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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
+1.91%
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
$338M
AUM Growth
-$2.02M
Cap. Flow
-$6.99M
Cap. Flow %
-2.07%
Top 10 Hldgs %
52%
Holding
50
New
4
Increased
9
Reduced
34
Closed
3

Top Buys

Rank Stock Value
1
IJJ icon
iShares S&P Mid-Cap 400 Value ETF
IJJ
+$27.5M
2
VBR icon
Vanguard Small-Cap Value ETF
VBR
+$20.5M
3
IYM icon
iShares US Basic Materials ETF
IYM
+$6.28M
4
VAW icon
Vanguard Materials ETF
VAW
+$4.34M
5
IVV icon
iShares Core S&P 500 ETF
IVV
+$624K

Top Sells

Rank Stock Value
1
IVW icon
iShares S&P 500 Growth ETF
IVW
+$29M
2
VUG icon
Vanguard Growth ETF
VUG
+$21.8M
3
IYC icon
iShares US Consumer Discretionary ETF
IYC
+$6.96M
4
VCR icon
Vanguard Consumer Discretionary ETF
VCR
+$4.78M
5
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$523K

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SHV icon
1
iShares 0-1 Year Treasury Bond ETF
SHV
$20.9B
$38.3M 11.33%
346,643
-4,738
-1% -$523K
IJJ icon
2
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.82B
$27.9M 8.26%
+436,244
New +$27.5M
MINT icon
3
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$22.7M 6.72%
224,620
+59
+0% +$5.96K
VBR icon
4
Vanguard Small-Cap Value ETF
VBR
$37.1B
$20.9M 6.17%
+198,122
New +$20.5M
EFAV icon
5
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.23B
$15M 4.45%
226,584
-6,473
-3% -$433K
XLU icon
6
State Street Utilities Select Sector SPDR ETF
XLU
$23.5B
$11.4M 3.36%
432,756
-12,088
-3% -$298K
IYK icon
7
iShares US Consumer Staples ETF
IYK
$1.39B
$11.1M 3.28%
287,943
-7,185
-2% -$270K
IYZ icon
8
iShares US Telecommunications ETF
IYZ
$1.22B
$10.4M 3.07%
311,657
-7,527
-2% -$236K
AGG icon
9
iShares Core US Aggregate Bond ETF
AGG
$139B
$9.17M 2.71%
81,403
+1,183
+1% +$131K
SPSB icon
10
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.5B
$8.91M 2.64%
289,602
+4,218
+1% +$129K
MBB icon
11
iShares MBS ETF
MBB
$39.3B
$8.91M 2.64%
81,006
+1,176
+1% +$129K
VPL icon
12
Vanguard FTSE Pacific ETF
VPL
$8B
$7.65M 2.26%
137,259
-2,612
-2% -$146K
SCZ icon
13
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.9B
$7.41M 2.19%
153,626
-6,361
-4% -$320K
IEF icon
14
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$7.28M 2.15%
64,481
+1,497
+2% +$166K
VDC icon
15
Vanguard Consumer Staples ETF
VDC
$7.96B
$7.2M 2.13%
50,983
-46
-0.1% -$6.25K
IGIB icon
16
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.6B
$7M 2.07%
125,928
+2,634
+2% +$145K
EFA icon
17
iShares MSCI EAFE ETF
EFA
$76.5B
$6.93M 2.05%
124,102
-4,623
-4% -$266K
VPU
18
Vanguard Utilities ETF
VPU
$8.64B
$6.67M 1.97%
58,276
+1,246
+2% +$134K
IYW icon
19
iShares US Technology ETF
IYW
$24B
$6.56M 1.94%
249,228
-7,908
-3% -$209K
IYM icon
20
iShares US Basic Materials ETF
IYM
$1.18B
$6.25M 1.85%
+82,264
New +$6.28M
VOO icon
21
Vanguard S&P 500 ETF
VOO
$974B
$6.07M 1.8%
31,583
-23
-0.1% -$4.38K
VCSH icon
22
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.8B
$5.54M 1.64%
68,566
-1,862
-3% -$149K
BSV icon
23
Vanguard Short-Term Bond ETF
BSV
$44.7B
$5.54M 1.64%
68,310
-1,901
-3% -$153K
VMBS icon
24
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
$5.53M 1.64%
102,619
-2,725
-3% -$146K
VSS icon
25
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.3B
$5.07M 1.5%
54,476
-1,749
-3% -$166K
1
2

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BFG
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IMOV
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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
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SIMM
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Quantitative Advantage's Q2 2016 Portfolio in Review

As of Q2 2016, Quantitative Advantage held 50 positions worth $338M, down 0.59% from $340M the previous quarter. Its ten largest holdings account for 52% of the portfolio.

Quantitative Advantage's Q2 2016 filing shows 4 new, 9 increased, 34 reduced and 3 closed positions. Its largest new stake was iShares S&P Mid-Cap 400 Value ETF: 436,244 shares worth $27.9M. The largest sale was iShares S&P 500 Growth ETF, an estimated $29M.

  • Quantitative Advantage's largest Q2 2016 buy was iShares S&P Mid-Cap 400 Value ETF: 436,244 shares worth $27.9M.
  • Quantitative Advantage added most to iShares Core S&P 500 ETF in Q2 2016, an estimated $624K increase.
  • Quantitative Advantage's biggest Q2 2016 reduction was Vanguard Growth ETF, cutting an estimated $21.8M.
  • Quantitative Advantage fully exited iShares S&P 500 Growth ETF in Q2 2016, selling an estimated $29M.
  • Quantitative Advantage's ten largest holdings make up 52% of its $338M portfolio in Q2 2016.
  • Quantitative Advantage opened 4 new positions and closed 3 in Q2 2016.
  • Quantitative Advantage's portfolio value fell 0.59% quarter-over-quarter to $338M.

Based on Quantitative Advantage's 13F filing for Q2 2016, filed 22 Jul 2016.