0001140361-12-032071.txt : 20120703
0001140361-12-032071.hdr.sgml : 20120703
20120703103336
ACCESSION NUMBER: 0001140361-12-032071
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120630
FILED AS OF DATE: 20120703
DATE AS OF CHANGE: 20120703
EFFECTIVENESS DATE: 20120703
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Tradeworx Inc.
CENTRAL INDEX KEY: 0001389526
IRS NUMBER: 061543700
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-12340
FILM NUMBER: 12942437
BUSINESS ADDRESS:
STREET 1: 10 BROAD STREET
STREET 2: THIRD FLOOR
CITY: RED BANK
STATE: NJ
ZIP: 07701
BUSINESS PHONE: 732-450-8401
MAIL ADDRESS:
STREET 1: 10 BROAD STREET
STREET 2: THIRD FLOOR
CITY: RED BANK
STATE: NJ
ZIP: 07701
13F-HR
1
form13fhr.txt
NONE
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 6/30/2012
Check here if Amendment []; Amendment Number:
-------
This Amendment (Check only one.): [] is a restatement.
[] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Tradeworx, Inc.
Address: 10 Broad Street
3rd Floor
Red Bank, NJ 07701
Form 13F File Number: 028-12340
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this submission.
Persons Signing this Report on Behalf of Reporting Manager:
Name: Arzhang Kamarei
Title: President
Phone: 732-450-8401
Signature, Place, and Date of Signing:
/s/ Arzhang Kamarei New York, NY 7/3/2012
--------------------------------- --------------------------------- ----------
[Signature] [City, State] [Date]
Report Type (Check only one):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for
this reporting manager are reported in this report and a portion are
reported by other reporting manager(s).)
List of Other Managers Reporting for this Manager:
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 388
Form 13F Information Table Value Total: $ 138,796
--------------
(In Thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
NONE
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------------------- -------------- --------- -------- ----------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ----
AGILENT TECHNOLOGIES INC COM 00846U101 206 5259 SH SOLE 0 0 0
APPLE INC COM 037833100 486 833 SH SOLE 0 0 0
ADVISORY BOARD CO COM 00762W107 302 6098 SH SOLE 0 0 0
COMP DE BEBIDAS SPN ADR SPON ADR REP 100 ADR 20441W203 241 6293 SH SOLE 0 0 0
PREFERENCE SH
ARCH COAL INC COM 039380100 140 20366 SH SOLE 0 0 0
AMEREN CORP COM 023608102 472 14081 SH SOLE 0 0 0
AGNICO EAGLE MINES LTD COM 008474108 247 6100 SH SOLE 0 0 0
AMN ELEC POWER CO COM 025537101 203 5096 SH SOLE 0 0 0
AETNA INC NEW COM 00817Y108 670 17286 SH SOLE 0 0 0
AFFYMETRIX INC COM COM 00826T108 159 33905 SH SOLE 0 0 0
ISHARES LEHMAN AGG BOND FUND COM 464287226 270 2422 SH SOLE 0 0 0
APOLLO INVESTMENT CORP COM 03761U106 146 19057 SH SOLE 0 0 0
APARTMENT INVT & MGMT CO REITS A COM 03748R101 1660 61400 SH SOLE 0 0 0
ALBEMARLE CORP COM COM 012653101 478 8015 SH SOLE 0 0 0
ALASKA AIR GROUP INC COM COM 011659109 240 6690 SH SOLE 0 0 0
AMN GREETINGS CORP A CLASS A COM 026375105 270 18489 SH SOLE 0 0 0
ADVNCD MICRO D INC COM 007903107 257 44782 SH SOLE 0 0 0
AMETEK INC NEW COM 031100100 743 14891 SH SOLE 0 0 0
AMKOR TECH INC COM 031652100 159 32518 SH SOLE 0 0 0
AMYLIN PHARMACEUTLS INC COM 032346108 447 15831 SH SOLE 0 0 0
AMERIPRISE FINL INC COM 03076C106 235 4495 SH SOLE 0 0 0
AMERICAN TOWER REIT INC (HLDG CO) SHS COM COM 03027X100 220 3149 SH SOLE 0 0 0
AUTONATION INC COM 05329W102 267 7578 SH SOLE 0 0 0
ALPINE TOTAL DYNAMIC DIVDIDEND FUND COM 021060108 49 11719 SH SOLE 0 0 0
ARIAD P NEW COM$0.001RTD COM 04033A100 588 34143 SH SOLE 0 0 0
ARENA PHARMACEUTICALS COM 040047102 1905 190849 SH SOLE 0 0 0
ARROW ELECTRONICS COM 042735100 223 6794 SH SOLE 0 0 0
ASML HLDG N.V. NEW YORK REGISTRY SHAR COM N07059186 213 4137 SH SOLE 0 0 0
ATLAS ENERGY LP LP COM 04930A104 372 12191 SH SOLE 0 0 0
ATP OIL AND GAS CORP COM COM 00208J108 382 112900 SH SOLE 0 0 0
APTARGROUP INC COM 038336103 316 6193 SH SOLE 0 0 0
ACTIVISION BLIZZARD INC COM 00507V109 203 16918 SH SOLE 0 0 0
ATWOOD OCEANICS INC COM 050095108 280 7395 SH SOLE 0 0 0
ANGLOGOLD ASHANTI LTD ONE ADR REP 1/2 OF ADR 035128206 315 9170 SH SOLE 0 0 0
ORD SHRS
YAMANA GOLD INC COM 98462Y100 390 25321 SH SOLE 0 0 0
AVANIR PHARMA INC CL A CL A COM 05348P401 54 13698 SH SOLE 0 0 0
ANIXTER INTL INC COM 035290105 217 4091 SH SOLE 0 0 0
AURIZON MINES LTD COM 05155P106 65 14521 SH SOLE 0 0 0
AUTOZONE INC NEVADA COM COM 053332102 803 2187 SH SOLE 0 0 0
BED BATH & BEYOND INC COM 075896100 1176 19037 SH SOLE 0 0 0
BARCLAYS PLC ADR ADR ADR 06738E204 153 14859 SH SOLE 0 0 0
BECTON DICKINSON CO COM 075887109 263 3519 SH SOLE 0 0 0
BEACON ROOFING SUPPLY INC COM 073685109 250 9919 SH SOLE 0 0 0
STRATEGIC HOTEL CAP INC COM 86272T106 181 28075 SH SOLE 0 0 0
BUNGE LIMITED BERMUDA COM G16962105 289 4599 SH SOLE 0 0 0
SOTHEBY'S (DELAWARE) CLASS A LTD VTG COM 835898107 280 8399 SH SOLE 0 0 0
BELO CORP SER A SER A COM 080555105 103 16051 SH SOLE 0 0 0
BMC SOFTWARE INC COM 055921100 241 5652 SH SOLE 0 0 0
BIOMARIN PHARMACEUTICALS COM 09061G101 640 16164 SH SOLE 0 0 0
BEMIS CO INC COM 081437105 361 11528 SH SOLE 0 0 0
VANGUARD TOTAL BOND MKT COM 921937835 223 2641 SH SOLE 0 0 0
POPULAR INC COM NEW COM COM 733174700 346 20849 SH SOLE 0 0 0
BROCADE COMMUNICATIONS SYS INC NEW COM 111621306 356 72280 SH SOLE 0 0 0
BOSTON SCIENTIFIC CORP COM 101137107 848 149549 SH SOLE 0 0 0
BRITISH AMN TOBACO SPADR SPONSORED ADR 1 ADR 110448107 203 1990 SH SOLE 0 0 0
ADR REPRESENTS 2 ORD SHS
CIA DE MINAS BUENAVE ADR ADR 204448104 281 7402 SH SOLE 0 0 0
BROWN SHOE CO INC COM COM 115736100 183 14163 SH SOLE 0 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------------------- -------------- --------- -------- ----------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ----
BOYD GAMING CORP COM COM 103304101 270 37444 SH SOLE 0 0 0
BEAZER HOMES USA INC COM 07556Q105 355 109301 SH SOLE 0 0 0
CITIGROUP INC COM NEW COM COM 172967424 304 11090 SH SOLE 0 0 0
CONAGRA FOODS INC COM 205887102 226 8700 SH SOLE 0 0 0
CARDINAL HEALTH INC COM 14149Y108 230 5487 SH SOLE 0 0 0
AVIS BUDGET GROUP INC COM 053774105 258 16953 SH SOLE 0 0 0
CBRE GROUP INC CL A COM COM 12504L109 363 22211 SH SOLE 0 0 0
CHICAGO BRDG &IRON CO NV NY SHRS COM 167250109 280 7386 SH SOLE 0 0 0
CBL & ASSOC PPTYS INC REIT COM 124830100 266 13637 SH SOLE 0 0 0
CUBIST PHARMACEUTICALS COM 229678107 407 10745 SH SOLE 0 0 0
CROWN HLDGS INC COM 228368106 359 10396 SH SOLE 0 0 0
CARNIVAL CORP PAIRED SHS PAIRED STOCK COM 143658300 853 24898 SH SOLE 0 0 0
CLEAR CHANNEL OUTDOOR HLDGS INC - A COM 18451C109 103 17039 SH SOLE 0 0 0
CELANESE CORP DEL SER A COM 150870103 352 10160 SH SOLE 0 0 0
CAREER EDUCATION COM 141665109 123 18347 SH SOLE 0 0 0
CELGENE CORP COM COM 151020104 504 7856 SH SOLE 0 0 0
CENT EU MEDIA ENTP A CL A NEW COM G20045202 185 36326 SH SOLE 0 0 0
CAPITOL FED FINL INC COM COM 14057J101 209 17594 SH SOLE 0 0 0
CIGNA CORP COM 125509109 510 11601 SH SOLE 0 0 0
CHIMERA INVESTMENT CORP COM 16934Q109 256 108627 SH SOLE 0 0 0
CINN FINCL CRP OHIO COM 172062101 2299 60378 SH SOLE 0 0 0
CORE LAB N.V. COM COM N22717107 880 7597 SH SOLE 0 0 0
CLEARWIRE CORP CL A COM COM 18538Q105 25 22223 SH SOLE 0 0 0
CME GROUP INC COM 12572Q105 368 1372 SH SOLE 0 0 0
CAPATEAD MORTGAGE CORP-NEW COM 14067E506 283 20318 SH SOLE 0 0 0
CMS ENERGY CORP COM 125896100 520 22112 SH SOLE 0 0 0
CNH GLOBAL NV COM N20935206 298 7663 SH SOLE 0 0 0
CANADIAN NATIONAL RAILWAY CO COM 136375102 288 3417 SH SOLE 0 0 0
CENTERPOINT ENERGY INC COM 15189T107 604 29215 SH SOLE 0 0 0
CON-WAY INC COM 205944101 729 20181 SH SOLE 0 0 0
CORINTHIAN COLLEGES INC COM 218868107 137 47255 SH SOLE 0 0 0
COPART INC COM COM 217204106 209 8839 SH SOLE 0 0 0
CARTER HOLDINGS INC COM 146229109 227 4323 SH SOLE 0 0 0
COSTAR GROUP INC COM COM 22160N109 222 2731 SH SOLE 0 0 0
CTC MEDIA INC COM 12642X106 82 10187 SH SOLE 0 0 0
COVENTRY HEALTH CARE INC COM 222862104 224 7061 SH SOLE 0 0 0
CYPRESS SEMICNDTR PV1CTS COM 232806109 412 31198 SH SOLE 0 0 0
DELTA AIR LINES INC COM 247361702 876 80000 SH SOLE 0 0 0
DIEBOLD INC COM 253651103 252 6818 SH SOLE 0 0 0
DONALDSON CO INC COM 257651109 640 19169 SH SOLE 0 0 0
DCT INDUSTRIAL TRUST INC COM 233153105 509 80772 SH SOLE 0 0 0
DECKERS OUTDOORS CORP COM 243537107 202 4586 SH SOLE 0 0 0
DELL INC COM 24702R101 267 21339 SH SOLE 0 0 0
DEAN FOODS CO NEW COM 242370104 597 35072 SH SOLE 0 0 0
DIGITAL GENERATION INC COM COM 25400B108 141 11407 SH SOLE 0 0 0
DISH NETWORK CORPATION CLASS A COM 25470M109 374 13092 SH SOLE 0 0 0
DOLBY LABORATORIES INC CL A COM 25659T107 507 12282 SH SOLE 0 0 0
DIGITAL RLTY TR INC COM 253868103 217 2892 SH SOLE 0 0 0
DOLLAR TREE INC COM 256746108 282 5244 SH SOLE 0 0 0
DENDREON CORP COM 24823Q107 236 31897 SH SOLE 0 0 0
DIAMOND OFFSHORE DRLNG COM 25271C102 891 15065 SH SOLE 0 0 0
DOW CHEMICAL CO COM 260543103 344 10920 SH SOLE 0 0 0
DUKE REALTY CORP NEW REIT COM 264411505 637 43517 SH SOLE 0 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 118 11534 SH SOLE 0 0 0
DISCOVERY LABORATORIES COM COM 254668403 143 61780 SH SOLE 0 0 0
DIANA SHIPPING INC COM Y2066G104 80 10345 SH SOLE 0 0 0
DTE ENERGY COMPANY COM 233331107 324 5453 SH SOLE 0 0 0
DEXCOM INC COM 252131107 133 10241 SH SOLE 0 0 0
PROSHARES TR ULTRASHORT DOW30 NEWETF COM 74348A590 262 5015 SH SOLE 0 0 0
EBAY INC COM COM 278642103 637 15157 SH SOLE 0 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------------------- -------------- --------- -------- ----------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ----
ENCANA CORP COM 292505104 1821 87407 SH SOLE 0 0 0
EQUIFAX INC COM 294429105 520 11158 SH SOLE 0 0 0
ELDORADO GOLD CORP NEW COM 284902103 156 12692 SH SOLE 0 0 0
EDISON INTL CALIF COM 281020107 794 17188 SH SOLE 0 0 0
LAUDER ESTEE COS INC A COM 518439104 746 13787 SH SOLE 0 0 0
CALLAWAY GOLF CO DEL COM COM 131193104 100 16870 SH SOLE 0 0 0
EASTMAN CHEMICAL CO COM COM 277432100 345 6840 SH SOLE 0 0 0
ENDO HEALTH SOLUTIONS INC COM COM 29264F205 595 19194 SH SOLE 0 0 0
EATON CORP COM 278058102 956 24119 SH SOLE 0 0 0
ENTERGY CORP NEW COM 29364G103 454 6684 SH SOLE 0 0 0
EXELIXIS INC COM COM 30161Q104 150 27106 SH SOLE 0 0 0
EXTERRAN HLDGS INC COM 30225X103 282 22110 SH SOLE 0 0 0
ENDEAVOUR SILVER CORP COM COM 29258Y103 126 15459 SH SOLE 0 0 0
FELCOR LODGING TRUST TEX REIT COM 31430F101 103 21824 SH SOLE 0 0 0
FTI CONSULTING INC COM COM 302941109 270 9377 SH SOLE 0 0 0
FACTSET RESH SYS INC COM 303075105 746 8024 SH SOLE 0 0 0
F E I COMPANY COM 30241L109 307 6417 SH SOLE 0 0 0
FIRST HORIZON NTNL CORP COM 320517105 295 34102 SH SOLE 0 0 0
SOURCEFIRE INC COM 83616T108 777 15111 SH SOLE 0 0 0
FIFTH THIRD BANCORP COM 316773100 379 28272 SH SOLE 0 0 0
FLEXTRONICS INTL LTD COM Y2573F102 159 25646 SH SOLE 0 0 0
FLOWERS FOODS INC COM COM 343498101 249 10718 SH SOLE 0 0 0
FMC CORP-NEW COM 302491303 246 4606 SH SOLE 0 0 0
FOMENTO ECNMCO MEX SPADR SPONSORED ADR ADR 344419106 249 2790 SH SOLE 0 0 0
FIDELITY NATIONAL FINANC INCA COM 31620R105 381 19776 SH SOLE 0 0 0
FERRO CORP COM 315405100 56 11569 SH SOLE 0 0 0
FIRST INDUSTRIAL REALTY TR INC COM 32054K103 139 11033 SH SOLE 0 0 0
FOREST LABS INC COM 345838106 739 21124 SH SOLE 0 0 0
FLOTEK INDS INC COM 343389102 227 24344 SH SOLE 0 0 0
GENL DYNAMICS CORP COM COM 369550108 236 3573 SH SOLE 0 0 0
GAFISA S A SPON ADR ADR 362607301 86 33987 SH SOLE 0 0 0
GOLD FIELDS SP ADR NEW SPONS ADR ADR 38059T106 334 26051 SH SOLE 0 0 0
GENERAL GROWTH PROPERTIES INC REIT COM 370023103 382 21102 SH SOLE 0 0 0
CORNING INC COM 219350105 351 27139 SH SOLE 0 0 0
GAMESTOP CORP NEW CL A COM 36467W109 304 16578 SH SOLE 0 0 0
GENWORTH FINL INC COM CL A COM 37247D106 296 52310 SH SOLE 0 0 0
GENUINE PARTS CO COM 372460105 321 5323 SH SOLE 0 0 0
GRANITE REAL ESTATE INC COM COM 387431109 203 5999 SH SOLE 0 0 0
GLAXOSMITHKLINE PLC ADR ADR -RPSTG 2 ORD ADR 37733W105 462 10134 SH SOLE 0 0 0
SHS
GOLDEN STAR RES LTD CDA COM 38119T104 29 25116 SH SOLE 0 0 0
HSBC HLDG PLC SP ADR SPONS ADR REPSTG 5 ADR 404280406 219 4955 SH SOLE 0 0 0
ORD SHS
HUDSON CITY BANCORP INC COM 443683107 184 28827 SH SOLE 0 0 0
HCC INS HOLDING INC COM 404132102 284 9046 SH SOLE 0 0 0
HERCULES OFFSHORE INC COM 427093109 496 140126 SH SOLE 0 0 0
HALCON RESOURCES CORP COM COM 40537Q209 312 33086 SH SOLE 0 0 0
HERBALIFE LTD COM G4412G101 277 5733 SH SOLE 0 0 0
HELIX ENERGY SOLUTIONS COM 42330P107 241 14710 SH SOLE 0 0 0
HEALTH NET INC COM 42222G108 218 8978 SH SOLE 0 0 0
HEINZ H J CO PV 25CT COM 423074103 251 4610 SH SOLE 0 0 0
HARLEY DAVIDSON INC WIS COM 412822108 1041 22754 SH SOLE 0 0 0
HOVNANIAN ENTRPRSES CL A CLASS A COM 442487203 358 123385 SH SOLE 0 0 0
HOSPITALITY PPTYS TRUST REIT COM 44106M102 261 10542 SH SOLE 0 0 0
BLOCK H&R INC COM 093671105 1360 85090 SH SOLE 0 0 0
HOSPIRA INC COM 441060100 258 7382 SH SOLE 0 0 0
HERSHA HOSPTLTY TR A SBI REIT SHS BEN INT COM 427825104 127 24062 SH SOLE 0 0 0
HERTZ GLOBAL HOLDINGS IN COM 42805T105 322 25195 SH SOLE 0 0 0
HUMANA INC COM 444859102 311 4017 SH SOLE 0 0 0
ISHARES IBOXX$ HIGH YIELD CORPORATE BOND COM 464288513 209 2293 SH SOLE 0 0 0
FUND
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------------------- -------------- --------- -------- ----------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ----
ISHARES TRUST NASDAQ BIOTECHNOLOGY INDEX FD COM 464287556 445 3428 SH SOLE 0 0 0
INTL BUSINESS MACHINES CORP IBM COM 459200101 436 2228 SH SOLE 0 0 0
ISHARES LEHMAN 7-10YR TREAS BOND FUND COM 464287440 340 3154 SH SOLE 0 0 0
INTL FLAVORS&FRAGRNC COM 459506101 711 12975 SH SOLE 0 0 0
IMMUNOGEN INC COM 45253H101 192 11457 SH SOLE 0 0 0
INCYTE CORPORATION COM 45337C102 1054 46440 SH SOLE 0 0 0
INFINERA CORP COM 45667G103 95 13927 SH SOLE 0 0 0
INTEL CORP COM 458140100 531 19918 SH SOLE 0 0 0
INTEROIL CORP COM 460951106 370 5306 SH SOLE 0 0 0
INTRPUBLIC GRP OF CO COM 460690100 367 33860 SH SOLE 0 0 0
IRELAND BK SPONSORED ADR NEW ADR ADR 46267Q202 106 17501 SH SOLE 0 0 0
IRON MOUNTAIN INC NEW COM 462846106 347 10537 SH SOLE 0 0 0
INTERSIL CORP CL A CL A COM 46069S109 137 12908 SH SOLE 0 0 0
ISIS PHARMACEUTICALS INC COM 464330109 132 11020 SH SOLE 0 0 0
GARTNER INC CL A NEW CL A COM 366651107 233 5421 SH SOLE 0 0 0
ILLINOIS TOOL WORKS INC COM 452308109 800 15127 SH SOLE 0 0 0
JABIL CIRCUIT INC COM 466313103 893 43909 SH SOLE 0 0 0
JETBLUE AIRWAYS CORP DEL COM 477143101 767 144791 SH SOLE 0 0 0
JEFFERIES GROUP INC NEW COM 472319102 451 34756 SH SOLE 0 0 0
JONES LANG LASALLE INC COM 48020Q107 363 5159 SH SOLE 0 0 0
JONES (THE) GROUP INC COM 48020T101 134 14014 SH SOLE 0 0 0
JPMORGAN CHASE & CO COM 46625H100 385 10763 SH SOLE 0 0 0
JAMES RIV COAL CO COM 470355207 38 13914 SH SOLE 0 0 0
KB HOME COM 48666K109 571 58290 SH SOLE 0 0 0
KERYX BIOPHARMACEUTICAL COM 492515101 113 62979 SH SOLE 0 0 0
KRISPY KREME DOUGHNUTS COM 501014104 117 18287 SH SOLE 0 0 0
KULICKE&SOFFA INDUST COM 501242101 136 15222 SH SOLE 0 0 0
KIMBERLY CLARK COM 494368103 202 2409 SH SOLE 0 0 0
KROGER CO COM 501044101 496 21378 SH SOLE 0 0 0
KILROY REALTY CORP REIT COM 49427F108 215 4446 SH SOLE 0 0 0
KRONOS WORLDWIDE INC COM 50105F105 168 10608 SH SOLE 0 0 0
QUICKSILVER RES INC COM 74837R104 717 132257 SH SOLE 0 0 0
LIBERTY GLOBAL INCSER A COM 530555101 353 7109 SH SOLE 0 0 0
U S AWYS GROUP INC COM 90341W108 250 18762 SH SOLE 0 0 0
LEAPFROG ENTERPRISESA A COM 52186N106 172 16810 SH SOLE 0 0 0
LIONS GATE ENTMT CRP NEW COM 535919203 789 53517 SH SOLE 0 0 0
CHENIERE ENERGY COM 16411R208 995 67515 SH SOLE 0 0 0
LOUISIANA PAC CORP COM 546347105 555 51001 SH SOLE 0 0 0
ISHARES GS$ INVESTOP CORP BOND FUND COM 464287242 283 2408 SH SOLE 0 0 0
LIQUIDITY SVCS INC COM 53635B107 1111 21712 SH SOLE 0 0 0
LAM RESEARCH CORP COM 512807108 318 8418 SH SOLE 0 0 0
LATTICE SEMICNDTR CORP COM 518415104 146 38801 SH SOLE 0 0 0
LULULEMON ATHLETICA INC COM 550021109 223 3742 SH SOLE 0 0 0
SOUTHWEST AIRLNS CO COM 844741108 728 78951 SH SOLE 0 0 0
LEVEL 3 COMMUNICATNS INC COM NEW COM 52729N308 356 16054 SH SOLE 0 0 0
LEXINGTON REALTY TRUST REITT (MARYLAND) COM 529043101 155 18285 SH SOLE 0 0 0
LLOYDS TSB GROUP SPD ADR SPON ADR ADR 539439109 130 67941 SH SOLE 0 0 0
LA-Z-BOY INC MICHIGAN COM 505336107 242 19677 SH SOLE 0 0 0
MASTERCARD INC COM 57636Q104 538 1252 SH SOLE 0 0 0
ALLSCRIPTS HEALTHCARE SOLUTION COM COM 01988P108 172 15693 SH SOLE 0 0 0
MDU RESOURCES GRP INC COM 552690109 217 10042 SH SOLE 0 0 0
MFA FINANCIAL INC REITS COM 55272X102 166 21096 SH SOLE 0 0 0
MGM MIRAGE INC 1 CT COM COM 552953101 239 21446 SH SOLE 0 0 0
M/I HOMES INC COM 55305B101 203 11703 SH SOLE 0 0 0
MIPS TECHNOLOGIES INC COM 604567107 88 13219 SH SOLE 0 0 0
MCMORAN EXPLORATION CO COM 582411104 877 69207 SH SOLE 0 0 0
MANNKIND CORP COM 56400P201 83 36386 SH SOLE 0 0 0
MELCO CROWN ENTERTNMT LTD ADR ADR 585464100 251 21770 SH SOLE 0 0 0
MERGE HEALTHCARE INC COM COM 589499102 30 10363 SH SOLE 0 0 0
MARVELL TECHNOLOGY GROUP COM G5876H105 194 17212 SH SOLE 0 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------------------- -------------- --------- -------- ----------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ----
MEDICIS PHARMS CL A COM CL A COM 584690309 266 7777 SH SOLE 0 0 0
MICROSOFT CORP COM 594918104 268 8775 SH SOLE 0 0 0
MGIC INVT CORP WIS COM 552848103 296 102731 SH SOLE 0 0 0
MYLAN INC COM 628530107 483 22610 SH SOLE 0 0 0
NORDIC AMERICN TAKR SHPG SHIPPING LTD COM G65773106 220 16179 SH SOLE 0 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 108 13601 SH SOLE 0 0 0
NEWCASTLE INVESTMENT CRP REITS-DIVERSIFIED COM 65105M108 166 24744 SH SOLE 0 0 0
NASDAQ OMX GRP INC COM 631103108 234 10318 SH SOLE 0 0 0
NORDSON CORP COM 655663102 392 7651 SH SOLE 0 0 0
NATIONAL GRID PLC SP ADR ADR 636274300 224 4232 SH SOLE 0 0 0
NEKTAR THERAPEUTICS COM 640268108 142 17604 SH SOLE 0 0 0
ANNALY CAP MGMT INC COM 035710409 867 51661 SH SOLE 0 0 0
NATIONAL-OILWELL VARCO INC COM 637071101 233 3613 SH SOLE 0 0 0
NORTHSTAR RLTY FIN CORP COM 66704R100 133 25503 SH SOLE 0 0 0
NRG ENERGY INC COM COM 629377508 790 45534 SH SOLE 0 0 0
NETEASE.COM INC ADR ADR ADR 64110W102 717 12187 SH SOLE 0 0 0
NU SKIN ENTERPRS A $.001 CL A COM 67018T105 287 6113 SH SOLE 0 0 0
NEWELL RUBBERMAID INC COM 651229106 272 14977 SH SOLE 0 0 0
OFFICE DEPOT INC COM 676220106 167 77147 SH SOLE 0 0 0
ORIENT EXPRESS HOTELS LTD BERMUDA CL A COM G67743107 159 18939 SH SOLE 0 0 0
OGE ENERGY CORP COM 670837103 232 4488 SH SOLE 0 0 0
ONEOK INC (NEW) COM 682680103 798 18871 SH SOLE 0 0 0
OFFICEMAX INC DEL COM 67622P101 145 28685 SH SOLE 0 0 0
ONYX PHARMACEUTICALS INC COM 683399109 1466 22067 SH SOLE 0 0 0
OREXIGEN THERAP INC COM 686164104 421 75970 SH SOLE 0 0 0
OVRSEAS SHIPHLD GRP COM 690368105 188 16896 SH SOLE 0 0 0
OMNIVISION TECHS INC DEL COM COM 682128103 523 39164 SH SOLE 0 0 0
NTH AMN PALLADIUM LTD COM 656912102 46 22662 SH SOLE 0 0 0
PITNEY BOWES INC COM 724479100 183 12195 SH SOLE 0 0 0
PRICELINE COM INC COM 741503403 845 1272 SH SOLE 0 0 0
PRECISION CASTPARTS COM 740189105 628 3819 SH SOLE 0 0 0
PATRIOT COAL CORP COM 70336T104 84 69080 SH SOLE 0 0 0
PHARMACYCLICS INC COM 716933106 929 17011 SH SOLE 0 0 0
PDL BIOPHARMA INC COM 69329Y104 66 10011 SH SOLE 0 0 0
PENN NATL GAMING CORP COM 707569109 326 7302 SH SOLE 0 0 0
S&P US PFD STK INDEX FD COM 464288687 286 7310 SH SOLE 0 0 0
POLARIS INDUSTRIES COM COM 731068102 390 5452 SH SOLE 0 0 0
PROTALIX BIOTHRPTCS INC COM 74365A101 124 21578 SH SOLE 0 0 0
PMC-SIERRA INC COM 69344F106 123 20038 SH SOLE 0 0 0
PINNACLE ENTMT INC COM COM 723456109 170 17658 SH SOLE 0 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 406 7847 SH SOLE 0 0 0
POWER INTEGRATIONS INC COM 739276103 277 7435 SH SOLE 0 0 0
PPL CORPORATION COM 69351T106 423 15195 SH SOLE 0 0 0
PAR PHARMACEUTICAL COS INC COM 69888P106 209 5787 SH SOLE 0 0 0
PSS WORLD MEDICAL INC COM 69366A100 222 10574 SH SOLE 0 0 0
PETROCHINA CO LTD SP ADR SPON ADR ADR 71646E100 212 1638 SH SOLE 0 0 0
PENN VIRGINIA CORP COM 707882106 99 13446 SH SOLE 0 0 0
PROSHARES ULTRASHORT QQQ ETF COM 74347X237 202 6246 SH SOLE 0 0 0
QUANTUM CORP-DSSG COM 747906204 49 24058 SH SOLE 0 0 0
ROBBINS MYERS INC COM 770196103 712 17032 SH SOLE 0 0 0
RADIAN GROUP INC COM 750236101 252 76579 SH SOLE 0 0 0
REINSURNCE GROUP AMERICA COM 759351604 222 4172 SH SOLE 0 0 0
RED HAT INC COM 756577102 483 8549 SH SOLE 0 0 0
RESMED INC COM 761152107 675 21632 SH SOLE 0 0 0
ROCKWOOD HLDGS INC COM 774415103 303 6827 SH SOLE 0 0 0
ROPER INDUSTRIES INC-NEW COM 776696106 339 3437 SH SOLE 0 0 0
ROSS STORES INC COM COM 778296103 849 13595 SH SOLE 0 0 0
RADIOSHACK CORP COM 750438103 351 91443 SH SOLE 0 0 0
RUBY TUESDAY INC PV$.01 COM 781182100 97 14278 SH SOLE 0 0 0
RENTECH INC COM 760112102 73 35562 SH SOLE 0 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------------------- -------------- --------- -------- ----------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ----
SPRINT NEXTEL CORP COM 852061100 648 198731 SH SOLE 0 0 0
SONIC AUTOMOTIVE INC A COM 83545G102 177 12946 SH SOLE 0 0 0
SINCLAIR BRDCSTING CL A CL A COM 829226109 97 10728 SH SOLE 0 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 688 26734 SH SOLE 0 0 0
STARBUCKS CORP COM 855244109 249 4679 SH SOLE 0 0 0
ULTRASHORT S AND P 500 PROSHARES COM 74347R883 372 23803 SH SOLE 0 0 0
ISTAR FINANCIAL INC REITS-DIVERSIFIED COM 45031U101 86 13386 SH SOLE 0 0 0
SEATTLE GENETICS INC COM COM 812578102 201 7918 SH SOLE 0 0 0
SCIENTIFIC GAMES CORP A CL A COM 80874P109 116 13515 SH SOLE 0 0 0
SEARS HOLDINGS CORP COM 812350106 263 4397 SH SOLE 0 0 0
SILICON IMAGE INC COM COM 82705T102 108 26108 SH SOLE 0 0 0
SIRIUS XM RADIO INC COM 82967N108 100 54210 SH SOLE 0 0 0
J M SMUCKER CO COM 832696405 376 4978 SH SOLE 0 0 0
SKECHERS U S A INC CL A CL A COM 830566105 417 20452 SH SOLE 0 0 0
SKYWEST INC COM COM 830879102 97 14880 SH SOLE 0 0 0
SCHLUMBERGER LTD COM 806857108 436 6722 SH SOLE 0 0 0
SILGAN HOLDINGS INC COM 827048109 294 6890 SH SOLE 0 0 0
SONY CORP ADR NEW SPONSORED ADR ADR 835699307 234 16458 SH SOLE 0 0 0
SONOCO PRODUCTS CO COM 835495102 316 10479 SH SOLE 0 0 0
SONUS NETWORKS INC COM COM 835916107 75 34704 SH SOLE 0 0 0
SILICONWARE PRECSN SPADR SPON ADR ADR 827084864 83 15954 SH SOLE 0 0 0
SPREADTRUM COMMUNICATIONS INC ADR ADR 849415203 267 15119 SH SOLE 0 0 0
SPX CORP COM COM 784635104 270 4138 SH SOLE 0 0 0
SUNPOWER CORP COM COM 867652406 64 13409 SH SOLE 0 0 0
SEQUENOM INC COM 817337405 67 16419 SH SOLE 0 0 0
STERIS CORP COM 859152100 210 6690 SH SOLE 0 0 0
STEC INC COM 784774101 140 17899 SH SOLE 0 0 0
ST JUDE MEDICAL INC COM 790849103 254 6360 SH SOLE 0 0 0
SUPERVALU INC DEL COM COM 868536103 118 22773 SH SOLE 0 0 0
SMITH AND WESSON HLDG CP COM 831756101 422 50756 SH SOLE 0 0 0
SAFEWAY INC NEW COM 786514208 236 13002 SH SOLE 0 0 0
SYMANTEC CORP COM COM 871503108 264 18097 SH SOLE 0 0 0
TCF FINANCIAL CORP COM COM 872275102 278 24256 SH SOLE 0 0 0
TEXAS CAP BNCSHS INC COM 88224Q107 477 11820 SH SOLE 0 0 0
TAUBMAN CENTERS INC COM REITS-REGIONAL COM 876664103 244 3164 SH SOLE 0 0 0
MALLS
TENNECO INC DEL COM 880349105 375 13991 SH SOLE 0 0 0
TEVA PHARMACTCL INDS ADR -ADR ADR 881624209 227 5743 SH SOLE 0 0 0
TRIUMPH GROUP INC NEW COM 896818101 462 8203 SH SOLE 0 0 0
THOR INDUSTRIES INC COM 885160101 204 7444 SH SOLE 0 0 0
THERAVANCE INC COM 88338T104 204 9195 SH SOLE 0 0 0
ISHARES TRUST US TREASURY INFLATION COM 464287176 290 2425 SH SOLE 0 0 0
TIVO INC COM COM 888706108 123 14912 SH SOLE 0 0 0
TEEKAY SHIPPING CORP(MH) COM Y8564W103 328 11208 SH SOLE 0 0 0
TIMKEN COMPANY COM 887389104 291 6352 SH SOLE 0 0 0
ISHARES LEHMAN 20+ YR TREAS BOND FUND COM 464287432 356 2847 SH SOLE 0 0 0
TEMPUR PEDIC INTL INC COM 88023U101 213 9092 SH SOLE 0 0 0
TRIQUINT SEMICONDUCTER INC COM 89674K103 354 64304 SH SOLE 0 0 0
TARGACEPT INC COM 87611R306 166 38691 SH SOLE 0 0 0
TRIMBLE NAVIGATION LTD COM 896239100 263 5706 SH SOLE 0 0 0
TRW AUTOMOTIVE HLDGS CRP COM 87264S106 378 10273 SH SOLE 0 0 0
TRACTOR SUPPLY CO COM 892356106 256 3083 SH SOLE 0 0 0
TRINA SOLAR LTD ADR AMERICAN DEPOSITARY ADR 89628E104 126 19862 SH SOLE 0 0 0
SHAR
TUPPERWARE BRANDS CORP COM 899896104 229 4173 SH SOLE 0 0 0
TEXAS INDUST INC COM 882491103 367 9406 SH SOLE 0 0 0
TEXTRON INC COM 883203101 471 18932 SH SOLE 0 0 0
TYCO INTL LTD NAMEN-AKT COM COM H89128104 508 9612 SH SOLE 0 0 0
UNDER ARMOUR INC COM 904311107 1224 12951 SH SOLE 0 0 0
ULTA SALON COSMETICS & FRAGRAN COM 90384S303 636 6816 SH SOLE 0 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------------------- -------------- --------- -------- ----------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ----
UNITEDHEALTH GROUP INC COM 91324P102 1332 22771 SH SOLE 0 0 0
UNUM GROUP COM 91529Y106 200 10466 SH SOLE 0 0 0
UNITED RENTALS INC COM COM 911363109 322 9471 SH SOLE 0 0 0
US BANCORP (NEW) COM 902973304 214 6646 SH SOLE 0 0 0
PROSHARES ULTRA 7-10 YEA TREASURY COM 74347R180 377 6674 SH SOLE 0 0 0
VALUECLICK INC COM 92046N102 264 16125 SH SOLE 0 0 0
VEECO INSTRUMENTS INC COM 922417100 358 10432 SH SOLE 0 0 0
V F CORP COM 918204108 457 3425 SH SOLE 0 0 0
TELEFONICA BRASIL SA SPONSORED ADR ADR 87936R106 328 13260 SH SOLE 0 0 0
KNIGHTSBRIDGE TANKERS COM G5299G106 129 15880 SH SOLE 0 0 0
VODAFONE GROUP PLC NEW SPON ADR ADR 92857W209 795 28198 SH SOLE 0 0 0
VIROPHARMA INC COM COM 928241108 277 11667 SH SOLE 0 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 311 32927 SH SOLE 0 0 0
VIVUS INC COM 928551100 418 14655 SH SOLE 0 0 0
WELLCARE HLTH PLANS INC COM 94946T106 444 8384 SH SOLE 0 0 0
WASTE CONNECTIONS INC COM 941053100 233 7787 SH SOLE 0 0 0
WARNER CHILCOTT PLC CL A COM CL A COM G94368100 893 49808 SH SOLE 0 0 0
WHIRLPOOL CORP COM 963320106 356 5820 SH SOLE 0 0 0
WESTLAKE CHEM CORP COM 960413102 287 5490 SH SOLE 0 0 0
WELLPOINT INC COM 94973V107 580 9094 SH SOLE 0 0 0
WALTER ENERGY INC COM 93317Q105 249 5632 SH SOLE 0 0 0
WILLIAMS COMPANIES DEL COM 969457100 968 33594 SH SOLE 0 0 0
WASHINGTON POST CO CLASS B COM 939640108 207 554 SH SOLE 0 0 0
WEINGARTEN RLTY INVS SBI REIT COM 948741103 236 8944 SH SOLE 0 0 0
WET SEAL INC CLASS A COM 961840105 91 28991 SH SOLE 0 0 0
EXCO RES INC COM 269279402 482 63562 SH SOLE 0 0 0
XCEL ENERGY COM 98389B100 212 7475 SH SOLE 0 0 0
THE UTILITIES SELECT SECTOR SP COM 81369Y886 330 8914 SH SOLE 0 0 0
HEALTH CARE SELECT SECTOR SPDR COM 81369Y209 236 6217 SH SOLE 0 0 0
CONSUMER DISCRETIONARY SELECT SPDR FUND COM 81369Y407 354 8089 SH SOLE 0 0 0
DENTSPLY INTL INC COM 249030107 328 8672 SH SOLE 0 0 0
XEROX CORP COM 984121103 153 19424 SH SOLE 0 0 0
YAHOO INC COM 984332106 176 11087 SH SOLE 0 0 0
ZIONS BANCORPORATION COM 989701107 222 11456 SH SOLE 0 0 0
QUIKSILVER INC COM 74838C106 145 62237 SH SOLE 0 0 0