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QA

Quantitative Advantage Portfolio holdings

AUM $689M
1-Year Est. Return 6.25%
This Fund
S&P 500
This Quarter Est. Return
-0.37%
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
$400M
AUM Growth
-$29.6M
Cap. Flow
-$27.3M
Cap. Flow %
-6.84%
Top 10 Hldgs %
52.55%
Holding
60
New
16
Increased
2
Reduced
27
Closed
15

Top Buys

Rank Stock Value
1
EEMV icon
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
+$19.9M
2
EWC icon
iShares MSCI Canada ETF
EWC
+$16.9M
3
EWJ icon
iShares MSCI Japan ETF
EWJ
+$16.1M
4
BNDX icon
Vanguard Total International Bond ETF
BNDX
+$12.3M
5
IYF icon
iShares US Financials ETF
IYF
+$11.3M

Top Sells

Rank Stock Value
1
EFAV icon
iShares MSCI EAFE Min Vol Factor ETF
EFAV
+$22M
2
EWX icon
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
+$18.3M
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$15.5M
4
IDU icon
iShares US Utilities ETF
IDU
+$13.2M
5
IYE icon
iShares US Energy ETF
IYE
+$13.1M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
UUP icon
26
Invesco DB US Dollar Index Bullish Fund
UUP
$432M
$5.23M 1.31%
+228,752
New +$5.01M
VPL icon
27
Vanguard FTSE Pacific ETF
VPL
$8B
$5.23M 1.31%
+88,191
New +$5.49M
SPLV icon
28
Invesco S&P 500 Low Volatility ETF
SPLV
$7.19B
$5.1M 1.28%
145,893
-9,477
-6% -$332K
RWM icon
29
ProShares Short Russell2000
RWM
$114M
$5.01M 1.25%
+72,958
New +$4.82M
CYB
30
DELISTED
WisdomTree Chinese Yuan Strategy Fund
CYB
$4.99M 1.25%
+196,977
New +$4.98M
BND icon
31
Vanguard Total Bond Market
BND
$159B
$4.05M 1.01%
49,415
-1,987
-4% -$163K
VCIT icon
32
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.7B
$4.03M 1.01%
47,027
-1,891
-4% -$163K
IVV icon
33
iShares Core S&P 500 ETF
IVV
$881B
$3.81M 0.95%
19,207
-2,859
-13% -$569K
PFF icon
34
iShares Preferred and Income Securities ETF
PFF
$13.3B
$3.2M 0.8%
80,966
-5,205
-6% -$206K
IEF icon
35
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$3.19M 0.8%
+30,813
New +$3.19M
ICF icon
36
iShares Select U.S. REIT ETF
ICF
$2.11B
$3.15M 0.79%
74,660
-5,264
-7% -$233K
MINT icon
37
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$3.02M 0.75%
29,758
+11,320
+61% +$1.15M
EEM icon
38
iShares MSCI Emerging Markets ETF
EEM
$28B
$3.01M 0.75%
72,425
-350,238
-83% -$15.5M
REM icon
39
iShares Mortgage Real Estate ETF
REM
$559M
$2.93M 0.73%
62,125
-3,507
-5% -$176K
VUG icon
40
Vanguard Growth ETF
VUG
$221B
$1.92M 0.48%
115,620
-11,958
-9% -$199K
PGX icon
41
Invesco Preferred ETF
PGX
$3.91B
$1.82M 0.46%
126,110
-6,898
-5% -$100K
BIV icon
42
Vanguard Intermediate-Term Bond ETF
BIV
$29.1B
$1.82M 0.45%
+21,548
New +$1.82M
PICB icon
43
Invesco International Corporate Bond ETF
PICB
$352M
$1.73M 0.43%
59,561
-3,162
-5% -$94.9K
VNQI icon
44
Vanguard Global ex-US Real Estate ETF
VNQI
$3.49B
$1.69M 0.42%
+31,096
New +$1.81M
VV icon
45
Vanguard Large-Cap ETF
VV
$52.2B
$1.6M 0.4%
17,726
-390
-2% -$35.4K
BKLN icon
46
Invesco Senior Loan ETF
BKLN
$7.19B
– –
-517,559
Closed -$12.9M
DBA icon
47
Invesco DB Agriculture Fund
DBA
$1.24B
– –
-192,079
Closed -$5.27M
DBO icon
48
Invesco DB Oil Fund
DBO
$385M
– –
-183,038
Closed -$5.63M
DIA icon
49
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
– –
-20,646
Closed -$3.47M
EFAV icon
50
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.23B
– –
-336,267
Closed -$22M
1
2
3

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IMOV
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DW
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KI
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OAMG
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SIMM
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Quantitative Advantage's Q3 2014 Portfolio in Review

As of Q3 2014, Quantitative Advantage held 60 positions worth $400M, down 6.9% from $429M the previous quarter. Its ten largest holdings account for 53% of the portfolio.

Quantitative Advantage withdrew a net $27.3M in Q3 2014, closing 15 positions and reducing 27 holdings. Its most notable exit was iShares MSCI EAFE Min Vol Factor ETF, an estimated $22M position sold in full.

Against the trend, Quantitative Advantage opened a new position in iShares MSCI Emerging Markets Min Vol Factor ETF worth $19.3M.

  • Quantitative Advantage's largest Q3 2014 buy was iShares MSCI Emerging Markets Min Vol Factor ETF: 323,466 shares worth $19.3M.
  • Quantitative Advantage added most to Vanguard FTSE Emerging Markets ETF in Q3 2014, an estimated $1.73M increase.
  • Quantitative Advantage's biggest Q3 2014 reduction was iShares MSCI Emerging Markets ETF, cutting an estimated $15.5M.
  • Quantitative Advantage fully exited iShares MSCI EAFE Min Vol Factor ETF in Q3 2014, selling an estimated $22M.
  • Quantitative Advantage's ten largest holdings make up 53% of its $400M portfolio in Q3 2014.
  • Quantitative Advantage opened 16 new positions and closed 15 in Q3 2014.
  • Quantitative Advantage's portfolio value fell 6.9% quarter-over-quarter to $400M.

Based on Quantitative Advantage's 13F filing for Q3 2014, filed 14 Nov 2014.