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Quantitative Advantage, LLC

SEC CIK
0001368905
Latest filing
May 12, 2023

Holdings in Q2 2022

Holdings as of Jun 30, 2022, filed Aug 11, 2022. Long positions only; changes compare share counts with Q1 2022.

Institution overview
Positions
91
+5 vs. Q1 2022
Portfolio value
$576.3M
−$74.0M (−11.4%) vs. Q1 2022
Filed
Aug 11, 2022
SEC
Holdings of Quantitative Advantage, LLC in Q2 2022
SecurityClassSharesValue% of portfolioShare changeActionHistory
Dimensional U.S. Targeted Value ETF25434V609ETF1,162,381$46.8M8.1%−11,742−1.0%Reduced–
Goldman Sachs ETF Tr381430529ACCES TREASURY384,881$38.4M6.7%−3,908−1.0%Reduced–
iShares Tr464287721U.S. TECH ETF367,374$29.4M5.1%−871−0.2%Reduced–
Flexshares Tr33939L100MORNSTAR USMKT193,376$28.1M4.9%−7,062−3.5%Reduced–
Vanguard Morningstar Total Stock Market ETF922908769ETF147,646$27.8M4.8%+6,853+4.9%Added–
iShares Tr464287689RUSSELL 3000 ETF97,782$21.3M3.7%+676+0.7%Added–
VanEck Morningstar Wide Moat ETF92189F643ETF328,576$20.9M3.6%+6,517+2.0%Added–
State Street Energy Select Sector SPDR ETF81369Y506ETF276,217$19.8M3.4%+2,617+1.0%Added–
Vanguard Ftse All-World Ex-US Index Fund922042775ETF388,094$19.4M3.4%+16,501+4.4%Added–
Goldman Sachs ETF Tr381430107ACTIVEBETA INT692,011$19.2M3.3%+17,645+2.6%Added–
Vanguard Information Technology ETF92204A702ETF56,928$18.6M3.2%+1,494+2.7%Added–
J P Morgan Exchange-Traded F46641Q407JPMORGAN DIVER174,485$16.0M2.8%+5,584+3.3%Added–
Goldman Sachs ETF Tr381430503ACTIVEBETA US LG199,741$15.0M2.6%+9,501+5.0%Added–
New York Life Investments Et45409B107HEDGE MULTI STRA492,279$14.1M2.5%+4,567+0.9%Added–
State Street Health Care Select Sector SPDR ETF81369Y209ETF99,471$12.8M2.2%−270.0%Reduced–
Lattice Strategies Tr518416102HARTFORD MLT ETF455,863$11.3M2.0%+6,315+1.4%Added–
Invesco Exch TRD SLF Idx FD46138J619RUSL 1000 DYNM228,001$9.39M1.6%+9,607+4.4%Added–
iShares Tr464287770U.S. FIN SVC ETF62,754$9.30M1.6%−703−1.1%Reduced–
Vanguard World FD921910873MEGA CAP INDEX69,712$9.19M1.6%+3,626+5.5%Added–
Vanguard Financials ETF92204A405ETF115,097$8.88M1.5%+4,353+3.9%Added–
Ssga Active ETF Tr78467V848ST STR TOTAL ETF202,274$8.53M1.5%−11,184−5.2%Reduced–
PIMCO Active Bond Exchange-Traded Fund72201R775ETF89,184$8.49M1.5%−5,386−5.7%Reduced–
iShares MSCI Acwi Ex U.S. ETF464288240ETF186,016$8.37M1.5%−14,213−7.1%Reduced–
iShares Tr464287580US CONSUM DISCRE134,165$7.61M1.3%+1,230+0.9%Added–
Vanguard Consumer Discretionary ETF92204A108ETF33,451$7.61M1.3%+920+2.8%Added–
Goldman Sachs ETF Tr38149W101ACCESS US AGRAT161,045$6.96M1.2%−9,782−5.7%Reduced–
John Hancock Exchange Traded47804J834MULTFCTR EMRNG276,196$6.75M1.2%+7,447+2.8%Added–
Hartford FDS Exchange Traded41653L305TOTAL RTRN ETF192,067$6.57M1.1%−10,805−5.3%Reduced–
Vanguard Health Care ETF92204A504ETF25,413$5.99M1.0%+1,153+4.8%Added–
SPDR Index Shs FDS78463X434ST STR MSCI EAFE92,831$5.75M1.0%+3,035+3.4%Added–
State Street Industrial Select Sector SPDR ETF81369Y704ETF60,545$5.29M0.9%+602+1.0%Added–
J P Morgan Exchange-Traded F46641Q209DIV RTN INT EQ101,485$4.95M0.9%+7,478+8.0%Added–
SPDR Index Shs FDS78463X509ST PORT MARK ETF141,607$4.92M0.9%+2,466+1.8%Added–
Invesco Actvely MNGD Etc FD46090F100OPTIMUM YIELD271,645$4.90M0.9%+29,040+12.0%Added–
First Tr Exchng Traded FD VI33740F888SMIT UNCO BD ETF176,752$4.33M0.8%−10,057−5.4%Reduced–
WisdomTree Tr97717W844GLOB EX US QU FD131,791$4.18M0.7%+5,919+4.7%Added–
State Street Financial Select Sector SPDR ETF81369Y605ETF130,685$4.11M0.7%−1,739−1.3%Reduced–
UUPInvesco DB US Dollar Index Bullish FundBULLISH FD135,569$3.79M0.7%+7,359+5.7%AddedHistory
Nushares ETF Tr67092P102NUVEEN ENHNC YLD170,823$3.68M0.6%−10,185−5.6%Reduced–
Invesco Actively Managed Exc46090A879VAR RATE INVT145,383$3.58M0.6%+4,929+3.5%Added–
SGOLabrdn Gold ETF TrustETF201,214$3.49M0.6%+9,047+4.7%AddedHistory
J P Morgan Exchange Traded F46641Q852INTL BD OPP ETF75,916$3.41M0.6%−5,050−6.2%Reduced–
FXFInvesco CurrencyShares Swiss Franc TrustSWISS FRANC35,314$3.31M0.6%+1,638+4.9%AddedHistory
Vanguard Emerging Markets Government Bond ETF921946885ETF47,036$2.88M0.5%+1,757+3.9%Added–
FXYInvesco CurrencyShares Japanese Yen TrustJAPANESE YEN41,359$2.85M0.5%+2,200+5.6%AddedHistory
First Tr Exchange Trad FD VI33739H101FST TR GLB FD103,060$2.76M0.5%+8,038+8.5%Added–
New York Life Invts Active E45409F827MACKAY MUN INTER112,039$2.72M0.5%−16,959−13.1%Reduced–
iShares Tr46434V282U S EQUITY FACTR60,964$2.31M0.4%+767+1.3%Added–
iShares Tr4642886613 7 YR TREAS BD19,250$2.30M0.4%+1,359+7.6%Added–
First Tr Exchng Traded FD VI33740F755FT LADD BUFF ETF106,242$2.28M0.4%+6,809+6.8%Added–
Franklin Templeton ETF Tr35473P868FRANKLIN DYN MUN90,488$2.14M0.4%−13,283−12.8%Reduced–
iShares Tr464288588MBS ETF21,943$2.14M0.4%+1,854+9.2%Added–
American Centy ETF Tr025072885US EQT ETF31,811$2.07M0.4%+1,767+5.9%Added–
Hartford FDS Exchange Traded41653L503MUN OPORTUNITE52,139$1.97M0.3%−8,333−13.8%Reduced–
SPDR Index Shs FDS78463X848ST STR ACWI ETF74,842$1.78M0.3%+430+0.6%Added–
Invesco Actively Managed Exc46090A804TOTAL RETURN35,125$1.69M0.3%−3,583−9.3%Reduced–
Vanguard Mun BD FDS922907746TAX EXEMPT BD31,861$1.59M0.3%−684−2.1%Reduced–
SPDR Series Trust78464A805ST STR PR SP150028,940$1.34M0.2%+725+2.6%Added–
State Street SPDR Portfolio S&P 500 High Dividend ETF78468R788ETF33,150$1.32M0.2%+33,150New–
American Centy ETF Tr025072505DIVERSIFIED MU23,748$1.18M0.2%−3,796−13.8%Reduced–
Abrdn ETFs003261104BBRG ALL COMD K142,841$1.16M0.2%−642−1.5%Reduced–
First Tr Exch Traded FD III33739P301MUNI HI INCM ETF23,934$1.14M0.2%−3,546−12.9%Reduced–
PIMCO ETF Tr72201R2051-5 US TIP IDX21,302$1.11M0.2%−2,239−9.5%Reduced–
Innovator ETFs Trust45783Y814LADERD ALCTN PWR31,878$1.05M0.2%−1,138−3.4%Reduced–
iShares Core High Dividend ETF46429B663ETF10,100$1.01M0.2%+10,100New–
Vanguard Scottsdale FDS92206C706INTER TERM TREAS16,566$1.01M0.2%−376−2.2%Reduced–
Invesco Exchange Traded FD T46137V563HIG YLD EQ DIV48,399$995.0K0.2%+48,399New–
WisdomTree Tr97717W208US HIGH DIVIDEND12,053$992.0K0.2%+12,053New–
Vanguard Mortgage-Backed Securities ETF92206C771ETF19,311$923.0K0.2%−382−1.9%Reduced–
Dimensional ETF Trust25434V401US EQUI MARK ETF22,608$921.0K0.2%−851−3.6%Reduced–
Columbia ETF Tr I19761L607MULTI SEC MUNI42,104$850.0K0.1%−797−1.9%Reduced–
PIMCO ETF Tr72201R866INTER MUN BD ACT14,429$743.0K0.1%−1,813−11.2%Reduced–
SPDR Index Shs FDS78463X459ST STR SP GLBDIV10,883$671.0K0.1%+10,883New–
DBX ETF Tr233051630XTRACK MSCI EAFE31,924$666.0K0.1%+31,924New–
WisdomTree Tr97717W315EMER MKT HIGH FD17,946$665.0K0.1%+17,946New–
First Trust Nasdaq-100 Technology Sector Index Fund337345102ETF4,587$525.0K0.1%+1,965+74.9%Added–
Dimensional ETF Trust25434V849NATL MUN BD ETF9,504$457.0K0.1%−1,247−11.6%Reduced–
Ssga Active Tr78470P705ST STR NUVEE ETF16,478$445.0K0.1%−2,067−11.1%Reduced–
State Street SPDR Portfolio S&P 500 ETF78464A854ETF9,489$421.0K0.1%+547+6.1%Added–
Tidal Trust I886364637FOLI AL RATE ETF12,386$402.0K0.1%+12,386New–
Ssga Active ETF Tr78467V103ST STR REAL ETF12,582$352.0K0.1%+12,582New–
Invesco Exch Traded FD Tr II46138G656S&P ULTRA DIVIDE7,629$315.0K0.1%+7,629New–
State Street SPDR Bloomberg 1-3 Month T-Bill ETF78468R663ETF2,938$269.0K<0.1%+178+6.4%Added–
Global X FDS37954Y392VDEO GAM ESPRT11,724$245.0K<0.1%−1,512−11.4%Reduced–
Global X FDS37954Y624AUTONMOUS EV ETF10,971$236.0K<0.1%−1,436−11.6%Reduced–
iShares Tr46434V274INTL EQTY FACTOR9,770$230.0K<0.1%+2,464+33.7%Added–
Goldman Sachs ETF Tr38149W820INNOVAT EQ ETF5,355$225.0K<0.1%−707−11.7%Reduced–
SPDR Series Trust78468R812ST STR MSCI USAQ1,997$216.0K<0.1%+94+4.9%Added–
Global X FDS37954Y715RBTCS ARTFL INTE9,957$202.0K<0.1%−1,304−11.6%Reduced–
Listed FDS Tr53656F623HORI KI INFL ETF7,066$202.0K<0.1%+7,066New–
Invesco Exchange Traded FD T46137V878DORSEY WRGT ENRG5,289$202.0K<0.1%+5,289New–

Sold out since Q1 2022 (7)

Positions held at the end of Q1 2022 that are gone from this filing.

Positions of Quantitative Advantage, LLC sold out since Q1 2022
SecurityClassShares in Q1 2022Value in Q1 2022% of portfolio in Q1 2022History
Innovator ETFs Tr45782C862LOUP FRONTIER7,247$333.0K0.1%–
ARK Innovation ETF00214Q104ETF4,591$304.0K<0.1%–
Global X FDS37954Y780INTERNET OF THNG7,254$241.0K<0.1%–
First Tr Exchange-Traded FD33734X846NASDAQ CYB ETF4,502$239.0K<0.1%–
Global X FDS37954Y442CLOUD COMPUTNG10,354$228.0K<0.1%–
Global X FDS37950E416SOCIAL MED ETF5,112$216.0K<0.1%–
First Tr Exchange-Traded Alp33734Y109COM SHS2,259$207.0K<0.1%–