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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
-0.6%
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
$388M
AUM Growth
-$5.1M
(-1.3%)
Cap. Flow
-$545K
Cap. Flow % of AUM
Cap. Flow %
-0.14%
Top 10 Holdings %
Top 10 Hldgs %
53.87%
Holding
48
New
5
Increased
15
Reduced
22
Closed
6
Avg Time Held
0.7
years
Top 10 Avg Time Held
0.3
years
Top 20 Avg Time Held
0.4
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
|
+$15.9M |
| 2 |
WisdomTree Japan Hedged Equity Fund
DXJ
|
+$15.1M |
| 3 |
iShares US Technology ETF
IYW
|
+$11.9M |
| 4 |
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
|
+$11.1M |
| 5 |
Vanguard Information Technology ETF
VGT
|
+$7.03M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE Min Vol Factor ETF
EFAV
|
+$16.1M |
| 2 |
iShares Select U.S. REIT ETF
ICF
|
+$12.8M |
| 3 |
Vanguard FTSE Europe ETF
VGK
|
+$8.74M |
| 4 |
iShares Core US Aggregate Bond ETF
AGG
|
+$7.81M |
| 5 |
Vanguard Real Estate ETF
VNQ
|
+$6.18M |
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
$10.4B
| $57.9M | 14.93% |
1,366,944
-45,372
| -3% | -$1.94M |
2015 Q1
1 quarter
|
|
2
Vanguard Morningstar Mid-Cap Growth ETF
VOT
$19B
| $39.8M | 10.25% |
373,221
+10,770
| +3% | +$1.17M |
2015 Q1
1 quarter
|
|
3
iShares MSCI EAFE Small-Cap ETF
SCZ
$12.8B
| $15.7M | 4.04% |
306,841
-9,735
| -3% | -$507K |
2015 Q1
1 quarter
|
|
|
4
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.67B
| $15.6M | 4.02% |
+156,090
| New | +$15.9M |
2015 Q2
0 quarters
|
|
|
5
WisdomTree Japan Hedged Equity Fund
DXJ
$7.99B
| $14.9M | 3.85% |
+783,204
| New | +$15.1M |
2015 Q2
0 quarters
|
|
6
iShares Currency Hedged MSCI Eurozone ETF
HEZU
$415M
| $14.8M | 3.8% |
533,012
-14,580
| -3% | -$422K |
2015 Q1
1 quarter
|
|
7
Vanguard Intermediate-Term Bond ETF
BIV
$28.3B
| $13.2M | 3.4% |
157,093
-1,257
| -0.8% | -$107K |
2014 Q3
3 quarters
|
|
8
iShares US Healthcare ETF
IYH
$4.3B
| $12.5M | 3.22% |
393,605
-7,845
| -2% | -$247K |
2013 Q2
8 quarters
|
|
9
iShares Biotechnology ETF
IBB
$10.6B
| $12.4M | 3.19% |
100,767
-1,011
| -1% | -$121K |
2015 Q1
1 quarter
|
|
10
iShares US Consumer Discretionary ETF
IYC
$1.23B
| $12.3M | 3.17% |
343,380
-6,132
| -2% | -$222K |
2014 Q4
2 quarters
|
|
11
iShares US Consumer Staples ETF
IYK
$1.63B
| $11.8M | 3.05% |
338,235
-3,741
| -1% | -$133K |
2014 Q3
3 quarters
|
|
|
12
iShares US Technology ETF
IYW
$24.7B
| $11.5M | 2.97% |
+440,388
| New | +$11.9M |
2015 Q2
0 quarters
|
|
13
Vanguard Total International Bond ETF
BNDX
$83.3B
| $11.3M | 2.92% |
216,237
-3,671
| -2% | -$195K |
2014 Q3
3 quarters
|
|
|
14
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.21B
| $10.4M | 2.68% |
+363,733
| New | +$11.1M |
2015 Q2
0 quarters
|
|
15
iShares MBS ETF
MBB
$35.4B
| $9.8M | 2.53% |
90,403
-3,164
| -3% | -$347K |
2014 Q4
2 quarters
|
|
16
iShares 7-10 Year Treasury Bond ETF
IEF
$41.4B
| $9.7M | 2.51% |
92,703
-2,860
| -3% | -$305K |
2014 Q3
3 quarters
|
|
17
Vanguard FTSE Pacific ETF
VPL
$8.53B
| $9.44M | 2.43% |
154,635
+4,226
| +3% | +$267K |
2014 Q3
3 quarters
|
|
18
Vanguard FTSE Developed Markets ETF
VEA
$227B
| $9.31M | 2.4% |
234,717
+6,687
| +3% | +$277K |
2015 Q1
1 quarter
|
|
19
Vanguard Consumer Discretionary ETF
VCR
$5.89B
| $7.44M | 1.92% |
59,885
+4,345
| +8% | +$539K |
2015 Q1
1 quarter
|
|
20
Vanguard Health Care ETF
VHT
$19.7B
| $7.43M | 1.92% |
53,092
+3,944
| +8% | +$545K |
2013 Q2
8 quarters
|
|
21
Invesco Biotechnology & Genome ETF
PBE
$420M
| $7.02M | 1.81% |
120,253
+10,380
| +9% | +$594K |
2015 Q1
1 quarter
|
|
22
Vanguard Consumer Staples ETF
VDC
$7.98B
| $6.89M | 1.78% |
55,188
+4,628
| +9% | +$588K |
2014 Q3
3 quarters
|
|
|
23
Vanguard Information Technology ETF
VGT
$148B
| $6.85M | 1.77% |
+515,800
| New | +$7.03M |
2015 Q2
0 quarters
|
|
24
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.6B
| $5.83M | 1.5% |
110,271
+1,494
| +1% | +$79.5K |
2014 Q4
2 quarters
|
|
25
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$18.7B
| $5.79M | 1.49% |
57,212
+1,531
| +3% | +$155K |
2013 Q2
8 quarters
|
|
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Quantitative Advantage's Q2 2015 Portfolio in Review
As of Q2 2015, Quantitative Advantage held 48 positions worth $388M, down 1.3% from $393M the previous quarter. Its ten largest holdings account for 54% of the portfolio.
Quantitative Advantage's Q2 2015 filing shows 5 new, 15 increased, 22 reduced and 6 closed positions. Its largest new stake was PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund: 156,090 shares worth $15.6M. The largest sale was iShares MSCI EAFE Min Vol Factor ETF, an estimated $16.1M.
- Quantitative Advantage's largest Q2 2015 buy was PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund: 156,090 shares worth $15.6M.
- Quantitative Advantage added most to Vanguard Morningstar Mid-Cap Growth ETF in Q2 2015, an estimated $1.17M increase.
- Quantitative Advantage's biggest Q2 2015 reduction was iShares Core US Aggregate Bond ETF, cutting an estimated $7.81M.
- Quantitative Advantage fully exited iShares MSCI EAFE Min Vol Factor ETF in Q2 2015, selling an estimated $16.1M.
- Quantitative Advantage's ten largest holdings make up 54% of its $388M portfolio in Q2 2015.
- Quantitative Advantage opened 5 new positions and closed 6 in Q2 2015.
- Quantitative Advantage's portfolio value fell 1.3% quarter-over-quarter to $388M.
Based on Quantitative Advantage's 13F filing for Q2 2015, filed 11 Aug 2015.