QA

Quantitative Advantage Portfolio holdings

AUM $689M
1-Year Return 6.25%
This Quarter Return
+3.13%
1 Year Return
-6.25%
3 Year Return
+45.86%
5 Year Return
+49.8%
10 Year Return
+150.98%
AUM
$327M
AUM Growth
-$1.48M
Cap. Flow
-$3.25M
Cap. Flow %
-0.99%
Top 10 Hldgs %
50.36%
Holding
68
New
20
Increased
9
Reduced
21
Closed
18

Top Buys

1
IVE icon
iShares S&P 500 Value ETF
IVE
$45.5M
2
VTV icon
Vanguard Value ETF
VTV
$28.8M
3
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
$17.7M
4
IYG icon
iShares US Financial Services ETF
IYG
$11M
5
XLI icon
Industrial Select Sector SPDR Fund
XLI
$10.4M

Top Sells

1
IJJ icon
iShares S&P Mid-Cap 400 Value ETF
IJJ
$37.3M
2
VBR icon
Vanguard Small-Cap Value ETF
VBR
$26.3M
3
SHV icon
iShares Short Treasury Bond ETF
SHV
$14.8M
4
EFAV icon
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$14.5M
5
IYK icon
iShares US Consumer Staples ETF
IYK
$10.3M

Sector Composition

Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
VCSH icon
26
Vanguard Short-Term Corporate Bond ETF
VCSH
$35.4B
$5.16M 1.58%
64,998
-2,103
-3% -$167K
BIV icon
27
Vanguard Intermediate-Term Bond ETF
BIV
$24.1B
$5.16M 1.57%
62,062
-1,199
-2% -$99.6K
JPUS icon
28
JPMorgan Diversified Return US Equity ETF
JPUS
$388M
$4.15M 1.27%
70,051
+65,376
+1,398% +$3.87M
DBB icon
29
Invesco DB Base Metals Fund
DBB
$121M
$3.68M 1.12%
246,690
-20,520
-8% -$306K
VCIT icon
30
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$54.5B
$3.61M 1.1%
42,138
-1,322
-3% -$113K
BND icon
31
Vanguard Total Bond Market
BND
$134B
$3.46M 1.06%
42,792
+24,549
+135% +$1.98M
PDBC icon
32
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$4.49B
$3.32M 1.01%
+191,951
New +$3.32M
UUP icon
33
Invesco DB US Dollar Index Bullish Fund
UUP
$175M
$3.2M 0.98%
+121,088
New +$3.2M
CEW icon
34
WisdomTree Emerging Currency Strategy Fund
CEW
$9.34M
$3.18M 0.97%
+181,819
New +$3.18M
IVV icon
35
iShares Core S&P 500 ETF
IVV
$666B
$2.13M 0.65%
9,472
+2,346
+33% +$528K
IJR icon
36
iShares Core S&P Small-Cap ETF
IJR
$85.7B
$1.95M 0.6%
28,418
-4,634
-14% -$319K
VV icon
37
Vanguard Large-Cap ETF
VV
$44.7B
$1.83M 0.56%
17,908
-428
-2% -$43.8K
VB icon
38
Vanguard Small-Cap ETF
VB
$66.7B
$1.76M 0.54%
13,638
+162
+1% +$20.9K
REM icon
39
iShares Mortgage Real Estate ETF
REM
$612M
$1.74M 0.53%
+41,338
New +$1.74M
DIA icon
40
SPDR Dow Jones Industrial Average ETF Trust
DIA
$40B
$1.66M 0.51%
+8,426
New +$1.66M
IWM icon
41
iShares Russell 2000 ETF
IWM
$67.4B
$1.64M 0.5%
+12,177
New +$1.64M
QQQ icon
42
Invesco QQQ Trust
QQQ
$368B
$1.64M 0.5%
13,797
+132
+1% +$15.6K
VNQ icon
43
Vanguard Real Estate ETF
VNQ
$34.3B
$1.63M 0.5%
19,796
-17,519
-47% -$1.45M
IEF icon
44
iShares 7-10 Year Treasury Bond ETF
IEF
$35.7B
$1.62M 0.49%
15,456
-63,390
-80% -$6.64M
SPSB icon
45
SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$8.4B
$1.6M 0.49%
52,529
-222,189
-81% -$6.78M
IJH icon
46
iShares Core S&P Mid-Cap ETF
IJH
$101B
$1.59M 0.49%
+48,115
New +$1.59M
VBR icon
47
Vanguard Small-Cap Value ETF
VBR
$31.6B
$1.55M 0.47%
12,791
-217,385
-94% -$26.3M
VO icon
48
Vanguard Mid-Cap ETF
VO
$87.4B
$1.53M 0.47%
+11,597
New +$1.53M
EFZ icon
49
ProShares Trust Short MSCI EAFE
EFZ
$8.01M
$1.44M 0.44%
45,145
-7,462
-14% -$238K
JPIN icon
50
JPMorgan Diversified Return International Equity ETF
JPIN
$357M
$1.34M 0.41%
+27,467
New +$1.34M
1
2
3