Quantitative Advantage, LLC
- SEC CIK
- 0001368905
- 最新申報
- 2023/5/12
2021 年第 1 季持倉
持倉截至 2021/3/31，2021/5/12 申報。只含多頭部位。
- 持股檔數
- 60
- 2020 年第 4 季沒有 13F 資料
- 總值
- $5.16 億
- 2020 年第 4 季沒有 13F 資料
Livermore 的 13F 資料從 2021 年第 1 季開始，這一季沒有前一季可以比較，所以不顯示股數變化與動作。
| 證券 | 類別 | 股數 | 市值 | 佔組合 % | 股數變化 | 動作 | 紀錄 |
|---|---|---|---|---|---|---|---|
| Vanguard Morningstar Small-Cap ETF922908751 | ETF | 221,674 | $4,746 萬 | 9.2% | – | – | – |
| iShares Tr464287689 | RUSSELL 3000 ETF | 160,050 | $3,797 萬 | 7.4% | – | – | – |
| Vanguard Morningstar Total Stock Market ETF922908769 | ETF | 157,136 | $3,248 萬 | 6.3% | – | – | – |
| Flexshares Tr33939L100 | MORNSTAR USMKT | 183,068 | $2,919 萬 | 5.7% | – | – | – |
| iShares Tr464287721 | U.S. TECH ETF | 289,111 | $2,536 萬 | 4.9% | – | – | – |
| VanEck Morningstar Wide Moat ETF92189F643 | ETF | 313,239 | $2,170 萬 | 4.2% | – | – | – |
| Goldman Sachs ETF Tr381430107 | ACTIVEBETA INT | 601,199 | $1,986 萬 | 3.8% | – | – | – |
| Vanguard Information Technology ETF92204A702 | ETF | 49,580 | $1,777 萬 | 3.4% | – | – | – |
| Vanguard Ftse All-World Ex-US Index Fund922042775 | ETF | 274,930 | $1,668 萬 | 3.2% | – | – | – |
| iShares Tr464287580 | US CONSUM DISCRE | 207,573 | $1,553 萬 | 3.0% | – | – | – |
| iShares MSCI Acwi Ex U.S. ETF464288240 | ETF | 279,682 | $1,543 萬 | 3.0% | – | – | – |
| State Street Industrial Select Sector SPDR ETF81369Y704 | ETF | 151,413 | $1,491 萬 | 2.9% | – | – | – |
| Goldman Sachs ETF Tr381430503 | ACTIVEBETA US LG | 188,121 | $1,488 萬 | 2.9% | – | – | – |
| Vanguard Total Bond Market ETF921937835 | ETF | 144,910 | $1,228 萬 | 2.4% | – | – | – |
| New York Life Investments Et45409B107 | HEDGE MULTI STRA | 370,300 | $1,178 萬 | 2.3% | – | – | – |
| Lattice Strategies Tr518416102 | HARTFORD MLT ETF | 382,717 | $1,137 萬 | 2.2% | – | – | – |
| PIMCO Active Bond Exchange-Traded Fund72201R775 | ETF | 101,739 | $1,114 萬 | 2.2% | – | – | – |
| Ssga Active ETF Tr78467V848 | ST STR TOTAL ETF | 225,961 | $1,089 萬 | 2.1% | – | – | – |
| Vanguard Consumer Discretionary ETF92204A108 | ETF | 35,765 | $1,056 萬 | 2.0% | – | – | – |
| iShares Tr464287770 | U.S. FIN SVC ETF | 57,471 | $984.3 萬 | 1.9% | – | – | – |
| State Street Health Care Select Sector SPDR ETF81369Y209 | ETF | 83,149 | $970.7 萬 | 1.9% | – | – | – |
| J P Morgan Exchange-Traded F46641Q407 | JPMORGAN DIVER | 91,434 | $834.9 萬 | 1.6% | – | – | – |
| Hartford FDS Exchange Traded41653L305 | TOTAL RTRN ETF | 206,525 | $830.6 萬 | 1.6% | – | – | – |
| Vanguard Financials ETF92204A405 | ETF | 89,127 | $753.1 萬 | 1.5% | – | – | – |
| John Hancock Exchange Traded47804J834 | MULTFCTR EMRNG | 232,151 | $710.6 萬 | 1.4% | – | – | – |
| Vanguard World FD921910873 | MEGA CAP INDEX | 49,169 | $689.5 萬 | 1.3% | – | – | – |
| SPDR Index Shs FDS78463X434 | ST STR MSCI EAFE | 85,827 | $618.6 萬 | 1.2% | – | – | – |
| First Tr Exchng Traded FD VI33740F888 | SMIT UNCO BD ETF | 189,139 | $503.7 萬 | 1.0% | – | – | – |
| Vanguard Health Care ETF92204A504 | ETF | 21,525 | $492.4 萬 | 1.0% | – | – | – |
| SPDR Index Shs FDS78463X509 | ST PORT MARK ETF | 108,621 | $475.5 萬 | 0.9% | – | – | – |
| J P Morgan Exchange Traded F46641Q852 | INTL BD OPP ETF | 87,288 | $447.8 萬 | 0.9% | – | – | – |
| J P Morgan Exchange-Traded F46641Q209 | DIV RTN INT EQ | 63,628 | $388.1 萬 | 0.8% | – | – | – |
| Invesco Exch TRD SLF Idx FD46138J619 | RUSL 1000 DYNM | 85,596 | $377.6 萬 | 0.7% | – | – | – |
| Vanguard Communication Services ETF92204A884 | ETF | 28,026 | $364.4 萬 | 0.7% | – | – | – |
| WisdomTree Tr97717W844 | GLOB EX US QU FD | 43,372 | $336.7 萬 | 0.7% | – | – | – |
| Invesco Actively Managed Exc46090A804 | TOTAL RETURN | 51,527 | $288.7 萬 | 0.6% | – | – | – |
| State Street Financial Select Sector SPDR ETF81369Y605 | ETF | 83,317 | $283.7 萬 | 0.5% | – | – | – |
| DBPInvesco DB Precious Metals Fund | PRECIOUS METAL | 59,213 | $280.2 萬 | 0.5% | – | – | 歷史 |
| Invesco Actvely MNGD Etc FD46090F100 | OPTIMUM YIELD | 154,218 | $265.8 萬 | 0.5% | – | – | – |
| SPDR Index Shs FDS78463X848 | ST STR ACWI ETF | 91,212 | $263.7 萬 | 0.5% | – | – | – |
| FXYInvesco CurrencyShares Japanese Yen Trust | JAPANESE YEN | 28,660 | $244.1 萬 | 0.5% | – | – | 歷史 |
| FXFInvesco CurrencyShares Swiss Franc Trust | SWISS FRANC | 25,312 | $243.3 萬 | 0.5% | – | – | 歷史 |
| UUPInvesco DB US Dollar Index Bullish Fund | BULLISH FD | 96,120 | $241.5 萬 | 0.5% | – | – | 歷史 |
| SGOLabrdn Gold ETF Trust | ETF | 144,743 | $237.4 萬 | 0.5% | – | – | 歷史 |
| Vanguard Emerging Markets Government Bond ETF921946885 | ETF | 27,141 | $210.3 萬 | 0.4% | – | – | – |
| iShares Tr46434V282 | U S EQUITY FACTR | 50,970 | $207.1 萬 | 0.4% | – | – | – |
| First Tr Exch Traded FD III33739E108 | PFD SECS INC ETF | 85,877 | $173.0 萬 | 0.3% | – | – | – |
| PIMCO ETF Tr72201R205 | 1-5 US TIP IDX | 31,077 | $170.4 萬 | 0.3% | – | – | – |
| iShares Core U.S. Aggregate Bond ETF464287226 | ETF | 14,341 | $163.2 萬 | 0.3% | – | – | – |
| iShares Tr464288588 | MBS ETF | 14,507 | $157.3 萬 | 0.3% | – | – | – |
| iShares Tr464288661 | 3 7 YR TREAS BD | 11,443 | $148.6 萬 | 0.3% | – | – | – |
| SPDR Series Trust78464A805 | ST STR PR SP1500 | 22,832 | $112.3 萬 | 0.2% | – | – | – |
| iShares Tr464287838 | U.S. BAS MTL ETF | 8,297 | $104.2 萬 | 0.2% | – | – | – |
| Vanguard Mortgage-Backed Securities ETF92206C771 | ETF | 15,179 | $81.0 萬 | 0.2% | – | – | – |
| Vanguard Scottsdale FDS92206C706 | INTER TERM TREAS | 11,423 | $76.8 萬 | 0.1% | – | – | – |
| State Street SPDR Portfolio Aggregate Bond ETF78464A649 | ETF | 12,164 | $36.1 萬 | 0.1% | – | – | – |
| ARK Innovation ETF00214Q104 | ETF | 3,003 | $36.0 萬 | 0.1% | – | – | – |
| State Street SPDR S&P Biotech ETF78464A870 | ETF | 1,978 | $26.8 萬 | 0.1% | – | – | – |
| Innovator ETFs Tr45782C862 | LOUP FRONTIER | 4,554 | $24.6 萬 | <0.1% | – | – | – |
| Global X FDS37954Y814 | FINTECH ETF | 5,338 | $23.6 萬 | <0.1% | – | – | – |