0001193125-11-295017.txt : 20111103
0001193125-11-295017.hdr.sgml : 20111103
20111103154923
ACCESSION NUMBER: 0001193125-11-295017
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111103
DATE AS OF CHANGE: 20111103
EFFECTIVENESS DATE: 20111103
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Quantitative Advantage LLC
CENTRAL INDEX KEY: 0001368905
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-11975
FILM NUMBER: 111177717
BUSINESS ADDRESS:
STREET 1: 10225 YELLOW CIRCLE DRIVE
CITY: MINNETONKA
STATE: MN
ZIP: 55343
BUSINESS PHONE: 952-944-3206
MAIL ADDRESS:
STREET 1: 10225 YELLOW CIRCLE DRIVE
CITY: MINNETONKA
STATE: MN
ZIP: 55343
13F-HR
1
d250462d13fhr.txt
13F HOLDINGS REPORT
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2011
Check here if Amendment [_]; Amendment Number:
--------------
This Amendment (Check only one.): [_] is a restatement.
[_] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Quantitative Advantage, LLC
Address: 10225 Yellow Circle Drive
Minnetonka, MN 55343
Form 13F File Number: 028-119785
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Graham van der Leeuw
Title: Chief Operating Officer, Chief Compliance Officer
and General Counsel
Phone: (952) 942-3206
Signature, Place, and Date of Signing:
/s/ Graham van der Leeuw Minnetonka, MN November 2, 2011
---------------------------- --------------------- ---------------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[_] 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
[_] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 46
Form 13F Information Table Value Total: $405,700
-----------
(thousands)
List of Other Included Managers:
None.
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
None.
2
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ---------------- --------- -------- ------------------ ---------- -------- -------------------------
VOTING AUTHORITY
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMNT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
---------------------------- ---------------- --------- -------- -------- --- ---- ---------- ------- ------ ------ -----------
CURRENCYSHARES AUSTRALIAN DL AUSTRALIAN DOL 23129U101 8788 90957 SH SOLE NONE 42490 0 48467
CURRENCYSHARES CDN DLR TR CDN DOLLAR SHS 23129X105 9008 94184 SH SOLE NONE 43837 0 50347
CURRENCYSHARES SWEDISH KRONA SWEDISH KRONA 23129R108 8859 61169 SH SOLE NONE 28436 0 32733
ISHARES GOLD TRUST ISHARES 464285105 7084 443049 SH SOLE NONE 283099 0 159950
ISHARES INC MSCI CDA INDEX 464286509 8933 351405 SH SOLE NONE 155007 0 196398
ISHARES INC MSCI JAPAN 464286848 10192 1086011 SH SOLE NONE 492467 0 593544
ISHARES INC MSCI PAC J IDX 464286665 9132 245222 SH SOLE NONE 111986 0 133236
ISHARES SILVER TRUST ISHARES 46428Q109 4999 168544 SH SOLE NONE 107438 0 61106
ISHARES TR BARCLY USAGG B 464287226 20490 186901 SH SOLE NONE 71780 0 115121
ISHARES TR BARCLYS TIPS BD 464287176 15444 134006 SH SOLE NONE 62867 0 71139
ISHARES TR DJ US HEALTHCR 464287762 6974 107286 SH SOLE NONE 44898 0 62388
ISHARES TR DJ US UTILS 464287697 7230 90809 SH SOLE NONE 38516 0 52293
ISHARES TR NASDQ BIO INDX 464287556 7128 75987 SH SOLE NONE 31524 0 44463
ISHARES TR S&P500 GRW 464287309 35163 567148 SH SOLE NONE 236681 0 330467
ISHARES TR S&P 500 INDEX 464287200 306 2663 SH SOLE NONE 16 0 2647
ISHARES TR S&P MC 400 GRW 464287606 278 3063 SH SOLE NONE 2664 0 399
ISHARES TR S&P SMLCP GROW 464287887 280 4252 SH SOLE NONE 3700 0 552
ISHARES TR CONS SRVC IDX 464287580 6981 108153 SH SOLE NONE 45230 0 62923
ISHARES TR BARCLYS MBS BD 464288588 28719 266381 SH SOLE NONE 98616 0 167765
ISHARES TR CONS GOODS IDX 464287812 7049 111548 SH SOLE NONE 47018 0 64530
ISHARES TR RESIDENT PLS CAP 464288562 6051 157175 SH SOLE NONE 100134 0 57041
ISHARES TR IBOXX INV CPBD 464287242 22120 198240 SH SOLE NONE 56872 0 141368
ISHARES TR US PFD STK IDX 464288687 5995 172668 SH SOLE NONE 109739 0 62929
ISHARES TR JPMORGAN USD 464288281 6404 61526 SH SOLE NONE 39333 0 22193
PIMCO ETF TR 1-5 US TIP IDX 72201R205 8394 158255 SH SOLE NONE 9951 0 148304
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 8342 321730 SH SOLE NONE 149336 0 172394
POWERSHARES GLOBAL ETF TRUST AGG PFD PORT 73936T565 2742 206159 SH SOLE NONE 13868 0 192291
POWERSHARES GLOBAL ETF TRUST SOVEREIGN DEBT 73936T573 2792 106530 SH SOLE NONE 7139 0 99391
POWERSHARES GLOBAL ETF TRUST ASIA PAC EX-JP 73936T854 3315 76202 SH SOLE NONE 5166 0 71036
POWERSHS DB MULTI SECT COMM DB AGRICULT FD 73936B408 8844 294798 SH SOLE NONE 138229 0 156569
POWERSHS DB MULTI SECT COMM DB GOLD FUND 73936B606 2959 51652 SH SOLE NONE 3425 0 48227
POWERSHS DB MULTI SECT COMM DB SILVER FUND 73936B309 2128 40277 SH SOLE NONE 2684 0 37593
PROSHARES TR PSHS SH MSCI EAF 74347R370 10234 184463 SH SOLE NONE 86266 0 98197
PROSHARES TR PSHS SHTRUSS2000 74347R826 9911 284890 SH SOLE NONE 132938 0 151952
VANGUARD BD INDEX FD INC INTERMED TERM 921937819 8420 96520 SH SOLE NONE 6091 0 90429
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 17195 206399 SH SOLE NONE 13876 0 192523
VANGUARD INDEX FDS GROWTH ETF 922908736 13843 243804 SH SOLE NONE 15703 0 228101
VANGUARD INDEX FDS REIT ETF 922908553 5111 102314 SH SOLE NONE 6893 0 95421
VANGUARD INTL EQUITY INDEX F MSCI PAC ETF 922042866 3586 74162 SH SOLE NONE 5047 0 69115
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 16883 210821 SH SOLE NONE 42063 0 168758
VANGUARD SCOTTSDALE FDS SHRT-TERM CORP 92206C409 22118 285762 SH SOLE NONE 53038 0 232724
VANGUARD TAX-MANAGED INTL FD MSCI EAFE ETF 921943858 3551 117005 SH SOLE NONE 7931 0 109074
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 2916 51322 SH SOLE NONE 3194 0 48128
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 2942 38870 SH SOLE NONE 2406 0 36464
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 2917 51707 SH SOLE NONE 3218 0 48489
VANGUARD WORLD FDS UTILITIES ETF 92204A876 2950 42377 SH SOLE NONE 2616 0 39761