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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
IVE icon
1
iShares S&P 500 Value ETF
IVE
$48.8B
$44.7M 14.19%
430,106
-18,807
-4% -$1.95M
VTV icon
2
Vanguard Value ETF
VTV
$186B
$28.1M 8.92%
294,940
-15,142
-5% -$1.44M
VPL icon
3
Vanguard FTSE Pacific ETF
VPL
$8B
$18.6M 5.9%
293,922
+92,429
+46% +$5.72M
VEA icon
4
Vanguard FTSE Developed Markets ETF
VEA
$226B
$17.8M 5.63%
451,789
-31,374
-6% -$1.2M
ACWX icon
5
iShares MSCI ACWI ex US ETF
ACWX
$11.3B
$11.7M 3.71%
268,480
+104,499
+64% +$4.43M
IYG icon
6
iShares US Financial Services ETF
IYG
$2.06B
$10.3M 3.28%
283,959
-27,771
-9% -$1.02M
IYW icon
7
iShares US Technology ETF
IYW
$24B
$10.2M 3.25%
302,924
-38,528
-11% -$1.25M
XLI icon
8
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$9.74M 3.09%
149,723
-17,000
-10% -$1.1M
IYM icon
9
iShares US Basic Materials ETF
IYM
$1.18B
$9.43M 2.99%
105,834
-11,421
-10% -$1M
FDN icon
10
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.06B
$9.01M 2.86%
+102,345
New +$8.82M
VTI icon
11
Vanguard Total Stock Market ETF
VTI
$658B
$8.98M 2.85%
74,001
+9,495
+15% +$1.14M
VEU icon
12
Vanguard FTSE All-World ex-US ETF
VEU
$65.6B
$8.75M 2.77%
182,926
+55,232
+43% +$2.57M
HYS icon
13
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.74B
$8.44M 2.68%
83,470
-10,631
-11% -$1.07M
AGG icon
14
iShares Core US Aggregate Bond ETF
AGG
$139B
$6.82M 2.16%
62,829
-10,038
-14% -$1.09M
MBB icon
15
iShares MBS ETF
MBB
$39.3B
$6.78M 2.15%
63,637
-9,496
-13% -$1.01M
VFH icon
16
Vanguard Financials ETF
VFH
$13.4B
$6.72M 2.13%
111,192
-8,509
-7% -$518K
VGT icon
17
Vanguard Information Technology ETF
VGT
$139B
$6.66M 2.11%
393,008
-30,680
-7% -$501K
RSPN icon
18
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$1.08B
$6.42M 2.04%
307,725
-23,520
-7% -$487K
JPUS
19
JPMorgan Diversified Return US Equity ETF
JPUS
$452M
$6.17M 1.96%
97,741
+27,690
+40% +$1.71M
VOO icon
20
Vanguard S&P 500 ETF
VOO
$974B
$6.17M 1.96%
28,512
-2,090
-7% -$446K
VAW icon
21
Vanguard Materials ETF
VAW
$2.96B
$5.98M 1.9%
50,243
-3,643
-7% -$430K
IGIB icon
22
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.6B
$5.62M 1.78%
103,076
-12,508
-11% -$679K
TIP icon
23
iShares TIPS Bond ETF
TIP
$14.5B
$5.55M 1.76%
48,452
-6,213
-11% -$708K
VCSH icon
24
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.8B
$4.54M 1.44%
56,875
-8,123
-12% -$646K
VMBS icon
25
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
$4.52M 1.43%
86,063
-12,734
-13% -$667K
1
2 3

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JCG
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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 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.