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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
+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
Cap. Flow
+$9.11M
Cap. Flow %
2.33%
Top 10 Hldgs %
51.79%
Holding
65
New
9
Increased
34
Reduced
12
Closed
10

Top Buys

Rank Stock Value
1
VLUE icon
iShares MSCI USA Value Factor ETF
VLUE
+$30.1M
2
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$18.1M
3
PWV icon
Invesco Large Cap Value ETF
PWV
+$17.2M
4
QUAL icon
iShares MSCI USA Quality Factor ETF
QUAL
+$10.2M
5
IYG icon
iShares US Financial Services ETF
IYG
+$6.64M

Top Sells

Rank Stock Value
1
USMV icon
iShares MSCI USA Min Vol Factor ETF
USMV
+$32.1M
2
JPST icon
JPMorgan Ultra-Short Income ETF
JPST
+$29M
3
SPLV icon
Invesco S&P 500 Low Volatility ETF
SPLV
+$20.4M
4
IYC icon
iShares US Consumer Discretionary ETF
IYC
+$8.76M
5
VCR icon
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
RODM icon
26
Hartford Multifactor Developed Markets ex-US ETF
RODM
$1.58B
$4.2M 1.07%
142,883
+3,949
+3% +$113K
JHEM icon
27
John Hancock Multifactor Emerging Markets ETF
JHEM
$970M
$4.16M 1.06%
155,768
+48,188
+45% +$1.23M
SPAB icon
28
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.6B
$4.06M 1.04%
138,325
-2,382
-2% -$70.2K
BND icon
29
Vanguard Total Bond Market
BND
$159B
$4.04M 1.03%
48,192
+5,075
+12% +$427K
BSV icon
30
Vanguard Short-Term Bond ETF
BSV
$44.7B
$3.67M 0.94%
45,593
+1,175
+3% +$94.8K
VCSH icon
31
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.8B
$3.65M 0.93%
45,081
+2,186
+5% +$177K
QEFA icon
32
State Street SPDR MSCI EAFE StrategicFactors ETF
QEFA
$1.05B
$2.59M 0.66%
38,779
-204
-0.5% -$13.3K
IVV icon
33
iShares Core S&P 500 ETF
IVV
$881B
$2.58M 0.66%
7,989
+1,075
+16% +$333K
PDBC icon
34
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$5.61B
$2.54M 0.65%
153,668
+18,168
+13% +$292K
UUP icon
35
Invesco DB US Dollar Index Bullish Fund
UUP
$432M
$2.53M 0.65%
97,452
+6,069
+7% +$162K
FXY icon
36
Invesco CurrencyShares Japanese Yen Trust
FXY
$427M
$2.5M 0.64%
28,654
+1,848
+7% +$162K
DBP icon
37
Invesco DB Precious Metals Fund
DBP
$234M
$2.48M 0.63%
+59,666
New +$2.46M
VV icon
38
Vanguard Large-Cap ETF
VV
$52.2B
$2.48M 0.63%
16,748
+753
+5% +$107K
FXF icon
39
Invesco CurrencyShares Swiss Franc Trust
FXF
$420M
$2.4M 0.61%
25,179
+1,701
+7% +$159K
SPDW icon
40
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$39.6B
$1.97M 0.5%
62,834
+1,015
+2% +$30.9K
REZ icon
41
iShares Residential and Multisector Real Estate ETF
REZ
$905M
$1.67M 0.43%
22,134
+2,786
+14% +$216K
LRGF icon
42
iShares US Equity Factor ETF
LRGF
$3.52B
$1.59M 0.41%
46,044
+5,754
+14% +$191K
AGG icon
43
iShares Core US Aggregate Bond ETF
AGG
$139B
$1.57M 0.4%
13,989
+2,150
+18% +$242K
GLD icon
44
SPDR Gold Trust
GLD
$130B
$1.56M 0.4%
10,895
+1,361
+14% +$190K
FPE icon
45
First Trust Preferred Securities and Income ETF
FPE
$6.36B
$1.55M 0.4%
77,219
+9,415
+14% +$187K
MBB icon
46
iShares MBS ETF
MBB
$39.3B
$1.4M 0.36%
12,907
+1,868
+17% +$202K
GSLC icon
47
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15.4B
$1.17M 0.3%
18,073
-259
-1% -$16.1K
VNQ icon
48
Vanguard Real Estate ETF
VNQ
$39.6B
$1.13M 0.29%
12,139
-160
-1% -$14.8K
PGX icon
49
Invesco Preferred ETF
PGX
$3.91B
$1.08M 0.28%
72,167
-1,006
-1% -$15K
DGL
50
DELISTED
Invesco DB Gold Fund
DGL
$1.08M 0.28%
23,816
-335
-1% -$15.1K
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 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.