CTF Capital Management, LP Quant / Systematic

CIK: 0001807092 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: May 16, 2022

Total Value ($000): $200,001 (100.0% shares, 0.0% debt)

Holdings (14)

QQQ INVESCO QQQ TR 22.5%

Value ($000) $44,970 Shares 124,041 Est. Cost $362.54 Unrealized —

IWM ISHARES TR 22.3%

Value ($000) $44,606 Shares 217,303 Est. Cost $205.27 Unrealized —

CCK CROWN HLDGS INC 12.2%

Value ($000) $24,489 Shares 195,775 Est. Cost $106.58 Unrealized +6.3%

ACGL ARCH CAP GROUP LTD 9.6%

Value ($000) $19,195 Shares 396,436 Est. Cost $42.18 Unrealized +4.8%

TDY TELEDYNE TECHNOLOGIES INC 9.3%

Value ($000) $18,574 Shares 39,300 Est. Cost $434.96 Unrealized -1.1%

LW LAMB WESTON HLDGS INC 5.0%

Value ($000) $10,021 Shares 167,261 Est. Cost $54.32 Unrealized +7.0%

HGV HILTON GRAND VACATIONS INC 4.0%

Value ($000) $7,984 Shares 153,518 Est. Cost $50.00 Unrealized +0.8%

— CANADIAN PAC RY LTD 3.3%

Value ($000) $6,603 Shares 80,000 Est. Cost $82.54 Unrealized —

JXN JACKSON FINANCIAL INC 2.9%

Value ($000) $5,826 Shares 131,722 Est. Cost $26.77 Unrealized +27.9%

SLVM SYLVAMO CORP 2.4%

Value ($000) $4,869 Shares 146,303 Est. Cost $26.41 Unrealized +13.5%

CVS CVS HEALTH CORP 1.9%

Value ($000) $3,886 Shares 38,400 Est. Cost $92.00 Unrealized 0.0%

AMG AFFILIATED MANAGERS GROUP IN 1.7%

Value ($000) $3,495 Shares 24,795 Est. Cost $167.52 Unrealized -14.3%

BRO BROWN & BROWN INC 1.7%

Value ($000) $3,434 Shares 47,522 Est. Cost $62.78 Unrealized +4.1%

M MACYS INC 1.0%

Value ($000) $2,049 Shares 84,117 Est. Cost $27.27 Unrealized -6.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
QQQ	INVESCO QQQ TR	124,041	$44,970	22.5%	$362.54	—	UNIT SER 1	46090E103
IWM	ISHARES TR	217,303	$44,606	22.3%	$205.27	—	RUSSELL 2000 ETF	464287655
CCK	CROWN HLDGS INC	195,775	$24,489	12.2%	$106.58	+6.3%	COM	228368106
ACGL	ARCH CAP GROUP LTD	396,436	$19,195	9.6%	$42.18	+4.8%	ORD	G0450A105
TDY	TELEDYNE TECHNOLOGIES INC	39,300	$18,574	9.3%	$434.96	-1.1%	COM	879360105
LW	LAMB WESTON HLDGS INC	167,261	$10,021	5.0%	$54.32	+7.0%	COM	513272104
HGV	HILTON GRAND VACATIONS INC	153,518	$7,984	4.0%	$50.00	+0.8%	COM	43283X105
—	CANADIAN PAC RY LTD	80,000	$6,603	3.3%	$82.54	—	COM	13645T100
JXN	JACKSON FINANCIAL INC	131,722	$5,826	2.9%	$26.77	+27.9%	COM CL A	46817M107
SLVM	SYLVAMO CORP	146,303	$4,869	2.4%	$26.41	+13.5%	COMMON STOCK	871332102
CVS	CVS HEALTH CORP	38,400	$3,886	1.9%	$92.00	0.0%	COM	126650100
AMG	AFFILIATED MANAGERS GROUP IN	24,795	$3,495	1.7%	$167.52	-14.3%	COM	008252108
BRO	BROWN & BROWN INC	47,522	$3,434	1.7%	$62.78	+4.1%	COM	115236101
M	MACYS INC	84,117	$2,049	1.0%	$27.27	-6.0%	COM	55616P104