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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
+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
Cap. Flow
+$7.84M
Cap. Flow %
2.1%
Top 10 Hldgs %
46.87%
Holding
66
New
8
Increased
26
Reduced
22
Closed
10

Top Buys

Rank Stock Value
1
SIZE icon
iShares MSCI USA Size Factor ETF
SIZE
+$24.2M
2
RSP icon
Invesco S&P 500 Equal Weight ETF
RSP
+$13.9M
3
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$10.6M
4
IYC icon
iShares US Consumer Discretionary ETF
IYC
+$9.96M
5
HTRB icon
Hartford Total Return Bond ETF
HTRB
+$5.75M

Top Sells

Rank Stock Value
1
USMV icon
iShares MSCI USA Min Vol Factor ETF
USMV
+$23.3M
2
GBIL icon
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
+$15.1M
3
SPLV icon
Invesco S&P 500 Low Volatility ETF
SPLV
+$13.7M
4
IEI icon
iShares 3-7 Year Treasury Bond ETF
IEI
+$9.34M
5
IYK icon
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
RODM icon
26
Hartford Multifactor Developed Markets ex-US ETF
RODM
$1.58B
$5.33M 1.43%
216,658
+67,769
+46% +$1.61M
JPIN icon
27
JPMorgan Diversified Return International Equity ETF
JPIN
$360M
$5.1M 1.37%
103,179
+948
+0.9% +$44.9K
SPTM icon
28
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.5B
$5.06M 1.36%
133,966
-2,176
-2% -$77.8K
QAI icon
29
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$1,000M
$4.87M 1.3%
160,462
+67,036
+72% +$1.98M
SPAB icon
30
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.6B
$3.97M 1.06%
128,654
-1,814
-1% -$55.4K
JHEM icon
31
John Hancock Multifactor Emerging Markets ETF
JHEM
$970M
$3.44M 0.92%
151,329
+403
+0.3% +$8.67K
QEFA icon
32
State Street SPDR MSCI EAFE StrategicFactors ETF
QEFA
$1.05B
$3.16M 0.85%
53,153
+13,499
+34% +$770K
DBP icon
33
Invesco DB Precious Metals Fund
DBP
$234M
$2.72M 0.73%
56,863
-2,013
-3% -$91.1K
UUP icon
34
Invesco DB US Dollar Index Bullish Fund
UUP
$432M
$2.42M 0.65%
91,908
-3,516
-4% -$94K
FXY icon
35
Invesco CurrencyShares Japanese Yen Trust
FXY
$427M
$2.4M 0.64%
27,382
-947
-3% -$83.5K
GTO icon
36
Invesco Total Return Bond ETF
GTO
$2.43B
$2.39M 0.64%
+41,782
New +$2.32M
IVV icon
37
iShares Core S&P 500 ETF
IVV
$881B
$2.35M 0.63%
7,581
-516
-6% -$152K
FXF icon
38
Invesco CurrencyShares Swiss Franc Trust
FXF
$420M
$2.33M 0.63%
24,127
-802
-3% -$76.4K
VV icon
39
Vanguard Large-Cap ETF
VV
$52.2B
$2.3M 0.62%
16,094
-1,163
-7% -$157K
ACWX icon
40
iShares MSCI ACWI ex US ETF
ACWX
$11.3B
$2.28M 0.61%
52,801
+35,820
+211% +$1.46M
PDBC icon
41
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$5.61B
$1.9M 0.51%
146,962
-4,751
-3% -$57.7K
SPDW icon
42
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$39.6B
$1.9M 0.51%
68,836
+3,951
+6% +$103K
GLD icon
43
SPDR Gold Trust
GLD
$130B
$1.76M 0.47%
10,540
-695
-6% -$112K
XLF icon
44
State Street Financial Select Sector SPDR ETF
XLF
$54.8B
$1.5M 0.4%
+64,931
New +$1.47M
SGOL icon
45
abrdn Physical Gold Shares ETF
SGOL
$6.85B
$1.5M 0.4%
+87,352
New +$1.44M
AGG icon
46
iShares Core US Aggregate Bond ETF
AGG
$139B
$1.45M 0.39%
12,284
-756
-6% -$88.5K
LRGF icon
47
iShares US Equity Factor ETF
LRGF
$3.52B
$1.38M 0.37%
44,538
-2,949
-6% -$87.5K
MBB icon
48
iShares MBS ETF
MBB
$39.3B
$1.38M 0.37%
12,467
-780
-6% -$86.4K
FPE icon
49
First Trust Preferred Securities and Income ETF
FPE
$6.36B
$1.37M 0.37%
74,397
-4,788
-6% -$86.4K
IEI icon
50
iShares 3-7 Year Treasury Bond ETF
IEI
$18.2B
$1.31M 0.35%
9,818
-70,057
-88% -$9.34M
1
2
3

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BFG
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IMOV
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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
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SIMM
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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 $9.96M 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.