Quantitative Advantage

Quantitative Advantage as of Dec. 31, 2017

Portfolio Holdings for Quantitative Advantage

Quantitative Advantage holds 51 positions in its portfolio as reported in the December 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Tr Msci Usa Momentum Factor (MTUM) 7.3 $25M 239k 103.13
Ishares Tr msci usavalfct (VLUE) 7.2 $24M 289k 83.62
Vanguard Europe Pacific ETF (VEA) 6.0 $20M 450k 44.86
PowerShares DWA Technical Ldrs Pf 4.5 $15M 292k 51.63
PowerShares Dynamic Lg. Cap Value 4.4 $15M 381k 38.81
Vanguard Total Stock Market ETF (VTI) 4.2 $14M 103k 137.25
iShares MSCI ACWI ex US Index Fund (ACWX) 3.7 $12M 247k 49.95
iShares MSCI Cntry Asa Jpn Idx Fnd (AAXJ) 3.6 $12M 159k 76.28
iShares Dow Jones US Financial Svc. (IYG) 3.6 $12M 93k 130.45
iShares Dow Jones US Consumer Ser. (IYC) 3.5 $12M 66k 179.24
J P Morgan Exchange Traded F jpmorgan diver (JPUS) 3.3 $11M 159k 70.52
Vanguard FTSE All-World ex-US ETF (VEU) 3.2 $11M 199k 54.72
iShares Dow Jones US Technology (IYW) 3.1 $10M 64k 162.77
Vanguard Information Technology ETF (VGT) 2.9 $9.8M 60k 164.72
Vanguard Financials ETF (VFH) 2.5 $8.4M 120k 70.04
Vaneck Vectors Etf Tr fallen angel hg (ANGL) 2.4 $8.0M 267k 29.95
Industrial SPDR (XLI) 2.3 $7.8M 103k 75.67
Health Care SPDR (XLV) 2.2 $7.6M 91k 82.68
Rydex Etf Trust indls etf 2.2 $7.4M 62k 120.66
WisdomTree Pacific ex-Japan Ttl Div 2.1 $7.2M 103k 70.20
iShares Lehman 7-10 Yr Treas. Bond (IEF) 1.9 $6.3M 59k 105.58
iShares Lehman Aggregate Bond (AGG) 1.8 $6.2M 57k 109.33
iShares IBoxx $ Invest Grade Corp Bd (LQD) 1.6 $5.2M 43k 121.57
Vanguard Consumer Discretionary ETF (VCR) 1.6 $5.2M 33k 155.96
Vanguard Total Bond Market ETF (BND) 1.5 $5.1M 63k 81.57
Ssga Active Etf Tr blkstn gsosrln (SRLN) 1.5 $5.0M 105k 47.18
Vanguard Health Care ETF (VHT) 1.3 $4.4M 28k 154.16
Vanguard Intermediate-Term Bond ETF (BIV) 1.1 $3.7M 45k 83.84
J P Morgan Exchange Traded F div rtn int eq (JPIN) 1.1 $3.7M 62k 60.05
Vanguard Short Term Corporate Bond ETF (VCSH) 1.1 $3.7M 47k 79.30
Vanguard Large-Cap ETF (VV) 1.1 $3.6M 29k 122.57
Powershares DB Base Metals Fund 1.0 $3.3M 171k 19.41
iShares S&P 500 Index (IVV) 0.8 $2.8M 10k 268.87
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 0.8 $2.6M 30k 87.40
Powershares Senior Loan Portfo mf 0.8 $2.6M 114k 23.04
WisdomTree Dreyfus Emerging Currency (CEW) 0.7 $2.5M 129k 19.43
CurrencyShares Euro Trust 0.7 $2.4M 20k 115.59
CurrencyShares British Pound Ster. Trst 0.7 $2.3M 17k 131.20
iShares MSCI EAFE Index Fund (EFA) 0.5 $1.5M 22k 70.30
SPDR Dow Jones Industrial Average ETF (DIA) 0.4 $1.5M 6.0k 247.45
iShares MSCI Emerging Markets Indx (EEM) 0.4 $1.3M 28k 47.11
Mortgage Reit Index real (REM) 0.4 $1.3M 29k 45.21
iShares S&P SmallCap 600 Index (IJR) 0.4 $1.3M 17k 76.83
Vanguard Emerging Markets ETF (VWO) 0.4 $1.2M 27k 45.91
Vanguard Small-Cap Growth ETF (VBK) 0.4 $1.2M 7.6k 160.91
SPDR Gold Trust (GLD) 0.3 $1.1M 9.3k 123.64
iShares Lehman MBS Bond Fund (MBB) 0.3 $1.2M 11k 106.60
Vanguard REIT ETF (VNQ) 0.3 $1.2M 14k 82.98
PowerShares DB Gold Fund 0.3 $1.1M 28k 41.37
SPDR Barclays Cptl Shrt Term Corp Bd ETF (SPSB) 0.3 $1.1M 37k 30.43
Vanguard Mortgage Bkd Sects ETF (VMBS) 0.3 $1.1M 21k 52.42