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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
GBIL icon
1
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
$7.68B
$28.1M 8.58%
+278,370
New +$28M
QUAL icon
2
iShares MSCI USA Quality Factor ETF
QUAL
$46.1B
$23.8M 7.28%
293,675
-27,322
-9% -$2.61M
USMV icon
3
iShares MSCI USA Min Vol Factor ETF
USMV
$23.1B
$23.3M 7.13%
+431,871
New +$27.4M
SPHQ icon
4
Invesco S&P 500 Quality ETF
SPHQ
$19.3B
$14.7M 4.5%
491,251
-14,333
-3% -$497K
SPLV icon
5
Invesco S&P 500 Low Volatility ETF
SPLV
$7.19B
$13.7M 4.2%
+292,496
New +$16.4M
JPUS
6
JPMorgan Diversified Return US Equity ETF
JPUS
$452M
$13.1M 4.01%
223,875
+13,811
+7% +$1.01M
TOTL icon
7
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.15B
$12.9M 3.93%
268,106
+62,873
+31% +$3.09M
VTI icon
8
Vanguard Total Stock Market ETF
VTI
$658B
$12.5M 3.82%
96,838
+7,790
+9% +$1.2M
IYW icon
9
iShares US Technology ETF
IYW
$24B
$12.1M 3.7%
236,556
-35,700
-13% -$2.07M
BOND icon
10
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.29B
$10.7M 3.27%
100,614
+6,760
+7% +$735K
IEI icon
11
iShares 3-7 Year Treasury Bond ETF
IEI
$18.2B
$10.7M 3.26%
+79,875
New +$10.3M
VGT icon
12
Vanguard Information Technology ETF
VGT
$139B
$10.6M 3.23%
398,600
+19,952
+5% +$605K
XLV icon
13
State Street Health Care Select Sector SPDR ETF
XLV
$41.4B
$9.6M 2.93%
108,366
+24,039
+29% +$2.34M
VHT icon
14
Vanguard Health Care ETF
VHT
$18B
$7.94M 2.43%
47,798
+8,499
+22% +$1.55M
FIXD icon
15
First Trust Smith Opportunistic Fixed Income ETF
FIXD
$3.27B
$7.92M 2.42%
150,226
+7,354
+5% +$386K
IYK icon
16
iShares US Consumer Staples ETF
IYK
$1.39B
$7.08M 2.16%
+196,323
New +$8.32M
GSIE icon
17
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.87B
$6.54M 2%
283,599
-102,435
-27% -$2.83M
VEU icon
18
Vanguard FTSE All-World ex-US ETF
VEU
$65.6B
$6.34M 1.94%
154,498
+7,624
+5% +$375K
VOX icon
19
Vanguard Communication Services ETF
VOX
$5.78B
$5.91M 1.81%
77,584
-3,287
-4% -$297K
JPIB icon
20
JPMorgan International Bond Opportunities ETF
JPIB
$2.06B
$5.07M 1.55%
107,594
-89,653
-45% -$4.43M
VGIT icon
21
Vanguard Intermediate-Term Treasury ETF
VGIT
$41.9B
$4.48M 1.37%
+63,543
New +$4.31M
IYZ icon
22
iShares US Telecommunications ETF
IYZ
$1.22B
$4.48M 1.37%
+180,356
New +$5.14M
JPIN icon
23
JPMorgan Diversified Return International Equity ETF
JPIN
$360M
$4.42M 1.35%
102,231
+8,898
+10% +$462K
SPTM icon
24
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.5B
$4.28M 1.31%
136,142
+927
+0.7% +$34.9K
VDC icon
25
Vanguard Consumer Staples ETF
VDC
$7.96B
$4.13M 1.26%
+29,950
New +$4.62M
1
2 3

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BFG
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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
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SIMM
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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.