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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
-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
(-12%)
Cap. Flow
-$17.2M
Cap. Flow % of AUM
Cap. Flow %
-5.45%
Top 10 Holdings %
Top 10 Hldgs %
49.01%
Holding
76
New
23
Increased
9
Reduced
25
Closed
19
Avg Time Held
1.2
years
Top 10 Avg Time Held
0.3
years
Top 20 Avg Time Held
0.7
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
JPMorgan Ultra-Short Income ETF
JPST
|
+$50.5M |
| 2 |
Vanguard Morningstar Value ETF
VTV
|
+$14.5M |
| 3 |
iShares MSCI USA Quality Factor ETF
QUAL
|
+$14.4M |
| 4 |
WisdomTree Trust WisdomTree US Quality Dividend Growth Fund
DGRW
|
+$10.6M |
| 5 |
iShares US Consumer Staples ETF
IYK
|
+$6.73M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares S&P 500 Growth ETF
IVW
|
+$25.7M |
| 2 |
Vanguard Russell 1000 Growth ETF
VONG
|
+$15.8M |
| 3 |
iShares US Consumer Discretionary ETF
IYC
|
+$14.6M |
| 4 |
Invesco S&P 500 Low Volatility ETF
SPLV
|
+$12.4M |
| 5 |
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 | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
JPMorgan Ultra-Short Income ETF
JPST
$42.5B
| $50.5M | 15.97% |
+1,006,543
| New | +$50.5M |
2018 Q4
0 quarters
|
|
2
iShares MSCI USA Min Vol Factor ETF
USMV
$24.1B
| $22.4M | 7.09% |
427,698
-20,370
| -5% | -$1.12M |
2018 Q3
1 quarter
|
|
|
3
Vanguard Morningstar Value ETF
VTV
$192B
| $13.5M | 4.26% |
+137,524
| New | +$14.5M |
2018 Q4
0 quarters
|
|
|
4
iShares MSCI USA Quality Factor ETF
QUAL
$48.8B
| $13.3M | 4.22% |
+173,881
| New | +$14.4M |
2018 Q4
0 quarters
|
|
5
JPMorgan Diversified Return US Equity ETF
JPUS
$462M
| $11.4M | 3.62% |
176,312
-8,988
| -5% | -$627K |
2016 Q3
9 quarters
|
|
|
6
WisdomTree Trust WisdomTree US Quality Dividend Growth Fund
DGRW
$17.2B
| $9.8M | 3.11% |
+256,081
| New | +$10.6M |
2018 Q4
0 quarters
|
|
7
State Street Health Care Select Sector SPDR ETF
XLV
$46.5B
| $9.04M | 2.86% |
104,495
+12,656
| +14% | +$1.15M |
2017 Q3
5 quarters
|
|
8
Vanguard Health Care ETF
VHT
$20.1B
| $8.37M | 2.65% |
52,129
+5,992
| +13% | +$1.02M |
2017 Q3
5 quarters
|
|
9
Vanguard Morningstar Total Stock Market ETF
VTI
$698B
| $8.3M | 2.63% |
65,036
-27,122
| -29% | -$3.74M |
2016 Q3
9 quarters
|
|
10
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.98B
| $8.21M | 2.6% |
323,671
-190,152
| -37% | -$5.13M |
2018 Q3
1 quarter
|
|
11
State Street DoubleLine Total Return Tactical ETF
TOTL
$3.67B
| $8.14M | 2.58% |
171,934
+44,352
| +35% | +$2.08M |
2018 Q3
1 quarter
|
|
12
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.6B
| $8.12M | 2.57% |
78,962
-1,410
| -2% | -$143K |
2018 Q1
3 quarters
|
|
13
JPMorgan International Bond Opportunities ETF
JPIB
$2.28B
| $7.72M | 2.44% |
163,138
-3,140
| -2% | -$155K |
2018 Q2
2 quarters
|
|
14
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$11.2B
| $7.04M | 2.23% |
233,613
+192,454
| +468% | +$5.79M |
2015 Q3
13 quarters
|
|
15
Vanguard FTSE All-World ex-US ETF
VEU
$67.5B
| $6.91M | 2.19% |
151,590
-29,086
| -16% | -$1.4M |
2016 Q4
8 quarters
|
|
16
iShares US Technology ETF
IYW
$25B
| $6.42M | 2.03% |
160,512
-127,184
| -44% | -$5.51M |
2015 Q2
14 quarters
|
|
17
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.48B
| $6.36M | 2.01% |
95,358
-36,408
| -28% | -$2.5M |
2018 Q2
2 quarters
|
|
|
18
iShares US Consumer Staples ETF
IYK
$1.62B
| $6.25M | 1.98% |
+176,148
| New | +$6.73M |
2018 Q4
0 quarters
|
|
19
iShares US Financial Services ETF
IYG
$2.25B
| $5.73M | 1.81% |
153,186
-135,294
| -47% | -$5.58M |
2016 Q4
8 quarters
|
|
20
Vanguard Consumer Staples ETF
VDC
$7.97B
| $5.61M | 1.78% |
+42,758
| New | +$5.99M |
2018 Q4
0 quarters
|
|
21
First Trust Smith Opportunistic Fixed Income ETF
FIXD
$2.86B
| $5.57M | 1.76% |
+112,826
| New | +$5.5M |
2018 Q4
0 quarters
|
|
22
Vanguard Information Technology ETF
VGT
$150B
| $5.45M | 1.72% |
261,296
-182,472
| -41% | -$4.13M |
2015 Q4
12 quarters
|
|
23
Vanguard Financials ETF
VFH
$13.3B
| $5.01M | 1.59% |
84,396
-19,919
| -19% | -$1.29M |
2016 Q4
8 quarters
|
|
24
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.5B
| $4.82M | 1.53% |
+86,248
| New | +$4.84M |
2018 Q4
0 quarters
|
|
|
25
Vanguard FTSE Developed Markets ETF
VEA
$230B
| $4.68M | 1.48% |
126,105
-231,650
| -65% | -$9.17M |
2016 Q4
8 quarters
|
|
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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.