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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
+15.93%
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
$373M
AUM Growth
+$46.3M
(+14%)
Cap. Flow
+$7.84M
Cap. Flow % of AUM
Cap. Flow %
2.1%
Top 10 Holdings %
Top 10 Hldgs %
46.87%
Holding
66
New
8
Increased
26
Reduced
22
Closed
10
Avg Time Held
2.1
years
Top 10 Avg Time Held
0.9
years
Top 20 Avg Time Held
1.1
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI USA Size Factor ETF
SIZE
|
+$24.2M |
| 2 |
Invesco S&P 500 Equal Weight ETF
RSP
|
+$13.9M |
| 3 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$10.6M |
| 4 |
iShares US Consumer Discretionary ETF
IYC
|
+$10M |
| 5 |
Hartford Total Return Bond ETF
HTRB
|
+$5.75M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI USA Min Vol Factor ETF
USMV
|
+$23.3M |
| 2 |
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
|
+$15.1M |
| 3 |
Invesco S&P 500 Low Volatility ETF
SPLV
|
+$13.7M |
| 4 |
iShares 3-7 Year Treasury Bond ETF
IEI
|
+$9.34M |
| 5 |
iShares US Consumer Staples ETF
IYK
|
+$7.08M |
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
$48.1B
| $27M | 7.22% |
281,236
-12,439
| -4% | -$1.14M |
2018 Q4
6 quarters
|
|
|
2
iShares MSCI USA Size Factor ETF
SIZE
$431M
| $25.7M | 6.89% |
+293,631
| New | +$24.2M |
2020 Q2
0 quarters
|
|
3
iShares US Technology ETF
IYW
$24.3B
| $17.9M | 4.78% |
264,756
+28,200
| +12% | +$1.7M |
2015 Q2
20 quarters
|
|
4
Invesco S&P 500 Quality ETF
SPHQ
$18.5B
| $16.8M | 4.5% |
474,931
-16,320
| -3% | -$553K |
2019 Q2
4 quarters
|
|
5
Vanguard Morningstar Total Stock Market ETF
VTI
$687B
| $16.1M | 4.32% |
102,959
+6,121
| +6% | +$903K |
2016 Q3
15 quarters
|
|
6
JPMorgan Diversified Return US Equity ETF
JPUS
$462M
| $15.7M | 4.19% |
225,547
+1,672
| +0.7% | +$111K |
2016 Q3
15 quarters
|
|
|
7
Invesco S&P 500 Equal Weight ETF
RSP
$100B
| $14.7M | 3.93% |
+144,275
| New | +$13.9M |
2020 Q2
0 quarters
|
|
8
Vanguard Information Technology ETF
VGT
$147B
| $14.5M | 3.88% |
416,280
+17,680
| +4% | +$552K |
2015 Q4
18 quarters
|
|
9
State Street DoubleLine Total Return Tactical ETF
TOTL
$3.69B
| $13.9M | 3.71% |
279,770
+11,664
| +4% | +$571K |
2018 Q3
7 quarters
|
|
|
10
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
$7.93B
| $12.9M | 3.44% |
127,934
-150,436
| -54% | -$15.1M |
2020 Q1
1 quarter
|
|
11
First Trust Smith Opportunistic Fixed Income ETF
FIXD
$2.87B
| $11.9M | 3.19% |
217,088
+66,862
| +45% | +$3.61M |
2018 Q4
6 quarters
|
|
|
12
iShares US Consumer Discretionary ETF
IYC
$1.23B
| $11.9M | 3.18% |
217,100
+192,600
| +786% | +$10M |
2020 Q1
1 quarter
|
|
13
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.67B
| $11.5M | 3.07% |
102,701
+2,087
| +2% | +$229K |
2018 Q1
9 quarters
|
|
|
14
State Street Industrial Select Sector SPDR ETF
XLI
$29.8B
| $11.2M | 3% |
+162,973
| New | +$10.6M |
2020 Q2
0 quarters
|
|
15
State Street Health Care Select Sector SPDR ETF
XLV
$46.6B
| $9.14M | 2.45% |
91,290
-17,076
| -16% | -$1.69M |
2017 Q3
11 quarters
|
|
16
Vanguard Total Bond Market
BND
$164B
| $8.66M | 2.32% |
98,037
+52,419
| +115% | +$4.58M |
2014 Q1
25 quarters
|
|
17
Vanguard Consumer Discretionary ETF
VCR
$5.83B
| $8.02M | 2.15% |
40,100
+25,716
| +179% | +$4.63M |
2020 Q1
1 quarter
|
|
18
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.91B
| $7.94M | 2.13% |
298,614
+15,015
| +5% | +$378K |
2018 Q3
7 quarters
|
|
19
iShares US Financial Services ETF
IYG
$2.24B
| $7.73M | 2.07% |
194,262
+110,733
| +133% | +$4.26M |
2016 Q4
14 quarters
|
|
20
Vanguard FTSE All-World ex-US ETF
VEU
$66.3B
| $7.33M | 1.96% |
153,918
-580
| -0.4% | -$26K |
2016 Q4
14 quarters
|
|
21
Vanguard Financials ETF
VFH
$13.3B
| $7.23M | 1.94% |
126,327
+101,862
| +416% | +$5.66M |
2016 Q4
14 quarters
|
|
22
iShares Russell 3000 ETF
IWV
$20.2B
| $6.86M | 1.84% |
38,084
+25,578
| +205% | +$4.33M |
2019 Q4
2 quarters
|
|
23
Vanguard Health Care ETF
VHT
$20.1B
| $6.48M | 1.73% |
33,626
-14,172
| -30% | -$2.66M |
2017 Q3
11 quarters
|
|
|
24
Hartford Total Return Bond ETF
HTRB
$2.19B
| $5.86M | 1.57% |
+139,761
| New | +$5.75M |
2020 Q2
0 quarters
|
|
25
JPMorgan International Bond Opportunities ETF
JPIB
$2.28B
| $5.55M | 1.49% |
111,715
+4,121
| +4% | +$199K |
2018 Q2
8 quarters
|
|
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Quantitative Advantage's Q2 2020 Portfolio in Review
As of Q2 2020, Quantitative Advantage held 66 positions worth $373M, up 14% from $327M the previous quarter. Its ten largest holdings account for 47% of the portfolio.
Quantitative Advantage's Q2 2020 filing shows 8 new, 26 increased, 22 reduced and 10 closed positions. Its largest new stake was iShares MSCI USA Size Factor ETF: 293,631 shares worth $25.7M. The largest sale was iShares MSCI USA Min Vol Factor ETF, an estimated $23.3M.
- Quantitative Advantage's largest Q2 2020 buy was iShares MSCI USA Size Factor ETF: 293,631 shares worth $25.7M.
- Quantitative Advantage added most to iShares US Consumer Discretionary ETF in Q2 2020, an estimated $10M increase.
- Quantitative Advantage's biggest Q2 2020 reduction was Goldman Sachs Access Treasury 0-1 Year ETF, cutting an estimated $15.1M.
- Quantitative Advantage fully exited iShares MSCI USA Min Vol Factor ETF in Q2 2020, selling an estimated $23.3M.
- Quantitative Advantage's ten largest holdings make up 47% of its $373M portfolio in Q2 2020.
- Quantitative Advantage opened 8 new positions and closed 10 in Q2 2020.
- Quantitative Advantage's portfolio value rose 14% quarter-over-quarter to $373M.
Based on Quantitative Advantage's 13F filing for Q2 2020, filed 6 Aug 2020.