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
+1.86%
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
$329M
AUM Growth
-$9.1M
(-2.7%)
Cap. Flow
-$12.8M
Cap. Flow % of AUM
Cap. Flow %
-3.89%
Top 10 Holdings %
Top 10 Hldgs %
50.94%
Holding
55
New
8
Increased
8
Reduced
32
Closed
7
Avg Time Held
1.1
years
Top 10 Avg Time Held
0.5
years
Top 20 Avg Time Held
0.8
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares S&P Mid-Cap 400 Value ETF
IJJ
|
+$8.26M |
| 2 |
Invesco S&P International Developed Low Volatility ETF
IDLV
|
+$7.41M |
| 3 |
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
|
+$7.39M |
| 4 |
Invesco S&P Emerging Markets Low Volatility ETF
EELV
|
+$4.96M |
| 5 |
Vanguard FTSE Pacific ETF
VPL
|
+$4.43M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$13.7M |
| 2 |
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
|
+$10.3M |
| 3 |
iShares MSCI EAFE Small-Cap ETF
SCZ
|
+$7.41M |
| 4 |
iShares MSCI EAFE ETF
EFA
|
+$6.93M |
| 5 |
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
|
+$5.07M |
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 Value ETF
IJJ
$8.5B
| $37.3M | 11.35% |
561,258
+125,014
| +29% | +$8.26M |
2016 Q2
1 quarter
|
|
2
Vanguard Morningstar Small-Cap Value ETF
VBR
$36B
| $25.5M | 7.75% |
230,176
+32,054
| +16% | +$3.52M |
2016 Q2
1 quarter
|
|
|
3
iShares 0-1 Year Treasury Bond ETF
SHV
$23.5B
| $24.6M | 7.47% |
222,378
-124,265
| -36% | -$13.7M |
2015 Q3
4 quarters
|
|
4
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.43B
| $14.5M | 4.41% |
214,354
-12,230
| -5% | -$823K |
2015 Q3
4 quarters
|
|
|
5
Vanguard FTSE Pacific ETF
VPL
$8.46B
| $12.9M | 3.92% |
212,522
+75,263
| +55% | +$4.43M |
2015 Q4
3 quarters
|
|
|
6
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$18.7B
| $12.5M | 3.8% |
123,174
-101,446
| -45% | -$10.3M |
2013 Q2
13 quarters
|
|
7
iShares US Technology ETF
IYW
$24.4B
| $10.5M | 3.18% |
351,688
+102,460
| +41% | +$2.94M |
2015 Q2
5 quarters
|
|
8
iShares US Consumer Staples ETF
IYK
$1.64B
| $10.3M | 3.15% |
272,457
-15,486
| -5% | -$599K |
2014 Q3
8 quarters
|
|
9
State Street Utilities Select Sector SPDR ETF
XLU
$24.7B
| $10M | 3.03% |
407,232
-25,524
| -6% | -$648K |
2016 Q1
2 quarters
|
|
10
iShares US Telecommunications ETF
IYZ
$972M
| $9.5M | 2.89% |
295,482
-16,175
| -5% | -$533K |
2016 Q1
2 quarters
|
|
11
iShares 7-10 Year Treasury Bond ETF
IEF
$41.6B
| $8.82M | 2.68% |
78,846
+14,365
| +22% | +$1.61M |
2014 Q3
8 quarters
|
|
12
iShares Core US Aggregate Bond ETF
AGG
$138B
| $8.67M | 2.64% |
77,098
-4,305
| -5% | -$484K |
2014 Q1
10 quarters
|
|
13
iShares MBS ETF
MBB
$35.9B
| $8.46M | 2.57% |
76,872
-4,134
| -5% | -$454K |
2014 Q4
7 quarters
|
|
14
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$11.3B
| $8.45M | 2.57% |
274,718
-14,884
| -5% | -$458K |
2015 Q3
4 quarters
|
|
|
15
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.48B
| $7.5M | 2.28% |
+138,640
| New | +$7.39M |
2016 Q3
0 quarters
|
|
|
16
Invesco S&P International Developed Low Volatility ETF
IDLV
$327M
| $7.42M | 2.25% |
+241,847
| New | +$7.41M |
2016 Q3
0 quarters
|
|
17
Vanguard Consumer Staples ETF
VDC
$8.01B
| $6.74M | 2.05% |
49,236
-1,747
| -3% | -$245K |
2014 Q3
8 quarters
|
|
18
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.9B
| $6.59M | 2% |
118,398
-7,530
| -6% | -$419K |
2015 Q3
4 quarters
|
|
19
Vanguard Information Technology ETF
VGT
$146B
| $6.54M | 1.99% |
434,368
+107,968
| +33% | +$1.56M |
2015 Q4
3 quarters
|
|
20
iShares US Basic Materials ETF
IYM
$1.37B
| $6.23M | 1.89% |
78,876
-3,388
| -4% | -$269K |
2016 Q2
1 quarter
|
|
21
Vanguard S&P 500 ETF
VOO
$1.03T
| $6.05M | 1.84% |
30,451
-1,132
| -4% | -$224K |
2016 Q1
2 quarters
|
|
22
Vanguard Utilities ETF
VPU
$8.2B
| $5.97M | 1.82% |
55,808
-2,468
| -4% | -$273K |
2016 Q1
2 quarters
|
|
23
Vanguard Intermediate-Term Bond ETF
BIV
$28.4B
| $5.54M | 1.69% |
63,261
+17,837
| +39% | +$1.57M |
2014 Q3
8 quarters
|
|
24
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.7B
| $5.42M | 1.65% |
100,429
-2,190
| -2% | -$118K |
2014 Q4
7 quarters
|
|
25
Vanguard Short-Term Corporate Bond ETF
VCSH
$44B
| $5.4M | 1.64% |
67,101
-1,465
| -2% | -$118K |
2015 Q3
4 quarters
|
|
Similar funds
BFG
IMOV
DW
KI
SG
OAMG
SIMM
Quantitative Advantage's Q3 2016 Portfolio in Review
As of Q3 2016, Quantitative Advantage held 55 positions worth $329M, down 2.7% from $338M the previous quarter. Its ten largest holdings account for 51% of the portfolio.
Quantitative Advantage withdrew a net $12.8M in Q3 2016, closing 7 positions and reducing 32 holdings. Its most notable exit was iShares MSCI EAFE Small-Cap ETF, an estimated $7.41M position sold in full.
Against the trend, Quantitative Advantage opened a new position in Invesco S&P International Developed Low Volatility ETF worth $7.42M.
- Quantitative Advantage's largest Q3 2016 buy was Invesco S&P International Developed Low Volatility ETF: 241,847 shares worth $7.42M.
- Quantitative Advantage added most to iShares S&P Mid-Cap 400 Value ETF in Q3 2016, an estimated $8.26M increase.
- Quantitative Advantage's biggest Q3 2016 reduction was iShares 0-1 Year Treasury Bond ETF, cutting an estimated $13.7M.
- Quantitative Advantage fully exited iShares MSCI EAFE Small-Cap ETF in Q3 2016, selling an estimated $7.41M.
- Quantitative Advantage's ten largest holdings make up 51% of its $329M portfolio in Q3 2016.
- Quantitative Advantage opened 8 new positions and closed 7 in Q3 2016.
- Quantitative Advantage's portfolio value fell 2.7% quarter-over-quarter to $329M.
Based on Quantitative Advantage's 13F filing for Q3 2016, filed 9 Nov 2016.