CTC Alternative Strategies, Ltd. Quant / Systematic

CIK: 0001569550 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: May 2, 2014

Total Value ($000): $176,783,753 (100.0% shares, 0.0% debt)

Holdings (161)

SPY SPDR S&P 500 ETF TRUST 26.6%
Value ($000) $47,093,045 Shares 251,821 Est. Cost $173356.58 Unrealized
SPY SPDR S&P 500 ETF TRUST 20.6%
Value ($000) $36,402,033 Shares 37,729 Est. Cost $173356.58 Unrealized
SPY SPDR S&P 500 ETF TRUST 16.5%
Value ($000) $29,251,047 Shares 25,332 Est. Cost $173356.58 Unrealized
PNC FINANCIAL SERVICES-CW18 2.5%
Value ($000) $4,381,906 Shares 185,674 Est. Cost $15100.00 Unrealized
TWENTY-FIRST CENTURY FOX - B 2.5%
Value ($000) $4,372,360 Shares 140,500 Est. Cost $31120.00 Unrealized
COMERICA INC-CW18 2.3%
Value ($000) $4,130,560 Shares 184,400 Est. Cost $13700.00 Unrealized
TYCO INTERNATIONAL LTD 1.4%
Value ($000) $2,395,600 Shares 56,500 Est. Cost $42400.00 Unrealized
COMCAST CORP-SPECIAL CL A 1.1%
Value ($000) $1,950,800 Shares 40,000 Est. Cost $48770.00 Unrealized
MCD MCDONALD'S CORP 1.0%
Value ($000) $1,725,328 Shares 17,600 Est. Cost $70.27 Unrealized 0.0%
CVX CHEVRON CORP 1.0%
Value ($000) $1,724,195 Shares 14,500 Est. Cost $70.36 Unrealized 0.0%
PG PROCTER & GAMBLE CO/THE 1.0%
Value ($000) $1,716,780 Shares 21,300 Est. Cost $56.51 Unrealized 0.0%
ABT ABBOTT LABORATORIES 0.9%
Value ($000) $1,578,910 Shares 41,000 Est. Cost $30.73 Unrealized 0.0%
ESS ESSEX PROPERTY TRUST INC 0.9%
Value ($000) $1,513,445 Shares 8,900 Est. Cost $110.41 Unrealized 0.0%
FDX FEDEX CORP 0.7%
Value ($000) $1,166,528 Shares 8,800 Est. Cost $115.12 Unrealized 0.0%
CAPITAL ONE FINANCIAL C-CW18 0.5%
Value ($000) $883,750 Shares 25,000 Est. Cost $24230.00 Unrealized
CHIMERA INVESTMENT CORP 0.5%
Value ($000) $856,800 Shares 280,000 Est. Cost $3000.00 Unrealized
BLACKROCK MUNICIPAL TARGET 0.5%
Value ($000) $845,339 Shares 44,305 Est. Cost $17119.99 Unrealized
FIRST TRUST INTERMEDIATE DUR 0.5%
Value ($000) $841,320 Shares 38,000 Est. Cost $21250.00 Unrealized
LIBERTY GLOBAL PLC-SERIES C 0.5%
Value ($000) $814,200 Shares 20,000 Est. Cost $40710.00 Unrealized
DE DEERE & CO 0.4%
Value ($000) $771,800 Shares 8,500 Est. Cost $70.10 Unrealized 0.0%
MUB ISHARES NATIONAL AMT-FREE MU 0.4%
Value ($000) $738,071 Shares 6,894 Est. Cost $105039.89 Unrealized
NUVEEN INTERMEDIATE DURATION 0.4%
Value ($000) $655,946 Shares 54,845 Est. Cost $11509.99 Unrealized
CSCO CISCO SYSTEMS INC 0.4%
Value ($000) $636,586 Shares 28,400 Est. Cost $15.30 Unrealized 0.0%
VZ VERIZON COMMUNICATIONS INC 0.4%
Value ($000) $632,681 Shares 13,300 Est. Cost $25.87 Unrealized 0.0%
LINN CO LLC 0.3%
Value ($000) $590,339 Shares 21,824 Est. Cost $27049.99 Unrealized
NEUBERGER BERMAN MLP INCOME 0.3%
Value ($000) $585,253 Shares 32,460 Est. Cost $19089.99 Unrealized
TRV TRAVELERS COS INC/THE 0.3%
Value ($000) $578,680 Shares 6,800 Est. Cost $64.62 Unrealized 0.0%
IYR ISHARES US REAL ESTATE ETF 0.3%
Value ($000) $554,894 Shares 8,200 Est. Cost $67670.00 Unrealized
M MACY'S INC 0.3%
Value ($000) $545,468 Shares 9,200 Est. Cost $55.60 Unrealized 0.0%
DISCOVERY COMMUNICATIONS-C 0.3%
Value ($000) $539,420 Shares 7,000 Est. Cost $77060.00 Unrealized
EMULEX CORP 0.3%
Value ($000) $500,303 Shares 67,700 Est. Cost $7338.02 Unrealized
BAC BANK OF AMERICA CORP 0.3%
Value ($000) $474,720 Shares 27,600 Est. Cost $10.10 Unrealized +31.3%
DAL DELTA AIR LINES INC 0.3%
Value ($000) $471,240 Shares 13,600 Est. Cost $27.96 Unrealized 0.0%
TCF FINANCIAL CORP-CW18 0.3%
Value ($000) $462,882 Shares 144,200 Est. Cost $2020.00 Unrealized
NUVEEN MORTGAGE OPPORTUNITY 0.2%
Value ($000) $415,888 Shares 17,720 Est. Cost $23139.96 Unrealized
NUVEEN FLOATING RT INC OPP 0.2%
Value ($000) $415,776 Shares 34,080 Est. Cost $12179.99 Unrealized
MU MICRON TECHNOLOGY INC 0.2%
Value ($000) $414,050 Shares 17,500 Est. Cost $23.18 Unrealized 0.0%
WFC WELLS FARGO & CO 0.2%
Value ($000) $407,868 Shares 8,200 Est. Cost $27.36 Unrealized +22.1%
EATON VANCE FLOAT RT INC TR 0.2%
Value ($000) $406,865 Shares 25,915 Est. Cost $15270.00 Unrealized
GAP GAP INC/THE 0.2%
Value ($000) $372,558 Shares 9,300 Est. Cost $27.08 Unrealized 0.0%
OMC OMNICOM GROUP 0.2%
Value ($000) $363,000 Shares 5,000 Est. Cost $49.73 Unrealized 0.0%
ENLINK MIDSTREAM LLC 0.2%
Value ($000) $356,370 Shares 10,500 Est. Cost $33940.00 Unrealized
URI UNITED RENTALS INC 0.2%
Value ($000) $351,278 Shares 3,700 Est. Cost $82.10 Unrealized 0.0%
TRW AUTOMOTIVE HOLDINGS CORP 0.2%
Value ($000) $350,966 Shares 4,300 Est. Cost $81620.00 Unrealized
NEW MEDIA INVESTMENT GROUP 0.2%
Value ($000) $346,962 Shares 23,100 Est. Cost $15020.00 Unrealized
GME GAMESTOP CORP-CLASS A 0.2%
Value ($000) $345,240 Shares 8,400 Est. Cost $6.93 Unrealized 0.0%
JOHNSON CONTROLS INC 0.2%
Value ($000) $340,704 Shares 7,200 Est. Cost $47320.00 Unrealized
OGS ONE GAS INC 0.2%
Value ($000) $334,149 Shares 9,300 Est. Cost $34.23 Unrealized 0.0%
STARWOOD WAYPOINT RESIDE 0.2%
Value ($000) $323,685 Shares 11,243 Est. Cost $28789.91 Unrealized
BROOKFIELD MORTGAGE OPPORTUN 0.2%
Value ($000) $319,580 Shares 19,000 Est. Cost $16570.00 Unrealized
NEWCASTLE INVESTMENT CORP 0.2%
Value ($000) $318,660 Shares 67,800 Est. Cost $4700.00 Unrealized
JPM JPMORGAN CHASE & CO 0.2%
Value ($000) $315,692 Shares 5,200 Est. Cost $36.24 Unrealized +16.1%
LABORATORY CRP OF AMER HLDGS 0.2%
Value ($000) $314,272 Shares 3,200 Est. Cost $98210.00 Unrealized
FOREST LABORATORIES INC 0.2%
Value ($000) $312,333 Shares 3,385 Est. Cost $92269.72 Unrealized
LMT LOCKHEED MARTIN CORP 0.2%
Value ($000) $310,156 Shares 1,900 Est. Cost $113.36 Unrealized 0.0%
GNW GENWORTH FINANCIAL INC-CL A 0.2%
Value ($000) $308,502 Shares 17,400 Est. Cost $16.05 Unrealized 0.0%
HII HUNTINGTON INGALLS INDUSTRIE 0.2%
Value ($000) $306,780 Shares 3,000 Est. Cost $78.33 Unrealized 0.0%
MUSA MURPHY USA INC 0.2%
Value ($000) $306,454 Shares 7,550 Est. Cost $38.02 Unrealized +3.4%
AIZ ASSURANT INC 0.2%
Value ($000) $279,328 Shares 4,300 Est. Cost $51.93 Unrealized 0.0%
C CITIGROUP INC 0.2%
Value ($000) $271,320 Shares 5,700 Est. Cost $35.87 Unrealized +3.4%
MPC MARATHON PETROLEUM CORP 0.2%
Value ($000) $269,824 Shares 3,100 Est. Cost $30.73 Unrealized 0.0%
UIS UNISYS CORP 0.1%
Value ($000) $265,002 Shares 8,700 Est. Cost $32.24 Unrealized 0.0%
UNIT CORP 0.1%
Value ($000) $261,520 Shares 4,000 Est. Cost $65380.00 Unrealized
AETNA INC 0.1%
Value ($000) $259,396 Shares 3,460 Est. Cost $74969.95 Unrealized
PMT PENNYMAC MORTGAGE INVESTMENT 0.1%
Value ($000) $258,120 Shares 10,800 Est. Cost $21261.11 Unrealized
AMR CORP 0.1%
Value ($000) $256,275 Shares 22,500 Est. Cost $11390.00 Unrealized
CROX CROCS INC 0.1%
Value ($000) $251,160 Shares 16,100 Est. Cost $15.31 Unrealized 0.0%
GANNETT CO 0.1%
Value ($000) $251,160 Shares 9,100 Est. Cost $27600.00 Unrealized
INVESCO MORTGAGE CAPITAL 0.1%
Value ($000) $247,050 Shares 15,000 Est. Cost $16560.00 Unrealized
DOMTAR CORP 0.1%
Value ($000) $246,884 Shares 2,200 Est. Cost $112220.00 Unrealized
MARVELL TECHNOLOGY GROUP LTD 0.1%
Value ($000) $242,550 Shares 15,400 Est. Cost $15750.00 Unrealized
COHEN & STEERS LIMITED DURAT 0.1%
Value ($000) $241,808 Shares 10,160 Est. Cost $22619.98 Unrealized
XEROX CORP 0.1%
Value ($000) $238,034 Shares 21,065 Est. Cost $11299.98 Unrealized
ILMN ILLUMINA INC 0.1%
Value ($000) $237,856 Shares 1,600 Est. Cost $146.95 Unrealized 0.0%
ICE INTERCONTINENTALEXCHANGE GRO 0.1%
Value ($000) $237,396 Shares 1,200 Est. Cost $36.26 Unrealized 0.0%
DIRECTV 0.1%
Value ($000) $236,978 Shares 3,101 Est. Cost $76419.87 Unrealized
NOC NORTHROP GRUMMAN CORP 0.1%
Value ($000) $234,422 Shares 1,900 Est. Cost $97.12 Unrealized 0.0%
TECH DATA CORP 0.1%
Value ($000) $231,648 Shares 3,800 Est. Cost $60960.00 Unrealized
WESTERN REFINING INC 0.1%
Value ($000) $231,600 Shares 6,000 Est. Cost $38600.00 Unrealized
DOV DOVER CORP 0.1%
Value ($000) $228,900 Shares 2,800 Est. Cost $50.30 Unrealized 0.0%
TSN TYSON FOODS INC-CL A 0.1%
Value ($000) $220,050 Shares 5,000 Est. Cost $29.21 Unrealized 0.0%
VOYA EMERGING MARKETS HIGH I 0.1%
Value ($000) $219,043 Shares 18,330 Est. Cost $11949.97 Unrealized
GLPI GAMING AND LEISURE PROPERTIE 0.1%
Value ($000) $218,760 Shares 6,000 Est. Cost $50810.00 Unrealized
MARKET VECTORS OIL SERVICE E 0.1%
Value ($000) $216,419 Shares 4,300 Est. Cost $50330.00 Unrealized
SMITH & WESSON HOLDING CORP 0.1%
Value ($000) $216,376 Shares 14,800 Est. Cost $14620.00 Unrealized
UNM UNUM GROUP 0.1%
Value ($000) $215,391 Shares 6,100 Est. Cost $34.13 Unrealized 0.0%
THG HANOVER INSURANCE GROUP INC/ 0.1%
Value ($000) $215,040 Shares 3,500 Est. Cost $42.06 Unrealized 0.0%
ALTISOURCE ASSET MANAGEMENT 0.1%
Value ($000) $214,930 Shares 200 Est. Cost $1074650.00 Unrealized
KFY KORN/FERRY INTERNATIONAL 0.1%
Value ($000) $214,344 Shares 7,200 Est. Cost $22.02 Unrealized 0.0%
GAMCO NATURAL RESOURCES GOLD 0.1%
Value ($000) $213,260 Shares 20,585 Est. Cost $10019.97 Unrealized
COMPUTER SCIENCES CORP 0.1%
Value ($000) $212,870 Shares 3,500 Est. Cost $60820.00 Unrealized
NFLX NETFLIX INC 0.1%
Value ($000) $211,218 Shares 600 Est. Cost $5.73 Unrealized 0.0%
ANDE ANDERSONS INC/THE 0.1%
Value ($000) $207,340 Shares 3,500 Est. Cost $44.15 Unrealized 0.0%
SNX SYNNEX CORP 0.1%
Value ($000) $206,074 Shares 3,400 Est. Cost $26.30 Unrealized 0.0%
COCA-COLA ENTERPRISES 0.1%
Value ($000) $205,368 Shares 4,300 Est. Cost $47760.00 Unrealized
KR KROGER CO 0.1%
Value ($000) $205,155 Shares 4,700 Est. Cost $15.90 Unrealized 0.0%
COMMONWEALTH REIT 0.1%
Value ($000) $205,140 Shares 7,800 Est. Cost $26300.00 Unrealized
DLX DELUXE CORP 0.1%
Value ($000) $204,633 Shares 3,900 Est. Cost $32.31 Unrealized 0.0%
HEALTH NET INC 0.1%
Value ($000) $204,060 Shares 6,000 Est. Cost $34010.00 Unrealized
AMTRUST FINANCIAL SERVICES 0.1%
Value ($000) $202,567 Shares 5,386 Est. Cost $37609.91 Unrealized
VLO VALERO ENERGY CORP 0.1%
Value ($000) $201,780 Shares 3,800 Est. Cost $32.81 Unrealized 0.0%
QUESTCOR PHARMACEUTICALS 0.1%
Value ($000) $201,283 Shares 3,100 Est. Cost $64930.00 Unrealized
WESTERN ASSET EMERGING MARKE 0.1%
Value ($000) $198,180 Shares 16,060 Est. Cost $11839.98 Unrealized
AMERICAN REALTY CAPITAL PROP 0.1%
Value ($000) $193,055 Shares 13,770 Est. Cost $14019.97 Unrealized
SUPERVALU INC 0.1%
Value ($000) $190,836 Shares 27,900 Est. Cost $7020.65 Unrealized
OFFICE DEPOT INC 0.1%
Value ($000) $190,756 Shares 46,188 Est. Cost $4963.81 Unrealized
HUDSON CITY BANCORP INC 0.1%
Value ($000) $185,787 Shares 18,900 Est. Cost $9175.00 Unrealized
RDA MICROELECTRON-SPON ADR 0.1%
Value ($000) $181,093 Shares 10,100 Est. Cost $17930.00 Unrealized
SANM SANMINA CORP 0.1%
Value ($000) $179,735 Shares 10,300 Est. Cost $16.76 Unrealized 0.0%
MERITOR INC 0.1%
Value ($000) $173,950 Shares 14,200 Est. Cost $12250.00 Unrealized
INOVIO PHARMACEUTICALS INC 0.1%
Value ($000) $169,497 Shares 50,900 Est. Cost $3330.00 Unrealized
INVESCO AD MIT II 0.1%
Value ($000) $162,871 Shares 14,820 Est. Cost $10519.98 Unrealized
HBAN HUNTINGTON BANCSHARES INC 0.1%
Value ($000) $162,511 Shares 16,300 Est. Cost $5.74 Unrealized +5.3%
BROCADE COMMUNICATIONS SYS 0.1%
Value ($000) $162,333 Shares 15,300 Est. Cost $10610.00 Unrealized
BLACKROCK MUNIHOLDINGS QU II 0.1%
Value ($000) $160,269 Shares 12,580 Est. Cost $12089.98 Unrealized
DEAN FOODS CO 0.1%
Value ($000) $159,238 Shares 10,300 Est. Cost $15460.00 Unrealized
DWS MULTI-MARKET INCOME TRUS 0.1%
Value ($000) $152,397 Shares 16,025 Est. Cost $9389.95 Unrealized
SELECT MEDICAL HOLDINGS CORP 0.1%
Value ($000) $144,420 Shares 11,600 Est. Cost $12450.00 Unrealized
WILSHIRE BANCORP INC 0.1%
Value ($000) $144,300 Shares 13,000 Est. Cost $11100.00 Unrealized
RF REGIONS FINANCIAL CORP 0.1%
Value ($000) $143,319 Shares 12,900 Est. Cost $7.08 Unrealized 0.0%
AVID TECHNOLOGY INC 0.1%
Value ($000) $137,250 Shares 22,500 Est. Cost $6100.00 Unrealized
RITE AID CORP 0.1%
Value ($000) $131,043 Shares 20,900 Est. Cost $3929.62 Unrealized
RF MICRO DEVICES INC 0.1%
Value ($000) $129,232 Shares 16,400 Est. Cost $5345.00 Unrealized
PSEC PROSPECT CAPITAL CORP 0.1%
Value ($000) $125,280 Shares 11,600 Est. Cost $2.55 Unrealized 0.0%
SYNERGY RESOURCES CORP 0.1%
Value ($000) $120,400 Shares 11,200 Est. Cost $10750.00 Unrealized
TICC CAPITAL CORP 0.1%
Value ($000) $120,294 Shares 12,300 Est. Cost $9780.00 Unrealized
GIANT INTERACTIVE GROUP-ADR 0.1%
Value ($000) $119,171 Shares 10,300 Est. Cost $11240.00 Unrealized
CALLON PETROLEUM CO 0.1%
Value ($000) $106,299 Shares 12,700 Est. Cost $8370.00 Unrealized
ORGANOVO HOLDINGS INC 0.1%
Value ($000) $100,084 Shares 13,100 Est. Cost $7640.00 Unrealized
APOLLO INVESTMENT CORP 0.1%
Value ($000) $98,058 Shares 11,800 Est. Cost $8310.00 Unrealized
MTG MGIC INVESTMENT CORP 0.1%
Value ($000) $94,572 Shares 11,100 Est. Cost $8.70 Unrealized 0.0%
ATMEL CORP 0.1%
Value ($000) $91,960 Shares 11,000 Est. Cost $8360.00 Unrealized
SHANDA GAMES LTD-SPONS ADR 0.1%
Value ($000) $91,509 Shares 14,100 Est. Cost $3910.00 Unrealized
NEURALSTEM INC 0.1%
Value ($000) $90,923 Shares 21,700 Est. Cost $4190.00 Unrealized
SIRIUS XM HOLDINGS INC 0.0%
Value ($000) $88,000 Shares 27,500 Est. Cost $3490.00 Unrealized
YONGYE INTERNATIONAL INC 0.0%
Value ($000) $84,444 Shares 12,400 Est. Cost $5320.00 Unrealized
PARKER DRILLING CO 0.0%
Value ($000) $80,826 Shares 11,400 Est. Cost $5700.00 Unrealized
QUICKLOGIC CORP 0.0%
Value ($000) $78,671 Shares 15,100 Est. Cost $5210.00 Unrealized
GLOBAL CASH ACCESS HOLDINGS 0.0%
Value ($000) $73,402 Shares 10,700 Est. Cost $6860.00 Unrealized
OCLARO INC 0.0%
Value ($000) $72,540 Shares 23,400 Est. Cost $3100.00 Unrealized
IDERA PHARMACEUTICALS INC 0.0%
Value ($000) $67,728 Shares 16,600 Est. Cost $4080.00 Unrealized
LEE ENTERPRISES 0.0%
Value ($000) $64,815 Shares 14,500 Est. Cost $4470.00 Unrealized
ATHERSYS INC 0.0%
Value ($000) $63,180 Shares 19,500 Est. Cost $3240.00 Unrealized
PAIN THERAPEUTICS INC 0.0%
Value ($000) $62,700 Shares 11,400 Est. Cost $5500.00 Unrealized
HANSEN MEDICAL INC 0.0%
Value ($000) $53,560 Shares 20,600 Est. Cost $2600.00 Unrealized
DISCOVERY LABORATORIES INC 0.0%
Value ($000) $52,030 Shares 24,200 Est. Cost $2150.00 Unrealized
CREDIT SUISSE ASSET MGMT INC 0.0%
Value ($000) $50,197 Shares 13,905 Est. Cost $3559.94 Unrealized
HARVEST NATURAL RESOURCES IN 0.0%
Value ($000) $44,744 Shares 11,900 Est. Cost $3760.00 Unrealized
VITESSE SEMICONDUCTOR CORP 0.0%
Value ($000) $42,840 Shares 10,200 Est. Cost $4200.00 Unrealized
NANOVIRICIDES INC 0.0%
Value ($000) $38,720 Shares 12,100 Est. Cost $3200.00 Unrealized
MATTSON TECHNOLOGY INC 0.0%
Value ($000) $36,888 Shares 15,900 Est. Cost $2320.00 Unrealized
DURECT CORPORATION 0.0%
Value ($000) $36,309 Shares 27,300 Est. Cost $1330.00 Unrealized
REXAHN PHARMACEUTICALS INC 0.0%
Value ($000) $34,776 Shares 32,200 Est. Cost $1080.00 Unrealized
VALLEY NATIONAL BANCORP-CW18 0.0%
Value ($000) $34,200 Shares 76,000 Est. Cost $700.00 Unrealized
DENDREON CORP 0.0%
Value ($000) $31,395 Shares 10,500 Est. Cost $2990.00 Unrealized
QUICKSILVER RESOURCES INC 0.0%
Value ($000) $28,930 Shares 11,000 Est. Cost $3070.00 Unrealized
CINEDIGM CORP - A 0.0%
Value ($000) $26,624 Shares 10,400 Est. Cost $2560.00 Unrealized
SANOFI CVR 0.0%
Value ($000) $23,498 Shares 75,800 Est. Cost $1900.00 Unrealized
ELEPHANT TALK COMMUNICATIONS 0.0%
Value ($000) $21,942 Shares 20,700 Est. Cost $1060.00 Unrealized
STR HOLDINGS INC 0.0%
Value ($000) $18,921 Shares 11,900 Est. Cost $1570.00 Unrealized
CAMAC ENERGY INC 0.0%
Value ($000) $11,902 Shares 15,260 Est. Cost $779.95 Unrealized