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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
+5.08%
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
$424M
AUM Growth
+$13.2M
Cap. Flow
-$5.72M
Cap. Flow %
-1.35%
Top 10 Hldgs %
56.18%
Holding
49
New
8
Increased
16
Reduced
20
Closed
5

Top Buys

Rank Stock Value
1
EPP icon
iShares MSCI Pacific ex Japan ETF
EPP
+$27M
2
VSS icon
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
+$13.8M
3
MBB icon
iShares MBS ETF
MBB
+$8.16M
4
BWX icon
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
+$8.09M
5
VMBS icon
Vanguard Mortgage-Backed Securities ETF
VMBS
+$4.37M

Top Sells

Rank Stock Value
1
EWJ icon
iShares MSCI Japan ETF
EWJ
+$27.4M
2
VPL icon
Vanguard FTSE Pacific ETF
VPL
+$13M
3
SPSB icon
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
+$8.11M
4
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$7.85M
5
MINT icon
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
+$6.57M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VIS icon
26
Vanguard Industrials ETF
VIS
$8.12B
$4.54M 1.07%
45,388
+1,472
+3% +$139K
VGT icon
27
Vanguard Information Technology ETF
VGT
$139B
$4.51M 1.06%
402,560
+13,664
+4% +$145K
VCR icon
28
Vanguard Consumer Discretionary ETF
VCR
$6.15B
$4.45M 1.05%
41,173
+1,395
+4% +$144K
VHT icon
29
Vanguard Health Care ETF
VHT
$18B
$4.42M 1.04%
43,677
+1,439
+3% +$141K
VAW icon
30
Vanguard Materials ETF
VAW
$2.96B
$4.34M 1.02%
+42,001
New +$4.18M
VMBS icon
31
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
$4.33M 1.02%
+84,952
New +$4.37M
CORP icon
32
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
CORP
$1.59B
$4.2M 0.99%
+42,460
New +$4.35M
IJR icon
33
iShares Core S&P Small-Cap ETF
IJR
$110B
$4.2M 0.99%
77,010
-13,604
-15% -$711K
IVV icon
34
iShares Core S&P 500 ETF
IVV
$881B
$4.2M 0.99%
22,614
-3,999
-15% -$712K
IWM icon
35
iShares Russell 2000 ETF
IWM
$82.2B
$4.16M 0.98%
36,016
-6,216
-15% -$687K
IJH icon
36
iShares Core S&P Mid-Cap ETF
IJH
$122B
$4.15M 0.98%
155,105
-26,830
-15% -$693K
HYG icon
37
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.9B
$3.98M 0.94%
42,870
-7,228
-14% -$671K
IYR icon
38
iShares US Real Estate ETF
IYR
$4.83B
$3.65M 0.86%
+57,830
New +$3.72M
IFGL icon
39
iShares International Developed Real Estate ETF
IFGL
$82M
$3.5M 0.83%
113,605
-18,546
-14% -$611K
VOE icon
40
Vanguard Mid-Cap Value ETF
VOE
$23.5B
$2.2M 0.52%
27,587
-1,952
-7% -$151K
VTV icon
41
Vanguard Value ETF
VTV
$186B
$2.19M 0.52%
28,670
-2,021
-7% -$149K
VB icon
42
Vanguard Small-Cap ETF
VB
$79.7B
$2.1M 0.5%
19,140
-1,340
-7% -$143K
IFLN
43
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
$309M
$2.01M 0.47%
104,602
-7,201
-6% -$138K
PICB icon
44
Invesco International Corporate Bond ETF
PICB
$352M
$2M 0.47%
67,832
-4,679
-6% -$138K
EWJ icon
45
iShares MSCI Japan ETF
EWJ
$21.5B
– –
-574,227
Closed -$27.4M
IEF icon
46
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
– –
-76,838
Closed -$7.85M
VFH icon
47
Vanguard Financials ETF
VFH
$13.4B
– –
-96,014
Closed -$3.92M
VGIT icon
48
Vanguard Intermediate-Term Treasury ETF
VGIT
$41.9B
– –
-71,165
Closed -$4.53M
VPL icon
49
Vanguard FTSE Pacific ETF
VPL
$8B
– –
-214,698
Closed -$13M
1
2

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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 Q4 2013 Portfolio in Review

As of Q4 2013, Quantitative Advantage held 49 positions worth $424M, up 3.2% from $411M the previous quarter. Its ten largest holdings account for 56% of the portfolio.

Quantitative Advantage's Q4 2013 filing shows 8 new, 16 increased, 20 reduced and 5 closed positions. Its largest new stake was iShares MSCI Pacific ex Japan ETF: 559,718 shares worth $26.2M. The largest sale was iShares MSCI Japan ETF, an estimated $27.4M.

  • Quantitative Advantage's largest Q4 2013 buy was iShares MSCI Pacific ex Japan ETF: 559,718 shares worth $26.2M.
  • Quantitative Advantage added most to Vanguard Real Estate ETF in Q4 2013, an estimated $970K increase.
  • Quantitative Advantage's biggest Q4 2013 reduction was State Street SPDR Portfolio Short Term Corporate Bond ETF, cutting an estimated $8.11M.
  • Quantitative Advantage fully exited iShares MSCI Japan ETF in Q4 2013, selling an estimated $27.4M.
  • Quantitative Advantage's ten largest holdings make up 56% of its $424M portfolio in Q4 2013.
  • Quantitative Advantage opened 8 new positions and closed 5 in Q4 2013.
  • Quantitative Advantage's portfolio value rose 3.2% quarter-over-quarter to $424M.

Based on Quantitative Advantage's 13F filing for Q4 2013, filed 7 Feb 2014.