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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
-0.84%
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
$589M
AUM Growth
+$9.6M
(+1.7%)
Cap. Flow
+$16.5M
Cap. Flow % of AUM
Cap. Flow %
2.8%
Top 10 Holdings %
Top 10 Hldgs %
47.92%
Holding
81
New
13
Increased
50
Reduced
11
Closed
6
Avg Time Held
2.1
years
Top 10 Avg Time Held
1.1
years
Top 20 Avg Time Held
1.4
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI USA Quality Factor ETF
QUAL
|
+$32.6M |
| 2 |
Invesco S&P 500 Quality ETF
SPHQ
|
+$19.3M |
| 3 |
Goldman Sachs Access US Aggregate Bond ETF
GCOR
|
+$7.21M |
| 4 |
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
|
+$5.19M |
| 5 |
JPMorgan Diversified Return US Equity ETF
JPUS
|
+$5.19M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard Morningstar Small-Cap ETF
VB
|
+$51.6M |
| 2 |
Vanguard Total Bond Market
BND
|
+$10.1M |
| 3 |
State Street SPDR Portfolio Emerging Markets ETF
SPEM
|
+$5.13M |
| 4 |
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
|
+$3.4M |
| 5 |
Vanguard Morningstar Total Stock Market ETF
VTI
|
+$2.49M |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
iShares Russell 3000 ETF
IWV
$20.2B
| $45.9M | 7.78% |
179,997
+2,009
| +1% | +$526K |
2019 Q4
7 quarters
|
|
|
2
Vanguard Morningstar Total Stock Market ETF
VTI
$687B
| $36.6M | 6.21% |
164,748
-10,909
| -6% | -$2.49M |
2016 Q3
20 quarters
|
|
3
Northern Trust Morningstar US Market Factor Tilt ETF
TILT
$2.2B
| $32.8M | 5.57% |
194,274
+1,628
| +0.8% | +$281K |
2021 Q1
2 quarters
|
|
4
iShares US Technology ETF
IYW
$24.3B
| $31.6M | 5.37% |
312,488
+5,679
| +2% | +$593K |
2015 Q2
25 quarters
|
|
|
5
iShares MSCI USA Quality Factor ETF
QUAL
$48.1B
| $31.3M | 5.31% |
+237,379
| New | +$32.6M |
2021 Q3
0 quarters
|
|
6
VanEck Morningstar Wide Moat ETF
MOAT
$11.8B
| $23.5M | 3.99% |
320,663
+4,668
| +1% | +$351K |
2020 Q4
3 quarters
|
|
7
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.91B
| $21.7M | 3.69% |
636,269
+12,339
| +2% | +$437K |
2018 Q3
12 quarters
|
|
8
Vanguard FTSE All-World ex-US ETF
VEU
$66.3B
| $20.2M | 3.43% |
331,469
+30,268
| +10% | +$1.9M |
2016 Q4
19 quarters
|
|
9
Vanguard Information Technology ETF
VGT
$147B
| $20.1M | 3.4% |
399,984
+2,880
| +0.7% | +$149K |
2015 Q4
23 quarters
|
|
|
10
Invesco S&P 500 Quality ETF
SPHQ
$18.5B
| $18.7M | 3.18% |
+385,632
| New | +$19.3M |
2021 Q3
0 quarters
|
|
11
iShares US Consumer Discretionary ETF
IYC
$1.23B
| $17.6M | 2.99% |
227,615
+5,370
| +2% | +$422K |
2020 Q1
6 quarters
|
|
12
iShares MSCI ACWI ex US ETF
ACWX
$17.4B
| $17.1M | 2.91% |
309,249
+6,592
| +2% | +$375K |
2019 Q4
7 quarters
|
|
13
State Street Industrial Select Sector SPDR ETF
XLI
$29.8B
| $15.6M | 2.65% |
159,643
+2,425
| +2% | +$249K |
2020 Q2
5 quarters
|
|
|
14
JPMorgan Diversified Return US Equity ETF
JPUS
$462M
| $14.7M | 2.5% |
153,055
+52,604
| +52% | +$5.19M |
2016 Q3
20 quarters
|
|
|
15
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15.1B
| $14.7M | 2.5% |
171,045
-38,305
| -18% | -$3.4M |
2018 Q4
11 quarters
|
|
16
NYLIM Hedge Multi-Strategy Tracker ETF
QAI
$987M
| $13.7M | 2.33% |
432,647
+14,759
| +4% | +$474K |
2019 Q4
7 quarters
|
|
17
Hartford Multifactor Developed Markets ex-US ETF
RODM
$1.67B
| $12.5M | 2.11% |
413,968
+7,185
| +2% | +$224K |
2019 Q3
8 quarters
|
|
18
iShares US Financial Services ETF
IYG
$2.24B
| $11.6M | 1.96% |
184,155
+480
| +0.3% | +$30.1K |
2016 Q4
19 quarters
|
|
19
State Street Health Care Select Sector SPDR ETF
XLV
$46.6B
| $11.5M | 1.95% |
90,191
+1,829
| +2% | +$242K |
2017 Q3
16 quarters
|
|
20
Vanguard Consumer Discretionary ETF
VCR
$5.83B
| $11.2M | 1.9% |
36,147
+200
| +0.6% | +$63.5K |
2020 Q1
6 quarters
|
|
21
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.67B
| $10.4M | 1.76% |
93,954
-1,586
| -2% | -$177K |
2018 Q1
14 quarters
|
|
22
State Street DoubleLine Total Return Tactical ETF
TOTL
$3.69B
| $10.1M | 1.72% |
209,606
-3,400
| -2% | -$165K |
2018 Q3
12 quarters
|
|
23
Vanguard Morningstar Mega Cap ETF
MGC
$10.2B
| $9.06M | 1.54% |
59,427
+4,317
| +8% | +$678K |
2020 Q3
4 quarters
|
|
24
Invesco Russell 1000 Dynamic Multifactor ETF
OMFL
$4.74B
| $9.01M | 1.53% |
194,685
+100,059
| +106% | +$4.71M |
2020 Q3
4 quarters
|
|
25
Vanguard Financials ETF
VFH
$13.3B
| $8.41M | 1.43% |
90,745
+535
| +0.6% | +$49.4K |
2016 Q4
19 quarters
|
|
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Quantitative Advantage's Q3 2021 Portfolio in Review
As of Q3 2021, Quantitative Advantage held 81 positions worth $589M, up 1.7% from $580M the previous quarter. Its ten largest holdings account for 48% of the portfolio.
Quantitative Advantage's Q3 2021 filing shows 13 new, 50 increased, 11 reduced and 6 closed positions. Its largest new stake was iShares MSCI USA Quality Factor ETF: 237,379 shares worth $31.3M. The largest sale was Vanguard Morningstar Small-Cap ETF, an estimated $51.6M.
- Quantitative Advantage's largest Q3 2021 buy was iShares MSCI USA Quality Factor ETF: 237,379 shares worth $31.3M.
- Quantitative Advantage added most to JPMorgan Diversified Return US Equity ETF in Q3 2021, an estimated $5.19M increase.
- Quantitative Advantage's biggest Q3 2021 reduction was Vanguard Total Bond Market, cutting an estimated $10.1M.
- Quantitative Advantage fully exited Vanguard Morningstar Small-Cap ETF in Q3 2021, selling an estimated $51.6M.
- Quantitative Advantage's ten largest holdings make up 48% of its $589M portfolio in Q3 2021.
- Quantitative Advantage opened 13 new positions and closed 6 in Q3 2021.
- Quantitative Advantage's portfolio value rose 1.7% quarter-over-quarter to $589M.
Based on Quantitative Advantage's 13F filing for Q3 2021, filed 12 Nov 2021.