CTC Alternative Strategies, Ltd. Quant / Systematic

CIK: 0001569550 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Oct 31, 2013

Total Value ($000): $65,347,042 (100.0% shares, 0.0% debt)

Holdings (90)

SPY SPDR S&P 500 ETF TRUST 40.9%
Value ($000) $26,759,456 Shares 159,273 Est. Cost $166550.53 Unrealized
SPY SPDR S&P 500 ETF TRUST 6.3%
Value ($000) $4,136,115 Shares 4,020 Est. Cost $166550.53 Unrealized
ONYX PHARMACEUTICALS INC 5.9%
Value ($000) $3,865,700 Shares 31,000 Est. Cost $124700.00 Unrealized
PNC FINANCIAL SERVICES-CW18 4.4%
Value ($000) $2,859,379 Shares 185,674 Est. Cost $15100.00 Unrealized
COMERICA INC-CW18 3.9%
Value ($000) $2,553,940 Shares 184,400 Est. Cost $13700.00 Unrealized
SPY SPDR S&P 500 ETF TRUST 3.9%
Value ($000) $2,545,353 Shares 3,154 Est. Cost $166550.53 Unrealized
AAPL APPLE INC 2.8%
Value ($000) $1,820,231 Shares 3,818 Est. Cost $14.28 Unrealized 0.0%
DIS WALT DISNEY CO/THE 1.6%
Value ($000) $1,015,266 Shares 15,743 Est. Cost $56.94 Unrealized 0.0%
CHIMERA INVESTMENT CORP 1.3%
Value ($000) $851,200 Shares 280,000 Est. Cost $3000.00 Unrealized
CAPITAL ONE FINANCIAL C-CW18 1.1%
Value ($000) $727,250 Shares 25,000 Est. Cost $24230.00 Unrealized
WFC WELLS FARGO & CO 1.1%
Value ($000) $725,166 Shares 17,550 Est. Cost $27.36 Unrealized +10.3%
MUB ISHARES NATIONAL AMT-FREE MU 1.1%
Value ($000) $720,354 Shares 6,894 Est. Cost $105039.89 Unrealized
EWW ISHARES MSCI MEXICO CAPPED 0.8%
Value ($000) $543,065 Shares 8,500 Est. Cost $63890.00 Unrealized
MRK MERCK & CO. INC. 0.8%
Value ($000) $508,368 Shares 10,678 Est. Cost $30.97 Unrealized 0.0%
SAIC SCIENCE APPLICATIONS INTE 0.7%
Value ($000) $460,991 Shares 13,659 Est. Cost $31.48 Unrealized 0.0%
BAC BANK OF AMERICA CORP 0.7%
Value ($000) $456,973 Shares 33,114 Est. Cost $10.03 Unrealized +12.0%
DELL INC 0.7%
Value ($000) $444,157 Shares 32,300 Est. Cost $13324.99 Unrealized
XOM EXXON MOBIL CORP 0.7%
Value ($000) $426,758 Shares 4,960 Est. Cost $53.69 Unrealized +0.9%
GOLDCORP INC 0.6%
Value ($000) $419,749 Shares 16,138 Est. Cost $26009.98 Unrealized
CAT CATERPILLAR INC 0.6%
Value ($000) $399,235 Shares 4,787 Est. Cost $61.55 Unrealized +0.1%
DIRECTV 0.6%
Value ($000) $392,156 Shares 6,560 Est. Cost $61639.96 Unrealized
IBM INTL BUSINESS MACHINES CORP 0.6%
Value ($000) $381,100 Shares 2,058 Est. Cost $118.94 Unrealized -6.2%
JPM JPMORGAN CHASE & CO 0.6%
Value ($000) $368,808 Shares 7,135 Est. Cost $36.24 Unrealized +6.3%
BARRICK GOLD CORP 0.6%
Value ($000) $360,948 Shares 19,385 Est. Cost $18619.97 Unrealized
GENERAL ELECTRIC CO 0.6%
Value ($000) $359,687 Shares 15,056 Est. Cost $23190.00 Unrealized
NWSA NEWS CORP - CLASS A 0.5%
Value ($000) $358,941 Shares 22,350 Est. Cost $14.03 Unrealized 0.0%
HD HOME DEPOT INC 0.5%
Value ($000) $352,019 Shares 4,641 Est. Cost $56.05 Unrealized +3.2%
GFI GOLD FIELDS LTD-SPONS ADR 0.5%
Value ($000) $341,772 Shares 74,786 Est. Cost $4570.00 Unrealized
C CITIGROUP INC 0.5%
Value ($000) $325,017 Shares 6,700 Est. Cost $35.76 Unrealized +5.2%
MUSA MURPHY USA INC 0.5%
Value ($000) $323,523 Shares 8,010 Est. Cost $38.02 Unrealized 0.0%
WDC WESTERN DIGITAL CORP 0.5%
Value ($000) $323,340 Shares 5,100 Est. Cost $35.69 Unrealized +13.1%
TCF FINANCIAL CORP-CW18 0.5%
Value ($000) $322,575 Shares 144,200 Est. Cost $2020.00 Unrealized
AXP AMERICAN EXPRESS CO 0.5%
Value ($000) $320,280 Shares 4,241 Est. Cost $59.62 Unrealized +6.1%
NEM NEWMONT MINING CORP 0.4%
Value ($000) $284,793 Shares 10,135 Est. Cost $22.61 Unrealized 0.0%
RGLD ROYAL GOLD INC 0.4%
Value ($000) $280,524 Shares 5,765 Est. Cost $51.85 Unrealized 0.0%
ORCL ORACLE CORP 0.4%
Value ($000) $279,026 Shares 8,412 Est. Cost $27.07 Unrealized 0.0%
BRK/B BERKSHIRE HATHAWAY INC-CL B 0.4%
Value ($000) $276,396 Shares 2,435 Est. Cost $115.36 Unrealized 0.0%
RITE AID CORP 0.4%
Value ($000) $249,424 Shares 52,400 Est. Cost $3552.56 Unrealized
ELDORADO GOLD CORP 0.4%
Value ($000) $249,283 Shares 37,151 Est. Cost $6709.99 Unrealized
AEM AGNICO EAGLE MINES LTD 0.4%
Value ($000) $243,947 Shares 9,216 Est. Cost $23.06 Unrealized 0.0%
NGD NEW GOLD INC 0.4%
Value ($000) $243,320 Shares 40,689 Est. Cost $6.81 Unrealized 0.0%
NV ENERGY INC 0.4%
Value ($000) $236,100 Shares 10,000 Est. Cost $23610.00 Unrealized
MSI MOTOROLA SOLUTIONS INC 0.4%
Value ($000) $234,610 Shares 3,951 Est. Cost $46.77 Unrealized 0.0%
MUR MURPHY OIL CORP 0.4%
Value ($000) $232,835 Shares 3,860 Est. Cost $37.73 Unrealized 0.0%
INVESCO MORTGAGE CAPITAL 0.4%
Value ($000) $230,850 Shares 15,000 Est. Cost $16560.00 Unrealized
PMT PENNYMAC MORTGAGE INVESTMENT 0.3%
Value ($000) $226,800 Shares 10,000 Est. Cost $21050.00 Unrealized
T AT&T INC 0.3%
Value ($000) $225,477 Shares 6,667 Est. Cost $11.40 Unrealized -3.9%
XEROX CORP 0.3%
Value ($000) $218,940 Shares 21,277 Est. Cost $10289.98 Unrealized
GS GOLDMAN SACHS GROUP INC 0.3%
Value ($000) $218,329 Shares 1,380 Est. Cost $127.13 Unrealized 0.0%
ELAN CORP PLC -SPONS ADR 0.3%
Value ($000) $215,004 Shares 13,800 Est. Cost $14140.00 Unrealized
BVN CIA DE MINAS BUENAVENTUR-ADR 0.3%
Value ($000) $209,609 Shares 17,900 Est. Cost $11710.00 Unrealized
ADBE ADOBE SYSTEMS INC 0.3%
Value ($000) $208,071 Shares 4,006 Est. Cost $47.71 Unrealized 0.0%
XLF FINANCIAL SELECT SECTOR SPDR 0.3%
Value ($000) $203,031 Shares 10,200 Est. Cost $19905.00 Unrealized
RANDGOLD RESOURCES LTD-ADR 0.3%
Value ($000) $202,429 Shares 2,830 Est. Cost $71529.68 Unrealized
HEWLETT-PACKARD CO 0.3%
Value ($000) $201,063 Shares 9,579 Est. Cost $20989.98 Unrealized
BTG B2GOLD CORP 0.3%
Value ($000) $173,728 Shares 70,052 Est. Cost $2.16 Unrealized 0.0%
HUDSON CITY BANCORP INC 0.3%
Value ($000) $173,587 Shares 19,200 Est. Cost $9175.00 Unrealized
IAG IAMGOLD CORP 0.3%
Value ($000) $167,176 Shares 35,195 Est. Cost $5.24 Unrealized 0.0%
SANOFI CVR 0.2%
Value ($000) $153,116 Shares 75,800 Est. Cost $1900.00 Unrealized
PAAS PAN AMERICAN SILVER CORP 0.2%
Value ($000) $149,599 Shares 14,180 Est. Cost $12.17 Unrealized 0.0%
EEM ISHARES MSCI EMERGING MARKET 0.2%
Value ($000) $146,718 Shares 3,600 Est. Cost $38500.00 Unrealized
NEWCASTLE INVESTMENT CORP 0.2%
Value ($000) $144,434 Shares 25,700 Est. Cost $5620.00 Unrealized
SILVER STANDARD RESOURCES 0.2%
Value ($000) $144,408 Shares 23,481 Est. Cost $6149.99 Unrealized
FIRST NIAGARA FINANCIAL GRP 0.2%
Value ($000) $142,338 Shares 13,726 Est. Cost $10369.95 Unrealized
HMY HARMONY GOLD MNG-SPON ADR 0.2%
Value ($000) $139,120 Shares 41,160 Est. Cost $3379.98 Unrealized
AG FIRST MAJESTIC SILVER CORP 0.2%
Value ($000) $134,385 Shares 11,331 Est. Cost $12.90 Unrealized 0.0%
STRAIGHT PATH COMM- B 0.2%
Value ($000) $128,344 Shares 24,400 Est. Cost $5260.00 Unrealized
EEM ISHARES MSCI EMERGING MARKET 0.2%
Value ($000) $125,856 Shares 36 Est. Cost $38500.00 Unrealized
SAN BANCO SANTANDER SA-SPON ADR 0.2%
Value ($000) $124,184 Shares 15,200 Est. Cost $8170.00 Unrealized
ALLIANZGI CONVERTIBLE & INCO 0.2%
Value ($000) $123,533 Shares 13,100 Est. Cost $9170.00 Unrealized
EEM ISHARES MSCI EMERGING MARKET 0.2%
Value ($000) $119,250 Shares 500 Est. Cost $38500.00 Unrealized
SIRIUS XM RADIO INC 0.2%
Value ($000) $106,562 Shares 27,500 Est. Cost $3350.00 Unrealized
AURICO GOLD INC 0.1%
Value ($000) $94,983 Shares 24,930 Est. Cost $3809.99 Unrealized
RF MICRO DEVICES INC 0.1%
Value ($000) $92,496 Shares 16,400 Est. Cost $5345.00 Unrealized
FOREST OIL CORP 0.1%
Value ($000) $92,110 Shares 15,100 Est. Cost $6100.00 Unrealized
SHANDA GAMES LTD-SPONS ADR 0.1%
Value ($000) $90,321 Shares 23,100 Est. Cost $3910.00 Unrealized
YONGYE INTERNATIONAL INC 0.1%
Value ($000) $87,248 Shares 16,400 Est. Cost $5320.00 Unrealized
HL HECLA MINING CO 0.1%
Value ($000) $74,295 Shares 23,661 Est. Cost $3.08 Unrealized 0.0%
LSCC LATTICE SEMICONDUCTOR CORP 0.1%
Value ($000) $65,116 Shares 14,600 Est. Cost $5070.00 Unrealized
PARKER DRILLING CO 0.1%
Value ($000) $64,980 Shares 11,400 Est. Cost $5700.00 Unrealized
SYNOVUS FINANCIAL CORP 0.1%
Value ($000) $61,710 Shares 18,700 Est. Cost $2920.00 Unrealized
ALLIED NEVADA GOLD CORP 0.1%
Value ($000) $60,037 Shares 14,363 Est. Cost $4179.98 Unrealized
LIBERTY ALL STAR EQUITY FUND 0.1%
Value ($000) $55,420 Shares 10,244 Est. Cost $5199.97 Unrealized
VALLEY NATIONAL BANCORP-CW18 0.1%
Value ($000) $50,160 Shares 76,000 Est. Cost $700.00 Unrealized
GASTAR EXPLORATION LTD 0.1%
Value ($000) $43,845 Shares 11,100 Est. Cost $2670.00 Unrealized
TANZANIAN ROYALTY EXPLORATIO 0.1%
Value ($000) $33,044 Shares 13,061 Est. Cost $2529.97 Unrealized
GOLDEN STAR RESOURCES LTD 0.1%
Value ($000) $33,004 Shares 82,511 Est. Cost $420.00 Unrealized
VGZ VISTA GOLD CORP 0.0%
Value ($000) $6,343 Shares 13,760 Est. Cost $1.47 Unrealized -44.1%
AAPL APPLE INC 0.0%
Value ($000) $5,512 Shares 15 Est. Cost $14.28 Unrealized 0.0%
IYR ISHARES US REAL ESTATE ETF 0.0%
Value ($000) $1,347 Shares 245 Est. Cost Unrealized