$161 Million is the total value of ALPHA WINDWARD LLC's 410 reported holdings in Q1 2018. The portfolio turnover from Q4 2017 to Q1 2018 was 23.7% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BND | Buy | VANGUARD BD INDEX FD INCtotal bnd mrkt | $7,548,000 | -1.9% | 94,434 | +0.2% | 4.70% | +2.5% |
| BSV | Buy | VANGUARD BD INDEX FD INCshort trm bond | $2,522,000 | +5.7% | 32,157 | +6.6% | 1.57% | +10.4% |
| TFI | Buy | SPDR SER TRnuvn brcly muni | $1,728,000 | +1.3% | 35,984 | +3.3% | 1.08% | +5.8% |
| MUB | Buy | ISHARES TR NATIONAL MUNetf | $1,723,000 | +1.7% | 15,813 | +3.3% | 1.07% | +6.1% |
| T | Buy | AT&T INC | $823,000 | +123.0% | 23,076 | +143.2% | 0.51% | +133.2% |
| CMI | Buy | CUMMINS INC | $732,000 | +1.9% | 4,518 | +11.1% | 0.46% | +6.5% |
| JPM | Buy | JPMORGAN CHASE & CO | $662,000 | +3.8% | 6,018 | +0.8% | 0.41% | +8.1% |
| BEN | Buy | FRANKLIN RES INC | $656,000 | +156.2% | 18,918 | +220.0% | 0.41% | +167.3% |
| KFY | Buy | KORN FERRY INTL | $625,000 | +27.8% | 12,120 | +2.5% | 0.39% | +33.2% |
| CVS | Buy | CVS HEALTH CORP | $620,000 | +193.8% | 9,966 | +242.8% | 0.39% | +206.3% |
| MOH | Buy | MOLINA HEALTHCARE INC | $613,000 | +8.3% | 7,556 | +2.4% | 0.38% | +13.0% |
| NRG | New | NRG ENERGY INC | $604,000 | – | 19,800 | +100.0% | 0.38% | – |
| PBF | Buy | PBF ENERGY INCcl a | $590,000 | +1.9% | 17,414 | +6.6% | 0.37% | +6.7% |
| LRCX | Buy | LAM RESEARCH CORP | $567,000 | +1925.0% | 2,793 | +1725.5% | 0.35% | +1976.5% |
| M | New | MACYS INC | $566,000 | – | 19,020 | +100.0% | 0.35% | – |
| CY | Buy | CYPRESS SEMICONDUCTOR CORP | $564,000 | +13.3% | 33,269 | +1.8% | 0.35% | +18.2% |
| RLGY | Buy | REALOGY HLDGS CORP | $560,000 | +3.5% | 20,524 | +0.6% | 0.35% | +8.0% |
| TRS | Buy | TRIMAS CORP | $556,000 | +3.3% | 21,180 | +5.4% | 0.35% | +7.8% |
| JBL | Buy | JABIL INC | $556,000 | +5460.0% | 19,349 | +4874.0% | 0.35% | +5666.7% |
| ANF | New | ABERCROMBIE & FITCH COcl a | $552,000 | – | 22,800 | +100.0% | 0.34% | – |
| TDS | Buy | TELEPHONE & DATA SYS INC | $550,000 | +1.9% | 19,620 | +0.9% | 0.34% | +6.5% |
| WDC | New | WESTERN DIGITAL CORP | $543,000 | – | 5,880 | +100.0% | 0.34% | – |
| AEO | New | AMERICAN EAGLE OUTFITTERS NE | $541,000 | – | 27,120 | +100.0% | 0.34% | – |
| ALE | Buy | ALLETE INC | $540,000 | +2600.0% | 7,474 | +2627.7% | 0.34% | +2700.0% |
| MCK | Buy | MCKESSON CORP | $536,000 | +578.5% | 3,803 | +648.6% | 0.33% | +610.6% |
| TSN | Buy | TYSON FOODS INCcl a | $529,000 | -8.3% | 7,233 | +1.7% | 0.33% | -4.1% |
| CACI | Buy | CACI INTL INCcl a | $530,000 | +2689.5% | 3,504 | +2333.3% | 0.33% | +2900.0% |
| STC | New | STEWART INFORMATION SVCS COR | $530,000 | – | 12,060 | +100.0% | 0.33% | – |
| VER | Buy | VEREIT INC | $529,000 | +1.1% | 76,014 | +13.3% | 0.33% | +5.8% |
| RBC | Buy | REGAL BELOIT CORP | $528,000 | -3.5% | 7,196 | +0.8% | 0.33% | +0.9% |
| DIOD | Buy | DIODES INC | $528,000 | +12.3% | 17,340 | +5.9% | 0.33% | +17.5% |
| PWR | Buy | QUANTA SVCS INC | $526,000 | -10.7% | 15,310 | +1.6% | 0.33% | -6.6% |
| TKR | Buy | TIMKEN CO | $526,000 | -5.7% | 11,529 | +1.6% | 0.33% | -1.5% |
| CHSP | Buy | CHESAPEAKE LODGING TRsh ben int | $524,000 | +7.8% | 18,840 | +5.0% | 0.33% | +12.4% |
| SJM | Buy | SMUCKER J M CO | $523,000 | +1992.0% | 4,220 | +2010.0% | 0.33% | +2073.3% |
| SON | Buy | SONOCO PRODS CO | $524,000 | -6.1% | 10,799 | +2.9% | 0.33% | -2.1% |
| VSH | Buy | VISHAY INTERTECHNOLOGY INC | $522,000 | +11.3% | 28,080 | +24.1% | 0.32% | +16.1% |
| SHO | Buy | SUNSTONE HOTEL INVS INC NEW | $522,000 | -4.2% | 34,278 | +4.0% | 0.32% | 0.0% |
| PRTY | New | PARTY CITY HOLDCO INC | $513,000 | – | 32,880 | +100.0% | 0.32% | – |
| POST | Buy | POST HLDGS INC | $510,000 | -1.7% | 6,732 | +2.7% | 0.32% | +2.6% |
| MAN | Buy | MANPOWERGROUP INC | $511,000 | -6.2% | 4,441 | +2.8% | 0.32% | -2.2% |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $504,000 | – | 4,260 | +100.0% | 0.31% | – |
| CNS | Buy | COHEN & STEERS INC | $503,000 | -5.6% | 12,360 | +9.6% | 0.31% | -1.6% |
| APAM | Buy | ARTISAN PARTNERS ASSET MGMTcl a | $501,000 | -8.1% | 15,060 | +9.1% | 0.31% | -4.0% |
| RUSHA | Buy | RUSH ENTERPRISES INCcl a | $500,000 | -6.4% | 11,760 | +12.0% | 0.31% | -2.2% |
| SCVL | Buy | SHOE CARNIVAL INC | $500,000 | -0.8% | 21,000 | +11.5% | 0.31% | +3.7% |
| PK | New | PARK HOTELS RESORTS INC | $498,000 | – | 18,420 | +100.0% | 0.31% | – |
| PFS | Buy | PROVIDENT FINL SVCS INC | $496,000 | -3.9% | 19,380 | +1.3% | 0.31% | +0.3% |
| BRC | Buy | BRADY CORPcl a | $495,000 | -0.2% | 13,320 | +1.8% | 0.31% | +4.1% |
| LPX | New | LOUISIANA PAC CORP | $492,000 | – | 17,100 | +100.0% | 0.31% | – |
| MHO | New | M/I HOMES INC | $491,000 | – | 15,420 | +100.0% | 0.31% | – |
| CVG | New | CONVERGYS CORP | $489,000 | – | 21,600 | +100.0% | 0.30% | – |
| SYKE | New | SYKES ENTERPRISES INC | $488,000 | – | 16,860 | +100.0% | 0.30% | – |
| GT | Buy | GOODYEAR TIRE & RUBR CO | $485,000 | -17.1% | 18,239 | +0.7% | 0.30% | -13.5% |
| HOPE | New | HOPE BANCORP INC | $485,000 | – | 26,640 | +100.0% | 0.30% | – |
| MTH | Buy | MERITAGE HOMES CORP | $483,000 | -6.9% | 10,680 | +5.3% | 0.30% | -2.9% |
| TEX | Buy | TEREX CORP NEW | $482,000 | -16.6% | 12,887 | +7.5% | 0.30% | -13.0% |
| BGGSQ | Buy | BRIGGS & STRATTON CORP | $480,000 | -9.4% | 22,440 | +7.5% | 0.30% | -5.4% |
| MSFT | Buy | MICROSOFT CORP | $477,000 | +7.0% | 5,227 | +0.3% | 0.30% | +11.7% |
| SCS | New | STEELCASE INCcl a | $477,000 | – | 35,040 | +100.0% | 0.30% | – |
| WRLD | New | WORLD ACCEP CORP DEL | $474,000 | – | 4,500 | +100.0% | 0.30% | – |
| CXP | New | COLUMBIA PPTY TR INC | $470,000 | – | 22,980 | +100.0% | 0.29% | – |
| OLN | New | OLIN CORP | $465,000 | – | 15,300 | +100.0% | 0.29% | – |
| EGL | Buy | ENGILITY HLDGS INC NEW | $464,000 | -10.3% | 19,020 | +4.3% | 0.29% | -6.2% |
| FBHS | New | FORTUNE BRANDS HOME & SEC IN | $463,000 | – | 7,860 | +100.0% | 0.29% | – |
| ANDE | New | ANDERSONS INC | $461,000 | – | 13,920 | +100.0% | 0.29% | – |
| TGI | Buy | TRIUMPH GROUP INC NEW | $457,000 | -0.4% | 18,120 | +7.5% | 0.28% | +4.0% |
| MDC | Buy | M D C HLDGS INC | $457,000 | -11.4% | 16,380 | +1.1% | 0.28% | -7.5% |
| TGT | New | TARGET CORP | $458,000 | – | 6,600 | +100.0% | 0.28% | – |
| HURN | New | HURON CONSULTING GROUP INC | $455,000 | – | 11,940 | +100.0% | 0.28% | – |
| DISCA | New | DISCOVERY COMMUNICATNS NEW | $449,000 | – | 20,940 | +100.0% | 0.28% | – |
| GPI | Buy | GROUP 1 AUTOMOTIVE INC | $431,000 | -7.1% | 6,600 | +0.9% | 0.27% | -2.9% |
| COTY | New | COTY INC COMcl a | $426,000 | – | 23,280 | +100.0% | 0.26% | – |
| DXC | Buy | DXC TECHNOLOGY CO | $415,000 | +6.4% | 4,129 | +0.4% | 0.26% | +11.2% |
| CTB | New | COOPER TIRE & RUBR CO | $411,000 | – | 14,040 | +100.0% | 0.26% | – |
| PEP | Buy | PEPSICO INC | $390,000 | -8.7% | 3,573 | +0.4% | 0.24% | -4.7% |
| XOM | Buy | EXXON MOBIL CORP | $373,000 | -9.5% | 4,998 | +1.4% | 0.23% | -5.7% |
| WFC | Buy | WELLS FARGO CO NEW | $369,000 | -13.2% | 7,032 | +0.3% | 0.23% | -9.4% |
| CA | Buy | CA INC | $350,000 | +2.9% | 10,317 | +1.1% | 0.22% | +7.4% |
| PG | Buy | PROCTER AND GAMBLE CO | $340,000 | -13.5% | 4,283 | +0.2% | 0.21% | -9.4% |
| PFE | Buy | PFIZER INC | $324,000 | -0.3% | 9,133 | +1.6% | 0.20% | +4.1% |
| BMY | Buy | BRISTOL MYERS SQUIBB CO | $323,000 | +3.9% | 5,105 | +0.6% | 0.20% | +8.1% |
| USB | Buy | US BANCORP DEL | $321,000 | -5.3% | 6,352 | +0.5% | 0.20% | -1.0% |
| CMCSA | Buy | COMCAST CORP NEWcl a | $320,000 | -14.2% | 9,352 | +0.4% | 0.20% | -10.8% |
| KO | Buy | COCA COLA CO | $318,000 | -3.6% | 7,311 | +1.7% | 0.20% | +0.5% |
| AMGN | Buy | AMGEN INC | $315,000 | +5.7% | 1,846 | +7.9% | 0.20% | +10.1% |
| MRK | Buy | MERCK & CO INC | $311,000 | -1.3% | 5,710 | +2.0% | 0.19% | +3.2% |
| TJX | Buy | TJX COS INC NEW | $304,000 | +10.5% | 3,731 | +3.9% | 0.19% | +15.2% |
| MDLZ | Buy | MONDELEZ INTL INCcl a | $290,000 | +0.7% | 6,942 | +3.3% | 0.18% | +5.2% |
| CVX | Buy | CHEVRON CORP NEW | $287,000 | -8.6% | 2,514 | +0.4% | 0.18% | -4.3% |
| TWX | Buy | TIME WARNER INC | $280,000 | +4.5% | 2,965 | +1.1% | 0.17% | +8.8% |
| AFL | Buy | AFLAC INC | $276,000 | -0.4% | 6,296 | +99.7% | 0.17% | +4.2% |
| AAPL | Buy | APPLE INC | $276,000 | +3.4% | 1,645 | +4.4% | 0.17% | +8.2% |
| KMB | Buy | KIMBERLY CLARK CORP | $274,000 | -6.5% | 2,490 | +2.4% | 0.17% | -2.3% |
| TRV | Buy | TRAVELERS COMPANIES INC | $275,000 | +2.2% | 1,984 | +0.1% | 0.17% | +6.9% |
| FISV | Buy | FISERV INC | $269,000 | +6.7% | 3,778 | +96.8% | 0.17% | +12.0% |
| WBA | Buy | WALGREENS BOOTS ALLIANCE INC | $265,000 | -6.4% | 4,044 | +3.8% | 0.16% | -2.4% |
| APD | Buy | AIR PRODS & CHEMS INC | $264,000 | -1.5% | 1,658 | +1.7% | 0.16% | +2.5% |
| ORCL | Buy | ORACLE CORP | $252,000 | -2.3% | 5,517 | +1.0% | 0.16% | +1.9% |
| HPE | Buy | HEWLETT PACKARD ENTERPRISE C | $250,000 | +27.6% | 14,270 | +4.6% | 0.16% | +33.3% |
| PEG | Buy | PUBLIC SVC ENTERPRISE GROUP | $251,000 | -0.8% | 5,002 | +1.8% | 0.16% | +3.3% |
| ED | Buy | CONSOLIDATED EDISON INC | $249,000 | -5.7% | 3,191 | +2.6% | 0.16% | -1.3% |
| DIS | Buy | DISNEY WALT CO | $245,000 | -4.7% | 2,443 | +2.3% | 0.15% | 0.0% |
| LLY | Buy | LILLY ELI & CO | $242,000 | -5.8% | 3,132 | +3.0% | 0.15% | -1.3% |
| NKE | Buy | NIKE INCcl b | $240,000 | +6.7% | 3,610 | +0.2% | 0.15% | +11.9% |
| SYY | Buy | SYSCO CORP | $237,000 | -0.8% | 3,951 | +0.3% | 0.15% | +3.5% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $232,000 | -8.3% | 4,856 | +1.5% | 0.14% | -4.0% |
| DHR | Buy | DANAHER CORP DEL | $226,000 | +6.1% | 2,313 | +0.9% | 0.14% | +11.0% |
| GIS | Buy | GENERAL MLS INC | $224,000 | -22.0% | 4,981 | +2.9% | 0.14% | -18.1% |
| COST | Buy | COSTCO WHSL CORP NEW | $224,000 | +2.3% | 1,191 | +1.3% | 0.14% | +6.9% |
| IBM | Buy | INTERNATIONAL BUSINESS MACHS | $220,000 | +4.3% | 1,431 | +4.2% | 0.14% | +8.7% |
| AEP | Buy | AMERICAN ELEC PWR INC | $218,000 | -4.0% | 3,183 | +3.4% | 0.14% | +0.7% |
| SRE | Buy | SEMPRA ENERGY | $219,000 | +8.4% | 1,966 | +4.1% | 0.14% | +12.4% |
| GILD | Buy | GILEAD SCIENCES INC | $214,000 | +6.5% | 2,839 | +1.2% | 0.13% | +10.8% |
| CL | Buy | COLGATE PALMOLIVE CO | $212,000 | -1.4% | 2,954 | +3.8% | 0.13% | +3.1% |
| ESRX | Buy | EXPRESS SCRIPTS HLDG CO | $209,000 | -6.3% | 3,029 | +1.6% | 0.13% | -2.3% |
| PAYX | Buy | PAYCHEX INC | $206,000 | -8.0% | 3,341 | +1.4% | 0.13% | -4.5% |
| GM | Buy | GENERAL MTRS CO | $196,000 | -10.5% | 5,380 | +0.6% | 0.12% | -6.9% |
| UPS | Buy | UNITED PARCEL SERVICE INCcl b | $195,000 | -9.7% | 1,859 | +2.8% | 0.12% | -6.2% |
| AZO | Buy | AUTOZONE INC | $187,000 | -8.3% | 289 | +0.7% | 0.12% | -4.1% |
| XEL | Buy | XCEL ENERGY INC | $186,000 | -2.1% | 4,094 | +3.4% | 0.12% | +2.7% |
| K | Buy | KELLOGG CO | $185,000 | -1.6% | 2,849 | +2.9% | 0.12% | +2.7% |
| ZBH | Buy | ZIMMER BIOMET HLDGS INC | $185,000 | -6.6% | 1,696 | +3.4% | 0.12% | -2.5% |
| SBUX | Buy | STARBUCKS CORP | $183,000 | +5.8% | 3,161 | +4.6% | 0.11% | +10.7% |
| HAL | Buy | HALLIBURTON CO | $183,000 | -0.5% | 3,893 | +3.2% | 0.11% | +3.6% |
| PSA | Buy | PUBLIC STORAGE | $178,000 | +2.3% | 888 | +6.6% | 0.11% | +6.7% |
| OXY | Buy | OCCIDENTAL PETE CORP DEL | $176,000 | -9.3% | 2,705 | +2.5% | 0.11% | -5.2% |
| CELG | Buy | CELGENE CORP | $168,000 | -6.7% | 1,887 | +9.6% | 0.10% | -1.9% |
| SPG | Buy | SIMON PPTY GROUP INC NEW | $165,000 | +0.6% | 1,066 | +11.5% | 0.10% | +5.1% |
| MET | Buy | METLIFE INC | $163,000 | -4.1% | 3,547 | +5.6% | 0.10% | +1.0% |
| CAH | Buy | CARDINAL HEALTH INC | $163,000 | +7.2% | 2,599 | +4.5% | 0.10% | +12.1% |
| ABC | Buy | AMERISOURCEBERGEN CORP | $163,000 | -4.7% | 1,895 | +1.6% | 0.10% | 0.0% |
| EOG | New | EOG RES INC | $159,000 | – | 1,509 | +100.0% | 0.10% | – |
| KHC | Buy | KRAFT HEINZ CO | $157,000 | -13.7% | 2,520 | +7.7% | 0.10% | -10.1% |
| F | Buy | FORD MTR CO DEL | $157,000 | +0.6% | 14,210 | +13.7% | 0.10% | +5.4% |
| CAG | Buy | CONAGRA BRANDS INC | $158,000 | +5.3% | 4,287 | +7.9% | 0.10% | +10.1% |
| QCOM | Buy | QUALCOMM INC | $155,000 | -11.9% | 2,803 | +2.0% | 0.10% | -7.6% |
| CERN | Buy | CERNER CORP | $153,000 | -11.0% | 2,642 | +3.4% | 0.10% | -7.8% |
| REGN | Buy | REGENERON PHARMACEUTICALS | $149,000 | +2.1% | 434 | +11.6% | 0.09% | +6.9% |
| RTN | Buy | RAYTHEON CO | $49,000 | +96.0% | 225 | +67.9% | 0.03% | +106.7% |
| LENB | New | LENNAR CORPcl b | $8,000 | – | 170 | +100.0% | 0.01% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2018-04-11
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.