through: May 27, 2016

Recent ETF Additions

Below is a list of the Exchange Traded Funds most recently added to ETFreplay. In order to maintain a clean database that delivers accurate backtest results, we only add ETFs that trade sufficient volume. The closing price of a thinly traded ETF often does not accurately reflect the return of the underlying index. As ETFreplay was primarily built for quantitative analysis, we believe such a discerning approach is necessary. #
ETF Name Assets * 1-Day Rtn Year-To-Date Return 2015 2014 2013

U.S. Equity Index ETFs

FVC First Trust Dorsey Wright Dynamic Focus 5 $47 +0.4%
+1.9%
N/A N/A N/A
HTUS Hull Tactical US ETF $41 -0.1%
+3.8%
N/A N/A N/A
IVOV Vanguard S&P Mid-Cap 400 Value N/A +0.6%
+9.4%
-7.0% +12.1% +34.4%
QDF FlexShares Quality Dividend Index $1,267 +0.4%
+5.6%
-0.9% +11.8% +36.3%
RSCO SPDR Small Cap Completeness ETF $65 +0.4%
+1.9%
-4.2% +8.2% +38.7%
SIZE iShares MSCI USA Size Factor ETF $206 +0.2%
+4.2%
+1.6% +16.1% N/A
VONE Vanguard Russell 1000 N/A +0.4%
+3.3%
+0.7% +13.3% +33.0%
VONV Vanguard Russell 1000 Value $509 +0.4%
+5.3%
-3.8% +13.2% +32.7%

U.S. Sector ETFs

NANR SPDR S&P North American Natural Resources $870 -0.7%
+29.6%
N/A N/A N/A
PUI PowerShares DWA Utilities Momentum Port $201 +0.5%
+14.7%
-2.7% +17.4% +22.5%

International Equity

HEWG iShares Currency Hedged MSCI Germany $658 +0.3%
-2.2%
+6.3% N/A N/A

Corporate/Credit Bonds

FBND Fidelity Total Bond ETF $134 -0.1%
+4.5%
-1.0% N/A N/A
NEAR iShares Short Maturity Multi-Sector Bond $2,316 +0.0%
+0.5%
+0.9% +0.6% N/A

Quasi-Equity: REITs, Preferreds, MLPs etc

BTAL QuantShares US Market Neutral Anti-Beta $29 -0.3%
+4.1%
+0.1% +8.7% -13.8%
MNA IQ Merger Arbitrage ETF $140 -0.2%
+2.9%
+1.5% +5.2% +6.5%
WBII WBI Tactical Income Shares $404 -0.2%
+1.4%
-0.8% N/A N/A

Commodities

COMT iShares Commodities Select Strategy ETF N/A -0.1%
+12.7%
-30.4% N/A N/A

Derivatives - Leveraged and Volatility Products

JNUG +3x Direxion Leveraged Junior Gold Miners N/A -14.2%
+219.2%
-74.3% -83.8% N/A
KOLD -2x ProShares UltraShort BBG Natural Gas $12 -2.0%
+28.9%
+70.3% +18.3% -31.8%
All returns are Total Return: calculated using market prices and include any dividends

# Though these ETFs have been judged to meet the minimum criteria for inclusion, users should, as always, be skeptical of results that are derived during the early (illiquid) life of a given ETF.

* Total Net Assets (million) as of end Apr-2016