CTC Alternative Strategies Portfolio holdings

CTC Alternative Strategies's Q2 2014 Portfolio in Review

As of Q2 2014, CTC Alternative Strategies held 300 positions worth $119M, down 33% from $177M the previous quarter. Its ten largest holdings account for 32% of the portfolio.

CTC Alternative Strategies withdrew a net $64.1M in Q2 2014, closing 79 positions and reducing 23 holdings. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $47.1M position sold in full.

By sector, the portfolio is most concentrated in Communication Services at 18% of assets, up from 4.1% a quarter earlier, followed by Healthcare and Financials.

Against the trend, CTC Alternative Strategies opened a new position in Weyerhaeuser worth $4.2M.

• CTC Alternative Strategies's largest Q2 2014 buy was Weyerhaeuser: 127,000 shares worth $4.2M.
• CTC Alternative Strategies added most to FOREST LABORATORIES INC in Q2 2014, an estimated $6.3M increase.
• CTC Alternative Strategies's biggest Q2 2014 reduction was Procter & Gamble, cutting an estimated $1.35M.
• CTC Alternative Strategies fully exited State Street SPDR S&P 500 ETF Trust in Q2 2014, selling an estimated $47.1M.
• CTC Alternative Strategies's ten largest holdings make up 32% of its $119M portfolio in Q2 2014.
• CTC Alternative Strategies opened 139 new positions and closed 79 in Q2 2014.
• CTC Alternative Strategies's portfolio value fell 33% quarter-over-quarter to $119M.

Based on CTC Alternative Strategies's 13F filing for Q2 2014, filed 22 Jul 2014.