Tradeworx Inc.

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CIK 1389526

13F portfolio (2014-Q3)

$76M

Positions

221

Implied 1Y CAGR

modeled · as filed

Long positions in SEC Section 13(f) securities (US-listed stocks, ADRs and ETFs), largest first · Δ vs 2014-Q2. A lagged quarterly snapshot (filed ≤45 days after quarter-end); excludes shorts, options, cash, and shares listed only on non-US exchanges — foreign companies held via a US listing or ADR (e.g. Alibaba, TSMC) ARE included.

Implied return what this book implies · modeled, not advice methodology →

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As filed = each book applied at its quarter-end (what the reported book did) · As copyable = applied at its statutory 45-day filing deadline (what a 13F follower could have earned).

Computing…

Hypothetical modeled performance constructed with hindsight — not actual results, and not indicative of future results. See the Disclaimer.

Exposures · what this manager owns, by sector & size (2014-Q3)

Holdings

221

Top 5

11.1%

Top 10

17.5%

Effective N

135.1

HHI

0.007

This quarter

155 new · 0 exit →

By sector

Unclassified49.2%

Industrials8.4%

Consumer Discretionary7.7%

Information Technology7.6%

Financials6.9%

Energy6.1%

Health Care4.8%

Materials3.2%

Other6.1%

By market cap

Unknown54.5%

Large ($10–200B)27.2%

Mid ($2–10B)15.7%

Small ($300M–2B)1.2%

Mega (>$200B)1.0%

Micro (<$300M)0.4%

By region

North America50.1%

Other49.2%

Europe0.4%

Asia-Pacific0.3%

By industry group GICS — finer than sector

Industry group	Weight	Names
Unclassified	49.23%	112
Oil, Gas & Consumable Fuels	6.13%	7
Insurance	3.71%	7
Banks	2.69%	8
Metals & Mining	2.66%	4
Software	2.63%	4
Semiconductors & Semiconductor Equipment	2.34%	6
Commercial Services & Supplies	2.32%	5
Pharmaceuticals & Biotechnology	1.93%	3
Technology Hardware & Equipment	1.83%	5
Airlines	1.83%	4
Household Durables	1.81%	3
Utilities	1.74%	5
Automobiles & Components	1.66%	3
Specialty Retail	1.59%	4
Health Care Equipment & Supplies	1.50%	3
Health Care Providers & Services	1.27%	2
Machinery	1.18%	3
Equity Real Estate Investment Trusts (REITs)	1.16%	2
Media & Publishing	1.01%	1
Distributors	0.90%	3
Construction & Engineering	0.89%	2
Diversified Consumer Services	0.68%	3
Hotels, Restaurants & Leisure	0.62%	2
Life Sciences Tools & Services	0.57%	2
Food Products	0.56%	2
Chemicals	0.51%	1
Beverages	0.51%	2
Professional Services	0.50%	1
Textiles, Apparel & Luxury Goods	0.49%	1
Marine	0.47%	1
Capital Markets	0.47%	1
Road & Rail	0.46%	1
Entertainment	0.42%	1
Electrical Equipment & Components	0.42%	2
Media & Entertainment	0.39%	2
Software & IT Services	0.33%	1
Food & Staples Retailing	0.31%	1
Aerospace & Defense	0.28%	1

Top holdings

#	Ticker	Name	Sector	Weight
1	PBR	PETROBRAS - PETROLEO BRASILEIRO SA	Energy	3.04%
2		Alphabet CL C	Unclassified	2.36%
3	SSO	PROSHARES TR	Unclassified	2.11%
4		COMCAST CORP NEW	Unclassified	2.06%
5		NATIONAL OILWELL VARCO INC	Unclassified	1.52%
6		ENCANA CORP	Unclassified	1.48%
7	BB	BLACKBERRY Ltd	Information Technology	1.44%
8	PTEN	PATTERSON UTI ENERGY INC	Energy	1.21%
9	AA	Alcoa Corp	Materials	1.15%
10		LIBERTY GLOBAL PLC	Unclassified	1.11%

109/221 names classified · sector 50.8% of weight · industry 50.8% · mkt cap 45.5%; unclassified names shown, never dropped.

Sector allocation over time · how the GICS mix & top names shifted quarter by quarter

top 5/sector, rest → “Other” · 7 quarters

IndustrialsKBH, TRN, BA, CAR, FISV · other

Information TechnologyMU, BB, FSLR, NVDA, SOHU · other

Consumer DiscretionaryLEA, COR, KMX, WHR, HRB · other

FinancialsBAC, SCHW, MBI, RGA, UNM · other

MaterialsAA, PKG, EXP, PPG, GLW · other

Health CareTHC, PCRX, ABT, UHS, MDT · other

EnergyPBR, PTEN, HAL, SD, DVN · other

UtilitiesLNG, NRG, EIX, AEE, DTE · other

Communication ServicesCMCSA, NWS, NFLX, NWSA, T · other

Consumer StaplesTSN, ADM, MKC, GIS, SJM · other

Real EstateSTWD, VNO, OHI, CBRE, RYN · other

UnclassifiedAlphabet CL C, SSO, COMCAST CORP NEW, TWENTY FIRST CENTY FOX INC, NATIONAL OILWELL VARCO INC · other

Sector is classified on each name's CURRENT fundamentals, not point-in-time — apparent sector drift can reflect the market re-rating a holding, not a manager trade. 13F is a lagged quarterly snapshot of long positions in US-listed securities only — foreign companies held via a US listing or ADR ARE included, but shares listed only on non-US exchanges (plus shorts, options and cash) are not. Latest quarter: 50.8% of the book is sector-classified (unclassified names shown, never dropped).

Style box · size × value-growth placement of the reported book (2014-Q3), classified on current fundamentals (not point-in-time) — load it into PORT to overlay your own portfolio

Only 43% of book weight classified — the grid is NOT representative of the whole book.

holdings, colored by sector (94 classified)Tradeworx Inc. centroid (Mid Core)

IndustrialsInformation TechnologyConsumer DiscretionaryFinancialsHealth CareMaterialsEnergyCommunication ServicesUtilitiesConsumer StaplesReal Estate

Style box summary for Tradeworx Inc.: centroid Mid Core. Heaviest cells: Small Value 7.9%, Mid Value 6.9%, Small Core 6.3%.

Classified: 42.5% of book weight (94/117 names) · unclassified 57.5%: , PBR, SSO, VEA, MGA, PBF, JBLU, IYR, CNI, HOLX +13 more. Size: cap 70/20/10 bands; style: value/growth composite on our own metrics — not Morningstar's model.

Contribution holdings-based, any period

No contribution data for this period.

Holdings· 221 positions (2014-Q3) · largest first · Δ vs 2014-Q2

#	Security	Shares	Value	Weight	Δ QoQ
1	PBRPETROLEO BRASILEIRO S A	161,918	$2M	3.0%	ADD 1334%
2	Alphabet CL C	3,084	$2M	2.4%	ADD 3%
3	SSOPROSHARES TR	13,574	$2M	2.1%	NEW
4	COMCAST CORP NEW	29,126	$2M	2.1%	NEW
5	NATIONAL OILWELL VARCO INC	15,062	$1M	1.5%	NEW
6	ENCANA CORP	52,804	$1M	1.5%	NEW
7	BBBLACKBERRY LTD	109,312	$1M	1.4%	ADD 52%
8	PTENPATTERSON-UTI ENERGY INC	28,144	$916,000	1.2%	ADD 251%
9	AAALCOA INC	53,792	$866,000	1.1%	ADD 51%
10	LIBERTY GLOBAL PLC	20,438	$838,000	1.1%	ADD 30%
11	NWSANEWS CORP NEW	46,872	$766,000	1.0%	NEW
12	ANNALY MORTGAGE MANAGEMENT	71,514	$764,000	1.0%	ADD 172%
13	STWDSTARWOOD PPTY TR INC	33,625	$738,000	1.0%	ADD 263%
14	UHSUniversal Health Svcs., Cl. B	6,435	$672,000	0.9%	NEW
15	MDTMEDTRONIC INC	10,791	$669,000	0.9%	NEW
16	ONON SEMICONDUCTOR CORP	74,021	$662,000	0.9%	ADD 530%
17	WHRWHIRLPOOL CORP	4,511	$657,000	0.9%	NEW
18	ABTABBOTT LABS	15,654	$651,000	0.9%	NEW
19	VEAVANGUARD TAX-MANAGED FDS	16,150	$642,000	0.8%	NEW
20	PCRXPACIRA BIOSCIENCES INC	6,402	$620,000	0.8%	NEW
21	SPDR Bloomberg Barclays High Yie	15,318	$615,000	0.8%	NEW
22	PROSHARES	24,000	$552,000	0.7%	NEW
23	MGAMAGNA INTL INC	5,642	$535,000	0.7%	ADD 97%
24	HARMAN INTL INDS INC	5,414	$531,000	0.7%	NEW
25	HOSPIRA INC	10,196	$530,000	0.7%	NEW
26	UNMUNUM GROUP	15,300	$526,000	0.7%	NEW
27	URIUNITED RENTALS INC	4,723	$525,000	0.7%	TRIM −18%
28	CENXCENTURY ALUM CO	20,056	$521,000	0.7%	NEW
29	HOLLYFRONTIER CORP	11,860	$518,000	0.7%	NEW
30	RGAREINSURANCE GRP OF AMERICA I	6,384	$512,000	0.7%	ADD 120%
31	DELEK US HLDGS INC	15,323	$507,000	0.7%	NEW
32	TESORO CORP	8,083	$493,000	0.7%	NEW
33	AKORN INC	13,410	$486,000	0.6%	NEW
34	HEWLETT PACKARD CO	13,395	$475,000	0.6%	TRIM −53%
35	LEALEAR CORP	5,475	$473,000	0.6%	ADD 26%
36	PBFPBF ENERGY INC	19,514	$468,000	0.6%	TRIM −21%
37	JBLUJETBLUE AWYS CORP	43,987	$467,000	0.6%	NEW
38	SGISOMNIGROUP INTERNATIONAL INC	8,315	$467,000	0.6%	NEW
39	SKECHERS U S A INC CL A	8,706	$464,000	0.6%	NEW
40	ORCLORACLE CORP	12,060	$462,000	0.6%	TRIM −13%
41	INVENSENSE INC	23,174	$457,000	0.6%	ADD 33%
42	RRYDER SYS INC	4,950	$445,000	0.6%	TRIM −8%
43	IYRISHARES TR	6,396	$443,000	0.6%	NEW
44	SYMANTEC CORP	18,287	$430,000	0.6%	NEW
45	PRUPRUDENTIAL FINL INC	4,815	$423,000	0.6%	ADD 86%
46	FFIVF5 INC	3,542	$421,000	0.6%	NEW
47	LEGG MASON INC	8,176	$418,000	0.6%	NEW
48	MMACYS INC	7,040	$410,000	0.5%	NEW
49	PFGPRINCIPAL FINANCIAL GROUP IN	7,815	$410,000	0.5%	NEW
50	RITE AID CORP	82,319	$398,000	0.5%	ADD 93%
51	HD SUPPLY HLDGS INC	14,519	$396,000	0.5%	NEW
52	SWKSTANLEY BLACK & DECKER INC	4,413	$392,000	0.5%	NEW
53	FCXFREEPORT MCMORAN INC	11,835	$386,000	0.5%	NEW
54	DELPHI AUTOMOTIVE PLC	6,288	$386,000	0.5%	NEW
55	LYBLYONDELLBASELL INDUSTRIES N	3,549	$386,000	0.5%	TRIM −52%
56	ANADARKO PETE CORP	3,768	$382,000	0.5%	NEW
57	ACMAECOM	11,192	$378,000	0.5%	NEW
58	CTASCINTAS CORP	5,216	$368,000	0.5%	NEW
59	HBANHUNTINGTON BANCSHARES INC	37,818	$368,000	0.5%	NEW
60	VOYAVOYA FINANCIAL INC	9,370	$366,000	0.5%	ADD 37%
61	NCLHNORWEGIAN CRUISE LINE HLDGS	9,850	$355,000	0.5%	NEW
62	VLOVALERO ENERGY CORP	7,647	$354,000	0.5%	NEW
63	IVZINVESCO LTD	8,971	$354,000	0.5%	NEW
64	CIGNA CORPORATION	3,877	$352,000	0.5%	NEW
65	UALUNITED AIRLS HLDGS INC	7,493	$351,000	0.5%	NEW
66	Con Way Inc	7,359	$350,000	0.5%	NEW
67	LENLENNAR CORP	9,022	$350,000	0.5%	TRIM −24%
68	CNICANADIAN NATL RY CO	4,886	$347,000	0.5%	NEW
69	CAREFUSION CORP	7,643	$346,000	0.5%	NEW
70	SANCHEZ ENERGY CORP	13,094	$344,000	0.5%	NEW
71	CONNS INC	11,339	$343,000	0.5%	NEW
72	Bunge Ltd	4,033	$340,000	0.4%	NEW
73	DSW INC	11,264	$339,000	0.4%	NEW
74	AEEAMEREN CORP	8,786	$337,000	0.4%	NEW
75	LUVSOUTHWEST AIRLS CO	9,848	$333,000	0.4%	TRIM −74%
76	SPIRIT AEROSYSTEMS HLDGS INC	8,748	$333,000	0.4%	NEW
77	CHARTER COMMUNICATIONS INC D	2,192	$332,000	0.4%	NEW
78	STONE ENERGY CORP	10,446	$328,000	0.4%	NEW
79	WEBMD HEALTH CORP	7,851	$328,000	0.4%	NEW
80	MMM3M CO	2,294	$325,000	0.4%	NEW
81	Quintiles IMS Holdings, Inc.	5,810	$324,000	0.4%	NEW
82	NVRNVR INC	286	$323,000	0.4%	NEW
83	AXSAXIS CAP HLDGS LTD	6,789	$321,000	0.4%	NEW
84	FAIRCHILD SEMICONDUCTOR	20,558	$319,000	0.4%	NEW
85	PRKSUNITED PARKS & RESORTS INC	16,412	$316,000	0.4%	NEW
86	PRAXAIR INC	2,414	$311,000	0.4%	NEW
87	RANDGOLD RES LTD	4,578	$309,000	0.4%	NEW
88	AKAMAKAMAI TECHNOLOGIES INC	5,122	$306,000	0.4%	NEW
89	ARRIS GROUP INC NEW	10,752	$305,000	0.4%	TRIM −9%
90	JANUS CAPITAL GROUP INC	20,895	$304,000	0.4%	NEW
91	FIVEFIVE BELOW INC	7,549	$299,000	0.4%	NEW
92	JBLJabil Circuit, Inc.	14,583	$294,000	0.4%	NEW
93	BASIC ENERGY SERVICES INC	13,465	$292,000	0.4%	NEW
94	HOLXHOLOGIC INC	11,970	$291,000	0.4%	NEW
95	YY INC	3,891	$291,000	0.4%	NEW
96	LABORATORY CORP AMER HLDGS	2,841	$289,000	0.4%	NEW
97	ETENERGY TRANSFER L P	4,667	$288,000	0.4%	NEW
98	HSBCHSBC HLDGS PLC	5,667	$288,000	0.4%	TRIM −18%
99	TOWERS WATSON AND COMPANY	2,880	$287,000	0.4%	ADD 7%
100	MYLAN INC	6,298	$286,000	0.4%	NEW
101	GAPGAP INC	6,801	$284,000	0.4%	TRIM −22%
102	DGXQUEST DIAGNOSTICS INC	4,682	$284,000	0.4%	NEW
103	SUPERVALU INC	31,797	$284,000	0.4%	NEW
104	NXPINXP SEMICONDUCTORS N V	4,117	$282,000	0.4%	NEW
105	TAPMOLSON COORS BEVERAGE CO	3,749	$279,000	0.4%	NEW
106	PANDORA MEDIA INC	11,524	$278,000	0.4%	NEW
107	CMSCMS ENERGY CORP	9,311	$276,000	0.4%	NEW
108	Covance Inc	3,513	$276,000	0.4%	NEW
109	DENTSPLY INTL INC NEW	6,024	$275,000	0.4%	TRIM −14%
110	BLACKSTONE GROUP LP	8,638	$272,000	0.4%	NEW
111	AMEAMETEK INC	5,364	$269,000	0.4%	TRIM −34%
112	FTNTFORTINET INC	10,659	$269,000	0.4%	NEW
113	ITUBITAU UNIBANCO HLDG S A	19,384	$269,000	0.4%	TRIM −45%
114	LEVEL 3 COMMUNICATIONS INC	5,862	$268,000	0.4%	TRIM −50%
115	LINKEDIN CORP	1,291	$268,000	0.4%	NEW
116	BNYBANK NEW YORK MELLON CORP	6,857	$266,000	0.4%	NEW
117	GEGENERAL ELECTRIC CO	10,325	$265,000	0.4%	ADD 33%
118	BIGGQBIG LOTS INC	6,101	$263,000	0.3%	TRIM −32%
119	PROSHARES TR	10,634	$262,000	0.3%	NEW
120	BCBRUNSWICK CORP	6,201	$261,000	0.3%	NEW
121	PINNACLE ENTMT INC	10,411	$261,000	0.3%	NEW
122	VMWARE INC	2,733	$256,000	0.3%	TRIM −12%
123	NTRSNORTHERN TR CORP	3,748	$255,000	0.3%	NEW
124	CNKCINEMARK HOLDINGS INC	7,469	$254,000	0.3%	NEW
125	SCISERVICE CORP INTL	12,020	$254,000	0.3%	NEW
126	RHIROBERT HALF INC.	5,140	$252,000	0.3%	NEW
127	SMSM ENERGY CO	3,225	$252,000	0.3%	NEW
128	LASALLE HOTEL PPTYS	7,341	$251,000	0.3%	NEW
129	BED BATH & BEYOND INC	3,787	$249,000	0.3%	NEW
130	SUPERIOR ENERGY SVCS INC	7,569	$249,000	0.3%	NEW
131	AMERICAN CAPITAL AGENCY CORP	11,652	$248,000	0.3%	NEW
132	GNWGENWORTH FINL INC	18,897	$248,000	0.3%	NEW
133	DOXAMDOCS LTD	5,395	$248,000	0.3%	TRIM −53%
134	IHS CL A	1,976	$247,000	0.3%	TRIM −37%
135	TMTOYOTA MOTOR CORP	2,105	$247,000	0.3%	NEW
136	SLMSLM CORP	28,565	$245,000	0.3%	ADD 14%
137	SANDERSON FARMS INC	2,790	$245,000	0.3%	TRIM −49%
138	AOSSMITH A O CORP	5,177	$245,000	0.3%	NEW
139	SPYSTATE STR SPDR S&P 500 ETF T	1,232	$243,000	0.3%	NEW
140	VECTOR GROUP LTD	10,957	$243,000	0.3%	NEW
141	COTT CORP QUE	34,965	$240,000	0.3%	NEW
142	CWCURTISS WRIGHT CORP	3,642	$240,000	0.3%	TRIM −20%
143	KKR & CO LP	10,768	$240,000	0.3%	NEW
144	E TRADE FINANCIAL CORP	10,565	$239,000	0.3%	NEW
145	NUENUCOR CORP	4,399	$239,000	0.3%	NEW
146	PSXPHILLIPS 66	2,945	$239,000	0.3%	NEW
147	APHAMPHENOL CORP	2,386	$238,000	0.3%	TRIM −49%
148	FOOT LOCKER INC	4,283	$238,000	0.3%	NEW
149	TDCTERADATA CORP DEL	5,652	$237,000	0.3%	TRIM −37%
150	TWENTY FIRST CENTY FOX INC	6,917	$237,000	0.3%	TRIM −88%
151	HHYATT HOTELS CORP	3,890	$235,000	0.3%	NEW
152	CVSCVS HEALTH CORP	2,908	$231,000	0.3%	HOLD
153	ANDEANDERSONS INC	3,650	$230,000	0.3%	NEW
154	ARMKARAMARK	8,754	$230,000	0.3%	NEW
155	DALDELTA AIR LINES INC	6,346	$229,000	0.3%	TRIM −62%
156	MELIMERCADOLIBRE INC	2,069	$225,000	0.3%	NEW
157	HSICHENRY SCHEIN INC	1,936	$225,000	0.3%	TRIM −69%
158	EEMISHARES TR	5,392	$224,000	0.3%	NEW
159	TERTERADYNE INC	11,529	$224,000	0.3%	NEW
160	CORCENCORA INC	2,888	$223,000	0.3%	HOLD
161	WEATHERFORD INTL PLC	10,691	$222,000	0.3%	NEW
162	HARRIS CORP DEL	3,331	$221,000	0.3%	TRIM −36%
163	CHICOS FAS INC	14,678	$217,000	0.3%	NEW
164	CRLCHARLES RIV LABS INTL INC	3,620	$216,000	0.3%	NEW
165	PPLPPL CORP	6,569	$216,000	0.3%	NEW
166	BOARDWALK PIPELINE PARTNERS	11,502	$215,000	0.3%	NEW
167	ADMARCHER DANIELS MIDLAND CO	4,192	$214,000	0.3%	NEW
168	ALLIANT TECHSYSTEMS INC	1,672	$213,000	0.3%	ADD 2%
169	HONHONEYWELL INTL INC	2,283	$213,000	0.3%	NEW
170	ANYWHERE REAL ESTATE INC	5,689	$212,000	0.3%	NEW
171	U S G CORP	7,696	$212,000	0.3%	NEW
172	VIPSVIPSHOP HLDGS LTD	1,124	$212,000	0.3%	NEW
173	WATWATERS CORP	2,132	$211,000	0.3%	NEW
174	CUBIST PHARM	3,160	$210,000	0.3%	NEW
175	PPCPILGRIMS PRIDE CORP	6,871	$210,000	0.3%	NEW
176	SWIFT TRANSN CO	9,978	$209,000	0.3%	TRIM −56%
177	XEROX CORP	15,619	$207,000	0.3%	TRIM −62%
178	TWO HARBORS INVESTMENT CORP	21,132	$204,000	0.3%	TRIM −16%
179	FITBFIFTH THIRD BANCORP	10,123	$203,000	0.3%	NEW
180	PBIPITNEY BOWES INC	8,134	$203,000	0.3%	TRIM −12%
181	FLEXFlextronics Internat'l. Ltd.	19,679	$203,000	0.3%	NEW
182	CDNSCADENCE DESIGN SYSTEM INC	11,736	$202,000	0.3%	NEW
183	CAMERON INTERNATIONAL CORP	3,023	$201,000	0.3%	NEW
184	DISCOVERY COMMUNICATIONS	5,397	$201,000	0.3%	NEW
185	PNWPINNACLE WEST CAP CORP	3,675	$201,000	0.3%	NEW
186	RGSREGIS CORP	12,169	$194,000	0.3%	NEW
187	OPKOPKO HEALTH INC	22,415	$191,000	0.3%	TRIM −18%
188	BROCADE COMMUNICATIONS SYS I	17,061	$185,000	0.2%	TRIM −21%
189	TiVo Solutions Inc.	14,295	$183,000	0.2%	NEW
190	POLYCOM	14,415	$177,000	0.2%	NEW
191	ROCKET FUEL INC	11,054	$175,000	0.2%	NEW
192	OFFICE DEPOT INC	33,810	$174,000	0.2%	ADD 218%
193	RR DONNELLEY & SONS	10,216	$168,000	0.2%	NEW
194	ARCELORMITTAL FUNSPONSORED ADR 1 ADR REPS 1 ORD SHS	11,627	$159,000	0.2%	NEW
195	QUIKSILVER INC	92,503	$159,000	0.2%	ADD 521%
196	MFA FINL INC	19,278	$150,000	0.2%	TRIM −29%
197	BSXBOSTON SCIENTIFIC CORP	11,946	$141,000	0.2%	NEW
198	DRHDIAMONDROCK HOSPITALITY CO	10,965	$139,000	0.2%	NEW
199	AMERICAN RLTY CAP PPTYS INC	11,476	$138,000	0.2%	HOLD
200	VLYVALLEY NATL BANCORP	14,194	$138,000	0.2%	NEW

showing the top 200 by weight

☆Tradeworx Inc.