CTC Alternative Strategies, Ltd. Quant / Systematic

CIK: 0001569550 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Aug 13, 2015

Total Value ($000): $66,929,338 (100.0% shares, 0.0% debt)

Holdings (40)

— ROCK-TENN COMPANY -CL A 22.1%

Value ($000) $14,797,160 Shares 245,800 Est. Cost $60200.00 Unrealized —

— COMCAST CORP-SPECIAL CL A 13.9%

Value ($000) $9,290,700 Shares 155,000 Est. Cost $54982.42 Unrealized —

— TWENTY-FIRST CENTURY FOX - B 8.3%

Value ($000) $5,574,060 Shares 173,000 Est. Cost $31641.12 Unrealized —

— PNC FINANCIAL SERVICES-CW18 8.0%

Value ($000) $5,334,414 Shares 185,674 Est. Cost $15100.00 Unrealized —

DHR DANAHER CORP 7.1%

Value ($000) $4,741,686 Shares 55,400 Est. Cost $34.86 Unrealized 0.0%

— GENERAL ELECTRIC CO 6.4%

Value ($000) $4,251,200 Shares 160,000 Est. Cost $26570.00 Unrealized —

— COMERICA INC-CW18 6.1%

Value ($000) $4,078,928 Shares 184,400 Est. Cost $13700.00 Unrealized —

XLE ENERGY SELECT SECTOR SPDR 4.1%

Value ($000) $2,758,372 Shares 36,700 Est. Cost $77580.00 Unrealized —

IBB ISHARES NASDAQ BIOTECHNOLOGY 2.9%

Value ($000) $1,918,644 Shares 5,200 Est. Cost $368970.00 Unrealized —

XLV HEALTH CARE SELECT SECTOR 2.5%

Value ($000) $1,673,775 Shares 22,500 Est. Cost $74390.00 Unrealized —

WEC WEC ENERGY GROUP INC 2.5%

Value ($000) $1,650,129 Shares 36,694 Est. Cost $33.96 Unrealized 0.0%

— GENERAL ELECTRIC CO 2.0%

Value ($000) $1,346,250 Shares 1,500 Est. Cost $26570.00 Unrealized —

— CAPITAL ONE FINANCIAL C-CW18 1.7%

Value ($000) $1,150,250 Shares 25,000 Est. Cost $24230.00 Unrealized —

DHR DANAHER CORP 1.5%

Value ($000) $980,000 Shares 500 Est. Cost $34.86 Unrealized 0.0%

— CHIMERA INVESTMENT CORP 1.1%

Value ($000) $767,760 Shares 56,000 Est. Cost $3140.00 Unrealized —

BIDU BAIDU INC - SPON ADR 0.9%

Value ($000) $577,332 Shares 2,900 Est. Cost $199080.00 Unrealized —

BABA ALIBABA GROUP HOLDING-SP ADR 0.8%

Value ($000) $542,982 Shares 6,600 Est. Cost $82270.00 Unrealized —

NWS NEWS CORP - CLASS B 0.8%

Value ($000) $526,880 Shares 37,000 Est. Cost $13.19 Unrealized +1.1%

JPM JPMORGAN CHASE & CO 0.7%

Value ($000) $481,096 Shares 7,100 Est. Cost $40.32 Unrealized +21.9%

C CITIGROUP INC 0.7%

Value ($000) $458,492 Shares 8,300 Est. Cost $36.84 Unrealized +10.1%

WFC WELLS FARGO & CO 0.7%

Value ($000) $438,672 Shares 7,800 Est. Cost $33.67 Unrealized +22.9%

— TCF FINANCIAL CORP-CW18 0.6%

Value ($000) $423,933 Shares 144,200 Est. Cost $2020.00 Unrealized —

NTES NETEASE INC-ADR 0.6%

Value ($000) $405,622 Shares 2,800 Est. Cost $144865.00 Unrealized —

— KLX INC 0.5%

Value ($000) $359,659 Shares 8,150 Est. Cost $40219.14 Unrealized —

BAC BANK OF AMERICA CORP 0.5%

Value ($000) $350,612 Shares 20,600 Est. Cost $11.85 Unrealized +10.8%

— VISTA OUTDOOR INC 0.5%

Value ($000) $323,280 Shares 7,200 Est. Cost $42820.00 Unrealized —

JD JD.COM INC-ADR 0.4%

Value ($000) $255,750 Shares 7,500 Est. Cost $34100.00 Unrealized —

UE URBAN EDGE PROPERTIES 0.4%

Value ($000) $249,480 Shares 12,000 Est. Cost $23700.00 Unrealized —

— CTRIP.COM INTERNATIONAL-ADR 0.3%

Value ($000) $232,384 Shares 3,200 Est. Cost $72620.00 Unrealized —

— INVESCO MORTGAGE CAPITAL 0.3%

Value ($000) $214,800 Shares 15,000 Est. Cost $16497.78 Unrealized —

— TALEN ENERGY CORP 0.3%

Value ($000) $178,464 Shares 10,400 Est. Cost $17160.00 Unrealized —

— ASCENA RETAIL GROUP INC 0.3%

Value ($000) $169,881 Shares 10,200 Est. Cost $16655.00 Unrealized —

— SUPERVALU INC 0.1%

Value ($000) $93,844 Shares 11,600 Est. Cost $9505.69 Unrealized —

— CALIFORNIA RESOURCES CORP 0.1%

Value ($000) $85,164 Shares 14,100 Est. Cost $5510.00 Unrealized —

— BIOSCRIP INC 0.1%

Value ($000) $67,155 Shares 18,500 Est. Cost $3630.00 Unrealized —

— SERVICESOURCE INTERNATIONAL 0.1%

Value ($000) $56,888 Shares 10,400 Est. Cost $5470.00 Unrealized —

— SANOFI CVR 0.1%

Value ($000) $53,060 Shares 75,800 Est. Cost $1900.00 Unrealized —

— COMSTOCK RESOURCES INC 0.1%

Value ($000) $43,290 Shares 13,000 Est. Cost $3330.00 Unrealized —

— VALLEY NATIONAL BANCORP-CW18 0.0%

Value ($000) $18,240 Shares 76,000 Est. Cost $700.00 Unrealized —

— MOLYCORP INC 0.0%

Value ($000) $9,050 Shares 100,000 Est. Cost $90.50 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	ROCK-TENN COMPANY -CL A	245,800	$14,797,160	22.1%	$60200.00	—	COM	772739207
—	COMCAST CORP-SPECIAL CL A	155,000	$9,290,700	13.9%	$54982.42	—	COM	20030N200
—	TWENTY-FIRST CENTURY FOX - B	173,000	$5,574,060	8.3%	$31641.12	—	COM	90130A200
—	PNC FINANCIAL SERVICES-CW18	185,674	$5,334,414	8.0%	$15100.00	—	WTS	693475121
DHR	DANAHER CORP	55,400	$4,741,686	7.1%	$34.86	0.0%	COM	235851102
—	GENERAL ELECTRIC CO	160,000	$4,251,200	6.4%	$26570.00	—	COM	369604103
—	COMERICA INC-CW18	184,400	$4,078,928	6.1%	$13700.00	—	WTS	200340115
XLE	ENERGY SELECT SECTOR SPDR	36,700	$2,758,372	4.1%	$77580.00	—	ETF	81369Y506
IBB	ISHARES NASDAQ BIOTECHNOLOGY	5,200	$1,918,644	2.9%	$368970.00	—	ETF	464287556
XLV	HEALTH CARE SELECT SECTOR	22,500	$1,673,775	2.5%	$74390.00	—	ETF	81369Y209
WEC	WEC ENERGY GROUP INC	36,694	$1,650,129	2.5%	$33.96	0.0%	COM	92939U106
—	GENERAL ELECTRIC CO	1,500	$1,346,250	2.0%	$26570.00	—	Put	369604103
—	CAPITAL ONE FINANCIAL C-CW18	25,000	$1,150,250	1.7%	$24230.00	—	WTS	14040H139
DHR	DANAHER CORP	500	$980,000	1.5%	$34.86	0.0%	Put	235851102
—	CHIMERA INVESTMENT CORP	56,000	$767,760	1.1%	$3140.00	—	COM	16934Q208
BIDU	BAIDU INC - SPON ADR	2,900	$577,332	0.9%	$199080.00	—	COM	056752108
BABA	ALIBABA GROUP HOLDING-SP ADR	6,600	$542,982	0.8%	$82270.00	—	COM	01609W102
NWS	NEWS CORP - CLASS B	37,000	$526,880	0.8%	$13.19	+1.1%	COM	65249B208
JPM	JPMORGAN CHASE & CO	7,100	$481,096	0.7%	$40.32	+21.9%	COM	46625H100
C	CITIGROUP INC	8,300	$458,492	0.7%	$36.84	+10.1%	COM	172967424
WFC	WELLS FARGO & CO	7,800	$438,672	0.7%	$33.67	+22.9%	COM	949746101
—	TCF FINANCIAL CORP-CW18	144,200	$423,933	0.6%	$2020.00	—	WTS	872275128
NTES	NETEASE INC-ADR	2,800	$405,622	0.6%	$144865.00	—	COM	64110W102
—	KLX INC	8,150	$359,659	0.5%	$40219.14	—	COM	482539103
BAC	BANK OF AMERICA CORP	20,600	$350,612	0.5%	$11.85	+10.8%	COM	060505104
—	VISTA OUTDOOR INC	7,200	$323,280	0.5%	$42820.00	—	COM	928377100
JD	JD.COM INC-ADR	7,500	$255,750	0.4%	$34100.00	—	COM	47215P106
UE	URBAN EDGE PROPERTIES	12,000	$249,480	0.4%	$23700.00	—	COM	91704F104
—	CTRIP.COM INTERNATIONAL-ADR	3,200	$232,384	0.3%	$72620.00	—	COM	22943F100
—	INVESCO MORTGAGE CAPITAL	15,000	$214,800	0.3%	$16497.78	—	COM	46131B100
—	TALEN ENERGY CORP	10,400	$178,464	0.3%	$17160.00	—	COM	87422J105
—	ASCENA RETAIL GROUP INC	10,200	$169,881	0.3%	$16655.00	—	COM	04351G101
—	SUPERVALU INC	11,600	$93,844	0.1%	$9505.69	—	COM	868536103
—	CALIFORNIA RESOURCES CORP	14,100	$85,164	0.1%	$5510.00	—	COM	13057Q107
—	BIOSCRIP INC	18,500	$67,155	0.1%	$3630.00	—	COM	09069N108
—	SERVICESOURCE INTERNATIONAL	10,400	$56,888	0.1%	$5470.00	—	COM	81763U100
—	SANOFI CVR	75,800	$53,060	0.1%	$1900.00	—	COM	80105N113
—	COMSTOCK RESOURCES INC	13,000	$43,290	0.1%	$3330.00	—	COM	205768203
—	VALLEY NATIONAL BANCORP-CW18	76,000	$18,240	0.0%	$700.00	—	WTS	919794131
—	MOLYCORP INC	100,000	$9,050	0.0%	$90.50	—	COM	608753109