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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
+2.28%
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
$340M
AUM Growth
-$11.5M
(-3.3%)
Cap. Flow
-$15.1M
Cap. Flow
% of AUM
-4.45%
Top 10 Holdings %
Top 10 Hldgs %
52.61%
Holding
55
New
10
Increased
4
Reduced
32
Closed
9
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$20.7M |
| 2 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$10.3M |
| 3 |
iShares US Telecommunications ETF
IYZ
|
+$9.04M |
| 4 |
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
|
+$8.42M |
| 5 |
iShares MSCI EAFE ETF
EFA
|
+$7.09M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Biotechnology ETF
IBB
|
+$10.7M |
| 2 |
iShares US Financials ETF
IYF
|
+$10.5M |
| 3 |
iShares S&P 500 Growth ETF
IVW
|
+$9.85M |
| 4 |
iShares Europe ETF
IEV
|
+$7.76M |
| 5 |
Vanguard Financials ETF
VFH
|
+$6.7M |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
51
iShares Europe ETF
IEV
$1.63B
| – | – |
-193,592
| Closed | -$7.76M |
|
|
52
iShares US Financials ETF
IYF
$4.24B
| – | – |
-237,522
| Closed | -$10.5M |
|
53
Invesco Biotechnology & Genome ETF
PBE
$285M
| – | – |
-123,705
| Closed | -$6.25M |
|
54
Invesco DB US Dollar Index Bullish Fund
UUP
$432M
| – | – |
-165,294
| Closed | -$4.24M |
|
|
55
Vanguard Financials ETF
VFH
$13.4B
| – | – |
-138,232
| Closed | -$6.7M |
|
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Quantitative Advantage's Q1 2016 Portfolio in Review
As of Q1 2016, Quantitative Advantage held 55 positions worth $340M, down 3.3% from $352M the previous quarter. Its ten largest holdings account for 53% of the portfolio.
Quantitative Advantage withdrew a net $15.1M in Q1 2016, closing 9 positions and reducing 32 holdings. Its most notable exit was iShares Biotechnology ETF, an estimated $10.7M position sold in full.
Against the trend, Quantitative Advantage opened a new position in State Street Utilities Select Sector SPDR ETF worth $11M.
- Quantitative Advantage's largest Q1 2016 buy was State Street Utilities Select Sector SPDR ETF: 444,844 shares worth $11M.
- Quantitative Advantage added most to iShares 0-1 Year Treasury Bond ETF in Q1 2016, an estimated $20.7M increase.
- Quantitative Advantage's biggest Q1 2016 reduction was iShares S&P 500 Growth ETF, cutting an estimated $9.85M.
- Quantitative Advantage fully exited iShares Biotechnology ETF in Q1 2016, selling an estimated $10.7M.
- Quantitative Advantage's ten largest holdings make up 53% of its $340M portfolio in Q1 2016.
- Quantitative Advantage opened 10 new positions and closed 9 in Q1 2016.
- Quantitative Advantage's portfolio value fell 3.3% quarter-over-quarter to $340M.
Based on Quantitative Advantage's 13F filing for Q1 2016, filed 3 May 2016.