Quantitative Advantage, LLC

CIK

1368905

Location

MINNETONKA, MN

Portfolio Value

Micro $16,148,213

Diversification

Moderately concentrated

Filing Date

Global Rank

#6,278 / 6,871 ▲ 130

3Y Alpha vs SPY

-6.3%

Period ended 3 years ago

Filed May 12, 2023 · 3y

13 quarters · since Mar 2020

Clone Performance

Jun 2023–Jun 2026 · vs SPY

Hypothetical growth of cloning every reported 13F position and rebalancing on each filing, indexed to the same start.

Cloned portfolio

+49.9%

SPY

+76.3%

Annualised alpha

-6.4%

Max drawdown

−20.8%

Estimate. 13F holdings are quarter-lagged and long-only, so the clone rebalances about 45 days after each period end — when the filing becomes public — and excludes options and short positions. Past performance does not predict future results.

Portfolio Concentration

5 positions · as of Mar 31, 2023 · Δ vs Dec 31, 2022

Top Position

20.6%

−7.4 pts

Top 5

100.0%

0.0 pts

Top 10

100.0%

0.0 pts

HHI

2,001

Moderately concentrated−529

Portfolio Trend

13 quarters · across all stocks

Sector Breakdown

As of Mar 31, 2023

Sector	% Portfolio	Value	Positions
Unclassified	100.0%	$16,148,213	5

Last Quarter's Activity

Export CSV

Mar 31, 2023 vs Dec 31, 2022

Added To

Positions the filer increased

1 positions

Ticker	Company	Δ Shares	Shares	Value	Open
FXY	Invesco CurrencyShares Japanese Yen Trust	+7,603	44,880	$3,147,434
No positions match the current search.

Trimmed

Positions the filer reduced

2 positions

Ticker	Company	Δ Shares	Shares	Value
SGOL	abrdn Gold ETF Trust	−15,444	176,341	$3,327,554
FXF	Invesco CurrencyShares Swiss Franc Trust	−849	32,889	$3,203,059
No positions match the current search.

New Positions

Positions the filer opened this quarter

2 positions

Ticker	Company	Shares	Value
GLTR	abrdn Precious Metals Basket ETF Trust	36,004	$3,283,924
FXE	Invesco CurrencyShares Euro Trust	31,802	$3,186,242
No positions match the current search.

Sold Out

Positions the filer fully exited

1 positions

Ticker	Company	Shares	Value	Open
UUP	Invesco DB US Dollar Index Bullish Fund	129,525	$3,602,090
No positions match the current search.

Portfolio Positions

Compact Export CSV View 13F filing

5 positions · $16,148,213 total · as of Mar 31, 2023

Ticker	Company	Type	Shares	Δ Shares	Value (USD)	% Δ Value	% of Portfolio
SGOL	abrdn Gold ETF Trust	Reduced	176,341	-15,444	$3,327,554	−0.7%	20.61%
GLTR	abrdn Precious Metals Basket ETF Trust	NEW	36,004	NEW	$3,283,924	NEW	20.34%
FXF	Invesco CurrencyShares Swiss Franc Trust	Reduced	32,889	-849	$3,203,059	−1.6%	19.84%
FXE	Invesco CurrencyShares Euro Trust	NEW	31,802	NEW	$3,186,242	NEW	19.73%
FXY	Invesco CurrencyShares Japanese Yen Trust	Added	44,880	+7,603	$3,147,434	+18.8%	19.49%