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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
+3.13%
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
$327M
AUM Growth
-$1.48M
Cap. Flow
-$7.36M
Cap. Flow %
-2.25%
Top 10 Hldgs %
50.36%
Holding
68
New
20
Increased
9
Reduced
21
Closed
18

Top Buys

Rank Stock Value
1
IVE icon
iShares S&P 500 Value ETF
IVE
+$43.8M
2
VTV icon
Vanguard Value ETF
VTV
+$27.8M
3
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$17.6M
4
IYG icon
iShares US Financial Services ETF
IYG
+$10.2M
5
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$10M

Top Sells

Rank Stock Value
1
IJJ icon
iShares S&P Mid-Cap 400 Value ETF
IJJ
+$37.3M
2
VBR icon
Vanguard Small-Cap Value ETF
VBR
+$24.9M
3
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$14.8M
4
EFAV icon
iShares MSCI EAFE Min Vol Factor ETF
EFAV
+$14.5M
5
IYK icon
iShares US Consumer Staples ETF
IYK
+$10.3M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VCSH icon
26
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.8B
$5.16M 1.58%
64,998
-2,103
-3% -$168K
BIV icon
27
Vanguard Intermediate-Term Bond ETF
BIV
$29.1B
$5.16M 1.57%
62,062
-1,199
-2% -$102K
JPUS
28
JPMorgan Diversified Return US Equity ETF
JPUS
$452M
$4.15M 1.27%
70,051
+65,376
+1,398% +$3.81M
DBB icon
29
Invesco DB Base Metals Fund
DBB
$304M
$3.68M 1.12%
246,690
-20,520
-8% -$302K
VCIT icon
30
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.7B
$3.61M 1.1%
42,138
-1,322
-3% -$115K
BND icon
31
Vanguard Total Bond Market
BND
$159B
$3.46M 1.06%
42,792
+24,549
+135% +$2.01M
PDBC icon
32
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$5.61B
$3.32M 1.01%
+191,951
New +$3.37M
UUP icon
33
Invesco DB US Dollar Index Bullish Fund
UUP
$432M
$3.2M 0.98%
+121,088
New +$3.12M
CEW
34
WisdomTree Emerging Currency Strategy Fund
CEW
$15.5M
$3.18M 0.97%
+181,819
New +$3.22M
IVV icon
35
iShares Core S&P 500 ETF
IVV
$881B
$2.13M 0.65%
9,472
+2,346
+33% +$516K
IJR icon
36
iShares Core S&P Small-Cap ETF
IJR
$110B
$1.95M 0.6%
28,418
-4,634
-14% -$299K
VV icon
37
Vanguard Large-Cap ETF
VV
$52.2B
$1.83M 0.56%
17,908
-428
-2% -$42.8K
VB icon
38
Vanguard Small-Cap ETF
VB
$79.7B
$1.76M 0.54%
13,638
+162
+1% +$20.1K
REM icon
39
iShares Mortgage Real Estate ETF
REM
$559M
$1.74M 0.53%
+41,338
New +$1.73M
DIA icon
40
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$1.66M 0.51%
+8,426
New +$1.59M
IWM icon
41
iShares Russell 2000 ETF
IWM
$82.2B
$1.64M 0.5%
+12,177
New +$1.56M
QQQ icon
42
Invesco QQQ Trust
QQQ
$466B
$1.64M 0.5%
13,797
+132
+1% +$15.6K
VNQ icon
43
Vanguard Real Estate ETF
VNQ
$39.6B
$1.63M 0.5%
19,796
-17,519
-47% -$1.43M
IEF icon
44
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$1.62M 0.49%
15,456
-63,390
-80% -$6.81M
SPSB icon
45
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.5B
$1.6M 0.49%
52,529
-222,189
-81% -$6.79M
IJH icon
46
iShares Core S&P Mid-Cap ETF
IJH
$122B
$1.59M 0.49%
+48,115
New +$1.53M
VBR icon
47
Vanguard Small-Cap Value ETF
VBR
$37.1B
$1.55M 0.47%
12,791
-217,385
-94% -$24.9M
VO icon
48
Vanguard Mid-Cap ETF
VO
$106B
$1.53M 0.47%
+46,388
New +$1.5M
EFZ icon
49
ProShares Trust Short MSCI EAFE
EFZ
$10.9M
$1.44M 0.44%
22,573
-3,731
-14% -$241K
JPIN icon
50
JPMorgan Diversified Return International Equity ETF
JPIN
$360M
$1.34M 0.41%
+27,467
New +$1.37M
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 Q4 2016 Portfolio in Review

As of Q4 2016, Quantitative Advantage held 68 positions worth $327M, down 0.45% from $329M the previous quarter. Its ten largest holdings account for 50% of the portfolio.

Quantitative Advantage's Q4 2016 filing shows 20 new, 9 increased, 21 reduced and 18 closed positions. Its largest new stake was iShares S&P 500 Value ETF: 448,913 shares worth $45.5M. The largest sale was iShares S&P Mid-Cap 400 Value ETF, an estimated $37.3M.

  • Quantitative Advantage's largest Q4 2016 buy was iShares S&P 500 Value ETF: 448,913 shares worth $45.5M.
  • Quantitative Advantage added most to Vanguard Total Stock Market ETF in Q4 2016, an estimated $6.98M increase.
  • Quantitative Advantage's biggest Q4 2016 reduction was Vanguard Small-Cap Value ETF, cutting an estimated $24.9M.
  • Quantitative Advantage fully exited iShares S&P Mid-Cap 400 Value ETF in Q4 2016, selling an estimated $37.3M.
  • Quantitative Advantage's ten largest holdings make up 50% of its $327M portfolio in Q4 2016.
  • Quantitative Advantage opened 20 new positions and closed 18 in Q4 2016.
  • Quantitative Advantage's portfolio value fell 0.45% quarter-over-quarter to $327M.

Based on Quantitative Advantage's 13F filing for Q4 2016, filed 31 Jan 2017.