$135 Million is the total value of ALPHA WINDWARD LLC's 428 reported holdings in Q3 2015. The portfolio turnover from Q2 2015 to Q3 2015 was 26.9% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EFA | Sell | ISHARES TR MSCI EAFEetf | $8,153,000 | -13.1% | 142,234 | -3.7% | 6.03% | -4.5% |
| BND | Sell | VANGUARD BD INDEX FD INCtotal bnd mrkt | $8,117,000 | -0.1% | 99,075 | -0.9% | 6.00% | +9.7% |
| IWR | Buy | ISHARES TR RUS MID-CAPetf | $5,938,000 | -7.3% | 38,169 | +1.5% | 4.39% | +1.8% |
| VNQ | Sell | VANGUARD INDEX FDS REITetf | $2,663,000 | -0.3% | 35,257 | -1.5% | 1.97% | +9.4% |
| VWO | New | VANGUARD INTL EQUITY INDEX F Fetf | $2,649,000 | – | 80,063 | +100.0% | 1.96% | – |
| RWX | Sell | SPDR INDEX SHS FDS DJ INTL RLetf | $2,459,000 | -7.9% | 62,503 | -2.0% | 1.82% | +1.1% |
| BSV | Sell | VANGUARD BD INDEX FD INCshort trm bond | $2,150,000 | -1.0% | 26,747 | -1.2% | 1.59% | +8.8% |
| IWM | Buy | ISHARES TR RUSSELL 2000etf | $2,086,000 | -12.1% | 19,102 | +0.5% | 1.54% | -3.4% |
| SPY | Sell | SPDR S&P 500 ETF TR TRunit | $2,045,000 | -7.5% | 10,672 | -0.6% | 1.51% | +1.6% |
| EEM | Sell | ISHARES TR MSCI EMG MKTetf | $1,099,000 | -76.5% | 33,538 | -71.5% | 0.81% | -74.1% |
| TFI | Buy | SPDR SERIES TRUSTnuvn brcly muni | $1,063,000 | +1.9% | 44,082 | +0.3% | 0.79% | +12.0% |
| MUB | Buy | ISHARES TRs&p ntl amtfree | $1,051,000 | +1.5% | 9,595 | +0.3% | 0.78% | +11.5% |
| HD | Buy | HOME DEPOT INC | $792,000 | +113.5% | 6,857 | +105.2% | 0.59% | +134.4% |
| CVS | Sell | CVS HEALTH CORP | $738,000 | -13.7% | 7,645 | -6.2% | 0.55% | -5.2% |
| ED | Buy | CONSOLIDATED EDISON INC | $670,000 | +216.0% | 10,018 | +173.9% | 0.50% | +246.2% |
| VLO | Sell | VALERO ENERGY CORP NEW | $665,000 | -12.6% | 11,063 | -9.0% | 0.49% | -3.9% |
| CA | Buy | CA INC | $653,000 | -2.5% | 23,905 | +4.5% | 0.48% | +7.1% |
| DOW | Buy | DOW CHEM CO | $630,000 | -11.3% | 14,849 | +7.0% | 0.47% | -2.5% |
| OXY | Buy | OCCIDENTAL PETE CORP DEL | $625,000 | +146.1% | 9,455 | +189.2% | 0.46% | +170.2% |
| ADM | Buy | ARCHER DANIELS MIDLAND CO | $616,000 | -9.4% | 14,868 | +5.5% | 0.46% | -0.4% |
| TGT | Buy | TARGET CORP | $594,000 | +12.5% | 7,553 | +16.8% | 0.44% | +23.7% |
| JBL | Buy | JABIL CIRCUIT INC | $545,000 | +25.6% | 24,367 | +19.4% | 0.40% | +38.0% |
| NVDA | Buy | NVIDIA CORP | $530,000 | +1556.2% | 21,497 | +1263.2% | 0.39% | +1681.8% |
| LEA | Buy | LEAR CORP | $512,000 | +2.0% | 4,710 | +5.4% | 0.38% | +12.1% |
| ISIL | Buy | INTERSIL CORPcl a | $493,000 | +11.3% | 42,120 | +19.0% | 0.36% | +22.5% |
| JCPNQ | Sell | PENNEY J C INC | $494,000 | +7.2% | 53,220 | -2.2% | 0.36% | +17.7% |
| ATO | Buy | ATMOS ENERGY CORP | $487,000 | +1291.4% | 8,367 | +1117.9% | 0.36% | +1400.0% |
| HFC | Sell | HOLLYFRONTIER CORP | $481,000 | -3.2% | 9,839 | -15.5% | 0.36% | +6.3% |
| MUSA | Buy | MURPHY USA INC | $479,000 | +3321.4% | 8,711 | +3370.5% | 0.35% | +3833.3% |
| SANM | Buy | SANMINA CORPORATION | $476,000 | +8.9% | 22,260 | +2.8% | 0.35% | +19.7% |
| BOKF | Buy | BOK FINL CORP | $474,000 | +1534.5% | 7,321 | +1639.0% | 0.35% | +1655.0% |
| DST | Buy | DST SYS INC DEL | $472,000 | -10.6% | 4,489 | +7.2% | 0.35% | -1.7% |
| CALM | New | CAL MAINE FOODS INC | $472,000 | – | 8,640 | +100.0% | 0.35% | – |
| OVTI | Buy | OMNIVISION TECHNOLOGIES INC | $470,000 | +4.4% | 17,880 | +4.2% | 0.35% | +14.9% |
| UGI | UGI CORP NEW | $471,000 | +1.1% | 13,536 | 0.0% | 0.35% | +10.8% | |
| WNR | Buy | WESTERN REFNG INC | $466,000 | +1506.9% | 10,570 | +1477.6% | 0.34% | +1625.0% |
| CTB | Sell | COOPER TIRE & RUBR CO | $467,000 | +8.1% | 11,820 | -7.5% | 0.34% | +18.6% |
| ARW | Buy | ARROW ELECTRS INC | $466,000 | +1764.0% | 8,425 | +1793.3% | 0.34% | +1929.4% |
| PPS | Buy | POST PPTYS INC | $464,000 | +1557.1% | 7,955 | +1444.7% | 0.34% | +1705.3% |
| CHMT | New | CHEMTURA CORP | $462,000 | – | 16,140 | +100.0% | 0.34% | – |
| CTAS | Sell | CINTAS CORP | $461,000 | -4.9% | 5,374 | -6.3% | 0.34% | +4.3% |
| WRB | Sell | BERKLEY W R CORP | $459,000 | -11.0% | 8,433 | -15.1% | 0.34% | -2.3% |
| AOS | Sell | SMITH A O | $459,000 | -10.2% | 7,039 | -0.8% | 0.34% | -1.5% |
| WCG | Sell | WELLCARE HEALTH PLANS INC | $459,000 | -10.5% | 5,324 | -11.9% | 0.34% | -1.7% |
| CE | Buy | CELANESE CORP DEL | $458,000 | -13.6% | 7,740 | +4.9% | 0.34% | -5.0% |
| FCS | Buy | FAIRCHILD SEMICONDUCTOR INTL | $459,000 | +16.2% | 32,700 | +43.8% | 0.34% | +27.4% |
| TECD | New | TECH DATA CORP | $456,000 | – | 6,660 | +100.0% | 0.34% | – |
| DRI | Sell | DARDEN RESTAURANTS INC | $454,000 | -17.8% | 6,631 | -14.7% | 0.34% | -9.7% |
| TWOU | New | 2U INC | $452,000 | – | 12,600 | +100.0% | 0.33% | – |
| RSG | Sell | REPUBLIC SVCS INC | $451,000 | -5.3% | 10,949 | -9.9% | 0.33% | +4.4% |
| AVT | New | AVNET INC | $451,000 | – | 10,560 | +100.0% | 0.33% | – |
| CINF | Buy | CINCINNATI FINL CORP | $451,000 | +1779.2% | 8,391 | +1681.5% | 0.33% | +1987.5% |
| SCS | New | STEELCASE INCcl a | $450,000 | – | 24,420 | +100.0% | 0.33% | – |
| PRI | New | PRIMERICA INC | $449,000 | – | 9,960 | +100.0% | 0.33% | – |
| PAG | Buy | PENSKE AUTOMOTIVE GRP INC | $447,000 | +1496.4% | 9,236 | +1623.1% | 0.33% | +1642.1% |
| BRCD | Buy | BROCADE COMMUNICATIONS SYS I | $447,000 | -8.8% | 43,090 | +4.5% | 0.33% | +0.3% |
| FAF | Sell | FIRST AMERN FINL CORP | $447,000 | -13.5% | 11,446 | -17.7% | 0.33% | -4.9% |
| LDOS | Sell | LEIDOS HLDGS INC | $446,000 | -8.4% | 10,807 | -10.4% | 0.33% | +0.6% |
| FCN | Sell | FTI CONSULTING INC | $446,000 | -7.7% | 10,740 | -8.2% | 0.33% | +1.5% |
| JNPR | Sell | JUNIPER NETWORKS INC | $445,000 | -5.1% | 17,294 | -4.3% | 0.33% | +4.1% |
| CBU | Sell | COMMUNITY BK SYS INC | $444,000 | -11.4% | 11,940 | -10.0% | 0.33% | -2.7% |
| SYKE | New | SYKES ENTERPRISES INC | $442,000 | – | 17,340 | +100.0% | 0.33% | – |
| LLL | Buy | L-3 COMMUNICATIONS HLDGS INC | $441,000 | -6.4% | 4,217 | +1.4% | 0.33% | +2.8% |
| TIME | Buy | TIME INC NEW | $441,000 | +748.1% | 23,129 | +928.4% | 0.33% | +831.4% |
| IDA | New | IDACORP INC | $439,000 | – | 6,780 | +100.0% | 0.32% | – |
| WTFC | Sell | WINTRUST FINL CORP | $439,000 | -11.5% | 8,220 | -11.6% | 0.32% | -2.7% |
| HBAN | Sell | HUNTINGTON BANCSHARES INC | $439,000 | -12.4% | 41,385 | -6.6% | 0.32% | -3.6% |
| AGCO | Sell | AGCO CORP | $439,000 | -20.3% | 9,405 | -3.1% | 0.32% | -12.4% |
| EQC | New | EQUITY COMWLTH COMsh ben int | $438,000 | – | 16,080 | +100.0% | 0.32% | – |
| OGS | New | ONE GAS INC | $438,000 | – | 9,660 | +100.0% | 0.32% | – |
| INGR | Buy | INGREDION INC | $435,000 | +4250.0% | 4,986 | +3857.1% | 0.32% | +4500.0% |
| AEO | Sell | AMERICAN EAGLE OUTFITTERS NE | $436,000 | -14.5% | 27,882 | -5.9% | 0.32% | -6.1% |
| PNW | New | PINNACLE WEST CAP CORP | $435,000 | – | 6,780 | +100.0% | 0.32% | – |
| BBCN | New | BBCN BANCORP INC | $433,000 | – | 28,860 | +100.0% | 0.32% | – |
| WGL | New | WGL HLDGS INC | $433,000 | – | 7,500 | +100.0% | 0.32% | – |
| FTDCQ | New | FTD COS INC | $433,000 | – | 14,520 | +100.0% | 0.32% | – |
| SIGI | New | SELECTIVE INS GROUP INC | $432,000 | – | 13,920 | +100.0% | 0.32% | – |
| WEN | Buy | WENDYS CO | $432,000 | -13.9% | 49,939 | +12.1% | 0.32% | -5.6% |
| OC | Sell | OWENS CORNING NEW | $431,000 | -15.7% | 10,278 | -17.0% | 0.32% | -7.3% |
| MMI | Sell | MARCUS & MILLICHAP INC | $430,000 | -10.8% | 9,360 | -10.3% | 0.32% | -2.2% |
| ITRI | Buy | ITRON INC | $429,000 | -2.5% | 13,440 | +5.2% | 0.32% | +7.1% |
| SAFM | Buy | SANDERSON FARMS INC | $428,000 | +0.9% | 6,240 | +10.6% | 0.32% | +11.2% |
| TTWO | Sell | TAKE-TWO INTERACTIVE SOFTWAR | $428,000 | -17.9% | 14,880 | -21.3% | 0.32% | -9.7% |
| DKS | New | DICKS SPORTING GOODS INC | $429,000 | – | 8,640 | +100.0% | 0.32% | – |
| NSIT | Buy | INSIGHT ENTERPRISES INC | $428,000 | -10.6% | 16,560 | +3.4% | 0.32% | -1.6% |
| CSGS | Sell | CSG SYS INTL INC | $427,000 | -12.9% | 13,860 | -10.5% | 0.32% | -4.2% |
| BGGSQ | Sell | BRIGGS & STRATTON CORP | $426,000 | -6.2% | 22,080 | -6.4% | 0.32% | +2.9% |
| CATY | Sell | CATHAY GEN BANCORP | $426,000 | -17.1% | 14,220 | -10.2% | 0.32% | -9.0% |
| PLCE | Buy | CHILDRENS PL INC | $426,000 | -5.5% | 7,380 | +7.0% | 0.32% | +3.6% |
| AVA | New | AVISTA CORP | $425,000 | – | 12,780 | +100.0% | 0.31% | – |
| PRA | New | PROASSURANCE CORP | $424,000 | – | 8,640 | +100.0% | 0.31% | – |
| MKSI | New | MKS INSTRUMENT INC | $424,000 | – | 12,660 | +100.0% | 0.31% | – |
| LNCE | Sell | SNYDERS-LANCE INC | $425,000 | -15.5% | 12,600 | -19.2% | 0.31% | -7.4% |
| IAC | Sell | IAC INTERACTIVECORP | $425,000 | -20.4% | 6,518 | -2.7% | 0.31% | -12.8% |
| LM | Buy | LEGG MASON INC | $420,000 | -11.9% | 10,088 | +9.1% | 0.31% | -3.1% |
| TSRA | New | TESSERA TECHNOLOGIES INC | $420,000 | – | 12,960 | +100.0% | 0.31% | – |
| SATS | New | ECHOSTAR CORPcl a | $421,000 | – | 9,780 | +100.0% | 0.31% | – |
| ACXM | New | ACXIOM CORP | $420,000 | – | 21,240 | +100.0% | 0.31% | – |
| KALU | New | KAISER ALUMINUM CORP | $419,000 | – | 5,220 | +100.0% | 0.31% | – |
| MGLN | Buy | MAGELLAN HEALTH INC | $419,000 | -16.2% | 7,560 | +5.9% | 0.31% | -8.0% |
| FULT | Sell | FULTON FINL CORP PA | $418,000 | -13.5% | 34,560 | -6.5% | 0.31% | -4.9% |
| JNS | Buy | JANUS CAP GROUP INC | $418,000 | -14.5% | 30,768 | +7.8% | 0.31% | -6.1% |
| NTGR | New | NETGEAR INC | $417,000 | – | 14,280 | +100.0% | 0.31% | – |
| KBR | New | KBR INC | $416,000 | – | 24,960 | +100.0% | 0.31% | – |
| MAN | Sell | MANPOWERGROUP INC | $417,000 | -17.3% | 5,094 | -9.6% | 0.31% | -9.1% |
| PHM | Sell | PULTE GROUP INC | $416,000 | -17.1% | 22,052 | -11.6% | 0.31% | -8.9% |
| UNF | Sell | UNIFIRST CORP MASS | $417,000 | -8.6% | 3,900 | -4.4% | 0.31% | +0.3% |
| BKH | New | BLACK HILLS CORP | $417,000 | – | 10,080 | +100.0% | 0.31% | – |
| AZZ | New | AZZ INC | $415,000 | – | 8,520 | +100.0% | 0.31% | – |
| OMC | Buy | OMNICOM GROUP INC | $415,000 | +5087.5% | 6,290 | +5618.2% | 0.31% | +6040.0% |
| THG | New | HANOVER INS GROUP INC | $415,000 | – | 5,340 | +100.0% | 0.31% | – |
| CAL | Sell | CALERES INC | $414,000 | -13.9% | 13,560 | -10.3% | 0.31% | -5.6% |
| ALJ | New | ALON USA ENERGY INC | $412,000 | – | 22,800 | +100.0% | 0.30% | – |
| GCO | New | GENESCO INC | $411,000 | – | 7,200 | +100.0% | 0.30% | – |
| LNT | New | ALLIANT ENERGY CORP | $411,000 | – | 7,020 | +100.0% | 0.30% | – |
| LZB | New | LA Z BOY INC | $410,000 | – | 15,420 | +100.0% | 0.30% | – |
| GK | Sell | G & K SVCS INCcl a | $408,000 | -10.5% | 6,120 | -7.3% | 0.30% | -1.6% |
| IOSP | New | INNOSPEC INC | $407,000 | – | 8,760 | +100.0% | 0.30% | – |
| PCAR | Buy | PACCAR INC | $407,000 | -14.3% | 7,810 | +4.8% | 0.30% | -5.9% |
| EME | New | EMCOR GROUP INC | $406,000 | – | 9,180 | +100.0% | 0.30% | – |
| JLL | Buy | JONES LANG LASALLE INC | $405,000 | +1206.5% | 2,820 | +1466.7% | 0.30% | +1323.8% |
| CW | New | CURTISS WRIGHT CORP | $404,000 | – | 6,480 | +100.0% | 0.30% | – |
| AMED | Sell | AMEDISYS INC | $403,000 | -38.1% | 10,620 | -35.2% | 0.30% | -32.0% |
| ACCO | New | ACCO BRANDS CORP | $403,000 | – | 57,060 | +100.0% | 0.30% | – |
| XXIA | New | IXIA | $403,000 | – | 27,780 | +100.0% | 0.30% | – |
| COLM | Sell | COLUMBIA SPORTSWEAR CO | $402,000 | -18.0% | 6,840 | -15.6% | 0.30% | -10.0% |
| PF | New | PINNACLE FOODS INC DEL | $400,000 | – | 9,540 | +100.0% | 0.30% | – |
| HRS | Sell | HARRIS CORP DEL | $399,000 | -12.7% | 5,460 | -8.1% | 0.30% | -4.2% |
| PAY | Buy | VERIFONE SYS INC | $399,000 | +3890.0% | 14,387 | +4912.9% | 0.30% | +4114.3% |
| TTEK | New | TETRA TECH INC NEW | $398,000 | – | 16,380 | +100.0% | 0.29% | – |
| B | New | BARNES GROUP INC | $396,000 | – | 10,980 | +100.0% | 0.29% | – |
| CACI | New | CACI INTL INCcl a | $395,000 | – | 5,340 | +100.0% | 0.29% | – |
| SFLY | Buy | SHUTTERFLY INC | $395,000 | -16.0% | 11,040 | +12.2% | 0.29% | -7.6% |
| UFPI | Sell | UNIVERSAL FST PRODS INC | $395,000 | -9.6% | 6,840 | -18.6% | 0.29% | -0.7% |
| IIVI | Sell | II VI INC | $393,000 | -18.3% | 24,420 | -3.6% | 0.29% | -10.2% |
| DRH | Buy | DIAMONDROCK HOSPITALITY CO | $394,000 | -9.8% | 35,700 | +4.6% | 0.29% | -1.0% |
| CMC | Buy | COMMERCIAL METALS CO | $394,000 | -12.8% | 29,100 | +3.6% | 0.29% | -4.3% |
| MDRX | New | ALLSCRIPTS HEALTHCARE SOLUTN | $392,000 | – | 31,620 | +100.0% | 0.29% | – |
| AFFX | Buy | AFFYMETRIX INC | $390,000 | -3.9% | 45,720 | +23.1% | 0.29% | +5.5% |
| LHO | Buy | LASALLE HOTEL PPTYS COMsh ben int | $389,000 | +9625.0% | 13,685 | +10848.0% | 0.29% | +9500.0% |
| EGL | Sell | ENGILITY HLDGS INC NEW | $390,000 | -12.4% | 15,120 | -14.6% | 0.29% | -4.0% |
| TRN | Buy | TRINITY INDS INC | $388,000 | -2.5% | 17,100 | +13.5% | 0.29% | +7.1% |
| ELNK | New | EARTHLINK HLDGS CORP | $387,000 | – | 49,740 | +100.0% | 0.29% | – |
| JPM | Sell | JPMORGAN CHASE & CO | $383,000 | -12.0% | 6,280 | -2.3% | 0.28% | -3.4% |
| DK | Buy | DELEK US HLDGS INC | $381,000 | -15.5% | 13,740 | +12.3% | 0.28% | -7.2% |
| LPX | Buy | LOUISIANA PAC CORP | $380,000 | -15.9% | 26,700 | +0.7% | 0.28% | -7.6% |
| HY | New | HYSTER YALE MATLS HANDLING Icl a | $378,000 | – | 6,540 | +100.0% | 0.28% | – |
| PDCO | New | PATTERSON COMPANIES INC | $376,000 | – | 8,700 | +100.0% | 0.28% | – |
| ARCB | New | ARCBEST CORP | $374,000 | – | 14,520 | +100.0% | 0.28% | – |
| AMC | Sell | AMC ENTMT HLDGS INC | $370,000 | -24.2% | 14,700 | -7.5% | 0.27% | -16.7% |
| TDS | Sell | TELEPHONE & DATA SYS INC | $370,000 | -19.0% | 14,820 | -4.6% | 0.27% | -11.0% |
| SPTN | Buy | SPARTANNASH CO | $368,000 | -20.2% | 14,220 | +0.4% | 0.27% | -12.3% |
| WNC | Buy | WABASH NATL CORP | $367,000 | -6.9% | 34,620 | +10.3% | 0.27% | +2.3% |
| MOGA | New | MOOG INCcl a | $363,000 | – | 6,720 | +100.0% | 0.27% | – |
| OLN | Buy | OLIN CORP | $362,000 | -17.4% | 21,540 | +32.5% | 0.27% | -9.2% |
| BRC | Buy | BRADY CORPcl a | $361,000 | -17.0% | 18,360 | +4.4% | 0.27% | -8.9% |
| ABM | Sell | ABM INDS INC | $357,000 | -25.5% | 13,080 | -10.3% | 0.26% | -18.0% |
| MOS | Buy | MOSAIC CO NEW | $356,000 | -29.2% | 11,449 | +6.7% | 0.26% | -22.4% |
| BMY | Sell | BRISTOL MYERS SQUIBB CO | $343,000 | -13.2% | 5,790 | -2.6% | 0.25% | -4.5% |
| GE | Sell | GENERAL ELECTRIC CO | $341,000 | -5.8% | 13,521 | -0.7% | 0.25% | +3.3% |
| DSW | New | DSW INCcl a | $339,000 | – | 13,380 | +100.0% | 0.25% | – |
| WFC | Sell | WELLS FARGO & CO NEW | $327,000 | -10.4% | 6,372 | -1.7% | 0.24% | -1.6% |
| AIR | Buy | AAR CORP | $327,000 | -31.9% | 17,220 | +14.3% | 0.24% | -25.1% |
| KND | New | KINDRED HEALTHCARE INC | $319,000 | – | 20,280 | +100.0% | 0.24% | – |
| BKS | Buy | BARNES & NOBLE INC | $318,000 | -42.0% | 26,220 | +24.1% | 0.24% | -36.3% |
| DIS | Sell | DISNEY WALT CO | $310,000 | -13.6% | 3,034 | -3.7% | 0.23% | -5.4% |
| PG | Buy | PROCTER & GAMBLE CO | $308,000 | -8.1% | 4,288 | +0.2% | 0.23% | +0.9% |
| XOM | Buy | EXXON MOBIL CORP | $307,000 | -10.2% | 4,133 | +0.6% | 0.23% | -1.3% |
| NOC | Sell | NORTHROP GRUMMAN CORP | $301,000 | -60.8% | 1,813 | -62.6% | 0.22% | -56.9% |
| T | Buy | AT&T INC | $301,000 | -7.1% | 9,229 | +1.1% | 0.22% | +2.3% |
| WBA | Sell | WALGREENS BOOTS ALLIANCE INC | $300,000 | -6.5% | 3,612 | -4.9% | 0.22% | +2.8% |
| PEP | Sell | PEPSICO INC | $300,000 | -1.0% | 3,181 | -2.0% | 0.22% | +8.8% |
| MSFT | Sell | MICROSOFT CORP | $295,000 | -1.3% | 6,671 | -1.3% | 0.22% | +8.5% |
| XPO | New | XPO LOGISTICS INC | $292,000 | – | 12,240 | +100.0% | 0.22% | – |
| ABBV | Sell | ABBVIE INC | $290,000 | -21.2% | 5,334 | -2.5% | 0.21% | -13.7% |
| KMB | Sell | KIMBERLY CLARK CORP | $282,000 | +1.1% | 2,588 | -1.8% | 0.21% | +11.2% |
| GD | Sell | GENERAL DYNAMICS CORP | $280,000 | -63.5% | 2,027 | -62.6% | 0.21% | -60.0% |
| GILD | Sell | GILEAD SCIENCES INC | $277,000 | -19.2% | 2,825 | -3.5% | 0.20% | -11.3% |
| CB | Sell | CHUBB CORP | $274,000 | +17.1% | 2,236 | -9.0% | 0.20% | +28.5% |
| PFE | Sell | PFIZER INC | $274,000 | -8.1% | 8,730 | -1.8% | 0.20% | +1.0% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $275,000 | -6.8% | 6,317 | -0.2% | 0.20% | +2.0% |
| KO | Sell | COCA COLA CO | $273,000 | +1.5% | 6,804 | -0.7% | 0.20% | +11.6% |
| NKE | Sell | NIKE INCcl b | $270,000 | +4.7% | 2,194 | -8.0% | 0.20% | +14.9% |
| INTC | Buy | INTEL CORP | $270,000 | +0.4% | 8,945 | +1.1% | 0.20% | +10.5% |
| GLW | Buy | CORNING INC | $269,000 | -12.7% | 15,713 | +0.7% | 0.20% | -3.9% |
| LMT | Sell | LOCKHEED MARTIN CORP | $267,000 | +5.5% | 1,289 | -5.4% | 0.20% | +15.9% |
| USB | Sell | US BANCORP DEL | $267,000 | -7.0% | 6,513 | -1.5% | 0.20% | +2.1% |
| JNJ | Sell | JOHNSON & JOHNSON | $267,000 | -5.0% | 2,856 | -0.8% | 0.20% | +4.2% |
| PEG | Sell | PUBLIC SVC ENTERPRISE GROUP | $264,000 | +5.6% | 6,256 | -1.5% | 0.20% | +16.1% |
| DHR | Sell | DANAHER CORP DEL | $261,000 | -4.0% | 3,061 | -3.8% | 0.19% | +5.5% |
| MCD | Sell | MCDONALDS CORP | $259,000 | -22.7% | 2,632 | -25.2% | 0.19% | -15.0% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $257,000 | -9.5% | 4,512 | -4.5% | 0.19% | -0.5% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $256,000 | -10.2% | 2,208 | -5.4% | 0.19% | -1.6% |
| ITW | Sell | ILLINOIS TOOL WKS INC | $253,000 | -11.5% | 3,077 | -1.3% | 0.19% | -3.1% |
| PSX | Sell | PHILLIPS 66 | $247,000 | -66.1% | 3,210 | -64.5% | 0.18% | -62.7% |
| WDC | Buy | WESTERN DIGITAL CORP | $242,000 | +195.1% | 3,048 | +191.4% | 0.18% | +225.5% |
| GIS | Sell | GENERAL MLS INC | $241,000 | -2.4% | 4,297 | -3.2% | 0.18% | +7.2% |
| SYK | Sell | STRYKER CORP | $240,000 | -5.9% | 2,549 | -4.6% | 0.18% | +2.9% |
| ANTM | Sell | ANTHEM INC | $238,000 | -68.6% | 1,697 | -63.3% | 0.18% | -65.5% |
| MDLZ | Buy | MONDELEZ INTL INCcl a | $238,000 | +395.8% | 5,687 | +385.7% | 0.18% | +450.0% |
| SYY | Sell | SYSCO CORP | $237,000 | +5.8% | 6,076 | -2.3% | 0.18% | +15.9% |
| BDX | Sell | BECTON DICKINSON & CO | $237,000 | -9.9% | 1,783 | -3.8% | 0.18% | -1.1% |
| PX | Buy | PRAXAIR INC | $235,000 | -13.9% | 2,307 | +1.1% | 0.17% | -5.4% |
| TXN | Sell | TEXAS INSTRS INC | $234,000 | -4.5% | 4,735 | -0.4% | 0.17% | +4.8% |
| TRV | Sell | TRAVELERS COMPANIES INC | $233,000 | 0.0% | 2,340 | -3.0% | 0.17% | +9.6% |
| MPC | Sell | MARATHON PETE CORP | $230,000 | -14.2% | 4,975 | -3.0% | 0.17% | -5.6% |
| STT | Sell | STATE STR CORP | $229,000 | -14.6% | 3,412 | -2.1% | 0.17% | -6.1% |
| ADP | Sell | AUTOMATIC DATA PROCESSING IN | $226,000 | -1.3% | 2,811 | -1.4% | 0.17% | +8.4% |
| AAPL | Sell | APPLE INC | $225,000 | -14.1% | 2,037 | -2.6% | 0.17% | -5.7% |
| WMT | Buy | WAL-MART STORES INC | $224,000 | -7.1% | 3,452 | +1.6% | 0.17% | +2.5% |
| BK | Sell | BANK NEW YORK MELLON CORP | $220,000 | -7.6% | 5,627 | -0.8% | 0.16% | +1.9% |
| HPQ | HEWLETT PACKARD CO | $221,000 | -14.7% | 8,629 | 0.0% | 0.16% | -6.3% | |
| PSA | Sell | PUBLIC STORAGE | $217,000 | +8.0% | 1,026 | -5.8% | 0.16% | +18.5% |
| MRK | Buy | MERCK & CO INC NEW | $215,000 | +50.3% | 4,362 | +73.2% | 0.16% | +65.6% |
| APD | Sell | AIR PRODS & CHEMS INC | $215,000 | -9.7% | 1,689 | -2.8% | 0.16% | -0.6% |
| COST | Sell | COSTCO WHSL CORP NEW | $213,000 | +2.4% | 1,473 | -4.4% | 0.16% | +12.9% |
| KHC | New | KRAFT HEINZ CO | $214,000 | – | 3,035 | +100.0% | 0.16% | – |
| COP | Buy | CONOCOPHILLIPS | $212,000 | -19.7% | 4,428 | +3.2% | 0.16% | -11.8% |
| JCI | Buy | JOHNSON CTLS INC | $208,000 | -16.1% | 5,041 | +0.5% | 0.15% | -7.8% |
| AMZN | Sell | AMAZON COM INC | $205,000 | +5.7% | 400 | -10.5% | 0.15% | +16.0% |
| PYPL | New | PAYPAL HLDGS INC | $204,000 | – | 6,577 | +100.0% | 0.15% | – |
| MMM | Sell | 3M CO | $204,000 | -9.7% | 1,441 | -1.6% | 0.15% | -0.7% |
| FISV | Sell | FISERV INC | $203,000 | -3.8% | 2,339 | -8.3% | 0.15% | +5.6% |
| CELG | Sell | CELGENE CORP | $201,000 | -13.0% | 1,861 | -7.0% | 0.15% | -4.5% |
| LOW | Sell | LOWES COS INC | $202,000 | -2.4% | 2,930 | -5.1% | 0.15% | +7.2% |
| MTB | Sell | M & T BK CORP | $201,000 | -4.3% | 1,651 | -1.8% | 0.15% | +5.7% |
| CAH | Sell | CARDINAL HEALTH INC | $200,000 | -10.7% | 2,607 | -2.5% | 0.15% | -2.0% |
| CVX | Sell | CHEVRON CORP NEW | $200,000 | -69.4% | 2,535 | -62.6% | 0.15% | -66.4% |
| UTX | Buy | UNITED TECHNOLOGIES CORP | $197,000 | -18.9% | 2,215 | +1.0% | 0.15% | -11.0% |
| TMO | Sell | THERMO FISHER SCIENTIFIC INC | $198,000 | -10.0% | 1,620 | -4.5% | 0.15% | -1.4% |
| UNP | Buy | UNION PAC CORP | $197,000 | -5.7% | 2,229 | +1.9% | 0.15% | +3.5% |
| ORCL | Sell | ORACLE CORP | $198,000 | -11.2% | 5,490 | -0.7% | 0.15% | -2.7% |
| CSCO | Sell | CISCO SYS INC | $196,000 | -5.8% | 7,448 | -1.5% | 0.14% | +3.6% |
| EMC | Buy | E M C CORP MASS | $196,000 | -7.1% | 8,107 | +1.2% | 0.14% | +2.1% |
| V | Sell | VISA INC COMcl a | $195,000 | -4.4% | 2,800 | -7.8% | 0.14% | +5.1% |
| AMGN | Sell | AMGEN INC | $194,000 | -13.4% | 1,401 | -3.8% | 0.14% | -5.3% |
| BBT | Sell | BB&T CORP | $193,000 | -11.9% | 5,419 | -0.1% | 0.14% | -2.7% |
| CL | Sell | COLGATE PALMOLIVE CO | $192,000 | -4.0% | 3,019 | -1.3% | 0.14% | +5.2% |
| AZO | Sell | AUTOZONE INC | $191,000 | +1.1% | 264 | -7.0% | 0.14% | +11.0% |
| LLY | Sell | LILLY ELI & CO | $189,000 | -5.0% | 2,263 | -5.1% | 0.14% | +4.5% |
| AEP | Buy | AMERICAN ELEC PWR INC | $189,000 | +8.0% | 3,322 | +0.7% | 0.14% | +18.6% |
| MHFI | Sell | MCGRAW HILL FINL INC | $189,000 | -17.5% | 2,187 | -3.9% | 0.14% | -9.1% |
| UPS | Sell | UNITED PARCEL SERVICE INCcl b | $188,000 | +0.5% | 1,903 | -1.3% | 0.14% | +10.3% |
| AFL | Sell | AFLAC INC | $185,000 | -8.4% | 3,187 | -1.7% | 0.14% | +0.7% |
| BHI | Buy | BAKER HUGHES INC | $181,000 | -14.6% | 3,473 | +0.9% | 0.13% | -6.3% |
| NSC | Buy | NORFOLK SOUTHERN CORP | $178,000 | -9.2% | 2,328 | +3.8% | 0.13% | 0.0% |
| PAYX | Sell | PAYCHEX INC | $179,000 | +1.1% | 3,758 | -0.7% | 0.13% | +10.9% |
| ALL | Sell | ALLSTATE CORP | $179,000 | -11.4% | 3,079 | -1.1% | 0.13% | -2.9% |
| SRE | Sell | SEMPRA ENERGY | $178,000 | -2.7% | 1,844 | -0.4% | 0.13% | +7.3% |
| K | Sell | KELLOGG CO | $179,000 | +5.3% | 2,685 | -0.8% | 0.13% | +15.8% |
| BLK | Sell | BLACKROCK INC | $179,000 | -14.4% | 603 | -0.2% | 0.13% | -6.4% |
| HON | Sell | HONEYWELL INTL INC | $177,000 | -10.2% | 1,865 | -3.5% | 0.13% | -1.5% |
| REGN | Buy | REGENERON PHARMACEUTICALS | $176,000 | +107.1% | 378 | +127.7% | 0.13% | +128.1% |
| SBUX | Sell | STARBUCKS CORP | $173,000 | +2.4% | 3,038 | -3.5% | 0.13% | +12.3% |
| TWX | Sell | TIME WARNER INC | $172,000 | -21.8% | 2,497 | -0.6% | 0.13% | -14.2% |
| IBM | Buy | INTERNATIONAL BUSINESS MACHS | $172,000 | -9.9% | 1,188 | +1.0% | 0.13% | -1.6% |
| AXP | Buy | AMERICAN EXPRESS CO | $172,000 | -4.4% | 2,323 | +0.2% | 0.13% | +5.0% |
| EMR | Buy | EMERSON ELEC CO | $171,000 | -19.0% | 3,876 | +1.8% | 0.13% | -11.3% |
| TROW | Buy | PRICE T ROWE GROUP INC | $171,000 | -10.0% | 2,465 | +0.8% | 0.13% | -1.6% |
| FDX | Sell | FEDEX CORP | $166,000 | -16.2% | 1,152 | -0.9% | 0.12% | -7.5% |
| ABT | Sell | ABBOTT LABS | $166,000 | -18.6% | 4,139 | -0.4% | 0.12% | -10.2% |
| ISRG | Sell | INTUITIVE SURGICAL INC | $160,000 | -9.6% | 349 | -4.6% | 0.12% | -0.8% |
| WM | Buy | WASTE MGMT INC DEL | $159,000 | +8.2% | 3,199 | +0.7% | 0.12% | +19.2% |
| NEE | Sell | NEXTERA ENERGY INC | $158,000 | -0.6% | 1,622 | -0.1% | 0.12% | +9.3% |
| ZBH | Sell | ZIMMER BIOMET HLDGS INC | $154,000 | -14.9% | 1,644 | -0.7% | 0.11% | -6.6% |
| NTRS | Sell | NORTHERN TR CORP | $154,000 | -13.0% | 2,266 | -1.9% | 0.11% | -4.2% |
| GOOGL | Sell | GOOGLE INCcl a | $153,000 | +17.7% | 239 | -0.8% | 0.11% | +28.4% |
| GOOG | GOOGLE INCcl c | $147,000 | +17.6% | 241 | 0.0% | 0.11% | +29.8% | |
| MA | Sell | MASTERCARD INCcl a | $147,000 | -4.5% | 1,627 | -1.0% | 0.11% | +4.8% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $146,000 | -17.5% | 840 | -0.9% | 0.11% | -9.2% |
| MET | Buy | METLIFE INC | $146,000 | -15.6% | 3,098 | +0.4% | 0.11% | -6.9% |
| SO | Buy | SOUTHERN CO | $145,000 | +9.0% | 3,245 | +1.9% | 0.11% | +18.9% |
| BEN | Buy | FRANKLIN RES INC | $139,000 | -21.9% | 3,720 | +2.4% | 0.10% | -14.2% |
| DD | Buy | DU PONT E I DE NEMOURS & CO | $132,000 | -21.9% | 2,746 | +3.9% | 0.10% | -14.0% |
| MON | Buy | MONSANTO CO NEW | $128,000 | -18.5% | 1,500 | +1.8% | 0.10% | -10.4% |
| SPG | Buy | SIMON PPTY GROUP INC NEW | $127,000 | +408.0% | 691 | +383.2% | 0.09% | +452.9% |
| BAX | Buy | BAXTER INTL INC | $126,000 | -36.4% | 3,825 | +35.2% | 0.09% | -30.1% |
| ABC | Buy | AMERISOURCEBERGEN CORP | $122,000 | +293.5% | 1,280 | +346.0% | 0.09% | +328.6% |
| AMAT | Buy | APPLIED MATLS INC | $121,000 | -20.4% | 8,221 | +4.0% | 0.09% | -12.7% |
| HAL | Buy | HALLIBURTON CO | $119,000 | -17.4% | 3,376 | +0.6% | 0.09% | -9.3% |
| SLB | Buy | SCHLUMBERGER LTD | $118,000 | -18.1% | 1,707 | +1.8% | 0.09% | -10.3% |
| APC | Buy | ANADARKO PETE CORP | $117,000 | -20.9% | 1,933 | +2.2% | 0.09% | -13.0% |
| QCOM | Buy | QUALCOMM INC | $113,000 | -11.7% | 2,096 | +2.6% | 0.08% | -2.3% |
| EBAY | Buy | EBAY INC | $110,000 | -38.5% | 4,515 | +52.2% | 0.08% | -33.1% |
| PNC | PNC FINL SVCS GROUP INC | $109,000 | -6.8% | 1,221 | 0.0% | 0.08% | +2.5% | |
| ATVI | ACTIVISION BLIZZARD INC | $104,000 | +26.8% | 3,382 | 0.0% | 0.08% | +40.0% | |
| BXLT | New | BAXALTA INC | $100,000 | – | 3,183 | +100.0% | 0.07% | – |
| FB | FACEBOOK INCcl a | $97,000 | +4.3% | 1,080 | 0.0% | 0.07% | +14.3% | |
| CSC | COMPUTER SCIENCES CORP | $96,000 | -6.8% | 1,562 | 0.0% | 0.07% | +2.9% | |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $94,000 | – | 1,166 | +100.0% | 0.07% | – |
| MAR | New | MARRIOTT INTL INC NEWcl a | $95,000 | – | 1,393 | +100.0% | 0.07% | – |
| CERN | New | CERNER CORP | $91,000 | – | 1,513 | +100.0% | 0.07% | – |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIOcl a | $84,000 | +2.4% | 1,342 | 0.0% | 0.06% | +12.7% | |
| CDK | CDK GLOBAL INC | $81,000 | -11.0% | 1,686 | 0.0% | 0.06% | -1.6% | |
| CRM | SALESFORCE COM INC | $81,000 | -1.2% | 1,171 | 0.0% | 0.06% | +9.1% | |
| RTN | Sell | RAYTHEON CO | $78,000 | -84.0% | 714 | -86.0% | 0.06% | -82.3% |
| XRX | XEROX CORP | $72,000 | -8.9% | 7,448 | 0.0% | 0.05% | 0.0% | |
| ILMN | ILLUMINA INC | $71,000 | -19.3% | 405 | 0.0% | 0.05% | -10.2% | |
| TJX | TJX COS INC NEW | $67,000 | +8.1% | 935 | 0.0% | 0.05% | +19.0% | |
| CVC | Sell | CABLEVISION SYS CORPcl a ny cablvs | $66,000 | -88.9% | 2,034 | -91.8% | 0.05% | -87.8% |
| PM | Sell | PHILIP MORRIS INTL INC | $61,000 | -87.6% | 771 | -87.4% | 0.04% | -86.4% |
| BIIB | BIOGEN INC | $58,000 | -27.5% | 199 | 0.0% | 0.04% | -20.4% | |
| RWO | SPDR INDEX SHS FDS DJ GLB RL Eetf | $54,000 | -1.8% | 1,198 | 0.0% | 0.04% | +8.1% | |
| PLD | PROLOGIS INC | $51,000 | +6.2% | 1,303 | 0.0% | 0.04% | +18.8% | |
| M | MACYS INC | $52,000 | -24.6% | 1,021 | 0.0% | 0.04% | -17.4% | |
| TSN | TYSON FOODS INCcl a | $51,000 | 0.0% | 1,190 | 0.0% | 0.04% | +11.8% | |
| CCL | CARNIVAL CORPpaired ctf | $49,000 | 0.0% | 986 | 0.0% | 0.04% | +9.1% | |
| SFG | STANCORP FINL GROUP INC | $49,000 | +53.1% | 429 | 0.0% | 0.04% | +63.6% | |
| MO | ALTRIA GROUP INC | $48,000 | +11.6% | 885 | 0.0% | 0.04% | +20.7% | |
| SJM | Sell | SMUCKER J M CO | $48,000 | -89.9% | 423 | -90.3% | 0.04% | -89.1% |
| IP | Sell | INTL PAPER CO | $46,000 | -90.2% | 1,206 | -87.8% | 0.03% | -89.3% |
| GPS | GAP INC DEL | $44,000 | -25.4% | 1,557 | 0.0% | 0.03% | -17.5% | |
| VFC | V F CORP | $44,000 | -2.2% | 639 | 0.0% | 0.03% | +10.0% | |
| CME | CME GROUP INC | $44,000 | 0.0% | 474 | 0.0% | 0.03% | +10.0% | |
| DPS | DR PEPPER SNAPPLE GROUP INC | $43,000 | +10.3% | 540 | 0.0% | 0.03% | +23.1% | |
| BBY | BEST BUY INC | $40,000 | +14.3% | 1,069 | 0.0% | 0.03% | +25.0% | |
| STRZA | Sell | STARZ | $41,000 | -92.8% | 1,086 | -91.4% | 0.03% | -92.1% |
| SSNC | Sell | SS&C TECHNOLOGIES HLDGS INC | $40,000 | -92.4% | 569 | -93.2% | 0.03% | -91.5% |
| MD | MEDNAX INC | $39,000 | +5.4% | 502 | 0.0% | 0.03% | +16.0% | |
| WOOF | Sell | VCA INC | $38,000 | -92.7% | 718 | -92.5% | 0.03% | -92.0% |
| BRKB | BERKSHIRE HATHAWAY INC DELcl b new | $36,000 | -5.3% | 277 | 0.0% | 0.03% | +3.8% | |
| AN | Sell | AUTONATION INC | $36,000 | -93.0% | 621 | -92.4% | 0.03% | -92.2% |
| CSX | CSX CORP | $36,000 | -18.2% | 1,349 | 0.0% | 0.03% | -10.0% | |
| CRC | CALIFORNIA RES CORP | $36,000 | -56.6% | 13,800 | 0.0% | 0.03% | -51.8% | |
| KSS | Sell | KOHLS CORP | $37,000 | -92.4% | 800 | -89.8% | 0.03% | -91.8% |
| NDAQ | NASDAQ INC | $36,000 | +9.1% | 682 | 0.0% | 0.03% | +22.7% | |
| TSO | TESORO CORP | $36,000 | +12.5% | 374 | 0.0% | 0.03% | +22.7% | |
| FTR | FRONTIER COMMUNICATIONS CORP | $35,000 | -2.8% | 7,307 | 0.0% | 0.03% | +8.3% | |
| QLIK | Sell | QLIK TECHNOLOGIES INC | $34,000 | -92.9% | 931 | -93.2% | 0.02% | -92.2% |
| AET | AETNA INC NEW | $32,000 | -13.5% | 292 | 0.0% | 0.02% | -4.0% | |
| MRO | Sell | MARATHON OIL CORP | $32,000 | -84.9% | 2,055 | -74.2% | 0.02% | -83.2% |
| ETN | EATON CORP PLC | $33,000 | -25.0% | 645 | 0.0% | 0.02% | -20.0% | |
| EXPD | EXPEDITORS INTL WASH INC | $33,000 | +3.1% | 693 | 0.0% | 0.02% | +9.1% | |
| DGX | Sell | QUEST DIAGNOSTICS INC | $32,000 | -93.7% | 518 | -92.6% | 0.02% | -93.0% |
| GM | GENERAL MTRS CO | $31,000 | -11.4% | 1,036 | 0.0% | 0.02% | -4.2% | |
| BR | BROADRIDGE FINL SOLUTIONS IN | $31,000 | +10.7% | 552 | 0.0% | 0.02% | +21.1% | |
| AVY | Sell | AVERY DENNISON CORP | $31,000 | -93.8% | 554 | -93.3% | 0.02% | -93.2% |
| MAA | MID-AMER APT CMNTYS INC | $31,000 | +10.7% | 383 | 0.0% | 0.02% | +21.1% | |
| SSS | SOVRAN SELF STORAGE INC | $31,000 | +10.7% | 327 | 0.0% | 0.02% | +21.1% | |
| UDR | UDR INC | $31,000 | +10.7% | 885 | 0.0% | 0.02% | +21.1% | |
| HOLX | HOLOGIC INC | $30,000 | +3.4% | 765 | 0.0% | 0.02% | +10.0% | |
| NWL | NEWELL RUBBERMAID INC | $29,000 | -3.3% | 740 | 0.0% | 0.02% | +5.0% | |
| NYCB | NEW YORK CMNTY BANCORP INC | $29,000 | 0.0% | 1,582 | 0.0% | 0.02% | +5.0% | |
| WRK | New | WESTROCK CO | $29,000 | – | 566 | +100.0% | 0.02% | – |
| N | Sell | NETSUITE INC | $29,000 | -93.9% | 342 | -93.4% | 0.02% | -93.5% |
| BIO | BIO RAD LABS INCcl a | $28,000 | -12.5% | 212 | 0.0% | 0.02% | -4.5% | |
| WEC | WEC ENERGY GROUP INC | $29,000 | +16.0% | 552 | 0.0% | 0.02% | +23.5% | |
| SPLS | Sell | STAPLES INC | $28,000 | -94.1% | 2,361 | -92.3% | 0.02% | -93.4% |
| FNF | FIDELITY NATIONAL FINANCIAL FN | $29,000 | -3.3% | 817 | 0.0% | 0.02% | +5.0% | |
| FHI | FEDERATED INVS INC PAcl b | $29,000 | -14.7% | 1,013 | 0.0% | 0.02% | -8.7% | |
| TOL | Sell | TOLL BROTHERS INC | $28,000 | -94.5% | 826 | -93.8% | 0.02% | -93.8% |
| HCA | HCA HOLDINGS INC | $29,000 | -14.7% | 378 | 0.0% | 0.02% | -8.7% | |
| JBHT | HUNT J B TRANS SVCS INC | $27,000 | -12.9% | 381 | 0.0% | 0.02% | -4.8% | |
| HXL | HEXCEL CORP NEW | $27,000 | -10.0% | 605 | 0.0% | 0.02% | 0.0% | |
| EIX | EDISON INTL | $27,000 | +12.5% | 431 | 0.0% | 0.02% | +25.0% | |
| BMRN | BIOMARIN PHARMACEUTICAL INC | $27,000 | -22.9% | 253 | 0.0% | 0.02% | -16.7% | |
| SHW | SHERWIN WILLIAMS CO | $24,000 | -20.0% | 108 | 0.0% | 0.02% | -10.0% | |
| RLGY | REALOGY HLDGS CORP | $24,000 | -20.0% | 632 | 0.0% | 0.02% | -10.0% | |
| STWD | STARWOOD PPTY TR INC | $25,000 | -3.8% | 1,203 | 0.0% | 0.02% | 0.0% | |
| IPXL | IMPAX LABORATORIES INC | $24,000 | -22.6% | 683 | 0.0% | 0.02% | -14.3% | |
| SHO | SUNSTONE HOTEL INVS INC NEW | $25,000 | -10.7% | 1,886 | 0.0% | 0.02% | -5.3% | |
| ALSN | Sell | ALLISON TRANSMISSION HLDGS I | $24,000 | -94.8% | 910 | -94.2% | 0.02% | -94.2% |
| WBS | Sell | WEBSTER FINL CORP CONN | $24,000 | -95.4% | 672 | -94.9% | 0.02% | -94.8% |
| CPHD | CEPHEID | $25,000 | -24.2% | 543 | 0.0% | 0.02% | -18.2% | |
| ON | ON SEMICONDUCTOR CORP | $24,000 | -20.0% | 2,576 | 0.0% | 0.02% | -10.0% | |
| MS | MORGAN STANLEY | $23,000 | -17.9% | 730 | 0.0% | 0.02% | -10.5% | |
| CMA | COMERICA INC | $23,000 | -20.7% | 562 | 0.0% | 0.02% | -15.0% | |
| LUV | SOUTHWEST AIRLS CO | $22,000 | +15.8% | 587 | 0.0% | 0.02% | +23.1% | |
| HAS | HASBRO INC | $22,000 | -4.3% | 303 | 0.0% | 0.02% | +6.7% | |
| GGP | GENERAL GROWTH PPTYS INC NEW | $22,000 | 0.0% | 843 | 0.0% | 0.02% | +6.7% | |
| EPC | New | EDGEWELL PERS CARE CO | $21,000 | – | 254 | +100.0% | 0.02% | – |
| EPR | EPR PPTYS COMsh ben int | $22,000 | -4.3% | 423 | 0.0% | 0.02% | +6.7% | |
| BAH | Sell | BOOZ ALLEN HAMILTON HLDG CORcl a | $22,000 | -95.0% | 838 | -95.1% | 0.02% | -94.6% |
| ADI | ANALOG DEVICES INC | $21,000 | -12.5% | 369 | 0.0% | 0.02% | 0.0% | |
| DDS | Sell | DILLARDS INCcl a | $19,000 | -95.7% | 212 | -95.0% | 0.01% | -95.3% |
| ESL | ESTERLINE TECHNOLOGIES CORP | $19,000 | -26.9% | 270 | 0.0% | 0.01% | -22.2% | |
| HII | HUNTINGTON INGALLS INDS INC | $18,000 | -5.3% | 170 | 0.0% | 0.01% | 0.0% | |
| DYN | DYNEGY INC NEW DEL | $17,000 | -29.2% | 823 | 0.0% | 0.01% | -18.8% | |
| EAT | BRINKER INTL INC | $17,000 | -10.5% | 328 | 0.0% | 0.01% | 0.0% | |
| VTI | VANGUARD INDEX FDStotal stk mkt | $17,000 | -5.6% | 168 | 0.0% | 0.01% | +8.3% | |
| MCK | MCKESSON CORP | $18,000 | -18.2% | 96 | 0.0% | 0.01% | -13.3% | |
| PH | PARKER HANNIFIN CORP | $17,000 | -15.0% | 172 | 0.0% | 0.01% | 0.0% | |
| ADBE | ADOBE SYS INC | $16,000 | 0.0% | 194 | 0.0% | 0.01% | +9.1% | |
| MDVN | Buy | MEDIVATION INC | $14,000 | -26.3% | 334 | +100.0% | 0.01% | -23.1% |
| DPZ | DOMINOS PIZZA INC | $13,000 | -7.1% | 125 | 0.0% | 0.01% | +11.1% | |
| TE | TECO ENERGY INC | $14,000 | +55.6% | 528 | 0.0% | 0.01% | +66.7% | |
| MMC | MARSH & MCLENNAN COS INC | $13,000 | -13.3% | 257 | 0.0% | 0.01% | 0.0% | |
| RAI | Buy | REYNOLDS AMERICAN INC | $12,000 | +20.0% | 262 | +100.0% | 0.01% | +28.6% |
| DAL | DELTA AIR LINES INC DEL | $12,000 | +9.1% | 264 | 0.0% | 0.01% | +28.6% | |
| VEU | VANGUARD INTL EQUITY INDEX Fallwrld ex us | $12,000 | -7.7% | 278 | 0.0% | 0.01% | 0.0% | |
| DHI | D R HORTON INC | $10,000 | +11.1% | 337 | 0.0% | 0.01% | +16.7% | |
| AEE | AMEREN CORP | $10,000 | +11.1% | 244 | 0.0% | 0.01% | +16.7% | |
| ENR | New | ENERGIZER HLDGS INC NEW | $10,000 | – | 254 | +100.0% | 0.01% | – |
| LPNT | Sell | LIFEPOINT HEALTH INC | $9,000 | -98.4% | 133 | -98.0% | 0.01% | -98.2% |
| DG | Sell | DOLLAR GEN CORP NEW | $10,000 | -98.0% | 137 | -97.9% | 0.01% | -97.9% |
| LRCX | Sell | LAM RESEARCH CORP | $8,000 | -98.4% | 125 | -97.9% | 0.01% | -98.2% |
| WAT | WATERS CORP | $7,000 | -12.5% | 59 | 0.0% | 0.01% | 0.0% | |
| PCG | PG&E CORP | $7,000 | +16.7% | 129 | 0.0% | 0.01% | +25.0% | |
| WIN | WINDSTREAM HLDGS INC | $7,000 | -12.5% | 1,184 | 0.0% | 0.01% | 0.0% | |
| DOV | DOVER CORP | $6,000 | -25.0% | 110 | 0.0% | 0.00% | -20.0% | |
| DLX | Sell | DELUXE CORP | $6,000 | -98.7% | 113 | -98.5% | 0.00% | -98.7% |
| CSAL | COMMUNICATIONS SALES&LEAS IN | $5,000 | -28.6% | 286 | 0.0% | 0.00% | -20.0% | |
| INTU | INTUIT | $6,000 | -14.3% | 71 | 0.0% | 0.00% | -20.0% | |
| KMT | KENNAMETAL INC | $5,000 | -28.6% | 205 | 0.0% | 0.00% | -20.0% | |
| CBS | CBS CORP NEWcl b | $6,000 | -33.3% | 160 | 0.0% | 0.00% | -33.3% | |
| SEMG | SEMGROUP CORPcl a | $6,000 | -40.0% | 130 | 0.0% | 0.00% | -42.9% | |
| CMI | CUMMINS INC | $4,000 | 0.0% | 34 | 0.0% | 0.00% | 0.0% | |
| ATI | Sell | ALLEGHENY TECHNOLOGIES INC | $4,000 | -99.0% | 262 | -98.0% | 0.00% | -98.9% |
| YUM | YUM BRANDS INC | $4,000 | -20.0% | 53 | 0.0% | 0.00% | 0.0% | |
| INT | WORLD FUEL SVCS CORP | $4,000 | -20.0% | 104 | 0.0% | 0.00% | 0.0% | |
| PPG | PPG INDS INC | $4,000 | -33.3% | 48 | 0.0% | 0.00% | -25.0% | |
| AON | AON PLC SHScl a | $4,000 | 0.0% | 44 | 0.0% | 0.00% | 0.0% | |
| WPG | WP GLIMCHER IN | $3,000 | 0.0% | 233 | 0.0% | 0.00% | 0.0% | |
| TER | TERADYNE INC | $1,000 | 0.0% | 52 | 0.0% | 0.00% | 0.0% | |
| HOG | HARLEY DAVIDSON INC | $1,000 | 0.0% | 25 | 0.0% | 0.00% | 0.0% | |
| HES | Sell | HESS CORP | $2,000 | -98.5% | 35 | -98.3% | 0.00% | -98.9% |
| DATA | TABLEAU SOFTWARE INCcl a | $1,000 | -50.0% | 15 | 0.0% | 0.00% | 0.0% | |
| ETR | ENTERGY CORP NEW | $1,000 | -50.0% | 23 | 0.0% | 0.00% | 0.0% | |
| IM | Sell | INGRAM MICRO INCcl a | $2,000 | -99.5% | 86 | -99.5% | 0.00% | -99.7% |
| CBRL | CRACKER BARREL OLD CTRY STOR | $1,000 | 0.0% | 8 | 0.0% | 0.00% | 0.0% | |
| VIAB | Sell | VIACOM INC NEWcl b | $2,000 | -98.6% | 45 | -97.9% | 0.00% | -98.9% |
| BMS | Sell | BEMIS INC | $1,000 | -99.8% | 19 | -99.8% | 0.00% | -99.7% |
| MCO | MOODYS CORP | $1,000 | -50.0% | 14 | 0.0% | 0.00% | 0.0% | |
| WTR | AQUA AMERICA INC | $1,000 | 0.0% | 34 | 0.0% | 0.00% | 0.0% | |
| HCC | HCC INS HLDGS INC | $1,000 | 0.0% | 16 | 0.0% | 0.00% | 0.0% | |
| HYH | HALYARD HEALTH INC | $2,000 | -50.0% | 87 | 0.0% | 0.00% | -66.7% | |
| THO | Sell | THOR INDS INC | $1,000 | -99.8% | 15 | -99.8% | 0.00% | -99.7% |
| CC | New | CHEMOURS CO | $0 | – | 61 | +100.0% | 0.00% | – |
| KRFT | Exit | KRAFT FOODS GROUP INC | $0 | – | -39 | -100.0% | -0.00% | – |
| A309PS | Exit | DIRECTV | $0 | – | -53 | -100.0% | -0.00% | – |
| 9207PS | Exit | ROCK-TENN COcl a | $0 | – | -363 | -100.0% | -0.02% | – |
| 4107PS | Exit | MEADWESTVACO CORP | $0 | – | -643 | -100.0% | -0.02% | – |
| R108 | Exit | ENERGIZER HLDGS INC | $0 | – | -254 | -100.0% | -0.02% | – |
| SUB | Exit | ISHARES SHT NTLAMTFRetf | $0 | – | -530 | -100.0% | -0.04% | – |
| SHM | Exit | SPDR SERIES TRUSTnuvn br sht muni | $0 | – | -2,388 | -100.0% | -0.04% | – |
| MUR | Exit | MURPHY OIL CORP | $0 | – | -2,847 | -100.0% | -0.08% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -3,843 | -100.0% | -0.08% | – |
| APA | Exit | APACHE CORP | $0 | – | -2,135 | -100.0% | -0.08% | – |
| NOV | Exit | NATIONAL OILWELL VARCO INC | $0 | – | -2,602 | -100.0% | -0.08% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -2,331 | -100.0% | -0.09% | – |
| SYMC | Exit | SYMANTEC CORP | $0 | – | -7,499 | -100.0% | -0.12% | – |
| HSY | Exit | HERSHEY CO | $0 | – | -2,123 | -100.0% | -0.13% | – |
| CLX | Exit | CLOROX CO DEL | $0 | – | -2,011 | -100.0% | -0.14% | – |
| JOY | Exit | JOY GLOBAL INC | $0 | – | -10,860 | -100.0% | -0.26% | – |
| KRO | Exit | KRONOS WORLDWIDE INC | $0 | – | -37,260 | -100.0% | -0.28% | – |
| BCO | Exit | BRINKS CO | $0 | – | -13,920 | -100.0% | -0.28% | – |
| NJR | Exit | NEW JERSEY RES | $0 | – | -14,940 | -100.0% | -0.28% | – |
| PPC | Exit | PILGRIMS PRIDE CORP NEW | $0 | – | -18,120 | -100.0% | -0.28% | – |
| ADT | Exit | THE ADT CORPORATION | $0 | – | -12,480 | -100.0% | -0.28% | – |
| RBC | Exit | REGAL BELOIT CORP | $0 | – | -5,880 | -100.0% | -0.29% | – |
| WCC | Exit | WESCO INTL INC | $0 | – | -6,300 | -100.0% | -0.29% | – |
| PEI | Exit | PENNSYLVANIA RL ESTATE INVTsh ben int | $0 | – | -20,280 | -100.0% | -0.29% | – |
| WSTC | Exit | WEST CORP | $0 | – | -14,820 | -100.0% | -0.30% | – |
| CLH | Exit | CLEAN HARBORS INC | $0 | – | -8,280 | -100.0% | -0.30% | – |
| SCOR | Exit | COMSCORE INC | $0 | – | -8,460 | -100.0% | -0.30% | – |
| HI | Exit | HILLENBRAND INC | $0 | – | -14,700 | -100.0% | -0.30% | – |
| BIG | Exit | BIG LOTS INC | $0 | – | -10,020 | -100.0% | -0.30% | – |
| SNI | Exit | SCRIPPS NETWORKS INTERACT IN | $0 | – | -6,960 | -100.0% | -0.31% | – |
| ROLL | Exit | RBC BEARINGS INC | $0 | – | -6,360 | -100.0% | -0.31% | – |
| PLXS | Exit | PLEXUS CORP | $0 | – | -10,440 | -100.0% | -0.31% | – |
| SAIC | Exit | SCIENCE APPLICATNS INTL CP N | $0 | – | -8,700 | -100.0% | -0.31% | – |
| HSIC | Exit | SCHEIN HENRY INC | $0 | – | -3,300 | -100.0% | -0.32% | – |
| NUVA | Exit | NUVASIVE INC | $0 | – | -9,900 | -100.0% | -0.32% | – |
| OMI | Exit | OWENS & MINOR INC NEW | $0 | – | -13,860 | -100.0% | -0.32% | – |
| AAN | Exit | AARONS INC | $0 | – | -13,080 | -100.0% | -0.32% | – |
| CVG | Exit | CONVERGYS CORP | $0 | – | -19,080 | -100.0% | -0.33% | – |
| HNI | Exit | HNI CORP | $0 | – | -9,480 | -100.0% | -0.33% | – |
| MDC | Exit | M D C HLDGS INC | $0 | – | -16,500 | -100.0% | -0.33% | – |
| MSA | Exit | MSA SAFETY INC | $0 | – | -10,200 | -100.0% | -0.33% | – |
| KFY | Exit | KORN FERRY INTL | $0 | – | -14,220 | -100.0% | -0.33% | – |
| MENT | Exit | MENTOR GRAPHICS CORP | $0 | – | -18,840 | -100.0% | -0.34% | – |
| BPFH | Exit | BOSTON PRIVATE FINL HLDGS IN | $0 | – | -37,260 | -100.0% | -0.34% | – |
| SEM | Exit | SELECT MED HLDGS CORP | $0 | – | -30,960 | -100.0% | -0.34% | – |
| PENN | Exit | PENN NATL GAMING INC | $0 | – | -27,900 | -100.0% | -0.34% | – |
| HTH | Exit | HILLTOP HOLDINGS INC | $0 | – | -21,900 | -100.0% | -0.36% | – |
| ROL | Exit | ROLLINS INC | $0 | – | -18,960 | -100.0% | -0.36% | – |
| NTUS | Exit | NATUS MEDICAL INC DEL | $0 | – | -12,900 | -100.0% | -0.37% | – |
| INSYQ | Exit | INSYS THERAPEUTICS INC NEW | $0 | – | -15,720 | -100.0% | -0.38% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2015-10-13
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.