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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
(-8.6%)
Cap. Flow
-$15.6M
Cap. Flow
% of AUM
-4.41%
Top 10 Holdings %
Top 10 Hldgs %
53.78%
Holding
55
New
13
Increased
6
Reduced
26
Closed
10
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$43.5M |
| 2 |
Vanguard Growth ETF
VUG
|
+$23.2M |
| 3 |
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
|
+$22.1M |
| 4 |
iShares MSCI EAFE Min Vol Factor ETF
EFAV
|
+$10.7M |
| 5 |
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
|
+$9.18M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard Mid-Cap Growth ETF
VOT
|
+$37.1M |
| 2 |
iShares S&P Mid-Cap 400 Growth ETF
IJK
|
+$24.9M |
| 3 |
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
|
+$15.6M |
| 4 |
WisdomTree Japan Hedged Equity Fund
DXJ
|
+$14.9M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
51
iShares International Developed Real Estate ETF
IFGL
$82M
| – | – |
-65,314
| Closed | -$1.94M |
|
52
Vanguard Information Technology ETF
VGT
$139B
| – | – |
-515,800
| Closed | -$6.85M |
|
53
Vanguard Global ex-US Real Estate ETF
VNQI
$3.49B
| – | – |
-32,698
| Closed | -$1.81M |
|
54
Vanguard FTSE Pacific ETF
VPL
$8B
| – | – |
-154,635
| Closed | -$9.44M |
|
|
CYB
55
DELISTED
WisdomTree Chinese Yuan Strategy Fund
CYB
| – | – |
-163,099
| Closed | -$4.2M |
|
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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.