$149 Million is the total value of ALPHA WINDWARD LLC's 416 reported holdings in Q2 2015. The portfolio turnover from Q1 2015 to Q2 2015 was 40.6% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EFA | Sell | ISHARES TR MSCI EAFEetf | $9,381,000 | -1.4% | 147,758 | -0.3% | 6.32% | +2.3% |
| BND | Buy | VANGUARD BD INDEX FD INCtotal bnd mrkt | $8,124,000 | +0.7% | 99,975 | +3.3% | 5.47% | +4.5% |
| IWR | Sell | ISHARES TR RUS MID-CAPetf | $6,405,000 | -2.4% | 37,609 | -0.7% | 4.31% | +1.3% |
| EEM | Buy | ISHARES TR MSCI EMG MKTetf | $4,669,000 | -1.0% | 117,856 | +0.3% | 3.14% | +2.7% |
| VNQ | Sell | VANGUARD INDEX FDS REITetf | $2,672,000 | -12.1% | 35,776 | -0.7% | 1.80% | -8.8% |
| RWX | Sell | SPDR INDEX SHS FDS DJ INTL RLetf | $2,670,000 | -4.1% | 63,786 | -0.8% | 1.80% | -0.5% |
| IWM | Sell | ISHARES TR RUSSELL 2000etf | $2,372,000 | -1.0% | 19,000 | -1.4% | 1.60% | +2.7% |
| SPY | Buy | SPDR S&P 500 ETF TR TRunit | $2,210,000 | +1.6% | 10,734 | +1.8% | 1.49% | +5.4% |
| BSV | Sell | VANGUARD BD INDEX FD INCshort trm bond | $2,171,000 | -9.3% | 27,070 | -8.9% | 1.46% | -5.9% |
| TFI | Sell | SPDR SERIES TRUSTnuvn brcly muni | $1,043,000 | -6.8% | 43,966 | -4.8% | 0.70% | -3.3% |
| MUB | Sell | ISHARES TRs&p ntl amtfree | $1,035,000 | -6.8% | 9,564 | -4.8% | 0.70% | -3.3% |
| CVS | Buy | CVS HEALTH CORP | $855,000 | +114.3% | 8,148 | +110.7% | 0.58% | +122.4% |
| GD | Buy | GENERAL DYNAMICS CORP | $768,000 | +156.9% | 5,421 | +146.2% | 0.52% | +166.5% |
| NOC | Sell | NORTHROP GRUMMAN CORP | $768,000 | -1.7% | 4,844 | -0.2% | 0.52% | +2.0% |
| VLO | Sell | VALERO ENERGY CORP NEW | $761,000 | -4.3% | 12,156 | -2.7% | 0.51% | -0.8% |
| ANTM | Sell | ANTHEM INC | $758,000 | -9.5% | 4,621 | -14.8% | 0.51% | -6.2% |
| PSX | Sell | PHILLIPS 66 | $729,000 | -1.5% | 9,043 | -3.9% | 0.49% | +2.3% |
| DOW | Sell | DOW CHEM CO | $710,000 | +0.9% | 13,878 | -5.4% | 0.48% | +4.6% |
| ADM | Sell | ARCHER DANIELS MIDLAND CO | $680,000 | -6.1% | 14,096 | -7.7% | 0.46% | -2.6% |
| CA | Buy | CA INC | $670,000 | -9.7% | 22,880 | +0.6% | 0.45% | -6.2% |
| CVX | Sell | CHEVRON CORP NEW | $653,000 | -8.9% | 6,774 | -0.9% | 0.44% | -5.4% |
| AMED | Sell | AMEDISYS INC | $651,000 | +45.3% | 16,380 | -2.2% | 0.44% | +50.5% |
| CVC | Sell | CABLEVISION SYS CORPcl a ny cablvs | $595,000 | +27.4% | 24,834 | -2.7% | 0.40% | +32.3% |
| STRZA | Sell | STARZ | $566,000 | +8.8% | 12,666 | -16.2% | 0.38% | +13.1% |
| LPNT | Sell | LIFEPOINT HEALTH INC | $565,000 | +12.5% | 6,493 | -5.1% | 0.38% | +16.6% |
| INSYQ | New | INSYS THERAPEUTICS INC NEW | $565,000 | – | 15,720 | +100.0% | 0.38% | – |
| DRI | Buy | DARDEN RESTAURANTS INC | $552,000 | +4918.2% | 7,771 | +5012.5% | 0.37% | +5214.3% |
| AGCO | Buy | AGCO CORP | $551,000 | +21.9% | 9,705 | +2.4% | 0.37% | +26.6% |
| NTUS | Sell | NATUS MEDICAL INC DEL | $549,000 | +5.8% | 12,900 | -1.8% | 0.37% | +9.8% |
| BKS | Buy | BARNES & NOBLE INC | $548,000 | +18.6% | 21,120 | +8.6% | 0.37% | +23.0% |
| ROL | Sell | ROLLINS INC | $541,000 | +1.5% | 18,960 | -12.0% | 0.36% | +5.2% |
| IAC | New | IAC INTERACTIVECORP | $534,000 | – | 6,698 | +100.0% | 0.36% | – |
| CE | New | CELANESE CORP DEL | $530,000 | – | 7,380 | +100.0% | 0.36% | – |
| HTH | New | HILLTOP HOLDINGS INC | $528,000 | – | 21,900 | +100.0% | 0.36% | – |
| TGT | Sell | TARGET CORP | $528,000 | -3.6% | 6,467 | -3.1% | 0.36% | -0.3% |
| DST | Sell | DST SYS INC DEL | $528,000 | +2.5% | 4,189 | -10.0% | 0.36% | +6.3% |
| SSNC | Buy | SS&C TECHNOLOGIES HLDGS INC | $523,000 | +1438.2% | 8,369 | +1427.2% | 0.35% | +1500.0% |
| TTWO | Buy | TAKE-TWO INTERACTIVE SOFTWAR | $521,000 | +15.3% | 18,900 | +6.4% | 0.35% | +19.8% |
| WOOF | Buy | VCA INC | $522,000 | +1273.7% | 9,598 | +1299.1% | 0.35% | +1304.0% |
| WBS | Sell | WEBSTER FINL CORP CONN | $518,000 | +0.8% | 13,092 | -5.5% | 0.35% | +4.5% |
| FAF | New | FIRST AMERN FINL CORP | $517,000 | – | 13,906 | +100.0% | 0.35% | – |
| WRB | Buy | BERKLEY W R CORP | $516,000 | +1811.1% | 9,933 | +1749.7% | 0.35% | +1827.8% |
| CATY | Sell | CATHAY GEN BANCORP | $514,000 | -2.3% | 15,840 | -14.3% | 0.35% | +1.5% |
| WCG | New | WELLCARE HEALTH PLANS INC | $513,000 | – | 6,044 | +100.0% | 0.34% | – |
| PENN | New | PENN NATL GAMING INC | $512,000 | – | 27,900 | +100.0% | 0.34% | – |
| AN | Sell | AUTONATION INC | $511,000 | -4.1% | 8,121 | -2.0% | 0.34% | -0.6% |
| AOS | Sell | SMITH A O | $511,000 | -3.2% | 7,099 | -11.7% | 0.34% | +0.3% |
| OC | Buy | OWENS CORNING NEW | $511,000 | +0.2% | 12,378 | +5.3% | 0.34% | +3.9% |
| AEO | New | AMERICAN EAGLE OUTFITTERS NE | $510,000 | – | 29,622 | +100.0% | 0.34% | – |
| TOL | New | TOLL BROTHERS INC | $506,000 | – | 13,246 | +100.0% | 0.34% | – |
| DGX | Buy | QUEST DIAGNOSTICS INC | $507,000 | +1200.0% | 6,998 | +1274.9% | 0.34% | +1264.0% |
| LNCE | New | SNYDERS-LANCE INC | $503,000 | – | 15,600 | +100.0% | 0.34% | – |
| MOS | Buy | MOSAIC CO NEW | $503,000 | +21.2% | 10,729 | +19.2% | 0.34% | +26.0% |
| MAN | Sell | MANPOWERGROUP INC | $504,000 | -6.8% | 5,634 | -10.3% | 0.34% | -3.4% |
| PHM | Buy | PULTE GROUP INC | $502,000 | +0.8% | 24,932 | +11.2% | 0.34% | +4.6% |
| AVY | New | AVERY DENNISON CORP | $502,000 | – | 8,234 | +100.0% | 0.34% | – |
| SEM | Sell | SELECT MED HLDGS CORP | $502,000 | -4.9% | 30,960 | -13.0% | 0.34% | -1.5% |
| LEA | Sell | LEAR CORP | $502,000 | -5.5% | 4,470 | -6.7% | 0.34% | -2.0% |
| WEN | Sell | WENDYS CO | $502,000 | -0.4% | 44,539 | -3.7% | 0.34% | +3.4% |
| CBU | New | COMMUNITY BK SYS INC | $501,000 | – | 13,260 | +100.0% | 0.34% | – |
| MGLN | Sell | MAGELLAN HEALTH INC | $500,000 | -8.8% | 7,140 | -7.8% | 0.34% | -5.3% |
| HBAN | Sell | HUNTINGTON BANCSHARES INC | $501,000 | -4.0% | 44,325 | -6.2% | 0.34% | -0.6% |
| BPFH | New | BOSTON PRIVATE FINL HLDGS IN | $500,000 | – | 37,260 | +100.0% | 0.34% | – |
| MENT | New | MENTOR GRAPHICS CORP | $498,000 | – | 18,840 | +100.0% | 0.34% | – |
| HFC | Sell | HOLLYFRONTIER CORP | $497,000 | +0.2% | 11,639 | -5.5% | 0.34% | +4.0% |
| DG | Sell | DOLLAR GEN CORP NEW | $496,000 | -3.3% | 6,377 | -6.3% | 0.33% | +0.3% |
| WTFC | New | WINTRUST FINL CORP | $496,000 | – | 9,300 | +100.0% | 0.33% | – |
| MSA | New | MSA SAFETY INC | $495,000 | – | 10,200 | +100.0% | 0.33% | – |
| KFY | Sell | KORN FERRY INTL | $494,000 | -4.8% | 14,220 | -9.9% | 0.33% | -1.2% |
| MDC | New | M D C HLDGS INC | $495,000 | – | 16,500 | +100.0% | 0.33% | – |
| CSGS | Sell | CSG SYS INTL INC | $490,000 | +2.1% | 15,480 | -1.9% | 0.33% | +6.1% |
| BRCD | Sell | BROCADE COMMUNICATIONS SYS I | $490,000 | -2.2% | 41,230 | -2.4% | 0.33% | +1.5% |
| KSS | Buy | KOHLS CORP | $490,000 | -16.4% | 7,820 | +4.5% | 0.33% | -13.2% |
| PM | Buy | PHILIP MORRIS INTL INC | $490,000 | +2782.4% | 6,111 | +2557.0% | 0.33% | +2900.0% |
| COLM | Sell | COLUMBIA SPORTSWEAR CO | $490,000 | -6.3% | 8,100 | -5.6% | 0.33% | -2.7% |
| LRCX | New | LAM RESEARCH CORP | $489,000 | – | 6,005 | +100.0% | 0.33% | – |
| JNS | Buy | JANUS CAP GROUP INC | $489,000 | +2.5% | 28,548 | +3.0% | 0.33% | +6.1% |
| AMC | New | AMC ENTMT HLDGS INC | $488,000 | – | 15,900 | +100.0% | 0.33% | – |
| RTN | Buy | RAYTHEON CO | $487,000 | -12.3% | 5,094 | +0.2% | 0.33% | -8.9% |
| LDOS | Buy | LEIDOS HLDGS INC | $487,000 | +11.7% | 12,067 | +16.3% | 0.33% | +15.9% |
| HNI | Buy | HNI CORP | $485,000 | -4.2% | 9,480 | +3.3% | 0.33% | -0.3% |
| CTAS | New | CINTAS CORP | $485,000 | – | 5,734 | +100.0% | 0.33% | – |
| CVG | Sell | CONVERGYS CORP | $486,000 | -2.4% | 19,080 | -12.4% | 0.33% | +1.2% |
| FCN | Sell | FTI CONSULTING INC | $483,000 | -1.8% | 11,700 | -11.0% | 0.32% | +1.9% |
| MMI | New | MARCUS & MILLICHAP INC | $482,000 | – | 10,440 | +100.0% | 0.32% | – |
| FULT | Sell | FULTON FINL CORP PA | $483,000 | -0.6% | 36,960 | -6.2% | 0.32% | +3.2% |
| IIVI | Sell | II VI INC | $481,000 | -4.2% | 25,320 | -6.8% | 0.32% | -0.6% |
| CAL | New | CALERES INC | $481,000 | – | 15,120 | +100.0% | 0.32% | – |
| AIR | Sell | AAR CORP | $480,000 | -2.4% | 15,060 | -6.0% | 0.32% | +1.3% |
| QLIK | New | QLIK TECHNOLOGIES INC | $479,000 | – | 13,711 | +100.0% | 0.32% | – |
| ABM | Sell | ABM INDS INC | $479,000 | -4.0% | 14,580 | -6.9% | 0.32% | -0.6% |
| NSIT | Sell | INSIGHT ENTERPRISES INC | $479,000 | -8.6% | 16,020 | -12.7% | 0.32% | -5.3% |
| N | New | NETSUITE INC | $477,000 | – | 5,202 | +100.0% | 0.32% | – |
| LM | Buy | LEGG MASON INC | $477,000 | -1.6% | 9,248 | +5.2% | 0.32% | +1.9% |
| PCAR | Buy | PACCAR INC | $475,000 | +1.9% | 7,450 | +0.9% | 0.32% | +6.0% |
| RSG | Sell | REPUBLIC SVCS INC | $476,000 | -5.7% | 12,149 | -2.5% | 0.32% | -2.4% |
| SJM | Sell | SMUCKER J M CO | $475,000 | -12.0% | 4,383 | -6.0% | 0.32% | -8.6% |
| AAN | New | AARONS INC | $474,000 | – | 13,080 | +100.0% | 0.32% | – |
| SPLS | Buy | STAPLES INC | $472,000 | -4.1% | 30,801 | +2.0% | 0.32% | -0.3% |
| LLL | Buy | L-3 COMMUNICATIONS HLDGS INC | $471,000 | -1.9% | 4,157 | +9.0% | 0.32% | +1.9% |
| IP | Buy | INTL PAPER CO | $471,000 | +1208.3% | 9,906 | +1421.7% | 0.32% | +1278.3% |
| OMI | Buy | OWENS & MINOR INC NEW | $471,000 | +2.6% | 13,860 | +2.2% | 0.32% | +6.4% |
| JNPR | New | JUNIPER NETWORKS INC | $469,000 | – | 18,074 | +100.0% | 0.32% | – |
| NUVA | New | NUVASIVE INC | $469,000 | – | 9,900 | +100.0% | 0.32% | – |
| HSIC | New | SCHEIN HENRY INC | $469,000 | – | 3,300 | +100.0% | 0.32% | – |
| SFLY | New | SHUTTERFLY INC | $470,000 | – | 9,840 | +100.0% | 0.32% | – |
| UGI | New | UGI CORP NEW | $466,000 | – | 13,536 | +100.0% | 0.31% | – |
| SPTN | Sell | SPARTANNASH CO | $461,000 | -19.7% | 14,160 | -22.1% | 0.31% | -16.7% |
| SAIC | New | SCIENCE APPLICATNS INTL CP N | $460,000 | – | 8,700 | +100.0% | 0.31% | – |
| JCPNQ | Sell | PENNEY J C INC | $461,000 | -5.1% | 54,420 | -5.9% | 0.31% | -1.6% |
| ALSN | Buy | ALLISON TRANSMISSION HLDGS I | $459,000 | -3.0% | 15,670 | +5.7% | 0.31% | +0.7% |
| HRS | Sell | HARRIS CORP DEL | $457,000 | -6.7% | 5,940 | -4.6% | 0.31% | -3.1% |
| PLXS | Sell | PLEXUS CORP | $458,000 | -5.0% | 10,440 | -11.7% | 0.31% | -1.6% |
| TDS | Sell | TELEPHONE & DATA SYS INC | $457,000 | -2.6% | 15,540 | -17.5% | 0.31% | +1.3% |
| ROLL | New | RBC BEARINGS INC | $456,000 | – | 6,360 | +100.0% | 0.31% | – |
| GK | G & K SVCS INCcl a | $456,000 | -4.8% | 6,600 | 0.0% | 0.31% | -1.3% | |
| UNF | Buy | UNIFIRST CORP MASS | $456,000 | -2.1% | 4,080 | +3.0% | 0.31% | +1.7% |
| SNI | Buy | SCRIPPS NETWORKS INTERACT IN | $455,000 | +2.5% | 6,960 | +7.4% | 0.31% | +6.2% |
| BGGSQ | Buy | BRIGGS & STRATTON CORP | $454,000 | -5.6% | 23,580 | +0.8% | 0.31% | -1.9% |
| DLX | New | DELUXE CORP | $453,000 | – | 7,313 | +100.0% | 0.30% | – |
| PLCE | New | CHILDRENS PL INC | $451,000 | – | 6,900 | +100.0% | 0.30% | – |
| DK | New | DELEK US HLDGS INC | $451,000 | – | 12,240 | +100.0% | 0.30% | – |
| LPX | New | LOUISIANA PAC CORP | $452,000 | – | 26,520 | +100.0% | 0.30% | – |
| BMS | New | BEMIS INC | $452,000 | – | 10,039 | +100.0% | 0.30% | – |
| BIG | New | BIG LOTS INC | $451,000 | – | 10,020 | +100.0% | 0.30% | – |
| HI | New | HILLENBRAND INC | $451,000 | – | 14,700 | +100.0% | 0.30% | – |
| SCOR | New | COMSCORE INC | $451,000 | – | 8,460 | +100.0% | 0.30% | – |
| CMC | Sell | COMMERCIAL METALS CO | $452,000 | -10.5% | 28,080 | -10.0% | 0.30% | -7.3% |
| OVTI | Sell | OMNIVISION TECHNOLOGIES INC | $450,000 | -5.3% | 17,160 | -4.7% | 0.30% | -1.6% |
| CLH | New | CLEAN HARBORS INC | $445,000 | – | 8,280 | +100.0% | 0.30% | – |
| DDS | Buy | DILLARDS INCcl a | $445,000 | -22.6% | 4,232 | +0.5% | 0.30% | -19.6% |
| WSTC | Buy | WEST CORP | $446,000 | -4.1% | 14,820 | +7.4% | 0.30% | -0.7% |
| EGL | Buy | ENGILITY HLDGS INC NEW | $445,000 | +49.8% | 17,700 | +78.8% | 0.30% | +55.4% |
| ISIL | Buy | INTERSIL CORPcl a | $443,000 | -0.9% | 35,400 | +13.5% | 0.30% | +2.8% |
| IM | Sell | INGRAM MICRO INCcl a | $441,000 | -0.9% | 17,606 | -0.5% | 0.30% | +2.8% |
| ITRI | Sell | ITRON INC | $440,000 | -11.5% | 12,780 | -6.2% | 0.30% | -8.4% |
| OLN | Sell | OLIN CORP | $438,000 | -20.7% | 16,260 | -5.6% | 0.30% | -17.6% |
| SANM | Buy | SANMINA CORPORATION | $437,000 | -13.3% | 21,660 | +4.0% | 0.29% | -10.1% |
| UFPI | Sell | UNIVERSAL FST PRODS INC | $437,000 | -13.1% | 8,400 | -7.3% | 0.29% | -9.8% |
| BAH | Buy | BOOZ ALLEN HAMILTON HLDG CORcl a | $436,000 | -11.0% | 17,278 | +2.0% | 0.29% | -7.5% |
| DRH | Buy | DIAMONDROCK HOSPITALITY CO | $437,000 | -7.6% | 34,140 | +2.0% | 0.29% | -4.2% |
| BRC | Sell | BRADY CORPcl a | $435,000 | -13.2% | 17,580 | -0.7% | 0.29% | -9.8% |
| JPM | Sell | JPMORGAN CHASE & CO | $435,000 | +8.8% | 6,427 | -2.8% | 0.29% | +12.7% |
| PEI | Buy | PENNSYLVANIA RL ESTATE INVTsh ben int | $433,000 | -7.1% | 20,280 | +1.2% | 0.29% | -3.3% |
| JBL | Sell | JABIL CIRCUIT INC | $434,000 | -17.0% | 20,407 | -8.8% | 0.29% | -13.9% |
| CTB | Buy | COOPER TIRE & RUBR CO | $432,000 | -20.7% | 12,780 | +0.5% | 0.29% | -17.8% |
| WCC | Sell | WESCO INTL INC | $432,000 | -8.9% | 6,300 | -7.1% | 0.29% | -5.5% |
| THO | Sell | THOR INDS INC | $430,000 | -14.2% | 7,635 | -3.6% | 0.29% | -11.1% |
| RBC | Sell | REGAL BELOIT CORP | $427,000 | -17.6% | 5,880 | -9.2% | 0.29% | -14.6% |
| SAFM | Sell | SANDERSON FARMS INC | $424,000 | -7.6% | 5,640 | -2.1% | 0.28% | -4.4% |
| ADT | Buy | THE ADT CORPORATION | $419,000 | -17.2% | 12,480 | +2.5% | 0.28% | -14.0% |
| PPC | Buy | PILGRIMS PRIDE CORP NEW | $416,000 | +6.9% | 18,120 | +5.2% | 0.28% | +11.1% |
| NJR | New | NEW JERSEY RES | $412,000 | – | 14,940 | +100.0% | 0.28% | – |
| BCO | New | BRINKS CO | $410,000 | – | 13,920 | +100.0% | 0.28% | – |
| KRO | Sell | KRONOS WORLDWIDE INC | $408,000 | -16.0% | 37,260 | -3.0% | 0.28% | -12.7% |
| AFFX | New | AFFYMETRIX INC | $406,000 | – | 37,140 | +100.0% | 0.27% | – |
| TRN | New | TRINITY INDS INC | $398,000 | – | 15,060 | +100.0% | 0.27% | – |
| FCS | New | FAIRCHILD SEMICONDUCTOR INTL | $395,000 | – | 22,740 | +100.0% | 0.27% | – |
| BMY | Sell | BRISTOL MYERS SQUIBB CO | $395,000 | -3.2% | 5,942 | -6.2% | 0.27% | +0.4% |
| JOY | Buy | JOY GLOBAL INC | $393,000 | -6.0% | 10,860 | +1.7% | 0.26% | -2.2% |
| WNC | New | WABASH NATL CORP | $394,000 | – | 31,380 | +100.0% | 0.26% | – |
| ATI | Sell | ALLEGHENY TECHNOLOGIES INC | $387,000 | -8.9% | 12,802 | -9.6% | 0.26% | -5.4% |
| HD | Sell | HOME DEPOT INC | $371,000 | -5.8% | 3,341 | -3.7% | 0.25% | -2.3% |
| ABBV | Sell | ABBVIE INC | $368,000 | +9.2% | 5,470 | -4.9% | 0.25% | +13.2% |
| WFC | Sell | WELLS FARGO & CO NEW | $365,000 | +2.0% | 6,485 | -1.5% | 0.25% | +6.0% |
| GE | Sell | GENERAL ELECTRIC CO | $362,000 | +6.5% | 13,613 | -0.8% | 0.24% | +10.4% |
| DIS | Sell | DISNEY WALT CO | $359,000 | -1.9% | 3,149 | -9.7% | 0.24% | +1.7% |
| GILD | Sell | GILEAD SCIENCES INC | $343,000 | +13.6% | 2,927 | -4.9% | 0.23% | +17.9% |
| XOM | Buy | EXXON MOBIL CORP | $342,000 | 0.0% | 4,107 | +2.0% | 0.23% | +3.6% |
| PG | Buy | PROCTER & GAMBLE CO | $335,000 | -3.7% | 4,279 | +0.8% | 0.23% | 0.0% |
| MCD | Sell | MCDONALDS CORP | $335,000 | -3.5% | 3,521 | -1.0% | 0.23% | +0.4% |
| T | Sell | AT&T INC | $324,000 | +7.3% | 9,125 | -1.4% | 0.22% | +11.2% |
| WBA | Sell | WALGREENS BOOTS ALLIANCE INC | $321,000 | -9.3% | 3,799 | -9.1% | 0.22% | -6.1% |
| GLW | Sell | CORNING INC | $308,000 | -60.7% | 15,598 | -54.9% | 0.21% | -59.3% |
| PEP | Sell | PEPSICO INC | $303,000 | -3.2% | 3,246 | -0.9% | 0.20% | +0.5% |
| MSFT | Sell | MICROSOFT CORP | $299,000 | +6.0% | 6,762 | -2.5% | 0.20% | +9.8% |
| PFE | Buy | PFIZER INC | $298,000 | +2.1% | 8,892 | +6.1% | 0.20% | +6.3% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $295,000 | +0.7% | 6,327 | +5.1% | 0.20% | +4.7% |
| USB | Buy | US BANCORP DEL | $287,000 | +0.3% | 6,612 | +0.8% | 0.19% | +3.8% |
| ITW | Sell | ILLINOIS TOOL WKS INC | $286,000 | -7.7% | 3,119 | -2.3% | 0.19% | -4.0% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $285,000 | -13.1% | 2,333 | -15.8% | 0.19% | -9.9% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $284,000 | +2.9% | 4,723 | -3.4% | 0.19% | +6.7% |
| JNJ | Sell | JOHNSON & JOHNSON | $281,000 | -11.6% | 2,880 | -8.9% | 0.19% | -8.3% |
| KMB | Sell | KIMBERLY CLARK CORP | $279,000 | -7.0% | 2,635 | -5.9% | 0.19% | -3.6% |
| PX | Buy | PRAXAIR INC | $273,000 | +0.4% | 2,283 | +1.5% | 0.18% | +4.0% |
| DHR | Sell | DANAHER CORP DEL | $272,000 | -3.5% | 3,181 | -4.2% | 0.18% | 0.0% |
| INTC | Buy | INTEL CORP | $269,000 | -2.5% | 8,848 | +0.2% | 0.18% | +1.1% |
| KO | Buy | COCA COLA CO | $269,000 | -2.9% | 6,855 | +0.4% | 0.18% | +0.6% |
| MPC | Buy | MARATHON PETE CORP | $268,000 | -18.0% | 5,130 | +60.7% | 0.18% | -15.1% |
| STT | Sell | STATE STR CORP | $268,000 | +2.3% | 3,485 | -2.1% | 0.18% | +5.9% |
| COP | Buy | CONOCOPHILLIPS | $264,000 | +2.3% | 4,291 | +3.6% | 0.18% | +6.6% |
| BDX | Sell | BECTON DICKINSON & CO | $263,000 | -5.1% | 1,854 | -3.8% | 0.18% | -1.7% |
| AAPL | Sell | APPLE INC | $262,000 | -11.8% | 2,092 | -12.2% | 0.18% | -8.8% |
| NKE | Sell | NIKE INCcl b | $258,000 | -0.4% | 2,384 | -7.8% | 0.17% | +3.6% |
| HPQ | Buy | HEWLETT PACKARD CO | $259,000 | +19.4% | 8,629 | +23.7% | 0.17% | +23.4% |
| SYK | Buy | STRYKER CORP | $255,000 | +12.3% | 2,671 | +8.4% | 0.17% | +17.0% |
| OXY | Buy | OCCIDENTAL PETE CORP DEL | $254,000 | +10.9% | 3,269 | +4.2% | 0.17% | +14.8% |
| LMT | Sell | LOCKHEED MARTIN CORP | $253,000 | -11.2% | 1,363 | -2.9% | 0.17% | -8.1% |
| PEG | Buy | PUBLIC SVC ENTERPRISE GROUP | $250,000 | +3.7% | 6,354 | +10.6% | 0.17% | +7.7% |
| JCI | Sell | JOHNSON CTLS INC | $248,000 | -3.1% | 5,017 | -1.3% | 0.17% | +0.6% |
| GIS | Sell | GENERAL MLS INC | $247,000 | -13.3% | 4,437 | -11.9% | 0.17% | -10.3% |
| TXN | Sell | TEXAS INSTRS INC | $245,000 | -12.2% | 4,755 | -2.6% | 0.16% | -8.8% |
| UTX | Sell | UNITED TECHNOLOGIES CORP | $243,000 | -6.5% | 2,194 | -1.1% | 0.16% | -3.0% |
| WMT | Sell | WAL-MART STORES INC | $241,000 | -14.5% | 3,396 | -1.0% | 0.16% | -11.5% |
| APD | Sell | AIR PRODS & CHEMS INC | $238,000 | -15.0% | 1,738 | -6.1% | 0.16% | -12.1% |
| BK | Sell | BANK NEW YORK MELLON CORP | $238,000 | +0.8% | 5,673 | -3.2% | 0.16% | +4.6% |
| CB | Sell | CHUBB CORP | $234,000 | -7.9% | 2,457 | -2.2% | 0.16% | -4.2% |
| TRV | Sell | TRAVELERS COMPANIES INC | $233,000 | -13.1% | 2,413 | -2.5% | 0.16% | -9.8% |
| CELG | Sell | CELGENE CORP | $231,000 | -31.9% | 2,000 | -32.1% | 0.16% | -29.1% |
| ADP | Sell | AUTOMATIC DATA PROCESSING IN | $229,000 | -9.8% | 2,850 | -4.0% | 0.15% | -6.7% |
| MHFI | Sell | MCGRAW HILL FINL INC | $229,000 | -7.3% | 2,276 | -4.6% | 0.15% | -3.8% |
| MMM | Sell | 3M CO | $226,000 | -9.6% | 1,464 | -3.3% | 0.15% | -6.2% |
| SYY | Buy | SYSCO CORP | $224,000 | +12.6% | 6,217 | +18.0% | 0.15% | +17.1% |
| AMGN | Sell | AMGEN INC | $224,000 | -8.9% | 1,456 | -5.6% | 0.15% | -5.6% |
| CAH | Sell | CARDINAL HEALTH INC | $224,000 | -14.2% | 2,673 | -7.6% | 0.15% | -10.7% |
| ORCL | Sell | ORACLE CORP | $223,000 | -9.0% | 5,531 | -2.6% | 0.15% | -5.7% |
| TWX | Sell | TIME WARNER INC | $220,000 | +3.3% | 2,513 | -0.6% | 0.15% | +7.2% |
| TMO | Sell | THERMO FISHER SCIENTIFIC INC | $220,000 | -6.4% | 1,697 | -2.8% | 0.15% | -2.6% |
| BBT | Buy | BB&T CORP | $219,000 | +5.8% | 5,422 | +1.9% | 0.15% | +9.7% |
| MRO | Buy | MARATHON OIL CORP | $212,000 | +8.2% | 7,977 | +6.4% | 0.14% | +12.6% |
| ED | Sell | CONSOLIDATED EDISON INC | $212,000 | -7.0% | 3,657 | -2.3% | 0.14% | -3.4% |
| BHI | Buy | BAKER HUGHES INC | $212,000 | -2.3% | 3,443 | +1.1% | 0.14% | +1.4% |
| FISV | Sell | FISERV INC | $211,000 | -2.3% | 2,552 | -6.2% | 0.14% | +1.4% |
| EMC | Buy | E M C CORP MASS | $211,000 | +14.1% | 8,011 | +10.9% | 0.14% | +18.3% |
| EMR | Buy | EMERSON ELEC CO | $211,000 | +0.5% | 3,809 | +2.5% | 0.14% | +4.4% |
| CLX | Sell | CLOROX CO DEL | $209,000 | -9.1% | 2,011 | -3.3% | 0.14% | -5.4% |
| BLK | Sell | BLACKROCK INC | $209,000 | -7.1% | 604 | -1.9% | 0.14% | -3.4% |
| MTB | Sell | M & T BK CORP | $210,000 | -2.8% | 1,682 | -0.9% | 0.14% | +0.7% |
| UNP | Buy | UNION PAC CORP | $209,000 | -11.4% | 2,188 | +0.2% | 0.14% | -7.8% |
| CSCO | Sell | CISCO SYS INC | $208,000 | -3.7% | 7,562 | -3.8% | 0.14% | 0.0% |
| COST | Sell | COSTCO WHSL CORP NEW | $208,000 | -13.3% | 1,540 | -2.8% | 0.14% | -10.3% |
| LOW | Sell | LOWES COS INC | $207,000 | -17.5% | 3,086 | -8.4% | 0.14% | -14.7% |
| ABT | Sell | ABBOTT LABS | $204,000 | -3.3% | 4,155 | -8.7% | 0.14% | 0.0% |
| V | Sell | VISA INC COMcl a | $204,000 | -2.4% | 3,037 | -4.7% | 0.14% | +0.7% |
| ALL | Buy | ALLSTATE CORP | $202,000 | -1.9% | 3,114 | +7.6% | 0.14% | +1.5% |
| AFL | Buy | AFLAC INC | $202,000 | -2.4% | 3,241 | +0.2% | 0.14% | +1.5% |
| PSA | Sell | PUBLIC STORAGE | $201,000 | -13.4% | 1,089 | -7.4% | 0.14% | -10.6% |
| CL | Sell | COLGATE PALMOLIVE CO | $200,000 | -6.5% | 3,060 | -0.9% | 0.14% | -2.9% |
| LLY | Sell | LILLY ELI & CO | $199,000 | +11.2% | 2,384 | -3.1% | 0.13% | +15.5% |
| HON | Sell | HONEYWELL INTL INC | $197,000 | -4.4% | 1,932 | -2.4% | 0.13% | -0.7% |
| BAX | Buy | BAXTER INTL INC | $198,000 | +3.1% | 2,830 | +1.1% | 0.13% | +6.4% |
| FDX | Sell | FEDEX CORP | $198,000 | -1.0% | 1,163 | -3.6% | 0.13% | +2.3% |
| NSC | Buy | NORFOLK SOUTHERN CORP | $196,000 | -11.3% | 2,243 | +4.4% | 0.13% | -7.7% |
| AMZN | Sell | AMAZON COM INC | $194,000 | +14.1% | 447 | -2.4% | 0.13% | +19.1% |
| IBM | Buy | INTERNATIONAL BUSINESS MACHS | $191,000 | +4.4% | 1,176 | +3.2% | 0.13% | +8.4% |
| TROW | Buy | PRICE T ROWE GROUP INC | $190,000 | -3.1% | 2,446 | +1.1% | 0.13% | +0.8% |
| HSY | Sell | HERSHEY CO | $189,000 | -12.1% | 2,123 | -0.6% | 0.13% | -9.3% |
| AZO | Sell | AUTOZONE INC | $189,000 | -6.9% | 284 | -4.4% | 0.13% | -3.8% |
| UPS | Sell | UNITED PARCEL SERVICE INCcl b | $187,000 | 0.0% | 1,929 | -0.3% | 0.13% | +4.1% |
| SRE | Sell | SEMPRA ENERGY | $183,000 | -10.7% | 1,851 | -1.5% | 0.12% | -7.5% |
| ZBH | Sell | ZIMMER BIOMET HLDGS INC | $181,000 | -10.4% | 1,655 | -3.7% | 0.12% | -6.9% |
| EBAY | Sell | EBAY INC | $179,000 | +2.9% | 2,967 | -1.7% | 0.12% | +7.1% |
| AXP | Sell | AMERICAN EXPRESS CO | $180,000 | -1.1% | 2,318 | -0.4% | 0.12% | +2.5% |
| BEN | Buy | FRANKLIN RES INC | $178,000 | -1.1% | 3,632 | +3.7% | 0.12% | +2.6% |
| PAYX | Sell | PAYCHEX INC | $177,000 | -8.8% | 3,784 | -3.3% | 0.12% | -5.6% |
| ISRG | Sell | INTUITIVE SURGICAL INC | $177,000 | -5.9% | 366 | -1.6% | 0.12% | -2.5% |
| NTRS | Sell | NORTHERN TR CORP | $177,000 | +8.6% | 2,311 | -1.4% | 0.12% | +12.3% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $177,000 | +8.6% | 848 | -2.4% | 0.12% | +12.3% |
| AEP | Sell | AMERICAN ELEC PWR INC | $175,000 | -6.4% | 3,298 | -0.9% | 0.12% | -2.5% |
| SYMC | Sell | SYMANTEC CORP | $174,000 | -71.6% | 7,499 | -71.3% | 0.12% | -70.5% |
| MET | Sell | METLIFE INC | $173,000 | +10.2% | 3,086 | -0.4% | 0.12% | +13.7% |
| SBUX | Buy | STARBUCKS CORP | $169,000 | +87.8% | 3,147 | +229.9% | 0.11% | +96.6% |
| DD | Sell | DU PONT E I DE NEMOURS & CO | $169,000 | -11.1% | 2,643 | -0.6% | 0.11% | -7.3% |
| K | Sell | KELLOGG CO | $170,000 | -9.1% | 2,706 | -4.7% | 0.11% | -5.8% |
| NEE | Sell | NEXTERA ENERGY INC | $159,000 | -7.0% | 1,624 | -1.0% | 0.11% | -3.6% |
| MON | Sell | MONSANTO CO NEW | $157,000 | -6.5% | 1,474 | -1.5% | 0.11% | -2.8% |
| MA | New | MASTERCARD INCcl a | $154,000 | – | 1,644 | +100.0% | 0.10% | – |
| AMAT | Sell | APPLIED MATLS INC | $152,000 | -15.1% | 7,903 | -0.6% | 0.10% | -12.1% |
| APC | Buy | ANADARKO PETE CORP | $148,000 | -5.1% | 1,892 | +0.5% | 0.10% | -1.0% |
| WM | Sell | WASTE MGMT INC DEL | $147,000 | -15.5% | 3,178 | -0.9% | 0.10% | -12.4% |
| SLB | Sell | SCHLUMBERGER LTD | $144,000 | +2.9% | 1,676 | -0.1% | 0.10% | +6.6% |
| HAL | Sell | HALLIBURTON CO | $144,000 | -2.0% | 3,355 | -0.1% | 0.10% | +2.1% |
| MRK | Sell | MERCK & CO INC NEW | $143,000 | -1.4% | 2,518 | -0.4% | 0.10% | +2.1% |
| VIAB | Buy | VIACOM INC NEWcl b | $139,000 | -4.8% | 2,151 | +0.9% | 0.09% | -1.1% |
| DVN | Sell | DEVON ENERGY CORP NEW | $139,000 | -2.1% | 2,331 | -0.7% | 0.09% | +2.2% |
| HES | Sell | HESS CORP | $135,000 | -22.4% | 2,018 | -21.4% | 0.09% | -19.5% |
| SO | Sell | SOUTHERN CO | $133,000 | -18.4% | 3,186 | -13.4% | 0.09% | -15.1% |
| GOOGL | Buy | GOOGLE INCcl a | $130,000 | 0.0% | 241 | +2.6% | 0.09% | +4.8% |
| QCOM | Sell | QUALCOMM INC | $128,000 | -20.5% | 2,043 | -12.1% | 0.09% | -17.3% |
| NOV | Sell | NATIONAL OILWELL VARCO INC | $126,000 | -14.3% | 2,602 | -11.3% | 0.08% | -10.5% |
| GOOG | Buy | GOOGLE INCcl c | $125,000 | -3.1% | 241 | +2.6% | 0.08% | 0.0% |
| APA | Buy | APACHE CORP | $123,000 | +5.1% | 2,135 | +9.9% | 0.08% | +9.2% |
| NTAP | Buy | NETAPP INC | $121,000 | -9.7% | 3,843 | +1.7% | 0.08% | -6.9% |
| PNC | Sell | PNC FINL SVCS GROUP INC | $117,000 | +0.9% | 1,221 | -1.5% | 0.08% | +5.3% |
| MUR | Buy | MURPHY OIL CORP | $118,000 | -10.6% | 2,847 | +0.4% | 0.08% | -8.1% |
| CSC | Sell | COMPUTER SCIENCES CORP | $103,000 | -81.8% | 1,562 | -82.0% | 0.07% | -81.2% |
| FB | Sell | FACEBOOK INCcl a | $93,000 | +4.5% | 1,080 | -0.3% | 0.06% | +8.6% |
| CDK | Sell | CDK GLOBAL INC | $91,000 | -11.7% | 1,686 | -23.1% | 0.06% | -9.0% |
| ILMN | New | ILLUMINA INC | $88,000 | – | 405 | +100.0% | 0.06% | – |
| REGN | Sell | REGENERON PHARMACEUTICALS | $85,000 | -4.5% | 166 | -15.7% | 0.06% | -1.7% |
| CRC | Buy | CALIFORNIA RES CORP | $83,000 | +2666.7% | 13,800 | +3691.2% | 0.06% | +2700.0% |
| ATVI | Sell | ACTIVISION BLIZZARD INC | $82,000 | -33.3% | 3,382 | -37.4% | 0.06% | -31.2% |
| CRM | Sell | SALESFORCE COM INC | $82,000 | -3.5% | 1,171 | -7.6% | 0.06% | 0.0% |
| WDC | Buy | WESTERN DIGITAL CORP | $82,000 | -6.8% | 1,046 | +8.7% | 0.06% | -3.5% |
| CTSH | Sell | COGNIZANT TECHNOLOGY SOLUTIOcl a | $82,000 | -13.7% | 1,342 | -11.8% | 0.06% | -11.3% |
| BIIB | Buy | BIOGEN INC | $80,000 | +400.0% | 199 | +423.7% | 0.05% | +440.0% |
| XRX | Sell | XEROX CORP | $79,000 | -85.5% | 7,448 | -82.4% | 0.05% | -85.0% |
| M | Sell | MACYS INC | $69,000 | -10.4% | 1,021 | -13.6% | 0.05% | -8.0% |
| TJX | Buy | TJX COS INC NEW | $62,000 | +10.7% | 935 | +16.7% | 0.04% | +16.7% |
| GPS | Buy | GAP INC DEL | $59,000 | +11.3% | 1,557 | +26.4% | 0.04% | +17.6% |
| SHM | Sell | SPDR SERIES TRUSTnuvn br sht muni | $58,000 | -75.4% | 2,388 | -75.4% | 0.04% | -74.5% |
| SUB | Sell | ISHARES SHT NTLAMTFRetf | $56,000 | -76.2% | 530 | -76.2% | 0.04% | -75.0% |
| RWO | Buy | SPDR INDEX SHS FDS DJ GLB RL Eetf | $55,000 | -6.8% | 1,198 | +0.1% | 0.04% | -2.6% |
| TIME | Buy | TIME INC NEW | $52,000 | +13.0% | 2,249 | +8.6% | 0.04% | +16.7% |
| TSN | Sell | TYSON FOODS INCcl a | $51,000 | -89.5% | 1,190 | -90.6% | 0.03% | -89.2% |
| CCL | Sell | CARNIVAL CORPpaired ctf | $49,000 | 0.0% | 986 | -2.9% | 0.03% | +3.1% |
| PLD | Sell | PROLOGIS INC | $48,000 | -91.3% | 1,303 | -89.8% | 0.03% | -91.1% |
| MDLZ | MONDELEZ INTL INCcl a | $48,000 | +14.3% | 1,171 | 0.0% | 0.03% | +18.5% | |
| CME | Sell | CME GROUP INC | $44,000 | -12.0% | 474 | -9.4% | 0.03% | -6.2% |
| CSX | Sell | CSX CORP | $44,000 | -2.2% | 1,349 | -0.2% | 0.03% | +3.4% |
| ETN | Sell | EATON CORP PLC | $44,000 | -4.3% | 645 | -4.4% | 0.03% | 0.0% |
| VFC | Buy | V F CORP | $45,000 | +2.3% | 639 | +9.2% | 0.03% | +3.4% |
| MO | Sell | ALTRIA GROUP INC | $43,000 | -27.1% | 885 | -25.2% | 0.03% | -23.7% |
| DPS | Sell | DR PEPPER SNAPPLE GROUP INC | $39,000 | -9.3% | 540 | -2.5% | 0.03% | -7.1% |
| BRKB | Buy | BERKSHIRE HATHAWAY INC DELcl b new | $38,000 | -2.6% | 277 | +2.2% | 0.03% | +4.0% |
| AET | Sell | AETNA INC NEW | $37,000 | -21.3% | 292 | -34.2% | 0.02% | -16.7% |
| MD | New | MEDNAX INC | $37,000 | – | 502 | +100.0% | 0.02% | – |
| ATO | New | ATMOS ENERGY CORP | $35,000 | – | 687 | +100.0% | 0.02% | – |
| GM | Sell | GENERAL MTRS CO | $35,000 | -12.5% | 1,036 | -2.7% | 0.02% | -7.7% |
| FTR | Buy | FRONTIER COMMUNICATIONS CORP | $36,000 | +80.0% | 7,307 | +159.3% | 0.02% | +84.6% |
| BMRN | New | BIOMARIN PHARMACEUTICAL INC | $35,000 | – | 253 | +100.0% | 0.02% | – |
| BBY | Buy | BEST BUY INC | $35,000 | -5.4% | 1,069 | +9.0% | 0.02% | 0.0% |
| HCA | Sell | HCA HOLDINGS INC | $34,000 | -17.1% | 378 | -29.9% | 0.02% | -14.8% |
| FHI | Sell | FEDERATED INVS INC PAcl b | $34,000 | -2.9% | 1,013 | -0.8% | 0.02% | 0.0% |
| TSO | Sell | TESORO CORP | $32,000 | -20.0% | 374 | -14.6% | 0.02% | -15.4% |
| NDAQ | Sell | NASDAQ OMX GROUP INC | $33,000 | -10.8% | 682 | -5.1% | 0.02% | -8.3% |
| EXPD | New | EXPEDITORS INTL WASH INC | $32,000 | – | 693 | +100.0% | 0.02% | – |
| BIO | New | BIO RAD LABS INCcl a | $32,000 | – | 212 | +100.0% | 0.02% | – |
| CPHD | Buy | CEPHEID | $33,000 | +10.0% | 543 | +1.7% | 0.02% | +15.8% |
| SFG | Buy | STANCORP FINL GROUP INC | $32,000 | +18.5% | 429 | +7.8% | 0.02% | +22.2% |
| R108 | Buy | ENERGIZER HLDGS INC | $33,000 | +3.1% | 254 | +10.4% | 0.02% | +4.8% |
| NVDA | Sell | NVIDIA CORP | $32,000 | -93.3% | 1,577 | -93.1% | 0.02% | -92.9% |
| JBHT | New | HUNT J B TRANS SVCS INC | $31,000 | – | 381 | +100.0% | 0.02% | – |
| ABC | New | AMERISOURCEBERGEN CORP | $31,000 | – | 287 | +100.0% | 0.02% | – |
| JLL | Sell | JONES LANG LASALLE INC | $31,000 | -11.4% | 180 | -11.3% | 0.02% | -8.7% |
| IPXL | New | IMPAX LABORATORIES INC | $31,000 | – | 683 | +100.0% | 0.02% | – |
| NWL | Sell | NEWELL RUBBERMAID INC | $30,000 | -21.1% | 740 | -23.7% | 0.02% | -20.0% |
| NYCB | New | NEW YORK CMNTY BANCORP INC | $29,000 | – | 1,582 | +100.0% | 0.02% | – |
| ON | Sell | ON SEMICONDUCTOR CORP | $30,000 | -26.8% | 2,576 | -24.8% | 0.02% | -25.9% |
| 4107PS | Sell | MEADWESTVACO CORP | $30,000 | -14.3% | 643 | -8.7% | 0.02% | -13.0% |
| HOLX | Sell | HOLOGIC INC | $29,000 | 0.0% | 765 | -13.2% | 0.02% | +5.3% |
| HXL | New | HEXCEL CORP NEW | $30,000 | – | 605 | +100.0% | 0.02% | – |
| RLGY | New | REALOGY HLDGS CORP | $30,000 | – | 632 | +100.0% | 0.02% | – |
| FNF | Sell | FIDELITY NATIONAL FINANCIAL FN | $30,000 | -11.8% | 817 | -10.7% | 0.02% | -9.1% |
| SHW | New | SHERWIN WILLIAMS CO | $30,000 | – | 108 | +100.0% | 0.02% | – |
| CMA | Buy | COMERICA INC | $29,000 | +314.3% | 562 | +251.2% | 0.02% | +300.0% |
| BOKF | Buy | BOK FINL CORP | $29,000 | +52.6% | 421 | +36.2% | 0.02% | +66.7% |
| WNR | Buy | WESTERN REFNG INC | $29,000 | -9.4% | 670 | +3.6% | 0.02% | -4.8% |
| BR | Sell | BROADRIDGE FINL SOLUTIONS IN | $28,000 | -34.9% | 552 | -28.9% | 0.02% | -32.1% |
| SSS | New | SOVRAN SELF STORAGE INC | $28,000 | – | 327 | +100.0% | 0.02% | – |
| MS | Sell | MORGAN STANLEY | $28,000 | +3.7% | 730 | -1.9% | 0.02% | +5.6% |
| MAA | New | MID-AMER APT CMNTYS INC | $28,000 | – | 383 | +100.0% | 0.02% | – |
| PPS | Buy | POST PPTYS INC | $28,000 | -3.4% | 515 | +2.2% | 0.02% | 0.0% |
| UDR | Sell | UDR INC | $28,000 | -15.2% | 885 | -7.5% | 0.02% | -9.5% |
| PAG | Sell | PENSKE AUTOMOTIVE GRP INC | $28,000 | -26.3% | 536 | -26.5% | 0.02% | -24.0% |
| SHO | New | SUNSTONE HOTEL INVS INC NEW | $28,000 | – | 1,886 | +100.0% | 0.02% | – |
| ESL | New | ESTERLINE TECHNOLOGIES CORP | $26,000 | – | 270 | +100.0% | 0.02% | – |
| STWD | Sell | STARWOOD PPTY TR INC | $26,000 | -10.3% | 1,203 | -0.5% | 0.02% | -5.3% |
| SPG | Buy | SIMON PPTY GROUP INC NEW | $25,000 | +257.1% | 143 | +276.3% | 0.02% | +240.0% |
| WEC | New | WEC ENERGY GROUP INC | $25,000 | – | 552 | +100.0% | 0.02% | – |
| ARW | Sell | ARROW ELECTRS INC | $25,000 | -94.9% | 445 | -94.5% | 0.02% | -94.7% |
| EIX | Sell | EDISON INTL | $24,000 | -14.3% | 431 | -5.1% | 0.02% | -11.1% |
| ADI | Sell | ANALOG DEVICES INC | $24,000 | -95.6% | 369 | -95.7% | 0.02% | -95.5% |
| DYN | New | DYNEGY INC NEW DEL | $24,000 | – | 823 | +100.0% | 0.02% | – |
| CINF | Sell | CINCINNATI FINL CORP | $24,000 | -11.1% | 471 | -6.4% | 0.02% | -11.1% |
| GGP | New | GENERAL GROWTH PPTYS INC NEW | $22,000 | – | 843 | +100.0% | 0.02% | – |
| MCK | Buy | MCKESSON CORP | $22,000 | +15.8% | 96 | +17.1% | 0.02% | +25.0% |
| EPR | New | EPR PPTYS COMsh ben int | $23,000 | – | 423 | +100.0% | 0.02% | – |
| 9207PS | Sell | ROCK-TENN COcl a | $22,000 | -15.4% | 363 | -11.2% | 0.02% | -11.8% |
| HAS | Sell | HASBRO INC | $23,000 | -20.7% | 303 | -33.4% | 0.02% | -21.1% |
| LUV | Sell | SOUTHWEST AIRLS CO | $19,000 | -70.3% | 587 | -59.3% | 0.01% | -69.0% |
| PH | Buy | PARKER HANNIFIN CORP | $20,000 | +17.6% | 172 | +18.6% | 0.01% | +18.2% |
| MDVN | Sell | MEDIVATION INC | $19,000 | -44.1% | 167 | -36.3% | 0.01% | -40.9% |
| EAT | Sell | BRINKER INTL INC | $19,000 | -5.0% | 328 | -0.3% | 0.01% | 0.0% |
| HII | Sell | HUNTINGTON INGALLS INDS INC | $19,000 | -29.6% | 170 | -10.5% | 0.01% | -27.8% |
| VTI | VANGUARD INDEX FDStotal stk mkt | $18,000 | 0.0% | 168 | 0.0% | 0.01% | 0.0% | |
| ADBE | Sell | ADOBE SYS INC | $16,000 | +6.7% | 194 | -2.5% | 0.01% | +10.0% |
| MMC | Sell | MARSH & MCLENNAN COS INC | $15,000 | -16.7% | 257 | -19.4% | 0.01% | -16.7% |
| VEU | VANGUARD INTL EQUITY INDEX Fallwrld ex us | $13,000 | -7.1% | 278 | 0.0% | 0.01% | 0.0% | |
| DPZ | Sell | DOMINOS PIZZA INC | $14,000 | -6.7% | 125 | -16.1% | 0.01% | -10.0% |
| MUSA | Buy | MURPHY USA INC | $14,000 | 0.0% | 251 | +30.1% | 0.01% | 0.0% |
| INGR | Buy | INGREDION INC | $10,000 | +42.9% | 126 | +37.0% | 0.01% | +40.0% |
| RAI | Buy | REYNOLDS AMERICAN INC | $10,000 | +66.7% | 131 | +57.8% | 0.01% | +75.0% |
| SEMG | New | SEMGROUP CORPcl a | $10,000 | – | 130 | +100.0% | 0.01% | – |
| DAL | Sell | DELTA AIR LINES INC DEL | $11,000 | -15.4% | 264 | -8.3% | 0.01% | -12.5% |
| PAY | New | VERIFONE SYS INC | $10,000 | – | 287 | +100.0% | 0.01% | – |
| DHI | New | D R HORTON INC | $9,000 | – | 337 | +100.0% | 0.01% | – |
| TE | Sell | TECO ENERGY INC | $9,000 | -73.5% | 528 | -70.1% | 0.01% | -72.7% |
| CBS | Sell | CBS CORP NEWcl b | $9,000 | -10.0% | 160 | -5.3% | 0.01% | 0.0% |
| AEE | Sell | AMEREN CORP | $9,000 | -73.5% | 244 | -69.7% | 0.01% | -72.7% |
| WAT | New | WATERS CORP | $8,000 | – | 59 | +100.0% | 0.01% | – |
| CSAL | New | COMMUNICATIONS SALES&LEAS IN | $7,000 | – | 286 | +100.0% | 0.01% | – |
| KMT | Sell | KENNAMETAL INC | $7,000 | -61.1% | 205 | -62.5% | 0.01% | -58.3% |
| OMC | Sell | OMNICOM GROUP INC | $8,000 | -11.1% | 110 | -2.7% | 0.01% | -16.7% |
| INTU | Sell | INTUIT | $7,000 | -12.5% | 71 | -9.0% | 0.01% | 0.0% |
| WIN | New | WINDSTREAM HLDGS INC | $8,000 | – | 1,184 | +100.0% | 0.01% | – |
| DOV | Buy | DOVER CORP | $8,000 | +14.3% | 110 | +12.2% | 0.01% | 0.0% |
| PPG | Buy | PPG INDS INC | $6,000 | -14.3% | 48 | +60.0% | 0.00% | -20.0% |
| PCG | Sell | PG&E CORP | $6,000 | -25.0% | 129 | -11.6% | 0.00% | -20.0% |
| LHO | Sell | LASALLE HOTEL PPTYS COMsh ben int | $4,000 | -86.2% | 125 | -83.0% | 0.00% | -84.2% |
| HYH | Buy | HALYARD HEALTH INC | $4,000 | +100.0% | 87 | +123.1% | 0.00% | +200.0% |
| CMI | New | CUMMINS INC | $4,000 | – | 34 | +100.0% | 0.00% | – |
| INT | Sell | WORLD FUEL SVCS CORP | $5,000 | -99.0% | 104 | -98.8% | 0.00% | -99.1% |
| YUM | Sell | YUM BRANDS INC | $5,000 | 0.0% | 53 | -11.7% | 0.00% | 0.0% |
| AON | Sell | AON PLC SHScl a | $4,000 | -20.0% | 44 | -13.7% | 0.00% | 0.0% |
| A309PS | Buy | DIRECTV | $5,000 | +25.0% | 53 | +3.9% | 0.00% | 0.0% |
| KRFT | Sell | KRAFT FOODS GROUP INC | $3,000 | -40.0% | 39 | -31.6% | 0.00% | -33.3% |
| WPG | Buy | WP GLIMCHER IN | $3,000 | – | 233 | +1126.3% | 0.00% | – |
| TER | New | TERADYNE INC | $1,000 | – | 52 | +100.0% | 0.00% | – |
| CBRL | New | CRACKER BARREL OLD CTRY STOR | $1,000 | – | 8 | +100.0% | 0.00% | – |
| WTR | New | AQUA AMERICA INC | $1,000 | – | 34 | +100.0% | 0.00% | – |
| ETR | Sell | ENTERGY CORP NEW | $2,000 | -33.3% | 23 | -34.3% | 0.00% | -50.0% |
| DATA | New | TABLEAU SOFTWARE INCcl a | $2,000 | – | 15 | +100.0% | 0.00% | – |
| MCO | New | MOODYS CORP | $2,000 | – | 14 | +100.0% | 0.00% | – |
| HOG | Buy | HARLEY DAVIDSON INC | $1,000 | 0.0% | 25 | +56.2% | 0.00% | 0.0% |
| HCC | New | HCC INS HLDGS INC | $1,000 | – | 16 | +100.0% | 0.00% | – |
| COH | Exit | COACH INC | $0 | – | -50 | -100.0% | -0.00% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -90 | -100.0% | -0.00% | – |
| MYGN | Exit | MYRIAD GENETICS INC | $0 | – | -232 | -100.0% | -0.01% | – |
| CLC | Exit | CLARCOR INC | $0 | – | -104 | -100.0% | -0.01% | – |
| DXCM | Exit | DEXCOM INC | $0 | – | -163 | -100.0% | -0.01% | – |
| WIN | Exit | WINDSTREAM HLDGS INC | $0 | – | -1,219 | -100.0% | -0.01% | – |
| PII | Exit | POLARIS INDS INC | $0 | – | -94 | -100.0% | -0.01% | – |
| DV | Exit | DEVRY ED GROUP INC | $0 | – | -472 | -100.0% | -0.01% | – |
| LO | Exit | LORILLARD INC | $0 | – | -236 | -100.0% | -0.01% | – |
| LUMN | Exit | CENTURYLINK INC | $0 | – | -523 | -100.0% | -0.01% | – |
| DNOW | Exit | NOW INC | $0 | – | -895 | -100.0% | -0.01% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -388 | -100.0% | -0.01% | – |
| TMST | Exit | TIMKENSTEEL CORP | $0 | – | -817 | -100.0% | -0.01% | – |
| X | Exit | UNITED STATES STL CORP NEW | $0 | – | -858 | -100.0% | -0.01% | – |
| AKRXQ | Exit | AKORN INC | $0 | – | -532 | -100.0% | -0.02% | – |
| HST | Exit | HOST HOTELS & RESORTS INC | $0 | – | -1,262 | -100.0% | -0.02% | – |
| TKR | Exit | TIMKEN CO | $0 | – | -593 | -100.0% | -0.02% | – |
| AOL | Exit | AOL INC | $0 | – | -599 | -100.0% | -0.02% | – |
| CSL | Exit | CARLISLE COS INC | $0 | – | -283 | -100.0% | -0.02% | – |
| PNW | Exit | PINNACLE WEST CAP CORP | $0 | – | -409 | -100.0% | -0.02% | – |
| IT | Exit | GARTNER INC | $0 | – | -320 | -100.0% | -0.02% | – |
| JWA | Exit | WILEY JOHN & SONS INCcl a | $0 | – | -435 | -100.0% | -0.02% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -578 | -100.0% | -0.02% | – |
| PTEN | Exit | PATTERSON UTI ENERGY INC | $0 | – | -1,477 | -100.0% | -0.02% | – |
| SGEN | Exit | SEATTLE GENETICS INC | $0 | – | -792 | -100.0% | -0.02% | – |
| RLJ | Exit | RLJ LODGING TR | $0 | – | -893 | -100.0% | -0.02% | – |
| MCY | Exit | MERCURY GENL CORP NEW | $0 | – | -504 | -100.0% | -0.02% | – |
| DDR | Exit | DDR CORP | $0 | – | -1,572 | -100.0% | -0.02% | – |
| GMCR | Exit | KEURIG GREEN MTN INC | $0 | – | -267 | -100.0% | -0.02% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -2,156 | -100.0% | -0.02% | – |
| GCI | Exit | GANNETT INC | $0 | – | -832 | -100.0% | -0.02% | – |
| IDXX | Exit | IDEXX LABS INC | $0 | – | -211 | -100.0% | -0.02% | – |
| CYN | Exit | CITY NATL CORP | $0 | – | -365 | -100.0% | -0.02% | – |
| WDR | Exit | WADDELL & REED FINL INCcl a | $0 | – | -653 | -100.0% | -0.02% | – |
| ARE | Exit | ALEXANDRIA REAL ESTATE EQ IN | $0 | – | -346 | -100.0% | -0.02% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -546 | -100.0% | -0.02% | – |
| WEC | Exit | WISCONSIN ENERGY CORP | $0 | – | -710 | -100.0% | -0.02% | – |
| CYH | Exit | COMMUNITY HEALTH SYS INC NEW | $0 | – | -702 | -100.0% | -0.02% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC | $0 | – | -350 | -100.0% | -0.04% | – |
| B108PS | Exit | ACTAVIS PLC | $0 | – | -420 | -100.0% | -0.08% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -3,328 | -100.0% | -0.17% | – |
| VEC | Exit | VECTRUS INC | $0 | – | -15,368 | -100.0% | -0.25% | – |
| AA | Exit | ALCOA INC | $0 | – | -30,858 | -100.0% | -0.26% | – |
| HTGC | Exit | HERCULES TECH GROWTH CAP INC | $0 | – | -30,720 | -100.0% | -0.27% | – |
| MLHR | Exit | MILLER HERMAN INC | $0 | – | -15,180 | -100.0% | -0.27% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -1,560 | -100.0% | -0.29% | – |
| LOPE | Exit | GRAND CANYON ED INC | $0 | – | -10,200 | -100.0% | -0.29% | – |
| MDRX | Exit | ALLSCRIPTS HEALTHCARE SOLUTN | $0 | – | -37,140 | -100.0% | -0.29% | – |
| DAN | Exit | DANA HLDG CORP | $0 | – | -21,060 | -100.0% | -0.29% | – |
| CHSP | Exit | CHESAPEAKE LODGING TRsh ben int | $0 | – | -13,200 | -100.0% | -0.29% | – |
| CY | Exit | CYPRESS SEMICONDUCTOR CORP | $0 | – | -31,860 | -100.0% | -0.29% | – |
| PRI | Exit | PRIMERICA INC | $0 | – | -8,940 | -100.0% | -0.30% | – |
| ALE | Exit | ALLETE INC | $0 | – | -8,640 | -100.0% | -0.30% | – |
| AMKR | Exit | AMKOR TECHNOLOGY INC | $0 | – | -51,960 | -100.0% | -0.30% | – |
| CBT | Exit | CABOT CORP | $0 | – | -10,260 | -100.0% | -0.30% | – |
| AXLL | Exit | AXIALL CORP | $0 | – | -10,080 | -100.0% | -0.31% | – |
| WTS | Exit | WATTS WATER TECHNOLOGIES INCcl a | $0 | – | -8,640 | -100.0% | -0.31% | – |
| UCBI | Exit | UNITED CMNTY BKS BLAIRSVLE G | $0 | – | -25,080 | -100.0% | -0.31% | – |
| WSM | Exit | WILLIAMS SONOMA INC | $0 | – | -6,000 | -100.0% | -0.31% | – |
| NWN | Exit | NORTHWEST NAT GAS CO | $0 | – | -9,960 | -100.0% | -0.31% | – |
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -12,720 | -100.0% | -0.31% | – |
| FFBC | Exit | FIRST FINL BANCORP OH | $0 | – | -27,120 | -100.0% | -0.31% | – |
| MANT | Exit | MANTECH INTL CORPcl a | $0 | – | -14,280 | -100.0% | -0.32% | – |
| KAR | Exit | KAR AUCTION SVCS INC | $0 | – | -12,900 | -100.0% | -0.32% | – |
| EE | Exit | EL PASO ELEC CO | $0 | – | -12,660 | -100.0% | -0.32% | – |
| POR | Exit | PORTLAND GEN ELEC CO | $0 | – | -13,220 | -100.0% | -0.32% | – |
| AWR | Exit | AMERICAN STS WTR CO | $0 | – | -12,300 | -100.0% | -0.32% | – |
| PNM | Exit | PNM RES INC | $0 | – | -16,800 | -100.0% | -0.32% | – |
| AVT | Exit | AVNET INC | $0 | – | -11,085 | -100.0% | -0.32% | – |
| BANR | Exit | BANNER CORP | $0 | – | -10,740 | -100.0% | -0.32% | – |
| SCS | Exit | STEELCASE INCcl a | $0 | – | -26,040 | -100.0% | -0.32% | – |
| CLNY | Exit | COLONY FINL INC | $0 | – | -19,080 | -100.0% | -0.32% | – |
| SYNT | Exit | SYNTEL INC | $0 | – | -9,600 | -100.0% | -0.32% | – |
| SIGI | Exit | SELECTIVE INS GROUP INC | $0 | – | -17,220 | -100.0% | -0.32% | – |
| VAC | Exit | MARRIOTT VACATIONS WRLDWDE C | $0 | – | -6,180 | -100.0% | -0.32% | – |
| INN | Exit | SUMMIT HOTEL PPTYS | $0 | – | -35,940 | -100.0% | -0.33% | – |
| PBI | Exit | PITNEY BOWES INC | $0 | – | -21,845 | -100.0% | -0.33% | – |
| IDA | Exit | IDACORP INC | $0 | – | -8,119 | -100.0% | -0.33% | – |
| OSK | Exit | OSHKOSH CORP | $0 | – | -10,537 | -100.0% | -0.33% | – |
| OCR | Exit | OMNICARE INC | $0 | – | -6,694 | -100.0% | -0.34% | – |
| ACCO | Exit | ACCO BRANDS CORP | $0 | – | -62,280 | -100.0% | -0.34% | – |
| NUS | Exit | NU SKIN ENTERPRISES INCcl a | $0 | – | -8,640 | -100.0% | -0.34% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -25,975 | -100.0% | -0.34% | – |
| PBF | Exit | PBF ENERGY INCcl a | $0 | – | -15,420 | -100.0% | -0.34% | – |
| TDY | Exit | TELEDYNE TECHNOLOGIES INC | $0 | – | -4,920 | -100.0% | -0.34% | – |
| 6100PS | Exit | BROWN SHOE INC NEW | $0 | – | -16,080 | -100.0% | -0.34% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -8,640 | -100.0% | -0.35% | – |
| SSP | Exit | SCRIPPS E W CO OHIOcl a new | $0 | – | -21,660 | -100.0% | -0.40% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2015-07-08
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.