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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
DFAT icon
1
Dimensional US Targeted Value ETF
DFAT
$14.5B
$44.4M 7.77%
1,138,408
-23,973
-2% -$1.02M
VTI icon
2
Vanguard Total Stock Market ETF
VTI
$658B
$27.4M 4.8%
152,510
+4,864
+3% +$969K
IYW icon
3
iShares US Technology ETF
IYW
$24B
$26M 4.56%
354,674
-12,700
-3% -$1.08M
TILT icon
4
FlexShares Morningstar US Market Factors Tilt Index Fund
TILT
$2.18B
$25.6M 4.48%
184,944
-8,432
-4% -$1.3M
MOAT icon
5
VanEck Morningstar Wide Moat ETF
MOAT
$11.8B
$19.9M 3.49%
331,913
+3,337
+1% +$224K
IWV icon
6
iShares Russell 3000 ETF
IWV
$19.6B
$19.7M 3.44%
94,930
-2,852
-3% -$656K
XLE icon
7
State Street Energy Select Sector SPDR ETF
XLE
$38.2B
$19.7M 3.44%
545,708
-6,726
-1% -$254K
VEU icon
8
Vanguard FTSE All-World ex-US ETF
VEU
$65.6B
$18M 3.16%
406,397
+18,303
+5% +$906K
TOTL icon
9
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.15B
$16.7M 2.93%
416,236
+213,962
+106% +$9M
GSIE icon
10
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.87B
$16.7M 2.92%
673,165
-18,846
-3% -$523K
BOND icon
11
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.29B
$16M 2.81%
178,793
+89,609
+100% +$8.48M
JPUS
12
JPMorgan Diversified Return US Equity ETF
JPUS
$452M
$15.4M 2.69%
179,614
+5,129
+3% +$487K
GSLC icon
13
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15.4B
$14.7M 2.58%
206,982
+7,241
+4% +$571K
QAI icon
14
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$1,000M
$13.3M 2.34%
480,471
-11,808
-2% -$341K
HTRB icon
15
Hartford Total Return Bond ETF
HTRB
$2.23B
$12.7M 2.23%
392,540
+200,473
+104% +$6.88M
XLV icon
16
State Street Health Care Select Sector SPDR ETF
XLV
$41.4B
$11.7M 2.05%
96,498
-2,973
-3% -$383K
RODM icon
17
Hartford Multifactor Developed Markets ex-US ETF
RODM
$1.58B
$9.62M 1.69%
442,545
-13,318
-3% -$326K
OMFL icon
18
Invesco Russell 1000 Dynamic Multifactor ETF
OMFL
$4.71B
$9.29M 1.63%
237,881
+9,880
+4% +$419K
MGC icon
19
Vanguard Mega Cap 300 Index ETF
MGC
$9.95B
$9.06M 1.59%
72,601
+2,889
+4% +$401K
UCON icon
20
First Trust Smith Unconstrained Bond ETF
UCON
$3.28B
$8.71M 1.53%
365,445
+188,693
+107% +$4.65M
VFH icon
21
Vanguard Financials ETF
VFH
$13.4B
$8.67M 1.52%
116,441
+1,344
+1% +$109K
IYG icon
22
iShares US Financial Services ETF
IYG
$2.06B
$8.49M 1.49%
180,372
-7,890
-4% -$414K
VCR icon
23
Vanguard Consumer Discretionary ETF
VCR
$6.15B
$7.93M 1.39%
33,752
+301
+0.9% +$77.8K
IYC icon
24
iShares US Consumer Discretionary ETF
IYC
$1.16B
$7.55M 1.32%
129,787
-4,378
-3% -$279K
ACWX icon
25
iShares MSCI ACWI ex US ETF
ACWX
$11.3B
$7.32M 1.28%
182,929
-3,087
-2% -$137K
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
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
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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.