Quantitative Advantage, LLC

SEC CIK: 0001368905
Latest filing: May 12, 2023

SEC filings (opens in a new tab)

Holdings changes from Q2 2022 to Q3 2022

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

New: 20; Est. +$47.0M
Added: 50; Est. +$41.8M
Reduced: 35; Est. −$7.34M
Sold out: 6; Est. −$58.2M

Portfolio value went from $576.3M to $570.7M (−$5.66M (−1.0%)); positions from 91 to 105 (+14).

All Q3 2022 holdings All Q2 2022 holdings

In the shares, value and % of portfolio columns, the top figure is Q3 2022 and the gray one below is Q2 2022. For stocks that split between the two quarters, Q2 2022 shares are converted at the split ratio before comparing.

Holdings of Quantitative Advantage, LLC in Q2 2022 and Q3 2022 compared
Security	Action	Shares	Share change	Value	Est. bought or sold	% of portfolio	Weight change (pp)
Dimensional U.S. Targeted Value ETF25434V609	Reduced–	1,138,4081,162,381	−23,973−2.1%	$44.4M$46.8M	−$934.2K	7.8%8.1%	−0.34
Vanguard Morningstar Total Stock Market ETF922908769	Added–	152,510147,646	+4,864+3.3%	$27.4M$27.8M	+$872.9K	4.8%4.8%	−0.04
iShares Tr464287721	Reduced–	354,674367,374	−12,700−3.5%	$26.0M$29.4M	−$931.8K	4.6%5.1%	−0.54
Flexshares Tr33939L100	Reduced–	184,944193,376	−8,432−4.4%	$25.6M$28.1M	−$1.17M	4.5%4.9%	−0.39
VanEck Morningstar Wide Moat ETF92189F643	Added–	331,913328,576	+3,337+1.0%	$19.9M$20.9M	+$200.2K	3.5%3.6%	−0.14
iShares Tr464287689	Reduced–	94,93097,782	−2,852−2.9%	$19.7M$21.3M	−$590.5K	3.4%3.7%	−0.24
State Street Energy Select Sector SPDR ETF81369Y506	Reduced–	272,854276,217	−3,363−1.2%	$19.7M$19.8M	−$242.2K	3.4%3.4%	+0.02
Vanguard Ftse All-World Ex-US Index Fund922042775	Added–	406,397388,094	+18,303+4.7%	$18.0M$19.4M	+$811.9K	3.2%3.4%	−0.21
Ssga Active ETF Tr78467V848	Added–	416,236202,274	+213,962+105.8%	$16.7M$8.53M	+$8.60M	2.9%1.5%	+1.45
Goldman Sachs ETF Tr381430107	Reduced–	673,165692,011	−18,846−2.7%	$16.7M$19.2M	−$466.4K	2.9%3.3%	−0.41
PIMCO Active Bond Exchange-Traded Fund72201R775	Added–	178,79389,184	+89,609+100.5%	$16.0M$8.49M	+$8.04M	2.8%1.5%	+1.34
J P Morgan Exchange-Traded F46641Q407	Added–	179,614174,485	+5,129+2.9%	$15.4M$16.0M	+$438.5K	2.7%2.8%	−0.08
Goldman Sachs ETF Tr381430503	Added–	206,982199,741	+7,241+3.6%	$14.7M$15.0M	+$514.3K	2.6%2.6%	−0.02
New York Life Investments Et45409B107	Reduced–	480,471492,279	−11,808−2.4%	$13.3M$14.1M	−$327.5K	2.3%2.5%	−0.12
Hartford FDS Exchange Traded41653L305	Added–	392,540192,067	+200,473+104.4%	$12.7M$6.57M	+$6.50M	2.2%1.1%	+1.09
State Street Health Care Select Sector SPDR ETF81369Y209	Reduced–	96,49899,471	−2,973−3.0%	$11.7M$12.8M	−$360.1K	2.0%2.2%	−0.17
Lattice Strategies Tr518416102	Reduced–	442,545455,863	−13,318−2.9%	$9.62M$11.3M	−$289.5K	1.7%2.0%	−0.28
Invesco Exch TRD SLF Idx FD46138J619	Added–	237,881228,001	+9,880+4.3%	$9.29M$9.39M	+$385.9K	1.6%1.6%	0.00
Vanguard World FD921910873	Added–	72,60169,712	+2,889+4.1%	$9.06M$9.19M	+$360.6K	1.6%1.6%	−0.01
First Tr Exchng Traded FD VI33740F888	Added–	365,445176,752	+188,693+106.8%	$8.71M$4.33M	+$4.49M	1.5%0.8%	+0.77
Vanguard Financials ETF92204A405	Added–	116,441115,097	+1,344+1.2%	$8.67M$8.88M	+$100.0K	1.5%1.5%	−0.02
iShares Tr464287770	Reduced–	60,12462,754	−2,630−4.2%	$8.49M$9.30M	−$371.5K	1.5%1.6%	−0.13
Vanguard Consumer Discretionary ETF92204A108	Added–	33,75233,451	+301+0.9%	$7.93M$7.61M	+$70.8K	1.4%1.3%	+0.07
iShares Tr464287580	Reduced–	129,787134,165	−4,378−3.3%	$7.55M$7.61M	−$254.8K	1.3%1.3%	0.00
iShares MSCI Acwi Ex U.S. ETF464288240	Reduced–	182,929186,016	−3,087−1.7%	$7.32M$8.37M	−$123.5K	1.3%1.5%	−0.17
J P Morgan Exchange Traded F46641Q852	Added–	154,71075,916	+78,794+103.8%	$6.88M$3.41M	+$3.50M	1.2%0.6%	+0.61
Goldman Sachs ETF Tr38149W101	Reduced–	159,556161,045	−1,489−0.9%	$6.53M$6.96M	−$60.9K	1.1%1.2%	−0.06
Listed FD Tr53656F847	New–	212,4440	+212,444	$6.31M$0	+$6.31M	1.1%0.0%	+1.11
John Hancock Exchange Traded47804J834	Reduced–	271,669276,196	−4,527−1.6%	$5.91M$6.75M	−$98.4K	1.0%1.2%	−0.14
Vanguard Health Care ETF92204A504	Added–	25,57725,413	+164+0.6%	$5.72M$5.99M	+$36.7K	1.0%1.0%	−0.04
Kraneshares Trust500767652	New–	139,8850	+139,885	$5.37M$0	+$5.37M	0.9%0.0%	+0.94
SPDR Index Shs FDS78463X434	Added–	93,58392,831	+752+0.8%	$5.22M$5.75M	+$42.0K	0.9%1.0%	−0.08
Agf Invts Tr00110G408	New–	252,4890	+252,489	$5.13M$0	+$5.13M	0.9%0.0%	+0.90
State Street Industrial Select Sector SPDR ETF81369Y704	Reduced–	60,19260,545	−353−0.6%	$4.99M$5.29M	−$29.2K	0.9%0.9%	−0.04
J P Morgan Exchange-Traded F46641Q209	Added–	108,709101,485	+7,224+7.1%	$4.66M$4.95M	+$309.3K	0.8%0.9%	−0.04
First Tr Exchange Trad FD VI33740Y101	New–	149,0750	+149,075	$4.63M$0	+$4.63M	0.8%0.0%	+0.81
First Tr Exch Traded FD III33739P103	New–	96,1160	+96,116	$4.50M$0	+$4.50M	0.8%0.0%	+0.79
SPDR Index Shs FDS78463X509	Reduced–	139,123141,607	−2,484−1.8%	$4.32M$4.92M	−$77.1K	0.8%0.9%	−0.10
New York Life Investments Et45409B800	New–	137,7840	+137,784	$4.31M$0	+$4.31M	0.8%0.0%	+0.76
Invesco Actvely MNGD Etc FD46090F100	Reduced–	263,953271,645	−7,692−2.8%	$4.27M$4.90M	−$124.5K	0.7%0.9%	−0.10
ETF Ser Solutions26922A388	New–	162,3230	+162,323	$4.12M$0	+$4.12M	0.7%0.0%	+0.72
UUPInvesco DB US Dollar Index Bullish Fund	AddedHistory	135,655135,569	+86+0.1%	$4.09M$3.79M	+$2.59K	0.7%0.7%	+0.06
WisdomTree Tr97717W844	Added–	141,618131,791	+9,827+7.5%	$3.89M$4.18M	+$270.1K	0.7%0.7%	−0.04
State Street Financial Select Sector SPDR ETF81369Y605	Reduced–	126,864130,685	−3,821−2.9%	$3.85M$4.11M	−$116.0K	0.7%0.7%	−0.04
Invesco Actively Managed Exc46090A879	Added–	145,434145,383	+510.0%	$3.58M$3.58M	+$1.26K	0.6%0.6%	+0.01
Nushares ETF Tr67092P102	Reduced–	169,563170,823	−1,260−0.7%	$3.45M$3.68M	−$25.6K	0.6%0.6%	−0.03
SGOLabrdn Gold ETF Trust	AddedHistory	201,221201,214	+70.0%	$3.20M$3.49M	+$111.42	0.6%0.6%	−0.04
FXFInvesco CurrencyShares Swiss Franc Trust	AddedHistory	35,37735,314	+63+0.2%	$3.20M$3.31M	+$5.70K	0.6%0.6%	−0.01
Invesco Actively Managed Exc46090A804	Added–	68,05035,125	+32,925+93.7%	$3.10M$1.69M	+$1.50M	0.5%0.3%	+0.25
Kraneshares Tr500767736	New–	122,1260	+122,126	$2.71M$0	+$2.71M	0.5%0.0%	+0.47
Vanguard Emerging Markets Government Bond ETF921946885	Reduced–	47,01347,036	−230.0%	$2.70M$2.88M	−$1.32K	0.5%0.5%	−0.03
FXYInvesco CurrencyShares Japanese Yen Trust	AddedHistory	41,47841,359	+119+0.3%	$2.68M$2.85M	+$7.69K	0.5%0.5%	−0.03
First Tr Exchange Trad FD VI33739H101	Added–	104,516103,060	+1,456+1.4%	$2.65M$2.76M	+$36.9K	0.5%0.5%	−0.01
New York Life Invts Active E45409F827	Reduced–	105,119112,039	−6,920−6.2%	$2.46M$2.72M	−$161.9K	0.4%0.5%	−0.04
First Tr Exchng Traded FD VI33740F755	Added–	106,927106,242	+685+0.6%	$2.23M$2.28M	+$14.3K	0.4%0.4%	−0.01
iShares Tr464288661	Added–	19,41719,250	+167+0.9%	$2.22M$2.30M	+$19.1K	0.4%0.4%	−0.01
iShares Tr46434V282	Reduced–	60,70160,964	−263−0.4%	$2.20M$2.31M	−$9.53K	0.4%0.4%	−0.02
Litman Gregory FDS Tr53700T827	New–	64,6220	+64,622	$2.19M$0	+$2.19M	0.4%0.0%	+0.38
PIMCO ETF Tr72201R205	Added–	42,61521,302	+21,313+100.1%	$2.11M$1.11M	+$1.05M	0.4%0.2%	+0.18
Vanguard Mun BD FDS922907746	Added–	43,48131,861	+11,620+36.5%	$2.09M$1.59M	+$559.3K	0.4%0.3%	+0.09
iShares Tr464288588	Added–	22,16721,943	+224+1.0%	$2.03M$2.14M	+$20.5K	0.4%0.4%	−0.02
American Centy ETF Tr025072885	Added–	32,00931,811	+198+0.6%	$2.00M$2.07M	+$12.3K	0.3%0.4%	−0.01
Franklin Templeton ETF Tr35473P868	Reduced–	85,09390,488	−5,395−6.0%	$1.94M$2.14M	−$122.7K	0.3%0.4%	−0.03
Hartford FDS Exchange Traded41653L503	Reduced–	50,30652,139	−1,833−3.5%	$1.83M$1.97M	−$66.8K	0.3%0.3%	−0.02
Simplify Exchange Traded Fun82889N863	New–	82,0350	+82,035	$1.72M$0	+$1.72M	0.3%0.0%	+0.30
SPDR Index Shs FDS78463X848	Added–	78,10674,842	+3,264+4.4%	$1.66M$1.78M	+$69.2K	0.3%0.3%	−0.02
State Street SPDR Portfolio S&P 500 High Dividend ETF78468R788	Added–	45,93433,150	+12,784+38.6%	$1.63M$1.32M	+$453.4K	0.3%0.2%	+0.06
iShares Core High Dividend ETF46429B663	Added–	15,67310,100	+5,573+55.2%	$1.43M$1.01M	+$508.8K	0.3%0.2%	+0.07
WisdomTree Tr97717W380	New–	29,2140	+29,214	$1.33M$0	+$1.33M	0.2%0.0%	+0.23
SPDR Series Trust78464A805	Added–	29,97028,940	+1,030+3.6%	$1.32M$1.34M	+$45.4K	0.2%0.2%	0.00
WisdomTree Tr97717W208	Added–	16,69612,053	+4,643+38.5%	$1.27M$992.0K	+$352.1K	0.2%0.2%	+0.05
Altshares Trust02210T108	New–	47,3000	+47,300	$1.26M$0	+$1.26M	0.2%0.0%	+0.22
Invesco Exchange Traded FD T46137V563	Added–	67,11748,399	+18,718+38.7%	$1.25M$995.0K	+$348.0K	0.2%0.2%	+0.05
Columbia ETF Tr I19761L607	Added–	57,45342,104	+15,349+36.5%	$1.12M$850.0K	+$298.9K	0.2%0.1%	+0.05
Abrdn ETFs003261104	Reduced–	42,41342,841	−428−1.0%	$1.10M$1.16M	−$11.1K	0.2%0.2%	−0.01
American Centy ETF Tr025072505	Reduced–	22,96423,748	−784−3.3%	$1.09M$1.18M	−$37.4K	0.2%0.2%	−0.01
First Tr Exch Traded FD III33739P301	Reduced–	23,33723,934	−597−2.5%	$1.06M$1.14M	−$27.1K	0.2%0.2%	−0.01
Innovator ETFs Trust45783Y814	Reduced–	31,42731,878	−451−1.4%	$1.02M$1.05M	−$14.7K	0.2%0.2%	0.00
Vanguard Scottsdale FDS92206C706	Reduced–	16,34416,566	−222−1.3%	$953.0K$1.01M	−$12.9K	0.2%0.2%	−0.01
Schwab U.S. Broad Market ETF808524102	New–	22,3050	+22,305	$937.0K$0	+$937.0K	0.2%0.0%	+0.16
Dimensional ETF Trust25434V401	Reduced–	22,25322,608	−355−1.6%	$864.0K$921.0K	−$13.8K	0.2%0.2%	−0.01
Vanguard Mortgage-Backed Securities ETF92206C771	Reduced–	18,97819,311	−333−1.7%	$856.0K$923.0K	−$15.0K	0.1%0.2%	−0.01
DBX ETF Tr233051630	Added–	44,83131,924	+12,907+40.4%	$815.0K$666.0K	+$234.6K	0.1%0.1%	+0.03
WisdomTree Tr97717W315	Added–	25,03817,946	+7,092+39.5%	$814.0K$665.0K	+$230.6K	0.1%0.1%	+0.03
SPDR Index Shs FDS78463X459	Added–	15,21910,883	+4,336+39.8%	$812.0K$671.0K	+$231.3K	0.1%0.1%	+0.03
iShares Core S&P 500 ETF464287200	New–	2,0840	+2,084	$747.0K$0	+$747.0K	0.1%0.0%	+0.13
PIMCO ETF Tr72201R866	Reduced–	12,50014,429	−1,929−13.4%	$627.0K$743.0K	−$96.8K	0.1%0.1%	−0.02
Vanguard Star FDS921909768	New–	11,9300	+11,930	$546.0K$0	+$546.0K	0.1%0.0%	+0.10
First Trust Nasdaq-100 Technology Sector Index Fund337345102	Added–	4,7274,587	+140+3.1%	$496.0K$525.0K	+$14.7K	0.1%0.1%	0.00
State Street SPDR Portfolio S&P 500 ETF78464A854	Added–	11,2369,489	+1,747+18.4%	$472.0K$421.0K	+$73.4K	0.1%0.1%	+0.01
Dimensional ETF Trust25434V849	Reduced–	8,2139,504	−1,291−13.6%	$383.0K$457.0K	−$60.2K	0.1%0.1%	−0.01
Ssga Active Tr78470P705	Reduced–	14,26516,478	−2,213−13.4%	$371.0K$445.0K	−$57.6K	0.1%0.1%	−0.01
Vanguard Total Bond Market ETF921937835	New–	4,1860	+4,186	$299.0K$0	+$299.0K	0.1%0.0%	+0.05
State Street SPDR Portfolio Aggregate Bond ETF78464A649	New–	11,8090	+11,809	$295.0K$0	+$295.0K	0.1%0.0%	+0.05
Global X FDS37954Y624	Added–	12,41110,971	+1,440+13.1%	$250.0K$236.0K	+$29.0K	<0.1%<0.1%	0.00
Invesco Exch Traded FD Tr II46138G656	Reduced–	6,4177,629	−1,212−15.9%	$242.0K$315.0K	−$45.7K	<0.1%0.1%	−0.01
SPDR Series Trust78468R812	Added–	2,3511,997	+354+17.7%	$239.0K$216.0K	+$36.0K	<0.1%<0.1%	0.00
Global X FDS37954Y392	Added–	13,21111,724	+1,487+12.7%	$235.0K$245.0K	+$26.5K	<0.1%<0.1%	0.00
Goldman Sachs ETF Tr38149W820	Added–	5,9855,355	+630+11.8%	$233.0K$225.0K	+$24.5K	<0.1%<0.1%	0.00
iShares Tr46434V274	Added–	10,8959,770	+1,125+11.5%	$228.0K$230.0K	+$23.5K	<0.1%<0.1%	0.00

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.