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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
+1.86%
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
$329M
AUM Growth
-$9.1M
(-2.7%)
Cap. Flow
-$12.8M
Cap. Flow
% of AUM
-3.89%
Top 10 Holdings %
Top 10 Hldgs %
50.94%
Holding
55
New
8
Increased
8
Reduced
32
Closed
7
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares S&P Mid-Cap 400 Value ETF
IJJ
|
+$8.26M |
| 2 |
Invesco S&P International Developed Low Volatility ETF
IDLV
|
+$7.41M |
| 3 |
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
|
+$7.39M |
| 4 |
Invesco S&P Emerging Markets Low Volatility ETF
EELV
|
+$4.96M |
| 5 |
Vanguard FTSE Pacific ETF
VPL
|
+$4.43M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$13.7M |
| 2 |
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
|
+$10.3M |
| 3 |
iShares MSCI EAFE Small-Cap ETF
SCZ
|
+$7.41M |
| 4 |
iShares MSCI EAFE ETF
EFA
|
+$6.93M |
| 5 |
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
|
+$5.07M |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
51
Invesco CurrencyShares Swiss Franc Trust
FXF
$420M
| – | – |
-35,827
| Closed | -$3.52M |
|
|
52
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.9B
| – | – |
-153,626
| Closed | -$7.41M |
|
53
Vanguard FTSE Europe ETF
VGK
$30B
| – | – |
-102,930
| Closed | -$4.8M |
|
|
54
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.3B
| – | – |
-54,476
| Closed | -$5.07M |
|
55
Vanguard Growth ETF
VUG
$221B
| – | – |
-97,794
| Closed | -$1.75M |
|
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Quantitative Advantage's Q3 2016 Portfolio in Review
As of Q3 2016, Quantitative Advantage held 55 positions worth $329M, down 2.7% from $338M the previous quarter. Its ten largest holdings account for 51% of the portfolio.
Quantitative Advantage withdrew a net $12.8M in Q3 2016, closing 7 positions and reducing 32 holdings. Its most notable exit was iShares MSCI EAFE Small-Cap ETF, an estimated $7.41M position sold in full.
Against the trend, Quantitative Advantage opened a new position in Invesco S&P International Developed Low Volatility ETF worth $7.42M.
- Quantitative Advantage's largest Q3 2016 buy was Invesco S&P International Developed Low Volatility ETF: 241,847 shares worth $7.42M.
- Quantitative Advantage added most to iShares S&P Mid-Cap 400 Value ETF in Q3 2016, an estimated $8.26M increase.
- Quantitative Advantage's biggest Q3 2016 reduction was iShares 0-1 Year Treasury Bond ETF, cutting an estimated $13.7M.
- Quantitative Advantage fully exited iShares MSCI EAFE Small-Cap ETF in Q3 2016, selling an estimated $7.41M.
- Quantitative Advantage's ten largest holdings make up 51% of its $329M portfolio in Q3 2016.
- Quantitative Advantage opened 8 new positions and closed 7 in Q3 2016.
- Quantitative Advantage's portfolio value fell 2.7% quarter-over-quarter to $329M.
Based on Quantitative Advantage's 13F filing for Q3 2016, filed 9 Nov 2016.