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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
-12.63%
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
$327M
AUM Growth
-$63.8M
(-16%)
Cap. Flow
-$11.9M
Cap. Flow % of AUM
Cap. Flow %
-3.63%
Top 10 Holdings %
Top 10 Hldgs %
50.39%
Holding
65
New
10
Increased
25
Reduced
23
Closed
7
Avg Time Held
1.9
years
Top 10 Avg Time Held
0.8
years
Top 20 Avg Time Held
1.1
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
|
+$28M |
| 2 |
iShares MSCI USA Min Vol Factor ETF
USMV
|
+$27.4M |
| 3 |
Invesco S&P 500 Low Volatility ETF
SPLV
|
+$16.4M |
| 4 |
iShares 3-7 Year Treasury Bond ETF
IEI
|
+$10.3M |
| 5 |
iShares US Consumer Staples ETF
IYK
|
+$8.32M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI USA Value Factor ETF
VLUE
|
+$31.5M |
| 2 |
JPMorgan Ultra-Short Income ETF
JPST
|
+$20.6M |
| 3 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$18.4M |
| 4 |
Invesco Large Cap Value ETF
PWV
|
+$17.9M |
| 5 |
iShares US Financial Services ETF
IYG
|
+$10.6M |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
$7.83B
| $28.1M | 8.58% |
+278,370
| New | +$28M |
2020 Q1
0 quarters
|
|
2
iShares MSCI USA Quality Factor ETF
QUAL
$48.3B
| $23.8M | 7.28% |
1,174,700
-109,288
| -9% | -$2.61M |
2018 Q4
5 quarters
|
|
|
3
iShares MSCI USA Min Vol Factor ETF
USMV
$24B
| $23.3M | 7.13% |
+431,871
| New | +$27.4M |
2020 Q1
0 quarters
|
|
4
Invesco S&P 500 Quality ETF
SPHQ
$18.6B
| $14.7M | 4.5% |
491,251
-14,333
| -3% | -$497K |
2019 Q2
3 quarters
|
|
|
5
Invesco S&P 500 Low Volatility ETF
SPLV
$7.5B
| $13.7M | 4.2% |
+292,496
| New | +$16.4M |
2020 Q1
0 quarters
|
|
6
JPMorgan Diversified Return US Equity ETF
JPUS
$466M
| $13.1M | 4.01% |
223,875
+13,811
| +7% | +$1.01M |
2016 Q3
14 quarters
|
|
7
State Street DoubleLine Total Return Tactical ETF
TOTL
$3.73B
| $12.9M | 3.93% |
268,106
+62,873
| +31% | +$3.09M |
2018 Q3
6 quarters
|
|
8
Vanguard Morningstar Total Stock Market ETF
VTI
$683B
| $12.5M | 3.82% |
96,838
+7,790
| +9% | +$1.2M |
2016 Q3
14 quarters
|
|
9
iShares US Technology ETF
IYW
$22.9B
| $12.1M | 3.7% |
236,556
-35,700
| -13% | -$2.07M |
2015 Q2
19 quarters
|
|
10
PIMCO Active Bond Exchange-Traded Fund
BOND
$9.1B
| $10.7M | 3.27% |
100,614
+6,760
| +7% | +$735K |
2018 Q1
8 quarters
|
|
|
11
iShares 3-7 Year Treasury Bond ETF
IEI
$16.9B
| $10.7M | 3.26% |
+79,875
| New | +$10.3M |
2020 Q1
0 quarters
|
|
12
Vanguard Information Technology ETF
VGT
$137B
| $10.6M | 3.23% |
398,600
+19,952
| +5% | +$605K |
2015 Q4
17 quarters
|
|
13
State Street Health Care Select Sector SPDR ETF
XLV
$50.6B
| $9.6M | 2.93% |
108,366
+24,039
| +29% | +$2.34M |
2017 Q3
10 quarters
|
|
14
Vanguard Health Care ETF
VHT
$21B
| $7.94M | 2.43% |
47,798
+8,499
| +22% | +$1.55M |
2017 Q3
10 quarters
|
|
15
First Trust Smith Opportunistic Fixed Income ETF
FIXD
$2.82B
| $7.92M | 2.42% |
150,226
+7,354
| +5% | +$386K |
2018 Q4
5 quarters
|
|
|
16
iShares US Consumer Staples ETF
IYK
$1.51B
| $7.08M | 2.16% |
+196,323
| New | +$8.32M |
2020 Q1
0 quarters
|
|
17
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.98B
| $6.54M | 2% |
283,599
-102,435
| -27% | -$2.83M |
2018 Q3
6 quarters
|
|
18
Vanguard FTSE All-World ex-US ETF
VEU
$66.5B
| $6.34M | 1.94% |
154,498
+7,624
| +5% | +$375K |
2016 Q4
13 quarters
|
|
19
Vanguard Communication Services ETF
VOX
$5.7B
| $5.91M | 1.81% |
77,584
-3,287
| -4% | -$297K |
2019 Q2
3 quarters
|
|
20
JPMorgan International Bond Opportunities ETF
JPIB
$2.31B
| $5.07M | 1.55% |
107,594
-89,653
| -45% | -$4.43M |
2018 Q2
7 quarters
|
|
21
Vanguard Intermediate-Term Treasury ETF
VGIT
$40.8B
| $4.48M | 1.37% |
+63,543
| New | +$4.31M |
2020 Q1
0 quarters
|
|
22
iShares US Telecommunications ETF
IYZ
$706M
| $4.48M | 1.37% |
+180,356
| New | +$5.14M |
2020 Q1
0 quarters
|
|
23
JPMorgan Diversified Return International Equity ETF
JPIN
$386M
| $4.42M | 1.35% |
102,231
+8,898
| +10% | +$462K |
2016 Q4
13 quarters
|
|
24
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.9B
| $4.28M | 1.31% |
136,142
+927
| +0.7% | +$34.9K |
2018 Q1
8 quarters
|
|
25
Vanguard Consumer Staples ETF
VDC
$8.27B
| $4.13M | 1.26% |
+29,950
| New | +$4.62M |
2020 Q1
0 quarters
|
|
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Quantitative Advantage's Q1 2020 Portfolio in Review
As of Q1 2020, Quantitative Advantage held 65 positions worth $327M, down 16% from $391M the previous quarter. Its ten largest holdings account for 50% of the portfolio.
Quantitative Advantage withdrew a net $11.9M in Q1 2020, closing 7 positions and reducing 23 holdings. Its most notable exit was iShares MSCI USA Value Factor ETF, an estimated $31.5M position sold in full.
Against the trend, Quantitative Advantage opened a new position in Goldman Sachs Access Treasury 0-1 Year ETF worth $28.1M.
- Quantitative Advantage's largest Q1 2020 buy was Goldman Sachs Access Treasury 0-1 Year ETF: 278,370 shares worth $28.1M.
- Quantitative Advantage added most to State Street DoubleLine Total Return Tactical ETF in Q1 2020, an estimated $3.09M increase.
- Quantitative Advantage's biggest Q1 2020 reduction was iShares US Financial Services ETF, cutting an estimated $10.6M.
- Quantitative Advantage fully exited iShares MSCI USA Value Factor ETF in Q1 2020, selling an estimated $31.5M.
- Quantitative Advantage's ten largest holdings make up 50% of its $327M portfolio in Q1 2020.
- Quantitative Advantage opened 10 new positions and closed 7 in Q1 2020.
- Quantitative Advantage's portfolio value fell 16% quarter-over-quarter to $327M.
Based on Quantitative Advantage's 13F filing for Q1 2020, filed 7 May 2020.