CTC Alternative Strategies, Ltd. Quant / Systematic

CIK: 0001569550 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Aug 15, 2013

Total Value ($000): $370,659,402 (100.0% shares, 0.0% debt)

Holdings (204)

SPY SPDR S&P 500 ETF TRUST 29.9%
Value ($000) $110,663,995 Shares 28,634 Est. Cost $160419.97 Unrealized
SPY SPDR S&P 500 ETF TRUST 20.6%
Value ($000) $76,181,091 Shares 22,758 Est. Cost $160419.97 Unrealized
PFE PFIZER INC 15.1%
Value ($000) $56,050,782 Shares 2,001,099 Est. Cost $16.46 Unrealized 0.0%
ZTS ZOETIS INC 4.6%
Value ($000) $17,020,390 Shares 551,000 Est. Cost $29.32 Unrealized 0.0%
PFE PFIZER INC 3.8%
Value ($000) $13,900,000 Shares 20,000 Est. Cost $16.46 Unrealized 0.0%
SPY SPDR S&P 500 ETF TRUST 1.3%
Value ($000) $4,913,022 Shares 30,626 Est. Cost $160419.97 Unrealized
XOM EXXON MOBIL CORP 1.1%
Value ($000) $3,957,330 Shares 43,800 Est. Cost $53.69 Unrealized 0.0%
PNC FINANCIAL SERVICES-CW18 1.0%
Value ($000) $3,607,390 Shares 238,900 Est. Cost $15100.00 Unrealized
COMERICA INC-CW18 0.8%
Value ($000) $2,933,170 Shares 214,100 Est. Cost $13700.00 Unrealized
IBM INTL BUSINESS MACHINES CORP 0.7%
Value ($000) $2,579,985 Shares 13,500 Est. Cost $118.94 Unrealized 0.0%
COLE REAL ESTATE INVESTMENT 0.6%
Value ($000) $2,059,200 Shares 180,000 Est. Cost $11440.00 Unrealized
WFC WELLS FARGO & CO 0.6%
Value ($000) $2,046,290 Shares 49,583 Est. Cost $27.36 Unrealized 0.0%
ZTS ZOETIS INC 0.5%
Value ($000) $1,776,500 Shares 1,900 Est. Cost $29.32 Unrealized 0.0%
PM PHILIP MORRIS INTERNATIONAL 0.4%
Value ($000) $1,637,118 Shares 18,900 Est. Cost $49.85 Unrealized 0.0%
WMT WAL-MART STORES INC 0.4%
Value ($000) $1,586,637 Shares 21,300 Est. Cost $19.98 Unrealized 0.0%
HD HOME DEPOT INC 0.4%
Value ($000) $1,495,171 Shares 19,300 Est. Cost $56.05 Unrealized 0.0%
LIBERTY GLOBAL PLC-A 0.4%
Value ($000) $1,392,635 Shares 18,950 Est. Cost $73489.98 Unrealized
GENERAL ELECTRIC CO 0.3%
Value ($000) $1,222,113 Shares 52,700 Est. Cost $23190.00 Unrealized
MPC MARATHON PETROLEUM CORP 0.3%
Value ($000) $1,193,808 Shares 16,800 Est. Cost $27.55 Unrealized 0.0%
SIRIUS XM RADIO INC 0.3%
Value ($000) $1,105,500 Shares 330,000 Est. Cost $3350.00 Unrealized
KO COCA-COLA CO/THE 0.3%
Value ($000) $1,082,970 Shares 27,000 Est. Cost $27.85 Unrealized 0.0%
T AT&T INC 0.3%
Value ($000) $1,076,160 Shares 30,400 Est. Cost $11.40 Unrealized 0.0%
EATON CORP PLC 0.3%
Value ($000) $1,046,379 Shares 15,900 Est. Cost $65810.00 Unrealized
INTC INTEL CORP 0.3%
Value ($000) $1,044,313 Shares 43,100 Est. Cost $17.18 Unrealized 0.0%
CVX CHEVRON CORP 0.3%
Value ($000) $1,029,558 Shares 8,700 Est. Cost $71.30 Unrealized 0.0%
AMGN AMGEN INC 0.2%
Value ($000) $917,538 Shares 9,300 Est. Cost $73.34 Unrealized 0.0%
DIRECTV 0.2%
Value ($000) $912,333 Shares 14,801 Est. Cost $61639.96 Unrealized
AXP AMERICAN EXPRESS CO 0.2%
Value ($000) $889,644 Shares 11,900 Est. Cost $59.62 Unrealized 0.0%
PPG PPG INDUSTRIES INC 0.2%
Value ($000) $878,460 Shares 6,000 Est. Cost $59.61 Unrealized 0.0%
DELL INC 0.2%
Value ($000) $872,787 Shares 65,500 Est. Cost $13324.99 Unrealized
CVS CVS CAREMARK CORP 0.2%
Value ($000) $869,136 Shares 15,200 Est. Cost $41.44 Unrealized 0.0%
CHIMERA INVESTMENT CORP 0.2%
Value ($000) $840,000 Shares 280,000 Est. Cost $3000.00 Unrealized
VLO VALERO ENERGY CORP 0.2%
Value ($000) $803,187 Shares 23,100 Est. Cost $24.01 Unrealized 0.0%
PEP PEPSICO INC 0.2%
Value ($000) $793,363 Shares 9,700 Est. Cost $56.00 Unrealized 0.0%
NFLX NETFLIX INC 0.2%
Value ($000) $781,033 Shares 3,700 Est. Cost $2.97 Unrealized 0.0%
YAHOO! INC 0.2%
Value ($000) $746,361 Shares 29,700 Est. Cost $25130.00 Unrealized
BMY BRISTOL-MYERS SQUIBB CO 0.2%
Value ($000) $737,385 Shares 16,500 Est. Cost $28.67 Unrealized 0.0%
MUB ISHARES NATIONAL AMT-FREE MU 0.2%
Value ($000) $724,145 Shares 6,894 Est. Cost $105039.89 Unrealized
TWENTY-FIRST CENTURY FOX INC 0.2%
Value ($000) $693,954 Shares 21,300 Est. Cost $32580.00 Unrealized
MCD MCDONALD'S CORP 0.2%
Value ($000) $683,100 Shares 6,900 Est. Cost $71.80 Unrealized 0.0%
ABT ABBOTT LABORATORIES 0.2%
Value ($000) $662,720 Shares 19,000 Est. Cost $28.85 Unrealized 0.0%
UNP UNION PACIFIC CORP 0.2%
Value ($000) $647,976 Shares 4,200 Est. Cost $57.06 Unrealized 0.0%
PENTAIR LTD-REGISTERED 0.2%
Value ($000) $640,359 Shares 11,100 Est. Cost $57690.00 Unrealized
COP CONOCOPHILLIPS 0.2%
Value ($000) $623,150 Shares 10,300 Est. Cost $39.96 Unrealized 0.0%
OCWEN FINANCIAL CORP 0.2%
Value ($000) $622,422 Shares 15,100 Est. Cost $41220.00 Unrealized
REGN REGENERON PHARMACEUTICALS 0.2%
Value ($000) $607,176 Shares 2,700 Est. Cost $231.58 Unrealized 0.0%
CAPITAL ONE FINANCIAL C-CW18 0.2%
Value ($000) $605,750 Shares 25,000 Est. Cost $24230.00 Unrealized
PHARMACYCLICS INC 0.2%
Value ($000) $603,972 Shares 7,600 Est. Cost $79470.00 Unrealized
ITW ILLINOIS TOOL WORKS 0.1%
Value ($000) $539,526 Shares 7,800 Est. Cost $49.85 Unrealized 0.0%
GENESEE & WYOMING INC-CL A 0.1%
Value ($000) $526,008 Shares 6,200 Est. Cost $84840.00 Unrealized
BFH ALLIANCE DATA SYSTEMS CORP 0.1%
Value ($000) $524,987 Shares 2,900 Est. Cost $118.19 Unrealized 0.0%
BAC BANK OF AMERICA CORP 0.1%
Value ($000) $513,114 Shares 39,900 Est. Cost $10.03 Unrealized 0.0%
CHESAPEAKE ENERGY CORP 0.1%
Value ($000) $501,348 Shares 24,600 Est. Cost $20380.00 Unrealized
TWO HARBORS INVESTMENT CORP 0.1%
Value ($000) $501,225 Shares 48,900 Est. Cost $10250.00 Unrealized
DRIL-QUIP INC 0.1%
Value ($000) $496,595 Shares 5,500 Est. Cost $90290.00 Unrealized
JPM JPMORGAN CHASE & CO 0.1%
Value ($000) $496,226 Shares 9,400 Est. Cost $36.24 Unrealized 0.0%
GULFPORT ENERGY CORP 0.1%
Value ($000) $494,445 Shares 10,500 Est. Cost $47090.00 Unrealized
CAR AVIS BUDGET GROUP INC 0.1%
Value ($000) $491,625 Shares 17,100 Est. Cost $28.57 Unrealized 0.0%
CAT CATERPILLAR INC 0.1%
Value ($000) $490,815 Shares 5,950 Est. Cost $61.55 Unrealized 0.0%
HXL HEXCEL CORP 0.1%
Value ($000) $490,320 Shares 14,400 Est. Cost $32.19 Unrealized 0.0%
C CITIGROUP INC 0.1%
Value ($000) $489,294 Shares 10,200 Est. Cost $35.76 Unrealized 0.0%
HOLLYFRONTIER CORP 0.1%
Value ($000) $487,692 Shares 11,400 Est. Cost $42780.00 Unrealized
LLY ELI LILLY & CO 0.1%
Value ($000) $486,288 Shares 9,900 Est. Cost $42.21 Unrealized 0.0%
CATAMARAN CORP 0.1%
Value ($000) $477,848 Shares 9,800 Est. Cost $48760.00 Unrealized
CMCSA COMCAST CORP-CLASS A 0.1%
Value ($000) $473,570 Shares 11,343 Est. Cost $15.62 Unrealized 0.0%
ALKERMES PLC 0.1%
Value ($000) $473,220 Shares 16,500 Est. Cost $28680.00 Unrealized
DPZ DOMINO'S PIZZA INC 0.1%
Value ($000) $471,015 Shares 8,100 Est. Cost $48.45 Unrealized 0.0%
MMM 3M CO 0.1%
Value ($000) $470,205 Shares 4,300 Est. Cost $61.26 Unrealized 0.0%
CL COLGATE-PALMOLIVE CO 0.1%
Value ($000) $469,778 Shares 8,200 Est. Cost $44.38 Unrealized 0.0%
OHI OMEGA HEALTHCARE INVESTORS 0.1%
Value ($000) $462,198 Shares 14,900 Est. Cost $31020.00 Unrealized
SLB SCHLUMBERGER LTD 0.1%
Value ($000) $458,624 Shares 6,400 Est. Cost $52.90 Unrealized 0.0%
EXP EAGLE MATERIALS INC 0.1%
Value ($000) $457,263 Shares 6,900 Est. Cost $65.06 Unrealized 0.0%
NRG NRG ENERGY INC 0.1%
Value ($000) $456,756 Shares 17,107 Est. Cost $20.46 Unrealized 0.0%
TESORO CORP 0.1%
Value ($000) $444,720 Shares 8,500 Est. Cost $52320.00 Unrealized
SEATTLE GENETICS INC 0.1%
Value ($000) $434,148 Shares 13,800 Est. Cost $31460.00 Unrealized
FXI ISHARES CHINA LARGE-CAP ETF 0.1%
Value ($000) $423,930 Shares 13,036 Est. Cost $32519.94 Unrealized
TIME WARNER INC 0.1%
Value ($000) $422,086 Shares 7,300 Est. Cost $57820.00 Unrealized
JAZZ PHARMACEUTICALS PLC 0.1%
Value ($000) $419,253 Shares 6,100 Est. Cost $68730.00 Unrealized
DDD 3D SYSTEMS CORP 0.1%
Value ($000) $417,050 Shares 9,500 Est. Cost $41.34 Unrealized 0.0%
ODFL OLD DOMINION FREIGHT LINE 0.1%
Value ($000) $416,200 Shares 10,000 Est. Cost $12.89 Unrealized 0.0%
DU PONT (E.I.) DE NEMOURS 0.1%
Value ($000) $414,750 Shares 7,900 Est. Cost $52500.00 Unrealized
CABELA'S INC 0.1%
Value ($000) $414,464 Shares 6,400 Est. Cost $64760.00 Unrealized
CUBIST PHARMACEUTICALS INC 0.1%
Value ($000) $410,465 Shares 8,500 Est. Cost $48290.00 Unrealized
GD GENERAL DYNAMICS CORP 0.1%
Value ($000) $407,316 Shares 5,200 Est. Cost $56.44 Unrealized 0.0%
AOS SMITH (A.O.) CORP 0.1%
Value ($000) $406,336 Shares 11,200 Est. Cost $15.38 Unrealized 0.0%
TJX TJX COMPANIES INC 0.1%
Value ($000) $405,486 Shares 8,100 Est. Cost $20.82 Unrealized 0.0%
VZ VERIZON COMMUNICATIONS INC 0.1%
Value ($000) $402,720 Shares 8,000 Est. Cost $27.04 Unrealized 0.0%
V VISA INC-CLASS A SHARES 0.1%
Value ($000) $402,050 Shares 2,200 Est. Cost $40.02 Unrealized 0.0%
NKE NIKE INC -CL B 0.1%
Value ($000) $401,184 Shares 6,300 Est. Cost $26.53 Unrealized 0.0%
PVH PVH CORP 0.1%
Value ($000) $387,655 Shares 3,100 Est. Cost $112.68 Unrealized 0.0%
CBRE CBRE GROUP INC - A 0.1%
Value ($000) $385,440 Shares 16,500 Est. Cost $23.79 Unrealized 0.0%
FSLR FIRST SOLAR INC 0.1%
Value ($000) $385,366 Shares 8,600 Est. Cost $44.50 Unrealized 0.0%
VIACOM INC-CLASS B 0.1%
Value ($000) $380,968 Shares 5,600 Est. Cost $68030.00 Unrealized
USB US BANCORP 0.1%
Value ($000) $379,575 Shares 10,500 Est. Cost $22.41 Unrealized 0.0%
MCK MCKESSON CORP 0.1%
Value ($000) $366,400 Shares 3,200 Est. Cost $101.46 Unrealized 0.0%
WDC WESTERN DIGITAL CORP 0.1%
Value ($000) $366,331 Shares 5,900 Est. Cost $35.69 Unrealized 0.0%
OASIS PETROLEUM INC 0.1%
Value ($000) $365,378 Shares 9,400 Est. Cost $38870.00 Unrealized
MO ALTRIA GROUP INC 0.1%
Value ($000) $363,896 Shares 10,400 Est. Cost $16.28 Unrealized 0.0%
SBUX STARBUCKS CORP 0.1%
Value ($000) $360,305 Shares 5,500 Est. Cost $24.37 Unrealized 0.0%
TRV TRAVELERS COS INC/THE 0.1%
Value ($000) $359,640 Shares 4,500 Est. Cost $63.44 Unrealized 0.0%
TXN TEXAS INSTRUMENTS INC 0.1%
Value ($000) $355,470 Shares 10,200 Est. Cost $25.31 Unrealized 0.0%
MCEWEN MINING INC 0.1%
Value ($000) $353,976 Shares 210,700 Est. Cost $1680.00 Unrealized
GOOGLE INC-CL A 0.1%
Value ($000) $352,148 Shares 400 Est. Cost $880370.00 Unrealized
O REALTY INCOME CORP 0.1%
Value ($000) $347,936 Shares 8,300 Est. Cost $25.40 Unrealized 0.0%
YUM YUM! BRANDS INC 0.1%
Value ($000) $339,766 Shares 4,900 Est. Cost $38.97 Unrealized 0.0%
EMR EMERSON ELECTRIC CO 0.1%
Value ($000) $338,148 Shares 6,200 Est. Cost $40.02 Unrealized 0.0%
TIME WARNER CABLE 0.1%
Value ($000) $337,440 Shares 3,000 Est. Cost $112480.00 Unrealized
TIFFANY & CO 0.1%
Value ($000) $335,064 Shares 4,600 Est. Cost $72840.00 Unrealized
SBA COMMUNICATIONS CORP-CL A 0.1%
Value ($000) $333,540 Shares 4,500 Est. Cost $74120.00 Unrealized
ALL ALLSTATE CORP 0.1%
Value ($000) $327,216 Shares 6,800 Est. Cost $37.12 Unrealized 0.0%
BIIB BIOGEN IDEC INC 0.1%
Value ($000) $322,800 Shares 1,500 Est. Cost $213.68 Unrealized 0.0%
KMB KIMBERLY-CLARK CORP 0.1%
Value ($000) $320,562 Shares 3,300 Est. Cost $63.06 Unrealized 0.0%
MEDTRONIC INC 0.1%
Value ($000) $319,114 Shares 6,200 Est. Cost $51470.00 Unrealized
BAX BAXTER INTERNATIONAL INC 0.1%
Value ($000) $318,642 Shares 4,600 Est. Cost $30.42 Unrealized 0.0%
DE DEERE & CO 0.1%
Value ($000) $316,875 Shares 3,900 Est. Cost $68.04 Unrealized 0.0%
UNH UNITEDHEALTH GROUP INC 0.1%
Value ($000) $307,756 Shares 4,700 Est. Cost $50.75 Unrealized 0.0%
LIONS GATE ENTERTAINMENT COR 0.1%
Value ($000) $307,664 Shares 11,200 Est. Cost $27470.00 Unrealized
LORILLARD INC 0.1%
Value ($000) $297,024 Shares 6,800 Est. Cost $43680.00 Unrealized
TCF FINANCIAL CORP-CW18 0.1%
Value ($000) $292,900 Shares 145,000 Est. Cost $2020.00 Unrealized
THERAVANCE INC 0.1%
Value ($000) $292,828 Shares 7,600 Est. Cost $38530.00 Unrealized
RSG REPUBLIC SERVICES INC 0.1%
Value ($000) $288,490 Shares 8,500 Est. Cost $26.37 Unrealized 0.0%
GREEN MOUNTAIN COFFEE ROASTE 0.1%
Value ($000) $285,828 Shares 3,800 Est. Cost $75217.90 Unrealized
KR KROGER CO 0.1%
Value ($000) $283,228 Shares 8,200 Est. Cost $13.44 Unrealized 0.0%
WEBMD HEALTH CORP 0.1%
Value ($000) $281,952 Shares 9,600 Est. Cost $29370.00 Unrealized
CME CME GROUP INC 0.1%
Value ($000) $281,015 Shares 3,700 Est. Cost $39.16 Unrealized 0.0%
UPS UNITED PARCEL SERVICE-CL B 0.1%
Value ($000) $276,908 Shares 3,202 Est. Cost $55.38 Unrealized 0.0%
ALLERGAN INC 0.1%
Value ($000) $269,568 Shares 3,200 Est. Cost $84240.00 Unrealized
BDX BECTON DICKINSON AND CO 0.1%
Value ($000) $266,841 Shares 2,700 Est. Cost $78.11 Unrealized 0.0%
INVESCO MORTGAGE CAPITAL 0.1%
Value ($000) $266,616 Shares 16,100 Est. Cost $16560.00 Unrealized
ROST ROSS STORES INC 0.1%
Value ($000) $265,721 Shares 4,100 Est. Cost $28.26 Unrealized 0.0%
FITB FIFTH THIRD BANCORP 0.1%
Value ($000) $256,310 Shares 14,200 Est. Cost $11.47 Unrealized 0.0%
EFA ISHARES MSCI EAFE ETF 0.1%
Value ($000) $255,443 Shares 4,458 Est. Cost $57299.91 Unrealized
AZO AUTOZONE INC 0.1%
Value ($000) $254,214 Shares 600 Est. Cost $407.86 Unrealized 0.0%
CHUBB CORP 0.1%
Value ($000) $253,950 Shares 3,000 Est. Cost $84650.00 Unrealized
LIBERTY MEDIA CORP - A 0.1%
Value ($000) $253,520 Shares 2,000 Est. Cost $126760.00 Unrealized
PMT PENNYMAC MORTGAGE INVESTMENT 0.1%
Value ($000) $252,600 Shares 12,000 Est. Cost $21050.00 Unrealized
UNITED TECHNOLOGIES CORP 0.1%
Value ($000) $250,938 Shares 2,700 Est. Cost $92940.00 Unrealized
STZ CONSTELLATION BRANDS INC-A 0.1%
Value ($000) $250,176 Shares 4,800 Est. Cost $43.15 Unrealized 0.0%
PRAXAIR INC 0.1%
Value ($000) $241,836 Shares 2,100 Est. Cost $115160.00 Unrealized
HOG HARLEY-DAVIDSON INC 0.1%
Value ($000) $241,208 Shares 4,400 Est. Cost $54.04 Unrealized 0.0%
MONSANTO CO 0.1%
Value ($000) $237,120 Shares 2,400 Est. Cost $98800.00 Unrealized
VRSN VERISIGN INC 0.1%
Value ($000) $236,698 Shares 5,300 Est. Cost $45.93 Unrealized 0.0%
DLTR DOLLAR TREE INC 0.1%
Value ($000) $233,864 Shares 4,600 Est. Cost $48.73 Unrealized 0.0%
LEGG MASON INC 0.1%
Value ($000) $223,272 Shares 7,200 Est. Cost $31010.00 Unrealized
ADP AUTOMATIC DATA PROCESSING 0.1%
Value ($000) $220,352 Shares 3,200 Est. Cost $45.09 Unrealized 0.0%
BK BANK OF NEW YORK MELLON CORP 0.1%
Value ($000) $218,790 Shares 7,800 Est. Cost $21.22 Unrealized 0.0%
MCGRAW HILL FINANCIAL INC 0.1%
Value ($000) $218,079 Shares 4,100 Est. Cost $53190.00 Unrealized
CVI CVR ENERGY INC 0.1%
Value ($000) $213,300 Shares 4,500 Est. Cost $18.37 Unrealized 0.0%
STWD STARWOOD PROPERTY TRUST INC 0.1%
Value ($000) $206,835 Shares 8,357 Est. Cost $24749.91 Unrealized
CA INC 0.1%
Value ($000) $206,064 Shares 7,200 Est. Cost $28620.00 Unrealized
SIX FLAGS ENTERTAINMENT CORP 0.1%
Value ($000) $200,412 Shares 5,700 Est. Cost $35160.00 Unrealized
ELAN CORP PLC -SPONS ADR 0.1%
Value ($000) $195,132 Shares 13,800 Est. Cost $14140.00 Unrealized
HUDSON CITY BANCORP INC 0.0%
Value ($000) $176,160 Shares 19,200 Est. Cost $9175.00 Unrealized
AXP AMERICAN EXPRESS CO 0.0%
Value ($000) $161,655 Shares 93 Est. Cost $59.62 Unrealized 0.0%
F FORD MOTOR CO 0.0%
Value ($000) $146,965 Shares 9,500 Est. Cost $7.61 Unrealized 0.0%
SANOFI CVR 0.0%
Value ($000) $144,210 Shares 75,900 Est. Cost $1900.00 Unrealized
RF REGIONS FINANCIAL CORP 0.0%
Value ($000) $142,950 Shares 15,000 Est. Cost $5.80 Unrealized 0.0%
EEM ISHARES MSCI EMERGING MARKET 0.0%
Value ($000) $138,600 Shares 3,600 Est. Cost $38500.00 Unrealized
F FORD MOTOR CO 0.0%
Value ($000) $136,875 Shares 250 Est. Cost $7.61 Unrealized 0.0%
ALLIANZGI CONVERTIBLE & INCO 0.0%
Value ($000) $120,127 Shares 13,100 Est. Cost $9170.00 Unrealized
MARVELL TECHNOLOGY GROUP LTD 0.0%
Value ($000) $119,442 Shares 10,200 Est. Cost $11710.00 Unrealized
GPK GRAPHIC PACKAGING HOLDING CO 0.0%
Value ($000) $119,196 Shares 15,400 Est. Cost $7.63 Unrealized 0.0%
NUE NUCOR CORP 0.0%
Value ($000) $114,015 Shares 402 Est. Cost Unrealized
CELL THERAPEUTICS INC 0.0%
Value ($000) $112,665 Shares 107,300 Est. Cost $1050.00 Unrealized
EEM ISHARES MSCI EMERGING MARKET 0.0%
Value ($000) $101,460 Shares 36 Est. Cost $38500.00 Unrealized
RITE AID CORP 0.0%
Value ($000) $95,238 Shares 33,300 Est. Cost $2860.00 Unrealized
FERRO CORP 0.0%
Value ($000) $93,130 Shares 13,400 Est. Cost $6950.00 Unrealized
PDL BIOPHARMA INC 0.0%
Value ($000) $92,640 Shares 12,000 Est. Cost $7720.00 Unrealized
EEM ISHARES MSCI EMERGING MARKET 0.0%
Value ($000) $88,500 Shares 500 Est. Cost $38500.00 Unrealized
RF MICRO DEVICES INC 0.0%
Value ($000) $87,658 Shares 16,400 Est. Cost $5345.00 Unrealized
MFA FINANCIAL INC 0.0%
Value ($000) $87,035 Shares 10,300 Est. Cost $8450.00 Unrealized
NUE NUCOR CORP 0.0%
Value ($000) $85,232 Shares 262 Est. Cost Unrealized
LSCC LATTICE SEMICONDUCTOR CORP 0.0%
Value ($000) $74,022 Shares 14,600 Est. Cost $5070.00 Unrealized
MERITOR INC 0.0%
Value ($000) $73,320 Shares 10,400 Est. Cost $7050.00 Unrealized
CLEARWIRE CORP-CLASS A 0.0%
Value ($000) $70,429 Shares 14,100 Est. Cost $4994.96 Unrealized
LIBERTY ALL STAR EQUITY FUND 0.0%
Value ($000) $68,208 Shares 13,117 Est. Cost $5199.97 Unrealized
OFFICE DEPOT INC 0.0%
Value ($000) $63,855 Shares 16,500 Est. Cost $3870.00 Unrealized
GASTAR EXPLORATION LTD 0.0%
Value ($000) $61,677 Shares 23,100 Est. Cost $2670.00 Unrealized
SYNOVUS FINANCIAL CORP 0.0%
Value ($000) $61,028 Shares 20,900 Est. Cost $2920.00 Unrealized
KNIGHT CAPITAL GROUP INC-A 0.0%
Value ($000) $57,440 Shares 16,000 Est. Cost $3590.00 Unrealized
FXI ISHARES CHINA LARGE-CAP ETF 0.0%
Value ($000) $56,270 Shares 170 Est. Cost $32519.94 Unrealized
FXI ISHARES CHINA LARGE-CAP ETF 0.0%
Value ($000) $55,250 Shares 170 Est. Cost $32519.94 Unrealized
VALLEY NATIONAL BANCORP-CW18 0.0%
Value ($000) $53,270 Shares 76,100 Est. Cost $700.00 Unrealized
GOLDEN STAR RESOURCES LTD 0.0%
Value ($000) $45,486 Shares 108,300 Est. Cost $420.00 Unrealized
ZOGENIX INC 0.0%
Value ($000) $45,190 Shares 26,427 Est. Cost $1709.99 Unrealized
OCZ TECHNOLOGY GROUP INC 0.0%
Value ($000) $40,890 Shares 28,200 Est. Cost $1450.00 Unrealized
HARVEST NATURAL RESOURCES IN 0.0%
Value ($000) $36,580 Shares 11,800 Est. Cost $3100.00 Unrealized
STR HOLDINGS INC 0.0%
Value ($000) $30,191 Shares 13,300 Est. Cost $2270.00 Unrealized
QUICKLOGIC CORP 0.0%
Value ($000) $29,614 Shares 13,400 Est. Cost $2210.00 Unrealized
IMMUNOCELLULAR THERAPEUTICS 0.0%
Value ($000) $29,488 Shares 15,200 Est. Cost $1940.00 Unrealized
EFA ISHARES MSCI EAFE ETF 0.0%
Value ($000) $26,900 Shares 200 Est. Cost $57299.91 Unrealized
ONCOTHYREON INC 0.0%
Value ($000) $26,690 Shares 17,000 Est. Cost $1570.00 Unrealized
OCLARO INC 0.0%
Value ($000) $26,078 Shares 22,100 Est. Cost $1180.00 Unrealized
PAIN THERAPEUTICS INC 0.0%
Value ($000) $25,194 Shares 11,400 Est. Cost $2210.00 Unrealized
ECHELON CORP 0.0%
Value ($000) $24,687 Shares 11,700 Est. Cost $2110.00 Unrealized
HANSEN MEDICAL INC 0.0%
Value ($000) $24,108 Shares 16,800 Est. Cost $1435.00 Unrealized
VGZ VISTA GOLD CORP 0.0%
Value ($000) $18,721 Shares 19,300 Est. Cost $1.47 Unrealized 0.0%
BCRX BIOCRYST PHARMACEUTICALS INC 0.0%
Value ($000) $18,445 Shares 11,900 Est. Cost $1.73 Unrealized 0.0%
DISERY LABORATORIES INC 0.0%
Value ($000) $18,240 Shares 12,000 Est. Cost $1520.00 Unrealized
UAMY UNITED STATES ANTIMONY CORP 0.0%
Value ($000) $14,985 Shares 13,500 Est. Cost $1.36 Unrealized 0.0%
IYR ISHARES US REAL ESTATE ETF 0.0%
Value ($000) $13,107 Shares 245 Est. Cost Unrealized
WFC WELLS FARGO & CO 0.0%
Value ($000) $2,456 Shares 814 Est. Cost $27.36 Unrealized 0.0%
AXP AMERICAN EXPRESS CO 0.0%
Value ($000) $68 Shares 68 Est. Cost $59.62 Unrealized 0.0%
UPS UNITED PARCEL SERVICE-CL B 0.0%
Value ($000) $58 Shares 29 Est. Cost $55.38 Unrealized 0.0%