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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
+0.14%
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
$341M
AUM Growth
+$4.61M
Cap. Flow
+$5.39M
Cap. Flow %
1.58%
Top 10 Hldgs %
44.86%
Holding
60
New
9
Increased
26
Reduced
20
Closed
5

Top Buys

Rank Stock Value
1
VONG icon
Vanguard Russell 1000 Growth ETF
VONG
+$14.5M
2
SCZ icon
iShares MSCI EAFE Small-Cap ETF
SCZ
+$9.37M
3
SPEM icon
State Street SPDR Portfolio Emerging Markets ETF
SPEM
+$9.27M
4
BOND icon
PIMCO Active Bond Exchange-Traded Fund
BOND
+$8.53M
5
SPIP icon
State Street SPDR Portfolio TIPS ETF
SPIP
+$7.23M

Top Sells

Rank Stock Value
1
PWV icon
Invesco Large Cap Value ETF
PWV
+$14.8M
2
ACWX icon
iShares MSCI ACWI ex US ETF
ACWX
+$12.3M
3
VEU icon
Vanguard FTSE All-World ex-US ETF
VEU
+$6.89M
4
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$6.26M
5
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$4.87M

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
$25M 7.32%
235,910
-3,165
-1% -$345K
VLUE icon
2
iShares MSCI USA Value Factor ETF
VLUE
$9.6B
$23.4M 6.86%
285,697
-3,044
-1% -$259K
VEA icon
3
Vanguard FTSE Developed Markets ETF
VEA
$226B
$15.7M 4.61%
355,797
-93,960
-21% -$4.26M
PDP icon
4
Invesco Dorsey Wright Momentum ETF
PDP
$1.47B
$15.5M 4.54%
294,404
+1,957
+0.7% +$105K
VONG icon
5
Vanguard Russell 1000 Growth ETF
VONG
$43.2B
$14.1M 4.13%
+404,016
New +$14.5M
JPUS
6
JPMorgan Diversified Return US Equity ETF
JPUS
$452M
$12.4M 3.62%
177,486
+18,455
+12% +$1.32M
IYG icon
7
iShares US Financial Services ETF
IYG
$2.06B
$12.3M 3.6%
281,241
+2,442
+0.9% +$111K
IYC icon
8
iShares US Consumer Discretionary ETF
IYC
$1.16B
$12M 3.52%
263,588
+1,376
+0.5% +$64.7K
VTI icon
9
Vanguard Total Stock Market ETF
VTI
$658B
$12M 3.5%
88,146
-14,685
-14% -$2.06M
IYW icon
10
iShares US Technology ETF
IYW
$24B
$10.8M 3.16%
256,148
+344
+0.1% +$14.8K
VFH icon
11
Vanguard Financials ETF
VFH
$13.4B
$10.6M 3.12%
153,159
+33,510
+28% +$2.42M
SCZ icon
12
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.9B
$9.26M 2.71%
+142,054
New +$9.37M
AAXJ icon
13
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.65B
$9.24M 2.71%
119,245
-39,597
-25% -$3.12M
SPEM icon
14
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$16.9B
$9.09M 2.66%
+231,365
New +$9.27M
BOND icon
15
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.29B
$8.52M 2.49%
+81,706
New +$8.53M
ANGL icon
16
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.1B
$7.95M 2.33%
273,480
+6,218
+2% +$184K
XLI icon
17
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$7.69M 2.25%
103,522
+872
+0.8% +$67.2K
XLV icon
18
State Street Health Care Select Sector SPDR ETF
XLV
$41.4B
$7.52M 2.2%
92,420
+1,055
+1% +$89.9K
SPIP icon
19
State Street SPDR Portfolio TIPS ETF
SPIP
$1,000M
$7.26M 2.13%
+260,306
New +$7.23M
VGT icon
20
Vanguard Information Technology ETF
VGT
$139B
$7.24M 2.12%
338,472
-138,696
-29% -$3.03M
VHT icon
21
Vanguard Health Care ETF
VHT
$18B
$6.76M 1.98%
44,046
+15,601
+55% +$2.49M
VWO icon
22
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$6.58M 1.93%
139,975
+112,793
+415% +$5.41M
LQD icon
23
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$35.2B
$5.4M 1.58%
46,007
+3,134
+7% +$370K
DLS icon
24
WisdomTree International SmallCap Dividend Fund
DLS
$1.04B
$5.37M 1.57%
+70,206
New +$5.46M
SRLN icon
25
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
$5.36M 1.57%
113,094
+7,942
+8% +$377K
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
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Quantitative Advantage's Q1 2018 Portfolio in Review

As of Q1 2018, Quantitative Advantage held 60 positions worth $341M, up 1.4% from $337M the previous quarter. Its ten largest holdings account for 45% of the portfolio.

Quantitative Advantage's Q1 2018 filing shows 9 new, 26 increased, 20 reduced and 5 closed positions. Its largest new stake was Vanguard Russell 1000 Growth ETF: 404,016 shares worth $14.1M. The largest sale was Invesco Large Cap Value ETF, an estimated $14.8M.

  • Quantitative Advantage's largest Q1 2018 buy was Vanguard Russell 1000 Growth ETF: 404,016 shares worth $14.1M.
  • Quantitative Advantage added most to Vanguard FTSE Emerging Markets ETF in Q1 2018, an estimated $5.41M increase.
  • Quantitative Advantage's biggest Q1 2018 reduction was Vanguard FTSE All-World ex-US ETF, cutting an estimated $6.89M.
  • Quantitative Advantage fully exited Invesco Large Cap Value ETF in Q1 2018, selling an estimated $14.8M.
  • Quantitative Advantage's ten largest holdings make up 45% of its $341M portfolio in Q1 2018.
  • Quantitative Advantage opened 9 new positions and closed 5 in Q1 2018.
  • Quantitative Advantage's portfolio value rose 1.4% quarter-over-quarter to $341M.

Based on Quantitative Advantage's 13F filing for Q1 2018, filed 7 May 2018.