CTC Alternative Strategies, Ltd. Quant / Systematic

Location: Chicago, IL

CIK: 0001569550 · Show all filings

Period: Q2 2024 (← Previous) (Next →)

Filing Date: Aug 2, 2024

Total Value: $236M (100.0% shares, 0.0% debt)

Holdings (180)

LQD ISHARES TR 27.0%
Value $63.74M Shares 595,000 Est. Cost $108.60 Unrealized
TLT ISHARES TR 3.5%
Value $8.26M Shares 90,000 Est. Cost $91.78 Unrealized
UNH UNITEDHEALTH GROUP INC 1.9%
Value $4.53M Shares 8,895 Est. Cost $473.12 Unrealized 0.0%
CRWD CROWDSTRIKE HLDGS INC 1.6%
Value $3.832M Shares 10,000 Est. Cost $332.59 Unrealized 0.0%
BRK/B BERKSHIRE HATHAWAY INC DEL 1.4%
Value $3.417M Shares 8,400 Est. Cost $408.62 Unrealized 0.0%
APO APOLLO GLOBAL MGMT INC 1.4%
Value $3.4M Shares 28,800 Est. Cost $110.88 Unrealized 0.0%
JPM JPMORGAN CHASE & CO. 1.3%
Value $3.133M Shares 15,490 Est. Cost $189.18 Unrealized 0.0%
XOM EXXON MOBIL CORP 1.3%
Value $3.085M Shares 26,799 Est. Cost $110.09 Unrealized 0.0%
TMO THERMO FISHER SCIENTIFIC INC 1.2%
Value $2.876M Shares 5,200 Est. Cost $569.75 Unrealized 0.0%
CTAS CINTAS CORP 1.2%
Value $2.801M Shares 4,000 Est. Cost $168.55 Unrealized 0.0%
CAT CATERPILLAR INC 1.2%
Value $2.798M Shares 8,400 Est. Cost $338.69 Unrealized 0.0%
XHB SPDR SER TR 1.1%
Value $2.527M Shares 25,000 Est. Cost $101.08 Unrealized
ICLR ICON PLC 1.1%
Value $2.501M Shares 7,980 Est. Cost $313.39 Unrealized 0.0%
TT TRANE TECHNOLOGIES PLC 1.1%
Value $2.5M Shares 7,600 Est. Cost $313.71 Unrealized 0.0%
ABBV ABBVIE INC 1.0%
Value $2.401M Shares 14,000 Est. Cost $157.12 Unrealized 0.0%
CPRT COPART INC 1.0%
Value $2.3M Shares 42,461 Est. Cost $54.59 Unrealized 0.0%
KKR KKR & CO INC 0.9%
Value $2.063M Shares 19,600 Est. Cost $100.87 Unrealized 0.0%
SPOT SPOTIFY TECHNOLOGY S A 0.9%
Value $2.056M Shares 6,553 Est. Cost $263.70 Unrealized +14.2%
SUPER MICRO COMPUTER INC 0.8%
Value $1.966M Shares 2,400 Est. Cost $819.35 Unrealized
RTX RTX CORPORATION 0.8%
Value $1.955M Shares 19,477 Est. Cost $100.12 Unrealized 0.0%
PSX PHILLIPS 66 0.8%
Value $1.92M Shares 13,600 Est. Cost $139.62 Unrealized 0.0%
LOW LOWES COS INC 0.8%
Value $1.852M Shares 8,400 Est. Cost $221.43 Unrealized -0.0%
ACN ACCENTURE PLC IRELAND 0.8%
Value $1.844M Shares 6,076 Est. Cost $299.34 Unrealized 0.0%
MCD MCDONALDS CORP 0.8%
Value $1.782M Shares 6,993 Est. Cost $255.04 Unrealized 0.0%
MCHP MICROCHIP TECHNOLOGY INC. 0.7%
Value $1.72M Shares 18,800 Est. Cost $87.39 Unrealized 0.0%
BAC BANK AMERICA CORP 0.7%
Value $1.703M Shares 42,810 Est. Cost $36.84 Unrealized 0.0%
CEG CONSTELLATION ENERGY CORP 0.7%
Value $1.691M Shares 8,445 Est. Cost $201.97 Unrealized 0.0%
WFC WELLS FARGO CO NEW 0.7%
Value $1.684M Shares 28,347 Est. Cost $56.87 Unrealized 0.0%
DE DEERE & CO 0.7%
Value $1.642M Shares 4,395 Est. Cost $380.47 Unrealized 0.0%
MTD METTLER TOLEDO INTERNATIONAL 0.7%
Value $1.637M Shares 1,171 Est. Cost $1367.69 Unrealized 0.0%
WESTROCK CO 0.7%
Value $1.628M Shares 32,396 Est. Cost $50.26 Unrealized
PH PARKER-HANNIFIN CORP 0.7%
Value $1.619M Shares 3,200 Est. Cost $527.65 Unrealized 0.0%
TDG TRANSDIGM GROUP INC 0.7%
Value $1.586M Shares 1,241 Est. Cost $1136.24 Unrealized 0.0%
IQV IQVIA HLDGS INC 0.6%
Value $1.522M Shares 7,200 Est. Cost $227.18 Unrealized 0.0%
JNJ JOHNSON & JOHNSON 0.6%
Value $1.52M Shares 10,400 Est. Cost $141.44 Unrealized 0.0%
IBB ISHARES TR 0.6%
Value $1.496M Shares 10,900 Est. Cost $137.26 Unrealized
MRVL MARVELL TECHNOLOGY INC 0.6%
Value $1.479M Shares 21,165 Est. Cost $69.68 Unrealized 0.0%
A AGILENT TECHNOLOGIES INC 0.6%
Value $1.452M Shares 11,200 Est. Cost $138.24 Unrealized 0.0%
COP CONOCOPHILLIPS 0.6%
Value $1.45M Shares 12,675 Est. Cost $115.38 Unrealized 0.0%
LIN LINDE PLC 0.6%
Value $1.404M Shares 3,200 Est. Cost $430.58 Unrealized 0.0%
APH AMPHENOL CORP NEW 0.6%
Value $1.374M Shares 20,400 Est. Cost $62.23 Unrealized 0.0%
CARR CARRIER GLOBAL CORPORATION 0.6%
Value $1.337M Shares 21,192 Est. Cost $60.20 Unrealized 0.0%
NU NU HLDGS LTD 0.6%
Value $1.333M Shares 103,442 Est. Cost $11.64 Unrealized 0.0%
ROK ROCKWELL AUTOMATION INC 0.6%
Value $1.322M Shares 4,803 Est. Cost $262.45 Unrealized 0.0%
MRSH MARSH & MCLENNAN COS INC 0.5%
Value $1.264M Shares 6,000 Est. Cost $200.17 Unrealized 0.0%
PYPL PAYPAL HLDGS INC 0.5%
Value $1.207M Shares 20,800 Est. Cost $63.46 Unrealized 0.0%
XBI SPDR SER TR 0.5%
Value $1.205M Shares 13,000 Est. Cost $92.71 Unrealized
VRTX VERTEX PHARMACEUTICALS INC 0.5%
Value $1.172M Shares 2,500 Est. Cost $434.05 Unrealized 0.0%
MAR MARRIOTT INTL INC NEW 0.5%
Value $1.155M Shares 4,777 Est. Cost $236.12 Unrealized 0.0%
TXN TEXAS INSTRS INC 0.5%
Value $1.136M Shares 5,842 Est. Cost $176.15 Unrealized 0.0%
LMT LOCKHEED MARTIN CORP 0.5%
Value $1.121M Shares 2,400 Est. Cost $441.57 Unrealized 0.0%
TGT TARGET CORP 0.5%
Value $1.12M Shares 7,567 Est. Cost $147.92 Unrealized 0.0%
PAYX PAYCHEX INC 0.5%
Value $1.09M Shares 9,191 Est. Cost $116.34 Unrealized 0.0%
RSG REPUBLIC SVCS INC 0.5%
Value $1.088M Shares 5,600 Est. Cost $185.14 Unrealized 0.0%
CHD CHURCH & DWIGHT CO INC 0.5%
Value $1.078M Shares 10,400 Est. Cost $103.76 Unrealized 0.0%
SPGI S&P GLOBAL INC 0.5%
Value $1.07M Shares 2,400 Est. Cost $423.77 Unrealized 0.0%
CVX CHEVRON CORP NEW 0.4%
Value $1.059M Shares 6,773 Est. Cost $148.39 Unrealized 0.0%
WELL WELLTOWER INC 0.4%
Value $1.042M Shares 9,997 Est. Cost $95.03 Unrealized 0.0%
BLACKROCK INC 0.4%
Value $1.024M Shares 1,300 Est. Cost $787.32 Unrealized
ROST ROSS STORES INC 0.4%
Value $1.021M Shares 7,026 Est. Cost $135.85 Unrealized 0.0%
PCAR PACCAR INC 0.4%
Value $999K Shares 9,704 Est. Cost $103.67 Unrealized 0.0%
ANSYS INC 0.4%
Value $997K Shares 3,101 Est. Cost $321.50 Unrealized
LNG CHENIERE ENERGY INC 0.4%
Value $982K Shares 5,616 Est. Cost $159.21 Unrealized 0.0%
DASH DOORDASH INC 0.4%
Value $947K Shares 8,705 Est. Cost $120.46 Unrealized 0.0%
IR INGERSOLL RAND INC 0.4%
Value $908K Shares 9,998 Est. Cost $91.78 Unrealized 0.0%
CMCSA COMCAST CORP NEW 0.4%
Value $877K Shares 22,400 Est. Cost $37.12 Unrealized 0.0%
CSCO CISCO SYS INC 0.4%
Value $873K Shares 18,385 Est. Cost $45.29 Unrealized 0.0%
HD HOME DEPOT INC 0.4%
Value $868K Shares 2,522 Est. Cost $327.56 Unrealized 0.0%
PG PROCTER AND GAMBLE CO 0.4%
Value $858K Shares 5,203 Est. Cost $157.20 Unrealized 0.0%
HON HONEYWELL INTL INC 0.4%
Value $854K Shares 3,999 Est. Cost $183.79 Unrealized 0.0%
RMD RESMED INC 0.4%
Value $840K Shares 4,386 Est. Cost $200.02 Unrealized 0.0%
WMT WALMART INC 0.3%
Value $789K Shares 11,648 Est. Cost $61.97 Unrealized 0.0%
EW EDWARDS LIFESCIENCES CORP 0.3%
Value $776K Shares 8,400 Est. Cost $88.55 Unrealized 0.0%
VZ VERIZON COMMUNICATIONS INC 0.3%
Value $754K Shares 18,293 Est. Cost $36.47 Unrealized 0.0%
DIS DISNEY WALT CO 0.3%
Value $752K Shares 7,571 Est. Cost $105.51 Unrealized 0.0%
AFL AFLAC INC 0.3%
Value $750K Shares 8,397 Est. Cost $83.08 Unrealized 0.0%
MO ALTRIA GROUP INC 0.3%
Value $747K Shares 16,400 Est. Cost $39.11 Unrealized 0.0%
HUBB HUBBELL INC 0.3%
Value $731K Shares 2,000 Est. Cost $383.93 Unrealized 0.0%
TJX TJX COS INC NEW 0.3%
Value $727K Shares 6,607 Est. Cost $98.66 Unrealized 0.0%
UPS UNITED PARCEL SERVICE INC 0.3%
Value $709K Shares 5,182 Est. Cost $129.99 Unrealized 0.0%
XLP SELECT SECTOR SPDR TR 0.3%
Value $697K Shares 9,100 Est. Cost $76.58 Unrealized
PM PHILIP MORRIS INTL INC 0.3%
Value $689K Shares 6,800 Est. Cost $91.29 Unrealized 0.0%
YUM YUM BRANDS INC 0.3%
Value $689K Shares 5,200 Est. Cost $133.30 Unrealized 0.0%
CI THE CIGNA GROUP 0.3%
Value $668K Shares 2,021 Est. Cost $334.20 Unrealized 0.0%
PPG PPG INDS INC 0.3%
Value $655K Shares 5,200 Est. Cost $127.35 Unrealized 0.0%
CNM CORE & MAIN INC 0.3%
Value $646K Shares 13,200 Est. Cost $55.54 Unrealized 0.0%
CSGP COSTAR GROUP INC 0.3%
Value $643K Shares 8,677 Est. Cost $84.75 Unrealized 0.0%
EQIX EQUINIX INC 0.3%
Value $636K Shares 840 Est. Cost $732.37 Unrealized 0.0%
NEE NEXTERA ENERGY INC 0.3%
Value $623K Shares 8,800 Est. Cost $67.61 Unrealized 0.0%
MPC MARATHON PETE CORP 0.3%
Value $622K Shares 3,587 Est. Cost $179.57 Unrealized 0.0%
AXP AMERICAN EXPRESS CO 0.3%
Value $609K Shares 2,629 Est. Cost $227.31 Unrealized 0.0%
DHR DANAHER CORPORATION 0.3%
Value $600K Shares 2,400 Est. Cost $250.27 Unrealized 0.0%
MDLZ MONDELEZ INTL INC 0.3%
Value $598K Shares 9,145 Est. Cost $65.15 Unrealized 0.0%
PFE PFIZER INC 0.3%
Value $598K Shares 21,375 Est. Cost $24.77 Unrealized 0.0%
OXY OCCIDENTAL PETE CORP 0.2%
Value $582K Shares 9,234 Est. Cost $62.02 Unrealized 0.0%
EFX EQUIFAX INC 0.2%
Value $582K Shares 2,400 Est. Cost $235.79 Unrealized 0.0%
ITW ILLINOIS TOOL WKS INC 0.2%
Value $569K Shares 2,403 Est. Cost $247.64 Unrealized -4.4%
ABT ABBOTT LABS 0.2%
Value $551K Shares 5,300 Est. Cost $110.78 Unrealized -7.1%
ADI ANALOG DEVICES INC 0.2%
Value $548K Shares 2,400 Est. Cost $207.63 Unrealized 0.0%
T AT&T INC 0.2%
Value $520K Shares 27,198 Est. Cost $16.16 Unrealized 0.0%
FIS FIDELITY NATL INFORMATION SV 0.2%
Value $512K Shares 6,796 Est. Cost $71.51 Unrealized 0.0%
CB CHUBB LIMITED 0.2%
Value $510K Shares 2,000 Est. Cost $241.21 Unrealized +4.8%
MS MORGAN STANLEY 0.2%
Value $505K Shares 5,200 Est. Cost $90.80 Unrealized 0.0%
EOG EOG RES INC 0.2%
Value $505K Shares 4,011 Est. Cost $122.13 Unrealized 0.0%
AIG AMERICAN INTL GROUP INC 0.2%
Value $503K Shares 6,779 Est. Cost $73.69 Unrealized 0.0%
ETN EATON CORP PLC 0.2%
Value $502K Shares 1,600 Est. Cost $317.31 Unrealized 0.0%
VLO VALERO ENERGY CORP 0.2%
Value $501K Shares 3,195 Est. Cost $153.50 Unrealized 0.0%
FDS FACTSET RESH SYS INC 0.2%
Value $490K Shares 1,201 Est. Cost $417.35 Unrealized 0.0%
TMUS T-MOBILE US INC 0.2%
Value $489K Shares 2,777 Est. Cost $163.58 Unrealized 0.0%
PSA PUBLIC STORAGE OPER CO 0.2%
Value $489K Shares 1,700 Est. Cost $257.67 Unrealized 0.0%
TECH BIO-TECHNE CORP 0.2%
Value $487K Shares 6,800 Est. Cost $72.99 Unrealized 0.0%
PHM PULTE GROUP INC 0.2%
Value $484K Shares 4,400 Est. Cost $112.10 Unrealized 0.0%
IBM INTERNATIONAL BUSINESS MACHS 0.2%
Value $484K Shares 2,800 Est. Cost $165.85 Unrealized 0.0%
JBL JABIL INC 0.2%
Value $479K Shares 4,400 Est. Cost $120.79 Unrealized 0.0%
FISV FISERV INC 0.2%
Value $478K Shares 3,210 Est. Cost $151.37 Unrealized 0.0%
ALLE ALLEGION PLC 0.2%
Value $473K Shares 4,005 Est. Cost $121.01 Unrealized 0.0%
HAL HALLIBURTON CO 0.2%
Value $473K Shares 14,000 Est. Cost $35.31 Unrealized 0.0%
MDT MEDTRONIC PLC 0.2%
Value $472K Shares 6,000 Est. Cost $78.07 Unrealized 0.0%
CSX CSX CORP 0.2%
Value $468K Shares 14,000 Est. Cost $33.12 Unrealized 0.0%
FDX FEDEX CORP 0.2%
Value $467K Shares 1,557 Est. Cost $251.77 Unrealized 0.0%
CHTR CHARTER COMMUNICATIONS INC N 0.2%
Value $467K Shares 1,561 Est. Cost $272.92 Unrealized 0.0%
MSI MOTOROLA SOLUTIONS INC 0.2%
Value $463K Shares 1,200 Est. Cost $322.57 Unrealized +9.9%
EPAM EPAM SYS INC 0.2%
Value $451K Shares 2,400 Est. Cost $213.23 Unrealized 0.0%
PLD PROLOGIS INC. 0.2%
Value $451K Shares 4,014 Est. Cost $104.48 Unrealized 0.0%
TTC TORO CO 0.2%
Value $450K Shares 4,808 Est. Cost $88.20 Unrealized 0.0%
CDW CDW CORP 0.2%
Value $448K Shares 2,000 Est. Cost $226.70 Unrealized 0.0%
EMR EMERSON ELEC CO 0.2%
Value $442K Shares 4,009 Est. Cost $107.47 Unrealized 0.0%
TE CONNECTIVITY LTD 0.2%
Value $435K Shares 2,889 Est. Cost $150.43 Unrealized
EXPD EXPEDITORS INTL WASH INC 0.2%
Value $431K Shares 3,457 Est. Cost $116.51 Unrealized 0.0%
BSX BOSTON SCIENTIFIC CORP 0.2%
Value $431K Shares 5,600 Est. Cost $73.20 Unrealized 0.0%
MET METLIFE INC 0.2%
Value $421K Shares 6,000 Est. Cost $68.14 Unrealized 0.0%
CVS CVS HEALTH CORP 0.2%
Value $420K Shares 7,109 Est. Cost $58.52 Unrealized 0.0%
BMY BRISTOL-MYERS SQUIBB CO 0.2%
Value $417K Shares 10,034 Est. Cost $41.01 Unrealized 0.0%
CMI CUMMINS INC 0.2%
Value $415K Shares 1,500 Est. Cost $276.13 Unrealized 0.0%
GILD GILEAD SCIENCES INC 0.2%
Value $413K Shares 6,014 Est. Cost $63.13 Unrealized 0.0%
DPZ DOMINOS PIZZA INC 0.2%
Value $401K Shares 777 Est. Cost $497.09 Unrealized 0.0%
XP XP INC 0.2%
Value $396K Shares 22,512 Est. Cost $20.66 Unrealized 0.0%
WST WEST PHARMACEUTICAL SVSC INC 0.2%
Value $395K Shares 1,200 Est. Cost $351.74 Unrealized 0.0%
OTIS OTIS WORLDWIDE CORP 0.2%
Value $394K Shares 4,093 Est. Cost $93.72 Unrealized 0.0%
HCA HCA HEALTHCARE INC 0.2%
Value $386K Shares 1,200 Est. Cost $320.76 Unrealized 0.0%
CBOE CBOE GLOBAL MKTS INC 0.2%
Value $385K Shares 2,263 Est. Cost $175.11 Unrealized 0.0%
EA ELECTRONIC ARTS INC 0.2%
Value $384K Shares 2,753 Est. Cost $130.68 Unrealized 0.0%
KEYS KEYSIGHT TECHNOLOGIES INC 0.2%
Value $383K Shares 2,800 Est. Cost $146.14 Unrealized 0.0%
INCY INCYTE CORP 0.2%
Value $364K Shares 6,000 Est. Cost $56.64 Unrealized 0.0%
BF/B BROWN FORMAN CORP 0.2%
Value $363K Shares 8,400 Est. Cost $44.98 Unrealized 0.0%
ACI ALBERTSONS COS INC 0.2%
Value $362K Shares 18,326 Est. Cost $19.35 Unrealized +0.2%
APA APA CORPORATION 0.1%
Value $350K Shares 11,905 Est. Cost $28.82 Unrealized 0.0%
NOC NORTHROP GRUMMAN CORP 0.1%
Value $349K Shares 800 Est. Cost $444.00 Unrealized 0.0%
AON AON PLC 0.1%
Value $342K Shares 1,164 Est. Cost $292.51 Unrealized 0.0%
SO SOUTHERN CO 0.1%
Value $341K Shares 4,398 Est. Cost $71.79 Unrealized 0.0%
LW LAMB WESTON HLDGS INC 0.1%
Value $336K Shares 4,000 Est. Cost $82.13 Unrealized 0.0%
MRNA MODERNA INC 0.1%
Value $333K Shares 2,800 Est. Cost $126.55 Unrealized 0.0%
GM GENERAL MTRS CO 0.1%
Value $329K Shares 7,081 Est. Cost $44.38 Unrealized 0.0%
ICE INTERCONTINENTAL EXCHANGE IN 0.1%
Value $329K Shares 2,400 Est. Cost $131.74 Unrealized 0.0%
ACGL ARCH CAP GROUP LTD 0.1%
Value $323K Shares 3,200 Est. Cost $92.47 Unrealized 0.0%
DUK DUKE ENERGY CORP NEW 0.1%
Value $321K Shares 3,200 Est. Cost $89.99 Unrealized +4.7%
SJM SMUCKER J M CO 0.1%
Value $316K Shares 2,900 Est. Cost $106.16 Unrealized 0.0%
CME CME GROUP INC 0.1%
Value $315K Shares 1,600 Est. Cost $194.99 Unrealized 0.0%
WTW WILLIS TOWERS WATSON PLC LTD 0.1%
Value $314K Shares 1,198 Est. Cost $252.98 Unrealized 0.0%
LECO LINCOLN ELEC HLDGS INC 0.1%
Value $302K Shares 1,600 Est. Cost $217.03 Unrealized 0.0%
DHI D R HORTON INC 0.1%
Value $294K Shares 2,084 Est. Cost $144.49 Unrealized 0.0%
PAGS PAGSEGURO DIGITAL LTD 0.1%
Value $292K Shares 25,000 Est. Cost $12.29 Unrealized 0.0%
C CITIGROUP INC 0.1%
Value $286K Shares 4,500 Est. Cost $58.71 Unrealized 0.0%
BDX BECTON DICKINSON & CO 0.1%
Value $280K Shares 1,200 Est. Cost $227.88 Unrealized 0.0%
DISCOVER FINL SVCS 0.1%
Value $260K Shares 1,984 Est. Cost $131.09 Unrealized
CROX CROCS INC 0.1%
Value $249K Shares 1,705 Est. Cost $140.27 Unrealized 0.0%
KMB KIMBERLY-CLARK CORP 0.1%
Value $249K Shares 1,800 Est. Cost $114.08 Unrealized +9.8%
BROOKLINE BANCORP INC DEL 0.1%
Value $230K Shares 27,500 Est. Cost $8.35 Unrealized
MKTX MARKETAXESS HLDGS INC 0.1%
Value $221K Shares 1,100 Est. Cost $200.47 Unrealized 0.0%
ELV ELEVANCE HEALTH INC 0.1%
Value $216K Shares 399 Est. Cost $513.68 Unrealized 0.0%
AGNC AGNC INVT CORP 0.1%
Value $144K Shares 15,100 Est. Cost $9.89 Unrealized
CNH CNH INDL N V 0.1%
Value $143K Shares 14,100 Est. Cost $10.90 Unrealized 0.0%
SGMT SAGIMET BIOSCIENCES INC 0.1%
Value $122K Shares 35,800 Est. Cost $4.59 Unrealized 0.0%
LESLIES INC 0.0%
Value $105K Shares 25,059 Est. Cost $4.19 Unrealized
OUTSET MED INC 0.0%
Value $94,225 Shares 24,474 Est. Cost $3.85 Unrealized
LICYQ LI-CYCLE HOLDINGS CORP 0.0%
Value $86,196 Shares 13,200 Est. Cost $6.53 Unrealized
CAREMAX INC 0.0%
Value $59,427 Shares 21,300 Est. Cost $2.79 Unrealized
GINKGO BIOWORKS HOLDINGS INC 0.0%
Value $56,596 Shares 169,298 Est. Cost $0.33 Unrealized
MNKD MANNKIND CORP 0.0%
Value $56,585 Shares 10,840 Est. Cost $4.54 Unrealized 0.0%
KLXE KLX ENERGY SERVICS HOLDNGS I 0.0%
Value $53,460 Shares 10,800 Est. Cost $6.01 Unrealized 0.0%