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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
-4.27%
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
$355M
AUM Growth
-$33.4M
(-8.6%)
Cap. Flow
-$15.6M
Cap. Flow % of AUM
Cap. Flow %
-4.41%
Top 10 Holdings %
Top 10 Hldgs %
53.78%
Holding
55
New
13
Increased
6
Reduced
26
Closed
10
Avg Time Held
0.8
years
Top 10 Avg Time Held
0.4
years
Top 20 Avg Time Held
0.5
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$43.5M |
| 2 |
Vanguard Morningstar Growth ETF
VUG
|
+$23.2M |
| 3 |
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
|
+$22.1M |
| 4 |
iShares MSCI EAFE Min Vol Factor ETF
EFAV
|
+$10.7M |
| 5 |
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
|
+$9.18M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard Morningstar Mid-Cap Growth ETF
VOT
|
+$37.1M |
| 2 |
iShares S&P Mid-Cap 400 Growth ETF
IJK
|
+$24.9M |
| 3 |
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
|
+$15.6M |
| 4 |
WisdomTree Japan Hedged Equity Fund
DXJ
|
+$14.9M |
| 5 |
Vanguard Total International Bond ETF
BNDX
|
+$11.3M |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
iShares 0-1 Year Treasury Bond ETF
SHV
$23.5B
| $43.5M | 12.26% |
+394,047
| New | +$43.5M |
2015 Q3
0 quarters
|
|
|
2
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.4B
| $30.3M | 8.55% |
771,476
-595,468
| -44% | -$24.9M |
2015 Q1
2 quarters
|
|
|
3
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$18.7B
| $27.8M | 7.83% |
275,487
+218,275
| +382% | +$22.1M |
2013 Q2
9 quarters
|
|
|
4
Vanguard Morningstar Growth ETF
VUG
$230B
| $23.8M | 6.71% |
1,422,516
+1,310,010
| +1,164% | +$23.2M |
2014 Q1
6 quarters
|
|
5
iShares MSCI EAFE Small-Cap ETF
SCZ
$12.8B
| $14.2M | 4.01% |
297,508
-9,333
| -3% | -$466K |
2015 Q1
2 quarters
|
|
6
iShares US Consumer Discretionary ETF
IYC
$1.23B
| $11.3M | 3.19% |
329,116
-14,264
| -4% | -$514K |
2014 Q4
3 quarters
|
|
7
iShares US Healthcare ETF
IYH
$4.3B
| $10.6M | 2.98% |
378,015
-15,590
| -4% | -$485K |
2013 Q2
9 quarters
|
|
|
8
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.41B
| $10.2M | 2.88% |
+163,675
| New | +$10.7M |
2015 Q3
0 quarters
|
|
9
iShares Biotechnology ETF
IBB
$10.6B
| $9.8M | 2.76% |
96,786
-3,981
| -4% | -$477K |
2015 Q1
2 quarters
|
|
10
iShares Core US Aggregate Bond ETF
AGG
$138B
| $9.28M | 2.62% |
84,658
+63,351
| +297% | +$6.91M |
2014 Q1
6 quarters
|
|
11
iShares MBS ETF
MBB
$35.4B
| $9.22M | 2.6% |
84,113
-6,290
| -7% | -$686K |
2014 Q4
3 quarters
|
|
|
12
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$11.2B
| $9.18M | 2.59% |
+300,608
| New | +$9.18M |
2015 Q3
0 quarters
|
|
13
Vanguard FTSE Developed Markets ETF
VEA
$227B
| $8.32M | 2.35% |
233,352
-1,365
| -0.6% | -$52.4K |
2015 Q1
2 quarters
|
|
14
iShares Currency Hedged MSCI Eurozone ETF
HEZU
$415M
| $7.87M | 2.22% |
317,387
-215,625
| -40% | -$5.8M |
2015 Q1
2 quarters
|
|
15
Vanguard Consumer Discretionary ETF
VCR
$5.89B
| $7.13M | 2.01% |
60,539
+654
| +1% | +$80.9K |
2015 Q1
2 quarters
|
|
16
iShares 7-10 Year Treasury Bond ETF
IEF
$41.4B
| $7.11M | 2.01% |
65,911
-26,792
| -29% | -$2.85M |
2014 Q3
4 quarters
|
|
17
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$19B
| $7.09M | 2% |
+130,602
| New | +$7.08M |
2015 Q3
0 quarters
|
|
18
iShares US Consumer Staples ETF
IYK
$1.63B
| $6.99M | 1.97% |
204,366
-133,869
| -40% | -$4.71M |
2014 Q3
4 quarters
|
|
19
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.21B
| $6.78M | 1.91% |
259,925
-103,808
| -29% | -$2.92M |
2015 Q2
1 quarter
|
|
20
iShares US Technology ETF
IYW
$24.7B
| $6.65M | 1.88% |
268,860
-171,528
| -39% | -$4.43M |
2015 Q2
1 quarter
|
|
21
Vanguard Health Care ETF
VHT
$19.7B
| $6.58M | 1.86% |
53,695
+603
| +1% | +$82.7K |
2013 Q2
9 quarters
|
|
22
Vanguard Short-Term Bond ETF
BSV
$45.5B
| $5.78M | 1.63% |
+71,844
| New | +$5.76M |
2015 Q3
0 quarters
|
|
23
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.6B
| $5.75M | 1.62% |
107,758
-2,513
| -2% | -$133K |
2014 Q4
3 quarters
|
|
24
Vanguard Short-Term Corporate Bond ETF
VCSH
$43.9B
| $5.75M | 1.62% |
+72,119
| New | +$5.73M |
2015 Q3
0 quarters
|
|
25
Invesco Biotechnology & Genome ETF
PBE
$420M
| $5.66M | 1.6% |
123,739
+3,486
| +3% | +$195K |
2015 Q1
2 quarters
|
|
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Quantitative Advantage's Q3 2015 Portfolio in Review
As of Q3 2015, Quantitative Advantage held 55 positions worth $355M, down 8.6% from $388M the previous quarter. Its ten largest holdings account for 54% of the portfolio.
Quantitative Advantage withdrew a net $15.6M in Q3 2015, closing 10 positions and reducing 26 holdings. Its most notable exit was PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund, an estimated $15.6M position sold in full.
Against the trend, Quantitative Advantage opened a new position in iShares 0-1 Year Treasury Bond ETF worth $43.5M.
- Quantitative Advantage's largest Q3 2015 buy was iShares 0-1 Year Treasury Bond ETF: 394,047 shares worth $43.5M.
- Quantitative Advantage added most to Vanguard Morningstar Growth ETF in Q3 2015, an estimated $23.2M increase.
- Quantitative Advantage's biggest Q3 2015 reduction was Vanguard Morningstar Mid-Cap Growth ETF, cutting an estimated $37.1M.
- Quantitative Advantage fully exited PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund in Q3 2015, selling an estimated $15.6M.
- Quantitative Advantage's ten largest holdings make up 54% of its $355M portfolio in Q3 2015.
- Quantitative Advantage opened 13 new positions and closed 10 in Q3 2015.
- Quantitative Advantage's portfolio value fell 8.6% quarter-over-quarter to $355M.
Based on Quantitative Advantage's 13F filing for Q3 2015, filed 9 Nov 2015.