Quantitative Advantage

Quantitative Advantage as of March 31, 2011

Portfolio Holdings for Quantitative Advantage

Quantitative Advantage holds 51 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares S&P MidCap 400 Growth (IJK) 16.0 $66M 595k 110.64
Vanguard Mid-Cap Growth ETF (VOT) 7.2 $30M 438k 67.79
iShares S&P Europe 350 Index (IEV) 4.5 $19M 434k 42.99
iShares MSCI Pacific ex-Japan Idx (EPP) 4.5 $19M 376k 49.54
iShares MSCI Canada Index (EWC) 4.5 $18M 541k 33.97
PIMCO 1-5 Year US TIPS Index Fund (STPZ) 3.4 $14M 263k 53.56
iShares Dow Jones US Energy Sector (IYE) 3.2 $13M 288k 45.40
iShares Dow Jones US Basic Mater. (IYM) 3.1 $13M 156k 82.85
iShares S&P NA Tec.-SW. Idx. Fund (IGV) 3.1 $13M 204k 62.17
iShares Dow Jones US Industrial (IYJ) 3.1 $13M 176k 71.36
iShares Dow Jones Transport. Avg. (IYT) 3.0 $13M 130k 96.24
iShares Lehman MBS Bond Fund (MBB) 2.1 $8.4M 81k 104.60
SPDR Barclays Cptl Shrt Term Corp Bd ETF (SPSB) 2.0 $8.3M 275k 30.33
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 2.0 $8.3M 105k 78.88
PowerShares FTSE RAFI Asia Pacific x-Jap 1.9 $8.0M 135k 58.95
Vanguard Emerging Markets ETF (VWO) 1.9 $7.9M 157k 50.29
Vanguard European ETF (VGK) 1.9 $7.8M 146k 53.35
PowerShares DB Precious Metals 1.6 $6.6M 117k 56.03
PowerShares DB Com Indx Trckng Fund 1.5 $6.3M 203k 31.18
Currencyshares Swedish Krona swedish krona 1.5 $6.1M 39k 157.58
PowerShares QQQ Trust, Series 1 1.5 $6.0M 105k 57.22
CurrencyShares Australian Dollar Trust 1.4 $5.9M 57k 104.70
CurrencyShares Swiss Franc Trust 1.4 $5.9M 55k 108.17
PowerShares DB Agriculture Fund 1.4 $5.9M 173k 34.27
Vanguard Energy ETF (VDE) 1.4 $5.8M 50k 116.41
iShares Silver Trust (SLV) 1.4 $5.7M 148k 38.73
Vanguard Short-Term Bond ETF (BSV) 1.4 $5.7M 71k 80.04
Vanguard Materials ETF (VAW) 1.4 $5.7M 64k 88.66
Vanguard Total Bond Market ETF (BND) 1.4 $5.6M 70k 79.68
PowerShares Dynamic Software 1.4 $5.6M 205k 27.28
Vanguard Consumer Discretionary ETF (VCR) 1.3 $5.3M 84k 63.77
Vanguard Information Technology ETF (VGT) 1.2 $5.1M 79k 64.19
iShares Russell 2000 Index (IWM) 1.1 $4.6M 54k 84.88
iShares S&P MidCap 400 Index (IJH) 1.1 $4.5M 45k 99.36
iShares S&P SmallCap 600 Index (IJR) 1.1 $4.5M 60k 74.15
Ishares Tr s^p gtfidx etf (WOOD) 1.1 $4.5M 88k 50.49
iShares Cohen & Steers Realty Maj. (ICF) 1.1 $4.3M 62k 69.44
iShares FTSE NAREIT Resi Plus Capp (REZ) 1.1 $4.3M 103k 41.64
iShares iBoxx $ High Yid Corp Bond (HYG) 1.0 $4.2M 45k 92.02
Vanguard REIT ETF (VNQ) 0.8 $3.3M 58k 57.96
Vanguard Small-Cap Growth ETF (VBK) 0.5 $2.1M 24k 86.84
PowerShares DB Silver Fund 0.5 $2.0M 29k 69.71
Vanguard Mid-Cap ETF (VO) 0.4 $1.7M 21k 80.95
Vanguard Small-Cap ETF (VB) 0.4 $1.7M 22k 79.65
PowerShares Hgh Yield Corporate Bnd 0.4 $1.6M 87k 18.53
iShares S&P 500 Index (IVV) 0.1 $483k 3.6k 133.68
iShares S&P 500 Value Index (IVE) 0.1 $406k 6.4k 63.85
iShares S&P SmallCap 600 Growth (IJT) 0.1 $430k 5.4k 79.54
iShares S&P SmallCap 600 Value Idx (IJS) 0.1 $428k 5.6k 76.74
iShares S&P MidCap 400 Value Index (IJJ) 0.1 $413k 4.7k 86.98
Vanguard Large-Cap ETF (VV) 0.1 $268k 4.4k 61.06