Quantitative Advantage

Quantitative Advantage as of Sept. 30, 2011

Portfolio Holdings for Quantitative Advantage

Quantitative Advantage holds 46 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares S&P 500 Growth Index (IVW) 8.7 $35M 567k 62.00
iShares Lehman MBS Bond Fund (MBB) 7.1 $29M 266k 107.81
iShares IBoxx $ Invest Grade Corp Bd (LQD) 5.5 $22M 198k 111.58
Vanguard Short Term Corporate Bond ETF (VCSH) 5.5 $22M 286k 77.40
iShares Lehman Aggregate Bond (AGG) 5.0 $21M 187k 109.63
Vanguard Total Bond Market ETF (BND) 4.2 $17M 206k 83.31
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 4.2 $17M 211k 80.08
iShares Barclays TIPS Bond Fund (TIP) 3.8 $15M 134k 115.25
Vanguard Growth ETF (VUG) 3.4 $14M 244k 56.78
ProShares Short MSCI EAFE (EFZ) 2.5 $10M 185k 55.48
iShares MSCI Japan Index 2.5 $10M 1.1M 9.38
ProShares Short Russell2000 2.4 $9.9M 285k 34.79
iShares MSCI Pacific ex-Japan Idx (EPP) 2.2 $9.1M 245k 37.24
CurrencyShares Canadian Dollar Trust 2.2 $9.0M 94k 95.64
iShares MSCI Canada Index (EWC) 2.2 $8.9M 351k 25.42
PowerShares DB Agriculture Fund 2.2 $8.8M 295k 30.00
Currencyshares Swedish Krona swedish krona 2.2 $8.9M 61k 144.83
CurrencyShares Australian Dollar Trust 2.2 $8.8M 91k 96.62
Vanguard Intermediate-Term Bond ETF (BIV) 2.1 $8.4M 97k 87.24
PIMCO 1-5 Year US TIPS Index Fund (STPZ) 2.1 $8.4M 158k 53.04
PowerShares DB Com Indx Trckng Fund 2.1 $8.3M 322k 25.93
iShares Dow Jones US Utilities (IDU) 1.8 $7.2M 91k 79.62
iShares NASDAQ Biotechnology Index (IBB) 1.8 $7.1M 76k 93.81
iShares Gold Trust 1.8 $7.1M 443k 15.99
iShares Dow Jones US Consumer Goods (IYK) 1.7 $7.0M 112k 63.19
iShares Dow Jones US Consumer Ser. (IYC) 1.7 $7.0M 108k 64.55
iShares Dow Jones US Healthcare (IYH) 1.7 $7.0M 107k 65.00
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 1.6 $6.4M 62k 104.09
iShares FTSE NAREIT Resi Plus Capp (REZ) 1.5 $6.1M 157k 38.50
iShares S&P US Pref Stock Idx Fnd (PFF) 1.5 $6.0M 173k 34.72
Vanguard REIT ETF (VNQ) 1.3 $5.1M 102k 49.95
iShares Silver Trust (SLV) 1.2 $5.0M 169k 29.66
Vanguard Europe Pacific ETF (VEA) 0.9 $3.6M 117k 30.35
Vanguard Pacific ETF (VPL) 0.9 $3.6M 74k 48.35
PowerShares FTSE RAFI Asia Pacific x-Jap 0.8 $3.3M 76k 43.50
Vanguard Utilities ETF (VPU) 0.7 $2.9M 42k 69.61
Vanguard Consumer Staples ETF (VDC) 0.7 $2.9M 39k 75.69
PowerShares DB Gold Fund 0.7 $3.0M 52k 57.29
Vanguard Consumer Discretionary ETF (VCR) 0.7 $2.9M 51k 56.82
Vanguard Health Care ETF (VHT) 0.7 $2.9M 52k 56.41
PowerShares Emerging Markets Sovere 0.7 $2.8M 107k 26.21
PowerShares Preferred Portfolio 0.7 $2.7M 206k 13.30
PowerShares DB Silver Fund 0.5 $2.1M 40k 52.83
iShares S&P 500 Index (IVV) 0.1 $306k 2.7k 114.91
iShares S&P MidCap 400 Growth (IJK) 0.1 $278k 3.1k 90.76
iShares S&P SmallCap 600 Growth (IJT) 0.1 $280k 4.3k 65.85