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QA

Quantitative Advantage Portfolio holdings

AUM $689M
1-Year Est. Return 6.25%
This Fund
S&P 500
This Quarter Est. Return
+7.93%
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
$346M
AUM Growth
+$29.5M
Cap. Flow
+$5.45M
Cap. Flow %
1.58%
Top 10 Hldgs %
49.19%
Holding
57
New
–
Increased
37
Reduced
18
Closed
2

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$905K
2
JPUS
JPMorgan Diversified Return US Equity ETF
JPUS
+$715K
3
USMV icon
iShares MSCI USA Min Vol Factor ETF
USMV
+$615K
4
QUAL icon
iShares MSCI USA Quality Factor ETF
QUAL
+$601K
5
BND icon
Vanguard Total Bond Market
BND
+$525K

Top Sells

Rank Stock Value
1
ACWI icon
iShares MSCI ACWI ETF
ACWI
+$897K
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$738K
3
UUP icon
Invesco DB US Dollar Index Bullish Fund
UUP
+$74.9K
4
SPLV icon
Invesco S&P 500 Low Volatility ETF
SPLV
+$73.3K
5
EFAV icon
iShares MSCI EAFE Min Vol Factor ETF
EFAV
+$72.5K

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XLU icon
26
State Street Utilities Select Sector SPDR ETF
XLU
$23.5B
$5.16M 1.49%
177,274
+1,564
+0.9% +$43.5K
IDLV icon
27
Invesco S&P International Developed Low Volatility ETF
IDLV
$340M
$4.78M 1.38%
145,716
-1,378
-0.9% -$44K
JPIN icon
28
JPMorgan Diversified Return International Equity ETF
JPIN
$360M
$4.2M 1.21%
75,894
+4,835
+7% +$264K
SPTM icon
29
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.5B
$3.97M 1.15%
112,925
+12,260
+12% +$415K
VPU
30
Vanguard Utilities ETF
VPU
$8.64B
$3.93M 1.14%
30,334
+704
+2% +$87.3K
VCSH icon
31
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.8B
$3.46M 1%
43,402
+1,192
+3% +$94K
BSV icon
32
Vanguard Short-Term Bond ETF
BSV
$44.7B
$3.45M 1%
43,362
+1,245
+3% +$98.3K
EELV icon
33
Invesco S&P Emerging Markets Low Volatility ETF
EELV
$428M
$3.39M 0.98%
141,120
-1,894
-1% -$45.4K
SPAB icon
34
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.6B
$3.2M 0.92%
111,973
-2,559
-2% -$71.8K
BND icon
35
Vanguard Total Bond Market
BND
$159B
$3.09M 0.89%
38,035
+6,574
+21% +$525K
SPLV icon
36
Invesco S&P 500 Low Volatility ETF
SPLV
$7.19B
$2.7M 0.78%
51,254
-1,462
-3% -$73.3K
UUP icon
37
Invesco DB US Dollar Index Bullish Fund
UUP
$432M
$2.61M 0.76%
100,441
-2,921
-3% -$74.9K
FXY icon
38
Invesco CurrencyShares Japanese Yen Trust
FXY
$427M
$2.53M 0.73%
29,391
-758
-3% -$65.7K
IVV icon
39
iShares Core S&P 500 ETF
IVV
$881B
$2.46M 0.71%
8,660
+3,309
+62% +$905K
PDBC icon
40
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$5.61B
$2.43M 0.7%
146,254
-2,895
-2% -$47.2K
FXF icon
41
Invesco CurrencyShares Swiss Franc Trust
FXF
$420M
$2.4M 0.69%
25,663
-629
-2% -$58.8K
VV icon
42
Vanguard Large-Cap ETF
VV
$52.2B
$1.9M 0.55%
14,659
-128
-0.9% -$16K
REZ icon
43
iShares Residential and Multisector Real Estate ETF
REZ
$905M
$1.37M 0.4%
19,324
-878
-4% -$59.5K
FPE icon
44
First Trust Preferred Securities and Income ETF
FPE
$6.36B
$1.31M 0.38%
68,906
-3,561
-5% -$66.7K
VNQ icon
45
Vanguard Real Estate ETF
VNQ
$39.6B
$1.26M 0.37%
14,533
+156
+1% +$12.9K
LRGF icon
46
iShares US Equity Factor ETF
LRGF
$3.52B
$1.26M 0.36%
40,646
-2,008
-5% -$60.7K
PGX icon
47
Invesco Preferred ETF
PGX
$3.91B
$1.26M 0.36%
86,846
+408
+0.5% +$5.8K
GSLC icon
48
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15.4B
$1.24M 0.36%
21,750
+102
+0.5% +$5.58K
AGG icon
49
iShares Core US Aggregate Bond ETF
AGG
$139B
$1.21M 0.35%
11,062
-524
-5% -$56.2K
MBB icon
50
iShares MBS ETF
MBB
$39.3B
$1.18M 0.34%
11,125
-544
-5% -$57.2K
1
2
3

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JCG
JHL Capital Group Chicago, Illinois $805M AUM 50.84% 1-Year Est. Return
BFG
Barber Financial Group Lenexa, Kansas $567M AUM 5.25% 1-Year Est. Return
IMOV
Investment Management of Virginia Richmond, Virginia $526M AUM 3.23% 1-Year Est. Return
DW
Domani Wealth Lancaster, Pennsylvania $431M AUM 6.62% 1-Year Est. Return
KI
Kula Investments Chicago, Illinois $405M AUM
SG
Stonnington Group Pasadena, California $384M AUM 3.51% 1-Year Est. Return
OAMG
Odey Asset Management Group London, United Kingdom $381M AUM 45.36% 1-Year Est. Return
SIMM
Stillwater Investment Management (Minnesota) Stillwater, Minnesota $372M AUM 5.45% 1-Year Est. Return

Quantitative Advantage's Q1 2019 Portfolio in Review

As of Q1 2019, Quantitative Advantage held 57 positions worth $346M, up 9.3% from $316M the previous quarter. Its ten largest holdings account for 49% of the portfolio.

Trading was light in Q1 2019: portfolio turnover was 3.5%. Quantitative Advantage opened no new positions and exited 2, leaving the 57-position portfolio largely intact.

  • Quantitative Advantage added most to iShares Core S&P 500 ETF in Q1 2019, an estimated $905K increase.
  • Quantitative Advantage's biggest Q1 2019 reduction was Invesco DB US Dollar Index Bullish Fund, cutting an estimated $74.9K.
  • Quantitative Advantage fully exited iShares MSCI ACWI ETF in Q1 2019, selling an estimated $897K.
  • Quantitative Advantage's ten largest holdings make up 49% of its $346M portfolio in Q1 2019.
  • Quantitative Advantage opened 0 new positions and closed 2 in Q1 2019.
  • Quantitative Advantage's portfolio value rose 9.3% quarter-over-quarter to $346M.

Based on Quantitative Advantage's 13F filing for Q1 2019, filed 3 May 2019.