0001193125-12-054806.txt : 20120213
0001193125-12-054806.hdr.sgml : 20120213
20120213092340
ACCESSION NUMBER: 0001193125-12-054806
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111231
FILED AS OF DATE: 20120213
DATE AS OF CHANGE: 20120213
EFFECTIVENESS DATE: 20120213
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Quantitative Advantage LLC
CENTRAL INDEX KEY: 0001368905
IRS NUMBER: 411964250
STATE OF INCORPORATION: MN
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-11975
FILM NUMBER: 12595515
BUSINESS ADDRESS:
STREET 1: 10225 YELLOW CIRCLE DRIVE
STREET 2: SUITE 100
CITY: MINNETONKA
STATE: MN
ZIP: 55343
BUSINESS PHONE: 952-944-3206
MAIL ADDRESS:
STREET 1: 10225 YELLOW CIRCLE DRIVE
STREET 2: SUITE 100
CITY: MINNETONKA
STATE: MN
ZIP: 55343
13F-HR
1
d298882d13fhr.txt
FORM 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: December 31, 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, Suite 100
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 February 9, 2012
_______________________ ________________________ _______________________
[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: 42
Form 13F Information Table Value Total: $415,586
(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.
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------- ---------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMNT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
-------------- ---------------- --------- -------- -------- --- ---- ---------- -------- ------ ------ ------
CURRENCYSHARES AUSTRALIAN DL. AUSTRALIAN DOL 23129U101 10364 100997 SOLE NONE 48194 0 52803
CURRENCYSHS JAPANESE YEN TR.. JAPANESE YEN 23130A102 10352 80919 SOLE NONE 38132 0 42787
ISHARES TR................... BARCLY USAGG B 464287226 29691 269303 SOLE NONE 101526 0 167777
ISHARES TR................... BARCLYS TIPS BD 464287176 15815 135529 SOLE NONE 63671 0 71858
ISHARES TR................... AGENCY BD FD 464288166 13754 121768 SOLE NONE 32610 0 89158
ISHARES GOLD TRUST........... ISHARES 464285105 6655 436983 SOLE NONE 281530 0 155453
ISHARES TR................... DJ US HEALTHCR 464287762 7397 103356 SOLE NONE 42664 0 60692
ISHARES TR................... DJ US TECH SEC 464287721 6832 106916 SOLE NONE 44299 0 62617
ISHARES TR................... DJ US UTILS 464287697 7457 84426 SOLE NONE 34898 0 49528
ISHARES TR................... MSCI EMERG MKT 464287234 9350 246450 SOLE NONE 106033 0 140417
ISHARES INC.................. MSCI JAPAN 464286848 10011 1098865 SOLE NONE 476411 0 622454
ISHARES INC.................. MSCI PAC J IDX 464286665 9394 241299 SOLE NONE 102585 0 138714
ISHARES TR................... S&P500 GRW 464287309 36578 542460 SOLE NONE 220426 0 322034
ISHARES TR................... S&P 500 INDEX 464287200 335 2656 SOLE NONE 16 0 2640
ISHARES TR................... CONS SRVC IDX 464287580 7423 103948 SOLE NONE 42931 0 61017
ISHARES TR................... BARCLYS MBS BD 464288588 29706 274882 SOLE NONE 104055 0 170827
ISHARES TR................... CONS GOODS IDX 464287812 7367 107575 SOLE NONE 44900 0 62675
ISHARES TR................... IBOXX INV CPBD 464287242 21347 187652 SOLE NONE 74514 0 113138
PIMCO ETF TR................. 1-5 US TIP IDX 72201R205 8708 163200 SOLE NONE 12230 0 150970
POWERSHARES ETF TR II........ S&P500 LOW VOL 73937B779 10636 410185 SOLE NONE 193299 0 216886
POWERSHS DB MULTI SECT COMM.. DB GOLD FUND 73936B606 2837 52098 SOLE NONE 3969 0 48129
POWERSHS DB MULTI SECT COMM.. DB OIL FUND 73936B507 10377 363203 SOLE NONE 169402 0 193801
POWERSHS DB MULTI SECT COMM.. DB PREC MTLS 73936B200 8952 166143 SOLE NONE 77521 0 88622
POWERSHARES GLOBAL ETF TRUST. ASIA PAC EX-JP 73936T854 3332 71620 SOLE NONE 4565 0 67055
PROSHARES TR................. PSHS SH MSCI EAF 74347R370 10207 198192 SOLE NONE 96744 0 101448
PROSHARES TR................. PSHS SHTRUSS2000 74347R826 9757 328726 SOLE NONE 150763 0 177963
SPDR DOW JONES INDL AVRG ETF. UT SER 1 78467X109 7251 59508 SOLE NONE 38276 0 21232
VANGUARD WORLD FDS........... CONSUM DIS ETF 92204A108 2973 48106 SOLE NONE 2798 0 45308
VANGUARD WORLD FDS........... CONSUM STP ETF 92204A207 2972 36474 SOLE NONE 2114 0 34360
VANGUARD INTL EQUITY INDEX F. MSCI EMR MKT ETF 922042858 3308 86586 SOLE NONE 5475 0 81111
VANGUARD INDEX FDS........... GROWTH ETF 922908736 14077 227933 SOLE NONE 13729 0 214204
VANGUARD WORLD FDS........... HEALTH CAR ETF 92204A504 2697 44066 SOLE NONE 2823 0 41243
VANGUARD WORLD FDS........... INF TECH ETF 92204A702 2931 47756 SOLE NONE 2790 0 44966
VANGUARD BD INDEX FD INC..... INTERMED TERM 921937819 8658 99551 SOLE NONE 7493 0 92058
VANGUARD SCOTTSDALE FDS...... INT-TERM CORP 92206C870 17209 208929 SOLE NONE 41496 0 167433
VANGUARD INDEX FDS........... LARGE CAP ETF 922908637 3282 57281 SOLE NONE 4101 0 53180
VANGUARD SCOTTSDALE FDS...... MORTG-BACK SEC 92206C771 3152 60751 SOLE NONE 4595 0 56156
VANGUARD INTL EQUITY INDEX F. MSCI PAC ETF 922042866 3307 69490 SOLE NONE 4440 0 65050
VANGUARD SCOTTSDALE FDS...... SHRT-TERM CORP 92206C409 8647 111053 SOLE NONE 8685 0 102368
VANGUARD BD INDEX FD INC..... TOTAL BND MRKT 921937835 17432 208672 SOLE NONE 16042 0 192630
VANGUARD WORLD FDS........... UTILITIES ETF 92204A876 3044 39587 SOLE NONE 2298 0 37289
WISDOMTREE TRUST............. CHINESE YUAN ETF 97717W182 10012 397461 SOLE NONE 187408 0 210053