Quantitative Advantage

Quantitative Advantage as of Sept. 30, 2016

Portfolio Holdings for Quantitative Advantage

Quantitative Advantage holds 48 positions in its portfolio as reported in the September 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares S&P MidCap 400 Value Index (IJJ) 11.3 $37M 281k 133.00
Vanguard Small-Cap Value ETF (VBR) 7.8 $26M 230k 110.66
iShares Lehman Short Treasury Bond (SHV) 7.5 $25M 222k 110.43
Ishares Tr eafe min volat (EFAV) 4.4 $15M 214k 67.64
Vanguard Pacific ETF (VPL) 3.9 $13M 213k 60.58
PIMCO Enhanced Short Mat Str Fund ETF (MINT) 3.8 $13M 123k 101.41
iShares Dow Jones US Technology (IYW) 3.2 $11M 88k 119.00
iShares Dow Jones US Consumer Goods (IYK) 3.1 $10M 91k 113.90
Utilities SPDR (XLU) 3.0 $10M 204k 48.99
iShares Dow Jones US Tele (IYZ) 2.9 $9.5M 296k 32.22
iShares Lehman 7-10 Yr Treas. Bond (IEF) 2.7 $8.8M 79k 111.88
iShares Lehman Aggregate Bond (AGG) 2.6 $8.7M 77k 112.42
iShares Lehman MBS Bond Fund (MBB) 2.6 $8.5M 77k 110.09
SPDR Barclays Cptl Shrt Term Corp Bd ETF (SPSB) 2.6 $8.5M 275k 30.77
Ishares Inc em mkt min vol (EEMV) 2.3 $7.5M 139k 54.06
Powershares Exchange 2.2 $7.4M 242k 30.66
Vanguard Consumer Staples ETF (VDC) 2.0 $6.7M 49k 136.87
iShares Barclays Inter Crd Bd Fund ETF) (IGIB) 2.0 $6.6M 59k 111.35
Vanguard Information Technology ETF (VGT) 2.0 $6.5M 54k 120.38
iShares Dow Jones US Basic Mater. (IYM) 1.9 $6.2M 79k 78.98
Vanguard S&p 500 Etf idx (VOO) 1.8 $6.1M 31k 198.68
Vanguard Utilities ETF (VPU) 1.8 $6.0M 56k 106.96
Vanguard Intermediate-Term Bond ETF (BIV) 1.7 $5.5M 63k 87.65
Vanguard Mortgage Bkd Sects ETF (VMBS) 1.6 $5.4M 100k 53.96
Vanguard Short Term Corporate Bond ETF (VCSH) 1.6 $5.4M 67k 80.55
Powershares Etf Tr Ii em mrk low vol 1.5 $4.9M 218k 22.51
Vanguard Materials ETF (VAW) 1.4 $4.6M 43k 106.92
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 1.2 $3.9M 44k 89.58
Vanguard Short-Term Bond ETF (BSV) 1.2 $3.8M 47k 80.82
CurrencyShares Japanese Yen Trust 1.1 $3.8M 40k 95.20
Powershares Etf Tr Ii s^p500 low vol 1.1 $3.8M 91k 41.49
Powershares DB Base Metals Fund 1.1 $3.8M 267k 14.05
PowerShares DB Precious Metals 1.1 $3.8M 92k 40.61
Vanguard REIT ETF (VNQ) 1.0 $3.2M 37k 86.75
SPDR Gold Trust (GLD) 0.7 $2.3M 18k 125.66
iShares S&P SmallCap 600 Index (IJR) 0.6 $2.1M 17k 124.17
iShares FTSE NAREIT Resi Plus Capp (REZ) 0.6 $2.0M 31k 65.51
iShares S&P US Pref Stock Idx Fnd (PFF) 0.6 $1.9M 49k 39.50
Vanguard Large-Cap ETF (VV) 0.6 $1.8M 18k 99.15
PowerShares DB Gold Fund 0.5 $1.8M 42k 42.59
ProShares Short MSCI EAFE (EFZ) 0.5 $1.7M 53k 31.57
Vanguard Small-Cap ETF (VB) 0.5 $1.6M 14k 122.14
PowerShares QQQ Trust, Series 1 0.5 $1.6M 14k 118.70
PowerShares Preferred Portfolio 0.5 $1.6M 106k 15.13
iShares S&P 500 Index (IVV) 0.5 $1.5M 7.1k 217.51
Vanguard Total Bond Market ETF (BND) 0.5 $1.5M 18k 84.14
Vanguard Total Stock Market ETF (VTI) 0.1 $274k 2.5k 111.47
J P Morgan Exchange Traded F jpmorgan diver (JPUS) 0.1 $274k 4.7k 58.61