QA

Quantitative Advantage Portfolio holdings

AUM $689M
This Quarter Return
+4.64%
1 Year Return
-6.25%
3 Year Return
+45.86%
5 Year Return
+49.8%
10 Year Return
+150.98%
AUM
$359M
AUM Growth
+$359M
Cap. Flow
+$4.94M
Cap. Flow %
1.37%
Top 10 Hldgs %
47.06%
Holding
59
New
6
Increased
34
Reduced
13
Closed
6

Top Buys

1
IVW icon
iShares S&P 500 Growth ETF
IVW
$25.7M
2
USMV icon
iShares MSCI USA Min Vol Factor ETF
USMV
$25.6M
3
SPLV icon
Invesco S&P 500 Low Volatility ETF
SPLV
$15.2M
4
GSIE icon
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$15.2M
5
TOTL icon
SPDR DoubleLine Total Return Tactical ETF
TOTL
$6.03M

Top Sells

1
MTUM icon
iShares MSCI USA Momentum Factor ETF
MTUM
$25.6M
2
VLUE icon
iShares MSCI USA Value Factor ETF
VLUE
$23.4M
3
PDP icon
Invesco Dorsey Wright Momentum ETF
PDP
$16.2M
4
AAXJ icon
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$8.59M
5
SPIP icon
SPDR Portfolio TIPS ETF
SPIP
$5.53M

Sector Composition

Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
DLS icon
26
WisdomTree International SmallCap Dividend Fund
DLS
$1.04B
$4.89M 1.36%
68,780
-1,364
-2% -$97K
JPIN icon
27
JPMorgan Diversified Return International Equity ETF
JPIN
$356M
$4.31M 1.2%
73,751
+1,590
+2% +$92.8K
PDBC icon
28
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$4.5B
$4.07M 1.13%
216,596
+3,740
+2% +$70.2K
VV icon
29
Vanguard Large-Cap ETF
VV
$44.5B
$3.87M 1.08%
28,964
+142
+0.5% +$19K
VDE icon
30
Vanguard Energy ETF
VDE
$7.42B
$3.63M 1.01%
34,483
+47
+0.1% +$4.94K
SPAB icon
31
SPDR Portfolio Aggregate Bond ETF
SPAB
$8.58B
$3.5M 0.97%
126,278
-7,158
-5% -$198K
SPTM icon
32
SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$11B
$3.48M 0.97%
96,064
+943
+1% +$34.1K
VCSH icon
33
Vanguard Short-Term Corporate Bond ETF
VCSH
$35.4B
$3.27M 0.91%
41,889
-4,948
-11% -$387K
QQQ icon
34
Invesco QQQ Trust
QQQ
$364B
$2.77M 0.77%
14,926
+420
+3% +$78K
UUP icon
35
Invesco DB US Dollar Index Bullish Fund
UUP
$174M
$2.65M 0.74%
104,939
+2,970
+3% +$75K
FXY icon
36
Invesco CurrencyShares Japanese Yen Trust
FXY
$564M
$2.57M 0.71%
30,499
+853
+3% +$71.8K
FXF icon
37
Invesco CurrencyShares Swiss Franc Trust
FXF
$376M
$2.52M 0.7%
+26,476
New +$2.52M
BND icon
38
Vanguard Total Bond Market
BND
$134B
$2.4M 0.67%
30,531
-681
-2% -$53.6K
BKLN icon
39
Invesco Senior Loan ETF
BKLN
$6.97B
$2.22M 0.62%
95,935
-18,412
-16% -$427K
IVV icon
40
iShares Core S&P 500 ETF
IVV
$662B
$2.08M 0.58%
7,087
-767
-10% -$225K
DIA icon
41
SPDR Dow Jones Industrial Average ETF Trust
DIA
$39.9B
$1.73M 0.48%
6,555
+329
+5% +$87K
EFA icon
42
iShares MSCI EAFE ETF
EFA
$66B
$1.65M 0.46%
24,200
+1,249
+5% +$84.9K
IJR icon
43
iShares Core S&P Small-Cap ETF
IJR
$85.2B
$1.6M 0.45%
18,355
+946
+5% +$82.5K
GSG icon
44
iShares S&P GSCI Commodity-Indexed Trust
GSG
$1.04B
$1.5M 0.42%
82,860
+4,388
+6% +$79.5K
VBK icon
45
Vanguard Small-Cap Growth ETF
VBK
$20.1B
$1.43M 0.4%
7,654
-4
-0.1% -$749
SPIP icon
46
SPDR Portfolio TIPS ETF
SPIP
$965M
$1.42M 0.4%
26,093
-101,591
-80% -$5.53M
AGG icon
47
iShares Core US Aggregate Bond ETF
AGG
$131B
$1.25M 0.35%
11,814
+625
+6% +$66K
SPSB icon
48
SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$8.42B
$1.24M 0.35%
41,159
+2,174
+6% +$65.6K
MBB icon
49
iShares MBS ETF
MBB
$41B
$1.23M 0.34%
11,934
+634
+6% +$65.5K
GLD icon
50
SPDR Gold Trust
GLD
$107B
$1.16M 0.32%
10,258
+542
+6% +$61.1K
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