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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
IVE icon
1
iShares S&P 500 Value ETF
IVE
$48.8B
$45.5M 13.9%
+448,913
New +$43.8M
VTV icon
2
Vanguard Value ETF
VTV
$186B
$28.8M 8.81%
+310,082
New +$27.8M
VEA icon
3
Vanguard FTSE Developed Markets ETF
VEA
$226B
$17.7M 5.39%
+483,163
New +$17.6M
VPL icon
4
Vanguard FTSE Pacific ETF
VPL
$8B
$11.7M 3.58%
201,493
-11,029
-5% -$656K
IYG icon
5
iShares US Financial Services ETF
IYG
$2.06B
$11M 3.37%
+311,730
New +$10.2M
XLI icon
6
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$10.4M 3.17%
+166,723
New +$10M
IYW icon
7
iShares US Technology ETF
IYW
$24B
$10.3M 3.14%
341,452
-10,236
-3% -$305K
IYZ icon
8
iShares US Telecommunications ETF
IYZ
$1.22B
$9.96M 3.04%
288,556
-6,926
-2% -$223K
SHV icon
9
iShares 0-1 Year Treasury Bond ETF
SHV
$20.9B
$9.78M 2.99%
88,621
-133,757
-60% -$14.8M
IYM icon
10
iShares US Basic Materials ETF
IYM
$1.18B
$9.75M 2.98%
117,255
+38,379
+49% +$3.1M
HYS icon
11
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.74B
$9.4M 2.87%
+94,101
New +$9.32M
AGG icon
12
iShares Core US Aggregate Bond ETF
AGG
$139B
$7.87M 2.41%
72,867
-4,231
-5% -$464K
MBB icon
13
iShares MBS ETF
MBB
$39.3B
$7.78M 2.38%
73,133
-3,739
-5% -$404K
VTI icon
14
Vanguard Total Stock Market ETF
VTI
$658B
$7.44M 2.27%
64,506
+62,048
+2,524% +$6.98M
VFH icon
15
Vanguard Financials ETF
VFH
$13.4B
$7.1M 2.17%
+119,701
New +$6.54M
ACWX icon
16
iShares MSCI ACWI ex US ETF
ACWX
$11.3B
$6.6M 2.02%
+163,981
New +$6.64M
RSPN icon
17
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$1.08B
$6.57M 2.01%
+331,245
New +$6.36M
VGT icon
18
Vanguard Information Technology ETF
VGT
$139B
$6.43M 1.97%
423,688
-10,680
-2% -$161K
VOO icon
19
Vanguard S&P 500 ETF
VOO
$974B
$6.28M 1.92%
30,602
+151
+0.5% +$30.3K
IGIB icon
20
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.6B
$6.25M 1.91%
115,584
-2,814
-2% -$154K
TIP icon
21
iShares TIPS Bond ETF
TIP
$14.5B
$6.19M 1.89%
+54,665
New +$6.24M
MINT icon
22
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$6.14M 1.88%
60,633
-62,541
-51% -$6.34M
VAW icon
23
Vanguard Materials ETF
VAW
$2.96B
$6.06M 1.85%
53,886
+11,201
+26% +$1.22M
VEU icon
24
Vanguard FTSE All-World ex-US ETF
VEU
$65.6B
$5.64M 1.72%
+127,694
New +$5.66M
VMBS icon
25
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
$5.17M 1.58%
98,797
-1,632
-2% -$86.6K
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.