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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
+5.46%
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
$393M
AUM Growth
-$7.26M
(-1.8%)
Cap. Flow
-$18.6M
Cap. Flow % of AUM
Cap. Flow %
-4.72%
Top 10 Holdings %
Top 10 Hldgs %
53.66%
Holding
58
New
16
Increased
4
Reduced
23
Closed
15
Avg Time Held
0.5
years
Top 10 Avg Time Held
0.2
years
Top 20 Avg Time Held
0.3
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares S&P Mid-Cap 400 Growth ETF
IJK
|
+$58.5M |
| 2 |
Vanguard Morningstar Mid-Cap Growth ETF
VOT
|
+$37.7M |
| 3 |
iShares MSCI EAFE Small-Cap ETF
SCZ
|
+$15.3M |
| 4 |
iShares Currency Hedged MSCI Eurozone ETF
HEZU
|
+$14.9M |
| 5 |
iShares Select U.S. REIT ETF
ICF
|
+$12.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares S&P 500 Value ETF
IVE
|
+$62.2M |
| 2 |
Vanguard Morningstar Value ETF
VTV
|
+$38.4M |
| 3 |
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
|
+$30.1M |
| 4 |
iShares US Technology ETF
IYW
|
+$13.3M |
| 5 |
iShares US Utilities ETF
IDU
|
+$12.9M |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.5B
| $60.6M | 15.41% |
+1,412,316
| New | +$58.5M |
2015 Q1
0 quarters
|
|
|
2
Vanguard Morningstar Mid-Cap Growth ETF
VOT
$19.1B
| $39.2M | 9.96% |
+362,451
| New | +$37.7M |
2015 Q1
0 quarters
|
|
3
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.48B
| $16.1M | 4.1% |
244,390
+95,938
| +65% | +$6.21M |
2014 Q4
1 quarter
|
|
|
4
iShares Currency Hedged MSCI Eurozone ETF
HEZU
$417M
| $15.9M | 4.05% |
+547,592
| New | +$14.9M |
2015 Q1
0 quarters
|
|
|
5
iShares MSCI EAFE Small-Cap ETF
SCZ
$12.9B
| $15.7M | 3.98% |
+316,576
| New | +$15.3M |
2015 Q1
0 quarters
|
|
6
Vanguard Intermediate-Term Bond ETF
BIV
$28.3B
| $13.7M | 3.47% |
158,350
+88,895
| +128% | +$7.63M |
2014 Q3
2 quarters
|
|
|
7
iShares Select U.S. REIT ETF
ICF
$2.09B
| $12.8M | 3.27% |
+253,974
| New | +$12.9M |
2015 Q1
0 quarters
|
|
8
iShares US Consumer Discretionary ETF
IYC
$1.24B
| $12.6M | 3.21% |
349,512
-19,384
| -5% | -$682K |
2014 Q4
1 quarter
|
|
9
iShares US Healthcare ETF
IYH
$4.4B
| $12.4M | 3.15% |
401,450
-76,385
| -16% | -$2.31M |
2013 Q2
7 quarters
|
|
10
iShares US Consumer Staples ETF
IYK
$1.64B
| $12M | 3.06% |
341,976
-6,378
| -2% | -$224K |
2014 Q3
2 quarters
|
|
11
Vanguard Total International Bond ETF
BNDX
$83.5B
| $11.9M | 3.03% |
219,908
-7,639
| -3% | -$411K |
2014 Q3
2 quarters
|
|
12
iShares Biotechnology ETF
IBB
$10.9B
| $11.7M | 2.96% |
+101,778
| New | +$11.2M |
2015 Q1
0 quarters
|
|
13
Vanguard Real Estate ETF
VNQ
$37B
| $11.2M | 2.85% |
132,922
+44,717
| +51% | +$3.8M |
2013 Q2
7 quarters
|
|
14
iShares 7-10 Year Treasury Bond ETF
IEF
$41.5B
| $10.4M | 2.64% |
95,563
-8,449
| -8% | -$912K |
2014 Q3
2 quarters
|
|
15
iShares MBS ETF
MBB
$35.5B
| $10.3M | 2.63% |
93,567
-6,478
| -6% | -$712K |
2014 Q4
1 quarter
|
|
16
iShares Core US Aggregate Bond ETF
AGG
$138B
| $10.3M | 2.62% |
92,329
-6,834
| -7% | -$759K |
2014 Q1
4 quarters
|
|
17
Vanguard FTSE Pacific ETF
VPL
$8.54B
| $9.22M | 2.34% |
150,409
+61,394
| +69% | +$3.65M |
2014 Q3
2 quarters
|
|
18
Vanguard FTSE Developed Markets ETF
VEA
$229B
| $9.08M | 2.31% |
+228,030
| New | +$8.94M |
2015 Q1
0 quarters
|
|
19
Vanguard FTSE Europe ETF
VGK
$29.7B
| $8.74M | 2.22% |
+161,240
| New | +$8.69M |
2015 Q1
0 quarters
|
|
20
Vanguard Consumer Discretionary ETF
VCR
$5.94B
| $6.8M | 1.73% |
+55,540
| New | +$6.6M |
2015 Q1
0 quarters
|
|
21
Vanguard Health Care ETF
VHT
$20.2B
| $6.66M | 1.69% |
49,148
-8,538
| -15% | -$1.12M |
2013 Q2
7 quarters
|
|
22
Vanguard Consumer Staples ETF
VDC
$8.02B
| $6.42M | 1.63% |
50,560
-959
| -2% | -$121K |
2014 Q3
2 quarters
|
|
23
Invesco Biotechnology & Genome ETF
PBE
$431M
| $6.06M | 1.54% |
+109,873
| New | +$5.94M |
2015 Q1
0 quarters
|
|
24
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.7B
| $5.81M | 1.48% |
108,777
-2,950
| -3% | -$157K |
2014 Q4
1 quarter
|
|
25
Vanguard Total Bond Market
BND
$163B
| $5.66M | 1.44% |
67,891
-1,479
| -2% | -$123K |
2014 Q1
4 quarters
|
|
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Quantitative Advantage's Q1 2015 Portfolio in Review
As of Q1 2015, Quantitative Advantage held 58 positions worth $393M, down 1.8% from $400M the previous quarter. Its ten largest holdings account for 54% of the portfolio.
Quantitative Advantage withdrew a net $18.6M in Q1 2015, closing 15 positions and reducing 23 holdings. Its most notable exit was iShares S&P 500 Value ETF, an estimated $62.2M position sold in full.
Against the trend, Quantitative Advantage opened a new position in iShares S&P Mid-Cap 400 Growth ETF worth $60.6M.
- Quantitative Advantage's largest Q1 2015 buy was iShares S&P Mid-Cap 400 Growth ETF: 1,412,316 shares worth $60.6M.
- Quantitative Advantage added most to Vanguard Intermediate-Term Bond ETF in Q1 2015, an estimated $7.63M increase.
- Quantitative Advantage's biggest Q1 2015 reduction was PIMCO Enhanced Short Maturity Active Exchange-Traded Fund, cutting an estimated $30.1M.
- Quantitative Advantage fully exited iShares S&P 500 Value ETF in Q1 2015, selling an estimated $62.2M.
- Quantitative Advantage's ten largest holdings make up 54% of its $393M portfolio in Q1 2015.
- Quantitative Advantage opened 16 new positions and closed 15 in Q1 2015.
- Quantitative Advantage's portfolio value fell 1.8% quarter-over-quarter to $393M.
Based on Quantitative Advantage's 13F filing for Q1 2015, filed 7 May 2015.