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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
-5.15%
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
$571M
AUM Growth
-$5.66M
(-0.98%)
Cap. Flow
+$26.1M
Cap. Flow % of AUM
Cap. Flow %
4.57%
Top 10 Holdings %
Top 10 Hldgs %
41%
Holding
111
New
20
Increased
50
Reduced
35
Closed
6
Avg Time Held
1.8
years
Top 10 Avg Time Held
1.7
years
Top 20 Avg Time Held
1.8
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street DoubleLine Total Return Tactical ETF
TOTL
|
+$9M |
| 2 |
PIMCO Active Bond Exchange-Traded Fund
BOND
|
+$8.48M |
| 3 |
Hartford Total Return Bond ETF
HTRB
|
+$6.88M |
| 4 |
Core Alternative Capital
CCOR
|
+$6.61M |
| 5 |
AGF US Market Neutral Anti-Beta Fund
BTAL
|
+$5.03M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
|
+$38.4M |
| 2 |
Vanguard Information Technology ETF
VGT
|
+$18.6M |
| 3 |
Northern Trust Morningstar US Market Factor Tilt ETF
TILT
|
+$1.3M |
| 4 |
iShares US Technology ETF
IYW
|
+$1.08M |
| 5 |
U.S. Targeted Value Portfolio ETF Class Shares
DFAT
|
+$1.02M |
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
| $44.4M | 7.77% |
1,138,408
-23,973
| -2% | -$1.02M |
2021 Q4
3 quarters
|
|
2
Vanguard Morningstar Total Stock Market ETF
VTI
$698B
| $27.4M | 4.8% |
152,510
+4,864
| +3% | +$969K |
2016 Q3
24 quarters
|
|
|
3
iShares US Technology ETF
IYW
$25B
| $26M | 4.56% |
354,674
-12,700
| -3% | -$1.08M |
2015 Q2
29 quarters
|
|
|
4
Northern Trust Morningstar US Market Factor Tilt ETF
TILT
$2.23B
| $25.6M | 4.48% |
184,944
-8,432
| -4% | -$1.3M |
2021 Q1
6 quarters
|
|
5
VanEck Morningstar Wide Moat ETF
MOAT
$11.8B
| $19.9M | 3.49% |
331,913
+3,337
| +1% | +$224K |
2020 Q4
7 quarters
|
|
6
iShares Russell 3000 ETF
IWV
$20.6B
| $19.7M | 3.44% |
94,930
-2,852
| -3% | -$656K |
2019 Q4
11 quarters
|
|
7
State Street Energy Select Sector SPDR ETF
XLE
$44.6B
| $19.7M | 3.44% |
545,708
-6,726
| -1% | -$254K |
2021 Q4
3 quarters
|
|
8
Vanguard FTSE All-World ex-US ETF
VEU
$67.5B
| $18M | 3.16% |
406,397
+18,303
| +5% | +$906K |
2016 Q4
23 quarters
|
|
|
9
State Street DoubleLine Total Return Tactical ETF
TOTL
$3.67B
| $16.7M | 2.93% |
416,236
+213,962
| +106% | +$9M |
2018 Q3
16 quarters
|
|
10
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.98B
| $16.7M | 2.92% |
673,165
-18,846
| -3% | -$523K |
2018 Q3
16 quarters
|
|
|
11
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.6B
| $16M | 2.81% |
178,793
+89,609
| +100% | +$8.48M |
2018 Q1
18 quarters
|
|
12
JPMorgan Diversified Return US Equity ETF
JPUS
$462M
| $15.4M | 2.69% |
179,614
+5,129
| +3% | +$487K |
2016 Q3
24 quarters
|
|
13
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15.3B
| $14.7M | 2.58% |
206,982
+7,241
| +4% | +$571K |
2018 Q4
15 quarters
|
|
14
NYLIM Hedge Multi-Strategy Tracker ETF
QAI
$996M
| $13.3M | 2.34% |
480,471
-11,808
| -2% | -$341K |
2019 Q4
11 quarters
|
|
|
15
Hartford Total Return Bond ETF
HTRB
$2.17B
| $12.7M | 2.23% |
392,540
+200,473
| +104% | +$6.88M |
2020 Q2
9 quarters
|
|
16
State Street Health Care Select Sector SPDR ETF
XLV
$46.5B
| $11.7M | 2.05% |
96,498
-2,973
| -3% | -$383K |
2017 Q3
20 quarters
|
|
17
Hartford Multifactor Developed Markets ex-US ETF
RODM
$1.67B
| $9.6M | 1.69% |
442,545
-13,318
| -3% | -$326K |
2019 Q3
12 quarters
|
|
18
Invesco Russell 1000 Dynamic Multifactor ETF
OMFL
$4.8B
| $9.29M | 1.63% |
237,881
+9,880
| +4% | +$419K |
2020 Q3
8 quarters
|
|
19
Vanguard Morningstar Mega Cap ETF
MGC
$10.4B
| $9.06M | 1.59% |
72,601
+2,889
| +4% | +$401K |
2020 Q3
8 quarters
|
|
20
First Trust Smith Unconstrained Bond ETF
UCON
$3.11B
| $8.7M | 1.53% |
365,445
+188,693
| +107% | +$4.65M |
2021 Q1
6 quarters
|
|
21
Vanguard Financials ETF
VFH
$13.3B
| $8.67M | 1.52% |
116,441
+1,344
| +1% | +$109K |
2016 Q4
23 quarters
|
|
22
iShares US Financial Services ETF
IYG
$2.25B
| $8.49M | 1.49% |
180,372
-7,890
| -4% | -$414K |
2016 Q4
23 quarters
|
|
23
Vanguard Consumer Discretionary ETF
VCR
$5.94B
| $7.93M | 1.39% |
33,752
+301
| +0.9% | +$77.8K |
2020 Q1
10 quarters
|
|
24
iShares US Consumer Discretionary ETF
IYC
$1.24B
| $7.55M | 1.32% |
129,787
-4,378
| -3% | -$279K |
2020 Q1
10 quarters
|
|
25
iShares MSCI ACWI ex US ETF
ACWX
$17.7B
| $7.32M | 1.28% |
182,929
-3,087
| -2% | -$137K |
2019 Q4
11 quarters
|
|
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Quantitative Advantage's Q3 2022 Portfolio in Review
As of Q3 2022, Quantitative Advantage held 111 positions worth $571M, down 0.98% from $576M the previous quarter. Its ten largest holdings account for 41% of the portfolio.
Quantitative Advantage deployed $26.1M of net new capital in Q3 2022, opening 20 new positions and adding to 50 existing holdings. Its largest new stake was Core Alternative Capital: 212,444 shares worth $6.31M.
On the sell side, the largest reduction was Northern Trust Morningstar US Market Factor Tilt ETF, an estimated $1.3M trimmed.
- Quantitative Advantage's largest Q3 2022 buy was Core Alternative Capital: 212,444 shares worth $6.31M.
- Quantitative Advantage added most to State Street DoubleLine Total Return Tactical ETF in Q3 2022, an estimated $9M increase.
- Quantitative Advantage's biggest Q3 2022 reduction was Northern Trust Morningstar US Market Factor Tilt ETF, cutting an estimated $1.3M.
- Quantitative Advantage fully exited Goldman Sachs Access Treasury 0-1 Year ETF in Q3 2022, selling an estimated $38.4M.
- Quantitative Advantage's ten largest holdings make up 41% of its $571M portfolio in Q3 2022.
- Quantitative Advantage opened 20 new positions and closed 6 in Q3 2022.
- Quantitative Advantage's portfolio value fell 0.98% quarter-over-quarter to $571M.
Based on Quantitative Advantage's 13F filing for Q3 2022, filed 14 Nov 2022.