Quantitative Advantage, LLC
- SEC CIK
- 0001368905
- Latest filing
- May 12, 2023
Holdings changes from Q1 2022 to Q2 2022
Long positions only; new, added, reduced and sold out are based on share counts. Pick any two quarters this institution filed.
- New
- 12
- Est. +$7.80M
- Added
- 43
- Est. +$10.8M
- Reduced
- 36
- Est. −$7.43M
- Sold out
- 7
- Est. −$1.77M
Portfolio value went from $650.4M to $576.3M (−$74.0M (−11.4%)); positions from 86 to 91 (+5).
All Q2 2022 holdingsAll Q1 2022 holdings
In the shares, value and % of portfolio columns, the top figure is Q2 2022 and the gray one below is Q1 2022. For stocks that split between the two quarters, Q1 2022 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 | Reduced– | 1,162,3811,174,123 | −11,742−1.0% | $46.8M$54.7M | −$472.3K | 8.1%8.4% | −0.30 |
| Goldman Sachs ETF Tr381430529 | Reduced– | 384,881388,789 | −3,908−1.0% | $38.4M$38.9M | −$390.2K | 6.7%6.0% | +0.69 |
| iShares Tr464287721 | Reduced– | 367,374368,245 | −871−0.2% | $29.4M$37.9M | −$69.6K | 5.1%5.8% | −0.74 |
| Flexshares Tr33939L100 | Reduced– | 193,376200,438 | −7,062−3.5% | $28.1M$34.9M | −$1.03M | 4.9%5.4% | −0.49 |
| Vanguard Morningstar Total Stock Market ETF922908769 | Added– | 147,646140,793 | +6,853+4.9% | $27.8M$32.1M | +$1.29M | 4.8%4.9% | −0.10 |
| iShares Tr464287689 | Added– | 97,78297,106 | +676+0.7% | $21.3M$25.5M | +$147.0K | 3.7%3.9% | −0.23 |
| VanEck Morningstar Wide Moat ETF92189F643 | Added– | 328,576322,059 | +6,517+2.0% | $20.9M$24.1M | +$415.3K | 3.6%3.7% | −0.07 |
| State Street Energy Select Sector SPDR ETF81369Y506 | Added– | 276,217273,600 | +2,617+1.0% | $19.8M$20.9M | +$187.1K | 3.4%3.2% | +0.21 |
| Vanguard Ftse All-World Ex-US Index Fund922042775 | Added– | 388,094371,593 | +16,501+4.4% | $19.4M$21.4M | +$824.4K | 3.4%3.3% | +0.07 |
| Goldman Sachs ETF Tr381430107 | Added– | 692,011674,366 | +17,645+2.6% | $19.2M$22.1M | +$490.0K | 3.3%3.4% | −0.06 |
| Vanguard Information Technology ETF92204A702 | Added– | 56,92855,434 | +1,494+2.7% | $18.6M$23.1M | +$487.9K | 3.2%3.5% | −0.32 |
| J P Morgan Exchange-Traded F46641Q407 | Added– | 174,485168,901 | +5,584+3.3% | $16.0M$17.6M | +$511.0K | 2.8%2.7% | +0.06 |
| Goldman Sachs ETF Tr381430503 | Added– | 199,741190,240 | +9,501+5.0% | $15.0M$16.9M | +$712.0K | 2.6%2.6% | −0.01 |
| New York Life Investments Et45409B107 | Added– | 492,279487,712 | +4,567+0.9% | $14.1M$15.0M | +$131.0K | 2.5%2.3% | +0.14 |
| State Street Health Care Select Sector SPDR ETF81369Y209 | Reduced– | 99,47199,498 | −270.0% | $12.8M$13.6M | −$3.46K | 2.2%2.1% | +0.12 |
| Lattice Strategies Tr518416102 | Added– | 455,863449,548 | +6,315+1.4% | $11.3M$13.1M | +$157.2K | 2.0%2.0% | −0.04 |
| Invesco Exch TRD SLF Idx FD46138J619 | Added– | 228,001218,394 | +9,607+4.4% | $9.39M$10.4M | +$395.7K | 1.6%1.6% | +0.03 |
| iShares Tr464287770 | Reduced– | 62,75463,457 | −703−1.1% | $9.30M$11.4M | −$104.2K | 1.6%1.8% | −0.15 |
| Vanguard World FD921910873 | Added– | 69,71266,086 | +3,626+5.5% | $9.19M$10.5M | +$478.0K | 1.6%1.6% | −0.02 |
| Vanguard Financials ETF92204A405 | Added– | 115,097110,744 | +4,353+3.9% | $8.88M$10.3M | +$336.0K | 1.5%1.6% | −0.05 |
| Ssga Active ETF Tr78467V848 | Reduced– | 202,274213,458 | −11,184−5.2% | $8.53M$9.56M | −$471.7K | 1.5%1.5% | +0.01 |
| PIMCO Active Bond Exchange-Traded Fund72201R775 | Reduced– | 89,18494,570 | −5,386−5.7% | $8.49M$9.63M | −$513.0K | 1.5%1.5% | −0.01 |
| iShares MSCI Acwi Ex U.S. ETF464288240 | Reduced– | 186,016200,229 | −14,213−7.1% | $8.37M$10.5M | −$639.6K | 1.5%1.6% | −0.16 |
| iShares Tr464287580 | Added– | 134,165132,935 | +1,230+0.9% | $7.61M$9.97M | +$69.8K | 1.3%1.5% | −0.21 |
| Vanguard Consumer Discretionary ETF92204A108 | Added– | 33,45132,531 | +920+2.8% | $7.61M$9.93M | +$209.3K | 1.3%1.5% | −0.21 |
| Goldman Sachs ETF Tr38149W101 | Reduced– | 161,045170,827 | −9,782−5.7% | $6.96M$7.78M | −$423.0K | 1.2%1.2% | +0.01 |
| John Hancock Exchange Traded47804J834 | Added– | 276,196268,749 | +7,447+2.8% | $6.75M$7.42M | +$181.9K | 1.2%1.1% | +0.03 |
| Hartford FDS Exchange Traded41653L305 | Reduced– | 192,067202,872 | −10,805−5.3% | $6.57M$7.47M | −$369.5K | 1.1%1.1% | −0.01 |
| Vanguard Health Care ETF92204A504 | Added– | 25,41324,260 | +1,153+4.8% | $5.99M$6.17M | +$271.5K | 1.0%0.9% | +0.09 |
| SPDR Index Shs FDS78463X434 | Added– | 92,83189,796 | +3,035+3.4% | $5.75M$6.48M | +$188.1K | 1.0%1.0% | 0.00 |
| State Street Industrial Select Sector SPDR ETF81369Y704 | Added– | 60,54559,943 | +602+1.0% | $5.29M$6.17M | +$52.6K | 0.9%0.9% | −0.03 |
| J P Morgan Exchange-Traded F46641Q209 | Added– | 101,48594,007 | +7,478+8.0% | $4.95M$5.31M | +$365.0K | 0.9%0.8% | +0.04 |
| SPDR Index Shs FDS78463X509 | Added– | 141,607139,141 | +2,466+1.8% | $4.92M$5.38M | +$85.7K | 0.9%0.8% | +0.03 |
| Invesco Actvely MNGD Etc FD46090F100 | Added– | 271,645242,605 | +29,040+12.0% | $4.90M$4.28M | +$523.8K | 0.9%0.7% | +0.19 |
| First Tr Exchng Traded FD VI33740F888 | Reduced– | 176,752186,809 | −10,057−5.4% | $4.33M$4.77M | −$246.4K | 0.8%0.7% | +0.02 |
| WisdomTree Tr97717W844 | Added– | 131,791125,872 | +5,919+4.7% | $4.18M$5.00M | +$187.6K | 0.7%0.8% | −0.04 |
| State Street Financial Select Sector SPDR ETF81369Y605 | Reduced– | 130,685132,424 | −1,739−1.3% | $4.11M$5.07M | −$54.7K | 0.7%0.8% | −0.07 |
| UUPInvesco DB US Dollar Index Bullish Fund | AddedHistory | 135,569128,210 | +7,359+5.7% | $3.79M$3.37M | +$205.8K | 0.7%0.5% | +0.14 |
| Nushares ETF Tr67092P102 | Reduced– | 170,823181,008 | −10,185−5.6% | $3.68M$4.16M | −$219.3K | 0.6%0.6% | 0.00 |
| Invesco Actively Managed Exc46090A879 | Added– | 145,383140,454 | +4,929+3.5% | $3.58M$3.50M | +$121.5K | 0.6%0.5% | +0.08 |
| SGOLabrdn Gold ETF Trust | AddedHistory | 201,214192,167 | +9,047+4.7% | $3.49M$3.57M | +$156.8K | 0.6%0.5% | +0.06 |
| J P Morgan Exchange Traded F46641Q852 | Reduced– | 75,91680,966 | −5,050−6.2% | $3.41M$3.96M | −$227.0K | 0.6%0.6% | −0.02 |
| FXFInvesco CurrencyShares Swiss Franc Trust | AddedHistory | 35,31433,676 | +1,638+4.9% | $3.31M$3.27M | +$153.6K | 0.6%0.5% | +0.07 |
| Vanguard Emerging Markets Government Bond ETF921946885 | Added– | 47,03645,279 | +1,757+3.9% | $2.88M$3.16M | +$107.7K | 0.5%0.5% | +0.01 |
| FXYInvesco CurrencyShares Japanese Yen Trust | AddedHistory | 41,35939,159 | +2,200+5.6% | $2.85M$3.01M | +$151.8K | 0.5%0.5% | +0.03 |
| First Tr Exchange Trad FD VI33739H101 | Added– | 103,06095,022 | +8,038+8.5% | $2.76M$2.70M | +$215.1K | 0.5%0.4% | +0.06 |
| New York Life Invts Active E45409F827 | Reduced– | 112,039128,998 | −16,959−13.1% | $2.72M$3.24M | −$411.6K | 0.5%0.5% | −0.03 |
| iShares Tr46434V282 | Added– | 60,96460,197 | +767+1.3% | $2.31M$2.68M | +$29.1K | 0.4%0.4% | −0.01 |
| iShares Tr464288661 | Added– | 19,25017,891 | +1,359+7.6% | $2.30M$2.18M | +$162.2K | 0.4%0.3% | +0.06 |
| First Tr Exchng Traded FD VI33740F755 | Added– | 106,24299,433 | +6,809+6.8% | $2.28M$2.36M | +$146.1K | 0.4%0.4% | +0.03 |
| Franklin Templeton ETF Tr35473P868 | Reduced– | 90,488103,771 | −13,283−12.8% | $2.14M$2.58M | −$314.6K | 0.4%0.4% | −0.02 |
| iShares Tr464288588 | Added– | 21,94320,089 | +1,854+9.2% | $2.14M$2.05M | +$180.7K | 0.4%0.3% | +0.06 |
| American Centy ETF Tr025072885 | Added– | 31,81130,044 | +1,767+5.9% | $2.07M$2.32M | +$114.9K | 0.4%0.4% | 0.00 |
| Hartford FDS Exchange Traded41653L503 | Reduced– | 52,13960,472 | −8,333−13.8% | $1.97M$2.37M | −$314.9K | 0.3%0.4% | −0.02 |
| SPDR Index Shs FDS78463X848 | Added– | 74,84274,412 | +430+0.6% | $1.78M$2.05M | +$10.2K | 0.3%0.3% | −0.01 |
| Invesco Actively Managed Exc46090A804 | Reduced– | 35,12538,708 | −3,583−9.3% | $1.69M$2.03M | −$172.5K | 0.3%0.3% | −0.02 |
| Vanguard Mun BD FDS922907746 | Reduced– | 31,86132,545 | −684−2.1% | $1.59M$1.68M | −$34.2K | 0.3%0.3% | +0.02 |
| SPDR Series Trust78464A805 | Added– | 28,94028,215 | +725+2.6% | $1.34M$1.57M | +$33.7K | 0.2%0.2% | −0.01 |
| State Street SPDR Portfolio S&P 500 High Dividend ETF78468R788 | New– | 33,1500 | +33,150 | $1.32M$0 | +$1.32M | 0.2%0.0% | +0.23 |
| American Centy ETF Tr025072505 | Reduced– | 23,74827,544 | −3,796−13.8% | $1.18M$1.42M | −$189.3K | 0.2%0.2% | −0.01 |
| Abrdn ETFs003261104 | Reduced– | 42,84143,483 | −642−1.5% | $1.16M$1.25M | −$17.4K | 0.2%0.2% | +0.01 |
| First Tr Exch Traded FD III33739P301 | Reduced– | 23,93427,480 | −3,546−12.9% | $1.14M$1.41M | −$168.5K | 0.2%0.2% | −0.02 |
| PIMCO ETF Tr72201R205 | Reduced– | 21,30223,541 | −2,239−9.5% | $1.11M$1.28M | −$117.1K | 0.2%0.2% | 0.00 |
| Innovator ETFs Trust45783Y814 | Reduced– | 31,87833,016 | −1,138−3.4% | $1.05M$1.18M | −$37.7K | 0.2%0.2% | 0.00 |
| iShares Core High Dividend ETF46429B663 | New– | 10,1000 | +10,100 | $1.01M$0 | +$1.01M | 0.2%0.0% | +0.18 |
| Vanguard Scottsdale FDS92206C706 | Reduced– | 16,56616,942 | −376−2.2% | $1.01M$1.07M | −$23.0K | 0.2%0.2% | +0.01 |
| Invesco Exchange Traded FD T46137V563 | New– | 48,3990 | +48,399 | $995.0K$0 | +$995.0K | 0.2%0.0% | +0.17 |
| WisdomTree Tr97717W208 | New– | 12,0530 | +12,053 | $992.0K$0 | +$992.0K | 0.2%0.0% | +0.17 |
| Vanguard Mortgage-Backed Securities ETF92206C771 | Reduced– | 19,31119,693 | −382−1.9% | $923.0K$987.0K | −$18.3K | 0.2%0.2% | +0.01 |
| Dimensional ETF Trust25434V401 | Reduced– | 22,60823,459 | −851−3.6% | $921.0K$1.15M | −$34.7K | 0.2%0.2% | −0.02 |
| Columbia ETF Tr I19761L607 | Reduced– | 42,10442,901 | −797−1.9% | $850.0K$899.0K | −$16.1K | 0.1%0.1% | +0.01 |
| PIMCO ETF Tr72201R866 | Reduced– | 14,42916,242 | −1,813−11.2% | $743.0K$861.0K | −$93.4K | 0.1%0.1% | 0.00 |
| SPDR Index Shs FDS78463X459 | New– | 10,8830 | +10,883 | $671.0K$0 | +$671.0K | 0.1%0.0% | +0.12 |
| DBX ETF Tr233051630 | New– | 31,9240 | +31,924 | $666.0K$0 | +$666.0K | 0.1%0.0% | +0.12 |
| WisdomTree Tr97717W315 | New– | 17,9460 | +17,946 | $665.0K$0 | +$665.0K | 0.1%0.0% | +0.12 |
| First Trust Nasdaq-100 Technology Sector Index Fund337345102 | Added– | 4,5872,622 | +1,965+74.9% | $525.0K$400.0K | +$224.9K | 0.1%0.1% | +0.03 |
| Dimensional ETF Trust25434V849 | Reduced– | 9,50410,751 | −1,247−11.6% | $457.0K$521.0K | −$60.0K | 0.1%0.1% | 0.00 |
| Ssga Active Tr78470P705 | Reduced– | 16,47818,545 | −2,067−11.1% | $445.0K$514.0K | −$55.8K | 0.1%0.1% | 0.00 |
| State Street SPDR Portfolio S&P 500 ETF78464A854 | Added– | 9,4898,942 | +547+6.1% | $421.0K$475.0K | +$24.3K | 0.1%0.1% | 0.00 |
| Tidal Trust I886364637 | New– | 12,3860 | +12,386 | $402.0K$0 | +$402.0K | 0.1%0.0% | +0.07 |
| Ssga Active ETF Tr78467V103 | New– | 12,5820 | +12,582 | $352.0K$0 | +$352.0K | 0.1%0.0% | +0.06 |
| Invesco Exch Traded FD Tr II46138G656 | New– | 7,6290 | +7,629 | $315.0K$0 | +$315.0K | 0.1%0.0% | +0.05 |
| State Street SPDR Bloomberg 1-3 Month T-Bill ETF78468R663 | Added– | 2,9382,760 | +178+6.4% | $269.0K$252.0K | +$16.3K | <0.1%<0.1% | +0.01 |
| Global X FDS37954Y392 | Reduced– | 11,72413,236 | −1,512−11.4% | $245.0K$332.0K | −$31.6K | <0.1%0.1% | −0.01 |
| Global X FDS37954Y624 | Reduced– | 10,97112,407 | −1,436−11.6% | $236.0K$342.0K | −$30.9K | <0.1%0.1% | −0.01 |
| iShares Tr46434V274 | Added– | 9,7707,306 | +2,464+33.7% | $230.0K$202.0K | +$58.0K | <0.1%<0.1% | +0.01 |
| Goldman Sachs ETF Tr38149W820 | Reduced– | 5,3556,062 | −707−11.7% | $225.0K$327.0K | −$29.7K | <0.1%0.1% | −0.01 |
| SPDR Series Trust78468R812 | Added– | 1,9971,903 | +94+4.9% | $216.0K$237.0K | +$10.2K | <0.1%<0.1% | 0.00 |
| Global X FDS37954Y715 | Reduced– | 9,95711,261 | −1,304−11.6% | $202.0K$327.0K | −$26.5K | <0.1%0.1% | −0.02 |
| Listed FDS Tr53656F623 | New– | 7,0660 | +7,066 | $202.0K$0 | +$202.0K | <0.1%0.0% | +0.04 |
| Invesco Exchange Traded FD T46137V878 | New– | 5,2890 | +5,289 | $202.0K$0 | +$202.0K | <0.1%0.0% | +0.04 |
| Innovator ETFs Tr45782C862 | Sold out– | 07,247 | −7,247−100.0% | $0$333.0K | −$333.0K | 0.0%0.1% | −0.05 |
| ARK Innovation ETF00214Q104 | Sold out– | 04,591 | −4,591−100.0% | $0$304.0K | −$304.0K | 0.0%<0.1% | −0.05 |
| Global X FDS37954Y780 | Sold out– | 07,254 | −7,254−100.0% | $0$241.0K | −$241.0K | 0.0%<0.1% | −0.04 |
| First Tr Exchange-Traded FD33734X846 | Sold out– | 04,502 | −4,502−100.0% | $0$239.0K | −$239.0K | 0.0%<0.1% | −0.04 |
| Global X FDS37954Y442 | Sold out– | 010,354 | −10,354−100.0% | $0$228.0K | −$228.0K | 0.0%<0.1% | −0.04 |
| Global X FDS37950E416 | Sold out– | 05,112 | −5,112−100.0% | $0$216.0K | −$216.0K | 0.0%<0.1% | −0.03 |
| First Tr Exchange-Traded Alp33734Y109 | Sold out– | 02,259 | −2,259−100.0% | $0$207.0K | −$207.0K | 0.0%<0.1% | −0.03 |
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.