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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
BSV icon
51
Vanguard Short-Term Bond ETF
BSV
$44.7B
– –
-47,400
Closed -$3.83M
DBP icon
52
Invesco DB Precious Metals Fund
DBP
$234M
– –
-92,446
Closed -$3.75M
EELV icon
53
Invesco S&P Emerging Markets Low Volatility ETF
EELV
$428M
– –
-218,260
Closed -$4.91M
EEMV icon
54
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.42B
– –
-138,640
Closed -$7.5M
EFAV icon
55
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.23B
– –
-214,354
Closed -$14.5M
FXY icon
56
Invesco CurrencyShares Japanese Yen Trust
FXY
$427M
– –
-39,570
Closed -$3.77M
GLD icon
57
SPDR Gold Trust
GLD
$130B
– –
-18,017
Closed -$2.26M
IDLV icon
58
Invesco S&P International Developed Low Volatility ETF
IDLV
$340M
– –
-241,847
Closed -$7.42M
IJJ icon
59
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.82B
– –
-561,258
Closed -$37.3M
IYK icon
60
iShares US Consumer Staples ETF
IYK
$1.39B
– –
-272,457
Closed -$10.3M
PFF icon
61
iShares Preferred and Income Securities ETF
PFF
$13.3B
– –
-49,009
Closed -$1.94M
PGX icon
62
Invesco Preferred ETF
PGX
$3.91B
– –
-106,037
Closed -$1.6M
REZ icon
63
iShares Residential and Multisector Real Estate ETF
REZ
$905M
– –
-30,958
Closed -$2.03M
SPLV icon
64
Invesco S&P 500 Low Volatility ETF
SPLV
$7.19B
– –
-91,405
Closed -$3.79M
VDC icon
65
Vanguard Consumer Staples ETF
VDC
$7.96B
– –
-49,236
Closed -$6.74M
VPU
66
Vanguard Utilities ETF
VPU
$8.64B
– –
-55,808
Closed -$5.97M
XLU icon
67
State Street Utilities Select Sector SPDR ETF
XLU
$23.5B
– –
-407,232
Closed -$9.97M
DGL
68
DELISTED
Invesco DB Gold Fund
DGL
– –
-41,796
Closed -$1.78M
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.