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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
+2.28%
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
$340M
AUM Growth
-$11.5M
Cap. Flow
-$15.1M
Cap. Flow %
-4.45%
Top 10 Hldgs %
52.61%
Holding
55
New
10
Increased
4
Reduced
32
Closed
9

Top Buys

Rank Stock Value
1
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$20.7M
2
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$10.3M
3
IYZ icon
iShares US Telecommunications ETF
IYZ
+$9.04M
4
MINT icon
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
+$8.42M
5
EFA icon
iShares MSCI EAFE ETF
EFA
+$7.09M

Top Sells

Rank Stock Value
1
IBB icon
iShares Biotechnology ETF
IBB
+$10.7M
2
IYF icon
iShares US Financials ETF
IYF
+$10.5M
3
IVW icon
iShares S&P 500 Growth ETF
IVW
+$9.85M
4
IEV icon
iShares Europe ETF
IEV
+$7.76M
5
VFH icon
Vanguard Financials ETF
VFH
+$6.7M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VGK icon
26
Vanguard FTSE Europe ETF
VGK
$30B
$5.16M 1.52%
106,393
-60,635
-36% -$2.84M
VCR icon
27
Vanguard Consumer Discretionary ETF
VCR
$6.15B
$4.78M 1.41%
38,537
-21,717
-36% -$2.53M
VGT icon
28
Vanguard Information Technology ETF
VGT
$139B
$4.5M 1.32%
328,584
-162,840
-33% -$2.08M
BIV icon
29
Vanguard Intermediate-Term Bond ETF
BIV
$29.1B
$3.98M 1.17%
46,160
-916
-2% -$77.6K
SPLV icon
30
Invesco S&P 500 Low Volatility ETF
SPLV
$7.19B
$3.91M 1.15%
96,994
-2,833
-3% -$108K
VCIT icon
31
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.7B
$3.89M 1.14%
44,770
-882
-2% -$74.8K
FXF icon
32
Invesco CurrencyShares Swiss Franc Trust
FXF
$420M
$3.68M 1.08%
36,750
+16,451
+81% +$1.6M
DBP icon
33
Invesco DB Precious Metals Fund
DBP
$234M
$3.65M 1.07%
+98,102
New +$3.51M
FXY icon
34
Invesco CurrencyShares Japanese Yen Trust
FXY
$427M
$3.61M 1.06%
+41,938
New +$3.53M
VNQ icon
35
Vanguard Real Estate ETF
VNQ
$39.6B
$3.39M 1%
40,433
-2,177
-5% -$169K
GLD icon
36
SPDR Gold Trust
GLD
$130B
$2.23M 0.65%
+18,916
New +$2.14M
REZ icon
37
iShares Residential and Multisector Real Estate ETF
REZ
$905M
$2.13M 0.63%
32,360
-405
-1% -$25K
DIA icon
38
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$2.02M 0.59%
11,431
-130
-1% -$21.7K
PFF icon
39
iShares Preferred and Income Securities ETF
PFF
$13.3B
$2M 0.59%
51,261
-660
-1% -$25.2K
EFZ icon
40
ProShares Trust Short MSCI EAFE
EFZ
$10.9M
$1.86M 0.55%
+27,452
New +$1.95M
DGL
41
DELISTED
Invesco DB Gold Fund
DGL
$1.82M 0.54%
+45,235
New +$1.75M
VV icon
42
Vanguard Large-Cap ETF
VV
$52.2B
$1.74M 0.51%
18,480
-2,848
-13% -$254K
PGX icon
43
Invesco Preferred ETF
PGX
$3.91B
$1.71M 0.5%
114,534
-5,817
-5% -$85.7K
QQQ icon
44
Invesco QQQ Trust
QQQ
$466B
$1.61M 0.47%
14,780
-20,122
-58% -$2.09M
BND icon
45
Vanguard Total Bond Market
BND
$159B
$1.58M 0.47%
19,138
-1,053
-5% -$86.1K
IVV icon
46
iShares Core S&P 500 ETF
IVV
$881B
$1.21M 0.36%
5,864
+255
+5% +$50K
DBEF icon
47
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9B
– –
-58,397
Closed -$1.59M
FXB icon
48
Invesco CurrencyShares British Pound Sterling Trust
FXB
$77.6M
– –
-24,956
Closed -$3.6M
IBB icon
49
iShares Biotechnology ETF
IBB
$9.23B
– –
-94,626
Closed -$10.7M
ICF icon
50
iShares Select U.S. REIT ETF
ICF
$2.11B
– –
-43,832
Closed -$2.17M
1
2
3

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JCG
JHL Capital Group Chicago, Illinois $805M AUM 50.84% 1-Year Est. Return
BFG
Barber Financial Group Lenexa, Kansas $567M AUM 5.25% 1-Year Est. Return
IMOV
Investment Management of Virginia Richmond, Virginia $526M AUM 3.23% 1-Year Est. Return
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
Stillwater Investment Management (Minnesota) Stillwater, Minnesota $372M AUM 5.45% 1-Year Est. Return

Quantitative Advantage's Q1 2016 Portfolio in Review

As of Q1 2016, Quantitative Advantage held 55 positions worth $340M, down 3.3% from $352M the previous quarter. Its ten largest holdings account for 53% of the portfolio.

Quantitative Advantage withdrew a net $15.1M in Q1 2016, closing 9 positions and reducing 32 holdings. Its most notable exit was iShares Biotechnology ETF, an estimated $10.7M position sold in full.

Against the trend, Quantitative Advantage opened a new position in State Street Utilities Select Sector SPDR ETF worth $11M.

  • Quantitative Advantage's largest Q1 2016 buy was State Street Utilities Select Sector SPDR ETF: 444,844 shares worth $11M.
  • Quantitative Advantage added most to iShares 0-1 Year Treasury Bond ETF in Q1 2016, an estimated $20.7M increase.
  • Quantitative Advantage's biggest Q1 2016 reduction was iShares S&P 500 Growth ETF, cutting an estimated $9.85M.
  • Quantitative Advantage fully exited iShares Biotechnology ETF in Q1 2016, selling an estimated $10.7M.
  • Quantitative Advantage's ten largest holdings make up 53% of its $340M portfolio in Q1 2016.
  • Quantitative Advantage opened 10 new positions and closed 9 in Q1 2016.
  • Quantitative Advantage's portfolio value fell 3.3% quarter-over-quarter to $340M.

Based on Quantitative Advantage's 13F filing for Q1 2016, filed 3 May 2016.