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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
+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
Cap. Flow %
-3.59%
Top 10 Holdings %
Top 10 Hldgs %
54.46%
Holding
62
New
18
Increased
8
Reduced
17
Closed
19
Avg Time Held
0.4
years
Top 10 Avg Time Held
0.3
years
Top 20 Avg Time Held
0.3
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares S&P 500 Growth ETF
IVW
|
+$63.5M |
| 2 |
Vanguard Morningstar 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 Morningstar 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 | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
iShares S&P 500 Growth ETF
IVW
$77.6B
| $64.2M | 15.39% |
+2,570,616
| New | +$63.5M |
2014 Q1
0 quarters
|
|
|
2
Vanguard Morningstar Growth ETF
VUG
$230B
| $35.7M | 8.56% |
+2,290,860
| New | +$35.5M |
2014 Q1
0 quarters
|
|
|
3
iShares Europe ETF
IEV
$1.59B
| $18.2M | 4.37% |
376,998
-258,041
| -41% | -$12.2M |
2013 Q2
3 quarters
|
|
|
4
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.47B
| $18.1M | 4.34% |
+288,335
| New | +$17.7M |
2014 Q1
0 quarters
|
|
|
5
iShares MSCI EAFE Small-Cap ETF
SCZ
$12.9B
| $18.1M | 4.34% |
346,161
-235,564
| -40% | -$12.1M |
2013 Q2
3 quarters
|
|
6
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.67B
| $17.4M | 4.16% |
162,804
-9,917
| -6% | -$1.06M |
2013 Q3
2 quarters
|
|
7
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$18.7B
| $17.3M | 4.16% |
170,884
+48,204
| +39% | +$4.89M |
2013 Q2
3 quarters
|
|
8
iShares US Healthcare ETF
IYH
$4.4B
| $12.9M | 3.1% |
525,735
+131,085
| +33% | +$3.19M |
2013 Q2
3 quarters
|
|
|
9
iShares US Basic Materials ETF
IYM
$1.35B
| $12.6M | 3.02% |
+151,374
| New | +$12.2M |
2014 Q1
0 quarters
|
|
|
10
iShares US Technology ETF
IYW
$24.7B
| $12.6M | 3.02% |
+552,756
| New | +$12.3M |
2014 Q1
0 quarters
|
|
11
iShares US Utilities ETF
IDU
$1.44B
| $12.5M | 3% |
+240,376
| New | +$11.9M |
2014 Q1
0 quarters
|
|
12
iShares US Financial Services ETF
IYG
$2.23B
| $12.4M | 2.99% |
439,905
+100,362
| +30% | +$2.78M |
2013 Q2
3 quarters
|
|
13
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$28.8B
| $11.4M | 2.74% |
+97,535
| New | +$11.3M |
2014 Q1
0 quarters
|
|
14
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.4B
| $8.86M | 2.13% |
82,916
-53,013
| -39% | -$5.53M |
2013 Q4
1 quarter
|
|
15
Vanguard FTSE Europe ETF
VGK
$29.7B
| $8.68M | 2.08% |
147,290
-101,566
| -41% | -$5.94M |
2013 Q3
2 quarters
|
|
16
Vanguard FTSE Developed Markets ETF
VEA
$229B
| $8.56M | 2.05% |
207,476
-220,086
| -51% | -$9.01M |
2013 Q2
3 quarters
|
|
17
iShares Core US Aggregate Bond ETF
AGG
$138B
| $8.24M | 1.98% |
+76,320
| New | +$8.21M |
2014 Q1
0 quarters
|
|
18
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$12.6B
| $8.14M | 1.95% |
+73,100
| New | +$7.96M |
2014 Q1
0 quarters
|
|
19
Vanguard Health Care ETF
VHT
$20.2B
| $6.26M | 1.5% |
58,578
+14,901
| +34% | +$1.58M |
2013 Q2
3 quarters
|
|
20
Vanguard Materials ETF
VAW
$3.23B
| $6.16M | 1.48% |
57,992
+15,991
| +38% | +$1.65M |
2013 Q4
1 quarter
|
|
21
Vanguard Financials ETF
VFH
$13.2B
| $6.15M | 1.48% |
+135,089
| New | +$6M |
2014 Q1
0 quarters
|
|
22
Vanguard Information Technology ETF
VGT
$148B
| $6.14M | 1.47% |
536,600
+134,040
| +33% | +$1.51M |
2013 Q3
2 quarters
|
|
23
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
CORP
$1.36B
| $6.11M | 1.47% |
60,240
+17,780
| +42% | +$1.79M |
2013 Q4
1 quarter
|
|
24
Vanguard Utilities ETF
VPU
$8.14B
| $6.08M | 1.46% |
+67,206
| New | +$5.8M |
2014 Q1
0 quarters
|
|
25
Invesco DB Agriculture Fund
DBA
$1.22B
| $5.54M | 1.33% |
+195,448
| New | +$5.13M |
2014 Q1
0 quarters
|
|
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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.