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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
+2.28%
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
$340M
AUM Growth
-$11.5M
(-3.3%)
Cap. Flow
-$15.1M
Cap. Flow % of AUM
Cap. Flow %
-4.45%
Top 10 Holdings %
Top 10 Hldgs %
52.61%
Holding
55
New
10
Increased
4
Reduced
32
Closed
9
Avg Time Held
0.9
years
Top 10 Avg Time Held
0.3
years
Top 20 Avg Time Held
0.5
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$20.7M |
| 2 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$10.3M |
| 3 |
iShares US Telecommunications ETF
IYZ
|
+$9.04M |
| 4 |
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
|
+$8.42M |
| 5 |
iShares MSCI EAFE ETF
EFA
|
+$7.09M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Biotechnology ETF
IBB
|
+$10.7M |
| 2 |
iShares US Financials ETF
IYF
|
+$10.5M |
| 3 |
iShares S&P 500 Growth ETF
IVW
|
+$9.8M |
| 4 |
iShares Europe ETF
IEV
|
+$7.76M |
| 5 |
Vanguard Financials ETF
VFH
|
+$6.7M |
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
| $38.8M | 11.41% |
351,381
+187,709
| +115% | +$20.7M |
2015 Q3
2 quarters
|
|
|
2
iShares S&P 500 Growth ETF
IVW
$77.7B
| $29M | 8.53% |
1,000,964
-358,012
| -26% | -$9.8M |
2015 Q4
1 quarter
|
|
3
Vanguard Morningstar Growth ETF
VUG
$230B
| $23.4M | 6.9% |
1,321,344
-386,496
| -23% | -$6.48M |
2014 Q1
8 quarters
|
|
|
4
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$18.7B
| $22.6M | 6.66% |
224,561
+83,649
| +59% | +$8.42M |
2013 Q2
11 quarters
|
|
5
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.41B
| $15.5M | 4.55% |
233,057
-5,040
| -2% | -$321K |
2015 Q3
2 quarters
|
|
6
iShares US Consumer Staples ETF
IYK
$1.63B
| $11.1M | 3.26% |
295,128
-4,380
| -1% | -$156K |
2014 Q3
6 quarters
|
|
|
7
State Street Utilities Select Sector SPDR ETF
XLU
$24.2B
| $11M | 3.25% |
+444,844
| New | +$10.3M |
2016 Q1
0 quarters
|
|
|
8
iShares US Telecommunications ETF
IYZ
$978M
| $9.8M | 2.89% |
+319,184
| New | +$9.04M |
2016 Q1
0 quarters
|
|
9
iShares Core US Aggregate Bond ETF
AGG
$138B
| $8.89M | 2.61% |
80,220
-1,577
| -2% | -$173K |
2014 Q1
8 quarters
|
|
10
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$11.2B
| $8.74M | 2.57% |
285,384
-5,000
| -2% | -$152K |
2015 Q3
2 quarters
|
|
11
iShares MBS ETF
MBB
$35.4B
| $8.74M | 2.57% |
79,830
-1,337
| -2% | -$146K |
2014 Q4
5 quarters
|
|
12
iShares MSCI EAFE Small-Cap ETF
SCZ
$12.8B
| $7.97M | 2.34% |
159,987
-123,339
| -44% | -$5.8M |
2015 Q1
4 quarters
|
|
13
Vanguard FTSE Pacific ETF
VPL
$8.55B
| $7.73M | 2.27% |
139,871
-6,182
| -4% | -$328K |
2015 Q4
1 quarter
|
|
|
14
iShares MSCI EAFE ETF
EFA
$76.4B
| $7.36M | 2.16% |
+128,725
| New | +$7.09M |
2016 Q1
0 quarters
|
|
15
iShares US Technology ETF
IYW
$24.7B
| $6.98M | 2.05% |
257,136
-140,216
| -35% | -$3.54M |
2015 Q2
3 quarters
|
|
16
iShares US Consumer Discretionary ETF
IYC
$1.23B
| $6.96M | 2.05% |
191,068
-126,688
| -40% | -$4.37M |
2014 Q4
5 quarters
|
|
17
iShares 7-10 Year Treasury Bond ETF
IEF
$41.5B
| $6.95M | 2.04% |
62,984
-1,056
| -2% | -$115K |
2014 Q3
6 quarters
|
|
18
Vanguard Consumer Staples ETF
VDC
$8B
| $6.9M | 2.03% |
51,029
-2,725
| -5% | -$352K |
2014 Q3
6 quarters
|
|
19
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$19B
| $6.76M | 1.99% |
123,294
-2,718
| -2% | -$147K |
2015 Q3
2 quarters
|
|
20
Vanguard Utilities ETF
VPU
$8.04B
| $6.13M | 1.8% |
+57,030
| New | +$5.7M |
2016 Q1
0 quarters
|
|
21
Vanguard S&P 500 ETF
VOO
$1.04T
| $5.96M | 1.75% |
+31,606
| New | +$5.66M |
2016 Q1
0 quarters
|
|
22
Vanguard Short-Term Bond ETF
BSV
$45.5B
| $5.66M | 1.67% |
70,211
-2,043
| -3% | -$164K |
2015 Q3
2 quarters
|
|
23
Vanguard Short-Term Corporate Bond ETF
VCSH
$43.9B
| $5.64M | 1.66% |
70,428
-2,118
| -3% | -$168K |
2015 Q3
2 quarters
|
|
24
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.6B
| $5.63M | 1.66% |
105,344
-3,117
| -3% | -$166K |
2014 Q4
5 quarters
|
|
25
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.3B
| $5.25M | 1.54% |
56,225
-2,139
| -4% | -$188K |
2015 Q3
2 quarters
|
|
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Quantitative Advantage's Q1 2016 Portfolio in Review
As of Q1 2016, Quantitative Advantage held 55 positions worth $340M, down 3.3% from $352M the previous quarter. Its ten largest holdings account for 53% of the portfolio.
Quantitative Advantage withdrew a net $15.1M in Q1 2016, closing 9 positions and reducing 32 holdings. Its most notable exit was iShares Biotechnology ETF, an estimated $10.7M position sold in full.
Against the trend, Quantitative Advantage opened a new position in State Street Utilities Select Sector SPDR ETF worth $11M.
- Quantitative Advantage's largest Q1 2016 buy was State Street Utilities Select Sector SPDR ETF: 444,844 shares worth $11M.
- Quantitative Advantage added most to iShares 0-1 Year Treasury Bond ETF in Q1 2016, an estimated $20.7M increase.
- Quantitative Advantage's biggest Q1 2016 reduction was iShares S&P 500 Growth ETF, cutting an estimated $9.8M.
- Quantitative Advantage fully exited iShares Biotechnology ETF in Q1 2016, selling an estimated $10.7M.
- Quantitative Advantage's ten largest holdings make up 53% of its $340M portfolio in Q1 2016.
- Quantitative Advantage opened 10 new positions and closed 9 in Q1 2016.
- Quantitative Advantage's portfolio value fell 3.3% quarter-over-quarter to $340M.
Based on Quantitative Advantage's 13F filing for Q1 2016, filed 3 May 2016.