We are live on !
Find out more
Quantitative Advantage Portfolio holdings
AUM
$689M
Turnover
16.94%
1-Year Est. Return
6.25%
This Fund
S&P 500
This Quarter Est. Return
+1.91%
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
$338M
AUM Growth
-$2.02M
(-0.59%)
Cap. Flow
-$6.99M
Cap. Flow % of AUM
Cap. Flow %
-2.07%
Top 10 Holdings %
Top 10 Hldgs %
52%
Holding
50
New
4
Increased
9
Reduced
34
Closed
3
Avg Time Held
1.1
years
Top 10 Avg Time Held
0.4
years
Top 20 Avg Time Held
0.7
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares S&P Mid-Cap 400 Value ETF
IJJ
|
+$27.5M |
| 2 |
Vanguard Morningstar Small-Cap Value ETF
VBR
|
+$20.5M |
| 3 |
iShares US Basic Materials ETF
IYM
|
+$6.28M |
| 4 |
Vanguard Materials ETF
VAW
|
+$4.34M |
| 5 |
iShares Core S&P 500 ETF
IVV
|
+$624K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares S&P 500 Growth ETF
IVW
|
+$29M |
| 2 |
Vanguard Morningstar Growth ETF
VUG
|
+$21.8M |
| 3 |
iShares US Consumer Discretionary ETF
IYC
|
+$6.96M |
| 4 |
Vanguard Consumer Discretionary ETF
VCR
|
+$4.78M |
| 5 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$523K |
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
| $38.3M | 11.33% |
346,643
-4,738
| -1% | -$523K |
2015 Q3
3 quarters
|
|
|
2
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.48B
| $27.9M | 8.26% |
+436,244
| New | +$27.5M |
2016 Q2
0 quarters
|
|
3
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$18.7B
| $22.7M | 6.72% |
224,620
+59
| +0% | +$5.96K |
2013 Q2
12 quarters
|
|
|
4
Vanguard Morningstar Small-Cap Value ETF
VBR
$35.8B
| $20.9M | 6.17% |
+198,122
| New | +$20.5M |
2016 Q2
0 quarters
|
|
5
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.41B
| $15M | 4.45% |
226,584
-6,473
| -3% | -$433K |
2015 Q3
3 quarters
|
|
6
State Street Utilities Select Sector SPDR ETF
XLU
$24.2B
| $11.4M | 3.36% |
432,756
-12,088
| -3% | -$298K |
2016 Q1
1 quarter
|
|
7
iShares US Consumer Staples ETF
IYK
$1.63B
| $11.1M | 3.28% |
287,943
-7,185
| -2% | -$270K |
2014 Q3
7 quarters
|
|
8
iShares US Telecommunications ETF
IYZ
$973M
| $10.4M | 3.07% |
311,657
-7,527
| -2% | -$236K |
2016 Q1
1 quarter
|
|
9
iShares Core US Aggregate Bond ETF
AGG
$138B
| $9.17M | 2.71% |
81,403
+1,183
| +1% | +$131K |
2014 Q1
9 quarters
|
|
10
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$11.2B
| $8.91M | 2.64% |
289,602
+4,218
| +1% | +$129K |
2015 Q3
3 quarters
|
|
11
iShares MBS ETF
MBB
$35.4B
| $8.91M | 2.64% |
81,006
+1,176
| +1% | +$129K |
2014 Q4
6 quarters
|
|
12
Vanguard FTSE Pacific ETF
VPL
$8.53B
| $7.65M | 2.26% |
137,259
-2,612
| -2% | -$146K |
2015 Q4
2 quarters
|
|
13
iShares MSCI EAFE Small-Cap ETF
SCZ
$12.8B
| $7.41M | 2.19% |
153,626
-6,361
| -4% | -$320K |
2015 Q1
5 quarters
|
|
14
iShares 7-10 Year Treasury Bond ETF
IEF
$41.4B
| $7.28M | 2.15% |
64,481
+1,497
| +2% | +$166K |
2014 Q3
7 quarters
|
|
15
Vanguard Consumer Staples ETF
VDC
$7.98B
| $7.2M | 2.13% |
50,983
-46
| -0.1% | -$6.26K |
2014 Q3
7 quarters
|
|
16
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$19B
| $7M | 2.07% |
125,928
+2,634
| +2% | +$145K |
2015 Q3
3 quarters
|
|
17
iShares MSCI EAFE ETF
EFA
$76.4B
| $6.93M | 2.05% |
124,102
-4,623
| -4% | -$266K |
2016 Q1
1 quarter
|
|
18
Vanguard Utilities ETF
VPU
$8.04B
| $6.67M | 1.97% |
58,276
+1,246
| +2% | +$134K |
2016 Q1
1 quarter
|
|
19
iShares US Technology ETF
IYW
$24.7B
| $6.56M | 1.94% |
249,228
-7,908
| -3% | -$209K |
2015 Q2
4 quarters
|
|
|
20
iShares US Basic Materials ETF
IYM
$1.36B
| $6.25M | 1.85% |
+82,264
| New | +$6.28M |
2016 Q2
0 quarters
|
|
21
Vanguard S&P 500 ETF
VOO
$1.04T
| $6.07M | 1.8% |
31,583
-23
| -0.1% | -$4.38K |
2016 Q1
1 quarter
|
|
22
Vanguard Short-Term Corporate Bond ETF
VCSH
$43.9B
| $5.54M | 1.64% |
68,566
-1,862
| -3% | -$149K |
2015 Q3
3 quarters
|
|
23
Vanguard Short-Term Bond ETF
BSV
$45.5B
| $5.54M | 1.64% |
68,310
-1,901
| -3% | -$153K |
2015 Q3
3 quarters
|
|
24
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.6B
| $5.53M | 1.64% |
102,619
-2,725
| -3% | -$146K |
2014 Q4
6 quarters
|
|
25
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.3B
| $5.07M | 1.5% |
54,476
-1,749
| -3% | -$166K |
2015 Q3
3 quarters
|
|
Similar funds
BFG
IMOV
DW
KI
SG
OAMG
SIMM
Quantitative Advantage's Q2 2016 Portfolio in Review
As of Q2 2016, Quantitative Advantage held 50 positions worth $338M, down 0.59% from $340M the previous quarter. Its ten largest holdings account for 52% of the portfolio.
Quantitative Advantage's Q2 2016 filing shows 4 new, 9 increased, 34 reduced and 3 closed positions. Its largest new stake was iShares S&P Mid-Cap 400 Value ETF: 436,244 shares worth $27.9M. The largest sale was iShares S&P 500 Growth ETF, an estimated $29M.
- Quantitative Advantage's largest Q2 2016 buy was iShares S&P Mid-Cap 400 Value ETF: 436,244 shares worth $27.9M.
- Quantitative Advantage added most to iShares Core S&P 500 ETF in Q2 2016, an estimated $624K increase.
- Quantitative Advantage's biggest Q2 2016 reduction was Vanguard Morningstar Growth ETF, cutting an estimated $21.8M.
- Quantitative Advantage fully exited iShares S&P 500 Growth ETF in Q2 2016, selling an estimated $29M.
- Quantitative Advantage's ten largest holdings make up 52% of its $338M portfolio in Q2 2016.
- Quantitative Advantage opened 4 new positions and closed 3 in Q2 2016.
- Quantitative Advantage's portfolio value fell 0.59% quarter-over-quarter to $338M.
Based on Quantitative Advantage's 13F filing for Q2 2016, filed 22 Jul 2016.