through: May 02, 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

CFO Victory CEMP US 500 Enhanced Vol Wtd ETF $123 +0.7%
+4.2%
-1.2% N/A N/A
DGRW WisdomTree US Quality Dividend Growth $596 +0.6%
+3.7%
-0.3% +13.7% N/A
FTCS First Trust Capital Strength (Low Vol) $187 +0.9%
+4.4%
+1.4% +15.9% +37.6%
FTLS First Trust Long-Short Equity $120 +0.6%
-2.3%
+4.7% N/A N/A
QDF FlexShares Quality Dividend Index N/A +0.5%
+5.3%
-0.9% +11.8% +36.3%
RSCO SPDR Small Cap Completeness ETF $64 +0.5%
+0.6%
-4.2% +8.2% +38.7%
VLUE iShares MSCI USA Value Weighted Index Fund $721 +0.4%
+0.4%
-3.5% +12.8% N/A

U.S. Sector ETFs

NANR SPDR S&P North American Natural Resources $740 -1.0%
+34.9%
N/A N/A N/A

International Equity

HEWG iShares Currency Hedged MSCI Germany $743 +0.6%
-3.8%
+6.3% N/A N/A
IDOG ALPS International Sector Dividend Dogs $126 +0.9%
+4.9%
-6.2% -7.7% N/A
IEUR iShares Core MSCI Europe $924 +0.7%
+1.1%
-0.9% N/A N/A

Emerging Markets Equity

HEEM iShares Currency Hedged MSCI Emerg Mkts $202 +0.3%
+3.2%
-10.0% N/A N/A

Corporate/Credit Bonds

FBND Fidelity Total Bond ETF $132 -0.2%
+4.4%
-1.0% N/A N/A
FTSL First Trust Senior Loan ETF $440 +0.0%
+3.7%
+0.4% +1.4% N/A
NEAR iShares Short Maturity Multi-Sector Bond $2,328 -0.1%
+0.4%
+0.9% +0.6% N/A
VTEB Vanguard Tax Exempt Bond ETF $252 -0.1%
+2.0%
N/A N/A N/A

Quasi-Equity: REITs, Preferreds, MLPs etc

BTAL QuantShares US Market Neutral Anti-Beta $57 +0.2%
+3.7%
+0.1% +8.7% -13.8%
MNA IQ Merger Arbitrage ETF $126 +0.4%
+1.9%
+1.5% +5.2% +6.5%
PFXF Market Vectors Pref Ex-Financials $281 +0.4%
+8.1%
-1.5% +15.9% -2.1%

Int'l Bonds / Currencies

IAGG iShares Core Int'l Aggregate Bond $176 +0.1%
+3.1%
N/A N/A N/A
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 Mar-2016