$154 Million is the total value of ALPHA WINDWARD LLC's 422 reported holdings in Q1 2015. The portfolio turnover from Q4 2014 to Q1 2015 was 49.5% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EEM | Buy | ISHARES TR MSCI EMG MKTetf | $4,715,000 | +2.6% | 117,484 | +0.4% | 3.06% | +1.5% |
| RWX | Buy | SPDR INDEX SHS FDS DJ INTL RLetf | $2,785,000 | +8.0% | 64,280 | +3.7% | 1.81% | +6.9% |
| BSV | Buy | VANGUARD BD INDEX FD INCshort trm bond | $2,393,000 | +1.7% | 29,722 | +1.1% | 1.55% | +0.7% |
| GLW | Buy | CORNING INC | $784,000 | +116.6% | 34,577 | +118.8% | 0.51% | +114.8% |
| NOC | Buy | NORTHROP GRUMMAN CORP | $781,000 | +136.7% | 4,853 | +116.8% | 0.51% | +134.7% |
| CA | Buy | CA INC | $742,000 | +195.6% | 22,747 | +175.6% | 0.48% | +191.5% |
| PSX | Buy | PHILLIPS 66 | $740,000 | +14.4% | 9,414 | +4.3% | 0.48% | +13.2% |
| ADM | Buy | ARCHER DANIELS MIDLAND CO | $724,000 | -0.5% | 15,277 | +9.2% | 0.47% | -1.5% |
| CVX | Buy | CHEVRON CORP NEW | $717,000 | +3.2% | 6,834 | +10.3% | 0.46% | +2.0% |
| DOW | Buy | DOW CHEM CO | $704,000 | +12.6% | 14,664 | +6.9% | 0.46% | +11.5% |
| SYMC | Buy | SYMANTEC CORP | $612,000 | -6.4% | 26,172 | +2.7% | 0.40% | -7.5% |
| KSS | Buy | KOHLS CORP | $586,000 | +1402.6% | 7,484 | +1062.1% | 0.38% | +1361.5% |
| DDS | Buy | DILLARDS INCcl a | $575,000 | +10.6% | 4,213 | +1.4% | 0.37% | +9.4% |
| SPTN | New | SPARTANNASH CO | $574,000 | – | 18,180 | +100.0% | 0.37% | – |
| RTN | Buy | RAYTHEON CO | $555,000 | +2.2% | 5,083 | +1.2% | 0.36% | +1.1% |
| PLD | Buy | PROLOGIS INC | $554,000 | +2.2% | 12,719 | +1.0% | 0.36% | +1.4% |
| MGLN | New | MAGELLAN HEALTH INC | $548,000 | – | 7,740 | +100.0% | 0.36% | – |
| TGT | Buy | TARGET CORP | $548,000 | +1381.1% | 6,673 | +1253.5% | 0.36% | +1383.3% |
| FL | Buy | FOOT LOCKER INC | $544,000 | +16.0% | 8,640 | +3.6% | 0.35% | +14.6% |
| XRX | Buy | XEROX CORP | $544,000 | -6.0% | 42,352 | +1.4% | 0.35% | -7.1% |
| ADI | Buy | ANALOG DEVICES INC | $542,000 | +1648.4% | 8,602 | +1430.6% | 0.35% | +1660.0% |
| ROL | Buy | ROLLINS INC | $533,000 | +12.9% | 21,553 | +51.3% | 0.35% | +11.6% |
| AOS | Buy | SMITH A O | $528,000 | +1855.6% | 8,038 | +1581.6% | 0.34% | +1805.6% |
| SEM | Buy | SELECT MED HLDGS CORP | $528,000 | +13.1% | 35,580 | +9.6% | 0.34% | +12.1% |
| 6100PS | New | BROWN SHOE INC NEW | $527,000 | – | 16,080 | +100.0% | 0.34% | – |
| CATY | New | CATHAY GEN BANCORP | $526,000 | – | 18,480 | +100.0% | 0.34% | – |
| TDY | Buy | TELEDYNE TECHNOLOGIES INC | $525,000 | +13.6% | 4,920 | +9.3% | 0.34% | +12.5% |
| HBAN | Buy | HUNTINGTON BANCSHARES INC | $522,000 | +1640.0% | 47,233 | +1567.2% | 0.34% | +1595.0% |
| PBF | New | PBF ENERGY INCcl a | $523,000 | – | 15,420 | +100.0% | 0.34% | – |
| STLD | Buy | STEEL DYNAMICS INC | $522,000 | +24.6% | 25,975 | +22.3% | 0.34% | +23.3% |
| STRZA | New | STARZ | $520,000 | – | 15,120 | +100.0% | 0.34% | – |
| NUS | New | NU SKIN ENTERPRISES INCcl a | $520,000 | – | 8,640 | +100.0% | 0.34% | – |
| ACCO | Buy | ACCO BRANDS CORP | $518,000 | +11.6% | 62,280 | +21.0% | 0.34% | +10.5% |
| OSK | Buy | OSHKOSH CORP | $514,000 | +2605.3% | 10,537 | +2554.2% | 0.33% | +2683.3% |
| DG | Buy | DOLLAR GEN CORP NEW | $513,000 | +5030.0% | 6,806 | +4561.6% | 0.33% | +4657.1% |
| IDA | Buy | IDACORP INC | $510,000 | -2.9% | 8,119 | +2.3% | 0.33% | -3.8% |
| OC | New | OWENS CORNING NEW | $510,000 | – | 11,760 | +100.0% | 0.33% | – |
| INT | Buy | WORLD FUEL SVCS CORP | $510,000 | +10100.0% | 8,873 | +7752.2% | 0.33% | +10933.3% |
| PBI | Buy | PITNEY BOWES INC | $509,000 | +7.4% | 21,845 | +12.3% | 0.33% | +6.1% |
| INN | New | SUMMIT HOTEL PPTYS | $506,000 | – | 35,940 | +100.0% | 0.33% | – |
| HNI | New | HNI CORP | $506,000 | – | 9,180 | +100.0% | 0.33% | – |
| CMC | Buy | COMMERCIAL METALS CO | $505,000 | +14.3% | 31,200 | +15.0% | 0.33% | +13.1% |
| RSG | Buy | REPUBLIC SVCS INC | $505,000 | +1.6% | 12,457 | +1.0% | 0.33% | +0.6% |
| SANM | Buy | SANMINA CORPORATION | $504,000 | +15.6% | 20,820 | +12.3% | 0.33% | +14.3% |
| IIVI | New | II VI INC | $502,000 | – | 27,180 | +100.0% | 0.33% | – |
| LPNT | Buy | LIFEPOINT HOSPITALS INC | $502,000 | +4.8% | 6,840 | +2.7% | 0.33% | +3.8% |
| BRC | New | BRADY CORPcl a | $501,000 | – | 17,700 | +100.0% | 0.32% | – |
| BRCD | Buy | BROCADE COMMUNICATIONS SYS I | $501,000 | +0.6% | 42,223 | +0.3% | 0.32% | -0.6% |
| THO | New | THOR INDS INC | $501,000 | – | 7,920 | +100.0% | 0.32% | – |
| SIGI | New | SELECTIVE INS GROUP INC | $500,000 | – | 17,220 | +100.0% | 0.32% | – |
| CVG | Buy | CONVERGYS CORP | $498,000 | +12.9% | 21,780 | +0.6% | 0.32% | +11.8% |
| SYNT | New | SYNTEL INC | $497,000 | – | 9,600 | +100.0% | 0.32% | – |
| ITRI | Buy | ITRON INC | $497,000 | +3.5% | 13,620 | +20.1% | 0.32% | +2.5% |
| HFC | Buy | HOLLYFRONTIER CORP | $496,000 | +1671.4% | 12,317 | +1571.2% | 0.32% | +1688.9% |
| CLNY | Buy | COLONY FINL INC | $495,000 | +11.5% | 19,080 | +2.3% | 0.32% | +10.3% |
| PNM | New | PNM RES INC | $491,000 | – | 16,800 | +100.0% | 0.32% | – |
| FCN | Buy | FTI CONSULTING INC | $492,000 | +10.1% | 13,140 | +13.5% | 0.32% | +8.9% |
| POR | Buy | PORTLAND GEN ELEC CO | $490,000 | +0.8% | 13,220 | +2.8% | 0.32% | -0.3% |
| EE | Buy | EL PASO ELEC CO | $489,000 | +1.7% | 12,660 | +5.5% | 0.32% | +0.6% |
| KAR | New | KAR AUCTION SVCS INC | $489,000 | – | 12,900 | +100.0% | 0.32% | – |
| JCPNQ | New | PENNEY J C INC | $486,000 | – | 57,840 | +100.0% | 0.32% | – |
| FULT | Buy | FULTON FINL CORP PA | $486,000 | +4.7% | 39,420 | +5.1% | 0.32% | +3.6% |
| KRO | Buy | KRONOS WORLDWIDE INC | $486,000 | +12.0% | 38,400 | +15.3% | 0.32% | +10.5% |
| TSN | Buy | TYSON FOODS INCcl a | $485,000 | +1.3% | 12,661 | +6.0% | 0.32% | +0.3% |
| PLXS | Buy | PLEXUS CORP | $482,000 | +1.0% | 11,820 | +2.1% | 0.31% | 0.0% |
| GME | New | GAMESTOP CORP NEWcl a | $483,000 | – | 12,720 | +100.0% | 0.31% | – |
| FFBC | Buy | FIRST FINL BANCORP OH | $483,000 | +2.1% | 27,120 | +6.6% | 0.31% | +1.0% |
| BGGSQ | Buy | BRIGGS & STRATTON CORP | $481,000 | +5.5% | 23,400 | +4.8% | 0.31% | +4.3% |
| NWN | New | NORTHWEST NAT GAS CO | $478,000 | – | 9,960 | +100.0% | 0.31% | – |
| WSM | New | WILLIAMS SONOMA INC | $478,000 | – | 6,000 | +100.0% | 0.31% | – |
| WCC | Buy | WESCO INTL INC | $474,000 | +16.5% | 6,780 | +27.0% | 0.31% | +15.4% |
| OVTI | Buy | OMNIVISION TECHNOLOGIES INC | $475,000 | +9.2% | 18,000 | +7.5% | 0.31% | +8.1% |
| UCBI | New | UNITED CMNTY BKS BLAIRSVLE G | $474,000 | – | 25,080 | +100.0% | 0.31% | – |
| WTS | Buy | WATTS WATER TECHNOLOGIES INCcl a | $475,000 | +2.4% | 8,640 | +18.0% | 0.31% | +1.3% |
| AXLL | New | AXIALL CORP | $473,000 | – | 10,080 | +100.0% | 0.31% | – |
| DRH | Buy | DIAMONDROCK HOSPITALITY CO | $473,000 | +1.3% | 33,480 | +6.7% | 0.31% | +0.3% |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $473,000 | – | 14,820 | +100.0% | 0.31% | – |
| TDS | New | TELEPHONE & DATA SYS INC | $469,000 | – | 18,840 | +100.0% | 0.30% | – |
| CVC | Buy | CABLEVISION SYS CORPcl a ny cablvs | $467,000 | -9.8% | 25,515 | +1.7% | 0.30% | -10.9% |
| PCAR | New | PACCAR INC | $466,000 | – | 7,380 | +100.0% | 0.30% | – |
| PEI | New | PENNSYLVANIA RL ESTATE INVTsh ben int | $466,000 | – | 20,040 | +100.0% | 0.30% | – |
| BKS | Buy | BARNES & NOBLE INC | $462,000 | +2.9% | 19,440 | +0.6% | 0.30% | +2.0% |
| CBT | Buy | CABOT CORP | $462,000 | +7.7% | 10,260 | +4.9% | 0.30% | +6.8% |
| AMKR | New | AMKOR TECHNOLOGY INC | $459,000 | – | 51,960 | +100.0% | 0.30% | – |
| SAFM | Buy | SANDERSON FARMS INC | $459,000 | +2.2% | 5,760 | +7.9% | 0.30% | +1.4% |
| OMI | New | OWENS & MINOR INC NEW | $459,000 | – | 13,560 | +100.0% | 0.30% | – |
| ALE | New | ALLETE INC | $456,000 | – | 8,640 | +100.0% | 0.30% | – |
| PRI | New | PRIMERICA INC | $455,000 | – | 8,940 | +100.0% | 0.30% | – |
| AGCO | New | AGCO CORP | $452,000 | – | 9,480 | +100.0% | 0.29% | – |
| TTWO | Buy | TAKE-TWO INTERACTIVE SOFTWAR | $452,000 | -4.4% | 17,760 | +5.3% | 0.29% | -5.5% |
| CY | New | CYPRESS SEMICONDUCTOR CORP | $450,000 | – | 31,860 | +100.0% | 0.29% | – |
| CHSP | New | CHESAPEAKE LODGING TRsh ben int | $447,000 | – | 13,200 | +100.0% | 0.29% | – |
| IM | Buy | INGRAM MICRO INCcl a | $445,000 | -5.1% | 17,700 | +4.2% | 0.29% | -6.2% |
| DAN | New | DANA HLDG CORP | $446,000 | – | 21,060 | +100.0% | 0.29% | – |
| MDRX | New | ALLSCRIPTS HEALTHCARE SOLUTN | $444,000 | – | 37,140 | +100.0% | 0.29% | – |
| SNI | New | SCRIPPS NETWORKS INTERACT IN | $444,000 | – | 6,480 | +100.0% | 0.29% | – |
| LOPE | New | GRAND CANYON ED INC | $442,000 | – | 10,200 | +100.0% | 0.29% | – |
| CF | New | CF INDS HLDGS INC | $443,000 | – | 1,560 | +100.0% | 0.29% | – |
| LDOS | New | LEIDOS HLDGS INC | $436,000 | – | 10,380 | +100.0% | 0.28% | – |
| ATI | Buy | ALLEGHENY TECHNOLOGIES INC | $425,000 | -5.3% | 14,160 | +9.8% | 0.28% | -6.1% |
| MLHR | New | MILLER HERMAN INC | $421,000 | – | 15,180 | +100.0% | 0.27% | – |
| JOY | Buy | JOY GLOBAL INC | $418,000 | +5.6% | 10,680 | +25.4% | 0.27% | +4.2% |
| HTGC | New | HERCULES TECH GROWTH CAP INC | $414,000 | – | 30,720 | +100.0% | 0.27% | – |
| MOS | New | MOSAIC CO NEW | $415,000 | – | 9,000 | +100.0% | 0.27% | – |
| AA | Buy | ALCOA INC | $399,000 | -4.5% | 30,858 | +16.5% | 0.26% | -5.5% |
| PPC | New | PILGRIMS PRIDE CORP NEW | $389,000 | – | 17,220 | +100.0% | 0.25% | – |
| MCD | Buy | MCDONALDS CORP | $347,000 | +4.8% | 3,558 | +0.7% | 0.22% | +3.7% |
| T | Buy | AT&T INC | $302,000 | -1.6% | 9,251 | +1.1% | 0.20% | -2.5% |
| EGL | New | ENGILITY HLDGS INC NEW | $297,000 | – | 9,900 | +100.0% | 0.19% | – |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $293,000 | +4.6% | 6,020 | +0.6% | 0.19% | +3.3% |
| MDT | New | MEDTRONIC PLC | $260,000 | – | 3,328 | +100.0% | 0.17% | – |
| COP | Buy | CONOCOPHILLIPS | $258,000 | -8.5% | 4,141 | +1.3% | 0.17% | -9.7% |
| OXY | Buy | OCCIDENTAL PETE CORP DEL | $229,000 | -5.4% | 3,138 | +4.3% | 0.15% | -6.3% |
| ED | Buy | CONSOLIDATED EDISON INC | $228,000 | -7.7% | 3,742 | +0.2% | 0.15% | -8.6% |
| BHI | Buy | BAKER HUGHES INC | $217,000 | +13.6% | 3,407 | +0.1% | 0.14% | +12.8% |
| ABT | Buy | ABBOTT LABS | $211,000 | +3.4% | 4,549 | +0.5% | 0.14% | +2.2% |
| V | Buy | VISA INC COMcl a | $209,000 | -7.5% | 3,188 | +270.3% | 0.14% | -8.1% |
| EMR | Buy | EMERSON ELEC CO | $210,000 | -5.4% | 3,715 | +3.3% | 0.14% | -6.8% |
| AFL | Buy | AFLAC INC | $207,000 | +5.1% | 3,236 | +0.3% | 0.13% | +3.9% |
| MRO | Buy | MARATHON OIL CORP | $196,000 | -2.5% | 7,497 | +5.6% | 0.13% | -3.8% |
| TROW | Buy | PRICE T ROWE GROUP INC | $196,000 | -5.3% | 2,419 | +0.3% | 0.13% | -6.6% |
| BAX | Buy | BAXTER INTL INC | $192,000 | -5.4% | 2,800 | +1.3% | 0.12% | -6.0% |
| K | Buy | KELLOGG CO | $187,000 | +1.1% | 2,838 | +0.3% | 0.12% | 0.0% |
| AEP | Buy | AMERICAN ELEC PWR INC | $187,000 | -7.0% | 3,328 | +0.6% | 0.12% | -8.3% |
| IBM | Buy | INTERNATIONAL BUSINESS MACHS | $183,000 | +4.0% | 1,139 | +3.6% | 0.12% | +3.5% |
| HES | Buy | HESS CORP | $174,000 | -6.5% | 2,566 | +1.7% | 0.11% | -7.4% |
| AMZN | Buy | AMAZON COM INC | $170,000 | +19.7% | 458 | +0.2% | 0.11% | +18.3% |
| NTRS | Buy | NORTHERN TR CORP | $163,000 | +3.2% | 2,343 | +0.1% | 0.11% | +1.9% |
| SO | Buy | SOUTHERN CO | $163,000 | -8.4% | 3,678 | +1.7% | 0.11% | -9.4% |
| MET | Buy | METLIFE INC | $157,000 | -6.0% | 3,098 | +0.5% | 0.10% | -7.3% |
| APC | Buy | ANADARKO PETE CORP | $156,000 | +2.6% | 1,882 | +2.4% | 0.10% | +1.0% |
| HAL | Buy | HALLIBURTON CO | $147,000 | +16.7% | 3,359 | +4.5% | 0.10% | +14.5% |
| NOV | Buy | NATIONAL OILWELL VARCO INC | $147,000 | -17.9% | 2,934 | +7.7% | 0.10% | -18.8% |
| DVN | Buy | DEVON ENERGY CORP NEW | $142,000 | +1.4% | 2,347 | +2.7% | 0.09% | 0.0% |
| SLB | Buy | SCHLUMBERGER LTD | $140,000 | +1.4% | 1,678 | +3.7% | 0.09% | 0.0% |
| NTAP | Buy | NETAPP INC | $134,000 | -13.0% | 3,780 | +1.6% | 0.09% | -13.9% |
| MUR | Buy | MURPHY OIL CORP | $132,000 | -0.8% | 2,835 | +7.7% | 0.09% | -1.1% |
| GOOG | Buy | GOOGLE INCcl c | $129,000 | +17.3% | 235 | +12.4% | 0.08% | +16.7% |
| GOOGL | Buy | GOOGLE INCcl a | $130,000 | +17.1% | 235 | +12.4% | 0.08% | +15.1% |
| B108PS | New | ACTAVIS PLC | $125,000 | – | 420 | +100.0% | 0.08% | – |
| APA | Buy | APACHE CORP | $117,000 | +5.4% | 1,942 | +9.7% | 0.08% | +4.1% |
| SBUX | Buy | STARBUCKS CORP | $90,000 | +1700.0% | 954 | +1544.8% | 0.06% | +1833.3% |
| RWO | Buy | SPDR INDEX SHS FDS DJ GLB RL Eetf | $59,000 | +3.5% | 1,197 | +0.4% | 0.04% | +2.7% |
| VEU | Buy | VANGUARD INTL EQUITY INDEX Fallwrld ex us | $14,000 | +16.7% | 278 | +6.5% | 0.01% | +12.5% |
| WPG | New | WP GLIMCHER IN | $0 | – | 19 | +100.0% | 0.00% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2015-04-16
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.