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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
+0.14%
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
$341M
AUM Growth
+$4.61M
(+1.4%)
Cap. Flow
+$5.39M
Cap. Flow % of AUM
Cap. Flow %
1.58%
Top 10 Holdings %
Top 10 Hldgs %
44.86%
Holding
60
New
9
Increased
26
Reduced
20
Closed
5
Avg Time Held
1.2
years
Top 10 Avg Time Held
0.4
years
Top 20 Avg Time Held
0.7
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard Russell 1000 Growth ETF
VONG
|
+$14.5M |
| 2 |
iShares MSCI EAFE Small-Cap ETF
SCZ
|
+$9.37M |
| 3 |
State Street SPDR Portfolio Emerging Markets ETF
SPEM
|
+$9.27M |
| 4 |
PIMCO Active Bond Exchange-Traded Fund
BOND
|
+$8.53M |
| 5 |
State Street SPDR Portfolio TIPS ETF
SPIP
|
+$7.23M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco Large Cap Value ETF
PWV
|
+$14.8M |
| 2 |
iShares MSCI ACWI ex US ETF
ACWX
|
+$12.3M |
| 3 |
Vanguard FTSE All-World ex-US ETF
VEU
|
+$6.89M |
| 4 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$6.26M |
| 5 |
iShares Core US Aggregate Bond ETF
AGG
|
+$4.87M |
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
$18.2B
| $25M | 7.32% |
235,910
-3,165
| -1% | -$345K |
2017 Q4
1 quarter
|
|
2
iShares MSCI USA Value Factor ETF
VLUE
$9.07B
| $23.4M | 6.86% |
285,697
-3,044
| -1% | -$259K |
2017 Q4
1 quarter
|
|
3
Vanguard FTSE Developed Markets ETF
VEA
$227B
| $15.7M | 4.61% |
355,797
-93,960
| -21% | -$4.26M |
2016 Q4
5 quarters
|
|
4
Invesco Dorsey Wright Momentum ETF
PDP
$1.42B
| $15.5M | 4.54% |
294,404
+1,957
| +0.7% | +$105K |
2017 Q4
1 quarter
|
|
|
5
Vanguard Russell 1000 Growth ETF
VONG
$45.2B
| $14.1M | 4.13% |
+404,016
| New | +$14.5M |
2018 Q1
0 quarters
|
|
6
JPMorgan Diversified Return US Equity ETF
JPUS
$460M
| $12.4M | 3.62% |
177,486
+18,455
| +12% | +$1.32M |
2016 Q3
6 quarters
|
|
7
iShares US Financial Services ETF
IYG
$2.25B
| $12.3M | 3.6% |
281,241
+2,442
| +0.9% | +$111K |
2016 Q4
5 quarters
|
|
8
iShares US Consumer Discretionary ETF
IYC
$1.24B
| $12M | 3.52% |
263,588
+1,376
| +0.5% | +$64.7K |
2017 Q4
1 quarter
|
|
9
Vanguard Morningstar Total Stock Market ETF
VTI
$689B
| $12M | 3.5% |
88,146
-14,685
| -14% | -$2.06M |
2016 Q3
6 quarters
|
|
10
iShares US Technology ETF
IYW
$24.3B
| $10.8M | 3.16% |
256,148
+344
| +0.1% | +$14.8K |
2015 Q2
11 quarters
|
|
11
Vanguard Financials ETF
VFH
$13.3B
| $10.6M | 3.12% |
153,159
+33,510
| +28% | +$2.42M |
2016 Q4
5 quarters
|
|
|
12
iShares MSCI EAFE Small-Cap ETF
SCZ
$12.7B
| $9.26M | 2.71% |
+142,054
| New | +$9.37M |
2018 Q1
0 quarters
|
|
13
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.6B
| $9.24M | 2.71% |
119,245
-39,597
| -25% | -$3.12M |
2017 Q4
1 quarter
|
|
|
14
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$16.5B
| $9.09M | 2.66% |
+231,365
| New | +$9.27M |
2018 Q1
0 quarters
|
|
|
15
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.66B
| $8.52M | 2.49% |
+81,706
| New | +$8.53M |
2018 Q1
0 quarters
|
|
16
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3B
| $7.95M | 2.33% |
273,480
+6,218
| +2% | +$184K |
2017 Q3
2 quarters
|
|
17
State Street Industrial Select Sector SPDR ETF
XLI
$29.9B
| $7.69M | 2.25% |
103,522
+872
| +0.8% | +$67.2K |
2016 Q4
5 quarters
|
|
18
State Street Health Care Select Sector SPDR ETF
XLV
$47.2B
| $7.52M | 2.2% |
92,420
+1,055
| +1% | +$89.9K |
2017 Q3
2 quarters
|
|
|
19
State Street SPDR Portfolio TIPS ETF
SPIP
$1.06B
| $7.26M | 2.13% |
+260,306
| New | +$7.23M |
2018 Q1
0 quarters
|
|
20
Vanguard Information Technology ETF
VGT
$146B
| $7.24M | 2.12% |
338,472
-138,696
| -29% | -$3.03M |
2015 Q4
9 quarters
|
|
21
Vanguard Health Care ETF
VHT
$20.3B
| $6.76M | 1.98% |
44,046
+15,601
| +55% | +$2.49M |
2017 Q3
2 quarters
|
|
22
Vanguard FTSE Emerging Markets ETF
VWO
$120B
| $6.58M | 1.93% |
139,975
+112,793
| +415% | +$5.41M |
2017 Q4
1 quarter
|
|
23
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$29.1B
| $5.4M | 1.58% |
46,007
+3,134
| +7% | +$370K |
2017 Q2
3 quarters
|
|
24
WisdomTree International SmallCap Dividend Fund
DLS
$1.03B
| $5.37M | 1.57% |
+70,206
| New | +$5.46M |
2018 Q1
0 quarters
|
|
25
State Street Blackstone Senior Loan ETF
SRLN
$5.34B
| $5.36M | 1.57% |
113,094
+7,942
| +8% | +$376K |
2017 Q2
3 quarters
|
|
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Quantitative Advantage's Q1 2018 Portfolio in Review
As of Q1 2018, Quantitative Advantage held 60 positions worth $341M, up 1.4% from $337M the previous quarter. Its ten largest holdings account for 45% of the portfolio.
Quantitative Advantage's Q1 2018 filing shows 9 new, 26 increased, 20 reduced and 5 closed positions. Its largest new stake was Vanguard Russell 1000 Growth ETF: 404,016 shares worth $14.1M. The largest sale was Invesco Large Cap Value ETF, an estimated $14.8M.
- Quantitative Advantage's largest Q1 2018 buy was Vanguard Russell 1000 Growth ETF: 404,016 shares worth $14.1M.
- Quantitative Advantage added most to Vanguard FTSE Emerging Markets ETF in Q1 2018, an estimated $5.41M increase.
- Quantitative Advantage's biggest Q1 2018 reduction was Vanguard FTSE All-World ex-US ETF, cutting an estimated $6.89M.
- Quantitative Advantage fully exited Invesco Large Cap Value ETF in Q1 2018, selling an estimated $14.8M.
- Quantitative Advantage's ten largest holdings make up 45% of its $341M portfolio in Q1 2018.
- Quantitative Advantage opened 9 new positions and closed 5 in Q1 2018.
- Quantitative Advantage's portfolio value rose 1.4% quarter-over-quarter to $341M.
Based on Quantitative Advantage's 13F filing for Q1 2018, filed 7 May 2018.