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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
+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
(+3.2%)
Cap. Flow
-$5.72M
Cap. Flow % of AUM
Cap. Flow %
-1.35%
Top 10 Holdings %
Top 10 Hldgs %
56.18%
Holding
49
New
8
Increased
16
Reduced
20
Closed
5
Avg Time Held
0.3
years
Top 10 Avg Time Held
0.3
years
Top 20 Avg Time Held
0.3
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Pacific ex Japan ETF
EPP
|
+$27M |
| 2 |
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
|
+$13.8M |
| 3 |
iShares MBS ETF
MBB
|
+$8.16M |
| 4 |
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
|
+$8.09M |
| 5 |
Vanguard Mortgage-Backed Securities ETF
VMBS
|
+$4.37M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Japan ETF
EWJ
|
+$27.4M |
| 2 |
Vanguard FTSE Pacific ETF
VPL
|
+$13M |
| 3 |
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
|
+$8.11M |
| 4 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$7.85M |
| 5 |
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 | Held Since | |
|---|---|---|---|---|---|---|---|
1
iShares S&P Small-Cap 600 Growth ETF
IJT
$7.58B
| $47.5M | 11.2% |
801,578
+12,094
| +2% | +$688K |
2013 Q3
1 quarter
|
|
2
iShares Europe ETF
IEV
$1.58B
| $30.1M | 7.1% |
635,039
+13,367
| +2% | +$609K |
2013 Q2
2 quarters
|
|
3
iShares MSCI EAFE Small-Cap ETF
SCZ
$12.8B
| $29.7M | 6.99% |
581,725
+13,415
| +2% | +$665K |
2013 Q2
2 quarters
|
|
4
Vanguard Morningstar Small-Cap Growth ETF
VBK
$22.2B
| $27.7M | 6.52% |
226,328
+7,935
| +4% | +$936K |
2013 Q3
1 quarter
|
|
|
5
iShares MSCI Pacific ex Japan ETF
EPP
$2.21B
| $26.2M | 6.16% |
+559,718
| New | +$27M |
2013 Q4
0 quarters
|
|
6
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.67B
| $18.4M | 4.33% |
172,721
-7,138
| -4% | -$757K |
2013 Q3
1 quarter
|
|
7
Vanguard FTSE Developed Markets ETF
VEA
$227B
| $17.8M | 4.2% |
427,562
+11,894
| +3% | +$482K |
2013 Q2
2 quarters
|
|
8
Vanguard FTSE Europe ETF
VGK
$29.6B
| $14.6M | 3.45% |
248,856
+9,013
| +4% | +$508K |
2013 Q3
1 quarter
|
|
|
9
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.2B
| $14M | 3.3% |
+135,929
| New | +$13.8M |
2013 Q4
0 quarters
|
|
|
10
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$18.7B
| $12.4M | 2.93% |
122,680
-64,719
| -35% | -$6.57M |
2013 Q2
2 quarters
|
|
|
11
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$11.3B
| $12M | 2.84% |
392,457
-263,911
| -40% | -$8.11M |
2013 Q3
1 quarter
|
|
12
iShares US Financial Services ETF
IYG
$2.27B
| $9.48M | 2.23% |
339,543
+5,430
| +2% | +$143K |
2013 Q2
2 quarters
|
|
13
iShares US Industrials ETF
IYJ
$1.93B
| $9.43M | 2.22% |
186,024
+3,580
| +2% | +$171K |
2013 Q3
1 quarter
|
|
14
iShares US Transportation ETF
IYT
$2.04B
| $9.41M | 2.22% |
285,468
+4,064
| +1% | +$128K |
2013 Q2
2 quarters
|
|
15
iShares US Consumer Discretionary ETF
IYC
$1.25B
| $9.31M | 2.19% |
306,672
+5,624
| +2% | +$163K |
2013 Q2
2 quarters
|
|
16
iShares US Healthcare ETF
IYH
$4.44B
| $9.2M | 2.17% |
394,650
+7,770
| +2% | +$175K |
2013 Q2
2 quarters
|
|
|
17
iShares MBS ETF
MBB
$35.8B
| $8.09M | 1.91% |
+77,322
| New | +$8.16M |
2013 Q4
0 quarters
|
|
|
18
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.29B
| $8M | 1.89% |
+277,174
| New | +$8.09M |
2013 Q4
0 quarters
|
|
19
Vanguard Real Estate ETF
VNQ
$37.2B
| $7.32M | 1.72% |
113,301
+14,501
| +15% | +$970K |
2013 Q2
2 quarters
|
|
20
Vanguard Short-Term Bond ETF
BSV
$45.7B
| $6.4M | 1.51% |
80,130
-60,056
| -43% | -$4.83M |
2013 Q3
1 quarter
|
|
21
Invesco CurrencyShares Swiss Franc Trust
FXF
$370M
| $6.03M | 1.42% |
54,920
-7,491
| -12% | -$813K |
2013 Q3
1 quarter
|
|
22
Invesco CurrencyShares Euro Currency Trust
FXE
$331M
| $5.94M | 1.4% |
43,655
-5,823
| -12% | -$784K |
2013 Q2
2 quarters
|
|
23
Invesco DB Oil Fund
DBO
$313M
| $5.82M | 1.37% |
209,940
-27,205
| -11% | -$743K |
2013 Q3
1 quarter
|
|
|
CYB
24
DELISTED
WisdomTree Chinese Yuan Strategy Fund
CYB
| $5.77M | 1.36% |
226,382
-30,581
| -12% | -$806K |
2013 Q2
2 quarters
|
|
25
iShares MSCI EAFE ETF
EFA
$76.6B
| $4.59M | 1.08% |
68,400
-9,583
| -12% | -$626K |
2013 Q2
2 quarters
|
|
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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.