CTC Alternative Strategies, Ltd. Quant / Systematic

CIK: 0001569550 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 12, 2015

Total Value ($000): $37,360,442 (100.0% shares, 0.0% debt)

Holdings (59)

COMCAST CORP-SPECIAL CL A 18.5%
Value ($000) $6,895,995 Shares 123,000 Est. Cost $53692.64 Unrealized
PNC FINANCIAL SERVICES-CW18 13.0%
Value ($000) $4,864,658 Shares 185,674 Est. Cost $15100.00 Unrealized
TWENTY-FIRST CENTURY FOX - B 12.3%
Value ($000) $4,603,200 Shares 140,000 Est. Cost $31504.67 Unrealized
XLE ENERGY SELECT SECTOR SPDR 8.7%
Value ($000) $3,235,086 Shares 41,700 Est. Cost $77580.00 Unrealized
COMERICA INC-CW18 8.0%
Value ($000) $2,989,124 Shares 184,400 Est. Cost $13700.00 Unrealized
DEI DOUGLAS EMMETT INC 5.3%
Value ($000) $1,967,460 Shares 66,000 Est. Cost $29810.00 Unrealized
FCX FREEPORT-MCMORAN INC 2.6%
Value ($000) $985,400 Shares 52,000 Est. Cost $17.62 Unrealized 0.0%
CAPITAL ONE FINANCIAL C-CW18 2.5%
Value ($000) $926,000 Shares 25,000 Est. Cost $24230.00 Unrealized
CHIMERA INVESTMENT CORP 2.4%
Value ($000) $879,200 Shares 280,000 Est. Cost $3140.00 Unrealized
NWS NEWS CORP - CLASS B 1.6%
Value ($000) $587,190 Shares 37,000 Est. Cost $13.19 Unrealized +5.3%
WFC WELLS FARGO & CO 1.4%
Value ($000) $535,840 Shares 9,850 Est. Cost $33.67 Unrealized +18.4%
PFE PFIZER INC 1.4%
Value ($000) $513,152 Shares 14,750 Est. Cost $20.10 Unrealized 0.0%
C CITIGROUP INC 1.2%
Value ($000) $432,768 Shares 8,400 Est. Cost $36.84 Unrealized +3.0%
MONOGRAM RESIDENTIAL TRUST I 1.1%
Value ($000) $415,672 Shares 44,600 Est. Cost $9320.00 Unrealized
BAC BANK OF AMERICA CORP 1.0%
Value ($000) $384,750 Shares 25,000 Est. Cost $11.85 Unrealized +7.7%
HALYARD HEALTH INC 1.0%
Value ($000) $378,840 Shares 7,700 Est. Cost $45470.00 Unrealized
JPM JPMORGAN CHASE & CO 1.0%
Value ($000) $375,596 Shares 6,200 Est. Cost $39.04 Unrealized +13.4%
TCF FINANCIAL CORP-CW18 0.9%
Value ($000) $331,645 Shares 144,200 Est. Cost $2020.00 Unrealized
KLX INC 0.8%
Value ($000) $314,101 Shares 8,150 Est. Cost $40219.14 Unrealized
INTC INTEL CORP 0.8%
Value ($000) $311,136 Shares 9,950 Est. Cost $26.00 Unrealized 0.0%
KEYS KEYSIGHT TECHNOLOGIES IN 0.8%
Value ($000) $308,345 Shares 8,300 Est. Cost $36.04 Unrealized 0.0%
VISTA OUTDOOR INC 0.8%
Value ($000) $308,304 Shares 7,200 Est. Cost $42820.00 Unrealized
NEW SENIOR INVESTMENT GROUP 0.8%
Value ($000) $286,036 Shares 17,200 Est. Cost $16630.00 Unrealized
UE URBAN EDGE PROPERTIES 0.8%
Value ($000) $284,400 Shares 12,000 Est. Cost $23700.00 Unrealized
FOLD AMICUS THERAPEUTICS INC 0.7%
Value ($000) $274,176 Shares 25,200 Est. Cost $8.81 Unrealized 0.0%
MPC MARATHON PETROLEUM CORP 0.7%
Value ($000) $271,333 Shares 2,650 Est. Cost $34.39 Unrealized 0.0%
UAL UNITED CONTINENTAL HOLDINGS 0.7%
Value ($000) $256,895 Shares 3,820 Est. Cost $56.05 Unrealized +20.9%
XOM EXXON MOBIL CORP 0.6%
Value ($000) $242,250 Shares 2,850 Est. Cost $55.57 Unrealized 0.0%
UNITED TECHNOLOGIES CORP 0.6%
Value ($000) $240,260 Shares 2,050 Est. Cost $117200.00 Unrealized
INVESCO MORTGAGE CAPITAL 0.6%
Value ($000) $232,950 Shares 15,000 Est. Cost $16497.78 Unrealized
PMT PENNYMAC MORTGAGE INVESTMENT 0.6%
Value ($000) $212,900 Shares 10,000 Est. Cost $21261.11 Unrealized
LORILLARD INC 0.6%
Value ($000) $209,120 Shares 3,200 Est. Cost $61407.78 Unrealized
CVS CVS HEALTH CORP 0.5%
Value ($000) $201,259 Shares 1,950 Est. Cost $74.28 Unrealized 0.0%
VVX VECTRUS INC 0.5%
Value ($000) $200,223 Shares 7,855 Est. Cost $25.36 Unrealized +14.0%
EATON VANCE LTD DURATION FND 0.4%
Value ($000) $162,218 Shares 11,273 Est. Cost $14119.99 Unrealized
AVID TECHNOLOGY INC 0.4%
Value ($000) $157,940 Shares 10,600 Est. Cost $14900.00 Unrealized
INVESCO DYNAMIC CREDIT OPP 0.4%
Value ($000) $132,076 Shares 11,034 Est. Cost $11850.00 Unrealized
JAKKS PACIFIC INC 0.3%
Value ($000) $130,644 Shares 19,100 Est. Cost $6800.00 Unrealized
INVESCO SENIOR INCOME TRUST 0.3%
Value ($000) $128,240 Shares 27,055 Est. Cost $4559.99 Unrealized
SUPERVALU INC 0.3%
Value ($000) $118,626 Shares 10,200 Est. Cost $9700.00 Unrealized
BLACKROCK DEBT STRATEGIES FD 0.3%
Value ($000) $114,723 Shares 30,757 Est. Cost $3719.99 Unrealized
VOYA PRIME RATE TRUST 0.3%
Value ($000) $111,293 Shares 20,089 Est. Cost $5309.99 Unrealized
CALIFORNIA RESOURCES CORP 0.3%
Value ($000) $107,301 Shares 14,100 Est. Cost $5510.00 Unrealized
APOLLO INVESTMENT CORP 0.2%
Value ($000) $90,565 Shares 11,800 Est. Cost $8542.31 Unrealized
GLU MOBILE INC 0.2%
Value ($000) $84,168 Shares 16,800 Est. Cost $5170.00 Unrealized
CPRX CATALYST PHARMACEUTICAL PART 0.2%
Value ($000) $77,940 Shares 18,000 Est. Cost $3.60 Unrealized 0.0%
MATTSON TECHNOLOGY INC 0.2%
Value ($000) $76,042 Shares 19,300 Est. Cost $3940.00 Unrealized
NEO NEOGENOMICS INC 0.2%
Value ($000) $63,512 Shares 13,600 Est. Cost $4.35 Unrealized 0.0%
CURIS INC 0.1%
Value ($000) $54,720 Shares 22,800 Est. Cost $2400.00 Unrealized
DURECT CORPORATION 0.1%
Value ($000) $52,907 Shares 27,700 Est. Cost $1910.00 Unrealized
SANOFI CVR 0.1%
Value ($000) $51,392 Shares 75,800 Est. Cost $1900.00 Unrealized
ATHERSYS INC 0.1%
Value ($000) $50,688 Shares 17,600 Est. Cost $2880.00 Unrealized
PARAMOUNT GOLD AND SILVER 0.1%
Value ($000) $36,259 Shares 35,900 Est. Cost $1010.00 Unrealized
NORANDA ALUMINUM HOLDING COR 0.1%
Value ($000) $33,264 Shares 11,200 Est. Cost $4520.00 Unrealized
CASTLE BRANDS INC 0.1%
Value ($000) $22,960 Shares 16,400 Est. Cost $1400.00 Unrealized
VERSO CORP 0.1%
Value ($000) $19,440 Shares 10,800 Est. Cost $1800.00 Unrealized
VALLEY NATIONAL BANCORP-CW18 0.0%
Value ($000) $15,960 Shares 76,000 Est. Cost $700.00 Unrealized
ALLIED NEVADA GOLD CORP 0.0%
Value ($000) $9,680 Shares 88,000 Est. Cost $110.00 Unrealized
BPZ RESOURCES INC 0.0%
Value ($000) $2,620 Shares 100,000 Est. Cost $26.20 Unrealized