Quantitative Advantage

Quantitative Advantage as of March 31, 2012

Portfolio Holdings for Quantitative Advantage

Quantitative Advantage holds 44 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares S&P 500 Growth Index (IVW) 10.7 $48M 642k 75.37
iShares Lehman Aggregate Bond (AGG) 6.8 $31M 281k 109.85
iShares IBoxx $ Invest Grade Corp Bd (LQD) 4.9 $22M 193k 115.63
Vanguard Small-Cap Growth ETF (VBK) 4.4 $20M 230k 86.95
Vanguard REIT ETF (VNQ) 4.0 $18M 285k 63.65
iShares Barclays TIPS Bond Fund (TIP) 3.6 $16M 138k 117.65
Vanguard Total Bond Market ETF (BND) 3.6 $16M 195k 83.28
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 3.5 $16M 189k 83.75
iShares MSCI Japan Index 3.0 $14M 1.3M 10.18
iShares S&P Latin America 40 Index (ILF) 3.0 $14M 285k 47.63
iShares MSCI Pacific ex-Japan Idx (EPP) 2.9 $13M 304k 43.52
Powershares Etf Tr Ii s^p500 low vol 2.5 $11M 417k 26.80
PowerShares Water Resources 2.4 $11M 569k 19.20
CurrencyShares Australian Dollar Trust 2.4 $11M 104k 103.87
WisdomTree Dreyfus Chinese Yuan 2.4 $11M 420k 25.35
PowerShares DB Oil Fund 2.3 $10M 349k 29.91
PowerShares DB Precious Metals 2.3 $10M 177k 58.33
iShares Dow Jones US Consumer Ser. (IYC) 2.2 $9.9M 122k 80.99
iShares Dow Jones US Technology (IYW) 2.1 $9.7M 125k 77.81
iShares NASDAQ Biotechnology Index (IBB) 2.1 $9.5M 77k 123.29
iShares Dow Jones US Industrial (IYJ) 2.1 $9.3M 131k 71.38
Vanguard Intermediate-Term Bond ETF (BIV) 2.0 $9.0M 103k 86.96
iShares Dow Jones US Energy Sector (IYE) 1.9 $8.7M 211k 41.52
iShares Lehman MBS Bond Fund (MBB) 1.9 $8.7M 80k 107.94
SPDR Dow Jones Industrial Average ETF (DIA) 1.8 $8.3M 63k 131.80
iShares Cohen & Steers Realty Maj. (ICF) 1.8 $8.2M 107k 76.64
iShares Gold Trust 1.8 $8.0M 489k 16.27
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 1.7 $7.9M 70k 112.71
Ishares Inc em mkt min vol (EEMV) 1.7 $7.9M 139k 56.60
Vanguard Mortgage Bkd Sects ETF (VMBS) 1.3 $5.7M 111k 51.87
Vanguard Pacific ETF (VPL) 1.2 $5.3M 100k 53.14
PowerShares FTSE RAFI Asia Pacific x-Jap 1.1 $5.2M 100k 51.92
BLDRS Emerging Markets 50 ADR Index 1.1 $5.1M 122k 42.22
Vanguard Consumer Discretionary ETF (VCR) 0.9 $4.2M 59k 72.21
Vanguard Information Technology ETF (VGT) 0.9 $4.2M 56k 74.18
Vanguard Consumer Staples ETF (VDC) 0.9 $4.1M 48k 86.29
Vanguard Health Care ETF (VHT) 0.8 $3.9M 57k 67.57
Vanguard Large-Cap ETF (VV) 0.8 $3.8M 58k 64.43
PowerShares QQQ Trust, Series 1 0.7 $3.3M 49k 67.56
PowerShares Emerging Markets Sovere 0.7 $3.2M 115k 28.02
PIMCO 1-5 Year US TIPS Index Fund (STPZ) 0.7 $3.2M 59k 54.06
PowerShares DB Gold Fund 0.7 $3.0M 52k 57.78
iShares S&P 500 Index (IVV) 0.1 $325k 2.3k 141.24
Vanguard Growth ETF (VUG) 0.1 $292k 4.1k 70.96