QA

Quantitative Advantage Portfolio holdings

AUM $689M
This Quarter Return
-12.63%
1 Year Return
-6.25%
3 Year Return
+45.86%
5 Year Return
+49.8%
10 Year Return
+150.98%
AUM
$327M
AUM Growth
+$327M
Cap. Flow
-$16.9M
Cap. Flow %
-5.17%
Top 10 Hldgs %
50.39%
Holding
65
New
10
Increased
25
Reduced
23
Closed
7

Top Buys

1
GBIL icon
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
$28.1M
2
USMV icon
iShares MSCI USA Min Vol Factor ETF
USMV
$23.3M
3
SPLV icon
Invesco S&P 500 Low Volatility ETF
SPLV
$13.7M
4
IEI icon
iShares 3-7 Year Treasury Bond ETF
IEI
$10.7M
5
IYK icon
iShares US Consumer Staples ETF
IYK
$7.08M

Top Sells

1
VLUE icon
iShares MSCI USA Value Factor ETF
VLUE
$31.5M
2
JPST icon
JPMorgan Ultra-Short Income ETF
JPST
$20.6M
3
XLI icon
Industrial Select Sector SPDR Fund
XLI
$18.4M
4
PWV icon
Invesco Large Cap Value ETF
PWV
$17.9M
5
SPSB icon
SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$8.73M

Sector Composition

Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
IYC icon
51
iShares US Consumer Discretionary ETF
IYC
$1.72B
$1.09M 0.33%
+6,125
New +$1.09M
DGL
52
DELISTED
Invesco DB Gold Fund
DGL
$1.05M 0.32%
22,552
-1,264
-5% -$58.9K
VMBS icon
53
Vanguard Mortgage-Backed Securities ETF
VMBS
$14.7B
$935K 0.29%
17,159
-653
-4% -$35.6K
PGX icon
54
Invesco Preferred ETF
PGX
$3.85B
$888K 0.27%
67,447
-4,720
-7% -$62.1K
GSLC icon
55
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$14.2B
$879K 0.27%
16,839
-1,234
-7% -$64.4K
XLC icon
56
The Communication Services Select Sector SPDR Fund
XLC
$25B
$849K 0.26%
19,194
+870
+5% +$38.5K
VNQ icon
57
Vanguard Real Estate ETF
VNQ
$34.6B
$842K 0.26%
12,060
-79
-0.7% -$5.52K
ACWX icon
58
iShares MSCI ACWI ex US ETF
ACWX
$6.63B
$639K 0.2%
16,981
+12,270
+260% +$462K
XLI icon
59
Industrial Select Sector SPDR Fund
XLI
$23.3B
– –
-226,214
Closed -$18.4M
IYM icon
60
iShares US Basic Materials ETF
IYM
$567M
– –
-46,163
Closed -$4.52M
JPST icon
61
JPMorgan Ultra-Short Income ETF
JPST
$33.1B
– –
-407,511
Closed -$20.6M
PWV icon
62
Invesco Large Cap Value ETF
PWV
$1.19B
– –
-432,305
Closed -$17.9M
SPSB icon
63
SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$8.42B
– –
-283,147
Closed -$8.73M
VCSH icon
64
Vanguard Short-Term Corporate Bond ETF
VCSH
$35.4B
– –
-45,081
Closed -$3.65M
VLUE icon
65
iShares MSCI USA Value Factor ETF
VLUE
$7.1B
– –
-351,504
Closed -$31.5M
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