QA

Quantitative Advantage Portfolio holdings

AUM $689M
1-Year Return 6.25%
This Quarter Return
+1.86%
1 Year Return
-6.25%
3 Year Return
+45.86%
5 Year Return
+49.8%
10 Year Return
+150.98%
AUM
$329M
AUM Growth
-$9.1M
Cap. Flow
-$12.2M
Cap. Flow %
-3.7%
Top 10 Hldgs %
50.94%
Holding
55
New
8
Increased
8
Reduced
32
Closed
7

Top Buys

1
IJJ icon
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.31M
2
EEMV icon
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$7.5M
3
IDLV icon
Invesco S&P International Developed Low Volatility ETF
IDLV
$7.42M
4
EELV icon
Invesco S&P Emerging Markets Low Volatility ETF
EELV
$4.91M
5
VPL icon
Vanguard FTSE Pacific ETF
VPL
$4.56M

Top Sells

1
SHV icon
iShares Short Treasury Bond ETF
SHV
$13.7M
2
MINT icon
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$10.3M
3
SCZ icon
iShares MSCI EAFE Small-Cap ETF
SCZ
$7.41M
4
EFA icon
iShares MSCI EAFE ETF
EFA
$6.93M
5
VSS icon
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$5.07M

Sector Composition

Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
EELV icon
26
Invesco S&P Emerging Markets Low Volatility ETF
EELV
$396M
$4.91M 1.49%
+218,260
New +$4.91M
VAW icon
27
Vanguard Materials ETF
VAW
$2.87B
$4.56M 1.39%
42,685
+295
+0.7% +$31.5K
VCIT icon
28
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$54.5B
$3.89M 1.18%
43,460
-685
-2% -$61.4K
BSV icon
29
Vanguard Short-Term Bond ETF
BSV
$38.4B
$3.83M 1.16%
47,400
-20,910
-31% -$1.69M
SPLV icon
30
Invesco S&P 500 Low Volatility ETF
SPLV
$7.99B
$3.79M 1.15%
91,405
-3,166
-3% -$131K
FXY icon
31
Invesco CurrencyShares Japanese Yen Trust
FXY
$558M
$3.77M 1.15%
39,570
-1,319
-3% -$126K
DBB icon
32
Invesco DB Base Metals Fund
DBB
$121M
$3.75M 1.14%
+267,210
New +$3.75M
DBP icon
33
Invesco DB Precious Metals Fund
DBP
$204M
$3.75M 1.14%
92,446
-3,208
-3% -$130K
VNQ icon
34
Vanguard Real Estate ETF
VNQ
$34.3B
$3.24M 0.98%
37,315
-1,262
-3% -$109K
GLD icon
35
SPDR Gold Trust
GLD
$110B
$2.26M 0.69%
18,017
-641
-3% -$80.5K
IJR icon
36
iShares Core S&P Small-Cap ETF
IJR
$85.7B
$2.05M 0.62%
+33,052
New +$2.05M
REZ icon
37
iShares Residential and Multisector Real Estate ETF
REZ
$805M
$2.03M 0.62%
30,958
-1,130
-4% -$74K
PFF icon
38
iShares Preferred and Income Securities ETF
PFF
$14.4B
$1.94M 0.59%
49,009
-1,702
-3% -$67.2K
VV icon
39
Vanguard Large-Cap ETF
VV
$44.7B
$1.82M 0.55%
18,336
-770
-4% -$76.3K
DGL
40
DELISTED
Invesco DB Gold Fund
DGL
$1.78M 0.54%
41,796
-1,415
-3% -$60.3K
EFZ icon
41
ProShares Trust Short MSCI EAFE
EFZ
$8.01M
$1.66M 0.51%
52,607
-1,799
-3% -$56.8K
VB icon
42
Vanguard Small-Cap ETF
VB
$66.7B
$1.65M 0.5%
+13,476
New +$1.65M
QQQ icon
43
Invesco QQQ Trust
QQQ
$368B
$1.62M 0.49%
13,665
-439
-3% -$52.1K
PGX icon
44
Invesco Preferred ETF
PGX
$3.89B
$1.6M 0.49%
106,037
-3,284
-3% -$49.7K
IVV icon
45
iShares Core S&P 500 ETF
IVV
$666B
$1.55M 0.47%
7,126
-1,727
-20% -$376K
BND icon
46
Vanguard Total Bond Market
BND
$134B
$1.54M 0.47%
18,243
-25
-0.1% -$2.1K
JPUS icon
47
JPMorgan Diversified Return US Equity ETF
JPUS
$388M
$274K 0.08%
+4,675
New +$274K
VTI icon
48
Vanguard Total Stock Market ETF
VTI
$529B
$274K 0.08%
+2,458
New +$274K
DIA icon
49
SPDR Dow Jones Industrial Average ETF Trust
DIA
$40B
– –
-11,316
Closed -$2.03M
EFA icon
50
iShares MSCI EAFE ETF
EFA
$65.9B
– –
-124,102
Closed -$6.93M
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