$167 Million is the total value of ALPHA WINDWARD LLC's 406 reported holdings in Q3 2018. The portfolio turnover from Q2 2018 to Q3 2018 was 33.6% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BND | Buy | VANGUARD BD INDEX FD INCtotal bnd mrkt | $7,593,000 | +2.6% | 96,479 | +3.2% | 4.56% | +0.1% |
| EFA | Buy | ISHARES TR MSCI EAFEetf | $6,997,000 | +2.3% | 102,911 | +0.8% | 4.20% | -0.2% |
| VNQ | Buy | VANGUARD INDEX FDS REAL ESTATEetf | $2,716,000 | -0.8% | 33,661 | +0.1% | 1.63% | -3.3% |
| BSV | Buy | VANGUARD BD INDEX FD INCshort trm bond | $2,589,000 | +0.7% | 33,181 | +1.0% | 1.55% | -1.7% |
| EEM | Buy | ISHARES TR MSCI EMG MKTetf | $2,541,000 | -0.4% | 59,211 | +0.5% | 1.52% | -2.9% |
| RWX | Buy | SPDR INDEX SHS FDS DJ INTL RLetf | $2,535,000 | +0.9% | 66,283 | +3.3% | 1.52% | -1.6% |
| TFI | Buy | SPDR SER TRnuvn brcly muni | $1,781,000 | +1.6% | 37,517 | +2.7% | 1.07% | -0.8% |
| MUB | Buy | ISHARES TR NATIONAL MUNetf | $1,777,000 | +1.5% | 16,461 | +2.6% | 1.07% | -1.0% |
| COP | Buy | CONOCOPHILLIPS | $985,000 | +13.7% | 12,722 | +2.3% | 0.59% | +10.9% |
| VLO | Buy | VALERO ENERGY CORP NEW | $963,000 | +8.1% | 8,467 | +5.4% | 0.58% | +5.5% |
| MPC | Buy | MARATHON PETE CORP | $906,000 | +182.2% | 11,331 | +147.7% | 0.54% | +176.1% |
| WBA | Buy | WALGREENS BOOTS ALLIANCE INC | $861,000 | +244.4% | 11,808 | +183.5% | 0.52% | +235.7% |
| CVX | Buy | CHEVRON CORP NEW | $853,000 | +4.9% | 6,979 | +8.6% | 0.51% | +2.4% |
| PSX | Buy | PHILLIPS 66 | $842,000 | +156.7% | 7,467 | +155.5% | 0.50% | +150.0% |
| CVS | Buy | CVS HEALTH CORP | $817,000 | +298.5% | 10,374 | +226.1% | 0.49% | +288.9% |
| SCS | Buy | STEELCASE INCcl a | $716,000 | +49.5% | 38,700 | +9.1% | 0.43% | +45.8% |
| CNDT | Buy | CONDUENT INC | $701,000 | +479.3% | 31,149 | +366.0% | 0.42% | +468.9% |
| CAG | Buy | CONAGRA BRANDS INC | $684,000 | -0.1% | 20,140 | +5.0% | 0.41% | -2.6% |
| HES | Buy | HESS CORP | $665,000 | +1314.9% | 9,290 | +1208.5% | 0.40% | +1275.9% |
| PBF | Buy | PBF ENERGY INCcl a | $644,000 | +24.3% | 12,897 | +4.4% | 0.39% | +21.0% |
| HCC | New | WARRIOR MET COAL INC | $621,000 | – | 22,980 | +100.0% | 0.37% | – |
| MUR | New | MURPHY OIL CORP | $604,000 | – | 18,120 | +100.0% | 0.36% | – |
| DAL | Buy | DELTA AIR LINES INC DEL | $604,000 | +17.3% | 10,443 | +0.5% | 0.36% | +14.2% |
| TKR | Buy | TIMKEN CO | $599,000 | +25.8% | 12,020 | +9.9% | 0.36% | +22.5% |
| WDAY | Buy | WORKDAY INCcl a | $597,000 | +22.3% | 4,092 | +1.5% | 0.36% | +19.3% |
| MOGA | Buy | MOOG INCcl a | $593,000 | +26.7% | 6,900 | +15.0% | 0.36% | +23.6% |
| VIAB | New | VIACOM INC NEWcl b | $585,000 | – | 17,340 | +100.0% | 0.35% | – |
| MOS | New | MOSAIC CO NEW | $585,000 | – | 18,000 | +100.0% | 0.35% | – |
| FLOW | New | SPX FLOW INC | $583,000 | – | 11,220 | +100.0% | 0.35% | – |
| FCFS | Buy | FIRSTCASH INC | $583,000 | +10.8% | 7,115 | +21.5% | 0.35% | +8.0% |
| IPG | Buy | INTERPUBLIC GROUP COS INC | $583,000 | +9.8% | 25,492 | +12.4% | 0.35% | +7.0% |
| HFC | Buy | HOLLYFRONTIER CORP | $579,000 | +1654.5% | 8,283 | +1614.9% | 0.35% | +1635.0% |
| TRN | Buy | TRINITY INDS INC | $575,000 | +12.1% | 15,703 | +4.8% | 0.34% | +9.2% |
| HST | Buy | HOST HOTELS & RESORTS INC | $575,000 | +3.8% | 27,273 | +3.6% | 0.34% | +1.2% |
| RBC | Buy | REGAL BELOIT CORP | $574,000 | +3.4% | 6,963 | +2.7% | 0.34% | +0.9% |
| EAT | Buy | BRINKER INTL INC | $569,000 | +3.3% | 12,180 | +5.2% | 0.34% | +0.6% |
| FLS | New | FLOWSERVE CORP | $568,000 | – | 10,380 | +100.0% | 0.34% | – |
| SHO | Buy | SUNSTONE HOTEL INVS INC NEW | $569,000 | +5.6% | 34,762 | +7.2% | 0.34% | +2.7% |
| CE | Buy | CELANESE CORP DEL | $567,000 | +7.8% | 4,974 | +5.1% | 0.34% | +4.9% |
| WCC | Buy | WESCO INTL INC | $567,000 | +13.6% | 9,220 | +5.5% | 0.34% | +10.7% |
| JBL | Buy | JABIL INC | $567,000 | +4.0% | 20,951 | +6.4% | 0.34% | +1.5% |
| ARCB | New | ARCBEST CORP | $565,000 | – | 11,640 | +100.0% | 0.34% | – |
| PWR | Buy | QUANTA SVCS INC | $560,000 | +12.9% | 16,779 | +12.9% | 0.34% | +10.2% |
| EMN | Buy | EASTMAN CHEM CO | $557,000 | +11.8% | 5,818 | +16.9% | 0.33% | +9.2% |
| CRS | New | CARPENTER TECHNOLOGY CORP | $555,000 | – | 9,420 | +100.0% | 0.33% | – |
| WRK | Buy | WESTROCK CO | $553,000 | +10.4% | 10,348 | +17.8% | 0.33% | +7.8% |
| HURN | New | HURON CONSULTING GROUP INC | $554,000 | – | 11,220 | +100.0% | 0.33% | – |
| PVH | Buy | PVH CORP | $552,000 | +6.4% | 3,826 | +10.4% | 0.33% | +3.8% |
| UFS | New | DOMTAR CORP | $551,000 | – | 10,560 | +100.0% | 0.33% | – |
| ACM | Buy | AECOM | $552,000 | +5.1% | 16,914 | +6.4% | 0.33% | +2.5% |
| RS | Buy | RELIANCE STEEL & ALUMINUM CO | $552,000 | +10.6% | 6,476 | +13.7% | 0.33% | +7.8% |
| ARW | Buy | ARROW ELECTRS INC | $550,000 | -0.5% | 7,467 | +1.6% | 0.33% | -2.9% |
| CATY | Buy | CATHAY GEN BANCORP | $550,000 | +1733.3% | 13,278 | +1699.2% | 0.33% | +1733.3% |
| WDR | Buy | WADDELL & REED FINL INCcl a | $550,000 | +19.3% | 25,980 | +1.2% | 0.33% | +16.2% |
| CDW | New | CDW CORP | $550,000 | – | 6,180 | +100.0% | 0.33% | – |
| KNL | New | KNOLL INC | $549,000 | – | 23,400 | +100.0% | 0.33% | – |
| MLHR | New | MILLER HERMAN INC | $548,000 | – | 14,280 | +100.0% | 0.33% | – |
| GEF | Buy | GREIF INCcl a | $544,000 | +21.7% | 10,140 | +19.9% | 0.33% | +18.5% |
| OSK | Buy | OSHKOSH CORP | $543,000 | +18.0% | 7,620 | +16.5% | 0.33% | +15.2% |
| TOL | Buy | TOLL BROTHERS INC | $543,000 | +17.0% | 16,439 | +31.1% | 0.33% | +14.4% |
| QRTEA | New | QURATE RETAIL INC | $542,000 | – | 24,420 | +100.0% | 0.32% | – |
| GPS | Buy | GAP INC DEL | $541,000 | -5.1% | 18,738 | +6.5% | 0.32% | -7.4% |
| STC | Buy | STEWART INFORMATION SVCS COR | $540,000 | +5.5% | 12,000 | +1.0% | 0.32% | +2.9% |
| VRTU | New | VIRTUSA CORP | $538,000 | – | 10,020 | +100.0% | 0.32% | – |
| MSM | New | MSC INDL DIRECT INCcl a | $539,000 | – | 6,120 | +100.0% | 0.32% | – |
| IDA | New | IDACORP INC | $536,000 | – | 5,400 | +100.0% | 0.32% | – |
| WTS | New | WATTS WATER TECHNOLOGIES INCcl a | $533,000 | – | 6,420 | +100.0% | 0.32% | – |
| GES | New | GUESS INC | $533,000 | – | 23,580 | +100.0% | 0.32% | – |
| ISCA | Buy | INTERNATIONAL SPEEDWAY CORPcl a | $531,000 | +0.6% | 12,120 | +2.5% | 0.32% | -1.8% |
| DRH | Buy | DIAMONDROCK HOSPITALITY CO | $528,000 | +1.3% | 45,240 | +6.6% | 0.32% | -0.9% |
| ASH | New | ASHLAND GLOBAL HLDGS INC | $528,000 | – | 6,300 | +100.0% | 0.32% | – |
| CXW | Buy | CORECIVIC INC | $526,000 | +4283.3% | 21,631 | +4133.1% | 0.32% | +4414.3% |
| SSD | New | SIMPSON MANUFACTURING CO INC | $526,000 | – | 7,260 | +100.0% | 0.32% | – |
| CAL | New | CALERES INC | $525,000 | – | 14,640 | +100.0% | 0.32% | – |
| NCI | Buy | NAVIGANT CONSULTING INC | $524,000 | +12.0% | 22,740 | +7.7% | 0.31% | +9.0% |
| AXE | New | ANIXTER INTL INC | $523,000 | – | 7,440 | +100.0% | 0.31% | – |
| CVG | Buy | CONVERGYS CORP | $520,000 | -0.4% | 21,900 | +2.5% | 0.31% | -2.8% |
| GCI | New | GANNETT CO INC | $520,000 | – | 51,900 | +100.0% | 0.31% | – |
| FULT | Buy | FULTON FINL CORP PA | $517,000 | +2.6% | 31,052 | +1.6% | 0.31% | 0.0% |
| CNS | Buy | COHEN & STEERS INC | $517,000 | -1.1% | 12,720 | +1.4% | 0.31% | -3.7% |
| CY | Buy | CYPRESS SEMICONDUCTOR CORP | $517,000 | -2.1% | 35,660 | +5.3% | 0.31% | -4.6% |
| FAF | Buy | FIRST AMERN FINL CORP | $516,000 | +2.2% | 10,007 | +2.5% | 0.31% | -0.3% |
| WOR | Buy | WORTHINGTON INDS INC | $515,000 | +17.6% | 11,880 | +13.8% | 0.31% | +14.9% |
| CWEN | New | CLEARWAY ENERGY INCcl c | $515,000 | – | 26,760 | +100.0% | 0.31% | – |
| CMC | Buy | COMMERCIAL METALS CO | $513,000 | +16.6% | 25,020 | +20.2% | 0.31% | +13.7% |
| AINV | Buy | APOLLO INVT CORP | $513,000 | +4.1% | 94,260 | +6.4% | 0.31% | +1.7% |
| POR | New | PORTLAND GEN ELEC CO | $514,000 | – | 11,280 | +100.0% | 0.31% | – |
| MTH | Buy | MERITAGE HOMES CORP | $510,000 | +2.8% | 12,780 | +13.3% | 0.31% | +0.3% |
| DHI | Buy | D R HORTON INC | $509,000 | +3.5% | 12,060 | +0.5% | 0.30% | +0.7% |
| NWE | New | NORTHWESTERN CORP | $507,000 | – | 8,640 | +100.0% | 0.30% | – |
| MDC | Buy | M D C HLDGS INC | $506,000 | -0.8% | 17,100 | +3.3% | 0.30% | -3.2% |
| NWBI | New | NORTHWEST BANCSHARES INC MD | $503,000 | – | 29,040 | +100.0% | 0.30% | – |
| FOSL | New | FOSSIL GROUP INC | $501,000 | – | 21,540 | +100.0% | 0.30% | – |
| HLI | Buy | HOULIHAN LOKEY INCcl a | $501,000 | -6.4% | 11,160 | +6.9% | 0.30% | -8.5% |
| SNDR | New | SCHNEIDER NATIONAL INCcl b | $499,000 | – | 19,980 | +100.0% | 0.30% | – |
| HUN | Buy | HUNTSMAN CORP | $495,000 | +0.4% | 18,187 | +7.8% | 0.30% | -2.0% |
| LEA | Buy | LEAR CORP | $479,000 | -4.8% | 3,306 | +22.2% | 0.29% | -7.1% |
| GNTX | Buy | GENTEX CORP | $476,000 | -1.0% | 22,200 | +6.3% | 0.29% | -3.4% |
| CREE | Buy | CREE INC | $477,000 | -5.7% | 12,597 | +3.4% | 0.29% | -8.0% |
| PHM | Buy | PULTE GROUP INC | $473,000 | -2.1% | 19,080 | +13.6% | 0.28% | -4.4% |
| BKE | Buy | BUCKLE INC | $470,000 | -11.5% | 20,400 | +3.3% | 0.28% | -13.8% |
| CPS | Buy | COOPER STD HLDGS INC | $468,000 | -5.3% | 3,900 | +3.2% | 0.28% | -7.6% |
| OLN | Buy | OLIN CORP | $464,000 | +5.9% | 18,060 | +18.5% | 0.28% | +3.3% |
| UNFI | Buy | UNITED NAT FOODS INC | $460,000 | -0.2% | 15,360 | +42.2% | 0.28% | -2.8% |
| DK | New | DELEK US HLDGS INC NEW | $458,000 | – | 10,800 | +100.0% | 0.28% | – |
| CHS | New | CHICOS FAS INC | $458,000 | – | 52,860 | +100.0% | 0.28% | – |
| THC | New | TENET HEALTHCARE CORP | $447,000 | – | 15,720 | +100.0% | 0.27% | – |
| KRO | Buy | KRONOS WORLDWIDE INC | $436,000 | -4.6% | 26,820 | +32.2% | 0.26% | -6.8% |
| BCC | New | BOISE CASCADE CO DEL | $428,000 | – | 11,640 | +100.0% | 0.26% | – |
| MIK | New | MICHAELS COS INC | $426,000 | – | 26,220 | +100.0% | 0.26% | – |
| ANF | Buy | ABERCROMBIE & FITCH COcl a | $411,000 | -10.1% | 19,440 | +4.2% | 0.25% | -12.1% |
| USB | Buy | US BANCORP DEL | $349,000 | +5.8% | 6,613 | +0.4% | 0.21% | +3.0% |
| KO | Buy | COCA COLA CO | $342,000 | +5.6% | 7,408 | +0.4% | 0.20% | +3.0% |
| BMY | Buy | BRISTOL MYERS SQUIBB CO | $324,000 | +12.9% | 5,217 | +0.6% | 0.19% | +9.6% |
| WFC | Buy | WELLS FARGO CO NEW | $245,000 | -4.7% | 4,667 | +0.7% | 0.15% | -7.0% |
| DHR | Buy | DANAHER CORP DEL | $245,000 | +10.4% | 2,257 | +0.4% | 0.15% | +7.3% |
| FDX | Buy | FEDEX CORP | $239,000 | +6.2% | 993 | +0.2% | 0.14% | +3.6% |
| GS | Buy | GOLDMAN SACHS GROUP INC | $237,000 | +2.6% | 1,056 | +0.9% | 0.14% | 0.0% |
| SRE | Buy | SEMPRA ENERGY | $228,000 | -1.7% | 2,006 | +0.2% | 0.14% | -4.2% |
| ZBH | Buy | ZIMMER BIOMET HLDGS INC | $224,000 | +18.5% | 1,702 | +0.4% | 0.13% | +15.5% |
| OXY | Buy | OCCIDENTAL PETE CORP DEL | $220,000 | -1.3% | 2,678 | +0.6% | 0.13% | -3.6% |
| UPS | Buy | UNITED PARCEL SERVICE INCcl b | $219,000 | +10.6% | 1,877 | +0.8% | 0.13% | +7.4% |
| BLK | Buy | BLACKROCK INC | $211,000 | -5.4% | 448 | +0.4% | 0.13% | -7.3% |
| CL | Buy | COLGATE PALMOLIVE CO | $204,000 | +5.2% | 3,054 | +2.0% | 0.12% | +2.5% |
| K | Buy | KELLOGG CO | $204,000 | +0.5% | 2,920 | +0.5% | 0.12% | -2.4% |
| BEN | Buy | FRANKLIN RES INC | $202,000 | -1.9% | 6,631 | +3.1% | 0.12% | -4.7% |
| EOG | Buy | EOG RES INC | $200,000 | +3.6% | 1,565 | +0.6% | 0.12% | +0.8% |
| REGN | Buy | REGENERON PHARMACEUTICALS | $197,000 | +18.0% | 487 | +0.6% | 0.12% | +14.6% |
| GILD | Buy | GILEAD SCIENCES INC | $195,000 | +11.4% | 2,524 | +2.1% | 0.12% | +8.3% |
| AMAT | Buy | APPLIED MATLS INC | $191,000 | -14.3% | 4,945 | +2.3% | 0.12% | -16.1% |
| CELG | Buy | CELGENE CORP | $189,000 | +16.0% | 2,110 | +2.7% | 0.11% | +13.0% |
| HPE | Buy | HEWLETT PACKARD ENTERPRISE C | $189,000 | +13.9% | 11,614 | +2.0% | 0.11% | +10.8% |
| GM | Buy | GENERAL MTRS CO | $181,000 | -14.6% | 5,384 | +0.1% | 0.11% | -16.2% |
| SBUX | Buy | STARBUCKS CORP | $181,000 | +16.8% | 3,193 | +0.8% | 0.11% | +14.7% |
| CMI | Buy | CUMMINS INC | $181,000 | +13.8% | 1,238 | +3.8% | 0.11% | +11.2% |
| ABC | Buy | AMERISOURCEBERGEN CORP | $180,000 | +10.4% | 1,956 | +2.2% | 0.11% | +8.0% |
| CERN | Buy | CERNER CORP | $176,000 | +10.0% | 2,737 | +2.0% | 0.11% | +8.2% |
| MET | Buy | METLIFE INC | $175,000 | +10.1% | 3,755 | +3.2% | 0.10% | +7.1% |
| EBAY | Buy | EBAY INC | $175,000 | -7.9% | 5,301 | +1.4% | 0.10% | -10.3% |
| HAL | Buy | HALLIBURTON CO | $170,000 | -3.4% | 4,195 | +7.6% | 0.10% | -5.6% |
| F | Buy | FORD MTR CO DEL | $165,000 | -11.8% | 17,839 | +5.5% | 0.10% | -13.9% |
| CAH | Buy | CARDINAL HEALTH INC | $161,000 | +18.4% | 2,982 | +7.2% | 0.10% | +15.5% |
| KHC | Buy | KRAFT HEINZ CO | $158,000 | -6.0% | 2,870 | +7.0% | 0.10% | -7.8% |
| EVRG | New | EVERGY INC | $34,000 | – | 613 | +100.0% | 0.02% | – |
| ASGN | New | ASGN INC | $15,000 | – | 189 | +100.0% | 0.01% | – |
| VTI | Buy | VANGUARD INDEX FDStotal stk mkt | $9,000 | +28.6% | 58 | +9.4% | 0.01% | +25.0% |
| VEU | Buy | VANGUARD INTL EQUITY INDEX Fallwrld ex us | $6,000 | 0.0% | 114 | +4.6% | 0.00% | 0.0% |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2018-10-18
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.