CTC Alternative Strategies, Ltd.
Q1 2014 13F-HR Holdings
Net value change ($000)
+45,610
(34.8%)
New positions
111
Sold out positions
87
Turnover %
69.7%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 2013
Methodology:
sector metrics are equities-only;
instrument mix chart is ex-options;
options exposure is shown separately.
Why this matters.
Top Adds (Value $000, Stocks/ETFs)
| FOX CORP CLASS B | 4,372 | NEW |
| SPY | 3,381 | 7.7% |
| TYCO INTERNATIONAL LTD | 2,396 | NEW |
| CMCSA | 1,951 | NEW |
| MCD | 1,725 | NEW |
| CVX | 1,724 | NEW |
| PG | 1,717 | NEW |
| ABT | 1,579 | NEW |
| ESS | 1,513 | NEW |
| FDX | 1,167 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| Vaneck Vectors Gold Miners ETF | -1,902 | -100.0% |
| CAT | -1,576 | -100.0% |
| HCP Inc | -1,224 | -100.0% |
| RTX | -1,206 | -100.0% |
| People's United Financial, Inc. | -1,161 | -100.0% |
| EWZ | -1,117 | -100.0% |
| AMR CORP | -769 | -75.0% |
| RED HAT INC | -717 | -100.0% |
| JOY GLOBAL INC | -714 | -100.0% |
| BRO | -691 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
65,653
(37.1% of total reported value)
How this table is calculated:
SEC
VALUE ($000) is used as reported.
For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received.
Column % is bucket-based:
non-options share is calculated inside non-option total, options share is calculated inside options total.
Details.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|