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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
+6.35%
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
$410M
AUM Growth
+$36.2M
Cap. Flow
+$13.1M
Cap. Flow %
3.2%
Top 10 Hldgs %
45.67%
Holding
59
New
3
Increased
37
Reduced
19
Closed
–

Top Buys

Rank Stock Value
1
GSLC icon
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
+$9.33M
2
MGC icon
Vanguard Mega Cap 300 Index ETF
MGC
+$4.68M
3
BND icon
Vanguard Total Bond Market
BND
+$4.19M
4
IWV icon
iShares Russell 3000 ETF
IWV
+$2.62M
5
VTI icon
Vanguard Total Stock Market ETF
VTI
+$2.53M

Top Sells

Rank Stock Value
1
JPUS
JPMorgan Diversified Return US Equity ETF
JPUS
+$10.3M
2
SPTM icon
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
+$4.48M
3
SPAB icon
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
+$2.76M
4
JPIN icon
JPMorgan Diversified Return International Equity ETF
JPIN
+$2.47M
5
GBIL icon
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
+$2.1M

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
$28.6M 6.99%
276,053
-5,183
-2% -$531K
SIZE icon
2
iShares MSCI USA Size Factor ETF
SIZE
$427M
$27.1M 6.61%
288,677
-4,954
-2% -$461K
IYW icon
3
iShares US Technology ETF
IYW
$24B
$21.3M 5.2%
283,184
+18,428
+7% +$1.35M
VTI icon
4
Vanguard Total Stock Market ETF
VTI
$658B
$20.1M 4.91%
118,019
+15,060
+15% +$2.53M
SPHQ icon
5
Invesco S&P 500 Quality ETF
SPHQ
$19.3B
$17.5M 4.28%
453,660
-21,271
-4% -$804K
VGT icon
6
Vanguard Information Technology ETF
VGT
$139B
$15.9M 3.89%
408,952
-7,328
-2% -$276K
RSP icon
7
Invesco S&P 500 Equal Weight ETF
RSP
$96.4B
$15M 3.67%
139,037
-5,238
-4% -$565K
TOTL icon
8
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.15B
$14.7M 3.58%
297,210
+17,440
+6% +$865K
IYC icon
9
iShares US Consumer Discretionary ETF
IYC
$1.16B
$13.8M 3.37%
220,620
+3,520
+2% +$213K
FIXD icon
10
First Trust Smith Opportunistic Fixed Income ETF
FIXD
$3.27B
$13M 3.17%
236,226
+19,138
+9% +$1.06M
BND icon
11
Vanguard Total Bond Market
BND
$159B
$12.8M 3.13%
145,289
+47,252
+48% +$4.19M
XLI icon
12
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$12.4M 3.03%
161,150
-1,823
-1% -$136K
BOND icon
13
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.29B
$12.2M 2.98%
108,426
+5,725
+6% +$644K
GBIL icon
14
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
$7.68B
$10.8M 2.62%
107,042
-20,892
-16% -$2.1M
GSLC icon
15
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15.4B
$10.6M 2.59%
155,854
+138,986
+824% +$9.33M
IWV icon
16
iShares Russell 3000 ETF
IWV
$19.6B
$10.1M 2.47%
51,624
+13,540
+36% +$2.62M
VEU icon
17
Vanguard FTSE All-World ex-US ETF
VEU
$65.6B
$9.88M 2.41%
195,752
+41,834
+27% +$2.12M
XLV icon
18
State Street Health Care Select Sector SPDR ETF
XLV
$41.4B
$9.71M 2.37%
92,099
+809
+0.9% +$85.2K
VCR icon
19
Vanguard Consumer Discretionary ETF
VCR
$6.15B
$9M 2.2%
38,341
-1,759
-4% -$399K
GSIE icon
20
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.87B
$8.47M 2.07%
300,921
+2,307
+0.8% +$64.9K
IYG icon
21
iShares US Financial Services ETF
IYG
$2.06B
$7.75M 1.89%
190,482
-3,780
-2% -$156K
VFH icon
22
Vanguard Financials ETF
VFH
$13.4B
$7.06M 1.72%
120,683
-5,644
-4% -$336K
QAI icon
23
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$1,000M
$6.98M 1.7%
225,099
+64,637
+40% +$2M
VHT icon
24
Vanguard Health Care ETF
VHT
$18B
$6.65M 1.62%
32,605
-1,021
-3% -$207K
JPUS
25
JPMorgan Diversified Return US Equity ETF
JPUS
$452M
$6.37M 1.56%
86,187
-139,360
-62% -$10.3M
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 Q3 2020 Portfolio in Review

As of Q3 2020, Quantitative Advantage held 59 positions worth $410M, up 9.7% from $373M the previous quarter. Its ten largest holdings account for 46% of the portfolio.

Quantitative Advantage deployed $13.1M of net new capital in Q3 2020, opening 3 new positions and adding to 37 existing holdings. Its largest new stake was Vanguard Mega Cap 300 Index ETF: 39,646 shares worth $4.75M.

On the sell side, the largest reduction was JPMorgan Diversified Return US Equity ETF, an estimated $10.3M trimmed.

  • Quantitative Advantage's largest Q3 2020 buy was Vanguard Mega Cap 300 Index ETF: 39,646 shares worth $4.75M.
  • Quantitative Advantage added most to Goldman Sachs ActiveBeta US Large Cap Equity ETF in Q3 2020, an estimated $9.33M increase.
  • Quantitative Advantage's biggest Q3 2020 reduction was JPMorgan Diversified Return US Equity ETF, cutting an estimated $10.3M.
  • Quantitative Advantage's ten largest holdings make up 46% of its $410M portfolio in Q3 2020.
  • Quantitative Advantage opened 3 new positions and closed 0 in Q3 2020.
  • Quantitative Advantage's portfolio value rose 9.7% quarter-over-quarter to $410M.

Based on Quantitative Advantage's 13F filing for Q3 2020, filed 30 Oct 2020.