CTC Alternative Strategies, Ltd. Quant / Systematic

CIK: 0001569550 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Nov 14, 2014

Total Value ($000): $54,648,144 (100.0% shares, 0.0% debt)

Holdings (114)

GOOGLE INC-CL C 20.6%
Value ($000) $11,231,961 Shares 19,454 Est. Cost $576664.56 Unrealized
TWENTY-FIRST CENTURY FOX - B 8.5%
Value ($000) $4,663,400 Shares 140,000 Est. Cost $31120.00 Unrealized
PNC FINANCIAL SERVICES-CW18 7.8%
Value ($000) $4,243,579 Shares 185,674 Est. Cost $15100.00 Unrealized
COMERICA INC-CW18 7.0%
Value ($000) $3,813,392 Shares 184,400 Est. Cost $13700.00 Unrealized
COMCAST CORP-SPECIAL CL A 3.9%
Value ($000) $2,140,000 Shares 40,000 Est. Cost $48770.00 Unrealized
LIBERTY MEDIA CORP - C 2.5%
Value ($000) $1,340,436 Shares 28,526 Est. Cost $46989.97 Unrealized
BLACKROCK MUNICIPAL TARGET 2.0%
Value ($000) $1,079,040 Shares 54,305 Est. Cost $17626.39 Unrealized
CAPITAL ONE FINANCIAL C-CW18 1.8%
Value ($000) $1,001,000 Shares 25,000 Est. Cost $24230.00 Unrealized
CHIMERA INVESTMENT CORP 1.6%
Value ($000) $851,200 Shares 280,000 Est. Cost $3000.00 Unrealized
MUB ISHARES NATIONAL AMT-FREE MU 1.4%
Value ($000) $756,064 Shares 6,894 Est. Cost $105039.89 Unrealized
RF MICRO DEVICES INC 1.3%
Value ($000) $713,172 Shares 61,800 Est. Cost $9807.67 Unrealized
NUVEEN INT DUR MUNI TERM FD 1.3%
Value ($000) $683,917 Shares 54,845 Est. Cost $11509.99 Unrealized
LIBERTY MEDIA CORP - A 0.9%
Value ($000) $495,390 Shares 10,500 Est. Cost $136680.00 Unrealized
JPM JPMORGAN CHASE & CO 0.8%
Value ($000) $433,728 Shares 7,200 Est. Cost $38.16 Unrealized +13.0%
BLACKHAWK NETWORK HD-B 0.8%
Value ($000) $433,046 Shares 13,407 Est. Cost $26850.00 Unrealized
WFC WELLS FARGO & CO 0.7%
Value ($000) $404,586 Shares 7,800 Est. Cost $32.04 Unrealized +16.8%
CSCO CISCO SYSTEMS INC 0.7%
Value ($000) $402,720 Shares 16,000 Est. Cost $15.90 Unrealized +11.3%
TCF FINANCIAL CORP-CW18 0.7%
Value ($000) $395,108 Shares 144,200 Est. Cost $2020.00 Unrealized
SPY SPDR S&P 500 ETF TRUST 0.7%
Value ($000) $394,040 Shares 2,000 Est. Cost $197020.00 Unrealized
CBS OUTDOOR AMERICAS INC 0.7%
Value ($000) $389,220 Shares 13,000 Est. Cost $29940.00 Unrealized
BAC BANK OF AMERICA CORP 0.6%
Value ($000) $351,230 Shares 20,600 Est. Cost $11.21 Unrealized +12.1%
DE DEERE & CO 0.6%
Value ($000) $344,358 Shares 4,200 Est. Cost $71.22 Unrealized -2.6%
TRW AUTOMOTIVE HOLDINGS CORP 0.6%
Value ($000) $344,250 Shares 3,400 Est. Cost $81620.00 Unrealized
HCA HCA HOLDINGS INC 0.6%
Value ($000) $338,496 Shares 4,800 Est. Cost $51.88 Unrealized +18.4%
HEALTH NET INC 0.6%
Value ($000) $322,770 Shares 7,000 Est. Cost $37294.29 Unrealized
WASHINGTON PRIME GROUP 0.6%
Value ($000) $321,632 Shares 18,400 Est. Cost $18740.00 Unrealized
WELLPOINT INC 0.5%
Value ($000) $299,050 Shares 2,500 Est. Cost $110492.40 Unrealized
C CITIGROUP INC 0.5%
Value ($000) $295,374 Shares 5,700 Est. Cost $35.87 Unrealized +4.3%
TENNECO INC 0.5%
Value ($000) $277,243 Shares 5,300 Est. Cost $63426.23 Unrealized
UNITED STATES STEEL CORP 0.5%
Value ($000) $274,190 Shares 7,000 Est. Cost $39170.00 Unrealized
TRV TRAVELERS COS INC/THE 0.5%
Value ($000) $272,426 Shares 2,900 Est. Cost $65.44 Unrealized +10.8%
CE CELANESE CORP-SERIES A 0.5%
Value ($000) $263,340 Shares 4,500 Est. Cost $49.55 Unrealized 0.0%
JOHNSON CONTROLS INC 0.5%
Value ($000) $255,200 Shares 5,800 Est. Cost $47457.37 Unrealized
INVESCO MORTGAGE CAPITAL 0.5%
Value ($000) $254,664 Shares 16,200 Est. Cost $16497.78 Unrealized
ENERGY TRANSFER PARTNERS LP 0.5%
Value ($000) $253,720 Shares 3,965 Est. Cost $63989.91 Unrealized
LORILLARD INC 0.5%
Value ($000) $251,622 Shares 4,200 Est. Cost $60970.00 Unrealized
BAH BOOZ ALLEN HAMILTON HOLDINGS 0.5%
Value ($000) $250,380 Shares 10,700 Est. Cost $17.55 Unrealized 0.0%
ACTIVISION BLIZZARD INC 0.5%
Value ($000) $249,480 Shares 12,000 Est. Cost $20790.00 Unrealized
AETNA INC 0.5%
Value ($000) $247,860 Shares 3,060 Est. Cost $81000.00 Unrealized
HD HOME DEPOT INC 0.5%
Value ($000) $247,698 Shares 2,700 Est. Cost $65.73 Unrealized 0.0%
NUVEEN MORT OPPORT TERM FD 0.4%
Value ($000) $245,100 Shares 10,320 Est. Cost $23139.96 Unrealized
INTC INTEL CORP 0.4%
Value ($000) $243,740 Shares 7,000 Est. Cost $25.75 Unrealized 0.0%
JAZZ PHARMACEUTICALS PLC 0.4%
Value ($000) $240,840 Shares 1,500 Est. Cost $160560.00 Unrealized
ARLP ALLIANCE RESOURCE PARTNERS 0.4%
Value ($000) $239,904 Shares 5,600 Est. Cost $45833.57 Unrealized
XEROX CORP 0.4%
Value ($000) $235,030 Shares 17,765 Est. Cost $11299.98 Unrealized
TXT TEXTRON INC 0.4%
Value ($000) $233,935 Shares 6,500 Est. Cost $36.92 Unrealized 0.0%
ARW ARROW ELECTRONICS INC 0.4%
Value ($000) $232,470 Shares 4,200 Est. Cost $58.26 Unrealized +3.6%
ACTAVIS PLC 0.4%
Value ($000) $225,596 Shares 935 Est. Cost $223050.00 Unrealized
GASTAR EXPLORATION LTD 0.4%
Value ($000) $222,473 Shares 37,900 Est. Cost $5870.00 Unrealized
URI UNITED RENTALS INC 0.4%
Value ($000) $222,200 Shares 2,000 Est. Cost $82.75 Unrealized +31.7%
MU MICRON TECHNOLOGY INC 0.4%
Value ($000) $219,264 Shares 6,400 Est. Cost $23.76 Unrealized +33.0%
ASHLAND INC 0.4%
Value ($000) $218,610 Shares 2,100 Est. Cost $104100.00 Unrealized
EPD ENTERPRISE PRODUCTS PARTNERS 0.4%
Value ($000) $218,103 Shares 5,412 Est. Cost $40299.89 Unrealized
DDS DILLARDS INC-CL A 0.4%
Value ($000) $217,960 Shares 2,000 Est. Cost $77.46 Unrealized +11.4%
RGA REINSURANCE GROUP OF AMERICA 0.4%
Value ($000) $216,351 Shares 2,700 Est. Cost $81.40 Unrealized 0.0%
CARRIZO OIL & GAS INC 0.4%
Value ($000) $215,280 Shares 4,000 Est. Cost $53820.00 Unrealized
BALL BALL CORP 0.4%
Value ($000) $215,118 Shares 3,400 Est. Cost $28.39 Unrealized 0.0%
SANM SANMINA CORP 0.4%
Value ($000) $214,858 Shares 10,300 Est. Cost $16.76 Unrealized +38.8%
PMT PENNYMAC MORTGAGE INVESTMENT 0.4%
Value ($000) $214,300 Shares 10,000 Est. Cost $21261.11 Unrealized
KSS KOHLS CORP 0.4%
Value ($000) $213,605 Shares 3,500 Est. Cost $56.59 Unrealized 0.0%
SPIRIT AEROSYSTEMS HOLD-CL A 0.4%
Value ($000) $213,136 Shares 5,600 Est. Cost $38060.00 Unrealized
FAIRCHILD SEMICONDUCTOR INTE 0.4%
Value ($000) $212,761 Shares 13,700 Est. Cost $15530.00 Unrealized
TSN TYSON FOODS INC-CL A 0.4%
Value ($000) $212,598 Shares 5,400 Est. Cost $29.61 Unrealized 0.0%
TOELY TOKYO ELECTRON LTD-UNSP ADR 0.4%
Value ($000) $211,900 Shares 13,000 Est. Cost $17090.00 Unrealized
TECH DATA CORP 0.4%
Value ($000) $211,896 Shares 3,600 Est. Cost $60960.00 Unrealized
SUPERIOR ENERGY SERVICES INC 0.4%
Value ($000) $210,368 Shares 6,400 Est. Cost $32870.00 Unrealized
BROADCOM CORP-CL A 0.4%
Value ($000) $210,184 Shares 5,200 Est. Cost $40420.00 Unrealized
CIGNA CORP 0.4%
Value ($000) $208,587 Shares 2,300 Est. Cost $91970.00 Unrealized
LEA LEAR CORP 0.4%
Value ($000) $207,384 Shares 2,400 Est. Cost $70.57 Unrealized +12.4%
DNOW NOW INC 0.4%
Value ($000) $206,027 Shares 6,775 Est. Cost $33.70 Unrealized -2.8%
AIZ ASSURANT INC 0.4%
Value ($000) $205,760 Shares 3,200 Est. Cost $51.93 Unrealized +0.6%
AIG AMERICAN INTERNATIONAL GROUP 0.4%
Value ($000) $205,276 Shares 3,800 Est. Cost $40.41 Unrealized +3.4%
LUV SOUTHWEST AIRLINES CO 0.4%
Value ($000) $202,620 Shares 6,000 Est. Cost $22.15 Unrealized +21.4%
QIWI PLC-SPONSORED ADR 0.4%
Value ($000) $202,176 Shares 6,400 Est. Cost $31590.00 Unrealized
JBLU JETBLUE AIRWAYS CORP 0.4%
Value ($000) $201,780 Shares 19,000 Est. Cost $9.24 Unrealized +23.5%
STARWOOD WAYPOINT RESIDE 0.4%
Value ($000) $201,395 Shares 7,743 Est. Cost $27725.22 Unrealized
TIME WARNER CABLE 0.4%
Value ($000) $200,886 Shares 1,400 Est. Cost $147300.00 Unrealized
PERFECT WORLD CO-SPON ADR 0.4%
Value ($000) $200,838 Shares 10,200 Est. Cost $19690.00 Unrealized
ALK ALASKA AIR GROUP INC 0.4%
Value ($000) $200,284 Shares 4,600 Est. Cost $42.26 Unrealized 0.0%
ABRAXAS PETROLEUM CORP 0.4%
Value ($000) $200,112 Shares 37,900 Est. Cost $6260.00 Unrealized
TRIANGLE PETROLEUM CORP 0.4%
Value ($000) $191,574 Shares 17,400 Est. Cost $11664.94 Unrealized
SYNERGY RESOURCES CORP 0.3%
Value ($000) $176,755 Shares 14,500 Est. Cost $12190.00 Unrealized
BROCADE COMMUNICATIONS SYS 0.3%
Value ($000) $172,833 Shares 15,900 Est. Cost $10619.81 Unrealized
AMKR AMKOR TECHNOLOGY INC 0.3%
Value ($000) $172,405 Shares 20,500 Est. Cost $8.65 Unrealized +6.4%
INVESCO AD MIT II 0.3%
Value ($000) $168,651 Shares 14,820 Est. Cost $10519.98 Unrealized
CALLON PETROLEUM CO 0.3%
Value ($000) $167,390 Shares 19,000 Est. Cost $8543.68 Unrealized
BLACKROCK MUNIHOLDINGS QU II 0.3%
Value ($000) $167,062 Shares 12,580 Est. Cost $12089.98 Unrealized
VSH VISHAY INTERTECHNOLOGY INC 0.3%
Value ($000) $165,764 Shares 11,600 Est. Cost $11.87 Unrealized +3.8%
STILLWATER MINING CO 0.3%
Value ($000) $165,330 Shares 11,000 Est. Cost $15030.00 Unrealized
SELECT MEDICAL HOLDINGS CORP 0.3%
Value ($000) $164,811 Shares 13,700 Est. Cost $12030.00 Unrealized
POLYCOM INC 0.3%
Value ($000) $164,619 Shares 13,400 Est. Cost $12285.00 Unrealized
ON ON SEMICONDUCTOR CORP 0.3%
Value ($000) $162,708 Shares 18,200 Est. Cost $9.11 Unrealized +1.4%
PGT INC 0.3%
Value ($000) $161,236 Shares 17,300 Est. Cost $9320.00 Unrealized
GLU MOBILE INC 0.3%
Value ($000) $151,481 Shares 29,300 Est. Cost $5170.00 Unrealized
MERITOR INC 0.3%
Value ($000) $150,815 Shares 13,900 Est. Cost $10850.00 Unrealized
WNC WABASH NATIONAL CORP 0.3%
Value ($000) $142,524 Shares 10,700 Est. Cost $11.48 Unrealized 0.0%
NPKI NEWPARK RESOURCES INC 0.3%
Value ($000) $140,572 Shares 11,300 Est. Cost $12.33 Unrealized 0.0%
GLOBAL CASH ACCESS HOLDINGS 0.3%
Value ($000) $137,025 Shares 20,300 Est. Cost $7051.58 Unrealized
HUDSON CITY BANCORP INC 0.2%
Value ($000) $132,192 Shares 13,600 Est. Cost $9175.00 Unrealized
EMERALD OIL INC 0.2%
Value ($000) $128,535 Shares 20,900 Est. Cost $7097.37 Unrealized
WARREN RESOURCES INC 0.2%
Value ($000) $119,250 Shares 22,500 Est. Cost $5300.00 Unrealized
HBAN HUNTINGTON BANCSHARES INC 0.2%
Value ($000) $116,760 Shares 12,000 Est. Cost $6.29 Unrealized 0.0%
UCTT ULTRA CLEAN HOLDINGS INC 0.2%
Value ($000) $112,770 Shares 12,600 Est. Cost $9.56 Unrealized -2.5%
FIFTH STREET FINANCE CORP 0.2%
Value ($000) $106,488 Shares 11,600 Est. Cost $9180.00 Unrealized
SYMMETRY MEDICAL INC 0.2%
Value ($000) $104,936 Shares 10,400 Est. Cost $10090.00 Unrealized
NORANDA ALUMINUM HOLDING COR 0.2%
Value ($000) $98,084 Shares 21,700 Est. Cost $4520.00 Unrealized
RIGHTSIDE GROUP LTD 0.2%
Value ($000) $97,704 Shares 10,021 Est. Cost $9749.92 Unrealized
APOLLO INVESTMENT CORP 0.2%
Value ($000) $96,406 Shares 11,800 Est. Cost $8542.31 Unrealized
EMULEX CORP 0.2%
Value ($000) $94,354 Shares 19,100 Est. Cost $7338.02 Unrealized
MTG MGIC INVESTMENT CORP 0.2%
Value ($000) $86,691 Shares 11,100 Est. Cost $8.70 Unrealized -5.9%
BGC PARTNERS INC-CL A 0.2%
Value ($000) $85,445 Shares 11,500 Est. Cost $7430.00 Unrealized
ACCO ACCO BRANDS CORP 0.1%
Value ($000) $80,040 Shares 11,600 Est. Cost $4.88 Unrealized 0.0%
SANOFI CVR 0.1%
Value ($000) $35,247 Shares 75,800 Est. Cost $1900.00 Unrealized
VALLEY NATIONAL BANCORP-CW18 0.0%
Value ($000) $19,000 Shares 76,000 Est. Cost $700.00 Unrealized