Quantitative Advantage, LLC — Q3 2015 13F 持股

Name: Quantitative Advantage, LLC — 13F Holdings, Q3 2015
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001368905

申報總市值

US$6.9億

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本季完整持股清單

#	代號	標的名稱	資產子類別	佔比	佔比變動	持倉量變化
1	SHV	Ishares 0-1 Year Treasury Bo	ETF-政府公債	12.26%	—	—
2	IJK	Ishares S&p Mid-cap 400 Grow	ETF-其他	8.55%	—	-43.56%
3	MINT	Pimco Enhanced Short Maturit	ETF-其他	7.83%	—	+381.52%
4	VUG	Vanguard Growth ETF	ETF-其他	6.71%	—	+1164.39%
5	SCZ	Ishares Msci Eafe Small-cap	ETF-其他	4.01%	—	-3.04%
6	IYC	Ishares US Consumer Discreti	ETF-其他	3.19%	—	-4.15%
7	IYH	Ishares U.s. Healthcare ETF	ETF-其他	2.98%	—	-3.96%
8	EFAV	Ishares Msci Eafe Min Vol Fa	ETF-其他	2.88%	—	—
9	IBB	Ishares Biotechnology ETF	ETF-科技型	2.76%	—	-3.95%
10	AGG	Ishares Core U.s. Aggregate	ETF-其他	2.62%	—	+297.32%
11	MBB	Ishares Mbs ETF	ETF-其他	2.60%	—	-6.96%
12	SPSB	Ss Spdr P St C CORP ETF	ETF-其他	2.59%	—	—
13	VEA	Vanguard Ftse Developed ETF	ETF-其他	2.35%	—	-0.58%
14	HEZU	Ishares Currency Hedged Msci	ETF-其他	2.22%	—	-40.45%
15	VCR	Vanguard Consumer Discre ETF	ETF-其他	2.01%	—	+1.09%
16	IEF	Ishares 7-10 Year Treasury B	ETF-政府公債	2.01%	—	-28.90%
17	IGIB	Ishares 5-10y Inv Grade CORP	ETF-投資等級公司債	2.00%	—	—
18	IYK	Ishares US Consumer Staples	ETF-其他	1.97%	—	-39.58%
19	DBEF	Xtrackers Msci Eafe Hedged E	ETF-其他	1.91%	—	-28.54%
20	IYW	Ishares Ustechnology ETF	ETF-科技型	1.88%	—	-38.95%
21	VHT	Vanguard Health Care ETF	ETF-其他	1.86%	—	+1.14%
22	BSV	Vanguard Short-term Bond ETF	ETF-其他	1.63%	—	—
23	VMBS	Vanguard Mortgage-backed Sec	ETF-其他	1.62%	—	-2.28%
24	VCSH	Vanguard S/t CORP Bond ETF	ETF-投資等級公司債	1.62%	—	—
25	✓	Powershares ETF Trust	ETF-其他	1.60%	—	+2.90%
26	VSS	Vanguard Ftse All Wo X-us Sc	ETF-其他	1.52%	—	—
27	VDC	Vanguard Consumer Staple ETF	ETF-其他	1.29%	—	-31.40%
28	VFH	Vanguard Financials ETF	ETF-其他	1.26%	—	—
29	✓	Powershs Db US Dollar Index	股票-其他	1.21%	—	-6.16%
30	BIV	Vanguard Intermediate-term B	ETF-其他	1.11%	—	-70.47%
31	VCIT	Vanguard Int-term Corporate	ETF-投資等級公司債	1.08%	—	-1.51%
32	✓	Currencyshs Brit Pound Ster	股票-其他	1.07%	—	—
33	✓	Powershares ETF Tr Ii	ETF-其他	1.04%	—	—
34	VNQ	Vanguard Real Estate ETF	ETF-其他	0.92%	—	-22.37%
35	ICF	Ishares Select U.s. Reit ETF	ETF-其他	0.60%	—	—
36	✓	Currencyshares Swiss Franc Tru	股票-其他	0.59%	—	—
37	PFF	Ishares Preferred & Income S	ETF-其他	0.59%	—	-7.60%
38	IJH	Ishares Core S&p Midcap ETF	ETF-其他	0.58%	—	-8.43%
39	✓	Powershares Qqq Trust Ser 1	股票-其他	0.58%	—	-8.02%
40	REZ	Ishars Res And Multi Reales	ETF-其他	0.57%	—	—
41	VV	Vanguard Large-cap ETF	ETF-其他	0.51%	—	-46.40%
42	✓		股票-其他	0.50%	—	-3.12%
43	VOT	Vanguard Mid-cap Growth ETF	ETF-其他	0.48%	—	-95.31%
44	BND	Vanguard Total Bond Market	ETF-其他	0.47%	—	-3.03%
45	IVV	Ishares Core S&p 500 ETF	ETF-大型股與成長	0.37%	—	-68.62%

本季持股變動

Quantitative Advantage, LLC 於截至 Q3 2015 該季申報之持倉異動，含代號、發行人、權重變化、股數變化與操作類型
#	代號	標的名稱	佔比變動	持倉量變化	異動類型
1	MINT	Pimco Enhanced Short Maturit	+6.3%	+381.52%	加碼
2	VUG	Vanguard Growth ETF	+6.2%	+1164.39%	加碼
3	AGG	Ishares Core U.s. Aggregate	+2%	+297.32%	加碼
4	VCR	Vanguard Consumer Discre ETF	+0.1%	+1.09%	加碼
5	MBB	Ishares Mbs ETF	+0.1%	-6.96%	減碼
6	✓	Powershs Db US Dollar Index	0%	-6.16%	減碼
7	IYC	Ishares US Consumer Discreti	0%	-4.15%	減碼
8	✓	Powershares Qqq Trust Ser 1	0%	-8.02%	減碼
9	SCZ	Ishares Msci Eafe Small-cap	0%	-3.04%	減碼
10	VEA	Vanguard Ftse Developed ETF	-0.1%	-0.58%	減碼
11	VHT	Vanguard Health Care ETF	-0.1%	+1.14%	加碼
12	IJH	Ishares Core S&p Midcap ETF	-0.1%	-8.43%	減碼
13	VNQ	Vanguard Real Estate ETF	-0.2%	-22.37%	減碼
14	✓	Powershares ETF Trust	-0.2%	+2.90%	加碼
15	IYH	Ishares U.s. Healthcare ETF	-0.2%	-3.96%	減碼
16	IBB	Ishares Biotechnology ETF	-0.4%	-3.95%	減碼
17	VV	Vanguard Large-cap ETF	-0.4%	-46.40%	減碼
18	VDC	Vanguard Consumer Staple ETF	-0.5%	-31.40%	減碼
19	IEF	Ishares 7-10 Year Treasury B	-0.5%	-28.90%	減碼
20	DBEF	Xtrackers Msci Eafe Hedged E	-0.8%	-28.54%	減碼
21	IVV	Ishares Core S&p 500 ETF	-0.8%	-68.62%	減碼
22	IYK	Ishares US Consumer Staples	-1.1%	-39.58%	減碼
23	IYW	Ishares Ustechnology ETF	-1.1%	-38.95%	減碼
24	HEZU	Ishares Currency Hedged Msci	-1.6%	-40.45%	減碼
25	BIV	Vanguard Intermediate-term B	-2.3%	-70.47%	減碼
26	IJK	Ishares S&p Mid-cap 400 Grow	-6.4%	-43.56%	減碼
27	VOT	Vanguard Mid-cap Growth ETF	-9.8%	-95.31%	減碼
28	SHV	Ishares 0-1 Year Treasury Bo	—	NEW	新建倉
29	HYS	Pimco 0-5 Year H/y CORP Bond	—	EXIT	清倉
30	DXJ	Wisdomtree Japan Hedged Eq	—	EXIT	清倉
31	BNDX	Vanguard Total Intl Bond ETF	—	EXIT	清倉
32	EFAV	Ishares Msci Eafe Min Vol Fa	—	NEW	新建倉
33	VPL	Vanguard Ftse Pacific ETF	—	EXIT	清倉
34	SPSB	Ss Spdr P St C CORP ETF	—	NEW	新建倉
35	IGIB	Ishares 5-10y Inv Grade CORP	—	NEW	新建倉
36	VGT	Vanguard Info Tech ETF	—	EXIT	清倉
37	BSV	Vanguard Short-term Bond ETF	—	NEW	新建倉
38	VCSH	Vanguard S/t CORP Bond ETF	—	NEW	新建倉
39	VSS	Vanguard Ftse All Wo X-us Sc	—	NEW	新建倉
40	VFH	Vanguard Financials ETF	—	NEW	新建倉
41	✓		—	EXIT	清倉
42	✓	Currencyshs Brit Pound Ster	—	NEW	新建倉
43	✓	Powershares ETF Tr Ii	—	NEW	新建倉
44	✓	Proshares Tr	—	EXIT	清倉
45	HEFA	Isha Curr Hedged Msci Eafe	—	EXIT	清倉
46	ICF	Ishares Select U.s. Reit ETF	—	NEW	新建倉
47	✓	Currencyshares Swiss Franc Tru	—	NEW	新建倉
48	REZ	Ishars Res And Multi Reales	—	NEW	新建倉
49	IFGL	Ishares International Develo	—	EXIT	清倉
50	VNQI	Vanguard Glbl Ex-us Real Est	—	EXIT	清倉