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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
+5.16%
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
$516M
AUM Growth
+$42.3M
(+8.9%)
Cap. Flow
+$26.5M
Cap. Flow % of AUM
Cap. Flow %
5.14%
Top 10 Holdings %
Top 10 Hldgs %
51.16%
Holding
69
New
9
Increased
34
Reduced
15
Closed
9
Avg Time Held
2.1
years
Top 10 Avg Time Held
0.7
years
Top 20 Avg Time Held
1.3
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard Morningstar Small-Cap ETF
VB
|
+$46.7M |
| 2 |
Northern Trust Morningstar US Market Factor Tilt ETF
TILT
|
+$28.2M |
| 3 |
VanEck Morningstar Wide Moat ETF
MOAT
|
+$18.1M |
| 4 |
iShares Russell 3000 ETF
IWV
|
+$15.2M |
| 5 |
iShares MSCI ACWI ex US ETF
ACWX
|
+$8.17M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI USA Size Factor ETF
SIZE
|
+$31.1M |
| 2 |
iShares MSCI USA Quality Factor ETF
QUAL
|
+$30.9M |
| 3 |
Invesco S&P 500 Quality ETF
SPHQ
|
+$19.6M |
| 4 |
Invesco S&P 500 Equal Weight ETF
RSP
|
+$18.6M |
| 5 |
First Trust Smith Opportunistic Fixed Income ETF
FIXD
|
+$13.1M |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
Vanguard Morningstar Small-Cap ETF
VB
$78.7B
| $47.5M | 9.2% |
+221,674
| New | +$46.7M |
2021 Q1
0 quarters
|
|
|
2
iShares Russell 3000 ETF
IWV
$20.6B
| $38M | 7.36% |
160,050
+65,611
| +69% | +$15.2M |
2019 Q4
5 quarters
|
|
3
Vanguard Morningstar Total Stock Market ETF
VTI
$698B
| $32.5M | 6.29% |
157,136
+26,466
| +20% | +$5.36M |
2016 Q3
18 quarters
|
|
|
4
Northern Trust Morningstar US Market Factor Tilt ETF
TILT
$2.22B
| $29.2M | 5.66% |
+183,068
| New | +$28.2M |
2021 Q1
0 quarters
|
|
5
iShares US Technology ETF
IYW
$25B
| $25.4M | 4.91% |
289,111
-31,755
| -10% | -$2.78M |
2015 Q2
23 quarters
|
|
|
6
VanEck Morningstar Wide Moat ETF
MOAT
$11.6B
| $21.7M | 4.21% |
313,239
+274,529
| +709% | +$18.1M |
2020 Q4
1 quarter
|
|
7
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.96B
| $19.9M | 3.85% |
601,199
+241,394
| +67% | +$7.92M |
2018 Q3
10 quarters
|
|
8
Vanguard Information Technology ETF
VGT
$152B
| $17.8M | 3.44% |
396,640
-22,440
| -5% | -$1.01M |
2015 Q4
21 quarters
|
|
9
Vanguard FTSE All-World ex-US ETF
VEU
$67.3B
| $16.7M | 3.23% |
274,930
+74,186
| +37% | +$4.51M |
2016 Q4
17 quarters
|
|
10
iShares US Consumer Discretionary ETF
IYC
$1.21B
| $15.5M | 3.01% |
207,573
-14,084
| -6% | -$1.03M |
2020 Q1
4 quarters
|
|
|
11
iShares MSCI ACWI ex US ETF
ACWX
$17.9B
| $15.4M | 2.99% |
279,682
+147,858
| +112% | +$8.17M |
2019 Q4
5 quarters
|
|
12
State Street Industrial Select Sector SPDR ETF
XLI
$31B
| $14.9M | 2.89% |
151,413
-6,886
| -4% | -$631K |
2020 Q2
3 quarters
|
|
13
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15.3B
| $14.9M | 2.88% |
188,121
+21,199
| +13% | +$1.65M |
2018 Q4
9 quarters
|
|
14
Vanguard Total Bond Market
BND
$164B
| $12.3M | 2.38% |
144,910
-26,510
| -15% | -$2.29M |
2014 Q1
28 quarters
|
|
15
NYLIM Hedge Multi-Strategy Tracker ETF
QAI
$1000M
| $11.8M | 2.28% |
370,300
+46,826
| +14% | +$1.51M |
2019 Q4
5 quarters
|
|
16
Hartford Multifactor Developed Markets ex-US ETF
RODM
$1.68B
| $11.4M | 2.2% |
382,717
+174,910
| +84% | +$5.09M |
2019 Q3
6 quarters
|
|
17
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.67B
| $11.1M | 2.16% |
101,739
-5,378
| -5% | -$599K |
2018 Q1
12 quarters
|
|
18
State Street DoubleLine Total Return Tactical ETF
TOTL
$3.71B
| $10.9M | 2.11% |
225,961
-72,970
| -24% | -$3.56M |
2018 Q3
10 quarters
|
|
19
Vanguard Consumer Discretionary ETF
VCR
$5.94B
| $10.6M | 2.05% |
35,765
-2,829
| -7% | -$821K |
2020 Q1
4 quarters
|
|
20
iShares US Financial Services ETF
IYG
$2.23B
| $9.8M | 1.91% |
172,413
-11,268
| -6% | -$610K |
2016 Q4
17 quarters
|
|
21
State Street Health Care Select Sector SPDR ETF
XLV
$47.3B
| $9.7M | 1.88% |
83,149
-2,431
| -3% | -$281K |
2017 Q3
14 quarters
|
|
22
JPMorgan Diversified Return US Equity ETF
JPUS
$462M
| $8.35M | 1.62% |
91,434
+9,559
| +12% | +$836K |
2016 Q3
18 quarters
|
|
23
Hartford Total Return Bond ETF
HTRB
$2.19B
| $8.31M | 1.61% |
206,525
+49,588
| +32% | +$2.03M |
2020 Q2
3 quarters
|
|
24
Vanguard Financials ETF
VFH
$13.3B
| $7.53M | 1.46% |
89,127
-29,775
| -25% | -$2.37M |
2016 Q4
17 quarters
|
|
25
John Hancock Multifactor Emerging Markets ETF
JHEM
$930M
| $7.11M | 1.38% |
232,151
+86,241
| +59% | +$2.67M |
2019 Q3
6 quarters
|
|
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Quantitative Advantage's Q1 2021 Portfolio in Review
As of Q1 2021, Quantitative Advantage held 69 positions worth $516M, up 8.9% from $474M the previous quarter. Its ten largest holdings account for 51% of the portfolio.
Quantitative Advantage deployed $26.5M of net new capital in Q1 2021, opening 9 new positions and adding to 34 existing holdings. Its largest new stake was Vanguard Morningstar Small-Cap ETF: 221,674 shares worth $47.5M.
On the sell side, the largest reduction was State Street DoubleLine Total Return Tactical ETF, an estimated $3.56M trimmed.
- Quantitative Advantage's largest Q1 2021 buy was Vanguard Morningstar Small-Cap ETF: 221,674 shares worth $47.5M.
- Quantitative Advantage added most to VanEck Morningstar Wide Moat ETF in Q1 2021, an estimated $18.1M increase.
- Quantitative Advantage's biggest Q1 2021 reduction was State Street DoubleLine Total Return Tactical ETF, cutting an estimated $3.56M.
- Quantitative Advantage fully exited iShares MSCI USA Size Factor ETF in Q1 2021, selling an estimated $31.1M.
- Quantitative Advantage's ten largest holdings make up 51% of its $516M portfolio in Q1 2021.
- Quantitative Advantage opened 9 new positions and closed 9 in Q1 2021.
- Quantitative Advantage's portfolio value rose 8.9% quarter-over-quarter to $516M.
Based on Quantitative Advantage's 13F filing for Q1 2021, filed 12 May 2021.