QA
Quantitative Advantage Portfolio holdings
AUM
$689M
This Quarter Return
+4.64%
1 Year Return
-6.25%
3 Year Return
+45.86%
5 Year Return
+49.8%
10 Year Return
+150.98%
AUM
$359M
AUM Growth
+$359M
(+4.4%)
Cap. Flow
+$4.94M
Cap. Flow
% of AUM
1.37%
Top 10 Holdings %
Top 10 Hldgs %
47.06%
Holding
59
New
6
Increased
34
Reduced
13
Closed
6
Top Buys
Top Sells
| 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 |
SPDR Portfolio TIPS ETF
SPIP
|
$5.53M |
Sector Composition
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
51
Vanguard Intermediate-Term Bond ETF
BIV
$24.1B
| $1.11M | 0.31% |
13,725
+52
| +0.4% | +$4.19K |
|
52
Vanguard Mortgage-Backed Securities ETF
VMBS
$14.7B
| $1.08M | 0.3% |
21,188
+76
| +0.4% | +$3.88K |
|
|
DGL
53
DELISTED
Invesco DB Gold Fund
DGL
| $1.06M | 0.3% |
28,371
+56
| +0.2% | +$2.1K |
|
|
54
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$2.85B
| – | – |
-119,849
| Closed | -$8.59M |
|
55
Invesco CurrencyShares British Pound Sterling Trust
FXB
$91M
| – | – |
-17,979
| Closed | -$2.3M |
|
|
56
iShares MSCI USA Momentum Factor ETF
MTUM
$18.1B
| – | – |
-233,579
| Closed | -$25.6M |
|
|
57
Invesco Dorsey Wright Momentum ETF
PDP
$1.28B
| – | – |
-292,350
| Closed | -$16.2M |
|
|
58
iShares MSCI USA Value Factor ETF
VLUE
$7.1B
| – | – |
-283,724
| Closed | -$23.4M |
|
|
AXJL
59
DELISTED
WisdomTree Asia-Pacific ex-Japan Fund
AXJL
| – | – |
-75,295
| Closed | -$5.01M |
|