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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
-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
IYC icon
51
iShares US Consumer Discretionary ETF
IYC
$1.16B
$1.08M 0.33%
+24,500
New +$1.31M
DGL
52
DELISTED
Invesco DB Gold Fund
DGL
$1.05M 0.32%
22,552
-1,264
-5% -$59.4K
VMBS icon
53
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
$935K 0.29%
17,159
-653
-4% -$34.9K
PGX icon
54
Invesco Preferred ETF
PGX
$3.91B
$888K 0.27%
67,447
-4,720
-7% -$67.9K
GSLC icon
55
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15.4B
$879K 0.27%
16,839
-1,234
-7% -$76.1K
XLC icon
56
State Street Communication Services Select Sector SPDR ETF
XLC
$23.1B
$849K 0.26%
19,194
+870
+5% +$45K
VNQ icon
57
Vanguard Real Estate ETF
VNQ
$39.6B
$842K 0.26%
12,060
-79
-0.7% -$6.94K
ACWX icon
58
iShares MSCI ACWI ex US ETF
ACWX
$11.3B
$639K 0.2%
16,981
+12,270
+260% +$551K
IYM icon
59
iShares US Basic Materials ETF
IYM
$1.18B
– –
-46,163
Closed -$4.52M
JPST icon
60
JPMorgan Ultra-Short Income ETF
JPST
$39.8B
– –
-407,511
Closed -$20.6M
PWV icon
61
Invesco Large Cap Value ETF
PWV
$1.63B
– –
-432,305
Closed -$17.9M
SPSB icon
62
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.5B
– –
-283,147
Closed -$8.73M
VCSH icon
63
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.8B
– –
-45,081
Closed -$3.65M
VLUE icon
64
iShares MSCI USA Value Factor ETF
VLUE
$9.6B
– –
-351,504
Closed -$31.5M
XLI icon
65
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
– –
-226,214
Closed -$18.4M
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 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.