Quantitative Advantage

Quantitative Advantage as of June 30, 2016

Portfolio Holdings for Quantitative Advantage

Quantitative Advantage holds 47 positions in its portfolio as reported in the June 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares Lehman Short Treasury Bond (SHV) 11.3 $38M 347k 110.45
iShares S&P MidCap 400 Value Index (IJJ) 8.3 $28M 218k 128.05
PIMCO Enhanced Short Mat Str Fund ETF (MINT) 6.7 $23M 225k 101.17
Vanguard Small-Cap Value ETF (VBR) 6.2 $21M 198k 105.31
Ishares Tr eafe min volat (EFAV) 4.5 $15M 227k 66.39
Utilities SPDR (XLU) 3.4 $11M 216k 52.47
iShares Dow Jones US Consumer Goods (IYK) 3.3 $11M 96k 115.35
iShares Dow Jones US Tele (IYZ) 3.1 $10M 312k 33.30
iShares Lehman Aggregate Bond (AGG) 2.7 $9.2M 81k 112.61
iShares Lehman MBS Bond Fund (MBB) 2.6 $8.9M 81k 109.97
SPDR Barclays Cptl Shrt Term Corp Bd ETF (SPSB) 2.6 $8.9M 290k 30.78
Vanguard Pacific ETF (VPL) 2.3 $7.6M 137k 55.73
ISHARES TR MSCI Small Cap msci small cap (SCZ) 2.2 $7.4M 154k 48.26
iShares Lehman 7-10 Yr Treas. Bond (IEF) 2.1 $7.3M 65k 112.95
Vanguard Consumer Staples ETF (VDC) 2.1 $7.2M 51k 141.20
iShares Barclays Inter Crd Bd Fund ETF) (IGIB) 2.1 $7.0M 63k 111.25
iShares MSCI EAFE Index Fund (EFA) 2.0 $6.9M 124k 55.82
Vanguard Utilities ETF (VPU) 2.0 $6.7M 58k 114.51
iShares Dow Jones US Technology (IYW) 1.9 $6.6M 62k 105.29
iShares Dow Jones US Basic Mater. (IYM) 1.9 $6.2M 82k 75.94
Vanguard S&p 500 Etf idx (VOO) 1.8 $6.1M 32k 192.19
Vanguard Short-Term Bond ETF (BSV) 1.6 $5.5M 68k 81.06
Vanguard Short Term Corporate Bond ETF (VCSH) 1.6 $5.5M 69k 80.84
Vanguard Mortgage Bkd Sects ETF (VMBS) 1.6 $5.5M 103k 53.85
Vanguard FTSE All Wld Ex USSml Cap (VSS) 1.5 $5.1M 55k 93.09
Vanguard European ETF (VGK) 1.4 $4.8M 103k 46.66
Vanguard Information Technology ETF (VGT) 1.3 $4.4M 41k 107.08
Vanguard Materials ETF (VAW) 1.3 $4.3M 42k 102.43
Powershares Etf Tr Ii s^p500 low vol 1.2 $4.0M 95k 42.78
Vanguard Intermediate-Term Bond ETF (BIV) 1.2 $4.0M 45k 88.06
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 1.2 $3.9M 44k 89.41
PowerShares DB Precious Metals 1.2 $3.9M 96k 40.94
CurrencyShares Japanese Yen Trust 1.1 $3.8M 41k 93.57
CurrencyShares Swiss Franc Trust 1.0 $3.5M 36k 98.28
Vanguard REIT ETF (VNQ) 1.0 $3.4M 39k 88.68
SPDR Gold Trust (GLD) 0.7 $2.4M 19k 126.49
iShares FTSE NAREIT Resi Plus Capp (REZ) 0.6 $2.2M 32k 67.50
SPDR Dow Jones Industrial Average ETF (DIA) 0.6 $2.0M 11k 179.04
iShares S&P US Pref Stock Idx Fnd (PFF) 0.6 $2.0M 51k 39.89
iShares S&P 500 Index (IVV) 0.6 $1.9M 8.9k 210.55
PowerShares DB Gold Fund 0.6 $1.9M 43k 43.16
Vanguard Large-Cap ETF (VV) 0.5 $1.8M 19k 95.83
ProShares Short MSCI EAFE (EFZ) 0.5 $1.8M 54k 33.60
Vanguard Growth ETF (VUG) 0.5 $1.7M 16k 107.18
PowerShares Preferred Portfolio 0.5 $1.7M 109k 15.24
Vanguard Total Bond Market ETF (BND) 0.5 $1.5M 18k 84.30
PowerShares QQQ Trust, Series 1 0.5 $1.5M 14k 107.56