QA

Quantitative Advantage Portfolio holdings

AUM $689M
This Quarter Return
+6.4%
1 Year Return
-6.25%
3 Year Return
+45.86%
5 Year Return
+49.8%
10 Year Return
+150.98%
AUM
$391M
AUM Growth
+$391M
Cap. Flow
+$13.5M
Cap. Flow %
3.46%
Top 10 Hldgs %
51.79%
Holding
65
New
9
Increased
34
Reduced
12
Closed
10

Top Buys

1
VLUE icon
iShares MSCI USA Value Factor ETF
VLUE
$31.5M
2
XLI icon
Industrial Select Sector SPDR Fund
XLI
$18.4M
3
PWV icon
Invesco Large Cap Value ETF
PWV
$17.9M
4
QUAL icon
iShares MSCI USA Quality Factor ETF
QUAL
$10.7M
5
IYG icon
iShares US Financial Services ETF
IYG
$6.99M

Top Sells

1
USMV icon
iShares MSCI USA Min Vol Factor ETF
USMV
$32.1M
2
JPST icon
JPMorgan Ultra-Short Income ETF
JPST
$29M
3
SPLV icon
Invesco S&P 500 Low Volatility ETF
SPLV
$20.4M
4
IYC icon
iShares US Consumer Discretionary ETF
IYC
$8.76M
5
VCR icon
Vanguard Consumer Discretionary ETF
VCR
$7.19M

Sector Composition

Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
RODM icon
26
Hartford Multifactor Developed Markets ex-US ETF
RODM
$1.22B
$4.2M 1.07%
142,883
+3,949
+3% +$116K
JHEM icon
27
John Hancock Multifactor Emerging Markets ETF
JHEM
$616M
$4.16M 1.06%
155,768
+48,188
+45% +$1.29M
SPAB icon
28
SPDR Portfolio Aggregate Bond ETF
SPAB
$8.56B
$4.06M 1.04%
138,325
-2,382
-2% -$70K
BND icon
29
Vanguard Total Bond Market
BND
$133B
$4.04M 1.03%
48,192
+5,075
+12% +$426K
BSV icon
30
Vanguard Short-Term Bond ETF
BSV
$38.3B
$3.68M 0.94%
45,593
+1,175
+3% +$94.7K
VCSH icon
31
Vanguard Short-Term Corporate Bond ETF
VCSH
$35.3B
$3.65M 0.93%
45,081
+2,186
+5% +$177K
QEFA icon
32
SPDR MSCI EAFE StrategicFactors ETF
QEFA
$934M
$2.59M 0.66%
38,779
-204
-0.5% -$13.6K
IVV icon
33
iShares Core S&P 500 ETF
IVV
$660B
$2.58M 0.66%
7,989
+1,075
+16% +$347K
PDBC icon
34
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$4.52B
$2.55M 0.65%
153,668
+18,168
+13% +$301K
UUP icon
35
Invesco DB US Dollar Index Bullish Fund
UUP
$175M
$2.53M 0.65%
97,452
+6,069
+7% +$158K
FXY icon
36
Invesco CurrencyShares Japanese Yen Trust
FXY
$559M
$2.51M 0.64%
28,654
+1,848
+7% +$162K
DBP icon
37
Invesco DB Precious Metals Fund
DBP
$205M
$2.48M 0.63%
+59,666
New +$2.48M
VV icon
38
Vanguard Large-Cap ETF
VV
$44.3B
$2.48M 0.63%
16,748
+753
+5% +$111K
FXF icon
39
Invesco CurrencyShares Swiss Franc Trust
FXF
$375M
$2.4M 0.61%
25,179
+1,701
+7% +$162K
SPDW icon
40
SPDR Portfolio Developed World ex-US ETF
SPDW
$28.9B
$1.97M 0.5%
62,834
+1,015
+2% +$31.8K
REZ icon
41
iShares Residential and Multisector Real Estate ETF
REZ
$799M
$1.67M 0.43%
22,134
+2,786
+14% +$210K
LRGF icon
42
iShares US Equity Factor ETF
LRGF
$2.82B
$1.59M 0.41%
46,044
+5,754
+14% +$198K
AGG icon
43
iShares Core US Aggregate Bond ETF
AGG
$130B
$1.57M 0.4%
13,989
+2,150
+18% +$242K
GLD icon
44
SPDR Gold Trust
GLD
$111B
$1.56M 0.4%
10,895
+1,361
+14% +$195K
FPE icon
45
First Trust Preferred Securities and Income ETF
FPE
$6.09B
$1.55M 0.4%
77,219
+9,415
+14% +$189K
MBB icon
46
iShares MBS ETF
MBB
$40.9B
$1.4M 0.36%
12,907
+1,868
+17% +$202K
GSLC icon
47
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$14.1B
$1.17M 0.3%
18,073
-259
-1% -$16.8K
VNQ icon
48
Vanguard Real Estate ETF
VNQ
$34.1B
$1.13M 0.29%
12,139
-160
-1% -$14.8K
PGX icon
49
Invesco Preferred ETF
PGX
$3.86B
$1.08M 0.28%
72,167
-1,006
-1% -$15.1K
DGL
50
DELISTED
Invesco DB Gold Fund
DGL
$1.08M 0.28%
23,816
-335
-1% -$15.2K
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