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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
(-1.8%)
Cap. Flow
-$15M
Cap. Flow
% of AUM
-3.59%
Top 10 Holdings %
Top 10 Hldgs %
54.46%
Holding
62
New
18
Increased
8
Reduced
17
Closed
19
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares S&P 500 Growth ETF
IVW
|
+$63.5M |
| 2 |
Vanguard Growth ETF
VUG
|
+$35.5M |
| 3 |
iShares MSCI EAFE Min Vol Factor ETF
EFAV
|
+$17.7M |
| 4 |
iShares US Technology ETF
IYW
|
+$12.3M |
| 5 |
iShares US Basic Materials ETF
IYM
|
+$12.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares S&P Small-Cap 600 Growth ETF
IJT
|
+$47.5M |
| 2 |
Vanguard Small-Cap Growth ETF
VBK
|
+$27.7M |
| 3 |
iShares MSCI Pacific ex Japan ETF
EPP
|
+$26.2M |
| 4 |
iShares Europe ETF
IEV
|
+$12.2M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
51
iShares US Consumer Discretionary ETF
IYC
$1.16B
| – | – |
-306,672
| Closed | -$9.31M |
|
52
iShares US Industrials ETF
IYJ
$1.96B
| – | – |
-186,024
| Closed | -$9.43M |
|
53
iShares US Real Estate ETF
IYR
$4.83B
| – | – |
-57,830
| Closed | -$3.65M |
|
54
iShares US Transportation ETF
IYT
$2.34B
| – | – |
-285,468
| Closed | -$9.41M |
|
55
iShares MBS ETF
MBB
$39.3B
| – | – |
-77,322
| Closed | -$8.09M |
|
56
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.5B
| – | – |
-392,457
| Closed | -$12M |
|
|
57
Vanguard Small-Cap Growth ETF
VBK
$23.4B
| – | – |
-226,328
| Closed | -$27.7M |
|
58
Vanguard Consumer Discretionary ETF
VCR
$6.15B
| – | – |
-41,173
| Closed | -$4.45M |
|
59
Vanguard Industrials ETF
VIS
$8.12B
| – | – |
-45,388
| Closed | -$4.54M |
|
60
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
| – | – |
-84,952
| Closed | -$4.33M |
|
61
Vanguard Value ETF
VTV
$186B
| – | – |
-28,670
| Closed | -$2.19M |
|
|
CYB
62
DELISTED
WisdomTree Chinese Yuan Strategy Fund
CYB
| – | – |
-226,382
| Closed | -$5.77M |
|
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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.