Quantitative Advantage, LLC — Q2 2018 13F 持股

Name: Quantitative Advantage, LLC — 13F Holdings, Q2 2018
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	7.45%	—	-0.99%
2	VLUE	Ishares Msci USA Value Facto	ETF-其他	6.81%	—	-0.69%
3	PDP	Invesco Dorsey Wright Moment	ETF-其他	4.70%	—	—
4	VEA	Vanguard Ftse Developed ETF	ETF-其他	4.45%	—	+0.35%
5	VONG	Vanguard Russell 1000 Growth	ETF-其他	4.28%	—	-0.72%
6	IYC	Ishares US Consumer Discreti	ETF-其他	3.83%	—	+3.21%
7	JPUS	Jpmorgan Div Ret US Eq ETF	ETF-其他	3.80%	—	+3.74%
8	VTI	Vanguard Total Stock Mkt ETF	ETF-其他	3.73%	—	+3.81%
9	IYW	Ishares Ustechnology ETF	ETF-科技型	3.63%	—	+9.45%
10	IYG	Ishares U.s. Financial Servi	ETF-其他	3.55%	—	+0.53%
11	VFH	Vanguard Financials ETF	ETF-其他	3.01%	—	+0.21%
12	VEU	Vanguard Ftse All-world Ex-u	ETF-其他	2.73%	—	+139.68%
13	EFAV	Ishares Msci Eafe Min Vol Fa	ETF-其他	2.70%	—	—
14	VGT	Vanguard Info Tech ETF	ETF-科技型	2.64%	—	+18.40%
15	SCZ	Ishares Msci Eafe Small-cap	ETF-其他	2.60%	—	+0.44%
16	AAXJ	Ishares Msci All Country Asi	ETF-其他	2.50%	—	+0.51%
17	BOND	Pimco Active Bond Exchange-t	ETF-其他	2.42%	—	-1.08%
18	JPIB	Jpmorgan Intl Bnd ETF	ETF-其他	2.42%	—	—
19	ANGL	Vaneck Fallen Angel High Yld	ETF-其他	2.26%	—	-1.04%
20	XLV	Ss Health Care Select Sector	ETF-其他	2.17%	—	-2.96%
21	SPIP	Ss Spdr P Tips ETF	ETF-其他	2.06%	—	-1.90%
22	VCR	Vanguard Consumer Discre ETF	ETF-其他	1.83%	—	+11.89%
23	VHT	Vanguard Health Care ETF	ETF-其他	1.56%	—	-23.56%
24	SRLN	Ss Blackstone Sr Loan ETF	ETF-其他	1.53%	—	-1.15%
25	XLE	Ss Energy Select Sector	ETF-其他	1.49%	—	—
26	DLS	Wisdomtree Intl S/c Dvd Fund	ETF-其他	1.47%	—	-0.09%
27	AXJLUSD	Wisdomtree Asia-pacific Ex-j	ETF-其他	1.45%	—	-0.44%
28	JPIN	JPM Diversified Ret Intl Eq	ETF-其他	1.21%	—	+3.80%
29	PDBC	Invesco Optimum Yield Divers	ETF-其他	1.14%	—	—
30	SPAB	Ss Spdr P Agg Bond ETF	ETF-其他	1.08%	—	-2.22%
31	VCSH	Vanguard S/t CORP Bond ETF	ETF-投資等級公司債	1.06%	—	+4.53%
32	VDE	Vanguard Energy ETF	ETF-其他	1.05%	—	—
33	VV	Vanguard Large-cap ETF	ETF-其他	1.04%	—	-1.00%
34	SPTM	Ss Spdr P S&p 1500 Comp ETF	ETF-其他	0.94%	—	-0.45%
35	BKLN	Invesco Senior Loan ETF	ETF-其他	0.76%	—	—
36	FXY	Invesco Currencyshares Japan	ETF-其他	0.74%	—	—
37	UUP	Invesco Db US Dollar Index B	ETF-大型股與成長	0.74%	—	—
38	QQQ	Invesco Qqq Trust Series 1	ETF-科技型	0.72%	—	—
39	BND	Vanguard Total Bond Market	ETF-其他	0.72%	—	+1.17%
40	FXB	Invesco Currencyshares Briti	ETF-其他	0.67%	—	—
41	IVV	Ishares Core S&p 500 ETF	ETF-大型股與成長	0.62%	—	+9.20%
42	EFA	Ishares Msci Eafe ETF	ETF-其他	0.45%	—	-0.81%
43	DIA	Ss Spdr Dow Jones Indus Avg	ETF-大型股與成長	0.44%	—	-0.88%
44	IJR	Ishares Core S&p Small-cap E	ETF-中小型股	0.42%	—	-0.55%
45	GSG	Ishares S&p Gsci Commodity I	ETF-避險與商品	0.41%	—	—
46	VBK	Vanguard Small-cap Grwth ETF	ETF-其他	0.39%	—	+1.47%
47	AGG	Ishares Core U.s. Aggregate	ETF-其他	0.35%	—	-0.45%
48	MBB	Ishares Mbs ETF	ETF-其他	0.34%	—	-0.72%
49	SPSB	Ss Spdr P St C CORP ETF	ETF-其他	0.34%	—	-0.93%
50	GLD	Spdr Gold Shares	ETF-避險與商品	0.34%	—	-0.46%

1–50 of 53

本季持股變動

Quantitative Advantage, LLC 於截至 Q2 2018 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	VEU	Vanguard Ftse All-world Ex-u	+1.5%	+139.68%	加碼
2	VGT	Vanguard Info Tech ETF	+0.5%	+18.40%	加碼
3	IYW	Ishares Ustechnology ETF	+0.5%	+9.45%	加碼
4	IYC	Ishares US Consumer Discreti	+0.3%	+3.21%	加碼
5	VCR	Vanguard Consumer Discre ETF	+0.3%	+11.89%	加碼
6	VTI	Vanguard Total Stock Mkt ETF	+0.2%	+3.81%	加碼
7	JPUS	Jpmorgan Div Ret US Eq ETF	+0.2%	+3.74%	加碼
8	VONG	Vanguard Russell 1000 Growth	+0.2%	-0.72%	減碼
9	MTUM	Ishares Msci USA Momentum Fa	+0.1%	-0.99%	減碼
10	IVV	Ishares Core S&p 500 ETF	+0.1%	+9.20%	加碼
11	VCSH	Vanguard S/t CORP Bond ETF	0%	+4.53%	加碼
12	SPAB	Ss Spdr P Agg Bond ETF	-0.1%	-2.22%	減碼
13	BOND	Pimco Active Bond Exchange-t	-0.1%	-1.08%	減碼
14	ANGL	Vaneck Fallen Angel High Yld	-0.1%	-1.04%	減碼
15	SPIP	Ss Spdr P Tips ETF	-0.1%	-1.90%	減碼
16	DLS	Wisdomtree Intl S/c Dvd Fund	-0.1%	-0.09%	減碼
17	AXJLUSD	Wisdomtree Asia-pacific Ex-j	-0.1%	-0.44%	減碼
18	SCZ	Ishares Msci Eafe Small-cap	-0.1%	+0.44%	加碼
19	VFH	Vanguard Financials ETF	-0.1%	+0.21%	加碼
20	VEA	Vanguard Ftse Developed ETF	-0.2%	+0.35%	加碼
21	AAXJ	Ishares Msci All Country Asi	-0.2%	+0.51%	加碼
22	VHT	Vanguard Health Care ETF	-0.4%	-23.56%	減碼
23	PDP	Invesco Dorsey Wright Moment	—	NEW	新建倉
24	PDP	Invesco Dwa Momentum ETF	—	EXIT	清倉
25	EFAV	Ishares Msci Eafe Min Vol Fa	—	NEW	新建倉
26	SPEM	State Street Sp Ptf Em ETF	—	EXIT	清倉
27	JPIB	Jpmorgan Intl Bnd ETF	—	NEW	新建倉
28	XLI	Ss Industrial Select Sector	—	EXIT	清倉
29	VWO	Vanguard Ftse Emerging Marke	—	EXIT	清倉
30	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	—	EXIT	清倉
31	XLE	Ss Energy Select Sector	—	NEW	新建倉
32	✓	Rydex ETF Trust	—	EXIT	清倉
33	PDBC	Invesco Optimum Yield Divers	—	NEW	新建倉
34	VDE	Vanguard Energy ETF	—	NEW	新建倉
35	CEW	Wisdomtree Emerging Currency	—	EXIT	清倉
36	✓	Powershares Act Mang Comm Fd	—	EXIT	清倉
37	BKLN	Invesco Senior Loan ETF	—	NEW	新建倉
38	FXY	Invesco Currencyshares Japan	—	NEW	新建倉
39	UUP	Invesco Db US Dollar Index B	—	NEW	新建倉
40	QQQ	Invesco Qqq Trust Series 1	—	NEW	新建倉
41	GOF	Guggenheim Strategic Opportunities Fund	—	EXIT	清倉
42	✓	Powershares	—	EXIT	清倉
43	✓	Currencyshs Brit Pound Ster	—	EXIT	清倉
44	VCIT	Vanguard Int-term Corporate	—	EXIT	清倉
45	DBBUSD	Invesco Db Base Metals Fund	—	EXIT	清倉
46	FXB	Invesco Currencyshares Briti	—	NEW	新建倉
47	EEM	Ishares Msci Emerging Market	—	EXIT	清倉
48	GSG	Ishares S&p Gsci Commodity I	—	NEW	新建倉
49	✓	Powershares Db Gold Fund	—	EXIT	清倉
50	DGLUSD	Invesco Db Gold Fund	—	NEW	新建倉