QA

Quantitative Advantage Portfolio holdings

AUM $689M
This Quarter Return
+5.08%
1 Year Return
-6.25%
3 Year Return
+45.86%
5 Year Return
+49.8%
10 Year Return
+150.98%
AUM
$424M
AUM Growth
+$424M
Cap. Flow
-$6.48M
Cap. Flow %
-1.53%
Top 10 Hldgs %
56.18%
Holding
49
New
8
Increased
16
Reduced
20
Closed
5

Top Buys

1
EPP icon
iShares MSCI Pacific ex Japan ETF
EPP
$26.2M
2
VSS icon
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$14M
3
MBB icon
iShares MBS ETF
MBB
$8.09M
4
BWX icon
SPDR Bloomberg Barclays International Treasury Bond ETF
BWX
$8M
5
VAW icon
Vanguard Materials ETF
VAW
$4.34M

Top Sells

1
EWJ icon
iShares MSCI Japan ETF
EWJ
$27.4M
2
VPL icon
Vanguard FTSE Pacific ETF
VPL
$13M
3
SPSB icon
SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$8.1M
4
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
$7.85M
5
MINT icon
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$6.56M

Sector Composition

Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
IJT icon
1
iShares S&P Small-Cap 600 Growth ETF
IJT
$6.27B
$47.5M 11.2% 400,789 +6,047 +2% +$717K
IEV icon
2
iShares Europe ETF
IEV
$2.31B
$30.1M 7.1% 635,039 +13,367 +2% +$634K
SCZ icon
3
iShares MSCI EAFE Small-Cap ETF
SCZ
$10.7B
$29.7M 6.99% 581,725 +13,415 +2% +$684K
VBK icon
4
Vanguard Small-Cap Growth ETF
VBK
$20.1B
$27.7M 6.52% 226,328 +7,935 +4% +$970K
EPP icon
5
iShares MSCI Pacific ex Japan ETF
EPP
$1.84B
$26.2M 6.16% +559,718 New +$26.2M
HYS icon
6
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.45B
$18.4M 4.33% 172,721 -7,138 -4% -$759K
VEA icon
7
Vanguard FTSE Developed Markets ETF
VEA
$171B
$17.8M 4.2% 427,562 +11,894 +3% +$496K
VGK icon
8
Vanguard FTSE Europe ETF
VGK
$26.8B
$14.6M 3.45% 248,856 +9,013 +4% +$530K
VSS icon
9
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$9.72B
$14M 3.3% +135,929 New +$14M
MINT icon
10
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$13.8B
$12.4M 2.93% 122,680 -64,719 -35% -$6.56M
SPSB icon
11
SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$8.42B
$12M 2.84% 392,457 -263,911 -40% -$8.1M
IYG icon
12
iShares US Financial Services ETF
IYG
$1.94B
$9.48M 2.23% 113,181 +1,810 +2% +$152K
IYJ icon
13
iShares US Industrials ETF
IYJ
$1.73B
$9.43M 2.22% 93,012 +1,790 +2% +$181K
IYT icon
14
iShares US Transportation ETF
IYT
$613M
$9.41M 2.22% 71,367 +1,016 +1% +$134K
IYC icon
15
iShares US Consumer Discretionary ETF
IYC
$1.72B
$9.31M 2.19% 76,668 +1,406 +2% +$171K
IYH icon
16
iShares US Healthcare ETF
IYH
$2.75B
$9.2M 2.17% 78,930 +1,554 +2% +$181K
MBB icon
17
iShares MBS ETF
MBB
$41B
$8.09M 1.91% +77,322 New +$8.09M
BWX icon
18
SPDR Bloomberg Barclays International Treasury Bond ETF
BWX
$1.38B
$8M 1.89% +138,587 New +$8M
VNQ icon
19
Vanguard Real Estate ETF
VNQ
$34.6B
$7.32M 1.72% 113,301 +14,501 +15% +$936K
BSV icon
20
Vanguard Short-Term Bond ETF
BSV
$38.5B
$6.41M 1.51% 80,130 -60,056 -43% -$4.8M
FXF icon
21
Invesco CurrencyShares Swiss Franc Trust
FXF
$376M
$6.03M 1.42% 54,920 -7,491 -12% -$823K
FXE icon
22
Invesco CurrencyShares Euro Currency Trust
FXE
$529M
$5.94M 1.4% 43,655 -5,823 -12% -$792K
DBO icon
23
Invesco DB Oil Fund
DBO
$232M
$5.82M 1.37% 209,940 -27,205 -11% -$754K
CYB
24
DELISTED
WisdomTree Chinese Yuan Strategy Fund
CYB
$5.77M 1.36% 226,382 -30,581 -12% -$779K
EFA icon
25
iShares MSCI EAFE ETF
EFA
$66B
$4.59M 1.08% 68,400 -9,583 -12% -$643K
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