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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
-12.38%
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
$576M
AUM Growth
-$74M
(-11%)
Cap. Flow
+$10.5M
Cap. Flow % of AUM
Cap. Flow %
1.82%
Top 10 Holdings %
Top 10 Hldgs %
47.03%
Holding
98
New
12
Increased
43
Reduced
36
Closed
7
Avg Time Held
2
years
Top 10 Avg Time Held
1.5
years
Top 20 Avg Time Held
1.8
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR Portfolio S&P 500 High Dividend ETF
SPYD
|
+$1.43M |
| 2 |
Vanguard Morningstar Total Stock Market ETF
VTI
|
+$1.41M |
| 3 |
iShares Core High Dividend ETF
HDV
|
+$1.07M |
| 4 |
WisdomTree US High Dividend Fund
DHS
|
+$1.05M |
| 5 |
Invesco High Yield Equity Dividend Achievers ETF
PEY
|
+$1.04M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Northern Trust Morningstar US Market Factor Tilt ETF
TILT
|
+$1.12M |
| 2 |
iShares MSCI ACWI ex US ETF
ACWX
|
+$688K |
| 3 |
PIMCO Active Bond Exchange-Traded Fund
BOND
|
+$523K |
| 4 |
U.S. Targeted Value Portfolio ETF Class Shares
DFAT
|
+$515K |
| 5 |
State Street DoubleLine Total Return Tactical ETF
TOTL
|
+$482K |
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
$14.1B
| $46.8M | 8.11% |
1,162,381
-11,742
| -1% | -$515K |
2021 Q4
2 quarters
|
|
2
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
$7.92B
| $38.4M | 6.67% |
384,881
-3,908
| -1% | -$390K |
2022 Q1
1 quarter
|
|
3
iShares US Technology ETF
IYW
$24.7B
| $29.4M | 5.1% |
367,374
-871
| -0.2% | -$77.1K |
2015 Q2
28 quarters
|
|
|
4
Northern Trust Morningstar US Market Factor Tilt ETF
TILT
$2.22B
| $28.1M | 4.87% |
193,376
-7,062
| -4% | -$1.12M |
2021 Q1
5 quarters
|
|
|
5
Vanguard Morningstar Total Stock Market ETF
VTI
$695B
| $27.8M | 4.83% |
147,646
+6,853
| +5% | +$1.41M |
2016 Q3
23 quarters
|
|
6
iShares Russell 3000 ETF
IWV
$20.5B
| $21.3M | 3.69% |
97,782
+676
| +0.7% | +$160K |
2019 Q4
10 quarters
|
|
7
VanEck Morningstar Wide Moat ETF
MOAT
$11.8B
| $20.9M | 3.63% |
328,576
+6,517
| +2% | +$447K |
2020 Q4
6 quarters
|
|
8
State Street Energy Select Sector SPDR ETF
XLE
$44.3B
| $19.8M | 3.43% |
552,434
+5,234
| +1% | +$210K |
2021 Q4
2 quarters
|
|
9
Vanguard FTSE All-World ex-US ETF
VEU
$67.4B
| $19.4M | 3.36% |
388,094
+16,501
| +4% | +$884K |
2016 Q4
22 quarters
|
|
10
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.96B
| $19.2M | 3.33% |
692,011
+17,645
| +3% | +$534K |
2018 Q3
15 quarters
|
|
11
Vanguard Information Technology ETF
VGT
$148B
| $18.6M | 3.23% |
455,424
+11,952
| +3% | +$538K |
2015 Q4
26 quarters
|
|
12
JPMorgan Diversified Return US Equity ETF
JPUS
$460M
| $16M | 2.77% |
174,485
+5,584
| +3% | +$553K |
2016 Q3
23 quarters
|
|
13
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15.2B
| $15M | 2.6% |
199,741
+9,501
| +5% | +$771K |
2018 Q4
14 quarters
|
|
14
NYLIM Hedge Multi-Strategy Tracker ETF
QAI
$996M
| $14.1M | 2.45% |
492,279
+4,567
| +0.9% | +$135K |
2019 Q4
10 quarters
|
|
15
State Street Health Care Select Sector SPDR ETF
XLV
$46.7B
| $12.8M | 2.21% |
99,471
-27
| -0% | -$3.54K |
2017 Q3
19 quarters
|
|
16
Hartford Multifactor Developed Markets ex-US ETF
RODM
$1.67B
| $11.3M | 1.97% |
455,863
+6,315
| +1% | +$172K |
2019 Q3
11 quarters
|
|
17
Invesco Russell 1000 Dynamic Multifactor ETF
OMFL
$4.79B
| $9.39M | 1.63% |
228,001
+9,607
| +4% | +$431K |
2020 Q3
7 quarters
|
|
18
iShares US Financial Services ETF
IYG
$2.23B
| $9.3M | 1.61% |
188,262
-2,109
| -1% | -$114K |
2016 Q4
22 quarters
|
|
19
Vanguard Morningstar Mega Cap ETF
MGC
$10.3B
| $9.19M | 1.59% |
69,712
+3,626
| +5% | +$519K |
2020 Q3
7 quarters
|
|
20
Vanguard Financials ETF
VFH
$13.2B
| $8.88M | 1.54% |
115,097
+4,353
| +4% | +$368K |
2016 Q4
22 quarters
|
|
|
21
State Street DoubleLine Total Return Tactical ETF
TOTL
$3.67B
| $8.53M | 1.48% |
202,274
-11,184
| -5% | -$482K |
2018 Q3
15 quarters
|
|
|
22
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.59B
| $8.5M | 1.47% |
89,184
-5,386
| -6% | -$523K |
2018 Q1
17 quarters
|
|
|
23
iShares MSCI ACWI ex US ETF
ACWX
$17.6B
| $8.37M | 1.45% |
186,016
-14,213
| -7% | -$688K |
2019 Q4
10 quarters
|
|
24
iShares US Consumer Discretionary ETF
IYC
$1.24B
| $7.61M | 1.32% |
134,165
+1,230
| +0.9% | +$79.4K |
2020 Q1
9 quarters
|
|
25
Vanguard Consumer Discretionary ETF
VCR
$5.94B
| $7.61M | 1.32% |
33,451
+920
| +3% | +$240K |
2020 Q1
9 quarters
|
|
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Quantitative Advantage's Q2 2022 Portfolio in Review
As of Q2 2022, Quantitative Advantage held 98 positions worth $576M, down 11% from $650M the previous quarter. Its ten largest holdings account for 47% of the portfolio.
Quantitative Advantage's Q2 2022 filing shows 12 new, 43 increased, 36 reduced and 7 closed positions. Its largest new stake was State Street SPDR Portfolio S&P 500 High Dividend ETF: 33,150 shares worth $1.32M. The largest sale was Northern Trust Morningstar US Market Factor Tilt ETF, an estimated $1.12M.
- Quantitative Advantage's largest Q2 2022 buy was State Street SPDR Portfolio S&P 500 High Dividend ETF: 33,150 shares worth $1.32M.
- Quantitative Advantage added most to Vanguard Morningstar Total Stock Market ETF in Q2 2022, an estimated $1.41M increase.
- Quantitative Advantage's biggest Q2 2022 reduction was Northern Trust Morningstar US Market Factor Tilt ETF, cutting an estimated $1.12M.
- Quantitative Advantage fully exited Innovator Deepwater Frontier Tech ETF in Q2 2022, selling an estimated $333K.
- Quantitative Advantage's ten largest holdings make up 47% of its $576M portfolio in Q2 2022.
- Quantitative Advantage opened 12 new positions and closed 7 in Q2 2022.
- Quantitative Advantage's portfolio value fell 11% quarter-over-quarter to $576M.
Based on Quantitative Advantage's 13F filing for Q2 2022, filed 11 Aug 2022.