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
XLC icon
51
The Communication Services Select Sector SPDR Fund
XLC
$25.4B
$983K 0.25%
+18,324
New +$983K
VMBS icon
52
Vanguard Mortgage-Backed Securities ETF
VMBS
$14.6B
$947K 0.24%
17,812
-239
-1% -$12.7K
IWV icon
53
iShares Russell 3000 ETF
IWV
$16.5B
$695K 0.18%
+3,688
New +$695K
QAI icon
54
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$700M
$621K 0.16%
+20,168
New +$621K
ACWX icon
55
iShares MSCI ACWI ex US ETF
ACWX
$6.59B
$231K 0.06%
+4,711
New +$231K
IYC icon
56
iShares US Consumer Discretionary ETF
IYC
$1.72B
– –
-161,264
Closed -$8.76M
MINT icon
57
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$13.7B
– –
-9,661
Closed -$983K
RWM icon
58
ProShares Short Russell2000
RWM
$125M
– –
-25,379
Closed -$1.03M
EFAV icon
59
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.37B
– –
-18,256
Closed -$1.34M
IDLV icon
60
Invesco S&P International Developed Low Volatility ETF
IDLV
$326M
– –
-32,227
Closed -$1.1M
SPLV icon
61
Invesco S&P 500 Low Volatility ETF
SPLV
$7.97B
– –
-352,287
Closed -$20.4M
USMV icon
62
iShares MSCI USA Min Vol Factor ETF
USMV
$23.4B
– –
-500,019
Closed -$32.1M
VCR icon
63
Vanguard Consumer Discretionary ETF
VCR
$6.38B
– –
-39,907
Closed -$7.19M
VPU icon
64
Vanguard Utilities ETF
VPU
$7.23B
– –
-12,662
Closed -$1.82M
XLU icon
65
Utilities Select Sector SPDR Fund
XLU
$20.8B
– –
-102,839
Closed -$6.66M
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