Quantitative Advantage, LLC — Q3 2014 13F 持股

Name: Quantitative Advantage, LLC — 13F Holdings, Q3 2014
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001368905

申报总市值

US$6.9亿

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本季完整持股清单

#	代码	标的名称	资产子类别	占比	占比变动	持仓量变化
1	IVE	Ishares S&p 500 Value ETF	ETF-大型股与成长	15.11%	—	-7.30%
2	VTV	Vanguard Value ETF	ETF-其他	9.29%	—	-0.47%
3	EEMV	Ishares Msci Emg Mkt Min Vol	ETF-其他	4.84%	—	—
4	EWC	Ishares Msci Canada ETF	ETF-其他	4.02%	—	—
5	ACWI	iShares MSCI ACWI ETF	ETF-其他	3.97%	—	—
6	IYH	Ishares U.s. Healthcare ETF	ETF-其他	3.19%	—	-8.56%
7	IYW	Ishares Ustechnology ETF	ETF-科技型	3.16%	—	-8.47%
8	BNDX	Vanguard Total Intl Bond ETF	ETF-其他	3.09%	—	—
9	IYM	Ishares U.s. Basic Materials	ETF-其他	2.98%	—	-7.79%
10	AGG	Ishares Core U.s. Aggregate	ETF-其他	2.91%	—	-2.99%
11	EMB	Ishares Jp Morgan Usd Emergi	ETF-其他	2.90%	—	-2.47%
12	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	ETF-投资级公司债	2.88%	—	-2.19%
13	IYF	Ishares US Financials ETF	ETF-其他	2.81%	—	—
14	IYK	Ishares US Consumer Staples	ETF-其他	2.78%	—	—
15	VWO	Vanguard Ftse Emerging Marke	ETF-新兴市场	2.61%	—	+18.51%
16	✓	Invesco Intl Developed Low Vol	股票-其他	2.14%	—	—
17	IGIB	Ishares 5-10y Inv Grade CORP	ETF-投资级公司债	2.10%	—	-0.80%
18	VHT	Vanguard Health Care ETF	ETF-其他	1.71%	—	-0.82%
19	VNQ	Vanguard Real Estate ETF	ETF-其他	1.70%	—	-6.23%
20	VGT	Vanguard Info Tech ETF	ETF-科技型	1.68%	—	-0.99%
21	VAW	Vanguard Materials ETF	ETF-其他	1.59%	—	-0.72%
22	VDC	Vanguard Consumer Staple ETF	ETF-其他	1.52%	—	—
23	VFH	Vanguard Financials ETF	ETF-其他	1.49%	—	—
24	PCYUSD	Invesco Emerging Markets Sov	ETF-新兴市场	1.47%	—	-4.40%
25	CORP	Pimco Inv Grade CORP Bd ETF	ETF-其他	1.44%	—	-4.23%
26	✓	Powershs Db US Dollar Index	股票-其他	1.31%	—	—
27	VPL	Vanguard Ftse Pacific ETF	ETF-其他	1.31%	—	—
28	✓	Powershares ETF Tr Ii	ETF-其他	1.28%	—	-6.10%
29	✓	Proshares	股票-其他	1.25%	—	—
30	✓		股票-其他	1.25%	—	—
31	BND	Vanguard Total Bond Market	ETF-其他	1.01%	—	-3.87%
32	VCIT	Vanguard Int-term Corporate	ETF-投资级公司债	1.01%	—	-3.87%
33	IVV	Ishares Core S&p 500 ETF	ETF-大型股与成长	0.95%	—	-12.96%
34	PFF	Ishares Preferred & Income S	ETF-其他	0.80%	—	-6.04%
35	IEF	Ishares 7-10 Year Treasury B	ETF-政府公债	0.80%	—	—
36	ICF	Ishares Select U.s. Reit ETF	ETF-其他	0.79%	—	-6.59%
37	MINT	Pimco Enhanced Short Maturit	ETF-其他	0.75%	—	+61.39%
38	EEM	Ishares Msci Emerging Market	ETF-新兴市场	0.75%	—	-82.86%
39	TLT	iShares 20+ Year Treasury Bond ETF	ETF-政府公债	0.73%	—	-5.34%
40	VUG	Vanguard Growth ETF	ETF-其他	0.48%	—	-9.37%
41	✓		股票-其他	0.46%	—	-5.19%
42	BIV	Vanguard Intermediate-term B	ETF-其他	0.45%	—	—
43	✓	Powershares	股票-其他	0.43%	—	-5.04%
44	VNQI	Vanguard Glbl Ex-us Real Est	ETF-其他	0.42%	—	—
45	VV	Vanguard Large-cap ETF	ETF-其他	0.40%	—	-2.15%

本季持股变动

Quantitative Advantage, LLC 于截至 Q3 2014 该季申报之持仓异动，含代码、发行人、权重变化、股数变化与操作类型
#	代码	标的名称	占比变动	持仓量变化	异动类型
1	VWO	Vanguard Ftse Emerging Marke	+0.5%	+18.51%	加仓
2	MINT	Pimco Enhanced Short Maturit	+0.3%	+61.39%	加仓
3	VHT	Vanguard Health Care ETF	+0.2%	-0.82%	减仓
4	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	+0.1%	-2.19%	减仓
5	AGG	Ishares Core U.s. Aggregate	+0.1%	-2.99%	减仓
6	IYH	Ishares U.s. Healthcare ETF	+0.1%	-8.56%	减仓
7	EMB	Ishares Jp Morgan Usd Emergi	+0.1%	-2.47%	减仓
8	IYW	Ishares Ustechnology ETF	+0.1%	-8.47%	减仓
9	CORP	Pimco Inv Grade CORP Bd ETF	0%	-4.23%	减仓
10	PCYUSD	Invesco Emerging Markets Sov	0%	-4.40%	减仓
11	PFF	Ishares Preferred & Income S	—	-6.04%	减仓
12	✓	Powershares ETF Tr Ii	0%	-6.10%	减仓
13	ICF	Ishares Select U.s. Reit ETF	0%	-6.59%	减仓
14	TLT	iShares 20+ Year Treasury Bond ETF	0%	-5.34%	减仓
15	VNQ	Vanguard Real Estate ETF	-0.1%	-6.23%	减仓
16	IVV	Ishares Core S&p 500 ETF	-0.1%	-12.96%	减仓
17	IYM	Ishares U.s. Basic Materials	-0.1%	-7.79%	减仓
18	IVE	Ishares S&p 500 Value ETF	-0.1%	-7.30%	减仓
19	EEM	Ishares Msci Emerging Market	-3.5%	-82.86%	减仓
20	EFAV	Ishares Msci Eafe Min Vol Fa	—	EXIT	清仓
21	EEMV	Ishares Msci Emg Mkt Min Vol	—	NEW	新建仓
22	EWX	State Street Spdr S&p Emergi	—	EXIT	清仓
23	EWC	Ishares Msci Canada ETF	—	NEW	新建仓
24	ACWI	iShares MSCI ACWI ETF	—	NEW	新建仓
25	IDU	Ishares US Utilities ETF	—	EXIT	清仓
26	IYE	Ishares U.s. Energy ETF	—	EXIT	清仓
27	✓	Powershares	—	EXIT	清仓
28	BNDX	Vanguard Total Intl Bond ETF	—	NEW	新建仓
29	IYF	Ishares US Financials ETF	—	NEW	新建仓
30	IYK	Ishares US Consumer Staples	—	NEW	新建仓
31	VEA	Vanguard Ftse Developed ETF	—	EXIT	清仓
32	VGK	Vanguard Ftse Europe ETF	—	EXIT	清仓
33	✓	Invesco Intl Developed Low Vol	—	NEW	新建仓
34	VDE	Vanguard Energy ETF	—	EXIT	清仓
35	VPU	Vanguard Utilities ETF	—	EXIT	清仓
36	VDC	Vanguard Consumer Staple ETF	—	NEW	新建仓
37	VFH	Vanguard Financials ETF	—	NEW	新建仓
38	✓	Powershs Db Multi Sect Comm	—	EXIT	清仓
39	✓	Currencyshs Brit Pound Ster	—	EXIT	清仓
40	DBAUSD	Invesco Db Agriculture Fund	—	EXIT	清仓
41	HYS	Pimco 0-5 Year H/y CORP Bond	—	EXIT	清仓
42	✓	Powershs Db US Dollar Index	—	NEW	新建仓
43	VPL	Vanguard Ftse Pacific ETF	—	NEW	新建仓
44	✓	Proshares	—	NEW	新建仓
45	✓		—	NEW	新建仓
46	DIA	Ss Spdr Dow Jones Indus Avg	—	EXIT	清仓
47	IEF	Ishares 7-10 Year Treasury B	—	NEW	新建仓
48	VOE	Vanguard Mid-cap Value ETF	—	EXIT	清仓
49	BIV	Vanguard Intermediate-term B	—	NEW	新建仓
50	VNQI	Vanguard Glbl Ex-us Real Est	—	NEW	新建仓