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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
+4.88%
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
$337M
AUM Growth
+$12.4M
Cap. Flow
+$1.53M
Cap. Flow %
0.45%
Top 10 Hldgs %
47.89%
Holding
58
New
12
Increased
12
Reduced
27
Closed
7

Top Buys

Rank Stock Value
1
MTUM icon
iShares MSCI USA Momentum Factor ETF
MTUM
+$24.1M
2
VLUE icon
iShares MSCI USA Value Factor ETF
VLUE
+$23.4M
3
PDP icon
Invesco Dorsey Wright Momentum ETF
PDP
+$14.9M
4
PWV icon
Invesco Large Cap Value ETF
PWV
+$14.6M
5
AAXJ icon
iShares MSCI All Country Asia ex Japan ETF
AAXJ
+$12M

Top Sells

Rank Stock Value
1
IVW icon
iShares S&P 500 Growth ETF
IVW
+$46.2M
2
VUG icon
Vanguard Growth ETF
VUG
+$28.4M
3
IEV icon
iShares Europe ETF
IEV
+$12.5M
4
VGK icon
Vanguard FTSE Europe ETF
VGK
+$7.23M
5
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$4.7M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SRLN icon
26
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
$4.96M 1.47%
105,152
-1,975
-2% -$93.5K
VHT icon
27
Vanguard Health Care ETF
VHT
$18B
$4.38M 1.3%
28,445
-13,951
-33% -$2.14M
BIV icon
28
Vanguard Intermediate-Term Bond ETF
BIV
$29.1B
$3.74M 1.11%
44,647
+36
+0.1% +$3.03K
JPIN icon
29
JPMorgan Diversified Return International Equity ETF
JPIN
$360M
$3.74M 1.11%
62,214
+6,415
+11% +$381K
VCSH icon
30
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.8B
$3.71M 1.1%
46,834
-42
-0.1% -$3.35K
VV icon
31
Vanguard Large-Cap ETF
VV
$52.2B
$3.58M 1.06%
29,217
-1,477
-5% -$176K
DBB icon
32
Invesco DB Base Metals Fund
DBB
$304M
$3.31M 0.98%
170,729
-6,707
-4% -$124K
IVV icon
33
iShares Core S&P 500 ETF
IVV
$881B
$2.8M 0.83%
10,425
+2,712
+35% +$710K
VCIT icon
34
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.7B
$2.64M 0.79%
30,252
+683
+2% +$59.9K
BKLN icon
35
Invesco Senior Loan ETF
BKLN
$7.19B
$2.63M 0.78%
113,970
+2,666
+2% +$61.5K
CEW
36
WisdomTree Emerging Currency Strategy Fund
CEW
$15.5M
$2.5M 0.74%
128,463
-3,479
-3% -$66.1K
FXE icon
37
Invesco CurrencyShares Euro Currency Trust
FXE
$354M
$2.36M 0.7%
20,408
-584
-3% -$66.3K
FXB icon
38
Invesco CurrencyShares British Pound Sterling Trust
FXB
$77.6M
$2.29M 0.68%
17,424
-497
-3% -$64.1K
EFA icon
39
iShares MSCI EAFE ETF
EFA
$76.5B
$1.54M 0.46%
21,976
-90
-0.4% -$6.26K
DIA icon
40
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$1.48M 0.44%
5,969
-7
-0.1% -$1.66K
REM icon
41
iShares Mortgage Real Estate ETF
REM
$559M
$1.32M 0.39%
29,310
-38
-0.1% -$1.75K
EEM icon
42
iShares MSCI Emerging Markets ETF
EEM
$28B
$1.31M 0.39%
+27,828
New +$1.29M
IJR icon
43
iShares Core S&P Small-Cap ETF
IJR
$110B
$1.27M 0.38%
+16,583
New +$1.25M
VWO icon
44
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$1.25M 0.37%
+27,182
New +$1.21M
VBK icon
45
Vanguard Small-Cap Growth ETF
VBK
$23.4B
$1.22M 0.36%
+7,551
New +$1.19M
VNQ icon
46
Vanguard Real Estate ETF
VNQ
$39.6B
$1.16M 0.34%
13,991
-673
-5% -$56.4K
MBB icon
47
iShares MBS ETF
MBB
$39.3B
$1.15M 0.34%
10,816
+6
+0.1% +$640
DGL
48
DELISTED
Invesco DB Gold Fund
DGL
$1.15M 0.34%
27,727
-1,477
-5% -$60K
GLD icon
49
SPDR Gold Trust
GLD
$130B
$1.14M 0.34%
9,253
-8
-0.1% -$970
SPSB icon
50
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.5B
$1.14M 0.34%
37,363
+27
+0.1% +$825
1
2
3

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BFG
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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 2017 Portfolio in Review

As of Q4 2017, Quantitative Advantage held 58 positions worth $337M, up 3.8% from $324M the previous quarter. Its ten largest holdings account for 48% of the portfolio.

Quantitative Advantage's Q4 2017 filing shows 12 new, 12 increased, 27 reduced and 7 closed positions. Its largest new stake was iShares MSCI USA Momentum Factor ETF: 239,075 shares worth $24.7M. The largest sale was iShares S&P 500 Growth ETF, an estimated $46.2M.

  • Quantitative Advantage's largest Q4 2017 buy was iShares MSCI USA Momentum Factor ETF: 239,075 shares worth $24.7M.
  • Quantitative Advantage added most to Vanguard Information Technology ETF in Q4 2017, an estimated $1.96M increase.
  • Quantitative Advantage's biggest Q4 2017 reduction was iShares US Financial Services ETF, cutting an estimated $3.17M.
  • Quantitative Advantage fully exited iShares S&P 500 Growth ETF in Q4 2017, selling an estimated $46.2M.
  • Quantitative Advantage's ten largest holdings make up 48% of its $337M portfolio in Q4 2017.
  • Quantitative Advantage opened 12 new positions and closed 7 in Q4 2017.
  • Quantitative Advantage's portfolio value rose 3.8% quarter-over-quarter to $337M.

Based on Quantitative Advantage's 13F filing for Q4 2017, filed 8 Feb 2018.