Tradeworx

Tradeworx as of March 31, 2012

Portfolio Holdings for Tradeworx

Tradeworx holds 347 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker)
Portfolio Weight
Valued At
Change in Shares
Share Count
Share Price
Spdr S&p 500 Etf (SPY) 3.0 $4.6M 32k 140.72
Tibco Software 1.6 $2.4M 78k 30.50
Janus Capital 1.1 $1.6M 178k 8.91
Vivus 1.0 $1.5M 68k 22.36
Aruba Networks 0.9 $1.3M 60k 22.29
USG Corporation 0.9 $1.3M 76k 17.20
Genworth Financial (GNW) 0.9 $1.3M 154k 8.32
Williams-Sonoma (WSM) 0.8 $1.2M 32k 37.47
Pulte (PHM) 0.8 $1.1M 129k 8.85
Whirlpool Corporation (WHR) 0.8 $1.1M 15k 76.84
Micron Technology (MU) 0.8 $1.1M 138k 8.10
Weight Watchers International 0.7 $1.1M 14k 77.22
Western Digital (WDC) 0.7 $1.0M 25k 41.39
Seagate Technology Com Stk 0.7 $1.1M 39k 26.94
Western Refining 0.7 $1.0M 56k 18.82
Chimera Investment Corporation 0.7 $1.1M 371k 2.83
Interpublic Group of Companies (IPG) 0.7 $1.0M 91k 11.41
Masco Corporation (MAS) 0.7 $1.0M 75k 13.37
Express Scripts 0.7 $1.0M 19k 54.19
Macy's (M) 0.7 $987k 25k 39.73
FedEx Corporation (FDX) 0.6 $922k 10k 91.92
Apple (AAPL) 0.6 $929k 1.5k 599.74
Canadian Pacific Railway 0.6 $930k 12k 75.94
Edison International (EIX) 0.6 $931k 22k 42.49
Owens-Illinois 0.6 $920k 39k 23.34
Hercules Offshore 0.6 $904k 191k 4.73
Louisiana-Pacific Corporation (LPX) 0.6 $883k 95k 9.35
Community Health Systems (CYH) 0.6 $887k 40k 22.25
Lions Gate Entertainment 0.6 $877k 63k 13.92
Procter & Gamble Company (PG) 0.6 $853k 13k 67.21
Tesoro Corporation 0.6 $846k 32k 26.85
Flextronics International Ltd Com Stk (FLEX) 0.6 $855k 118k 7.23
Valero Energy Corporation (VLO) 0.6 $835k 32k 25.78
Chicago Bridge & Iron Company 0.6 $836k 19k 43.19
Sap (SAP) 0.5 $775k 11k 69.79
TransDigm Group Incorporated (TDG) 0.5 $780k 6.7k 115.78
SLM Corporation (SLM) 0.5 $769k 49k 15.75
Teekay Shipping Marshall Isl 0.5 $759k 22k 34.75
Berry Petroleum Company 0.5 $761k 16k 47.15
Robbins & Myers 0.5 $751k 14k 52.08
Bank of America Corporation (BAC) 0.5 $726k 76k 9.57
Eastman Chemical Company (EMN) 0.5 $726k 14k 51.72
Companhia de Bebidas das Americas 0.5 $713k 17k 41.34
Big Lots (BIGGQ) 0.5 $724k 17k 43.01
Old Republic International Corporation (ORI) 0.5 $717k 68k 10.55
Caterpillar (CAT) 0.5 $699k 6.6k 106.55
J.C. Penney Company 0.5 $705k 20k 35.42
Cintas Corporation (CTAS) 0.5 $700k 18k 39.10
Amylin Pharmaceuticals 0.5 $698k 28k 24.97
Jones Lang LaSalle Incorporated (JLL) 0.5 $690k 8.3k 83.33
GameStop (GME) 0.5 $681k 31k 21.85
Level 3 Communications 0.5 $687k 27k 25.75
Charles Schwab Corporation (SCHW) 0.5 $676k 47k 14.37
Applied Materials (AMAT) 0.5 $675k 54k 12.43
Kennametal (KMT) 0.5 $671k 15k 44.56
Abercrombie & Fitch (ANF) 0.4 $655k 13k 49.58
Domino's Pizza (DPZ) 0.4 $665k 18k 36.28
Cincinnati Financial Corporation (CINF) 0.4 $643k 19k 34.49
Guess? (GES) 0.4 $638k 20k 31.27
Buckle (BKE) 0.4 $627k 13k 47.86
Marathon Oil Corporation (MRO) 0.4 $634k 20k 31.70
Boston Scientific Corporation (BSX) 0.4 $612k 102k 5.98
Timken Company (TKR) 0.4 $620k 12k 50.74
Darden Restaurants (DRI) 0.4 $613k 12k 51.19
Alaska Air (ALK) 0.4 $610k 17k 35.79
Rowan Companies 0.4 $611k 19k 32.95
Cit 0.4 $601k 15k 41.25
Crown Holdings (CCK) 0.4 $593k 16k 36.85
KBR (KBR) 0.4 $599k 17k 35.55
BE Aerospace 0.4 $602k 13k 46.49
Computer Sciences Corporation 0.4 $605k 20k 29.95
Liberty Media 0.4 $602k 32k 19.09
Gap (GAP) 0.4 $605k 23k 26.14
Frontline Limited Usd2.5 0.4 $597k 78k 7.69
Covanta Holding Corporation 0.4 $581k 36k 16.22
Continental Resources 0.4 $572k 6.7k 85.82
Dell 0.4 $572k 34k 16.61
Atmel Corporation 0.4 $570k 58k 9.86
DSW 0.4 $572k 10k 54.74
Terex Corporation (TEX) 0.4 $573k 26k 22.48
Cerner Corporation 0.4 $559k 7.3k 76.10
eBay (EBAY) 0.4 $552k 15k 36.90
Barclays (BCS) 0.4 $561k 37k 15.14
Poly 0.4 $550k 29k 19.08
Signet Jewelers (SIG) 0.4 $547k 12k 47.29
Foot Locker (FL) 0.4 $536k 17k 31.06
LSI Corporation 0.4 $544k 63k 8.68
Deckers Outdoor Corporation (DECK) 0.4 $546k 8.7k 63.11
Lennar Corporation (LEN) 0.3 $523k 19k 27.17
Diebold Incorporated 0.3 $520k 14k 38.53
Jabil Circuit (JBL) 0.3 $527k 21k 25.10
Manitowoc Company 0.3 $487k 35k 13.86
Domtar Corp 0.3 $487k 5.1k 95.36
Genes (GCO) 0.3 $491k 6.8k 71.70
Rayonier (RYN) 0.3 $501k 11k 44.13
Pvh Corporation (PVH) 0.3 $487k 5.4k 89.39
Hartford Financial Services (HIG) 0.3 $478k 23k 21.09
Seattle Genetics 0.3 $473k 23k 20.37
Valspar Corporation 0.3 $482k 10k 48.33
Endo Pharmaceuticals 0.3 $484k 13k 38.75
Herbalife Ltd Com Stk (HLF) 0.3 $476k 6.9k 68.78
Atwood Oceanics 0.3 $476k 11k 44.86
Stone Energy Corporation 0.3 $486k 17k 28.58
URS Corporation 0.3 $485k 11k 42.50
Flotek Industries 0.3 $473k 39k 12.02
Focus Media Holding 0.3 $465k 19k 25.14
AFLAC Incorporated (AFL) 0.3 $458k 10k 46.02
Dow Chemical Company 0.3 $457k 13k 34.64
Valassis Communications 0.3 $465k 20k 23.01
Ca 0.3 $467k 17k 27.59
Cubist Pharmaceuticals 0.3 $471k 11k 43.21
MFA Mortgage Investments 0.3 $469k 63k 7.46
Oneok (OKE) 0.3 $461k 5.7k 81.58
Consolidated Edison (ED) 0.3 $455k 7.8k 58.48
Apache Corporation 0.3 $448k 4.5k 100.36
Pitney Bowes (PBI) 0.3 $448k 26k 17.59
Cadence Design Systems (CDNS) 0.3 $442k 37k 11.85
Dolby Laboratories (DLB) 0.3 $443k 12k 38.07
Acuity Brands (AYI) 0.3 $456k 7.3k 62.85
IPG Photonics Corporation (IPGP) 0.3 $455k 8.7k 52.05
Albemarle Corporation (ALB) 0.3 $454k 7.1k 63.89
Pharmacyclics 0.3 $456k 16k 27.75
Sealed Air (SEE) 0.3 $428k 22k 19.30
Liberty Global 0.3 $434k 8.7k 50.09
Rosetta Resources 0.3 $430k 8.8k 48.77
SPDR S&P Homebuilders (XHB) 0.3 $428k 20k 21.32
Vistaprint N V 0.3 $418k 11k 38.68
Overseas Shipholding 0.3 $425k 34k 12.62
Nordic American Tanker Shippin (NAT) 0.3 $426k 27k 15.88
Cbre Group Inc Cl A (CBRE) 0.3 $420k 21k 19.95
R.R. Donnelley & Sons Company 0.3 $402k 33k 12.39
ATP Oil & Gas Corporation 0.3 $404k 55k 7.35
Coeur d'Alene Mines Corporation (CDE) 0.3 $403k 17k 23.75
Energen Corporation 0.3 $402k 8.2k 49.11
InterOil Corporation 0.3 $403k 7.8k 51.39
E TRADE Financial Corporation 0.3 $389k 36k 10.95
Boeing Company (BA) 0.3 $391k 5.3k 74.39
Nu Skin Enterprises (NUS) 0.3 $388k 6.7k 57.94
Thermo Fisher Scientific (TMO) 0.3 $384k 6.8k 56.35
Diageo (DEO) 0.3 $384k 4.0k 96.58
ValueClick 0.3 $393k 20k 19.72
Denbury Resources 0.3 $385k 21k 18.22
Skyworks Solutions (SWKS) 0.3 $396k 14k 27.67
Teradyne (TER) 0.3 $389k 23k 16.89
FTI Consulting (FCN) 0.2 $381k 10k 37.49
Ubs Ag Cmn 0.2 $367k 26k 14.01
Ameren Corporation (AEE) 0.2 $373k 11k 32.58
Cabela's Incorporated 0.2 $372k 9.7k 38.20
ON Semiconductor (ON) 0.2 $372k 41k 9.01
Activision Blizzard 0.2 $378k 29k 12.84
DTE Energy Company (DTE) 0.2 $377k 6.9k 55.01
Spreadtrum Communications 0.2 $380k 23k 16.50
Brocade Communications Systems 0.2 $377k 66k 5.75
Owens Corning (OC) 0.2 $353k 9.8k 36.03
State Street Corporation (STT) 0.2 $358k 7.9k 45.54
Martin Marietta Materials (MLM) 0.2 $365k 4.3k 85.56
V.F. Corporation (VFC) 0.2 $360k 2.5k 146.16
American Electric Power Company (AEP) 0.2 $353k 9.1k 38.60
Harman International Industries 0.2 $362k 7.7k 46.83
General Dynamics Corporation (GD) 0.2 $364k 5.0k 73.36
AutoZone (AZO) 0.2 $359k 966.00 371.64
Oracle Corporation (ORCL) 0.2 $356k 12k 29.13
Regal-beloit Corporation (RRX) 0.2 $357k 5.4k 65.60
Stillwater Mining Company 0.2 $365k 29k 12.64
Jefferies 0.2 $356k 19k 18.86
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.2 $361k 3.9k 92.78
UniSource Energy 0.2 $355k 9.7k 36.56
iShares MSCI Brazil Index (EWZ) 0.2 $365k 5.6k 64.66
InterMune 0.2 $337k 23k 14.67
AES Corporation (AES) 0.2 $340k 26k 13.07
Edwards Lifesciences (EW) 0.2 $340k 4.7k 72.63
Northrop Grumman Corporation (NOC) 0.2 $347k 5.7k 61.12
Avnet (AVT) 0.2 $340k 9.4k 36.36
Walgreen Company 0.2 $346k 10k 33.46
ITC Holdings 0.2 $347k 4.5k 76.94
Novo Nordisk A/S (NVO) 0.2 $338k 2.4k 138.87
Eaton Vance 0.2 $343k 12k 28.55
MEMC Electronic Materials 0.2 $350k 97k 3.61
Amarin Corporation (AMRN) 0.2 $350k 31k 11.33
Ens 0.2 $326k 6.2k 52.92
Barrick Gold Corp (GOLD) 0.2 $334k 7.7k 43.53
Ameriprise Financial (AMP) 0.2 $328k 5.7k 57.12
ResMed (RMD) 0.2 $324k 11k 30.95
Verizon Communications (VZ) 0.2 $334k 8.7k 38.23
Regal Entertainment 0.2 $326k 24k 13.59
Smithfield Foods 0.2 $331k 15k 22.03
Onyx Pharmaceuticals 0.2 $327k 8.7k 37.66
Duke Realty Corporation 0.2 $330k 23k 14.34
Acacia Research Corporation (ACTG) 0.2 $326k 7.8k 41.74
SPDR S&P Retail (XRT) 0.2 $323k 5.3k 61.37
Jazz Pharmaceuticals (JAZZ) 0.2 $336k 6.9k 48.40
Ryder System (R) 0.2 $315k 6.0k 52.88
Goodyear Tire & Rubber Company (GT) 0.2 $317k 28k 11.21
Xerox Corporation 0.2 $311k 38k 8.09
Shire 0.2 $310k 3.3k 94.71
W.R. Grace & Co. 0.2 $313k 5.4k 57.85
Oge Energy Corp (OGE) 0.2 $310k 5.8k 53.49
Steven Madden (SHOO) 0.2 $314k 7.4k 42.69
CommVault Systems (CVLT) 0.2 $314k 6.3k 49.61
Shutterfly 0.2 $314k 10k 31.34
FMC Technologies 0.2 $298k 5.9k 50.50
Avery Dennison Corporation (AVY) 0.2 $294k 9.7k 30.17
Newell Rubbermaid (NWL) 0.2 $292k 16k 17.82
East West Ban (EWBC) 0.2 $292k 13k 23.06
Walter Energy 0.2 $298k 5.0k 59.12
Brinker International (EAT) 0.2 $293k 11k 27.52
Entergy Corporation (ETR) 0.2 $297k 4.4k 67.09
Allscripts Healthcare Solutions (MDRX) 0.2 $305k 18k 16.58
Cinemark Holdings (CNK) 0.2 $298k 14k 21.98
LaSalle Hotel Properties 0.2 $304k 11k 28.15
BorgWarner (BWA) 0.2 $293k 3.5k 84.22
MGM Resorts International. (MGM) 0.2 $295k 22k 13.62
Ann 0.2 $304k 11k 28.62
Brookfield Asset Management 0.2 $287k 9.1k 31.55
Copart (CPRT) 0.2 $278k 11k 26.11
Tyson Foods (TSN) 0.2 $282k 15k 19.16
EOG Resources (EOG) 0.2 $289k 2.6k 111.15
Penn National Gaming (PENN) 0.2 $283k 6.6k 43.00
Donaldson Company (DCI) 0.2 $291k 8.1k 35.75
Avis Budget (CAR) 0.2 $280k 20k 14.17
Yahoo! 0.2 $278k 18k 15.25
iShares Russell 2000 Index (IWM) 0.2 $281k 3.4k 82.82
Actuant Corporation 0.2 $285k 9.8k 29.03
Jos. A. Bank Clothiers 0.2 $281k 5.6k 50.32
Imax Corp Cad (IMAX) 0.2 $279k 11k 24.48
PNM Resources (TXNM) 0.2 $280k 15k 18.30
Kimco Realty Corporation (KIM) 0.2 $289k 15k 19.24
General Growth Properties 0.2 $285k 17k 17.01
Northern Trust Corporation (NTRS) 0.2 $262k 5.5k 47.44
Nasdaq Omx (NDAQ) 0.2 $263k 10k 25.94
Eaton Corporation 0.2 $273k 5.5k 49.79
Lincoln Electric Holdings (LECO) 0.2 $266k 5.9k 45.32
Suno 0.2 $270k 7.1k 38.21
E.I. du Pont de Nemours & Company 0.2 $267k 5.0k 52.97
Vishay Intertechnology (VSH) 0.2 $274k 23k 12.16
CVS Caremark Corporation (CVS) 0.2 $267k 6.0k 44.84
Sprint Nextel Corporation 0.2 $267k 94k 2.85
Accenture (ACN) 0.2 $272k 4.2k 64.59
Dean Foods Company 0.2 $273k 23k 12.11
Zions Bancorporation (ZION) 0.2 $263k 12k 21.49
Elan Corporation 0.2 $263k 18k 14.99
Molina Healthcare (MOH) 0.2 $266k 7.9k 33.63
ProShares Ultra QQQ (QLD) 0.2 $274k 2.3k 118.87
Global Payments (GPN) 0.2 $254k 5.4k 47.41
Charles River Laboratories (CRL) 0.2 $256k 7.1k 36.05
Knight Transportation 0.2 $259k 15k 17.66
Plains Exploration & Production Company 0.2 $257k 6.0k 42.68
Barnes & Noble 0.2 $249k 19k 13.23
Estee Lauder Companies (EL) 0.2 $250k 4.0k 61.87
Companhia de Saneamento Basi (SBS) 0.2 $250k 3.3k 76.48
EnerSys (ENS) 0.2 $260k 7.5k 34.69
Bill Barrett Corporation 0.2 $256k 9.8k 26.02
Triumph (TGI) 0.2 $247k 3.9k 62.74
CBL & Associates Properties 0.2 $260k 14k 18.96
SPDR KBW Bank (KBE) 0.2 $251k 11k 23.88
Allied World Assurance 0.2 $250k 3.6k 68.74
Ralph Lauren Corp (RL) 0.2 $258k 1.5k 174.09
Microsoft Corporation (MSFT) 0.2 $237k 7.4k 32.20
Wal-Mart Stores (WMT) 0.2 $241k 3.9k 61.14
Magna Intl Inc cl a (MGA) 0.2 $246k 5.1k 47.81
AMERIGROUP Corporation 0.2 $232k 3.5k 67.17
Huntsman Corporation (HUN) 0.2 $245k 18k 14.02
Diamond Foods 0.2 $241k 11k 22.85
Tam 0.2 $232k 9.2k 25.09
Taubman Centers 0.2 $237k 3.2k 73.10
Assurant (AIZ) 0.1 $224k 5.5k 40.51
Hudson City Ban 0.1 $225k 31k 7.32
Alcoa 0.1 $225k 23k 10.01
Lexmark International 0.1 $222k 6.7k 33.29
Chesapeake Energy Corporation 0.1 $221k 9.5k 23.19
Sears Holdings Corporation 0.1 $228k 3.4k 66.20
Capstead Mortgage Corporation 0.1 $217k 17k 13.09
Weingarten Realty Investors 0.1 $224k 8.5k 26.38
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.1 $228k 2.0k 112.43
Proshares Tr ultr 7-10 trea (UST) 0.1 $224k 2.2k 102.94
Cnooc 0.1 $207k 1.0k 204.55
Tenaris (TS) 0.1 $214k 5.6k 38.30
Cracker Barrel Old Country Store (CBRL) 0.1 $214k 3.8k 55.85
Transocean (RIG) 0.1 $210k 3.8k 54.80
Apartment Investment and Management 0.1 $209k 7.9k 26.44
AmerisourceBergen (COR) 0.1 $205k 5.2k 39.71
MDU Resources (MDU) 0.1 $206k 9.2k 22.43
Agrium 0.1 $215k 2.5k 86.31
Office Depot 0.1 $210k 61k 3.45
Deere & Company (DE) 0.1 $212k 2.6k 80.89
Merck & Co (MRK) 0.1 $205k 5.3k 38.34
Glimcher Realty Trust 0.1 $215k 21k 10.21
Raymond James Financial (RJF) 0.1 $205k 5.6k 36.50
SYNNEX Corporation (SNX) 0.1 $205k 5.4k 38.07
iShares S&P SmallCap 600 Index (IJR) 0.1 $204k 2.7k 76.20
Charter Communications 0.1 $214k 3.4k 63.39
PetSmart 0.1 $200k 3.5k 57.11
Men's Wearhouse 0.1 $200k 5.2k 38.70
Amkor Technology (AMKR) 0.1 $193k 31k 6.15
Charming Shoppes 0.1 $200k 34k 5.91
Alliant Techsystems 0.1 $202k 4.0k 50.22
DCT Industrial Trust 0.1 $198k 34k 5.89
Tenet Healthcare Corporation 0.1 $186k 35k 5.30
Advanced Micro Devices (AMD) 0.1 $180k 23k 8.01
Cypress Semiconductor Corporation 0.1 $183k 12k 15.60
Warner Chilcott Plc - 0.1 $182k 11k 16.79
iShares Gold Trust 0.1 $181k 11k 16.26
Yamana Gold 0.1 $187k 12k 15.64
Hot Topic 0.1 $161k 16k 10.14
First Horizon National Corporation (FHN) 0.1 $171k 17k 10.39
Ares Capital Corporation (ARCC) 0.1 $172k 11k 16.39
Ocwen Financial Corporation 0.1 $166k 11k 15.67
Idenix Pharmaceuticals 0.1 $161k 16k 9.81
Smith & Wesson Holding Corporation 0.1 $171k 22k 7.76
Sunstone Hotel Investors (SHO) 0.1 $163k 17k 9.75
Turkcell Iletisim Hizmetleri A.S. (TKC) 0.1 $143k 11k 12.59
Fifth Third Ban (FITB) 0.1 $148k 11k 14.03
Newcastle Investment 0.1 $153k 24k 6.28
Lexington Realty Trust (LXP) 0.1 $150k 17k 9.01
RF Micro Devices 0.1 $143k 29k 4.98
Dynavax Technologies Corporation 0.1 $145k 29k 5.05
CNO Financial (CNO) 0.1 $148k 19k 7.76
First Industrial Realty Trust (FR) 0.1 $128k 10k 12.35
PDL BioPharma 0.1 $133k 21k 6.34
Hecla Mining Company (HL) 0.1 $134k 29k 4.62
Boyd Gaming Corporation (BYD) 0.1 $120k 15k 7.86
Health Management Associates 0.1 $122k 18k 6.70
Compuware Corporation 0.1 $118k 13k 9.19
Integrated Device Technology 0.1 $126k 18k 7.17
Strategic Hotels & Resorts 0.1 $125k 19k 6.57
Aircastle 0.1 $125k 10k 12.25
American Capital 0.1 $115k 13k 8.67
Supervalu 0.1 $102k 18k 5.70
Entegris (ENTG) 0.1 $111k 12k 9.37
Corinthian Colleges 0.1 $98k 24k 4.13
Mbia (MBI) 0.1 $100k 10k 9.82
Diana Shipping (DSX) 0.1 $102k 11k 8.94
Celestica 0.1 $96k 10k 9.52
Hawaiian Holdings 0.1 $84k 16k 5.22
Alaska Communications Systems 0.1 $89k 29k 3.09
Alcatel-Lucent 0.1 $95k 42k 2.27
JetBlue Airways Corporation (JBLU) 0.1 $70k 14k 4.89
Cincinnati Bell 0.1 $78k 20k 4.01
FuelCell Energy 0.1 $76k 48k 1.57
Wet Seal 0.0 $60k 17k 3.45
United Microelectronics (UMC) 0.0 $55k 23k 2.44
Aurizon Mines 0.0 $53k 11k 4.80
Wendy's/arby's Group (WEN) 0.0 $53k 11k 5.01
Vonage Holdings 0.0 $41k 19k 2.21
Popular 0.0 $32k 16k 2.05
Synovus Financial 0.0 $27k 13k 2.05
Rite Aid Corporation 0.0 $30k 17k 1.73