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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
+7.52%
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
$411M
AUM Growth
+$20.7M
Cap. Flow
+$71.8K
Cap. Flow %
0.02%
Top 10 Hldgs %
57.81%
Holding
54
New
14
Increased
5
Reduced
22
Closed
13

Top Buys

Rank Stock Value
1
IJT icon
iShares S&P Small-Cap 600 Growth ETF
IJT
+$41.2M
2
VBK icon
Vanguard Small-Cap Growth ETF
VBK
+$24.1M
3
SPSB icon
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
+$20.1M
4
HYS icon
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
+$18.8M
5
VGK icon
Vanguard FTSE Europe ETF
VGK
+$12.5M

Top Sells

Rank Stock Value
1
IVE icon
iShares S&P 500 Value ETF
IVE
+$54.3M
2
VOE icon
Vanguard Mid-Cap Value ETF
VOE
+$28M
3
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$12M
4
IYK icon
iShares US Consumer Staples ETF
IYK
+$10.6M
5
MINT icon
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
+$10.5M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IJT icon
1
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.23B
$42.8M 10.4%
+789,484
New +$41.2M
SCZ icon
2
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.9B
$27.6M 6.7%
568,310
+229,413
+68% +$10.5M
IEV icon
3
iShares Europe ETF
IEV
$1.63B
$27.4M 6.67%
621,672
+256,563
+70% +$10.8M
EWJ icon
4
iShares MSCI Japan ETF
EWJ
$21.5B
$27.4M 6.66%
574,227
+231,461
+68% +$10.7M
VBK icon
5
Vanguard Small-Cap Growth ETF
VBK
$23.4B
$25M 6.08%
+218,393
New +$24.1M
SPSB icon
6
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.5B
$20.2M 4.91%
+656,368
New +$20.1M
MINT icon
7
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$19M 4.62%
187,399
-103,245
-36% -$10.5M
HYS icon
8
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.74B
$18.9M 4.59%
+179,859
New +$18.8M
VEA icon
9
Vanguard FTSE Developed Markets ETF
VEA
$226B
$16.5M 4%
415,668
+172,058
+71% +$6.55M
VGK icon
10
Vanguard FTSE Europe ETF
VGK
$30B
$13.1M 3.18%
+239,843
New +$12.5M
VPL icon
11
Vanguard FTSE Pacific ETF
VPL
$8B
$13M 3.17%
214,698
+97,083
+83% +$5.68M
BSV icon
12
Vanguard Short-Term Bond ETF
BSV
$44.7B
$11.3M 2.74%
+140,186
New +$11.2M
IYC icon
13
iShares US Consumer Discretionary ETF
IYC
$1.16B
$8.28M 2.01%
301,048
-125,056
-29% -$3.37M
IYT icon
14
iShares US Transportation ETF
IYT
$2.34B
$8.28M 2.01%
281,404
-108,544
-28% -$3.14M
IYH icon
15
iShares US Healthcare ETF
IYH
$3.2B
$8.27M 2.01%
386,880
-152,195
-28% -$3.23M
IYJ icon
16
iShares US Industrials ETF
IYJ
$1.96B
$8.26M 2.01%
+182,444
New +$8.05M
IYG icon
17
iShares US Financial Services ETF
IYG
$2.06B
$8.25M 2.01%
334,113
-137,118
-29% -$3.43M
IEF icon
18
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$7.85M 1.91%
+76,838
New +$7.77M
FXF icon
19
Invesco CurrencyShares Swiss Franc Trust
FXF
$420M
$6.77M 1.65%
+62,411
New +$6.58M
CYB
20
DELISTED
WisdomTree Chinese Yuan Strategy Fund
CYB
$6.75M 1.64%
256,963
-33,509
-12% -$876K
FXE icon
21
Invesco CurrencyShares Euro Currency Trust
FXE
$354M
$6.62M 1.61%
49,478
-9,180
-16% -$1.21M
VNQ icon
22
Vanguard Real Estate ETF
VNQ
$39.6B
$6.54M 1.59%
98,800
-71,985
-42% -$4.89M
DBO icon
23
Invesco DB Oil Fund
DBO
$385M
$6.51M 1.58%
+237,145
New +$6.51M
EFA icon
24
iShares MSCI EAFE ETF
EFA
$76.5B
$4.97M 1.21%
77,983
-12,144
-13% -$744K
HYG icon
25
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.9B
$4.59M 1.12%
50,098
-84,377
-63% -$7.74M
1
2 3

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BFG
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IMOV
Investment Management of Virginia Richmond, Virginia $526M AUM 3.23% 1-Year Est. Return
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 2013 Portfolio in Review

As of Q3 2013, Quantitative Advantage held 54 positions worth $411M, up 5.3% from $391M the previous quarter. Its ten largest holdings account for 58% of the portfolio.

Quantitative Advantage's Q3 2013 filing shows 14 new, 5 increased, 22 reduced and 13 closed positions. Its largest new stake was iShares S&P Small-Cap 600 Growth ETF: 789,484 shares worth $42.8M. The largest sale was iShares S&P 500 Value ETF, an estimated $54.3M.

  • Quantitative Advantage's largest Q3 2013 buy was iShares S&P Small-Cap 600 Growth ETF: 789,484 shares worth $42.8M.
  • Quantitative Advantage added most to iShares Europe ETF in Q3 2013, an estimated $10.8M increase.
  • Quantitative Advantage's biggest Q3 2013 reduction was Vanguard Mid-Cap Value ETF, cutting an estimated $28M.
  • Quantitative Advantage fully exited iShares S&P 500 Value ETF in Q3 2013, selling an estimated $54.3M.
  • Quantitative Advantage's ten largest holdings make up 58% of its $411M portfolio in Q3 2013.
  • Quantitative Advantage opened 14 new positions and closed 13 in Q3 2013.
  • Quantitative Advantage's portfolio value rose 5.3% quarter-over-quarter to $411M.

Based on Quantitative Advantage's 13F filing for Q3 2013, filed 31 Oct 2013.