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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
XLC icon
51
State Street Communication Services Select Sector SPDR ETF
XLC
$23.1B
$983K 0.25%
+18,324
New +$944K
VMBS icon
52
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
$947K 0.24%
17,812
-239
-1% -$12.7K
IWV icon
53
iShares Russell 3000 ETF
IWV
$19.6B
$695K 0.18%
+3,688
New +$665K
QAI icon
54
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$1,000M
$621K 0.16%
+20,168
New +$622K
ACWX icon
55
iShares MSCI ACWI ex US ETF
ACWX
$11.3B
$231K 0.06%
+4,711
New +$225K
EFAV icon
56
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.23B
– –
-18,256
Closed -$1.34M
IDLV icon
57
Invesco S&P International Developed Low Volatility ETF
IDLV
$340M
– –
-32,227
Closed -$1.1M
IYC icon
58
iShares US Consumer Discretionary ETF
IYC
$1.16B
– –
-161,264
Closed -$8.76M
MINT icon
59
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
– –
-9,661
Closed -$983K
RWM icon
60
ProShares Short Russell2000
RWM
$114M
– –
-25,379
Closed -$1.03M
SPLV icon
61
Invesco S&P 500 Low Volatility ETF
SPLV
$7.19B
– –
-352,287
Closed -$20.4M
USMV icon
62
iShares MSCI USA Min Vol Factor ETF
USMV
$23.1B
– –
-500,019
Closed -$32.1M
VCR icon
63
Vanguard Consumer Discretionary ETF
VCR
$6.15B
– –
-39,907
Closed -$7.19M
VPU
64
Vanguard Utilities ETF
VPU
$8.64B
– –
-12,662
Closed -$1.82M
XLU icon
65
State Street Utilities Select Sector SPDR ETF
XLU
$23.5B
– –
-205,678
Closed -$6.66M
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.