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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
IJJ icon
1
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.82B
$37.3M 11.35%
561,258
+125,014
+29% +$8.26M
VBR icon
2
Vanguard Small-Cap Value ETF
VBR
$37.1B
$25.5M 7.75%
230,176
+32,054
+16% +$3.52M
SHV icon
3
iShares 0-1 Year Treasury Bond ETF
SHV
$20.9B
$24.6M 7.47%
222,378
-124,265
-36% -$13.7M
EFAV icon
4
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.23B
$14.5M 4.41%
214,354
-12,230
-5% -$823K
VPL icon
5
Vanguard FTSE Pacific ETF
VPL
$8B
$12.9M 3.92%
212,522
+75,263
+55% +$4.43M
MINT icon
6
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$12.5M 3.8%
123,174
-101,446
-45% -$10.3M
IYW icon
7
iShares US Technology ETF
IYW
$24B
$10.5M 3.18%
351,688
+102,460
+41% +$2.94M
IYK icon
8
iShares US Consumer Staples ETF
IYK
$1.39B
$10.3M 3.15%
272,457
-15,486
-5% -$599K
XLU icon
9
State Street Utilities Select Sector SPDR ETF
XLU
$23.5B
$9.97M 3.03%
407,232
-25,524
-6% -$648K
IYZ icon
10
iShares US Telecommunications ETF
IYZ
$1.22B
$9.52M 2.89%
295,482
-16,175
-5% -$533K
IEF icon
11
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$8.82M 2.68%
78,846
+14,365
+22% +$1.61M
AGG icon
12
iShares Core US Aggregate Bond ETF
AGG
$139B
$8.67M 2.64%
77,098
-4,305
-5% -$484K
MBB icon
13
iShares MBS ETF
MBB
$39.3B
$8.46M 2.57%
76,872
-4,134
-5% -$454K
SPSB icon
14
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.5B
$8.45M 2.57%
274,718
-14,884
-5% -$458K
EEMV icon
15
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.42B
$7.5M 2.28%
+138,640
New +$7.39M
IDLV icon
16
Invesco S&P International Developed Low Volatility ETF
IDLV
$340M
$7.42M 2.25%
+241,847
New +$7.41M
VDC icon
17
Vanguard Consumer Staples ETF
VDC
$7.96B
$6.74M 2.05%
49,236
-1,747
-3% -$245K
IGIB icon
18
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.6B
$6.59M 2%
118,398
-7,530
-6% -$419K
VGT icon
19
Vanguard Information Technology ETF
VGT
$139B
$6.54M 1.99%
434,368
+107,968
+33% +$1.56M
IYM icon
20
iShares US Basic Materials ETF
IYM
$1.18B
$6.23M 1.89%
78,876
-3,388
-4% -$269K
VOO icon
21
Vanguard S&P 500 ETF
VOO
$974B
$6.05M 1.84%
30,451
-1,132
-4% -$224K
VPU
22
Vanguard Utilities ETF
VPU
$8.64B
$5.97M 1.82%
55,808
-2,468
-4% -$273K
BIV icon
23
Vanguard Intermediate-Term Bond ETF
BIV
$29.1B
$5.54M 1.69%
63,261
+17,837
+39% +$1.57M
VMBS icon
24
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
$5.42M 1.65%
100,429
-2,190
-2% -$118K
VCSH icon
25
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.8B
$5.41M 1.64%
67,101
-1,465
-2% -$118K
1
2 3

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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
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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.