,586−1.7%	$10.4M$10.6M	−$175.3K	1.8%1.8%	−0.07
Ssga Active ETF Tr78467V848	Reduced–	209,606213,006	−3,400−1.6%	$10.1M$10.3M	−$164.3K	1.7%1.8%	−0.06
Vanguard World FD921910873	Added–	59,42755,110	+4,317+7.8%	$9.06M$8.39M	+$657.9K	1.5%1.4%	+0.09
Invesco Exch TRD SLF Idx FD46138J619	Added–	194,68594,626	+100,059+105.7%	$9.01M$4.43M	+$4.63M	1.5%0.8%	+0.77
Vanguard Financials ETF92204A405	Added–	90,74590,210	+535+0.6%	$8.41M$8.16M	+$49.6K	1.4%1.4%	+0.02
Hartford FDS Exchange Traded41653L305	Added–	202,640202,463	+177+0.1%	$8.25M$8.29M	+$7.21K	1.4%1.4%	−0.03
John Hancock Exchange Traded47804J834	Added–	247,558240,960	+6,598+2.7%	$7.33M$7.63M	+$195.3K	1.2%1.3%	−0.07
Goldman Sachs ETF Tr38149W101	New–	146,2610	+146,261	$7.15M$0	+$7.15M	1.2%0.0%	+1.21
SPDR Index Shs FDS78463X434	Added–	87,25985,181	+2,078+2.4%	$6.56M$6.44M	+$156.2K	1.1%1.1%	0.00
Vanguard Health Care ETF92204A504	Added–	22,28622,109	+177+0.8%	$5.51M$5.46M	+$43.7K	0.9%0.9%	−0.01
State Street SPDR Portfolio Developed World Ex-US ETF78463X889	New–	139,7520	+139,752	$5.06M$0	+$5.06M	0.9%0.0%	+0.86
J P Morgan Exchange-Traded F46641Q209	Added–	82,31472,779	+9,535+13.1%	$4.96M$4.54M	+$575.0K	0.8%0.8%	+0.06
First Tr Exchng Traded FD VI33740F888	Added–	185,643185,309	+334+0.2%	$4.93M$4.94M	+$8.88K	0.8%0.9%	−0.01
WisdomTree Tr97717W844	Added–	110,98397,641	+13,342+13.7%	$4.49M$4.07M	+$539.8K	0.8%0.7%	+0.06
J P Morgan Exchange Traded F46641Q852	Reduced–	80,58181,941	−1,360−1.7%	$4.14M$4.22M	−$69.9K	0.7%0.7%	−0.03
Vanguard Communication Services ETF92204A884	Reduced–	28,69228,803	−111−0.4%	$4.04M$4.14M	−$15.6K	0.7%0.7%	−0.03
Vanguard Total Bond Market ETF921937835	Reduced–	46,761164,021	−117,260−71.5%	$4.00M$14.1M	−$10.0M	0.7%2.4%	−1.75
Nushares ETF Tr67092P102	New–	154,3570	+154,357	$3.83M$0	+$3.83M	0.7%0.0%	+0.65
State Street Financial Select Sector SPDR ETF81369Y605	Added–	95,52089,984	+5,536+6.2%	$3.58M$3.30M	+$207.8K	0.6%0.6%	+0.04
Invesco Actvely MNGD Etc FD46090F100	Added–	167,446161,889	+5,557+3.4%	$3.52M$3.25M	+$117.0K	0.6%0.6%	+0.04
SPDR Index Shs FDS78463X848	Added–	116,268104,926	+11,342+10.8%	$3.37M$3.17M	+$328.6K	0.6%0.5%	+0.02
DBPInvesco DB Precious Metals Fund	AddedHistory	64,48962,166	+2,323+3.7%	$3.03M$3.06M	+$109.3K	0.5%0.5%	−0.01
FXFInvesco CurrencyShares Swiss Franc Trust	AddedHistory	27,63026,580	+1,050+4.0%	$2.68M$2.60M	+$101.7K	0.5%0.4%	+0.01
UUPInvesco DB US Dollar Index Bullish Fund	AddedHistory	105,028101,146	+3,882+3.8%	$2.66M$2.51M	+$98.2K	0.5%0.4%	+0.02
SGOLabrdn Gold ETF Trust	AddedHistory	157,700151,788	+5,912+3.9%	$2.66M$2.58M	+$99.6K	0.5%0.4%	+0.01
FXYInvesco CurrencyShares Japanese Yen Trust	AddedHistory	31,20030,063	+1,137+3.8%	$2.63M$2.55M	+$96.0K	0.4%0.4%	+0.01
iShares Tr46434V282	Added–	55,03754,416	+621+1.1%	$2.32M$2.33M	+$26.2K	0.4%0.4%	−0.01
Vanguard Emerging Markets Government Bond ETF921946885	Added–	29,57728,416	+1,161+4.1%	$2.32M$2.27M	+$90.9K	0.4%0.4%	0.00
Invesco Actively Managed Exc46090A804	Reduced–	38,83342,384	−3,551−8.4%	$2.21M$2.42M	−$201.7K	0.4%0.4%	−0.04
First Tr Exch Traded FD III33739E108	Added–	93,02091,868	+1,152+1.3%	$1.91M$1.89M	+$23.7K	0.3%0.3%	0.00
iShares Core U.S. Aggregate Bond ETF464287226	Added–	15,55815,372	+186+1.2%	$1.79M$1.77M	+$21.4K	0.3%0.3%	0.00
iShares Tr464288588	Added–	15,77515,557	+218+1.4%	$1.71M$1.68M	+$23.6K	0.3%0.3%	0.00
iShares Tr464288661	Added–	12,49112,307	+184+1.5%	$1.63M$1.61M	+$24.0K	0.3%0.3%	0.00
PIMCO ETF Tr72201R205	Reduced–	23,29825,471	−2,173−8.5%	$1.28M$1.40M	−$119.2K	0.2%0.2%	−0.02
SPDR Series Trust78464A805	Added–	23,65222,832	+820+3.6%	$1.25M$1.21M	+$43.4K	0.2%0.2%	0.00
iShares Tr464287838	Added–	9,5548,962	+592+6.6%	$1.19M$1.17M	+$73.7K	0.2%0.2%	0.00
Invesco Exch Traded FD Tr II46138E511	New–	65,4190	+65,419	$983.0K$0	+$983.0K	0.2%0.0%	+0.17
Vanguard Mortgage-Backed Securities ETF92206C771	Added–	16,67015,294	+1,376+9.0%	$888.0K$816.0K	+$73.3K	0.2%0.1%	+0.01
Vanguard Scottsdale FDS92206C706	Added–	12,52511,495	+1,030+9.0%	$846.0K$779.0K	+$69.6K	0.1%0.1%	+0.01
State Street SPDR Portfolio S&P 500 ETF78464A854	New–	9,8290	+9,829	$496.0K$0	+$496.0K	0.1%0.0%	+0.08
ARK Innovation ETF00214Q104	Added–	4,2163,960	+256+6.5%	$466.0K$518.0K	+$28.3K	0.1%0.1%	−0.01
State Street SPDR Portfolio Aggregate Bond ETF78464A649	Added–	13,81512,164	+1,651+13.6%	$412.0K$365.0K	+$49.2K	0.1%0.1%	+0.01
Global X FDS37954Y434	New–	16,1820	+16,182	$358.0K$0	+$358.0K	0.1%0.0%	+0.06
Innovator ETFs Tr45782C862	Added–	6,5385,967	+571+9.6%	$335.0K$331.0K	+$29.3K	0.1%0.1%	0.00
First Trust Nasdaq-100 Technology Sector Index Fund337345102	Added–	2,0812,078	+3+0.1%	$328.0K$330.0K	+$472.85	0.1%0.1%	0.00
Vanguard Mun BD FDS922907746	New–	5,9590	+5,959	$326.0K$0	+$326.0K	0.1%0.0%	+0.06
Global X FDS37954Y814	Reduced–	6,1556,906	−751−10.9%	$296.0K$329.0K	−$36.1K	0.1%0.1%	−0.01
Global X FDS37950E416	New–	4,6110	+4,611	$281.0K$0	+$281.0K	<0.1%0.0%	+0.05
Global X FDS37954Y392	Added–	9,8936,955	+2,938+42.2%	$277.0K$225.0K	+$82.3K	<0.1%<0.1%	+0.01
Global X FDS37954Y442	Added–	8,6017,939	+662+8.3%	$252.0K$227.0K	+$19.4K	<0.1%<0.1%	0.00
SPDR Series Trust78468R812	New–	2,0780	+2,078	$248.0K$0	+$248.0K	<0.1%0.0%	+0.04
Global X FDS37954Y764	Reduced–	5,6436,007	−364−6.1%	$242.0K$260.0K	−$15.6K	<0.1%<0.1%	0.00
Global X FDS37954Y780	New–	6,3550	+6,355	$231.0K$0	+$231.0K	<0.1%0.0%	+0.04
iShares Tr46434V274	Unchanged–	7,3067,306	00.0%	$212.0K$220.0K	$0	<0.1%<0.1%	0.00
Global X FDS37954Y624	New–	7,5400	+7,540	$207.0K$0	+$207.0K	<0.1%0.0%	+0.04
Vanguard Morningstar Small-Cap ETF922908751	Sold out–	0228,901	−228,901−100.0%	$0$51.6M	−$51.6M	0.0%8.9%	−8.90
SPDR Index Shs FDS78463X509	Sold out–	0112,729	−112,729−100.0%	$0$5.13M	−$5.13M	0.0%0.9%	−0.88
iShares Core S&P 500 ETF464287200	Sold out–	02,358	−2,358−100.0%	$0$1.01M	−$1.01M	0.0%0.2%	−0.17
State Street SPDR S&P Biotech ETF78464A870	Sold out–	02,562	−2,562−100.0%	$0$347.0K	−$347.0K	0.0%0.1%	−0.06
Global X FDS37954Y715	Sold out–	06,434	−6,434−100.0%	$0$225.0K	−$225.0K	0.0%<0.1%	−0.04
First Tr Exchange-Traded FD33734X846	Sold out–	04,564	−4,564−100.0%	$0$213.0K	−$213.0K	0.0%<0.1%	−0.04

Estimated amounts multiply the change in shares by the quarter-end price implied by the filing (market value divided by shares): new positions use this quarter's value and sold-out positions last quarter's; positions reported only as principal (PRN) cannot be estimated. 13F shows only quarter-end holdings, not when trades happened or at what price.