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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
+2.34%
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
$417M
AUM Growth
-$7.53M
Cap. Flow
-$15M
Cap. Flow %
-3.59%
Top 10 Hldgs %
54.46%
Holding
62
New
18
Increased
8
Reduced
17
Closed
19

Top Buys

Rank Stock Value
1
IVW icon
iShares S&P 500 Growth ETF
IVW
+$63.5M
2
VUG icon
Vanguard Growth ETF
VUG
+$35.5M
3
EFAV icon
iShares MSCI EAFE Min Vol Factor ETF
EFAV
+$17.7M
4
IYW icon
iShares US Technology ETF
IYW
+$12.3M
5
IYM icon
iShares US Basic Materials ETF
IYM
+$12.2M

Top Sells

Rank Stock Value
1
IJT icon
iShares S&P Small-Cap 600 Growth ETF
IJT
+$47.5M
2
VBK icon
Vanguard Small-Cap Growth ETF
VBK
+$27.7M
3
EPP icon
iShares MSCI Pacific ex Japan ETF
EPP
+$26.2M
4
IEV icon
iShares Europe ETF
IEV
+$12.2M
5
SCZ icon
iShares MSCI EAFE Small-Cap ETF
SCZ
+$12.1M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VNQ icon
26
Vanguard Real Estate ETF
VNQ
$39.6B
$5.52M 1.33%
78,205
-35,096
-31% -$2.4M
SPLV icon
27
Invesco S&P 500 Low Volatility ETF
SPLV
$7.19B
$5.38M 1.29%
+158,152
New +$5.21M
FXF icon
28
Invesco CurrencyShares Swiss Franc Trust
FXF
$420M
$5.36M 1.29%
48,422
-6,498
-12% -$713K
DBO icon
29
Invesco DB Oil Fund
DBO
$385M
$5.34M 1.28%
186,633
-23,307
-11% -$643K
QQQ icon
30
Invesco QQQ Trust
QQQ
$466B
$5.31M 1.27%
+60,528
New +$5.35M
FXE icon
31
Invesco CurrencyShares Euro Currency Trust
FXE
$354M
$5.26M 1.26%
38,688
-4,967
-11% -$673K
IVV icon
32
iShares Core S&P 500 ETF
IVV
$881B
$4.38M 1.05%
23,271
+657
+3% +$121K
BND icon
33
Vanguard Total Bond Market
BND
$159B
$4.27M 1.02%
+52,557
New +$4.26M
PCY icon
34
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.4B
$4.25M 1.02%
+151,826
New +$4.14M
IJH icon
35
iShares Core S&P Mid-Cap ETF
IJH
$122B
$3.55M 0.85%
129,215
-25,890
-17% -$697K
IJR icon
36
iShares Core S&P Small-Cap ETF
IJR
$110B
$3.54M 0.85%
64,304
-12,706
-16% -$687K
HYG icon
37
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.9B
$3.41M 0.82%
36,142
-6,728
-16% -$631K
REM icon
38
iShares Mortgage Real Estate ETF
REM
$559M
$3.22M 0.77%
+65,743
New +$3.24M
VOE icon
39
Vanguard Mid-Cap Value ETF
VOE
$23.5B
$2.19M 0.52%
26,391
-1,196
-4% -$95.9K
VB icon
40
Vanguard Small-Cap ETF
VB
$79.7B
$2.07M 0.5%
18,346
-794
-4% -$88K
PICB icon
41
Invesco International Corporate Bond ETF
PICB
$352M
$1.96M 0.47%
65,230
-2,602
-4% -$77.1K
IFLN
42
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
$309M
$1.96M 0.47%
100,691
-3,911
-4% -$75.7K
VV icon
43
Vanguard Large-Cap ETF
VV
$52.2B
$1.53M 0.37%
+17,758
New +$1.5M
BSV icon
44
Vanguard Short-Term Bond ETF
BSV
$44.7B
– –
-80,130
Closed -$6.41M
BWX icon
45
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.33B
– –
-277,174
Closed -$8M
EFA icon
46
iShares MSCI EAFE ETF
EFA
$76.5B
– –
-68,400
Closed -$4.59M
EPP icon
47
iShares MSCI Pacific ex Japan ETF
EPP
$2.16B
– –
-559,718
Closed -$26.2M
IFGL icon
48
iShares International Developed Real Estate ETF
IFGL
$82M
– –
-113,605
Closed -$3.5M
IJT icon
49
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.23B
– –
-801,578
Closed -$47.5M
IWM icon
50
iShares Russell 2000 ETF
IWM
$82.2B
– –
-36,016
Closed -$4.16M
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
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SG
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OAMG
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SIMM
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Quantitative Advantage's Q1 2014 Portfolio in Review

As of Q1 2014, Quantitative Advantage held 62 positions worth $417M, down 1.8% from $424M the previous quarter. Its ten largest holdings account for 54% of the portfolio.

Quantitative Advantage withdrew a net $15M in Q1 2014, closing 19 positions and reducing 17 holdings. Its most notable exit was iShares S&P Small-Cap 600 Growth ETF, an estimated $47.5M position sold in full.

Against the trend, Quantitative Advantage opened a new position in iShares S&P 500 Growth ETF worth $64.2M.

  • Quantitative Advantage's largest Q1 2014 buy was iShares S&P 500 Growth ETF: 2,570,616 shares worth $64.2M.
  • Quantitative Advantage added most to PIMCO Enhanced Short Maturity Active Exchange-Traded Fund in Q1 2014, an estimated $4.89M increase.
  • Quantitative Advantage's biggest Q1 2014 reduction was iShares Europe ETF, cutting an estimated $12.2M.
  • Quantitative Advantage fully exited iShares S&P Small-Cap 600 Growth ETF in Q1 2014, selling an estimated $47.5M.
  • Quantitative Advantage's ten largest holdings make up 54% of its $417M portfolio in Q1 2014.
  • Quantitative Advantage opened 18 new positions and closed 19 in Q1 2014.
  • Quantitative Advantage's portfolio value fell 1.8% quarter-over-quarter to $417M.

Based on Quantitative Advantage's 13F filing for Q1 2014, filed 12 May 2014.