CTC Alternative Strategies

CTC Alternative Strategies as of Dec. 31, 2013

Portfolio Holdings for CTC Alternative Strategies

CTC Alternative Strategies holds 136 positions in its portfolio as reported in the December 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 45.5 $47M 256k 184.69
Comerica Inc *w exp 11/14/201 3.4 $3.5M 184k 19.05
Wts/the Pnc Financial Services Grp wts 3.2 $3.3M 186k 17.75
Market Vectors Gold Miners ETF 1.9 $1.9M 92k 21.13
Caterpillar (CAT) 1.5 $1.6M 17k 90.81
HCP 1.2 $1.2M 34k 36.32
United Technologies Corporation 1.2 $1.2M 11k 113.80
BLACKROCK MUN TARGET TERM TR SHARES Of Ben (BTT) 1.2 $1.2M 70k 17.12
People's United Financial 1.1 $1.2M 77k 15.12
iShares MSCI Brazil Index (EWZ) 1.1 $1.1M 25k 44.68
AMR Corporation 1.0 $1.0M 90k 11.39
First Tr Inter Duration Pfd & Income (FPF) 0.9 $941k 44k 21.25
Capital One Financial Cor w exp 11/201 0.8 $886k 25k 35.44
Chimera Investment Corporation 0.8 $868k 280k 3.10
Nuveen Intermediate 0.7 $723k 63k 11.51
Joy Global 0.7 $714k 12k 58.49
Red Hat 0.7 $717k 13k 56.04
iShares S&P Natl AMTFr Mncpl Bd (MUB) 0.7 $715k 6.9k 103.74
Brown & Brown (BRO) 0.7 $691k 22k 31.39
Allergan 0.7 $678k 6.1k 111.08
D.R. Horton (DHI) 0.7 $681k 31k 22.32
Teradata Corporation (TDC) 0.6 $651k 14k 45.49
Digital Realty Trust (DLR) 0.6 $648k 13k 49.12
Carnival Corporation (CCL) 0.6 $635k 16k 40.17
Citrix Systems 0.6 $633k 10k 63.25
Southern Copper Corporation (SCCO) 0.6 $632k 22k 28.71
Neuberger Berman Mlp Income (NML) 0.6 $620k 33k 19.09
CenturyLink 0.6 $615k 19k 31.85
Expedia (EXPE) 0.6 $613k 8.8k 69.66
Newmont Mining Corporation (NEM) 0.6 $599k 26k 23.03
Nuance Communications 0.6 $603k 40k 15.20
International Business Machines (IBM) 0.6 $600k 3.2k 187.57
Dillard's (DDS) 0.6 $603k 6.2k 97.21
Urban Outfitters (URBN) 0.6 $597k 16k 37.10
Diamond Offshore Drilling 0.6 $581k 10k 56.92
Coach 0.6 $578k 10k 56.13
Valmont Industries (VMI) 0.6 $582k 3.9k 149.12
Annaly Capital Management 0.6 $575k 58k 9.97
Camden Property Trust (CPT) 0.6 $575k 10k 56.88
Exelon Corporation (EXC) 0.5 $567k 21k 27.39
Intuitive Surgical (ISRG) 0.5 $538k 1.4k 384.08
Cullen/Frost Bankers (CFR) 0.5 $536k 7.2k 74.43
CBL & Associates Properties 0.5 $528k 29k 17.96
Microchip Technology (MCHP) 0.5 $510k 11k 44.75
Tcf Finl Corp *w exp 11/14/201 0.5 $476k 144k 3.30
Aptar (ATR) 0.4 $454k 6.7k 67.81
Gaming & Leisure Pptys (GLPI) 0.4 $422k 8.3k 50.81
Bank of America Corporation (BAC) 0.4 $420k 27k 15.57
DENTSPLY International 0.4 $412k 8.5k 48.48
Nuveen Fltng Rte Incm Opp 0.4 $415k 34k 12.18
Doubleline Income Solutions (DSL) 0.4 $416k 20k 21.09
Nuveen Mtg opportunity term (JLS) 0.4 $410k 18k 23.14
Fossil (FOSL) 0.4 $408k 3.4k 119.94
News (NWSA) 0.4 $403k 22k 18.02
RPM International (RPM) 0.4 $394k 9.5k 41.51
Eaton Vance Floating-Rate Income Trust (EFT) 0.4 $396k 26k 15.27
Old Republic International Corporation (ORI) 0.4 $387k 22k 17.27
Wells Fargo & Company (WFC) 0.4 $372k 8.2k 45.40
Citigroup (C) 0.4 $370k 7.1k 52.11
Sears Holdings Corporation 0.3 $329k 6.7k 49.04
Black Hills Corporation (BKH) 0.3 $336k 6.4k 52.51
West Pharmaceutical Services (WST) 0.3 $314k 6.4k 49.06
Brookfield Mortg. Opportunity bond etf 0.3 $315k 19k 16.57
Murphy Usa (MUSA) 0.3 $314k 7.6k 41.56
JPMorgan Chase & Co. (JPM) 0.3 $304k 5.2k 58.48
Cohen & Steers Ltd Dur Pfd I (LDP) 0.3 $302k 13k 22.62
H.B. Fuller Company (FUL) 0.3 $271k 5.2k 52.04
Gamco Global Gold Natural Reso (GGN) 0.2 $261k 29k 9.02
Tweeter Home Entertainment (TWTRQ) 0.2 $255k 4.0k 63.65
Microsoft Corporation (MSFT) 0.2 $229k 6.1k 37.41
PennyMac Mortgage Investment Trust (PMT) 0.2 $230k 10k 22.96
WGL Holdings 0.2 $224k 5.6k 40.06
Invesco Mortgage Capital 0.2 $220k 15k 14.68
Ing Emerging Mkts Hgh Div Eq 0.2 $215k 18k 11.75
GAMCO Natural Resources, Gold & Income Trust (GNT) 0.2 $206k 21k 10.02
Murphy Oil Corporation (MUR) 0.2 $201k 3.1k 64.88
Flaherty & Crumrine Dyn P (DFP) 0.2 $202k 9.8k 20.53
Invesco Van Kampen Trust For Inv Grd Mun (VGM) 0.2 $192k 16k 12.18
Wstrn Asst Emrgng Mrkts Incm Fnd 0.2 $190k 16k 11.84
Van Kampen Advantage Muni Incm Tr II (VKI) 0.2 $191k 18k 10.52
Cys Investments 0.2 $190k 26k 7.41
iShares MSCI Emerging Markets Indx (EEM) 0.2 $173k 4.1k 41.80
Hudson City Ban 0.2 $178k 19k 9.43
Office Depot 0.2 $176k 33k 5.29
Cole Real Estate Invts 0.2 $177k 13k 14.04
Aeropostale 0.2 $170k 19k 9.09
Walter Energy 0.2 $171k 10k 16.63
Moly 0.2 $162k 29k 5.62
Fusion-io 0.2 $165k 19k 8.91
Alpha Natural Resources 0.1 $153k 21k 7.14
Hecla Mining Company (HL) 0.1 $159k 52k 3.08
Blackrock Muniholdings Insured Fund II (MUE) 0.1 $152k 13k 12.09
Dfc Global 0.1 $152k 13k 11.45
Arch Coal 0.1 $143k 32k 4.45
Health Management Associates 0.1 $149k 11k 13.10
NII Holdings 0.1 $149k 54k 2.75
ACCO Brands Corporation (ACCO) 0.1 $149k 22k 6.72
Ez (EZPW) 0.1 $149k 13k 11.69
Coeur d'Alene Mines Corporation (CDE) 0.1 $149k 14k 10.85
Anworth Mortgage Asset Corporation 0.1 $142k 34k 4.21
Ixia 0.1 $145k 11k 13.31
Infinity Pharmaceuticals (INFIQ) 0.1 $151k 11k 13.81
Campus Crest Communities 0.1 $144k 15k 9.41
Atlantic Power Corporation 0.1 $150k 43k 3.48
DWS Multi Market Income Trust (KMM) 0.1 $151k 16k 9.39
ARMOUR Residential REIT 0.1 $143k 36k 4.01
Invesco Van Kampen Muni Opp Trust (VMO) 0.1 $148k 13k 11.71
Huntington Bancshares Incorporated (HBAN) 0.1 $132k 14k 9.65
Key (KEY) 0.1 $136k 10k 13.42
BioScrip 0.1 $139k 19k 7.40
Swift Energy Company 0.1 $138k 10k 13.50
Halcon Resources 0.1 $138k 36k 3.86
Earthlink Holdings 0.1 $139k 28k 5.07
Gastar Exploration 0.1 $140k 20k 6.92
Emulex Corporation 0.1 $110k 15k 7.16
Extreme Networks (EXTR) 0.1 $110k 16k 6.98
Giant Interactive 0.1 $116k 10k 11.24
Shanda Games 0.1 $106k 23k 4.58
Rite Aid Corporation 0.1 $91k 18k 5.06
Amkor Technology (AMKR) 0.1 $92k 15k 6.13
Parker Drilling Company 0.1 $93k 11k 8.13
Abraxas Petroleum 0.1 $96k 29k 3.26
Sirius Xm Holdings (SIRI) 0.1 $96k 28k 3.49
American Airls (AAL) 0.1 $93k 3.7k 25.25
Supervalu 0.1 $82k 11k 7.29
RF Micro Devices 0.1 $85k 16k 5.16
Yongye International 0.1 $79k 12k 6.40
MFS Intermediate Income Trust (MIN) 0.1 $68k 13k 5.18
Credit Suisse AM Inc Fund (CIK) 0.1 $50k 14k 3.56
Camelot Information Systems 0.0 $41k 21k 2.00
Valley Natl Bancorp *w exp 11/14/201 0.0 $42k 76k 0.55
Quicksilver Resources 0.0 $34k 11k 3.07
Dendreon Corporation 0.0 $31k 11k 2.99
STR Holdings 0.0 $19k 12k 1.57
Sanofi Aventis Wi Conval Rt 0.0 $26k 76k 0.34
iShares Dow Jones US Real Estate (IYR) 0.0 $490.000000 245.00 2.00