CTC Alternative Strategies, Ltd. Quant / Systematic

CIK: 0001569550 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Jul 22, 2014

Total Value ($000): $118,955,624 (100.0% shares, 0.0% debt)

Holdings (220)

FOREST LABORATORIES INC 5.9%
Value ($000) $7,022,565 Shares 70,935 Est. Cost $98678.84 Unrealized
PNC FINANCIAL SERVICES-CW18 4.1%
Value ($000) $4,825,667 Shares 185,674 Est. Cost $15100.00 Unrealized
TWENTY-FIRST CENTURY FOX - B 4.0%
Value ($000) $4,792,200 Shares 140,000 Est. Cost $31120.00 Unrealized
WY WEYERHAEUSER CO 3.5%
Value ($000) $4,202,430 Shares 127,000 Est. Cost $19.29 Unrealized 0.0%
COMERICA INC-CW18 3.3%
Value ($000) $3,883,464 Shares 184,400 Est. Cost $13700.00 Unrealized
GOOGLE INC-CL C 3.1%
Value ($000) $3,741,621 Shares 6,504 Est. Cost $575280.00 Unrealized
LIBERTY GLOBAL PLC-SERIES C 2.4%
Value ($000) $2,839,001 Shares 67,100 Est. Cost $41833.10 Unrealized
DAL DELTA AIR LINES INC 2.4%
Value ($000) $2,814,944 Shares 72,700 Est. Cost $31.95 Unrealized +2.9%
COMCAST CORP-SPECIAL CL A 1.8%
Value ($000) $2,133,200 Shares 40,000 Est. Cost $48770.00 Unrealized
LIBERTY MEDIA CORP - A 1.8%
Value ($000) $2,118,540 Shares 15,500 Est. Cost $136680.00 Unrealized
LIBERTY GLOBAL PLC-A 1.8%
Value ($000) $2,087,184 Shares 47,200 Est. Cost $44220.00 Unrealized
XOM EXXON MOBIL CORP 1.4%
Value ($000) $1,661,220 Shares 16,500 Est. Cost $61.87 Unrealized 0.0%
CSCO CISCO SYSTEMS INC 1.1%
Value ($000) $1,279,775 Shares 51,500 Est. Cost $15.90 Unrealized +4.7%
MA MASTERCARD INC-CLASS A 1.0%
Value ($000) $1,153,479 Shares 15,700 Est. Cost $69.24 Unrealized 0.0%
HILTON WORLDWIDE HOLDINGS IN 0.9%
Value ($000) $1,095,100 Shares 47,000 Est. Cost $23300.00 Unrealized
BLACKHAWK NETWORK HD-B 0.9%
Value ($000) $1,074,000 Shares 40,000 Est. Cost $26850.00 Unrealized
DE DEERE & CO 0.9%
Value ($000) $1,068,490 Shares 11,800 Est. Cost $71.22 Unrealized +4.1%
QUESTCOR PHARMACEUTICALS 0.9%
Value ($000) $1,045,137 Shares 11,300 Est. Cost $84929.29 Unrealized
CAPITAL ONE FINANCIAL C-CW18 0.8%
Value ($000) $1,009,002 Shares 25,000 Est. Cost $24230.00 Unrealized
PFE PFIZER INC 0.8%
Value ($000) $961,632 Shares 32,400 Est. Cost $17.55 Unrealized 0.0%
CBS CORP-CLASS B NON VOTING 0.8%
Value ($000) $932,100 Shares 15,000 Est. Cost $62140.00 Unrealized
GENERAL ELECTRIC CO 0.8%
Value ($000) $922,428 Shares 35,100 Est. Cost $26280.00 Unrealized
WFC WELLS FARGO & CO 0.8%
Value ($000) $904,032 Shares 17,200 Est. Cost $32.04 Unrealized +13.3%
BLACKROCK MUNICIPAL TARGET 0.8%
Value ($000) $899,834 Shares 44,305 Est. Cost $17119.99 Unrealized
CHIMERA INVESTMENT CORP 0.8%
Value ($000) $893,200 Shares 280,000 Est. Cost $3000.00 Unrealized
BAC BANK OF AMERICA CORP 0.7%
Value ($000) $880,701 Shares 57,300 Est. Cost $11.21 Unrealized +9.2%
ACTAVIS PLC 0.7%
Value ($000) $856,512 Shares 3,840 Est. Cost $223050.00 Unrealized
IBM INTL BUSINESS MACHINES CORP 0.7%
Value ($000) $797,588 Shares 4,400 Est. Cost $112.28 Unrealized 0.0%
BA BOEING CO/THE 0.7%
Value ($000) $788,826 Shares 6,200 Est. Cost $112.58 Unrealized 0.0%
T AT&T INC 0.7%
Value ($000) $781,456 Shares 22,100 Est. Cost $11.78 Unrealized 0.0%
MUB ISHARES NATIONAL AMT-FREE MU 0.6%
Value ($000) $749,033 Shares 6,894 Est. Cost $105039.89 Unrealized
VZ VERIZON COMMUNICATIONS INC 0.6%
Value ($000) $748,629 Shares 15,300 Est. Cost $26.00 Unrealized +3.1%
TRV TRAVELERS COS INC/THE 0.6%
Value ($000) $743,153 Shares 7,900 Est. Cost $65.44 Unrealized +7.8%
AYI ACUITY BRANDS INC 0.6%
Value ($000) $725,812 Shares 5,250 Est. Cost $122.39 Unrealized 0.0%
CNC CENTENE CORP 0.6%
Value ($000) $722,075 Shares 9,550 Est. Cost $17.18 Unrealized 0.0%
PM PHILIP MORRIS INTERNATIONAL 0.6%
Value ($000) $716,635 Shares 8,500 Est. Cost $48.23 Unrealized 0.0%
USB US BANCORP 0.6%
Value ($000) $710,448 Shares 16,400 Est. Cost $27.92 Unrealized 0.0%
MSFT MICROSOFT CORP 0.6%
Value ($000) $700,560 Shares 16,800 Est. Cost $33.96 Unrealized 0.0%
MU MICRON TECHNOLOGY INC 0.6%
Value ($000) $695,245 Shares 21,100 Est. Cost $23.76 Unrealized +12.0%
NUVEEN INTERMEDIATE DURATION 0.6%
Value ($000) $690,498 Shares 54,845 Est. Cost $11509.99 Unrealized
NORTHSTAR REALTY FINANCE 0.6%
Value ($000) $689,986 Shares 39,700 Est. Cost $17380.00 Unrealized
RITE AID CORP 0.5%
Value ($000) $580,770 Shares 81,000 Est. Cost $6333.90 Unrealized
CVX CHEVRON CORP 0.5%
Value ($000) $574,420 Shares 4,400 Est. Cost $70.36 Unrealized +7.9%
MRK MERCK & CO. INC. 0.5%
Value ($000) $572,715 Shares 9,900 Est. Cost $37.96 Unrealized 0.0%
SUNEDISON INC 0.5%
Value ($000) $555,960 Shares 24,600 Est. Cost $22600.00 Unrealized
TRGP TARGA RESOURCES CORP 0.5%
Value ($000) $551,301 Shares 3,950 Est. Cost $66.73 Unrealized 0.0%
SANDISK CORP 0.5%
Value ($000) $543,036 Shares 5,200 Est. Cost $104430.00 Unrealized
CVS CVS CAREMARK CORP 0.5%
Value ($000) $542,664 Shares 7,200 Est. Cost $54.89 Unrealized 0.0%
SPIRIT AIRLINES INC 0.5%
Value ($000) $540,702 Shares 8,550 Est. Cost $63240.00 Unrealized
ALEXION PHARMACEUTICALS INC 0.4%
Value ($000) $515,625 Shares 3,300 Est. Cost $156250.00 Unrealized
PACWEST BANCORP 0.4%
Value ($000) $513,723 Shares 11,900 Est. Cost $43170.00 Unrealized
DISCOVERY COMMUNICATIONS-C 0.4%
Value ($000) $508,130 Shares 7,000 Est. Cost $77060.00 Unrealized
WY WEYERHAEUSER CO 0.4%
Value ($000) $505,000 Shares 1,000 Est. Cost $19.29 Unrealized 0.0%
PTC PTC INC 0.4%
Value ($000) $504,400 Shares 13,000 Est. Cost $36.03 Unrealized 0.0%
CHESAPEAKE ENERGY CORP 0.4%
Value ($000) $503,496 Shares 16,200 Est. Cost $31080.00 Unrealized
STARWOOD WAYPOINT RESIDE 0.4%
Value ($000) $501,738 Shares 19,143 Est. Cost $27725.22 Unrealized
ATHENAHEALTH INC 0.4%
Value ($000) $500,520 Shares 4,000 Est. Cost $125130.00 Unrealized
ARRIS GROUP INC 0.4%
Value ($000) $494,456 Shares 15,200 Est. Cost $32530.00 Unrealized
PIONEER NATURAL RESOURCES CO 0.4%
Value ($000) $482,601 Shares 2,100 Est. Cost $229810.00 Unrealized
DIS WALT DISNEY CO/THE 0.4%
Value ($000) $480,144 Shares 5,600 Est. Cost $73.44 Unrealized 0.0%
LYV LIVE NATION ENTERTAINMENT IN 0.4%
Value ($000) $477,751 Shares 19,350 Est. Cost $22.49 Unrealized 0.0%
QCOM QUALCOMM INC 0.4%
Value ($000) $475,200 Shares 6,000 Est. Cost $57.29 Unrealized 0.0%
AXP AMERICAN EXPRESS CO 0.4%
Value ($000) $474,350 Shares 5,000 Est. Cost $76.40 Unrealized 0.0%
ORCL ORACLE CORP 0.4%
Value ($000) $470,148 Shares 11,600 Est. Cost $34.67 Unrealized 0.0%
ALGN ALIGN TECHNOLOGY INC 0.4%
Value ($000) $464,571 Shares 8,290 Est. Cost $52.02 Unrealized 0.0%
TIME WARNER CABLE 0.4%
Value ($000) $456,630 Shares 3,100 Est. Cost $147300.00 Unrealized
APOLLO INVESTMENT CORP 0.4%
Value ($000) $450,303 Shares 52,300 Est. Cost $8542.31 Unrealized
LNG CHENIERE ENERGY INC 0.4%
Value ($000) $444,540 Shares 6,200 Est. Cost $60.75 Unrealized 0.0%
V VISA INC-CLASS A SHARES 0.4%
Value ($000) $442,491 Shares 2,100 Est. Cost $48.17 Unrealized 0.0%
AIG AMERICAN INTERNATIONAL GROUP 0.4%
Value ($000) $442,098 Shares 8,100 Est. Cost $40.41 Unrealized 0.0%
TCF FINANCIAL CORP-CW18 0.4%
Value ($000) $435,484 Shares 144,200 Est. Cost $2020.00 Unrealized
NEUBERGER BERMAN MLP INCOME 0.4%
Value ($000) $435,296 Shares 21,560 Est. Cost $19089.99 Unrealized
KATE SPADE & CO 0.4%
Value ($000) $434,796 Shares 11,400 Est. Cost $38140.00 Unrealized
UNH UNITEDHEALTH GROUP INC 0.4%
Value ($000) $433,275 Shares 5,300 Est. Cost $65.19 Unrealized 0.0%
HP HELMERICH & PAYNE 0.4%
Value ($000) $429,607 Shares 3,700 Est. Cost $109.54 Unrealized 0.0%
ZILLOW INC-CLASS A 0.4%
Value ($000) $428,790 Shares 3,000 Est. Cost $142930.00 Unrealized
AMERICAN REALTY CAPITAL PROP 0.4%
Value ($000) $424,767 Shares 33,900 Est. Cost $13135.22 Unrealized
CSGP COSTAR GROUP INC 0.3%
Value ($000) $411,242 Shares 2,600 Est. Cost $16.20 Unrealized 0.0%
OXY OCCIDENTAL PETROLEUM CORP 0.3%
Value ($000) $410,520 Shares 4,000 Est. Cost $66.18 Unrealized 0.0%
URI UNITED RENTALS INC 0.3%
Value ($000) $408,447 Shares 3,900 Est. Cost $82.75 Unrealized +14.4%
FITB FIFTH THIRD BANCORP 0.3%
Value ($000) $407,785 Shares 19,100 Est. Cost $14.28 Unrealized 0.0%
PAG PENSKE AUTOMOTIVE GROUP INC 0.3%
Value ($000) $398,475 Shares 8,050 Est. Cost $45.63 Unrealized 0.0%
STLD STEEL DYNAMICS INC 0.3%
Value ($000) $385,925 Shares 21,500 Est. Cost $13.98 Unrealized 0.0%
GME GAMESTOP CORP-CLASS A 0.3%
Value ($000) $384,465 Shares 9,500 Est. Cost $6.96 Unrealized +2.5%
JOHNSON CONTROLS INC 0.3%
Value ($000) $379,468 Shares 7,600 Est. Cost $47457.37 Unrealized
SLB SCHLUMBERGER LTD 0.3%
Value ($000) $377,440 Shares 3,200 Est. Cost $74.85 Unrealized 0.0%
MPC MARATHON PETROLEUM CORP 0.3%
Value ($000) $374,736 Shares 4,800 Est. Cost $30.88 Unrealized +0.9%
EXC EXELON CORP 0.3%
Value ($000) $364,800 Shares 10,000 Est. Cost $16.87 Unrealized 0.0%
GLW CORNING INC 0.3%
Value ($000) $357,785 Shares 16,300 Est. Cost $15.67 Unrealized 0.0%
PG PROCTER & GAMBLE CO/THE 0.3%
Value ($000) $353,655 Shares 4,500 Est. Cost $56.51 Unrealized +3.1%
ABT ABBOTT LABORATORIES 0.3%
Value ($000) $351,740 Shares 8,600 Est. Cost $30.73 Unrealized +2.5%
OGS ONE GAS INC 0.3%
Value ($000) $351,075 Shares 9,300 Est. Cost $34.23 Unrealized +6.9%
HAIN HAIN CELESTIAL GROUP INC 0.3%
Value ($000) $350,523 Shares 3,950 Est. Cost $44.54 Unrealized 0.0%
PSX PHILLIPS 66 0.3%
Value ($000) $345,849 Shares 4,300 Est. Cost $54.20 Unrealized 0.0%
WASHINGTON PRIME GROUP 0.3%
Value ($000) $344,816 Shares 18,400 Est. Cost $18740.00 Unrealized
MLM MARTIN MARIETTA MATERIALS 0.3%
Value ($000) $343,330 Shares 2,600 Est. Cost $114.23 Unrealized 0.0%
UNP UNION PACIFIC CORP 0.3%
Value ($000) $339,150 Shares 3,400 Est. Cost $74.77 Unrealized 0.0%
SYNA SYNAPTICS INC 0.3%
Value ($000) $335,368 Shares 3,700 Est. Cost $67.77 Unrealized 0.0%
UNITED TECHNOLOGIES CORP 0.3%
Value ($000) $334,805 Shares 2,900 Est. Cost $115450.00 Unrealized
TDG TRANSDIGM GROUP INC 0.3%
Value ($000) $334,520 Shares 2,000 Est. Cost $101.01 Unrealized 0.0%
TRW AUTOMOTIVE HOLDINGS CORP 0.3%
Value ($000) $331,224 Shares 3,700 Est. Cost $81620.00 Unrealized
WMT WAL-MART STORES INC 0.3%
Value ($000) $330,308 Shares 4,400 Est. Cost $20.53 Unrealized 0.0%
DDS DILLARDS INC-CL A 0.3%
Value ($000) $326,508 Shares 2,800 Est. Cost $77.46 Unrealized 0.0%
DISCOVER FINANCIAL SERVICES 0.3%
Value ($000) $325,395 Shares 5,250 Est. Cost $61980.00 Unrealized
COF CAPITAL ONE FINANCIAL CORP 0.3%
Value ($000) $313,880 Shares 3,800 Est. Cost $63.06 Unrealized 0.0%
TWENTY-FIRST CENTURY FOX-A 0.3%
Value ($000) $305,805 Shares 8,700 Est. Cost $35150.00 Unrealized
LE LANDS' END INC 0.3%
Value ($000) $302,220 Shares 9,000 Est. Cost $28.56 Unrealized 0.0%
JPM JPMORGAN CHASE & CO 0.3%
Value ($000) $299,624 Shares 5,200 Est. Cost $36.24 Unrealized +13.7%
UBIQUITI NETWORKS INC 0.2%
Value ($000) $293,735 Shares 6,500 Est. Cost $45190.00 Unrealized
TENNECO INC 0.2%
Value ($000) $289,080 Shares 4,400 Est. Cost $65700.00 Unrealized
NUVEEN MORTGAGE OPPORTUNITY 0.2%
Value ($000) $285,852 Shares 11,620 Est. Cost $23139.96 Unrealized
LUV SOUTHWEST AIRLINES CO 0.2%
Value ($000) $282,030 Shares 10,500 Est. Cost $22.15 Unrealized 0.0%
AIZ ASSURANT INC 0.2%
Value ($000) $281,865 Shares 4,300 Est. Cost $51.93 Unrealized +2.4%
AFL AFLAC INC 0.2%
Value ($000) $280,125 Shares 4,500 Est. Cost $23.68 Unrealized 0.0%
PEP PEPSICO INC 0.2%
Value ($000) $276,954 Shares 3,100 Est. Cost $60.92 Unrealized 0.0%
RAYTHEON COMPANY 0.2%
Value ($000) $276,750 Shares 3,000 Est. Cost $92250.00 Unrealized
NOC NORTHROP GRUMMAN CORP 0.2%
Value ($000) $275,149 Shares 2,300 Est. Cost $97.55 Unrealized +2.1%
HEWLETT-PACKARD CO 0.2%
Value ($000) $272,808 Shares 8,100 Est. Cost $33680.00 Unrealized
USG CORP 0.2%
Value ($000) $272,676 Shares 9,050 Est. Cost $30129.94 Unrealized
SYMETRA FINANCIAL CORP 0.2%
Value ($000) $270,606 Shares 11,900 Est. Cost $22740.00 Unrealized
PROTECTIVE LIFE CORP 0.2%
Value ($000) $270,387 Shares 3,900 Est. Cost $69330.00 Unrealized
C CITIGROUP INC 0.2%
Value ($000) $268,470 Shares 5,700 Est. Cost $35.87 Unrealized -1.3%
TIME WARNER INC 0.2%
Value ($000) $266,950 Shares 3,800 Est. Cost $70250.00 Unrealized
DIRECTV 0.2%
Value ($000) $263,616 Shares 3,101 Est. Cost $76419.87 Unrealized
OFFICE DEPOT INC 0.2%
Value ($000) $262,809 Shares 46,188 Est. Cost $4963.81 Unrealized
CMI CUMMINS INC 0.2%
Value ($000) $262,293 Shares 1,700 Est. Cost $110.72 Unrealized 0.0%
LORILLARD INC 0.2%
Value ($000) $262,171 Shares 4,300 Est. Cost $60970.00 Unrealized
COR AMERISOURCEBERGEN CORP 0.2%
Value ($000) $261,576 Shares 3,600 Est. Cost $49.82 Unrealized 0.0%
INVESCO MORTGAGE CAPITAL 0.2%
Value ($000) $260,400 Shares 15,000 Est. Cost $16560.00 Unrealized
SUNPOWER CORP 0.2%
Value ($000) $260,223 Shares 6,350 Est. Cost $40980.00 Unrealized
VIACOM INC-CLASS B 0.2%
Value ($000) $260,190 Shares 3,000 Est. Cost $86730.00 Unrealized
ARW ARROW ELECTRONICS INC 0.2%
Value ($000) $259,763 Shares 4,300 Est. Cost $58.26 Unrealized 0.0%
ESS ESSEX PROPERTY TRUST INC 0.2%
Value ($000) $258,874 Shares 1,400 Est. Cost $110.41 Unrealized +10.4%
SWKS SKYWORKS SOLUTIONS INC 0.2%
Value ($000) $258,280 Shares 5,500 Est. Cost $33.70 Unrealized 0.0%
FIRST TRUST INTERMEDIATE DUR 0.2%
Value ($000) $255,595 Shares 11,176 Est. Cost $21250.00 Unrealized
DOV DOVER CORP 0.2%
Value ($000) $254,660 Shares 2,800 Est. Cost $50.30 Unrealized +12.9%
XEROX CORP 0.2%
Value ($000) $252,096 Shares 20,265 Est. Cost $11299.98 Unrealized
GS GOLDMAN SACHS GROUP INC 0.2%
Value ($000) $251,160 Shares 1,500 Est. Cost $128.71 Unrealized 0.0%
STARZ - A 0.2%
Value ($000) $250,236 Shares 8,400 Est. Cost $29790.00 Unrealized
NEWCASTLE INVESTMENT CORP 0.2%
Value ($000) $249,080 Shares 52,000 Est. Cost $4700.00 Unrealized
DNOW NOW INC/DE 0.2%
Value ($000) $248,943 Shares 6,875 Est. Cost $33.70 Unrealized 0.0%
HESS CORP 0.2%
Value ($000) $247,225 Shares 2,500 Est. Cost $98890.00 Unrealized
NEW MEDIA INVESTMENT GROUP 0.2%
Value ($000) $246,925 Shares 17,500 Est. Cost $15020.00 Unrealized
SALIX PHARMACEUTICALS LTD 0.2%
Value ($000) $246,700 Shares 2,000 Est. Cost $123350.00 Unrealized
KEY KEYCORP 0.2%
Value ($000) $243,610 Shares 17,000 Est. Cost $8.87 Unrealized 0.0%
ARGO GROUP INTERNATIONAL 0.2%
Value ($000) $241,750 Shares 4,730 Est. Cost $51109.94 Unrealized
ABRAXAS PETROLEUM CORP 0.2%
Value ($000) $237,254 Shares 37,900 Est. Cost $6260.00 Unrealized
SANM SANMINA CORP 0.2%
Value ($000) $234,634 Shares 10,300 Est. Cost $16.76 Unrealized +20.9%
AARON'S INC 0.2%
Value ($000) $231,660 Shares 6,500 Est. Cost $35640.00 Unrealized
TECH DATA CORP 0.2%
Value ($000) $231,324 Shares 3,700 Est. Cost $60960.00 Unrealized
INGRAM MICRO INC-CL A 0.2%
Value ($000) $230,759 Shares 7,900 Est. Cost $29210.00 Unrealized
RES RPC INC 0.2%
Value ($000) $230,202 Shares 9,800 Est. Cost $18.59 Unrealized 0.0%
AVT AVNET INC 0.2%
Value ($000) $225,981 Shares 5,100 Est. Cost $34.24 Unrealized 0.0%
AMTRUST FINANCIAL SERVICES 0.2%
Value ($000) $225,188 Shares 5,386 Est. Cost $37609.91 Unrealized
TOELY TOKYO ELECTRON LTD-UNSP ADR 0.2%
Value ($000) $222,170 Shares 13,000 Est. Cost $17090.00 Unrealized
EMC CORP/MA 0.2%
Value ($000) $221,256 Shares 8,400 Est. Cost $26340.00 Unrealized
CIGNA CORP 0.2%
Value ($000) $220,728 Shares 2,400 Est. Cost $91970.00 Unrealized
MARATHON OIL CORP 0.2%
Value ($000) $219,560 Shares 5,500 Est. Cost $39920.00 Unrealized
PMT PENNYMAC MORTGAGE INVESTMENT 0.2%
Value ($000) $219,400 Shares 10,000 Est. Cost $21261.11 Unrealized
MUR MURPHY OIL CORP 0.2%
Value ($000) $219,384 Shares 3,300 Est. Cost $40.79 Unrealized 0.0%
EMULEX CORP 0.2%
Value ($000) $217,740 Shares 38,200 Est. Cost $7338.02 Unrealized
L-3 COMMUNICATIONS HOLDINGS 0.2%
Value ($000) $217,350 Shares 1,800 Est. Cost $120750.00 Unrealized
BRX BRIXMOR PROPERTY GROUP INC 0.2%
Value ($000) $215,730 Shares 9,400 Est. Cost $22950.00 Unrealized
SMITH & WESSON HOLDING CORP 0.2%
Value ($000) $215,192 Shares 14,800 Est. Cost $14620.00 Unrealized
LEA LEAR CORP 0.2%
Value ($000) $214,368 Shares 2,400 Est. Cost $70.57 Unrealized 0.0%
BROOKFIELD MORTGAGE OPPORTUN 0.2%
Value ($000) $212,960 Shares 12,100 Est. Cost $16570.00 Unrealized
B/E AEROSPACE INC 0.2%
Value ($000) $212,727 Shares 2,300 Est. Cost $92490.00 Unrealized
UNM UNUM GROUP 0.2%
Value ($000) $212,036 Shares 6,100 Est. Cost $34.13 Unrealized +0.0%
HEALTH NET INC 0.2%
Value ($000) $211,854 Shares 5,100 Est. Cost $34010.00 Unrealized
YY INC-ADR 0.2%
Value ($000) $211,400 Shares 2,800 Est. Cost $75500.00 Unrealized
MIDD MIDDLEBY CORP 0.2%
Value ($000) $210,936 Shares 2,550 Est. Cost $82.33 Unrealized 0.0%
AMKR AMKOR TECHNOLOGY INC 0.2%
Value ($000) $209,066 Shares 18,700 Est. Cost $8.60 Unrealized 0.0%
WHITING PETROLEUM CORP 0.2%
Value ($000) $208,650 Shares 2,600 Est. Cost $80250.00 Unrealized
HCA HCA HOLDINGS INC 0.2%
Value ($000) $208,606 Shares 3,700 Est. Cost $49.04 Unrealized 0.0%
SIMO SILICON MOTION TECHNOL-ADR 0.2%
Value ($000) $208,386 Shares 10,200 Est. Cost $20430.00 Unrealized
UAA UNDER ARMOUR INC-CLASS A 0.2%
Value ($000) $208,215 Shares 3,500 Est. Cost $26.26 Unrealized 0.0%
MHK MOHAWK INDUSTRIES INC 0.2%
Value ($000) $207,510 Shares 1,500 Est. Cost $135.16 Unrealized 0.0%
AON PLC 0.2%
Value ($000) $207,207 Shares 2,300 Est. Cost $90090.00 Unrealized
UNIT CORP 0.2%
Value ($000) $206,490 Shares 3,000 Est. Cost $65380.00 Unrealized
JBLU JETBLUE AIRWAYS CORP 0.2%
Value ($000) $206,150 Shares 19,000 Est. Cost $9.24 Unrealized 0.0%
ARLP ALLIANCE RESOURCE PARTNERS 0.2%
Value ($000) $205,260 Shares 4,400 Est. Cost $46650.00 Unrealized
WELLPOINT INC 0.2%
Value ($000) $204,459 Shares 1,900 Est. Cost $107610.00 Unrealized
GLPI GAMING AND LEISURE PROPERTIE 0.2%
Value ($000) $203,820 Shares 6,000 Est. Cost $50810.00 Unrealized
BEN FRANKLIN RESOURCES INC 0.2%
Value ($000) $202,440 Shares 3,500 Est. Cost $32.75 Unrealized 0.0%
BAKER HUGHES INC 0.2%
Value ($000) $201,015 Shares 2,700 Est. Cost $74450.00 Unrealized
MARVELL TECHNOLOGY GROUP LTD 0.2%
Value ($000) $200,620 Shares 14,000 Est. Cost $15750.00 Unrealized
NMFC NEW MOUNTAIN FINANCE CORP 0.2%
Value ($000) $198,262 Shares 13,342 Est. Cost $4.19 Unrealized 0.0%
RF MICRO DEVICES INC 0.2%
Value ($000) $184,128 Shares 19,200 Est. Cost $5964.06 Unrealized
DEAN FOODS CO 0.2%
Value ($000) $181,177 Shares 10,300 Est. Cost $15460.00 Unrealized
TRIANGLE PETROLEUM CORP 0.2%
Value ($000) $180,950 Shares 15,400 Est. Cost $11750.00 Unrealized
VSH VISHAY INTERTECHNOLOGY INC 0.2%
Value ($000) $179,684 Shares 11,600 Est. Cost $11.87 Unrealized 0.0%
INVESCO AD MIT II 0.1%
Value ($000) $168,207 Shares 14,820 Est. Cost $10519.98 Unrealized
BLACKROCK MUNIHOLDINGS QU II 0.1%
Value ($000) $166,685 Shares 12,580 Est. Cost $12089.98 Unrealized
AVID TECHNOLOGY INC 0.1%
Value ($000) $166,500 Shares 22,500 Est. Cost $6100.00 Unrealized
ON ON SEMICONDUCTOR CORPORATION 0.1%
Value ($000) $166,348 Shares 18,200 Est. Cost $9.11 Unrealized 0.0%
KRO KRONOS WORLDWIDE INC 0.1%
Value ($000) $158,267 Shares 10,100 Est. Cost $8.24 Unrealized 0.0%
EATON VANCE FLOAT RT INC TR 0.1%
Value ($000) $157,162 Shares 10,415 Est. Cost $15270.00 Unrealized
PERNIX THERAPEUTICS HOLDINGS 0.1%
Value ($000) $151,762 Shares 16,900 Est. Cost $8980.00 Unrealized
SPRINT CORP 0.1%
Value ($000) $149,275 Shares 17,500 Est. Cost $8530.00 Unrealized
GPK GRAPHIC PACKAGING HOLDING CO 0.1%
Value ($000) $147,420 Shares 12,600 Est. Cost $10.71 Unrealized 0.0%
BROCADE COMMUNICATIONS SYS 0.1%
Value ($000) $140,760 Shares 15,300 Est. Cost $10610.00 Unrealized
RF REGIONS FINANCIAL CORP 0.1%
Value ($000) $136,998 Shares 12,900 Est. Cost $7.08 Unrealized -0.7%
CALLON PETROLEUM CO 0.1%
Value ($000) $133,975 Shares 11,500 Est. Cost $8370.00 Unrealized
HUDSON CITY BANCORP INC 0.1%
Value ($000) $133,688 Shares 13,600 Est. Cost $9175.00 Unrealized
TREMOR VIDEO INC 0.1%
Value ($000) $124,136 Shares 26,300 Est. Cost $4720.00 Unrealized
PSEC PROSPECT CAPITAL CORP 0.1%
Value ($000) $123,250 Shares 11,600 Est. Cost $2.55 Unrealized -3.1%
TICC CAPITAL CORP 0.1%
Value ($000) $121,770 Shares 12,300 Est. Cost $9780.00 Unrealized
GLOBAL CASH ACCESS HOLDINGS 0.1%
Value ($000) $115,700 Shares 13,000 Est. Cost $7220.92 Unrealized
UCTT ULTRA CLEAN HOLDINGS INC 0.1%
Value ($000) $114,030 Shares 12,600 Est. Cost $9.56 Unrealized 0.0%
PETROQUEST ENERGY INC 0.1%
Value ($000) $110,544 Shares 14,700 Est. Cost $7520.00 Unrealized
DWS MULTI-MARKET INCOME TRUS 0.1%
Value ($000) $108,194 Shares 11,425 Est. Cost $9389.95 Unrealized
MTG MGIC INVESTMENT CORP 0.1%
Value ($000) $102,564 Shares 11,100 Est. Cost $8.70 Unrealized -0.2%
EMERALD OIL INC 0.1%
Value ($000) $100,980 Shares 13,200 Est. Cost $7650.00 Unrealized
FBP FIRST BANCORP PUERTO RICO 0.1%
Value ($000) $95,744 Shares 17,600 Est. Cost $4.30 Unrealized 0.0%
SIRIUS XM HOLDINGS INC 0.1%
Value ($000) $95,150 Shares 27,500 Est. Cost $3490.00 Unrealized
PMC - SIERRA INC 0.1%
Value ($000) $94,744 Shares 12,450 Est. Cost $7609.96 Unrealized
PARKER DRILLING CO 0.1%
Value ($000) $74,328 Shares 11,400 Est. Cost $5700.00 Unrealized
TOWER GROUP INTERNATIONAL LT 0.0%
Value ($000) $41,580 Shares 23,100 Est. Cost $1800.00 Unrealized
SANOFI CVR 0.0%
Value ($000) $37,900 Shares 75,800 Est. Cost $1900.00 Unrealized
VALLEY NATIONAL BANCORP-CW18 0.0%
Value ($000) $32,680 Shares 76,000 Est. Cost $700.00 Unrealized