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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
-4.27%
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
$355M
AUM Growth
-$33.4M
Cap. Flow
-$15.6M
Cap. Flow %
-4.41%
Top 10 Hldgs %
53.78%
Holding
55
New
13
Increased
6
Reduced
26
Closed
10

Top Buys

Rank Stock Value
1
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$43.5M
2
VUG icon
Vanguard Growth ETF
VUG
+$23.2M
3
MINT icon
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
+$22.1M
4
EFAV icon
iShares MSCI EAFE Min Vol Factor ETF
EFAV
+$10.7M
5
SPSB icon
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
+$9.18M

Top Sells

Rank Stock Value
1
VOT icon
Vanguard Mid-Cap Growth ETF
VOT
+$37.1M
2
IJK icon
iShares S&P Mid-Cap 400 Growth ETF
IJK
+$24.9M
3
HYS icon
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
+$15.6M
4
DXJ icon
WisdomTree Japan Hedged Equity Fund
DXJ
+$14.9M
5
BNDX icon
Vanguard Total International Bond ETF
BNDX
+$11.3M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VSS icon
26
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.3B
$5.41M 1.52%
+59,593
New +$5.71M
VDC icon
27
Vanguard Consumer Staples ETF
VDC
$7.96B
$4.59M 1.29%
37,861
-17,327
-31% -$2.2M
VFH icon
28
Vanguard Financials ETF
VFH
$13.4B
$4.47M 1.26%
+96,669
New +$4.75M
UUP icon
29
Invesco DB US Dollar Index Bullish Fund
UUP
$432M
$4.31M 1.21%
171,561
-11,271
-6% -$284K
BIV icon
30
Vanguard Intermediate-Term Bond ETF
BIV
$29.1B
$3.94M 1.11%
46,396
-110,697
-70% -$9.32M
VCIT icon
31
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.7B
$3.85M 1.08%
45,002
-688
-2% -$58.4K
FXB icon
32
Invesco CurrencyShares British Pound Sterling Trust
FXB
$77.6M
$3.79M 1.07%
+25,594
New +$3.89M
SPLV icon
33
Invesco S&P 500 Low Volatility ETF
SPLV
$7.19B
$3.68M 1.04%
+102,310
New +$3.79M
VNQ icon
34
Vanguard Real Estate ETF
VNQ
$39.6B
$3.26M 0.92%
43,114
-12,427
-22% -$954K
ICF icon
35
iShares Select U.S. REIT ETF
ICF
$2.11B
$2.12M 0.6%
+45,668
New +$2.12M
FXF icon
36
Invesco CurrencyShares Swiss Franc Trust
FXF
$420M
$2.09M 0.59%
+21,070
New +$2.12M
PFF icon
37
iShares Preferred and Income Securities ETF
PFF
$13.3B
$2.09M 0.59%
54,221
-4,460
-8% -$174K
IJH icon
38
iShares Core S&P Mid-Cap ETF
IJH
$122B
$2.07M 0.59%
75,910
-6,990
-8% -$203K
QQQ icon
39
Invesco QQQ Trust
QQQ
$466B
$2.04M 0.58%
20,097
-1,753
-8% -$188K
REZ icon
40
iShares Residential and Multisector Real Estate ETF
REZ
$905M
$2.01M 0.57%
+33,952
New +$1.99M
VV icon
41
Vanguard Large-Cap ETF
VV
$52.2B
$1.81M 0.51%
20,584
-17,820
-46% -$1.66M
PGX icon
42
Invesco Preferred ETF
PGX
$3.91B
$1.77M 0.5%
121,644
-3,919
-3% -$57.3K
VOT icon
43
Vanguard Mid-Cap Growth ETF
VOT
$19.1B
$1.7M 0.48%
17,518
-355,703
-95% -$37.1M
BND icon
44
Vanguard Total Bond Market
BND
$159B
$1.67M 0.47%
20,422
-638
-3% -$52K
IVV icon
45
iShares Core S&P 500 ETF
IVV
$881B
$1.32M 0.37%
6,850
-14,979
-69% -$3.06M
BNDX icon
46
Vanguard Total International Bond ETF
BNDX
$82.2B
– –
-216,237
Closed -$11.3M
DXJ icon
47
WisdomTree Japan Hedged Equity Fund
DXJ
$7.05B
– –
-261,068
Closed -$14.9M
EUM icon
48
ProShares Trust Short MSCI Emerging Markets
EUM
$11.4M
– –
-46,594
Closed -$2.36M
HEFA icon
49
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.2B
– –
-83,134
Closed -$2.27M
HYS icon
50
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.74B
– –
-156,090
Closed -$15.6M
1
2
3

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BFG
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IMOV
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DW
Domani Wealth Lancaster, Pennsylvania $431M AUM 6.62% 1-Year Est. Return
KI
Kula Investments Chicago, Illinois $405M AUM
SG
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OAMG
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SIMM
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Quantitative Advantage's Q3 2015 Portfolio in Review

As of Q3 2015, Quantitative Advantage held 55 positions worth $355M, down 8.6% from $388M the previous quarter. Its ten largest holdings account for 54% of the portfolio.

Quantitative Advantage withdrew a net $15.6M in Q3 2015, closing 10 positions and reducing 26 holdings. Its most notable exit was PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund, an estimated $15.6M position sold in full.

Against the trend, Quantitative Advantage opened a new position in iShares 0-1 Year Treasury Bond ETF worth $43.5M.

  • Quantitative Advantage's largest Q3 2015 buy was iShares 0-1 Year Treasury Bond ETF: 394,047 shares worth $43.5M.
  • Quantitative Advantage added most to Vanguard Growth ETF in Q3 2015, an estimated $23.2M increase.
  • Quantitative Advantage's biggest Q3 2015 reduction was Vanguard Mid-Cap Growth ETF, cutting an estimated $37.1M.
  • Quantitative Advantage fully exited PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund in Q3 2015, selling an estimated $15.6M.
  • Quantitative Advantage's ten largest holdings make up 54% of its $355M portfolio in Q3 2015.
  • Quantitative Advantage opened 13 new positions and closed 10 in Q3 2015.
  • Quantitative Advantage's portfolio value fell 8.6% quarter-over-quarter to $355M.

Based on Quantitative Advantage's 13F filing for Q3 2015, filed 9 Nov 2015.