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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
+1.25%
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
$344M
AUM Growth
+$2.76M
(+0.81%)
Cap. Flow
+$203K
Cap. Flow % of AUM
Cap. Flow %
0.06%
Top 10 Holdings %
Top 10 Hldgs %
46.23%
Holding
63
New
8
Increased
23
Reduced
22
Closed
10
Avg Time Held
1.3
years
Top 10 Avg Time Held
0.7
years
Top 20 Avg Time Held
0.8
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE Min Vol Factor ETF
EFAV
|
+$9.6M |
| 2 |
JPMorgan International Bond Opportunities ETF
JPIB
|
+$8.41M |
| 3 |
Vanguard FTSE All-World ex-US ETF
VEU
|
+$5.73M |
| 4 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$5.02M |
| 5 |
Vanguard Energy ETF
VDE
|
+$3.52M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR Portfolio Emerging Markets ETF
SPEM
|
+$9.09M |
| 2 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$7.69M |
| 3 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$6.58M |
| 4 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$5.4M |
| 5 |
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
|
+$4.44M |
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
| $25.6M | 7.45% |
233,579
-2,331
| -1% | -$255K |
2017 Q4
2 quarters
|
|
2
iShares MSCI USA Value Factor ETF
VLUE
$9.13B
| $23.4M | 6.81% |
283,724
-1,973
| -0.7% | -$166K |
2017 Q4
2 quarters
|
|
3
Invesco Dorsey Wright Momentum ETF
PDP
$1.44B
| $16.2M | 4.7% |
292,350
-2,054
| -0.7% | -$112K |
2017 Q4
2 quarters
|
|
4
Vanguard FTSE Developed Markets ETF
VEA
$229B
| $15.3M | 4.45% |
357,039
+1,242
| +0.3% | +$55.4K |
2016 Q4
6 quarters
|
|
5
Vanguard Russell 1000 Growth ETF
VONG
$46.4B
| $14.7M | 4.28% |
401,120
-2,896
| -0.7% | -$105K |
2018 Q1
1 quarter
|
|
6
iShares US Consumer Discretionary ETF
IYC
$1.23B
| $13.2M | 3.83% |
272,052
+8,464
| +3% | +$399K |
2017 Q4
2 quarters
|
|
7
JPMorgan Diversified Return US Equity ETF
JPUS
$457M
| $13.1M | 3.8% |
184,128
+6,642
| +4% | +$469K |
2016 Q3
7 quarters
|
|
8
Vanguard Morningstar Total Stock Market ETF
VTI
$694B
| $12.8M | 3.73% |
91,504
+3,358
| +4% | +$468K |
2016 Q3
7 quarters
|
|
9
iShares US Technology ETF
IYW
$24.9B
| $12.5M | 3.63% |
280,364
+24,216
| +9% | +$1.07M |
2015 Q2
12 quarters
|
|
10
iShares US Financial Services ETF
IYG
$2.22B
| $12.2M | 3.55% |
282,729
+1,488
| +0.5% | +$65.9K |
2016 Q4
6 quarters
|
|
11
Vanguard Financials ETF
VFH
$13.1B
| $10.4M | 3.01% |
153,488
+329
| +0.2% | +$23K |
2016 Q4
6 quarters
|
|
|
12
Vanguard FTSE All-World ex-US ETF
VEU
$67.2B
| $9.4M | 2.73% |
181,428
+105,732
| +140% | +$5.73M |
2016 Q4
6 quarters
|
|
|
13
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.42B
| $9.29M | 2.7% |
+130,571
| New | +$9.6M |
2018 Q2
0 quarters
|
|
14
Vanguard Information Technology ETF
VGT
$149B
| $9.09M | 2.64% |
400,736
+62,264
| +18% | +$1.4M |
2015 Q4
10 quarters
|
|
15
iShares MSCI EAFE Small-Cap ETF
SCZ
$12.9B
| $8.95M | 2.6% |
142,678
+624
| +0.4% | +$40.8K |
2018 Q1
1 quarter
|
|
16
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.73B
| $8.59M | 2.5% |
119,849
+604
| +0.5% | +$45.9K |
2017 Q4
2 quarters
|
|
17
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.59B
| $8.33M | 2.42% |
80,820
-886
| -1% | -$91.2K |
2018 Q1
1 quarter
|
|
|
18
JPMorgan International Bond Opportunities ETF
JPIB
$2.28B
| $8.32M | 2.42% |
+167,457
| New | +$8.41M |
2018 Q2
0 quarters
|
|
19
VanEck Fallen Angel High Yield Bond ETF
ANGL
$2.98B
| $7.76M | 2.26% |
270,628
-2,852
| -1% | -$82.8K |
2017 Q3
3 quarters
|
|
20
State Street Health Care Select Sector SPDR ETF
XLV
$45.6B
| $7.48M | 2.17% |
89,684
-2,736
| -3% | -$227K |
2017 Q3
3 quarters
|
|
21
State Street SPDR Portfolio TIPS ETF
SPIP
$1.05B
| $7.09M | 2.06% |
255,368
-4,938
| -2% | -$136K |
2018 Q1
1 quarter
|
|
22
Vanguard Consumer Discretionary ETF
VCR
$5.89B
| $6.29M | 1.83% |
37,058
+3,938
| +12% | +$651K |
2017 Q4
2 quarters
|
|
23
Vanguard Health Care ETF
VHT
$19.7B
| $5.36M | 1.56% |
33,668
-10,378
| -24% | -$1.63M |
2017 Q3
3 quarters
|
|
24
State Street Blackstone Senior Loan ETF
SRLN
$5.38B
| $5.25M | 1.53% |
111,794
-1,300
| -1% | -$61.4K |
2017 Q2
4 quarters
|
|
|
25
State Street Energy Select Sector SPDR ETF
XLE
$44.4B
| $5.13M | 1.49% |
+135,204
| New | +$5.02M |
2018 Q2
0 quarters
|
|
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Quantitative Advantage's Q2 2018 Portfolio in Review
As of Q2 2018, Quantitative Advantage held 63 positions worth $344M, up 0.81% from $341M the previous quarter. Its ten largest holdings account for 46% of the portfolio.
Quantitative Advantage's Q2 2018 filing shows 8 new, 23 increased, 22 reduced and 10 closed positions. Its largest new stake was iShares MSCI EAFE Min Vol Factor ETF: 130,571 shares worth $9.29M. The largest sale was State Street SPDR Portfolio Emerging Markets ETF, an estimated $9.09M.
- Quantitative Advantage's largest Q2 2018 buy was iShares MSCI EAFE Min Vol Factor ETF: 130,571 shares worth $9.29M.
- Quantitative Advantage added most to Vanguard FTSE All-World ex-US ETF in Q2 2018, an estimated $5.73M increase.
- Quantitative Advantage's biggest Q2 2018 reduction was Vanguard Health Care ETF, cutting an estimated $1.63M.
- Quantitative Advantage fully exited State Street SPDR Portfolio Emerging Markets ETF in Q2 2018, selling an estimated $9.09M.
- Quantitative Advantage's ten largest holdings make up 46% of its $344M portfolio in Q2 2018.
- Quantitative Advantage opened 8 new positions and closed 10 in Q2 2018.
- Quantitative Advantage's portfolio value rose 0.81% quarter-over-quarter to $344M.
Based on Quantitative Advantage's 13F filing for Q2 2018, filed 7 Aug 2018.