We are live on ! Find out more
QA

Quantitative Advantage Portfolio holdings

AUM $689M
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
Cap. Flow
-$11.9M
Cap. Flow %
-3.62%
Top 10 Hldgs %
50.39%
Holding
65
New
10
Increased
25
Reduced
23
Closed
7

Top Buys

Rank Stock Value
1
GBIL icon
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
+$28M
2
USMV icon
iShares MSCI USA Min Vol Factor ETF
USMV
+$27.4M
3
SPLV icon
Invesco S&P 500 Low Volatility ETF
SPLV
+$16.4M
4
IEI icon
iShares 3-7 Year Treasury Bond ETF
IEI
+$10.3M
5
IYK icon
iShares US Consumer Staples ETF
IYK
+$8.32M

Top Sells

Rank Stock Value
1
VLUE icon
iShares MSCI USA Value Factor ETF
VLUE
+$31.5M
2
JPST icon
JPMorgan Ultra-Short Income ETF
JPST
+$20.6M
3
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$18.4M
4
PWV icon
Invesco Large Cap Value ETF
PWV
+$17.9M
5
IYG icon
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
SPAB icon
26
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.6B
$3.94M 1.21%
130,468
-7,857
-6% -$234K
BND icon
27
Vanguard Total Bond Market
BND
$159B
$3.89M 1.19%
45,618
-2,574
-5% -$219K
RODM icon
28
Hartford Multifactor Developed Markets ex-US ETF
RODM
$1.58B
$3.28M 1%
148,889
+6,006
+4% +$160K
BSV icon
29
Vanguard Short-Term Bond ETF
BSV
$44.7B
$2.99M 0.91%
36,356
-9,237
-20% -$750K
JHEM icon
30
John Hancock Multifactor Emerging Markets ETF
JHEM
$970M
$2.99M 0.91%
150,926
-4,842
-3% -$117K
IYG icon
31
iShares US Financial Services ETF
IYG
$2.06B
$2.86M 0.87%
83,529
-232,761
-74% -$10.6M
QAI icon
32
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$1,000M
$2.66M 0.81%
93,426
+73,258
+363% +$2.2M
UUP icon
33
Invesco DB US Dollar Index Bullish Fund
UUP
$432M
$2.56M 0.78%
95,424
-2,028
-2% -$54K
FXY icon
34
Invesco CurrencyShares Japanese Yen Trust
FXY
$427M
$2.5M 0.76%
28,329
-325
-1% -$28.3K
DBP icon
35
Invesco DB Precious Metals Fund
DBP
$234M
$2.4M 0.73%
58,876
-790
-1% -$33.4K
FXF icon
36
Invesco CurrencyShares Swiss Franc Trust
FXF
$420M
$2.38M 0.73%
24,929
-250
-1% -$23.8K
QEFA icon
37
State Street SPDR MSCI EAFE StrategicFactors ETF
QEFA
$1.05B
$2.12M 0.65%
39,654
+875
+2% +$54.2K
IVV icon
38
iShares Core S&P 500 ETF
IVV
$881B
$2.09M 0.64%
8,097
+108
+1% +$33.1K
VCR icon
39
Vanguard Consumer Discretionary ETF
VCR
$6.15B
$2.09M 0.64%
+14,384
New +$2.58M
VV icon
40
Vanguard Large-Cap ETF
VV
$52.2B
$2.04M 0.62%
17,257
+509
+3% +$71.5K
IWV icon
41
iShares Russell 3000 ETF
IWV
$19.6B
$1.85M 0.57%
12,506
+8,818
+239% +$1.57M
PDBC icon
42
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$5.61B
$1.79M 0.55%
151,713
-1,955
-1% -$28.4K
GLD icon
43
SPDR Gold Trust
GLD
$130B
$1.66M 0.51%
11,235
+340
+3% +$50.6K
SPDW icon
44
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$39.6B
$1.55M 0.47%
64,885
+2,051
+3% +$58.7K
AGG icon
45
iShares Core US Aggregate Bond ETF
AGG
$139B
$1.5M 0.46%
13,040
-949
-7% -$108K
MBB icon
46
iShares MBS ETF
MBB
$39.3B
$1.46M 0.45%
13,247
+340
+3% +$37K
FPE icon
47
First Trust Preferred Securities and Income ETF
FPE
$6.36B
$1.3M 0.4%
79,185
+1,966
+3% +$37.7K
REZ icon
48
iShares Residential and Multisector Real Estate ETF
REZ
$905M
$1.26M 0.39%
22,903
+769
+3% +$55.4K
LRGF icon
49
iShares US Equity Factor ETF
LRGF
$3.52B
$1.26M 0.38%
47,487
+1,443
+3% +$46.5K
VFH icon
50
Vanguard Financials ETF
VFH
$13.4B
$1.24M 0.38%
24,465
-94,072
-79% -$6.41M
1
2
3

Similar funds

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 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.