QA

Quantitative Advantage Portfolio holdings

AUM $689M
This Quarter Return
+2.34%
1 Year Return
-6.25%
3 Year Return
+45.86%
5 Year Return
+49.8%
10 Year Return
+150.98%
AUM
$417M
AUM Growth
+$417M
Cap. Flow
-$11.8M
Cap. Flow %
-2.84%
Top 10 Hldgs %
54.46%
Holding
62
New
18
Increased
8
Reduced
17
Closed
19

Top Buys

1
IVW icon
iShares S&P 500 Growth ETF
IVW
$64.2M
2
VUG icon
Vanguard Growth ETF
VUG
$35.7M
3
EFAV icon
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$18.1M
4
IYM icon
iShares US Basic Materials ETF
IYM
$12.6M
5
IYW icon
iShares US Technology ETF
IYW
$12.6M

Top Sells

1
IJT icon
iShares S&P Small-Cap 600 Growth ETF
IJT
$47.5M
2
VBK icon
Vanguard Small-Cap Growth ETF
VBK
$27.7M
3
EPP icon
iShares MSCI Pacific ex Japan ETF
EPP
$26.2M
4
IEV icon
iShares Europe ETF
IEV
$12.5M
5
SCZ icon
iShares MSCI EAFE Small-Cap ETF
SCZ
$12.3M

Sector Composition

Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
VNQ icon
26
Vanguard Real Estate ETF
VNQ
$34.1B
$5.52M 1.33%
78,205
-35,096
-31% -$2.48M
SPLV icon
27
Invesco S&P 500 Low Volatility ETF
SPLV
$7.97B
$5.38M 1.29%
+158,152
New +$5.38M
FXF icon
28
Invesco CurrencyShares Swiss Franc Trust
FXF
$375M
$5.36M 1.29%
48,422
-6,498
-12% -$719K
DBO icon
29
Invesco DB Oil Fund
DBO
$232M
$5.34M 1.28%
186,633
-23,307
-11% -$667K
QQQ icon
30
Invesco QQQ Trust
QQQ
$364B
$5.31M 1.27%
+60,528
New +$5.31M
FXE icon
31
Invesco CurrencyShares Euro Currency Trust
FXE
$527M
$5.26M 1.26%
38,688
-4,967
-11% -$676K
IVV icon
32
iShares Core S&P 500 ETF
IVV
$660B
$4.38M 1.05%
23,271
+657
+3% +$124K
BND icon
33
Vanguard Total Bond Market
BND
$133B
$4.27M 1.02%
+52,557
New +$4.27M
PCY icon
34
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.22B
$4.25M 1.02%
+151,826
New +$4.25M
IJH icon
35
iShares Core S&P Mid-Cap ETF
IJH
$99.4B
$3.55M 0.85%
129,215
-25,890
-17% -$712K
IJR icon
36
iShares Core S&P Small-Cap ETF
IJR
$84.4B
$3.54M 0.85%
64,304
-12,706
-16% -$700K
HYG icon
37
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.7B
$3.41M 0.82%
36,142
-6,728
-16% -$635K
REM icon
38
iShares Mortgage Real Estate ETF
REM
$602M
$3.22M 0.77%
+65,743
New +$3.22M
VOE icon
39
Vanguard Mid-Cap Value ETF
VOE
$18.6B
$2.19M 0.52%
26,391
-1,196
-4% -$99.1K
VB icon
40
Vanguard Small-Cap ETF
VB
$65.9B
$2.07M 0.5%
18,346
-794
-4% -$89.7K
PICB icon
41
Invesco International Corporate Bond ETF
PICB
$189M
$1.96M 0.47%
65,230
-2,602
-4% -$78K
PHB icon
42
Invesco Fundamental High Yield Corporate Bond ETF
PHB
$352M
$1.96M 0.47%
100,691
-3,911
-4% -$75.9K
VV icon
43
Vanguard Large-Cap ETF
VV
$44.3B
$1.53M 0.37%
+17,758
New +$1.53M
BSV icon
44
Vanguard Short-Term Bond ETF
BSV
$38.3B
– –
-80,130
Closed -$6.41M
BWX icon
45
SPDR Bloomberg Barclays International Treasury Bond ETF
BWX
$1.36B
– –
-277,174
Closed -$8M
EFA icon
46
iShares MSCI EAFE ETF
EFA
$65.4B
– –
-68,400
Closed -$4.59M
EPP icon
47
iShares MSCI Pacific ex Japan ETF
EPP
$1.81B
– –
-559,718
Closed -$26.2M
IFGL icon
48
iShares International Developed Real Estate ETF
IFGL
$95.1M
– –
-113,605
Closed -$3.51M
IJT icon
49
iShares S&P Small-Cap 600 Growth ETF
IJT
$6.21B
– –
-801,578
Closed -$47.5M
IWM icon
50
iShares Russell 2000 ETF
IWM
$66.6B
– –
-36,016
Closed -$4.16M
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