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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
+5.46%
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
$393M
AUM Growth
-$7.26M
(-1.8%)
Cap. Flow
-$18.6M
Cap. Flow
% of AUM
-4.72%
Top 10 Holdings %
Top 10 Hldgs %
53.66%
Holding
58
New
16
Increased
4
Reduced
23
Closed
15
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares S&P Mid-Cap 400 Growth ETF
IJK
|
+$58.5M |
| 2 |
Vanguard Mid-Cap Growth ETF
VOT
|
+$37.7M |
| 3 |
iShares MSCI EAFE Small-Cap ETF
SCZ
|
+$15.3M |
| 4 |
iShares Currency Hedged MSCI Eurozone ETF
HEZU
|
+$14.9M |
| 5 |
iShares Select U.S. REIT ETF
ICF
|
+$12.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares S&P 500 Value ETF
IVE
|
+$62.2M |
| 2 |
Vanguard Value ETF
VTV
|
+$38.5M |
| 3 |
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
|
+$30.1M |
| 4 |
iShares US Technology ETF
IYW
|
+$13.3M |
| 5 |
iShares US Utilities ETF
IDU
|
+$12.9M |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
51
iShares US Technology ETF
IYW
$24B
| – | – |
-508,204
| Closed | -$13.3M |
|
52
iShares Mortgage Real Estate ETF
REM
$559M
| – | – |
-55,939
| Closed | -$2.62M |
|
53
ProShares Short Russell2000
RWM
$114M
| – | – |
-42,040
| Closed | -$2.6M |
|
54
Vanguard Financials ETF
VFH
$13.4B
| – | – |
-128,454
| Closed | -$6.38M |
|
55
Vanguard Information Technology ETF
VGT
$139B
| – | – |
-530,176
| Closed | -$6.92M |
|
|
VPU
56
Vanguard Utilities ETF
VPU
$8.64B
| – | – |
-64,854
| Closed | -$6.64M |
|
|
57
Vanguard Value ETF
VTV
$186B
| – | – |
-455,087
| Closed | -$38.5M |
|
58
Vanguard FTSE Emerging Markets ETF
VWO
$119B
| – | – |
-134,917
| Closed | -$5.4M |
|
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Quantitative Advantage's Q1 2015 Portfolio in Review
As of Q1 2015, Quantitative Advantage held 58 positions worth $393M, down 1.8% from $400M the previous quarter. Its ten largest holdings account for 54% of the portfolio.
Quantitative Advantage withdrew a net $18.6M in Q1 2015, closing 15 positions and reducing 23 holdings. Its most notable exit was iShares S&P 500 Value ETF, an estimated $62.2M position sold in full.
Against the trend, Quantitative Advantage opened a new position in iShares S&P Mid-Cap 400 Growth ETF worth $60.6M.
- Quantitative Advantage's largest Q1 2015 buy was iShares S&P Mid-Cap 400 Growth ETF: 1,412,316 shares worth $60.6M.
- Quantitative Advantage added most to Vanguard Intermediate-Term Bond ETF in Q1 2015, an estimated $7.63M increase.
- Quantitative Advantage's biggest Q1 2015 reduction was PIMCO Enhanced Short Maturity Active Exchange-Traded Fund, cutting an estimated $30.1M.
- Quantitative Advantage fully exited iShares S&P 500 Value ETF in Q1 2015, selling an estimated $62.2M.
- Quantitative Advantage's ten largest holdings make up 54% of its $393M portfolio in Q1 2015.
- Quantitative Advantage opened 16 new positions and closed 15 in Q1 2015.
- Quantitative Advantage's portfolio value fell 1.8% quarter-over-quarter to $393M.
Based on Quantitative Advantage's 13F filing for Q1 2015, filed 7 May 2015.