Quantitative Advantage

Quantitative Advantage as of June 30, 2012

Portfolio Holdings for Quantitative Advantage

Quantitative Advantage holds 43 positions in its portfolio as reported in the June 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares S&P 500 Growth Index (IVW) 10.2 $43M 590k 73.51
iShares Lehman Aggregate Bond (AGG) 7.9 $34M 301k 111.30
Vanguard Growth ETF (VUG) 5.5 $23M 342k 68.01
Vanguard REIT ETF (VNQ) 4.9 $21M 318k 65.43
Vanguard Total Bond Market ETF (BND) 4.1 $18M 207k 84.38
iShares Cohen & Steers Realty Maj. (ICF) 3.8 $16M 204k 78.64
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 3.4 $14M 125k 114.72
iShares IBoxx $ Invest Grade Corp Bd (LQD) 3.3 $14M 120k 117.59
iShares iBoxx $ High Yid Corp Bond (HYG) 3.3 $14M 154k 91.29
iShares Barclays TIPS Bond Fund (TIP) 3.3 $14M 116k 119.70
Powershares Etf Tr Ii s^p500 low vol 2.6 $11M 394k 27.58
WisdomTree Dreyfus Chinese Yuan 2.4 $10M 399k 25.21
PowerShares QQQ Trust, Series 1 2.4 $10M 156k 64.16
PowerShares DB US Dollar Index Bullish 2.3 $9.8M 436k 22.47
iShares MSCI Japan Index 2.3 $9.6M 1.0M 9.41
iShares MSCI Canada Index (EWC) 2.2 $9.6M 371k 25.81
iShares MSCI Pacific ex-Japan Idx (EPP) 2.2 $9.4M 231k 40.75
Proshares Tr pshs sh msci emr 2.2 $9.2M 298k 31.03
iShares Dow Jones US Consumer Ser. (IYC) 2.1 $8.9M 109k 81.21
iShares NASDAQ Biotechnology Index (IBB) 2.1 $8.8M 68k 129.96
iShares Dow Jones US Healthcare (IYH) 2.0 $8.6M 108k 79.50
iShares Dow Jones US Technology (IYW) 2.0 $8.5M 119k 71.23
SPDR Dow Jones Industrial Average ETF (DIA) 1.8 $7.5M 59k 128.45
iShares S&P 500 Index (IVV) 1.7 $7.4M 54k 136.75
iShares S&P US Pref Stock Idx Fnd (PFF) 1.7 $7.1M 181k 39.03
PowerShares Emerging Markets Sovere 1.7 $7.0M 244k 28.83
iShares Lehman 7-10 Yr Treas. Bond (IEF) 1.6 $6.8M 63k 107.92
PowerShares Hgh Yield Corporate Bnd 1.6 $6.8M 364k 18.73
iShares Dow Jones US Real Estate (IYR) 1.6 $6.8M 106k 63.93
Vanguard Europe Pacific ETF (VEA) 1.0 $4.1M 130k 31.57
Vanguard Pacific ETF (VPL) 0.9 $4.0M 80k 50.12
PowerShares FTSE RAFI Asia Pacific x-Jap 0.9 $4.0M 83k 48.56
Vanguard Health Care ETF (VHT) 0.9 $3.9M 57k 68.89
Vanguard Consumer Staples ETF (VDC) 0.9 $3.9M 44k 88.21
Vanguard Consumer Discretionary ETF (VCR) 0.9 $3.9M 56k 69.33
Vanguard Information Technology ETF (VGT) 0.9 $3.8M 55k 68.73
inv grd crp bd (CORP) 0.9 $3.7M 36k 105.65
Vanguard Intmdte Tm Govt Bd ETF (VGIT) 0.9 $3.7M 56k 66.18
PIMCO Broad US TIPS Index Fund (TIPZ) 0.9 $3.7M 61k 59.85
Vanguard Large-Cap ETF (VV) 0.8 $3.6M 58k 62.09
Vanguard Intermediate-Term Bond ETF (BIV) 0.7 $3.1M 34k 88.83
PIMCO 1-5 Year US TIPS Index Fund (STPZ) 0.7 $3.1M 58k 53.34
Vanguard Value ETF (VTV) 0.7 $3.0M 54k 55.94