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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
-5.15%
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
$571M
AUM Growth
-$5.66M
Cap. Flow
+$26.1M
Cap. Flow %
4.57%
Top 10 Hldgs %
41%
Holding
111
New
20
Increased
50
Reduced
35
Closed
6

Top Buys

Rank Stock Value
1
TOTL icon
State Street DoubleLine Total Return Tactical ETF
TOTL
+$9M
2
BOND icon
PIMCO Active Bond Exchange-Traded Fund
BOND
+$8.48M
3
HTRB icon
Hartford Total Return Bond ETF
HTRB
+$6.88M
4
CCOR icon
Core Alternative Capital
CCOR
+$6.61M
5
BTAL icon
AGF US Market Neutral Anti-Beta Fund
BTAL
+$5.03M

Top Sells

Rank Stock Value
1
GBIL icon
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
+$38.4M
2
VGT icon
Vanguard Information Technology ETF
VGT
+$18.6M
3
TILT icon
FlexShares Morningstar US Market Factors Tilt Index Fund
TILT
+$1.3M
4
IYW icon
iShares US Technology ETF
IYW
+$1.08M
5
DFAT icon
Dimensional US Targeted Value ETF
DFAT
+$1.02M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
JPIB icon
26
JPMorgan International Bond Opportunities ETF
JPIB
$2.06B
$6.88M 1.21%
154,710
+78,794
+104% +$3.6M
GCOR icon
27
Goldman Sachs Access US Aggregate Bond ETF
GCOR
$792M
$6.53M 1.14%
159,556
-1,489
-0.9% -$64.1K
CCOR icon
28
Core Alternative Capital
CCOR
$27.7M
$6.31M 1.11%
+212,444
New +$6.61M
JHEM icon
29
John Hancock Multifactor Emerging Markets ETF
JHEM
$970M
$5.91M 1.04%
271,669
-4,527
-2% -$109K
VHT icon
30
Vanguard Health Care ETF
VHT
$18B
$5.72M 1%
25,577
+164
+0.6% +$39.1K
KMLM icon
31
KFA Mount Lucas Managed Futures Index Strategy ETF
KMLM
$329M
$5.37M 0.94%
+139,885
New +$5M
QEFA icon
32
State Street SPDR MSCI EAFE StrategicFactors ETF
QEFA
$1.05B
$5.22M 0.91%
93,583
+752
+0.8% +$46.4K
BTAL icon
33
AGF US Market Neutral Anti-Beta Fund
BTAL
$303M
$5.13M 0.9%
+252,489
New +$5.03M
XLI icon
34
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$4.99M 0.87%
60,192
-353
-0.6% -$32.5K
JPIN icon
35
JPMorgan Diversified Return International Equity ETF
JPIN
$360M
$4.66M 0.82%
108,709
+7,224
+7% +$349K
FAAR icon
36
First Trust Alternative Absolute Return Strategy ETF
FAAR
$186M
$4.63M 0.81%
+149,075
New +$4.81M
FTLS icon
37
First Trust Long/Short Equity ETF
FTLS
$2.45B
$4.5M 0.79%
+96,116
New +$4.73M
SPEM icon
38
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$16.9B
$4.32M 0.76%
139,123
-2,484
-2% -$84.5K
MNA icon
39
IQ ARB Merger Arbitrage ETF
MNA
$252M
$4.31M 0.76%
+137,784
New +$4.36M
PDBC icon
40
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$5.61B
$4.27M 0.75%
263,953
-7,692
-3% -$132K
DRSK icon
41
Aptus Defined Risk ETF
DRSK
$1.51B
$4.12M 0.72%
+162,323
New +$4.31M
UUP icon
42
Invesco DB US Dollar Index Bullish Fund
UUP
$432M
$4.09M 0.72%
135,655
+86
+0.1% +$2.49K
DNL icon
43
WisdomTree Global ex-U.S. Quality Growth Fund
DNL
$474M
$3.89M 0.68%
141,618
+9,827
+7% +$309K
XLF icon
44
State Street Financial Select Sector SPDR ETF
XLF
$54.8B
$3.85M 0.68%
126,864
-3,821
-3% -$126K
VRIG icon
45
Invesco Variable Rate Investment Grade ETF
VRIG
$1.75B
$3.58M 0.63%
145,434
+51
+0% +$1.26K
NUAG icon
46
Nuveen Enhanced Yield US Aggregate Bond ETF
NUAG
$95.9M
$3.45M 0.6%
169,563
-1,260
-0.7% -$27K
SGOL icon
47
abrdn Physical Gold Shares ETF
SGOL
$6.85B
$3.2M 0.56%
201,221
+7
+0% +$116
FXF icon
48
Invesco CurrencyShares Swiss Franc Trust
FXF
$420M
$3.2M 0.56%
35,377
+63
+0.2% +$5.83K
GTO icon
49
Invesco Total Return Bond ETF
GTO
$2.43B
$3.1M 0.54%
68,050
+32,925
+94% +$1.59M
IVOL icon
50
Quadratic Interest Rate Volatility and Inflation Hedge ETF
IVOL
$276M
$2.71M 0.47%
+122,126
New +$2.98M
1
2
3 4 5

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BFG
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IMOV
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DW
Domani Wealth Lancaster, Pennsylvania $431M AUM 6.62% 1-Year Est. Return
KI
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SG
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OAMG
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SIMM
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Quantitative Advantage's Q3 2022 Portfolio in Review

As of Q3 2022, Quantitative Advantage held 111 positions worth $571M, down 0.98% from $576M the previous quarter. Its ten largest holdings account for 41% of the portfolio.

Quantitative Advantage deployed $26.1M of net new capital in Q3 2022, opening 20 new positions and adding to 50 existing holdings. Its largest new stake was Core Alternative Capital: 212,444 shares worth $6.31M.

On the sell side, the largest reduction was FlexShares Morningstar US Market Factors Tilt Index Fund, an estimated $1.3M trimmed.

  • Quantitative Advantage's largest Q3 2022 buy was Core Alternative Capital: 212,444 shares worth $6.31M.
  • Quantitative Advantage added most to State Street DoubleLine Total Return Tactical ETF in Q3 2022, an estimated $9M increase.
  • Quantitative Advantage's biggest Q3 2022 reduction was FlexShares Morningstar US Market Factors Tilt Index Fund, cutting an estimated $1.3M.
  • Quantitative Advantage fully exited Goldman Sachs Access Treasury 0-1 Year ETF in Q3 2022, selling an estimated $38.4M.
  • Quantitative Advantage's ten largest holdings make up 41% of its $571M portfolio in Q3 2022.
  • Quantitative Advantage opened 20 new positions and closed 6 in Q3 2022.
  • Quantitative Advantage's portfolio value fell 0.98% quarter-over-quarter to $571M.

Based on Quantitative Advantage's 13F filing for Q3 2022, filed 14 Nov 2022.