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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
+6.4%
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
$391M
AUM Growth
+$27.7M
(+7.6%)
Cap. Flow
+$9.11M
Cap. Flow % of AUM
Cap. Flow %
2.33%
Top 10 Holdings %
Top 10 Hldgs %
51.79%
Holding
65
New
9
Increased
34
Reduced
12
Closed
10
Avg Time Held
1.9
years
Top 10 Avg Time Held
0.7
years
Top 20 Avg Time Held
1.2
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI USA Value Factor ETF
VLUE
|
+$30.1M |
| 2 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$18.1M |
| 3 |
Invesco Large Cap Value ETF
PWV
|
+$17.2M |
| 4 |
iShares MSCI USA Quality Factor ETF
QUAL
|
+$10.2M |
| 5 |
iShares US Financial Services ETF
IYG
|
+$6.64M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI USA Min Vol Factor ETF
USMV
|
+$32.1M |
| 2 |
JPMorgan Ultra-Short Income ETF
JPST
|
+$29M |
| 3 |
Invesco S&P 500 Low Volatility ETF
SPLV
|
+$20.4M |
| 4 |
iShares US Consumer Discretionary ETF
IYC
|
+$8.76M |
| 5 |
Vanguard Consumer Discretionary ETF
VCR
|
+$7.19M |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
iShares MSCI USA Quality Factor ETF
QUAL
$48.3B
| $32.4M | 8.29% |
320,997
+106,268
| +49% | +$10.2M |
2018 Q4
4 quarters
|
|
|
2
iShares MSCI USA Value Factor ETF
VLUE
$9.13B
| $31.5M | 8.07% |
+351,504
| New | +$30.1M |
2019 Q4
0 quarters
|
|
|
3
JPMorgan Ultra-Short Income ETF
JPST
$42.5B
| $20.6M | 5.26% |
407,511
-574,244
| -58% | -$29M |
2018 Q4
4 quarters
|
|
4
Invesco S&P 500 Quality ETF
SPHQ
$18.6B
| $18.5M | 4.73% |
505,584
+124,734
| +33% | +$4.34M |
2019 Q2
2 quarters
|
|
|
5
State Street Industrial Select Sector SPDR ETF
XLI
$29.9B
| $18.4M | 4.71% |
+226,214
| New | +$18.1M |
2019 Q4
0 quarters
|
|
|
6
Invesco Large Cap Value ETF
PWV
$1.87B
| $17.9M | 4.57% |
+432,305
| New | +$17.2M |
2019 Q4
0 quarters
|
|
7
JPMorgan Diversified Return US Equity ETF
JPUS
$463M
| $16.7M | 4.28% |
210,064
+13,072
| +7% | +$1.01M |
2016 Q3
13 quarters
|
|
|
8
iShares US Financial Services ETF
IYG
$2.25B
| $16M | 4.09% |
316,290
+138,204
| +78% | +$6.64M |
2016 Q4
12 quarters
|
|
9
iShares US Technology ETF
IYW
$24.3B
| $15.8M | 4.05% |
272,256
-32,172
| -11% | -$1.75M |
2015 Q2
18 quarters
|
|
10
Vanguard Morningstar Total Stock Market ETF
VTI
$689B
| $14.6M | 3.73% |
89,048
+22,591
| +34% | +$3.54M |
2016 Q3
13 quarters
|
|
11
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.91B
| $11.7M | 2.99% |
386,034
+131,301
| +52% | +$3.85M |
2018 Q3
5 quarters
|
|
12
Vanguard Information Technology ETF
VGT
$147B
| $11.6M | 2.96% |
378,648
-34,120
| -8% | -$977K |
2015 Q4
16 quarters
|
|
13
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.68B
| $10.1M | 2.59% |
93,854
+6,383
| +7% | +$691K |
2018 Q1
7 quarters
|
|
14
State Street DoubleLine Total Return Tactical ETF
TOTL
$3.69B
| $10.1M | 2.57% |
205,233
+14,019
| +7% | +$687K |
2018 Q3
5 quarters
|
|
15
JPMorgan International Bond Opportunities ETF
JPIB
$2.28B
| $9.9M | 2.52% |
197,247
+13,818
| +8% | +$704K |
2018 Q2
6 quarters
|
|
16
Vanguard Financials ETF
VFH
$13.3B
| $9.04M | 2.31% |
118,537
+31,396
| +36% | +$2.29M |
2016 Q4
12 quarters
|
|
17
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$11.3B
| $8.73M | 2.23% |
283,147
+25,240
| +10% | +$778K |
2015 Q3
17 quarters
|
|
18
State Street Health Care Select Sector SPDR ETF
XLV
$46.7B
| $8.59M | 2.2% |
84,327
+22,492
| +36% | +$2.16M |
2017 Q3
9 quarters
|
|
19
Vanguard FTSE All-World ex-US ETF
VEU
$66.3B
| $7.89M | 2.02% |
146,874
+55,791
| +61% | +$2.9M |
2016 Q4
12 quarters
|
|
20
Vanguard Communication Services ETF
VOX
$5.77B
| $7.6M | 1.94% |
80,871
+29,957
| +59% | +$2.71M |
2019 Q2
2 quarters
|
|
21
Vanguard Health Care ETF
VHT
$20.1B
| $7.54M | 1.93% |
39,299
-2,363
| -6% | -$424K |
2017 Q3
9 quarters
|
|
22
First Trust Smith Opportunistic Fixed Income ETF
FIXD
$2.87B
| $7.4M | 1.89% |
142,872
+11,529
| +9% | +$604K |
2018 Q4
4 quarters
|
|
23
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$14B
| $5.39M | 1.38% |
135,215
-884
| -0.6% | -$33.7K |
2018 Q1
7 quarters
|
|
24
JPMorgan Diversified Return International Equity ETF
JPIN
$385M
| $5.33M | 1.36% |
93,333
+8,113
| +10% | +$449K |
2016 Q4
12 quarters
|
|
25
iShares US Basic Materials ETF
IYM
$1.33B
| $4.52M | 1.16% |
+46,163
| New | +$4.34M |
2019 Q4
0 quarters
|
|
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Quantitative Advantage's Q4 2019 Portfolio in Review
As of Q4 2019, Quantitative Advantage held 65 positions worth $391M, up 7.6% from $363M the previous quarter. Its ten largest holdings account for 52% of the portfolio.
Quantitative Advantage's Q4 2019 filing shows 9 new, 34 increased, 12 reduced and 10 closed positions. Its largest new stake was iShares MSCI USA Value Factor ETF: 351,504 shares worth $31.5M. The largest sale was iShares MSCI USA Min Vol Factor ETF, an estimated $32.1M.
- Quantitative Advantage's largest Q4 2019 buy was iShares MSCI USA Value Factor ETF: 351,504 shares worth $31.5M.
- Quantitative Advantage added most to iShares MSCI USA Quality Factor ETF in Q4 2019, an estimated $10.2M increase.
- Quantitative Advantage's biggest Q4 2019 reduction was JPMorgan Ultra-Short Income ETF, cutting an estimated $29M.
- Quantitative Advantage fully exited iShares MSCI USA Min Vol Factor ETF in Q4 2019, selling an estimated $32.1M.
- Quantitative Advantage's ten largest holdings make up 52% of its $391M portfolio in Q4 2019.
- Quantitative Advantage opened 9 new positions and closed 10 in Q4 2019.
- Quantitative Advantage's portfolio value rose 7.6% quarter-over-quarter to $391M.
Based on Quantitative Advantage's 13F filing for Q4 2019, filed 10 Feb 2020.