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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
DFAT icon
1
Dimensional US Targeted Value ETF
DFAT
$14.5B
$48.9M 7.55%
1,112,930
-25,478
-2% -$1.12M
VTI icon
2
Vanguard Total Stock Market ETF
VTI
$658B
$31.5M 4.86%
164,742
+12,232
+8% +$2.36M
TILT icon
3
FlexShares Morningstar US Market Factors Tilt Index Fund
TILT
$2.18B
$27M 4.16%
181,429
-3,515
-2% -$526K
IYW icon
4
iShares US Technology ETF
IYW
$24B
$26.5M 4.08%
355,196
+522
+0.1% +$39.9K
XLE icon
5
State Street Energy Select Sector SPDR ETF
XLE
$38.2B
$23.8M 3.67%
543,892
-1,816
-0.3% -$79.1K
VEU icon
6
Vanguard FTSE All-World ex-US ETF
VEU
$65.6B
$21.7M 3.35%
432,862
+26,465
+7% +$1.28M
IWV icon
7
iShares Russell 3000 ETF
IWV
$19.6B
$21.2M 3.26%
95,880
+950
+1% +$211K
MOAT icon
8
VanEck Morningstar Wide Moat ETF
MOAT
$11.8B
$21.1M 3.25%
324,950
-6,963
-2% -$452K
RSPT icon
9
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.38B
$19.2M 2.97%
+791,320
New +$19.3M
JPUS
10
JPMorgan Diversified Return US Equity ETF
JPUS
$452M
$18.2M 2.81%
192,194
+12,580
+7% +$1.18M
GSIE icon
11
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.87B
$17.9M 2.77%
623,556
-49,609
-7% -$1.37M
GSLC icon
12
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15.4B
$17.1M 2.64%
224,358
+17,376
+8% +$1.33M
TOTL icon
13
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.15B
$15.6M 2.4%
388,428
-27,808
-7% -$1.11M
BOND icon
14
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.29B
$15.1M 2.32%
166,530
-12,263
-7% -$1.1M
QAI icon
15
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$1,000M
$13.7M 2.12%
483,111
+2,640
+0.5% +$75.5K
XLV icon
16
State Street Health Care Select Sector SPDR ETF
XLV
$41.4B
$13.2M 2.03%
96,982
+484
+0.5% +$64.1K
HTRB icon
17
Hartford Total Return Bond ETF
HTRB
$2.23B
$12.9M 1.99%
390,142
-2,398
-0.6% -$78.6K
OMFL icon
18
Invesco Russell 1000 Dynamic Multifactor ETF
OMFL
$4.71B
$11M 1.7%
256,827
+18,946
+8% +$809K
RODM icon
19
Hartford Multifactor Developed Markets ex-US ETF
RODM
$1.58B
$10.8M 1.67%
436,776
-5,769
-1% -$138K
MGC icon
20
Vanguard Mega Cap 300 Index ETF
MGC
$9.95B
$10.6M 1.63%
79,835
+7,234
+10% +$966K
VFH icon
21
Vanguard Financials ETF
VFH
$13.4B
$9.88M 1.52%
119,450
+3,009
+3% +$249K
IYG icon
22
iShares US Financial Services ETF
IYG
$2.06B
$9.27M 1.43%
176,517
-3,855
-2% -$202K
UCON icon
23
First Trust Smith Unconstrained Bond ETF
UCON
$3.28B
$8.78M 1.35%
364,118
-1,327
-0.4% -$31.9K
ACWX icon
24
iShares MSCI ACWI ex US ETF
ACWX
$11.3B
$8.41M 1.3%
184,749
+1,820
+1% +$79.8K
VCR icon
25
Vanguard Consumer Discretionary ETF
VCR
$6.15B
$7.58M 1.17%
34,608
+856
+3% +$201K
1
2 3 4 5

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JCG
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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 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.