Quantitative Strategies, Inc.

CIK

1810224

Location

CALABASAS, CA

Portfolio Value

Small $184,168,720

Diversification

Highly concentrated

Filing Date

Global Rank

#5,832 / 8,182 ▼ 254 · as of Dec 2024

3Y Alpha vs SPY

-9.5%

Period ended 1 year ago

Filed Feb 7, 2025 · 1y

7 quarters · since Jun 2023

Regulatory profile

From Form ADV, the SEC filer profile, 13D/13G type codes and N-CEN, never from the name.

Holder type

Unknown

Portfolio style

Measured from the filed 13F common-share book for Dec 31, 2024, never from the firm's own description.

Style

Concentrated

The top 10 positions are 100.0% of the book (60%+)

Turnover

Low turnover

14.1% over the last four quarters (under 30%)

Horizon

Medium horizon

Value-weighted holding period 6.7 quarters (4 to under 12)

Closest benchmark: every 13F filer's combined book, active share 94.8%; sector active share 87.4% against the combined 13F book's sector weights.

Over time 7 measured quarters

How the bands are measured

Style bands measure the filed 13F common-share book each closed quarter, tested in this order. Unknown: under $10,000,000 of valued equity or 5 stocks. Index-like (100+ stocks): active share of 20% or less against the closest benchmark, which is the S&P 500, S&P MidCap 400, S&P SmallCap 600, Russell 1000, Russell 2000, Nasdaq-100 or Dow Jones Industrial Average (weighted by an index-tracking fund's reported holdings or the index's constituents nearest the quarter end, over the names resolved to companies, and only when those are 90%+ of its weight) or every 13F filer's combined book, or index series holding 80%+ of the registered fund assets it advises (N-CEN) and equal to 50%+ of its book. Systematic-like: 500+ stocks, 100%+ annual turnover and a top 10 weight of 25% or less. Concentrated: a top 10 weight of 60%+ or 12 or fewer effective positions. Diversified active: none of these. Turnover is the smaller of buys and sells over average equity value, summed over four quarters: low under 30%, high 100%+. Horizon is the value-weighted number of quarters each position has been held: short under 4, long 12+.

Clone Performance

Build a hypothetical price-return history from this filer's public 13F holdings.

View clone backtest

Portfolio Concentration

23 tracked positions · as of Dec 31, 2024 · Δ vs Sep 30, 2024

Top Position

82.6%

−0.5 pts

Top 5

99.4%

−0.6 pts

Top 10

100.0%

0.0 pts

HHI

6,919

Highly concentrated−88

Portfolio Trend

7 quarters · across all stocks

Sector Breakdown

As of Dec 31, 2024

Sector	% Portfolio	Value	Positions
Unclassified	100.0%	$184,168,720	23

Last Quarter's Activity

Export CSV

Dec 31, 2024 vs Sep 30, 2024

Added To

Positions the filer increased

12 positions

Ticker	Company	Δ Shares	Shares	Value
LQD	iShares iBoxx $ Investment Grade Corporate Bond ETF	+5,626	225,032	$24,042,418
IGSB	iShares 1-5 Year Investment Grade Corporate Bond ETF	+5,226	25,796	$1,333,653
IGIB	iShares 5-10 Year Investment Grade Corporate Bond ETF	+3,991	186,364	$9,599,609
TLH	iShares 10-20 Year Treasury Bond ETF	+2,138	118,825	$11,827,840
USHY	iShares Broad USD High Yield Corporate Bond ETF	+2,093	202,822	$7,461,821
ILCB	iShares Trust	+1,611	35,141	$0
FHLC	Fidelity MSCI Health Care Index ETF	+1,424	98,729	$6,451,940
ACWI	iShares MSCI ACWI ETF	+550	7,488	$879,840
IXUS	iShares Core MSCI Total International Stock ETF	+509	97,863	$6,472,658
VNQ	VANGUARD REAL ESTATE INDEX FUND	+302	81,788	$7,285,675
VDC	VANGUARD CONSUMER STAPLES INDEX FUND	+284	1,738	$367,378
AGG	iShares Core U.S. Aggregate Bond ETF	+154	3,043	$294,866
No positions match the current search.

Trimmed

Positions the filer reduced

6 positions

Ticker	Company	Δ Shares	Shares	Value
IVW	iShares S&P 500 Growth ETF	−6,167	371,664	$37,735,045
FNCL	Fidelity MSCI Financials Index ETF	−2,287	86,738	$5,957,165
IVE	iShares S&P 500 Value ETF	−1,234	190,181	$36,301,749
IJR	iShares Core S&P Small-Cap ETF	−1,058	96,471	$11,115,388
XLK	State Street(R) Technology Select Sector SPDR(R) ETF	−256	45,542	$10,589,425
USIG	iShares Broad USD Investment Grade Corporate Bond ETF	−118	96,273	$4,840,606
No positions match the current search.

New Positions

Positions the filer opened this quarter

5 positions

Ticker	Company	Shares	Value
SCHF	Schwab International Equity ETF	25,658	$474,673
VCIT	VANGUARD INTERMEDIATE-TERM CORPORATE BOND INDEX FUND	5,005	$401,751
VWO	VANGUARD EMERGING MARKETS STOCK INDEX FUND	6,788	$298,943
IMCG	iShares Morningstar Mid-Cap Growth ETF	3,119	$235,578
SCHP	Schwab U.S. TIPS ETF	7,770	$200,699
No positions match the current search.

Sold Out

Positions the filer fully exited

No qualifying positions this quarter.

Portfolio Positions

Compact Export CSV View 13F filing

23 tracked positions · $184,168,720 total · filing declares 23 positions · $187,025,334 · as of Dec 31, 2024

Ticker	Company	Type	Shares	Δ Shares	Value (USD)	% Δ Value	Held (qtrs)	Est. cost/share	% of Portfolio
IVW	iShares S&P 500 Growth ETF	Reduced	371,664	-6,167	$37,735,045	+4.3%	7	before history	20.49%
IVE	iShares S&P 500 Value ETF	Reduced	190,181	-1,234	$36,301,749	−3.8%	7	before history	19.71%
LQD	iShares iBoxx $ Investment Grade Corporate Bond ETF	Added	225,032	+5,626	$24,042,418	−3.0%	7	before history	13.05%
TLH	iShares 10-20 Year Treasury Bond ETF	Added	118,825	+2,138	$11,827,840	−7.3%	7	before history	6.42%
IJR	iShares Core S&P Small-Cap ETF	Reduced	96,471	-1,058	$11,115,388	−2.6%	7	before history	6.04%
XLK	State Street(R) Technology Select Sector SPDR(R) ETF	Reduced	45,542	-256	$10,589,425	+2.4%	7	before history	5.75%
IGIB	iShares 5-10 Year Investment Grade Corporate Bond ETF	Added	186,364	+3,991	$9,599,609	−2.0%	3	unpriced	5.21%
USHY	iShares Broad USD High Yield Corporate Bond ETF	Added	202,822	+2,093	$7,461,821	−1.3%	7	before history	4.05%
VNQ	VANGUARD REAL ESTATE INDEX FUND	Added	81,788	+302	$7,285,675	−8.2%	7	before history	3.96%
IXUS	iShares Core MSCI Total International Stock ETF	Added	97,863	+509	$6,472,658	−8.5%	7	before history	3.51%
FHLC	Fidelity MSCI Health Care Index ETF	Added	98,729	+1,424	$6,451,940	−8.9%	7	before history	3.50%
FNCL	Fidelity MSCI Financials Index ETF	Reduced	86,738	-2,287	$5,957,165	+4.8%	7	before history	3.23%
USIG	iShares Broad USD Investment Grade Corporate Bond ETF	Reduced	96,273	-118	$4,840,606	−4.5%	7	before history	2.63%
IGSB	iShares 1-5 Year Investment Grade Corporate Bond ETF	Added	25,796	+5,226	$1,333,653	+23.1%	7	before history	0.72%
ACWI	iShares MSCI ACWI ETF	Added	7,488	+550	$879,840	+6.1%	7	before history	0.48%
SCHF	Schwab International Equity ETF	NEW	25,658	NEW	$474,673	NEW	1	unpriced	0.26%
VCIT	VANGUARD INTERMEDIATE-TERM CORPORATE BOND INDEX FUND	NEW	5,005	NEW	$401,751	NEW	1	$81.63	0.22%
VDC	VANGUARD CONSUMER STAPLES INDEX FUND	Added	1,738	+284	$367,378	+15.6%	7	before history	0.20%
VWO	VANGUARD EMERGING MARKETS STOCK INDEX FUND	NEW	6,788	NEW	$298,943	NEW	1	$46.48	0.16%
AGG	iShares Core U.S. Aggregate Bond ETF	Added	3,043	+154	$294,866	+0.8%	7	before history	0.16%
IMCG	iShares Morningstar Mid-Cap Growth ETF	NEW	3,119	NEW	$235,578	NEW	1	unpriced	0.13%
SCHP	Schwab U.S. TIPS ETF	NEW	7,770	NEW	$200,699	NEW	1	unpriced	0.11%
ILCB	iShares Trust	Added	35,141	+1,611	$0	—	7	before history	0.00%

Covers the securities this platform tracks: U.S.-listed common stock and the put/call positions reported on it. A 13F can also report security types outside that coverage — preferred shares, bonds, warrants, untracked share classes — so the filing's own declared total can exceed the figures above. The source filing is linked at the top of this table.