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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
Cap. Flow
-$15.6M
Cap. Flow %
-4.41%
Top 10 Hldgs %
53.78%
Holding
55
New
13
Increased
6
Reduced
26
Closed
10

Top Buys

Rank Stock Value
1
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$43.5M
2
VUG icon
Vanguard Growth ETF
VUG
+$23.2M
3
MINT icon
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
+$22.1M
4
EFAV icon
iShares MSCI EAFE Min Vol Factor ETF
EFAV
+$10.7M
5
SPSB icon
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
+$9.18M

Top Sells

Rank Stock Value
1
VOT icon
Vanguard Mid-Cap Growth ETF
VOT
+$37.1M
2
IJK icon
iShares S&P Mid-Cap 400 Growth ETF
IJK
+$24.9M
3
HYS icon
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
+$15.6M
4
DXJ icon
WisdomTree Japan Hedged Equity Fund
DXJ
+$14.9M
5
BNDX icon
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
SHV icon
1
iShares 0-1 Year Treasury Bond ETF
SHV
$20.9B
$43.5M 12.26%
+394,047
New +$43.5M
IJK icon
2
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.8B
$30.3M 8.55%
771,476
-595,468
-44% -$24.9M
MINT icon
3
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$27.8M 7.83%
275,487
+218,275
+382% +$22.1M
VUG icon
4
Vanguard Growth ETF
VUG
$221B
$23.8M 6.71%
1,422,516
+1,310,010
+1,164% +$23.2M
SCZ icon
5
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.9B
$14.2M 4.01%
297,508
-9,333
-3% -$466K
IYC icon
6
iShares US Consumer Discretionary ETF
IYC
$1.16B
$11.3M 3.19%
329,116
-14,264
-4% -$514K
IYH icon
7
iShares US Healthcare ETF
IYH
$3.2B
$10.6M 2.98%
378,015
-15,590
-4% -$485K
EFAV icon
8
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.23B
$10.2M 2.88%
+163,675
New +$10.7M
IBB icon
9
iShares Biotechnology ETF
IBB
$9.23B
$9.79M 2.76%
96,786
-3,981
-4% -$477K
AGG icon
10
iShares Core US Aggregate Bond ETF
AGG
$139B
$9.28M 2.62%
84,658
+63,351
+297% +$6.91M
MBB icon
11
iShares MBS ETF
MBB
$39.3B
$9.22M 2.6%
84,113
-6,290
-7% -$686K
SPSB icon
12
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.5B
$9.18M 2.59%
+300,608
New +$9.18M
VEA icon
13
Vanguard FTSE Developed Markets ETF
VEA
$226B
$8.32M 2.35%
233,352
-1,365
-0.6% -$52.4K
HEZU icon
14
iShares Currency Hedged MSCI Eurozone ETF
HEZU
$564M
$7.87M 2.22%
317,387
-215,625
-40% -$5.8M
VCR icon
15
Vanguard Consumer Discretionary ETF
VCR
$6.15B
$7.13M 2.01%
60,539
+654
+1% +$80.9K
IEF icon
16
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$7.11M 2.01%
65,911
-26,792
-29% -$2.85M
IGIB icon
17
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.6B
$7.09M 2%
+130,602
New +$7.08M
IYK icon
18
iShares US Consumer Staples ETF
IYK
$1.39B
$6.99M 1.97%
204,366
-133,869
-40% -$4.71M
DBEF icon
19
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9B
$6.78M 1.91%
259,925
-103,808
-29% -$2.92M
IYW icon
20
iShares US Technology ETF
IYW
$24B
$6.65M 1.88%
268,860
-171,528
-39% -$4.43M
VHT icon
21
Vanguard Health Care ETF
VHT
$18B
$6.58M 1.86%
53,695
+603
+1% +$82.7K
BSV icon
22
Vanguard Short-Term Bond ETF
BSV
$44.7B
$5.78M 1.63%
+71,844
New +$5.76M
VMBS icon
23
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
$5.75M 1.62%
107,758
-2,513
-2% -$133K
VCSH icon
24
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.8B
$5.75M 1.62%
+72,119
New +$5.73M
PBE icon
25
Invesco Biotechnology & Genome ETF
PBE
$285M
$5.66M 1.6%
123,739
+3,486
+3% +$195K
1
2 3

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BFG
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IMOV
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DW
Domani Wealth Lancaster, Pennsylvania $431M AUM 6.62% 1-Year Est. Return
KI
Kula Investments Chicago, Illinois $405M AUM
SG
Stonnington Group Pasadena, California $384M AUM 3.51% 1-Year Est. Return
OAMG
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SIMM
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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.