Quantitative Strategies, Inc.
- SEC CIK
- 0001810224
- Latest filing
- Feb 7, 2025
The latest 13F from Quantitative Strategies, Inc. covers Q4 2024 (filed Feb 7, 2025): 23 long positions worth $187.0M. The top 10 holdings make up 86.9% of the portfolio, and the largest is iShares S&P 500 Growth ETF at 20.2%. Livermore has 7 filings on Form 13F from this institution, going back to Q2 2023.
What changed in Q4 2024
Share counts compared with Q3 2024: how many positions were new, added to, reduced or sold out, and the biggest buys and sells. Dollar amounts are estimated at the quarter-end prices implied by the filing.
- New
- 5
- Est. +$1.61M
- Added
- 12
- Est. +$1.79M
- Reduced
- 6
- Est. −$1.21M
- Sold out
- 0
Top 5 holdings
Share of this quarter's portfolio value
- iShares S&P 500 Growth ETF46428730920.2%$37.7M
- iShares S&P 500 Value ETF46428740819.4%$36.3M
- iShares Iboxx $ Investment Grade Corporate Bond ETF46428724212.9%$24.0M
- iShares Tr4642886536.3%$11.8M
- iShares Core S&P Small Cap ETF4642878045.9%$11.1M
Share of portfolio
Top 5 holdings and the other 18 positions, by share of portfolio value
- iShares S&P 500 Growth ETF20.2%
- iShares S&P 500 Value ETF19.4%
- iShares Iboxx $ Investment Grade Corporate Bond ETF12.9%
- iShares Tr6.3%
- iShares Core S&P Small Cap ETF5.9%
- Other 18 positions35.3%
Biggest buys
New and added positions, by estimated amount bought
- iShares Iboxx $ Investment Grade Corporate Bond ETF464287242+$601.1KAdded
- Schwab International Equity ETF808524805+$474.7KNew
- Vanguard Intermediate-Term Corporate Bond ETF92206C870+$401.8KNew
- Vanguard Ftse Emerging Markets ETF922042858+$298.9KNew
- iShares Tr464288646+$270.2KAdded
Largest weight increases
New and added positions, by percentage points of the portfolio gained
- Schwab International Equity ETF808524805+0.25 pp0.0% → 0.3%
- Vanguard Intermediate-Term Corporate Bond ETF92206C870+0.21 pp0.0% → 0.2%
- Vanguard Ftse Emerging Markets ETF922042858+0.16 pp0.0% → 0.2%
- iShares Tr464288646+0.14 pp0.6% → 0.7%
- iShares Tr464288307+0.13 pp0.0% → 0.1%
Biggest sells
Reduced and sold-out positions, by estimated amount sold
- iShares S&P 500 Growth ETF464287309−$626.1KReduced
- iShares S&P 500 Value ETF464287408−$235.5KReduced
- Fidelity MSCI Financials Index ETF316092501−$157.1KReduced
- iShares Core S&P Small Cap ETF464287804−$121.9KReduced
- State Street Technology Select Sector SPDR ETF81369Y803−$59.5KReduced
Largest weight decreases
Reduced and sold-out positions, by percentage points of the portfolio lost
- iShares S&P 500 Value ETF464287408−0.60 pp20.0% → 19.4%
- iShares Core S&P Small Cap ETF464287804−0.11 pp6.0% → 5.9%
- iShares Broad Usd Investment Grade Corporate Bond ETF464288620−0.10 pp2.7% → 2.6%
Metrics
13F metrics for Q4 2024, computed only from the numbers in the filings. Definitions below.
- Portfolio value
- $187.0M
- −$1.57M (−0.8%) vs. prior quarter
- Positions
- 23
- +5 vs. prior quarter
- Top 10 concentration
- 86.9%
- Top 10 as share of value
- Turnover
- 0.6%
- Q4 2024, one quarter
- Average holding period
- 6.7 quarters
- Weighted by value
How these are calculated
- Portfolio value: the market value of all long positions in the 13F, as reported at quarter end, excluding options.
- Top 10 concentration: the combined value of the 10 largest positions as a share of portfolio value.
- Turnover: the smaller of this quarter's estimated purchases and estimated sales, divided by the average of this and last quarter's portfolio value. Estimates multiply the change in shares by the quarter-end price implied by the filing (market value divided by shares); new positions use this quarter's value and sold-out positions last quarter's. Only positions reported in shares count, and it is not calculated when the previous quarter was not filed.
- Average holding period: how many consecutive quarters each current position has been held (including this one; a quarter without the position or without a filing starts the count over), weighted by this quarter's value. Counting starts with the first 13F in Livermore (Q2 2023), so positions held before then are understated.
13F filings by quarter
7 quarters, going back to Q2 2023. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.
Peak $188.6M (Q3 2024)
| Quarter | Filed | Positions | Value | Top 3 holdings | Changes | Filing |
|---|---|---|---|---|---|---|
| Q4 2024 | Feb 7, 2025 | 23 | $187.0M | iShares S&P 500 Growth ETFiShares S&P 500 Value ETFiShares Iboxx $ Investment Grade Corporate Bond ETF | vs. Q3 2024 | SEC |
| Q3 2024 | Oct 23, 2024 | 18 | $188.6M | iShares S&P 500 Value ETFiShares S&P 500 Growth ETFiShares Iboxx $ Investment Grade Corporate Bond ETF | vs. Q2 2024 | SEC |
| Q2 2024 | Jul 23, 2024 | 21 | $175.2M | iShares S&P 500 Growth ETFiShares S&P 500 Value ETFiShares Iboxx $ Investment Grade Corporate Bond ETF | vs. Q1 2024 | SEC |
| Q1 2024 | May 2, 2024 | 21 | $173.7M | iShares S&P 500 Value ETFiShares S&P 500 Growth ETFiShares Iboxx $ Investment Grade Corporate Bond ETF | vs. Q4 2023 | SEC |
| Q4 2023 | Feb 12, 2024 | 20 | $165.0M | iShares S&P 500 Value ETFiShares S&P 500 Growth ETFiShares Iboxx $ Investment Grade Corporate Bond ETF | vs. Q3 2023 | SEC |
| Q3 2023 | Oct 17, 2023 | 20 | $148.6M | iShares S&P 500 Growth ETFiShares S&P 500 Value ETFiShares Iboxx $ Investment Grade Corporate Bond ETF | vs. Q2 2023 | SEC |
| Q2 2023 | Aug 11, 2023 | 20 | $149.0M | iShares S&P 500 Growth ETFiShares S&P 500 Value ETFiShares Iboxx $ Investment Grade Corporate Bond ETF | – | SEC |