$140 Million is the total value of ALPHA WINDWARD LLC's 418 reported holdings in Q1 2016. The portfolio turnover from Q4 2015 to Q1 2016 was 22.7% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BND | Buy | VANGUARD BD INDEX FD INCtotal bnd mrkt | $8,690,000 | +2.8% | 104,943 | +0.3% | 6.22% | +0.8% |
| EFA | Sell | ISHARES TR MSCI EAFEetf | $7,199,000 | -5.1% | 125,945 | -2.5% | 5.15% | -6.9% |
| IWR | Buy | ISHARES TR RUS MID-CAPetf | $6,448,000 | +4.3% | 39,579 | +2.5% | 4.61% | +2.2% |
| VNQ | Sell | VANGUARD INDEX FDS REITetf | $2,857,000 | +1.9% | 34,094 | -3.1% | 2.04% | -0.1% |
| RWX | Buy | SPDR INDEX SHS FDS DJ INTL RLetf | $2,666,000 | +6.7% | 64,310 | +0.7% | 1.91% | +4.6% |
| EEM | Sell | ISHARES TR MSCI EMG MKTetf | $2,651,000 | -1.0% | 77,412 | -6.9% | 1.90% | -2.9% |
| BSV | Buy | VANGUARD BD INDEX FD INCshort trm bond | $2,615,000 | +3.4% | 32,426 | +2.0% | 1.87% | +1.4% |
| SPY | Buy | SPDR S&P 500 ETF TR TRunit | $2,471,000 | +12.0% | 12,022 | +11.1% | 1.77% | +9.8% |
| IWM | Buy | ISHARES TR RUSSELL 2000etf | $2,134,000 | -1.4% | 19,293 | +0.3% | 1.53% | -3.4% |
| TFI | New | SPDR SER TRnuvn brcly muni | $1,338,000 | – | 27,122 | +100.0% | 0.96% | – |
| MUB | Buy | ISHARES TR NATIONAL MUNetf | $1,328,000 | +21.2% | 11,898 | +20.2% | 0.95% | +18.8% |
| CVS | Buy | CVS HEALTH CORP | $732,000 | +144.8% | 7,058 | +130.4% | 0.52% | +140.4% |
| MHFI | Buy | MCGRAW HILL FINL INC | $695,000 | +1.9% | 7,024 | +1.6% | 0.50% | -0.2% |
| VLO | Buy | VALERO ENERGY CORP NEW | $690,000 | -0.4% | 10,760 | +9.8% | 0.49% | -2.4% |
| TRV | Sell | TRAVELERS COMPANIES INC | $686,000 | +2.4% | 5,875 | -1.0% | 0.49% | +0.4% |
| GILD | Buy | GILEAD SCIENCES INC | $671,000 | +141.4% | 7,310 | +166.2% | 0.48% | +136.5% |
| TGT | Sell | TARGET CORP | $670,000 | +5.5% | 8,137 | -6.9% | 0.48% | +3.5% |
| DOW | Buy | DOW CHEM CO | $662,000 | +0.5% | 13,017 | +1.7% | 0.47% | -1.5% |
| JCPNQ | Sell | PENNEY J C INC | $657,000 | +62.6% | 59,429 | -2.1% | 0.47% | +59.3% |
| ADM | Buy | ARCHER DANIELS MIDLAND CO | $657,000 | +202.8% | 18,093 | +206.5% | 0.47% | +197.5% |
| OXY | Sell | OCCIDENTAL PETE CORP DEL | $623,000 | -0.8% | 9,101 | -2.1% | 0.45% | -2.6% |
| BBT | Buy | BB&T CORP | $591,000 | -5.9% | 17,767 | +6.9% | 0.42% | -7.6% |
| SPTN | Sell | SPARTANNASH CO | $564,000 | +36.6% | 18,600 | -2.5% | 0.40% | +34.2% |
| ABC | Buy | AMERISOURCEBERGEN CORP | $532,000 | +228.4% | 6,144 | +294.1% | 0.38% | +222.9% |
| PVH | New | PVH CORP | $523,000 | – | 5,280 | +100.0% | 0.37% | – |
| ACCO | Buy | ACCO BRANDS CORP | $514,000 | +26.6% | 57,240 | +0.6% | 0.37% | +24.3% |
| TRCO | New | TRIBUNE MEDIA COcl a | $513,000 | – | 13,380 | +100.0% | 0.37% | – |
| AMC | Buy | AMC ENTMT HLDGS INC | $511,000 | +25.2% | 18,240 | +7.4% | 0.37% | +22.8% |
| LDOS | Buy | LEIDOS HLDGS INC | $510,000 | +9.7% | 10,126 | +22.5% | 0.36% | +7.7% |
| AEO | Buy | AMERICAN EAGLE OUTFITTERS NE | $510,000 | +9.7% | 30,581 | +2.0% | 0.36% | +7.7% |
| BYD | Buy | BOYD GAMING CORP | $506,000 | +18.8% | 24,480 | +14.3% | 0.36% | +16.4% |
| KBR | Buy | KBR INC | $506,000 | +27.8% | 32,700 | +39.7% | 0.36% | +25.3% |
| WEN | Buy | WENDYS CO | $501,000 | +5.0% | 46,005 | +3.9% | 0.36% | +2.9% |
| UFPI | Buy | UNIVERSAL FST PRODS INC | $499,000 | +27.9% | 5,820 | +2.1% | 0.36% | +25.3% |
| PLD | Buy | PROLOGIS INC | $499,000 | +1620.7% | 11,297 | +1568.7% | 0.36% | +1600.0% |
| DDS | Buy | DILLARDS INCcl a | $498,000 | +2065.2% | 5,869 | +1581.7% | 0.36% | +1994.1% |
| SAIC | Buy | SCIENCE APPLICATNS INTL CP N | $496,000 | +19.5% | 9,300 | +2.6% | 0.36% | +17.2% |
| CMC | Sell | COMMERCIAL METALS CO | $488,000 | +19.0% | 28,740 | -4.0% | 0.35% | +16.7% |
| ARW | Sell | ARROW ELECTRS INC | $487,000 | +10.2% | 7,566 | -7.3% | 0.35% | +7.7% |
| DKS | Sell | DICKS SPORTING GOODS INC | $485,000 | +22.8% | 10,380 | -7.0% | 0.35% | +20.5% |
| MGLN | New | MAGELLAN HEALTH INC | $485,000 | – | 7,140 | +100.0% | 0.35% | – |
| FSLR | Buy | FIRST SOLAR INC | $483,000 | +866.0% | 7,054 | +835.5% | 0.35% | +861.1% |
| OC | Buy | OWENS CORNING NEW | $483,000 | +5.5% | 10,224 | +4.9% | 0.35% | +3.6% |
| PHM | Buy | PULTE GROUP INC | $482,000 | +11.3% | 25,782 | +6.2% | 0.34% | +9.2% |
| ENR | Buy | ENERGIZER HLDGS INC NEW | $479,000 | +1268.6% | 11,822 | +1056.8% | 0.34% | +1219.2% |
| SPLS | Buy | STAPLES INC | $477,000 | +38.7% | 43,258 | +19.2% | 0.34% | +35.9% |
| PF | Sell | PINNACLE FOODS INC DEL | $477,000 | +0.2% | 10,676 | -4.8% | 0.34% | -1.7% |
| CBRL | Buy | CRACKER BARREL OLD CTRY STOR | $474,000 | +1592.9% | 3,103 | +1291.5% | 0.34% | +1595.0% |
| BRCD | Sell | BROCADE COMMUNICATIONS SYS I | $472,000 | +9.0% | 44,652 | -5.3% | 0.34% | +7.0% |
| ANF | New | ABERCROMBIE & FITCH COcl a | $473,000 | – | 15,000 | +100.0% | 0.34% | – |
| KAR | Buy | KAR AUCTION SVCS INC | $473,000 | +1719.2% | 12,412 | +1643.3% | 0.34% | +1678.9% |
| CST | New | CST BRANDS INC | $473,000 | – | 12,360 | +100.0% | 0.34% | – |
| AIR | New | AAR CORP | $472,000 | – | 20,280 | +100.0% | 0.34% | – |
| TTWO | Sell | TAKE-TWO INTERACTIVE SOFTWAR | $469,000 | +2.6% | 12,452 | -5.0% | 0.34% | +0.9% |
| ACM | New | AECOM | $469,000 | – | 15,240 | +100.0% | 0.34% | – |
| AEGN | Buy | AEGION CORP | $468,000 | +19.1% | 22,200 | +9.1% | 0.34% | +16.7% |
| SCG | Buy | SCANA CORP NEW | $468,000 | +1164.9% | 6,678 | +980.6% | 0.34% | +1140.7% |
| KSS | Sell | KOHLS CORP | $467,000 | -3.9% | 10,017 | -1.8% | 0.33% | -5.9% |
| FMER | Sell | FIRSTMERIT CORP | $465,000 | +11.5% | 22,069 | -1.3% | 0.33% | +9.5% |
| GM | Buy | GENERAL MTRS CO | $466,000 | +6.6% | 14,836 | +15.4% | 0.33% | +4.4% |
| TRN | Buy | TRINITY INDS INC | $466,000 | +9.1% | 25,449 | +43.2% | 0.33% | +6.7% |
| KMT | Buy | KENNAMETAL INC | $466,000 | +51.8% | 20,708 | +29.7% | 0.33% | +48.7% |
| VSTO | Buy | VISTA OUTDOOR INC | $463,000 | +1393.5% | 8,910 | +1191.3% | 0.33% | +1339.1% |
| HBAN | Buy | HUNTINGTON BANCSHARES INC | $462,000 | +5.2% | 48,415 | +21.9% | 0.33% | +3.4% |
| AGCO | Sell | AGCO CORP | $460,000 | +5.5% | 9,252 | -3.7% | 0.33% | +3.5% |
| PLCM | New | POLYCOM INC | $460,000 | – | 41,280 | +100.0% | 0.33% | – |
| IDA | Sell | IDACORP INC | $458,000 | -4.4% | 6,140 | -12.8% | 0.33% | -6.3% |
| HD | Sell | HOME DEPOT INC | $459,000 | -49.3% | 3,442 | -49.7% | 0.33% | -50.3% |
| LPNT | Buy | LIFEPOINT HEALTH INC | $458,000 | +4480.0% | 6,610 | +4984.6% | 0.33% | +4585.7% |
| LEA | Buy | LEAR CORP | $458,000 | -0.9% | 4,122 | +9.6% | 0.33% | -2.7% |
| SANM | Buy | SANMINA CORPORATION | $457,000 | +18.7% | 19,560 | +4.5% | 0.33% | +16.4% |
| BCO | New | BRINKS CO | $455,000 | – | 13,560 | +100.0% | 0.33% | – |
| JOE | Buy | ST JOE CO | $455,000 | +11.5% | 26,520 | +20.4% | 0.33% | +9.4% |
| HMHC | New | HOUGHTON MIFFLIN HARCOURT CO | $455,000 | – | 22,800 | +100.0% | 0.33% | – |
| GWB | Buy | GREAT WESTN BANCORP INC | $455,000 | +11.2% | 16,680 | +18.3% | 0.33% | +9.4% |
| CACI | Sell | CACI INTL INCcl a | $455,000 | +12.1% | 4,260 | -2.7% | 0.33% | +10.1% |
| MOH | Buy | MOLINA HEALTHCARE INC | $455,000 | +1795.8% | 7,051 | +1703.3% | 0.33% | +1711.1% |
| ETH | New | ETHAN ALLEN INTERIORS INC | $454,000 | – | 14,280 | +100.0% | 0.32% | – |
| PDCO | Buy | PATTERSON COMPANIES INC | $453,000 | +3.7% | 9,730 | +0.6% | 0.32% | +1.6% |
| GCO | Sell | GENESCO INC | $451,000 | -1.3% | 6,240 | -22.4% | 0.32% | -3.0% |
| AZPN | Buy | ASPEN TECHNOLOGY INC | $452,000 | +1514.3% | 12,512 | +1563.8% | 0.32% | +1515.0% |
| EQC | Sell | EQUITY COMWLTH COMsh ben int | $452,000 | -1.7% | 16,001 | -3.6% | 0.32% | -3.9% |
| TTEK | Sell | TETRA TECH INC NEW | $451,000 | +8.2% | 15,120 | -5.6% | 0.32% | +6.2% |
| DST | Buy | DST SYS INC DEL | $449,000 | +3.5% | 3,981 | +4.7% | 0.32% | +1.3% |
| SSD | New | SIMPSON MANUFACTURING CO INC | $449,000 | – | 11,760 | +100.0% | 0.32% | – |
| EE | Sell | EL PASO ELEC CO | $449,000 | +4.4% | 9,780 | -12.4% | 0.32% | +2.2% |
| WNC | Sell | WABASH NATL CORP | $446,000 | +10.9% | 33,780 | -0.7% | 0.32% | +8.9% |
| MAN | Buy | MANPOWERGROUP INC | $445,000 | +3.5% | 5,462 | +7.1% | 0.32% | +1.3% |
| NEWM | New | NEW MEDIA INVT GROUP INC | $445,000 | – | 26,760 | +100.0% | 0.32% | – |
| TKR | Sell | TIMKEN CO | $444,000 | +14.1% | 13,260 | -2.6% | 0.32% | +12.0% |
| CBT | Sell | CABOT CORP | $444,000 | +4.0% | 9,180 | -12.1% | 0.32% | +1.9% |
| KALU | KAISER ALUMINUM CORP | $441,000 | +0.9% | 5,220 | 0.0% | 0.32% | -0.9% | |
| TSRA | Buy | TESSERA TECHNOLOGIES INC | $441,000 | +8.9% | 14,220 | +5.3% | 0.32% | +6.8% |
| LHO | Buy | LASALLE HOTEL PPTYS COMsh ben int | $442,000 | +5.0% | 17,445 | +4.3% | 0.32% | +2.9% |
| NSIT | Sell | INSIGHT ENTERPRISES INC | $442,000 | +7.5% | 15,420 | -5.9% | 0.32% | +5.3% |
| FAF | Sell | FIRST AMERN FINL CORP | $441,000 | +0.5% | 11,575 | -5.4% | 0.32% | -1.2% |
| HI | New | HILLENBRAND INC | $440,000 | – | 14,700 | +100.0% | 0.32% | – |
| NYCB | Sell | NEW YORK CMNTY BANCORP INC | $440,000 | -6.8% | 27,674 | -4.4% | 0.32% | -8.4% |
| SEAS | New | SEAWORLD ENTMT INC | $440,000 | – | 20,880 | +100.0% | 0.32% | – |
| MUSA | Sell | MURPHY USA INC | $440,000 | -11.5% | 7,167 | -12.5% | 0.32% | -13.2% |
| TCO | Sell | TAUBMAN CTRS INC | $439,000 | -9.9% | 6,166 | -2.8% | 0.31% | -11.5% |
| ISIL | Buy | INTERSIL CORPcl a | $437,000 | +11.8% | 32,700 | +6.7% | 0.31% | +9.8% |
| ORI | Sell | OLD REP INTL CORP | $437,000 | -4.2% | 23,882 | -2.5% | 0.31% | -6.0% |
| INT | Buy | WORLD FUEL SVCS CORP | $438,000 | +8660.0% | 9,018 | +6434.8% | 0.31% | +7725.0% |
| AVT | Buy | AVNET INC | $438,000 | +4.8% | 9,878 | +1.2% | 0.31% | +2.6% |
| LLL | L-3 COMMUNICATIONS HLDGS INC | $436,000 | -0.9% | 3,682 | 0.0% | 0.31% | -2.8% | |
| MDRX | Buy | ALLSCRIPTS HEALTHCARE SOLUTN | $434,000 | -3.1% | 32,820 | +12.8% | 0.31% | -4.9% |
| CPF | New | CENTRAL PAC FINL CORP | $434,000 | – | 19,920 | +100.0% | 0.31% | – |
| SIGI | Sell | SELECTIVE INS GROUP INC | $433,000 | +3.3% | 11,820 | -5.3% | 0.31% | +1.3% |
| NCI | New | NAVIGANT CONSULTING INC | $433,000 | – | 27,360 | +100.0% | 0.31% | – |
| TECD | Sell | TECH DATA CORP | $433,000 | +14.6% | 5,640 | -1.1% | 0.31% | +12.3% |
| FMBI | New | FIRST MIDWEST BANCORP DEL | $432,000 | – | 24,000 | +100.0% | 0.31% | – |
| NFG | Sell | NATIONAL FUEL GAS CO N J | $432,000 | +7.2% | 8,640 | -8.3% | 0.31% | +5.1% |
| JNPR | Buy | JUNIPER NETWORKS INC | $430,000 | +2050.0% | 16,870 | +2211.0% | 0.31% | +1953.3% |
| AVA | Sell | AVISTA CORP | $431,000 | -2.3% | 10,560 | -15.4% | 0.31% | -4.3% |
| SCSC | Sell | SCANSOURCE INC | $429,000 | +15.0% | 10,620 | -8.3% | 0.31% | +12.9% |
| SIX | New | SIX FLAGS ENTMT CORP NEW | $429,000 | – | 7,740 | +100.0% | 0.31% | – |
| THG | New | HANOVER INS GROUP INC | $428,000 | – | 4,740 | +100.0% | 0.31% | – |
| SNV | New | SYNOVUS FINL CORP | $428,000 | – | 14,820 | +100.0% | 0.31% | – |
| SCHL | Buy | SCHOLASTIC CORP | $426,000 | +9.5% | 11,400 | +13.1% | 0.30% | +7.4% |
| LUMN | New | CENTURYLINK INC | $426,000 | – | 13,320 | +100.0% | 0.30% | – |
| BRC | Sell | BRADY CORPcl a | $425,000 | +8.4% | 15,840 | -7.0% | 0.30% | +6.3% |
| ISCA | New | INTERNATIONAL SPEEDWAY CORPcl a | $425,000 | – | 11,520 | +100.0% | 0.30% | – |
| EPC | New | EDGEWELL PERS CARE CO | $425,000 | – | 5,280 | +100.0% | 0.30% | – |
| ACXM | Sell | ACXIOM CORP | $423,000 | +2.2% | 19,740 | -0.3% | 0.30% | +0.3% |
| FNB | New | FNB CORP PA | $422,000 | – | 32,460 | +100.0% | 0.30% | – |
| FULT | Buy | FULTON FINL CORP PA | $421,000 | +6.9% | 31,440 | +3.8% | 0.30% | +4.5% |
| EME | New | EMCOR GROUP INC | $420,000 | – | 8,640 | +100.0% | 0.30% | – |
| MBFI | New | MB FINANCIAL INC NEW | $419,000 | – | 12,900 | +100.0% | 0.30% | – |
| AJRD | New | AEROJET ROCKETDYNE HLDGS INC | $419,000 | – | 25,560 | +100.0% | 0.30% | – |
| WAFD | Buy | WASHINGTON FED INC | $420,000 | +5.3% | 18,540 | +10.8% | 0.30% | +3.1% |
| SBH | New | SALLY BEAUTY HLDGS INC | $418,000 | – | 12,900 | +100.0% | 0.30% | – |
| INCR | New | INC RESH HLDGS INCcl a | $418,000 | – | 10,140 | +100.0% | 0.30% | – |
| OGS | Sell | ONE GAS INC | $418,000 | -8.1% | 6,840 | -24.5% | 0.30% | -9.9% |
| UNF | Sell | UNIFIRST CORP MASS | $412,000 | -3.1% | 3,780 | -7.4% | 0.30% | -4.8% |
| FCN | Sell | FTI CONSULTING INC | $411,000 | +1.2% | 11,580 | -1.0% | 0.29% | -0.7% |
| CHSP | New | CHESAPEAKE LODGING TRsh ben int | $410,000 | – | 15,480 | +100.0% | 0.29% | – |
| NWN | Sell | NORTHWEST NAT GAS CO | $410,000 | -9.9% | 7,620 | -15.3% | 0.29% | -11.7% |
| FNF | New | FIDELITY NATIONAL FINANCIAL FN | $409,000 | – | 12,060 | +100.0% | 0.29% | – |
| AIN | New | ALBANY INTL CORPcl a | $410,000 | – | 10,920 | +100.0% | 0.29% | – |
| IIVI | New | II VI INC | $408,000 | – | 18,780 | +100.0% | 0.29% | – |
| LNCE | Buy | SNYDERS-LANCE INC | $406,000 | +5.5% | 12,900 | +15.0% | 0.29% | +3.2% |
| TTMI | New | TTM TECHNOLOGIES INC | $405,000 | – | 60,900 | +100.0% | 0.29% | – |
| SYKE | Sell | SYKES ENTERPRISES INC | $406,000 | -6.5% | 13,440 | -4.7% | 0.29% | -8.5% |
| NTGR | NETGEAR INC | $405,000 | -3.6% | 10,020 | 0.0% | 0.29% | -5.2% | |
| CTB | Buy | COOPER TIRE & RUBR CO | $404,000 | +0.5% | 10,920 | +2.8% | 0.29% | -1.4% |
| ARI | New | APOLLO COML REAL EST FIN INC | $398,000 | – | 24,420 | +100.0% | 0.28% | – |
| CHMT | Buy | CHEMTURA CORP | $398,000 | +3.4% | 15,060 | +6.8% | 0.28% | +1.4% |
| FCS | Sell | FAIRCHILD SEMICONDUCTOR INTL | $397,000 | -13.1% | 19,860 | -10.1% | 0.28% | -14.7% |
| KAMN | New | KAMAN CORP | $397,000 | – | 9,300 | +100.0% | 0.28% | – |
| ROL | New | ROLLINS INC | $395,000 | – | 14,580 | +100.0% | 0.28% | – |
| JBL | Buy | JABIL CIRCUIT INC | $396,000 | -8.3% | 20,568 | +11.0% | 0.28% | -10.2% |
| GLW | Sell | CORNING INC | $394,000 | -48.2% | 18,857 | -54.7% | 0.28% | -49.2% |
| GE | Sell | GENERAL ELECTRIC CO | $390,000 | 0.0% | 12,271 | -1.9% | 0.28% | -2.1% |
| HWC | New | HANCOCK HLDG CO | $388,000 | – | 16,920 | +100.0% | 0.28% | – |
| CREE | New | CREE INC | $381,000 | – | 13,080 | +100.0% | 0.27% | – |
| FL | Sell | FOOT LOCKER INC | $379,000 | -12.5% | 5,880 | -11.7% | 0.27% | -14.2% |
| MCD | Buy | MCDONALDS CORP | $377,000 | +28.7% | 2,996 | +21.0% | 0.27% | +26.2% |
| EAT | New | BRINKER INTL INC | $378,000 | – | 8,220 | +100.0% | 0.27% | – |
| JPM | Sell | JPMORGAN CHASE & CO | $366,000 | -10.3% | 6,173 | -0.1% | 0.26% | -12.1% |
| XOM | Sell | EXXON MOBIL CORP | $355,000 | -52.9% | 4,252 | -56.1% | 0.25% | -53.8% |
| T | Sell | AT&T INC | $354,000 | +11.0% | 9,044 | -2.4% | 0.25% | +8.6% |
| PG | Sell | PROCTER & GAMBLE CO | $346,000 | +0.6% | 4,209 | -2.9% | 0.25% | -1.2% |
| SSP | Buy | SCRIPPS E W CO OHIOcl a new | $346,000 | -11.1% | 22,200 | +8.5% | 0.25% | -12.7% |
| BMY | Sell | BRISTOL MYERS SQUIBB CO | $345,000 | -9.9% | 5,394 | -3.1% | 0.25% | -11.5% |
| MSFT | Sell | MICROSOFT CORP | $336,000 | -2.9% | 6,085 | -2.6% | 0.24% | -4.8% |
| DFODQ | New | DEAN FOODS CO NEW | $336,000 | – | 19,380 | +100.0% | 0.24% | – |
| DIS | Sell | DISNEY WALT CO | $319,000 | -5.9% | 3,211 | -0.4% | 0.23% | -7.7% |
| NOC | Sell | NORTHROP GRUMMAN CORP | $311,000 | +0.6% | 1,571 | -3.9% | 0.22% | -0.9% |
| PEP | Sell | PEPSICO INC | $310,000 | -0.3% | 3,029 | -2.8% | 0.22% | -2.2% |
| KMB | Sell | KIMBERLY CLARK CORP | $307,000 | -0.3% | 2,285 | -5.6% | 0.22% | -2.2% |
| WFC | Sell | WELLS FARGO & CO NEW | $306,000 | -11.0% | 6,321 | -0.3% | 0.22% | -12.7% |
| WMT | Sell | WAL-MART STORES INC | $304,000 | +10.5% | 4,437 | -1.0% | 0.22% | +8.5% |
| ABBV | Sell | ABBVIE INC | $304,000 | -5.6% | 5,324 | -2.1% | 0.22% | -7.2% |
| KO | Sell | COCA COLA CO | $303,000 | +4.5% | 6,532 | -3.1% | 0.22% | +2.4% |
| ITW | Sell | ILLINOIS TOOL WKS INC | $300,000 | +6.4% | 2,931 | -3.6% | 0.22% | +4.4% |
| PYPL | Sell | PAYPAL HLDGS INC | $299,000 | +3.8% | 7,741 | -2.7% | 0.21% | +1.9% |
| JNJ | Sell | JOHNSON & JOHNSON | $298,000 | +2.4% | 2,755 | -2.9% | 0.21% | +0.5% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $294,000 | +5.4% | 4,809 | -2.8% | 0.21% | +2.9% |
| INTC | Sell | INTEL CORP | $272,000 | -6.2% | 8,393 | -0.3% | 0.20% | -8.0% |
| PX | Sell | PRAXAIR INC | $270,000 | +11.6% | 2,361 | -0.0% | 0.19% | +9.0% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $268,000 | +4.7% | 2,083 | -4.2% | 0.19% | +2.7% |
| USB | Sell | US BANCORP DEL | $265,000 | -5.0% | 6,520 | -0.2% | 0.19% | -6.9% |
| PSX | Sell | PHILLIPS 66 | $264,000 | +5.2% | 3,051 | -0.6% | 0.19% | +3.3% |
| DHR | Sell | DANAHER CORP DEL | $264,000 | 0.0% | 2,785 | -1.8% | 0.19% | -2.1% |
| MRK | Buy | MERCK & CO INC NEW | $261,000 | +0.8% | 4,941 | +0.9% | 0.19% | -1.1% |
| LMT | Sell | LOCKHEED MARTIN CORP | $258,000 | -1.1% | 1,166 | -3.1% | 0.18% | -2.6% |
| GD | Sell | GENERAL DYNAMICS CORP | $258,000 | -62.3% | 1,963 | -60.6% | 0.18% | -63.0% |
| PNC | Buy | PNC FINL SVCS GROUP INC | $258,000 | +122.4% | 3,048 | +150.5% | 0.18% | +117.6% |
| GIS | Sell | GENERAL MLS INC | $259,000 | +7.9% | 4,087 | -1.6% | 0.18% | +5.7% |
| SYK | Sell | STRYKER CORP | $258,000 | +11.2% | 2,401 | -4.0% | 0.18% | +9.5% |
| CVX | Sell | CHEVRON CORP NEW | $257,000 | +5.8% | 2,691 | -0.2% | 0.18% | +4.0% |
| AMZN | Sell | AMAZON COM INC | $256,000 | -13.5% | 432 | -1.4% | 0.18% | -15.3% |
| PFE | Sell | PFIZER INC | $255,000 | -8.3% | 8,602 | -0.2% | 0.18% | -10.3% |
| ED | Sell | CONSOLIDATED EDISON INC | $254,000 | -61.9% | 3,315 | -68.1% | 0.18% | -62.6% |
| CA | Sell | CA INC | $255,000 | +6.2% | 8,280 | -1.6% | 0.18% | +4.0% |
| TXN | Sell | TEXAS INSTRS INC | $253,000 | +4.5% | 4,399 | -0.5% | 0.18% | +2.3% |
| PSA | Sell | PUBLIC STORAGE | $251,000 | +5.5% | 911 | -5.2% | 0.18% | +3.4% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $251,000 | +11.6% | 4,645 | -4.5% | 0.18% | +9.8% |
| BXLT | Sell | BAXALTA INC | $243,000 | +3.4% | 6,008 | -0.1% | 0.17% | +1.8% |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $240,000 | -10.8% | 5,977 | -0.4% | 0.17% | -12.2% |
| APD | Sell | AIR PRODS & CHEMS INC | $237,000 | +5.8% | 1,646 | -4.4% | 0.17% | +4.3% |
| ANTM | Sell | ANTHEM INC | $232,000 | -66.9% | 1,671 | -66.8% | 0.17% | -67.6% |
| ADP | Sell | AUTOMATIC DATA PROCESSING IN | $231,000 | -0.4% | 2,575 | -6.0% | 0.16% | -2.4% |
| AAPL | Sell | APPLE INC | $229,000 | +3.2% | 2,101 | -0.3% | 0.16% | +1.2% |
| UTX | Sell | UNITED TECHNOLOGIES CORP | $227,000 | +3.7% | 2,267 | -0.7% | 0.16% | +1.2% |
| PEG | Sell | PUBLIC SVC ENTERPRISE GROUP | $226,000 | +17.7% | 4,799 | -3.5% | 0.16% | +15.7% |
| EMR | Sell | EMERSON ELEC CO | $224,000 | +13.1% | 4,124 | -0.5% | 0.16% | +11.1% |
| BDX | Sell | BECTON DICKINSON & CO | $223,000 | -3.9% | 1,469 | -2.3% | 0.16% | -5.3% |
| NKE | Sell | NIKE INCcl b | $222,000 | -8.3% | 3,605 | -6.8% | 0.16% | -10.2% |
| MMM | Sell | 3M CO | $221,000 | +2.8% | 1,324 | -7.2% | 0.16% | +0.6% |
| SHW | Buy | SHERWIN WILLIAMS CO | $218,000 | +626.7% | 765 | +565.2% | 0.16% | +609.1% |
| SYY | Sell | SYSCO CORP | $217,000 | +7.4% | 4,653 | -5.6% | 0.16% | +5.4% |
| COST | Sell | COSTCO WHSL CORP NEW | $217,000 | -4.4% | 1,376 | -2.0% | 0.16% | -6.6% |
| TMO | Sell | THERMO FISHER SCIENTIFIC INC | $214,000 | -2.3% | 1,514 | -2.0% | 0.15% | -4.4% |
| KHC | Sell | KRAFT HEINZ CO | $214,000 | +1.9% | 2,724 | -5.6% | 0.15% | 0.0% |
| NEE | Sell | NEXTERA ENERGY INC | $212,000 | +11.6% | 1,793 | -2.1% | 0.15% | +9.4% |
| ORCL | Sell | ORACLE CORP | $213,000 | +10.9% | 5,202 | -1.2% | 0.15% | +8.6% |
| FISV | Sell | FISERV INC | $212,000 | +5.5% | 2,068 | -5.8% | 0.15% | +3.4% |
| LOW | Sell | LOWES COS INC | $211,000 | -0.9% | 2,788 | -0.6% | 0.15% | -2.6% |
| WBA | Sell | WALGREENS BOOTS ALLIANCE INC | $209,000 | -2.3% | 2,483 | -1.2% | 0.15% | -3.8% |
| ALL | Sell | ALLSTATE CORP | $210,000 | +7.1% | 3,118 | -1.2% | 0.15% | +4.9% |
| AEP | Sell | AMERICAN ELEC PWR INC | $208,000 | +7.8% | 3,139 | -5.2% | 0.15% | +5.7% |
| CAH | Sell | CARDINAL HEALTH INC | $207,000 | -9.2% | 2,525 | -1.0% | 0.15% | -10.8% |
| STT | Buy | STATE STR CORP | $206,000 | -10.8% | 3,512 | +0.9% | 0.15% | -13.0% |
| BLK | Sell | BLACKROCK INC | $204,000 | 0.0% | 598 | -0.3% | 0.15% | -2.0% |
| WDC | Buy | WESTERN DIGITAL CORP | $204,000 | -20.0% | 4,312 | +1.7% | 0.15% | -21.5% |
| CSCO | Sell | CISCO SYS INC | $202,000 | +0.5% | 7,086 | -4.5% | 0.14% | -1.4% |
| CL | Sell | COLGATE PALMOLIVE CO | $203,000 | +1.0% | 2,868 | -4.8% | 0.14% | -1.4% |
| JCI | Buy | JOHNSON CTLS INC | $203,000 | -1.0% | 5,208 | +0.2% | 0.14% | -3.3% |
| V | Sell | VISA INC COMcl a | $203,000 | -2.4% | 2,649 | -1.2% | 0.14% | -4.6% |
| NSC | Buy | NORFOLK SOUTHERN CORP | $201,000 | -0.5% | 2,411 | +1.0% | 0.14% | -2.0% |
| BK | Buy | BANK NEW YORK MELLON CORP | $201,000 | -10.7% | 5,465 | +0.3% | 0.14% | -12.2% |
| AFL | Sell | AFLAC INC | $200,000 | +3.6% | 3,165 | -2.0% | 0.14% | +1.4% |
| HON | Sell | HONEYWELL INTL INC | $200,000 | +3.1% | 1,785 | -4.8% | 0.14% | +0.7% |
| COP | Buy | CONOCOPHILLIPS | $199,000 | -11.6% | 4,935 | +2.3% | 0.14% | -13.4% |
| IBM | INTERNATIONAL BUSINESS MACHS | $198,000 | +10.0% | 1,309 | 0.0% | 0.14% | +8.4% | |
| SRE | Sell | SEMPRA ENERGY | $199,000 | +9.9% | 1,911 | -0.5% | 0.14% | +7.6% |
| UPS | Sell | UNITED PARCEL SERVICE INCcl b | $198,000 | +8.2% | 1,875 | -1.3% | 0.14% | +6.0% |
| AZO | Sell | AUTOZONE INC | $196,000 | +5.9% | 246 | -1.6% | 0.14% | +3.7% |
| AMGN | Sell | AMGEN INC | $195,000 | -10.6% | 1,301 | -3.3% | 0.14% | -11.9% |
| PAYX | Sell | PAYCHEX INC | $194,000 | +1.6% | 3,584 | -0.7% | 0.14% | 0.0% |
| K | Sell | KELLOGG CO | $193,000 | +2.7% | 2,522 | -3.3% | 0.14% | +0.7% |
| EMC | Sell | E M C CORP MASS | $193,000 | +2.1% | 7,248 | -1.5% | 0.14% | 0.0% |
| ISRG | Sell | INTUITIVE SURGICAL INC | $191,000 | +1.6% | 317 | -7.8% | 0.14% | 0.0% |
| UNP | Buy | UNION PAC CORP | $192,000 | +1.6% | 2,418 | +0.2% | 0.14% | -0.7% |
| FDX | Sell | FEDEX CORP | $190,000 | +8.6% | 1,169 | -0.3% | 0.14% | +6.2% |
| TROW | Sell | PRICE T ROWE GROUP INC | $185,000 | +2.8% | 2,518 | -0.2% | 0.13% | +0.8% |
| CELG | Sell | CELGENE CORP | $183,000 | -17.9% | 1,831 | -1.6% | 0.13% | -19.6% |
| WM | Sell | WASTE MGMT INC DEL | $182,000 | +8.3% | 3,079 | -2.4% | 0.13% | +5.7% |
| MTB | Sell | M & T BK CORP | $182,000 | -8.5% | 1,639 | -0.3% | 0.13% | -10.3% |
| AMAT | Sell | APPLIED MATLS INC | $178,000 | +13.4% | 8,394 | -0.2% | 0.13% | +10.4% |
| ZBH | Sell | ZIMMER BIOMET HLDGS INC | $178,000 | +2.9% | 1,674 | -0.5% | 0.13% | +0.8% |
| ABT | Sell | ABBOTT LABS | $174,000 | -7.4% | 4,170 | -0.1% | 0.12% | -9.5% |
| SPG | Buy | SIMON PPTY GROUP INC NEW | $174,000 | +8.1% | 839 | +1.2% | 0.12% | +6.0% |
| BHI | Sell | BAKER HUGHES INC | $173,000 | -5.5% | 3,957 | -0.1% | 0.12% | -7.5% |
| GOOGL | New | ALPHABET INC CAP STKcl a | $172,000 | – | 225 | +100.0% | 0.12% | – |
| BEN | Buy | FRANKLIN RES INC | $171,000 | +8.2% | 4,367 | +1.6% | 0.12% | +6.1% |
| BAX | Sell | BAXTER INTL INC | $171,000 | +7.5% | 4,160 | -0.0% | 0.12% | +5.2% |
| GOOG | New | ALPHABET INC CAP STKcl c | $168,000 | – | 225 | +100.0% | 0.12% | – |
| ROST | New | ROSS STORES INC | $168,000 | – | 2,896 | +100.0% | 0.12% | – |
| SBUX | Sell | STARBUCKS CORP | $167,000 | -3.5% | 2,803 | -2.6% | 0.12% | -5.6% |
| XEL | Sell | XCEL ENERGY INC | $167,000 | +14.4% | 4,002 | -1.4% | 0.12% | +11.2% |
| MPC | Buy | MARATHON PETE CORP | $161,000 | -28.1% | 4,334 | +0.5% | 0.12% | -29.4% |
| DG | Buy | DOLLAR GEN CORP NEW | $161,000 | +1363.6% | 1,875 | +1079.2% | 0.12% | +1337.5% |
| LLY | Sell | LILLY ELI & CO | $155,000 | -15.8% | 2,150 | -1.3% | 0.11% | -17.2% |
| MA | Sell | MASTERCARD INCcl a | $149,000 | -3.9% | 1,580 | -0.4% | 0.11% | -5.3% |
| AXP | Buy | AMERICAN EXPRESS CO | $149,000 | -10.8% | 2,430 | +1.4% | 0.11% | -12.3% |
| REGN | Buy | REGENERON PHARMACEUTICALS | $148,000 | -29.2% | 410 | +6.5% | 0.11% | -30.7% |
| NTRS | Buy | NORTHERN TR CORP | $147,000 | -9.3% | 2,261 | +0.4% | 0.10% | -11.0% |
| TWX | Sell | TIME WARNER INC | $143,000 | +10.9% | 1,967 | -1.3% | 0.10% | +8.5% |
| MET | Buy | METLIFE INC | $141,000 | -7.2% | 3,213 | +2.0% | 0.10% | -9.0% |
| GS | GOLDMAN SACHS GROUP INC | $131,000 | -12.7% | 834 | 0.0% | 0.09% | -13.8% | |
| QCOM | Buy | QUALCOMM INC | $128,000 | +2.4% | 2,504 | +0.5% | 0.09% | +1.1% |
| CAG | New | CONAGRA FOODS INC | $129,000 | – | 2,881 | +100.0% | 0.09% | – |
| HAL | Sell | HALLIBURTON CO | $127,000 | +5.0% | 3,551 | -0.2% | 0.09% | +3.4% |
| EBAY | Buy | EBAY INC | $123,000 | -10.9% | 5,153 | +2.5% | 0.09% | -12.9% |
| XRX | XEROX CORP | $114,000 | +5.6% | 10,171 | 0.0% | 0.08% | +3.8% | |
| CERN | Buy | CERNER CORP | $107,000 | -9.3% | 2,017 | +2.5% | 0.08% | -10.5% |
| ESRX | Sell | EXPRESS SCRIPTS HLDG CO | $104,000 | -81.8% | 1,521 | -76.7% | 0.07% | -82.2% |
| RTN | RAYTHEON CO | $78,000 | -1.3% | 636 | 0.0% | 0.06% | -3.4% | |
| FB | FACEBOOK INCcl a | $78,000 | +8.3% | 687 | 0.0% | 0.06% | +5.7% | |
| HPQ | HP INC | $77,000 | +4.1% | 6,220 | 0.0% | 0.06% | +1.9% | |
| TJX | TJX COS INC NEW | $76,000 | +10.1% | 972 | 0.0% | 0.05% | +8.0% | |
| HPE | HEWLETT PACKARD ENTERPRISE C | $74,000 | +17.5% | 4,154 | 0.0% | 0.05% | +15.2% | |
| CDK | CDK GLOBAL INC | $74,000 | -2.6% | 1,591 | 0.0% | 0.05% | -3.6% | |
| KR | Sell | KROGER CO | $72,000 | -87.2% | 1,892 | -86.0% | 0.05% | -87.4% |
| TMUS | T MOBILE US INC | $72,000 | -2.7% | 1,892 | 0.0% | 0.05% | -3.7% | |
| PM | PHILIP MORRIS INTL INC | $71,000 | +12.7% | 719 | 0.0% | 0.05% | +10.9% | |
| CRM | SALESFORCE COM INC | $70,000 | -5.4% | 947 | 0.0% | 0.05% | -7.4% | |
| ATVI | ACTIVISION BLIZZARD INC | $70,000 | -12.5% | 2,065 | 0.0% | 0.05% | -13.8% | |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIOcl a | $68,000 | +4.6% | 1,086 | 0.0% | 0.05% | +4.3% | |
| EA | ELECTRONIC ARTS INC | $67,000 | -4.3% | 1,021 | 0.0% | 0.05% | -5.9% | |
| RAI | REYNOLDS AMERICAN INC | $66,000 | +8.2% | 1,311 | 0.0% | 0.05% | +4.4% | |
| CINF | Sell | CINCINNATI FINL CORP | $62,000 | -87.1% | 949 | -88.3% | 0.04% | -87.4% |
| RWO | SPDR INDEX SHS FDS DJ GLB RL Eetf | $59,000 | +5.4% | 1,203 | 0.0% | 0.04% | +2.4% | |
| GPS | GAP INC DEL | $58,000 | +18.4% | 1,987 | 0.0% | 0.04% | +13.9% | |
| OMC | OMNICOM GROUP INC | $52,000 | +10.6% | 625 | 0.0% | 0.04% | +8.8% | |
| VFC | V F CORP | $50,000 | +4.2% | 776 | 0.0% | 0.04% | +2.9% | |
| ETN | EATON CORP PLC | $51,000 | +18.6% | 819 | 0.0% | 0.04% | +16.1% | |
| INGR | Sell | INGREDION INC | $50,000 | -89.5% | 466 | -90.6% | 0.04% | -89.6% |
| MO | ALTRIA GROUP INC | $49,000 | +6.5% | 783 | 0.0% | 0.04% | +2.9% | |
| CSC | COMPUTER SCIENCES CORP | $47,000 | +4.4% | 1,366 | 0.0% | 0.03% | +3.0% | |
| NVDA | NVIDIA CORP | $48,000 | +9.1% | 1,339 | 0.0% | 0.03% | +6.2% | |
| CCL | CARNIVAL CORPpaired ctf | $47,000 | -4.1% | 892 | 0.0% | 0.03% | -5.6% | |
| ARG | AIRGAS INC | $44,000 | +2.3% | 311 | 0.0% | 0.03% | 0.0% | |
| NDAQ | Sell | NASDAQ INC | $43,000 | -90.6% | 642 | -91.8% | 0.03% | -90.7% |
| PNW | Sell | PINNACLE WEST CAP CORP | $44,000 | -90.8% | 591 | -92.0% | 0.03% | -91.1% |
| ES | EVERSOURCE ENERGY | $43,000 | +16.2% | 731 | 0.0% | 0.03% | +14.8% | |
| VAL | VALSPAR CORP | $42,000 | +27.3% | 395 | 0.0% | 0.03% | +25.0% | |
| AEE | Sell | AMEREN CORP | $42,000 | -90.8% | 845 | -92.0% | 0.03% | -91.0% |
| CSX | CSX CORP | $42,000 | 0.0% | 1,630 | 0.0% | 0.03% | -3.2% | |
| BRKR | BRUKER CORP | $41,000 | +17.1% | 1,447 | 0.0% | 0.03% | +11.5% | |
| CME | CME GROUP INC | $41,000 | +5.1% | 431 | 0.0% | 0.03% | +3.6% | |
| BRKB | BERKSHIRE HATHAWAY INC DELcl b new | $40,000 | +8.1% | 283 | 0.0% | 0.03% | +7.4% | |
| IP | INTL PAPER CO | $39,000 | +8.3% | 959 | 0.0% | 0.03% | +7.7% | |
| CVC | CABLEVISION SYS CORPcl a ny cablvs | $39,000 | +2.6% | 1,191 | 0.0% | 0.03% | 0.0% | |
| PBF | Sell | PBF ENERGY INCcl a | $38,000 | -91.7% | 1,143 | -90.8% | 0.03% | -91.9% |
| DPS | DR PEPPER SNAPPLE GROUP INC | $38,000 | -5.0% | 429 | 0.0% | 0.03% | -6.9% | |
| EPR | Sell | EPR PPTYS COMsh ben int | $36,000 | -92.5% | 533 | -93.5% | 0.03% | -92.6% |
| WOOF | VCA INC | $37,000 | +2.8% | 646 | 0.0% | 0.03% | 0.0% | |
| DRI | Sell | DARDEN RESTAURANTS INC | $36,000 | -93.3% | 550 | -93.5% | 0.03% | -93.3% |
| CSRA | CSRA INC | $37,000 | -9.8% | 1,366 | 0.0% | 0.03% | -13.3% | |
| BMS | BEMIS INC | $36,000 | +16.1% | 702 | 0.0% | 0.03% | +13.0% | |
| IPG | INTERPUBLIC GROUP COS INC | $36,000 | -2.7% | 1,574 | 0.0% | 0.03% | -3.7% | |
| SSS | SOVRAN SELF STORAGE INC | $35,000 | +9.4% | 299 | 0.0% | 0.02% | +8.7% | |
| CW | Sell | CURTISS WRIGHT CORP | $35,000 | -92.2% | 457 | -93.1% | 0.02% | -92.4% |
| JNS | Sell | JANUS CAP GROUP INC | $35,000 | -91.7% | 2,397 | -92.0% | 0.02% | -91.9% |
| AET | AETNA INC NEW | $35,000 | +2.9% | 310 | 0.0% | 0.02% | 0.0% | |
| J | JACOBS ENGR GROUP INC DEL | $33,000 | +3.1% | 759 | 0.0% | 0.02% | +4.3% | |
| VRTX | VERTEX PHARMACEUTICALS INC | $33,000 | -36.5% | 412 | 0.0% | 0.02% | -36.8% | |
| BAH | BOOZ ALLEN HAMILTON HLDG CORcl a | $33,000 | -2.9% | 1,098 | 0.0% | 0.02% | -4.0% | |
| HCA | HCA HOLDINGS INC | $34,000 | +17.2% | 435 | 0.0% | 0.02% | +14.3% | |
| BR | BROADRIDGE FINL SOLUTIONS IN | $33,000 | +10.0% | 552 | 0.0% | 0.02% | +9.1% | |
| WRB | Sell | BERKLEY W R CORP | $33,000 | -93.0% | 583 | -93.2% | 0.02% | -93.0% |
| TDS | Sell | TELEPHONE & DATA SYS INC | $33,000 | -92.2% | 1,112 | -93.2% | 0.02% | -92.2% |
| A | AGILENT TECHNOLOGIES INC | $33,000 | -5.7% | 826 | 0.0% | 0.02% | -7.7% | |
| VWR | VWR CORP | $32,000 | -5.9% | 1,188 | 0.0% | 0.02% | -8.0% | |
| IDTI | INTEGRATED DEVICE TECHNOLOGY | $32,000 | -22.0% | 1,554 | 0.0% | 0.02% | -23.3% | |
| FHI | FEDERATED INVS INC PAcl b | $32,000 | 0.0% | 1,123 | 0.0% | 0.02% | 0.0% | |
| MD | MEDNAX INC | $31,000 | -11.4% | 485 | 0.0% | 0.02% | -15.4% | |
| PPS | Sell | POST PPTYS INC | $30,000 | -93.6% | 506 | -93.6% | 0.02% | -93.8% |
| CE | Sell | CELANESE CORP DEL | $30,000 | -93.2% | 451 | -93.1% | 0.02% | -93.5% |
| Q | QUINTILES TRANSNATIO HLDGS I | $30,000 | -3.2% | 456 | 0.0% | 0.02% | -8.7% | |
| TSO | TESORO CORP | $30,000 | -18.9% | 350 | 0.0% | 0.02% | -22.2% | |
| ALK | ALASKA AIR GROUP INC | $29,000 | 0.0% | 356 | 0.0% | 0.02% | 0.0% | |
| EIX | EDISON INTL | $29,000 | +20.8% | 404 | 0.0% | 0.02% | +16.7% | |
| ATHN | ATHENAHEALTH INC | $29,000 | -14.7% | 211 | 0.0% | 0.02% | -16.0% | |
| HFC | Sell | HOLLYFRONTIER CORP | $29,000 | -92.3% | 815 | -91.4% | 0.02% | -92.4% |
| LEN | LENNAR CORPcl a | $29,000 | -3.3% | 605 | 0.0% | 0.02% | -4.5% | |
| AVB | AVALONBAY CMNTYS INC | $28,000 | +3.7% | 146 | 0.0% | 0.02% | 0.0% | |
| DXCM | Sell | DEXCOM INC | $28,000 | -93.7% | 405 | -92.6% | 0.02% | -93.8% |
| EXPD | EXPEDITORS INTL WASH INC | $28,000 | +7.7% | 566 | 0.0% | 0.02% | +5.3% | |
| NUE | NUCOR CORP | $27,000 | +17.4% | 571 | 0.0% | 0.02% | +11.8% | |
| VRSN | VERISIGN INC | $25,000 | 0.0% | 281 | 0.0% | 0.02% | 0.0% | |
| CBOE | CBOE HLDGS INC | $25,000 | 0.0% | 384 | 0.0% | 0.02% | 0.0% | |
| CPT | CAMDEN PPTY TRsh ben int | $24,000 | +9.1% | 285 | 0.0% | 0.02% | +6.2% | |
| JLL | Sell | JONES LANG LASALLE INC | $22,000 | -95.1% | 185 | -93.5% | 0.02% | -95.2% |
| LUV | SOUTHWEST AIRLS CO | $23,000 | +4.5% | 517 | 0.0% | 0.02% | 0.0% | |
| RPAI | RETAIL PPTYS AMER INCcl a | $22,000 | +4.8% | 1,403 | 0.0% | 0.02% | +6.7% | |
| BOKF | Sell | BOK FINL CORP | $23,000 | -94.3% | 430 | -93.6% | 0.02% | -94.5% |
| BIIB | BIOGEN INC | $22,000 | -15.4% | 86 | 0.0% | 0.02% | -15.8% | |
| HII | HUNTINGTON INGALLS INDS INC | $23,000 | +4.5% | 170 | 0.0% | 0.02% | 0.0% | |
| WNR | Sell | WESTERN REFNG INC | $22,000 | -94.1% | 754 | -92.8% | 0.02% | -94.1% |
| AOS | SMITH A O | $23,000 | 0.0% | 304 | 0.0% | 0.02% | -5.9% | |
| PKG | PACKAGING CORP AMER | $21,000 | -4.5% | 345 | 0.0% | 0.02% | -6.2% | |
| FLS | FLOWSERVE CORP | $21,000 | +5.0% | 481 | 0.0% | 0.02% | 0.0% | |
| HPT | HOSPITALITY PPTYS TR COMsh ben int | $21,000 | 0.0% | 804 | 0.0% | 0.02% | 0.0% | |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | $19,000 | -9.5% | 305 | 0.0% | 0.01% | -6.7% | |
| CTAS | CINTAS CORP | $19,000 | -5.0% | 215 | 0.0% | 0.01% | -6.7% | |
| DD | Sell | DU PONT E I DE NEMOURS & CO | $20,000 | -89.0% | 308 | -88.7% | 0.01% | -89.4% |
| FTR | Sell | FRONTIER COMMUNICATIONS CORP | $18,000 | -95.7% | 3,187 | -96.5% | 0.01% | -95.8% |
| CB | New | CHUBB LIMITED | $18,000 | – | 152 | +100.0% | 0.01% | – |
| SFM | SPROUTS FMRS MKT INC | $18,000 | +5.9% | 627 | 0.0% | 0.01% | +8.3% | |
| RF | Sell | REGIONS FINL CORP NEW | $17,000 | -96.1% | 2,228 | -95.0% | 0.01% | -96.2% |
| RL | RALPH LAUREN CORPcl a | $17,000 | -10.5% | 174 | 0.0% | 0.01% | -14.3% | |
| MCK | MCKESSON CORP | $15,000 | -21.1% | 96 | 0.0% | 0.01% | -21.4% | |
| MMC | MARSH & MCLENNAN COS INC | $16,000 | +6.7% | 267 | 0.0% | 0.01% | 0.0% | |
| IONS | IONIS PHARMACEUTICALS INC | $13,000 | -35.0% | 324 | 0.0% | 0.01% | -40.0% | |
| ADBE | ADOBE SYS INC | $13,000 | 0.0% | 140 | 0.0% | 0.01% | 0.0% | |
| VTI | VANGUARD INDEX FDStotal stk mkt | $11,000 | 0.0% | 109 | 0.0% | 0.01% | 0.0% | |
| DAL | DELTA AIR LINES INC DEL | $11,000 | -8.3% | 234 | 0.0% | 0.01% | -11.1% | |
| TSN | TYSON FOODS INCcl a | $10,000 | +25.0% | 154 | 0.0% | 0.01% | +16.7% | |
| VEU | VANGUARD INTL EQUITY INDEX Fallwrld ex us | $10,000 | 0.0% | 236 | 0.0% | 0.01% | 0.0% | |
| LM | LEGG MASON INC | $10,000 | -16.7% | 300 | 0.0% | 0.01% | -22.2% | |
| SHO | Buy | SUNSTONE HOTEL INVS INC NEW | $8,000 | +14.3% | 556 | +3.0% | 0.01% | +20.0% |
| SUB | ISHARES TR SHRT NAT MUNetf | $9,000 | 0.0% | 87 | 0.0% | 0.01% | -14.3% | |
| DOV | DOVER CORP | $8,000 | 0.0% | 126 | 0.0% | 0.01% | 0.0% | |
| PCG | PG&E CORP | $8,000 | +14.3% | 133 | 0.0% | 0.01% | +20.0% | |
| SHM | New | SPDR SER TRnuvn br sht muni | $9,000 | – | 190 | +100.0% | 0.01% | – |
| BIO | BIO RAD LABS INCcl a | $8,000 | 0.0% | 56 | 0.0% | 0.01% | 0.0% | |
| TIME | TIME INC NEW | $8,000 | 0.0% | 499 | 0.0% | 0.01% | 0.0% | |
| ALSN | ALLISON TRANSMISSION HLDGS I | $8,000 | 0.0% | 299 | 0.0% | 0.01% | 0.0% | |
| WIN | WINDSTREAM HLDGS INC | $9,000 | +12.5% | 1,184 | 0.0% | 0.01% | 0.0% | |
| ADT | THE ADT CORPORATION | $8,000 | +14.3% | 206 | 0.0% | 0.01% | +20.0% | |
| MOS | MOSAIC CO NEW | $7,000 | 0.0% | 260 | 0.0% | 0.01% | 0.0% | |
| RLGY | REALOGY HLDGS CORP | $7,000 | 0.0% | 186 | 0.0% | 0.01% | 0.0% | |
| INTU | INTUIT | $7,000 | +16.7% | 64 | 0.0% | 0.01% | +25.0% | |
| QLIK | QLIK TECHNOLOGIES INC | $7,000 | -12.5% | 253 | 0.0% | 0.01% | -16.7% | |
| STWD | STARWOOD PPTY TR INC | $7,000 | -12.5% | 381 | 0.0% | 0.01% | -16.7% | |
| TOL | TOLL BROTHERS INC | $7,000 | 0.0% | 222 | 0.0% | 0.01% | 0.0% | |
| SO | SOUTHERN CO | $5,000 | +25.0% | 91 | 0.0% | 0.00% | +33.3% | |
| N | NETSUITE INC | $6,000 | -25.0% | 94 | 0.0% | 0.00% | -33.3% | |
| CMA | COMERICA INC | $6,000 | -14.3% | 167 | 0.0% | 0.00% | -20.0% | |
| CSAL | COMMUNICATIONS SALES&LEAS IN | $6,000 | +20.0% | 286 | 0.0% | 0.00% | 0.0% | |
| YUM | YUM BRANDS INC | $6,000 | +20.0% | 69 | 0.0% | 0.00% | 0.0% | |
| PPC | PILGRIMS PRIDE CORP NEW | $3,000 | +50.0% | 105 | 0.0% | 0.00% | +100.0% | |
| M | MACYS INC | $3,000 | +50.0% | 65 | 0.0% | 0.00% | +100.0% | |
| CRC | Buy | CALIFORNIA RES CORP | $3,000 | -40.0% | 2,901 | +39.7% | 0.00% | -50.0% |
| GGP | GENERAL GROWTH PPTYS INC NEW | $3,000 | 0.0% | 97 | 0.0% | 0.00% | 0.0% | |
| POOL | Sell | POOL CORPORATION | $2,000 | -99.5% | 19 | -99.6% | 0.00% | -99.7% |
| FDS | FACTSET RESH SYS INC | $1,000 | 0.0% | 9 | 0.0% | 0.00% | 0.0% | |
| HOG | HARLEY DAVIDSON INC | $1,000 | 0.0% | 25 | 0.0% | 0.00% | 0.0% | |
| HYH | HALYARD HEALTH INC | $2,000 | -33.3% | 87 | 0.0% | 0.00% | -50.0% | |
| ETR | ENTERGY CORP NEW | $2,000 | 0.0% | 23 | 0.0% | 0.00% | 0.0% | |
| WPG | WP GLIMCHER IN | $2,000 | 0.0% | 233 | 0.0% | 0.00% | 0.0% | |
| CC | CHEMOURS CO | $0 | – | 61 | 0.0% | 0.00% | – | |
| RMR | RMR GROUP INCcl a | $0 | – | 12 | 0.0% | 0.00% | – | |
| SHM | Exit | SPDR SERIES TRUSTnuvn br sht muni | $0 | – | -380 | -100.0% | -0.01% | – |
| MAR | Exit | MARRIOTT INTL INC NEWcl a | $0 | – | -1,477 | -100.0% | -0.07% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -2,277 | -100.0% | -0.08% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -1,805 | -100.0% | -0.09% | – |
| MON | Exit | MONSANTO CO NEW | $0 | – | -1,359 | -100.0% | -0.10% | – |
| GOOG | Exit | GOOGLE INCcl c | $0 | – | -231 | -100.0% | -0.13% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -230 | -100.0% | -0.13% | – |
| CB | Exit | CHUBB CORP | $0 | – | -2,009 | -100.0% | -0.19% | – |
| SCS | Exit | STEELCASE INCcl a | $0 | – | -22,260 | -100.0% | -0.24% | – |
| ELNK | Exit | EARTHLINK HLDGS CORP | $0 | – | -47,460 | -100.0% | -0.26% | – |
| HES | Exit | HESS CORP | $0 | – | -7,320 | -100.0% | -0.26% | – |
| RGS | Exit | REGIS CORP MINN | $0 | – | -25,320 | -100.0% | -0.26% | – |
| WIRE | Exit | ENCORE WIRE CORP | $0 | – | -9,960 | -100.0% | -0.27% | – |
| ALJ | Exit | ALON USA ENERGY INC | $0 | – | -25,080 | -100.0% | -0.27% | – |
| STC | Exit | STEWART INFORMATION SVCS COR | $0 | – | -10,200 | -100.0% | -0.28% | – |
| MOGA | Exit | MOOG INCcl a | $0 | – | -6,480 | -100.0% | -0.29% | – |
| DK | Exit | DELEK US HLDGS INC | $0 | – | -16,080 | -100.0% | -0.29% | – |
| TRMK | Exit | TRUSTMARK CORP | $0 | – | -17,220 | -100.0% | -0.29% | – |
| B | Exit | BARNES GROUP INC | $0 | – | -11,280 | -100.0% | -0.29% | – |
| XXIA | Exit | IXIA | $0 | – | -32,340 | -100.0% | -0.29% | – |
| BGGSQ | Exit | BRIGGS & STRATTON CORP | $0 | – | -23,160 | -100.0% | -0.29% | – |
| PAG | Exit | PENSKE AUTOMOTIVE GRP INC | $0 | – | -9,540 | -100.0% | -0.30% | – |
| PRI | Exit | PRIMERICA INC | $0 | – | -8,580 | -100.0% | -0.30% | – |
| FSS | Exit | FEDERAL SIGNAL CORP | $0 | – | -25,800 | -100.0% | -0.30% | – |
| AMED | Exit | AMEDISYS INC | $0 | – | -10,440 | -100.0% | -0.30% | – |
| ELY | Exit | CALLAWAY GOLF CO | $0 | – | -43,680 | -100.0% | -0.30% | – |
| BBCN | Exit | BBCN BANCORP INC | $0 | – | -23,940 | -100.0% | -0.30% | – |
| GNTX | Exit | GENTEX CORP | $0 | – | -25,800 | -100.0% | -0.30% | – |
| IOSP | Exit | INNOSPEC INC | $0 | – | -7,620 | -100.0% | -0.30% | – |
| MANT | Exit | MANTECH INTL CORPcl a | $0 | – | -13,740 | -100.0% | -0.30% | – |
| UGI | Exit | UGI CORP NEW | $0 | – | -12,420 | -100.0% | -0.31% | – |
| ALE | Exit | ALLETE INC | $0 | – | -8,340 | -100.0% | -0.31% | – |
| EGOV | Exit | NIC INC | $0 | – | -21,600 | -100.0% | -0.31% | – |
| OVTI | Exit | OMNIVISION TECHNOLOGIES INC | $0 | – | -15,060 | -100.0% | -0.32% | – |
| GES | Exit | GUESS INC | $0 | – | -23,160 | -100.0% | -0.32% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -6,960 | -100.0% | -0.32% | – |
| CSGS | Exit | CSG SYS INTL INC | $0 | – | -12,240 | -100.0% | -0.32% | – |
| WWE | Exit | WORLD WRESTLING ENTMT INCcl a | $0 | – | -25,020 | -100.0% | -0.32% | – |
| WGL | Exit | WGL HLDGS INC | $0 | – | -7,260 | -100.0% | -0.33% | – |
| PNM | Exit | PNM RES INC | $0 | – | -14,940 | -100.0% | -0.33% | – |
| NXTM | Exit | NXSTAGE MEDICAL INC | $0 | – | -22,140 | -100.0% | -0.35% | – |
| TFI | Exit | SPDR SERIES TRUSTnuvn brcly muni | $0 | – | -45,364 | -100.0% | -0.81% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2016-04-14
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.