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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
(-6.9%)
Cap. Flow
-$27.3M
Cap. Flow
% of AUM
-6.84%
Top 10 Holdings %
Top 10 Hldgs %
52.55%
Holding
60
New
16
Increased
2
Reduced
27
Closed
15
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
|
+$19.9M |
| 2 |
iShares MSCI Canada ETF
EWC
|
+$16.9M |
| 3 |
iShares MSCI Japan ETF
EWJ
|
+$16.1M |
| 4 |
Vanguard Total International Bond ETF
BNDX
|
+$12.3M |
| 5 |
iShares US Financials ETF
IYF
|
+$11.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE Min Vol Factor ETF
EFAV
|
+$22M |
| 2 |
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
|
+$18.3M |
| 3 |
iShares MSCI Emerging Markets ETF
EEM
|
+$15.5M |
| 4 |
iShares US Utilities ETF
IDU
|
+$13.2M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
51
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
$673M
| – | – |
-363,502
| Closed | -$18.3M |
|
52
Invesco CurrencyShares British Pound Sterling Trust
FXB
$77.6M
| – | – |
-32,352
| Closed | -$5.45M |
|
53
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.74B
| – | – |
-49,300
| Closed | -$5.27M |
|
|
54
iShares US Utilities ETF
IDU
$1.38B
| – | – |
-237,890
| Closed | -$13.2M |
|
|
55
iShares US Energy ETF
IYE
$1.7B
| – | – |
-231,322
| Closed | -$13.1M |
|
56
Vanguard FTSE Developed Markets ETF
VEA
$226B
| – | – |
-209,446
| Closed | -$8.92M |
|
57
Vanguard Energy ETF
VDE
$9.76B
| – | – |
-45,922
| Closed | -$6.61M |
|
58
Vanguard FTSE Europe ETF
VGK
$30B
| – | – |
-148,345
| Closed | -$8.89M |
|
59
Vanguard Mid-Cap Value ETF
VOE
$23.5B
| – | – |
-25,012
| Closed | -$2.17M |
|
|
VPU
60
Vanguard Utilities ETF
VPU
$8.64B
| – | – |
-67,538
| Closed | -$6.53M |
|
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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.