We are live on ! Find out more
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
QUAL icon
1
iShares MSCI USA Quality Factor ETF
QUAL
$46.1B
$32.4M 8.29%
320,997
+106,268
+49% +$10.2M
VLUE icon
2
iShares MSCI USA Value Factor ETF
VLUE
$9.6B
$31.5M 8.07%
+351,504
New +$30.1M
JPST icon
3
JPMorgan Ultra-Short Income ETF
JPST
$39.8B
$20.6M 5.26%
407,511
-574,244
-58% -$29M
SPHQ icon
4
Invesco S&P 500 Quality ETF
SPHQ
$19.3B
$18.5M 4.73%
505,584
+124,734
+33% +$4.34M
XLI icon
5
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$18.4M 4.71%
+226,214
New +$18.1M
PWV icon
6
Invesco Large Cap Value ETF
PWV
$1.63B
$17.9M 4.57%
+432,305
New +$17.2M
JPUS
7
JPMorgan Diversified Return US Equity ETF
JPUS
$452M
$16.7M 4.28%
210,064
+13,072
+7% +$1.01M
IYG icon
8
iShares US Financial Services ETF
IYG
$2.06B
$16M 4.09%
316,290
+138,204
+78% +$6.64M
IYW icon
9
iShares US Technology ETF
IYW
$24B
$15.8M 4.05%
272,256
-32,172
-11% -$1.75M
VTI icon
10
Vanguard Total Stock Market ETF
VTI
$658B
$14.6M 3.73%
89,048
+22,591
+34% +$3.54M
GSIE icon
11
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.87B
$11.7M 2.99%
386,034
+131,301
+52% +$3.85M
VGT icon
12
Vanguard Information Technology ETF
VGT
$139B
$11.6M 2.96%
378,648
-34,120
-8% -$977K
BOND icon
13
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.29B
$10.1M 2.59%
93,854
+6,383
+7% +$691K
TOTL icon
14
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.15B
$10.1M 2.57%
205,233
+14,019
+7% +$687K
JPIB icon
15
JPMorgan International Bond Opportunities ETF
JPIB
$2.06B
$9.87M 2.52%
197,247
+13,818
+8% +$704K
VFH icon
16
Vanguard Financials ETF
VFH
$13.4B
$9.04M 2.31%
118,537
+31,396
+36% +$2.29M
SPSB icon
17
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.5B
$8.73M 2.23%
283,147
+25,240
+10% +$778K
XLV icon
18
State Street Health Care Select Sector SPDR ETF
XLV
$41.4B
$8.59M 2.2%
84,327
+22,492
+36% +$2.16M
VEU icon
19
Vanguard FTSE All-World ex-US ETF
VEU
$65.6B
$7.89M 2.02%
146,874
+55,791
+61% +$2.9M
VOX icon
20
Vanguard Communication Services ETF
VOX
$5.78B
$7.6M 1.94%
80,871
+29,957
+59% +$2.71M
VHT icon
21
Vanguard Health Care ETF
VHT
$18B
$7.54M 1.93%
39,299
-2,363
-6% -$424K
FIXD icon
22
First Trust Smith Opportunistic Fixed Income ETF
FIXD
$3.27B
$7.4M 1.89%
142,872
+11,529
+9% +$604K
SPTM icon
23
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.5B
$5.39M 1.38%
135,215
-884
-0.6% -$33.7K
JPIN icon
24
JPMorgan Diversified Return International Equity ETF
JPIN
$360M
$5.33M 1.36%
93,333
+8,113
+10% +$449K
IYM icon
25
iShares US Basic Materials ETF
IYM
$1.18B
$4.52M 1.16%
+46,163
New +$4.34M
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 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.