CTF Capital Management, LP Quant / Systematic

CIK: 0001807092 · Show all filings

Period: Q4 2021 (Next →)

Filing Date: Feb 14, 2022

Total Value ($000): $155,025 (100.0% shares, 0.0% debt)

Holdings (18)

M MACYS INC 15.2%

Value ($000) $23,562 Shares 900,000 Est. Cost $27.27 Unrealized 0.0%

AMG AFFILIATED MANAGERS GROUP IN 13.8%

Value ($000) $21,386 Shares 130,000 Est. Cost $167.52 Unrealized 0.0%

TDY TELEDYNE TECHNOLOGIES INC 11.1%

Value ($000) $17,170 Shares 39,300 Est. Cost $434.96 Unrealized 0.0%

CCK CROWN HLDGS INC 8.1%

Value ($000) $12,529 Shares 113,263 Est. Cost $101.70 Unrealized 0.0%

NVR NVR INC 6.3%

Value ($000) $9,809 Shares 1,660 Est. Cost $5278.12 Unrealized 0.0%

HGV HILTON GRAND VACATIONS INC 6.2%

Value ($000) $9,667 Shares 185,518 Est. Cost $50.00 Unrealized 0.0%

LW LAMB WESTON HLDGS INC 6.0%

Value ($000) $9,285 Shares 146,492 Est. Cost $53.78 Unrealized 0.0%

ACGL ARCH CAP GROUP LTD 6.0%

Value ($000) $9,280 Shares 208,768 Est. Cost $40.35 Unrealized 0.0%

PFSI PENNYMAC FINL SVCS INC NEW 5.9%

Value ($000) $9,105 Shares 130,476 Est. Cost $62.56 Unrealized 0.0%

BRO BROWN & BROWN INC 4.0%

Value ($000) $6,151 Shares 87,522 Est. Cost $62.78 Unrealized 0.0%

JXN JACKSON FINANCIAL INC 3.5%

Value ($000) $5,418 Shares 129,522 Est. Cost $26.64 Unrealized 0.0%

YELLQ YELLOW CORP 2.6%

Value ($000) $4,018 Shares 319,139 Est. Cost $10.91 Unrealized 0.0%

SLVM SYLVAMO CORP 2.6%

Value ($000) $3,969 Shares 142,303 Est. Cost $26.31 Unrealized 0.0%

PRPL PURPLE INNOVATION INC 2.4%

Value ($000) $3,776 Shares 284,521 Est. Cost $15.49 Unrealized 0.0%

AXON AXON ENTERPRISE INC 2.3%

Value ($000) $3,592 Shares 22,878 Est. Cost $167.89 Unrealized 0.0%

— SMARTSHEET INC 2.3%

Value ($000) $3,578 Shares 46,198 Est. Cost $77.45 Unrealized —

SU SUNCOR ENERGY INC NEW 1.4%

Value ($000) $2,116 Shares 84,540 Est. Cost $20.65 Unrealized 0.0%

CHGG CHEGG INC 0.4%

Value ($000) $614 Shares 20,000 Est. Cost $40.56 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
M	MACYS INC	900,000	$23,562	15.2%	$27.27	0.0%	COM	55616P104
AMG	AFFILIATED MANAGERS GROUP IN	130,000	$21,386	13.8%	$167.52	0.0%	COM	008252108
TDY	TELEDYNE TECHNOLOGIES INC	39,300	$17,170	11.1%	$434.96	0.0%	COM	879360105
CCK	CROWN HLDGS INC	113,263	$12,529	8.1%	$101.70	0.0%	COM	228368106
NVR	NVR INC	1,660	$9,809	6.3%	$5278.12	0.0%	COM	62944T105
HGV	HILTON GRAND VACATIONS INC	185,518	$9,667	6.2%	$50.00	0.0%	COM	43283X105
LW	LAMB WESTON HLDGS INC	146,492	$9,285	6.0%	$53.78	0.0%	COM	513272104
ACGL	ARCH CAP GROUP LTD	208,768	$9,280	6.0%	$40.35	0.0%	ORD	G0450A105
PFSI	PENNYMAC FINL SVCS INC NEW	130,476	$9,105	5.9%	$62.56	0.0%	COM	70932M107
BRO	BROWN & BROWN INC	87,522	$6,151	4.0%	$62.78	0.0%	COM	115236101
JXN	JACKSON FINANCIAL INC	129,522	$5,418	3.5%	$26.64	0.0%	COM CL A	46817M107
YELLQ	YELLOW CORP	319,139	$4,018	2.6%	$10.91	0.0%	COM	985510106
SLVM	SYLVAMO CORP	142,303	$3,969	2.6%	$26.31	0.0%	COMMON STOCK	871332102
PRPL	PURPLE INNOVATION INC	284,521	$3,776	2.4%	$15.49	0.0%	COM	74640Y106
AXON	AXON ENTERPRISE INC	22,878	$3,592	2.3%	$167.89	0.0%	COM	05464C101
—	SMARTSHEET INC	46,198	$3,578	2.3%	$77.45	—	COM CL A	83200N103
SU	SUNCOR ENERGY INC NEW	84,540	$2,116	1.4%	$20.65	0.0%	COM	867224107
CHGG	CHEGG INC	20,000	$614	0.4%	$40.56	0.0%	COM	163092109