Quantitative Advantage, LLC
- SEC CIK
- 0001368905
- Latest filing
- May 12, 2023
Holdings changes from Q3 2022 to Q4 2022
Long positions only; new, added, reduced and sold out are based on share counts. Pick any two quarters this institution filed.
- New
- 13
- Est. +$32.2M
- Added
- 56
- Est. +$25.6M
- Reduced
- 41
- Est. −$13.5M
- Sold out
- 6
- Est. −$5.82M
Portfolio value went from $570.7M to $648.2M (+$77.5M (+13.6%)); positions from 105 to 112 (+7).
All Q4 2022 holdingsAll Q3 2022 holdings
In the shares, value and % of portfolio columns, the top figure is Q4 2022 and the gray one below is Q3 2022. For stocks that split between the two quarters, Q3 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– | 1,112,9301,138,408 | −25,478−2.2% | $48.9M$44.4M | −$1.12M | 7.5%7.8% | −0.23 |
| Vanguard Morningstar Total Stock Market ETF922908769 | Added– | 164,742152,510 | +12,232+8.0% | $31.5M$27.4M | +$2.34M | 4.9%4.8% | +0.06 |
| Flexshares Tr33939L100 | Reduced– | 181,429184,944 | −3,515−1.9% | $27.0M$25.6M | −$522.3K | 4.2%4.5% | −0.32 |
| iShares Tr464287721 | Added– | 355,196354,674 | +522+0.1% | $26.5M$26.0M | +$38.9K | 4.1%4.6% | −0.48 |
| State Street Energy Select Sector SPDR ETF81369Y506 | Reduced– | 271,946272,854 | −908−0.3% | $23.8M$19.7M | −$79.4K | 3.7%3.4% | +0.23 |
| Vanguard Ftse All-World Ex-US Index Fund922042775 | Added– | 432,862406,397 | +26,465+6.5% | $21.7M$18.0M | +$1.33M | 3.3%3.2% | +0.19 |
| iShares Tr464287689 | Added– | 95,88094,930 | +950+1.0% | $21.2M$19.7M | +$209.6K | 3.3%3.4% | −0.18 |
| VanEck Morningstar Wide Moat ETF92189F643 | Reduced– | 324,950331,913 | −6,963−2.1% | $21.1M$19.9M | −$452.0K | 3.3%3.5% | −0.24 |
| Invesco S&P 500 Equal Weight Technology ETF46137V282 | New– | 79,1320 | +79,132 | $19.2M$0 | +$19.2M | 3.0%0.0% | +2.97 |
| J P Morgan Exchange-Traded F46641Q407 | Added– | 192,194179,614 | +12,580+7.0% | $18.2M$15.4M | +$1.19M | 2.8%2.7% | +0.12 |
| Goldman Sachs ETF Tr381430107 | Reduced– | 623,556673,165 | −49,609−7.4% | $17.9M$16.7M | −$1.43M | 2.8%2.9% | −0.15 |
| Goldman Sachs ETF Tr381430503 | Added– | 224,358206,982 | +17,376+8.4% | $17.1M$14.7M | +$1.32M | 2.6%2.6% | +0.06 |
| Ssga Active ETF Tr78467V848 | Reduced– | 388,428416,236 | −27,808−6.7% | $15.6M$16.7M | −$1.11M | 2.4%2.9% | −0.53 |
| PIMCO Active Bond Exchange-Traded Fund72201R775 | Reduced– | 166,530178,793 | −12,263−6.9% | $15.1M$16.0M | −$1.11M | 2.3%2.8% | −0.49 |
| New York Life Investments Et45409B107 | Added– | 483,111480,471 | +2,640+0.5% | $13.7M$13.3M | +$75.1K | 2.1%2.3% | −0.21 |
| State Street Health Care Select Sector SPDR ETF81369Y209 | Added– | 96,98296,498 | +484+0.5% | $13.2M$11.7M | +$65.8K | 2.0%2.0% | −0.02 |
| Hartford FDS Exchange Traded41653L305 | Reduced– | 390,142392,540 | −2,398−0.6% | $12.9M$12.7M | −$79.2K | 2.0%2.2% | −0.24 |
| Invesco Exch TRD SLF Idx FD46138J619 | Added– | 256,827237,881 | +18,946+8.0% | $11.0M$9.29M | +$813.5K | 1.7%1.6% | +0.07 |
| Lattice Strategies Tr518416102 | Reduced– | 436,776442,545 | −5,769−1.3% | $10.8M$9.62M | −$143.0K | 1.7%1.7% | −0.02 |
| Vanguard World FD921910873 | Added– | 79,83572,601 | +7,234+10.0% | $10.6M$9.06M | +$957.8K | 1.6%1.6% | +0.04 |
| Vanguard Financials ETF92204A405 | Added– | 119,450116,441 | +3,009+2.6% | $9.88M$8.67M | +$248.9K | 1.5%1.5% | +0.01 |
| iShares Tr464287770 | Reduced– | 58,83960,124 | −1,285−2.1% | $9.27M$8.49M | −$202.4K | 1.4%1.5% | −0.06 |
| First Tr Exchng Traded FD VI33740F888 | Reduced– | 364,118365,445 | −1,327−0.4% | $8.78M$8.71M | −$32.0K | 1.4%1.5% | −0.17 |
| iShares MSCI Acwi Ex U.S. ETF464288240 | Added– | 184,749182,929 | +1,820+1.0% | $8.41M$7.32M | +$82.8K | 1.3%1.3% | +0.01 |
| Vanguard Consumer Discretionary ETF92204A108 | Added– | 34,60833,752 | +856+2.5% | $7.58M$7.93M | +$187.5K | 1.2%1.4% | −0.22 |
| iShares Tr464287580 | Added– | 131,441129,787 | +1,654+1.3% | $7.49M$7.55M | +$94.2K | 1.2%1.3% | −0.17 |
| Listed FD Tr53656F847 | Added– | 224,985212,444 | +12,541+5.9% | $7.11M$6.31M | +$396.0K | 1.1%1.1% | −0.01 |
| J P Morgan Exchange Traded F46641Q852 | Reduced– | 154,237154,710 | −473−0.3% | $7.09M$6.88M | −$21.7K | 1.1%1.2% | −0.11 |
| Goldman Sachs ETF Tr38149W101 | Added– | 166,852159,556 | +7,296+4.6% | $6.86M$6.53M | +$299.8K | 1.1%1.1% | −0.09 |
| Vanguard Health Care ETF92204A504 | Added– | 25,90625,577 | +329+1.3% | $6.43M$5.72M | +$81.6K | 1.0%1.0% | −0.01 |
| State Street Industrial Select Sector SPDR ETF81369Y704 | Added– | 62,53960,192 | +2,347+3.9% | $6.14M$4.99M | +$230.5K | 0.9%0.9% | +0.07 |
| John Hancock Exchange Traded47804J834 | Reduced– | 252,583271,669 | −19,086−7.0% | $5.86M$5.91M | −$442.6K | 0.9%1.0% | −0.13 |
| SPDR Index Shs FDS78463X434 | Reduced– | 91,19393,583 | −2,390−2.6% | $5.85M$5.22M | −$153.2K | 0.9%0.9% | −0.01 |
| J P Morgan Exchange-Traded F46641Q209 | Added– | 116,810108,709 | +8,101+7.5% | $5.76M$4.66M | +$399.2K | 0.9%0.8% | +0.07 |
| Agf Invts Tr00110G408 | Added– | 263,389252,489 | +10,900+4.3% | $5.59M$5.13M | +$231.2K | 0.9%0.9% | −0.04 |
| SPDR Series Trust78464A805 | Added– | 114,05929,970 | +84,089+280.6% | $5.39M$1.32M | +$3.98M | 0.8%0.2% | +0.60 |
| WisdomTree Tr97717W844 | Added– | 161,367141,618 | +19,749+13.9% | $5.20M$3.89M | +$636.4K | 0.8%0.7% | +0.12 |
| First Tr Exch Traded FD III33739P103 | Added– | 104,58396,116 | +8,467+8.8% | $5.11M$4.50M | +$413.8K | 0.8%0.8% | 0.00 |
| First Tr Exchange Trad FD VI33740Y101 | Added– | 158,114149,075 | +9,039+6.1% | $4.72M$4.63M | +$270.1K | 0.7%0.8% | −0.08 |
| New York Life Investments Et45409B800 | Added– | 145,670137,784 | +7,886+5.7% | $4.62M$4.31M | +$250.2K | 0.7%0.8% | −0.04 |
| State Street Financial Select Sector SPDR ETF81369Y605 | Added– | 132,727126,864 | +5,863+4.6% | $4.54M$3.85M | +$200.5K | 0.7%0.7% | +0.03 |
| Kraneshares Trust500767652 | Added– | 145,251139,885 | +5,366+3.8% | $4.44M$5.37M | +$163.9K | 0.7%0.9% | −0.26 |
| ETF Ser Solutions26922A388 | Added– | 172,573162,323 | +10,250+6.3% | $4.42M$4.12M | +$262.4K | 0.7%0.7% | −0.04 |
| SPDR Index Shs FDS78463X509 | Reduced– | 129,222139,123 | −9,901−7.1% | $4.26M$4.32M | −$326.3K | 0.7%0.8% | −0.10 |
| Kraneshares Tr500767736 | Added– | 168,295122,126 | +46,169+37.8% | $3.81M$2.71M | +$1.04M | 0.6%0.5% | +0.11 |
| Invesco Actvely MNGD Etc FD46090F100 | Reduced– | 251,336263,953 | −12,617−4.8% | $3.71M$4.27M | −$186.5K | 0.6%0.7% | −0.18 |
| WisdomTree Tr97717X511 | New– | 85,5720 | +85,572 | $3.65M$0 | +$3.65M | 0.6%0.0% | +0.56 |
| UUPInvesco DB US Dollar Index Bullish Fund | ReducedHistory | 129,525135,655 | −6,130−4.5% | $3.60M$4.09M | −$170.5K | 0.6%0.7% | −0.16 |
| SGOLabrdn Gold ETF Trust | ReducedHistory | 191,785201,221 | −9,436−4.7% | $3.35M$3.20M | −$164.8K | 0.5%0.6% | −0.04 |
| FXFInvesco CurrencyShares Swiss Franc Trust | ReducedHistory | 33,73835,377 | −1,639−4.6% | $3.26M$3.20M | −$158.2K | 0.5%0.6% | −0.06 |
| Invesco Actively Managed Exc46090A879 | Reduced– | 130,526145,434 | −14,908−10.3% | $3.23M$3.58M | −$368.4K | 0.5%0.6% | −0.13 |
| J P Morgan Exchange Traded F46641Q670 | New– | 64,2000 | +64,200 | $2.95M$0 | +$2.95M | 0.5%0.0% | +0.45 |
| FXYInvesco CurrencyShares Japanese Yen Trust | ReducedHistory | 37,27741,478 | −4,201−10.1% | $2.65M$2.68M | −$298.7K | 0.4%0.5% | −0.06 |
| Vanguard Emerging Markets Government Bond ETF921946885 | Reduced– | 42,07347,013 | −4,940−10.5% | $2.57M$2.70M | −$301.2K | 0.4%0.5% | −0.08 |
| State Street SPDR Portfolio S&P 500 High Dividend ETF78468R788 | Added– | 64,46245,934 | +18,528+40.3% | $2.55M$1.63M | +$733.3K | 0.4%0.3% | +0.11 |
| Vanguard Mun BD FDS922907746 | Added– | 49,95443,481 | +6,473+14.9% | $2.47M$2.09M | +$320.4K | 0.4%0.4% | +0.01 |
| First Tr Exchange Trad FD VI33739H101 | Reduced– | 100,739104,516 | −3,777−3.6% | $2.47M$2.65M | −$92.5K | 0.4%0.5% | −0.08 |
| SPDR Index Shs FDS78463X848 | Added– | 97,91578,106 | +19,809+25.4% | $2.36M$1.66M | +$476.6K | 0.4%0.3% | +0.07 |
| First Tr Exchng Traded FD VI33740F755 | Reduced– | 101,868106,927 | −5,059−4.7% | $2.26M$2.23M | −$112.4K | 0.3%0.4% | −0.04 |
| iShares Tr46434V282 | Reduced– | 57,01760,701 | −3,684−6.1% | $2.22M$2.20M | −$143.7K | 0.3%0.4% | −0.04 |
| Invesco Actively Managed Exc46090A804 | Reduced– | 46,34568,050 | −21,705−31.9% | $2.15M$3.10M | −$1.01M | 0.3%0.5% | −0.21 |
| PIMCO ETF Tr72201R205 | Reduced– | 42,36942,615 | −246−0.6% | $2.11M$2.11M | −$12.3K | 0.3%0.4% | −0.04 |
| iShares Core High Dividend ETF46429B663 | Added– | 20,09115,673 | +4,418+28.2% | $2.09M$1.43M | +$460.5K | 0.3%0.3% | +0.07 |
| American Centy ETF Tr025072885 | Reduced– | 30,56032,009 | −1,449−4.5% | $2.08M$2.00M | −$98.5K | 0.3%0.3% | −0.03 |
| New York Life Invts Active E45409F827 | Reduced– | 82,359105,119 | −22,760−21.7% | $1.99M$2.46M | −$549.2K | 0.3%0.4% | −0.12 |
| WisdomTree Tr97717W208 | Added– | 23,04116,696 | +6,345+38.0% | $1.98M$1.27M | +$546.1K | 0.3%0.2% | +0.08 |
| iShares Tr464288661 | Reduced– | 17,05219,417 | −2,365−12.2% | $1.96M$2.22M | −$271.7K | 0.3%0.4% | −0.09 |
| Vanguard Star FDS921909768 | Added– | 37,60611,930 | +25,676+215.2% | $1.94M$546.0K | +$1.33M | 0.3%0.1% | +0.20 |
| Invesco Exchange Traded FD T46137V563 | Added– | 93,63867,117 | +26,521+39.5% | $1.94M$1.25M | +$548.7K | 0.3%0.2% | +0.08 |
| Litman Gregory FDS Tr53700T827 | Added– | 65,36264,622 | +740+1.1% | $1.90M$2.19M | +$21.5K | 0.3%0.4% | −0.09 |
| Simplify Exchange Traded Fun82889N863 | Added– | 83,53982,035 | +1,504+1.8% | $1.83M$1.72M | +$32.9K | 0.3%0.3% | −0.02 |
| iShares Tr464288588 | Reduced– | 19,70022,167 | −2,467−11.1% | $1.83M$2.03M | −$228.8K | 0.3%0.4% | −0.07 |
| Franklin Templeton ETF Tr35473P868 | Reduced– | 66,81485,093 | −18,279−21.5% | $1.56M$1.94M | −$427.0K | 0.2%0.3% | −0.10 |
| WisdomTree Tr97717W380 | Added– | 33,98329,214 | +4,769+16.3% | $1.48M$1.33M | +$207.2K | 0.2%0.2% | −0.01 |
| iShares Tr464288414 | New– | 13,5060 | +13,506 | $1.43M$0 | +$1.43M | 0.2%0.0% | +0.22 |
| DBX ETF Tr233051630 | Added– | 62,68544,831 | +17,854+39.8% | $1.37M$815.0K | +$389.4K | 0.2%0.1% | +0.07 |
| Columbia ETF Tr I19761L607 | Added– | 66,09857,453 | +8,645+15.0% | $1.33M$1.12M | +$174.3K | 0.2%0.2% | +0.01 |
| Hartford FDS Exchange Traded41653L503 | Reduced– | 34,02150,306 | −16,285−32.4% | $1.28M$1.83M | −$611.7K | 0.2%0.3% | −0.12 |
| WisdomTree Tr97717W315 | Added– | 35,79225,038 | +10,754+43.0% | $1.28M$814.0K | +$383.3K | 0.2%0.1% | +0.05 |
| SPDR Index Shs FDS78463X459 | Added– | 21,71715,219 | +6,498+42.7% | $1.27M$812.0K | +$381.4K | 0.2%0.1% | +0.05 |
| Altshares Trust02210T108 | Added– | 47,91747,300 | +617+1.3% | $1.23M$1.26M | +$15.9K | 0.2%0.2% | −0.03 |
| Vanguard Total Bond Market ETF921937835 | Added– | 16,8514,186 | +12,665+302.6% | $1.21M$299.0K | +$909.9K | 0.2%0.1% | +0.13 |
| Innovator ETFs Trust45783Y814 | Reduced– | 29,29531,427 | −2,132−6.8% | $1.01M$1.02M | −$73.3K | 0.2%0.2% | −0.02 |
| Ssga Active ETF Tr78467V103 | New– | 36,3380 | +36,338 | $1.00M$0 | +$1.00M | 0.2%0.0% | +0.15 |
| Vanguard Scottsdale FDS92206C706 | Reduced– | 15,20816,344 | −1,136−7.0% | $889.3K$953.0K | −$66.4K | 0.1%0.2% | −0.03 |
| Abrdn ETFs003261104 | Reduced– | 39,28842,413 | −3,125−7.4% | $866.7K$1.10M | −$68.9K | 0.1%0.2% | −0.06 |
| Dimensional ETF Trust25434V401 | Reduced– | 20,75222,253 | −1,501−6.7% | $863.5K$864.0K | −$62.5K | 0.1%0.2% | −0.02 |
| J P Morgan Exchange Traded F46641Q332 | New– | 15,7330 | +15,733 | $857.3K$0 | +$857.3K | 0.1%0.0% | +0.13 |
| Vanguard Mortgage-Backed Securities ETF92206C771 | Reduced– | 17,63518,978 | −1,343−7.1% | $802.7K$856.0K | −$61.1K | 0.1%0.1% | −0.03 |
| American Centy ETF Tr025072505 | Reduced– | 15,52322,964 | −7,441−32.4% | $759.5K$1.09M | −$364.1K | 0.1%0.2% | −0.07 |
| First Tr Exch Traded FD III33739P301 | Reduced– | 15,76823,337 | −7,569−32.4% | $729.9K$1.06M | −$350.4K | 0.1%0.2% | −0.07 |
| PIMCO ETF Tr72201R866 | Added– | 13,81712,500 | +1,317+10.5% | $709.9K$627.0K | +$67.7K | 0.1%0.1% | 0.00 |
| iShares Tips Bond ETF464287176 | New– | 6,2470 | +6,247 | $664.9K$0 | +$664.9K | 0.1%0.0% | +0.10 |
| First Tr Exch Traded FD III33739E108 | New– | 39,5640 | +39,564 | $664.7K$0 | +$664.7K | 0.1%0.0% | +0.10 |
| First Tr Exchange-Traded FD33738D309 | New– | 14,8470 | +14,847 | $662.0K$0 | +$662.0K | 0.1%0.0% | +0.10 |
| State Street SPDR Portfolio S&P 500 ETF78464A854 | Added– | 13,58711,236 | +2,351+20.9% | $611.1K$472.0K | +$105.7K | 0.1%0.1% | +0.01 |
| Invesco Exch Traded FD Tr II46138G656 | Added– | 12,4026,417 | +5,985+93.3% | $540.4K$242.0K | +$260.8K | 0.1%<0.1% | +0.04 |
| First Trust Nasdaq-100 Technology Sector Index Fund337345102 | Added– | 4,7444,727 | +17+0.4% | $499.3K$496.0K | +$1.79K | 0.1%0.1% | −0.01 |
| First Tr Exchange-Traded FD33739Q705 | New– | 8,6140 | +8,614 | $440.1K$0 | +$440.1K | 0.1%0.0% | +0.07 |
| Dimensional ETF Trust25434V849 | Added– | 9,0568,213 | +843+10.3% | $433.0K$383.0K | +$40.3K | 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.