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
BSV icon
51
Vanguard Short-Term Bond ETF
BSV
$38.4B
– –
-47,400
Closed -$3.83M
DBP icon
52
Invesco DB Precious Metals Fund
DBP
$204M
– –
-92,446
Closed -$3.75M
EELV icon
53
Invesco S&P Emerging Markets Low Volatility ETF
EELV
$396M
– –
-218,260
Closed -$4.91M
EEMV icon
54
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$4.58B
– –
-138,640
Closed -$7.5M
EFAV icon
55
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.39B
– –
-214,354
Closed -$14.5M
FXY icon
56
Invesco CurrencyShares Japanese Yen Trust
FXY
$558M
– –
-39,570
Closed -$3.77M
GLD icon
57
SPDR Gold Trust
GLD
$110B
– –
-18,017
Closed -$2.26M
IDLV icon
58
Invesco S&P International Developed Low Volatility ETF
IDLV
$327M
– –
-241,847
Closed -$7.42M
IJJ icon
59
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.12B
– –
-561,258
Closed -$37.3M
IYK icon
60
iShares US Consumer Staples ETF
IYK
$1.34B
– –
-272,457
Closed -$10.3M
PFF icon
61
iShares Preferred and Income Securities ETF
PFF
$14.4B
– –
-49,009
Closed -$1.94M
PGX icon
62
Invesco Preferred ETF
PGX
$3.89B
– –
-106,037
Closed -$1.6M
REZ icon
63
iShares Residential and Multisector Real Estate ETF
REZ
$805M
– –
-30,958
Closed -$2.03M
SPLV icon
64
Invesco S&P 500 Low Volatility ETF
SPLV
$7.99B
– –
-91,405
Closed -$3.79M
VDC icon
65
Vanguard Consumer Staples ETF
VDC
$7.62B
– –
-49,236
Closed -$6.74M
VPU icon
66
Vanguard Utilities ETF
VPU
$7.22B
– –
-55,808
Closed -$5.97M
XLU icon
67
Utilities Select Sector SPDR Fund
XLU
$20.8B
– –
-203,616
Closed -$9.98M
DGL
68
DELISTED
Invesco DB Gold Fund
DGL
– –
-41,796
Closed -$1.78M
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