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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
+4.26%
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
$429M
AUM Growth
+$12.6M
(+3%)
Cap. Flow
-$798K
Cap. Flow % of AUM
Cap. Flow %
-0.19%
Top 10 Holdings %
Top 10 Hldgs %
52.9%
Holding
58
New
15
Increased
13
Reduced
16
Closed
14
Avg Time Held
0.4
years
Top 10 Avg Time Held
0.1
years
Top 20 Avg Time Held
0.2
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares S&P 500 Value ETF
IVE
|
+$63.9M |
| 2 |
Vanguard Morningstar Value ETF
VTV
|
+$36.4M |
| 3 |
iShares MSCI Emerging Markets ETF
EEM
|
+$17.9M |
| 4 |
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
|
+$17.7M |
| 5 |
Invesco Senior Loan ETF
BKLN
|
+$12.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares S&P 500 Growth ETF
IVW
|
+$64.2M |
| 2 |
Vanguard Morningstar Growth ETF
VUG
|
+$34.3M |
| 3 |
iShares Europe ETF
IEV
|
+$18.2M |
| 4 |
iShares MSCI EAFE Small-Cap ETF
SCZ
|
+$18.1M |
| 5 |
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
|
+$15.5M |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
iShares S&P 500 Value ETF
IVE
$49.8B
| $65.3M | 15.21% |
+723,399
| New | +$63.9M |
2014 Q2
0 quarters
|
|
|
2
Vanguard Morningstar Value ETF
VTV
$189B
| $37.2M | 8.66% |
+459,456
| New | +$36.4M |
2014 Q2
0 quarters
|
|
3
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.41B
| $22M | 5.12% |
336,267
+47,932
| +17% | +$3.1M |
2014 Q1
1 quarter
|
|
|
4
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
$644M
| $18.3M | 4.26% |
+363,502
| New | +$17.7M |
2014 Q2
0 quarters
|
|
|
5
iShares MSCI Emerging Markets ETF
EEM
$29.3B
| $18.3M | 4.26% |
+422,663
| New | +$17.9M |
2014 Q2
0 quarters
|
|
6
iShares US Healthcare ETF
IYH
$4.3B
| $13.3M | 3.1% |
519,865
-5,870
| -1% | -$145K |
2013 Q2
4 quarters
|
|
7
iShares US Technology ETF
IYW
$24.7B
| $13.3M | 3.09% |
547,252
-5,504
| -1% | -$127K |
2014 Q1
1 quarter
|
|
8
iShares US Utilities ETF
IDU
$1.42B
| $13.2M | 3.08% |
237,890
-2,486
| -1% | -$133K |
2014 Q1
1 quarter
|
|
9
iShares US Energy ETF
IYE
$1.8B
| $13.1M | 3.06% |
+231,322
| New | +$12.5M |
2014 Q2
0 quarters
|
|
10
iShares US Basic Materials ETF
IYM
$1.36B
| $13.1M | 3.06% |
149,989
-1,385
| -0.9% | -$118K |
2014 Q1
1 quarter
|
|
|
11
Invesco Senior Loan ETF
BKLN
$6.16B
| $12.9M | 3% |
+517,559
| New | +$12.8M |
2014 Q2
0 quarters
|
|
12
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$12.6B
| $12.1M | 2.82% |
105,209
+32,109
| +44% | +$3.64M |
2014 Q1
1 quarter
|
|
13
iShares Core US Aggregate Bond ETF
AGG
$138B
| $12M | 2.8% |
109,853
+33,533
| +44% | +$3.65M |
2014 Q1
1 quarter
|
|
14
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$28.8B
| $11.9M | 2.76% |
99,437
+1,902
| +2% | +$225K |
2014 Q1
1 quarter
|
|
15
Vanguard FTSE Emerging Markets ETF
VWO
$123B
| $9.09M | 2.12% |
+210,780
| New | +$8.88M |
2014 Q2
0 quarters
|
|
16
Vanguard FTSE Developed Markets ETF
VEA
$227B
| $8.92M | 2.08% |
209,446
+1,970
| +0.9% | +$83K |
2013 Q2
4 quarters
|
|
17
Vanguard FTSE Europe ETF
VGK
$29.5B
| $8.89M | 2.07% |
148,345
+1,055
| +0.7% | +$63.5K |
2013 Q3
3 quarters
|
|
18
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$19B
| $8.52M | 1.98% |
+154,640
| New | +$8.48M |
2014 Q2
0 quarters
|
|
19
Vanguard Real Estate ETF
VNQ
$36.4B
| $7.55M | 1.76% |
100,831
+22,626
| +29% | +$1.66M |
2013 Q2
4 quarters
|
|
20
Vanguard Energy ETF
VDE
$11.4B
| $6.61M | 1.54% |
+45,922
| New | +$6.24M |
2014 Q2
0 quarters
|
|
21
Vanguard Health Care ETF
VHT
$19.7B
| $6.57M | 1.53% |
58,876
+298
| +0.5% | +$31.9K |
2013 Q2
4 quarters
|
|
22
Vanguard Information Technology ETF
VGT
$148B
| $6.54M | 1.52% |
540,824
+4,224
| +0.8% | +$48.7K |
2013 Q3
3 quarters
|
|
23
Vanguard Utilities ETF
VPU
$8.04B
| $6.53M | 1.52% |
67,538
+332
| +0.5% | +$30.8K |
2014 Q1
1 quarter
|
|
24
Vanguard Materials ETF
VAW
$3.23B
| $6.51M | 1.52% |
58,265
+273
| +0.5% | +$29.5K |
2013 Q4
2 quarters
|
|
25
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.17B
| $6.29M | 1.46% |
215,635
+63,809
| +42% | +$1.83M |
2014 Q1
1 quarter
|
|
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Quantitative Advantage's Q2 2014 Portfolio in Review
As of Q2 2014, Quantitative Advantage held 58 positions worth $429M, up 3% from $417M the previous quarter. Its ten largest holdings account for 53% of the portfolio.
Quantitative Advantage's Q2 2014 filing shows 15 new, 13 increased, 16 reduced and 14 closed positions. Its largest new stake was iShares S&P 500 Value ETF: 723,399 shares worth $65.3M. The largest sale was iShares S&P 500 Growth ETF, an estimated $64.2M.
- Quantitative Advantage's largest Q2 2014 buy was iShares S&P 500 Value ETF: 723,399 shares worth $65.3M.
- Quantitative Advantage added most to iShares Core US Aggregate Bond ETF in Q2 2014, an estimated $3.65M increase.
- Quantitative Advantage's biggest Q2 2014 reduction was Vanguard Morningstar Growth ETF, cutting an estimated $34.3M.
- Quantitative Advantage fully exited iShares S&P 500 Growth ETF in Q2 2014, selling an estimated $64.2M.
- Quantitative Advantage's ten largest holdings make up 53% of its $429M portfolio in Q2 2014.
- Quantitative Advantage opened 15 new positions and closed 14 in Q2 2014.
- Quantitative Advantage's portfolio value rose 3% quarter-over-quarter to $429M.
Based on Quantitative Advantage's 13F filing for Q2 2014, filed 5 Aug 2014.