IA

ITS Asset Management, L.P.

Concentrated strategyMomentum followerQuality / disciplined sizing

Total reported value

$54.8M

Reporting period: 2016-09-30 · Number of holdings: 6

ITS Asset Management, L.P. disclosed 6 holdings in its latest 13F filing for the period ending 2016-09-30, with total reported value of $54.8M and a quarterly turnover rate of 59.9%.

Personality snowflake

Concentration
100
Portfolio Stability
59.92
Momentum/Contrarian
100
Sector conviction
0
Diversification
12
Sizing Uniformity
90.78

Recent moves

  • Add IJR

    +147.4%　$10.0M

  • Trim EFAV

    -48.7%　-$7.0M

  • Trim AGG

    -29.2%　-$9.4M

  • Trim FENY

    -38.0%　-$1.3M

  • Trim TLT

    -23.8%　-$1.0M

  • Sold out IEF

Holdings Map

New buyAddUnchangedTrim

Top 10 holdings by weight

Full holdings list this quarter

#TickerIssuerAsset SubclassWeightWeight ChangeShares Change4Q Trend
1AGGIshares Core U.s. AggregateETF-Other41.48%-8.38%-29.16%
2IJRIshares Core S&p Small-cap EETF-Small Cap29.21%+19.81%+147.37%
3EFAVIshares Msci Eafe Min Vol FaETF-Other13.93%-8.71%-48.66%
4ONEQFidelity Nasdaq Comp IndxETF-Tech5.63%+5.63%NEW
5TLTIshares 20+ Year Treasury BdETF-Gov Bonds5.62%-0.72%-23.80%
6FENYFidelity Msci Energy IndexETF-Large Cap & Growth4.13%-1.41%-38.04%

Holding changes this quarter

ITS Asset Management, L.P.'s most significant position changes for 2016-09-30: Sold out: Ishares 7-10 Year Treasury B (IEF); New buy: Fidelity Nasdaq Comp Indx (ONEQ); Add: Ishares Core S&p Small-cap E (IJR) — shares +147.37%; Trim: Ishares Msci Eafe Min Vol Fa (EFAV) — shares -48.66%; Trim: Ishares Core U.s. Aggregate (AGG) — shares -29.16%.

Position changes disclosed by ITS Asset Management, L.P. for the quarter ending 2016-09-30, including ticker, issuer, weight change, shares change, and action
#TickerIssuerWeight ChangeShares ChangeAction
1IJRIshares Core S&p Small-cap E+19.8%+147.37%Add
2TLTIshares 20+ Year Treasury Bd-0.7%-23.80%Trim
3FENYFidelity Msci Energy Index-1.4%-38.04%Trim
4AGGIshares Core U.s. Aggregate-8.4%-29.16%Trim
5EFAVIshares Msci Eafe Min Vol Fa-8.7%-48.66%Trim
6IEFIshares 7-10 Year Treasury B—EXITSold out
7ONEQFidelity Nasdaq Comp Indx—NEWNew buy

FAQ

What is ITS Asset Management, L.P. and what type of investor is it?
ITS Asset Management, L.P. is a investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2016-09-30), the firm manages a tracked equity portfolio valued at approximately $54.8M, spread across 6 disclosed positions.
What are ITS Asset Management, L.P.'s largest equity positions?
Based on the latest 13F filing, ITS Asset Management, L.P.'s top holdings by market value are: 1. Ishares Core U.s. Aggregate (AGG) — $22.7M (41.5%) 2. Ishares Core S&p Small-cap E (IJR) — $16.0M (29.2%) 3. Ishares Msci Eafe Min Vol Fa (EFAV) — $7.6M (13.9%) 4. Fidelity Nasdaq Comp Indx (ONEQ) — $3.1M (5.6%) 5. Ishares 20+ Year Treasury Bd (TLT) — $3.1M (5.6%)
What changes did ITS Asset Management, L.P. make in its most recent portfolio filing?
In the latest reported quarter, ITS Asset Management, L.P. made 7 notable position adjustments: 1 new positions were initiated, 1 existing holdings were added to, 4 positions were partially reduced, and 1 were completely exited. The largest of these moves: Sold out: Ishares 7-10 Year Treasury B (IEF); New buy: Fidelity Nasdaq Comp Indx (ONEQ); Add: Ishares Core S&p Small-cap E (IJR) — shares +147.37%; Trim: Ishares Msci Eafe Min Vol Fa (EFAV) — shares -48.66%; Trim: Ishares Core U.s. Aggregate (AGG) — shares -29.16%
What sectors does ITS Asset Management, L.P. focus on?
Sector breakdown data is not yet available for ITS Asset Management, L.P.. Check back after the next 13F processing cycle.