QA

Quantitative Advantage Portfolio holdings

AUM $689M
This Quarter Return
+4.88%
1 Year Return
-6.25%
3 Year Return
+45.86%
5 Year Return
+49.8%
10 Year Return
+150.98%
AUM
$337M
AUM Growth
+$337M
Cap. Flow
+$4.25M
Cap. Flow %
1.26%
Top 10 Hldgs %
47.89%
Holding
58
New
12
Increased
12
Reduced
27
Closed
7

Top Buys

1
MTUM icon
iShares MSCI USA Momentum Factor ETF
MTUM
$24.7M
2
VLUE icon
iShares MSCI USA Value Factor ETF
VLUE
$24.1M
3
PDP icon
Invesco Dorsey Wright Momentum ETF
PDP
$15.1M
4
PWV icon
Invesco Large Cap Value ETF
PWV
$14.8M
5
AAXJ icon
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$12.1M

Top Sells

1
IVW icon
iShares S&P 500 Growth ETF
IVW
$46.2M
2
VUG icon
Vanguard Growth ETF
VUG
$28.4M
3
IEV icon
iShares Europe ETF
IEV
$12.5M
4
VGK icon
Vanguard FTSE Europe ETF
VGK
$7.23M
5
XLU icon
Utilities Select Sector SPDR Fund
XLU
$4.7M

Sector Composition

Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
MTUM icon
1
iShares MSCI USA Momentum Factor ETF
MTUM
$18.1B
$24.7M 7.32%
+239,075
New +$24.7M
VLUE icon
2
iShares MSCI USA Value Factor ETF
VLUE
$7.1B
$24.1M 7.17%
+288,741
New +$24.1M
VEA icon
3
Vanguard FTSE Developed Markets ETF
VEA
$171B
$20.2M 5.99%
449,757
-6,950
-2% -$312K
PDP icon
4
Invesco Dorsey Wright Momentum ETF
PDP
$1.28B
$15.1M 4.48%
+292,447
New +$15.1M
PWV icon
5
Invesco Large Cap Value ETF
PWV
$1.19B
$14.8M 4.39%
+380,776
New +$14.8M
VTI icon
6
Vanguard Total Stock Market ETF
VTI
$526B
$14.1M 4.19%
102,831
+7,771
+8% +$1.07M
ACWX icon
7
iShares MSCI ACWI ex US ETF
ACWX
$6.63B
$12.3M 3.66%
247,044
-31,525
-11% -$1.57M
IYG icon
8
iShares US Financial Services ETF
IYG
$1.94B
$12.1M 3.6%
92,933
-25,307
-21% -$3.3M
AAXJ icon
9
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$2.85B
$12.1M 3.6%
+158,842
New +$12.1M
IYC icon
10
iShares US Consumer Discretionary ETF
IYC
$1.72B
$11.8M 3.49%
+65,553
New +$11.8M
JPUS icon
11
JPMorgan Diversified Return US Equity ETF
JPUS
$386M
$11.2M 3.33%
159,031
+16,276
+11% +$1.15M
VEU icon
12
Vanguard FTSE All-World ex-US ETF
VEU
$48.6B
$10.9M 3.24%
199,280
-16,423
-8% -$899K
IYW icon
13
iShares US Technology ETF
IYW
$22.9B
$10.4M 3.09%
63,951
-3,662
-5% -$596K
VGT icon
14
Vanguard Information Technology ETF
VGT
$99.7B
$9.83M 2.92%
59,646
+12,085
+25% +$1.99M
VFH icon
15
Vanguard Financials ETF
VFH
$13B
$8.38M 2.49%
119,649
-20,239
-14% -$1.42M
ANGL icon
16
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.05B
$8M 2.38%
267,262
-2,944
-1% -$88.2K
XLI icon
17
Industrial Select Sector SPDR Fund
XLI
$23.3B
$7.77M 2.31%
102,650
-39,691
-28% -$3M
XLV icon
18
Health Care Select Sector SPDR Fund
XLV
$33.9B
$7.55M 2.24%
91,365
-25,668
-22% -$2.12M
RSPN icon
19
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$686M
$7.42M 2.2%
61,486
+1,067
+2% +$129K
AXJL
20
DELISTED
WisdomTree Asia-Pacific ex-Japan Fund
AXJL
$7.19M 2.14%
+102,460
New +$7.19M
IEF icon
21
iShares 7-10 Year Treasury Bond ETF
IEF
$35.7B
$6.26M 1.86%
59,275
-1,021
-2% -$108K
AGG icon
22
iShares Core US Aggregate Bond ETF
AGG
$131B
$6.19M 1.84%
56,574
-943
-2% -$103K
VCR icon
23
Vanguard Consumer Discretionary ETF
VCR
$6.41B
$5.21M 1.55%
+33,432
New +$5.21M
LQD icon
24
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$29.5B
$5.21M 1.55%
42,873
-992
-2% -$121K
BND icon
25
Vanguard Total Bond Market
BND
$134B
$5.1M 1.51%
62,520
+944
+2% +$77K
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