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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
QUAL icon
1
iShares MSCI USA Quality Factor ETF
QUAL
$46.1B
$27M 7.22%
281,236
-12,439
-4% -$1.14M
SIZE icon
2
iShares MSCI USA Size Factor ETF
SIZE
$427M
$25.7M 6.89%
+293,631
New +$24.2M
IYW icon
3
iShares US Technology ETF
IYW
$24B
$17.9M 4.78%
264,756
+28,200
+12% +$1.7M
SPHQ icon
4
Invesco S&P 500 Quality ETF
SPHQ
$19.3B
$16.8M 4.5%
474,931
-16,320
-3% -$553K
VTI icon
5
Vanguard Total Stock Market ETF
VTI
$658B
$16.1M 4.32%
102,959
+6,121
+6% +$903K
JPUS
6
JPMorgan Diversified Return US Equity ETF
JPUS
$452M
$15.7M 4.19%
225,547
+1,672
+0.7% +$111K
RSP icon
7
Invesco S&P 500 Equal Weight ETF
RSP
$96.4B
$14.7M 3.93%
+144,275
New +$13.9M
VGT icon
8
Vanguard Information Technology ETF
VGT
$139B
$14.5M 3.88%
416,280
+17,680
+4% +$552K
TOTL icon
9
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.15B
$13.9M 3.71%
279,770
+11,664
+4% +$571K
GBIL icon
10
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
$7.68B
$12.9M 3.44%
127,934
-150,436
-54% -$15.1M
FIXD icon
11
First Trust Smith Opportunistic Fixed Income ETF
FIXD
$3.27B
$11.9M 3.19%
217,088
+66,862
+45% +$3.61M
IYC icon
12
iShares US Consumer Discretionary ETF
IYC
$1.16B
$11.9M 3.18%
217,100
+192,600
+786% +$9.96M
BOND icon
13
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.29B
$11.5M 3.07%
102,701
+2,087
+2% +$229K
XLI icon
14
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$11.2M 3%
+162,973
New +$10.6M
XLV icon
15
State Street Health Care Select Sector SPDR ETF
XLV
$41.4B
$9.13M 2.45%
91,290
-17,076
-16% -$1.69M
BND icon
16
Vanguard Total Bond Market
BND
$159B
$8.66M 2.32%
98,037
+52,419
+115% +$4.58M
VCR icon
17
Vanguard Consumer Discretionary ETF
VCR
$6.15B
$8.02M 2.15%
40,100
+25,716
+179% +$4.63M
GSIE icon
18
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.87B
$7.94M 2.13%
298,614
+15,015
+5% +$378K
IYG icon
19
iShares US Financial Services ETF
IYG
$2.06B
$7.73M 2.07%
194,262
+110,733
+133% +$4.26M
VEU icon
20
Vanguard FTSE All-World ex-US ETF
VEU
$65.6B
$7.33M 1.96%
153,918
-580
-0.4% -$26K
VFH icon
21
Vanguard Financials ETF
VFH
$13.4B
$7.23M 1.94%
126,327
+101,862
+416% +$5.66M
IWV icon
22
iShares Russell 3000 ETF
IWV
$19.6B
$6.86M 1.84%
38,084
+25,578
+205% +$4.33M
VHT icon
23
Vanguard Health Care ETF
VHT
$18B
$6.48M 1.73%
33,626
-14,172
-30% -$2.66M
HTRB icon
24
Hartford Total Return Bond ETF
HTRB
$2.23B
$5.86M 1.57%
+139,761
New +$5.75M
JPIB icon
25
JPMorgan International Bond Opportunities ETF
JPIB
$2.06B
$5.55M 1.49%
111,715
+4,121
+4% +$199K
1
2 3

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IMOV
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DW
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KI
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SG
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OAMG
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SIMM
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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.