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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
+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
Cap. Flow
-$5.72M
Cap. Flow %
-1.35%
Top 10 Hldgs %
56.18%
Holding
49
New
8
Increased
16
Reduced
20
Closed
5

Top Buys

Rank Stock Value
1
EPP icon
iShares MSCI Pacific ex Japan ETF
EPP
+$27M
2
VSS icon
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
+$13.8M
3
MBB icon
iShares MBS ETF
MBB
+$8.16M
4
BWX icon
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
+$8.09M
5
VMBS icon
Vanguard Mortgage-Backed Securities ETF
VMBS
+$4.37M

Top Sells

Rank Stock Value
1
EWJ icon
iShares MSCI Japan ETF
EWJ
+$27.4M
2
VPL icon
Vanguard FTSE Pacific ETF
VPL
+$13M
3
SPSB icon
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
+$8.11M
4
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$7.85M
5
MINT icon
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
IJT icon
1
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.23B
$47.5M 11.2%
801,578
+12,094
+2% +$688K
IEV icon
2
iShares Europe ETF
IEV
$1.63B
$30.1M 7.1%
635,039
+13,367
+2% +$609K
SCZ icon
3
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.9B
$29.7M 6.99%
581,725
+13,415
+2% +$665K
VBK icon
4
Vanguard Small-Cap Growth ETF
VBK
$23.4B
$27.7M 6.52%
226,328
+7,935
+4% +$936K
EPP icon
5
iShares MSCI Pacific ex Japan ETF
EPP
$2.16B
$26.2M 6.16%
+559,718
New +$27M
HYS icon
6
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.74B
$18.4M 4.33%
172,721
-7,138
-4% -$757K
VEA icon
7
Vanguard FTSE Developed Markets ETF
VEA
$226B
$17.8M 4.2%
427,562
+11,894
+3% +$482K
VGK icon
8
Vanguard FTSE Europe ETF
VGK
$30B
$14.6M 3.45%
248,856
+9,013
+4% +$508K
VSS icon
9
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.3B
$14M 3.3%
+135,929
New +$13.8M
MINT icon
10
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$12.4M 2.93%
122,680
-64,719
-35% -$6.57M
SPSB icon
11
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.5B
$12M 2.84%
392,457
-263,911
-40% -$8.11M
IYG icon
12
iShares US Financial Services ETF
IYG
$2.06B
$9.48M 2.23%
339,543
+5,430
+2% +$143K
IYJ icon
13
iShares US Industrials ETF
IYJ
$1.96B
$9.43M 2.22%
186,024
+3,580
+2% +$171K
IYT icon
14
iShares US Transportation ETF
IYT
$2.34B
$9.41M 2.22%
285,468
+4,064
+1% +$128K
IYC icon
15
iShares US Consumer Discretionary ETF
IYC
$1.16B
$9.31M 2.19%
306,672
+5,624
+2% +$163K
IYH icon
16
iShares US Healthcare ETF
IYH
$3.2B
$9.2M 2.17%
394,650
+7,770
+2% +$175K
MBB icon
17
iShares MBS ETF
MBB
$39.3B
$8.09M 1.91%
+77,322
New +$8.16M
BWX icon
18
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.33B
$8M 1.89%
+277,174
New +$8.09M
VNQ icon
19
Vanguard Real Estate ETF
VNQ
$39.6B
$7.32M 1.72%
113,301
+14,501
+15% +$970K
BSV icon
20
Vanguard Short-Term Bond ETF
BSV
$44.7B
$6.41M 1.51%
80,130
-60,056
-43% -$4.83M
FXF icon
21
Invesco CurrencyShares Swiss Franc Trust
FXF
$420M
$6.03M 1.42%
54,920
-7,491
-12% -$813K
FXE icon
22
Invesco CurrencyShares Euro Currency Trust
FXE
$354M
$5.94M 1.4%
43,655
-5,823
-12% -$784K
DBO icon
23
Invesco DB Oil Fund
DBO
$385M
$5.82M 1.37%
209,940
-27,205
-11% -$743K
CYB
24
DELISTED
WisdomTree Chinese Yuan Strategy Fund
CYB
$5.77M 1.36%
226,382
-30,581
-12% -$806K
EFA icon
25
iShares MSCI EAFE ETF
EFA
$76.5B
$4.59M 1.08%
68,400
-9,583
-12% -$626K
1
2

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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
Kula Investments Chicago, Illinois $405M AUM
SG
Stonnington Group Pasadena, California $384M AUM 3.51% 1-Year Est. Return
OAMG
Odey Asset Management Group London, United Kingdom $381M AUM 45.36% 1-Year Est. Return
SIMM
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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.