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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
DFAT icon
1
Dimensional US Targeted Value ETF
DFAT
$14.5B
$56.3M 8.7%
+1,183,907
New +$55.6M
IWV icon
2
iShares Russell 3000 ETF
IWV
$19.6B
$53.7M 8.3%
193,513
+13,516
+8% +$3.66M
IYW icon
3
iShares US Technology ETF
IYW
$24B
$42.5M 6.56%
369,870
+57,382
+18% +$6.37M
TILT icon
4
FlexShares Morningstar US Market Factors Tilt Index Fund
TILT
$2.18B
$37.4M 5.78%
205,159
+10,885
+6% +$1.94M
VTI icon
5
Vanguard Total Stock Market ETF
VTI
$658B
$36.5M 5.65%
151,353
-13,395
-8% -$3.16M
VGT icon
6
Vanguard Information Technology ETF
VGT
$139B
$24.8M 3.83%
432,288
+32,304
+8% +$1.77M
MOAT icon
7
VanEck Morningstar Wide Moat ETF
MOAT
$11.8B
$24M 3.72%
315,833
-4,830
-2% -$366K
GSIE icon
8
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.87B
$23.8M 3.68%
674,321
+38,052
+6% +$1.33M
VEU icon
9
Vanguard FTSE All-World ex-US ETF
VEU
$65.6B
$21.1M 3.27%
344,771
+13,302
+4% +$823K
ACWX icon
10
iShares MSCI ACWI ex US ETF
ACWX
$11.3B
$18.3M 2.83%
329,470
+20,221
+7% +$1.14M
GSLC icon
11
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15.4B
$17M 2.63%
178,801
+7,756
+5% +$713K
JPUS
12
JPMorgan Diversified Return US Equity ETF
JPUS
$452M
$16.9M 2.62%
159,792
+6,737
+4% +$687K
XLE icon
13
State Street Energy Select Sector SPDR ETF
XLE
$38.2B
$15M 2.32%
+540,668
New +$15.3M
QAI icon
14
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$1,000M
$14.8M 2.29%
466,734
+34,087
+8% +$1.09M
XLV icon
15
State Street Health Care Select Sector SPDR ETF
XLV
$41.4B
$14M 2.16%
99,383
+9,192
+10% +$1.22M
RODM icon
16
Hartford Multifactor Developed Markets ex-US ETF
RODM
$1.58B
$13.7M 2.11%
453,364
+39,396
+10% +$1.2M
IYG icon
17
iShares US Financial Services ETF
IYG
$2.06B
$12.6M 1.94%
195,333
+11,178
+6% +$729K
IYC icon
18
iShares US Consumer Discretionary ETF
IYC
$1.16B
$11.1M 1.72%
132,533
-95,082
-42% -$7.87M
VCR icon
19
Vanguard Consumer Discretionary ETF
VCR
$6.15B
$10.8M 1.67%
31,641
-4,506
-12% -$1.51M
MGC icon
20
Vanguard Mega Cap 300 Index ETF
MGC
$9.95B
$10.4M 1.61%
61,923
+2,496
+4% +$407K
VFH icon
21
Vanguard Financials ETF
VFH
$13.4B
$10.4M 1.6%
107,428
+16,683
+18% +$1.63M
OMFL icon
22
Invesco Russell 1000 Dynamic Multifactor ETF
OMFL
$4.71B
$10.3M 1.6%
203,788
+9,103
+5% +$448K
BOND icon
23
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.29B
$10.3M 1.59%
93,866
-88
-0.1% -$9.66K
TOTL icon
24
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.15B
$9.97M 1.54%
210,537
+931
+0.4% +$44.4K
HTRB icon
25
Hartford Total Return Bond ETF
HTRB
$2.23B
$8.12M 1.26%
204,362
+1,722
+0.8% +$69.8K
1
2 3 4

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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 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.