QA

Quantitative Advantage Portfolio holdings

AUM $689M
This Quarter Return
+4.64%
1 Year Return
-6.25%
3 Year Return
+45.86%
5 Year Return
+49.8%
10 Year Return
+150.98%
AUM
$359M
AUM Growth
+$359M
Cap. Flow
+$4.94M
Cap. Flow %
1.37%
Top 10 Hldgs %
47.06%
Holding
59
New
6
Increased
34
Reduced
13
Closed
6

Top Buys

1
IVW icon
iShares S&P 500 Growth ETF
IVW
$25.7M
2
USMV icon
iShares MSCI USA Min Vol Factor ETF
USMV
$25.6M
3
SPLV icon
Invesco S&P 500 Low Volatility ETF
SPLV
$15.2M
4
GSIE icon
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$15.2M
5
TOTL icon
SPDR DoubleLine Total Return Tactical ETF
TOTL
$6.03M

Top Sells

1
MTUM icon
iShares MSCI USA Momentum Factor ETF
MTUM
$25.6M
2
VLUE icon
iShares MSCI USA Value Factor ETF
VLUE
$23.4M
3
PDP icon
Invesco Dorsey Wright Momentum ETF
PDP
$16.2M
4
AAXJ icon
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$8.59M
5
SPIP icon
SPDR Portfolio TIPS ETF
SPIP
$5.53M

Sector Composition

Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
IVW icon
1
iShares S&P 500 Growth ETF
IVW
$63.1B
$25.7M 7.16%
+145,165
New +$25.7M
USMV icon
2
iShares MSCI USA Min Vol Factor ETF
USMV
$23.4B
$25.6M 7.11%
+448,068
New +$25.6M
VONG icon
3
Vanguard Russell 1000 Growth ETF
VONG
$30.9B
$15.8M 4.39%
98,701
-1,579
-2% -$252K
VEA icon
4
Vanguard FTSE Developed Markets ETF
VEA
$171B
$15.5M 4.31%
357,755
+716
+0.2% +$31K
SPLV icon
5
Invesco S&P 500 Low Volatility ETF
SPLV
$8B
$15.2M 4.24%
+307,702
New +$15.2M
GSIE icon
6
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$4.21B
$15.2M 4.23%
+513,823
New +$15.2M
IYC icon
7
iShares US Consumer Discretionary ETF
IYC
$1.72B
$14.6M 4.07%
69,047
+1,034
+2% +$219K
IYW icon
8
iShares US Technology ETF
IYW
$22.9B
$14M 3.88%
71,924
+1,833
+3% +$356K
JPUS icon
9
JPMorgan Diversified Return US Equity ETF
JPUS
$386M
$13.8M 3.84%
185,300
+1,172
+0.6% +$87.4K
VTI icon
10
Vanguard Total Stock Market ETF
VTI
$526B
$13.8M 3.84%
92,158
+654
+0.7% +$97.9K
IYG icon
11
iShares US Financial Services ETF
IYG
$1.94B
$12.8M 3.57%
96,160
+1,917
+2% +$256K
VGT icon
12
Vanguard Information Technology ETF
VGT
$99.7B
$11.2M 3.13%
55,471
+5,379
+11% +$1.09M
EFAV icon
13
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.39B
$9.59M 2.67%
131,766
+1,195
+0.9% +$87K
VEU icon
14
Vanguard FTSE All-World ex-US ETF
VEU
$48.6B
$9.4M 2.62%
180,676
-752
-0.4% -$39.1K
SCZ icon
15
iShares MSCI EAFE Small-Cap ETF
SCZ
$10.7B
$9.01M 2.51%
144,703
+2,025
+1% +$126K
XLV icon
16
Health Care Select Sector SPDR Fund
XLV
$33.9B
$8.74M 2.43%
91,839
+2,155
+2% +$205K
JPIB icon
17
JPMorgan International Bond Opportunities ETF
JPIB
$1.12B
$8.33M 2.32%
166,278
-1,179
-0.7% -$59.1K
VHT icon
18
Vanguard Health Care ETF
VHT
$15.6B
$8.32M 2.32%
46,137
+12,469
+37% +$2.25M
BOND icon
19
PIMCO Active Bond Exchange-Traded Fund
BOND
$5.81B
$8.23M 2.29%
80,372
-448
-0.6% -$45.9K
ANGL icon
20
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.05B
$7.93M 2.21%
272,739
+2,111
+0.8% +$61.4K
VFH icon
21
Vanguard Financials ETF
VFH
$13B
$7.24M 2.01%
104,315
-49,173
-32% -$3.41M
VCR icon
22
Vanguard Consumer Discretionary ETF
VCR
$6.41B
$6.72M 1.87%
37,260
+202
+0.5% +$36.5K
TOTL icon
23
SPDR DoubleLine Total Return Tactical ETF
TOTL
$3.86B
$6.03M 1.68%
+127,582
New +$6.03M
SRLN icon
24
SPDR Blackstone Senior Loan ETF
SRLN
$7B
$5.77M 1.6%
121,825
+10,031
+9% +$475K
XLE icon
25
Energy Select Sector SPDR Fund
XLE
$27.6B
$5.25M 1.46%
69,245
+1,643
+2% +$124K
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