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Quantitative Advantage, LLC

SEC CIK
0001368905
Latest filing
May 12, 2023

Holdings in Q1 2023

Holdings as of Mar 31, 2023, filed May 12, 2023. Long positions only; changes compare share counts with Q4 2022.

Institution overview
Positions
115
+3 vs. Q4 2022
Portfolio value
$689.4M
+$41.2M (+6.4%) vs. Q4 2022
Filed
May 12, 2023
SEC
Holdings of Quantitative Advantage, LLC in Q1 2023
SecurityClassSharesValue% of portfolioShare changeActionHistory
Dimensional ETF Trust25434V831US HIGH PROF ETF2,040,981$51.3M7.4%+2,040,981New–
Vanguard Morningstar Total Stock Market ETF922908769ETF173,594$35.4M5.1%+8,852+5.4%Added–
iShares Tr464287721U.S. TECH ETF356,495$33.1M4.8%+1,299+0.4%Added–
Flexshares Tr33939L100MORNSTAR USMKT183,498$28.8M4.2%+2,069+1.1%Added–
Vanguard Ftse All-World Ex-US Index Fund922042775ETF448,686$24.0M3.5%+15,824+3.7%Added–
VanEck Morningstar Wide Moat ETF92189F643ETF314,920$23.3M3.4%−10,030−3.1%Reduced–
Invesco S&P 500 Equal Weight Technology ETF46137V282ETF82,678$22.8M3.3%+3,546+4.5%Added–
iShares Tr464287689RUSSELL 3000 ETF96,020$22.6M3.3%+140+0.1%Added–
State Street Energy Select Sector SPDR ETF81369Y506ETF263,422$21.8M3.2%−8,524−3.1%Reduced–
Goldman Sachs ETF Tr381430107ACTIVEBETA INT660,410$20.3M3.0%+36,854+5.9%Added–
J P Morgan Exchange-Traded F46641Q407JPMORGAN DIVER197,903$18.9M2.7%+5,709+3.0%Added–
Goldman Sachs ETF Tr381430503ACTIVEBETA US LG215,777$17.5M2.5%−8,581−3.8%Reduced–
Ssga Active ETF Tr78467V848ST STR TOTAL ETF416,130$17.1M2.5%+27,702+7.1%Added–
PIMCO Active Bond Exchange-Traded Fund72201R775ETF178,755$16.6M2.4%+12,225+7.3%Added–
New York Life Investments Et45409B107HEDGE MULTI STRA501,438$14.6M2.1%+18,327+3.8%Added–
Hartford FDS Exchange Traded41653L305TOTAL RTRN ETF373,363$12.7M1.8%−16,779−4.3%Reduced–
State Street Health Care Select Sector SPDR ETF81369Y209ETF97,015$12.6M1.8%+330.0%Added–
Invesco Exch TRD SLF Idx FD46138J619RUSL 1000 DYNM263,013$12.2M1.8%+6,186+2.4%Added–
Vanguard World FD921910873MEGA CAP INDEX82,035$11.7M1.7%+2,200+2.8%Added–
Lattice Strategies Tr518416102HARTFORD MLT ETF427,063$11.2M1.6%−9,713−2.2%Reduced–
Vanguard Financials ETF92204A405ETF123,683$9.63M1.4%+4,233+3.5%Added–
Vanguard Consumer Discretionary ETF92204A108ETF36,386$9.19M1.3%+1,778+5.1%Added–
iShares MSCI Acwi Ex U.S. ETF464288240ETF185,492$9.05M1.3%+743+0.4%Added–
iShares Tr464287770U.S. FIN SVC ETF58,787$8.87M1.3%−52−0.1%Reduced–
iShares Tr464287580US CONSUM DISCRE130,881$8.47M1.2%−560−0.4%Reduced–
First Tr Exchng Traded FD VI33740F888SMIT UNCO BD ETF349,121$8.45M1.2%−14,997−4.1%Reduced–
J P Morgan Exchange Traded F46641Q852INTL BD OPP ETF155,144$7.35M1.1%+907+0.6%Added–
Goldman Sachs ETF Tr38149W101ACCESS US AGRAT163,192$6.89M1.0%−3,660−2.2%Reduced–
Listed FD Tr53656F847CORE ALT FD226,570$6.76M1.0%+1,585+0.7%Added–
SPDR Index Shs FDS78463X434ST STR MSCI EAFE95,531$6.62M1.0%+4,338+4.8%Added–
John Hancock Exchange Traded47804J834MULTFCTR EMRNG271,819$6.59M1.0%+19,236+7.6%Added–
J P Morgan Exchange-Traded F46641Q209DIV RTN INT EQ125,018$6.54M0.9%+8,208+7.0%Added–
State Street Industrial Select Sector SPDR ETF81369Y704ETF62,659$6.34M0.9%+120+0.2%Added–
Vanguard Health Care ETF92204A504ETF26,199$6.25M0.9%+293+1.1%Added–
WisdomTree Tr97717W844GLOB EX US QU FD171,660$6.09M0.9%+10,293+6.4%Added–
Agf Invts Tr00110G408US MARKET NETRL265,275$5.41M0.8%+1,886+0.7%Added–
First Tr Exch Traded FD III33739P103LNG/SHT EQUITY103,923$5.28M0.8%−660−0.6%Reduced–
First Tr Exchange Trad FD VI33740Y101ALT ABSLT STRG159,565$4.74M0.7%+1,451+0.9%Added–
SPDR Index Shs FDS78463X509ST PORT MARK ETF136,020$4.64M0.7%+6,798+5.3%Added–
New York Life Investments Et45409B800MERGE ARBIT ETF146,690$4.64M0.7%+1,020+0.7%Added–
ETF Ser Solutions26922A388APTUS DEFINED177,422$4.61M0.7%+4,849+2.8%Added–
Kraneshares Tr500767736QUADRTC INT RT186,499$4.24M0.6%+18,204+10.8%Added–
Kraneshares Trust500767652MOUNT LUCAS ETF141,772$4.18M0.6%−3,479−2.4%Reduced–
State Street Financial Select Sector SPDR ETF81369Y605ETF129,549$4.17M0.6%−3,178−2.4%Reduced–
Invesco Actively Managed Exc46090A804TOTAL RETURN81,033$3.82M0.6%+34,688+74.8%Added–
WisdomTree Tr97717X511YIELD ENHANCD US86,272$3.77M0.5%+700+0.8%Added–
SGOLabrdn Gold ETF TrustETF176,341$3.33M0.5%−15,444−8.1%ReducedHistory
GLTRabrdn Precious Metals Basket ETF TrustPHYSCL PRECS MET36,004$3.28M0.5%+36,004NewHistory
FXFInvesco CurrencyShares Swiss Franc TrustSWISS FRANC32,889$3.20M0.5%−849−2.5%ReducedHistory
State Street SPDR Portfolio S&P 500 High Dividend ETF78468R788ETF84,171$3.20M0.5%+19,709+30.6%Added–
FXEInvesco CurrencyShares Euro TrustEURO SHS31,802$3.19M0.5%+31,802NewHistory
FXYInvesco CurrencyShares Japanese Yen TrustJAPANESE YEN44,880$3.15M0.5%+7,603+20.4%AddedHistory
Invesco Actively Managed Exc46090A879VAR RATE INVT126,664$3.13M0.5%−3,862−3.0%Reduced–
Vanguard Emerging Markets Government Bond ETF921946885ETF49,919$3.11M0.5%+7,846+18.6%Added–
Vanguard Mun BD FDS922907746TAX EXEMPT BD54,649$2.77M0.4%+4,695+9.4%Added–
PIMCO ETF Tr72201R2051-5 US TIP IDX50,952$2.60M0.4%+8,583+20.3%Added–
New York Life Invts Active E45409F827MACKAY MUN INTER103,518$2.55M0.4%+21,159+25.7%Added–
Invesco Exchange Traded FD T46137V563HIG YLD EQ DIV120,922$2.41M0.3%+27,284+29.1%Added–
WisdomTree Tr97717W208US HIGH DIVIDEND29,261$2.41M0.3%+6,220+27.0%Added–
iShares Core High Dividend ETF46429B663ETF23,556$2.39M0.3%+3,465+17.2%Added–
SPDR Index Shs FDS78463X848ST STR ACWI ETF93,052$2.39M0.3%−4,863−5.0%Reduced–
iShares Tr4642886613 7 YR TREAS BD18,688$2.20M0.3%+1,636+9.6%Added–
First Tr Exchng Traded FD VI33740F755FT LADD BUFF ETF93,290$2.19M0.3%−8,578−8.4%Reduced–
iShares Tr464288588MBS ETF22,850$2.16M0.3%+3,150+16.0%Added–
First Tr Exchange Trad FD VI33739H101FST TR GLB FD92,115$2.16M0.3%−8,624−8.6%Reduced–
American Centy ETF Tr025072885US EQT ETF29,677$2.10M0.3%−883−2.9%Reduced–
Davis Fundamental ETF Tr23908L306SELECT WRLD WI77,591$2.05M0.3%+77,591New–
Franklin Templeton ETF Tr35473P868FRANKLIN DYN MUN84,191$2.01M0.3%+17,377+26.0%Added–
Simplify Exchange Traded Fun82889N863VOLATILITY PREM89,620$1.95M0.3%+6,081+7.3%Added–
Litman Gregory FDS Tr53700T827IMGP DBI MAN ETF67,438$1.77M0.3%+2,076+3.2%Added–
Hartford FDS Exchange Traded41653L503MUN OPORTUNITE45,429$1.74M0.3%+11,408+33.5%Added–
DBX ETF Tr233051630XTRACK MSCI EAFE73,024$1.70M0.2%+10,339+16.5%Added–
WisdomTree Tr97717W315EMER MKT HIGH FD44,232$1.67M0.2%+8,440+23.6%Added–
SPDR Index Shs FDS78463X459ST STR SP GLBDIV27,764$1.64M0.2%+6,047+27.8%Added–
SPDR Series Trust78464A805ST STR PR SP150032,126$1.62M0.2%−81,933−71.8%Reduced–
WisdomTree Tr97717W380INTRST RATE HDGE35,473$1.54M0.2%+1,490+4.4%Added–
Columbia ETF Tr I19761L607MULTI SEC MUNI72,286$1.49M0.2%+6,188+9.4%Added–
Altshares Trust02210T108MERGER ARBITRAGE50,329$1.28M0.2%+2,412+5.0%Added–
J P Morgan Exchange Traded F46641Q332EQUITY PREMIUM22,517$1.23M0.2%+6,784+43.1%Added–
Ssga Active ETF Tr78467V103ST STR REAL ETF43,618$1.20M0.2%+7,280+20.0%Added–
iShares Tips Bond ETF464287176ETF9,667$1.07M0.2%+3,420+54.7%Added–
American Centy ETF Tr025072505DIVERSIFIED MU20,728$1.04M0.2%+5,205+33.5%Added–
First Tr Exchange-Traded FD33738D309SENIOR LN FD22,977$1.04M0.2%+8,130+54.8%Added–
First Tr Exch Traded FD III33739P301MUNI HI INCM ETF21,476$1.01M0.1%+5,708+36.2%Added–
J P Morgan Exchange Traded F46641Q134INTRNL RES EQT18,078$995.6K0.1%+18,078New–
Vanguard Scottsdale FDS92206C706INTER TERM TREAS16,520$990.5K0.1%+1,312+8.6%Added–
Innovator ETFs Trust45783Y814LADERD ALCTN PWR27,470$986.8K0.1%−1,825−6.2%Reduced–
Vanguard Mortgage-Backed Securities ETF92206C771ETF20,981$976.7K0.1%+3,346+19.0%Added–
Abrdn ETFs003261104BBRG ALL COMD K147,006$976.3K0.1%+7,718+19.6%Added–
Dimensional ETF Trust25434V401US EQUI MARK ETF21,885$972.4K0.1%+1,133+5.5%Added–
First Tr Exch Traded FD III33739E108PFD SECS INC ETF60,557$966.5K0.1%+20,993+53.1%Added–
iShares Tr46436E882IBONDS 23 TRM TS36,631$908.8K0.1%+36,631New–
Invesco Exch Traded FD Tr II46138G656S&P ULTRA DIVIDE20,088$826.4K0.1%+7,686+62.0%Added–
PIMCO ETF Tr72201R866INTER MUN BD ACT15,434$806.6K0.1%+1,617+11.7%Added–
Vanguard Morningstar Value ETF922908744ETF5,000$690.5K0.1%+5,000New–
First Tr Exchange-Traded FD33739Q705FT VEST S&P 50013,351$686.8K0.1%+4,737+55.0%Added–
State Street SPDR Portfolio S&P 500 ETF78464A854ETF14,220$684.7K0.1%+633+4.7%Added–
First Trust Nasdaq-100 Technology Sector Index Fund337345102ETF4,744$619.1K0.1%00.0%Unchanged–
Dimensional ETF Trust25434V849NATL MUN BD ETF10,116$488.8K0.1%+1,060+11.7%Added–
Ssga Active Tr78470P705ST STR NUVEE ETF17,665$479.2K0.1%+1,869+11.8%Added–

Sold out since Q4 2022 (9)

Positions held at the end of Q4 2022 that are gone from this filing.

Positions of Quantitative Advantage, LLC sold out since Q4 2022
SecurityClassShares in Q4 2022Value in Q4 2022% of portfolio in Q4 2022History
Dimensional U.S. Targeted Value ETF25434V609ETF1,112,930$48.9M7.5%–
Invesco Actvely MNGD Etc FD46090F100OPTIMUM YIELD251,336$3.71M0.6%–
UUPInvesco DB US Dollar Index Bullish FundBULLISH FD129,525$3.60M0.6%History
J P Morgan Exchange Traded F46641Q670CORE PLUS BD ETF64,200$2.95M0.5%–
iShares Tr46434V282U S EQUITY FACTR57,017$2.22M0.3%–
Vanguard Star FDS921909768VG TL INTL STK F37,606$1.94M0.3%–
iShares Tr464288414NATIONAL MUN ETF13,506$1.43M0.2%–
Vanguard Total Bond Market ETF921937835ETF16,851$1.21M0.2%–
First Tr Exchange-Traded Alp33734Y109COM SHS3,494$274.1K<0.1%–