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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
+4.57%
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
$315M
AUM Growth
-$12.1M
(-3.7%)
Cap. Flow
-$24.8M
Cap. Flow % of AUM
Cap. Flow %
-7.87%
Top 10 Holdings %
Top 10 Hldgs %
53.82%
Holding
52
New
2
Increased
8
Reduced
38
Closed
4
Avg Time Held
1.1
years
Top 10 Avg Time Held
0.3
years
Top 20 Avg Time Held
0.5
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
First Trust Dow Jones Internet Index Fund ETF
FDN
|
+$8.82M |
| 2 |
Vanguard FTSE Pacific ETF
VPL
|
+$5.72M |
| 3 |
iShares MSCI ACWI ex US ETF
ACWX
|
+$4.43M |
| 4 |
Vanguard FTSE All-World ex-US ETF
VEU
|
+$2.57M |
| 5 |
Invesco DB Energy Fund
DBE
|
+$2.33M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares US Telecommunications ETF
IYZ
|
+$10M |
| 2 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$9.8M |
| 3 |
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
|
+$6.14M |
| 4 |
iShares S&P 500 Value ETF
IVE
|
+$1.95M |
| 5 |
ProShares Trust Short MSCI EAFE
EFZ
|
+$1.44M |
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
| $44.7M | 14.19% |
430,106
-18,807
| -4% | -$1.95M |
2016 Q4
1 quarter
|
|
2
Vanguard Morningstar Value ETF
VTV
$189B
| $28.1M | 8.92% |
294,940
-15,142
| -5% | -$1.44M |
2016 Q4
1 quarter
|
|
|
3
Vanguard FTSE Pacific ETF
VPL
$8.53B
| $18.6M | 5.9% |
293,922
+92,429
| +46% | +$5.72M |
2015 Q4
5 quarters
|
|
4
Vanguard FTSE Developed Markets ETF
VEA
$227B
| $17.8M | 5.63% |
451,789
-31,374
| -6% | -$1.2M |
2016 Q4
1 quarter
|
|
|
5
iShares MSCI ACWI ex US ETF
ACWX
$17.5B
| $11.7M | 3.71% |
268,480
+104,499
| +64% | +$4.43M |
2016 Q4
1 quarter
|
|
6
iShares US Financial Services ETF
IYG
$2.21B
| $10.3M | 3.28% |
283,959
-27,771
| -9% | -$1.02M |
2016 Q4
1 quarter
|
|
7
iShares US Technology ETF
IYW
$24.7B
| $10.2M | 3.25% |
302,924
-38,528
| -11% | -$1.25M |
2015 Q2
7 quarters
|
|
8
State Street Industrial Select Sector SPDR ETF
XLI
$30.1B
| $9.7M | 3.09% |
149,723
-17,000
| -10% | -$1.1M |
2016 Q4
1 quarter
|
|
9
iShares US Basic Materials ETF
IYM
$1.36B
| $9.43M | 2.99% |
105,834
-11,421
| -10% | -$1M |
2016 Q2
3 quarters
|
|
|
10
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.23B
| $9.01M | 2.86% |
+102,345
| New | +$8.82M |
2017 Q1
0 quarters
|
|
11
Vanguard Morningstar Total Stock Market ETF
VTI
$692B
| $8.98M | 2.85% |
74,001
+9,495
| +15% | +$1.14M |
2016 Q3
2 quarters
|
|
|
12
Vanguard FTSE All-World ex-US ETF
VEU
$66.9B
| $8.75M | 2.77% |
182,926
+55,232
| +43% | +$2.57M |
2016 Q4
1 quarter
|
|
13
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.67B
| $8.44M | 2.68% |
83,470
-10,631
| -11% | -$1.07M |
2016 Q4
1 quarter
|
|
14
iShares Core US Aggregate Bond ETF
AGG
$138B
| $6.82M | 2.16% |
62,829
-10,038
| -14% | -$1.09M |
2014 Q1
12 quarters
|
|
15
iShares MBS ETF
MBB
$35.4B
| $6.78M | 2.15% |
63,637
-9,496
| -13% | -$1.01M |
2014 Q4
9 quarters
|
|
16
Vanguard Financials ETF
VFH
$13.1B
| $6.72M | 2.13% |
111,192
-8,509
| -7% | -$518K |
2016 Q4
1 quarter
|
|
17
Vanguard Information Technology ETF
VGT
$148B
| $6.66M | 2.11% |
393,008
-30,680
| -7% | -$501K |
2015 Q4
5 quarters
|
|
18
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$702M
| $6.42M | 2.04% |
307,725
-23,520
| -7% | -$487K |
2016 Q4
1 quarter
|
|
19
JPMorgan Diversified Return US Equity ETF
JPUS
$457M
| $6.17M | 1.96% |
97,741
+27,690
| +40% | +$1.71M |
2016 Q3
2 quarters
|
|
20
Vanguard S&P 500 ETF
VOO
$1.04T
| $6.17M | 1.96% |
28,512
-2,090
| -7% | -$446K |
2016 Q1
4 quarters
|
|
21
Vanguard Materials ETF
VAW
$3.23B
| $5.98M | 1.9% |
50,243
-3,643
| -7% | -$430K |
2016 Q2
3 quarters
|
|
22
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$19B
| $5.62M | 1.78% |
103,076
-12,508
| -11% | -$679K |
2015 Q3
6 quarters
|
|
23
iShares TIPS Bond ETF
TIP
$14.4B
| $5.56M | 1.76% |
48,452
-6,213
| -11% | -$708K |
2016 Q4
1 quarter
|
|
24
Vanguard Short-Term Corporate Bond ETF
VCSH
$43.9B
| $4.54M | 1.44% |
56,875
-8,123
| -12% | -$646K |
2015 Q3
6 quarters
|
|
25
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.6B
| $4.52M | 1.43% |
86,063
-12,734
| -13% | -$667K |
2014 Q4
9 quarters
|
|
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Quantitative Advantage's Q1 2017 Portfolio in Review
As of Q1 2017, Quantitative Advantage held 52 positions worth $315M, down 3.7% from $327M the previous quarter. Its ten largest holdings account for 54% of the portfolio.
Quantitative Advantage withdrew a net $24.8M in Q1 2017, closing 4 positions and reducing 38 holdings. Its most notable exit was iShares US Telecommunications ETF, an estimated $10M position sold in full.
Against the trend, Quantitative Advantage opened a new position in First Trust Dow Jones Internet Index Fund ETF worth $9.01M.
- Quantitative Advantage's largest Q1 2017 buy was First Trust Dow Jones Internet Index Fund ETF: 102,345 shares worth $9.01M.
- Quantitative Advantage added most to Vanguard FTSE Pacific ETF in Q1 2017, an estimated $5.72M increase.
- Quantitative Advantage's biggest Q1 2017 reduction was iShares S&P 500 Value ETF, cutting an estimated $1.95M.
- Quantitative Advantage fully exited iShares US Telecommunications ETF in Q1 2017, selling an estimated $10M.
- Quantitative Advantage's ten largest holdings make up 54% of its $315M portfolio in Q1 2017.
- Quantitative Advantage opened 2 new positions and closed 4 in Q1 2017.
- Quantitative Advantage's portfolio value fell 3.7% quarter-over-quarter to $315M.
Based on Quantitative Advantage's 13F filing for Q1 2017, filed 4 May 2017.