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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
(+9.8%)
Cap. Flow
+$28.7M
Cap. Flow
% of AUM
4.44%
Top 10 Holdings %
Top 10 Hldgs %
52.31%
Holding
86
New
11
Increased
52
Reduced
14
Closed
8
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Dimensional US Targeted Value ETF
DFAT
|
+$55.6M |
| 2 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$15.3M |
| 3 |
iShares US Technology ETF
IYW
|
+$6.37M |
| 4 |
iShares Russell 3000 ETF
IWV
|
+$3.66M |
| 5 |
Invesco Variable Rate Investment Grade ETF
VRIG
|
+$3.06M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI USA Quality Factor ETF
QUAL
|
+$31.3M |
| 2 |
Invesco S&P 500 Quality ETF
SPHQ
|
+$18.7M |
| 3 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$10.6M |
| 4 |
iShares US Consumer Discretionary ETF
IYC
|
+$7.87M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
76
Global X Cloud Computing ETF
CLOU
$239M
| $235K | 0.04% |
8,865
+264
| +3% | +$7.75K |
|
77
Global X Genomics & Biotechnology ETF
GNOM
$84.3M
| $228K | 0.04% |
2,875
-1,171
| -29% | -$98.4K |
|
78
iShares International Equity Factor ETF
INTF
$3.5B
| $211K | 0.03% |
7,306
| – | – |
|
79
iShares Core US Aggregate Bond ETF
AGG
$139B
| – | – |
-15,558
| Closed | -$1.79M |
|
80
Invesco DB Precious Metals Fund
DBP
$234M
| – | – |
-64,489
| Closed | -$3.03M |
|
81
First Trust Preferred Securities and Income ETF
FPE
$6.36B
| – | – |
-93,020
| Closed | -$1.91M |
|
82
iShares US Basic Materials ETF
IYM
$1.18B
| – | – |
-9,554
| Closed | -$1.19M |
|
83
Invesco Preferred ETF
PGX
$3.91B
| – | – |
-65,419
| Closed | -$983K |
|
|
84
iShares MSCI USA Quality Factor ETF
QUAL
$46.1B
| – | – |
-237,379
| Closed | -$31.3M |
|
|
85
Invesco S&P 500 Quality ETF
SPHQ
$19.3B
| – | – |
-385,632
| Closed | -$18.7M |
|
|
86
Vanguard Communication Services ETF
VOX
$5.78B
| – | – |
-28,692
| Closed | -$4.04M |
|
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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.