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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
+11.45%
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
$474M
AUM Growth
+$64.1M
Cap. Flow
+$18.9M
Cap. Flow %
3.99%
Top 10 Hldgs %
47.13%
Holding
63
New
4
Increased
29
Reduced
27
Closed
3

Top Buys

Rank Stock Value
1
IWV icon
iShares Russell 3000 ETF
IWV
+$8.99M
2
QAI icon
NYLI Hedge Multi-Strategy Tracker ETF
QAI
+$3.11M
3
IYW icon
iShares US Technology ETF
IYW
+$3.01M
4
VOX icon
Vanguard Communication Services ETF
VOX
+$3.01M
5
ACWX icon
iShares MSCI ACWI ex US ETF
ACWX
+$2.97M

Top Sells

Rank Stock Value
1
GBIL icon
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
+$10.8M
2
GLD icon
SPDR Gold Trust
GLD
+$1.95M
3
VHT icon
Vanguard Health Care ETF
VHT
+$1.47M
4
DGL
Invesco DB Gold Fund
DGL
+$1.26M
5
QUAL icon
iShares MSCI USA Quality Factor ETF
QUAL
+$1.16M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SIZE icon
1
iShares MSCI USA Size Factor ETF
SIZE
$427M
$31.1M 6.56%
279,522
-9,155
-3% -$947K
QUAL icon
2
iShares MSCI USA Quality Factor ETF
QUAL
$46.1B
$30.9M 6.51%
265,489
-10,564
-4% -$1.16M
IYW icon
3
iShares US Technology ETF
IYW
$24B
$27.3M 5.76%
320,866
+37,682
+13% +$3.01M
VTI icon
4
Vanguard Total Stock Market ETF
VTI
$658B
$25.4M 5.37%
130,670
+12,651
+11% +$2.31M
IWV icon
5
iShares Russell 3000 ETF
IWV
$19.6B
$21.1M 4.46%
94,439
+42,815
+83% +$8.99M
SPHQ icon
6
Invesco S&P 500 Quality ETF
SPHQ
$19.3B
$19.6M 4.14%
466,103
+12,443
+3% +$500K
RSP icon
7
Invesco S&P 500 Equal Weight ETF
RSP
$96.4B
$18.6M 3.92%
145,764
+6,727
+5% +$800K
VGT icon
8
Vanguard Information Technology ETF
VGT
$139B
$18.5M 3.91%
419,080
+10,128
+2% +$417K
IYC icon
9
iShares US Consumer Discretionary ETF
IYC
$1.16B
$15.6M 3.3%
221,657
+1,037
+0.5% +$68.9K
BND icon
10
Vanguard Total Bond Market
BND
$159B
$15.1M 3.19%
171,420
+26,131
+18% +$2.3M
TOTL icon
11
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.15B
$14.7M 3.11%
298,931
+1,721
+0.6% +$84.9K
XLI icon
12
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$14M 2.96%
158,299
-2,851
-2% -$240K
FIXD icon
13
First Trust Smith Opportunistic Fixed Income ETF
FIXD
$3.27B
$13.1M 2.76%
238,504
+2,278
+1% +$126K
GSLC icon
14
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15.4B
$12.6M 2.67%
166,922
+11,068
+7% +$795K
BOND icon
15
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.29B
$12.1M 2.56%
107,117
-1,309
-1% -$147K
VEU icon
16
Vanguard FTSE All-World ex-US ETF
VEU
$65.6B
$11.7M 2.47%
200,744
+4,992
+3% +$272K
GSIE icon
17
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.87B
$11.5M 2.42%
359,805
+58,884
+20% +$1.76M
VCR icon
18
Vanguard Consumer Discretionary ETF
VCR
$6.15B
$10.6M 2.24%
38,594
+253
+0.7% +$64.2K
QAI icon
19
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$1,000M
$10.3M 2.18%
323,474
+98,375
+44% +$3.11M
XLV icon
20
State Street Health Care Select Sector SPDR ETF
XLV
$41.4B
$9.71M 2.05%
85,580
-6,519
-7% -$712K
IYG icon
21
iShares US Financial Services ETF
IYG
$2.06B
$9.19M 1.94%
183,681
-6,801
-4% -$307K
VFH icon
22
Vanguard Financials ETF
VFH
$13.4B
$8.66M 1.83%
118,902
-1,781
-1% -$118K
ACWX icon
23
iShares MSCI ACWI ex US ETF
ACWX
$11.3B
$6.99M 1.48%
131,824
+59,829
+83% +$2.97M
JPUS
24
JPMorgan Diversified Return US Equity ETF
JPUS
$452M
$6.85M 1.45%
81,875
-4,312
-5% -$344K
HTRB icon
25
Hartford Total Return Bond ETF
HTRB
$2.23B
$6.55M 1.38%
156,937
+4,451
+3% +$185K
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 Q4 2020 Portfolio in Review

As of Q4 2020, Quantitative Advantage held 63 positions worth $474M, up 16% from $410M the previous quarter. Its ten largest holdings account for 47% of the portfolio.

Quantitative Advantage deployed $18.9M of net new capital in Q4 2020, opening 4 new positions and adding to 29 existing holdings. Its largest new stake was Vanguard Communication Services ETF: 26,965 shares worth $3.24M.

On the sell side, the largest reduction was Vanguard Health Care ETF, an estimated $1.47M trimmed.

  • Quantitative Advantage's largest Q4 2020 buy was Vanguard Communication Services ETF: 26,965 shares worth $3.24M.
  • Quantitative Advantage added most to iShares Russell 3000 ETF in Q4 2020, an estimated $8.99M increase.
  • Quantitative Advantage's biggest Q4 2020 reduction was Vanguard Health Care ETF, cutting an estimated $1.47M.
  • Quantitative Advantage fully exited Goldman Sachs Access Treasury 0-1 Year ETF in Q4 2020, selling an estimated $10.8M.
  • Quantitative Advantage's ten largest holdings make up 47% of its $474M portfolio in Q4 2020.
  • Quantitative Advantage opened 4 new positions and closed 3 in Q4 2020.
  • Quantitative Advantage's portfolio value rose 16% quarter-over-quarter to $474M.

Based on Quantitative Advantage's 13F filing for Q4 2020, filed 8 Feb 2021.