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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
-0.37%
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
$400M
AUM Growth
-$29.6M
(-6.9%)
Cap. Flow
-$27.3M
Cap. Flow % of AUM
Cap. Flow %
-6.84%
Top 10 Holdings %
Top 10 Hldgs %
52.55%
Holding
60
New
16
Increased
2
Reduced
27
Closed
15
Avg Time Held
0.4
years
Top 10 Avg Time Held
0.2
years
Top 20 Avg Time Held
0.3
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
|
+$19.9M |
| 2 |
iShares MSCI Canada ETF
EWC
|
+$16.9M |
| 3 |
iShares MSCI Japan ETF
EWJ
|
+$16.1M |
| 4 |
Vanguard Total International Bond ETF
BNDX
|
+$12.3M |
| 5 |
iShares US Financials ETF
IYF
|
+$11.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE Min Vol Factor ETF
EFAV
|
+$22M |
| 2 |
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
|
+$18.3M |
| 3 |
iShares MSCI Emerging Markets ETF
EEM
|
+$15.5M |
| 4 |
iShares US Utilities ETF
IDU
|
+$13.2M |
| 5 |
iShares US Energy ETF
IYE
|
+$13.1M |
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 Value ETF
IVE
$49.8B
| $60.4M | 15.11% |
670,626
-52,773
| -7% | -$4.8M |
2014 Q2
1 quarter
|
|
2
Vanguard Morningstar Value ETF
VTV
$190B
| $37.1M | 9.29% |
457,274
-2,182
| -0.5% | -$178K |
2014 Q2
1 quarter
|
|
|
3
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.49B
| $19.3M | 4.84% |
+323,466
| New | +$19.9M |
2014 Q3
0 quarters
|
|
|
4
iShares MSCI Canada ETF
EWC
$7.35B
| $16.1M | 4.02% |
+524,087
| New | +$16.9M |
2014 Q3
0 quarters
|
|
|
5
iShares MSCI Japan ETF
EWJ
$23.3B
| $15.9M | 3.97% |
+337,386
| New | +$16.1M |
2014 Q3
0 quarters
|
|
6
iShares US Healthcare ETF
IYH
$4.31B
| $12.8M | 3.19% |
475,385
-44,480
| -9% | -$1.17M |
2013 Q2
5 quarters
|
|
7
iShares US Technology ETF
IYW
$24.7B
| $12.6M | 3.16% |
500,888
-46,364
| -8% | -$1.16M |
2014 Q1
2 quarters
|
|
|
8
Vanguard Total International Bond ETF
BNDX
$83.3B
| $12.4M | 3.09% |
+237,153
| New | +$12.3M |
2014 Q3
0 quarters
|
|
9
iShares US Basic Materials ETF
IYM
$1.36B
| $11.9M | 2.98% |
138,299
-11,690
| -8% | -$1.02M |
2014 Q1
2 quarters
|
|
10
iShares Core US Aggregate Bond ETF
AGG
$138B
| $11.6M | 2.91% |
106,568
-3,285
| -3% | -$359K |
2014 Q1
2 quarters
|
|
11
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$12.6B
| $11.6M | 2.9% |
102,613
-2,596
| -2% | -$298K |
2014 Q1
2 quarters
|
|
12
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$28.8B
| $11.5M | 2.88% |
97,262
-2,175
| -2% | -$259K |
2014 Q1
2 quarters
|
|
|
13
iShares US Financials ETF
IYF
$3.76B
| $11.2M | 2.81% |
+268,486
| New | +$11.3M |
2014 Q3
0 quarters
|
|
14
iShares US Consumer Staples ETF
IYK
$1.63B
| $11.1M | 2.78% |
+337,968
| New | +$11.2M |
2014 Q3
0 quarters
|
|
15
Vanguard FTSE Emerging Markets ETF
VWO
$123B
| $10.4M | 2.61% |
249,786
+39,006
| +19% | +$1.73M |
2014 Q2
1 quarter
|
|
16
Invesco S&P International Developed Low Volatility ETF
IDLV
$326M
| $8.54M | 2.14% |
+269,749
| New | +$8.95M |
2014 Q3
0 quarters
|
|
17
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$19B
| $8.38M | 2.1% |
153,410
-1,230
| -0.8% | -$67.5K |
2014 Q2
1 quarter
|
|
18
Vanguard Health Care ETF
VHT
$19.7B
| $6.83M | 1.71% |
58,395
-481
| -0.8% | -$55.1K |
2013 Q2
5 quarters
|
|
19
Vanguard Real Estate ETF
VNQ
$36.4B
| $6.79M | 1.7% |
94,554
-6,277
| -6% | -$474K |
2013 Q2
5 quarters
|
|
20
Vanguard Information Technology ETF
VGT
$148B
| $6.7M | 1.68% |
535,464
-5,360
| -1% | -$66.6K |
2013 Q3
4 quarters
|
|
21
Vanguard Materials ETF
VAW
$3.24B
| $6.37M | 1.59% |
57,848
-417
| -0.7% | -$46.7K |
2013 Q4
3 quarters
|
|
22
Vanguard Consumer Staples ETF
VDC
$8B
| $6.08M | 1.52% |
+51,735
| New | +$6.02M |
2014 Q3
0 quarters
|
|
23
Vanguard Financials ETF
VFH
$13.1B
| $5.97M | 1.49% |
+128,666
| New | +$6M |
2014 Q3
0 quarters
|
|
24
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.17B
| $5.87M | 1.47% |
206,153
-9,482
| -4% | -$275K |
2014 Q1
2 quarters
|
|
25
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
CORP
$1.36B
| $5.74M | 1.44% |
56,138
-2,477
| -4% | -$256K |
2013 Q4
3 quarters
|
|
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Quantitative Advantage's Q3 2014 Portfolio in Review
As of Q3 2014, Quantitative Advantage held 60 positions worth $400M, down 6.9% from $429M the previous quarter. Its ten largest holdings account for 53% of the portfolio.
Quantitative Advantage withdrew a net $27.3M in Q3 2014, closing 15 positions and reducing 27 holdings. Its most notable exit was iShares MSCI EAFE Min Vol Factor ETF, an estimated $22M position sold in full.
Against the trend, Quantitative Advantage opened a new position in iShares MSCI Emerging Markets Min Vol Factor ETF worth $19.3M.
- Quantitative Advantage's largest Q3 2014 buy was iShares MSCI Emerging Markets Min Vol Factor ETF: 323,466 shares worth $19.3M.
- Quantitative Advantage added most to Vanguard FTSE Emerging Markets ETF in Q3 2014, an estimated $1.73M increase.
- Quantitative Advantage's biggest Q3 2014 reduction was iShares MSCI Emerging Markets ETF, cutting an estimated $15.5M.
- Quantitative Advantage fully exited iShares MSCI EAFE Min Vol Factor ETF in Q3 2014, selling an estimated $22M.
- Quantitative Advantage's ten largest holdings make up 53% of its $400M portfolio in Q3 2014.
- Quantitative Advantage opened 16 new positions and closed 15 in Q3 2014.
- Quantitative Advantage's portfolio value fell 6.9% quarter-over-quarter to $400M.
Based on Quantitative Advantage's 13F filing for Q3 2014, filed 14 Nov 2014.