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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
+4.64%
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
$359M
AUM Growth
+$15.3M
(+4.4%)
Cap. Flow
+$3.16M
Cap. Flow % of AUM
Cap. Flow %
0.88%
Top 10 Holdings %
Top 10 Hldgs %
47.06%
Holding
59
New
6
Increased
34
Reduced
13
Closed
6
Avg Time Held
1.4
years
Top 10 Avg Time Held
0.5
years
Top 20 Avg Time Held
0.9
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI USA Min Vol Factor ETF
USMV
|
+$25M |
| 2 |
iShares S&P 500 Growth ETF
IVW
|
+$25M |
| 3 |
Goldman Sachs ActiveBeta International Equity ETF
GSIE
|
+$15.1M |
| 4 |
Invesco S&P 500 Low Volatility ETF
SPLV
|
+$15.1M |
| 5 |
State Street DoubleLine Total Return Tactical ETF
TOTL
|
+$6.05M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI USA Momentum Factor ETF
MTUM
|
+$25.6M |
| 2 |
iShares MSCI USA Value Factor ETF
VLUE
|
+$23.4M |
| 3 |
Invesco Dorsey Wright Momentum ETF
PDP
|
+$16.2M |
| 4 |
iShares MSCI All Country Asia ex Japan ETF
AAXJ
|
+$8.59M |
| 5 |
State Street SPDR Portfolio TIPS ETF
SPIP
|
+$5.58M |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
iShares S&P 500 Growth ETF
IVW
$77.4B
| $25.7M | 7.16% |
+580,660
| New | +$25M |
2018 Q3
0 quarters
|
|
|
2
iShares MSCI USA Min Vol Factor ETF
USMV
$24B
| $25.6M | 7.11% |
+448,068
| New | +$25M |
2018 Q3
0 quarters
|
|
3
Vanguard Russell 1000 Growth ETF
VONG
$46B
| $15.8M | 4.39% |
394,804
-6,316
| -2% | -$245K |
2018 Q1
2 quarters
|
|
4
Vanguard FTSE Developed Markets ETF
VEA
$229B
| $15.5M | 4.31% |
357,755
+716
| +0.2% | +$30.9K |
2016 Q4
7 quarters
|
|
|
5
Invesco S&P 500 Low Volatility ETF
SPLV
$7.23B
| $15.2M | 4.24% |
+307,702
| New | +$15.1M |
2018 Q3
0 quarters
|
|
|
6
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.95B
| $15.2M | 4.23% |
+513,823
| New | +$15.1M |
2018 Q3
0 quarters
|
|
7
iShares US Consumer Discretionary ETF
IYC
$1.24B
| $14.6M | 4.07% |
276,188
+4,136
| +2% | +$211K |
2017 Q4
3 quarters
|
|
8
iShares US Technology ETF
IYW
$24.6B
| $14M | 3.88% |
287,696
+7,332
| +3% | +$347K |
2015 Q2
13 quarters
|
|
9
JPMorgan Diversified Return US Equity ETF
JPUS
$462M
| $13.8M | 3.84% |
185,300
+1,172
| +0.6% | +$86.5K |
2016 Q3
8 quarters
|
|
10
Vanguard Morningstar Total Stock Market ETF
VTI
$695B
| $13.8M | 3.84% |
92,158
+654
| +0.7% | +$96.2K |
2016 Q3
8 quarters
|
|
11
iShares US Financial Services ETF
IYG
$2.23B
| $12.8M | 3.57% |
288,480
+5,751
| +2% | +$260K |
2016 Q4
7 quarters
|
|
12
Vanguard Information Technology ETF
VGT
$148B
| $11.2M | 3.13% |
443,768
+43,032
| +11% | +$1.05M |
2015 Q4
11 quarters
|
|
13
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.48B
| $9.6M | 2.67% |
131,766
+1,195
| +0.9% | +$86.2K |
2018 Q2
1 quarter
|
|
14
Vanguard FTSE All-World ex-US ETF
VEU
$67.3B
| $9.4M | 2.62% |
180,676
-752
| -0.4% | -$39.2K |
2016 Q4
7 quarters
|
|
15
iShares MSCI EAFE Small-Cap ETF
SCZ
$12.9B
| $9.01M | 2.51% |
144,703
+2,025
| +1% | +$126K |
2018 Q1
2 quarters
|
|
16
State Street Health Care Select Sector SPDR ETF
XLV
$46.7B
| $8.74M | 2.43% |
91,839
+2,155
| +2% | +$195K |
2017 Q3
4 quarters
|
|
17
JPMorgan International Bond Opportunities ETF
JPIB
$2.28B
| $8.33M | 2.32% |
166,278
-1,179
| -0.7% | -$59K |
2018 Q2
1 quarter
|
|
18
Vanguard Health Care ETF
VHT
$20.2B
| $8.32M | 2.32% |
46,137
+12,469
| +37% | +$2.14M |
2017 Q3
4 quarters
|
|
19
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.6B
| $8.23M | 2.29% |
80,372
-448
| -0.6% | -$46.1K |
2018 Q1
2 quarters
|
|
20
VanEck Fallen Angel High Yield Bond ETF
ANGL
$2.98B
| $7.93M | 2.21% |
272,739
+2,111
| +0.8% | +$61K |
2017 Q3
4 quarters
|
|
21
Vanguard Financials ETF
VFH
$13.2B
| $7.24M | 2.01% |
104,315
-49,173
| -32% | -$3.48M |
2016 Q4
7 quarters
|
|
22
Vanguard Consumer Discretionary ETF
VCR
$5.94B
| $6.72M | 1.87% |
37,260
+202
| +0.5% | +$35.7K |
2017 Q4
3 quarters
|
|
|
23
State Street DoubleLine Total Return Tactical ETF
TOTL
$3.67B
| $6.03M | 1.68% |
+127,582
| New | +$6.05M |
2018 Q3
0 quarters
|
|
24
State Street Blackstone Senior Loan ETF
SRLN
$5.36B
| $5.77M | 1.6% |
121,825
+10,031
| +9% | +$473K |
2017 Q2
5 quarters
|
|
25
State Street Energy Select Sector SPDR ETF
XLE
$44.5B
| $5.24M | 1.46% |
138,490
+3,286
| +2% | +$123K |
2018 Q2
1 quarter
|
|
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Quantitative Advantage's Q3 2018 Portfolio in Review
As of Q3 2018, Quantitative Advantage held 59 positions worth $359M, up 4.4% from $344M the previous quarter. Its ten largest holdings account for 47% of the portfolio.
Quantitative Advantage's Q3 2018 filing shows 6 new, 34 increased, 13 reduced and 6 closed positions. Its largest new stake was iShares MSCI USA Min Vol Factor ETF: 448,068 shares worth $25.6M. The largest sale was iShares MSCI USA Momentum Factor ETF, an estimated $25.6M.
- Quantitative Advantage's largest Q3 2018 buy was iShares MSCI USA Min Vol Factor ETF: 448,068 shares worth $25.6M.
- Quantitative Advantage added most to Vanguard Health Care ETF in Q3 2018, an estimated $2.14M increase.
- Quantitative Advantage's biggest Q3 2018 reduction was State Street SPDR Portfolio TIPS ETF, cutting an estimated $5.58M.
- Quantitative Advantage fully exited iShares MSCI USA Momentum Factor ETF in Q3 2018, selling an estimated $25.6M.
- Quantitative Advantage's ten largest holdings make up 47% of its $359M portfolio in Q3 2018.
- Quantitative Advantage opened 6 new positions and closed 6 in Q3 2018.
- Quantitative Advantage's portfolio value rose 4.4% quarter-over-quarter to $359M.
Based on Quantitative Advantage's 13F filing for Q3 2018, filed 7 Nov 2018.