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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
+1.86%
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
$329M
AUM Growth
-$9.1M
Cap. Flow
-$12.8M
Cap. Flow %
-3.89%
Top 10 Hldgs %
50.94%
Holding
55
New
8
Increased
8
Reduced
32
Closed
7

Top Buys

Rank Stock Value
1
IJJ icon
iShares S&P Mid-Cap 400 Value ETF
IJJ
+$8.26M
2
IDLV icon
Invesco S&P International Developed Low Volatility ETF
IDLV
+$7.41M
3
EEMV icon
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
+$7.39M
4
EELV icon
Invesco S&P Emerging Markets Low Volatility ETF
EELV
+$4.96M
5
VPL icon
Vanguard FTSE Pacific ETF
VPL
+$4.43M

Top Sells

Rank Stock Value
1
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$13.7M
2
MINT icon
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
+$10.3M
3
SCZ icon
iShares MSCI EAFE Small-Cap ETF
SCZ
+$7.41M
4
EFA icon
iShares MSCI EAFE ETF
EFA
+$6.93M
5
VSS icon
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
+$5.07M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EELV icon
26
Invesco S&P Emerging Markets Low Volatility ETF
EELV
$428M
$4.91M 1.49%
+218,260
New +$4.96M
VAW icon
27
Vanguard Materials ETF
VAW
$2.96B
$4.56M 1.39%
42,685
+295
+0.7% +$31.6K
VCIT icon
28
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.7B
$3.89M 1.18%
43,460
-685
-2% -$61.3K
BSV icon
29
Vanguard Short-Term Bond ETF
BSV
$44.7B
$3.83M 1.16%
47,400
-20,910
-31% -$1.69M
SPLV icon
30
Invesco S&P 500 Low Volatility ETF
SPLV
$7.19B
$3.79M 1.15%
91,405
-3,166
-3% -$134K
FXY icon
31
Invesco CurrencyShares Japanese Yen Trust
FXY
$427M
$3.77M 1.15%
39,570
-1,319
-3% -$125K
DBB icon
32
Invesco DB Base Metals Fund
DBB
$304M
$3.75M 1.14%
+267,210
New +$3.64M
DBP icon
33
Invesco DB Precious Metals Fund
DBP
$234M
$3.75M 1.14%
92,446
-3,208
-3% -$133K
VNQ icon
34
Vanguard Real Estate ETF
VNQ
$39.6B
$3.24M 0.98%
37,315
-1,262
-3% -$113K
GLD icon
35
SPDR Gold Trust
GLD
$130B
$2.26M 0.69%
18,017
-641
-3% -$81.6K
IJR icon
36
iShares Core S&P Small-Cap ETF
IJR
$110B
$2.05M 0.62%
+33,052
New +$2.02M
REZ icon
37
iShares Residential and Multisector Real Estate ETF
REZ
$905M
$2.03M 0.62%
30,958
-1,130
-4% -$75.6K
PFF icon
38
iShares Preferred and Income Securities ETF
PFF
$13.3B
$1.94M 0.59%
49,009
-1,702
-3% -$67.9K
VV icon
39
Vanguard Large-Cap ETF
VV
$52.2B
$1.82M 0.55%
18,336
-770
-4% -$76.3K
DGL
40
DELISTED
Invesco DB Gold Fund
DGL
$1.78M 0.54%
41,796
-1,415
-3% -$61.3K
EFZ icon
41
ProShares Trust Short MSCI EAFE
EFZ
$10.9M
$1.66M 0.51%
26,304
-899
-3% -$58.1K
VB icon
42
Vanguard Small-Cap ETF
VB
$79.7B
$1.65M 0.5%
+13,476
New +$1.63M
QQQ icon
43
Invesco QQQ Trust
QQQ
$466B
$1.62M 0.49%
13,665
-439
-3% -$50.7K
PGX icon
44
Invesco Preferred ETF
PGX
$3.91B
$1.6M 0.49%
106,037
-3,284
-3% -$50.2K
IVV icon
45
iShares Core S&P 500 ETF
IVV
$881B
$1.55M 0.47%
7,126
-1,727
-20% -$376K
BND icon
46
Vanguard Total Bond Market
BND
$159B
$1.53M 0.47%
18,243
-25
-0.1% -$2.1K
JPUS
47
JPMorgan Diversified Return US Equity ETF
JPUS
$452M
$274K 0.08%
+4,675
New +$274K
VTI icon
48
Vanguard Total Stock Market ETF
VTI
$658B
$274K 0.08%
+2,458
New +$273K
DIA icon
49
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
– –
-11,316
Closed -$2.03M
EFA icon
50
iShares MSCI EAFE ETF
EFA
$76.5B
– –
-124,102
Closed -$6.93M
1
2
3

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IMOV
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DW
Domani Wealth Lancaster, Pennsylvania $431M AUM 6.62% 1-Year Est. Return
KI
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SG
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OAMG
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SIMM
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Quantitative Advantage's Q3 2016 Portfolio in Review

As of Q3 2016, Quantitative Advantage held 55 positions worth $329M, down 2.7% from $338M the previous quarter. Its ten largest holdings account for 51% of the portfolio.

Quantitative Advantage withdrew a net $12.8M in Q3 2016, closing 7 positions and reducing 32 holdings. Its most notable exit was iShares MSCI EAFE Small-Cap ETF, an estimated $7.41M position sold in full.

Against the trend, Quantitative Advantage opened a new position in Invesco S&P International Developed Low Volatility ETF worth $7.42M.

  • Quantitative Advantage's largest Q3 2016 buy was Invesco S&P International Developed Low Volatility ETF: 241,847 shares worth $7.42M.
  • Quantitative Advantage added most to iShares S&P Mid-Cap 400 Value ETF in Q3 2016, an estimated $8.26M increase.
  • Quantitative Advantage's biggest Q3 2016 reduction was iShares 0-1 Year Treasury Bond ETF, cutting an estimated $13.7M.
  • Quantitative Advantage fully exited iShares MSCI EAFE Small-Cap ETF in Q3 2016, selling an estimated $7.41M.
  • Quantitative Advantage's ten largest holdings make up 51% of its $329M portfolio in Q3 2016.
  • Quantitative Advantage opened 8 new positions and closed 7 in Q3 2016.
  • Quantitative Advantage's portfolio value fell 2.7% quarter-over-quarter to $329M.

Based on Quantitative Advantage's 13F filing for Q3 2016, filed 9 Nov 2016.