CTC Alternative Strategies, Ltd. Quant / Systematic

CIK: 0001569550 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Feb 12, 2014

Total Value ($000): $131,174,343 (100.0% shares, 0.0% debt)

Holdings (143)

SPY SPDR S&P 500 ETF TRUST 33.3%
Value ($000) $43,712,059 Shares 236,678 Est. Cost $172483.00 Unrealized
SPY SPDR S&P 500 ETF TRUST 20.0%
Value ($000) $26,199,139 Shares 18,909 Est. Cost $172483.00 Unrealized
SPY SPDR S&P 500 ETF TRUST 2.8%
Value ($000) $3,651,695 Shares 859 Est. Cost $172483.00 Unrealized
COMERICA INC-CW18 2.7%
Value ($000) $3,512,820 Shares 184,400 Est. Cost $13700.00 Unrealized
PNC FINANCIAL SERVICES-CW18 2.5%
Value ($000) $3,295,713 Shares 185,674 Est. Cost $15100.00 Unrealized
MARKET VECTORS GOLD MINERS 1.4%
Value ($000) $1,901,700 Shares 90,000 Est. Cost $21130.00 Unrealized
CAT CATERPILLAR INC 1.2%
Value ($000) $1,575,553 Shares 17,350 Est. Cost $62.36 Unrealized +0.5%
HCP INC 0.9%
Value ($000) $1,223,984 Shares 33,700 Est. Cost $36320.00 Unrealized
UNITED TECHNOLOGIES CORP 0.9%
Value ($000) $1,206,280 Shares 10,600 Est. Cost $113800.00 Unrealized
BLACKROCK MUNICIPAL TARGET 0.9%
Value ($000) $1,205,333 Shares 70,405 Est. Cost $17119.99 Unrealized
PEOPLE'S UNITED FINANCIAL 0.9%
Value ($000) $1,161,216 Shares 76,800 Est. Cost $15120.00 Unrealized
EWZ ISHARES MSCI BRAZIL CAPPED E 0.9%
Value ($000) $1,117,000 Shares 25,000 Est. Cost $44680.00 Unrealized
AMR CORP 0.8%
Value ($000) $1,025,100 Shares 90,000 Est. Cost $11390.00 Unrealized
FIRST TRUST INTERMEDIATE DUR 0.7%
Value ($000) $941,375 Shares 44,300 Est. Cost $21250.00 Unrealized
CAPITAL ONE FINANCIAL C-CW18 0.7%
Value ($000) $886,000 Shares 25,000 Est. Cost $24230.00 Unrealized
CHIMERA INVESTMENT CORP 0.7%
Value ($000) $868,000 Shares 280,000 Est. Cost $3000.00 Unrealized
NUVEEN INTERMEDIATE DURATION 0.6%
Value ($000) $723,345 Shares 62,845 Est. Cost $11509.99 Unrealized
RED HAT INC 0.5%
Value ($000) $717,312 Shares 12,800 Est. Cost $56040.00 Unrealized
MUB ISHARES NATIONAL AMT-FREE MU 0.5%
Value ($000) $715,183 Shares 6,894 Est. Cost $105039.89 Unrealized
JOY GLOBAL INC 0.5%
Value ($000) $713,578 Shares 12,200 Est. Cost $58490.00 Unrealized
BRO BROWN & BROWN INC 0.5%
Value ($000) $690,580 Shares 22,000 Est. Cost $14.08 Unrealized 0.0%
DHI DR HORTON INC 0.5%
Value ($000) $680,760 Shares 30,500 Est. Cost $16.97 Unrealized 0.0%
ALLERGAN INC 0.5%
Value ($000) $677,588 Shares 6,100 Est. Cost $111080.00 Unrealized
TDC TERADATA CORP 0.5%
Value ($000) $650,507 Shares 14,300 Est. Cost $45.33 Unrealized 0.0%
DLR DIGITAL REALTY TRUST INC 0.5%
Value ($000) $648,384 Shares 13,200 Est. Cost $31.09 Unrealized 0.0%
CCL CARNIVAL CORP 0.5%
Value ($000) $634,686 Shares 15,800 Est. Cost $29.26 Unrealized 0.0%
CITRIX SYSTEMS INC 0.5%
Value ($000) $632,500 Shares 10,000 Est. Cost $63250.00 Unrealized
SCCO SOUTHERN COPPER CORP 0.5%
Value ($000) $631,620 Shares 22,000 Est. Cost $17.42 Unrealized 0.0%
NEUBERGER BERMAN MLP INCOME 0.5%
Value ($000) $619,661 Shares 32,460 Est. Cost $19089.99 Unrealized
CENTURYLINK INC 0.5%
Value ($000) $614,705 Shares 19,300 Est. Cost $31850.00 Unrealized
EXPE EXPEDIA INC 0.5%
Value ($000) $613,008 Shares 8,800 Est. Cost $54.93 Unrealized 0.0%
NUANCE COMMUNICATIONS INC 0.5%
Value ($000) $603,440 Shares 39,700 Est. Cost $15200.00 Unrealized
DDS DILLARDS INC-CL A 0.5%
Value ($000) $602,702 Shares 6,200 Est. Cost $64.16 Unrealized 0.0%
IBM INTL BUSINESS MACHINES CORP 0.5%
Value ($000) $600,224 Shares 3,200 Est. Cost $114.46 Unrealized -7.0%
NEM NEWMONT MINING CORP 0.5%
Value ($000) $598,780 Shares 26,000 Est. Cost $20.86 Unrealized -5.4%
URBN URBAN OUTFITTERS INC 0.5%
Value ($000) $597,310 Shares 16,100 Est. Cost $37.45 Unrealized 0.0%
VMI VALMONT INDUSTRIES 0.4%
Value ($000) $581,568 Shares 3,900 Est. Cost $141.23 Unrealized 0.0%
DIAMOND OFFSHORE DRILLING 0.4%
Value ($000) $580,584 Shares 10,200 Est. Cost $56920.00 Unrealized
COACH INC 0.4%
Value ($000) $578,139 Shares 10,300 Est. Cost $56130.00 Unrealized
ANNALY CAPITAL MANAGEMENT IN 0.4%
Value ($000) $575,269 Shares 57,700 Est. Cost $9970.00 Unrealized
CPT CAMDEN PROPERTY TRUST 0.4%
Value ($000) $574,488 Shares 10,100 Est. Cost $37.89 Unrealized 0.0%
EXC EXELON CORP 0.4%
Value ($000) $566,973 Shares 20,700 Est. Cost $13.04 Unrealized 0.0%
ISRG INTUITIVE SURGICAL INC 0.4%
Value ($000) $537,712 Shares 1,400 Est. Cost $42.08 Unrealized 0.0%
CFR CULLEN/FROST BANKERS INC 0.4%
Value ($000) $535,896 Shares 7,200 Est. Cost $50.20 Unrealized 0.0%
CBL & ASSOCIATES PROPERTIES 0.4%
Value ($000) $528,024 Shares 29,400 Est. Cost $17960.00 Unrealized
MCHP MICROCHIP TECHNOLOGY INC 0.4%
Value ($000) $510,150 Shares 11,400 Est. Cost $16.17 Unrealized 0.0%
TCF FINANCIAL CORP-CW18 0.4%
Value ($000) $475,860 Shares 144,200 Est. Cost $2020.00 Unrealized
ATR APTARGROUP INC 0.3%
Value ($000) $454,327 Shares 6,700 Est. Cost $53.66 Unrealized 0.0%
GLPI GAMING AND LEISURE PROPERTIE 0.3%
Value ($000) $421,723 Shares 8,300 Est. Cost $50810.00 Unrealized
BAC BANK OF AMERICA CORP 0.3%
Value ($000) $420,390 Shares 27,000 Est. Cost $10.03 Unrealized +16.5%
DOUBLELINE INCOME SOLUTIONS 0.3%
Value ($000) $415,473 Shares 19,700 Est. Cost $21090.00 Unrealized
NUVEEN FLOATING RT INC OPP 0.3%
Value ($000) $415,094 Shares 34,080 Est. Cost $12179.99 Unrealized
DENTSPLY INTERNATIONAL INC 0.3%
Value ($000) $412,080 Shares 8,500 Est. Cost $48480.00 Unrealized
NUVEEN MORTGAGE OPPORTUNITY 0.3%
Value ($000) $410,040 Shares 17,720 Est. Cost $23139.96 Unrealized
FOSL FOSSIL GROUP INC 0.3%
Value ($000) $407,796 Shares 3,400 Est. Cost $123.42 Unrealized 0.0%
NWSA NEWS CORP - CLASS A 0.3%
Value ($000) $402,747 Shares 22,350 Est. Cost $14.03 Unrealized +8.0%
EATON VANCE FLOAT RT INC TR 0.3%
Value ($000) $395,722 Shares 25,915 Est. Cost $15270.00 Unrealized
RPM RPM INTERNATIONAL INC 0.3%
Value ($000) $394,345 Shares 9,500 Est. Cost $38.93 Unrealized 0.0%
ORI OLD REPUBLIC INTL CORP 0.3%
Value ($000) $386,848 Shares 22,400 Est. Cost $7.12 Unrealized 0.0%
WFC WELLS FARGO & CO 0.3%
Value ($000) $372,280 Shares 8,200 Est. Cost $27.36 Unrealized +12.4%
MARKET VECTORS GOLD MINERS 0.3%
Value ($000) $371,947 Shares 1,609 Est. Cost $21130.00 Unrealized
C CITIGROUP INC 0.3%
Value ($000) $369,981 Shares 7,100 Est. Cost $35.87 Unrealized +5.0%
BKH BLACK HILLS CORP 0.3%
Value ($000) $336,064 Shares 6,400 Est. Cost $33.02 Unrealized 0.0%
SEARS HOLDINGS CORP 0.3%
Value ($000) $328,568 Shares 6,700 Est. Cost $49040.00 Unrealized
BROOKFIELD MORTGAGE OPPORTUN 0.2%
Value ($000) $314,830 Shares 19,000 Est. Cost $16570.00 Unrealized
WST WEST PHARMACEUTICAL SERVICES 0.2%
Value ($000) $313,984 Shares 6,400 Est. Cost $44.20 Unrealized 0.0%
MUSA MURPHY USA INC 0.2%
Value ($000) $313,778 Shares 7,550 Est. Cost $38.02 Unrealized +8.4%
JPM JPMORGAN CHASE & CO 0.2%
Value ($000) $304,096 Shares 5,200 Est. Cost $36.24 Unrealized +9.4%
COHEN & STEERS LIMITED DURAT 0.2%
Value ($000) $302,203 Shares 13,360 Est. Cost $22619.98 Unrealized
FUL H.B. FULLER CO. 0.2%
Value ($000) $270,608 Shares 5,200 Est. Cost $41.82 Unrealized 0.0%
GAMCO GLOBAL GOLD NATURAL RE 0.2%
Value ($000) $260,678 Shares 28,900 Est. Cost $9020.00 Unrealized
TWITTER INC 0.2%
Value ($000) $254,600 Shares 4,000 Est. Cost $63650.00 Unrealized
PMT PENNYMAC MORTGAGE INVESTMENT 0.2%
Value ($000) $229,600 Shares 10,000 Est. Cost $21050.00 Unrealized
MSFT MICROSOFT CORP 0.2%
Value ($000) $229,285 Shares 6,129 Est. Cost $30.02 Unrealized 0.0%
WGL HOLDINGS INC 0.2%
Value ($000) $224,336 Shares 5,600 Est. Cost $40060.00 Unrealized
INVESCO MORTGAGE CAPITAL 0.2%
Value ($000) $220,200 Shares 15,000 Est. Cost $16560.00 Unrealized
ING EMERGING MARKETS HIGH DI 0.2%
Value ($000) $215,377 Shares 18,330 Est. Cost $11749.97 Unrealized
AAL AMERICAN AIRLINES GROUP INC 0.2%
Value ($000) $208,460 Shares 300 Est. Cost $21.78 Unrealized 0.0%
AAL AMERICAN AIRLINES GROUP INC 0.2%
Value ($000) $206,960 Shares 398 Est. Cost $21.78 Unrealized 0.0%
GAMCO NATURAL RESOURCES GOLD 0.2%
Value ($000) $206,261 Shares 20,585 Est. Cost $10019.97 Unrealized
FLAHERTY & CRUMRINE DYNAMIC 0.2%
Value ($000) $201,604 Shares 9,820 Est. Cost $20529.94 Unrealized
MUR MURPHY OIL CORP 0.2%
Value ($000) $201,128 Shares 3,100 Est. Cost $37.73 Unrealized +7.0%
INVESCO TRUST FOR INVESTMEN 0.1%
Value ($000) $191,713 Shares 15,740 Est. Cost $12179.99 Unrealized
INVESCO AD MIT II 0.1%
Value ($000) $190,622 Shares 18,120 Est. Cost $10519.98 Unrealized
CYS INVESTMENTS INC 0.1%
Value ($000) $190,437 Shares 25,700 Est. Cost $7410.00 Unrealized
WESTERN ASSET EMERGING MARKE 0.1%
Value ($000) $190,150 Shares 16,060 Est. Cost $11839.98 Unrealized
HUDSON CITY BANCORP INC 0.1%
Value ($000) $178,227 Shares 18,900 Est. Cost $9175.00 Unrealized
COLE REAL ESTATE INVESTMENT 0.1%
Value ($000) $176,904 Shares 12,600 Est. Cost $14040.00 Unrealized
OFFICE DEPOT INC 0.1%
Value ($000) $175,628 Shares 33,200 Est. Cost $5290.00 Unrealized
WALTER ENERGY INC 0.1%
Value ($000) $171,289 Shares 10,300 Est. Cost $16630.00 Unrealized
AEROPOSTALE INC 0.1%
Value ($000) $169,983 Shares 18,700 Est. Cost $9090.00 Unrealized
FUSION-IO INC 0.1%
Value ($000) $164,835 Shares 18,500 Est. Cost $8910.00 Unrealized
MOLYCORP INC 0.1%
Value ($000) $161,856 Shares 28,800 Est. Cost $5620.00 Unrealized
HL HECLA MINING CO 0.1%
Value ($000) $158,620 Shares 51,500 Est. Cost $2.96 Unrealized -3.5%
ALPHA NATURAL RESOURCES INC 0.1%
Value ($000) $152,796 Shares 21,400 Est. Cost $7140.00 Unrealized
BLACKROCK MUNIHOLDINGS QU II 0.1%
Value ($000) $152,092 Shares 12,580 Est. Cost $12089.98 Unrealized
DFC GLOBAL CORP 0.1%
Value ($000) $151,712 Shares 13,250 Est. Cost $11449.96 Unrealized
INFIQ INFINITY PHARMACEUTICALS INC 0.1%
Value ($000) $150,529 Shares 10,900 Est. Cost $14.12 Unrealized 0.0%
DWS MULTI-MARKET INCOME TRUS 0.1%
Value ($000) $150,474 Shares 16,025 Est. Cost $9389.95 Unrealized
EEM ISHARES MSCI EMERGING MARKET 0.1%
Value ($000) $150,462 Shares 3,600 Est. Cost $38500.00 Unrealized
ATLANTIC POWER CORP 0.1%
Value ($000) $149,640 Shares 43,000 Est. Cost $3480.00 Unrealized
HEALTH MGMT ASSOCIATES INC-A 0.1%
Value ($000) $149,340 Shares 11,400 Est. Cost $13100.00 Unrealized
NII HOLDINGS INC 0.1%
Value ($000) $149,325 Shares 54,300 Est. Cost $2750.00 Unrealized
CDE COEUR MINING INC 0.1%
Value ($000) $148,645 Shares 13,700 Est. Cost $11.27 Unrealized 0.0%
ACCO ACCO BRANDS CORP 0.1%
Value ($000) $148,512 Shares 22,100 Est. Cost $4.44 Unrealized 0.0%
EZPW EZCORP INC-CL A 0.1%
Value ($000) $148,463 Shares 12,700 Est. Cost $13.27 Unrealized 0.0%
INVESCO MUNICIPAL OPPORTUNI 0.1%
Value ($000) $147,663 Shares 12,610 Est. Cost $11709.99 Unrealized
IXIA 0.1%
Value ($000) $145,079 Shares 10,900 Est. Cost $13310.00 Unrealized
CAMPUS CREST COMMUNITIES INC 0.1%
Value ($000) $143,973 Shares 15,300 Est. Cost $9410.00 Unrealized
ARMOUR RESIDENTIAL REIT INC 0.1%
Value ($000) $143,157 Shares 35,700 Est. Cost $4010.00 Unrealized
ARCH COAL INC 0.1%
Value ($000) $142,845 Shares 32,100 Est. Cost $4450.00 Unrealized
ANWORTH MORTGAGE ASSET CORP 0.1%
Value ($000) $141,456 Shares 33,600 Est. Cost $4210.00 Unrealized
GASTAR EXPLORATION INC 0.1%
Value ($000) $139,784 Shares 20,200 Est. Cost $6920.00 Unrealized
EARTHLINK HOLDINGS CORP 0.1%
Value ($000) $139,397 Shares 27,500 Est. Cost $5068.98 Unrealized
BIOSCRIP INC 0.1%
Value ($000) $139,120 Shares 18,800 Est. Cost $7400.00 Unrealized
HALCON RESOURCES CORP 0.1%
Value ($000) $137,933 Shares 35,734 Est. Cost $3859.99 Unrealized
SWIFT ENERGY CO 0.1%
Value ($000) $137,700 Shares 10,200 Est. Cost $13500.00 Unrealized
KEY KEYCORP 0.1%
Value ($000) $135,542 Shares 10,100 Est. Cost $8.05 Unrealized 0.0%
HBAN HUNTINGTON BANCSHARES INC 0.1%
Value ($000) $132,205 Shares 13,700 Est. Cost $5.68 Unrealized 0.0%
GIANT INTERACTIVE GROUP-ADR 0.1%
Value ($000) $115,772 Shares 10,300 Est. Cost $11240.00 Unrealized
EXTR EXTREME NETWORKS INC 0.1%
Value ($000) $110,284 Shares 15,800 Est. Cost $6.21 Unrealized 0.0%
EMULEX CORP 0.1%
Value ($000) $109,548 Shares 15,300 Est. Cost $7160.00 Unrealized
SHANDA GAMES LTD-SPONS ADR 0.1%
Value ($000) $105,798 Shares 23,100 Est. Cost $3910.00 Unrealized
EEM ISHARES MSCI EMERGING MARKET 0.1%
Value ($000) $99,362 Shares 36 Est. Cost $38500.00 Unrealized
EEM ISHARES MSCI EMERGING MARKET 0.1%
Value ($000) $98,750 Shares 500 Est. Cost $38500.00 Unrealized
SIRIUS XM HOLDINGS INC 0.1%
Value ($000) $95,975 Shares 27,500 Est. Cost $3490.00 Unrealized
ABRAXAS PETROLEUM CORP 0.1%
Value ($000) $95,873 Shares 29,400 Est. Cost $3260.99 Unrealized
PARKER DRILLING CO 0.1%
Value ($000) $92,682 Shares 11,400 Est. Cost $5700.00 Unrealized
AMKR AMKOR TECHNOLOGY INC 0.1%
Value ($000) $91,950 Shares 15,000 Est. Cost $4.97 Unrealized 0.0%
RITE AID CORP 0.1%
Value ($000) $91,080 Shares 18,000 Est. Cost $3552.56 Unrealized
RF MICRO DEVICES INC 0.1%
Value ($000) $84,624 Shares 16,400 Est. Cost $5345.00 Unrealized
SUPERVALU INC 0.1%
Value ($000) $81,648 Shares 11,200 Est. Cost $7290.00 Unrealized
YONGYE INTERNATIONAL INC 0.1%
Value ($000) $79,360 Shares 12,400 Est. Cost $5320.00 Unrealized
AAL AMERICAN AIRLINES GROUP INC 0.1%
Value ($000) $75,750 Shares 3,000 Est. Cost $21.78 Unrealized 0.0%
MFS INTERMEDIATE INC TRUST 0.1%
Value ($000) $68,376 Shares 13,200 Est. Cost $5180.00 Unrealized
CREDIT SUISSE ASSET MGMT INC 0.0%
Value ($000) $49,501 Shares 13,905 Est. Cost $3559.94 Unrealized
VALLEY NATIONAL BANCORP-CW18 0.0%
Value ($000) $41,876 Shares 76,000 Est. Cost $700.00 Unrealized
CAMELOT INFORMATION SYS-ADS 0.0%
Value ($000) $41,000 Shares 20,500 Est. Cost $2000.00 Unrealized
QUICKSILVER RESOURCES INC 0.0%
Value ($000) $33,770 Shares 11,000 Est. Cost $3070.00 Unrealized
DENDREON CORP 0.0%
Value ($000) $31,395 Shares 10,500 Est. Cost $2990.00 Unrealized
SANOFI CVR 0.0%
Value ($000) $25,772 Shares 75,800 Est. Cost $1900.00 Unrealized
STR HOLDINGS INC 0.0%
Value ($000) $18,683 Shares 11,900 Est. Cost $1570.00 Unrealized
IYR ISHARES US REAL ESTATE ETF 0.0%
Value ($000) $490 Shares 245 Est. Cost Unrealized