CTC Alternative Strategies, Ltd. Quant / Systematic

CIK: 0001569550 · Show all filings

Period: Q4 2024 (← Previous) (Next →)

Filing Date: Feb 19, 2025

Total Value ($000): $83,264 (100.0% shares, 0.0% debt)

Holdings (47)

LQD ISHARES TR 49.5%

Value ($000) $41,240 Shares 386,000 Est. Cost $108.34 Unrealized —

CVNA CARVANA CO 7.3%

Value ($000) $6,101 Shares 30,000 Est. Cost — Unrealized —

VCLT VANGUARD SCOTTSDALE FDS 7.2%

Value ($000) $5,982 Shares 80,000 Est. Cost $74.78 Unrealized —

SPY SPDR S&P 500 ETF TR 5.0%

Value ($000) $4,192 Shares 7,152 Est. Cost $586.08 Unrealized —

XLV SELECT SECTOR SPDR TR 1.9%

Value ($000) $1,603 Shares 11,650 Est. Cost $145.90 Unrealized —

XLE SELECT SECTOR SPDR TR 1.8%

Value ($000) $1,529 Shares 17,850 Est. Cost $87.80 Unrealized —

XLRE SELECT SECTOR SPDR TR 1.8%

Value ($000) $1,519 Shares 37,350 Est. Cost $40.67 Unrealized —

XLP SELECT SECTOR SPDR TR 1.8%

Value ($000) $1,509 Shares 19,200 Est. Cost $78.61 Unrealized —

XLB SELECT SECTOR SPDR TR 1.8%

Value ($000) $1,502 Shares 17,850 Est. Cost $96.38 Unrealized —

XLU SELECT SECTOR SPDR TR 1.8%

Value ($000) $1,499 Shares 19,800 Est. Cost $75.69 Unrealized —

IP INTERNATIONAL PAPER CO 1.7%

Value ($000) $1,403 Shares 26,076 Est. Cost $51.32 Unrealized 0.0%

TSLA TESLA INC 1.5%

Value ($000) $1,249 Shares 3,094 Est. Cost $321.74 Unrealized 0.0%

MSTR MICROSTRATEGY INC 1.4%

Value ($000) $1,125 Shares 3,884 Est. Cost $300.91 Unrealized 0.0%

ACAD ACADIA PHARMACEUTICALS INC 1.2%

Value ($000) $1,012 Shares 55,133 Est. Cost $16.14 Unrealized 0.0%

LLY ELI LILLY & CO 1.2%

Value ($000) $1,004 Shares 1,300 Est. Cost $854.45 Unrealized -3.9%

COIN COINBASE GLOBAL INC 1.1%

Value ($000) $928 Shares 3,737 Est. Cost $253.86 Unrealized 0.0%

NVDA NVIDIA CORPORATION 1.1%

Value ($000) $913 Shares 6,798 Est. Cost $118.07 Unrealized +16.7%

SMCI SUPER MICRO COMPUTER INC 1.0%

Value ($000) $799 Shares 26,198 Est. Cost $36.35 Unrealized 0.0%

CPNG COUPANG INC 0.8%

Value ($000) $625 Shares 28,419 Est. Cost $24.55 Unrealized 0.0%

VZ VERIZON COMMUNICATIONS INC 0.7%

Value ($000) $569 Shares 14,224 Est. Cost $39.40 Unrealized 0.0%

QQQ INVESCO QQQ TR 0.6%

Value ($000) $537 Shares 1,050 Est. Cost $511.23 Unrealized —

KMB KIMBERLY-CLARK CORP 0.6%

Value ($000) $516 Shares 3,941 Est. Cost $130.11 Unrealized 0.0%

ED CONSOLIDATED EDISON INC 0.6%

Value ($000) $501 Shares 5,619 Est. Cost $94.78 Unrealized 0.0%

ADM ARCHER DANIELS MIDLAND CO 0.5%

Value ($000) $382 Shares 7,570 Est. Cost $51.78 Unrealized 0.0%

ELS EQUITY LIFESTYLE PPTYS INC 0.4%

Value ($000) $346 Shares 5,200 Est. Cost $66.60 Unrealized —

FTI TECHNIPFMC PLC 0.4%

Value ($000) $304 Shares 10,494 Est. Cost $28.27 Unrealized 0.0%

— DISCOVER FINL SVCS 0.3%

Value ($000) $288 Shares 1,660 Est. Cost $131.37 Unrealized —

PSA PUBLIC STORAGE OPER CO 0.3%

Value ($000) $273 Shares 911 Est. Cost $315.96 Unrealized 0.0%

AIZ ASSURANT INC 0.3%

Value ($000) $270 Shares 1,264 Est. Cost $204.34 Unrealized 0.0%

SOFI SOFI TECHNOLOGIES INC 0.3%

Value ($000) $265 Shares 17,212 Est. Cost $12.99 Unrealized 0.0%

DOC HEALTHPEAK PROPERTIES INC 0.3%

Value ($000) $229 Shares 11,305 Est. Cost $20.16 Unrealized 0.0%

MS MORGAN STANLEY 0.3%

Value ($000) $225 Shares 1,788 Est. Cost $119.51 Unrealized 0.0%

MPC MARATHON PETE CORP 0.3%

Value ($000) $220 Shares 1,575 Est. Cost $174.21 Unrealized -14.6%

LULU LULULEMON ATHLETICA INC 0.3%

Value ($000) $215 Shares 561 Est. Cost $326.48 Unrealized 0.0%

PFG PRINCIPAL FINANCIAL GROUP IN 0.3%

Value ($000) $209 Shares 2,706 Est. Cost $80.65 Unrealized 0.0%

RBA RB GLOBAL INC 0.3%

Value ($000) $209 Shares 2,322 Est. Cost $89.47 Unrealized 0.0%

PSX PHILLIPS 66 0.2%

Value ($000) $206 Shares 1,812 Est. Cost $122.03 Unrealized 0.0%

COR CENCORA INC 0.2%

Value ($000) $205 Shares 914 Est. Cost $233.11 Unrealized 0.0%

JBHT HUNT J B TRANS SVCS INC 0.2%

Value ($000) $205 Shares 1,200 Est. Cost $176.51 Unrealized 0.0%

APA APA CORPORATION 0.2%

Value ($000) $204 Shares 8,829 Est. Cost $22.14 Unrealized 0.0%

— JUNIPER NETWORKS INC 0.2%

Value ($000) $202 Shares 5,400 Est. Cost $38.98 Unrealized —

TSCO TRACTOR SUPPLY CO 0.2%

Value ($000) $202 Shares 3,807 Est. Cost $55.43 Unrealized 0.0%

VRE VERIS RESIDENTIAL INC 0.2%

Value ($000) $175 Shares 10,529 Est. Cost $16.63 Unrealized —

AEO AMERICAN EAGLE OUTFITTERS IN 0.2%

Value ($000) $175 Shares 10,500 Est. Cost $18.08 Unrealized 0.0%

HBAN HUNTINGTON BANCSHARES INC 0.2%

Value ($000) $172 Shares 10,562 Est. Cost $15.70 Unrealized 0.0%

KSS KOHLS CORP 0.2%

Value ($000) $168 Shares 11,949 Est. Cost $17.23 Unrealized 0.0%

HL HECLA MNG CO 0.1%

Value ($000) $59 Shares 12,100 Est. Cost $5.95 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
LQD	ISHARES TR	386,000	$41,240	49.5%	$108.34	—	IBOXX INV CP ETF	464287242
CVNA	CARVANA CO	30,000	$6,101	7.3%	—	—	Put	146869102
VCLT	VANGUARD SCOTTSDALE FDS	80,000	$5,982	7.2%	$74.78	—	LG-TERM COR BD	92206C813
SPY	SPDR S&P 500 ETF TR	7,152	$4,192	5.0%	$586.08	—	TR UNIT	78462F103
XLV	SELECT SECTOR SPDR TR	11,650	$1,603	1.9%	$145.90	—	SBI HEALTHCARE	81369Y209
XLE	SELECT SECTOR SPDR TR	17,850	$1,529	1.8%	$87.80	—	ENERGY	81369Y506
XLRE	SELECT SECTOR SPDR TR	37,350	$1,519	1.8%	$40.67	—	RL EST SEL SEC	81369Y860
XLP	SELECT SECTOR SPDR TR	19,200	$1,509	1.8%	$78.61	—	SBI CONS STPLS	81369Y308
XLB	SELECT SECTOR SPDR TR	17,850	$1,502	1.8%	$96.38	—	SBI MATERIALS	81369Y100
XLU	SELECT SECTOR SPDR TR	19,800	$1,499	1.8%	$75.69	—	SBI INT-UTILS	81369Y886
IP	INTERNATIONAL PAPER CO	26,076	$1,403	1.7%	$51.32	0.0%	COM	460146103
TSLA	TESLA INC	3,094	$1,249	1.5%	$321.74	0.0%	COM	88160R101
MSTR	MICROSTRATEGY INC	3,884	$1,125	1.4%	$300.91	0.0%	CL A NEW	594972408
ACAD	ACADIA PHARMACEUTICALS INC	55,133	$1,012	1.2%	$16.14	0.0%	COM	004225108
LLY	ELI LILLY & CO	1,300	$1,004	1.2%	$854.45	-3.9%	COM	532457108
COIN	COINBASE GLOBAL INC	3,737	$928	1.1%	$253.86	0.0%	COM CL A	19260Q107
NVDA	NVIDIA CORPORATION	6,798	$913	1.1%	$118.07	+16.7%	COM	67066G104
SMCI	SUPER MICRO COMPUTER INC	26,198	$799	1.0%	$36.35	0.0%	COM NEW	86800U302
CPNG	COUPANG INC	28,419	$625	0.8%	$24.55	0.0%	CL A	22266T109
VZ	VERIZON COMMUNICATIONS INC	14,224	$569	0.7%	$39.40	0.0%	COM	92343V104
QQQ	INVESCO QQQ TR	1,050	$537	0.6%	$511.23	—	UNIT SER 1	46090E103
KMB	KIMBERLY-CLARK CORP	3,941	$516	0.6%	$130.11	0.0%	COM	494368103
ED	CONSOLIDATED EDISON INC	5,619	$501	0.6%	$94.78	0.0%	COM	209115104
ADM	ARCHER DANIELS MIDLAND CO	7,570	$382	0.5%	$51.78	0.0%	COM	039483102
ELS	EQUITY LIFESTYLE PPTYS INC	5,200	$346	0.4%	$66.60	—	COM	29472R108
FTI	TECHNIPFMC PLC	10,494	$304	0.4%	$28.27	0.0%	COM	G87110105
—	DISCOVER FINL SVCS	1,660	$288	0.3%	$131.37	—	COM	254709108
PSA	PUBLIC STORAGE OPER CO	911	$273	0.3%	$315.96	0.0%	COM	74460D109
AIZ	ASSURANT INC	1,264	$270	0.3%	$204.34	0.0%	COM	04621X108
SOFI	SOFI TECHNOLOGIES INC	17,212	$265	0.3%	$12.99	0.0%	COM	83406F102
DOC	HEALTHPEAK PROPERTIES INC	11,305	$229	0.3%	$20.16	0.0%	COM	42250P103
MS	MORGAN STANLEY	1,788	$225	0.3%	$119.51	0.0%	COM NEW	617446448
MPC	MARATHON PETE CORP	1,575	$220	0.3%	$174.21	-14.6%	COM	56585A102
LULU	LULULEMON ATHLETICA INC	561	$215	0.3%	$326.48	0.0%	COM	550021109
PFG	PRINCIPAL FINANCIAL GROUP IN	2,706	$209	0.3%	$80.65	0.0%	COM	74251V102
RBA	RB GLOBAL INC	2,322	$209	0.3%	$89.47	0.0%	COM	74935Q107
PSX	PHILLIPS 66	1,812	$206	0.2%	$122.03	0.0%	COM	718546104
COR	CENCORA INC	914	$205	0.2%	$233.11	0.0%	COM	03073E105
JBHT	HUNT J B TRANS SVCS INC	1,200	$205	0.2%	$176.51	0.0%	COM	445658107
APA	APA CORPORATION	8,829	$204	0.2%	$22.14	0.0%	COM	03743Q108
—	JUNIPER NETWORKS INC	5,400	$202	0.2%	$38.98	—	COM	48203R104
TSCO	TRACTOR SUPPLY CO	3,807	$202	0.2%	$55.43	0.0%	COM	892356106
VRE	VERIS RESIDENTIAL INC	10,529	$175	0.2%	$16.63	—	COM	554489104
AEO	AMERICAN EAGLE OUTFITTERS IN	10,500	$175	0.2%	$18.08	0.0%	COM	02553E106
HBAN	HUNTINGTON BANCSHARES INC	10,562	$172	0.2%	$15.70	0.0%	COM	446150104
KSS	KOHLS CORP	11,949	$168	0.2%	$17.23	0.0%	COM	500255104
HL	HECLA MNG CO	12,100	$59	0.1%	$5.95	0.0%	COM	422704106