CTC Alternative Strategies, Ltd. Quant / Systematic

CIK: 0001569550 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Oct 31, 2023

Total Value ($000): $52,976 (100.0% shares, 0.0% debt)

Holdings (73)

TIP ISHARES TR 22.7%
Value ($000) $12,032 Shares 116,000 Est. Cost $103.72 Unrealized
XLV SELECT SECTOR SPDR TR 7.8%
Value ($000) $4,107 Shares 31,900 Est. Cost $129.51 Unrealized
MSFT MICROSOFT CORP 2.9%
Value ($000) $1,516 Shares 4,800 Est. Cost $324.59 Unrealized 0.0%
XLF SELECT SECTOR SPDR TR 2.8%
Value ($000) $1,500 Shares 45,230 Est. Cost $33.53 Unrealized
XLE SELECT SECTOR SPDR TR 2.7%
Value ($000) $1,437 Shares 15,896 Est. Cost $90.39 Unrealized
AVGO BROADCOM INC 2.6%
Value ($000) $1,383 Shares 1,665 Est. Cost $83.97 Unrealized 0.0%
EEM ISHARES TR 2.5%
Value ($000) $1,328 Shares 35,000 Est. Cost $37.95 Unrealized
AON AON PLC 2.4%
Value ($000) $1,264 Shares 3,900 Est. Cost $325.28 Unrealized 0.0%
AMZN AMAZON COM INC 2.4%
Value ($000) $1,246 Shares 9,800 Est. Cost $134.00 Unrealized 0.0%
ABNB AIRBNB INC 2.2%
Value ($000) $1,180 Shares 8,600 Est. Cost $138.06 Unrealized 0.0%
NEE NEXTERA ENERGY INC 2.2%
Value ($000) $1,174 Shares 20,500 Est. Cost $65.91 Unrealized -2.3%
VMWARE INC 2.2%
Value ($000) $1,174 Shares 7,050 Est. Cost $144.82 Unrealized
BROOKFIELD INFRASTRUCTURE CO 1.9%
Value ($000) $986 Shares 27,900 Est. Cost $35.34 Unrealized
ROP ROPER TECHNOLOGIES INC 1.6%
Value ($000) $872 Shares 1,800 Est. Cost $482.70 Unrealized 0.0%
WMT WALMART INC 1.6%
Value ($000) $848 Shares 5,300 Est. Cost $51.81 Unrealized 0.0%
GOOG ALPHABET INC 1.5%
Value ($000) $817 Shares 6,200 Est. Cost $129.05 Unrealized 0.0%
HORIZON THERAPEUTICS PUB L 1.5%
Value ($000) $811 Shares 7,010 Est. Cost $104.32 Unrealized
CAT CATERPILLAR INC 1.5%
Value ($000) $792 Shares 2,900 Est. Cost $261.47 Unrealized 0.0%
ACI ALBERTSONS COS INC 1.5%
Value ($000) $780 Shares 34,300 Est. Cost $19.35 Unrealized +7.7%
GOOGL ALPHABET INC 1.5%
Value ($000) $772 Shares 5,900 Est. Cost $128.39 Unrealized 0.0%
SLB SCHLUMBERGER LTD 1.4%
Value ($000) $729 Shares 12,500 Est. Cost $54.41 Unrealized 0.0%
CRH CRH PLC 1.4%
Value ($000) $722 Shares 13,200 Est. Cost $54.36 Unrealized 0.0%
DD DUPONT DE NEMOURS INC 1.3%
Value ($000) $694 Shares 9,300 Est. Cost $29.88 Unrealized 0.0%
EXPD EXPEDITORS INTL WASH INC 1.3%
Value ($000) $688 Shares 6,000 Est. Cost $115.37 Unrealized 0.0%
UPS UNITED PARCEL SERVICE INC 1.3%
Value ($000) $686 Shares 4,400 Est. Cost $151.64 Unrealized 0.0%
NTAP NETAPP INC 1.3%
Value ($000) $683 Shares 9,000 Est. Cost $73.48 Unrealized 0.0%
TE CONNECTIVITY LTD 1.3%
Value ($000) $679 Shares 5,500 Est. Cost $123.53 Unrealized
EMR EMERSON ELEC CO 1.3%
Value ($000) $676 Shares 7,000 Est. Cost $80.08 Unrealized +13.8%
AMP AMERIPRISE FINL INC 1.2%
Value ($000) $659 Shares 2,000 Est. Cost $330.58 Unrealized 0.0%
SHW SHERWIN WILLIAMS CO 1.2%
Value ($000) $638 Shares 2,500 Est. Cost $262.23 Unrealized 0.0%
AMGN AMGEN INC 1.1%
Value ($000) $591 Shares 2,200 Est. Cost $231.86 Unrealized 0.0%
SEAGEN INC 1.1%
Value ($000) $558 Shares 2,628 Est. Cost $197.70 Unrealized
REGN REGENERON PHARMACEUTICALS 0.9%
Value ($000) $494 Shares 600 Est. Cost $781.58 Unrealized 0.0%
CCEP COCA-COLA EUROPACIFIC PARTNE 0.9%
Value ($000) $475 Shares 7,600 Est. Cost $59.06 Unrealized 0.0%
KLAC KLA CORP 0.9%
Value ($000) $459 Shares 1,000 Est. Cost $469.45 Unrealized 0.0%
CDW CDW CORP 0.8%
Value ($000) $444 Shares 2,200 Est. Cost $193.29 Unrealized 0.0%
MDB MONGODB INC 0.8%
Value ($000) $415 Shares 1,200 Est. Cost $379.62 Unrealized 0.0%
APP APPLOVIN CORP 0.8%
Value ($000) $404 Shares 10,100 Est. Cost $35.47 Unrealized 0.0%
OIH VANECK ETF TRUST 0.8%
Value ($000) $401 Shares 1,161 Est. Cost $345.04 Unrealized
VRT VERTIV HOLDINGS CO 0.7%
Value ($000) $394 Shares 10,600 Est. Cost $32.86 Unrealized 0.0%
CELH CELSIUS HLDGS INC 0.7%
Value ($000) $360 Shares 2,100 Est. Cost $56.23 Unrealized 0.0%
QQQ INVESCO QQQ TR 0.7%
Value ($000) $358 Shares 1,000 Est. Cost $369.14 Unrealized
PSA PUBLIC STORAGE 0.6%
Value ($000) $343 Shares 1,300 Est. Cost $260.93 Unrealized -2.8%
SPIRIT AIRLS INC 0.6%
Value ($000) $330 Shares 20,000 Est. Cost $17.16 Unrealized
BRK/B BERKSHIRE HATHAWAY INC DEL 0.6%
Value ($000) $315 Shares 900 Est. Cost $354.77 Unrealized 0.0%
EXR EXTRA SPACE STORAGE INC 0.6%
Value ($000) $292 Shares 2,399 Est. Cost $129.69 Unrealized -6.5%
EIX EDISON INTL 0.5%
Value ($000) $291 Shares 4,600 Est. Cost $62.39 Unrealized 0.0%
KO COCA COLA CO 0.5%
Value ($000) $263 Shares 4,700 Est. Cost $57.36 Unrealized -2.8%
FTNT FORTINET INC 0.5%
Value ($000) $258 Shares 4,400 Est. Cost $68.00 Unrealized -2.7%
OKE ONEOK INC NEW 0.5%
Value ($000) $254 Shares 4,000 Est. Cost $54.14 Unrealized +7.1%
KHC KRAFT HEINZ CO 0.4%
Value ($000) $222 Shares 6,600 Est. Cost $30.50 Unrealized 0.0%
NUVEEN FLOATING RATE INCOME 0.4%
Value ($000) $211 Shares 25,663 Est. Cost $8.08 Unrealized
ADSK AUTODESK INC 0.4%
Value ($000) $207 Shares 1,000 Est. Cost $210.13 Unrealized 0.0%
ALB ALBEMARLE CORP 0.4%
Value ($000) $204 Shares 1,200 Est. Cost $194.84 Unrealized -1.8%
ALLSPRING MULTI SECTOR INCOM 0.2%
Value ($000) $130 Shares 14,300 Est. Cost $9.26 Unrealized
HIGH INCOME SECS FD 0.2%
Value ($000) $105 Shares 17,000 Est. Cost $6.48 Unrealized
THE AARONS COMPANY INC 0.2%
Value ($000) $105 Shares 10,000 Est. Cost $10.47 Unrealized
BLACKROCK MUNIHLDNGS CALI QL 0.2%
Value ($000) $103 Shares 10,723 Est. Cost $10.85 Unrealized
ONL ORION OFFICE REIT INC 0.2%
Value ($000) $95 Shares 18,200 Est. Cost $5.21 Unrealized
ANGO ANGIODYNAMICS INC 0.2%
Value ($000) $92 Shares 12,600 Est. Cost $8.32 Unrealized 0.0%
TSE TRINSEO PLC 0.2%
Value ($000) $92 Shares 11,200 Est. Cost $12.43 Unrealized 0.0%
EGHT 8X8 INC NEW 0.2%
Value ($000) $89 Shares 35,400 Est. Cost $3.55 Unrealized 0.0%
QURE UNIQURE NV 0.2%
Value ($000) $87 Shares 13,000 Est. Cost $9.00 Unrealized 0.0%
VNDA VANDA PHARMACEUTICALS INC 0.2%
Value ($000) $79 Shares 18,400 Est. Cost $5.56 Unrealized 0.0%
GAMCO GLOBAL GOLD NAT RES & 0.1%
Value ($000) $76 Shares 20,800 Est. Cost $3.74 Unrealized
BNY MELLON HIGH YIELD STRATE 0.1%
Value ($000) $71 Shares 33,107 Est. Cost $2.22 Unrealized
MORGAN STANLEY EMERGING MKTS 0.1%
Value ($000) $70 Shares 16,500 Est. Cost $4.69 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) $67 Shares 11,066 Est. Cost $6.18 Unrealized
OPITQ OFFICE PPTYS INCOME TR 0.1%
Value ($000) $64 Shares 15,600 Est. Cost $4.10 Unrealized
AQN ALGONQUIN PWR UTILS CORP 0.1%
Value ($000) $62 Shares 10,500 Est. Cost $6.68 Unrealized 0.0%
TEMPLETON EMERGING MKTS INCO 0.1%
Value ($000) $55 Shares 12,000 Est. Cost $5.15 Unrealized
VIRTUS CONVERTIBLE & INC FD 0.1%
Value ($000) $50 Shares 18,100 Est. Cost $3.11 Unrealized