Components of Portfolio
QuantStreet’s process provides a systematic approach to ETF selection, resulting in a highly-diversified portfolio. We invest in ETFs that track US stocks, international stocks, and government and corporate bonds.
The low cost of ETFs allow us to easily capture the returns of different asset classes and factor exposures. QuantStreet currently focuses on the asset classes below and may change asset class coverage over time.
Asset Class Allocations
Asset class | Max. Allowable Allocation¹ | Portfolio weight¹ | Approx. # of securities |
S&P 500 | Medium to Large | VOO | 510 |
US Treasury Bonds | Medium | IEF, VGIT | 16 |
US Short-term Treasuries | Medium | VGSH | 98 |
International Government Bonds | Medium | IGOV | 765 |
US High-Yield Bonds | Medium | JNK, HYG | 1,350 |
US Investment Grade Bonds | Medium | VCIT, VCLT | 2,100 |
Value Stocks | Medium | VTV | 360 |
Momentum Stocks | Medium | MTUM | 190 |
Non-US Developed Market Stocks | Medium | VXUS | 7,850 |
REITs | Low | VNQ | 360 |
Commodities | Low | DBC, GSG | 20 |
Financials | Low | XLF | 70 |
NASDAQ | Low | QQQ | 103 |
EM Stocks | Low | VWO | 4,400 |
1. As of December 2021. Actual allocations and security numbers can differ.