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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
+3.23%
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
+$502K
(+0.13%)
Cap. Flow
-$9.04M
Cap. Flow % of AUM
Cap. Flow %
-2.26%
Top 10 Holdings %
Top 10 Hldgs %
56.01%
Holding
54
New
9
Increased
9
Reduced
24
Closed
12
Avg Time Held
0.5
years
Top 10 Avg Time Held
0.3
years
Top 20 Avg Time Held
0.3
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
|
+$32.8M |
| 2 |
iShares US Utilities ETF
IDU
|
+$12.3M |
| 3 |
iShares US Consumer Discretionary ETF
IYC
|
+$11.9M |
| 4 |
iShares MBS ETF
MBB
|
+$10.9M |
| 5 |
iShares MSCI EAFE Min Vol Factor ETF
EFAV
|
+$9.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Canada ETF
EWC
|
+$16.1M |
| 2 |
iShares MSCI Japan ETF
EWJ
|
+$15.9M |
| 3 |
iShares US Basic Materials ETF
IYM
|
+$11.9M |
| 4 |
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
|
+$11.6M |
| 5 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$11.5M |
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
| $62.2M | 15.53% |
663,169
-7,457
| -1% | -$683K |
2014 Q2
2 quarters
|
|
2
Vanguard Morningstar Value ETF
VTV
$189B
| $38.4M | 9.6% |
455,087
-2,187
| -0.5% | -$181K |
2014 Q2
2 quarters
|
|
|
3
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$18.7B
| $35.7M | 8.92% |
353,486
+323,728
| +1,088% | +$32.8M |
2013 Q2
6 quarters
|
|
4
iShares US Healthcare ETF
IYH
$4.3B
| $13.8M | 3.44% |
477,835
+2,450
| +0.5% | +$69K |
2013 Q2
6 quarters
|
|
5
iShares US Technology ETF
IYW
$24.7B
| $13.3M | 3.31% |
508,204
+7,316
| +1% | +$187K |
2014 Q1
3 quarters
|
|
|
6
iShares US Utilities ETF
IDU
$1.42B
| $12.9M | 3.21% |
+217,532
| New | +$12.3M |
2014 Q4
0 quarters
|
|
|
7
iShares US Consumer Discretionary ETF
IYC
$1.23B
| $12.7M | 3.17% |
+368,896
| New | +$11.9M |
2014 Q4
0 quarters
|
|
8
iShares US Consumer Staples ETF
IYK
$1.63B
| $12.2M | 3.04% |
348,354
+10,386
| +3% | +$355K |
2014 Q3
1 quarter
|
|
9
Vanguard Total International Bond ETF
BNDX
$83.3B
| $12.1M | 3.02% |
227,547
-9,606
| -4% | -$505K |
2014 Q3
1 quarter
|
|
10
iShares 7-10 Year Treasury Bond ETF
IEF
$41.4B
| $11M | 2.75% |
104,012
+73,199
| +238% | +$7.72M |
2014 Q3
1 quarter
|
|
|
11
iShares MBS ETF
MBB
$35.4B
| $10.9M | 2.73% |
+100,045
| New | +$10.9M |
2014 Q4
0 quarters
|
|
12
iShares Core US Aggregate Bond ETF
AGG
$138B
| $10.9M | 2.73% |
99,163
-7,405
| -7% | -$815K |
2014 Q1
3 quarters
|
|
13
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.49B
| $9.32M | 2.33% |
164,530
-158,936
| -49% | -$9.31M |
2014 Q3
1 quarter
|
|
|
14
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.41B
| $9.16M | 2.29% |
+148,452
| New | +$9.3M |
2014 Q4
0 quarters
|
|
15
iShares MSCI EAFE ETF
EFA
$76.4B
| $8.15M | 2.03% |
+133,894
| New | +$8.36M |
2014 Q4
0 quarters
|
|
16
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$19B
| $7.94M | 1.98% |
145,170
-8,240
| -5% | -$452K |
2014 Q2
2 quarters
|
|
17
Vanguard Health Care ETF
VHT
$19.7B
| $7.24M | 1.81% |
57,686
-709
| -1% | -$87.1K |
2013 Q2
6 quarters
|
|
18
Vanguard Real Estate ETF
VNQ
$36.4B
| $7.14M | 1.78% |
88,205
-6,349
| -7% | -$498K |
2013 Q2
6 quarters
|
|
19
Vanguard Information Technology ETF
VGT
$148B
| $6.92M | 1.73% |
530,176
-5,288
| -1% | -$67.5K |
2013 Q3
5 quarters
|
|
20
Vanguard Utilities ETF
VPU
$8.04B
| $6.64M | 1.66% |
+64,854
| New | +$6.37M |
2014 Q4
0 quarters
|
|
21
Vanguard Consumer Staples ETF
VDC
$7.98B
| $6.45M | 1.61% |
51,519
-216
| -0.4% | -$26.6K |
2014 Q3
1 quarter
|
|
22
Vanguard Financials ETF
VFH
$13.1B
| $6.38M | 1.6% |
128,454
-212
| -0.2% | -$10.2K |
2014 Q3
1 quarter
|
|
23
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.6B
| $5.92M | 1.48% |
+111,727
| New | +$5.92M |
2014 Q4
0 quarters
|
|
24
Vanguard Intermediate-Term Bond ETF
BIV
$28.3B
| $5.88M | 1.47% |
69,455
+47,907
| +222% | +$4.07M |
2014 Q3
1 quarter
|
|
25
Vanguard Total Bond Market
BND
$163B
| $5.71M | 1.43% |
69,370
+19,955
| +40% | +$1.65M |
2014 Q1
3 quarters
|
|
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Quantitative Advantage's Q4 2014 Portfolio in Review
As of Q4 2014, Quantitative Advantage held 54 positions worth $400M, up 0.13% from $400M the previous quarter. Its ten largest holdings account for 56% of the portfolio.
Quantitative Advantage's Q4 2014 filing shows 9 new, 9 increased, 24 reduced and 12 closed positions. Its largest new stake was iShares US Utilities ETF: 217,532 shares worth $12.9M. The largest sale was iShares MSCI Canada ETF, an estimated $16.1M.
- Quantitative Advantage's largest Q4 2014 buy was iShares US Utilities ETF: 217,532 shares worth $12.9M.
- Quantitative Advantage added most to PIMCO Enhanced Short Maturity Active Exchange-Traded Fund in Q4 2014, an estimated $32.8M increase.
- Quantitative Advantage's biggest Q4 2014 reduction was iShares MSCI Emerging Markets Min Vol Factor ETF, cutting an estimated $9.31M.
- Quantitative Advantage fully exited iShares MSCI Canada ETF in Q4 2014, selling an estimated $16.1M.
- Quantitative Advantage's ten largest holdings make up 56% of its $400M portfolio in Q4 2014.
- Quantitative Advantage opened 9 new positions and closed 12 in Q4 2014.
- Quantitative Advantage's portfolio value rose 0.13% quarter-over-quarter to $400M.
Based on Quantitative Advantage's 13F filing for Q4 2014, filed 10 Feb 2015.