Quantitative Advantage, LLC
- SEC CIK
- 0001368905
- Latest filing
- May 12, 2023
Holdings changes from Q3 2021 to Q4 2021
Long positions only; new, added, reduced and sold out are based on share counts. Pick any two quarters this institution filed.
- New
- 11
- Est. +$84.4M
- Added
- 52
- Est. +$33.9M
- Reduced
- 14
- Est. −$26.5M
- Sold out
- 8
- Est. −$62.9M
Portfolio value went from $589.3M to $646.9M (+$57.7M (+9.8%)); positions from 75 to 78 (+3).
All Q4 2021 holdingsAll Q3 2021 holdings
In the shares, value and % of portfolio columns, the top figure is Q4 2021 and the gray one below is Q3 2021. For stocks that split between the two quarters, Q3 2021 shares are converted at the split ratio before comparing.
| Security | Action | Shares | Share change | Value | Est. bought or sold | % of portfolio | Weight change (pp) |
|---|---|---|---|---|---|---|---|
| Dimensional U.S. Targeted Value ETF25434V609 | New– | 1,183,9070 | +1,183,907 | $56.3M$0 | +$56.3M | 8.7%0.0% | +8.70 |
| iShares Tr464287689 | Added– | 193,513179,997 | +13,516+7.5% | $53.7M$45.9M | +$3.75M | 8.3%7.8% | +0.52 |
| iShares Tr464287721 | Added– | 369,870312,488 | +57,382+18.4% | $42.5M$31.6M | +$6.59M | 6.6%5.4% | +1.19 |
| Flexshares Tr33939L100 | Added– | 205,159194,274 | +10,885+5.6% | $37.4M$32.8M | +$1.99M | 5.8%5.6% | +0.22 |
| Vanguard Morningstar Total Stock Market ETF922908769 | Reduced– | 151,353164,748 | −13,395−8.1% | $36.5M$36.6M | −$3.23M | 5.6%6.2% | −0.56 |
| Vanguard Information Technology ETF92204A702 | Added– | 54,03649,998 | +4,038+8.1% | $24.8M$20.1M | +$1.85M | 3.8%3.4% | +0.42 |
| VanEck Morningstar Wide Moat ETF92189F643 | Reduced– | 315,833320,663 | −4,830−1.5% | $24.0M$23.5M | −$367.6K | 3.7%4.0% | −0.27 |
| Goldman Sachs ETF Tr381430107 | Added– | 674,321636,269 | +38,052+6.0% | $23.8M$21.7M | +$1.34M | 3.7%3.7% | −0.01 |
| Vanguard Ftse All-World Ex-US Index Fund922042775 | Added– | 344,771331,469 | +13,302+4.0% | $21.1M$20.2M | +$815.2K | 3.3%3.4% | −0.16 |
| iShares MSCI Acwi Ex U.S. ETF464288240 | Added– | 329,470309,249 | +20,221+6.5% | $18.3M$17.1M | +$1.12M | 2.8%2.9% | −0.08 |
| Goldman Sachs ETF Tr381430503 | Added– | 178,801171,045 | +7,756+4.5% | $17.0M$14.7M | +$737.9K | 2.6%2.5% | +0.13 |
| J P Morgan Exchange-Traded F46641Q407 | Added– | 159,792153,055 | +6,737+4.4% | $16.9M$14.7M | +$714.4K | 2.6%2.5% | +0.12 |
| State Street Energy Select Sector SPDR ETF81369Y506 | New– | 270,3340 | +270,334 | $15.0M$0 | +$15.0M | 2.3%0.0% | +2.32 |
| New York Life Investments Et45409B107 | Added– | 466,734432,647 | +34,087+7.9% | $14.8M$13.7M | +$1.08M | 2.3%2.3% | −0.04 |
| State Street Health Care Select Sector SPDR ETF81369Y209 | Added– | 99,38390,191 | +9,192+10.2% | $14.0M$11.5M | +$1.30M | 2.2%1.9% | +0.22 |
| Lattice Strategies Tr518416102 | Added– | 453,364413,968 | +39,396+9.5% | $13.7M$12.5M | +$1.19M | 2.1%2.1% | 0.00 |
| iShares Tr464287770 | Added– | 65,11161,385 | +3,726+6.1% | $12.6M$11.6M | +$719.4K | 1.9%2.0% | −0.02 |
| iShares Tr464287580 | Reduced– | 132,533227,615 | −95,082−41.8% | $11.1M$17.6M | −$7.99M | 1.7%3.0% | −1.27 |
| Vanguard Consumer Discretionary ETF92204A108 | Reduced– | 31,64136,147 | −4,506−12.5% | $10.8M$11.2M | −$1.54M | 1.7%1.9% | −0.24 |
| Vanguard World FD921910873 | Added– | 61,92359,427 | +2,496+4.2% | $10.4M$9.06M | +$419.5K | 1.6%1.5% | +0.07 |
| Vanguard Financials ETF92204A405 | Added– | 107,42890,745 | +16,683+18.4% | $10.4M$8.41M | +$1.61M | 1.6%1.4% | +0.18 |
| Invesco Exch TRD SLF Idx FD46138J619 | Added– | 203,788194,685 | +9,103+4.7% | $10.3M$9.01M | +$461.5K | 1.6%1.5% | +0.07 |
| PIMCO Active Bond Exchange-Traded Fund72201R775 | Reduced– | 93,86693,954 | −88−0.1% | $10.3M$10.4M | −$9.63K | 1.6%1.8% | −0.18 |
| Ssga Active ETF Tr78467V848 | Added– | 210,537209,606 | +931+0.4% | $9.97M$10.1M | +$44.1K | 1.5%1.7% | −0.18 |
| Hartford FDS Exchange Traded41653L305 | Added– | 204,362202,640 | +1,722+0.8% | $8.12M$8.25M | +$68.4K | 1.3%1.4% | −0.15 |
| John Hancock Exchange Traded47804J834 | Added– | 265,789247,558 | +18,231+7.4% | $7.72M$7.33M | +$529.5K | 1.2%1.2% | −0.05 |
| Goldman Sachs ETF Tr38149W101 | Added– | 146,834146,261 | +573+0.4% | $7.14M$7.15M | +$27.9K | 1.1%1.2% | −0.11 |
| SPDR Index Shs FDS78463X434 | Reduced– | 87,04387,259 | −216−0.2% | $6.68M$6.56M | −$16.6K | 1.0%1.1% | −0.08 |
| Vanguard Health Care ETF92204A504 | Added– | 23,45222,286 | +1,166+5.2% | $6.25M$5.51M | +$310.6K | 1.0%0.9% | +0.03 |
| State Street Industrial Select Sector SPDR ETF81369Y704 | Reduced– | 57,177159,643 | −102,466−64.2% | $6.05M$15.6M | −$10.8M | 0.9%2.7% | −1.72 |
| State Street SPDR Portfolio Developed World Ex-US ETF78463X889 | Added– | 149,679139,752 | +9,927+7.1% | $5.46M$5.06M | +$362.1K | 0.8%0.9% | −0.01 |
| J P Morgan Exchange-Traded F46641Q209 | Added– | 87,67982,314 | +5,365+6.5% | $5.19M$4.96M | +$317.4K | 0.8%0.8% | −0.04 |
| WisdomTree Tr97717W844 | Added– | 118,974110,983 | +7,991+7.2% | $5.18M$4.49M | +$348.2K | 0.8%0.8% | +0.04 |
| State Street Financial Select Sector SPDR ETF81369Y605 | Added– | 127,46995,520 | +31,949+33.4% | $4.98M$3.58M | +$1.25M | 0.8%0.6% | +0.16 |
| First Tr Exchng Traded FD VI33740F888 | Added– | 187,719185,643 | +2,076+1.1% | $4.95M$4.93M | +$54.7K | 0.8%0.8% | −0.07 |
| J P Morgan Exchange Traded F46641Q852 | Reduced– | 80,51280,581 | −69−0.1% | $4.08M$4.14M | −$3.49K | 0.6%0.7% | −0.07 |
| Nushares ETF Tr67092P102 | Added– | 155,138154,357 | +781+0.5% | $3.82M$3.83M | +$19.2K | 0.6%0.7% | −0.06 |
| SPDR Index Shs FDS78463X848 | Added– | 121,284116,268 | +5,016+4.3% | $3.56M$3.37M | +$147.0K | 0.5%0.6% | −0.02 |
| Invesco Actively Managed Exc46090A879 | New– | 121,9570 | +121,957 | $3.06M$0 | +$3.06M | 0.5%0.0% | +0.47 |
| Vanguard Emerging Markets Government Bond ETF921946885 | Added– | 39,29229,577 | +9,715+32.8% | $3.05M$2.32M | +$754.4K | 0.5%0.4% | +0.08 |
| Invesco Actvely MNGD Etc FD46090F100 | Added– | 207,121167,446 | +39,675+23.7% | $2.91M$3.52M | +$557.8K | 0.5%0.6% | −0.15 |
| SGOLabrdn Gold ETF Trust | AddedHistory | 164,439157,700 | +6,739+4.3% | $2.89M$2.66M | +$118.4K | 0.4%0.5% | 0.00 |
| FXFInvesco CurrencyShares Swiss Franc Trust | AddedHistory | 28,79227,630 | +1,162+4.2% | $2.84M$2.68M | +$114.8K | 0.4%0.5% | −0.01 |
| UUPInvesco DB US Dollar Index Bullish Fund | AddedHistory | 109,420105,028 | +4,392+4.2% | $2.80M$2.66M | +$112.5K | 0.4%0.5% | −0.02 |
| FXYInvesco CurrencyShares Japanese Yen Trust | AddedHistory | 33,02631,200 | +1,826+5.9% | $2.69M$2.63M | +$148.8K | 0.4%0.4% | −0.03 |
| iShares Tr46434V282 | Reduced– | 53,05555,037 | −1,982−3.6% | $2.47M$2.32M | −$92.3K | 0.4%0.4% | −0.01 |
| Invesco Actively Managed Exc46090A804 | Reduced– | 37,18338,833 | −1,650−4.2% | $2.10M$2.21M | −$93.0K | 0.3%0.4% | −0.05 |
| American Centy ETF Tr025072885 | New– | 25,0520 | +25,052 | $2.01M$0 | +$2.01M | 0.3%0.0% | +0.31 |
| First Tr Exchng Traded FD VI33740F755 | New– | 82,6130 | +82,613 | $1.99M$0 | +$1.99M | 0.3%0.0% | +0.31 |
| Vanguard Total Bond Market ETF921937835 | Reduced– | 22,68346,761 | −24,078−51.5% | $1.92M$4.00M | −$2.04M | 0.3%0.7% | −0.38 |
| iShares Tr464288661 | Added– | 14,65412,491 | +2,163+17.3% | $1.89M$1.63M | +$278.4K | 0.3%0.3% | +0.02 |
| First Tr Exchange Trad FD VI33739H101 | New– | 76,6550 | +76,655 | $1.77M$0 | +$1.77M | 0.3%0.0% | +0.27 |
| iShares Tr464288588 | Added– | 16,21115,775 | +436+2.8% | $1.74M$1.71M | +$46.9K | 0.3%0.3% | −0.02 |
| Vanguard Mun BD FDS922907746 | Added– | 29,0605,959 | +23,101+387.7% | $1.60M$326.0K | +$1.27M | 0.2%0.1% | +0.19 |
| SPDR Series Trust78464A805 | Added– | 26,10723,652 | +2,455+10.4% | $1.53M$1.25M | +$143.5K | 0.2%0.2% | +0.02 |
| PIMCO ETF Tr72201R205 | Reduced– | 22,52923,298 | −769−3.3% | $1.24M$1.28M | −$42.4K | 0.2%0.2% | −0.02 |
| Dimensional ETF Trust25434V401 | New– | 22,6010 | +22,601 | $1.17M$0 | +$1.17M | 0.2%0.0% | +0.18 |
| Innovator ETFs Trust45783Y814 | New– | 31,5970 | +31,597 | $1.14M$0 | +$1.14M | 0.2%0.0% | +0.18 |
| Vanguard Scottsdale FDS92206C706 | Added– | 15,98912,525 | +3,464+27.7% | $1.06M$846.0K | +$230.3K | 0.2%0.1% | +0.02 |
| Vanguard Mortgage-Backed Securities ETF92206C771 | Added– | 18,17116,670 | +1,501+9.0% | $960.0K$888.0K | +$79.3K | 0.1%0.2% | 0.00 |
| Abrdn ETFs003261104 | New– | 39,2670 | +39,267 | $903.0K$0 | +$903.0K | 0.1%0.0% | +0.14 |
| Columbia ETF Tr I19761L607 | New– | 38,2020 | +38,202 | $860.0K$0 | +$860.0K | 0.1%0.0% | +0.13 |
| State Street SPDR Portfolio S&P 500 ETF78464A854 | Added– | 14,7289,829 | +4,899+49.8% | $822.0K$496.0K | +$273.4K | 0.1%0.1% | +0.04 |
| ARK Innovation ETF00214Q104 | Added– | 4,9064,216 | +690+16.4% | $464.0K$466.0K | +$65.3K | 0.1%0.1% | −0.01 |
| First Trust Nasdaq-100 Technology Sector Index Fund337345102 | Added– | 2,6222,081 | +541+26.0% | $459.0K$328.0K | +$94.7K | 0.1%0.1% | +0.02 |
| SPDR Series Trust78468R812 | Added– | 3,1272,078 | +1,049+50.5% | $408.0K$248.0K | +$136.9K | 0.1%<0.1% | +0.02 |
| Innovator ETFs Tr45782C862 | Added– | 6,7236,538 | +185+2.8% | $360.0K$335.0K | +$9.91K | 0.1%0.1% | 0.00 |
| Global X FDS37954Y392 | Added– | 12,1819,893 | +2,288+23.1% | $344.0K$277.0K | +$64.6K | 0.1%<0.1% | +0.01 |
| Global X FDS37954Y780 | Added– | 8,4866,355 | +2,131+33.5% | $332.0K$231.0K | +$83.4K | 0.1%<0.1% | +0.01 |
| Global X FDS37954Y624 | Added– | 10,4847,540 | +2,944+39.0% | $320.0K$207.0K | +$89.9K | <0.1%<0.1% | +0.01 |
| Global X FDS37954Y764 | Added– | 6,7295,643 | +1,086+19.2% | $287.0K$242.0K | +$46.3K | <0.1%<0.1% | 0.00 |
| Global X FDS37950E416 | Added– | 5,1684,611 | +557+12.1% | $278.0K$281.0K | +$30.0K | <0.1%<0.1% | 0.00 |
| Global X FDS37954Y814 | Added– | 6,4596,155 | +304+4.9% | $259.0K$296.0K | +$12.2K | <0.1%0.1% | −0.01 |
| State Street SPDR Portfolio Aggregate Bond ETF78464A649 | Reduced– | 8,20413,815 | −5,611−40.6% | $243.0K$412.0K | −$166.2K | <0.1%0.1% | −0.03 |
| First Tr Exchange-Traded FD33734X846 | New– | 4,4650 | +4,465 | $236.0K$0 | +$236.0K | <0.1%0.0% | +0.04 |
| Global X FDS37954Y442 | Added– | 8,8658,601 | +264+3.1% | $235.0K$252.0K | +$7.00K | <0.1%<0.1% | −0.01 |
| Global X FDS37954Y434 | Reduced– | 11,50116,182 | −4,681−28.9% | $228.0K$358.0K | −$92.8K | <0.1%0.1% | −0.03 |
| iShares Tr46434V274 | Unchanged– | 7,3067,306 | 00.0% | $211.0K$212.0K | $0 | <0.1%<0.1% | 0.00 |
| iShares MSCI USA Quality Factor ETF46432F339 | Sold out– | 0237,379 | −237,379−100.0% | $0$31.3M | −$31.3M | 0.0%5.3% | −5.31 |
| Invesco S&P 500 Quality ETF46137V241 | Sold out– | 0385,632 | −385,632−100.0% | $0$18.7M | −$18.7M | 0.0%3.2% | −3.18 |
| Vanguard Communication Services ETF92204A884 | Sold out– | 028,692 | −28,692−100.0% | $0$4.04M | −$4.04M | 0.0%0.7% | −0.69 |
| DBPInvesco DB Precious Metals Fund | Sold outHistory | 064,489 | −64,489−100.0% | $0$3.03M | −$3.03M | 0.0%0.5% | −0.51 |
| First Tr Exch Traded FD III33739E108 | Sold out– | 093,020 | −93,020−100.0% | $0$1.91M | −$1.91M | 0.0%0.3% | −0.32 |
| iShares Core U.S. Aggregate Bond ETF464287226 | Sold out– | 015,558 | −15,558−100.0% | $0$1.79M | −$1.79M | 0.0%0.3% | −0.30 |
| iShares Tr464287838 | Sold out– | 09,554 | −9,554−100.0% | $0$1.19M | −$1.19M | 0.0%0.2% | −0.20 |
| Invesco Exch Traded FD Tr II46138E511 | Sold out– | 065,419 | −65,419−100.0% | $0$983.0K | −$983.0K | 0.0%0.2% | −0.17 |
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.