$318 Million is the total value of Quantitative Advantage, LLC's 46 reported holdings in Q2 2017. The portfolio turnover from Q1 2017 to Q2 2017 was 62.5% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IVW | New | ISHARES TRs&p 500 grwt etf | $45,100,000 | – | 329,559 | +100.0% | 14.20% | – |
| VUG | New | VANGUARD INDEX FDSgrowth etf | $26,936,000 | – | 212,024 | +100.0% | 8.48% | – |
| VEA | Buy | VANGUARD TAX MANAGED INTL FDftse dev mkt etf | $19,176,000 | +8.0% | 464,085 | +2.7% | 6.04% | +7.2% |
| ACWX | Buy | ISHARES TRmsci acwi ex us | $13,011,000 | +11.1% | 285,397 | +6.3% | 4.10% | +10.3% |
| IEV | New | ISHARES TReurope etf | $12,090,000 | – | 272,786 | +100.0% | 3.81% | – |
| VTI | Buy | VANGUARD INDEX FDStotal stk mkt | $11,145,000 | +24.1% | 89,552 | +21.0% | 3.51% | +23.3% |
| VEU | Buy | VANGUARD INTL EQUITY INDEX Fallwrld ex us | $10,591,000 | +21.1% | 211,694 | +15.7% | 3.34% | +20.2% |
| IYG | Sell | ISHARES TRu.s. fin svc etf | $10,451,000 | +1.2% | 92,181 | -2.6% | 3.29% | +0.5% |
| IYW | Sell | ISHARES TRu.s. tech etf | $10,280,000 | +0.4% | 73,577 | -2.8% | 3.24% | -0.3% |
| XLI | Sell | SELECT SECTOR SPDR TRsbi int-inds | $9,945,000 | +2.1% | 146,017 | -2.5% | 3.13% | +1.4% |
| FDN | Sell | FIRST TR EXCHANGE TRADED FDdj internt idx | $9,451,000 | +4.9% | 99,758 | -2.5% | 2.98% | +4.1% |
| IYK | New | ISHARES TRu.s. cnsm gd etf | $8,967,000 | – | 73,662 | +100.0% | 2.82% | – |
| JPUS | Buy | J P MORGAN EXCHANGE TRADED Fjpmorgan diver | $8,489,000 | +37.5% | 129,974 | +33.0% | 2.67% | +36.5% |
| HYS | Sell | PIMCO ETF TR0-5 high yield | $7,802,000 | -7.5% | 76,970 | -7.8% | 2.46% | -8.1% |
| VGK | New | VANGUARD INTL EQUITY INDEX Fftse europe etf | $6,797,000 | – | 123,260 | +100.0% | 2.14% | – |
| VFH | Sell | VANGUARD WORLD FDSfinancials etf | $6,785,000 | +0.9% | 108,473 | -2.4% | 2.14% | +0.2% |
| VGT | Sell | VANGUARD WORLD FDSinf tech etf | $6,708,000 | +0.7% | 47,628 | -3.0% | 2.11% | -0.0% |
| IEF | Buy | ISHARES TR7-10yr tr bd etf | $6,690,000 | +426.4% | 62,754 | +421.3% | 2.11% | +422.8% |
| AGG | Sell | ISHARES TRcore us aggbd et | $6,547,000 | -3.9% | 59,781 | -4.9% | 2.06% | -4.6% |
| RGI | Sell | RYDEX ETF TRUSTgug s&p500 eq wt | $6,491,000 | +1.0% | 60,047 | -2.4% | 2.04% | +0.3% |
| VOO | Sell | VANGUARD INDEX FDS | $6,177,000 | +0.1% | 27,817 | -2.4% | 1.94% | -0.6% |
| VDC | New | VANGUARD WORLD FDSconsum stp etf | $5,808,000 | – | 41,183 | +100.0% | 1.83% | – |
| LQD | New | ISHARES TRiboxx inv cp etf | $5,517,000 | – | 45,777 | +100.0% | 1.74% | – |
| SRLN | New | SSGA ACTIVE ETF TRblkstn gsosrln | $5,280,000 | – | 111,313 | +100.0% | 1.66% | – |
| BND | Buy | VANGUARD BD INDEX FD INCtotal bnd mrkt | $4,764,000 | +20.5% | 58,215 | +19.4% | 1.50% | +19.7% |
| BIV | Sell | VANGUARD BD INDEX FD INCintermed term | $4,037,000 | -10.3% | 47,761 | -11.3% | 1.27% | -11.0% |
| VCSH | Sell | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $4,030,000 | -11.1% | 50,348 | -11.5% | 1.27% | -11.8% |
| VV | Buy | VANGUARD INDEX FDSlarge cap etf | $3,520,000 | +68.5% | 31,710 | +64.1% | 1.11% | +67.1% |
| DBB | Sell | POWERSHS DB MULTI SECT COMMdb base metals | $3,068,000 | -5.6% | 187,298 | -5.7% | 0.97% | -6.3% |
| JPIN | Buy | J P MORGAN EXCHANGE TRADED Fdiv rtn int eq | $2,863,000 | +39.9% | 50,978 | +32.1% | 0.90% | +39.0% |
| VCIT | Sell | VANGUARD SCOTTSDALE FDSint-term corp | $2,771,000 | -13.2% | 31,654 | -14.3% | 0.87% | -13.7% |
| BKLN | New | POWERSHARES ETF TRUST IIsenior ln port | $2,757,000 | – | 119,124 | +100.0% | 0.87% | – |
| QQQ | Buy | POWERSHARES QQQ TRUSTunit ser 1 | $2,653,000 | +73.1% | 19,276 | +66.5% | 0.84% | +71.8% |
| CEW | Sell | WISDOMTREE TRemerg cur str fd | $2,595,000 | -3.7% | 139,158 | -5.3% | 0.82% | -4.4% |
| FXE | New | CURRENCYSHARES EURO TR | $2,449,000 | – | 22,165 | +100.0% | 0.77% | – |
| FXB | New | CURRENCYSHS BRIT POUND STERbrit pound ste | $2,400,000 | – | 18,923 | +100.0% | 0.76% | – |
| IVV | Buy | ISHARES TRcore s&p500 etf | $1,942,000 | +7.8% | 7,977 | +5.1% | 0.61% | +7.2% |
| EFA | New | ISHARES TRmsci eafe etf | $1,479,000 | – | 22,682 | +100.0% | 0.47% | – |
| REM | Sell | ISHARES TRmtg rel etf new | $1,401,000 | -3.9% | 30,206 | -6.2% | 0.44% | -4.5% |
| VNQ | Sell | VANGUARD INDEX FDSreit etf | $1,319,000 | -3.9% | 15,850 | -4.6% | 0.42% | -4.6% |
| DIA | Sell | SPDR DOW JONES INDL AVRG ETFut ser 1 | $1,312,000 | -3.2% | 6,151 | -6.3% | 0.41% | -4.0% |
| DGL | New | POWERSHS DB MULTI SECT COMMdb gold fund | $1,251,000 | – | 31,562 | +100.0% | 0.39% | – |
| VMBS | Sell | VANGUARD SCOTTSDALE FDSmortg-back sec | $1,230,000 | -72.8% | 23,356 | -72.9% | 0.39% | -73.0% |
| MBB | Sell | ISHARES TRmbs etf | $1,188,000 | -82.5% | 11,124 | -82.5% | 0.37% | -82.6% |
| SPSB | Sell | SPDR SERIES TRUSTblomberg brc srt | $1,179,000 | -6.0% | 38,467 | -6.1% | 0.37% | -6.8% |
| GLD | New | SPDR GOLD TRUST | $1,126,000 | – | 9,540 | +100.0% | 0.36% | – |
| IJH | Exit | ISHARES TRcore s&p mcp etf | $0 | – | -7,534 | -100.0% | -0.41% | – |
| IWM | Exit | ISHARES TRrussell 2000 etf | $0 | – | -9,489 | -100.0% | -0.41% | – |
| VBR | Exit | VANGUARD INDEX FDSsm cp val etf | $0 | – | -10,738 | -100.0% | -0.42% | – |
| VO | Exit | VANGUARD INDEX FDSmid cap etf | $0 | – | -9,755 | -100.0% | -0.43% | – |
| VB | Exit | VANGUARD INDEX FDSsmall cp etf | $0 | – | -11,436 | -100.0% | -0.48% | – |
| IJR | Exit | ISHARES TRcore s&p scp etf | $0 | – | -22,049 | -100.0% | -0.48% | – |
| DBE | Exit | POWERSHS DB MULTI SECT COMMdb energy fund | $0 | – | -180,751 | -100.0% | -0.72% | – |
| UUP | Exit | POWERSHS DB US DOLLAR INDEXdoll indx bull | $0 | – | -97,859 | -100.0% | -0.80% | – |
| PDBC | Exit | POWERSHARES ACT MANG COMM FDopt yld div | $0 | – | -155,199 | -100.0% | -0.82% | – |
| TIP | Exit | ISHARES TRtips bd etf | $0 | – | -48,452 | -100.0% | -1.76% | – |
| IGIB | Exit | ISHARES TRinterm cr bd etf | $0 | – | -51,538 | -100.0% | -1.78% | – |
| VAW | Exit | VANGUARD WORLD FDSmaterials etf | $0 | – | -50,243 | -100.0% | -1.90% | – |
| IYM | Exit | ISHARES TRu.s. bas mtl etf | $0 | – | -105,834 | -100.0% | -2.99% | – |
| VPL | Exit | VANGUARD INTL EQUITY INDEX Fftse pacific etf | $0 | – | -293,922 | -100.0% | -5.90% | – |
| VTV | Exit | VANGUARD INDEX FDSvalue etf | $0 | – | -294,940 | -100.0% | -8.92% | – |
| IVE | Exit | ISHARES TRs&p 500 val etf | $0 | – | -430,106 | -100.0% | -14.19% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2017-08-08
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.