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Quantitative Advantage Portfolio holdings
AUM
$689M
Turnover
16.94%
1-Year Est. Return
6.25%
This Fund
S&P 500
This Quarter Est. Return
+4.88%
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
$337M
AUM Growth
+$12.4M
(+3.8%)
Cap. Flow
+$1.53M
Cap. Flow % of AUM
Cap. Flow %
0.45%
Top 10 Holdings %
Top 10 Hldgs %
47.89%
Holding
58
New
12
Increased
12
Reduced
27
Closed
7
Avg Time Held
1.3
years
Top 10 Avg Time Held
0.3
years
Top 20 Avg Time Held
0.6
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI USA Momentum Factor ETF
MTUM
|
+$24.1M |
| 2 |
iShares MSCI USA Value Factor ETF
VLUE
|
+$23.4M |
| 3 |
Invesco Dorsey Wright Momentum ETF
PDP
|
+$14.9M |
| 4 |
Invesco Large Cap Value ETF
PWV
|
+$14.6M |
| 5 |
iShares MSCI All Country Asia ex Japan ETF
AAXJ
|
+$12M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares S&P 500 Growth ETF
IVW
|
+$46.2M |
| 2 |
Vanguard Morningstar Growth ETF
VUG
|
+$28.4M |
| 3 |
iShares Europe ETF
IEV
|
+$12.5M |
| 4 |
Vanguard FTSE Europe ETF
VGK
|
+$7.23M |
| 5 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$4.7M |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
iShares MSCI USA Momentum Factor ETF
MTUM
$18.9B
| $24.7M | 7.32% |
+239,075
| New | +$24.1M |
2017 Q4
0 quarters
|
|
|
2
iShares MSCI USA Value Factor ETF
VLUE
$9.13B
| $24.1M | 7.17% |
+288,741
| New | +$23.4M |
2017 Q4
0 quarters
|
|
3
Vanguard FTSE Developed Markets ETF
VEA
$229B
| $20.2M | 5.99% |
449,757
-6,950
| -2% | -$307K |
2016 Q4
4 quarters
|
|
|
4
Invesco Dorsey Wright Momentum ETF
PDP
$1.44B
| $15.1M | 4.48% |
+292,447
| New | +$14.9M |
2017 Q4
0 quarters
|
|
|
5
Invesco Large Cap Value ETF
PWV
$1.85B
| $14.8M | 4.39% |
+380,776
| New | +$14.6M |
2017 Q4
0 quarters
|
|
6
Vanguard Morningstar Total Stock Market ETF
VTI
$694B
| $14.1M | 4.19% |
102,831
+7,771
| +8% | +$1.04M |
2016 Q3
5 quarters
|
|
7
iShares MSCI ACWI ex US ETF
ACWX
$17.6B
| $12.3M | 3.66% |
247,044
-31,525
| -11% | -$1.55M |
2016 Q4
4 quarters
|
|
8
iShares US Financial Services ETF
IYG
$2.22B
| $12.1M | 3.6% |
278,799
-75,921
| -21% | -$3.17M |
2016 Q4
4 quarters
|
|
|
9
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.73B
| $12.1M | 3.6% |
+158,842
| New | +$12M |
2017 Q4
0 quarters
|
|
10
iShares US Consumer Discretionary ETF
IYC
$1.23B
| $11.8M | 3.49% |
+262,212
| New | +$11.2M |
2017 Q4
0 quarters
|
|
11
JPMorgan Diversified Return US Equity ETF
JPUS
$457M
| $11.2M | 3.33% |
159,031
+16,276
| +11% | +$1.13M |
2016 Q3
5 quarters
|
|
12
Vanguard FTSE All-World ex-US ETF
VEU
$67.2B
| $10.9M | 3.24% |
199,280
-16,423
| -8% | -$883K |
2016 Q4
4 quarters
|
|
13
iShares US Technology ETF
IYW
$24.9B
| $10.4M | 3.09% |
255,804
-14,648
| -5% | -$587K |
2015 Q2
10 quarters
|
|
14
Vanguard Information Technology ETF
VGT
$149B
| $9.8M | 2.92% |
477,168
+96,680
| +25% | +$1.96M |
2015 Q4
8 quarters
|
|
15
Vanguard Financials ETF
VFH
$13.1B
| $8.38M | 2.49% |
119,649
-20,239
| -14% | -$1.37M |
2016 Q4
4 quarters
|
|
16
VanEck Fallen Angel High Yield Bond ETF
ANGL
$2.98B
| $8M | 2.38% |
267,262
-2,944
| -1% | -$88.5K |
2017 Q3
1 quarter
|
|
17
State Street Industrial Select Sector SPDR ETF
XLI
$30.3B
| $7.77M | 2.31% |
102,650
-39,691
| -28% | -$2.89M |
2016 Q4
4 quarters
|
|
18
State Street Health Care Select Sector SPDR ETF
XLV
$45.6B
| $7.55M | 2.24% |
91,365
-25,668
| -22% | -$2.12M |
2017 Q3
1 quarter
|
|
19
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$707M
| $7.42M | 2.2% |
307,430
+5,335
| +2% | +$123K |
2016 Q4
4 quarters
|
|
|
AXJL
20
DELISTED
WisdomTree Asia-Pacific ex-Japan Fund
AXJL
| $7.19M | 2.14% |
+102,460
| New | +$7.04M |
2017 Q4
0 quarters
|
|
21
iShares 7-10 Year Treasury Bond ETF
IEF
$41.5B
| $6.26M | 1.86% |
59,275
-1,021
| -2% | -$108K |
2014 Q3
13 quarters
|
|
22
iShares Core US Aggregate Bond ETF
AGG
$138B
| $6.18M | 1.84% |
56,574
-943
| -2% | -$103K |
2014 Q1
15 quarters
|
|
23
Vanguard Consumer Discretionary ETF
VCR
$5.89B
| $5.21M | 1.55% |
+33,432
| New | +$4.98M |
2017 Q4
0 quarters
|
|
24
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$28.8B
| $5.21M | 1.55% |
42,873
-992
| -2% | -$120K |
2017 Q2
2 quarters
|
|
25
Vanguard Total Bond Market
BND
$163B
| $5.1M | 1.51% |
62,520
+944
| +2% | +$77.1K |
2014 Q1
15 quarters
|
|
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Quantitative Advantage's Q4 2017 Portfolio in Review
As of Q4 2017, Quantitative Advantage held 58 positions worth $337M, up 3.8% from $324M the previous quarter. Its ten largest holdings account for 48% of the portfolio.
Quantitative Advantage's Q4 2017 filing shows 12 new, 12 increased, 27 reduced and 7 closed positions. Its largest new stake was iShares MSCI USA Momentum Factor ETF: 239,075 shares worth $24.7M. The largest sale was iShares S&P 500 Growth ETF, an estimated $46.2M.
- Quantitative Advantage's largest Q4 2017 buy was iShares MSCI USA Momentum Factor ETF: 239,075 shares worth $24.7M.
- Quantitative Advantage added most to Vanguard Information Technology ETF in Q4 2017, an estimated $1.96M increase.
- Quantitative Advantage's biggest Q4 2017 reduction was iShares US Financial Services ETF, cutting an estimated $3.17M.
- Quantitative Advantage fully exited iShares S&P 500 Growth ETF in Q4 2017, selling an estimated $46.2M.
- Quantitative Advantage's ten largest holdings make up 48% of its $337M portfolio in Q4 2017.
- Quantitative Advantage opened 12 new positions and closed 7 in Q4 2017.
- Quantitative Advantage's portfolio value rose 3.8% quarter-over-quarter to $337M.
Based on Quantitative Advantage's 13F filing for Q4 2017, filed 8 Feb 2018.