Quantitative Advantage, LLC — Q3 2016 13F 持股

Name: Quantitative Advantage, LLC — 13F Holdings, Q3 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	IJJ	Ishares S&p Mid-cap 400 Valu	ETF-其他	11.35%	—	+28.66%
2	VBR	Vanguard Small-cap Value ETF	ETF-其他	7.75%	—	+16.18%
3	SHV	Ishares 0-1 Year Treasury Bo	ETF-政府公債	7.47%	—	-35.85%
4	EFAV	Ishares Msci Eafe Min Vol Fa	ETF-其他	4.41%	—	-5.40%
5	VPL	Vanguard Ftse Pacific ETF	ETF-其他	3.91%	—	+54.83%
6	MINT	Pimco Enhanced Short Maturit	ETF-其他	3.80%	—	-45.16%
7	IYW	Ishares Ustechnology ETF	ETF-科技型	3.18%	—	+41.11%
8	IYK	Ishares US Consumer Staples	ETF-其他	3.15%	—	-5.38%
9	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-其他	3.03%	—	-5.90%
10	IYZ	Ishares US Telecommunication	ETF-其他	2.89%	—	-5.19%
11	IEF	Ishares 7-10 Year Treasury B	ETF-政府公債	2.68%	—	+22.28%
12	AGG	Ishares Core U.s. Aggregate	ETF-其他	2.64%	—	-5.29%
13	MBB	Ishares Mbs ETF	ETF-其他	2.57%	—	-5.10%
14	SPSB	Ss Spdr P St C CORP ETF	ETF-其他	2.57%	—	-5.14%
15	EEMV	Ishares Msci Emg Mkt Min Vol	ETF-其他	2.28%	—	—
16	✓	Invesco Intl Developed Low Vol	股票-其他	2.25%	—	—
17	VDC	Vanguard Consumer Staple ETF	ETF-其他	2.05%	—	-3.43%
18	IGIB	Ishares 5-10y Inv Grade CORP	ETF-投資等級公司債	2.00%	—	-5.98%
19	VGT	Vanguard Info Tech ETF	ETF-科技型	1.99%	—	+33.08%
20	IYM	Ishares U.s. Basic Materials	ETF-其他	1.89%	—	-4.12%
21	VOO	Vanguard S&p 500 ETF	ETF-大型股與成長	1.84%	—	-3.58%
22	VPU	Vanguard Utilities ETF	ETF-其他	1.82%	—	-4.24%
23	BIV	Vanguard Intermediate-term B	ETF-其他	1.69%	—	+39.27%
24	VMBS	Vanguard Mortgage-backed Sec	ETF-其他	1.65%	—	-2.13%
25	VCSH	Vanguard S/t CORP Bond ETF	ETF-投資等級公司債	1.64%	—	-2.14%
26	✓	Powershares ETF Tr Ii	ETF-其他	1.49%	—	—
27	VAW	Vanguard Materials ETF	ETF-其他	1.39%	—	+0.70%
28	VCIT	Vanguard Int-term Corporate	ETF-投資等級公司債	1.18%	—	-1.55%
29	BSV	Vanguard Short-term Bond ETF	ETF-其他	1.16%	—	-30.61%
30	✓	Powershares ETF Tr Ii	ETF-其他	1.15%	—	-3.35%
31	✓	Currencyshs Japanese Yen Tr	股票-其他	1.15%	—	-3.23%
32	DBBUSD	Invesco Db Base Metals Fund	ETF-其他	1.14%	—	—
33	DBPUSD	Invesco Db Precious Metals F	ETF-其他	1.14%	—	-3.35%
34	VNQ	Vanguard Real Estate ETF	ETF-其他	0.98%	—	-3.27%
35	GLD	Spdr Gold Shares	ETF-避險與商品	0.69%	—	-3.44%
36	IJR	Ishares Core S&p Small-cap E	ETF-中小型股	0.62%	—	—
37	REZ	Ishars Res And Multi Reales	ETF-其他	0.62%	—	-3.52%
38	PFF	Ishares Preferred & Income S	ETF-其他	0.59%	—	-3.36%
39	VV	Vanguard Large-cap ETF	ETF-其他	0.55%	—	-4.03%
40	✓	Powershares Db Gold Fund	股票-其他	0.54%	—	-3.27%
41	EFZUSD	Proshares Short Msci Eafe	ETF-其他	0.51%	—	-3.31%
42	VB	Vanguard Small-cap ETF	ETF-其他	0.50%	—	—
43	✓	Powershares Qqq Trust Ser 1	股票-其他	0.49%	—	-3.11%
44	✓		股票-其他	0.49%	—	-3.00%
45	IVV	Ishares Core S&p 500 ETF	ETF-大型股與成長	0.47%	—	-19.51%
46	BND	Vanguard Total Bond Market	ETF-其他	0.47%	—	-0.14%
47	VTI	Vanguard Total Stock Mkt ETF	ETF-其他	0.08%	—	—
48	JPUS	Jpmorgan Div Ret US Eq ETF	ETF-其他	0.08%	—	—

本季持股變動

Quantitative Advantage, LLC 於截至 Q3 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	IJJ	Ishares S&p Mid-cap 400 Valu	+3.1%	+28.66%	加碼
2	VPL	Vanguard Ftse Pacific ETF	+1.7%	+54.83%	加碼
3	VBR	Vanguard Small-cap Value ETF	+1.6%	+16.18%	加碼
4	IYW	Ishares Ustechnology ETF	+1.2%	+41.11%	加碼
5	VGT	Vanguard Info Tech ETF	+0.7%	+33.08%	加碼
6	IEF	Ishares 7-10 Year Treasury B	+0.5%	+22.28%	加碼
7	BIV	Vanguard Intermediate-term B	+0.5%	+39.27%	加碼
8	VAW	Vanguard Materials ETF	+0.1%	+0.70%	加碼
9	✓	Powershares Qqq Trust Ser 1	0%	-3.11%	減碼
10	✓	Currencyshs Japanese Yen Tr	0%	-3.23%	減碼
11	VMBS	Vanguard Mortgage-backed Sec	0%	-2.13%	減碼
12	VCSH	Vanguard S/t CORP Bond ETF	—	-2.14%	減碼
13	✓		—	-3.00%	減碼
14	GLD	Spdr Gold Shares	0%	-3.44%	減碼
15	PFF	Ishares Preferred & Income S	0%	-3.36%	減碼
16	✓	Powershares Db Gold Fund	0%	-3.27%	減碼
17	DBPUSD	Invesco Db Precious Metals F	0%	-3.35%	減碼
18	REZ	Ishars Res And Multi Reales	0%	-3.52%	減碼
19	VNQ	Vanguard Real Estate ETF	0%	-3.27%	減碼
20	EFZUSD	Proshares Short Msci Eafe	0%	-3.31%	減碼
21	EFAV	Ishares Msci Eafe Min Vol Fa	0%	-5.40%	減碼
22	✓	Powershares ETF Tr Ii	-0.1%	-3.35%	減碼
23	AGG	Ishares Core U.s. Aggregate	-0.1%	-5.29%	減碼
24	SPSB	Ss Spdr P St C CORP ETF	-0.1%	-5.14%	減碼
25	MBB	Ishares Mbs ETF	-0.1%	-5.10%	減碼
26	IGIB	Ishares 5-10y Inv Grade CORP	-0.1%	-5.98%	減碼
27	VDC	Vanguard Consumer Staple ETF	-0.1%	-3.43%	減碼
28	IVV	Ishares Core S&p 500 ETF	-0.1%	-19.51%	減碼
29	IYK	Ishares US Consumer Staples	-0.1%	-5.38%	減碼
30	VPU	Vanguard Utilities ETF	-0.2%	-4.24%	減碼
31	IYZ	Ishares US Telecommunication	-0.2%	-5.19%	減碼
32	XLU	St Sr Utl Sl Se Spdr Etf-usd	-0.3%	-5.90%	減碼
33	BSV	Vanguard Short-term Bond ETF	-0.5%	-30.61%	減碼
34	MINT	Pimco Enhanced Short Maturit	-2.9%	-45.16%	減碼
35	SHV	Ishares 0-1 Year Treasury Bo	-3.9%	-35.85%	減碼
36	EEMV	Ishares Msci Emg Mkt Min Vol	—	NEW	新建倉
37	✓	Invesco Intl Developed Low Vol	—	NEW	新建倉
38	SCZ	Ishares Msci Eafe Small-cap	—	EXIT	清倉
39	EFA	Ishares Msci Eafe ETF	—	EXIT	清倉
40	VSS	Vanguard Ftse All Wo X-us Sc	—	EXIT	清倉
41	✓	Powershares ETF Tr Ii	—	NEW	新建倉
42	VGK	Vanguard Ftse Europe ETF	—	EXIT	清倉
43	DBBUSD	Invesco Db Base Metals Fund	—	NEW	新建倉
44	✓	Currencyshares Swiss Franc Tru	—	EXIT	清倉
45	IJR	Ishares Core S&p Small-cap E	—	NEW	新建倉
46	DIA	Ss Spdr Dow Jones Indus Avg	—	EXIT	清倉
47	VUG	Vanguard Growth ETF	—	EXIT	清倉
48	VB	Vanguard Small-cap ETF	—	NEW	新建倉
49	JPUS	Jpmorgan Div Ret US Eq ETF	—	NEW	新建倉
50	VTI	Vanguard Total Stock Mkt ETF	—	NEW	新建倉