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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
+1.34%
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
$363M
AUM Growth
+$2.49M
(+0.69%)
Cap. Flow
-$1.98M
Cap. Flow % of AUM
Cap. Flow %
-0.54%
Top 10 Holdings %
Top 10 Hldgs %
53.9%
Holding
59
New
4
Increased
32
Reduced
20
Closed
3
Avg Time Held
1.8
years
Top 10 Avg Time Held
0.7
years
Top 20 Avg Time Held
1.1
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Hartford Multifactor Developed Markets ex-US ETF
RODM
|
+$3.84M |
| 2 |
iShares MSCI USA Min Vol Factor ETF
USMV
|
+$3.35M |
| 3 |
John Hancock Multifactor Emerging Markets ETF
JHEM
|
+$2.65M |
| 4 |
iShares MSCI USA Quality Factor ETF
QUAL
|
+$2.59M |
| 5 |
State Street SPDR MSCI EAFE StrategicFactors ETF
QEFA
|
+$2.43M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE Min Vol Factor ETF
EFAV
|
+$5.57M |
| 2 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$5.51M |
| 3 |
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
|
+$5.32M |
| 4 |
Invesco S&P International Developed Low Volatility ETF
IDLV
|
+$3.66M |
| 5 |
Vanguard FTSE All-World ex-US ETF
VEU
|
+$3.4M |
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
| $49.5M | 13.63% |
981,755
-36,897
| -4% | -$1.86M |
2018 Q4
3 quarters
|
|
|
2
iShares MSCI USA Min Vol Factor ETF
USMV
$24.1B
| $32.1M | 8.83% |
500,019
+52,944
| +12% | +$3.35M |
2018 Q3
4 quarters
|
|
3
Invesco S&P 500 Low Volatility ETF
SPLV
$7.23B
| $20.4M | 5.62% |
352,287
+35,617
| +11% | +$2.01M |
2018 Q3
4 quarters
|
|
|
4
iShares MSCI USA Quality Factor ETF
QUAL
$48.8B
| $19.8M | 5.46% |
214,729
+28,179
| +15% | +$2.59M |
2018 Q4
3 quarters
|
|
5
iShares US Technology ETF
IYW
$25B
| $15.5M | 4.28% |
304,428
+45,684
| +18% | +$2.32M |
2015 Q2
17 quarters
|
|
6
JPMorgan Diversified Return US Equity ETF
JPUS
$462M
| $15M | 4.12% |
196,992
-15
| -0% | -$1.13K |
2016 Q3
12 quarters
|
|
7
Invesco S&P 500 Quality ETF
SPHQ
$18.9B
| $12.8M | 3.52% |
380,850
+50,484
| +15% | +$1.68M |
2019 Q2
1 quarter
|
|
8
Vanguard Information Technology ETF
VGT
$150B
| $11.1M | 3.06% |
412,768
+27,384
| +7% | +$737K |
2015 Q4
15 quarters
|
|
9
Vanguard Morningstar Total Stock Market ETF
VTI
$698B
| $10M | 2.76% |
66,457
-2,815
| -4% | -$424K |
2016 Q3
12 quarters
|
|
10
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.6B
| $9.5M | 2.62% |
87,471
+1,373
| +2% | +$149K |
2018 Q1
6 quarters
|
|
11
State Street DoubleLine Total Return Tactical ETF
TOTL
$3.67B
| $9.41M | 2.59% |
191,214
+3,688
| +2% | +$181K |
2018 Q3
4 quarters
|
|
12
JPMorgan International Bond Opportunities ETF
JPIB
$2.28B
| $9.38M | 2.58% |
183,429
+4,788
| +3% | +$244K |
2018 Q2
5 quarters
|
|
13
iShares US Consumer Discretionary ETF
IYC
$1.24B
| $8.76M | 2.41% |
161,264
+19,172
| +13% | +$1.05M |
2019 Q2
1 quarter
|
|
14
iShares US Financial Services ETF
IYG
$2.25B
| $8.1M | 2.23% |
178,086
+16,137
| +10% | +$727K |
2016 Q4
11 quarters
|
|
15
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$11.2B
| $7.96M | 2.19% |
257,907
+8,078
| +3% | +$249K |
2015 Q3
16 quarters
|
|
16
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.98B
| $7.21M | 1.98% |
254,733
-70,113
| -22% | -$1.98M |
2018 Q3
4 quarters
|
|
17
Vanguard Consumer Discretionary ETF
VCR
$5.94B
| $7.19M | 1.98% |
39,907
+2,916
| +8% | +$527K |
2019 Q2
1 quarter
|
|
18
Vanguard Health Care ETF
VHT
$20.1B
| $6.99M | 1.92% |
41,662
+3,557
| +9% | +$609K |
2017 Q3
8 quarters
|
|
19
First Trust Smith Opportunistic Fixed Income ETF
FIXD
$2.86B
| $6.92M | 1.9% |
131,343
+4,518
| +4% | +$237K |
2018 Q4
3 quarters
|
|
20
State Street Utilities Select Sector SPDR ETF
XLU
$24.6B
| $6.66M | 1.83% |
205,678
+21,640
| +12% | +$668K |
2018 Q4
3 quarters
|
|
21
Vanguard Financials ETF
VFH
$13.3B
| $6.1M | 1.68% |
87,141
+7,403
| +9% | +$512K |
2016 Q4
11 quarters
|
|
22
State Street Health Care Select Sector SPDR ETF
XLV
$46.5B
| $5.57M | 1.53% |
61,835
+6,684
| +12% | +$610K |
2017 Q3
8 quarters
|
|
23
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$14.2B
| $5M | 1.38% |
136,099
+10,543
| +8% | +$386K |
2018 Q1
6 quarters
|
|
|
24
Vanguard FTSE All-World ex-US ETF
VEU
$67.5B
| $4.54M | 1.25% |
91,083
-68,216
| -43% | -$3.4M |
2016 Q4
11 quarters
|
|
25
JPMorgan Diversified Return International Equity ETF
JPIN
$387M
| $4.53M | 1.25% |
85,220
+4,024
| +5% | +$213K |
2016 Q4
11 quarters
|
|
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Quantitative Advantage's Q3 2019 Portfolio in Review
As of Q3 2019, Quantitative Advantage held 59 positions worth $363M, up 0.69% from $361M the previous quarter. Its ten largest holdings account for 54% of the portfolio.
Quantitative Advantage's Q3 2019 filing shows 4 new, 32 increased, 20 reduced and 3 closed positions. Its largest new stake was Hartford Multifactor Developed Markets ex-US ETF: 138,934 shares worth $3.87M. The largest sale was iShares MSCI EAFE Min Vol Factor ETF, an estimated $5.57M.
- Quantitative Advantage's largest Q3 2019 buy was Hartford Multifactor Developed Markets ex-US ETF: 138,934 shares worth $3.87M.
- Quantitative Advantage added most to iShares MSCI USA Min Vol Factor ETF in Q3 2019, an estimated $3.35M increase.
- Quantitative Advantage's biggest Q3 2019 reduction was iShares MSCI EAFE Min Vol Factor ETF, cutting an estimated $5.57M.
- Quantitative Advantage fully exited Vanguard FTSE Developed Markets ETF in Q3 2019, selling an estimated $5.51M.
- Quantitative Advantage's ten largest holdings make up 54% of its $363M portfolio in Q3 2019.
- Quantitative Advantage opened 4 new positions and closed 3 in Q3 2019.
- Quantitative Advantage's portfolio value rose 0.69% quarter-over-quarter to $363M.
Based on Quantitative Advantage's 13F filing for Q3 2019, filed 5 Nov 2019.