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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
+1.25%
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
$344M
AUM Growth
+$2.76M
Cap. Flow
+$203K
Cap. Flow %
0.06%
Top 10 Hldgs %
46.23%
Holding
63
New
8
Increased
23
Reduced
22
Closed
10

Top Buys

Rank Stock Value
1
EFAV icon
iShares MSCI EAFE Min Vol Factor ETF
EFAV
+$9.6M
2
JPIB icon
JPMorgan International Bond Opportunities ETF
JPIB
+$8.41M
3
VEU icon
Vanguard FTSE All-World ex-US ETF
VEU
+$5.73M
4
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$5.02M
5
VDE icon
Vanguard Energy ETF
VDE
+$3.52M

Top Sells

Rank Stock Value
1
SPEM icon
State Street SPDR Portfolio Emerging Markets ETF
SPEM
+$9.09M
2
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$7.69M
3
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$6.58M
4
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$5.4M
5
RSPN icon
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
+$4.44M

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
$25.6M 7.45%
233,579
-2,331
-1% -$255K
VLUE icon
2
iShares MSCI USA Value Factor ETF
VLUE
$9.6B
$23.4M 6.81%
283,724
-1,973
-0.7% -$166K
PDP icon
3
Invesco Dorsey Wright Momentum ETF
PDP
$1.47B
$16.2M 4.7%
292,350
-2,054
-0.7% -$112K
VEA icon
4
Vanguard FTSE Developed Markets ETF
VEA
$226B
$15.3M 4.45%
357,039
+1,242
+0.3% +$55.4K
VONG icon
5
Vanguard Russell 1000 Growth ETF
VONG
$43.2B
$14.7M 4.28%
401,120
-2,896
-0.7% -$105K
IYC icon
6
iShares US Consumer Discretionary ETF
IYC
$1.16B
$13.2M 3.83%
272,052
+8,464
+3% +$399K
JPUS
7
JPMorgan Diversified Return US Equity ETF
JPUS
$452M
$13.1M 3.8%
184,128
+6,642
+4% +$469K
VTI icon
8
Vanguard Total Stock Market ETF
VTI
$658B
$12.8M 3.73%
91,504
+3,358
+4% +$468K
IYW icon
9
iShares US Technology ETF
IYW
$24B
$12.5M 3.63%
280,364
+24,216
+9% +$1.07M
IYG icon
10
iShares US Financial Services ETF
IYG
$2.06B
$12.2M 3.55%
282,729
+1,488
+0.5% +$65.9K
VFH icon
11
Vanguard Financials ETF
VFH
$13.4B
$10.4M 3.01%
153,488
+329
+0.2% +$23K
VEU icon
12
Vanguard FTSE All-World ex-US ETF
VEU
$65.6B
$9.4M 2.73%
181,428
+105,732
+140% +$5.73M
EFAV icon
13
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.23B
$9.29M 2.7%
+130,571
New +$9.6M
VGT icon
14
Vanguard Information Technology ETF
VGT
$139B
$9.09M 2.64%
400,736
+62,264
+18% +$1.4M
SCZ icon
15
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.9B
$8.95M 2.6%
142,678
+624
+0.4% +$40.8K
AAXJ icon
16
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.65B
$8.59M 2.5%
119,849
+604
+0.5% +$45.9K
BOND icon
17
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.29B
$8.33M 2.42%
80,820
-886
-1% -$91.2K
JPIB icon
18
JPMorgan International Bond Opportunities ETF
JPIB
$2.06B
$8.32M 2.42%
+167,457
New +$8.41M
ANGL icon
19
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.1B
$7.76M 2.26%
270,628
-2,852
-1% -$82.8K
XLV icon
20
State Street Health Care Select Sector SPDR ETF
XLV
$41.4B
$7.49M 2.17%
89,684
-2,736
-3% -$227K
SPIP icon
21
State Street SPDR Portfolio TIPS ETF
SPIP
$1,000M
$7.09M 2.06%
255,368
-4,938
-2% -$136K
VCR icon
22
Vanguard Consumer Discretionary ETF
VCR
$6.15B
$6.29M 1.83%
37,058
+3,938
+12% +$651K
VHT icon
23
Vanguard Health Care ETF
VHT
$18B
$5.36M 1.56%
33,668
-10,378
-24% -$1.63M
SRLN icon
24
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
$5.25M 1.53%
111,794
-1,300
-1% -$61.4K
XLE icon
25
State Street Energy Select Sector SPDR ETF
XLE
$38.2B
$5.13M 1.49%
+135,204
New +$5.02M
1
2 3

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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 Q2 2018 Portfolio in Review

As of Q2 2018, Quantitative Advantage held 63 positions worth $344M, up 0.81% from $341M the previous quarter. Its ten largest holdings account for 46% of the portfolio.

Quantitative Advantage's Q2 2018 filing shows 8 new, 23 increased, 22 reduced and 10 closed positions. Its largest new stake was iShares MSCI EAFE Min Vol Factor ETF: 130,571 shares worth $9.29M. The largest sale was State Street SPDR Portfolio Emerging Markets ETF, an estimated $9.09M.

  • Quantitative Advantage's largest Q2 2018 buy was iShares MSCI EAFE Min Vol Factor ETF: 130,571 shares worth $9.29M.
  • Quantitative Advantage added most to Vanguard FTSE All-World ex-US ETF in Q2 2018, an estimated $5.73M increase.
  • Quantitative Advantage's biggest Q2 2018 reduction was Vanguard Health Care ETF, cutting an estimated $1.63M.
  • Quantitative Advantage fully exited State Street SPDR Portfolio Emerging Markets ETF in Q2 2018, selling an estimated $9.09M.
  • Quantitative Advantage's ten largest holdings make up 46% of its $344M portfolio in Q2 2018.
  • Quantitative Advantage opened 8 new positions and closed 10 in Q2 2018.
  • Quantitative Advantage's portfolio value rose 0.81% quarter-over-quarter to $344M.

Based on Quantitative Advantage's 13F filing for Q2 2018, filed 7 Aug 2018.