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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
DGL
51
DELISTED
Invesco DB Gold Fund
DGL
$1.2M 0.32%
22,637
+85
+0.4% +$4.33K
GSLC icon
52
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15.4B
$1.06M 0.28%
16,868
+29
+0.2% +$1.72K
PGX icon
53
Invesco Preferred ETF
PGX
$3.91B
$957K 0.26%
67,794
+347
+0.5% +$4.86K
VMBS icon
54
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
$938K 0.25%
17,252
+93
+0.5% +$5.06K
VGIT icon
55
Vanguard Intermediate-Term Treasury ETF
VGIT
$41.9B
$916K 0.25%
12,982
-50,561
-80% -$3.56M
CWI icon
56
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.72B
$510K 0.14%
+22,513
New +$482K
BSV icon
57
Vanguard Short-Term Bond ETF
BSV
$44.7B
– –
-36,356
Closed -$2.99M
IYK icon
58
iShares US Consumer Staples ETF
IYK
$1.39B
– –
-196,323
Closed -$7.08M
IYZ icon
59
iShares US Telecommunications ETF
IYZ
$1.22B
– –
-180,356
Closed -$4.48M
REZ icon
60
iShares Residential and Multisector Real Estate ETF
REZ
$905M
– –
-22,903
Closed -$1.26M
SPLV icon
61
Invesco S&P 500 Low Volatility ETF
SPLV
$7.19B
– –
-292,496
Closed -$13.7M
USMV icon
62
iShares MSCI USA Min Vol Factor ETF
USMV
$23.1B
– –
-431,871
Closed -$23.3M
VDC icon
63
Vanguard Consumer Staples ETF
VDC
$7.96B
– –
-29,950
Closed -$4.13M
VNQ icon
64
Vanguard Real Estate ETF
VNQ
$39.6B
– –
-12,060
Closed -$842K
VOX icon
65
Vanguard Communication Services ETF
VOX
$5.78B
– –
-77,584
Closed -$5.91M
XLC icon
66
State Street Communication Services Select Sector SPDR ETF
XLC
$23.1B
– –
-19,194
Closed -$849K
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 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.