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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
-3.21%
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
$650M
AUM Growth
+$3.43M
(+0.53%)
Cap. Flow
+$30.4M
Cap. Flow % of AUM
Cap. Flow %
4.67%
Top 10 Holdings %
Top 10 Hldgs %
48.36%
Holding
92
New
14
Increased
54
Reduced
16
Closed
6
Avg Time Held
1.9
years
Top 10 Avg Time Held
1.5
years
Top 20 Avg Time Held
1.6
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
|
+$38.9M |
| 2 |
State Street SPDR Portfolio Emerging Markets ETF
SPEM
|
+$5.61M |
| 3 |
NYLIM MacKay Muni Intermediate ETF
MMIT
|
+$3.34M |
| 4 |
Franklin Dynamic Municipal Bond ETF
FLMI
|
+$2.68M |
| 5 |
Hartford Municipal Opportunities ETF
HMOP
|
+$2.45M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 3000 ETF
IWV
|
+$25M |
| 2 |
iShares MSCI ACWI ex US ETF
ACWX
|
+$6.88M |
| 3 |
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
|
+$5.46M |
| 4 |
Vanguard Morningstar Total Stock Market ETF
VTI
|
+$2.37M |
| 5 |
Vanguard Total Bond Market
BND
|
+$1.92M |
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
$14.2B
| $54.7M | 8.41% |
1,174,123
-9,784
| -0.8% | -$456K |
2021 Q4
1 quarter
|
|
|
2
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
$7.93B
| $38.9M | 5.97% |
+388,789
| New | +$38.9M |
2022 Q1
0 quarters
|
|
3
iShares US Technology ETF
IYW
$24.3B
| $37.9M | 5.83% |
368,245
-1,625
| -0.4% | -$166K |
2015 Q2
27 quarters
|
|
4
Northern Trust Morningstar US Market Factor Tilt ETF
TILT
$2.2B
| $34.9M | 5.37% |
200,438
-4,721
| -2% | -$812K |
2021 Q1
4 quarters
|
|
|
5
Vanguard Morningstar Total Stock Market ETF
VTI
$687B
| $32.1M | 4.93% |
140,793
-10,560
| -7% | -$2.37M |
2016 Q3
22 quarters
|
|
|
6
iShares Russell 3000 ETF
IWV
$20.2B
| $25.5M | 3.92% |
97,106
-96,407
| -50% | -$25M |
2019 Q4
9 quarters
|
|
7
VanEck Morningstar Wide Moat ETF
MOAT
$11.8B
| $24.1M | 3.7% |
322,059
+6,226
| +2% | +$459K |
2020 Q4
5 quarters
|
|
8
Vanguard Information Technology ETF
VGT
$147B
| $23.1M | 3.55% |
443,472
+11,184
| +3% | +$574K |
2015 Q4
25 quarters
|
|
9
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.91B
| $22.1M | 3.39% |
674,366
+45
| +0% | +$1.5K |
2018 Q3
14 quarters
|
|
10
Vanguard FTSE All-World ex-US ETF
VEU
$66.3B
| $21.4M | 3.29% |
371,593
+26,822
| +8% | +$1.58M |
2016 Q4
21 quarters
|
|
11
State Street Energy Select Sector SPDR ETF
XLE
$45.4B
| $20.9M | 3.22% |
547,200
+6,532
| +1% | +$226K |
2021 Q4
1 quarter
|
|
12
JPMorgan Diversified Return US Equity ETF
JPUS
$462M
| $17.6M | 2.71% |
168,901
+9,109
| +6% | +$930K |
2016 Q3
22 quarters
|
|
13
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15.1B
| $16.9M | 2.6% |
190,240
+11,439
| +6% | +$1.01M |
2018 Q4
13 quarters
|
|
14
NYLIM Hedge Multi-Strategy Tracker ETF
QAI
$987M
| $15M | 2.31% |
487,712
+20,978
| +4% | +$650K |
2019 Q4
9 quarters
|
|
15
State Street Health Care Select Sector SPDR ETF
XLV
$46.6B
| $13.6M | 2.1% |
99,498
+115
| +0.1% | +$15.2K |
2017 Q3
18 quarters
|
|
16
Hartford Multifactor Developed Markets ex-US ETF
RODM
$1.67B
| $13.1M | 2.01% |
449,548
-3,816
| -0.8% | -$112K |
2019 Q3
10 quarters
|
|
17
iShares US Financial Services ETF
IYG
$2.24B
| $11.4M | 1.76% |
190,371
-4,962
| -3% | -$313K |
2016 Q4
21 quarters
|
|
18
Vanguard Morningstar Mega Cap ETF
MGC
$10.2B
| $10.5M | 1.62% |
66,086
+4,163
| +7% | +$653K |
2020 Q3
6 quarters
|
|
|
19
iShares MSCI ACWI ex US ETF
ACWX
$17.4B
| $10.5M | 1.61% |
200,229
-129,241
| -39% | -$6.88M |
2019 Q4
9 quarters
|
|
20
Invesco Russell 1000 Dynamic Multifactor ETF
OMFL
$4.74B
| $10.4M | 1.6% |
218,394
+14,606
| +7% | +$684K |
2020 Q3
6 quarters
|
|
21
Vanguard Financials ETF
VFH
$13.3B
| $10.3M | 1.59% |
110,744
+3,316
| +3% | +$318K |
2016 Q4
21 quarters
|
|
22
iShares US Consumer Discretionary ETF
IYC
$1.23B
| $10M | 1.53% |
132,935
+402
| +0.3% | +$30.2K |
2020 Q1
8 quarters
|
|
23
Vanguard Consumer Discretionary ETF
VCR
$5.83B
| $9.9M | 1.53% |
32,531
+890
| +3% | +$271K |
2020 Q1
8 quarters
|
|
24
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.67B
| $9.6M | 1.48% |
94,570
+704
| +0.8% | +$74.1K |
2018 Q1
16 quarters
|
|
25
State Street DoubleLine Total Return Tactical ETF
TOTL
$3.69B
| $9.6M | 1.47% |
213,458
+2,921
| +1% | +$134K |
2018 Q3
14 quarters
|
|
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Quantitative Advantage's Q1 2022 Portfolio in Review
As of Q1 2022, Quantitative Advantage held 92 positions worth $650M, up 0.53% from $647M the previous quarter. Its ten largest holdings account for 48% of the portfolio.
Quantitative Advantage deployed $30.4M of net new capital in Q1 2022, opening 14 new positions and adding to 54 existing holdings. Its largest new stake was Goldman Sachs Access Treasury 0-1 Year ETF: 388,789 shares worth $38.9M.
On the sell side, the largest reduction was iShares Russell 3000 ETF, an estimated $25M trimmed.
- Quantitative Advantage's largest Q1 2022 buy was Goldman Sachs Access Treasury 0-1 Year ETF: 388,789 shares worth $38.9M.
- Quantitative Advantage added most to Vanguard FTSE All-World ex-US ETF in Q1 2022, an estimated $1.58M increase.
- Quantitative Advantage's biggest Q1 2022 reduction was iShares Russell 3000 ETF, cutting an estimated $25M.
- Quantitative Advantage fully exited State Street SPDR Portfolio Developed World ex-US ETF in Q1 2022, selling an estimated $5.46M.
- Quantitative Advantage's ten largest holdings make up 48% of its $650M portfolio in Q1 2022.
- Quantitative Advantage opened 14 new positions and closed 6 in Q1 2022.
- Quantitative Advantage's portfolio value rose 0.53% quarter-over-quarter to $650M.
Based on Quantitative Advantage's 13F filing for Q1 2022, filed 16 May 2022.