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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
+1.34%
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
$363M
AUM Growth
+$2.49M
(+0.69%)
Cap. Flow
-$1.98M
Cap. Flow
% of AUM
-0.54%
Top 10 Holdings %
Top 10 Hldgs %
53.9%
Holding
59
New
4
Increased
32
Reduced
20
Closed
3
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Hartford Multifactor Developed Markets ex-US ETF
RODM
|
+$3.84M |
| 2 |
iShares MSCI USA Min Vol Factor ETF
USMV
|
+$3.35M |
| 3 |
John Hancock Multifactor Emerging Markets ETF
JHEM
|
+$2.65M |
| 4 |
iShares MSCI USA Quality Factor ETF
QUAL
|
+$2.59M |
| 5 |
State Street SPDR MSCI EAFE StrategicFactors ETF
QEFA
|
+$2.43M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE Min Vol Factor ETF
EFAV
|
+$5.57M |
| 2 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$5.51M |
| 3 |
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
|
+$5.32M |
| 4 |
Invesco S&P International Developed Low Volatility ETF
IDLV
|
+$3.66M |
| 5 |
Vanguard FTSE All-World ex-US ETF
VEU
|
+$3.4M |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
51
Invesco Preferred ETF
PGX
$3.91B
| $1.1M | 0.3% |
73,173
-7,629
| -9% | -$114K |
|
52
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15.4B
| $1.1M | 0.3% |
18,332
-1,901
| -9% | -$113K |
|
|
DGL
53
DELISTED
Invesco DB Gold Fund
DGL
| $1.09M | 0.3% |
24,151
-2,591
| -10% | -$117K |
|
54
ProShares Short Russell2000
RWM
$114M
| $1.03M | 0.28% |
25,379
+1,162
| +5% | +$47.2K |
|
55
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
| $983K | 0.27% |
9,661
-1,006
| -9% | -$102K |
|
56
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
| $961K | 0.26% |
18,051
-1,950
| -10% | -$103K |
|
57
Invesco S&P Emerging Markets Low Volatility ETF
EELV
$428M
| – | – |
-137,328
| Closed | -$3.35M |
|
|
58
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.42B
| – | – |
-90,299
| Closed | -$5.32M |
|
|
59
Vanguard FTSE Developed Markets ETF
VEA
$226B
| – | – |
-132,101
| Closed | -$5.51M |
|
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Quantitative Advantage's Q3 2019 Portfolio in Review
As of Q3 2019, Quantitative Advantage held 59 positions worth $363M, up 0.69% from $361M the previous quarter. Its ten largest holdings account for 54% of the portfolio.
Quantitative Advantage's Q3 2019 filing shows 4 new, 32 increased, 20 reduced and 3 closed positions. Its largest new stake was Hartford Multifactor Developed Markets ex-US ETF: 138,934 shares worth $3.87M. The largest sale was iShares MSCI EAFE Min Vol Factor ETF, an estimated $5.57M.
- Quantitative Advantage's largest Q3 2019 buy was Hartford Multifactor Developed Markets ex-US ETF: 138,934 shares worth $3.87M.
- Quantitative Advantage added most to iShares MSCI USA Min Vol Factor ETF in Q3 2019, an estimated $3.35M increase.
- Quantitative Advantage's biggest Q3 2019 reduction was iShares MSCI EAFE Min Vol Factor ETF, cutting an estimated $5.57M.
- Quantitative Advantage fully exited Vanguard FTSE Developed Markets ETF in Q3 2019, selling an estimated $5.51M.
- Quantitative Advantage's ten largest holdings make up 54% of its $363M portfolio in Q3 2019.
- Quantitative Advantage opened 4 new positions and closed 3 in Q3 2019.
- Quantitative Advantage's portfolio value rose 0.69% quarter-over-quarter to $363M.
Based on Quantitative Advantage's 13F filing for Q3 2019, filed 5 Nov 2019.