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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
+5.8%
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
$647M
AUM Growth
+$57.7M
Cap. Flow
+$28.7M
Cap. Flow %
4.44%
Top 10 Hldgs %
52.31%
Holding
86
New
11
Increased
52
Reduced
14
Closed
8

Top Buys

Rank Stock Value
1
DFAT icon
Dimensional US Targeted Value ETF
DFAT
+$55.6M
2
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$15.3M
3
IYW icon
iShares US Technology ETF
IYW
+$6.37M
4
IWV icon
iShares Russell 3000 ETF
IWV
+$3.66M
5
VRIG icon
Invesco Variable Rate Investment Grade ETF
VRIG
+$3.06M

Top Sells

Rank Stock Value
1
QUAL icon
iShares MSCI USA Quality Factor ETF
QUAL
+$31.3M
2
SPHQ icon
Invesco S&P 500 Quality ETF
SPHQ
+$18.7M
3
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$10.6M
4
IYC icon
iShares US Consumer Discretionary ETF
IYC
+$7.87M
5
VOX icon
Vanguard Communication Services ETF
VOX
+$4.04M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
JHEM icon
26
John Hancock Multifactor Emerging Markets ETF
JHEM
$970M
$7.72M 1.19%
265,789
+18,231
+7% +$541K
GCOR icon
27
Goldman Sachs Access US Aggregate Bond ETF
GCOR
$792M
$7.14M 1.1%
146,834
+573
+0.4% +$27.9K
QEFA icon
28
State Street SPDR MSCI EAFE StrategicFactors ETF
QEFA
$1.05B
$6.68M 1.03%
87,043
-216
-0.2% -$16.5K
VHT icon
29
Vanguard Health Care ETF
VHT
$18B
$6.25M 0.97%
23,452
+1,166
+5% +$297K
XLI icon
30
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$6.05M 0.94%
57,177
-102,466
-64% -$10.6M
SPDW icon
31
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$39.6B
$5.46M 0.84%
149,679
+9,927
+7% +$365K
JPIN icon
32
JPMorgan Diversified Return International Equity ETF
JPIN
$360M
$5.19M 0.8%
87,679
+5,365
+7% +$324K
DNL icon
33
WisdomTree Global ex-U.S. Quality Growth Fund
DNL
$474M
$5.18M 0.8%
118,974
+7,991
+7% +$336K
XLF icon
34
State Street Financial Select Sector SPDR ETF
XLF
$54.8B
$4.98M 0.77%
127,469
+31,949
+33% +$1.26M
UCON icon
35
First Trust Smith Unconstrained Bond ETF
UCON
$3.28B
$4.95M 0.77%
187,719
+2,076
+1% +$54.9K
JPIB icon
36
JPMorgan International Bond Opportunities ETF
JPIB
$2.06B
$4.08M 0.63%
80,512
-69
-0.1% -$3.5K
NUAG icon
37
Nuveen Enhanced Yield US Aggregate Bond ETF
NUAG
$95.9M
$3.82M 0.59%
155,138
+781
+0.5% +$19.3K
CWI icon
38
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.72B
$3.56M 0.55%
121,284
+5,016
+4% +$148K
VRIG icon
39
Invesco Variable Rate Investment Grade ETF
VRIG
$1.75B
$3.06M 0.47%
+121,957
New +$3.06M
VWOB icon
40
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.21B
$3.05M 0.47%
39,292
+9,715
+33% +$754K
PDBC icon
41
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$5.61B
$2.91M 0.45%
207,121
+39,675
+24% +$781K
SGOL icon
42
abrdn Physical Gold Shares ETF
SGOL
$6.85B
$2.89M 0.45%
164,439
+6,739
+4% +$116K
FXF icon
43
Invesco CurrencyShares Swiss Franc Trust
FXF
$420M
$2.84M 0.44%
28,792
+1,162
+4% +$114K
UUP icon
44
Invesco DB US Dollar Index Bullish Fund
UUP
$432M
$2.8M 0.43%
109,420
+4,392
+4% +$112K
FXY icon
45
Invesco CurrencyShares Japanese Yen Trust
FXY
$427M
$2.69M 0.42%
33,026
+1,826
+6% +$151K
LRGF icon
46
iShares US Equity Factor ETF
LRGF
$3.52B
$2.47M 0.38%
53,055
-1,982
-4% -$88.7K
GTO icon
47
Invesco Total Return Bond ETF
GTO
$2.43B
$2.1M 0.32%
37,183
-1,650
-4% -$93.2K
AVUS icon
48
Avantis US Equity ETF
AVUS
$13.8B
$2.01M 0.31%
+25,052
New +$1.96M
BUFR icon
49
FT Vest Fund of Buffer ETFs
BUFR
$10B
$1.99M 0.31%
+82,613
New +$1.95M
BND icon
50
Vanguard Total Bond Market
BND
$159B
$1.92M 0.3%
22,683
-24,078
-51% -$2.05M
1
2
3 4

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JCG
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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 2021 Portfolio in Review

As of Q4 2021, Quantitative Advantage held 86 positions worth $647M, up 9.8% from $589M the previous quarter. Its ten largest holdings account for 52% of the portfolio.

Quantitative Advantage deployed $28.7M of net new capital in Q4 2021, opening 11 new positions and adding to 52 existing holdings. Its largest new stake was Dimensional US Targeted Value ETF: 1,183,907 shares worth $56.3M.

On the sell side, the largest reduction was State Street Industrial Select Sector SPDR ETF, an estimated $10.6M trimmed.

  • Quantitative Advantage's largest Q4 2021 buy was Dimensional US Targeted Value ETF: 1,183,907 shares worth $56.3M.
  • Quantitative Advantage added most to iShares US Technology ETF in Q4 2021, an estimated $6.37M increase.
  • Quantitative Advantage's biggest Q4 2021 reduction was State Street Industrial Select Sector SPDR ETF, cutting an estimated $10.6M.
  • Quantitative Advantage fully exited iShares MSCI USA Quality Factor ETF in Q4 2021, selling an estimated $31.3M.
  • Quantitative Advantage's ten largest holdings make up 52% of its $647M portfolio in Q4 2021.
  • Quantitative Advantage opened 11 new positions and closed 8 in Q4 2021.
  • Quantitative Advantage's portfolio value rose 9.8% quarter-over-quarter to $647M.

Based on Quantitative Advantage's 13F filing for Q4 2021, filed 7 Feb 2022.