$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 16.6% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EFA | Sell | ISHARES TR MSCI EAFEetf | $9,510,000 | +5.2% | 148,207 | -0.3% | 6.17% | +4.1% |
| BND | Sell | VANGUARD BD INDEX FD INCtotal bnd mrkt | $8,065,000 | -0.3% | 96,737 | -1.5% | 5.23% | -1.3% |
| IWR | Sell | ISHARES TR RUS MID-CAPetf | $6,560,000 | +1.7% | 37,892 | -1.9% | 4.26% | +0.6% |
| VNQ | Sell | VANGUARD INDEX FDS REITetf | $3,039,000 | +3.3% | 36,043 | -0.8% | 1.97% | +2.2% |
| IWM | Sell | ISHARES TR RUSSELL 2000etf | $2,396,000 | +2.7% | 19,267 | -1.2% | 1.56% | +1.6% |
| SPY | Sell | SPDR S&P 500 ETF TR TRunit | $2,176,000 | -5.3% | 10,543 | -5.7% | 1.41% | -6.3% |
| TFI | Sell | SPDR SERIES TRUSTnuvn brcly muni | $1,119,000 | -0.4% | 46,196 | -0.7% | 0.73% | -1.5% |
| MUB | Sell | ISHARES TRs&p ntl amtfree | $1,111,000 | -0.5% | 10,049 | -0.7% | 0.72% | -1.6% |
| ANTM | Sell | ANTHEM INC | $838,000 | +13.9% | 5,424 | -7.4% | 0.54% | +12.6% |
| VLO | Sell | VALERO ENERGY CORP NEW | $795,000 | +17.3% | 12,497 | -8.7% | 0.52% | +16.0% |
| SSP | Sell | SCRIPPS E W CO OHIOcl a new | $616,000 | +17.1% | 21,660 | -7.9% | 0.40% | +15.9% |
| CSC | Sell | COMPUTER SCIENCES CORP | $566,000 | +2.2% | 8,669 | -1.4% | 0.37% | +1.1% |
| OLN | Sell | OLIN CORP | $552,000 | +36.0% | 17,220 | -3.4% | 0.36% | +34.6% |
| CTB | Sell | COOPER TIRE & RUBR CO | $545,000 | +11.5% | 12,720 | -9.8% | 0.35% | +10.3% |
| MAN | Sell | MANPOWERGROUP INC | $541,000 | +13.4% | 6,280 | -10.3% | 0.35% | +12.1% |
| SJM | Sell | SMUCKER J M CO | $540,000 | +7.8% | 4,664 | -6.0% | 0.35% | +6.4% |
| AN | Sell | AUTONATION INC | $533,000 | +4.9% | 8,284 | -1.4% | 0.35% | +3.9% |
| LEA | Sell | LEAR CORP | $531,000 | +3.9% | 4,793 | -8.1% | 0.34% | +3.0% |
| NSIT | Sell | INSIGHT ENTERPRISES INC | $524,000 | +5.4% | 18,360 | -4.4% | 0.34% | +4.3% |
| JBL | Sell | JABIL CIRCUIT INC | $523,000 | +3.8% | 22,387 | -3.1% | 0.34% | +2.4% |
| COLM | Sell | COLUMBIA SPORTSWEAR CO | $523,000 | +11.8% | 8,580 | -18.3% | 0.34% | +10.4% |
| KFY | Sell | KORN FERRY INTL | $519,000 | +7.5% | 15,780 | -6.1% | 0.34% | +6.3% |
| NTUS | Sell | NATUS MEDICAL INC DEL | $519,000 | +6.1% | 13,140 | -3.1% | 0.34% | +5.0% |
| RBC | Sell | REGAL BELOIT CORP | $518,000 | +4.4% | 6,478 | -1.8% | 0.34% | +3.4% |
| OCR | Sell | OMNICARE INC | $516,000 | +2.0% | 6,694 | -3.5% | 0.34% | +0.9% |
| DST | Sell | DST SYS INC DEL | $515,000 | +11.7% | 4,656 | -4.9% | 0.33% | +10.6% |
| WBS | Sell | WEBSTER FINL CORP CONN | $514,000 | +9.4% | 13,860 | -4.1% | 0.33% | +8.4% |
| ADT | Sell | THE ADT CORPORATION | $506,000 | +11.0% | 12,180 | -3.3% | 0.33% | +9.7% |
| WEN | Sell | WENDYS CO | $504,000 | -2.3% | 46,239 | -19.0% | 0.33% | -3.3% |
| UFPI | Sell | UNIVERSAL FST PRODS INC | $503,000 | +1.6% | 9,060 | -2.6% | 0.33% | +0.3% |
| VAC | Sell | MARRIOTT VACATIONS WRLDWDE C | $501,000 | +4.6% | 6,180 | -3.7% | 0.32% | +3.5% |
| ABM | Sell | ABM INDS INC | $499,000 | +3.7% | 15,660 | -6.8% | 0.32% | +2.9% |
| ARW | Sell | ARROW ELECTRS INC | $495,000 | +2.5% | 8,102 | -2.9% | 0.32% | +1.3% |
| BANR | Sell | BANNER CORP | $493,000 | +3.1% | 10,740 | -3.2% | 0.32% | +2.2% |
| SCS | Sell | STEELCASE INCcl a | $493,000 | +4.9% | 26,040 | -0.5% | 0.32% | +3.9% |
| AIR | Sell | AAR CORP | $492,000 | +0.4% | 16,020 | -9.2% | 0.32% | -0.6% |
| AWR | Sell | AMERICAN STS WTR CO | $491,000 | +0.2% | 12,300 | -5.5% | 0.32% | -0.6% |
| SPLS | Sell | STAPLES INC | $492,000 | -19.9% | 30,188 | -11.0% | 0.32% | -20.8% |
| BAH | Sell | BOOZ ALLEN HAMILTON HLDG CORcl a | $490,000 | -0.2% | 16,939 | -8.4% | 0.32% | -1.2% |
| HRS | Sell | HARRIS CORP DEL | $490,000 | +5.6% | 6,226 | -3.7% | 0.32% | +4.6% |
| MANT | Sell | MANTECH INTL CORPcl a | $485,000 | +3.6% | 14,280 | -7.8% | 0.32% | +2.6% |
| LLL | Sell | L-3 COMMUNICATIONS HLDGS INC | $480,000 | -3.4% | 3,814 | -3.1% | 0.31% | -4.6% |
| GK | Sell | G & K SVCS INCcl a | $479,000 | -2.8% | 6,600 | -5.2% | 0.31% | -3.7% |
| NVDA | Sell | NVIDIA CORP | $480,000 | +1.3% | 22,917 | -3.0% | 0.31% | 0.0% |
| CSGS | Sell | CSG SYS INTL INC | $480,000 | +6.0% | 15,780 | -12.6% | 0.31% | +4.7% |
| JNS | Sell | JANUS CAP GROUP INC | $477,000 | -0.6% | 27,720 | -6.9% | 0.31% | -1.6% |
| WSTC | Sell | WEST CORP | $465,000 | -7.2% | 13,800 | -9.1% | 0.30% | -8.2% |
| UNF | Sell | UNIFIRST CORP MASS | $466,000 | -4.5% | 3,960 | -1.5% | 0.30% | -5.6% |
| AMED | Sell | AMEDISYS INC | $448,000 | -14.7% | 16,740 | -6.4% | 0.29% | -15.4% |
| ISIL | Sell | INTERSIL CORPcl a | $447,000 | -12.2% | 31,200 | -11.3% | 0.29% | -13.2% |
| BMY | Sell | BRISTOL MYERS SQUIBB CO | $408,000 | +1.0% | 6,332 | -7.5% | 0.26% | 0.0% |
| JPM | Sell | JPMORGAN CHASE & CO | $400,000 | -4.8% | 6,610 | -1.5% | 0.26% | -5.5% |
| CVS | Sell | CVS HEALTH CORP | $399,000 | -54.7% | 3,867 | -57.7% | 0.26% | -55.2% |
| HD | Sell | HOME DEPOT INC | $394,000 | -1.0% | 3,471 | -8.5% | 0.26% | -1.9% |
| VEC | Sell | VECTRUS INC | $392,000 | -17.5% | 15,368 | -11.4% | 0.25% | -18.6% |
| DIS | Sell | DISNEY WALT CO | $366,000 | +5.5% | 3,487 | -5.4% | 0.24% | +4.4% |
| WFC | Sell | WELLS FARGO & CO NEW | $358,000 | -3.5% | 6,581 | -2.7% | 0.23% | -4.5% |
| WBA | Sell | WALGREENS BOOTS ALLIANCE INC | $354,000 | +5.7% | 4,178 | -5.0% | 0.23% | +4.5% |
| PG | Sell | PROCTER & GAMBLE CO | $348,000 | -10.1% | 4,243 | -0.2% | 0.23% | -11.0% |
| XOM | Sell | EXXON MOBIL CORP | $342,000 | -8.6% | 4,025 | -0.6% | 0.22% | -9.4% |
| GE | Sell | GENERAL ELECTRIC CO | $340,000 | -2.9% | 13,722 | -1.0% | 0.22% | -3.9% |
| CELG | Sell | CELGENE CORP | $339,000 | -5.6% | 2,945 | -8.3% | 0.22% | -6.4% |
| ABBV | Sell | ABBVIE INC | $337,000 | -59.0% | 5,752 | -54.2% | 0.22% | -59.4% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $328,000 | +7.9% | 2,772 | -7.8% | 0.21% | +7.0% |
| MPC | Sell | MARATHON PETE CORP | $327,000 | +11.2% | 3,192 | -2.0% | 0.21% | +9.8% |
| JNJ | Sell | JOHNSON & JOHNSON | $318,000 | -5.1% | 3,162 | -1.3% | 0.21% | -6.4% |
| PEP | Sell | PEPSICO INC | $313,000 | 0.0% | 3,275 | -1.1% | 0.20% | -1.0% |
| ITW | Sell | ILLINOIS TOOL WKS INC | $310,000 | -1.9% | 3,191 | -4.4% | 0.20% | -2.9% |
| GILD | Sell | GILEAD SCIENCES INC | $302,000 | -1.0% | 3,078 | -4.8% | 0.20% | -2.0% |
| KMB | Sell | KIMBERLY CLARK CORP | $300,000 | -8.3% | 2,801 | -1.1% | 0.20% | -8.9% |
| GD | Sell | GENERAL DYNAMICS CORP | $299,000 | -60.6% | 2,202 | -60.0% | 0.19% | -61.0% |
| AAPL | Sell | APPLE INC | $297,000 | +1.7% | 2,383 | -9.8% | 0.19% | +1.0% |
| PFE | Sell | PFIZER INC | $292,000 | +11.0% | 8,379 | -0.7% | 0.19% | +9.9% |
| USB | Sell | US BANCORP DEL | $286,000 | -4.3% | 6,559 | -1.4% | 0.19% | -5.1% |
| GIS | Sell | GENERAL MLS INC | $285,000 | +5.6% | 5,038 | -0.6% | 0.18% | +4.5% |
| LMT | Sell | LOCKHEED MARTIN CORP | $285,000 | -0.3% | 1,403 | -5.5% | 0.18% | -1.6% |
| WMT | Sell | WAL-MART STORES INC | $282,000 | -5.7% | 3,429 | -1.4% | 0.18% | -6.6% |
| DHR | Sell | DANAHER CORP DEL | $282,000 | -5.1% | 3,321 | -4.0% | 0.18% | -6.2% |
| MSFT | Sell | MICROSOFT CORP | $282,000 | -14.0% | 6,937 | -1.6% | 0.18% | -14.9% |
| APD | Sell | AIR PRODS & CHEMS INC | $280,000 | -0.7% | 1,850 | -5.3% | 0.18% | -1.6% |
| TXN | Sell | TEXAS INSTRS INC | $279,000 | +2.6% | 4,883 | -3.9% | 0.18% | +1.7% |
| BDX | Sell | BECTON DICKINSON & CO | $277,000 | +0.7% | 1,927 | -2.4% | 0.18% | 0.0% |
| KO | Sell | COCA COLA CO | $277,000 | -3.8% | 6,825 | -0.0% | 0.18% | -4.8% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $276,000 | -6.4% | 4,888 | -3.9% | 0.18% | -7.3% |
| INTC | Sell | INTEL CORP | $276,000 | -65.2% | 8,833 | -59.6% | 0.18% | -65.6% |
| PX | Sell | PRAXAIR INC | $272,000 | -8.7% | 2,250 | -2.2% | 0.18% | -9.2% |
| TRV | Sell | TRAVELERS COMPANIES INC | $268,000 | -1.8% | 2,474 | -4.0% | 0.17% | -2.8% |
| STT | Sell | STATE STR CORP | $262,000 | -8.4% | 3,558 | -2.3% | 0.17% | -9.6% |
| CAH | Sell | CARDINAL HEALTH INC | $261,000 | +7.4% | 2,894 | -3.7% | 0.17% | +6.3% |
| UTX | Sell | UNITED TECHNOLOGIES CORP | $260,000 | -0.8% | 2,218 | -2.8% | 0.17% | -1.7% |
| NKE | Sell | NIKE INCcl b | $259,000 | -1.5% | 2,586 | -5.6% | 0.17% | -2.3% |
| JCI | Sell | JOHNSON CTLS INC | $256,000 | +2.0% | 5,083 | -2.0% | 0.17% | +0.6% |
| ADP | Sell | AUTOMATIC DATA PROCESSING IN | $254,000 | -0.4% | 2,969 | -2.8% | 0.16% | -1.2% |
| CB | Sell | CHUBB CORP | $254,000 | -4.9% | 2,512 | -2.6% | 0.16% | -5.7% |
| LOW | Sell | LOWES COS INC | $251,000 | -2.0% | 3,370 | -9.5% | 0.16% | -3.0% |
| MMM | Sell | 3M CO | $250,000 | -6.7% | 1,514 | -7.0% | 0.16% | -8.0% |
| AMGN | Sell | AMGEN INC | $246,000 | -5.4% | 1,542 | -5.6% | 0.16% | -6.4% |
| MHFI | Sell | MCGRAW HILL FINL INC | $247,000 | +7.4% | 2,386 | -7.8% | 0.16% | +6.0% |
| ORCL | Sell | ORACLE CORP | $245,000 | -6.1% | 5,679 | -2.3% | 0.16% | -7.0% |
| PEG | Sell | PUBLIC SVC ENTERPRISE GROUP | $241,000 | +0.8% | 5,747 | -0.2% | 0.16% | -0.6% |
| COST | Sell | COSTCO WHSL CORP NEW | $240,000 | +2.6% | 1,585 | -3.9% | 0.16% | +2.0% |
| BK | Sell | BANK NEW YORK MELLON CORP | $236,000 | -1.7% | 5,859 | -1.1% | 0.15% | -2.5% |
| UNP | Sell | UNION PAC CORP | $236,000 | -13.9% | 2,183 | -4.9% | 0.15% | -15.0% |
| TMO | Sell | THERMO FISHER SCIENTIFIC INC | $235,000 | +2.2% | 1,746 | -4.8% | 0.15% | +0.7% |
| PSA | Sell | PUBLIC STORAGE | $232,000 | +3.6% | 1,176 | -2.8% | 0.15% | +2.7% |
| CLX | Sell | CLOROX CO DEL | $230,000 | +1.8% | 2,079 | -4.3% | 0.15% | +0.7% |
| SYK | Sell | STRYKER CORP | $227,000 | -5.8% | 2,465 | -3.7% | 0.15% | -7.0% |
| BLK | Sell | BLACKROCK INC | $225,000 | -1.3% | 616 | -3.3% | 0.15% | -2.7% |
| NSC | Sell | NORFOLK SOUTHERN CORP | $221,000 | -6.4% | 2,148 | -0.3% | 0.14% | -7.7% |
| HSY | Sell | HERSHEY CO | $215,000 | -5.7% | 2,135 | -2.6% | 0.14% | -6.7% |
| MTB | Sell | M & T BK CORP | $216,000 | 0.0% | 1,698 | -1.1% | 0.14% | -1.4% |
| CSCO | Sell | CISCO SYS INC | $216,000 | -4.4% | 7,861 | -3.4% | 0.14% | -5.4% |
| FISV | Sell | FISERV INC | $216,000 | +5.4% | 2,720 | -6.0% | 0.14% | +4.5% |
| CL | Sell | COLGATE PALMOLIVE CO | $214,000 | -2.3% | 3,089 | -2.2% | 0.14% | -3.5% |
| TWX | Sell | TIME WARNER INC | $213,000 | -69.9% | 2,527 | -69.5% | 0.14% | -70.3% |
| HON | Sell | HONEYWELL INTL INC | $206,000 | +0.5% | 1,979 | -3.7% | 0.13% | 0.0% |
| BBT | Sell | BB&T CORP | $207,000 | -0.5% | 5,321 | -0.3% | 0.13% | -1.5% |
| ALL | Sell | ALLSTATE CORP | $206,000 | -2.4% | 2,894 | -3.6% | 0.13% | -2.9% |
| SRE | Sell | SEMPRA ENERGY | $205,000 | -4.2% | 1,880 | -2.2% | 0.13% | -5.0% |
| AZO | Sell | AUTOZONE INC | $203,000 | +8.6% | 297 | -1.7% | 0.13% | +7.3% |
| ZBH | Sell | ZIMMER HLDGS INC | $202,000 | 0.0% | 1,719 | -3.6% | 0.13% | -0.8% |
| FDX | Sell | FEDEX CORP | $200,000 | -7.8% | 1,206 | -3.4% | 0.13% | -8.5% |
| SYY | Sell | SYSCO CORP | $199,000 | -5.7% | 5,268 | -0.7% | 0.13% | -6.5% |
| PAYX | Sell | PAYCHEX INC | $194,000 | +5.4% | 3,913 | -1.9% | 0.13% | +4.1% |
| DD | Sell | DU PONT E I DE NEMOURS & CO | $190,000 | -5.5% | 2,658 | -2.2% | 0.12% | -6.8% |
| ISRG | Sell | INTUITIVE SURGICAL INC | $188,000 | -4.6% | 372 | -0.3% | 0.12% | -5.4% |
| UPS | Sell | UNITED PARCEL SERVICE INCcl b | $187,000 | -13.8% | 1,934 | -0.8% | 0.12% | -14.8% |
| EMC | Sell | E M C CORP MASS | $185,000 | -14.7% | 7,226 | -0.9% | 0.12% | -15.5% |
| AXP | Sell | AMERICAN EXPRESS CO | $182,000 | -17.6% | 2,327 | -2.0% | 0.12% | -18.6% |
| BEN | Sell | FRANKLIN RES INC | $180,000 | -7.7% | 3,504 | -0.4% | 0.12% | -8.6% |
| LLY | Sell | LILLY ELI & CO | $179,000 | +2.9% | 2,461 | -2.7% | 0.12% | +1.8% |
| AMAT | Sell | APPLIED MATLS INC | $179,000 | -12.3% | 7,950 | -3.0% | 0.12% | -13.4% |
| EBAY | Sell | EBAY INC | $174,000 | +1.8% | 3,018 | -0.9% | 0.11% | +0.9% |
| WM | Sell | WASTE MGMT INC DEL | $174,000 | +4.8% | 3,206 | -1.0% | 0.11% | +3.7% |
| NEE | Sell | NEXTERA ENERGY INC | $171,000 | -2.8% | 1,641 | -1.1% | 0.11% | -3.5% |
| MON | Sell | MONSANTO CO NEW | $168,000 | -7.2% | 1,496 | -1.4% | 0.11% | -8.4% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $163,000 | -5.2% | 869 | -1.8% | 0.11% | -6.2% |
| QCOM | Sell | QUALCOMM INC | $161,000 | -7.5% | 2,325 | -0.6% | 0.10% | -8.8% |
| VIAB | Sell | VIACOM INC NEWcl b | $146,000 | -9.3% | 2,132 | -0.4% | 0.10% | -10.4% |
| ATVI | Sell | ACTIVISION BLIZZARD INC | $123,000 | -77.2% | 5,403 | -79.9% | 0.08% | -77.4% |
| LUV | Sell | SOUTHWEST AIRLS CO | $64,000 | -88.8% | 1,444 | -89.3% | 0.04% | -88.7% |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DELcl b new | $39,000 | -92.3% | 271 | -92.0% | 0.02% | -92.5% |
| PAG | Sell | PENSKE AUTOMOTIVE GRP INC | $38,000 | -92.4% | 729 | -92.9% | 0.02% | -92.4% |
| DGX | Sell | QUEST DIAGNOSTICS INC | $39,000 | -92.3% | 509 | -93.3% | 0.02% | -92.5% |
| CYH | Sell | COMMUNITY HEALTH SYS INC NEW | $37,000 | -93.2% | 702 | -93.1% | 0.02% | -93.3% |
| ALK | Sell | ALASKA AIR GROUP INC | $36,000 | -93.3% | 546 | -93.9% | 0.02% | -93.4% |
| JLL | Sell | JONES LANG LASALLE INC | $35,000 | -93.1% | 203 | -94.0% | 0.02% | -93.1% |
| WEC | Sell | WISCONSIN ENERGY CORP | $35,000 | -93.4% | 710 | -92.9% | 0.02% | -93.4% |
| 4107PS | Sell | MEADWESTVACO CORP | $35,000 | -92.7% | 704 | -93.5% | 0.02% | -92.7% |
| TE | Sell | TECO ENERGY INC | $34,000 | -93.4% | 1,765 | -93.0% | 0.02% | -93.5% |
| AEE | Sell | AMEREN CORP | $34,000 | -93.6% | 804 | -93.0% | 0.02% | -93.7% |
| SSNC | Sell | SS&C TECHNOLOGIES HLDGS INC | $34,000 | -93.9% | 548 | -94.2% | 0.02% | -94.0% |
| CYN | Sell | CITY NATL CORP | $33,000 | -93.5% | 365 | -94.2% | 0.02% | -93.7% |
| LHO | Sell | LASALLE HOTEL PPTYS COMsh ben int | $29,000 | -94.2% | 734 | -94.1% | 0.02% | -94.2% |
| MCY | Sell | MERCURY GENL CORP NEW | $29,000 | -94.2% | 504 | -94.3% | 0.02% | -94.2% |
| PTEN | Sell | PATTERSON UTI ENERGY INC | $28,000 | -92.5% | 1,477 | -93.4% | 0.02% | -92.7% |
| WRB | Sell | BERKLEY W R CORP | $27,000 | -94.3% | 537 | -94.2% | 0.02% | -94.2% |
| NUE | Sell | NUCOR CORP | $27,000 | -93.8% | 578 | -93.5% | 0.02% | -93.7% |
| IT | Sell | GARTNER INC | $27,000 | -94.4% | 320 | -94.4% | 0.02% | -94.3% |
| CSL | Sell | CARLISLE COS INC | $26,000 | -94.6% | 283 | -94.7% | 0.02% | -94.6% |
| X | Sell | UNITED STATES STL CORP NEW | $21,000 | -94.4% | 858 | -93.9% | 0.01% | -94.3% |
| TMST | Sell | TIMKENSTEEL CORP | $22,000 | -95.6% | 817 | -93.9% | 0.01% | -95.7% |
| FTR | Sell | FRONTIER COMMUNICATIONS CORP | $20,000 | -95.5% | 2,818 | -95.8% | 0.01% | -95.5% |
| LUMN | Sell | CENTURYLINK INC | $18,000 | -96.1% | 523 | -95.6% | 0.01% | -96.1% |
| VTI | Sell | VANGUARD INDEX FDStotal stk mkt | $18,000 | -10.0% | 168 | -8.7% | 0.01% | -7.7% |
| KMT | Sell | KENNAMETAL INC | $18,000 | -95.7% | 546 | -95.4% | 0.01% | -95.7% |
| CMA | Sell | COMERICA INC | $7,000 | -98.5% | 160 | -98.4% | 0.01% | -98.3% |
| WPG | Exit | WASHINGTON PRIME GROUP INC | $0 | – | -19 | -100.0% | 0.00% | – |
| SWY | Exit | SAFEWAY INC | $0 | – | -1,082 | -100.0% | -0.02% | – |
| MDT | Exit | MEDTRONIC INC | $0 | – | -3,377 | -100.0% | -0.16% | – |
| AGN | Exit | ALLERGAN INC | $0 | – | -1,402 | -100.0% | -0.20% | – |
| NR | Exit | NEWPARK RES INC | $0 | – | -36,480 | -100.0% | -0.23% | – |
| ALJ | Exit | ALON USA ENERGY INC | $0 | – | -28,620 | -100.0% | -0.24% | – |
| WOR | Exit | WORTHINGTON INDS INC | $0 | – | -12,060 | -100.0% | -0.24% | – |
| CMTL | Exit | COMTECH TELECOMMUNICATIONS C | $0 | – | -11,940 | -100.0% | -0.25% | – |
| DK | Exit | DELEK US HLDGS INC | $0 | – | -14,280 | -100.0% | -0.26% | – |
| PNNT | Exit | PENNANTPARK INVT CORP | $0 | – | -41,760 | -100.0% | -0.26% | – |
| ACTG | Exit | ACACIA RESH CORP ACACIA TCH | $0 | – | -24,660 | -100.0% | -0.27% | – |
| ANDE | Exit | ANDERSONS INC | $0 | – | -8,040 | -100.0% | -0.28% | – |
| ESL | Exit | ESTERLINE TECHNOLOGIES CORP | $0 | – | -3,900 | -100.0% | -0.28% | – |
| RS | Exit | RELIANCE STEEL & ALUMINUM CO | $0 | – | -7,080 | -100.0% | -0.28% | – |
| ALB | Exit | ALBEMARLE CORP | $0 | – | -7,380 | -100.0% | -0.29% | – |
| CE | Exit | CELANESE CORP DEL | $0 | – | -7,380 | -100.0% | -0.29% | – |
| PMT | Exit | PENNYMAC MTG INVT TR | $0 | – | -21,120 | -100.0% | -0.29% | – |
| ATNI | Exit | ATLANTIC TELE NETWORK INC | $0 | – | -6,660 | -100.0% | -0.30% | – |
| CALD | Exit | CALLIDUS SOFTWARE INC | $0 | – | -27,720 | -100.0% | -0.30% | – |
| CACI | Exit | CACI INTL INCcl a | $0 | – | -5,280 | -100.0% | -0.30% | – |
| EGL | Exit | ENGILITY HLDGS INC | $0 | – | -10,740 | -100.0% | -0.30% | – |
| SYKE | Exit | SYKES ENTERPRISES INC | $0 | – | -19,680 | -100.0% | -0.30% | – |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -33,120 | -100.0% | -0.31% | – |
| SCSC | Exit | SCANSOURCE INC | $0 | – | -11,880 | -100.0% | -0.31% | – |
| BPFH | Exit | BOSTON PRIVATE FINL HLDGS IN | $0 | – | -35,520 | -100.0% | -0.31% | – |
| FCS | Exit | FAIRCHILD SEMICONDUCTOR INTL | $0 | – | -28,740 | -100.0% | -0.32% | – |
| FR | Exit | FIRST INDUSTRIAL REALTY TRUS | $0 | – | -23,580 | -100.0% | -0.32% | – |
| AMSG | Exit | AMSURG CORP | $0 | – | -8,940 | -100.0% | -0.32% | – |
| EDE | Exit | EMPIRE DIST ELEC CO | $0 | – | -16,440 | -100.0% | -0.32% | – |
| CORE | Exit | CORE MARK HOLDING CO INC | $0 | – | -7,980 | -100.0% | -0.32% | – |
| SNX | Exit | SYNNEX CORP | $0 | – | -6,420 | -100.0% | -0.33% | – |
| AVNR | Exit | AVANIR PHARMACEUTICALS INCcl a new | $0 | – | -32,700 | -100.0% | -0.36% | – |
| ODP | Exit | OFFICE DEPOT INC | $0 | – | -66,600 | -100.0% | -0.37% | – |
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.