CTC Alternative Strategies, Ltd. Quant / Systematic

CIK: 0001569550 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Jan 30, 2024

Total Value ($000): $48,184 (100.0% shares, 0.0% debt)

Holdings (73)

LQD ISHARES TR 34.4%
Value ($000) $16,599 Shares 150,000 Est. Cost $110.66 Unrealized
RPT REALTY 6.2%
Value ($000) $2,969 Shares 231,443 Est. Cost $12.83 Unrealized
TXN TEXAS INSTRS INC 5.1%
Value ($000) $2,454 Shares 14,398 Est. Cost $145.50 Unrealized 0.0%
WEC WEC ENERGY GROUP INC 4.1%
Value ($000) $1,989 Shares 23,629 Est. Cost $76.28 Unrealized 0.0%
XEL XCEL ENERGY INC 3.8%
Value ($000) $1,851 Shares 29,900 Est. Cost $55.51 Unrealized 0.0%
LNT ALLIANT ENERGY CORP 2.5%
Value ($000) $1,211 Shares 23,600 Est. Cost $46.45 Unrealized 0.0%
ADI ANALOG DEVICES INC 2.4%
Value ($000) $1,152 Shares 5,800 Est. Cost $172.22 Unrealized 0.0%
EVRG EVERGY INC 2.3%
Value ($000) $1,121 Shares 21,468 Est. Cost $45.92 Unrealized 0.0%
TTC TORO CO 1.9%
Value ($000) $931 Shares 9,700 Est. Cost $85.68 Unrealized 0.0%
WM WASTE MGMT INC DEL 1.8%
Value ($000) $859 Shares 4,798 Est. Cost $162.45 Unrealized 0.0%
TAN INVESCO EXCH TRADED FD TR II 1.7%
Value ($000) $838 Shares 15,700 Est. Cost $53.35 Unrealized
JKHY HENRY JACK & ASSOC INC 1.6%
Value ($000) $784 Shares 4,800 Est. Cost $148.87 Unrealized 0.0%
HYG ISHARES TR 1.6%
Value ($000) $774 Shares 10,000 Est. Cost $77.39 Unrealized
ERIE ERIE INDTY CO 1.6%
Value ($000) $770 Shares 2,300 Est. Cost $292.07 Unrealized 0.0%
ACI ALBERTSONS COS INC 1.6%
Value ($000) $766 Shares 33,300 Est. Cost $19.35 Unrealized +7.1%
RSG REPUBLIC SVCS INC 1.5%
Value ($000) $709 Shares 4,300 Est. Cost $151.31 Unrealized 0.0%
NOC NORTHROP GRUMMAN CORP 1.4%
Value ($000) $655 Shares 1,400 Est. Cost $452.04 Unrealized 0.0%
SPIRIT AIRLS INC 1.0%
Value ($000) $492 Shares 30,000 Est. Cost $16.90 Unrealized
DD DUPONT DE NEMOURS INC 0.9%
Value ($000) $454 Shares 5,900 Est. Cost $29.88 Unrealized -2.9%
RS RELIANCE STEEL & ALUMINUM CO 0.9%
Value ($000) $447 Shares 1,600 Est. Cost $265.53 Unrealized 0.0%
UNP UNION PAC CORP 0.9%
Value ($000) $442 Shares 1,800 Est. Cost $209.24 Unrealized 0.0%
CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.9%
Value ($000) $438 Shares 5,800 Est. Cost $66.72 Unrealized 0.0%
CMI CUMMINS INC 0.9%
Value ($000) $431 Shares 1,800 Est. Cost $216.82 Unrealized 0.0%
ELV ELEVANCE HEALTH INC 0.9%
Value ($000) $424 Shares 900 Est. Cost $446.64 Unrealized 0.0%
CINF CINCINNATI FINL CORP 0.9%
Value ($000) $424 Shares 4,100 Est. Cost $96.11 Unrealized 0.0%
PRGO PERRIGO CO PLC 0.8%
Value ($000) $409 Shares 12,700 Est. Cost $29.89 Unrealized 0.0%
ARKK ARK ETF TR 0.8%
Value ($000) $377 Shares 7,200 Est. Cost $52.37 Unrealized
LIVENT CORP 0.7%
Value ($000) $330 Shares 18,370 Est. Cost $17.98 Unrealized
PPG PPG INDS INC 0.7%
Value ($000) $329 Shares 2,200 Est. Cost $128.87 Unrealized 0.0%
LIN LINDE PLC 0.7%
Value ($000) $329 Shares 800 Est. Cost $383.62 Unrealized 0.0%
SR SPIRE INC 0.6%
Value ($000) $305 Shares 4,900 Est. Cost $62.34 Unrealized
IRBTQ IROBOT CORP 0.6%
Value ($000) $290 Shares 7,500 Est. Cost $35.58 Unrealized 0.0%
MAA MID-AMER APT CMNTYS INC 0.6%
Value ($000) $282 Shares 2,100 Est. Cost $116.80 Unrealized 0.0%
EXC EXELON CORP 0.6%
Value ($000) $280 Shares 7,800 Est. Cost $35.51 Unrealized 0.0%
CPK CHESAPEAKE UTILS CORP 0.4%
Value ($000) $216 Shares 2,042 Est. Cost $90.84 Unrealized 0.0%
NUVEEN PFD & INCOME OPPORTUN 0.4%
Value ($000) $184 Shares 27,185 Est. Cost $6.76 Unrealized
CBRE GBL REAL ESTATE INC FD 0.4%
Value ($000) $177 Shares 32,588 Est. Cost $5.43 Unrealized
COHEN & STEERS QUALITY INCOM 0.3%
Value ($000) $169 Shares 13,772 Est. Cost $12.24 Unrealized
ROYCE VALUE TR INC 0.3%
Value ($000) $157 Shares 10,803 Est. Cost $14.56 Unrealized
WESTERN ASSET DIVERSIFIED IN 0.3%
Value ($000) $152 Shares 10,748 Est. Cost $14.10 Unrealized
MAINSTAY CBRE GBL INFRA MEG 0.3%
Value ($000) $151 Shares 11,616 Est. Cost $12.98 Unrealized
ABRDN LIFE SCIENCES INVESTOR 0.3%
Value ($000) $150 Shares 11,112 Est. Cost $13.46 Unrealized
FLAHERTY & CRUMRINE PFD SECS 0.3%
Value ($000) $149 Shares 10,704 Est. Cost $13.90 Unrealized
BLACKROCK CR ALLOCATION INCO 0.3%
Value ($000) $148 Shares 14,380 Est. Cost $10.32 Unrealized
EATON VANCE LTD DURATION INC 0.3%
Value ($000) $148 Shares 15,440 Est. Cost $9.58 Unrealized
PIMCO DYNAMIC INCOME OPRNTS 0.3%
Value ($000) $148 Shares 12,056 Est. Cost $12.24 Unrealized
ABRDN TOTAL DYNAMIC DIVIDEND 0.3%
Value ($000) $145 Shares 18,040 Est. Cost $8.06 Unrealized
VIRTUS CONVERTIBLE & INCOME 0.3%
Value ($000) $145 Shares 43,076 Est. Cost $3.37 Unrealized
EATON VANCE TAX-MANAGED GLOB 0.3%
Value ($000) $144 Shares 18,600 Est. Cost $7.72 Unrealized
EATON VANCE TAX-MANAGED BUY- 0.3%
Value ($000) $141 Shares 11,456 Est. Cost $12.33 Unrealized
DUFF & PHELPS UTLITY AND INF 0.3%
Value ($000) $141 Shares 15,376 Est. Cost $9.17 Unrealized
ALLSPRING INCOME OPPORTUNIT 0.3%
Value ($000) $141 Shares 21,596 Est. Cost $6.52 Unrealized
BLACKROCK ENHANCED GLOBAL DI 0.3%
Value ($000) $141 Shares 14,192 Est. Cost $9.92 Unrealized
EATON VANCE TAX-MANAGED GLOB 0.3%
Value ($000) $141 Shares 18,084 Est. Cost $7.77 Unrealized
WESTERN AST INFL LKD OPP & I 0.3%
Value ($000) $140 Shares 16,188 Est. Cost $8.67 Unrealized
PGIM GLOBAL HIGH YIELD FD FO 0.3%
Value ($000) $140 Shares 12,340 Est. Cost $11.36 Unrealized
HANCOCK JOHN PREM DIVID FD 0.3%
Value ($000) $140 Shares 13,132 Est. Cost $10.65 Unrealized
WESTERN ASSET EMERGING MKTS 0.3%
Value ($000) $140 Shares 15,180 Est. Cost $9.21 Unrealized
NUVEEN FLOATING RATE INCOME 0.3%
Value ($000) $140 Shares 16,996 Est. Cost $8.08 Unrealized
BLACKSTONE STRATEGIC CRED 20 0.3%
Value ($000) $139 Shares 12,320 Est. Cost $11.32 Unrealized
BLACKROCK ENHANCED EQUITY DI 0.3%
Value ($000) $139 Shares 18,132 Est. Cost $7.69 Unrealized
BROOKFIELD REAL ASSETS INCOM 0.3%
Value ($000) $139 Shares 10,840 Est. Cost $12.81 Unrealized
NUVEEN S&P 500 BUY-WRITE INC 0.3%
Value ($000) $138 Shares 10,792 Est. Cost $12.83 Unrealized
HIGHLAND OPPORTUNITIES 0.3%
Value ($000) $136 Shares 17,624 Est. Cost $7.69 Unrealized
BLACKROCK RES & COMMODITIES 0.3%
Value ($000) $131 Shares 14,772 Est. Cost $8.88 Unrealized
VIRTUS CONVERTIBLE & INC FD 0.2%
Value ($000) $113 Shares 37,764 Est. Cost $3.04 Unrealized
CREDIT SUISSE ASSET MGMT INC 0.2%
Value ($000) $98 Shares 31,328 Est. Cost $3.13 Unrealized
VOYA GLBL EQTY DIV & PREM OP 0.2%
Value ($000) $93 Shares 18,764 Est. Cost $4.97 Unrealized
WESTERN ASSET HIGH INCOME OP 0.2%
Value ($000) $90 Shares 23,240 Est. Cost $3.86 Unrealized
BLACKROCK ENHANCED INTL DIV 0.2%
Value ($000) $87 Shares 16,536 Est. Cost $5.27 Unrealized
TEMPLETON EMERGING MKTS INCO 0.1%
Value ($000) $72 Shares 14,024 Est. Cost $5.14 Unrealized
FRANKLIN LTD DURATION INCOME 0.1%
Value ($000) $65 Shares 10,512 Est. Cost $6.18 Unrealized
BNY MELLON HIGH YIELD STRATE 0.1%
Value ($000) $41 Shares 17,816 Est. Cost $2.22 Unrealized