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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
+3.51%
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
$318M
AUM Growth
+$2.27M
(+0.72%)
Cap. Flow
-$4.56M
Cap. Flow % of AUM
Cap. Flow %
-1.44%
Top 10 Holdings %
Top 10 Hldgs %
53.13%
Holding
62
New
14
Increased
11
Reduced
21
Closed
16
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 |
iShares S&P 500 Growth ETF
IVW
|
+$44.7M |
| 2 |
Vanguard Morningstar Growth ETF
VUG
|
+$26.6M |
| 3 |
iShares Europe ETF
IEV
|
+$12M |
| 4 |
iShares US Consumer Staples ETF
IYK
|
+$8.88M |
| 5 |
Vanguard FTSE Europe ETF
VGK
|
+$6.72M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares S&P 500 Value ETF
IVE
|
+$44.7M |
| 2 |
Vanguard Morningstar Value ETF
VTV
|
+$28.1M |
| 3 |
Vanguard FTSE Pacific ETF
VPL
|
+$18.6M |
| 4 |
iShares US Basic Materials ETF
IYM
|
+$9.43M |
| 5 |
Vanguard Materials ETF
VAW
|
+$5.98M |
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 Growth ETF
IVW
$76.8B
| $45.1M | 14.2% |
+1,318,236
| New | +$44.7M |
2017 Q2
0 quarters
|
|
|
2
Vanguard Morningstar Growth ETF
VUG
$227B
| $26.9M | 8.48% |
+1,272,144
| New | +$26.6M |
2017 Q2
0 quarters
|
|
3
Vanguard FTSE Developed Markets ETF
VEA
$228B
| $19.2M | 6.04% |
464,085
+12,296
| +3% | +$501K |
2016 Q4
2 quarters
|
|
4
iShares MSCI ACWI ex US ETF
ACWX
$17.5B
| $13M | 4.1% |
285,397
+16,917
| +6% | +$764K |
2016 Q4
2 quarters
|
|
|
5
iShares Europe ETF
IEV
$1.6B
| $12.1M | 3.81% |
+272,786
| New | +$12M |
2017 Q2
0 quarters
|
|
6
Vanguard Morningstar Total Stock Market ETF
VTI
$689B
| $11.1M | 3.51% |
89,552
+15,551
| +21% | +$1.92M |
2016 Q3
3 quarters
|
|
7
Vanguard FTSE All-World ex-US ETF
VEU
$67B
| $10.6M | 3.34% |
211,694
+28,768
| +16% | +$1.42M |
2016 Q4
2 quarters
|
|
8
iShares US Financial Services ETF
IYG
$2.17B
| $10.5M | 3.29% |
276,543
-7,416
| -3% | -$270K |
2016 Q4
2 quarters
|
|
9
iShares US Technology ETF
IYW
$24.4B
| $10.3M | 3.24% |
294,308
-8,616
| -3% | -$302K |
2015 Q2
8 quarters
|
|
10
State Street Industrial Select Sector SPDR ETF
XLI
$30.3B
| $9.9M | 3.13% |
146,017
-3,706
| -2% | -$247K |
2016 Q4
2 quarters
|
|
11
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.17B
| $9.45M | 2.98% |
99,758
-2,587
| -3% | -$240K |
2017 Q1
1 quarter
|
|
|
12
iShares US Consumer Staples ETF
IYK
$1.64B
| $8.97M | 2.82% |
+220,986
| New | +$8.88M |
2017 Q2
0 quarters
|
|
13
JPMorgan Diversified Return US Equity ETF
JPUS
$459M
| $8.49M | 2.67% |
129,974
+32,233
| +33% | +$2.07M |
2016 Q3
3 quarters
|
|
14
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.67B
| $7.8M | 2.46% |
76,970
-6,500
| -8% | -$658K |
2016 Q4
2 quarters
|
|
|
15
Vanguard FTSE Europe ETF
VGK
$29.8B
| $6.8M | 2.14% |
+123,260
| New | +$6.72M |
2017 Q2
0 quarters
|
|
16
Vanguard Financials ETF
VFH
$13.1B
| $6.78M | 2.14% |
108,473
-2,719
| -2% | -$164K |
2016 Q4
2 quarters
|
|
17
Vanguard Information Technology ETF
VGT
$146B
| $6.71M | 2.11% |
381,024
-11,984
| -3% | -$211K |
2015 Q4
6 quarters
|
|
18
iShares 7-10 Year Treasury Bond ETF
IEF
$41.6B
| $6.69M | 2.11% |
62,754
+50,717
| +421% | +$5.42M |
2014 Q3
11 quarters
|
|
19
iShares Core US Aggregate Bond ETF
AGG
$138B
| $6.55M | 2.06% |
59,781
-3,048
| -5% | -$333K |
2014 Q1
13 quarters
|
|
20
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$712M
| $6.49M | 2.04% |
300,235
-7,490
| -2% | -$158K |
2016 Q4
2 quarters
|
|
21
Vanguard S&P 500 ETF
VOO
$1.03T
| $6.18M | 1.95% |
27,817
-695
| -2% | -$153K |
2016 Q1
5 quarters
|
|
22
Vanguard Consumer Staples ETF
VDC
$8.01B
| $5.81M | 1.83% |
+41,183
| New | +$5.89M |
2017 Q2
0 quarters
|
|
23
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$28.9B
| $5.52M | 1.74% |
+45,777
| New | +$5.47M |
2017 Q2
0 quarters
|
|
24
State Street Blackstone Senior Loan ETF
SRLN
$5.37B
| $5.28M | 1.66% |
+111,313
| New | +$5.28M |
2017 Q2
0 quarters
|
|
25
Vanguard Total Bond Market
BND
$163B
| $4.76M | 1.5% |
58,215
+9,475
| +19% | +$774K |
2014 Q1
13 quarters
|
|
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Quantitative Advantage's Q2 2017 Portfolio in Review
As of Q2 2017, Quantitative Advantage held 62 positions worth $318M, up 0.72% from $315M the previous quarter. Its ten largest holdings account for 53% of the portfolio.
Quantitative Advantage's Q2 2017 filing shows 14 new, 11 increased, 21 reduced and 16 closed positions. Its largest new stake was iShares S&P 500 Growth ETF: 1,318,236 shares worth $45.1M. The largest sale was iShares S&P 500 Value ETF, an estimated $44.7M.
- Quantitative Advantage's largest Q2 2017 buy was iShares S&P 500 Growth ETF: 1,318,236 shares worth $45.1M.
- Quantitative Advantage added most to iShares 7-10 Year Treasury Bond ETF in Q2 2017, an estimated $5.42M increase.
- Quantitative Advantage's biggest Q2 2017 reduction was iShares MBS ETF, cutting an estimated $5.62M.
- Quantitative Advantage fully exited iShares S&P 500 Value ETF in Q2 2017, selling an estimated $44.7M.
- Quantitative Advantage's ten largest holdings make up 53% of its $318M portfolio in Q2 2017.
- Quantitative Advantage opened 14 new positions and closed 16 in Q2 2017.
- Quantitative Advantage's portfolio value rose 0.72% quarter-over-quarter to $318M.
Based on Quantitative Advantage's 13F filing for Q2 2017, filed 8 Aug 2017.