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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 | |
|---|---|---|---|---|---|---|---|
76
WisdomTree Trust WisdomTree Interest Rate Hedged US Aggregate Bond Fund
AGZD
$158M
| $1.54M | 0.22% |
70,946
+2,980
| +4% | +$65.1K |
2022 Q3
2 quarters
|
|
77
Columbia Multi-Sector Municipal Income ETF
MUST
$515M
| $1.49M | 0.22% |
72,286
+6,188
| +9% | +$127K |
2021 Q4
5 quarters
|
|
78
AltShares Merger Arbitrage ETF
ARB
$104M
| $1.28M | 0.19% |
50,329
+2,412
| +5% | +$61.5K |
2022 Q3
2 quarters
|
|
79
JPMorgan Equity Premium Income ETF
JEPI
$45.8B
| $1.23M | 0.18% |
22,517
+6,784
| +43% | +$368K |
2022 Q4
1 quarter
|
|
80
State Street Multi-Asset Real Return ETF
RLY
$1.46B
| $1.2M | 0.17% |
43,618
+7,280
| +20% | +$203K |
2022 Q4
1 quarter
|
|
81
iShares TIPS Bond ETF
TIP
$14.4B
| $1.07M | 0.15% |
9,667
+3,420
| +55% | +$370K |
2022 Q4
1 quarter
|
|
82
American Century Diversified Municipal Bond ETF
TAXF
$702M
| $1.04M | 0.15% |
20,728
+5,205
| +34% | +$260K |
2022 Q1
4 quarters
|
|
83
First Trust Senior Loan Fund ETF
FTSL
$2.48B
| $1.04M | 0.15% |
22,977
+8,130
| +55% | +$369K |
2022 Q4
1 quarter
|
|
84
First Trust Municipal High Income ETF
FMHI
$1.01B
| $1.01M | 0.15% |
21,476
+5,708
| +36% | +$269K |
2022 Q1
4 quarters
|
|
85
JPMorgan International Research Enhanced Equity ETF
JIRE
$10.9B
| $996K | 0.14% |
+18,078
| New | +$971K |
2023 Q1
0 quarters
|
|
86
Vanguard Intermediate-Term Treasury ETF
VGIT
$39.9B
| $991K | 0.14% |
16,520
+1,312
| +9% | +$77.7K |
2020 Q1
12 quarters
|
|
87
Innovator Laddered Allocation Power Buffer ETF
BUFF
$1.09B
| $987K | 0.14% |
27,470
-1,825
| -6% | -$64.4K |
2021 Q4
5 quarters
|
|
88
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.6B
| $977K | 0.14% |
20,981
+3,346
| +19% | +$155K |
2014 Q4
33 quarters
|
|
89
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
BCI
$3.54B
| $976K | 0.14% |
47,006
+7,718
| +20% | +$162K |
2021 Q4
5 quarters
|
|
90
Dimensional US Equity ETF
DFUS
$21.3B
| $972K | 0.14% |
21,885
+1,133
| +5% | +$49.2K |
2021 Q4
5 quarters
|
|
91
First Trust Preferred Securities and Income ETF
FPE
$5.92B
| $966K | 0.14% |
60,557
+20,993
| +53% | +$362K |
2022 Q4
1 quarter
|
|
|
IBTD
92
DELISTED
iShares iBonds Dec 2023 Term Treasury ETF
IBTD
| $909K | 0.13% |
+36,631
| New | +$906K |
2023 Q1
0 quarters
|
|
93
Invesco S&P Ultra Dividend Revenue ETF
RDIV
$1.43B
| $826K | 0.12% |
20,088
+7,686
| +62% | +$338K |
2022 Q2
3 quarters
|
|
94
PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund
MUNI
$3.43B
| $807K | 0.12% |
15,434
+1,617
| +12% | +$84K |
2022 Q1
4 quarters
|
|
95
Vanguard Morningstar Value ETF
VTV
$190B
| $691K | 0.1% |
+5,000
| New | +$702K |
2023 Q1
0 quarters
|
|
96
FT Vest S&P 500 Dividend Aristocrats Target Income ETF
KNG
$3.34B
| $687K | 0.1% |
13,351
+4,737
| +55% | +$244K |
2022 Q4
1 quarter
|
|
97
State Street SPDR Portfolio S&P 500 ETF
SPYM
$183B
| $685K | 0.1% |
14,220
+633
| +5% | +$29.7K |
2021 Q3
6 quarters
|
|
98
First Trust NASDAQ-100 Technology Index Fund
QTEC
$4.47B
| $619K | 0.09% |
4,744
| – | – |
2021 Q2
7 quarters
|
|
99
Dimensional National Municipal Bond ETF
DFNM
$2.22B
| $489K | 0.07% |
10,116
+1,060
| +12% | +$51K |
2022 Q1
4 quarters
|
|
100
State Street Nuveen Municipal Bond ETF
MBND
$26M
| $479K | 0.07% |
17,665
+1,869
| +12% | +$50.6K |
2022 Q1
4 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.