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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
+3.85%
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
$352M
AUM Growth
-$3M
(-0.85%)
Cap. Flow
-$9.25M
Cap. Flow % of AUM
Cap. Flow %
-2.63%
Top 10 Holdings %
Top 10 Hldgs %
49.8%
Holding
52
New
7
Increased
13
Reduced
25
Closed
7
Avg Time Held
0.8
years
Top 10 Avg Time Held
0.3
years
Top 20 Avg Time Held
0.4
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares S&P 500 Growth ETF
IVW
|
+$39.5M |
| 2 |
iShares US Financials ETF
IYF
|
+$10.6M |
| 3 |
Vanguard FTSE Europe ETF
VGK
|
+$8.54M |
| 4 |
Vanguard FTSE Pacific ETF
VPL
|
+$8.37M |
| 5 |
iShares Europe ETF
IEV
|
+$8.02M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares S&P Mid-Cap 400 Growth ETF
IJK
|
+$30.3M |
| 2 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$25.4M |
| 3 |
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
|
+$13.6M |
| 4 |
iShares US Healthcare ETF
IYH
|
+$10.6M |
| 5 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$8.32M |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
iShares S&P 500 Growth ETF
IVW
$77.6B
| $39.3M | 11.19% |
+1,358,976
| New | +$39.5M |
2015 Q4
0 quarters
|
|
2
Vanguard Morningstar Growth ETF
VUG
$230B
| $30.3M | 8.61% |
1,707,840
+285,324
| +20% | +$5.11M |
2014 Q1
7 quarters
|
|
|
3
iShares 0-1 Year Treasury Bond ETF
SHV
$23.5B
| $18M | 5.13% |
163,672
-230,375
| -58% | -$25.4M |
2015 Q3
1 quarter
|
|
4
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.41B
| $15.4M | 4.39% |
238,097
+74,422
| +45% | +$4.85M |
2015 Q3
1 quarter
|
|
|
5
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$18.7B
| $14.2M | 4.03% |
140,912
-134,575
| -49% | -$13.6M |
2013 Q2
10 quarters
|
|
6
iShares MSCI EAFE Small-Cap ETF
SCZ
$12.8B
| $14.2M | 4.03% |
283,326
-14,182
| -5% | -$709K |
2015 Q1
3 quarters
|
|
7
iShares US Consumer Discretionary ETF
IYC
$1.23B
| $11.5M | 3.27% |
317,756
-11,360
| -3% | -$413K |
2014 Q4
4 quarters
|
|
8
iShares US Consumer Staples ETF
IYK
$1.63B
| $10.8M | 3.08% |
299,508
+95,142
| +47% | +$3.43M |
2014 Q3
5 quarters
|
|
9
iShares Biotechnology ETF
IBB
$10.6B
| $10.7M | 3.04% |
94,626
-2,160
| -2% | -$234K |
2015 Q1
3 quarters
|
|
10
iShares US Technology ETF
IYW
$24.7B
| $10.6M | 3.03% |
397,352
+128,492
| +48% | +$3.46M |
2015 Q2
2 quarters
|
|
|
11
iShares US Financials ETF
IYF
$3.75B
| $10.5M | 2.99% |
+237,522
| New | +$10.6M |
2015 Q4
0 quarters
|
|
12
iShares Core US Aggregate Bond ETF
AGG
$138B
| $8.84M | 2.51% |
81,797
-2,861
| -3% | -$311K |
2014 Q1
7 quarters
|
|
13
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$11.2B
| $8.83M | 2.51% |
290,384
-10,224
| -3% | -$312K |
2015 Q3
1 quarter
|
|
14
iShares MBS ETF
MBB
$35.4B
| $8.74M | 2.49% |
81,167
-2,946
| -4% | -$321K |
2014 Q4
4 quarters
|
|
|
15
Vanguard FTSE Europe ETF
VGK
$29.5B
| $8.33M | 2.37% |
+167,028
| New | +$8.54M |
2015 Q4
0 quarters
|
|
|
16
Vanguard FTSE Pacific ETF
VPL
$8.53B
| $8.28M | 2.35% |
+146,053
| New | +$8.37M |
2015 Q4
0 quarters
|
|
|
17
iShares Europe ETF
IEV
$1.58B
| $7.76M | 2.21% |
+193,592
| New | +$8.02M |
2015 Q4
0 quarters
|
|
18
Vanguard Consumer Discretionary ETF
VCR
$5.89B
| $7.38M | 2.1% |
60,254
-285
| -0.5% | -$35.5K |
2015 Q1
3 quarters
|
|
19
Vanguard Consumer Staples ETF
VDC
$7.98B
| $6.94M | 1.97% |
53,754
+15,893
| +42% | +$2.03M |
2014 Q3
5 quarters
|
|
20
iShares 7-10 Year Treasury Bond ETF
IEF
$41.4B
| $6.76M | 1.92% |
64,040
-1,871
| -3% | -$199K |
2014 Q3
5 quarters
|
|
21
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$19B
| $6.76M | 1.92% |
126,012
-4,590
| -4% | -$248K |
2015 Q3
1 quarter
|
|
22
Vanguard Financials ETF
VFH
$13.1B
| $6.7M | 1.91% |
138,232
+41,563
| +43% | +$2.03M |
2015 Q3
1 quarter
|
|
23
Vanguard Information Technology ETF
VGT
$148B
| $6.65M | 1.89% |
+491,424
| New | +$6.71M |
2015 Q4
0 quarters
|
|
24
Invesco Biotechnology & Genome ETF
PBE
$420M
| $6.25M | 1.78% |
123,705
-34
| -0% | -$1.68K |
2015 Q1
3 quarters
|
|
25
Vanguard Short-Term Bond ETF
BSV
$45.5B
| $5.75M | 1.64% |
72,254
+410
| +0.6% | +$32.8K |
2015 Q3
1 quarter
|
|
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Quantitative Advantage's Q4 2015 Portfolio in Review
As of Q4 2015, Quantitative Advantage held 52 positions worth $352M, down 0.85% from $355M the previous quarter. Its ten largest holdings account for 50% of the portfolio.
Quantitative Advantage's Q4 2015 filing shows 7 new, 13 increased, 25 reduced and 7 closed positions. Its largest new stake was iShares S&P 500 Growth ETF: 1,358,976 shares worth $39.3M. The largest sale was iShares S&P Mid-Cap 400 Growth ETF, an estimated $30.3M.
- Quantitative Advantage's largest Q4 2015 buy was iShares S&P 500 Growth ETF: 1,358,976 shares worth $39.3M.
- Quantitative Advantage added most to Vanguard Morningstar Growth ETF in Q4 2015, an estimated $5.11M increase.
- Quantitative Advantage's biggest Q4 2015 reduction was iShares 0-1 Year Treasury Bond ETF, cutting an estimated $25.4M.
- Quantitative Advantage fully exited iShares S&P Mid-Cap 400 Growth ETF in Q4 2015, selling an estimated $30.3M.
- Quantitative Advantage's ten largest holdings make up 50% of its $352M portfolio in Q4 2015.
- Quantitative Advantage opened 7 new positions and closed 7 in Q4 2015.
- Quantitative Advantage's portfolio value fell 0.85% quarter-over-quarter to $352M.
Based on Quantitative Advantage's 13F filing for Q4 2015, filed 8 Feb 2016.