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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
Cap. Flow
-$27.3M
Cap. Flow %
-6.84%
Top 10 Hldgs %
52.55%
Holding
60
New
16
Increased
2
Reduced
27
Closed
15

Top Buys

Rank Stock Value
1
EEMV icon
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
+$19.9M
2
EWC icon
iShares MSCI Canada ETF
EWC
+$16.9M
3
EWJ icon
iShares MSCI Japan ETF
EWJ
+$16.1M
4
BNDX icon
Vanguard Total International Bond ETF
BNDX
+$12.3M
5
IYF icon
iShares US Financials ETF
IYF
+$11.3M

Top Sells

Rank Stock Value
1
EFAV icon
iShares MSCI EAFE Min Vol Factor ETF
EFAV
+$22M
2
EWX icon
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
+$18.3M
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$15.5M
4
IDU icon
iShares US Utilities ETF
IDU
+$13.2M
5
IYE icon
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
IVE icon
1
iShares S&P 500 Value ETF
IVE
$48.8B
$60.4M 15.11%
670,626
-52,773
-7% -$4.8M
VTV icon
2
Vanguard Value ETF
VTV
$186B
$37.1M 9.29%
457,274
-2,182
-0.5% -$178K
EEMV icon
3
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.42B
$19.3M 4.84%
+323,466
New +$19.9M
EWC icon
4
iShares MSCI Canada ETF
EWC
$6.08B
$16.1M 4.02%
+524,087
New +$16.9M
EWJ icon
5
iShares MSCI Japan ETF
EWJ
$21.5B
$15.9M 3.97%
+337,386
New +$16.1M
IYH icon
6
iShares US Healthcare ETF
IYH
$3.2B
$12.8M 3.19%
475,385
-44,480
-9% -$1.17M
IYW icon
7
iShares US Technology ETF
IYW
$24B
$12.6M 3.16%
500,888
-46,364
-8% -$1.16M
BNDX icon
8
Vanguard Total International Bond ETF
BNDX
$82.2B
$12.4M 3.09%
+237,153
New +$12.3M
IYM icon
9
iShares US Basic Materials ETF
IYM
$1.18B
$11.9M 2.98%
138,299
-11,690
-8% -$1.02M
AGG icon
10
iShares Core US Aggregate Bond ETF
AGG
$139B
$11.6M 2.91%
106,568
-3,285
-3% -$359K
EMB icon
11
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.6B
$11.6M 2.9%
102,613
-2,596
-2% -$298K
LQD icon
12
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$35.2B
$11.5M 2.88%
97,262
-2,175
-2% -$259K
IYF icon
13
iShares US Financials ETF
IYF
$4.24B
$11.2M 2.81%
+268,486
New +$11.3M
IYK icon
14
iShares US Consumer Staples ETF
IYK
$1.39B
$11.1M 2.78%
+337,968
New +$11.2M
VWO icon
15
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$10.4M 2.61%
249,786
+39,006
+19% +$1.73M
IDLV icon
16
Invesco S&P International Developed Low Volatility ETF
IDLV
$340M
$8.54M 2.14%
+269,749
New +$8.95M
IGIB icon
17
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.6B
$8.38M 2.1%
153,410
-1,230
-0.8% -$67.5K
VHT icon
18
Vanguard Health Care ETF
VHT
$18B
$6.83M 1.71%
58,395
-481
-0.8% -$55.1K
VNQ icon
19
Vanguard Real Estate ETF
VNQ
$39.6B
$6.79M 1.7%
94,554
-6,277
-6% -$474K
VGT icon
20
Vanguard Information Technology ETF
VGT
$139B
$6.7M 1.68%
535,464
-5,360
-1% -$66.6K
VAW icon
21
Vanguard Materials ETF
VAW
$2.96B
$6.37M 1.59%
57,848
-417
-0.7% -$46.7K
VDC icon
22
Vanguard Consumer Staples ETF
VDC
$7.96B
$6.08M 1.52%
+51,735
New +$6.02M
VFH icon
23
Vanguard Financials ETF
VFH
$13.4B
$5.97M 1.49%
+128,666
New +$6M
PCY icon
24
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.4B
$5.87M 1.47%
206,153
-9,482
-4% -$275K
CORP icon
25
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
CORP
$1.59B
$5.74M 1.44%
56,138
-2,477
-4% -$256K
1
2 3

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BFG
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IMOV
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DW
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KI
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SG
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OAMG
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SIMM
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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.