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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
MINT icon
51
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$1.15M 0.36%
+11,412
New +$1.16M
DGL
52
DELISTED
Invesco DB Gold Fund
DGL
$1.13M 0.36%
28,611
+240
+0.8% +$9.23K
VMBS icon
53
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
$1.1M 0.35%
21,379
+191
+0.9% +$9.69K
GSLC icon
54
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15.4B
$1.09M 0.34%
+21,648
New +$1.18M
VNQ icon
55
Vanguard Real Estate ETF
VNQ
$39.6B
$1.07M 0.34%
+14,377
New +$1.13M
ACWI icon
56
iShares MSCI ACWI ETF
ACWI
$32.8B
$897K 0.28%
+13,985
New +$960K
SPY icon
57
State Street SPDR S&P 500 ETF Trust
SPY
$774B
$738K 0.23%
+2,951
New +$796K
ANGL icon
58
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.1B
– –
-272,739
Closed -$7.93M
BIV icon
59
Vanguard Intermediate-Term Bond ETF
BIV
$29.1B
– –
-13,725
Closed -$1.1M
BKLN icon
60
Invesco Senior Loan ETF
BKLN
$7.19B
– –
-95,935
Closed -$2.22M
DIA icon
61
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
– –
-6,555
Closed -$1.73M
DLS icon
62
WisdomTree International SmallCap Dividend Fund
DLS
$1.04B
– –
-68,780
Closed -$4.89M
EFA icon
63
iShares MSCI EAFE ETF
EFA
$76.5B
– –
-24,200
Closed -$1.65M
GSG icon
64
iShares S&P GSCI Commodity-Indexed Trust
GSG
$978M
– –
-82,860
Closed -$1.5M
IJR icon
65
iShares Core S&P Small-Cap ETF
IJR
$110B
– –
-18,355
Closed -$1.6M
IVW icon
66
iShares S&P 500 Growth ETF
IVW
$73.1B
– –
-580,660
Closed -$25.7M
IYC icon
67
iShares US Consumer Discretionary ETF
IYC
$1.16B
– –
-276,188
Closed -$14.6M
QQQ icon
68
Invesco QQQ Trust
QQQ
$466B
– –
-14,926
Closed -$2.77M
SCZ icon
69
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.9B
– –
-144,703
Closed -$9.01M
SPIP icon
70
State Street SPDR Portfolio TIPS ETF
SPIP
$1,000M
– –
-52,186
Closed -$1.42M
SRLN icon
71
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
– –
-121,825
Closed -$5.77M
VBK icon
72
Vanguard Small-Cap Growth ETF
VBK
$23.4B
– –
-7,654
Closed -$1.43M
VCR icon
73
Vanguard Consumer Discretionary ETF
VCR
$6.15B
– –
-37,260
Closed -$6.72M
VDE icon
74
Vanguard Energy ETF
VDE
$9.76B
– –
-34,483
Closed -$3.63M
VONG icon
75
Vanguard Russell 1000 Growth ETF
VONG
$43.2B
– –
-394,804
Closed -$15.8M
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.