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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 | |
|---|---|---|---|---|---|---|---|
26
First Trust Smith Unconstrained Bond ETF
UCON
$3.12B
| $8.45M | 1.23% |
349,121
-14,997
| -4% | -$364K |
2021 Q1
8 quarters
|
|
27
JPMorgan International Bond Opportunities ETF
JPIB
$2.27B
| $7.35M | 1.07% |
155,144
+907
| +0.6% | +$42.7K |
2018 Q2
19 quarters
|
|
28
Goldman Sachs Access US Aggregate Bond ETF
GCOR
$813M
| $6.89M | 1% |
163,192
-3,660
| -2% | -$153K |
2021 Q3
6 quarters
|
|
29
Core Alternative Capital
CCOR
$25.5M
| $6.76M | 0.98% |
226,570
+1,585
| +0.7% | +$48.3K |
2022 Q3
2 quarters
|
|
30
State Street SPDR MSCI EAFE StrategicFactors ETF
QEFA
$1.03B
| $6.62M | 0.96% |
95,531
+4,338
| +5% | +$294K |
2019 Q3
14 quarters
|
|
31
John Hancock Multifactor Emerging Markets ETF
JHEM
$935M
| $6.59M | 0.96% |
271,819
+19,236
| +8% | +$468K |
2019 Q3
14 quarters
|
|
32
JPMorgan Diversified Return International Equity ETF
JPIN
$384M
| $6.54M | 0.95% |
125,018
+8,208
| +7% | +$424K |
2016 Q4
25 quarters
|
|
33
State Street Industrial Select Sector SPDR ETF
XLI
$30.1B
| $6.34M | 0.92% |
62,659
+120
| +0.2% | +$12.1K |
2020 Q2
11 quarters
|
|
34
Vanguard Health Care ETF
VHT
$19.7B
| $6.25M | 0.91% |
26,199
+293
| +1% | +$70.5K |
2017 Q3
22 quarters
|
|
35
WisdomTree Global ex-U.S. Quality Growth Fund
DNL
$474M
| $6.09M | 0.88% |
171,660
+10,293
| +6% | +$356K |
2020 Q3
10 quarters
|
|
36
AGF US Market Neutral Anti-Beta Fund
BTAL
$332M
| $5.41M | 0.79% |
265,275
+1,886
| +0.7% | +$37.9K |
2022 Q3
2 quarters
|
|
37
First Trust Long/Short Equity ETF
FTLS
$2.63B
| $5.28M | 0.77% |
103,923
-660
| -0.6% | -$32.8K |
2022 Q3
2 quarters
|
|
38
First Trust Alternative Absolute Return Strategy ETF
FAAR
$247M
| $4.74M | 0.69% |
159,565
+1,451
| +0.9% | +$43.5K |
2022 Q3
2 quarters
|
|
39
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$16.9B
| $4.64M | 0.67% |
136,020
+6,798
| +5% | +$234K |
2022 Q1
4 quarters
|
|
40
NYLIM Merger Arbitrage ETF
MNA
$261M
| $4.64M | 0.67% |
146,690
+1,020
| +0.7% | +$32K |
2022 Q3
2 quarters
|
|
41
Aptus Defined Risk ETF
DRSK
$1.39B
| $4.61M | 0.67% |
177,422
+4,849
| +3% | +$125K |
2022 Q3
2 quarters
|
|
42
Quadratic Interest Rate Volatility and Inflation Hedge ETF
IVOL
$222M
| $4.24M | 0.61% |
186,499
+18,204
| +11% | +$402K |
2022 Q3
2 quarters
|
|
43
KFA Mount Lucas Managed Futures Index Strategy ETF
KMLM
$574M
| $4.18M | 0.61% |
141,772
-3,479
| -2% | -$104K |
2022 Q3
2 quarters
|
|
44
State Street Financial Select Sector SPDR ETF
XLF
$51.2B
| $4.17M | 0.6% |
129,549
-3,178
| -2% | -$110K |
2020 Q2
11 quarters
|
|
45
Invesco Total Return Bond ETF
GTO
$2.52B
| $3.82M | 0.55% |
81,033
+34,688
| +75% | +$1.65M |
2020 Q2
11 quarters
|
|
46
WisdomTree Yield Enhanced US Aggregate Bond Fund
AGGY
$894M
| $3.77M | 0.55% |
86,272
+700
| +0.8% | +$30.5K |
2022 Q4
1 quarter
|
|
47
abrdn Physical Gold Shares ETF
SGOL
$6.92B
| $3.33M | 0.48% |
176,341
-15,444
| -8% | -$280K |
2020 Q2
11 quarters
|
|
|
48
abrdn Physical Precious Metals Basket Shares ETF
GLTR
$2.49B
| $3.28M | 0.48% |
+36,004
| New | +$3.17M |
2023 Q1
0 quarters
|
|
49
Invesco CurrencyShares Swiss Franc Trust
FXF
$367M
| $3.2M | 0.46% |
32,889
-849
| -3% | -$81.8K |
2018 Q3
18 quarters
|
|
50
State Street SPDR Portfolio S&P 500 High Dividend ETF
SPYD
$7.27B
| $3.2M | 0.46% |
84,171
+19,709
| +31% | +$788K |
2022 Q2
3 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.