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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
+4.64%
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
$359M
AUM Growth
+$15.3M
Cap. Flow
+$3.16M
Cap. Flow %
0.88%
Top 10 Hldgs %
47.06%
Holding
59
New
6
Increased
34
Reduced
13
Closed
6

Top Buys

Rank Stock Value
1
USMV icon
iShares MSCI USA Min Vol Factor ETF
USMV
+$25M
2
IVW icon
iShares S&P 500 Growth ETF
IVW
+$25M
3
GSIE icon
Goldman Sachs ActiveBeta International Equity ETF
GSIE
+$15.1M
4
SPLV icon
Invesco S&P 500 Low Volatility ETF
SPLV
+$15.1M
5
TOTL icon
State Street DoubleLine Total Return Tactical ETF
TOTL
+$6.05M

Top Sells

Rank Stock Value
1
MTUM icon
iShares MSCI USA Momentum Factor ETF
MTUM
+$25.6M
2
VLUE icon
iShares MSCI USA Value Factor ETF
VLUE
+$23.4M
3
PDP icon
Invesco Dorsey Wright Momentum ETF
PDP
+$16.2M
4
AAXJ icon
iShares MSCI All Country Asia ex Japan ETF
AAXJ
+$8.59M
5
SPIP icon
State Street SPDR Portfolio TIPS ETF
SPIP
+$5.58M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IVW icon
1
iShares S&P 500 Growth ETF
IVW
$73.1B
$25.7M 7.16%
+580,660
New +$25M
USMV icon
2
iShares MSCI USA Min Vol Factor ETF
USMV
$23.1B
$25.6M 7.11%
+448,068
New +$25M
VONG icon
3
Vanguard Russell 1000 Growth ETF
VONG
$43.2B
$15.8M 4.39%
394,804
-6,316
-2% -$245K
VEA icon
4
Vanguard FTSE Developed Markets ETF
VEA
$226B
$15.5M 4.31%
357,755
+716
+0.2% +$30.9K
SPLV icon
5
Invesco S&P 500 Low Volatility ETF
SPLV
$7.19B
$15.2M 4.24%
+307,702
New +$15.1M
GSIE icon
6
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.87B
$15.2M 4.23%
+513,823
New +$15.1M
IYC icon
7
iShares US Consumer Discretionary ETF
IYC
$1.16B
$14.6M 4.07%
276,188
+4,136
+2% +$211K
IYW icon
8
iShares US Technology ETF
IYW
$24B
$14M 3.88%
287,696
+7,332
+3% +$347K
JPUS
9
JPMorgan Diversified Return US Equity ETF
JPUS
$452M
$13.8M 3.84%
185,300
+1,172
+0.6% +$86.5K
VTI icon
10
Vanguard Total Stock Market ETF
VTI
$658B
$13.8M 3.84%
92,158
+654
+0.7% +$96.3K
IYG icon
11
iShares US Financial Services ETF
IYG
$2.06B
$12.8M 3.57%
288,480
+5,751
+2% +$260K
VGT icon
12
Vanguard Information Technology ETF
VGT
$139B
$11.2M 3.13%
443,768
+43,032
+11% +$1.05M
EFAV icon
13
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.23B
$9.59M 2.67%
131,766
+1,195
+0.9% +$86.2K
VEU icon
14
Vanguard FTSE All-World ex-US ETF
VEU
$65.6B
$9.4M 2.62%
180,676
-752
-0.4% -$39.2K
SCZ icon
15
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.9B
$9.01M 2.51%
144,703
+2,025
+1% +$126K
XLV icon
16
State Street Health Care Select Sector SPDR ETF
XLV
$41.4B
$8.74M 2.43%
91,839
+2,155
+2% +$195K
JPIB icon
17
JPMorgan International Bond Opportunities ETF
JPIB
$2.06B
$8.33M 2.32%
166,278
-1,179
-0.7% -$59K
VHT icon
18
Vanguard Health Care ETF
VHT
$18B
$8.32M 2.32%
46,137
+12,469
+37% +$2.14M
BOND icon
19
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.29B
$8.23M 2.29%
80,372
-448
-0.6% -$46.1K
ANGL icon
20
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.1B
$7.93M 2.21%
272,739
+2,111
+0.8% +$61K
VFH icon
21
Vanguard Financials ETF
VFH
$13.4B
$7.24M 2.01%
104,315
-49,173
-32% -$3.48M
VCR icon
22
Vanguard Consumer Discretionary ETF
VCR
$6.15B
$6.72M 1.87%
37,260
+202
+0.5% +$35.7K
TOTL icon
23
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.15B
$6.03M 1.68%
+127,582
New +$6.05M
SRLN icon
24
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
$5.77M 1.6%
121,825
+10,031
+9% +$473K
XLE icon
25
State Street Energy Select Sector SPDR ETF
XLE
$38.2B
$5.25M 1.46%
138,490
+3,286
+2% +$123K
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 Q3 2018 Portfolio in Review

As of Q3 2018, Quantitative Advantage held 59 positions worth $359M, up 4.4% from $344M the previous quarter. Its ten largest holdings account for 47% of the portfolio.

Quantitative Advantage's Q3 2018 filing shows 6 new, 34 increased, 13 reduced and 6 closed positions. Its largest new stake was iShares MSCI USA Min Vol Factor ETF: 448,068 shares worth $25.6M. The largest sale was iShares MSCI USA Momentum Factor ETF, an estimated $25.6M.

  • Quantitative Advantage's largest Q3 2018 buy was iShares MSCI USA Min Vol Factor ETF: 448,068 shares worth $25.6M.
  • Quantitative Advantage added most to Vanguard Health Care ETF in Q3 2018, an estimated $2.14M increase.
  • Quantitative Advantage's biggest Q3 2018 reduction was State Street SPDR Portfolio TIPS ETF, cutting an estimated $5.58M.
  • Quantitative Advantage fully exited iShares MSCI USA Momentum Factor ETF in Q3 2018, selling an estimated $25.6M.
  • Quantitative Advantage's ten largest holdings make up 47% of its $359M portfolio in Q3 2018.
  • Quantitative Advantage opened 6 new positions and closed 6 in Q3 2018.
  • Quantitative Advantage's portfolio value rose 4.4% quarter-over-quarter to $359M.

Based on Quantitative Advantage's 13F filing for Q3 2018, filed 7 Nov 2018.