Quantitative Advantage, LLC — Q1 2016 13F 持股

Name: Quantitative Advantage, LLC — 13F Holdings, Q1 2016
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	11.41%	—	+114.69%
2	IVW	Ishares S&p 500 Growth ETF	ETF-大型股與成長	8.53%	—	-26.34%
3	VUG	Vanguard Growth ETF	ETF-其他	6.90%	—	-22.63%
4	MINT	Pimco Enhanced Short Maturit	ETF-其他	6.66%	—	+59.36%
5	EFAV	Ishares Msci Eafe Min Vol Fa	ETF-其他	4.55%	—	-2.12%
6	IYK	Ishares US Consumer Staples	ETF-其他	3.26%	—	-1.46%
7	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-其他	3.25%	—	—
8	IYZ	Ishares US Telecommunication	ETF-其他	2.89%	—	—
9	AGG	Ishares Core U.s. Aggregate	ETF-其他	2.61%	—	-1.93%
10	SPSB	Ss Spdr P St C CORP ETF	ETF-其他	2.57%	—	-1.72%
11	MBB	Ishares Mbs ETF	ETF-其他	2.57%	—	-1.65%
12	SCZ	Ishares Msci Eafe Small-cap	ETF-其他	2.34%	—	-43.53%
13	VPL	Vanguard Ftse Pacific ETF	ETF-其他	2.27%	—	-4.23%
14	EFA	Ishares Msci Eafe ETF	ETF-其他	2.16%	—	—
15	IYW	Ishares Ustechnology ETF	ETF-科技型	2.05%	—	-35.29%
16	IYC	Ishares US Consumer Discreti	ETF-其他	2.05%	—	-39.87%
17	IEF	Ishares 7-10 Year Treasury B	ETF-政府公債	2.04%	—	-1.65%
18	VDC	Vanguard Consumer Staple ETF	ETF-其他	2.03%	—	-5.07%
19	IGIB	Ishares 5-10y Inv Grade CORP	ETF-投資等級公司債	1.99%	—	-2.16%
20	VPU	Vanguard Utilities ETF	ETF-其他	1.80%	—	—
21	VOO	Vanguard S&p 500 ETF	ETF-大型股與成長	1.75%	—	—
22	BSV	Vanguard Short-term Bond ETF	ETF-其他	1.67%	—	-2.83%
23	VCSH	Vanguard S/t CORP Bond ETF	ETF-投資等級公司債	1.66%	—	-2.92%
24	VMBS	Vanguard Mortgage-backed Sec	ETF-其他	1.66%	—	-2.87%
25	VSS	Vanguard Ftse All Wo X-us Sc	ETF-其他	1.54%	—	-3.66%
26	VGK	Vanguard Ftse Europe ETF	ETF-其他	1.52%	—	-36.30%
27	VCR	Vanguard Consumer Discre ETF	ETF-其他	1.41%	—	-36.04%
28	VGT	Vanguard Info Tech ETF	ETF-科技型	1.32%	—	-33.14%
29	BIV	Vanguard Intermediate-term B	ETF-其他	1.17%	—	-1.95%
30	✓	Powershares ETF Tr Ii	ETF-其他	1.15%	—	-2.84%
31	VCIT	Vanguard Int-term Corporate	ETF-投資等級公司債	1.14%	—	-1.93%
32	✓	Currencyshares Swiss Franc Tru	股票-其他	1.08%	—	+81.04%
33	DBPUSD	Invesco Db Precious Metals F	ETF-其他	1.07%	—	—
34	✓	Currencyshs Japanese Yen Tr	股票-其他	1.06%	—	—
35	VNQ	Vanguard Real Estate ETF	ETF-其他	1.00%	—	-5.11%
36	GLD	Spdr Gold Shares	ETF-避險與商品	0.65%	—	—
37	REZ	Ishars Res And Multi Reales	ETF-其他	0.63%	—	-1.24%
38	DIA	Ss Spdr Dow Jones Indus Avg	ETF-大型股與成長	0.59%	—	-1.12%
39	PFF	Ishares Preferred & Income S	ETF-其他	0.59%	—	-1.27%
40	EFZUSD	Proshares Short Msci Eafe	ETF-其他	0.55%	—	—
41	✓	Powershares Db Gold Fund	股票-其他	0.54%	—	—
42	VV	Vanguard Large-cap ETF	ETF-其他	0.51%	—	-13.35%
43	✓		股票-其他	0.50%	—	-4.83%
44	✓	Powershares Qqq Trust Ser 1	股票-其他	0.47%	—	-57.65%
45	BND	Vanguard Total Bond Market	ETF-其他	0.47%	—	-5.22%
46	IVV	Ishares Core S&p 500 ETF	ETF-大型股與成長	0.36%	—	+4.55%

本季持股變動

Quantitative Advantage, LLC 於截至 Q1 2016 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	SHV	Ishares 0-1 Year Treasury Bo	+6.3%	+114.69%	加碼
2	MINT	Pimco Enhanced Short Maturit	+2.6%	+59.36%	加碼
3	✓	Currencyshares Swiss Franc Tru	+0.5%	+81.04%	加碼
4	IYK	Ishares US Consumer Staples	+0.2%	-1.46%	減碼
5	EFAV	Ishares Msci Eafe Min Vol Fa	+0.2%	-2.12%	減碼
6	IEF	Ishares 7-10 Year Treasury B	+0.1%	-1.65%	減碼
7	AGG	Ishares Core U.s. Aggregate	+0.1%	-1.93%	減碼
8	SPSB	Ss Spdr P St C CORP ETF	+0.1%	-1.72%	減碼
9	BIV	Vanguard Intermediate-term B	+0.1%	-1.95%	減碼
10	VDC	Vanguard Consumer Staple ETF	+0.1%	-5.07%	減碼
11	✓	Powershares ETF Tr Ii	+0.1%	-2.84%	減碼
12	VCIT	Vanguard Int-term Corporate	+0.1%	-1.93%	減碼
13	REZ	Ishars Res And Multi Reales	0%	-1.24%	減碼
14	VCSH	Vanguard S/t CORP Bond ETF	0%	-2.92%	減碼
15	BSV	Vanguard Short-term Bond ETF	0%	-2.83%	減碼
16	VMBS	Vanguard Mortgage-backed Sec	0%	-2.87%	減碼
17	IVV	Ishares Core S&p 500 ETF	0%	+4.55%	加碼
18	BND	Vanguard Total Bond Market	0%	-5.22%	減碼
19	VSS	Vanguard Ftse All Wo X-us Sc	—	-3.66%	減碼
20	✓		0%	-4.83%	減碼
21	VV	Vanguard Large-cap ETF	-0.1%	-13.35%	減碼
22	VPL	Vanguard Ftse Pacific ETF	-0.1%	-4.23%	減碼
23	VGT	Vanguard Info Tech ETF	-0.6%	-33.14%	減碼
24	✓	Powershares Qqq Trust Ser 1	-0.6%	-57.65%	減碼
25	VCR	Vanguard Consumer Discre ETF	-0.7%	-36.04%	減碼
26	VGK	Vanguard Ftse Europe ETF	-0.9%	-36.30%	減碼
27	IYW	Ishares Ustechnology ETF	-1%	-35.29%	減碼
28	IYC	Ishares US Consumer Discreti	-1.2%	-39.87%	減碼
29	SCZ	Ishares Msci Eafe Small-cap	-1.7%	-43.53%	減碼
30	VUG	Vanguard Growth ETF	-1.7%	-22.63%	減碼
31	IVW	Ishares S&p 500 Growth ETF	-2.7%	-26.34%	減碼
32	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	NEW	新建倉
33	IBB	Ishares Biotechnology ETF	—	EXIT	清倉
34	IYF	Ishares US Financials ETF	—	EXIT	清倉
35	IYZ	Ishares US Telecommunication	—	NEW	新建倉
36	IEV	Ishares Europe ETF	—	EXIT	清倉
37	EFA	Ishares Msci Eafe ETF	—	NEW	新建倉
38	VFH	Vanguard Financials ETF	—	EXIT	清倉
39	✓	Powershares ETF Trust	—	EXIT	清倉
40	VPU	Vanguard Utilities ETF	—	NEW	新建倉
41	VOO	Vanguard S&p 500 ETF	—	NEW	新建倉
42	✓	Powershs Db US Dollar Index	—	EXIT	清倉
43	DBPUSD	Invesco Db Precious Metals F	—	NEW	新建倉
44	✓	Currencyshs Japanese Yen Tr	—	NEW	新建倉
45	✓	Currencyshs Brit Pound Ster	—	EXIT	清倉
46	GLD	Spdr Gold Shares	—	NEW	新建倉
47	ICF	Ishares Select U.s. Reit ETF	—	EXIT	清倉
48	EFZUSD	Proshares Short Msci Eafe	—	NEW	新建倉
49	✓	Powershares Db Gold Fund	—	NEW	新建倉
50	DBEF	Xtrackers Msci Eafe Hedged E	—	EXIT	清倉