Quantitative Advantage

Quantitative Advantage as of Dec. 31, 2019

Portfolio Holdings for Quantitative Advantage

Quantitative Advantage holds 55 positions in its portfolio as reported in the December 2019 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Msci Usa Quality Facto invalid (QUAL) 8.3 $32M 321k 101.00
Ishares Tr msci usavalfct (VLUE) 8.1 $32M 352k 89.73
J P Morgan Exchange Traded F ultra shrt (JPST) 5.3 $21M 408k 50.43
Invesco Exchange W&p 500 Qualit equities (SPHQ) 4.7 $19M 506k 36.57
Industrial SPDR (XLI) 4.7 $18M 226k 81.47
Invesco Exchange Traded Fd T dynmc lrg valu (PWV) 4.6 $18M 432k 41.35
J P Morgan Exchange Traded F jpmorgan diver (JPUS) 4.3 $17M 210k 79.66
iShares Dow Jones US Financial Svc. (IYG) 4.1 $16M 105k 151.82
iShares Dow Jones US Technology (IYW) 4.0 $16M 68k 232.60
Vanguard Total Stock Market ETF (VTI) 3.7 $15M 89k 163.62
Goldman Sachs Etf Tr activebeta int (GSIE) 3.0 $12M 386k 30.25
Vanguard Information Technology ETF (VGT) 3.0 $12M 47k 244.85
Pimco Total Return Etf totl (BOND) 2.6 $10M 94k 107.81
Doubleline Total Etf etf (TOTL) 2.6 $10M 205k 48.99
J P Morgan Exchange Traded F fund (JPIB) 2.5 $9.9M 197k 50.03
Vanguard Financials ETF (VFH) 2.3 $9.0M 119k 76.28
SPDR Barclays Cptl Shrt Term Corp Bd ETF (SPSB) 2.2 $8.7M 283k 30.84
Health Care SPDR (XLV) 2.2 $8.6M 84k 101.87
Vanguard FTSE All-World ex-US ETF (VEU) 2.0 $7.9M 147k 53.75
Vanguard Telecommunication Services ETF (VOX) 1.9 $7.6M 81k 93.93
Vanguard Health Care ETF (VHT) 1.9 $7.5M 39k 191.74
First Tr Exchng Traded Fd Vi tcw opportunis (FIXD) 1.9 $7.4M 143k 51.82
Spdr Series Trust dj ttl mkt etf (SPTM) 1.4 $5.4M 135k 39.86
J P Morgan Exchange Traded F div rtn int eq (JPIN) 1.4 $5.3M 93k 57.09
iShares Dow Jones US Basic Mater. (IYM) 1.2 $4.5M 46k 97.94
Lattice Strategies Tr dev mk x us st (RODM) 1.1 $4.2M 143k 29.37
John Hancock Exchange Traded multfctr emrng (JHEM) 1.1 $4.2M 156k 26.68
SPDR Barclays Capital Aggregate Bo (SPAB) 1.0 $4.1M 138k 29.38
Vanguard Total Bond Market ETF (BND) 1.0 $4.0M 48k 83.85
Vanguard Short-Term Bond ETF (BSV) 0.9 $3.7M 46k 80.60
Vanguard Short Term Corporate Bond ETF (VCSH) 0.9 $3.7M 45k 81.03
iShares S&P 500 Index (IVV) 0.7 $2.6M 8.0k 323.19
Spdr Index Shs Fds eafe qual mix (QEFA) 0.7 $2.6M 39k 66.79
Invesco Actively Managd Etf optimum yield (PDBC) 0.7 $2.5M 154k 16.56
Invesco Db Us Dlr Index Tr bullish (UUP) 0.7 $2.5M 98k 25.97
Invesco Curncyshs Japanese Y japanese yen (FXY) 0.6 $2.5M 29k 87.42
Vanguard Large-Cap ETF (VV) 0.6 $2.5M 17k 147.84
Invesco Db Mlti Sectr Cmmty precious metal (DBP) 0.6 $2.5M 60k 41.60
Invesco exchange traded (FXF) 0.6 $2.4M 25k 95.20
SPDR S&P World ex-US (SPDW) 0.5 $2.0M 63k 31.35
iShares FTSE NAREIT Resi Plus Capp (REZ) 0.4 $1.7M 22k 75.36
Ishares Tr (LRGF) 0.4 $1.6M 46k 34.49
SPDR Gold Trust (GLD) 0.4 $1.6M 11k 142.91
iShares Lehman Aggregate Bond (AGG) 0.4 $1.6M 14k 112.37
D First Tr Exchange-traded (FPE) 0.4 $1.5M 77k 20.07
iShares Lehman MBS Bond Fund (MBB) 0.4 $1.4M 13k 108.08
Goldman Sachs Etf Tr (GSLC) 0.3 $1.2M 18k 64.68
Vanguard REIT ETF (VNQ) 0.3 $1.1M 12k 92.76
Pgx etf (PGX) 0.3 $1.1M 72k 15.01
Invesco Db Gold Fund Etf etf 0.3 $1.1M 24k 45.26
Select Sector Spdr Tr Communic etfeqty (XLC) 0.2 $983k 18k 53.65
Vanguard Mortgage Bkd Sects ETF (VMBS) 0.2 $947k 18k 53.17
iShares Russell 3000 Index (IWV) 0.2 $695k 3.7k 188.45
IQ Hedge Multi-Strategy Tracker (QAI) 0.2 $621k 20k 30.79
iShares MSCI ACWI ex US Index Fund (ACWX) 0.1 $231k 4.7k 49.03