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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
+5.8%
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
$647M
AUM Growth
+$57.7M
(+9.8%)
Cap. Flow
+$28.7M
Cap. Flow % of AUM
Cap. Flow %
4.44%
Top 10 Holdings %
Top 10 Hldgs %
52.31%
Holding
86
New
11
Increased
52
Reduced
14
Closed
8
Avg Time Held
2
years
Top 10 Avg Time Held
1.3
years
Top 20 Avg Time Held
1.5
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
U.S. Targeted Value Portfolio ETF Class Shares
DFAT
|
+$55.6M |
| 2 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$15.3M |
| 3 |
iShares US Technology ETF
IYW
|
+$6.37M |
| 4 |
iShares Russell 3000 ETF
IWV
|
+$3.66M |
| 5 |
Invesco Variable Rate Investment Grade ETF
VRIG
|
+$3.06M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI USA Quality Factor ETF
QUAL
|
+$31.3M |
| 2 |
Invesco S&P 500 Quality ETF
SPHQ
|
+$18.7M |
| 3 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$10.6M |
| 4 |
iShares US Consumer Discretionary ETF
IYC
|
+$7.87M |
| 5 |
Vanguard Communication Services ETF
VOX
|
+$4.04M |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
U.S. Targeted Value Portfolio ETF Class Shares
DFAT
$14.3B
| $56.3M | 8.7% |
+1,183,907
| New | +$55.6M |
2021 Q4
0 quarters
|
|
|
2
iShares Russell 3000 ETF
IWV
$20.4B
| $53.7M | 8.3% |
193,513
+13,516
| +8% | +$3.66M |
2019 Q4
8 quarters
|
|
|
3
iShares US Technology ETF
IYW
$24.6B
| $42.5M | 6.56% |
369,870
+57,382
| +18% | +$6.37M |
2015 Q2
26 quarters
|
|
4
Northern Trust Morningstar US Market Factor Tilt ETF
TILT
$2.2B
| $37.4M | 5.78% |
205,159
+10,885
| +6% | +$1.94M |
2021 Q1
3 quarters
|
|
5
Vanguard Morningstar Total Stock Market ETF
VTI
$692B
| $36.5M | 5.65% |
151,353
-13,395
| -8% | -$3.16M |
2016 Q3
21 quarters
|
|
6
Vanguard Information Technology ETF
VGT
$149B
| $24.8M | 3.83% |
432,288
+32,304
| +8% | +$1.77M |
2015 Q4
24 quarters
|
|
7
VanEck Morningstar Wide Moat ETF
MOAT
$11.8B
| $24M | 3.72% |
315,833
-4,830
| -2% | -$366K |
2020 Q4
4 quarters
|
|
8
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.93B
| $23.8M | 3.68% |
674,321
+38,052
| +6% | +$1.33M |
2018 Q3
13 quarters
|
|
9
Vanguard FTSE All-World ex-US ETF
VEU
$66.4B
| $21.1M | 3.27% |
344,771
+13,302
| +4% | +$823K |
2016 Q4
20 quarters
|
|
10
iShares MSCI ACWI ex US ETF
ACWX
$17.6B
| $18.3M | 2.83% |
329,470
+20,221
| +7% | +$1.14M |
2019 Q4
8 quarters
|
|
11
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15.1B
| $17M | 2.63% |
178,801
+7,756
| +5% | +$713K |
2018 Q4
12 quarters
|
|
12
JPMorgan Diversified Return US Equity ETF
JPUS
$463M
| $16.9M | 2.62% |
159,792
+6,737
| +4% | +$687K |
2016 Q3
21 quarters
|
|
|
13
State Street Energy Select Sector SPDR ETF
XLE
$46.2B
| $15M | 2.32% |
+540,668
| New | +$15.3M |
2021 Q4
0 quarters
|
|
14
NYLIM Hedge Multi-Strategy Tracker ETF
QAI
$992M
| $14.8M | 2.29% |
466,734
+34,087
| +8% | +$1.09M |
2019 Q4
8 quarters
|
|
15
State Street Health Care Select Sector SPDR ETF
XLV
$47.2B
| $14M | 2.16% |
99,383
+9,192
| +10% | +$1.22M |
2017 Q3
17 quarters
|
|
16
Hartford Multifactor Developed Markets ex-US ETF
RODM
$1.68B
| $13.7M | 2.11% |
453,364
+39,396
| +10% | +$1.2M |
2019 Q3
9 quarters
|
|
17
iShares US Financial Services ETF
IYG
$2.22B
| $12.6M | 1.94% |
195,333
+11,178
| +6% | +$729K |
2016 Q4
20 quarters
|
|
|
18
iShares US Consumer Discretionary ETF
IYC
$1.21B
| $11.1M | 1.72% |
132,533
-95,082
| -42% | -$7.87M |
2020 Q1
7 quarters
|
|
19
Vanguard Consumer Discretionary ETF
VCR
$5.88B
| $10.8M | 1.67% |
31,641
-4,506
| -12% | -$1.51M |
2020 Q1
7 quarters
|
|
20
Vanguard Morningstar Mega Cap ETF
MGC
$10.2B
| $10.4M | 1.61% |
61,923
+2,496
| +4% | +$407K |
2020 Q3
5 quarters
|
|
21
Vanguard Financials ETF
VFH
$13.3B
| $10.4M | 1.6% |
107,428
+16,683
| +18% | +$1.63M |
2016 Q4
20 quarters
|
|
22
Invesco Russell 1000 Dynamic Multifactor ETF
OMFL
$4.76B
| $10.3M | 1.6% |
203,788
+9,103
| +5% | +$448K |
2020 Q3
5 quarters
|
|
23
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.68B
| $10.3M | 1.59% |
93,866
-88
| -0.1% | -$9.7K |
2018 Q1
15 quarters
|
|
24
State Street DoubleLine Total Return Tactical ETF
TOTL
$3.71B
| $10M | 1.54% |
210,537
+931
| +0.4% | +$44.4K |
2018 Q3
13 quarters
|
|
25
Hartford Total Return Bond ETF
HTRB
$2.19B
| $8.12M | 1.26% |
204,362
+1,722
| +0.8% | +$69.8K |
2020 Q2
6 quarters
|
|
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Quantitative Advantage's Q4 2021 Portfolio in Review
As of Q4 2021, Quantitative Advantage held 86 positions worth $647M, up 9.8% from $589M the previous quarter. Its ten largest holdings account for 52% of the portfolio.
Quantitative Advantage deployed $28.7M of net new capital in Q4 2021, opening 11 new positions and adding to 52 existing holdings. Its largest new stake was U.S. Targeted Value Portfolio ETF Class Shares: 1,183,907 shares worth $56.3M.
On the sell side, the largest reduction was State Street Industrial Select Sector SPDR ETF, an estimated $10.6M trimmed.
- Quantitative Advantage's largest Q4 2021 buy was U.S. Targeted Value Portfolio ETF Class Shares: 1,183,907 shares worth $56.3M.
- Quantitative Advantage added most to iShares US Technology ETF in Q4 2021, an estimated $6.37M increase.
- Quantitative Advantage's biggest Q4 2021 reduction was State Street Industrial Select Sector SPDR ETF, cutting an estimated $10.6M.
- Quantitative Advantage fully exited iShares MSCI USA Quality Factor ETF in Q4 2021, selling an estimated $31.3M.
- Quantitative Advantage's ten largest holdings make up 52% of its $647M portfolio in Q4 2021.
- Quantitative Advantage opened 11 new positions and closed 8 in Q4 2021.
- Quantitative Advantage's portfolio value rose 9.8% quarter-over-quarter to $647M.
Based on Quantitative Advantage's 13F filing for Q4 2021, filed 7 Feb 2022.