Quantitative Advantage, LLC — Q4 2017 13F 持股

Name: Quantitative Advantage, LLC — 13F Holdings, Q4 2017
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	MTUM	Ishares Msci USA Momentum Fa	ETF-其他	7.32%	—	—
2	VLUE	Ishares Msci USA Value Facto	ETF-其他	7.17%	—	—
3	VEA	Vanguard Ftse Developed ETF	ETF-其他	5.99%	—	-1.52%
4	PDP	Invesco Dwa Momentum ETF	ETF-其他	4.48%	—	—
5	PWVUSD	Invesco Dynamic Large Cap Va	ETF-大型股與成長	4.39%	—	—
6	VTI	Vanguard Total Stock Mkt ETF	ETF-其他	4.19%	—	+8.17%
7	ACWX	Ishares Msci Acwi Ex US ETF	ETF-其他	3.66%	—	-11.32%
8	IYG	Ishares U.s. Financial Servi	ETF-其他	3.60%	—	-21.40%
9	AAXJ	Ishares Msci All Country Asi	ETF-其他	3.60%	—	—
10	IYC	Ishares US Consumer Discreti	ETF-其他	3.49%	—	—
11	JPUS	Jpmorgan Div Ret US Eq ETF	ETF-其他	3.33%	—	+11.40%
12	VEU	Vanguard Ftse All-world Ex-u	ETF-其他	3.24%	—	-7.61%
13	IYW	Ishares Ustechnology ETF	ETF-科技型	3.09%	—	-5.42%
14	VGT	Vanguard Info Tech ETF	ETF-科技型	2.92%	—	+25.41%
15	VFH	Vanguard Financials ETF	ETF-其他	2.49%	—	-14.47%
16	ANGL	Vaneck Fallen Angel High Yld	ETF-其他	2.38%	—	-1.09%
17	XLI	Ss Industrial Select Sector	ETF-其他	2.31%	—	-27.88%
18	XLV	Ss Health Care Select Sector	ETF-其他	2.24%	—	-21.93%
19	✓	Rydex ETF Trust	ETF-其他	2.20%	—	+1.77%
20	AXJLUSD	Wisdomtree Asia-pacific Ex-j	ETF-其他	2.14%	—	—
21	IEF	Ishares 7-10 Year Treasury B	ETF-政府公債	1.86%	—	-1.69%
22	AGG	Ishares Core U.s. Aggregate	ETF-其他	1.84%	—	-1.64%
23	VCR	Vanguard Consumer Discre ETF	ETF-其他	1.55%	—	—
24	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	ETF-投資等級公司債	1.55%	—	-2.26%
25	BND	Vanguard Total Bond Market	ETF-其他	1.51%	—	+1.53%
26	SRLN	Ss Blackstone Sr Loan ETF	ETF-其他	1.47%	—	-1.84%
27	VHT	Vanguard Health Care ETF	ETF-其他	1.30%	—	-32.91%
28	BIV	Vanguard Intermediate-term B	ETF-其他	1.11%	—	+0.08%
29	JPIN	JPM Diversified Ret Intl Eq	ETF-其他	1.11%	—	+11.50%
30	VCSH	Vanguard S/t CORP Bond ETF	ETF-投資等級公司債	1.10%	—	-0.09%
31	VV	Vanguard Large-cap ETF	ETF-其他	1.06%	—	-4.81%
32	DBBUSD	Invesco Db Base Metals Fund	ETF-其他	0.98%	—	-3.78%
33	IVV	Ishares Core S&p 500 ETF	ETF-大型股與成長	0.83%	—	+35.16%
34	VCIT	Vanguard Int-term Corporate	ETF-投資等級公司債	0.79%	—	+2.31%
35	✓	Powershares	股票-其他	0.78%	—	+2.40%
36	CEW	Wisdomtree Emerging Currency	ETF-新興市場	0.74%	—	-2.64%
37	GOF	Guggenheim Strategic Opportunities Fund	股票-其他	0.70%	—	-2.78%
38	✓	Currencyshs Brit Pound Ster	股票-其他	0.68%	—	-2.77%
39	EFA	Ishares Msci Eafe ETF	ETF-其他	0.46%	—	-0.41%
40	DIA	Ss Spdr Dow Jones Indus Avg	ETF-大型股與成長	0.44%	—	-0.12%
41	REM	Ishares Mortgage Real Estate	ETF-其他	0.39%	—	-0.13%
42	EEM	Ishares Msci Emerging Market	ETF-新興市場	0.39%	—	—
43	IJR	Ishares Core S&p Small-cap E	ETF-中小型股	0.38%	—	—
44	VWO	Vanguard Ftse Emerging Marke	ETF-新興市場	0.37%	—	—
45	VBK	Vanguard Small-cap Grwth ETF	ETF-其他	0.36%	—	—
46	VNQ	Vanguard Real Estate ETF	ETF-其他	0.34%	—	-4.59%
47	MBB	Ishares Mbs ETF	ETF-其他	0.34%	—	+0.06%
48	✓	Powershares Db Gold Fund	股票-其他	0.34%	—	-5.06%
49	GLD	Spdr Gold Shares	ETF-避險與商品	0.34%	—	-0.09%
50	SPSB	Ss Spdr P St C CORP ETF	ETF-其他	0.34%	—	+0.07%

1–50 of 51

本季持股變動

Quantitative Advantage, LLC 於截至 Q4 2017 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	VGT	Vanguard Info Tech ETF	+0.7%	+25.41%	加碼
2	VTI	Vanguard Total Stock Mkt ETF	+0.4%	+8.17%	加碼
3	JPUS	Jpmorgan Div Ret US Eq ETF	+0.4%	+11.40%	加碼
4	IVV	Ishares Core S&p 500 ETF	+0.2%	+35.16%	加碼
5	✓	Rydex ETF Trust	+0.1%	+1.77%	加碼
6	JPIN	JPM Diversified Ret Intl Eq	+0.1%	+11.50%	加碼
7	DIA	Ss Spdr Dow Jones Indus Avg	0%	-0.12%	減碼
8	DBBUSD	Invesco Db Base Metals Fund	0%	-3.78%	減碼
9	✓	Powershares	0%	+2.40%	加碼
10	VCIT	Vanguard Int-term Corporate	0%	+2.31%	加碼
11	IYW	Ishares Ustechnology ETF	0%	-5.42%	減碼
12	VMBS	Vanguard Mortgage-backed Sec	0%	-4.63%	減碼
13	REM	Ishares Mortgage Real Estate	0%	-0.13%	減碼
14	✓	Powershares Db Gold Fund	0%	-5.06%	減碼
15	VNQ	Vanguard Real Estate ETF	0%	-4.59%	減碼
16	✓	Currencyshs Brit Pound Ster	0%	-2.77%	減碼
17	BND	Vanguard Total Bond Market	-0.1%	+1.53%	加碼
18	VCSH	Vanguard S/t CORP Bond ETF	-0.1%	-0.09%	減碼
19	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	-0.1%	-2.26%	減碼
20	SRLN	Ss Blackstone Sr Loan ETF	-0.1%	-1.84%	減碼
21	AGG	Ishares Core U.s. Aggregate	-0.1%	-1.64%	減碼
22	VEA	Vanguard Ftse Developed ETF	-0.1%	-1.52%	減碼
23	IEF	Ishares 7-10 Year Treasury B	-0.1%	-1.69%	減碼
24	ANGL	Vaneck Fallen Angel High Yld	-0.1%	-1.09%	減碼
25	VEU	Vanguard Ftse All-world Ex-u	-0.3%	-7.61%	減碼
26	VFH	Vanguard Financials ETF	-0.3%	-14.47%	減碼
27	ACWX	Ishares Msci Acwi Ex US ETF	-0.5%	-11.32%	減碼
28	VHT	Vanguard Health Care ETF	-0.7%	-32.91%	減碼
29	XLV	Ss Health Care Select Sector	-0.7%	-21.93%	減碼
30	IYG	Ishares U.s. Financial Servi	-0.8%	-21.40%	減碼
31	XLI	Ss Industrial Select Sector	-0.8%	-27.88%	減碼
32	IVW	Ishares S&p 500 Growth ETF	—	EXIT	清倉
33	VUG	Vanguard Growth ETF	—	EXIT	清倉
34	MTUM	Ishares Msci USA Momentum Fa	—	NEW	新建倉
35	VLUE	Ishares Msci USA Value Facto	—	NEW	新建倉
36	PDP	Invesco Dwa Momentum ETF	—	NEW	新建倉
37	PWVUSD	Invesco Dynamic Large Cap Va	—	NEW	新建倉
38	IEV	Ishares Europe ETF	—	EXIT	清倉
39	AAXJ	Ishares Msci All Country Asi	—	NEW	新建倉
40	IYC	Ishares US Consumer Discreti	—	NEW	新建倉
41	VGK	Vanguard Ftse Europe ETF	—	EXIT	清倉
42	AXJLUSD	Wisdomtree Asia-pacific Ex-j	—	NEW	新建倉
43	VCR	Vanguard Consumer Discre ETF	—	NEW	新建倉
44	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	EXIT	清倉
45	VPU	Vanguard Utilities ETF	—	EXIT	清倉
46	✓	Powershares Qqq Trust Ser 1	—	EXIT	清倉
47	EEM	Ishares Msci Emerging Market	—	NEW	新建倉
48	IJR	Ishares Core S&p Small-cap E	—	NEW	新建倉
49	VWO	Vanguard Ftse Emerging Marke	—	NEW	新建倉
50	VBK	Vanguard Small-cap Grwth ETF	—	NEW	新建倉