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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
+4.57%
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
$315M
AUM Growth
-$12.1M
Cap. Flow
-$24.8M
Cap. Flow %
-7.87%
Top 10 Hldgs %
53.82%
Holding
52
New
2
Increased
8
Reduced
38
Closed
4

Top Buys

Rank Stock Value
1
FDN icon
First Trust Dow Jones Internet Index Fund ETF
FDN
+$8.82M
2
VPL icon
Vanguard FTSE Pacific ETF
VPL
+$5.72M
3
ACWX icon
iShares MSCI ACWI ex US ETF
ACWX
+$4.43M
4
VEU icon
Vanguard FTSE All-World ex-US ETF
VEU
+$2.57M
5
DBE icon
Invesco DB Energy Fund
DBE
+$2.33M

Top Sells

Rank Stock Value
1
IYZ icon
iShares US Telecommunications ETF
IYZ
+$9.96M
2
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$9.78M
3
MINT icon
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
+$6.14M
4
IVE icon
iShares S&P 500 Value ETF
IVE
+$1.95M
5
EFZ icon
ProShares Trust Short MSCI EAFE
EFZ
+$1.44M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BIV icon
26
Vanguard Intermediate-Term Bond ETF
BIV
$29.1B
$4.5M 1.43%
53,859
-8,203
-13% -$683K
BND icon
27
Vanguard Total Bond Market
BND
$159B
$3.95M 1.25%
48,740
+5,948
+14% +$481K
DBB icon
28
Invesco DB Base Metals Fund
DBB
$304M
$3.25M 1.03%
198,522
-48,168
-20% -$777K
VCIT icon
29
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.7B
$3.19M 1.01%
36,941
-5,197
-12% -$447K
CEW
30
WisdomTree Emerging Currency Strategy Fund
CEW
$15.5M
$2.7M 0.86%
146,990
-34,829
-19% -$626K
PDBC icon
31
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$5.61B
$2.58M 0.82%
155,199
-36,752
-19% -$624K
UUP icon
32
Invesco DB US Dollar Index Bullish Fund
UUP
$432M
$2.54M 0.81%
97,859
-23,229
-19% -$605K
DBE icon
33
Invesco DB Energy Fund
DBE
$87.9M
$2.28M 0.72%
+180,751
New +$2.33M
VV icon
34
Vanguard Large-Cap ETF
VV
$52.2B
$2.09M 0.66%
19,328
+1,420
+8% +$151K
JPIN icon
35
JPMorgan Diversified Return International Equity ETF
JPIN
$360M
$2.05M 0.65%
38,577
+11,110
+40% +$569K
IVV icon
36
iShares Core S&P 500 ETF
IVV
$881B
$1.8M 0.57%
7,592
-1,880
-20% -$440K
QQQ icon
37
Invesco QQQ Trust
QQQ
$466B
$1.53M 0.49%
11,577
-2,220
-16% -$283K
IJR icon
38
iShares Core S&P Small-Cap ETF
IJR
$110B
$1.52M 0.48%
22,049
-6,369
-22% -$439K
VB icon
39
Vanguard Small-Cap ETF
VB
$79.7B
$1.52M 0.48%
11,436
-2,202
-16% -$291K
REM icon
40
iShares Mortgage Real Estate ETF
REM
$559M
$1.46M 0.46%
32,188
-9,150
-22% -$403K
VNQ icon
41
Vanguard Real Estate ETF
VNQ
$39.6B
$1.37M 0.44%
16,609
-3,187
-16% -$264K
VO icon
42
Vanguard Mid-Cap ETF
VO
$106B
$1.36M 0.43%
39,020
-7,368
-16% -$253K
DIA icon
43
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$1.35M 0.43%
6,565
-1,861
-22% -$379K
VBR icon
44
Vanguard Small-Cap Value ETF
VBR
$37.1B
$1.32M 0.42%
10,738
-2,053
-16% -$252K
IWM icon
45
iShares Russell 2000 ETF
IWM
$82.2B
$1.3M 0.41%
9,489
-2,688
-22% -$367K
IJH icon
46
iShares Core S&P Mid-Cap ETF
IJH
$122B
$1.29M 0.41%
37,670
-10,445
-22% -$355K
IEF icon
47
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$1.27M 0.4%
12,037
-3,419
-22% -$359K
SPSB icon
48
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.5B
$1.25M 0.4%
40,956
-11,573
-22% -$354K
EFZ icon
49
ProShares Trust Short MSCI EAFE
EFZ
$10.9M
– –
-22,573
Closed -$1.44M
IYZ icon
50
iShares US Telecommunications ETF
IYZ
$1.22B
– –
-288,556
Closed -$9.96M
1
2
3

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BFG
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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
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Quantitative Advantage's Q1 2017 Portfolio in Review

As of Q1 2017, Quantitative Advantage held 52 positions worth $315M, down 3.7% from $327M the previous quarter. Its ten largest holdings account for 54% of the portfolio.

Quantitative Advantage withdrew a net $24.8M in Q1 2017, closing 4 positions and reducing 38 holdings. Its most notable exit was iShares US Telecommunications ETF, an estimated $9.96M position sold in full.

Against the trend, Quantitative Advantage opened a new position in First Trust Dow Jones Internet Index Fund ETF worth $9.01M.

  • Quantitative Advantage's largest Q1 2017 buy was First Trust Dow Jones Internet Index Fund ETF: 102,345 shares worth $9.01M.
  • Quantitative Advantage added most to Vanguard FTSE Pacific ETF in Q1 2017, an estimated $5.72M increase.
  • Quantitative Advantage's biggest Q1 2017 reduction was iShares S&P 500 Value ETF, cutting an estimated $1.95M.
  • Quantitative Advantage fully exited iShares US Telecommunications ETF in Q1 2017, selling an estimated $9.96M.
  • Quantitative Advantage's ten largest holdings make up 54% of its $315M portfolio in Q1 2017.
  • Quantitative Advantage opened 2 new positions and closed 4 in Q1 2017.
  • Quantitative Advantage's portfolio value fell 3.7% quarter-over-quarter to $315M.

Based on Quantitative Advantage's 13F filing for Q1 2017, filed 4 May 2017.