$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 100.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| 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.