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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
+3.13%
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
$327M
AUM Growth
-$1.48M
(-0.45%)
Cap. Flow
-$7.36M
Cap. Flow % of AUM
Cap. Flow %
-2.25%
Top 10 Holdings %
Top 10 Hldgs %
50.36%
Holding
68
New
20
Increased
9
Reduced
21
Closed
18
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 S&P 500 Value ETF
IVE
|
+$43.8M |
| 2 |
Vanguard Morningstar Value ETF
VTV
|
+$27.8M |
| 3 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$17.6M |
| 4 |
iShares US Financial Services ETF
IYG
|
+$10.2M |
| 5 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$10M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares S&P Mid-Cap 400 Value ETF
IJJ
|
+$37.3M |
| 2 |
Vanguard Morningstar Small-Cap Value ETF
VBR
|
+$24.9M |
| 3 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$14.8M |
| 4 |
iShares MSCI EAFE Min Vol Factor ETF
EFAV
|
+$14.5M |
| 5 |
iShares US Consumer Staples ETF
IYK
|
+$10.3M |
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 Value ETF
IVE
$49.8B
| $45.5M | 13.9% |
+448,913
| New | +$43.8M |
2016 Q4
0 quarters
|
|
|
2
Vanguard Morningstar Value ETF
VTV
$189B
| $28.8M | 8.81% |
+310,082
| New | +$27.8M |
2016 Q4
0 quarters
|
|
|
3
Vanguard FTSE Developed Markets ETF
VEA
$227B
| $17.7M | 5.39% |
+483,163
| New | +$17.6M |
2016 Q4
0 quarters
|
|
4
Vanguard FTSE Pacific ETF
VPL
$8.53B
| $11.7M | 3.58% |
201,493
-11,029
| -5% | -$656K |
2015 Q4
4 quarters
|
|
|
5
iShares US Financial Services ETF
IYG
$2.21B
| $11M | 3.37% |
+311,730
| New | +$10.2M |
2016 Q4
0 quarters
|
|
|
6
State Street Industrial Select Sector SPDR ETF
XLI
$30.1B
| $10.4M | 3.17% |
+166,723
| New | +$10M |
2016 Q4
0 quarters
|
|
7
iShares US Technology ETF
IYW
$24.7B
| $10.3M | 3.14% |
341,452
-10,236
| -3% | -$305K |
2015 Q2
6 quarters
|
|
8
iShares US Telecommunications ETF
IYZ
$973M
| $10M | 3.04% |
288,556
-6,926
| -2% | -$223K |
2016 Q1
3 quarters
|
|
|
9
iShares 0-1 Year Treasury Bond ETF
SHV
$23.5B
| $9.8M | 2.99% |
88,621
-133,757
| -60% | -$14.8M |
2015 Q3
5 quarters
|
|
10
iShares US Basic Materials ETF
IYM
$1.36B
| $9.8M | 2.98% |
117,255
+38,379
| +49% | +$3.1M |
2016 Q2
2 quarters
|
|
11
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.67B
| $9.4M | 2.87% |
+94,101
| New | +$9.32M |
2016 Q4
0 quarters
|
|
12
iShares Core US Aggregate Bond ETF
AGG
$138B
| $7.87M | 2.41% |
72,867
-4,231
| -5% | -$464K |
2014 Q1
11 quarters
|
|
13
iShares MBS ETF
MBB
$35.4B
| $7.78M | 2.38% |
73,133
-3,739
| -5% | -$404K |
2014 Q4
8 quarters
|
|
14
Vanguard Morningstar Total Stock Market ETF
VTI
$692B
| $7.44M | 2.27% |
64,506
+62,048
| +2,524% | +$6.98M |
2016 Q3
1 quarter
|
|
15
Vanguard Financials ETF
VFH
$13.1B
| $7.1M | 2.17% |
+119,701
| New | +$6.54M |
2016 Q4
0 quarters
|
|
16
iShares MSCI ACWI ex US ETF
ACWX
$17.5B
| $6.6M | 2.02% |
+163,981
| New | +$6.64M |
2016 Q4
0 quarters
|
|
17
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$702M
| $6.57M | 2.01% |
+331,245
| New | +$6.36M |
2016 Q4
0 quarters
|
|
18
Vanguard Information Technology ETF
VGT
$148B
| $6.44M | 1.97% |
423,688
-10,680
| -2% | -$161K |
2015 Q4
4 quarters
|
|
19
Vanguard S&P 500 ETF
VOO
$1.04T
| $6.28M | 1.92% |
30,602
+151
| +0.5% | +$30.3K |
2016 Q1
3 quarters
|
|
20
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$19B
| $6.25M | 1.91% |
115,584
-2,814
| -2% | -$154K |
2015 Q3
5 quarters
|
|
21
iShares TIPS Bond ETF
TIP
$14.4B
| $6.19M | 1.89% |
+54,665
| New | +$6.24M |
2016 Q4
0 quarters
|
|
22
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$18.7B
| $6.14M | 1.88% |
60,633
-62,541
| -51% | -$6.34M |
2013 Q2
14 quarters
|
|
23
Vanguard Materials ETF
VAW
$3.23B
| $6.06M | 1.85% |
53,886
+11,201
| +26% | +$1.22M |
2016 Q2
2 quarters
|
|
24
Vanguard FTSE All-World ex-US ETF
VEU
$66.9B
| $5.64M | 1.72% |
+127,694
| New | +$5.66M |
2016 Q4
0 quarters
|
|
25
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.6B
| $5.17M | 1.58% |
98,797
-1,632
| -2% | -$86.6K |
2014 Q4
8 quarters
|
|
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Quantitative Advantage's Q4 2016 Portfolio in Review
As of Q4 2016, Quantitative Advantage held 68 positions worth $327M, down 0.45% from $329M the previous quarter. Its ten largest holdings account for 50% of the portfolio.
Quantitative Advantage's Q4 2016 filing shows 20 new, 9 increased, 21 reduced and 18 closed positions. Its largest new stake was iShares S&P 500 Value ETF: 448,913 shares worth $45.5M. The largest sale was iShares S&P Mid-Cap 400 Value ETF, an estimated $37.3M.
- Quantitative Advantage's largest Q4 2016 buy was iShares S&P 500 Value ETF: 448,913 shares worth $45.5M.
- Quantitative Advantage added most to Vanguard Morningstar Total Stock Market ETF in Q4 2016, an estimated $6.98M increase.
- Quantitative Advantage's biggest Q4 2016 reduction was Vanguard Morningstar Small-Cap Value ETF, cutting an estimated $24.9M.
- Quantitative Advantage fully exited iShares S&P Mid-Cap 400 Value ETF in Q4 2016, selling an estimated $37.3M.
- Quantitative Advantage's ten largest holdings make up 50% of its $327M portfolio in Q4 2016.
- Quantitative Advantage opened 20 new positions and closed 18 in Q4 2016.
- Quantitative Advantage's portfolio value fell 0.45% quarter-over-quarter to $327M.
Based on Quantitative Advantage's 13F filing for Q4 2016, filed 31 Jan 2017.