CTC Alternative Strategies, Ltd. Quant / Systematic

CIK: 0001569550 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Aug 23, 2023

Total Value ($000): $80,341 (100.0% shares, 0.0% debt)

Holdings (168)

LQD ISHARES TR 22.8%
Value ($000) $18,351 Shares 169,700 Est. Cost $108.14 Unrealized
KRE SPDR SER TR 2.9%
Value ($000) $2,368 Shares 58,000 Est. Cost $40.83 Unrealized
CVX CHEVRON CORP NEW 2.8%
Value ($000) $2,242 Shares 14,250 Est. Cost $143.24 Unrealized 0.0%
IYR ISHARES TR 2.5%
Value ($000) $2,012 Shares 23,250 Est. Cost $86.54 Unrealized
CMG CHIPOTLE MEXICAN GRILL INC 1.6%
Value ($000) $1,283 Shares 600 Est. Cost $39.56 Unrealized 0.0%
DELL DELL TECHNOLOGIES INC 1.4%
Value ($000) $1,148 Shares 21,220 Est. Cost $43.87 Unrealized 0.0%
AZO AUTOZONE INC 1.4%
Value ($000) $1,122 Shares 450 Est. Cost $1322.37 Unrealized +92.9%
SNPS SYNOPSYS INC 1.3%
Value ($000) $1,067 Shares 2,450 Est. Cost $402.78 Unrealized 0.0%
CDNS CADENCE DESIGN SYSTEM INC 1.3%
Value ($000) $1,020 Shares 4,350 Est. Cost $217.63 Unrealized 0.0%
XLF SELECT SECTOR SPDR TR 1.3%
Value ($000) $1,013 Shares 30,050 Est. Cost $33.71 Unrealized
TGT TARGET CORP 1.2%
Value ($000) $963 Shares 7,300 Est. Cost $134.98 Unrealized 0.0%
VMWARE INC 1.2%
Value ($000) $963 Shares 6,700 Est. Cost $143.69 Unrealized
ABBV ABBVIE INC 1.2%
Value ($000) $930 Shares 6,900 Est. Cost $49.13 Unrealized +172.2%
XLY SELECT SECTOR SPDR TR 1.1%
Value ($000) $905 Shares 5,330 Est. Cost $169.81 Unrealized
LULU LULULEMON ATHLETICA INC 1.1%
Value ($000) $889 Shares 2,350 Est. Cost $368.96 Unrealized 0.0%
VEA VANGUARD TAX-MANAGED FDS 1.1%
Value ($000) $861 Shares 18,650 Est. Cost $46.18 Unrealized
MMM 3M CO 1.1%
Value ($000) $861 Shares 8,600 Est. Cost $77.55 Unrealized 0.0%
XLV SELECT SECTOR SPDR TR 1.0%
Value ($000) $816 Shares 6,150 Est. Cost $132.73 Unrealized
ORLY OREILLY AUTOMOTIVE INC 1.0%
Value ($000) $812 Shares 850 Est. Cost $61.07 Unrealized 0.0%
BKNG BOOKING HOLDINGS INC 1.0%
Value ($000) $810 Shares 300 Est. Cost $2599.14 Unrealized 0.0%
ES EVERSOURCE ENERGY 1.0%
Value ($000) $766 Shares 10,800 Est. Cost $66.05 Unrealized 0.0%
IFF INTERNATIONAL FLAVORS&FRAGRA 0.9%
Value ($000) $748 Shares 9,400 Est. Cost $80.10 Unrealized 0.0%
EMR EMERSON ELEC CO 0.9%
Value ($000) $741 Shares 8,200 Est. Cost $80.08 Unrealized 0.0%
ACI ALBERTSONS COS INC 0.9%
Value ($000) $731 Shares 33,500 Est. Cost $19.31 Unrealized 0.0%
PG PROCTER AND GAMBLE CO 0.9%
Value ($000) $706 Shares 4,650 Est. Cost $141.32 Unrealized 0.0%
TLT ISHARES TR 0.9%
Value ($000) $705 Shares 6,850 Est. Cost $102.94 Unrealized
FTNT FORTINET INC 0.9%
Value ($000) $699 Shares 9,250 Est. Cost $68.00 Unrealized 0.0%
MBB ISHARES TR 0.9%
Value ($000) $688 Shares 7,375 Est. Cost $93.26 Unrealized
HORIZON THERAPEUTICS PUB L 0.8%
Value ($000) $639 Shares 6,210 Est. Cost $102.85 Unrealized
O REALTY INCOME CORP 0.8%
Value ($000) $631 Shares 10,555 Est. Cost $52.57 Unrealized 0.0%
UNP UNION PAC CORP 0.8%
Value ($000) $624 Shares 3,050 Est. Cost $187.00 Unrealized 0.0%
ARISTA NETWORKS INC 0.7%
Value ($000) $583 Shares 3,600 Est. Cost $162.06 Unrealized
HSY HERSHEY CO 0.7%
Value ($000) $562 Shares 2,250 Est. Cost $243.41 Unrealized 0.0%
SO SOUTHERN CO 0.7%
Value ($000) $555 Shares 7,900 Est. Cost $65.30 Unrealized 0.0%
XOM EXXON MOBIL CORP 0.7%
Value ($000) $552 Shares 5,150 Est. Cost $99.61 Unrealized 0.0%
KO COCA COLA CO 0.7%
Value ($000) $530 Shares 8,800 Est. Cost $57.36 Unrealized 0.0%
JNJ JOHNSON & JOHNSON 0.6%
Value ($000) $488 Shares 2,950 Est. Cost $148.89 Unrealized 0.0%
SYY SYSCO CORP 0.6%
Value ($000) $475 Shares 6,400 Est. Cost $68.53 Unrealized 0.0%
PEP PEPSICO INC 0.6%
Value ($000) $472 Shares 2,550 Est. Cost $170.56 Unrealized 0.0%
WIX WIX COM LTD 0.6%
Value ($000) $469 Shares 6,000 Est. Cost $82.26 Unrealized 0.0%
ADM ARCHER DANIELS MIDLAND CO 0.6%
Value ($000) $468 Shares 6,200 Est. Cost $69.31 Unrealized 0.0%
IBM INTERNATIONAL BUSINESS MACHS 0.6%
Value ($000) $468 Shares 3,500 Est. Cost $108.32 Unrealized +9.0%
ED CONSOLIDATED EDISON INC 0.6%
Value ($000) $452 Shares 5,000 Est. Cost $87.29 Unrealized 0.0%
HPQ HP INC 0.5%
Value ($000) $428 Shares 13,950 Est. Cost $27.12 Unrealized 0.0%
PIONEER NAT RES CO 0.5%
Value ($000) $425 Shares 2,050 Est. Cost $207.18 Unrealized
LMT LOCKHEED MARTIN CORP 0.5%
Value ($000) $414 Shares 900 Est. Cost $431.49 Unrealized 0.0%
PSA PUBLIC STORAGE 0.5%
Value ($000) $412 Shares 1,410 Est. Cost $260.93 Unrealized 0.0%
GD GENERAL DYNAMICS CORP 0.5%
Value ($000) $409 Shares 1,900 Est. Cost $204.58 Unrealized 0.0%
NEE NEXTERA ENERGY INC 0.5%
Value ($000) $408 Shares 5,500 Est. Cost $70.00 Unrealized 0.0%
GPC GENUINE PARTS CO 0.5%
Value ($000) $406 Shares 2,400 Est. Cost $151.30 Unrealized 0.0%
AEP AMERICAN ELEC PWR CO INC 0.5%
Value ($000) $404 Shares 4,800 Est. Cost $79.95 Unrealized 0.0%
XLI SELECT SECTOR SPDR TR 0.5%
Value ($000) $402 Shares 3,750 Est. Cost $107.32 Unrealized
LHX L3HARRIS TECHNOLOGIES INC 0.5%
Value ($000) $392 Shares 2,000 Est. Cost $180.88 Unrealized 0.0%
APD AIR PRODS & CHEMS INC 0.5%
Value ($000) $389 Shares 1,300 Est. Cost $265.26 Unrealized 0.0%
OXY OCCIDENTAL PETE CORP 0.5%
Value ($000) $382 Shares 6,500 Est. Cost $57.29 Unrealized 0.0%
SEAGEN INC 0.5%
Value ($000) $371 Shares 1,928 Est. Cost $192.46 Unrealized
CL COLGATE PALMOLIVE CO 0.5%
Value ($000) $370 Shares 4,800 Est. Cost $72.91 Unrealized 0.0%
SYK STRYKER CORPORATION 0.5%
Value ($000) $366 Shares 1,200 Est. Cost $281.34 Unrealized 0.0%
GE GENERAL ELECTRIC CO 0.5%
Value ($000) $363 Shares 3,300 Est. Cost $79.83 Unrealized 0.0%
QQQ INVESCO QQQ TR 0.4%
Value ($000) $360 Shares 975 Est. Cost $369.42 Unrealized
KMB KIMBERLY-CLARK CORP 0.4%
Value ($000) $359 Shares 2,600 Est. Cost $125.76 Unrealized 0.0%
TROW PRICE T ROWE GROUP INC 0.4%
Value ($000) $358 Shares 3,200 Est. Cost $96.42 Unrealized 0.0%
ERIE ERIE INDTY CO 0.4%
Value ($000) $355 Shares 1,690 Est. Cost $214.90 Unrealized 0.0%
WBD WARNER BROS DISCOVERY INC 0.4%
Value ($000) $354 Shares 28,200 Est. Cost $12.98 Unrealized 0.0%
MCO MOODYS CORP 0.4%
Value ($000) $348 Shares 1,000 Est. Cost $310.36 Unrealized 0.0%
PLD PROLOGIS INC. 0.4%
Value ($000) $344 Shares 2,805 Est. Cost $112.84 Unrealized 0.0%
SPIRIT AIRLS INC 0.4%
Value ($000) $343 Shares 20,000 Est. Cost $17.16 Unrealized
MTB M & T BK CORP 0.4%
Value ($000) $340 Shares 2,750 Est. Cost $110.64 Unrealized 0.0%
TMUS T-MOBILE US INC 0.4%
Value ($000) $340 Shares 2,450 Est. Cost $135.59 Unrealized 0.0%
ACN ACCENTURE PLC IRELAND 0.4%
Value ($000) $339 Shares 1,100 Est. Cost $279.68 Unrealized 0.0%
ABT ABBOTT LABS 0.4%
Value ($000) $338 Shares 3,100 Est. Cost $101.46 Unrealized 0.0%
ON ON SEMICONDUCTOR CORP 0.4%
Value ($000) $331 Shares 3,500 Est. Cost $82.71 Unrealized 0.0%
IRM IRON MTN INC DEL 0.4%
Value ($000) $324 Shares 5,700 Est. Cost $49.91 Unrealized 0.0%
DAL DELTA AIR LINES INC DEL 0.4%
Value ($000) $323 Shares 6,800 Est. Cost $35.89 Unrealized 0.0%
FAST FASTENAL CO 0.4%
Value ($000) $307 Shares 5,200 Est. Cost $25.68 Unrealized 0.0%
CPA COPA HOLDINGS SA 0.4%
Value ($000) $301 Shares 2,720 Est. Cost $86.26 Unrealized 0.0%
SJM SMUCKER J M CO 0.4%
Value ($000) $295 Shares 2,000 Est. Cost $81.72 Unrealized +69.5%
CCI CROWN CASTLE INC 0.4%
Value ($000) $288 Shares 2,525 Est. Cost $102.41 Unrealized 0.0%
DHI D R HORTON INC 0.4%
Value ($000) $286 Shares 2,350 Est. Cost $106.63 Unrealized 0.0%
ADP AUTOMATIC DATA PROCESSING IN 0.4%
Value ($000) $286 Shares 1,300 Est. Cost $203.27 Unrealized 0.0%
ARE ALEXANDRIA REAL ESTATE EQ IN 0.4%
Value ($000) $285 Shares 2,510 Est. Cost $103.33 Unrealized 0.0%
CINF CINCINNATI FINL CORP 0.4%
Value ($000) $282 Shares 2,900 Est. Cost $96.44 Unrealized 0.0%
ITW ILLINOIS TOOL WKS INC 0.3%
Value ($000) $275 Shares 1,100 Est. Cost $219.64 Unrealized 0.0%
CB CHUBB LIMITED 0.3%
Value ($000) $270 Shares 1,400 Est. Cost $189.85 Unrealized 0.0%
LIN LINDE PLC 0.3%
Value ($000) $267 Shares 700 Est. Cost $352.90 Unrealized 0.0%
TRU TRANSUNION 0.3%
Value ($000) $266 Shares 3,400 Est. Cost $68.22 Unrealized 0.0%
CBRE CBRE GROUP INC 0.3%
Value ($000) $265 Shares 3,285 Est. Cost $74.87 Unrealized 0.0%
KELLOGG CO 0.3%
Value ($000) $263 Shares 3,900 Est. Cost $58.29 Unrealized 0.0%
FHI FEDERATED HERMES INC 0.3%
Value ($000) $262 Shares 7,300 Est. Cost $34.24 Unrealized 0.0%
PPG PPG INDS INC 0.3%
Value ($000) $260 Shares 1,750 Est. Cost $131.68 Unrealized 0.0%
NKE NIKE INC 0.3%
Value ($000) $259 Shares 2,350 Est. Cost $111.33 Unrealized 0.0%
OKE ONEOK INC NEW 0.3%
Value ($000) $259 Shares 4,200 Est. Cost $54.14 Unrealized 0.0%
CSL CARLISLE COS INC 0.3%
Value ($000) $257 Shares 1,000 Est. Cost $214.72 Unrealized 0.0%
MA MASTERCARD INCORPORATED 0.3%
Value ($000) $256 Shares 650 Est. Cost $369.85 Unrealized 0.0%
MDT MEDTRONIC PLC 0.3%
Value ($000) $255 Shares 2,900 Est. Cost $79.38 Unrealized 0.0%
SCHW SCHWAB CHARLES CORP 0.3%
Value ($000) $255 Shares 4,500 Est. Cost $50.45 Unrealized 0.0%
NUE NUCOR CORP 0.3%
Value ($000) $254 Shares 1,550 Est. Cost $140.25 Unrealized 0.0%
NVR NVR INC 0.3%
Value ($000) $254 Shares 40 Est. Cost $5820.19 Unrealized 0.0%
MSI MOTOROLA SOLUTIONS INC 0.3%
Value ($000) $249 Shares 850 Est. Cost $278.05 Unrealized 0.0%
HON HONEYWELL INTL INC 0.3%
Value ($000) $249 Shares 1,200 Est. Cost $175.56 Unrealized 0.0%
ATO ATMOS ENERGY CORP 0.3%
Value ($000) $244 Shares 2,100 Est. Cost $108.41 Unrealized 0.0%
KEYS KEYSIGHT TECHNOLOGIES INC 0.3%
Value ($000) $243 Shares 1,450 Est. Cost $155.17 Unrealized 0.0%
EXR EXTRA SPACE STORAGE INC 0.3%
Value ($000) $242 Shares 1,625 Est. Cost $133.72 Unrealized 0.0%
SPG SIMON PPTY GROUP INC NEW 0.3%
Value ($000) $241 Shares 2,085 Est. Cost $94.44 Unrealized 0.0%
NTRS NORTHERN TR CORP 0.3%
Value ($000) $237 Shares 3,200 Est. Cost $70.33 Unrealized 0.0%
XBI SPDR SER TR 0.3%
Value ($000) $237 Shares 2,850 Est. Cost $83.20 Unrealized
MRK MERCK & CO INC 0.3%
Value ($000) $237 Shares 2,050 Est. Cost $104.47 Unrealized 0.0%
KIM KIMCO RLTY CORP 0.3%
Value ($000) $236 Shares 11,985 Est. Cost $16.54 Unrealized 0.0%
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.3%
Value ($000) $235 Shares 1,600 Est. Cost $130.75 Unrealized 0.0%
PH PARKER-HANNIFIN CORP 0.3%
Value ($000) $234 Shares 600 Est. Cost $328.44 Unrealized 0.0%
ZION ZIONS BANCORPORATION N A 0.3%
Value ($000) $228 Shares 8,500 Est. Cost $27.74 Unrealized 0.0%
URI UNITED RENTALS INC 0.3%
Value ($000) $223 Shares 500 Est. Cost $361.03 Unrealized 0.0%
DVN DEVON ENERGY CORP NEW 0.3%
Value ($000) $222 Shares 4,600 Est. Cost $45.45 Unrealized 0.0%
ELV ELEVANCE HEALTH INC 0.3%
Value ($000) $222 Shares 500 Est. Cost $442.65 Unrealized 0.0%
DOV DOVER CORP 0.3%
Value ($000) $221 Shares 1,500 Est. Cost $138.45 Unrealized 0.0%
LYB LYONDELLBASELL INDUSTRIES N 0.3%
Value ($000) $220 Shares 2,400 Est. Cost $75.96 Unrealized 0.0%
AFL AFLAC INC 0.3%
Value ($000) $220 Shares 3,150 Est. Cost $63.22 Unrealized 0.0%
HCA HCA HEALTHCARE INC 0.3%
Value ($000) $212 Shares 700 Est. Cost $272.09 Unrealized 0.0%
BDX BECTON DICKINSON & CO 0.3%
Value ($000) $211 Shares 800 Est. Cost $241.97 Unrealized 0.0%
RGLD ROYAL GOLD INC 0.3%
Value ($000) $207 Shares 1,800 Est. Cost $128.67 Unrealized 0.0%
REG REGENCY CTRS CORP 0.3%
Value ($000) $205 Shares 3,325 Est. Cost $53.31 Unrealized 0.0%
WFC WELLS FARGO CO NEW 0.3%
Value ($000) $205 Shares 4,800 Est. Cost $33.67 Unrealized +11.8%
VTRS VIATRIS INC 0.3%
Value ($000) $204 Shares 20,400 Est. Cost $8.47 Unrealized 0.0%
MTN VAIL RESORTS INC 0.3%
Value ($000) $201 Shares 800 Est. Cost $243.71 Unrealized 0.0%
ALB ALBEMARLE CORP 0.2%
Value ($000) $201 Shares 900 Est. Cost $196.03 Unrealized 0.0%
FRO FRONTLINE PLC 0.2%
Value ($000) $161 Shares 11,100 Est. Cost $12.03 Unrealized 0.0%
ALLSPRING MULTI SECTOR INCOM 0.2%
Value ($000) $132 Shares 14,300 Est. Cost $9.26 Unrealized
SKLZ SKILLZ INC 0.2%
Value ($000) $128 Shares 14,100 Est. Cost $11.57 Unrealized 0.0%
ABCL ABCELLERA BIOLOGICS INC 0.1%
Value ($000) $117 Shares 18,100 Est. Cost $6.82 Unrealized 0.0%
BLACKROCK MUNIHLDNGS CALI QL 0.1%
Value ($000) $116 Shares 10,723 Est. Cost $10.85 Unrealized
HIGH INCOME SECS FD 0.1%
Value ($000) $110 Shares 17,000 Est. Cost $6.48 Unrealized
RKT ROCKET COS INC 0.1%
Value ($000) $99 Shares 11,100 Est. Cost $8.23 Unrealized 0.0%
OPTU ALTICE USA INC 0.1%
Value ($000) $91 Shares 30,000 Est. Cost $2.84 Unrealized 0.0%
NUVEEN FLOATING RATE INCOME 0.1%
Value ($000) $84 Shares 10,700 Est. Cost $7.89 Unrealized
NUVEEN FLOATING RATE INCOME 0.1%
Value ($000) $84 Shares 10,730 Est. Cost $7.80 Unrealized
GAMCO GLOBAL GOLD NAT RES & 0.1%
Value ($000) $78 Shares 20,800 Est. Cost $3.74 Unrealized
MORGAN STANLEY EMERGING MKTS 0.1%
Value ($000) $77 Shares 16,500 Est. Cost $4.69 Unrealized
BNY MELLON HIGH YIELD STRATE 0.1%
Value ($000) $73 Shares 33,107 Est. Cost $2.22 Unrealized
NUVEEN CR STRATEGIES INCOME 0.1%
Value ($000) $69 Shares 13,700 Est. Cost $5.05 Unrealized
FRANKLIN LTD DURATION INCOME 0.1%
Value ($000) $68 Shares 11,066 Est. Cost $6.18 Unrealized
TEMPLETON EMERGING MKTS INCO 0.1%
Value ($000) $62 Shares 12,000 Est. Cost $5.15 Unrealized
UEC URANIUM ENERGY CORP 0.1%
Value ($000) $59 Shares 17,300 Est. Cost $2.85 Unrealized 0.0%
UWMC UWM HOLDINGS CORPORATION 0.1%
Value ($000) $57 Shares 10,200 Est. Cost $5.38 Unrealized 0.0%
VIRTUS CONVERTIBLE & INC FD 0.1%
Value ($000) $56 Shares 18,100 Est. Cost $3.11 Unrealized
BGC PARTNERS INC 0.1%
Value ($000) $55 Shares 12,500 Est. Cost $4.43 Unrealized
QURATE RETAIL INC 0.0%
Value ($000) $31 Shares 31,100 Est. Cost $0.99 Unrealized
SENSEONICS HLDGS INC 0.0%
Value ($000) $31 Shares 40,300 Est. Cost $0.76 Unrealized
CLOV CLOVER HEALTH INVESTMENTS CO 0.0%
Value ($000) $30 Shares 32,900 Est. Cost $0.89 Unrealized 0.0%
URG UR-ENERGY INC 0.0%
Value ($000) $19 Shares 17,900 Est. Cost $0.96 Unrealized 0.0%
BIONANO GENOMICS INC 0.0%
Value ($000) $16 Shares 26,600 Est. Cost $0.61 Unrealized
BLND BLEND LABS INC 0.0%
Value ($000) $16 Shares 16,800 Est. Cost $0.89 Unrealized 0.0%
MARKFORGED HOLDING CORPORATI 0.0%
Value ($000) $12 Shares 10,100 Est. Cost $1.21 Unrealized
CANOO INC 0.0%
Value ($000) $12 Shares 24,200 Est. Cost $0.48 Unrealized
OCGN OCUGEN INC 0.0%
Value ($000) $10 Shares 18,500 Est. Cost $0.64 Unrealized 0.0%
INOVIO PHARMACEUTICALS INC 0.0%
Value ($000) $10 Shares 22,000 Est. Cost $0.45 Unrealized
NEKTAR THERAPEUTICS 0.0%
Value ($000) $9 Shares 16,100 Est. Cost $0.58 Unrealized
NUTEX HEALTH INC 0.0%
Value ($000) $9 Shares 21,600 Est. Cost $0.42 Unrealized
FARADAY FUTRE INTLGT ELCTR I 0.0%
Value ($000) $9 Shares 44,100 Est. Cost $0.20 Unrealized
SONDER HOLDINGS INC 0.0%
Value ($000) $9 Shares 16,100 Est. Cost $0.53 Unrealized
VXRT VAXART INC 0.0%
Value ($000) $8 Shares 11,300 Est. Cost $0.93 Unrealized 0.0%
EDGIO INC 0.0%
Value ($000) $8 Shares 11,700 Est. Cost $0.67 Unrealized
AFFIMED N V 0.0%
Value ($000) $7 Shares 12,100 Est. Cost $0.60 Unrealized
VACASA INC 0.0%
Value ($000) $7 Shares 10,300 Est. Cost $0.68 Unrealized
SPIRE GLOBAL INC 0.0%
Value ($000) $6 Shares 11,100 Est. Cost $0.52 Unrealized
22ND CENTY GROUP INC 0.0%
Value ($000) $5 Shares 13,800 Est. Cost $0.38 Unrealized
WEWORK INC 0.0%
Value ($000) $5 Shares 20,135 Est. Cost $0.26 Unrealized
ASTRA SPACE INC 0.0%
Value ($000) $5 Shares 13,700 Est. Cost $0.37 Unrealized
CENNTRO ELECTRIC GROUP LIMIT 0.0%
Value ($000) $5 Shares 16,400 Est. Cost $0.29 Unrealized