QA

Quantitative Advantage Portfolio holdings

AUM $689M
This Quarter Return
-0.37%
1 Year Return
-6.25%
3 Year Return
+45.86%
5 Year Return
+49.8%
10 Year Return
+150.98%
AUM
$400M
AUM Growth
+$400M
Cap. Flow
-$28.4M
Cap. Flow %
-7.1%
Top 10 Hldgs %
52.55%
Holding
60
New
16
Increased
2
Reduced
27
Closed
15

Top Buys

1
EEMV icon
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$19.3M
2
EWC icon
iShares MSCI Canada ETF
EWC
$16.1M
3
EWJ icon
iShares MSCI Japan ETF
EWJ
$15.9M
4
BNDX icon
Vanguard Total International Bond ETF
BNDX
$12.4M
5
IYF icon
iShares US Financials ETF
IYF
$11.2M

Top Sells

1
EFAV icon
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$22M
2
EWX icon
SPDR S&P Emerging Markets Small Cap ETF
EWX
$18.3M
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
$14.6M
4
IDU icon
iShares US Utilities ETF
IDU
$13.2M
5
IYE icon
iShares US Energy ETF
IYE
$13.1M

Sector Composition

Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
UUP icon
26
Invesco DB US Dollar Index Bullish Fund
UUP
$175M
$5.23M 1.31%
+228,752
New +$5.23M
VPL icon
27
Vanguard FTSE Pacific ETF
VPL
$7.7B
$5.23M 1.31%
+88,191
New +$5.23M
SPLV icon
28
Invesco S&P 500 Low Volatility ETF
SPLV
$7.97B
$5.1M 1.28%
145,893
-9,477
-6% -$331K
RWM icon
29
ProShares Short Russell2000
RWM
$125M
$5.01M 1.25%
+72,958
New +$5.01M
CYB
30
DELISTED
WisdomTree Chinese Yuan Strategy Fund
CYB
$4.99M 1.25%
+196,977
New +$4.99M
BND icon
31
Vanguard Total Bond Market
BND
$133B
$4.05M 1.01%
49,415
-1,987
-4% -$163K
VCIT icon
32
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$54.2B
$4.03M 1.01%
47,027
-1,891
-4% -$162K
IVV icon
33
iShares Core S&P 500 ETF
IVV
$660B
$3.81M 0.95%
19,207
-2,859
-13% -$567K
PFF icon
34
iShares Preferred and Income Securities ETF
PFF
$14.4B
$3.2M 0.8%
80,966
-5,205
-6% -$206K
IEF icon
35
iShares 7-10 Year Treasury Bond ETF
IEF
$35.6B
$3.19M 0.8%
+30,813
New +$3.19M
ICF icon
36
iShares Select U.S. REIT ETF
ICF
$1.89B
$3.15M 0.79%
74,660
-5,264
-7% -$222K
MINT icon
37
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$13.7B
$3.02M 0.75%
29,758
+11,320
+61% +$1.15M
EEM icon
38
iShares MSCI Emerging Markets ETF
EEM
$19B
$3.01M 0.75%
72,425
-350,238
-83% -$14.6M
REM icon
39
iShares Mortgage Real Estate ETF
REM
$602M
$2.93M 0.73%
62,125
-3,507
-5% -$165K
VUG icon
40
Vanguard Growth ETF
VUG
$185B
$1.92M 0.48%
19,270
-1,993
-9% -$199K
PGX icon
41
Invesco Preferred ETF
PGX
$3.86B
$1.82M 0.46%
126,110
-6,898
-5% -$99.8K
BIV icon
42
Vanguard Intermediate-Term Bond ETF
BIV
$24B
$1.82M 0.45%
+21,548
New +$1.82M
PICB icon
43
Invesco International Corporate Bond ETF
PICB
$189M
$1.73M 0.43%
59,561
-3,162
-5% -$91.9K
VNQI icon
44
Vanguard Global ex-US Real Estate ETF
VNQI
$3.5B
$1.69M 0.42%
+31,096
New +$1.69M
VV icon
45
Vanguard Large-Cap ETF
VV
$44.3B
$1.6M 0.4%
17,726
-390
-2% -$35.3K
VOE icon
46
Vanguard Mid-Cap Value ETF
VOE
$18.6B
– –
-25,012
Closed -$2.18M
VPU icon
47
Vanguard Utilities ETF
VPU
$7.23B
– –
-67,538
Closed -$6.53M
BKLN icon
48
Invesco Senior Loan ETF
BKLN
$6.97B
– –
-517,559
Closed -$12.9M
DBA icon
49
Invesco DB Agriculture Fund
DBA
$809M
– –
-192,079
Closed -$5.27M
DBO icon
50
Invesco DB Oil Fund
DBO
$232M
– –
-183,038
Closed -$5.63M
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