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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
(+4.4%)
Cap. Flow
+$3.16M
Cap. Flow
% of AUM
0.88%
Top 10 Holdings %
Top 10 Hldgs %
47.06%
Holding
59
New
6
Increased
34
Reduced
13
Closed
6
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI USA Min Vol Factor ETF
USMV
|
+$25M |
| 2 |
iShares S&P 500 Growth ETF
IVW
|
+$25M |
| 3 |
Goldman Sachs ActiveBeta International Equity ETF
GSIE
|
+$15.1M |
| 4 |
Invesco S&P 500 Low Volatility ETF
SPLV
|
+$15.1M |
| 5 |
State Street DoubleLine Total Return Tactical ETF
TOTL
|
+$6.05M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI USA Momentum Factor ETF
MTUM
|
+$25.6M |
| 2 |
iShares MSCI USA Value Factor ETF
VLUE
|
+$23.4M |
| 3 |
Invesco Dorsey Wright Momentum ETF
PDP
|
+$16.2M |
| 4 |
iShares MSCI All Country Asia ex Japan ETF
AAXJ
|
+$8.59M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
51
Vanguard Intermediate-Term Bond ETF
BIV
$29.1B
| $1.1M | 0.31% |
13,725
+52
| +0.4% | +$4.2K |
|
52
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
| $1.08M | 0.3% |
21,188
+76
| +0.4% | +$3.9K |
|
|
DGL
53
DELISTED
Invesco DB Gold Fund
DGL
| $1.06M | 0.3% |
28,371
+56
| +0.2% | +$2.14K |
|
|
54
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.65B
| – | – |
-119,849
| Closed | -$8.59M |
|
55
Invesco CurrencyShares British Pound Sterling Trust
FXB
$77.6M
| – | – |
-17,979
| Closed | -$2.3M |
|
|
56
iShares MSCI USA Momentum Factor ETF
MTUM
$25.8B
| – | – |
-233,579
| Closed | -$25.6M |
|
|
57
Invesco Dorsey Wright Momentum ETF
PDP
$1.47B
| – | – |
-292,350
| Closed | -$16.2M |
|
|
58
iShares MSCI USA Value Factor ETF
VLUE
$9.6B
| – | – |
-283,724
| Closed | -$23.4M |
|
|
AXJL
59
DELISTED
WisdomTree Asia-Pacific ex-Japan Fund
AXJL
| – | – |
-75,295
| Closed | -$5M |
|
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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.