Tradeworx Inc.
Q2 2014 13F-HR Holdings
Net value change ($000)
+8,510
(7.4%)
New positions
248
Sold out positions
250
Turnover %
150.3%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q1 2014
Methodology:
sector metrics are equities-only;
instrument mix chart is ex-options;
options exposure is shown separately.
Why this matters.
Top Adds (Value $000, Stocks/ETFs)
| CMCSA | 2,452 | NEW |
| NWSA | 2,239 | NEW |
| TWENTY FIRST CENTY FOX INC | 1,991 | NEW |
| ALPHABET INC CL C | 1,719 | NEW |
| VEU | 1,611 | NEW |
| KBH | 1,243 | NEW |
| RACKSPACE HOSTING | 1,141 | NEW |
| HALCON RES CORP | 1,132 | NEW |
| STRATEGIC HOTELS & RESORTS I | 1,046 | NEW |
| LUV | 1,009 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| SPY | -1,625 | -100.0% |
| SCHW | -1,531 | -100.0% |
| FSLR | -1,096 | -100.0% |
| BB | -967 | -56.8% |
| E TRADE FINANCIAL CORP | -844 | -100.0% |
| EFA | -806 | -100.0% |
| T | -802 | -100.0% |
| PCRX | -801 | -100.0% |
| EXPRESS SCRIPTS HLDG CO | -801 | -100.0% |
| EXTERRAN | -797 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
How this table is calculated:
SEC
VALUE ($000) is used as reported.
For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received.
Column % is bucket-based:
non-options share is calculated inside non-option total, options share is calculated inside options total.
Details.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|