QA

Quantitative Advantage Portfolio holdings

AUM $689M
This Quarter Return
+3.23%
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
-$7.13M
Cap. Flow %
-1.78%
Top 10 Hldgs %
56.01%
Holding
54
New
9
Increased
9
Reduced
24
Closed
12

Top Buys

1
MINT icon
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$32.7M
2
IDU icon
iShares US Utilities ETF
IDU
$12.9M
3
IYC icon
iShares US Consumer Discretionary ETF
IYC
$12.7M
4
MBB icon
iShares MBS ETF
MBB
$10.9M
5
EFAV icon
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$9.16M

Top Sells

1
EWC icon
iShares MSCI Canada ETF
EWC
$16.1M
2
EWJ icon
iShares MSCI Japan ETF
EWJ
$15.9M
3
IYM icon
iShares US Basic Materials ETF
IYM
$11.9M
4
EMB icon
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$11.6M
5
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$11.5M

Sector Composition

Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
VWO icon
26
Vanguard FTSE Emerging Markets ETF
VWO
$96.5B
$5.4M 1.35%
134,917
-114,869
-46% -$4.6M
IDLV icon
27
Invesco S&P International Developed Low Volatility ETF
IDLV
$326M
$5.37M 1.34%
173,607
-96,142
-36% -$2.97M
SPLV icon
28
Invesco S&P 500 Low Volatility ETF
SPLV
$7.97B
$5.11M 1.28%
134,496
-11,397
-8% -$433K
UUP icon
29
Invesco DB US Dollar Index Bullish Fund
UUP
$175M
$5.07M 1.27%
211,305
-17,447
-8% -$418K
VPL icon
30
Vanguard FTSE Pacific ETF
VPL
$7.7B
$5.06M 1.26%
89,015
+824
+0.9% +$46.9K
CYB
31
DELISTED
WisdomTree Chinese Yuan Strategy Fund
CYB
$4.6M 1.15%
182,925
-14,052
-7% -$353K
VCIT icon
32
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$54.2B
$4.01M 1%
46,585
-442
-0.9% -$38.1K
IVV icon
33
iShares Core S&P 500 ETF
IVV
$660B
$3.79M 0.95%
18,319
-888
-5% -$184K
VV icon
34
Vanguard Large-Cap ETF
VV
$44.3B
$3.5M 0.87%
37,093
+19,367
+109% +$1.83M
DIA icon
35
SPDR Dow Jones Industrial Average ETF Trust
DIA
$39.7B
$2.99M 0.75%
+16,781
New +$2.99M
PFF icon
36
iShares Preferred and Income Securities ETF
PFF
$14.4B
$2.89M 0.72%
73,346
-7,620
-9% -$301K
QQQ icon
37
Invesco QQQ Trust
QQQ
$364B
$2.78M 0.7%
+26,966
New +$2.78M
REM icon
38
iShares Mortgage Real Estate ETF
REM
$602M
$2.62M 0.65%
55,939
-6,186
-10% -$290K
RWM icon
39
ProShares Short Russell2000
RWM
$125M
$2.6M 0.65%
42,040
-30,918
-42% -$1.91M
VUG icon
40
Vanguard Growth ETF
VUG
$185B
$1.97M 0.49%
18,868
-402
-2% -$42K
PGX icon
41
Invesco Preferred ETF
PGX
$3.86B
$1.82M 0.45%
123,746
-2,364
-2% -$34.8K
CORP icon
42
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
CORP
$1.32B
$1.79M 0.45%
17,407
-38,731
-69% -$3.99M
EEM icon
43
iShares MSCI Emerging Markets ETF
EEM
$19B
– –
-72,425
Closed -$3.01M
EMB icon
44
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$13.4B
– –
-102,613
Closed -$11.6M
EWC icon
45
iShares MSCI Canada ETF
EWC
$3.22B
– –
-524,087
Closed -$16.1M
EWJ icon
46
iShares MSCI Japan ETF
EWJ
$15.2B
– –
-337,386
Closed -$15.9M
ICF icon
47
iShares Select U.S. REIT ETF
ICF
$1.89B
– –
-74,660
Closed -$3.15M
IYF icon
48
iShares US Financials ETF
IYF
$4.03B
– –
-268,486
Closed -$11.2M
IYM icon
49
iShares US Basic Materials ETF
IYM
$561M
– –
-138,299
Closed -$11.9M
LQD icon
50
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$29.4B
– –
-97,262
Closed -$11.5M
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