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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
+6.35%
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
Cap. Flow
+$13.1M
Cap. Flow %
3.2%
Top 10 Hldgs %
45.67%
Holding
59
New
3
Increased
37
Reduced
19
Closed
–

Top Buys

Rank Stock Value
1
GSLC icon
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
+$9.33M
2
MGC icon
Vanguard Mega Cap 300 Index ETF
MGC
+$4.68M
3
BND icon
Vanguard Total Bond Market
BND
+$4.19M
4
IWV icon
iShares Russell 3000 ETF
IWV
+$2.62M
5
VTI icon
Vanguard Total Stock Market ETF
VTI
+$2.53M

Top Sells

Rank Stock Value
1
JPUS
JPMorgan Diversified Return US Equity ETF
JPUS
+$10.3M
2
SPTM icon
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
+$4.48M
3
SPAB icon
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
+$2.76M
4
JPIN icon
JPMorgan Diversified Return International Equity ETF
JPIN
+$2.47M
5
GBIL icon
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
HTRB icon
26
Hartford Total Return Bond ETF
HTRB
$2.23B
$6.31M 1.54%
152,486
+12,725
+9% +$537K
JPIB icon
27
JPMorgan International Bond Opportunities ETF
JPIB
$2.06B
$5.98M 1.46%
118,761
+7,046
+6% +$356K
RODM icon
28
Hartford Multifactor Developed Markets ex-US ETF
RODM
$1.58B
$5.5M 1.34%
212,615
-4,043
-2% -$104K
MGC icon
29
Vanguard Mega Cap 300 Index ETF
MGC
$9.95B
$4.75M 1.16%
+39,646
New +$4.68M
JHEM icon
30
John Hancock Multifactor Emerging Markets ETF
JHEM
$970M
$3.57M 0.87%
145,418
-5,911
-4% -$146K
ACWX icon
31
iShares MSCI ACWI ex US ETF
ACWX
$11.3B
$3.31M 0.81%
71,995
+19,194
+36% +$884K
QEFA icon
32
State Street SPDR MSCI EAFE StrategicFactors ETF
QEFA
$1.05B
$3.05M 0.74%
49,345
-3,808
-7% -$236K
DBP icon
33
Invesco DB Precious Metals Fund
DBP
$234M
$3.01M 0.74%
58,641
+1,778
+3% +$94.2K
JPIN icon
34
JPMorgan Diversified Return International Equity ETF
JPIN
$360M
$2.87M 0.7%
55,563
-47,616
-46% -$2.47M
VV icon
35
Vanguard Large-Cap ETF
VV
$52.2B
$2.66M 0.65%
16,988
+894
+6% +$138K
FXY icon
36
Invesco CurrencyShares Japanese Yen Trust
FXY
$427M
$2.54M 0.62%
28,295
+913
+3% +$81.4K
IVV icon
37
iShares Core S&P 500 ETF
IVV
$881B
$2.48M 0.61%
7,390
-191
-3% -$63.6K
FXF icon
38
Invesco CurrencyShares Swiss Franc Trust
FXF
$420M
$2.47M 0.6%
24,944
+817
+3% +$81.3K
GTO icon
39
Invesco Total Return Bond ETF
GTO
$2.43B
$2.42M 0.59%
41,881
+99
+0.2% +$5.74K
UUP icon
40
Invesco DB US Dollar Index Bullish Fund
UUP
$432M
$2.4M 0.58%
94,468
+2,560
+3% +$65K
DNL icon
41
WisdomTree Global ex-U.S. Quality Growth Fund
DNL
$474M
$2.31M 0.56%
+69,436
New +$2.31M
OMFL icon
42
Invesco Russell 1000 Dynamic Multifactor ETF
OMFL
$4.71B
$2.27M 0.56%
+73,533
New +$2.29M
PDBC icon
43
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$5.61B
$2.08M 0.51%
152,098
+5,136
+3% +$70.3K
SPDW icon
44
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$39.6B
$2.05M 0.5%
70,055
+1,219
+2% +$35.6K
GLD icon
45
SPDR Gold Trust
GLD
$130B
$1.95M 0.48%
11,022
+482
+5% +$86.6K
XLF icon
46
State Street Financial Select Sector SPDR ETF
XLF
$54.8B
$1.77M 0.43%
73,692
+8,761
+13% +$213K
SGOL icon
47
abrdn Physical Gold Shares ETF
SGOL
$6.85B
$1.63M 0.4%
89,637
+2,285
+3% +$42K
LRGF icon
48
iShares US Equity Factor ETF
LRGF
$3.52B
$1.54M 0.38%
46,428
+1,890
+4% +$62K
AGG icon
49
iShares Core US Aggregate Bond ETF
AGG
$139B
$1.52M 0.37%
12,918
+634
+5% +$75.2K
FPE icon
50
First Trust Preferred Securities and Income ETF
FPE
$6.36B
$1.49M 0.36%
77,775
+3,378
+5% +$64.5K
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 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 Mega Cap 300 Index 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 Mega Cap 300 Index 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.