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Quantitative Advantage Portfolio holdings
AUM
$689M
Turnover
16.94%
1-Year Est. Return
6.25%
This Fund
S&P 500
This Quarter Est. Return
+5.09%
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
$689M
AUM Growth
+$41.2M
(+6.4%)
Cap. Flow
+$12.4M
Cap. Flow % of AUM
Cap. Flow %
1.8%
Top 10 Holdings %
Top 10 Hldgs %
41.11%
Holding
124
New
12
Increased
75
Reduced
24
Closed
9
Avg Time Held
2
years
Top 10 Avg Time Held
1.9
years
Top 20 Avg Time Held
2.2
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
U.S. High Relative Profitability Portfolio ETF Class Shares
DUHP
|
+$50.5M |
| 2 |
abrdn Physical Precious Metals Basket Shares ETF
GLTR
|
+$3.17M |
| 3 |
Invesco CurrencyShares Euro Currency Trust
FXE
|
+$3.15M |
| 4 |
Davis Select Worldwide ETF
DWLD
|
+$2.09M |
| 5 |
Vanguard Morningstar Total Stock Market ETF
VTI
|
+$1.77M |
Top Sells
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
U.S. High Relative Profitability Portfolio ETF Class Shares
DUHP
$12.9B
| $51.3M | 7.44% |
+2,040,981
| New | +$50.5M |
2023 Q1
0 quarters
|
|
|
2
Vanguard Morningstar Total Stock Market ETF
VTI
$694B
| $35.4M | 5.14% |
173,594
+8,852
| +5% | +$1.77M |
2016 Q3
26 quarters
|
|
3
iShares US Technology ETF
IYW
$24.9B
| $33.1M | 4.8% |
356,495
+1,299
| +0.4% | +$109K |
2015 Q2
31 quarters
|
|
4
Northern Trust Morningstar US Market Factor Tilt ETF
TILT
$2.2B
| $28.8M | 4.17% |
183,498
+2,069
| +1% | +$323K |
2021 Q1
8 quarters
|
|
5
Vanguard FTSE All-World ex-US ETF
VEU
$67.1B
| $24M | 3.48% |
448,686
+15,824
| +4% | +$838K |
2016 Q4
25 quarters
|
|
6
VanEck Morningstar Wide Moat ETF
MOAT
$11.7B
| $23.3M | 3.37% |
314,920
-10,030
| -3% | -$712K |
2020 Q4
9 quarters
|
|
7
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$6.05B
| $22.8M | 3.31% |
826,780
+35,460
| +4% | +$935K |
2022 Q4
1 quarter
|
|
8
iShares Russell 3000 ETF
IWV
$20.4B
| $22.6M | 3.28% |
96,020
+140
| +0.1% | +$32.3K |
2019 Q4
13 quarters
|
|
9
State Street Energy Select Sector SPDR ETF
XLE
$44.3B
| $21.8M | 3.17% |
526,844
-17,048
| -3% | -$729K |
2021 Q4
5 quarters
|
|
10
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.92B
| $20.3M | 2.95% |
660,410
+36,854
| +6% | +$1.12M |
2018 Q3
18 quarters
|
|
11
JPMorgan Diversified Return US Equity ETF
JPUS
$457M
| $18.9M | 2.74% |
197,903
+5,709
| +3% | +$551K |
2016 Q3
26 quarters
|
|
12
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15.2B
| $17.5M | 2.54% |
215,777
-8,581
| -4% | -$680K |
2018 Q4
17 quarters
|
|
13
State Street DoubleLine Total Return Tactical ETF
TOTL
$3.67B
| $17.1M | 2.48% |
416,130
+27,702
| +7% | +$1.13M |
2018 Q3
18 quarters
|
|
14
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.58B
| $16.6M | 2.41% |
178,755
+12,225
| +7% | +$1.13M |
2018 Q1
20 quarters
|
|
15
NYLIM Hedge Multi-Strategy Tracker ETF
QAI
$995M
| $14.6M | 2.12% |
501,438
+18,327
| +4% | +$532K |
2019 Q4
13 quarters
|
|
16
Hartford Total Return Bond ETF
HTRB
$2.17B
| $12.7M | 1.84% |
373,363
-16,779
| -4% | -$567K |
2020 Q2
11 quarters
|
|
17
State Street Health Care Select Sector SPDR ETF
XLV
$45.6B
| $12.6M | 1.82% |
97,015
+33
| +0% | +$4.31K |
2017 Q3
22 quarters
|
|
18
Invesco Russell 1000 Dynamic Multifactor ETF
OMFL
$4.77B
| $12.2M | 1.77% |
263,013
+6,186
| +2% | +$284K |
2020 Q3
10 quarters
|
|
19
Vanguard Morningstar Mega Cap ETF
MGC
$10.3B
| $11.7M | 1.7% |
82,035
+2,200
| +3% | +$305K |
2020 Q3
10 quarters
|
|
20
Hartford Multifactor Developed Markets ex-US ETF
RODM
$1.66B
| $11.2M | 1.63% |
427,063
-9,713
| -2% | -$252K |
2019 Q3
14 quarters
|
|
21
Vanguard Financials ETF
VFH
$13.1B
| $9.6M | 1.4% |
123,683
+4,233
| +4% | +$358K |
2016 Q4
25 quarters
|
|
22
Vanguard Consumer Discretionary ETF
VCR
$5.89B
| $9.19M | 1.33% |
36,386
+1,778
| +5% | +$433K |
2020 Q1
12 quarters
|
|
23
iShares MSCI ACWI ex US ETF
ACWX
$17.6B
| $9.05M | 1.31% |
185,492
+743
| +0.4% | +$35.8K |
2019 Q4
13 quarters
|
|
24
iShares US Financial Services ETF
IYG
$2.21B
| $8.87M | 1.29% |
176,361
-156
| -0.1% | -$8.51K |
2016 Q4
25 quarters
|
|
25
iShares US Consumer Discretionary ETF
IYC
$1.23B
| $8.47M | 1.23% |
130,881
-560
| -0.4% | -$35.1K |
2020 Q1
12 quarters
|
|
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Quantitative Advantage's Q1 2023 Portfolio in Review
As of Q1 2023, Quantitative Advantage held 124 positions worth $689M, up 6.4% from $648M the previous quarter. Its ten largest holdings account for 41% of the portfolio.
Quantitative Advantage's Q1 2023 filing shows 12 new, 75 increased, 24 reduced and 9 closed positions. Its largest new stake was U.S. High Relative Profitability Portfolio ETF Class Shares: 2,040,981 shares worth $51.3M. The largest sale was U.S. Targeted Value Portfolio ETF Class Shares, an estimated $48.9M.
- Quantitative Advantage's largest Q1 2023 buy was U.S. High Relative Profitability Portfolio ETF Class Shares: 2,040,981 shares worth $51.3M.
- Quantitative Advantage added most to Vanguard Morningstar Total Stock Market ETF in Q1 2023, an estimated $1.77M increase.
- Quantitative Advantage's biggest Q1 2023 reduction was State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF, cutting an estimated $4.05M.
- Quantitative Advantage fully exited U.S. Targeted Value Portfolio ETF Class Shares in Q1 2023, selling an estimated $48.9M.
- Quantitative Advantage's ten largest holdings make up 41% of its $689M portfolio in Q1 2023.
- Quantitative Advantage opened 12 new positions and closed 9 in Q1 2023.
- Quantitative Advantage's portfolio value rose 6.4% quarter-over-quarter to $689M.
Based on Quantitative Advantage's 13F filing for Q1 2023, filed 12 May 2023.