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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
+4.08%
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
$324M
AUM Growth
+$6.87M
(+2.2%)
Cap. Flow
-$5.24M
Cap. Flow % of AUM
Cap. Flow %
-1.61%
Top 10 Holdings %
Top 10 Hldgs %
55.01%
Holding
51
New
5
Increased
10
Reduced
31
Closed
5
Avg Time Held
1.3
years
Top 10 Avg Time Held
0.5
years
Top 20 Avg Time Held
0.6
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$9.4M |
| 2 |
VanEck Fallen Angel High Yield Bond ETF
ANGL
|
+$8.07M |
| 3 |
Vanguard Health Care ETF
VHT
|
+$6.33M |
| 4 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$4.76M |
| 5 |
Vanguard Utilities ETF
VPU
|
+$3.19M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
First Trust Dow Jones Internet Index Fund ETF
FDN
|
+$9.45M |
| 2 |
iShares US Consumer Staples ETF
IYK
|
+$8.97M |
| 3 |
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
|
+$7.8M |
| 4 |
Vanguard S&P 500 ETF
VOO
|
+$6.18M |
| 5 |
Vanguard Consumer Staples ETF
VDC
|
+$5.81M |
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
$77.7B
| $46.2M | 14.24% |
1,288,224
-30,012
| -2% | -$1.06M |
2017 Q2
1 quarter
|
|
2
Vanguard Morningstar Growth ETF
VUG
$230B
| $28.4M | 8.75% |
1,283,226
+11,082
| +0.9% | +$241K |
2017 Q2
1 quarter
|
|
3
Vanguard FTSE Developed Markets ETF
VEA
$228B
| $19.8M | 6.11% |
456,707
-7,378
| -2% | -$313K |
2016 Q4
3 quarters
|
|
4
iShares US Financial Services ETF
IYG
$2.21B
| $14.2M | 4.37% |
354,720
+78,177
| +28% | +$2.99M |
2016 Q4
3 quarters
|
|
5
iShares MSCI ACWI ex US ETF
ACWX
$17.5B
| $13.5M | 4.15% |
278,569
-6,828
| -2% | -$322K |
2016 Q4
3 quarters
|
|
6
iShares Europe ETF
IEV
$1.58B
| $12.5M | 3.85% |
266,767
-6,019
| -2% | -$274K |
2017 Q2
1 quarter
|
|
7
Vanguard Morningstar Total Stock Market ETF
VTI
$693B
| $12.3M | 3.79% |
95,060
+5,508
| +6% | +$698K |
2016 Q3
4 quarters
|
|
8
Vanguard FTSE All-World ex-US ETF
VEU
$66.9B
| $11.4M | 3.5% |
215,703
+4,009
| +2% | +$207K |
2016 Q4
3 quarters
|
|
9
iShares US Technology ETF
IYW
$24.7B
| $10.1M | 3.12% |
270,452
-23,856
| -8% | -$874K |
2015 Q2
9 quarters
|
|
10
State Street Industrial Select Sector SPDR ETF
XLI
$30.2B
| $10.1M | 3.11% |
142,341
-3,676
| -3% | -$253K |
2016 Q4
3 quarters
|
|
11
JPMorgan Diversified Return US Equity ETF
JPUS
$457M
| $9.6M | 2.96% |
142,755
+12,781
| +10% | +$843K |
2016 Q3
4 quarters
|
|
|
12
State Street Health Care Select Sector SPDR ETF
XLV
$45.7B
| $9.6M | 2.95% |
+117,033
| New | +$9.4M |
2017 Q3
0 quarters
|
|
13
Vanguard Financials ETF
VFH
$13.1B
| $9.14M | 2.82% |
139,888
+31,415
| +29% | +$1.98M |
2016 Q4
3 quarters
|
|
|
14
VanEck Fallen Angel High Yield Bond ETF
ANGL
$2.98B
| $8.19M | 2.52% |
+270,206
| New | +$8.07M |
2017 Q3
0 quarters
|
|
15
Vanguard FTSE Europe ETF
VGK
$29.5B
| $7.23M | 2.23% |
123,984
+724
| +0.6% | +$41.1K |
2017 Q2
1 quarter
|
|
16
Vanguard Information Technology ETF
VGT
$148B
| $7.23M | 2.23% |
380,488
-536
| -0.1% | -$9.9K |
2015 Q4
7 quarters
|
|
17
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$704M
| $6.78M | 2.09% |
302,095
+1,860
| +0.6% | +$40.3K |
2016 Q4
3 quarters
|
|
|
18
Vanguard Health Care ETF
VHT
$19.7B
| $6.46M | 1.99% |
+42,396
| New | +$6.33M |
2017 Q3
0 quarters
|
|
19
iShares 7-10 Year Treasury Bond ETF
IEF
$41.5B
| $6.42M | 1.98% |
60,296
-2,458
| -4% | -$263K |
2014 Q3
12 quarters
|
|
20
iShares Core US Aggregate Bond ETF
AGG
$138B
| $6.3M | 1.94% |
57,517
-2,264
| -4% | -$249K |
2014 Q1
14 quarters
|
|
21
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$28.8B
| $5.32M | 1.64% |
43,865
-1,912
| -4% | -$231K |
2017 Q2
1 quarter
|
|
22
State Street Blackstone Senior Loan ETF
SRLN
$5.37B
| $5.08M | 1.57% |
107,127
-4,186
| -4% | -$198K |
2017 Q2
1 quarter
|
|
23
Vanguard Total Bond Market
BND
$163B
| $5.05M | 1.56% |
61,576
+3,361
| +6% | +$276K |
2014 Q1
14 quarters
|
|
|
24
State Street Utilities Select Sector SPDR ETF
XLU
$24.2B
| $4.7M | 1.45% |
+177,196
| New | +$4.76M |
2017 Q3
0 quarters
|
|
25
Vanguard Intermediate-Term Bond ETF
BIV
$28.3B
| $3.78M | 1.16% |
44,611
-3,150
| -7% | -$267K |
2014 Q3
12 quarters
|
|
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Quantitative Advantage's Q3 2017 Portfolio in Review
As of Q3 2017, Quantitative Advantage held 51 positions worth $324M, up 2.2% from $318M the previous quarter. Its ten largest holdings account for 55% of the portfolio.
Quantitative Advantage's Q3 2017 filing shows 5 new, 10 increased, 31 reduced and 5 closed positions. Its largest new stake was State Street Health Care Select Sector SPDR ETF: 117,033 shares worth $9.6M. The largest sale was First Trust Dow Jones Internet Index Fund ETF, an estimated $9.45M.
- Quantitative Advantage's largest Q3 2017 buy was State Street Health Care Select Sector SPDR ETF: 117,033 shares worth $9.6M.
- Quantitative Advantage added most to iShares US Financial Services ETF in Q3 2017, an estimated $2.99M increase.
- Quantitative Advantage's biggest Q3 2017 reduction was iShares S&P 500 Growth ETF, cutting an estimated $1.06M.
- Quantitative Advantage fully exited First Trust Dow Jones Internet Index Fund ETF in Q3 2017, selling an estimated $9.45M.
- Quantitative Advantage's ten largest holdings make up 55% of its $324M portfolio in Q3 2017.
- Quantitative Advantage opened 5 new positions and closed 5 in Q3 2017.
- Quantitative Advantage's portfolio value rose 2.2% quarter-over-quarter to $324M.
Based on Quantitative Advantage's 13F filing for Q3 2017, filed 20 Oct 2017.