$137 Million is the total value of ALPHA WINDWARD LLC's 411 reported holdings in Q4 2015. The portfolio turnover from Q3 2015 to Q4 2015 was 35.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EFA | Sell | ISHARES TR MSCI EAFEetf | $7,582,000 | -7.0% | 129,124 | -9.2% | 5.53% | -8.2% |
| VNQ | Sell | VANGUARD INDEX FDS REITetf | $2,804,000 | +5.3% | 35,170 | -0.2% | 2.05% | +3.9% |
| HD | Sell | HOME DEPOT INC | $905,000 | +14.3% | 6,845 | -0.2% | 0.66% | +12.6% |
| VLO | Sell | VALERO ENERGY CORP NEW | $693,000 | +4.2% | 9,804 | -11.4% | 0.51% | +2.8% |
| DOW | Sell | DOW CHEM CO | $659,000 | +4.6% | 12,795 | -13.8% | 0.48% | +3.2% |
| OXY | Sell | OCCIDENTAL PETE CORP DEL | $628,000 | +0.5% | 9,293 | -1.7% | 0.46% | -0.9% |
| MUSA | Sell | MURPHY USA INC | $497,000 | +3.8% | 8,187 | -6.0% | 0.36% | +2.5% |
| CINF | Sell | CINCINNATI FINL CORP | $479,000 | +6.2% | 8,089 | -3.6% | 0.35% | +4.8% |
| WEN | Sell | WENDYS CO | $477,000 | +10.4% | 44,265 | -11.4% | 0.35% | +9.1% |
| INGR | Sell | INGREDION INC | $476,000 | +9.4% | 4,966 | -0.4% | 0.35% | +7.8% |
| PPS | Sell | POST PPTYS INC | $467,000 | +0.6% | 7,886 | -0.9% | 0.34% | -0.6% |
| LDOS | Sell | LEIDOS HLDGS INC | $465,000 | +4.3% | 8,266 | -23.5% | 0.34% | +2.7% |
| LEA | Sell | LEAR CORP | $462,000 | -9.8% | 3,762 | -20.1% | 0.34% | -11.1% |
| OC | Sell | OWENS CORNING NEW | $458,000 | +6.3% | 9,744 | -5.2% | 0.33% | +4.7% |
| WGL | Sell | WGL HLDGS INC | $457,000 | +5.5% | 7,260 | -3.2% | 0.33% | +4.1% |
| TTWO | Sell | TAKE-TWO INTERACTIVE SOFTWAR | $457,000 | +6.8% | 13,112 | -11.9% | 0.33% | +5.0% |
| FCS | Sell | FAIRCHILD SEMICONDUCTOR INTL | $457,000 | -0.4% | 22,080 | -32.5% | 0.33% | -1.8% |
| OGS | Sell | ONE GAS INC | $455,000 | +3.9% | 9,060 | -6.2% | 0.33% | +2.5% |
| MDRX | Sell | ALLSCRIPTS HEALTHCARE SOLUTN | $448,000 | +14.3% | 29,100 | -8.0% | 0.33% | +12.8% |
| CE | Sell | CELANESE CORP DEL | $442,000 | -3.5% | 6,571 | -15.1% | 0.32% | -4.7% |
| ARW | Sell | ARROW ELECTRS INC | $442,000 | -5.2% | 8,166 | -3.1% | 0.32% | -6.4% |
| AVA | Sell | AVISTA CORP | $441,000 | +3.8% | 12,480 | -2.3% | 0.32% | +2.5% |
| CSGS | Sell | CSG SYS INTL INC | $440,000 | +3.0% | 12,240 | -11.7% | 0.32% | +1.6% |
| LLL | Sell | L-3 COMMUNICATIONS HLDGS INC | $440,000 | -0.2% | 3,682 | -12.7% | 0.32% | -1.5% |
| HBAN | Sell | HUNTINGTON BANCSHARES INC | $439,000 | 0.0% | 39,715 | -4.0% | 0.32% | -1.5% |
| ATO | Sell | ATMOS ENERGY CORP | $439,000 | -9.9% | 6,960 | -16.8% | 0.32% | -11.1% |
| OVTI | Sell | OMNIVISION TECHNOLOGIES INC | $437,000 | -7.0% | 15,060 | -15.8% | 0.32% | -8.3% |
| DST | Sell | DST SYS INC DEL | $434,000 | -8.1% | 3,801 | -15.3% | 0.32% | -9.2% |
| SYKE | Sell | SYKES ENTERPRISES INC | $434,000 | -1.8% | 14,100 | -18.7% | 0.32% | -3.1% |
| JBL | Sell | JABIL CIRCUIT INC | $432,000 | -20.7% | 18,528 | -24.0% | 0.32% | -21.8% |
| JNS | Sell | JANUS CAP GROUP INC | $424,000 | +1.4% | 30,117 | -2.1% | 0.31% | 0.0% |
| NTGR | Sell | NETGEAR INC | $420,000 | +0.7% | 10,020 | -29.8% | 0.31% | -0.6% |
| UGI | Sell | UGI CORP NEW | $419,000 | -11.0% | 12,420 | -8.2% | 0.31% | -12.1% |
| SIGI | Sell | SELECTIVE INS GROUP INC | $419,000 | -3.0% | 12,480 | -10.3% | 0.31% | -4.1% |
| AVT | Sell | AVNET INC | $418,000 | -7.3% | 9,758 | -7.6% | 0.30% | -8.7% |
| TTEK | Sell | TETRA TECH INC NEW | $417,000 | +4.8% | 16,020 | -2.2% | 0.30% | +3.4% |
| IOSP | Sell | INNOSPEC INC | $414,000 | +1.7% | 7,620 | -13.0% | 0.30% | +0.3% |
| ACXM | Sell | ACXIOM CORP | $414,000 | -1.4% | 19,800 | -6.8% | 0.30% | -2.9% |
| BBCN | Sell | BBCN BANCORP INC | $412,000 | -4.8% | 23,940 | -17.0% | 0.30% | -5.9% |
| AMED | Sell | AMEDISYS INC | $411,000 | +2.0% | 10,440 | -1.7% | 0.30% | +0.7% |
| NSIT | Sell | INSIGHT ENTERPRISES INC | $411,000 | -4.0% | 16,380 | -1.1% | 0.30% | -5.4% |
| JPM | Sell | JPMORGAN CHASE & CO | $408,000 | +6.5% | 6,181 | -1.6% | 0.30% | +5.3% |
| CACI | Sell | CACI INTL INCcl a | $406,000 | +2.8% | 4,380 | -18.0% | 0.30% | +1.4% |
| ACCO | Sell | ACCO BRANDS CORP | $406,000 | +0.7% | 56,880 | -0.3% | 0.30% | -0.7% |
| PRI | Sell | PRIMERICA INC | $405,000 | -9.8% | 8,580 | -13.9% | 0.30% | -10.8% |
| CTB | Sell | COOPER TIRE & RUBR CO | $402,000 | -13.9% | 10,620 | -10.2% | 0.29% | -15.1% |
| BOKF | Sell | BOK FINL CORP | $402,000 | -15.2% | 6,730 | -8.1% | 0.29% | -16.5% |
| WNC | Sell | WABASH NATL CORP | $402,000 | +9.5% | 34,020 | -1.7% | 0.29% | +8.1% |
| KBR | Sell | KBR INC | $396,000 | -4.8% | 23,400 | -6.2% | 0.29% | -6.2% |
| FULT | Sell | FULTON FINL CORP PA | $394,000 | -5.7% | 30,300 | -12.3% | 0.29% | -6.8% |
| MOGA | Sell | MOOG INCcl a | $393,000 | +8.3% | 6,480 | -3.6% | 0.29% | +7.1% |
| BRC | Sell | BRADY CORPcl a | $392,000 | +8.6% | 17,040 | -7.2% | 0.29% | +7.1% |
| GE | Sell | GENERAL ELECTRIC CO | $390,000 | +14.4% | 12,514 | -7.4% | 0.28% | +13.1% |
| UFPI | Sell | UNIVERSAL FST PRODS INC | $390,000 | -1.3% | 5,700 | -16.7% | 0.28% | -2.4% |
| ISIL | Sell | INTERSIL CORPcl a | $391,000 | -20.7% | 30,660 | -27.2% | 0.28% | -21.9% |
| SANM | Sell | SANMINA CORPORATION | $385,000 | -19.1% | 18,720 | -15.9% | 0.28% | -20.2% |
| LNCE | Sell | SNYDERS-LANCE INC | $385,000 | -9.4% | 11,220 | -11.0% | 0.28% | -10.5% |
| CHMT | Sell | CHEMTURA CORP | $385,000 | -16.7% | 14,100 | -12.6% | 0.28% | -17.8% |
| BMY | Sell | BRISTOL MYERS SQUIBB CO | $383,000 | +11.7% | 5,568 | -3.8% | 0.28% | +9.8% |
| TECD | Sell | TECH DATA CORP | $378,000 | -17.1% | 5,700 | -14.4% | 0.28% | -18.1% |
| HFC | Sell | HOLLYFRONTIER CORP | $377,000 | -21.6% | 9,455 | -3.9% | 0.28% | -22.8% |
| WNR | Sell | WESTERN REFNG INC | $373,000 | -20.0% | 10,474 | -0.9% | 0.27% | -21.2% |
| ELNK | Sell | EARTHLINK HLDGS CORP | $353,000 | -8.8% | 47,460 | -4.6% | 0.26% | -9.8% |
| MSFT | Sell | MICROSOFT CORP | $346,000 | +17.3% | 6,245 | -6.4% | 0.25% | +15.6% |
| WFC | Sell | WELLS FARGO & CO NEW | $344,000 | +5.2% | 6,337 | -0.5% | 0.25% | +3.7% |
| SCS | Sell | STEELCASE INCcl a | $332,000 | -26.2% | 22,260 | -8.8% | 0.24% | -27.3% |
| PEP | Sell | PEPSICO INC | $311,000 | +3.7% | 3,117 | -2.0% | 0.23% | +2.3% |
| KMB | Sell | KIMBERLY CLARK CORP | $308,000 | +9.2% | 2,420 | -6.5% | 0.22% | +7.7% |
| NOC | Sell | NORTHROP GRUMMAN CORP | $309,000 | +2.7% | 1,634 | -9.9% | 0.22% | +0.9% |
| CVS | Sell | CVS HEALTH CORP | $299,000 | -59.5% | 3,063 | -59.9% | 0.22% | -60.1% |
| MCD | Sell | MCDONALDS CORP | $293,000 | +13.1% | 2,476 | -5.9% | 0.21% | +11.5% |
| INTC | Sell | INTEL CORP | $290,000 | +7.4% | 8,418 | -5.9% | 0.21% | +6.0% |
| KO | Sell | COCA COLA CO | $290,000 | +6.2% | 6,741 | -0.9% | 0.21% | +5.0% |
| JNJ | Sell | JOHNSON & JOHNSON | $291,000 | +9.0% | 2,836 | -0.7% | 0.21% | +7.6% |
| ITW | Sell | ILLINOIS TOOL WKS INC | $282,000 | +11.5% | 3,040 | -1.2% | 0.21% | +10.2% |
| GILD | Sell | GILEAD SCIENCES INC | $278,000 | +0.4% | 2,746 | -2.8% | 0.20% | -1.0% |
| PFE | Sell | PFIZER INC | $278,000 | +1.5% | 8,621 | -1.2% | 0.20% | 0.0% |
| CB | Sell | CHUBB CORP | $266,000 | -2.9% | 2,009 | -10.2% | 0.19% | -4.4% |
| DHR | Sell | DANAHER CORP DEL | $264,000 | +1.1% | 2,837 | -7.3% | 0.19% | 0.0% |
| LMT | Sell | LOCKHEED MARTIN CORP | $261,000 | -2.2% | 1,203 | -6.7% | 0.19% | -3.6% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $256,000 | 0.0% | 2,174 | -1.5% | 0.19% | -1.1% |
| PSX | Sell | PHILLIPS 66 | $251,000 | +1.6% | 3,069 | -4.4% | 0.18% | 0.0% |
| TXN | Sell | TEXAS INSTRS INC | $242,000 | +3.4% | 4,419 | -6.7% | 0.18% | +2.3% |
| GIS | Sell | GENERAL MLS INC | $240,000 | -0.4% | 4,154 | -3.3% | 0.18% | -1.7% |
| CA | Sell | CA INC | $240,000 | -63.2% | 8,414 | -64.8% | 0.18% | -63.8% |
| PSA | Sell | PUBLIC STORAGE | $238,000 | +9.7% | 961 | -6.3% | 0.17% | +8.8% |
| SYK | Sell | STRYKER CORP | $232,000 | -3.3% | 2,501 | -1.9% | 0.17% | -4.5% |
| ADP | Sell | AUTOMATIC DATA PROCESSING IN | $232,000 | +2.7% | 2,740 | -2.5% | 0.17% | +1.2% |
| BDX | Sell | BECTON DICKINSON & CO | $232,000 | -2.1% | 1,504 | -15.6% | 0.17% | -3.4% |
| CAH | Sell | CARDINAL HEALTH INC | $228,000 | +14.0% | 2,551 | -2.1% | 0.17% | +12.2% |
| COST | Sell | COSTCO WHSL CORP NEW | $227,000 | +6.6% | 1,404 | -4.7% | 0.17% | +5.1% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $225,000 | -18.2% | 4,865 | -23.0% | 0.16% | -19.2% |
| BK | Sell | BANK NEW YORK MELLON CORP | $225,000 | +2.3% | 5,451 | -3.1% | 0.16% | +0.6% |
| MPC | Sell | MARATHON PETE CORP | $224,000 | -2.6% | 4,314 | -13.3% | 0.16% | -4.1% |
| CELG | Sell | CELGENE CORP | $223,000 | +10.9% | 1,860 | -0.1% | 0.16% | +9.4% |
| TMO | Sell | THERMO FISHER SCIENTIFIC INC | $219,000 | +10.6% | 1,545 | -4.6% | 0.16% | +9.6% |
| AMGN | Sell | AMGEN INC | $218,000 | +12.4% | 1,346 | -3.9% | 0.16% | +11.2% |
| ADM | Sell | ARCHER DANIELS MIDLAND CO | $217,000 | -64.8% | 5,903 | -60.3% | 0.16% | -65.4% |
| MMM | Sell | 3M CO | $215,000 | +5.4% | 1,426 | -1.0% | 0.16% | +4.0% |
| WBA | Sell | WALGREENS BOOTS ALLIANCE INC | $214,000 | -28.7% | 2,512 | -30.5% | 0.16% | -29.7% |
| LOW | Sell | LOWES COS INC | $213,000 | +5.4% | 2,805 | -4.3% | 0.16% | +4.0% |
| KHC | Sell | KRAFT HEINZ CO | $210,000 | -1.9% | 2,885 | -4.9% | 0.15% | -3.2% |
| V | Sell | VISA INC COMcl a | $208,000 | +6.7% | 2,682 | -4.2% | 0.15% | +5.6% |
| BLK | Sell | BLACKROCK INC | $204,000 | +14.0% | 600 | -0.5% | 0.15% | +12.9% |
| CSCO | Sell | CISCO SYS INC | $201,000 | +2.6% | 7,418 | -0.4% | 0.15% | +1.4% |
| FISV | Sell | FISERV INC | $201,000 | -1.0% | 2,195 | -6.2% | 0.15% | -2.0% |
| SYY | Sell | SYSCO CORP | $202,000 | -14.8% | 4,930 | -18.9% | 0.15% | -16.0% |
| CL | Sell | COLGATE PALMOLIVE CO | $201,000 | +4.7% | 3,012 | -0.2% | 0.15% | +3.5% |
| MTB | Sell | M & T BK CORP | $199,000 | -1.0% | 1,644 | -0.4% | 0.14% | -2.7% |
| AEP | Sell | AMERICAN ELEC PWR INC | $193,000 | +2.1% | 3,310 | -0.4% | 0.14% | +0.7% |
| PEG | Sell | PUBLIC SVC ENTERPRISE GROUP | $192,000 | -27.3% | 4,975 | -20.5% | 0.14% | -28.2% |
| ORCL | Sell | ORACLE CORP | $192,000 | -3.0% | 5,267 | -4.1% | 0.14% | -4.1% |
| PAYX | Sell | PAYCHEX INC | $191,000 | +6.7% | 3,610 | -3.9% | 0.14% | +5.3% |
| EMC | Sell | E M C CORP MASS | $189,000 | -3.6% | 7,357 | -9.3% | 0.14% | -4.8% |
| K | Sell | KELLOGG CO | $188,000 | +5.0% | 2,608 | -2.9% | 0.14% | +3.8% |
| ISRG | Sell | INTUITIVE SURGICAL INC | $188,000 | +17.5% | 344 | -1.4% | 0.14% | +16.1% |
| AZO | Sell | AUTOZONE INC | $185,000 | -3.1% | 250 | -5.3% | 0.14% | -4.3% |
| UPS | Sell | UNITED PARCEL SERVICE INCcl b | $183,000 | -2.7% | 1,899 | -0.2% | 0.13% | -3.6% |
| LLY | Sell | LILLY ELI & CO | $184,000 | -2.6% | 2,178 | -3.8% | 0.13% | -4.3% |
| DD | Sell | DU PONT E I DE NEMOURS & CO | $181,000 | +37.1% | 2,717 | -1.1% | 0.13% | +34.7% |
| GOOGL | Sell | GOOGLE INCcl a | $179,000 | +17.0% | 230 | -3.8% | 0.13% | +15.9% |
| GOOG | Sell | GOOGLE INCcl c | $175,000 | +19.0% | 231 | -4.1% | 0.13% | +17.4% |
| SBUX | Sell | STARBUCKS CORP | $173,000 | 0.0% | 2,877 | -5.3% | 0.13% | -1.6% |
| WM | Sell | WASTE MGMT INC DEL | $168,000 | +5.7% | 3,154 | -1.4% | 0.12% | +4.2% |
| NTRS | Sell | NORTHERN TR CORP | $162,000 | +5.2% | 2,251 | -0.7% | 0.12% | +3.5% |
| MA | Sell | MASTERCARD INCcl a | $155,000 | +5.4% | 1,587 | -2.5% | 0.11% | +3.7% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $150,000 | +2.7% | 834 | -0.7% | 0.11% | +0.9% |
| MON | Sell | MONSANTO CO NEW | $134,000 | +4.7% | 1,359 | -9.4% | 0.10% | +3.2% |
| TWX | Sell | TIME WARNER INC | $129,000 | -25.0% | 1,993 | -20.2% | 0.09% | -26.0% |
| PNC | Sell | PNC FINL SVCS GROUP INC | $116,000 | +6.4% | 1,217 | -0.3% | 0.08% | +4.9% |
| RTN | Sell | RAYTHEON CO | $79,000 | +1.3% | 636 | -10.9% | 0.06% | 0.0% |
| ATVI | Sell | ACTIVISION BLIZZARD INC | $80,000 | -23.1% | 2,065 | -38.9% | 0.06% | -24.7% |
| CDK | Sell | CDK GLOBAL INC | $76,000 | -6.2% | 1,591 | -5.6% | 0.06% | -8.3% |
| CRM | Sell | SALESFORCE COM INC | $74,000 | -8.6% | 947 | -19.1% | 0.05% | -10.0% |
| FB | Sell | FACEBOOK INCcl a | $72,000 | -25.8% | 687 | -36.4% | 0.05% | -26.4% |
| CTSH | Sell | COGNIZANT TECHNOLOGY SOLUTIOcl a | $65,000 | -22.6% | 1,086 | -19.1% | 0.05% | -24.2% |
| PM | Sell | PHILIP MORRIS INTL INC | $63,000 | +3.3% | 719 | -6.7% | 0.05% | +2.2% |
| CCL | Sell | CARNIVAL CORPpaired ctf | $49,000 | 0.0% | 892 | -9.5% | 0.04% | 0.0% |
| MO | Sell | ALTRIA GROUP INC | $46,000 | -4.2% | 783 | -11.5% | 0.03% | -2.9% |
| OMC | Sell | OMNICOM GROUP INC | $47,000 | -88.7% | 625 | -90.1% | 0.03% | -88.9% |
| CSC | Sell | COMPUTER SCIENCES CORP | $45,000 | -53.1% | 1,366 | -12.5% | 0.03% | -53.5% |
| NVDA | Sell | NVIDIA CORP | $44,000 | -91.7% | 1,339 | -93.8% | 0.03% | -91.8% |
| DPS | Sell | DR PEPPER SNAPPLE GROUP INC | $40,000 | -7.0% | 429 | -20.6% | 0.03% | -9.4% |
| CME | Sell | CME GROUP INC | $39,000 | -11.4% | 431 | -9.1% | 0.03% | -15.2% |
| CVC | Sell | CABLEVISION SYS CORPcl a ny cablvs | $38,000 | -42.4% | 1,191 | -41.4% | 0.03% | -42.9% |
| TSO | Sell | TESORO CORP | $37,000 | +2.8% | 350 | -6.4% | 0.03% | 0.0% |
| IP | Sell | INTL PAPER CO | $36,000 | -21.7% | 959 | -20.5% | 0.03% | -23.5% |
| MD | Sell | MEDNAX INC | $35,000 | -10.3% | 485 | -3.4% | 0.03% | -10.3% |
| WOOF | Sell | VCA INC | $36,000 | -5.3% | 646 | -10.0% | 0.03% | -7.1% |
| SSS | Sell | SOVRAN SELF STORAGE INC | $32,000 | +3.2% | 299 | -8.6% | 0.02% | 0.0% |
| PLD | Sell | PROLOGIS INC | $29,000 | -43.1% | 677 | -48.0% | 0.02% | -44.7% |
| BIIB | Sell | BIOGEN INC | $26,000 | -55.2% | 86 | -56.8% | 0.02% | -55.8% |
| EXPD | Sell | EXPEDITORS INTL WASH INC | $26,000 | -21.2% | 566 | -18.3% | 0.02% | -20.8% |
| EIX | Sell | EDISON INTL | $24,000 | -11.1% | 404 | -6.3% | 0.02% | -10.0% |
| AOS | Sell | SMITH A O | $23,000 | -95.0% | 304 | -95.7% | 0.02% | -95.0% |
| LUV | Sell | SOUTHWEST AIRLS CO | $22,000 | 0.0% | 517 | -11.9% | 0.02% | 0.0% |
| JNPR | Sell | JUNIPER NETWORKS INC | $20,000 | -95.5% | 730 | -95.8% | 0.02% | -95.4% |
| SSNC | Sell | SS&C TECHNOLOGIES HLDGS INC | $21,000 | -47.5% | 305 | -46.4% | 0.02% | -50.0% |
| CTAS | Sell | CINTAS CORP | $20,000 | -95.7% | 215 | -96.0% | 0.02% | -95.6% |
| DAL | Sell | DELTA AIR LINES INC DEL | $12,000 | 0.0% | 234 | -11.4% | 0.01% | 0.0% |
| ADBE | Sell | ADOBE SYS INC | $13,000 | -18.8% | 140 | -27.8% | 0.01% | -25.0% |
| LM | Sell | LEGG MASON INC | $12,000 | -97.1% | 300 | -97.0% | 0.01% | -97.1% |
| VTI | Sell | VANGUARD INDEX FDStotal stk mkt | $11,000 | -35.3% | 109 | -35.1% | 0.01% | -38.5% |
| VEU | Sell | VANGUARD INTL EQUITY INDEX Fallwrld ex us | $10,000 | -16.7% | 236 | -15.1% | 0.01% | -22.2% |
| LPNT | Sell | LIFEPOINT HEALTH INC | $10,000 | +11.1% | 130 | -2.3% | 0.01% | 0.0% |
| TIME | Sell | TIME INC NEW | $8,000 | -98.2% | 499 | -97.8% | 0.01% | -98.2% |
| TSN | Sell | TYSON FOODS INCcl a | $8,000 | -84.3% | 154 | -87.1% | 0.01% | -84.2% |
| ALSN | Sell | ALLISON TRANSMISSION HLDGS I | $8,000 | -66.7% | 299 | -67.1% | 0.01% | -66.7% |
| N | Sell | NETSUITE INC | $8,000 | -72.4% | 94 | -72.5% | 0.01% | -71.4% |
| STWD | Sell | STARWOOD PPTY TR INC | $8,000 | -68.0% | 381 | -68.3% | 0.01% | -66.7% |
| QLIK | Sell | QLIK TECHNOLOGIES INC | $8,000 | -76.5% | 253 | -72.8% | 0.01% | -76.0% |
| BIO | Sell | BIO RAD LABS INCcl a | $8,000 | -71.4% | 56 | -73.6% | 0.01% | -71.4% |
| SHO | Sell | SUNSTONE HOTEL INVS INC NEW | $7,000 | -72.0% | 540 | -71.4% | 0.01% | -72.2% |
| RLGY | Sell | REALOGY HLDGS CORP | $7,000 | -70.8% | 186 | -70.6% | 0.01% | -72.2% |
| TOL | Sell | TOLL BROTHERS INC | $7,000 | -75.0% | 222 | -73.1% | 0.01% | -76.2% |
| MOS | Sell | MOSAIC CO NEW | $7,000 | -98.0% | 260 | -97.7% | 0.01% | -98.1% |
| CMA | Sell | COMERICA INC | $7,000 | -69.6% | 167 | -70.3% | 0.01% | -70.6% |
| CRC | Sell | CALIFORNIA RES CORP | $5,000 | -86.1% | 2,077 | -84.9% | 0.00% | -85.2% |
| INTU | Sell | INTUIT | $6,000 | 0.0% | 64 | -9.9% | 0.00% | 0.0% |
| SO | Sell | SOUTHERN CO | $4,000 | -97.2% | 91 | -97.2% | 0.00% | -97.2% |
| GGP | Sell | GENERAL GROWTH PPTYS INC NEW | $3,000 | -86.4% | 97 | -88.5% | 0.00% | -87.5% |
| M | Sell | MACYS INC | $2,000 | -96.2% | 65 | -93.6% | 0.00% | -97.4% |
| HCC | Exit | HCC INS HLDGS INC | $0 | – | -16 | -100.0% | -0.00% | – |
| MCO | Exit | MOODYS CORP | $0 | – | -14 | -100.0% | -0.00% | – |
| THO | Exit | THOR INDS INC | $0 | – | -15 | -100.0% | -0.00% | – |
| TER | Exit | TERADYNE INC | $0 | – | -52 | -100.0% | -0.00% | – |
| DATA | Exit | TABLEAU SOFTWARE INCcl a | $0 | – | -15 | -100.0% | -0.00% | – |
| IM | Exit | INGRAM MICRO INCcl a | $0 | – | -86 | -100.0% | -0.00% | – |
| VIAB | Exit | VIACOM INC NEWcl b | $0 | – | -45 | -100.0% | -0.00% | – |
| WTR | Exit | AQUA AMERICA INC | $0 | – | -34 | -100.0% | -0.00% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -34 | -100.0% | -0.00% | – |
| ATI | Exit | ALLEGHENY TECHNOLOGIES INC | $0 | – | -262 | -100.0% | -0.00% | – |
| AON | Exit | AON PLC SHScl a | $0 | – | -44 | -100.0% | -0.00% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -48 | -100.0% | -0.00% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -160 | -100.0% | -0.00% | – |
| SEMG | Exit | SEMGROUP CORPcl a | $0 | – | -130 | -100.0% | -0.00% | – |
| DLX | Exit | DELUXE CORP | $0 | – | -113 | -100.0% | -0.00% | – |
| WAT | Exit | WATERS CORP | $0 | – | -59 | -100.0% | -0.01% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -125 | -100.0% | -0.01% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -337 | -100.0% | -0.01% | – |
| DPZ | Exit | DOMINOS PIZZA INC | $0 | – | -125 | -100.0% | -0.01% | – |
| MDVN | Exit | MEDIVATION INC | $0 | – | -334 | -100.0% | -0.01% | – |
| TE | Exit | TECO ENERGY INC | $0 | – | -528 | -100.0% | -0.01% | – |
| DYN | Exit | DYNEGY INC NEW DEL | $0 | – | -823 | -100.0% | -0.01% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -328 | -100.0% | -0.01% | – |
| PH | Exit | PARKER HANNIFIN CORP | $0 | – | -172 | -100.0% | -0.01% | – |
| ESL | Exit | ESTERLINE TECHNOLOGIES CORP | $0 | – | -270 | -100.0% | -0.01% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -369 | -100.0% | -0.02% | – |
| EPC | Exit | EDGEWELL PERS CARE CO | $0 | – | -254 | -100.0% | -0.02% | – |
| HAS | Exit | HASBRO INC | $0 | – | -303 | -100.0% | -0.02% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -730 | -100.0% | -0.02% | – |
| IPXL | Exit | IMPAX LABORATORIES INC | $0 | – | -683 | -100.0% | -0.02% | – |
| CPHD | Exit | CEPHEID | $0 | – | -543 | -100.0% | -0.02% | – |
| WBS | Exit | WEBSTER FINL CORP CONN | $0 | – | -672 | -100.0% | -0.02% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -2,576 | -100.0% | -0.02% | – |
| JBHT | Exit | HUNT J B TRANS SVCS INC | $0 | – | -381 | -100.0% | -0.02% | – |
| BMRN | Exit | BIOMARIN PHARMACEUTICAL INC | $0 | – | -253 | -100.0% | -0.02% | – |
| HXL | Exit | HEXCEL CORP NEW | $0 | – | -605 | -100.0% | -0.02% | – |
| FNF | Exit | FIDELITY NATIONAL FINANCIAL FN | $0 | – | -817 | -100.0% | -0.02% | – |
| WRK | Exit | WESTROCK CO | $0 | – | -566 | -100.0% | -0.02% | – |
| NWL | Exit | NEWELL RUBBERMAID INC | $0 | – | -740 | -100.0% | -0.02% | – |
| WEC | Exit | WEC ENERGY GROUP INC | $0 | – | -552 | -100.0% | -0.02% | – |
| HOLX | Exit | HOLOGIC INC | $0 | – | -765 | -100.0% | -0.02% | – |
| UDR | Exit | UDR INC | $0 | – | -885 | -100.0% | -0.02% | – |
| MAA | Exit | MID-AMER APT CMNTYS INC | $0 | – | -383 | -100.0% | -0.02% | – |
| AVY | Exit | AVERY DENNISON CORP | $0 | – | -554 | -100.0% | -0.02% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -518 | -100.0% | -0.02% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -2,055 | -100.0% | -0.02% | – |
| AN | Exit | AUTONATION INC | $0 | – | -621 | -100.0% | -0.03% | – |
| STRZA | Exit | STARZ | $0 | – | -1,086 | -100.0% | -0.03% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -1,069 | -100.0% | -0.03% | – |
| SJM | Exit | SMUCKER J M CO | $0 | – | -423 | -100.0% | -0.04% | – |
| SFG | Exit | STANCORP FINL GROUP INC | $0 | – | -429 | -100.0% | -0.04% | – |
| ILMN | Exit | ILLUMINA INC | $0 | – | -405 | -100.0% | -0.05% | – |
| HPQ | Exit | HEWLETT PACKARD CO | $0 | – | -8,629 | -100.0% | -0.16% | – |
| XPO | Exit | XPO LOGISTICS INC | $0 | – | -12,240 | -100.0% | -0.22% | – |
| BKS | Exit | BARNES & NOBLE INC | $0 | – | -26,220 | -100.0% | -0.24% | – |
| KND | Exit | KINDRED HEALTHCARE INC | $0 | – | -20,280 | -100.0% | -0.24% | – |
| AIR | Exit | AAR CORP | $0 | – | -17,220 | -100.0% | -0.24% | – |
| DSW | Exit | DSW INCcl a | $0 | – | -13,380 | -100.0% | -0.25% | – |
| ABM | Exit | ABM INDS INC | $0 | – | -13,080 | -100.0% | -0.26% | – |
| OLN | Exit | OLIN CORP | $0 | – | -21,540 | -100.0% | -0.27% | – |
| ARCB | Exit | ARCBEST CORP | $0 | – | -14,520 | -100.0% | -0.28% | – |
| HY | Exit | HYSTER YALE MATLS HANDLING Icl a | $0 | – | -6,540 | -100.0% | -0.28% | – |
| LPX | Exit | LOUISIANA PAC CORP | $0 | – | -26,700 | -100.0% | -0.28% | – |
| AFFX | Exit | AFFYMETRIX INC | $0 | – | -45,720 | -100.0% | -0.29% | – |
| EGL | Exit | ENGILITY HLDGS INC NEW | $0 | – | -15,120 | -100.0% | -0.29% | – |
| IIVI | Exit | II VI INC | $0 | – | -24,420 | -100.0% | -0.29% | – |
| DRH | Exit | DIAMONDROCK HOSPITALITY CO | $0 | – | -35,700 | -100.0% | -0.29% | – |
| SFLY | Exit | SHUTTERFLY INC | $0 | – | -11,040 | -100.0% | -0.29% | – |
| PAY | Exit | VERIFONE SYS INC | $0 | – | -14,387 | -100.0% | -0.30% | – |
| HRS | Exit | HARRIS CORP DEL | $0 | – | -5,460 | -100.0% | -0.30% | – |
| COLM | Exit | COLUMBIA SPORTSWEAR CO | $0 | – | -6,840 | -100.0% | -0.30% | – |
| EME | Exit | EMCOR GROUP INC | $0 | – | -9,180 | -100.0% | -0.30% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -7,810 | -100.0% | -0.30% | – |
| GK | Exit | G & K SVCS INCcl a | $0 | – | -6,120 | -100.0% | -0.30% | – |
| LZB | Exit | LA Z BOY INC | $0 | – | -15,420 | -100.0% | -0.30% | – |
| LNT | Exit | ALLIANT ENERGY CORP | $0 | – | -7,020 | -100.0% | -0.30% | – |
| CAL | Exit | CALERES INC | $0 | – | -13,560 | -100.0% | -0.31% | – |
| AZZ | Exit | AZZ INC | $0 | – | -8,520 | -100.0% | -0.31% | – |
| THG | Exit | HANOVER INS GROUP INC | $0 | – | -5,340 | -100.0% | -0.31% | – |
| BKH | Exit | BLACK HILLS CORP | $0 | – | -10,080 | -100.0% | -0.31% | – |
| MGLN | Exit | MAGELLAN HEALTH INC | $0 | – | -7,560 | -100.0% | -0.31% | – |
| SATS | Exit | ECHOSTAR CORPcl a | $0 | – | -9,780 | -100.0% | -0.31% | – |
| MKSI | Exit | MKS INSTRUMENT INC | $0 | – | -12,660 | -100.0% | -0.31% | – |
| PRA | Exit | PROASSURANCE CORP | $0 | – | -8,640 | -100.0% | -0.31% | – |
| IAC | Exit | IAC INTERACTIVECORP | $0 | – | -6,518 | -100.0% | -0.31% | – |
| CATY | Exit | CATHAY GEN BANCORP | $0 | – | -14,220 | -100.0% | -0.32% | – |
| PLCE | Exit | CHILDRENS PL INC | $0 | – | -7,380 | -100.0% | -0.32% | – |
| ITRI | Exit | ITRON INC | $0 | – | -13,440 | -100.0% | -0.32% | – |
| SAFM | Exit | SANDERSON FARMS INC | $0 | – | -6,240 | -100.0% | -0.32% | – |
| MMI | Exit | MARCUS & MILLICHAP INC | $0 | – | -9,360 | -100.0% | -0.32% | – |
| FTDCQ | Exit | FTD COS INC | $0 | – | -14,520 | -100.0% | -0.32% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -8,220 | -100.0% | -0.32% | – |
| CBU | Exit | COMMUNITY BK SYS INC | $0 | – | -11,940 | -100.0% | -0.33% | – |
| RSG | Exit | REPUBLIC SVCS INC | $0 | – | -10,949 | -100.0% | -0.33% | – |
| TWOU | Exit | 2U INC | $0 | – | -12,600 | -100.0% | -0.33% | – |
| WCG | Exit | WELLCARE HEALTH PLANS INC | $0 | – | -5,324 | -100.0% | -0.34% | – |
| CALM | Exit | CAL MAINE FOODS INC | $0 | – | -8,640 | -100.0% | -0.35% | – |
| VWO | Exit | VANGUARD INTL EQUITY INDEX F Fetf | $0 | – | -80,063 | -100.0% | -1.96% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2016-01-15
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.