Quantitative Advantage, LLC
Filing Date
Global Rank
#2,107
/ 6,997
▲ 29
· as of Mar 2023
Top Industry
Asset Management
100.0%
Period ended 3 years ago
Filed May 12, 2023 · 3y
13 quarters · since Mar 2020
Clone Performance
Sep 2023–Oct 2023 · vs SPYHypothetical growth of buying every stock this filer reported holding, rebalancing on each filing and indexed to the same start. Option positions cannot be bought this way and are left out.
Cloned portfolio
-2.8%
SPY
-2.8%
Annualised alpha
—
Max drawdown
−5.2%
Estimate. 13F holdings are quarter-lagged, so the clone rebalances about 45 days after each period end — when the filing becomes public — and it excludes option and short positions. Returns use comparable raw closes and exclude dividends. Captured split ratios restate closes onto one basis; only an unusable ratio can exclude earlier closes for that listing. It tracks 100% of reported value on average across 1 quarter.Quantitative Advantage, LLC has stopped filing, so the simulation ends in Oct 2023 — where its last reported portfolio went stale — rather than trading that portfolio forward to today. Past performance does not predict future results.
Portfolio Concentration
58 tracked positions · as of Mar 31, 2023 · Δ vs Dec 31, 2022Top Position
8.1%
−0.3 pts
Top 5
34.0%
−1.0 pts
Top 10
57.2%
+0.8 pts
HHI
426
Diversified+2
Portfolio Trend
13 quarters · across all stocks
Sector Breakdown
As of Mar 31, 2023| Sector | % Portfolio | Value |
|---|---|---|
| Unclassified | 99.2% | $642,502,709 |
| Financial Services | 0.8% | $5,182,091 |
Last Quarter's Activity
Export CSVAdded To
Positions the filer increased
25 positions
| Ticker | Company | Δ Shares | Shares | Value | Open |
|---|---|---|---|---|---|
| DCOR | Dimensional US Core Equity 1 ETF | +930,244 | 2,072,982 | $52,771,366 | |
| BBAG | JPMorgan BetaBuilders U.S. Aggregate Bond ETF | +167,680 | 518,660 | $35,034,392 | |
| HFXI | NYLI FTSE International Equity Currency Neutral ETF | +40,506 | 751,646 | $21,832,314 | |
| ALLW | SSGA Active Trust State Street Bridgewater All Weather ETF | +36,851 | 477,413 | $18,755,960 | |
| ABI | VictoryShares Pioneer Asset-Based Income ETF | +30,830 | 203,600 | $4,690,513 | |
| DVVY | Invesco Diversified Dividend Opportunities ETF | +30,826 | 207,697 | $6,955,891 | |
| AGGY | WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | +27,143 | 366,898 | $14,711,997 | |
| FCAL | First Trust California Municipal High income ETF | +26,041 | 185,956 | $7,253,825 | |
| GBIL | Goldman Sachs Access Treasury 0-1 Year ETF | +24,615 | 1,047,407 | $45,130,152 | |
| BILZ | PIMCO Ultra Short Government Active ETF | +22,425 | 245,141 | $19,988,483 | |
| BIL | State Street SPDR Bloomberg 1-3 Month T-Bill ETF | +19,869 | 89,789 | $3,771,399 | |
| JDVI | John Hancock Disciplined Value International Select ETF | +19,236 | 271,819 | $6,586,174 | |
| BUYZ | Franklin Disruptive Commerce ETF | +17,377 | 84,191 | $2,013,848 | |
| VEU | Vanguard FTSE All-World Ex-US ETF | +15,824 | 448,686 | $23,991,240 | |
| AGIX | KraneShares Trust KraneShares Public-Private AI & Technology ETF | +14,725 | 328,271 | $8,416,695 | |
| VB | Vanguard Morningstar Small-Cap ETF | +13,852 | 178,594 | $36,121,085 | |
| CAAA | First Trust AAA CMBS ETF | +12,867 | 36,328 | $1,726,254 | |
| CWI | State Street SPDR MSCI ACWI ex-US ETF | +12,320 | 352,367 | $15,295,762 | |
| ASHR | Xtrackers Harvest CSI 300 China A-Shares ETF | +10,339 | 73,024 | $1,700,728 | |
| EDV | Vanguard World Funds Extended Duration ETF | +8,504 | 268,303 | $36,812,854 | |
| AGNG | Global X Funds Global X Aging Population ETF | +8,175 | 30,203 | $658,131 | |
| VIGI | Vanguard International Dividend Appreciation ETF | +7,846 | 49,919 | $3,110,452 | |
| BCD | abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF | +7,718 | 47,006 | $976,314 | |
| FXY | Invesco CurrencyShares Japanese Yen Trust | +7,603 | 44,880 | $3,147,434 | |
| IVZ | Invesco Ltd. | +7,334 | 36,697 | $1,017,091 | |
| No positions match the current search. | |||||
Trimmed
Positions the filer reduced
12 positions
| Ticker | Company | Δ Shares | Shares | Value | Open |
|---|---|---|---|---|---|
| BWX | State Street SPDR Bloomberg International Treasury Bond ETF | −81,793 | 54,851 | $2,524,150 | |
| AAXJ | iShares MSCI All Country Asia ex Japan ETF | −59,169 | 536,157 | $49,124,066 | |
| AFGR | First Trust Active Factor Large Cap Growth ETF | −23,575 | 442,411 | $10,641,735 | |
| SGOL | abrdn Gold ETF Trust | −15,444 | 176,341 | $3,327,554 | |
| AFK | VanEck Africa Index ETF | −10,030 | 314,920 | $23,250,543 | |
| HDUS | Hartford Disciplined US Equity ETF | −9,713 | 427,063 | $11,244,568 | |
| ESBG | First Trust Enhanced Stocks, Bonds & Gold ETF | −7,173 | 251,680 | $6,902,861 | |
| XLBI | State Street Materials Select Sector SPDR Premium Income ETF | −6,639 | 424,828 | $29,939,794 | |
| ACGO | Hartford Alpha Capture Growth ETF | −5,371 | 418,792 | $14,429,956 | |
| STT | State Street Corp | −3,178 | 129,549 | $4,165,000 | |
| AAPR | Innovator Equity Defined Protection ETF - 2 Yr to April 2028 | −1,825 | 27,470 | $986,777 | |
| 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
4 positions
Sold Out
Positions the filer fully exited
5 positions
| Ticker | Company | Shares | Value | Open |
|---|---|---|---|---|
| EVMT | Invesco Electric Vehicle Metals Commodity Strategy No K-1 ETF | 251,336 | $3,714,746 | |
| UUP | Invesco DB US Dollar Index Bullish Fund | 129,525 | $3,602,090 | |
| VXUS | Vanguard Total International Stock ETF | 37,606 | $1,944,982 | |
| BIV | Vanguard Intermediate-Term Bond ETF | 16,851 | $1,210,575 | |
| FAB | First Trust Multi Cap Value AlphaDEX Fund | 3,494 | $274,104 | |
| No positions match the current search. | ||||
58 tracked positions ·
$647,684,800 total
· filing declares
115 positions · $689,389,849
· as of Mar 31, 2023
Showing 1–50
of 58 positions by value
· page 1 of 2
| Ticker | Company | Type | Shares | Value (USD) | % of Portfolio | History |
|---|---|---|---|---|---|---|
| DCOR |
Dimensional US Core Equity 1 ETF
|
Added | 2,072,982 | $52,771,366 | 8.15% | |
| AAXJ |
iShares MSCI All Country Asia ex Japan ETF
|
Reduced | 536,157 | $49,124,066 | 7.58% | |
| GBIL |
Goldman Sachs Access Treasury 0-1 Year ETF
|
Added | 1,047,407 | $45,130,152 | 6.97% | |
| EDV |
Vanguard World Funds Extended Duration ETF
|
Added | 268,303 | $36,812,854 | 5.68% | |
| VB |
Vanguard Morningstar Small-Cap ETF
|
Added | 178,594 | $36,121,085 | 5.58% | |
| BBAG |
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
|
Added | 518,660 | $35,034,392 | 5.41% | |
| BKF |
iShares MSCI BIC ETF
|
Added | 356,495 | $33,086,300 | 5.11% | |
| XLBI |
State Street Materials Select Sector SPDR Premium Income ETF
|
Reduced | 424,828 | $29,939,794 | 4.62% | |
| BNDC |
FlexShares Core Select Bond Fund
|
Added | 183,498 | $28,779,826 | 4.44% | |
| VEU |
Vanguard FTSE All-World Ex-US ETF
|
Added | 448,686 | $23,991,240 | 3.70% | |
| AFK |
VanEck Africa Index ETF
|
Reduced | 314,920 | $23,250,543 | 3.59% | |
| HFXI |
NYLI FTSE International Equity Currency Neutral ETF
|
Added | 751,646 | $21,832,314 | 3.37% | |
| BILZ |
PIMCO Ultra Short Government Active ETF
|
Added | 245,141 | $19,988,483 | 3.09% | |
| ALLW |
SSGA Active Trust State Street Bridgewater All Weather ETF
|
Added | 477,413 | $18,755,960 | 2.90% | |
| CWI |
State Street SPDR MSCI ACWI ex-US ETF
|
Added | 352,367 | $15,295,762 | 2.36% | |
| AGGY |
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund
|
Added | 366,898 | $14,711,997 | 2.27% | |
| ACGO |
Hartford Alpha Capture Growth ETF
|
Reduced | 418,792 | $14,429,956 | 2.23% | |
| BSCA |
Invesco BulletShares 2036 Corporate Bond ETF
|
Added | 263,013 | $12,227,474 | 1.89% | |
| HDUS |
Hartford Disciplined US Equity ETF
|
Reduced | 427,063 | $11,244,568 | 1.74% | |
| AFGR |
First Trust Active Factor Large Cap Growth ETF
|
Reduced | 442,411 | $10,641,735 | 1.64% | |
| AGIX |
KraneShares Trust KraneShares Public-Private AI & Technology ETF
|
Added | 328,271 | $8,416,695 | 1.30% | |
| FCAL |
First Trust California Municipal High income ETF
|
Added | 185,956 | $7,253,825 | 1.12% | |
| DVVY |
Invesco Diversified Dividend Opportunities ETF
|
Added | 207,697 | $6,955,891 | 1.07% | |
| ESBG |
First Trust Enhanced Stocks, Bonds & Gold ETF
|
Reduced | 251,680 | $6,902,861 | 1.07% | |
| AAA |
Alternative Access First Priority CLO Bond ETF
|
Added | 226,570 | $6,758,583 | 1.04% | |
| JDVI |
John Hancock Disciplined Value International Select ETF
|
Added | 271,819 | $6,586,174 | 1.02% | |
| BTAL |
AGF U.S. Market Neutral Anti-Beta Fund
|
Added | 265,275 | $5,411,610 | 0.84% | |
| ABI |
VictoryShares Pioneer Asset-Based Income ETF
|
Added | 203,600 | $4,690,513 | 0.72% | |
| ACIO |
Aptus Collared Investment Opportunity ETF
|
Added | 177,422 | $4,607,649 | 0.71% | |
| STT |
State Street Corp
Financial Services
|
Reduced | 129,549 | $4,165,000 | 0.64% | |
| BIL |
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
|
Added | 89,789 | $3,771,399 | 0.58% | |
| SGOL |
abrdn Gold ETF Trust
|
Reduced | 176,341 | $3,327,554 | 0.51% | |
| GLTR |
abrdn Precious Metals Basket ETF Trust
|
NEW | 36,004 | $3,283,924 | 0.51% | |
| FXF |
Invesco CurrencyShares Swiss Franc Trust
|
Reduced | 32,889 | $3,203,059 | 0.49% | |
| FXE |
Invesco CurrencyShares Euro Trust
|
NEW | 31,802 | $3,186,242 | 0.49% | |
| FXY |
Invesco CurrencyShares Japanese Yen Trust
|
Added | 44,880 | $3,147,434 | 0.49% | |
| ACSG |
American Century Small Cap Growth Insights ETF
|
Added | 50,405 | $3,147,159 | 0.49% | |
| VIGI |
Vanguard International Dividend Appreciation ETF
|
Added | 49,919 | $3,110,452 | 0.48% | |
| VCRM |
Vanguard Core Tax-Exempt Bond ETF
|
Added | 54,649 | $2,768,518 | 0.43% | |
| BWX |
State Street SPDR Bloomberg International Treasury Bond ETF
|
Reduced | 54,851 | $2,524,150 | 0.39% | |
| DFNL |
Davis Select Financial ETF
|
NEW | 77,591 | $2,051,506 | 0.32% | |
| BUYZ |
Franklin Disruptive Commerce ETF
|
Added | 84,191 | $2,013,848 | 0.31% | |
| BNDW |
Vanguard Total World Bond ETF
|
Added | 37,501 | $1,967,204 | 0.30% | |
| AGGH |
Simplify Aggregate Bond ETF
|
Added | 89,620 | $1,949,235 | 0.30% | |
| BDVG |
IMGP Berkshire Dividend Growth ETF
|
Added | 67,438 | $1,773,619 | 0.27% | |
| CAAA |
First Trust AAA CMBS ETF
|
Added | 36,328 | $1,726,254 | 0.27% | |
| ASHR |
Xtrackers Harvest CSI 300 China A-Shares ETF
|
Added | 73,024 | $1,700,728 | 0.26% | |
| AAAC |
Columbia AAA CLO ETF
|
Added | 72,286 | $1,490,537 | 0.23% | |
| ARB |
AltShares Merger Arbitrage ETF
|
Added | 50,329 | $1,276,393 | 0.20% | |
| IVZ |
Invesco Ltd.
Financial Services
|
Added | 36,697 | $1,017,091 | 0.16% |
Covers the securities this platform tracks: U.S.-listed common stock and the put/call positions reported on it. A 13F can also report security types outside that coverage — preferred shares, bonds, warrants, untracked share classes — so the filing's own declared total can exceed the figures above. The source filing is linked at the top of this table.