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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
+6.35%
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
$410M
AUM Growth
+$36.2M
(+9.7%)
Cap. Flow
+$13.1M
Cap. Flow % of AUM
Cap. Flow %
3.2%
Top 10 Holdings %
Top 10 Hldgs %
45.67%
Holding
59
New
3
Increased
37
Reduced
19
Closed
–
Avg Time Held
2.2
years
Top 10 Avg Time Held
0.9
years
Top 20 Avg Time Held
1.2
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
|
+$9.33M |
| 2 |
Vanguard Morningstar Mega Cap ETF
MGC
|
+$4.68M |
| 3 |
Vanguard Total Bond Market
BND
|
+$4.19M |
| 4 |
iShares Russell 3000 ETF
IWV
|
+$2.62M |
| 5 |
Vanguard Morningstar Total Stock Market ETF
VTI
|
+$2.53M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
JPMorgan Diversified Return US Equity ETF
JPUS
|
+$10.3M |
| 2 |
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
|
+$4.48M |
| 3 |
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
|
+$2.76M |
| 4 |
JPMorgan Diversified Return International Equity ETF
JPIN
|
+$2.47M |
| 5 |
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
|
+$2.1M |
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
$48.4B
| $28.6M | 6.99% |
276,053
-5,183
| -2% | -$531K |
2018 Q4
7 quarters
|
|
2
iShares MSCI USA Size Factor ETF
SIZE
$433M
| $27.1M | 6.61% |
288,677
-4,954
| -2% | -$461K |
2020 Q2
1 quarter
|
|
3
iShares US Technology ETF
IYW
$25.1B
| $21.3M | 5.2% |
283,184
+18,428
| +7% | +$1.35M |
2015 Q2
21 quarters
|
|
|
4
Vanguard Morningstar Total Stock Market ETF
VTI
$698B
| $20.1M | 4.91% |
118,019
+15,060
| +15% | +$2.53M |
2016 Q3
16 quarters
|
|
5
Invesco S&P 500 Quality ETF
SPHQ
$18.8B
| $17.5M | 4.28% |
453,660
-21,271
| -4% | -$804K |
2019 Q2
5 quarters
|
|
6
Vanguard Information Technology ETF
VGT
$152B
| $15.9M | 3.89% |
408,952
-7,328
| -2% | -$276K |
2015 Q4
19 quarters
|
|
7
Invesco S&P 500 Equal Weight ETF
RSP
$100B
| $15M | 3.67% |
139,037
-5,238
| -4% | -$565K |
2020 Q2
1 quarter
|
|
8
State Street DoubleLine Total Return Tactical ETF
TOTL
$3.72B
| $14.7M | 3.58% |
297,210
+17,440
| +6% | +$865K |
2018 Q3
8 quarters
|
|
9
iShares US Consumer Discretionary ETF
IYC
$1.21B
| $13.8M | 3.37% |
220,620
+3,520
| +2% | +$213K |
2020 Q1
2 quarters
|
|
10
First Trust Smith Opportunistic Fixed Income ETF
FIXD
$2.88B
| $13M | 3.17% |
236,226
+19,138
| +9% | +$1.06M |
2018 Q4
7 quarters
|
|
|
11
Vanguard Total Bond Market
BND
$164B
| $12.8M | 3.13% |
145,289
+47,252
| +48% | +$4.19M |
2014 Q1
26 quarters
|
|
12
State Street Industrial Select Sector SPDR ETF
XLI
$31.1B
| $12.4M | 3.03% |
161,150
-1,823
| -1% | -$136K |
2020 Q2
1 quarter
|
|
13
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.68B
| $12.2M | 2.98% |
108,426
+5,725
| +6% | +$644K |
2018 Q1
10 quarters
|
|
|
14
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
$7.91B
| $10.8M | 2.62% |
107,042
-20,892
| -16% | -$2.1M |
2020 Q1
2 quarters
|
|
|
15
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15.3B
| $10.6M | 2.59% |
155,854
+138,986
| +824% | +$9.33M |
2018 Q4
7 quarters
|
|
|
16
iShares Russell 3000 ETF
IWV
$20.6B
| $10.1M | 2.47% |
51,624
+13,540
| +36% | +$2.62M |
2019 Q4
3 quarters
|
|
17
Vanguard FTSE All-World ex-US ETF
VEU
$67.2B
| $9.9M | 2.41% |
195,752
+41,834
| +27% | +$2.12M |
2016 Q4
15 quarters
|
|
18
State Street Health Care Select Sector SPDR ETF
XLV
$47.3B
| $9.7M | 2.37% |
92,099
+809
| +0.9% | +$85.2K |
2017 Q3
12 quarters
|
|
19
Vanguard Consumer Discretionary ETF
VCR
$5.93B
| $9M | 2.2% |
38,341
-1,759
| -4% | -$399K |
2020 Q1
2 quarters
|
|
20
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.97B
| $8.47M | 2.07% |
300,921
+2,307
| +0.8% | +$64.9K |
2018 Q3
8 quarters
|
|
21
iShares US Financial Services ETF
IYG
$2.23B
| $7.75M | 1.89% |
190,482
-3,780
| -2% | -$156K |
2016 Q4
15 quarters
|
|
22
Vanguard Financials ETF
VFH
$13.3B
| $7.06M | 1.72% |
120,683
-5,644
| -4% | -$336K |
2016 Q4
15 quarters
|
|
23
NYLIM Hedge Multi-Strategy Tracker ETF
QAI
$998M
| $6.98M | 1.7% |
225,099
+64,637
| +40% | +$2M |
2019 Q4
3 quarters
|
|
24
Vanguard Health Care ETF
VHT
$20.2B
| $6.65M | 1.62% |
32,605
-1,021
| -3% | -$207K |
2017 Q3
12 quarters
|
|
|
25
JPMorgan Diversified Return US Equity ETF
JPUS
$461M
| $6.37M | 1.56% |
86,187
-139,360
| -62% | -$10.3M |
2016 Q3
16 quarters
|
|
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Quantitative Advantage's Q3 2020 Portfolio in Review
As of Q3 2020, Quantitative Advantage held 59 positions worth $410M, up 9.7% from $373M the previous quarter. Its ten largest holdings account for 46% of the portfolio.
Quantitative Advantage deployed $13.1M of net new capital in Q3 2020, opening 3 new positions and adding to 37 existing holdings. Its largest new stake was Vanguard Morningstar Mega Cap ETF: 39,646 shares worth $4.75M.
On the sell side, the largest reduction was JPMorgan Diversified Return US Equity ETF, an estimated $10.3M trimmed.
- Quantitative Advantage's largest Q3 2020 buy was Vanguard Morningstar Mega Cap ETF: 39,646 shares worth $4.75M.
- Quantitative Advantage added most to Goldman Sachs ActiveBeta US Large Cap Equity ETF in Q3 2020, an estimated $9.33M increase.
- Quantitative Advantage's biggest Q3 2020 reduction was JPMorgan Diversified Return US Equity ETF, cutting an estimated $10.3M.
- Quantitative Advantage's ten largest holdings make up 46% of its $410M portfolio in Q3 2020.
- Quantitative Advantage opened 3 new positions and closed 0 in Q3 2020.
- Quantitative Advantage's portfolio value rose 9.7% quarter-over-quarter to $410M.
Based on Quantitative Advantage's 13F filing for Q3 2020, filed 30 Oct 2020.