$142 Million is the total value of ALPHA WINDWARD LLC's 416 reported holdings in Q3 2014. The portfolio turnover from Q2 2014 to Q3 2014 was 105.6% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EFA | Buy | ISHARES TR MSCI EAFEetf | $8,783,000 | -4.3% | 136,974 | +2.0% | 6.18% | -0.1% |
| IWR | Buy | ISHARES TR RUS MID-CAPetf | $6,069,000 | -0.3% | 38,330 | +2.3% | 4.27% | +4.0% |
| EEM | Buy | ISHARES TR MSCI EMG MKTetf | $4,436,000 | -3.0% | 106,738 | +0.9% | 3.12% | +1.2% |
| VNQ | Buy | VANGUARD INDEX FDS REITetf | $2,430,000 | -1.1% | 33,821 | +3.1% | 1.71% | +3.3% |
| RWX | Buy | SPDR INDEX SHS FDS DJ INTL RLetf | $2,359,000 | -1.9% | 56,962 | +4.8% | 1.66% | +2.4% |
| IWM | Buy | ISHARES TR RUSSELL 2000etf | $2,130,000 | -6.8% | 19,477 | +1.2% | 1.50% | -2.8% |
| BSV | Buy | VANGUARD BD INDEX FD INCshort trm bond | $2,116,000 | +2.6% | 26,422 | +2.9% | 1.49% | +7.1% |
| INTC | Buy | INTEL CORP | $775,000 | +149.2% | 22,259 | +121.3% | 0.54% | +159.5% |
| LMT | Buy | LOCKHEED MARTIN CORP | $760,000 | +208.9% | 4,158 | +171.4% | 0.54% | +222.3% |
| DOW | Buy | DOW CHEM CO | $716,000 | +151.2% | 13,659 | +146.4% | 0.50% | +162.5% |
| BHI | Buy | BAKER HUGHES INC | $635,000 | +166.8% | 9,767 | +205.9% | 0.45% | +179.4% |
| VLO | Buy | VALERO ENERGY CORP NEW | $595,000 | -5.7% | 12,867 | +2.2% | 0.42% | -1.4% |
| RTN | Buy | RAYTHEON CO | $563,000 | +11.5% | 5,538 | +1.1% | 0.40% | +16.5% |
| LUV | Buy | SOUTHWEST AIRLS CO | $546,000 | +1554.5% | 16,165 | +1219.6% | 0.38% | +1645.5% |
| LLL | Buy | L-3 COMMUNICATIONS HLDGS INC | $531,000 | +7.3% | 4,463 | +8.8% | 0.37% | +12.0% |
| TSN | Buy | TYSON FOODS INCcl a | $511,000 | +13.3% | 12,970 | +8.0% | 0.36% | +18.1% |
| DDS | Buy | DILLARDS INCcl a | $493,000 | -3.9% | 4,523 | +2.7% | 0.35% | +0.3% |
| DGX | Buy | QUEST DIAGNOSTICS INC | $481,000 | +1403.1% | 7,927 | +1349.2% | 0.34% | +1436.4% |
| X | New | UNITED STATES STL CORP NEW | $479,000 | – | 12,240 | +100.0% | 0.34% | – |
| GAS | Buy | AGL RES INC | $479,000 | -5.5% | 9,325 | +1.3% | 0.34% | -1.5% |
| FTR | Buy | FRONTIER COMMUNICATIONS CORP | $477,000 | +1490.0% | 73,276 | +1349.3% | 0.34% | +1580.0% |
| TDY | Buy | TELEDYNE TECHNOLOGIES INC | $474,000 | -2.1% | 5,046 | +1.2% | 0.33% | +2.1% |
| RS | Buy | RELIANCE STEEL & ALUMINUM CO | $472,000 | -3.1% | 6,904 | +4.5% | 0.33% | +1.2% |
| DNB | Buy | DUN & BRADSTREET CORP DEL NE | $470,000 | +1858.3% | 4,001 | +1710.4% | 0.33% | +1968.8% |
| CMTL | New | COMTECH TELECOMMUNICATIONS C | $470,000 | – | 12,660 | +100.0% | 0.33% | – |
| WSTC | New | WEST CORP | $467,000 | – | 15,840 | +100.0% | 0.33% | – |
| HP | Buy | HELMERICH & PAYNE INC | $466,000 | -11.2% | 4,758 | +5.3% | 0.33% | -7.3% |
| SYNT | Buy | SYNTEL INC | $467,000 | +1510.3% | 5,312 | +1500.0% | 0.33% | +1540.0% |
| CLC | New | CLARCOR INC | $466,000 | – | 7,380 | +100.0% | 0.33% | – |
| ATK | Buy | ALLIANT TECHSYSTEMS INC | $464,000 | +0.2% | 3,635 | +5.2% | 0.33% | +4.5% |
| WDR | Buy | WADDELL & REED FINL INCcl a | $462,000 | -7.4% | 8,932 | +12.0% | 0.32% | -3.3% |
| GPC | New | GENUINE PARTS CO | $458,000 | – | 5,220 | +100.0% | 0.32% | – |
| BPFH | New | BOSTON PRIVATE FINL HLDGS IN | $457,000 | – | 36,900 | +100.0% | 0.32% | – |
| CMA | New | COMERICA INC | $455,000 | – | 9,120 | +100.0% | 0.32% | – |
| ALK | Buy | ALASKA AIR GROUP INC | $453,000 | +1410.0% | 10,412 | +3194.9% | 0.32% | +1495.0% |
| HRS | Buy | HARRIS CORP DEL | $453,000 | -5.6% | 6,823 | +7.6% | 0.32% | -1.5% |
| CACI | Buy | CACI INTL INCcl a | $453,000 | +2.5% | 6,360 | +1.0% | 0.32% | +7.0% |
| HBAN | New | HUNTINGTON BANCSHARES INC | $450,000 | – | 46,200 | +100.0% | 0.32% | – |
| ABM | Buy | ABM INDS INC | $450,000 | -1.7% | 17,520 | +3.2% | 0.32% | +2.6% |
| LUMN | New | CENTURYLINK INC | $451,000 | – | 11,040 | +100.0% | 0.32% | – |
| CMC | Buy | COMMERCIAL METALS CO | $449,000 | +9.5% | 26,280 | +10.9% | 0.32% | +14.5% |
| FCS | New | FAIRCHILD SEMICONDUCTOR INTL | $448,000 | – | 28,860 | +100.0% | 0.32% | – |
| ISCA | New | INTERNATIONAL SPEEDWAY CORPcl a | $448,000 | – | 14,160 | +100.0% | 0.32% | – |
| ODP | New | OFFICE DEPOT INC | $446,000 | – | 86,700 | +100.0% | 0.31% | – |
| ANDE | New | ANDERSONS INC | $445,000 | – | 7,080 | +100.0% | 0.31% | – |
| AEE | New | AMEREN CORP | $444,000 | – | 11,580 | +100.0% | 0.31% | – |
| TMST | New | TIMKENSTEEL CORP | $444,000 | – | 9,545 | +100.0% | 0.31% | – |
| DRH | New | DIAMONDROCK HOSPITALITY CO | $442,000 | – | 34,860 | +100.0% | 0.31% | – |
| TAP | New | MOLSON COORS BREWING COcl b | $442,000 | – | 5,940 | +100.0% | 0.31% | – |
| EE | New | EL PASO ELEC CO | $441,000 | – | 12,060 | +100.0% | 0.31% | – |
| WTS | New | WATTS WATER TECHNOLOGIES INCcl a | $440,000 | – | 7,560 | +100.0% | 0.31% | – |
| KEX | New | KIRBY CORP | $438,000 | – | 3,720 | +100.0% | 0.31% | – |
| ACCO | New | ACCO BRANDS CORP | $438,000 | – | 63,420 | +100.0% | 0.31% | – |
| OMC | Buy | OMNICOM GROUP INC | $437,000 | +5362.5% | 6,353 | +5522.1% | 0.31% | +6040.0% |
| MAN | Buy | MANPOWERGROUP INC | $437,000 | -13.1% | 6,231 | +5.1% | 0.31% | -9.4% |
| UNF | New | UNIFIRST CORP MASS | $435,000 | – | 4,500 | +100.0% | 0.31% | – |
| ADT | New | THE ADT CORPORATION | $434,000 | – | 12,240 | +100.0% | 0.30% | – |
| CBU | Buy | COMMUNITY BK SYS INC | $431,000 | -6.3% | 12,840 | +0.9% | 0.30% | -2.3% |
| PHM | New | PULTE GROUP INC | $430,000 | – | 24,360 | +100.0% | 0.30% | – |
| MANT | Buy | MANTECH INTL CORPcl a | $430,000 | -2.9% | 15,960 | +6.4% | 0.30% | +1.0% |
| RBC | Buy | REGAL BELOIT CORP | $428,000 | -13.5% | 6,667 | +5.7% | 0.30% | -9.9% |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $426,000 | – | 4,080 | +100.0% | 0.30% | – |
| KALU | New | KAISER ALUMINUM CORP | $425,000 | – | 5,580 | +100.0% | 0.30% | – |
| SPNV | New | SUPERIOR ENERGY SVCS INC | $424,000 | – | 12,900 | +100.0% | 0.30% | – |
| NWN | New | NORTHWEST NAT GAS CO | $423,000 | – | 10,020 | +100.0% | 0.30% | – |
| CBT | Buy | CABOT CORP | $423,000 | -7.8% | 8,340 | +5.3% | 0.30% | -3.6% |
| FCN | New | FTI CONSULTING INC | $422,000 | – | 12,060 | +100.0% | 0.30% | – |
| PMC | New | PHARMERICA CORP | $421,000 | – | 17,220 | +100.0% | 0.30% | – |
| IPHS | New | INNOPHOS HOLDINGS INC | $420,000 | – | 7,620 | +100.0% | 0.30% | – |
| LPNT | New | LIFEPOINT HOSPITALS INC | $419,000 | – | 6,060 | +100.0% | 0.30% | – |
| CNW | New | CON-WAY INC | $419,000 | – | 8,820 | +100.0% | 0.30% | – |
| FR | Buy | FIRST INDUSTRIAL REALTY TRUS | $418,000 | -9.7% | 24,720 | +0.5% | 0.29% | -5.8% |
| OLN | New | OLIN CORP | $418,000 | – | 16,560 | +100.0% | 0.29% | – |
| PLXS | New | PLEXUS CORP | $417,000 | – | 11,280 | +100.0% | 0.29% | – |
| HLS | New | HEALTHSOUTH CORP | $416,000 | – | 11,280 | +100.0% | 0.29% | – |
| DOV | Buy | DOVER CORP | $417,000 | +5112.5% | 5,192 | +5543.5% | 0.29% | +5760.0% |
| MCY | New | MERCURY GENL CORP NEW | $416,000 | – | 8,520 | +100.0% | 0.29% | – |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $415,000 | – | 29,040 | +100.0% | 0.29% | – |
| GVA | New | GRANITE CONSTR INC | $414,000 | – | 13,020 | +100.0% | 0.29% | – |
| DST | New | DST SYS INC DEL | $413,000 | – | 4,920 | +100.0% | 0.29% | – |
| TSRA | New | TESSERA TECHNOLOGIES INC | $411,000 | – | 15,480 | +100.0% | 0.29% | – |
| IM | New | INGRAM MICRO INCcl a | $410,000 | – | 15,900 | +100.0% | 0.29% | – |
| MNKKQ | New | MALLINCKRODT PUB LTD CO | $410,000 | – | 4,543 | +100.0% | 0.29% | – |
| TECD | New | TECH DATA CORP | $410,000 | – | 6,960 | +100.0% | 0.29% | – |
| HTGC | New | HERCULES TECH GROWTH CAP INC | $407,000 | – | 28,140 | +100.0% | 0.29% | – |
| UFPI | New | UNIVERSAL FST PRODS INC | $407,000 | – | 9,540 | +100.0% | 0.29% | – |
| SCHL | New | SCHOLASTIC CORP | $405,000 | – | 12,540 | +100.0% | 0.28% | – |
| FSS | New | FEDERAL SIGNAL CORP | $400,000 | – | 30,240 | +100.0% | 0.28% | – |
| JOY | New | JOY GLOBAL INC | $396,000 | – | 7,260 | +100.0% | 0.28% | – |
| GEF | Buy | GREIF INCcl a | $397,000 | -11.4% | 9,060 | +10.2% | 0.28% | -7.6% |
| CNS | New | COHEN & STEERS INC | $397,000 | – | 10,320 | +100.0% | 0.28% | – |
| NCI | Buy | NAVIGANT CONSULTING INC | $391,000 | -18.2% | 28,080 | +2.4% | 0.28% | -14.6% |
| KRO | New | KRONOS WORLDWIDE INC | $389,000 | – | 28,260 | +100.0% | 0.27% | – |
| SEM | Buy | SELECT MED HLDGS CORP | $388,000 | -22.7% | 32,220 | +0.2% | 0.27% | -19.2% |
| NSIT | Buy | INSIGHT ENTERPRISES INC | $384,000 | -22.0% | 16,980 | +6.0% | 0.27% | -18.7% |
| PAG | New | PENSKE AUTOMOTIVE GRP INC | $382,000 | – | 9,420 | +100.0% | 0.27% | – |
| NEM | New | NEWMONT MINING CORP | $382,000 | – | 16,560 | +100.0% | 0.27% | – |
| SSP | Buy | SCRIPPS E W CO OHIOcl a new | $383,000 | -20.9% | 23,460 | +2.6% | 0.27% | -17.5% |
| NSC | Buy | NORFOLK SOUTHERN CORP | $236,000 | +413.0% | 2,114 | +371.9% | 0.17% | +435.5% |
| ED | Buy | CONSOLIDATED EDISON INC | $201,000 | -2.0% | 3,550 | +0.1% | 0.14% | +2.2% |
| ISRG | Buy | INTUITIVE SURGICAL INC | $165,000 | +13.0% | 358 | +1.1% | 0.12% | +18.4% |
| MUR | Buy | MURPHY OIL CORP | $160,000 | -14.4% | 2,818 | +0.2% | 0.11% | -10.3% |
| SO | Buy | SOUTHERN CO | $147,000 | -3.3% | 3,361 | +0.6% | 0.10% | +1.0% |
| DVN | Buy | DEVON ENERGY CORP NEW | $144,000 | -13.8% | 2,112 | +0.1% | 0.10% | -10.6% |
| APA | Buy | APACHE CORP | $144,000 | -6.5% | 1,537 | +0.1% | 0.10% | -2.9% |
| AMZN | Buy | AMAZON COM INC | $127,000 | +3.3% | 394 | +4.2% | 0.09% | +7.2% |
| VEC | New | VECTRUS INC | $29,000 | – | 1,495 | +100.0% | 0.02% | – |
| FNF | New | FIDELITY NATIONAL FINANCIAL FN | $21,000 | – | 754 | +100.0% | 0.02% | – |
| TMK | Buy | TORCHMARK CORP | $18,000 | -5.3% | 347 | +49.6% | 0.01% | 0.0% |
| FNFV | New | FIDELITY NATIONAL FINANCIAL FN | $3,000 | – | 249 | +100.0% | 0.00% | – |
| VRTV | New | VERITIV CORP | $1,000 | – | 13 | +100.0% | 0.00% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2014-10-21
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| APPLE INC | 32 | Q1 2021 | 0.7% |
| VANGUARD BD INDEX FD INC | 30 | Q3 2020 | 6.9% |
| ISHARES TR RUS MID-CAP | 30 | Q3 2020 | 7.1% |
| ISHARES TR MSCI EAFE | 30 | Q3 2020 | 6.4% |
| ISHARES TR MSCI EMG MKT | 30 | Q3 2020 | 3.1% |
| SPDR S&P 500 ETF TR TR | 30 | Q3 2020 | 2.6% |
| ISHARES TR RUSSELL 2000 | 30 | Q3 2020 | 2.5% |
| VANGUARD BD INDEX FD INC | 30 | Q3 2020 | 2.1% |
| ISHARES TR NATIONAL MUN | 30 | Q3 2020 | 1.5% |
| VALERO ENERGY CORP NEW | 30 | Q3 2020 | 0.6% |
View ALPHA WINDWARD LLC's complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2021-04-19 |
| 13F-HR | 2021-01-14 |
| 13F-HR | 2020-10-21 |
| 13F-HR | 2020-07-13 |
| 13F-HR | 2020-04-15 |
| 13F-HR | 2020-01-14 |
| 13F-HR | 2019-10-08 |
| 13F-HR | 2019-07-30 |
| 13F-HR | 2019-04-16 |
| 13F-HR | 2019-01-17 |
View ALPHA WINDWARD LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.