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Quantitative Advantage Portfolio holdings
AUM
$689M
Turnover
16.94%
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
(+5.3%)
Cap. Flow
+$71.8K
Cap. Flow % of AUM
Cap. Flow %
0.02%
Top 10 Holdings %
Top 10 Hldgs %
57.81%
Holding
54
New
14
Increased
5
Reduced
22
Closed
13
Avg Time Held
0.2
years
Top 10 Avg Time Held
0.1
years
Top 20 Avg Time Held
0.1
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares S&P Small-Cap 600 Growth ETF
IJT
|
+$41.2M |
| 2 |
Vanguard Morningstar Small-Cap Growth ETF
VBK
|
+$24.1M |
| 3 |
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
|
+$20.1M |
| 4 |
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
|
+$18.8M |
| 5 |
Vanguard FTSE Europe ETF
VGK
|
+$12.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares S&P 500 Value ETF
IVE
|
+$54.2M |
| 2 |
Vanguard Morningstar Mid-Cap Value ETF
VOE
|
+$28M |
| 3 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$12M |
| 4 |
iShares US Consumer Staples ETF
IYK
|
+$10.6M |
| 5 |
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 | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
iShares S&P Small-Cap 600 Growth ETF
IJT
$7.58B
| $42.8M | 10.4% |
+789,484
| New | +$41.2M |
2013 Q3
0 quarters
|
|
2
iShares MSCI EAFE Small-Cap ETF
SCZ
$12.9B
| $27.6M | 6.7% |
568,310
+229,413
| +68% | +$10.5M |
2013 Q2
1 quarter
|
|
3
iShares Europe ETF
IEV
$1.59B
| $27.4M | 6.67% |
621,672
+256,563
| +70% | +$10.8M |
2013 Q2
1 quarter
|
|
4
iShares MSCI Japan ETF
EWJ
$23.4B
| $27.4M | 6.66% |
574,227
+231,461
| +68% | +$10.7M |
2013 Q2
1 quarter
|
|
|
5
Vanguard Morningstar Small-Cap Growth ETF
VBK
$22.5B
| $25M | 6.08% |
+218,393
| New | +$24.1M |
2013 Q3
0 quarters
|
|
|
6
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$11.2B
| $20.2M | 4.91% |
+656,368
| New | +$20.1M |
2013 Q3
0 quarters
|
|
|
7
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$18.7B
| $19M | 4.62% |
187,399
-103,245
| -36% | -$10.5M |
2013 Q2
1 quarter
|
|
|
8
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.67B
| $18.9M | 4.59% |
+179,859
| New | +$18.8M |
2013 Q3
0 quarters
|
|
9
Vanguard FTSE Developed Markets ETF
VEA
$229B
| $16.5M | 4% |
415,668
+172,058
| +71% | +$6.55M |
2013 Q2
1 quarter
|
|
|
10
Vanguard FTSE Europe ETF
VGK
$29.7B
| $13.1M | 3.18% |
+239,843
| New | +$12.5M |
2013 Q3
0 quarters
|
|
11
Vanguard FTSE Pacific ETF
VPL
$8.54B
| $13M | 3.17% |
214,698
+97,083
| +83% | +$5.68M |
2013 Q2
1 quarter
|
|
12
Vanguard Short-Term Bond ETF
BSV
$45.5B
| $11.3M | 2.74% |
+140,186
| New | +$11.2M |
2013 Q3
0 quarters
|
|
13
iShares US Consumer Discretionary ETF
IYC
$1.24B
| $8.28M | 2.01% |
301,048
-125,056
| -29% | -$3.37M |
2013 Q2
1 quarter
|
|
14
iShares US Transportation ETF
IYT
$1.99B
| $8.28M | 2.01% |
281,404
-108,544
| -28% | -$3.14M |
2013 Q2
1 quarter
|
|
15
iShares US Healthcare ETF
IYH
$4.4B
| $8.27M | 2.01% |
386,880
-152,195
| -28% | -$3.23M |
2013 Q2
1 quarter
|
|
16
iShares US Industrials ETF
IYJ
$1.93B
| $8.26M | 2.01% |
+182,444
| New | +$8.05M |
2013 Q3
0 quarters
|
|
17
iShares US Financial Services ETF
IYG
$2.23B
| $8.25M | 2.01% |
334,113
-137,118
| -29% | -$3.43M |
2013 Q2
1 quarter
|
|
18
iShares 7-10 Year Treasury Bond ETF
IEF
$41.5B
| $7.85M | 1.91% |
+76,838
| New | +$7.77M |
2013 Q3
0 quarters
|
|
19
Invesco CurrencyShares Swiss Franc Trust
FXF
$368M
| $6.77M | 1.65% |
+62,411
| New | +$6.58M |
2013 Q3
0 quarters
|
|
|
CYB
20
DELISTED
WisdomTree Chinese Yuan Strategy Fund
CYB
| $6.75M | 1.64% |
256,963
-33,509
| -12% | -$876K |
2013 Q2
1 quarter
|
|
21
Invesco CurrencyShares Euro Currency Trust
FXE
$332M
| $6.62M | 1.61% |
49,478
-9,180
| -16% | -$1.21M |
2013 Q2
1 quarter
|
|
22
Vanguard Real Estate ETF
VNQ
$37B
| $6.54M | 1.59% |
98,800
-71,985
| -42% | -$4.89M |
2013 Q2
1 quarter
|
|
23
Invesco DB Oil Fund
DBO
$309M
| $6.51M | 1.58% |
+237,145
| New | +$6.51M |
2013 Q3
0 quarters
|
|
24
iShares MSCI EAFE ETF
EFA
$77B
| $4.98M | 1.21% |
77,983
-12,144
| -13% | -$744K |
2013 Q2
1 quarter
|
|
25
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.9B
| $4.59M | 1.12% |
50,098
-84,377
| -63% | -$7.74M |
2013 Q2
1 quarter
|
|
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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 $54.2M.
- 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 Morningstar Mid-Cap Value ETF, cutting an estimated $28M.
- Quantitative Advantage fully exited iShares S&P 500 Value ETF in Q3 2013, selling an estimated $54.2M.
- 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.