Quantitative Advantage

Quantitative Advantage as of Dec. 31, 2016

Portfolio Holdings for Quantitative Advantage

Quantitative Advantage holds 50 positions in its portfolio as reported in the December 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares S&P 500 Value Index (IVE) 13.9 $46M 449k 101.38
Vanguard Value ETF (VTV) 8.8 $29M 310k 93.01
Vanguard Europe Pacific ETF (VEA) 5.4 $18M 483k 36.54
Vanguard Pacific ETF (VPL) 3.6 $12M 202k 58.12
iShares Dow Jones US Financial Svc. (IYG) 3.4 $11M 104k 106.26
Industrial SPDR (XLI) 3.2 $10M 167k 62.22
iShares Dow Jones US Technology (IYW) 3.1 $10M 85k 120.25
iShares Dow Jones US Tele (IYZ) 3.0 $10M 289k 34.50
iShares Lehman Short Treasury Bond (SHV) 3.0 $9.8M 89k 110.30
iShares Dow Jones US Basic Mater. (IYM) 3.0 $9.8M 117k 83.16
Pimco Etf Tr 0-5 high yield (HYS) 2.9 $9.4M 94k 99.86
iShares Lehman Aggregate Bond (AGG) 2.4 $7.9M 73k 108.06
iShares Lehman MBS Bond Fund (MBB) 2.4 $7.8M 73k 106.34
Vanguard Total Stock Market ETF (VTI) 2.3 $7.4M 65k 115.32
Vanguard Financials ETF (VFH) 2.2 $7.1M 120k 59.35
iShares MSCI ACWI ex US Index Fund (ACWX) 2.0 $6.6M 164k 40.27
Rydex Etf Trust indls etf 2.0 $6.6M 66k 99.13
Vanguard Information Technology ETF (VGT) 2.0 $6.4M 53k 121.50
Vanguard S&p 500 Etf idx (VOO) 1.9 $6.3M 31k 205.31
iShares Barclays Inter Crd Bd Fund ETF) (IGIB) 1.9 $6.3M 58k 108.20
iShares Barclays TIPS Bond Fund (TIP) 1.9 $6.2M 55k 113.16
PIMCO Enhanced Short Mat Str Fund ETF (MINT) 1.9 $6.1M 61k 101.33
Vanguard Materials ETF (VAW) 1.9 $6.1M 54k 112.44
Vanguard FTSE All-World ex-US ETF (VEU) 1.7 $5.6M 128k 44.18
Vanguard Short Term Corporate Bond ETF (VCSH) 1.6 $5.2M 65k 79.37
Vanguard Mortgage Bkd Sects ETF (VMBS) 1.6 $5.2M 99k 52.29
Vanguard Intermediate-Term Bond ETF (BIV) 1.6 $5.2M 62k 83.06
J P Morgan Exchange Traded F jpmorgan diver (JPUS) 1.3 $4.1M 70k 59.21
Powershares DB Base Metals Fund 1.1 $3.7M 247k 14.92
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 1.1 $3.6M 42k 85.69
Vanguard Total Bond Market ETF (BND) 1.1 $3.5M 43k 80.79
Powershares Act Mang Comm Fd db opt yld div 1.0 $3.3M 192k 17.28
PowerShares DB US Dollar Index Bullish 1.0 $3.2M 121k 26.46
WisdomTree Dreyfus Emerging Currency (CEW) 1.0 $3.2M 182k 17.49
iShares S&P 500 Index (IVV) 0.7 $2.1M 9.5k 224.98
iShares S&P SmallCap 600 Index (IJR) 0.6 $2.0M 14k 137.52
Vanguard Large-Cap ETF (VV) 0.6 $1.8M 18k 102.36
Vanguard Small-Cap ETF (VB) 0.5 $1.8M 14k 128.98
Mortgage Reit Index real (REM) 0.5 $1.7M 41k 42.07
SPDR Dow Jones Industrial Average ETF (DIA) 0.5 $1.7M 8.4k 197.48
iShares Russell 2000 Index (IWM) 0.5 $1.6M 12k 134.84
PowerShares QQQ Trust, Series 1 0.5 $1.6M 14k 118.50
Vanguard REIT ETF (VNQ) 0.5 $1.6M 20k 82.54
iShares S&P MidCap 400 Index (IJH) 0.5 $1.6M 9.6k 165.33
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.5 $1.6M 16k 104.81
SPDR Barclays Cptl Shrt Term Corp Bd ETF (SPSB) 0.5 $1.6M 53k 30.54
Vanguard Small-Cap Value ETF (VBR) 0.5 $1.5M 13k 121.02
Vanguard Mid-Cap ETF (VO) 0.5 $1.5M 12k 131.67
ProShares Short MSCI EAFE (EFZ) 0.4 $1.4M 45k 31.92
J P Morgan Exchange Traded F div rtn int eq (JPIN) 0.4 $1.3M 28k 48.93