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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
VMBS icon
51
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
$1.08M 0.32%
20,621
-1,000
-5% -$52.6K
IEV icon
52
iShares Europe ETF
IEV
$1.63B
– –
-266,767
Closed -$12.5M
IVW icon
53
iShares S&P 500 Growth ETF
IVW
$73.1B
– –
-1,288,224
Closed -$46.2M
QQQ icon
54
Invesco QQQ Trust
QQQ
$466B
– –
-18,205
Closed -$2.65M
VGK icon
55
Vanguard FTSE Europe ETF
VGK
$30B
– –
-123,984
Closed -$7.23M
VPU
56
Vanguard Utilities ETF
VPU
$8.64B
– –
-27,007
Closed -$3.15M
VUG icon
57
Vanguard Growth ETF
VUG
$221B
– –
-1,283,226
Closed -$28.4M
XLU icon
58
State Street Utilities Select Sector SPDR ETF
XLU
$23.5B
– –
-177,196
Closed -$4.7M
1 2
3

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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
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OAMG
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SIMM
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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.