CTC Alternative Strategies, Ltd. Quant / Systematic

CIK: 0001569550 · Show all filings

Period: Q4 2014 (← Previous) (Next →)

Filing Date: Jan 29, 2015

Total Value ($000): $50,038,840 (100.0% shares, 0.0% debt)

Holdings (129)

TWENTY-FIRST CENTURY FOX - B 11.1%
Value ($000) $5,533,500 Shares 150,000 Est. Cost $31504.67 Unrealized
PNC FINANCIAL SERVICES-CW18 9.3%
Value ($000) $4,632,566 Shares 185,674 Est. Cost $15100.00 Unrealized
COMERICA INC-CW18 6.6%
Value ($000) $3,309,980 Shares 184,400 Est. Cost $13700.00 Unrealized
COMCAST CORP-SPECIAL CL A 4.6%
Value ($000) $2,302,600 Shares 40,000 Est. Cost $48770.00 Unrealized
NWS NEWS CORP - CLASS B 3.0%
Value ($000) $1,508,000 Shares 100,000 Est. Cost $13.19 Unrealized 0.0%
BLACKROCK MUNICIPAL TARGET 2.3%
Value ($000) $1,141,212 Shares 56,805 Est. Cost $17734.81 Unrealized
DISCOVERY COMMUNICATIONS-C 2.1%
Value ($000) $1,070,306 Shares 31,741 Est. Cost $33719.98 Unrealized
BLACKHAWK NETWORK HD-B 2.1%
Value ($000) $1,056,789 Shares 28,039 Est. Cost $32506.78 Unrealized
CAPITAL ONE FINANCIAL C-CW18 2.1%
Value ($000) $1,027,750 Shares 25,000 Est. Cost $24230.00 Unrealized
CHIMERA INVESTMENT CORP 1.8%
Value ($000) $890,400 Shares 280,000 Est. Cost $3000.00 Unrealized
MUB ISHARES NATIONAL AMT-FREE MU 1.5%
Value ($000) $760,683 Shares 6,894 Est. Cost $105039.89 Unrealized
GOOGLE INC-CL A 1.4%
Value ($000) $716,391 Shares 1,350 Est. Cost $530660.00 Unrealized
NUVEEN INT DUR MUNI TERM FD 1.4%
Value ($000) $685,562 Shares 54,845 Est. Cost $11509.99 Unrealized
O REALTY INCOME CORP 1.3%
Value ($000) $662,882 Shares 13,894 Est. Cost $26.33 Unrealized 0.0%
INVESCO DYNAMIC CREDIT OPP 1.2%
Value ($000) $613,119 Shares 51,740 Est. Cost $11850.00 Unrealized
GM GENERAL MOTORS CO 1.1%
Value ($000) $571,232 Shares 16,363 Est. Cost $24.50 Unrealized 0.0%
JOHNSON CONTROLS INC 1.0%
Value ($000) $522,845 Shares 10,816 Est. Cost $47866.68 Unrealized
EATON VANCE LTD DURATION FND 1.0%
Value ($000) $510,014 Shares 36,120 Est. Cost $14119.99 Unrealized
BAC BANK OF AMERICA CORP 1.0%
Value ($000) $506,287 Shares 28,300 Est. Cost $11.85 Unrealized +14.4%
TRIQUINT SEMICONDUCTOR INC 1.0%
Value ($000) $493,420 Shares 17,910 Est. Cost $27549.97 Unrealized
INVESCO SENIOR INCOME TRUST 1.0%
Value ($000) $487,737 Shares 106,960 Est. Cost $4559.99 Unrealized
BLACKSTONE/GSO STRATEGIC C 0.9%
Value ($000) $463,088 Shares 28,100 Est. Cost $16480.00 Unrealized
WFC WELLS FARGO & CO 0.9%
Value ($000) $427,596 Shares 7,800 Est. Cost $32.04 Unrealized +21.0%
VOYA PRIME RATE TRUST 0.8%
Value ($000) $418,852 Shares 78,880 Est. Cost $5309.99 Unrealized
C CITIGROUP INC 0.8%
Value ($000) $395,003 Shares 7,300 Est. Cost $36.67 Unrealized +7.8%
ESS ESSEX PROPERTY TRUST INC 0.8%
Value ($000) $392,540 Shares 1,900 Est. Cost $138.38 Unrealized 0.0%
TCF FINANCIAL CORP-CW18 0.8%
Value ($000) $376,362 Shares 144,200 Est. Cost $2020.00 Unrealized
DE DEERE & CO 0.7%
Value ($000) $371,574 Shares 4,200 Est. Cost $71.22 Unrealized -0.8%
BLACKROCK DEBT STRATEGIES FD 0.7%
Value ($000) $370,437 Shares 99,580 Est. Cost $3719.99 Unrealized
CSCO CISCO SYSTEMS INC 0.7%
Value ($000) $369,939 Shares 13,300 Est. Cost $15.90 Unrealized +15.1%
BLACKROCK FLOAT RT INCOME ST 0.7%
Value ($000) $368,492 Shares 27,520 Est. Cost $13389.97 Unrealized
NUVEEN CREDIT STRAT INC FD 0.7%
Value ($000) $351,852 Shares 40,120 Est. Cost $8769.99 Unrealized
HALYARD HEALTH INC 0.7%
Value ($000) $350,119 Shares 7,700 Est. Cost $45470.00 Unrealized
LORILLARD INC 0.7%
Value ($000) $339,876 Shares 5,400 Est. Cost $61407.78 Unrealized
EATON VANCE FLOAT RT INC TR 0.7%
Value ($000) $339,402 Shares 24,435 Est. Cost $13889.99 Unrealized
TRV TRAVELERS COS INC/THE 0.7%
Value ($000) $338,720 Shares 3,200 Est. Cost $66.71 Unrealized +18.4%
MDU MDU RESOURCES GROUP INC 0.7%
Value ($000) $332,877 Shares 14,165 Est. Cost $6.84 Unrealized 0.0%
JPM JPMORGAN CHASE & CO 0.7%
Value ($000) $331,674 Shares 5,300 Est. Cost $38.16 Unrealized +17.1%
CORNERSTONE PROGRESSIVE RETU 0.6%
Value ($000) $322,528 Shares 21,205 Est. Cost $15210.00 Unrealized
WP GLIMCHER INC 0.6%
Value ($000) $316,848 Shares 18,400 Est. Cost $17220.00 Unrealized
TEMPLETON EMERG MKTS INC FD 0.6%
Value ($000) $312,984 Shares 27,600 Est. Cost $11340.00 Unrealized
GAMCO NATURAL RESOURCES GOLD 0.6%
Value ($000) $310,896 Shares 38,525 Est. Cost $8069.98 Unrealized
XPHDX PIONEER FLOATING RATE TRUST 0.6%
Value ($000) $303,846 Shares 26,700 Est. Cost $11380.00 Unrealized
ALB ALBEMARLE CORP 0.6%
Value ($000) $294,637 Shares 4,900 Est. Cost $49.99 Unrealized 0.0%
BLACKSTONE/GSO LONG-SHORT CR 0.6%
Value ($000) $294,448 Shares 18,960 Est. Cost $15529.96 Unrealized
FIRST TRUST SENIOR FLOATING 0.6%
Value ($000) $285,699 Shares 21,960 Est. Cost $13009.97 Unrealized
AMZN AMAZON.COM INC 0.6%
Value ($000) $283,970 Shares 915 Est. Cost $15.58 Unrealized 0.0%
BLACKROCK LTD DURATION INC 0.6%
Value ($000) $282,016 Shares 17,940 Est. Cost $15719.95 Unrealized
WESTERN ASSET HIGH YIELD DEF 0.6%
Value ($000) $281,336 Shares 17,840 Est. Cost $15769.95 Unrealized
DCI DONALDSON CO INC 0.5%
Value ($000) $274,273 Shares 7,100 Est. Cost $32.99 Unrealized 0.0%
BLACKROCK FLT RT INC 0.5%
Value ($000) $261,626 Shares 20,360 Est. Cost $12850.00 Unrealized
UAL UNITED CONTINENTAL HOLDINGS 0.5%
Value ($000) $241,740 Shares 3,614 Est. Cost $55.38 Unrealized 0.0%
LIBERTY GLOBAL PLC-SERIES C 0.5%
Value ($000) $241,550 Shares 5,000 Est. Cost $48310.00 Unrealized
AAL AMERICAN AIRLINES GROUP INC 0.5%
Value ($000) $241,335 Shares 4,500 Est. Cost $40.79 Unrealized 0.0%
NUVEEN MORT OPP TERM FD 0.5%
Value ($000) $238,908 Shares 10,320 Est. Cost $23139.96 Unrealized
EXPD EXPEDITORS INTL WASH INC 0.5%
Value ($000) $236,433 Shares 5,300 Est. Cost $37.16 Unrealized 0.0%
FIRST TRUST ABERDEEN GLOBAL 0.5%
Value ($000) $234,780 Shares 19,500 Est. Cost $12040.00 Unrealized
ARES DYNAMIC CREDIT ALLOCATI 0.5%
Value ($000) $234,136 Shares 14,800 Est. Cost $15820.00 Unrealized
INVESCO MORTGAGE CAPITAL 0.5%
Value ($000) $231,900 Shares 15,000 Est. Cost $16497.78 Unrealized
PRUDENTIAL SHORT DURATION HI 0.5%
Value ($000) $228,516 Shares 13,700 Est. Cost $16680.00 Unrealized
BUNGE LTD 0.5%
Value ($000) $227,275 Shares 2,500 Est. Cost $90910.00 Unrealized
BLACKROCK RESOURCES & COMMOD 0.4%
Value ($000) $224,990 Shares 23,171 Est. Cost $9709.98 Unrealized
HERTZ GLOBAL HOLDINGS INC 0.4%
Value ($000) $222,514 Shares 8,922 Est. Cost $24939.92 Unrealized
SPRINT CORP 0.4%
Value ($000) $222,282 Shares 53,562 Est. Cost $4149.99 Unrealized
CFR CULLEN/FROST BANKERS INC 0.4%
Value ($000) $218,984 Shares 3,100 Est. Cost $54.33 Unrealized 0.0%
VVX VECTRUS INC 0.4%
Value ($000) $215,227 Shares 7,855 Est. Cost $25.36 Unrealized 0.0%
ALLIANCEBERNSTEIN GL HI INC 0.4%
Value ($000) $213,298 Shares 17,160 Est. Cost $12429.95 Unrealized
PMT PENNYMAC MORTGAGE INVESTMENT 0.4%
Value ($000) $210,900 Shares 10,000 Est. Cost $21261.11 Unrealized
KLX INC 0.4%
Value ($000) $208,312 Shares 5,050 Est. Cost $41249.90 Unrealized
QIWI PLC-SPONSORED ADR 0.4%
Value ($000) $205,938 Shares 10,200 Est. Cost $27342.94 Unrealized
TRW AUTOMOTIVE HOLDINGS CORP 0.4%
Value ($000) $205,700 Shares 2,000 Est. Cost $81620.00 Unrealized
STAPLES INC 0.4%
Value ($000) $201,132 Shares 11,100 Est. Cost $18120.00 Unrealized
NUVEEN LONG/SHORT COMMODITY 0.4%
Value ($000) $199,200 Shares 12,000 Est. Cost $16600.00 Unrealized
MORGAN STANLEY EMERGING MARK 0.4%
Value ($000) $191,136 Shares 18,100 Est. Cost $10560.00 Unrealized
JAKKS PACIFIC INC 0.4%
Value ($000) $189,720 Shares 27,900 Est. Cost $6800.00 Unrealized
WESTERN ASSET EMERGING MARKE 0.4%
Value ($000) $185,968 Shares 11,800 Est. Cost $15760.00 Unrealized
GAMCO GLOBAL GOLD NATURAL RE 0.4%
Value ($000) $182,700 Shares 26,100 Est. Cost $7000.00 Unrealized
NWSA NEWS CORP - CLASS A 0.4%
Value ($000) $179,619 Shares 11,448 Est. Cost $13.49 Unrealized 0.0%
RF MICRO DEVICES INC 0.4%
Value ($000) $175,854 Shares 10,600 Est. Cost $9807.67 Unrealized
INVESCO AD MIT II 0.3%
Value ($000) $171,912 Shares 14,820 Est. Cost $10519.98 Unrealized
BLACKROCK MUNIHOLDINGS QU II 0.3%
Value ($000) $169,578 Shares 12,580 Est. Cost $12089.98 Unrealized
CLEARBRIDGE AMERICAN ENERGY 0.3%
Value ($000) $169,176 Shares 10,600 Est. Cost $15960.00 Unrealized
PGT INC 0.3%
Value ($000) $166,599 Shares 17,300 Est. Cost $9320.00 Unrealized
WESTERN ASSET GLOBAL PARTNER 0.3%
Value ($000) $166,208 Shares 16,960 Est. Cost $9800.00 Unrealized
AVON PRODUCTS INC 0.3%
Value ($000) $162,296 Shares 17,284 Est. Cost $9389.96 Unrealized
ADVENT CLAYMORE CONVERTIBLE 0.3%
Value ($000) $150,318 Shares 23,860 Est. Cost $6300.00 Unrealized
ASCENA RETAIL GROUP INC 0.3%
Value ($000) $147,341 Shares 11,731 Est. Cost $12559.97 Unrealized
WESTERN ASSET EMERGING MARKE 0.3%
Value ($000) $147,168 Shares 13,440 Est. Cost $10950.00 Unrealized
NUVEEN FLOAT RATE INC FD 0.3%
Value ($000) $139,792 Shares 12,720 Est. Cost $10989.94 Unrealized
POWERSECURE INTERNATIONAL IN 0.2%
Value ($000) $124,655 Shares 10,700 Est. Cost $11650.00 Unrealized
PLANAR SYSTEMS INC 0.2%
Value ($000) $118,017 Shares 14,100 Est. Cost $8370.00 Unrealized
TEMPLETON GLOBAL INCOME FUND 0.2%
Value ($000) $117,197 Shares 16,300 Est. Cost $7190.00 Unrealized
SUPERVALU INC 0.2%
Value ($000) $113,490 Shares 11,700 Est. Cost $9700.00 Unrealized
GROUPON INC 0.2%
Value ($000) $112,170 Shares 13,580 Est. Cost $8259.94 Unrealized
EMULEX CORP 0.2%
Value ($000) $108,297 Shares 19,100 Est. Cost $7338.02 Unrealized
VIMPELCOM LTD-SPON ADR 0.2%
Value ($000) $108,132 Shares 25,900 Est. Cost $4174.98 Unrealized
BGC PARTNERS INC-CL A 0.2%
Value ($000) $105,225 Shares 11,500 Est. Cost $7430.00 Unrealized
AMD ADVANCED MICRO DEVICES 0.2%
Value ($000) $104,135 Shares 39,002 Est. Cost $2.75 Unrealized 0.0%
MTG MGIC INVESTMENT CORP 0.2%
Value ($000) $103,452 Shares 11,100 Est. Cost $8.70 Unrealized +0.9%
ZYNGA INC - CL A 0.2%
Value ($000) $98,826 Shares 37,153 Est. Cost $2659.97 Unrealized
ABERDEEN ASIA-PAC INCOME FD 0.2%
Value ($000) $96,570 Shares 17,400 Est. Cost $5550.00 Unrealized
DEUTSCHE MULTI-MARKET INCOME 0.2%
Value ($000) $94,955 Shares 11,145 Est. Cost $8519.96 Unrealized
ARROWHEAD RESEARCH CORP 0.2%
Value ($000) $93,010 Shares 12,603 Est. Cost $7379.99 Unrealized
FIFTH STREET FINANCE CORP 0.2%
Value ($000) $92,916 Shares 11,600 Est. Cost $9180.00 Unrealized
ABERDEEN AUSTRALIA EQUITY FD 0.2%
Value ($000) $92,884 Shares 13,540 Est. Cost $6859.97 Unrealized
GRAFTECH INTERNATIONAL LTD 0.2%
Value ($000) $87,715 Shares 17,335 Est. Cost $5059.99 Unrealized
APOLLO INVESTMENT CORP 0.2%
Value ($000) $87,556 Shares 11,800 Est. Cost $8542.31 Unrealized
CDE COEUR MINING INC 0.2%
Value ($000) $87,365 Shares 17,097 Est. Cost $4.46 Unrealized 0.0%
PEABODY ENERGY CORP 0.2%
Value ($000) $83,019 Shares 10,726 Est. Cost $7739.98 Unrealized
SFX ENTERTAINMENT INC 0.2%
Value ($000) $81,888 Shares 18,077 Est. Cost $4529.95 Unrealized
APPLIED MICRO CIRCUITS CORP 0.2%
Value ($000) $80,091 Shares 12,284 Est. Cost $6519.94 Unrealized
CALIFORNIA RESOURCES CORP 0.2%
Value ($000) $78,242 Shares 14,200 Est. Cost $5510.00 Unrealized
MONSTER WORLDWIDE INC 0.2%
Value ($000) $77,643 Shares 16,806 Est. Cost $4619.96 Unrealized
CAMPUS CREST COMMUNITIES INC 0.1%
Value ($000) $73,253 Shares 10,021 Est. Cost $7309.95 Unrealized
MCDERMOTT INTL INC 0.1%
Value ($000) $70,843 Shares 24,345 Est. Cost $2909.96 Unrealized
KEY ENERGY SERVICES INC 0.1%
Value ($000) $70,489 Shares 42,209 Est. Cost $1670.00 Unrealized
NORANDA ALUMINUM HOLDING COR 0.1%
Value ($000) $68,640 Shares 19,500 Est. Cost $4520.00 Unrealized
RIGHTSIDE GROUP LTD 0.1%
Value ($000) $67,341 Shares 10,021 Est. Cost $9749.92 Unrealized
GLU MOBILE INC 0.1%
Value ($000) $65,520 Shares 16,800 Est. Cost $5170.00 Unrealized
WESTERN ASSET HIGH INCOME OP 0.1%
Value ($000) $65,191 Shares 12,140 Est. Cost $5369.93 Unrealized
ARCH COAL INC 0.1%
Value ($000) $63,084 Shares 35,441 Est. Cost $1779.97 Unrealized
SANOFI CVR 0.1%
Value ($000) $59,882 Shares 75,800 Est. Cost $1900.00 Unrealized
CUMULUS MEDIA INC-CL A 0.1%
Value ($000) $59,220 Shares 14,000 Est. Cost $4230.00 Unrealized
SANDRIDGE ENERGY INC 0.1%
Value ($000) $58,451 Shares 32,116 Est. Cost $1820.00 Unrealized
REX ENERGY CORP 0.1%
Value ($000) $53,172 Shares 10,426 Est. Cost $5099.94 Unrealized
CTC MEDIA INC 0.1%
Value ($000) $49,674 Shares 10,200 Est. Cost $4870.00 Unrealized
ION GEOPHYSICAL CORP 0.1%
Value ($000) $39,946 Shares 14,526 Est. Cost $2749.97 Unrealized
PETROQUEST ENERGY INC 0.1%
Value ($000) $38,944 Shares 10,413 Est. Cost $3739.94 Unrealized
VALLEY NATIONAL BANCORP-CW18 0.0%
Value ($000) $20,520 Shares 76,000 Est. Cost $700.00 Unrealized