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QA

Quantitative Advantage Portfolio holdings

AUM $689M
1-Year Est. Return 6.25%
This Fund
S&P 500
This Quarter Est. Return
-7.12%
1 Year Est. Return
-6.25%
3 Year Est. Return
+45.86%
5 Year Est. Return
+49.8%
10 Year Est. Return
+150.98%
AUM
$316M
AUM Growth
-$43.4M
Cap. Flow
-$17.2M
Cap. Flow %
-5.45%
Top 10 Hldgs %
49.01%
Holding
76
New
23
Increased
9
Reduced
25
Closed
19

Top Buys

Rank Stock Value
1
JPST icon
JPMorgan Ultra-Short Income ETF
JPST
+$50.5M
2
VTV icon
Vanguard Value ETF
VTV
+$14.5M
3
QUAL icon
iShares MSCI USA Quality Factor ETF
QUAL
+$14.4M
4
DGRW icon
WisdomTree Trust WisdomTree US Quality Dividend Growth Fund
DGRW
+$10.6M
5
IYK icon
iShares US Consumer Staples ETF
IYK
+$6.73M

Top Sells

Rank Stock Value
1
IVW icon
iShares S&P 500 Growth ETF
IVW
+$25.7M
2
VONG icon
Vanguard Russell 1000 Growth ETF
VONG
+$15.8M
3
IYC icon
iShares US Consumer Discretionary ETF
IYC
+$14.6M
4
SPLV icon
Invesco S&P 500 Low Volatility ETF
SPLV
+$12.4M
5
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$9.17M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XLU icon
26
State Street Utilities Select Sector SPDR ETF
XLU
$23.5B
$4.65M 1.47%
+175,710
New +$4.77M
IDLV icon
27
Invesco S&P International Developed Low Volatility ETF
IDLV
$340M
$4.39M 1.39%
+147,094
New +$4.56M
JPIN icon
28
JPMorgan Diversified Return International Equity ETF
JPIN
$360M
$3.62M 1.14%
71,059
-2,692
-4% -$144K
VPU
29
Vanguard Utilities ETF
VPU
$8.64B
$3.49M 1.1%
+29,630
New +$3.59M
BSV icon
30
Vanguard Short-Term Bond ETF
BSV
$44.7B
$3.31M 1.05%
+42,117
New +$3.28M
VCSH icon
31
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.8B
$3.29M 1.04%
42,210
+321
+0.8% +$25K
EELV icon
32
Invesco S&P Emerging Markets Low Volatility ETF
EELV
$428M
$3.25M 1.03%
+143,014
New +$3.35M
SPAB icon
33
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.6B
$3.19M 1.01%
114,532
-11,746
-9% -$323K
SPTM icon
34
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.5B
$3.11M 0.98%
100,665
+4,601
+5% +$154K
UUP icon
35
Invesco DB US Dollar Index Bullish Fund
UUP
$432M
$2.63M 0.83%
103,362
-1,577
-2% -$40.5K
FXY icon
36
Invesco CurrencyShares Japanese Yen Trust
FXY
$427M
$2.63M 0.83%
30,149
-350
-1% -$29.7K
FXF icon
37
Invesco CurrencyShares Swiss Franc Trust
FXF
$420M
$2.5M 0.79%
26,292
-184
-0.7% -$17.3K
BND icon
38
Vanguard Total Bond Market
BND
$159B
$2.49M 0.79%
31,461
+930
+3% +$72.7K
SPLV icon
39
Invesco S&P 500 Low Volatility ETF
SPLV
$7.19B
$2.46M 0.78%
52,716
-254,986
-83% -$12.4M
PDBC icon
40
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$5.61B
$2.25M 0.71%
149,149
-67,447
-31% -$1.15M
VV icon
41
Vanguard Large-Cap ETF
VV
$52.2B
$1.7M 0.54%
14,787
-14,177
-49% -$1.76M
IVV icon
42
iShares Core S&P 500 ETF
IVV
$881B
$1.35M 0.43%
5,351
-1,736
-24% -$471K
FPE icon
43
First Trust Preferred Securities and Income ETF
FPE
$6.36B
$1.3M 0.41%
+72,467
New +$1.34M
RWM icon
44
ProShares Short Russell2000
RWM
$114M
$1.27M 0.4%
+27,133
New +$1.15M
REZ icon
45
iShares Residential and Multisector Real Estate ETF
REZ
$905M
$1.26M 0.4%
+20,202
New +$1.29M
AGG icon
46
iShares Core US Aggregate Bond ETF
AGG
$139B
$1.23M 0.39%
11,586
-228
-2% -$23.9K
MBB icon
47
iShares MBS ETF
MBB
$39.3B
$1.22M 0.39%
11,669
-265
-2% -$27.3K
GLD icon
48
SPDR Gold Trust
GLD
$130B
$1.22M 0.39%
10,042
-216
-2% -$25.1K
LRGF icon
49
iShares US Equity Factor ETF
LRGF
$3.52B
$1.19M 0.38%
+42,654
New +$1.31M
PGX icon
50
Invesco Preferred ETF
PGX
$3.91B
$1.16M 0.37%
+86,438
New +$1.19M
1
2
3 4

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JCG
JHL Capital Group Chicago, Illinois $805M AUM 50.84% 1-Year Est. Return
BFG
Barber Financial Group Lenexa, Kansas $567M AUM 5.25% 1-Year Est. Return
IMOV
Investment Management of Virginia Richmond, Virginia $526M AUM 3.23% 1-Year Est. Return
DW
Domani Wealth Lancaster, Pennsylvania $431M AUM 6.62% 1-Year Est. Return
KI
Kula Investments Chicago, Illinois $405M AUM
SG
Stonnington Group Pasadena, California $384M AUM 3.51% 1-Year Est. Return
OAMG
Odey Asset Management Group London, United Kingdom $381M AUM 45.36% 1-Year Est. Return
SIMM
Stillwater Investment Management (Minnesota) Stillwater, Minnesota $372M AUM 5.45% 1-Year Est. Return

Quantitative Advantage's Q4 2018 Portfolio in Review

As of Q4 2018, Quantitative Advantage held 76 positions worth $316M, down 12% from $359M the previous quarter. Its ten largest holdings account for 49% of the portfolio.

Quantitative Advantage withdrew a net $17.2M in Q4 2018, closing 19 positions and reducing 25 holdings. Its most notable exit was iShares S&P 500 Growth ETF, an estimated $25.7M position sold in full.

Against the trend, Quantitative Advantage opened a new position in JPMorgan Ultra-Short Income ETF worth $50.5M.

  • Quantitative Advantage's largest Q4 2018 buy was JPMorgan Ultra-Short Income ETF: 1,006,543 shares worth $50.5M.
  • Quantitative Advantage added most to State Street SPDR Portfolio Short Term Corporate Bond ETF in Q4 2018, an estimated $5.79M increase.
  • Quantitative Advantage's biggest Q4 2018 reduction was Invesco S&P 500 Low Volatility ETF, cutting an estimated $12.4M.
  • Quantitative Advantage fully exited iShares S&P 500 Growth ETF in Q4 2018, selling an estimated $25.7M.
  • Quantitative Advantage's ten largest holdings make up 49% of its $316M portfolio in Q4 2018.
  • Quantitative Advantage opened 23 new positions and closed 19 in Q4 2018.
  • Quantitative Advantage's portfolio value fell 12% quarter-over-quarter to $316M.

Based on Quantitative Advantage's 13F filing for Q4 2018, filed 13 Feb 2019.