CTC Alternative Strategies, Ltd.

Q4 2013 13F Holdings Report, Stock Holdings

Signature - Title: Joseph Harriman - Director
Location: Chicago, IL
Holdings as of: December 31, 2013
Value $: $100M
Num holdings: 135
Date filed: 2/12/2014, 01:50 PM
Form type: 13F-HR
Description: All US holdings of this investor are reported in this report. Top holdings included SPY, CMAWS, PNCWS, GDX, and CAT.
Next filing: Q1 2014 - May 2, 2014
SEC: View on sec.gov
Options Holdings: Showing stock holdings, see here for options holdings

Sym	Weight	Company	Class	Value $	* Price $	Shares
SPY	43.6%	Spdr S&P 500 Etf Trust	ETF	$43.7M	184.69	237K
CMAWS	3.5%	Comerica Inc Cw18	WTS	$3.51M	19.05	184K
PNCWS	3.28%	Pnc Financial Services Cw18	WTS	$3.3M	17.75	186K
GDX	1.9%	Market Vectors Gold Miners	ETF	$1.9M	21.13	90K
CAT	1.57%	Caterpillar Inc	COM	$1.58M	90.81	17.4K
HCP	1.22%	Hcp Inc	COM	$1.22M	36.32	33.7K
UTX	1.2%	United Technologies Corp	COM	$1.21M	113.80	10.6K
BTT	1.2%	Blackrock Municipal Target	ETF	$1.21M	17.12	70.4K
PBCT	1.16%	People's United Financial	COM	$1.16M	15.12	76.8K
EWZ	1.11%	Ishares Msci Brazil Capped E	ETF	$1.12M	44.68	25K
AAMRQ	1.02%	Amr Corp	COM	$1.03M	11.39	90K
FPF	0.94%	First Trust Intermediate Dur	ETF	$941K	21.25	44.3K
COFWS	0.88%	Capital One Financial C Cw18	WTS	$886K	35.44	25K
CIM	0.87%	Chimera Investment Corp	COM	$868K	3.10	280K
NID	0.72%	Nuveen Intermediate Duration	ETF	$723K	11.51	62.8K
RHT	0.71%	Red Hat Inc	COM	$717K	56.04	12.8K
MUB	0.71%	Ishares National Amt Free Mu	ETF	$715K	103.74	6.89K
JOY	0.71%	Joy Global Inc	COM	$714K	58.49	12.2K
BRO	0.69%	Brown & Brown Inc	COM	$691K	31.39	22K
DHI	0.68%	Dr Horton Inc	COM	$681K	22.32	30.5K
AGN	0.68%	Allergan Inc	COM	$678K	111.08	6.1K
TDC	0.65%	Teradata Corp	COM	$651K	45.49	14.3K
DLR	0.65%	Digital Realty Trust Inc	COM	$648K	49.12	13.2K
CCL	0.63%	Carnival Corp	COM	$635K	40.17	15.8K
CTXS	0.63%	Citrix Systems Inc	COM	$633K	63.25	10K
SCCO	0.63%	Southern Copper Corp	COM	$632K	28.71	22K
NML	0.62%	Neuberger Berman Mlp Income	ETF	$620K	19.09	32.5K
LUMN	0.61%	Centurylink Inc	COM	$615K	31.85	19.3K
EXPE	0.61%	Expedia Inc	COM	$613K	69.66	8.8K
NUAN	0.6%	Nuance Communications Inc	COM	$603K	15.20	39.7K
DDS	0.6%	Dillards Inc Cl A	COM	$603K	97.21	6.2K
IBM	0.6%	Intl Business Machines Corp	COM	$600K	187.57	3.2K
NEM	0.6%	Newmont Mining Corp	COM	$599K	23.03	26K
URBN	0.6%	Urban Outfitters Inc	COM	$597K	37.10	16.1K
VMI	0.58%	Valmont Industries	COM	$582K	149.12	3.9K
DOFSQ	0.58%	Diamond Offshore Drilling	COM	$581K	56.92	10.2K
COH	0.58%	Coach Inc	COM	$578K	56.13	10.3K
NLY	0.57%	Annaly Capital Management In	COM	$575K	9.97	57.7K
CPT	0.57%	Camden Property Trust	COM	$574K	56.88	10.1K
EXC	0.57%	Exelon Corp	COM	$567K	27.39	20.7K
ISRG	0.54%	Intuitive Surgical Inc	COM	$538K	384.08	1.4K
CFR	0.53%	Cullen/Frost Bankers Inc	COM	$536K	74.43	7.2K
CBLAQ	0.53%	Cbl & Associates Properties	COM	$528K	17.96	29.4K
MCHP	0.51%	Microchip Technology Inc	COM	$510K	44.75	11.4K
TCFWS	0.47%	Tcf Financial Corp Cw18	WTS	$476K	3.30	144K
ATR	0.45%	Aptargroup Inc	COM	$454K	67.81	6.7K
GLPI	0.42%	Gaming And Leisure Propertie	COM	$422K	50.81	8.3K
BAC	0.42%	Bank Of America Corp	COM	$420K	15.57	27K
DSL	0.41%	Doubleline Income Solutions	ETF	$415K	21.09	19.7K
JRO	0.41%	Nuveen Floating Rt Inc Opp	ETF	$415K	12.18	34.1K

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* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.

Person Signing this Report on Behalf of Reporting Manager:

Name	Title	City, State	Date
Joseph Harriman	Director	Chicago, Illinois	2/12/2014