CTC Alternative Strategies, Ltd. Quant / Systematic

CIK: 0001569550 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 10, 2015

Total Value ($000): $42,338,970 (100.0% shares, 0.0% debt)

Holdings (57)

DOW CHEMICAL CO/THE 11.9%
Value ($000) $5,020,160 Shares 118,400 Est. Cost $42400.00 Unrealized
GENERAL ELECTRIC CO 11.1%
Value ($000) $4,706,052 Shares 186,600 Est. Cost $26377.56 Unrealized
PNC FINANCIAL SERVICES-CW18 10.7%
Value ($000) $4,526,732 Shares 185,674 Est. Cost $15100.00 Unrealized
TWENTY-FIRST CENTURY FOX-A 8.3%
Value ($000) $3,507,400 Shares 130,000 Est. Cost $26980.00 Unrealized
CMCSA COMCAST CORP-CLASS A 8.1%
Value ($000) $3,412,800 Shares 60,000 Est. Cost $23.34 Unrealized 0.0%
XLE ENERGY SELECT SECTOR SPDR 5.6%
Value ($000) $2,386,800 Shares 39,000 Est. Cost $76614.00 Unrealized
COMERICA INC-CW18 5.4%
Value ($000) $2,305,000 Shares 184,400 Est. Cost $13700.00 Unrealized
SJM JM SMUCKER CO/THE 3.9%
Value ($000) $1,644,036 Shares 14,410 Est. Cost $81.72 Unrealized 0.0%
GENERAL ELECTRIC CO 3.6%
Value ($000) $1,518,750 Shares 1,500 Est. Cost $26377.56 Unrealized
CAPITAL ONE FINANCIAL C-CW18 1.9%
Value ($000) $792,500 Shares 25,000 Est. Cost $24230.00 Unrealized
DOW CHEMICAL CO/THE 1.8%
Value ($000) $762,500 Shares 1,000 Est. Cost $42400.00 Unrealized
CHIMERA INVESTMENT CORP 1.8%
Value ($000) $748,720 Shares 56,000 Est. Cost $3140.00 Unrealized
C CITIGROUP INC 1.2%
Value ($000) $510,983 Shares 10,300 Est. Cost $37.60 Unrealized +8.4%
BIDU BAIDU INC - SPON ADR 1.2%
Value ($000) $508,417 Shares 3,700 Est. Cost $185745.95 Unrealized
BABA ALIBABA GROUP HOLDING-SP ADR 1.2%
Value ($000) $507,142 Shares 8,600 Est. Cost $76851.40 Unrealized
MSFT MICROSOFT CORP 1.0%
Value ($000) $420,470 Shares 9,500 Est. Cost $38.92 Unrealized 0.0%
MARKET VECTORS GOLD MINERS 1.0%
Value ($000) $403,956 Shares 29,400 Est. Cost $13740.00 Unrealized
WFC WELLS FARGO & CO 0.9%
Value ($000) $400,530 Shares 7,800 Est. Cost $33.67 Unrealized +22.0%
JPM JPMORGAN CHASE & CO 0.9%
Value ($000) $378,014 Shares 6,200 Est. Cost $40.32 Unrealized +23.0%
BAC BANK OF AMERICA CORP 0.9%
Value ($000) $377,036 Shares 24,200 Est. Cost $12.08 Unrealized +11.3%
XLB MATERIALS SELECT SECTOR SPDR 0.9%
Value ($000) $371,256 Shares 9,300 Est. Cost $39920.00 Unrealized
PRICELINE GROUP INC/THE 0.9%
Value ($000) $371,058 Shares 300 Est. Cost $1236860.00 Unrealized
ABBV ABBVIE INC 0.8%
Value ($000) $348,224 Shares 6,400 Est. Cost $42.52 Unrealized 0.0%
NTES NETEASE INC-ADR 0.8%
Value ($000) $336,336 Shares 2,800 Est. Cost $144865.00 Unrealized
VISTA OUTDOOR INC 0.8%
Value ($000) $319,896 Shares 7,200 Est. Cost $42820.00 Unrealized
AIG AMERICAN INTERNATIONAL GROUP 0.7%
Value ($000) $312,510 Shares 5,500 Est. Cost $47.19 Unrealized 0.0%
GANNETT CO INC 0.7%
Value ($000) $308,593 Shares 20,950 Est. Cost $14729.98 Unrealized
TCF FINANCIAL CORP-CW18 0.7%
Value ($000) $299,431 Shares 144,200 Est. Cost $2020.00 Unrealized
KLX INC 0.7%
Value ($000) $291,281 Shares 8,150 Est. Cost $40219.14 Unrealized
ENR ENERGIZER HOLDINGS INC 0.6%
Value ($000) $274,841 Shares 7,100 Est. Cost $28.77 Unrealized 0.0%
QCOM QUALCOMM INC 0.6%
Value ($000) $274,023 Shares 5,100 Est. Cost $44.14 Unrealized 0.0%
EZA ISHARES MSCI SOUTH AFRICA ET 0.6%
Value ($000) $268,400 Shares 5,000 Est. Cost $53680.00 Unrealized
BLD TOPBUILD CORP 0.6%
Value ($000) $263,245 Shares 8,500 Est. Cost $30.95 Unrealized 0.0%
UE URBAN EDGE PROPERTIES 0.6%
Value ($000) $259,080 Shares 12,000 Est. Cost $23700.00 Unrealized
CABO CABLE ONE INC 0.6%
Value ($000) $251,652 Shares 600 Est. Cost $366.69 Unrealized 0.0%
BAXALTA INC 0.6%
Value ($000) $239,476 Shares 7,600 Est. Cost $31510.00 Unrealized
PYPL PAYPAL HOLDINGS INC 0.5%
Value ($000) $223,488 Shares 7,200 Est. Cost $35.85 Unrealized 0.0%
INCY INCYTE CORP 0.5%
Value ($000) $217,791 Shares 1,974 Est. Cost $112.12 Unrealized 0.0%
IBM INTL BUSINESS MACHINES CORP 0.5%
Value ($000) $217,455 Shares 1,500 Est. Cost $95.35 Unrealized 0.0%
AZO AUTOZONE INC 0.5%
Value ($000) $217,149 Shares 300 Est. Cost $708.37 Unrealized 0.0%
EWW ISHARES MSCI MEXICO CAPPED 0.5%
Value ($000) $216,552 Shares 4,200 Est. Cost $51560.00 Unrealized
BARNES & NOBLE EDUCATION INC 0.5%
Value ($000) $212,257 Shares 16,700 Est. Cost $12710.00 Unrealized
JBL JABIL CIRCUIT INC 0.5%
Value ($000) $205,804 Shares 9,200 Est. Cost $18.27 Unrealized 0.0%
CTRIP.COM INTERNATIONAL-ADR 0.5%
Value ($000) $202,176 Shares 3,200 Est. Cost $72620.00 Unrealized
CARE CAPITAL PROPERTIES INC 0.5%
Value ($000) $200,873 Shares 6,100 Est. Cost $32930.00 Unrealized
INVESCO MORTGAGE CAPITAL 0.4%
Value ($000) $183,600 Shares 15,000 Est. Cost $16497.78 Unrealized
TALEN ENERGY CORP 0.3%
Value ($000) $131,300 Shares 13,000 Est. Cost $15748.00 Unrealized
CC CHEMOURS CO/THE 0.2%
Value ($000) $102,226 Shares 15,800 Est. Cost $7.40 Unrealized 0.0%
SUPERVALU INC 0.2%
Value ($000) $83,288 Shares 11,600 Est. Cost $9505.69 Unrealized
JA SOLAR HOLDINGS CO LTD-ADR 0.2%
Value ($000) $79,560 Shares 10,200 Est. Cost $7800.00 Unrealized
SIGMA DESIGNS INC 0.2%
Value ($000) $70,967 Shares 10,300 Est. Cost $6890.00 Unrealized
COWEN GROUP INC-CLASS A 0.2%
Value ($000) $68,856 Shares 15,100 Est. Cost $4560.00 Unrealized
PRECISION DRILLING CORP 0.1%
Value ($000) $45,012 Shares 12,100 Est. Cost $3720.00 Unrealized
SANOFI CVR 0.0%
Value ($000) $14,424 Shares 75,800 Est. Cost $1900.00 Unrealized
VALLEY NATIONAL BANCORP-CW18 0.0%
Value ($000) $10,761 Shares 76,000 Est. Cost $700.00 Unrealized
MOLYCORP INC 0.0%
Value ($000) $6,171 Shares 85,000 Est. Cost $90.50 Unrealized
QUIKSILVER INC 0.0%
Value ($000) $1,960 Shares 100,000 Est. Cost $19.60 Unrealized