$400 Million is the total value of Quantitative Advantage, LLC's 45 reported holdings in Q3 2014. The portfolio turnover from Q2 2014 to Q3 2014 was 70.5% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IVE | Sell | ISHARES TRs&p 500 val etf | $60,403,000 | -7.5% | 670,626 | -7.3% | 15.11% | -0.7% |
| VTV | Sell | VANGUARD INDEX FDSvalue etf | $37,131,000 | -0.2% | 457,274 | -0.5% | 9.29% | +7.2% |
| EEMV | New | ISHARESem mk minvol etf | $19,343,000 | – | 323,466 | +100.0% | 4.84% | – |
| EWC | New | ISHARESmsci cda etf | $16,084,000 | – | 524,087 | +100.0% | 4.02% | – |
| EWJ | New | ISHARESmsci japan etf | $15,884,000 | – | 1,349,545 | +100.0% | 3.97% | – |
| IYH | Sell | ISHARES TRus hlthcare etf | $12,774,000 | -4.2% | 95,077 | -8.6% | 3.20% | +2.9% |
| IYW | Sell | ISHARES TRu.s. tech etf | $12,617,000 | -4.8% | 125,222 | -8.5% | 3.16% | +2.2% |
| BNDX | New | VANGUARD CHARLOTTE FDSintl bd idx etf | $12,358,000 | – | 237,153 | +100.0% | 3.09% | – |
| IYM | Sell | ISHARES TRu.s. bas mtl etf | $11,903,000 | -9.3% | 138,299 | -7.8% | 2.98% | -2.6% |
| AGG | Sell | ISHARES TRcore us aggbd et | $11,628,000 | -3.2% | 106,568 | -3.0% | 2.91% | +3.9% |
| EMB | Sell | ISHARESjp mor em mk etf | $11,580,000 | -4.5% | 102,613 | -2.5% | 2.90% | +2.5% |
| LQD | Sell | ISHARES TRiboxx inv cp etf | $11,498,000 | -3.0% | 97,262 | -2.2% | 2.88% | +4.1% |
| IYF | New | ISHARES TRu.s. finls etf | $11,239,000 | – | 134,243 | +100.0% | 2.81% | – |
| IYK | New | ISHARES TRu.s. cnsm gd etf | $11,125,000 | – | 112,656 | +100.0% | 2.78% | – |
| VWO | Buy | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $10,419,000 | +14.6% | 249,786 | +18.5% | 2.61% | +23.1% |
| IDLV | New | POWERSHARES ETF TR IIintl dev lowvl | $8,543,000 | – | 269,749 | +100.0% | 2.14% | – |
| IGIB | Sell | ISHARESinterm cr bd etf | $8,385,000 | -1.6% | 76,705 | -0.8% | 2.10% | +5.7% |
| VHT | Sell | VANGUARD WORLD FDShealth car etf | $6,832,000 | +4.0% | 58,395 | -0.8% | 1.71% | +11.7% |
| VNQ | Sell | VANGUARD INDEX FDSreit etf | $6,794,000 | -10.0% | 94,554 | -6.2% | 1.70% | -3.3% |
| VGT | Sell | VANGUARD WORLD FDSinf tech etf | $6,699,000 | +2.4% | 66,933 | -1.0% | 1.68% | +9.9% |
| VAW | Sell | VANGUARD WORLD FDSmaterials etf | $6,374,000 | -2.1% | 57,848 | -0.7% | 1.59% | +5.1% |
| VDC | New | VANGUARD WORLD FDSconsum stp etf | $6,079,000 | – | 51,735 | +100.0% | 1.52% | – |
| VFH | New | VANGUARD WORLD FDSfinancials etf | $5,974,000 | – | 128,666 | +100.0% | 1.49% | – |
| PCY | Sell | POWERSHARES GLOBAL ETF TRUSTsovereign debt | $5,867,000 | -6.7% | 206,153 | -4.4% | 1.47% | +0.2% |
| CORP | Sell | PIMCO ETF TRinv grd crp bd | $5,742,000 | -5.1% | 56,138 | -4.2% | 1.44% | +1.9% |
| UUP | New | POWERSHS DB US DOLLAR INDEXdoll indx bull | $5,232,000 | – | 228,752 | +100.0% | 1.31% | – |
| VPL | New | VANGUARD INTL EQUITY INDEX Fftse pacific etf | $5,230,000 | – | 88,191 | +100.0% | 1.31% | – |
| SPLV | Sell | POWERSHARES ETF TR IIs&p500 low vol | $5,102,000 | -7.7% | 145,893 | -6.1% | 1.28% | -0.9% |
| RWM | New | PROSHARES TR | $5,014,000 | – | 291,831 | +100.0% | 1.25% | – |
| CYB | New | WISDOMTREE TRchinese yuan fd | $4,987,000 | – | 196,977 | +100.0% | 1.25% | – |
| BND | Sell | VANGUARD BD INDEX FD INCtotal bnd mrkt | $4,049,000 | -4.2% | 49,415 | -3.9% | 1.01% | +2.9% |
| VCIT | Sell | VANGUARD SCOTTSDALE FDSint-term corp | $4,034,000 | -4.7% | 47,027 | -3.9% | 1.01% | +2.3% |
| IVV | Sell | ISHARES TRcore s&p500 etf | $3,808,000 | -12.4% | 19,207 | -13.0% | 0.95% | -5.9% |
| PFF | Sell | ISHARESu.s. pfd stk etf | $3,200,000 | -6.9% | 80,966 | -6.0% | 0.80% | -0.1% |
| IEF | New | ISHARES TR7-10 y tr bd etf | $3,193,000 | – | 30,813 | +100.0% | 0.80% | – |
| ICF | Sell | ISHARES TRcohen&steer reit | $3,153,000 | -9.7% | 37,330 | -6.6% | 0.79% | -3.0% |
| MINT | Buy | PIMCO ETF TRenhan shrt mat | $3,016,000 | +61.3% | 29,758 | +61.4% | 0.75% | +73.3% |
| EEM | Sell | ISHARES TRmsci emg mkt etf | $3,010,000 | -83.5% | 72,425 | -82.9% | 0.75% | -82.3% |
| REM | Sell | ISHARESmrg rl es cp etf | $2,930,000 | -11.7% | 248,500 | -5.3% | 0.73% | -5.2% |
| VUG | Sell | VANGUARD INDEX FDSgrowth etf | $1,921,000 | -8.7% | 19,270 | -9.4% | 0.48% | -2.0% |
| PGX | Sell | POWERSHARES GLOBAL ETF TRUSTagg pfd port | $1,824,000 | -6.3% | 126,110 | -5.2% | 0.46% | +0.7% |
| BIV | New | VANGUARD BD INDEX FD INCintermed term | $1,816,000 | – | 21,548 | +100.0% | 0.45% | – |
| PICB | Sell | POWERSHARES ETF TRUST IIintl corp bond | $1,731,000 | -10.0% | 59,561 | -5.0% | 0.43% | -3.3% |
| VNQI | New | VANGUARD INTL EQUITY INDEX Fglb ex us etf | $1,693,000 | – | 31,096 | +100.0% | 0.42% | – |
| VV | Sell | VANGUARD INDEX FDSlarge cap etf | $1,603,000 | -1.7% | 17,726 | -2.2% | 0.40% | +5.5% |
| VOE | Exit | VANGUARD INDEX FDSmcap vl idxvip | $0 | – | -25,012 | -100.0% | -0.51% | – |
| DIA | Exit | SPDR DOW JONES INDL AVRG ETFut ser 1 | $0 | – | -20,646 | -100.0% | -0.81% | – |
| HYS | Exit | PIMCO ETF TR0-5 high yield | $0 | – | -49,300 | -100.0% | -1.23% | – |
| DBA | Exit | POWERSHS DB MULTI SECT COMMps db agricul fd | $0 | – | -192,079 | -100.0% | -1.23% | – |
| FXB | Exit | CURRENCYSHS BRIT POUND STERbrit pound ste | $0 | – | -32,352 | -100.0% | -1.27% | – |
| DBO | Exit | POWERSHS DB MULTI SECT COMMdb oil fund | $0 | – | -183,038 | -100.0% | -1.31% | – |
| VPU | Exit | VANGUARD WORLD FDSutilities etf | $0 | – | -67,538 | -100.0% | -1.52% | – |
| VDE | Exit | VANGUARD WORLD FDSenergy etf | $0 | – | -45,922 | -100.0% | -1.54% | – |
| VGK | Exit | VANGUARD INTL EQUITY INDEX Fftse europe etf | $0 | – | -148,345 | -100.0% | -2.07% | – |
| VEA | Exit | VANGUARD TAX MANAGED INTL FDftse dev mkt etf | $0 | – | -209,446 | -100.0% | -2.08% | – |
| BKLN | Exit | POWERSHARES ETF TRUST IIsenior ln port | $0 | – | -517,559 | -100.0% | -3.00% | – |
| IYE | Exit | ISHARESu.s. energy etf | $0 | – | -231,322 | -100.0% | -3.06% | – |
| IDU | Exit | ISHARESu.s. utilits etf | $0 | – | -118,945 | -100.0% | -3.08% | – |
| EWX | Exit | SPDR INDEX SHS FDSs&p emktsc etf | $0 | – | -363,502 | -100.0% | -4.26% | – |
| EFAV | Exit | ISHARES TReafe min vol etf | $0 | – | -336,267 | -100.0% | -5.12% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2014-11-14
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| ISHARES TR | 36 | Q1 2023 | 6.6% |
| ISHARES TR | 35 | Q1 2023 | 2.7% |
| VANGUARD SCOTTSDALE FDS | 35 | Q1 2023 | 1.7% |
| VANGUARD WORLD FDS | 34 | Q2 2022 | 3.9% |
| VANGUARD TOTAL BOND MARKET | 34 | Q4 2022 | 3.2% |
| VANGUARD WORLD FDS | 33 | Q1 2023 | 3.1% |
| VANGUARD WORLD FDS | 33 | Q1 2023 | 2.7% |
| ISHARES TR | 33 | Q3 2022 | 1.5% |
| ISHARES TR | 31 | Q3 2021 | 2.9% |
| ISHARES TR | 30 | Q1 2023 | 4.4% |
View Quantitative Advantage, LLC's complete holdings history.
Latest significant ownerships (13-D/G)
| Filed | Shares | Percentage | |
|---|---|---|---|
| PowerShares Exchange-Traded Fund Trust II | September 07, 2011 | 80,594 | 5.8% |
| POWERSHARES EXCHANGE TRADED FUND TRUSTSold out | July 08, 2011 | 0 | 0.0% |
| iSHARES TRUST | February 11, 2011 | 95,580 | 6.2% |
| iSHARES TRUST | February 11, 2011 | 81,383 | 4.5% |
| POWERSHARES EXCHANGE TRADED FUND TRUST | February 11, 2011 | 126,068 | 4.7% |
View Quantitative Advantage, LLC's complete significant-ownership history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2023-05-12 |
| 13F-HR | 2023-02-14 |
| 13F-HR | 2022-11-14 |
| 13F-HR | 2022-08-11 |
| 13F-HR | 2022-05-16 |
| 13F-HR | 2022-02-07 |
| 13F-HR | 2021-11-12 |
| 13F-HR | 2021-08-13 |
| 13F-HR | 2021-05-12 |
| 13F-HR | 2021-02-08 |
View Quantitative Advantage, LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.