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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
DLS icon
26
WisdomTree International SmallCap Dividend Fund
DLS
$1.04B
$4.89M 1.36%
68,780
-1,364
-2% -$97.4K
JPIN icon
27
JPMorgan Diversified Return International Equity ETF
JPIN
$360M
$4.31M 1.2%
73,751
+1,590
+2% +$91.9K
PDBC icon
28
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$5.61B
$4.07M 1.13%
216,596
+3,740
+2% +$67.2K
VV icon
29
Vanguard Large-Cap ETF
VV
$52.2B
$3.87M 1.08%
28,964
+142
+0.5% +$18.6K
VDE icon
30
Vanguard Energy ETF
VDE
$9.76B
$3.63M 1.01%
34,483
+47
+0.1% +$4.87K
SPAB icon
31
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.6B
$3.5M 0.97%
126,278
-7,158
-5% -$199K
SPTM icon
32
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.5B
$3.48M 0.97%
96,064
+943
+1% +$33.6K
VCSH icon
33
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.8B
$3.27M 0.91%
41,889
-4,948
-11% -$387K
QQQ icon
34
Invesco QQQ Trust
QQQ
$466B
$2.77M 0.77%
14,926
+420
+3% +$76K
UUP icon
35
Invesco DB US Dollar Index Bullish Fund
UUP
$432M
$2.65M 0.74%
104,939
+2,970
+3% +$74.6K
FXY icon
36
Invesco CurrencyShares Japanese Yen Trust
FXY
$427M
$2.57M 0.71%
30,499
+853
+3% +$73.2K
FXF icon
37
Invesco CurrencyShares Swiss Franc Trust
FXF
$420M
$2.52M 0.7%
+26,476
New +$2.52M
BND icon
38
Vanguard Total Bond Market
BND
$159B
$2.4M 0.67%
30,531
-681
-2% -$53.8K
BKLN icon
39
Invesco Senior Loan ETF
BKLN
$7.19B
$2.22M 0.62%
95,935
-18,412
-16% -$425K
IVV icon
40
iShares Core S&P 500 ETF
IVV
$881B
$2.08M 0.58%
7,087
-767
-10% -$220K
DIA icon
41
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$1.73M 0.48%
6,555
+329
+5% +$84.2K
EFA icon
42
iShares MSCI EAFE ETF
EFA
$76.5B
$1.65M 0.46%
24,200
+1,249
+5% +$84.3K
IJR icon
43
iShares Core S&P Small-Cap ETF
IJR
$110B
$1.6M 0.45%
18,355
+946
+5% +$82.9K
GSG icon
44
iShares S&P GSCI Commodity-Indexed Trust
GSG
$978M
$1.5M 0.42%
82,860
+4,388
+6% +$75.8K
VBK icon
45
Vanguard Small-Cap Growth ETF
VBK
$23.4B
$1.43M 0.4%
7,654
-4
-0.1% -$736
SPIP icon
46
State Street SPDR Portfolio TIPS ETF
SPIP
$1,000M
$1.42M 0.4%
52,186
-203,182
-80% -$5.58M
AGG icon
47
iShares Core US Aggregate Bond ETF
AGG
$139B
$1.25M 0.35%
11,814
+625
+6% +$66.3K
SPSB icon
48
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.5B
$1.24M 0.35%
41,159
+2,174
+6% +$65.6K
MBB icon
49
iShares MBS ETF
MBB
$39.3B
$1.23M 0.34%
11,934
+634
+6% +$65.8K
GLD icon
50
SPDR Gold Trust
GLD
$130B
$1.16M 0.32%
10,258
+542
+6% +$62.2K
1
2
3

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JCG
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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
Stillwater Investment Management (Minnesota) Stillwater, Minnesota $372M AUM 5.45% 1-Year Est. Return

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.