Quantitative Advantage, LLC
- SEC CIK
- 0001368905
- 最新申報
- 2023/5/12
2022 年第 4 季持倉
持倉截至 2022/12/31，2023/2/14 申報。只含多頭部位，變化是跟 2022 年第 3 季比股數。
- 持股檔數
- 112
- 較 2022 年第 3 季 +7
- 總值
- $6.48 億
- 較 2022 年第 3 季 +$7,754 萬 (+13.6%)
| 證券 | 類別 | 股數 | 市值 | 佔組合 % | 股數變化 | 動作 | 紀錄 |
|---|---|---|---|---|---|---|---|
| Dimensional U.S. Targeted Value ETF25434V609 | ETF | 1,112,930 | $4,891 萬 | 7.5% | −25,478−2.2% | 減碼 | – |
| Vanguard Morningstar Total Stock Market ETF922908769 | ETF | 164,742 | $3,150 萬 | 4.9% | +12,232+8.0% | 加碼 | – |
| Flexshares Tr33939L100 | MORNSTAR USMKT | 181,429 | $2,696 萬 | 4.2% | −3,515−1.9% | 減碼 | – |
| iShares Tr464287721 | U.S. TECH ETF | 355,196 | $2,646 萬 | 4.1% | +522+0.1% | 加碼 | – |
| State Street Energy Select Sector SPDR ETF81369Y506 | ETF | 271,946 | $2,379 萬 | 3.7% | −908−0.3% | 減碼 | – |
| Vanguard Ftse All-World Ex-US Index Fund922042775 | ETF | 432,862 | $2,170 萬 | 3.3% | +26,465+6.5% | 加碼 | – |
| iShares Tr464287689 | RUSSELL 3000 ETF | 95,880 | $2,116 萬 | 3.3% | +950+1.0% | 加碼 | – |
| VanEck Morningstar Wide Moat ETF92189F643 | ETF | 324,950 | $2,109 萬 | 3.3% | −6,963−2.1% | 減碼 | – |
| Invesco S&P 500 Equal Weight Technology ETF46137V282 | ETF | 79,132 | $1,923 萬 | 3.0% | +79,132 | 新進 | – |
| J P Morgan Exchange-Traded F46641Q407 | JPMORGAN DIVER | 192,194 | $1,822 萬 | 2.8% | +12,580+7.0% | 加碼 | – |
| Goldman Sachs ETF Tr381430107 | ACTIVEBETA INT | 623,556 | $1,795 萬 | 2.8% | −49,609−7.4% | 減碼 | – |
| Goldman Sachs ETF Tr381430503 | ACTIVEBETA US LG | 224,358 | $1,708 萬 | 2.6% | +17,376+8.4% | 加碼 | – |
| Ssga Active ETF Tr78467V848 | ST STR TOTAL ETF | 388,428 | $1,555 萬 | 2.4% | −27,808−6.7% | 減碼 | – |
| PIMCO Active Bond Exchange-Traded Fund72201R775 | ETF | 166,530 | $1,507 萬 | 2.3% | −12,263−6.9% | 減碼 | – |
| New York Life Investments Et45409B107 | HEDGE MULTI STRA | 483,111 | $1,375 萬 | 2.1% | +2,640+0.5% | 加碼 | – |
| State Street Health Care Select Sector SPDR ETF81369Y209 | ETF | 96,982 | $1,317 萬 | 2.0% | +484+0.5% | 加碼 | – |
| Hartford FDS Exchange Traded41653L305 | TOTAL RTRN ETF | 390,142 | $1,289 萬 | 2.0% | −2,398−0.6% | 減碼 | – |
| Invesco Exch TRD SLF Idx FD46138J619 | RUSL 1000 DYNM | 256,827 | $1,103 萬 | 1.7% | +18,946+8.0% | 加碼 | – |
| Lattice Strategies Tr518416102 | HARTFORD MLT ETF | 436,776 | $1,083 萬 | 1.7% | −5,769−1.3% | 減碼 | – |
| Vanguard World FD921910873 | MEGA CAP INDEX | 79,835 | $1,057 萬 | 1.6% | +7,234+10.0% | 加碼 | – |
| Vanguard Financials ETF92204A405 | ETF | 119,450 | $988.2 萬 | 1.5% | +3,009+2.6% | 加碼 | – |
| iShares Tr464287770 | U.S. FIN SVC ETF | 58,839 | $926.8 萬 | 1.4% | −1,285−2.1% | 減碼 | – |
| First Tr Exchng Traded FD VI33740F888 | SMIT UNCO BD ETF | 364,118 | $877.9 萬 | 1.4% | −1,327−0.4% | 減碼 | – |
| iShares MSCI Acwi Ex U.S. ETF464288240 | ETF | 184,749 | $840.6 萬 | 1.3% | +1,820+1.0% | 加碼 | – |
| Vanguard Consumer Discretionary ETF92204A108 | ETF | 34,608 | $758.0 萬 | 1.2% | +856+2.5% | 加碼 | – |
| iShares Tr464287580 | US CONSUM DISCRE | 131,441 | $748.7 萬 | 1.2% | +1,654+1.3% | 加碼 | – |
| Listed FD Tr53656F847 | CORE ALT FD | 224,985 | $710.5 萬 | 1.1% | +12,541+5.9% | 加碼 | – |
| J P Morgan Exchange Traded F46641Q852 | INTL BD OPP ETF | 154,237 | $709.2 萬 | 1.1% | −473−0.3% | 減碼 | – |
| Goldman Sachs ETF Tr38149W101 | ACCESS US AGRAT | 166,852 | $685.6 萬 | 1.1% | +7,296+4.6% | 加碼 | – |
| Vanguard Health Care ETF92204A504 | ETF | 25,906 | $642.6 萬 | 1.0% | +329+1.3% | 加碼 | – |
| State Street Industrial Select Sector SPDR ETF81369Y704 | ETF | 62,539 | $614.2 萬 | 0.9% | +2,347+3.9% | 加碼 | – |
| John Hancock Exchange Traded47804J834 | MULTFCTR EMRNG | 252,583 | $585.7 萬 | 0.9% | −19,086−7.0% | 減碼 | – |
| SPDR Index Shs FDS78463X434 | ST STR MSCI EAFE | 91,193 | $584.5 萬 | 0.9% | −2,390−2.6% | 減碼 | – |
| J P Morgan Exchange-Traded F46641Q209 | DIV RTN INT EQ | 116,810 | $575.6 萬 | 0.9% | +8,101+7.5% | 加碼 | – |
| Agf Invts Tr00110G408 | US MARKET NETRL | 263,389 | $558.6 萬 | 0.9% | +10,900+4.3% | 加碼 | – |
| SPDR Series Trust78464A805 | ST STR PR SP1500 | 114,059 | $539.4 萬 | 0.8% | +84,089+280.6% | 加碼 | – |
| WisdomTree Tr97717W844 | GLOB EX US QU FD | 161,367 | $520.0 萬 | 0.8% | +19,749+13.9% | 加碼 | – |
| First Tr Exch Traded FD III33739P103 | LNG/SHT EQUITY | 104,583 | $511.1 萬 | 0.8% | +8,467+8.8% | 加碼 | – |
| First Tr Exchange Trad FD VI33740Y101 | ALT ABSLT STRG | 158,114 | $472.4 萬 | 0.7% | +9,039+6.1% | 加碼 | – |
| New York Life Investments Et45409B800 | MERGE ARBIT ETF | 145,670 | $462.2 萬 | 0.7% | +7,886+5.7% | 加碼 | – |
| State Street Financial Select Sector SPDR ETF81369Y605 | ETF | 132,727 | $453.9 萬 | 0.7% | +5,863+4.6% | 加碼 | – |
| Kraneshares Trust500767652 | MOUNT LUCAS ETF | 145,251 | $443.7 萬 | 0.7% | +5,366+3.8% | 加碼 | – |
| ETF Ser Solutions26922A388 | APTUS DEFINED | 172,573 | $441.8 萬 | 0.7% | +10,250+6.3% | 加碼 | – |
| SPDR Index Shs FDS78463X509 | ST PORT MARK ETF | 129,222 | $425.9 萬 | 0.7% | −9,901−7.1% | 減碼 | – |
| Kraneshares Tr500767736 | QUADRTC INT RT | 168,295 | $380.5 萬 | 0.6% | +46,169+37.8% | 加碼 | – |
| Invesco Actvely MNGD Etc FD46090F100 | OPTIMUM YIELD | 251,336 | $371.5 萬 | 0.6% | −12,617−4.8% | 減碼 | – |
| WisdomTree Tr97717X511 | YIELD ENHANCD US | 85,572 | $365.0 萬 | 0.6% | +85,572 | 新進 | – |
| UUPInvesco DB US Dollar Index Bullish Fund | BULLISH FD | 129,525 | $360.2 萬 | 0.6% | −6,130−4.5% | 減碼 | 歷史 |
| SGOLabrdn Gold ETF Trust | ETF | 191,785 | $335.0 萬 | 0.5% | −9,436−4.7% | 減碼 | 歷史 |
| FXFInvesco CurrencyShares Swiss Franc Trust | SWISS FRANC | 33,738 | $325.6 萬 | 0.5% | −1,639−4.6% | 減碼 | 歷史 |
| Invesco Actively Managed Exc46090A879 | VAR RATE INVT | 130,526 | $322.5 萬 | 0.5% | −14,908−10.3% | 減碼 | – |
| J P Morgan Exchange Traded F46641Q670 | CORE PLUS BD ETF | 64,200 | $294.9 萬 | 0.5% | +64,200 | 新進 | – |
| FXYInvesco CurrencyShares Japanese Yen Trust | JAPANESE YEN | 37,277 | $265.0 萬 | 0.4% | −4,201−10.1% | 減碼 | 歷史 |
| Vanguard Emerging Markets Government Bond ETF921946885 | ETF | 42,073 | $256.6 萬 | 0.4% | −4,940−10.5% | 減碼 | – |
| State Street SPDR Portfolio S&P 500 High Dividend ETF78468R788 | ETF | 64,462 | $255.1 萬 | 0.4% | +18,528+40.3% | 加碼 | – |
| Vanguard Mun BD FDS922907746 | TAX EXEMPT BD | 49,954 | $247.2 萬 | 0.4% | +6,473+14.9% | 加碼 | – |
| First Tr Exchange Trad FD VI33739H101 | FST TR GLB FD | 100,739 | $246.7 萬 | 0.4% | −3,777−3.6% | 減碼 | – |
| SPDR Index Shs FDS78463X848 | ST STR ACWI ETF | 97,915 | $235.6 萬 | 0.4% | +19,809+25.4% | 加碼 | – |
| First Tr Exchng Traded FD VI33740F755 | FT LADD BUFF ETF | 101,868 | $226.2 萬 | 0.3% | −5,059−4.7% | 減碼 | – |
| iShares Tr46434V282 | U S EQUITY FACTR | 57,017 | $222.4 萬 | 0.3% | −3,684−6.1% | 減碼 | – |
| Invesco Actively Managed Exc46090A804 | TOTAL RETURN | 46,345 | $215.4 萬 | 0.3% | −21,705−31.9% | 減碼 | – |
| PIMCO ETF Tr72201R205 | 1-5 US TIP IDX | 42,369 | $211.3 萬 | 0.3% | −246−0.6% | 減碼 | – |
| iShares Core High Dividend ETF46429B663 | ETF | 20,091 | $209.4 萬 | 0.3% | +4,418+28.2% | 加碼 | – |
| American Centy ETF Tr025072885 | US EQT ETF | 30,560 | $207.8 萬 | 0.3% | −1,449−4.5% | 減碼 | – |
| New York Life Invts Active E45409F827 | MACKAY MUN INTER | 82,359 | $198.7 萬 | 0.3% | −22,760−21.7% | 減碼 | – |
| WisdomTree Tr97717W208 | US HIGH DIVIDEND | 23,041 | $198.3 萬 | 0.3% | +6,345+38.0% | 加碼 | – |
| iShares Tr464288661 | 3 7 YR TREAS BD | 17,052 | $195.9 萬 | 0.3% | −2,365−12.2% | 減碼 | – |
| Vanguard Star FDS921909768 | VG TL INTL STK F | 37,606 | $194.5 萬 | 0.3% | +25,676+215.2% | 加碼 | – |
| Invesco Exchange Traded FD T46137V563 | HIG YLD EQ DIV | 93,638 | $193.7 萬 | 0.3% | +26,521+39.5% | 加碼 | – |
| Litman Gregory FDS Tr53700T827 | IMGP DBI MAN ETF | 65,362 | $190.3 萬 | 0.3% | +740+1.1% | 加碼 | – |
| Simplify Exchange Traded Fun82889N863 | VOLATILITY PREM | 83,539 | $183.0 萬 | 0.3% | +1,504+1.8% | 加碼 | – |
| iShares Tr464288588 | MBS ETF | 19,700 | $182.7 萬 | 0.3% | −2,467−11.1% | 減碼 | – |
| Franklin Templeton ETF Tr35473P868 | FRANKLIN DYN MUN | 66,814 | $156.1 萬 | 0.2% | −18,279−21.5% | 減碼 | – |
| WisdomTree Tr97717W380 | INTRST RATE HDGE | 33,983 | $147.7 萬 | 0.2% | +4,769+16.3% | 加碼 | – |
| iShares Tr464288414 | NATIONAL MUN ETF | 13,506 | $142.5 萬 | 0.2% | +13,506 | 新進 | – |
| DBX ETF Tr233051630 | XTRACK MSCI EAFE | 62,685 | $136.7 萬 | 0.2% | +17,854+39.8% | 加碼 | – |
| Columbia ETF Tr I19761L607 | MULTI SEC MUNI | 66,098 | $133.3 萬 | 0.2% | +8,645+15.0% | 加碼 | – |
| Hartford FDS Exchange Traded41653L503 | MUN OPORTUNITE | 34,021 | $127.8 萬 | 0.2% | −16,285−32.4% | 減碼 | – |
| WisdomTree Tr97717W315 | EMER MKT HIGH FD | 35,792 | $127.6 萬 | 0.2% | +10,754+43.0% | 加碼 | – |
| SPDR Index Shs FDS78463X459 | ST STR SP GLBDIV | 21,717 | $127.5 萬 | 0.2% | +6,498+42.7% | 加碼 | – |
| Altshares Trust02210T108 | MERGER ARBITRAGE | 47,917 | $123.4 萬 | 0.2% | +617+1.3% | 加碼 | – |
| Vanguard Total Bond Market ETF921937835 | ETF | 16,851 | $121.1 萬 | 0.2% | +12,665+302.6% | 加碼 | – |
| Innovator ETFs Trust45783Y814 | LADERD ALCTN PWR | 29,295 | $100.8 萬 | 0.2% | −2,132−6.8% | 減碼 | – |
| Ssga Active ETF Tr78467V103 | ST STR REAL ETF | 36,338 | $100.1 萬 | 0.2% | +36,338 | 新進 | – |
| Vanguard Scottsdale FDS92206C706 | INTER TERM TREAS | 15,208 | $88.9 萬 | 0.1% | −1,136−7.0% | 減碼 | – |
| Abrdn ETFs003261104 | BBRG ALL COMD K1 | 39,288 | $86.7 萬 | 0.1% | −3,125−7.4% | 減碼 | – |
| Dimensional ETF Trust25434V401 | US EQUI MARK ETF | 20,752 | $86.3 萬 | 0.1% | −1,501−6.7% | 減碼 | – |
| J P Morgan Exchange Traded F46641Q332 | EQUITY PREMIUM | 15,733 | $85.7 萬 | 0.1% | +15,733 | 新進 | – |
| Vanguard Mortgage-Backed Securities ETF92206C771 | ETF | 17,635 | $80.3 萬 | 0.1% | −1,343−7.1% | 減碼 | – |
| American Centy ETF Tr025072505 | DIVERSIFIED MU | 15,523 | $76.0 萬 | 0.1% | −7,441−32.4% | 減碼 | – |
| First Tr Exch Traded FD III33739P301 | MUNI HI INCM ETF | 15,768 | $73.0 萬 | 0.1% | −7,569−32.4% | 減碼 | – |
| PIMCO ETF Tr72201R866 | INTER MUN BD ACT | 13,817 | $71.0 萬 | 0.1% | +1,317+10.5% | 加碼 | – |
| iShares Tips Bond ETF464287176 | ETF | 6,247 | $66.5 萬 | 0.1% | +6,247 | 新進 | – |
| First Tr Exch Traded FD III33739E108 | PFD SECS INC ETF | 39,564 | $66.5 萬 | 0.1% | +39,564 | 新進 | – |
| First Tr Exchange-Traded FD33738D309 | SENIOR LN FD | 14,847 | $66.2 萬 | 0.1% | +14,847 | 新進 | – |
| State Street SPDR Portfolio S&P 500 ETF78464A854 | ETF | 13,587 | $61.1 萬 | 0.1% | +2,351+20.9% | 加碼 | – |
| Invesco Exch Traded FD Tr II46138G656 | S&P ULTRA DIVIDE | 12,402 | $54.0 萬 | 0.1% | +5,985+93.3% | 加碼 | – |
| First Trust Nasdaq-100 Technology Sector Index Fund337345102 | ETF | 4,744 | $49.9 萬 | 0.1% | +17+0.4% | 加碼 | – |
| First Tr Exchange-Traded FD33739Q705 | FT VEST S&P 500 | 8,614 | $44.0 萬 | 0.1% | +8,614 | 新進 | – |
| Dimensional ETF Trust25434V849 | NATL MUN BD ETF | 9,056 | $43.3 萬 | 0.1% | +843+10.3% | 加碼 | – |
2022 年第 3 季之後清倉（6 檔）
2022 年第 3 季季末還持有、這份申報已經沒有的部位。
| 證券 | 類別 | 2022 年第 3 季股數 | 2022 年第 3 季市值 | 2022 年第 3 季佔組合 % | 紀錄 |
|---|---|---|---|---|---|
| Nushares ETF Tr67092P102 | NUVEEN ENHNC YLD | 169,563 | $344.9 萬 | 0.6% | – |
| Schwab U.S. Broad Market ETF808524102 | ETF | 22,305 | $93.7 萬 | 0.2% | – |
| iShares Core S&P 500 ETF464287200 | ETF | 2,084 | $74.7 萬 | 0.1% | – |
| Global X FDS37954Y624 | AUTONMOUS EV ETF | 12,411 | $25.0 萬 | <0.1% | – |
| Global X FDS37954Y392 | VDEO GAM ESPRT | 13,211 | $23.5 萬 | <0.1% | – |
| Global X FDS37954Y715 | RBTCS ARTFL INTE | 11,239 | $20.3 萬 | <0.1% | – |