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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
MTUM icon
1
iShares MSCI USA Momentum Factor ETF
MTUM
$25.8B
$24.7M 7.32%
+239,075
New +$24.1M
VLUE icon
2
iShares MSCI USA Value Factor ETF
VLUE
$9.6B
$24.1M 7.17%
+288,741
New +$23.4M
VEA icon
3
Vanguard FTSE Developed Markets ETF
VEA
$226B
$20.2M 5.99%
449,757
-6,950
-2% -$307K
PDP icon
4
Invesco Dorsey Wright Momentum ETF
PDP
$1.47B
$15.1M 4.48%
+292,447
New +$14.9M
PWV icon
5
Invesco Large Cap Value ETF
PWV
$1.63B
$14.8M 4.39%
+380,776
New +$14.6M
VTI icon
6
Vanguard Total Stock Market ETF
VTI
$658B
$14.1M 4.19%
102,831
+7,771
+8% +$1.04M
ACWX icon
7
iShares MSCI ACWI ex US ETF
ACWX
$11.3B
$12.3M 3.66%
247,044
-31,525
-11% -$1.55M
IYG icon
8
iShares US Financial Services ETF
IYG
$2.06B
$12.1M 3.6%
278,799
-75,921
-21% -$3.17M
AAXJ icon
9
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.65B
$12.1M 3.6%
+158,842
New +$12M
IYC icon
10
iShares US Consumer Discretionary ETF
IYC
$1.16B
$11.8M 3.49%
+262,212
New +$11.2M
JPUS
11
JPMorgan Diversified Return US Equity ETF
JPUS
$452M
$11.2M 3.33%
159,031
+16,276
+11% +$1.13M
VEU icon
12
Vanguard FTSE All-World ex-US ETF
VEU
$65.6B
$10.9M 3.24%
199,280
-16,423
-8% -$883K
IYW icon
13
iShares US Technology ETF
IYW
$24B
$10.4M 3.09%
255,804
-14,648
-5% -$587K
VGT icon
14
Vanguard Information Technology ETF
VGT
$139B
$9.82M 2.92%
477,168
+96,680
+25% +$1.96M
VFH icon
15
Vanguard Financials ETF
VFH
$13.4B
$8.38M 2.49%
119,649
-20,239
-14% -$1.37M
ANGL icon
16
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.1B
$8M 2.38%
267,262
-2,944
-1% -$88.5K
XLI icon
17
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$7.77M 2.31%
102,650
-39,691
-28% -$2.89M
XLV icon
18
State Street Health Care Select Sector SPDR ETF
XLV
$41.4B
$7.55M 2.24%
91,365
-25,668
-22% -$2.12M
RSPN icon
19
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$1.08B
$7.42M 2.2%
307,430
+5,335
+2% +$123K
AXJL
20
DELISTED
WisdomTree Asia-Pacific ex-Japan Fund
AXJL
$7.19M 2.14%
+102,460
New +$7.04M
IEF icon
21
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$6.26M 1.86%
59,275
-1,021
-2% -$108K
AGG icon
22
iShares Core US Aggregate Bond ETF
AGG
$139B
$6.18M 1.84%
56,574
-943
-2% -$103K
VCR icon
23
Vanguard Consumer Discretionary ETF
VCR
$6.15B
$5.21M 1.55%
+33,432
New +$4.98M
LQD icon
24
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$35.2B
$5.21M 1.55%
42,873
-992
-2% -$120K
BND icon
25
Vanguard Total Bond Market
BND
$159B
$5.1M 1.51%
62,520
+944
+2% +$77.1K
1
2 3

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IMOV
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DW
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KI
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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.