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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
+6.04%
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
$580M
AUM Growth
+$63.7M
(+12%)
Cap. Flow
+$32.6M
Cap. Flow % of AUM
Cap. Flow %
5.62%
Top 10 Holdings %
Top 10 Hldgs %
52.04%
Holding
68
New
8
Increased
50
Reduced
8
Closed
–
Avg Time Held
2.1
years
Top 10 Avg Time Held
0.9
years
Top 20 Avg Time Held
1.4
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 3000 ETF
IWV
|
+$4.47M |
| 2 |
Vanguard Morningstar Total Stock Market ETF
VTI
|
+$4.02M |
| 3 |
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
|
+$1.77M |
| 4 |
Vanguard FTSE All-World ex-US ETF
VEU
|
+$1.66M |
| 5 |
iShares US Technology ETF
IYW
|
+$1.65M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
PIMCO Active Bond Exchange-Traded Fund
BOND
|
+$684K |
| 2 |
State Street DoubleLine Total Return Tactical ETF
TOTL
|
+$626K |
| 3 |
Invesco Total Return Bond ETF
GTO
|
+$518K |
| 4 |
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund
STPZ
|
+$309K |
| 5 |
JPMorgan International Bond Opportunities ETF
JPIB
|
+$275K |
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
$78.2B
| $51.6M | 8.9% |
228,901
+7,227
| +3% | +$1.6M |
2021 Q1
1 quarter
|
|
|
2
iShares Russell 3000 ETF
IWV
$20.6B
| $45.5M | 7.86% |
177,988
+17,938
| +11% | +$4.47M |
2019 Q4
6 quarters
|
|
|
3
Vanguard Morningstar Total Stock Market ETF
VTI
$698B
| $39.1M | 6.75% |
175,657
+18,521
| +12% | +$4.02M |
2016 Q3
19 quarters
|
|
4
Northern Trust Morningstar US Market Factor Tilt ETF
TILT
$2.23B
| $32.8M | 5.66% |
192,646
+9,578
| +5% | +$1.6M |
2021 Q1
1 quarter
|
|
|
5
iShares US Technology ETF
IYW
$25B
| $30.5M | 5.26% |
306,809
+17,698
| +6% | +$1.65M |
2015 Q2
24 quarters
|
|
6
VanEck Morningstar Wide Moat ETF
MOAT
$11.8B
| $23.4M | 4.04% |
315,995
+2,756
| +0.9% | +$201K |
2020 Q4
2 quarters
|
|
7
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.98B
| $21.8M | 3.76% |
623,930
+22,731
| +4% | +$792K |
2018 Q3
11 quarters
|
|
8
Vanguard Information Technology ETF
VGT
$150B
| $19.8M | 3.41% |
397,104
+464
| +0.1% | +$21.9K |
2015 Q4
22 quarters
|
|
|
9
Vanguard FTSE All-World ex-US ETF
VEU
$67.5B
| $19.1M | 3.29% |
301,201
+26,271
| +10% | +$1.66M |
2016 Q4
18 quarters
|
|
|
10
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15.3B
| $18M | 3.11% |
209,350
+21,229
| +11% | +$1.77M |
2018 Q4
10 quarters
|
|
11
iShares MSCI ACWI ex US ETF
ACWX
$17.7B
| $17.4M | 3% |
302,657
+22,975
| +8% | +$1.32M |
2019 Q4
6 quarters
|
|
12
iShares US Consumer Discretionary ETF
IYC
$1.24B
| $17.2M | 2.98% |
222,245
+14,672
| +7% | +$1.13M |
2020 Q1
5 quarters
|
|
13
State Street Industrial Select Sector SPDR ETF
XLI
$30.4B
| $16.1M | 2.78% |
157,218
+5,805
| +4% | +$595K |
2020 Q2
4 quarters
|
|
14
Vanguard Total Bond Market
BND
$163B
| $14.1M | 2.43% |
164,021
+19,111
| +13% | +$1.63M |
2014 Q1
29 quarters
|
|
15
NYLIM Hedge Multi-Strategy Tracker ETF
QAI
$996M
| $13.5M | 2.33% |
417,888
+47,588
| +13% | +$1.53M |
2019 Q4
6 quarters
|
|
16
Hartford Multifactor Developed Markets ex-US ETF
RODM
$1.67B
| $12.5M | 2.15% |
406,783
+24,066
| +6% | +$746K |
2019 Q3
7 quarters
|
|
17
iShares US Financial Services ETF
IYG
$2.25B
| $11.3M | 1.96% |
183,675
+11,262
| +7% | +$688K |
2016 Q4
18 quarters
|
|
18
Vanguard Consumer Discretionary ETF
VCR
$5.94B
| $11.3M | 1.95% |
35,947
+182
| +0.5% | +$55.8K |
2020 Q1
5 quarters
|
|
19
State Street Health Care Select Sector SPDR ETF
XLV
$46.5B
| $11.1M | 1.92% |
88,362
+5,213
| +6% | +$639K |
2017 Q3
15 quarters
|
|
|
20
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.6B
| $10.6M | 1.83% |
95,540
-6,199
| -6% | -$684K |
2018 Q1
13 quarters
|
|
|
21
State Street DoubleLine Total Return Tactical ETF
TOTL
$3.67B
| $10.3M | 1.78% |
213,006
-12,955
| -6% | -$626K |
2018 Q3
11 quarters
|
|
22
JPMorgan Diversified Return US Equity ETF
JPUS
$462M
| $9.7M | 1.68% |
100,451
+9,017
| +10% | +$864K |
2016 Q3
19 quarters
|
|
23
Vanguard Morningstar Mega Cap ETF
MGC
$10.4B
| $8.4M | 1.45% |
55,110
+5,941
| +12% | +$879K |
2020 Q3
3 quarters
|
|
24
Hartford Total Return Bond ETF
HTRB
$2.17B
| $8.29M | 1.43% |
202,463
-4,062
| -2% | -$165K |
2020 Q2
4 quarters
|
|
25
Vanguard Financials ETF
VFH
$13.3B
| $8.16M | 1.41% |
90,210
+1,083
| +1% | +$97.9K |
2016 Q4
18 quarters
|
|
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Quantitative Advantage's Q2 2021 Portfolio in Review
As of Q2 2021, Quantitative Advantage held 68 positions worth $580M, up 12% from $516M the previous quarter. Its ten largest holdings account for 52% of the portfolio.
Quantitative Advantage deployed $32.6M of net new capital in Q2 2021, opening 8 new positions and adding to 50 existing holdings. Its largest new stake was iShares Core S&P 500 ETF: 2,358 shares worth $1.01M.
On the sell side, the largest reduction was PIMCO Active Bond Exchange-Traded Fund, an estimated $684K trimmed.
- Quantitative Advantage's largest Q2 2021 buy was iShares Core S&P 500 ETF: 2,358 shares worth $1.01M.
- Quantitative Advantage added most to iShares Russell 3000 ETF in Q2 2021, an estimated $4.47M increase.
- Quantitative Advantage's biggest Q2 2021 reduction was PIMCO Active Bond Exchange-Traded Fund, cutting an estimated $684K.
- Quantitative Advantage's ten largest holdings make up 52% of its $580M portfolio in Q2 2021.
- Quantitative Advantage opened 8 new positions and closed 0 in Q2 2021.
- Quantitative Advantage's portfolio value rose 12% quarter-over-quarter to $580M.
Based on Quantitative Advantage's 13F filing for Q2 2021, filed 13 Aug 2021.