QA

Quantitative Advantage Portfolio holdings

AUM $689M
This Quarter Return
+1.25%
1 Year Return
-6.25%
3 Year Return
+45.86%
5 Year Return
+49.8%
10 Year Return
+150.98%
AUM
$344M
AUM Growth
+$344M
Cap. Flow
-$94.3K
Cap. Flow %
-0.03%
Top 10 Hldgs %
46.23%
Holding
63
New
8
Increased
23
Reduced
22
Closed
10

Top Buys

1
EFAV icon
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$9.29M
2
JPIB icon
JPMorgan International Bond Opportunities ETF
JPIB
$8.32M
3
VEU icon
Vanguard FTSE All-World ex-US ETF
VEU
$5.48M
4
XLE icon
Energy Select Sector SPDR Fund
XLE
$5.13M
5
VDE icon
Vanguard Energy ETF
VDE
$3.62M

Top Sells

1
SPEM icon
SPDR Portfolio Emerging Markets ETF
SPEM
$9.09M
2
XLI icon
Industrial Select Sector SPDR Fund
XLI
$7.69M
3
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
$6.58M
4
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$5.4M
5
RSPN icon
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$4.44M

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
$25.6M 7.45%
233,579
-2,331
-1% -$256K
VLUE icon
2
iShares MSCI USA Value Factor ETF
VLUE
$7.1B
$23.4M 6.81%
283,724
-1,973
-0.7% -$163K
PDP icon
3
Invesco Dorsey Wright Momentum ETF
PDP
$1.28B
$16.2M 4.7%
292,350
-2,054
-0.7% -$114K
VEA icon
4
Vanguard FTSE Developed Markets ETF
VEA
$171B
$15.3M 4.45%
357,039
+1,242
+0.3% +$53.3K
VONG icon
5
Vanguard Russell 1000 Growth ETF
VONG
$30.9B
$14.7M 4.28%
100,280
-724
-0.7% -$106K
IYC icon
6
iShares US Consumer Discretionary ETF
IYC
$1.72B
$13.2M 3.83%
68,013
+2,116
+3% +$410K
JPUS icon
7
JPMorgan Diversified Return US Equity ETF
JPUS
$386M
$13.1M 3.8%
184,128
+6,642
+4% +$472K
VTI icon
8
Vanguard Total Stock Market ETF
VTI
$526B
$12.9M 3.73%
91,504
+3,358
+4% +$472K
IYW icon
9
iShares US Technology ETF
IYW
$22.9B
$12.5M 3.63%
70,091
+6,054
+9% +$1.08M
IYG icon
10
iShares US Financial Services ETF
IYG
$1.94B
$12.2M 3.55%
94,243
+496
+0.5% +$64.3K
VFH icon
11
Vanguard Financials ETF
VFH
$13B
$10.4M 3.01%
153,488
+329
+0.2% +$22.2K
VEU icon
12
Vanguard FTSE All-World ex-US ETF
VEU
$48.6B
$9.41M 2.73%
181,428
+105,732
+140% +$5.48M
EFAV icon
13
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.39B
$9.29M 2.7%
+130,571
New +$9.29M
VGT icon
14
Vanguard Information Technology ETF
VGT
$99.7B
$9.09M 2.64%
50,092
+7,783
+18% +$1.41M
SCZ icon
15
iShares MSCI EAFE Small-Cap ETF
SCZ
$10.7B
$8.95M 2.6%
142,678
+624
+0.4% +$39.2K
AAXJ icon
16
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$2.85B
$8.59M 2.5%
119,849
+604
+0.5% +$43.3K
BOND icon
17
PIMCO Active Bond Exchange-Traded Fund
BOND
$5.81B
$8.33M 2.42%
80,820
-886
-1% -$91.3K
JPIB icon
18
JPMorgan International Bond Opportunities ETF
JPIB
$1.12B
$8.32M 2.42%
+167,457
New +$8.32M
ANGL icon
19
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.05B
$7.76M 2.26%
270,628
-2,852
-1% -$81.8K
XLV icon
20
Health Care Select Sector SPDR Fund
XLV
$33.9B
$7.49M 2.17%
89,684
-2,736
-3% -$228K
SPIP icon
21
SPDR Portfolio TIPS ETF
SPIP
$965M
$7.09M 2.06%
127,684
-2,469
-2% -$137K
VCR icon
22
Vanguard Consumer Discretionary ETF
VCR
$6.41B
$6.29M 1.83%
37,058
+3,938
+12% +$668K
VHT icon
23
Vanguard Health Care ETF
VHT
$15.6B
$5.36M 1.56%
33,668
-10,378
-24% -$1.65M
SRLN icon
24
SPDR Blackstone Senior Loan ETF
SRLN
$7B
$5.25M 1.53%
111,794
-1,300
-1% -$61.1K
XLE icon
25
Energy Select Sector SPDR Fund
XLE
$27.6B
$5.13M 1.49%
+67,602
New +$5.13M
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