CTC Alternative Strategies, Ltd.
Q2 2014 13F-HR Holdings
Net value change ($000)
-57,828
(-32.7%)
New positions
138
Sold out positions
78
Turnover %
108.9%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q1 2014
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)
| FOREST LAB | 6,711 | 2151.0% |
| WY | 4,202 | NEW |
| ALPHABET INC CL C | 3,742 | NEW |
| DAL | 2,344 | 497.7% |
| FWONA | 2,119 | NEW |
| LIBERTY GLOBAL | 2,087 | NEW |
| Liberty Global Ser C | 2,025 | 248.8% |
| XOM | 1,661 | NEW |
| MA | 1,153 | NEW |
| HLT | 1,095 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| SPY | -47,093 | -100.0% |
| TYCO INTERNATIONAL LTD | -2,396 | -100.0% |
| MCD | -1,725 | -100.0% |
| PG | -1,363 | -79.4% |
| ESS | -1,254 | -82.9% |
| ABT | -1,227 | -77.7% |
| FDX | -1,167 | -100.0% |
| CVX | -1,150 | -66.7% |
| LinnCo, LLC | -590 | -100.0% |
| FPF | -585 | -69.6% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
505
(0.4% 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 |
|---|