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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
+7.34%
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
$648M
AUM Growth
+$77.5M
Cap. Flow
+$38.5M
Cap. Flow %
5.93%
Top 10 Hldgs %
39.96%
Holding
118
New
13
Increased
56
Reduced
41
Closed
6

Top Buys

Rank Stock Value
1
RSPT icon
Invesco S&P 500 Equal Weight Technology ETF
RSPT
+$19.3M
2
SPTM icon
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
+$3.99M
3
AGGY icon
WisdomTree Yield Enhanced US Aggregate Bond Fund
AGGY
+$3.64M
4
JCPB icon
JPMorgan Core Plus Bond ETF
JCPB
+$2.95M
5
VTI icon
Vanguard Total Stock Market ETF
VTI
+$2.36M

Top Sells

Rank Stock Value
1
NUAG icon
Nuveen Enhanced Yield US Aggregate Bond ETF
NUAG
+$3.45M
2
GSIE icon
Goldman Sachs ActiveBeta International Equity ETF
GSIE
+$1.37M
3
DFAT icon
Dimensional US Targeted Value ETF
DFAT
+$1.12M
4
TOTL icon
State Street DoubleLine Total Return Tactical ETF
TOTL
+$1.11M
5
BOND icon
PIMCO Active Bond Exchange-Traded Fund
BOND
+$1.1M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IYC icon
26
iShares US Consumer Discretionary ETF
IYC
$1.16B
$7.49M 1.16%
131,441
+1,654
+1% +$99K
CCOR icon
27
Core Alternative Capital
CCOR
$27.7M
$7.11M 1.1%
224,985
+12,541
+6% +$397K
JPIB icon
28
JPMorgan International Bond Opportunities ETF
JPIB
$2.06B
$7.09M 1.09%
154,237
-473
-0.3% -$21.4K
GCOR icon
29
Goldman Sachs Access US Aggregate Bond ETF
GCOR
$792M
$6.86M 1.06%
166,852
+7,296
+5% +$299K
VHT icon
30
Vanguard Health Care ETF
VHT
$18B
$6.43M 0.99%
25,906
+329
+1% +$79.8K
XLI icon
31
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$6.14M 0.95%
62,539
+2,347
+4% +$224K
JHEM icon
32
John Hancock Multifactor Emerging Markets ETF
JHEM
$970M
$5.86M 0.9%
252,583
-19,086
-7% -$437K
QEFA icon
33
State Street SPDR MSCI EAFE StrategicFactors ETF
QEFA
$1.05B
$5.85M 0.9%
91,193
-2,390
-3% -$147K
JPIN icon
34
JPMorgan Diversified Return International Equity ETF
JPIN
$360M
$5.76M 0.89%
116,810
+8,101
+7% +$381K
BTAL icon
35
AGF US Market Neutral Anti-Beta Fund
BTAL
$303M
$5.59M 0.86%
263,389
+10,900
+4% +$226K
SPTM icon
36
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.5B
$5.39M 0.83%
114,059
+84,089
+281% +$3.99M
DNL icon
37
WisdomTree Global ex-U.S. Quality Growth Fund
DNL
$474M
$5.2M 0.8%
161,367
+19,749
+14% +$609K
FTLS icon
38
First Trust Long/Short Equity ETF
FTLS
$2.45B
$5.11M 0.79%
104,583
+8,467
+9% +$416K
FAAR icon
39
First Trust Alternative Absolute Return Strategy ETF
FAAR
$186M
$4.72M 0.73%
158,114
+9,039
+6% +$281K
MNA icon
40
IQ ARB Merger Arbitrage ETF
MNA
$252M
$4.62M 0.71%
145,670
+7,886
+6% +$248K
XLF icon
41
State Street Financial Select Sector SPDR ETF
XLF
$54.8B
$4.54M 0.7%
132,727
+5,863
+5% +$198K
KMLM icon
42
KFA Mount Lucas Managed Futures Index Strategy ETF
KMLM
$329M
$4.44M 0.68%
145,251
+5,366
+4% +$192K
DRSK icon
43
Aptus Defined Risk ETF
DRSK
$1.51B
$4.42M 0.68%
172,573
+10,250
+6% +$263K
SPEM icon
44
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$16.9B
$4.26M 0.66%
129,222
-9,901
-7% -$321K
IVOL icon
45
Quadratic Interest Rate Volatility and Inflation Hedge ETF
IVOL
$276M
$3.81M 0.59%
168,295
+46,169
+38% +$1.04M
PDBC icon
46
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$5.61B
$3.71M 0.57%
251,336
-12,617
-5% -$210K
AGGY icon
47
WisdomTree Yield Enhanced US Aggregate Bond Fund
AGGY
$959M
$3.65M 0.56%
+85,572
New +$3.64M
UUP icon
48
Invesco DB US Dollar Index Bullish Fund
UUP
$432M
$3.6M 0.56%
129,525
-6,130
-5% -$179K
SGOL icon
49
abrdn Physical Gold Shares ETF
SGOL
$6.85B
$3.35M 0.52%
191,785
-9,436
-5% -$156K
FXF icon
50
Invesco CurrencyShares Swiss Franc Trust
FXF
$420M
$3.26M 0.5%
33,738
-1,639
-5% -$152K
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 Q4 2022 Portfolio in Review

As of Q4 2022, Quantitative Advantage held 118 positions worth $648M, up 14% from $571M the previous quarter. Its ten largest holdings account for 40% of the portfolio.

Quantitative Advantage deployed $38.5M of net new capital in Q4 2022, opening 13 new positions and adding to 56 existing holdings. Its largest new stake was Invesco S&P 500 Equal Weight Technology ETF: 791,320 shares worth $19.2M.

On the sell side, the largest reduction was Goldman Sachs ActiveBeta International Equity ETF, an estimated $1.37M trimmed.

  • Quantitative Advantage's largest Q4 2022 buy was Invesco S&P 500 Equal Weight Technology ETF: 791,320 shares worth $19.2M.
  • Quantitative Advantage added most to State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF in Q4 2022, an estimated $3.99M increase.
  • Quantitative Advantage's biggest Q4 2022 reduction was Goldman Sachs ActiveBeta International Equity ETF, cutting an estimated $1.37M.
  • Quantitative Advantage fully exited Nuveen Enhanced Yield US Aggregate Bond ETF in Q4 2022, selling an estimated $3.45M.
  • Quantitative Advantage's ten largest holdings make up 40% of its $648M portfolio in Q4 2022.
  • Quantitative Advantage opened 13 new positions and closed 6 in Q4 2022.
  • Quantitative Advantage's portfolio value rose 14% quarter-over-quarter to $648M.

Based on Quantitative Advantage's 13F filing for Q4 2022, filed 14 Feb 2023.