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Quantitative Advantage, LLC

SEC CIK
0001368905
Latest filing
May 12, 2023

Holdings in Q1 2022

Holdings as of Mar 31, 2022, filed May 16, 2022. Long positions only; changes compare share counts with Q4 2021.

Institution overview
Positions
86
+8 vs. Q4 2021
Portfolio value
$650.4M
+$3.43M (+0.5%) vs. Q4 2021
Filed
May 16, 2022
SEC
Holdings of Quantitative Advantage, LLC in Q1 2022
SecurityClassSharesValue% of portfolioShare changeActionHistory
Dimensional U.S. Targeted Value ETF25434V609ETF1,174,123$54.7M8.4%−9,784−0.8%Reduced–
Goldman Sachs ETF Tr381430529ACCES TREASURY388,789$38.9M6.0%+388,789New–
iShares Tr464287721U.S. TECH ETF368,245$37.9M5.8%−1,625−0.4%Reduced–
Flexshares Tr33939L100MORNSTAR USMKT200,438$34.9M5.4%−4,721−2.3%Reduced–
Vanguard Morningstar Total Stock Market ETF922908769ETF140,793$32.1M4.9%−10,560−7.0%Reduced–
iShares Tr464287689RUSSELL 3000 ETF97,106$25.5M3.9%−96,407−49.8%Reduced–
VanEck Morningstar Wide Moat ETF92189F643ETF322,059$24.1M3.7%+6,226+2.0%Added–
Vanguard Information Technology ETF92204A702ETF55,434$23.1M3.5%+1,398+2.6%Added–
Goldman Sachs ETF Tr381430107ACTIVEBETA INT674,366$22.1M3.4%+450.0%Added–
Vanguard Ftse All-World Ex-US Index Fund922042775ETF371,593$21.4M3.3%+26,822+7.8%Added–
State Street Energy Select Sector SPDR ETF81369Y506ETF273,600$20.9M3.2%+3,266+1.2%Added–
J P Morgan Exchange-Traded F46641Q407JPMORGAN DIVER168,901$17.6M2.7%+9,109+5.7%Added–
Goldman Sachs ETF Tr381430503ACTIVEBETA US LG190,240$16.9M2.6%+11,439+6.4%Added–
New York Life Investments Et45409B107HEDGE MULTI STRA487,712$15.0M2.3%+20,978+4.5%Added–
State Street Health Care Select Sector SPDR ETF81369Y209ETF99,498$13.6M2.1%+115+0.1%Added–
Lattice Strategies Tr518416102HARTFORD MLT ETF449,548$13.1M2.0%−3,816−0.8%Reduced–
iShares Tr464287770U.S. FIN SVC ETF63,457$11.4M1.8%−1,654−2.5%Reduced–
Vanguard World FD921910873MEGA CAP INDEX66,086$10.5M1.6%+4,163+6.7%Added–
iShares MSCI Acwi Ex U.S. ETF464288240ETF200,229$10.5M1.6%−129,241−39.2%Reduced–
Invesco Exch TRD SLF Idx FD46138J619RUSL 1000 DYNM218,394$10.4M1.6%+14,606+7.2%Added–
Vanguard Financials ETF92204A405ETF110,744$10.3M1.6%+3,316+3.1%Added–
iShares Tr464287580US CONSUM DISCRE132,935$9.97M1.5%+402+0.3%Added–
Vanguard Consumer Discretionary ETF92204A108ETF32,531$9.93M1.5%+890+2.8%Added–
PIMCO Active Bond Exchange-Traded Fund72201R775ETF94,570$9.63M1.5%+704+0.8%Added–
Ssga Active ETF Tr78467V848ST STR TOTAL ETF213,458$9.56M1.5%+2,921+1.4%Added–
Goldman Sachs ETF Tr38149W101ACCESS US AGRAT170,827$7.78M1.2%+23,993+16.3%Added–
Hartford FDS Exchange Traded41653L305TOTAL RTRN ETF202,872$7.47M1.1%−1,490−0.7%Reduced–
John Hancock Exchange Traded47804J834MULTFCTR EMRNG268,749$7.42M1.1%+2,960+1.1%Added–
SPDR Index Shs FDS78463X434ST STR MSCI EAFE89,796$6.48M1.0%+2,753+3.2%Added–
State Street Industrial Select Sector SPDR ETF81369Y704ETF59,943$6.17M0.9%+2,766+4.8%Added–
Vanguard Health Care ETF92204A504ETF24,260$6.17M0.9%+808+3.4%Added–
SPDR Index Shs FDS78463X509ST PORT MARK ETF139,141$5.38M0.8%+139,141New–
J P Morgan Exchange-Traded F46641Q209DIV RTN INT EQ94,007$5.31M0.8%+6,328+7.2%Added–
State Street Financial Select Sector SPDR ETF81369Y605ETF132,424$5.07M0.8%+4,955+3.9%Added–
WisdomTree Tr97717W844GLOB EX US QU FD125,872$5.00M0.8%+6,898+5.8%Added–
First Tr Exchng Traded FD VI33740F888SMIT UNCO BD ETF186,809$4.77M0.7%−910−0.5%Reduced–
Invesco Actvely MNGD Etc FD46090F100OPTIMUM YIELD242,605$4.28M0.7%+35,484+17.1%Added–
Nushares ETF Tr67092P102NUVEEN ENHNC YLD181,008$4.16M0.6%+25,870+16.7%Added–
J P Morgan Exchange Traded F46641Q852INTL BD OPP ETF80,966$3.96M0.6%+454+0.6%Added–
SGOLabrdn Gold ETF TrustETF192,167$3.57M0.5%+27,728+16.9%AddedHistory
Invesco Actively Managed Exc46090A879VAR RATE INVT140,454$3.50M0.5%+18,497+15.2%Added–
UUPInvesco DB US Dollar Index Bullish FundBULLISH FD128,210$3.37M0.5%+18,790+17.2%AddedHistory
FXFInvesco CurrencyShares Swiss Franc TrustSWISS FRANC33,676$3.27M0.5%+4,884+17.0%AddedHistory
New York Life Invts Active E45409F827MACKAY MUN INTER128,998$3.24M0.5%+128,998New–
Vanguard Emerging Markets Government Bond ETF921946885ETF45,279$3.16M0.5%+5,987+15.2%Added–
FXYInvesco CurrencyShares Japanese Yen TrustJAPANESE YEN39,159$3.01M0.5%+6,133+18.6%AddedHistory
First Tr Exchange Trad FD VI33739H101FST TR GLB FD95,022$2.70M0.4%+18,367+24.0%Added–
iShares Tr46434V282U S EQUITY FACTR60,197$2.68M0.4%+7,142+13.5%Added–
Franklin Templeton ETF Tr35473P868FRANKLIN DYN MUN103,771$2.58M0.4%+103,771New–
Hartford FDS Exchange Traded41653L503MUN OPORTUNITE60,472$2.37M0.4%+60,472New–
First Tr Exchng Traded FD VI33740F755FT LADD BUFF ETF99,433$2.36M0.4%+16,820+20.4%Added–
American Centy ETF Tr025072885US EQT ETF30,044$2.32M0.4%+4,992+19.9%Added–
iShares Tr4642886613 7 YR TREAS BD17,891$2.18M0.3%+3,237+22.1%Added–
SPDR Index Shs FDS78463X848ST STR ACWI ETF74,412$2.05M0.3%−46,872−38.6%Reduced–
iShares Tr464288588MBS ETF20,089$2.05M0.3%+3,878+23.9%Added–
Invesco Actively Managed Exc46090A804TOTAL RETURN38,708$2.03M0.3%+1,525+4.1%Added–
Vanguard Mun BD FDS922907746TAX EXEMPT BD32,545$1.68M0.3%+3,485+12.0%Added–
SPDR Series Trust78464A805ST STR PR SP150028,215$1.57M0.2%+2,108+8.1%Added–
American Centy ETF Tr025072505DIVERSIFIED MU27,544$1.42M0.2%+27,544New–
First Tr Exch Traded FD III33739P301MUNI HI INCM ETF27,480$1.41M0.2%+27,480New–
PIMCO ETF Tr72201R2051-5 US TIP IDX23,541$1.28M0.2%+1,012+4.5%Added–
Abrdn ETFs003261104BBRG ALL COMD K143,483$1.25M0.2%+4,216+10.7%Added–
Innovator ETFs Trust45783Y814LADERD ALCTN PWR33,016$1.18M0.2%+1,419+4.5%Added–
Dimensional ETF Trust25434V401US EQUI MARK ETF23,459$1.15M0.2%+858+3.8%Added–
Vanguard Scottsdale FDS92206C706INTER TERM TREAS16,942$1.07M0.2%+953+6.0%Added–
Vanguard Mortgage-Backed Securities ETF92206C771ETF19,693$987.0K0.2%+1,522+8.4%Added–
Columbia ETF Tr I19761L607MULTI SEC MUNI42,901$899.0K0.1%+4,699+12.3%Added–
PIMCO ETF Tr72201R866INTER MUN BD ACT16,242$861.0K0.1%+16,242New–
Dimensional ETF Trust25434V849NATL MUN BD ETF10,751$521.0K0.1%+10,751New–
Ssga Active Tr78470P705ST STR NUVEE ETF18,545$514.0K0.1%+18,545New–
State Street SPDR Portfolio S&P 500 ETF78464A854ETF8,942$475.0K0.1%−5,786−39.3%Reduced–
First Trust Nasdaq-100 Technology Sector Index Fund337345102ETF2,622$400.0K0.1%00.0%Unchanged–
Global X FDS37954Y624AUTONMOUS EV ETF12,407$342.0K0.1%+1,923+18.3%Added–
Innovator ETFs Tr45782C862LOUP FRONTIER7,247$333.0K0.1%+524+7.8%Added–
Global X FDS37954Y392VDEO GAM ESPRT13,236$332.0K0.1%+1,055+8.7%Added–
Global X FDS37954Y715RBTCS ARTFL INTE11,261$327.0K0.1%+11,261New–
Goldman Sachs ETF Tr38149W820INNOVAT EQ ETF6,062$327.0K0.1%+6,062New–
ARK Innovation ETF00214Q104ETF4,591$304.0K<0.1%−315−6.4%Reduced–
State Street SPDR Bloomberg 1-3 Month T-Bill ETF78468R663ETF2,760$252.0K<0.1%+2,760New–
Global X FDS37954Y780INTERNET OF THNG7,254$241.0K<0.1%−1,232−14.5%Reduced–
First Tr Exchange-Traded FD33734X846NASDAQ CYB ETF4,502$239.0K<0.1%+37+0.8%Added–
SPDR Series Trust78468R812ST STR MSCI USAQ1,903$237.0K<0.1%−1,224−39.1%Reduced–
Global X FDS37954Y442CLOUD COMPUTNG10,354$228.0K<0.1%+1,489+16.8%Added–
Global X FDS37950E416SOCIAL MED ETF5,112$216.0K<0.1%−56−1.1%Reduced–
First Tr Exchange-Traded Alp33734Y109COM SHS2,259$207.0K<0.1%+2,259New–
iShares Tr46434V274INTL EQTY FACTOR7,306$202.0K<0.1%00.0%Unchanged–

Sold out since Q4 2021 (6)

Positions held at the end of Q4 2021 that are gone from this filing.

Positions of Quantitative Advantage, LLC sold out since Q4 2021
SecurityClassShares in Q4 2021Value in Q4 2021% of portfolio in Q4 2021History
State Street SPDR Portfolio Developed World Ex-US ETF78463X889ETF149,679$5.46M0.8%–
Vanguard Total Bond Market ETF921937835ETF22,683$1.92M0.3%–
Global X FDS37954Y764MILL THEMC ETF6,729$287.0K<0.1%–
Global X FDS37954Y814FINTECH ETF6,459$259.0K<0.1%–
State Street SPDR Portfolio Aggregate Bond ETF78464A649ETF8,204$243.0K<0.1%–
Global X FDS37954Y434GENOMIC BIOTECH11,501$228.0K<0.1%–