Tradeworx as of Dec. 31, 2011
Portfolio Holdings for Tradeworx
Tradeworx holds 193 positions in its portfolio as reported in the December 2011 quarterly 13F filing
Company (Ticker) |
Portfolio Weight |
Valued At |
Change in Shares |
Share Count |
Share Price |
|---|---|---|---|---|---|
| Expedia (EXPE) | 2.6 | $1.4M | 48k | 29.01 | |
| Denbury Resources | 2.3 | $1.2M | 81k | 15.10 | |
| Spdr S&p 500 Etf (SPY) | 2.1 | $1.1M | 9.0k | 125.52 | |
| T. Rowe Price (TROW) | 1.5 | $823k | 15k | 56.92 | |
| FedEx Corporation (FDX) | 1.5 | $799k | 9.6k | 83.52 | |
| SBA Communications Corporation | 1.4 | $743k | 17k | 42.98 | |
| Aetna | 1.3 | $712k | 17k | 42.21 | |
| Rosetta Resources | 1.3 | $709k | 16k | 43.50 | |
| Ens | 1.3 | $697k | 15k | 46.95 | |
| Jabil Circuit (JBL) | 1.3 | $681k | 35k | 19.67 | |
| Norfolk Southern (NSC) | 1.2 | $666k | 9.1k | 72.86 | |
| Family Dollar Stores | 1.2 | $636k | 11k | 57.67 | |
| Royal Caribbean Cruises (RCL) | 1.2 | $628k | 25k | 24.76 | |
| Noble Energy | 1.2 | $622k | 6.6k | 94.34 | |
| Ameren Corporation (AEE) | 1.1 | $583k | 18k | 33.16 | |
| Essex Property Trust (ESS) | 1.1 | $567k | 4.0k | 140.45 | |
| Brocade Communications Systems | 1.0 | $535k | 103k | 5.19 | |
| Smithfield Foods | 1.0 | $525k | 22k | 24.27 | |
| Western Digital (WDC) | 0.9 | $483k | 16k | 30.92 | |
| Parker-Hannifin Corporation (PH) | 0.9 | $485k | 6.4k | 76.25 | |
| Allegheny Technologies Incorporated (ATI) | 0.9 | $480k | 10k | 47.84 | |
| United Rentals (URI) | 0.9 | $461k | 16k | 29.54 | |
| Duke Realty Corporation | 0.8 | $458k | 38k | 12.05 | |
| Endo Pharmaceuticals | 0.8 | $435k | 13k | 34.57 | |
| Riverbed Technology | 0.8 | $436k | 19k | 23.48 | |
| Monsanto Company | 0.8 | $427k | 6.1k | 70.06 | |
| Citrix Systems | 0.8 | $425k | 7.0k | 60.78 | |
| Rockwood Holdings | 0.8 | $421k | 11k | 39.38 | |
| Biogen Idec (BIIB) | 0.8 | $405k | 3.7k | 109.96 | |
| Hudson City Ban | 0.7 | $396k | 63k | 6.26 | |
| WellCare Health Plans | 0.7 | $400k | 7.6k | 52.48 | |
| Rock-Tenn Company | 0.7 | $394k | 6.8k | 57.75 | |
| AK Steel Holding Corporation | 0.7 | $390k | 47k | 8.26 | |
| Red Hat | 0.7 | $387k | 9.4k | 41.24 | |
| SPX Corporation | 0.7 | $387k | 6.4k | 60.29 | |
| Te Connectivity Ltd for | 0.7 | $381k | 12k | 30.82 | |
| Cheniere Energy (LNG) | 0.7 | $376k | 43k | 8.70 | |
| DTE Energy Company (DTE) | 0.7 | $372k | 6.8k | 54.52 | |
| Bed Bath & Beyond | 0.7 | $366k | 6.3k | 58.05 | |
| General Mills (GIS) | 0.7 | $364k | 9.0k | 40.45 | |
| Bunge | 0.7 | $362k | 6.3k | 57.25 | |
| CenterPoint Energy (CNP) | 0.7 | $358k | 18k | 20.06 | |
| McKesson Corporation (MCK) | 0.7 | $353k | 4.5k | 77.92 | |
| Leap Wireless International | 0.7 | $354k | 38k | 9.29 | |
| Tractor Supply Company (TSCO) | 0.7 | $348k | 5.0k | 70.15 | |
| Cooper Companies | 0.7 | $348k | 4.9k | 70.46 | |
| Parametric Technology | 0.7 | $350k | 19k | 18.27 | |
| Cisco Systems (CSCO) | 0.6 | $339k | 19k | 18.09 | |
| Mbia (MBI) | 0.6 | $341k | 29k | 11.60 | |
| Plains Exploration & Production Company | 0.6 | $338k | 9.2k | 36.75 | |
| Eastman Chemical Company (EMN) | 0.6 | $330k | 8.5k | 39.03 | |
| Yamana Gold | 0.6 | $328k | 22k | 14.67 | |
| NVIDIA Corporation (NVDA) | 0.6 | $323k | 23k | 13.88 | |
| Reynolds American | 0.6 | $321k | 7.8k | 41.40 | |
| Iamgold Corp (IAG) | 0.6 | $320k | 20k | 15.85 | |
| Barrick Gold Corp (GOLD) | 0.6 | $310k | 6.8k | 45.32 | |
| Archer Daniels Midland Company (ADM) | 0.6 | $309k | 11k | 28.58 | |
| W.W. Grainger (GWW) | 0.6 | $304k | 1.6k | 186.96 | |
| Dresser-Rand | 0.6 | $299k | 6.0k | 49.85 | |
| Marathon Oil Corporation (MRO) | 0.6 | $297k | 10k | 29.30 | |
| GameStop (GME) | 0.6 | $293k | 12k | 24.13 | |
| ViroPharma Incorporated | 0.6 | $293k | 11k | 27.38 | |
| Tech Data Corporation | 0.6 | $296k | 6.0k | 49.34 | |
| Charter Communications | 0.6 | $297k | 5.2k | 56.92 | |
| DENTSPLY International | 0.5 | $289k | 8.3k | 34.98 | |
| Mettler-Toledo International (MTD) | 0.5 | $291k | 2.0k | 147.72 | |
| Incyte Corporation (INCY) | 0.5 | $286k | 19k | 15.00 | |
| Linear Technology Corporation | 0.5 | $287k | 9.6k | 30.03 | |
| Momenta Pharmaceuticals | 0.5 | $285k | 16k | 17.36 | |
| Deckers Outdoor Corporation (DECK) | 0.5 | $277k | 3.7k | 75.54 | |
| Teva Pharmaceutical Industries (TEVA) | 0.5 | $272k | 6.7k | 40.31 | |
| Sony Corporation (SONY) | 0.5 | $272k | 15k | 18.04 | |
| Staples | 0.5 | $276k | 20k | 13.89 | |
| Travelzoo | 0.5 | $272k | 11k | 24.54 | |
| Agnico (AEM) | 0.5 | $272k | 7.5k | 36.30 | |
| Caterpillar (CAT) | 0.5 | $269k | 3.0k | 90.76 | |
| Best Buy (BBY) | 0.5 | $271k | 12k | 23.35 | |
| Aeropostale | 0.5 | $266k | 18k | 15.23 | |
| Coinstar | 0.5 | $271k | 5.9k | 45.58 | |
| Arch Capital Group (ACGL) | 0.5 | $268k | 7.2k | 37.24 | |
| American International (AIG) | 0.5 | $267k | 12k | 23.18 | |
| Equity Residential (EQR) | 0.5 | $264k | 4.6k | 56.93 | |
| American Electric Power Company (AEP) | 0.5 | $265k | 6.4k | 41.37 | |
| EOG Resources (EOG) | 0.5 | $264k | 2.7k | 98.32 | |
| MercadoLibre (MELI) | 0.5 | $264k | 3.3k | 79.66 | |
| L-3 Communications Holdings | 0.5 | $266k | 4.0k | 66.62 | |
| TransDigm Group Incorporated (TDG) | 0.5 | $266k | 2.8k | 95.65 | |
| LaSalle Hotel Properties | 0.5 | $260k | 11k | 24.22 | |
| Chart Industries (GTLS) | 0.5 | $256k | 4.7k | 54.08 | |
| O'reilly Automotive (ORLY) | 0.5 | $260k | 3.3k | 79.98 | |
| Advance Auto Parts (AAP) | 0.5 | $252k | 3.6k | 69.63 | |
| Regal Entertainment | 0.5 | $253k | 21k | 11.94 | |
| Chesapeake Energy Corporation | 0.5 | $251k | 11k | 22.25 | |
| Pioneer Natural Resources | 0.5 | $250k | 2.8k | 89.54 | |
| Proshares Tr ultr 7-10 trea (UST) | 0.5 | $254k | 2.4k | 106.59 | |
| Northrop Grumman Corporation (NOC) | 0.5 | $245k | 4.2k | 58.49 | |
| Boston Scientific Corporation (BSX) | 0.5 | $250k | 47k | 5.33 | |
| Ford Motor Company (F) | 0.5 | $249k | 23k | 10.77 | |
| Emerson Electric (EMR) | 0.5 | $243k | 5.2k | 46.52 | |
| Tyson Foods (TSN) | 0.5 | $240k | 12k | 20.66 | |
| CARBO Ceramics | 0.5 | $242k | 2.0k | 123.53 | |
| Hormel Foods Corporation (HRL) | 0.5 | $240k | 8.2k | 29.32 | |
| Nabors Industries | 0.5 | $243k | 14k | 17.32 | |
| Mylan | 0.4 | $239k | 11k | 21.43 | |
| Accenture (ACN) | 0.4 | $238k | 4.5k | 53.32 | |
| Fairchild Semiconductor International | 0.4 | $236k | 20k | 12.06 | |
| Cytec Industries | 0.4 | $239k | 5.4k | 44.59 | |
| Crocs (CROX) | 0.4 | $232k | 16k | 14.78 | |
| DSW | 0.4 | $229k | 5.2k | 44.22 | |
| Ashland | 0.4 | $229k | 4.0k | 57.19 | |
| St. Jude Medical | 0.4 | $230k | 6.7k | 34.23 | |
| Apartment Investment and Management | 0.4 | $226k | 9.9k | 22.87 | |
| Gardner Denver | 0.4 | $224k | 2.9k | 77.13 | |
| FTI Consulting (FCN) | 0.4 | $218k | 5.1k | 42.45 | |
| Autodesk (ADSK) | 0.4 | $219k | 7.2k | 30.27 | |
| Becton, Dickinson and (BDX) | 0.4 | $222k | 3.0k | 74.57 | |
| Banco Bradesco SA (BBD) | 0.4 | $221k | 13k | 16.70 | |
| CBL & Associates Properties | 0.4 | $221k | 14k | 15.69 | |
| Discover Financial Services (DFS) | 0.4 | $215k | 9.0k | 23.94 | |
| Eaton Corporation | 0.4 | $216k | 5.0k | 43.53 | |
| RadioShack Corporation | 0.4 | $216k | 22k | 9.73 | |
| Target Corporation (TGT) | 0.4 | $213k | 4.2k | 51.10 | |
| Avis Budget (CAR) | 0.4 | $215k | 20k | 10.71 | |
| C.R. Bard | 0.4 | $212k | 2.5k | 85.31 | |
| Forest Laboratories | 0.4 | $209k | 6.9k | 30.28 | |
| National Fuel Gas (NFG) | 0.4 | $209k | 3.8k | 55.53 | |
| Sunstone Hotel Investors (SHO) | 0.4 | $208k | 26k | 8.15 | |
| Spectrum Pharmaceuticals | 0.4 | $208k | 14k | 14.64 | |
| MGIC Investment (MTG) | 0.4 | $206k | 55k | 3.74 | |
| Pitney Bowes (PBI) | 0.4 | $203k | 11k | 18.53 | |
| Actuant Corporation | 0.4 | $203k | 8.9k | 22.70 | |
| PNM Resources (TXNM) | 0.4 | $203k | 11k | 18.21 | |
| Huntsman Corporation (HUN) | 0.4 | $200k | 20k | 10.02 | |
| Helix Energy Solutions (HLX) | 0.4 | $199k | 13k | 15.80 | |
| Energen Corporation | 0.4 | $200k | 4.0k | 49.91 | |
| Saic | 0.4 | $194k | 16k | 12.32 | |
| Akorn | 0.3 | $190k | 17k | 11.09 | |
| MFA Mortgage Investments | 0.3 | $182k | 27k | 6.70 | |
| Xerox Corporation | 0.3 | $178k | 22k | 7.94 | |
| DCT Industrial Trust | 0.3 | $173k | 34k | 5.12 | |
| Chimera Investment Corporation | 0.3 | $173k | 69k | 2.50 | |
| Cbre Group Inc Cl A (CBRE) | 0.3 | $174k | 11k | 15.25 | |
| R.R. Donnelley & Sons Company | 0.3 | $169k | 12k | 14.39 | |
| Assured Guaranty (AGO) | 0.3 | $168k | 13k | 13.14 | |
| Warner Chilcott Plc - | 0.3 | $165k | 11k | 15.13 | |
| American Equity Investment Life Holding | 0.3 | $161k | 15k | 10.43 | |
| DiamondRock Hospitality Company (DRH) | 0.3 | $154k | 16k | 9.62 | |
| Sonic Automotive (SAH) | 0.3 | $148k | 10k | 14.78 | |
| First Industrial Realty Trust (FR) | 0.3 | $144k | 14k | 10.26 | |
| Amylin Pharmaceuticals | 0.2 | $132k | 12k | 11.39 | |
| Newcastle Investment | 0.2 | $124k | 27k | 4.66 | |
| Lexington Realty Trust (LXP) | 0.2 | $126k | 17k | 7.48 | |
| Capstead Mortgage Corporation | 0.2 | $125k | 10k | 12.45 | |
| Ddr Corp | 0.2 | $123k | 10k | 12.20 | |
| Synovus Financial | 0.2 | $120k | 85k | 1.41 | |
| Flextronics International Ltd Com Stk (FLEX) | 0.2 | $116k | 21k | 5.66 | |
| MEMC Electronic Materials | 0.2 | $111k | 28k | 3.95 | |
| Lions Gate Entertainment | 0.2 | $112k | 14k | 8.31 | |
| Prospect Capital Corporation (PSEC) | 0.2 | $113k | 12k | 9.32 | |
| Flotek Industries | 0.2 | $109k | 11k | 9.96 | |
| Regions Financial Corporation (RF) | 0.2 | $97k | 23k | 4.28 | |
| Corinthian Colleges | 0.2 | $99k | 46k | 2.16 | |
| Beazer Homes USA | 0.2 | $94k | 38k | 2.47 | |
| Sonic Corporation | 0.2 | $92k | 14k | 6.77 | |
| Live Nation Entertainment (LYV) | 0.2 | $89k | 11k | 8.29 | |
| Anworth Mortgage Asset Corporation | 0.2 | $90k | 14k | 6.28 | |
| Alcatel-Lucent | 0.2 | $94k | 61k | 1.55 | |
| Targacept | 0.2 | $91k | 16k | 5.58 | |
| Cott Corp | 0.2 | $87k | 14k | 6.29 | |
| Resource Capital | 0.2 | $84k | 15k | 5.62 | |
| Hot Topic | 0.1 | $80k | 12k | 6.64 | |
| Rait Financial Trust | 0.1 | $80k | 17k | 4.76 | |
| Pulte (PHM) | 0.1 | $76k | 12k | 6.33 | |
| Office Depot | 0.1 | $74k | 35k | 2.14 | |
| FelCor Lodging Trust Incorporated | 0.1 | $74k | 24k | 3.03 | |
| Hawaiian Holdings | 0.1 | $73k | 13k | 5.80 | |
| Wendy's/arby's Group (WEN) | 0.1 | $76k | 14k | 5.36 | |
| RF Micro Devices | 0.1 | $68k | 13k | 5.43 | |
| Photronics (PLAB) | 0.1 | $62k | 10k | 6.04 | |
| US Airways | 0.1 | $67k | 13k | 5.10 | |
| Northstar Realty Finance | 0.1 | $64k | 13k | 4.81 | |
| Callaway Golf Company (MODG) | 0.1 | $55k | 10k | 5.48 | |
| Wet Seal | 0.1 | $49k | 15k | 3.28 | |
| OfficeMax Incorporated | 0.1 | $51k | 11k | 4.57 | |
| Power-One | 0.1 | $51k | 13k | 3.90 | |
| Radian (RDN) | 0.1 | $44k | 19k | 2.32 | |
| Amkor Technology (AMKR) | 0.1 | $44k | 10k | 4.39 | |
| Dynavax Technologies Corporation | 0.1 | $44k | 13k | 3.28 | |
| Majesco Entertainment | 0.1 | $43k | 18k | 2.45 | |
| Alaska Communications Systems | 0.1 | $38k | 13k | 3.01 | |
| Exide Technologies | 0.1 | $34k | 13k | 2.63 | |
| Mueller Water Products (MWA) | 0.1 | $27k | 11k | 2.44 | |
| Quantum Corporation | 0.1 | $25k | 10k | 2.41 |
