ALPHA WINDWARD LLC

13F filer, CIK 1353219, WESTWOOD, MA

ALPHA WINDWARD LLC reported $156,862,000 across 394 holdings for the quarter ended 2019-12-31, in a 13F-HR filed 2020-01-14. Its ten largest share positions make up 26.77% of the portfolio.

Filed 2020-01-14 (acceptance time not in the bulk data set), ingested 2026-10-07 18:54:20 UTC13F-HR 0001353219-20-000001

Period: 2019-12-31
Reported value: $157M
Holdings: 394
Top 10 weight: 26.77%
New: 73
Sold out: 77

Largest buys vs the previous quarter

Security	Shares change	Approx. value
TFCnew	+11,152	$628K
GUESS? INCnew	+26,580	$595K
BED BATH & BEYOND INCnew	+33,660	$582K
CROXnew	+13,080	$548K
SYNAnew	+7,920	$521K

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

Security	Shares change	Approx. value
WALGREENS BOOTS ALLIANCE INCreduced	-10,024	-$592K
ADMreduced	-11,310	-$525K
LPLAreduced	-5,937	-$524K
CVSreduced	-6,970	-$518K
CMIreduced	-2,818	-$504K

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q4 2019

Share positions as resolved from 13F-HR 0001353219-20-000001, largest first. % of portfolio is the value over $156,862,000, the sum of the share positions whose value is usable for ratios (method).

Security	Shares	Value	% of portfolio	Change	Latest event	Timeline
IWRISHARES TR	160,040	$9.54M	6.08%	-6,957		Timeline
BNDVANGUARD BD INDEX FDS	104,080	$8.73M	5.56%	+5,285		Timeline
VNQVANGUARD INDEX FDS	50,542	$4.69M	2.99%	+395		Timeline
SPYSTATE STR SPDR S&P 500 ETF T	11,941	$3.84M	2.45%	+338		Timeline
EFAISHARES TR	51,359	$3.57M	2.27%	-6,919		Timeline
IWMISHARES TR	19,056	$3.16M	2.01%	-579		Timeline
BSVVANGUARD BD INDEX FDS	33,490	$2.7M	1.72%	+2,366		Timeline
TFISPDR SERIES TRUST	43,428	$2.2M	1.4%	+4,230		Timeline
MUBISHARES TR	19,047	$2.17M	1.38%	+1,845		Timeline
EEMISHARES TR	31,245	$1.4M	0.89%	-3,548		Timeline
HDHOME DEPOT INC	5,117	$1.12M	0.71%	+2,047		Timeline
TGTTARGET CORP	7,398	$948K	0.6%	-1,029		Timeline
PEPPEPSICO INC	6,207	$848K	0.54%	+79		Timeline
COPCONOCOPHILLIPS	12,663	$823K	0.52%	+57		Timeline
VLOVALERO ENERGY CORP	8,273	$775K	0.49%	-667		Timeline
CVXCHEVRON CORPORATION	6,256	$754K	0.48%	+311		Timeline
PSXPHILLIPS 66	6,762	$753K	0.48%	-284		Timeline
MCKMCKESSON CORP	5,118	$708K	0.45%	+393		Timeline
JPMJPMORGAN CHASE & CO	4,989	$695K	0.44%	-64		Timeline
QCOMQUALCOMM INC	7,855	$693K	0.44%	+5,280		Timeline
TFCTRUIST FINL CORP	11,152	$628K	0.4%	new		Timeline
WDCWESTERN DIGITAL CORP	9,806	$622K	0.4%	+2,186		Timeline
MSFTMICROSOFT CORP	3,906	$616K	0.39%	-34		Timeline
GUESS? INCGUESS? INC	26,580	$595K	0.38%	new
DIODDIODES INC	10,440	$589K	0.38%	-840		Timeline
DKSDICKS SPORTING GOODS INC	11,760	$582K	0.37%	-1,380		Timeline
BED BATH & BEYOND INCBED BATH & BEYOND INC	33,660	$582K	0.37%	new
LAM RESEARCH CORPLAM RESEARCH CORP	1,943	$568K	0.36%	-363
TECH DATA CORPTECH DATA CORP	3,860	$554K	0.35%	-1,115
BKEBUCKLE INC	20,400	$552K	0.35%	-3,540		Timeline
LEALEAR CORP	4,020	$552K	0.35%	+120		Timeline
CROXCROCS INC	13,080	$548K	0.35%	new		Timeline
GLDDGREAT LAKES DREDGE & DOCK CO	48,060	$545K	0.35%	+6,540		Timeline
CBRECBRE GROUP INC	8,876	$544K	0.35%	+262		Timeline
LDOSLEIDOS HOLDINGS INC	5,535	$542K	0.35%	+196		Timeline
SCSSTEELCASE INC-CLASS A	26,460	$541K	0.34%	-480		Timeline
BENFRANKLIN TEMPLETON INC	20,721	$538K	0.34%	-2,090		Timeline
SNXTD SYNNEX CORPORATION	4,168	$537K	0.34%	-1,164		Timeline
JLLJONES LANG LASALLE INC	3,061	$533K	0.34%	-259		Timeline
RSRELIANCE INC	4,448	$533K	0.34%	-107		Timeline
OGSONE GAS INC	5,674	$531K	0.34%	+5,391		Timeline
KAIKADANT INC	5,040	$531K	0.34%	0		Timeline
OMCOMNICOM GROUP INC	6,474	$525K	0.33%	+614		Timeline
RRXREGAL REXNORD CORPORATION	6,137	$525K	0.33%	-112		Timeline
AVTAVNET INC	12,351	$524K	0.33%	+1,496		Timeline
ALSNALLISON TRANSMISSION HLDGS I	10,838	$524K	0.33%	+562		Timeline
NSITINSIGHT ENTERPRISES INC	7,440	$523K	0.33%	-1,320		Timeline
OSKOSHKOSH CORP	5,518	$522K	0.33%	-858		Timeline
MCDMCDONALDS CORP	2,634	$521K	0.33%	+9		Timeline
SYNASYNAPTICS INC	7,920	$521K	0.33%	new		Timeline
MANMANPOWERGROUP INC WIS	5,357	$520K	0.33%	+175		Timeline
DGXQUEST DIAGNOSTICS INC	4,859	$519K	0.33%	+430		Timeline
OGEOGE ENERGY CORP	11,651	$518K	0.33%	+1,211		Timeline
FCNFTI CONSULTING INC	4,675	$517K	0.33%	+486		Timeline
DOVDOVER CORP	4,481	$516K	0.33%	-303		Timeline
ITGRINTEGER HLDGS CORP	6,420	$516K	0.33%	+960		Timeline
MAGELLAN HEALTH SERVICES INCMAGELLAN HEALTH SERVICES INC	6,600	$516K	0.33%	+540
PFSIPENNYMAC FINL SVCS INC NEW	15,120	$515K	0.33%	-660		Timeline
ANIXTER INTL INCANIXTER INTL INC	5,580	$514K	0.33%	-1,740
WSMWILLIAMS SONOMA INC	6,959	$511K	0.33%	-162		Timeline
ZENDESK INCZENDESK INC	6,673	$511K	0.33%	new
LPXLOUISIANA PAC CORP	17,204	$510K	0.33%	-1,505		Timeline
GOLFACUSHNET HLDGS CORP	15,660	$509K	0.32%	-1,020		Timeline
ASPEN TECHNOLOGY INCASPEN TECHNOLOGY INC	4,211	$509K	0.32%	new
CSLCARLISLE COS INC	3,136	$508K	0.32%	+136		Timeline
HOUGHTON MIFFLIN HARCOURT COHOUGHTON MIFFLIN HARCOURT CO	81,180	$507K	0.32%	+2,100
XRAYDENTSPLY SIRONA INC	8,942	$506K	0.32%	+430		Timeline
WMTWALMART INC	4,246	$505K	0.32%	+2		Timeline
SCHLSCHOLASTIC CORP	13,140	$505K	0.32%	+540		Timeline
SXISTANDEX INTL CORP	6,360	$505K	0.32%	new		Timeline
CNNECANNAE HLDGS INC	13,560	$504K	0.32%	-900		Timeline
PIPRPIPER SANDLER COS	6,300	$504K	0.32%	+420		Timeline
ACMAECOM	11,665	$503K	0.32%	-1,767		Timeline
OCOWENS CORNING NEW	7,720	$503K	0.32%	+100		Timeline
NUENUCOR CORP	8,914	$502K	0.32%	+69		Timeline
RUSHARUSH ENTERPRISES INC	10,800	$502K	0.32%	-540		Timeline
NPOENPRO INC	7,500	$502K	0.32%	+720		Timeline
TBITRUEBLUE INC	20,820	$501K	0.32%	-660		Timeline
PHMPULTE GROUP INC	12,877	$500K	0.32%	-909		Timeline
AMGAFFILIATED MANAGERS GROUP	5,900	$500K	0.32%	new		Timeline
HURNHURON CONSULTING GROUP INC	7,260	$499K	0.32%	+300		Timeline
HAINHAIN CELESTIAL GROUP INC	19,200	$498K	0.32%	-180		Timeline
BKDBROOKDALE SR LIVING INC	68,460	$498K	0.32%	+17,940		Timeline
SHOSUNSTONE HOTEL INVS INC NEW	35,723	$497K	0.32%	+2,152		Timeline
GNTXGENTEX CORP	17,115	$496K	0.32%	+552		Timeline
WHRWHIRLPOOL CORP	3,360	$496K	0.32%	+180		Timeline
OSISOSI SYSTEMS INC	4,920	$496K	0.32%	new		Timeline
LOCOEL POLLO LOCO HLDGS INC	32,760	$496K	0.32%	new		Timeline
PLOWDOUGLAS DYNAMICS INC	9,000	$495K	0.32%	new		Timeline
TOLTOLL BROTHERS INC	12,499	$494K	0.31%	+18		Timeline
EMNEASTMAN CHEM CO	6,221	$493K	0.31%	-432		Timeline
COOPER TIRE & RUBR COCOOPER TIRE & RUBR CO	17,160	$493K	0.31%	-240
MAMASTERCARD INCORPORATED	1,647	$492K	0.31%	+85		Timeline
WADDELL & REED FINL INCWADDELL & REED FINL INC	29,400	$492K	0.31%	+2,220
ADPAUTOMATIC DATA PROCESSING IN	2,877	$491K	0.31%	+224		Timeline
PAGPENSKE AUTOMOTIVE GRP INC	9,785	$491K	0.31%	-115		Timeline
DISH NETWORK CORPORATIONDISH NETWORK CORPORATION	13,839	$491K	0.31%	+542
GLATFELTERGLATFELTER	26,820	$491K	0.31%	new
CBZCBIZ INC	18,180	$490K	0.31%	-60		Timeline
MAN TECH INTERNATIONAL CORPMAN TECH INTERNATIONAL CORP	6,120	$489K	0.31%	-120
TPHTRI POINTE HOMES INC	31,380	$489K	0.31%	+360		Timeline
HTHHILLTOP HLDGS INC	19,560	$488K	0.31%	+900		Timeline
NWLNEWELL BRANDS INC	25,326	$487K	0.31%	-1,254		Timeline
WKCWORLD KINECT CORPORATION	11,220	$487K	0.31%	0		Timeline
DECKDECKERS OUTDOOR CORP	2,880	$486K	0.31%	-240		Timeline
ALKALASKA AIR GROUP INC	7,180	$486K	0.31%	-217		Timeline
KALUKAISER ALUMINIUM CORPORATION	4,380	$486K	0.31%	-240		Timeline
UTHRUNITED THERAPEUTICS CORP DEL	5,511	$485K	0.31%	+5,377		Timeline
BAHBOOZ ALLEN HAMILTON HLDG COR	6,789	$483K	0.31%	+6,632		Timeline
PWRQUANTA SVCS INC	11,839	$482K	0.31%	-1,476		Timeline
KBHKB HOME	14,040	$481K	0.31%	-1,740		Timeline
PRGSPROGRESS SOFTWARE CORP	11,580	$481K	0.31%	new		Timeline
ACCOACCO BRANDS CORP	51,360	$481K	0.31%	+7,380		Timeline
RMBSRAMBUS INC DEL	34,860	$480K	0.31%	+480		Timeline
AMKRAMKOR TECHNOLOGY INC	36,960	$480K	0.31%	-10,320		Timeline
ABMABM INDS INC	12,720	$480K	0.31%	+1,740		Timeline
KFRCKFORCE INC	12,060	$479K	0.31%	-600		Timeline
BMC STK HLDGS INCBMC STK HLDGS INC	16,680	$479K	0.31%	-120
MAAMID-AMER APT CMNTYS INC	3,626	$478K	0.3%	+40		Timeline
HSTMHEALTHSTREAM INC	17,580	$478K	0.3%	new		Timeline
AGCOAGCO CORP	6,180	$477K	0.3%	-60		Timeline
KOCOCA COLA CO	8,588	$475K	0.3%	-66		Timeline
PGPROCTER & GAMBLE CO	3,793	$474K	0.3%	-18		Timeline
GPIGROUP 1 AUTOMOTIVE INC	4,740	$474K	0.3%	-720		Timeline
M.D.C. HOLDINGS INCM.D.C. HOLDINGS INC	12,420	$474K	0.3%	+720
CECELANESE CORP DEL	3,840	$473K	0.3%	0		Timeline
UNFUNIFIRST CORP MASS	2,340	$473K	0.3%	+240		Timeline
NEENAH PAPER INCNEENAH PAPER INC	6,720	$473K	0.3%	+420
HOLLYFRONTIER CORPHOLLYFRONTIER CORP	9,337	$473K	0.3%	-203
ELFE L F BEAUTY INC	29,220	$471K	0.3%	new		Timeline
FSSFEDERAL SIGNAL CORP	14,580	$470K	0.3%	+660		Timeline
WNCWABASH NATL CORP	31,860	$468K	0.3%	+1,740		Timeline
Lincoln National CorporatLincoln National Corporat	12,954	$465K	0.3%	+762
FAFFIRST AMERN FINL CORP	7,959	$464K	0.3%	+210		Timeline
VECOVEECO INSTRS INC DEL	31,440	$462K	0.29%	new		Timeline
MCSMARCUS CORP DEL	14,520	$461K	0.29%	+2,460		Timeline
LANNETT COMPANY INCORPORATEDLANNETT COMPANY INCORPORATED	52,260	$461K	0.29%	new
TEAM INCTEAM INC	28,800	$460K	0.29%	+4,260
DDSDILLARDS INC	6,240	$459K	0.29%	new		Timeline
STCSTEWART INFORMATION SVCS COR	11,220	$458K	0.29%	-540		Timeline
ROCKGIBRALTAR INDS INC	9,060	$457K	0.29%	-960		Timeline
LEGLEGGETT & PLATT INC	9,000	$457K	0.29%	new		Timeline
HAWAIIAN HOLDINGS INCHAWAIIAN HOLDINGS INC	15,600	$457K	0.29%	new
EATBRINKER INTL INC	10,860	$456K	0.29%	new		Timeline
HNIHNI CORP	12,180	$456K	0.29%	-1,440		Timeline
DISDISNEY WALT CO	3,146	$455K	0.29%	+5		Timeline
DKDELEK US HLDGS INC NEW	13,560	$455K	0.29%	-60		Timeline
ARCH COAL INCARCH COAL INC	6,300	$452K	0.29%	+780
ANFABERCROMBIE & FITCH CO	26,100	$451K	0.29%	-960		Timeline
DNOWDNOW INC	40,140	$451K	0.29%	+4,620		Timeline
INTUINTUIT	1,709	$448K	0.29%	+128		Timeline
KSSKOHLS CORP	8,792	$448K	0.29%	-1,142		Timeline
TNDMTANDEM DIABETES CARE INC	7,440	$443K	0.28%	new		Timeline
SAHSONIC AUTOMOTIVE INC	14,100	$437K	0.28%	-1,500		Timeline
MHOM/I HOMES INC	11,100	$437K	0.28%	new		Timeline
BVBRIGHTVIEW HLDGS INC	25,740	$434K	0.28%	new		Timeline
FOOT LOCKER INCFOOT LOCKER INC	11,094	$433K	0.28%	-268
BMYBRISTOL-MYERS SQUIBB CO	6,734	$432K	0.28%	+1,343		Timeline
MRKMERCK & CO INC	4,744	$431K	0.27%	-73		Timeline
TMOTHERMO FISHER SCIENTIFIC INC	1,317	$428K	0.27%	-17		Timeline
ROSTROSS STORES INC	3,678	$428K	0.27%	+60		Timeline
XPERI CORPXPERI CORP	23,100	$427K	0.27%	+1,140
SINCLAIR BROADCAST GROUP INCSINCLAIR BROADCAST GROUP INC	12,720	$424K	0.27%	+3,300
CAKECHEESECAKE FACTORY INC	10,860	$422K	0.27%	new		Timeline
ATIATI INC	20,400	$421K	0.27%	new		Timeline
CMCSACOMCAST CORP NEW	9,279	$417K	0.27%	-39		Timeline
MLKNMILLERKNOLL INC	9,840	$410K	0.26%	-120		Timeline
JNJJOHNSON & JOHNSON	2,779	$405K	0.26%	-6		Timeline
COSTCOSTCO WHOLESALE CORPORATION	1,360	$400K	0.26%	+323		Timeline
PNCPNC FINL SVCS GROUP INC	2,474	$395K	0.25%	-33		Timeline
SPGIS&P GLOBAL INC	1,436	$392K	0.25%	-28		Timeline
PAYXPAYCHEX INC	4,583	$390K	0.25%	+479		Timeline
ABTABBOTT LABORATORIES	4,470	$388K	0.25%	+22		Timeline
AAPLAPPLE INC	1,321	$388K	0.25%	0		Timeline
AMATAPPLIED MATLS INC	6,350	$388K	0.25%	-11		Timeline
VISTA OUTDOOR INCVISTA OUTDOOR INC	51,120	$382K	0.24%	new
FISFIDELITY NATL INFORMATION SV	2,717	$378K	0.24%	+195		Timeline
TXNTEXAS INSTRS INC	2,908	$373K	0.24%	+128		Timeline
DGDOLLAR GEN CORP	2,375	$370K	0.24%	-52		Timeline
UNHUNITEDHEALTH GROUP INC	1,227	$361K	0.23%	+13		Timeline
USBUS BANCORP	6,064	$360K	0.23%	-39		Timeline
INTCINTEL CORP	5,989	$358K	0.23%	+85		Timeline
CSCOCISCO SYS INC	7,394	$355K	0.23%	-160		Timeline
LLYELI LILLY & CO	2,698	$355K	0.23%	-81		Timeline
BAXBAXTER INTL INC	4,232	$354K	0.23%	+64		Timeline
SYKSTRYKER CORPORATION	1,649	$346K	0.22%	+18		Timeline
NEENEXTERA ENERGY INC	1,426	$345K	0.22%	-57		Timeline
XOMEXXON MOBIL CORP	4,949	$345K	0.22%	+115		Timeline
NSCNORFOLK SOUTHN CORP	1,777	$345K	0.22%	+35		Timeline
FISVFISERV INC	2,956	$342K	0.22%	0		Timeline
ADBEADOBE INC	1,030	$340K	0.22%	+8		Timeline
SHWSHERWIN WILLIAMS CO	582	$340K	0.22%	0		Timeline
KMBKIMBERLY-CLARK CORP	2,460	$338K	0.22%	+15		Timeline
ITWILLINOIS TOOL WKS INC	1,868	$336K	0.21%	-18		Timeline
ELVELEVANCE HEALTH INC FORMERLY	1,101	$333K	0.21%	-16		Timeline
TJXTJX COS INC NEW	5,454	$333K	0.21%	-173		Timeline
CHTRCHARTER COMMUNICATIONS INC	683	$331K	0.21%	+296		Timeline
NOCNORTHROP GRUMMAN CORP	957	$329K	0.21%	-9		Timeline
LMTLOCKHEED MARTIN CORP	837	$326K	0.21%	-3		Timeline
UNPUNION PAC CORP	1,795	$325K	0.21%	+30		Timeline
APDAIR PRODUCTS AND CHEMICALS I	1,377	$324K	0.21%	-38		Timeline
IBMINTERNATIONAL BUSINESS MACHS	2,400	$322K	0.21%	+225		Timeline
VVISA INC	1,701	$320K	0.2%	0		Timeline
PFEPFIZER INC	8,076	$316K	0.2%	+92		Timeline
ADMARCHER DANIELS MIDLAND CO	6,810	$316K	0.2%	-11,310		Timeline
MDLZMONDELEZ INTL INC	5,703	$314K	0.2%	+43		Timeline
NKENIKE INC	3,081	$312K	0.2%	-59		Timeline
AMZNAMAZON COM INC	167	$309K	0.2%	0		Timeline
DHRDANAHER CORP DEL	2,015	$309K	0.2%	0		Timeline
HONHONEYWELL INTL INC	1,734	$307K	0.2%	+13		Timeline
ABBVABBVIE INC	3,456	$306K	0.2%	-60		Timeline
PYPLPAYPAL HLDGS INC	2,824	$305K	0.19%	-6		Timeline
AZOAUTOZONE INC	252	$300K	0.19%	0		Timeline
TROWPRICE T ROWE GROUP INC	2,443	$298K	0.19%	-112		Timeline
AEPAMERICAN ELEC PWR CO INC	3,109	$294K	0.19%	-111		Timeline
AMGNAMGEN INC	1,213	$292K	0.19%	0		Timeline
ISRGINTUITIVE SURGICAL INC	493	$291K	0.19%	0		Timeline
SYYSYSCO CORP	3,359	$287K	0.18%	0		Timeline
ALLALLSTATE CORP	2,550	$287K	0.18%	-27		Timeline
AFLAFLAC INC	5,420	$287K	0.18%	-17		Timeline
EDCONSOLIDATED EDISON INC	3,153	$285K	0.18%	-102		Timeline
WMWASTE MGMT INC DEL	2,475	$282K	0.18%	0		Timeline
BNYBANK OF NY MELLON CORP	5,571	$280K	0.18%	-57		Timeline
UNITED TECHNOLOGIES CORPUNITED TECHNOLOGIES CORP	1,853	$278K	0.18%	0
LOWLOWES COS INC	2,310	$277K	0.18%	0		Timeline
MSIMOTOROLA SOLUTIONS INC	1,686	$272K	0.17%	+1,615		Timeline
BDXBECTON DICKINSON & CO	995	$271K	0.17%	0		Timeline
NOWSERVICENOW INC	946	$267K	0.17%	+587		Timeline
EMREMERSON ELEC CO	3,489	$266K	0.17%	0		Timeline
BRK-BBERKSHIRE HATHAWAY INC DEL	1,169	$265K	0.17%	+7		Timeline
GDGENERAL DYNAMICS CORP	1,492	$263K	0.17%	+11		Timeline
SHMSPDR SERIES TRUST	5,351	$263K	0.17%	+5,250		Timeline
SUBISHARES TR	2,446	$261K	0.17%	+2,400		Timeline
PEGPUBLIC SVC ENTERPRISE GROUP	4,353	$257K	0.16%	-307		Timeline
AXPAMERICAN EXPRESS CO	2,049	$255K	0.16%	0		Timeline
VRTXVERTEX PHARMACEUTICALS INC	1,163	$255K	0.16%	+689		Timeline
MMM3M CO	1,447	$255K	0.16%	+8		Timeline
XRXXEROX HOLDINGS CORP	6,911	$255K	0.16%	-18		Timeline
GOOGALPHABET INC	188	$251K	0.16%	0		Timeline
GOOGLALPHABET INC	187	$250K	0.16%	0		Timeline
SRESEMPRA	1,645	$249K	0.16%	+62		Timeline
SBUXSTARBUCKS CORP	2,764	$243K	0.15%	0		Timeline
CVSCVS HEALTH CORP	3,258	$242K	0.15%	-6,970		Timeline
VZVERIZON COMMUNICATIONS INC	3,941	$242K	0.15%	+8		Timeline
GISGENERAL MILLS INC	4,494	$241K	0.15%	+22		Timeline
BLACKROCK INCBLACKROCK INC	477	$240K	0.15%	0
MUMICRON TECHNOLOGY INC	4,417	$238K	0.15%	-6,660		Timeline
TRVTRAVELERS COMPANIES INC	1,739	$238K	0.15%	-26		Timeline
ZBHZIMMER BIOMET HOLDINGS INC	1,544	$231K	0.15%	0		Timeline
WFCWELLS FARGO & CO	4,275	$230K	0.15%	0		Timeline
ORCLORACLE CORP	4,324	$229K	0.15%	+5		Timeline
XELXCEL ENERGY INC	3,567	$226K	0.14%	0		Timeline
NTRSNORTHERN TR CORP	1,994	$212K	0.14%	0		Timeline
HPQHP INC	10,310	$212K	0.14%	0		Timeline
UPSUNITED PARCEL SVCS INC	1,785	$209K	0.13%	0		Timeline
MTBM & T BK CORP	1,233	$209K	0.13%	-8		Timeline
MPCMARATHON PETE CORP	3,374	$203K	0.13%	0		Timeline
PSAPUBLIC STORAGE	944	$201K	0.13%	+153		Timeline
CITHE CIGNA GROUP	978	$200K	0.13%	+3		Timeline
CMICUMMINS INC	1,119	$200K	0.13%	-2,818		Timeline
KKELLANOVA	2,799	$194K	0.12%	0		Timeline
WALGREENS BOOTS ALLIANCE INCWALGREENS BOOTS ALLIANCE INC	3,249	$192K	0.12%	-10,024
GLWCORNING INC	6,503	$189K	0.12%	-7,483		Timeline
GSGOLDMAN SACHS GROUP INC	810	$186K	0.12%	0		Timeline
CLCOLGATE PALMOLIVE CO	2,693	$185K	0.12%	-83		Timeline
HPEHEWLETT PACKARD ENTERPRISE C	11,605	$184K	0.12%	0		Timeline
ILMNILLUMINA INC	551	$183K	0.12%	-232		Timeline
PERSPECTA INCPERSPECTA INC	6,804	$180K	0.11%	+639
PLDPROLOGIS INC.	2,010	$179K	0.11%	+1,578		Timeline
CERNER CORPCERNER CORP	2,409	$177K	0.11%	+9
GMGENERAL MTRS CO	4,820	$176K	0.11%	-62		Timeline
METMETLIFE INC	3,355	$171K	0.11%	+11		Timeline
METAMETA PLATFORMS INC	794	$163K	0.1%	+15		Timeline
CORCENCORA INC	1,865	$159K	0.1%	+3		Timeline
GILDGILEAD SCIENCES INC	2,418	$157K	0.1%	+5		Timeline
FFORD MTR CO	16,459	$153K	0.1%	-1,115		Timeline
FDXFEDEX CORP	958	$145K	0.09%	-26		Timeline
VRSNVERISIGN INC	755	$145K	0.09%	-22		Timeline
KMIKINDER MORGAN INC DEL	6,700	$142K	0.09%	-3,112		Timeline
CTSHCOGNIZANT TECHNOLOGY SOLUTIO	2,187	$136K	0.09%	-78		Timeline
PGRPROGRESSIVE CORP	1,841	$133K	0.08%	new		Timeline
TAT&T INC	3,137	$123K	0.08%	-297		Timeline
TMUST-MOBILE US INC	1,405	$110K	0.07%	+53		Timeline
LYFTLYFT INC	2,338	$101K	0.06%	0		Timeline
STTSTATE STR CORP	1,201	$95K	0.06%	-46		Timeline
UBERUBER TECHNOLOGIES INC	3,128	$93K	0.06%	+30		Timeline
HCAHCA HEALTHCARE INC	614	$91K	0.06%	+6		Timeline
CCLCARNIVAL CORP	1,425	$72K	0.05%	+232		Timeline
BABOEING CO	210	$68K	0.04%	+18		Timeline
KTBKONTOOR BRANDS INC	1,545	$65K	0.04%	+1,450		Timeline
LUVSOUTHWEST AIRLS CO	1,144	$62K	0.04%	+48		Timeline
RWOSPDR INDEX SHS FDS	1,150	$59K	0.04%	0		Timeline
BRBROADRIDGE FINL SOLUTIONS IN	425	$53K	0.03%	0		Timeline
CDK GLOBAL INCCDK GLOBAL INC	965	$53K	0.03%	0
ETNEATON CORP PLC	522	$49K	0.03%	-18		Timeline
DALDELTA AIR LINES INC	779	$46K	0.03%	-7,266		Timeline
RAYTHEON CORAYTHEON CO	207	$45K	0.03%	0
MRSHMARSH & MCLENNAN COS INC	383	$43K	0.03%	-1		Timeline
CCICROWN CASTLE INC	305	$43K	0.03%	new		Timeline
AVBAVALONBAY CMNTYS INC	191	$40K	0.03%	+28		Timeline
SOSOUTHERN CO	564	$36K	0.02%	new		Timeline
TSLATESLA INC	85	$36K	0.02%	new		Timeline
WECWEC ENERGY GROUP INC	393	$36K	0.02%	new		Timeline
NEMNEWMONT CORP	807	$35K	0.02%	new		Timeline
EXCEXELON CORP	776	$35K	0.02%	-112		Timeline
DXCDXC TECHNOLOGY CO	856	$32K	0.02%	-3,525		Timeline
DOWDOW HLDGS INC	549	$30K	0.02%	-115		Timeline
IPINTERNATIONAL PAPER CO	642	$30K	0.02%	-108		Timeline
CINFCINCINNATI FINL CORP	281	$30K	0.02%	-17		Timeline
INGRINGREDION INC	308	$29K	0.02%	new		Timeline
RSGREPUBLIC SVCS INC	325	$29K	0.02%	new		Timeline
TSNTYSON FOODS INC	316	$29K	0.02%	new		Timeline
MATCH GROUP INCMATCH GROUP INC	336	$28K	0.02%	new
LOGMEIN INCLOGMEIN INC	317	$27K	0.02%	new
KEXKIRBY CORP	290	$26K	0.02%	new		Timeline
SYNEOS HEALTH INCSYNEOS HEALTH INC	440	$26K	0.02%	new
UHSUNIVERSAL HLTH SVCS INC	172	$25K	0.02%	-13		Timeline
SPGSIMON PPTY GROUP INC NEW	171	$25K	0.02%	-1,124		Timeline
BKHBLACK HILLS CORP	314	$25K	0.02%	+113		Timeline
THGHANOVER INS GROUP INC	186	$25K	0.02%	new		Timeline
PBFPBF ENERGY INC	792	$25K	0.02%	+257		Timeline
QRVOQORVO INC	205	$24K	0.02%	-97		Timeline
EVRGEVERGY INC	373	$24K	0.02%	new		Timeline
LHC GROUPLHC GROUP	175	$24K	0.02%	new
CAHCARDINAL HEALTH INC	448	$23K	0.01%	new		Timeline
STLDSTEEL DYNAMICS INC	665	$23K	0.01%	+5		Timeline
MUSAMURPHY USA INC	193	$23K	0.01%	-19		Timeline
EXASEXACT SCIENCES CORP	254	$23K	0.01%	+7		Timeline
MANHMANHATTAN ASSOCIATES INC	294	$23K	0.01%	new		Timeline
FNFFIDELITY NATL FINL INC	510	$23K	0.01%	-55		Timeline
AVALARA INCAVALARA INC	312	$23K	0.01%	new
RYNRAYONIER INC	660	$22K	0.01%	+425		Timeline
RNGRINGCENTRAL INC	130	$22K	0.01%	-2,930		Timeline
PROOFPOINT INCPROOFPOINT INC	191	$22K	0.01%	+86
VSTVISTRA CORP	902	$21K	0.01%	new		Timeline
WLKWESTLAKE CORPORATION	294	$21K	0.01%	new		Timeline
HPPHUDSON PAC PPTYS INC	551	$21K	0.01%	new		Timeline
EATON VANCE CORPEATON VANCE CORP	442	$21K	0.01%	-48
EQCEQUITY COMMONWEALTH	611	$20K	0.01%	new		Timeline
LIBERTY MEDIA CORP DELLIBERTY MEDIA CORP DEL	425	$20K	0.01%	new
CUZCOUSINS PPTYS INC	467	$19K	0.01%	new		Timeline
RHIROBERT HALF INC.	301	$19K	0.01%	new		Timeline
LIFE STORAGE INCLIFE STORAGE INC	172	$19K	0.01%	new
ACADACADIA PHARMACEUTICALS INC	438	$19K	0.01%	new		Timeline
MTGMGIC INVT CORP WIS	1,248	$18K	0.01%	+199		Timeline
FHNFIRST HORIZON CORPORATION	1,018	$17K	0.01%	new		Timeline
CSXCSX CORP	232	$17K	0.01%	0		Timeline
UBSIUNITED BANKSHARES INC WEST V	428	$17K	0.01%	new		Timeline
MURMURPHY OIL CORP	623	$17K	0.01%	-160		Timeline
DRIDARDEN RESTAURANTS INC	152	$17K	0.01%	+13		Timeline
INVESTORS BANCORP, INC.INVESTORS BANCORP, INC.	1,414	$17K	0.01%	new
CBRLCRACKER BARREL OLD CTRY STOR	106	$16K	0.01%	+7		Timeline
MAXIM INTEGRATED PRODS INCMAXIM INTEGRATED PRODS INC	247	$15K	0.01%	new
HSTHOST HOTELS & RESORTS INC	753	$14K	0.01%	-251		Timeline
CRUSCIRRUS LOGIC INC	167	$14K	0.01%	new		Timeline
WCCWESCO INTL INC	237	$14K	0.01%	-10		Timeline
OKTAOKTA INC	115	$13K	0.01%	new		Timeline
EVREVERCORE INC	171	$13K	0.01%	+35		Timeline
FHIFEDERATED HERMES INC	395	$13K	0.01%	+11		Timeline
PRA HEALTH SCIENCES INCPRA HEALTH SCIENCES INC	120	$13K	0.01%	new
HHYATT HOTELS CORP	133	$12K	0.01%	+1		Timeline
NWSANEWS CORP NEW	817	$12K	0.01%	-30,740		Timeline
VFCV F CORP	109	$11K	0.01%	-571		Timeline
TDSTELEPHONE & DATA SYS INC	420	$11K	0.01%	+22		Timeline
HRBBLOCK H & R INC	434	$10K	0.01%	-186		Timeline
SEICSEI INVTS CO	148	$10K	0.01%	new		Timeline
SABRSABRE CORP	426	$10K	0.01%	-662		Timeline
BRKRBRUKER CORP	192	$10K	0.01%	-43		Timeline
CATYCATHAY GEN BANCORP	268	$10K	0.01%	-82		Timeline
FULTFULTON FINL CORP PA	560	$10K	0.01%	+71		Timeline
LPLALPL FINL HLDGS INC	102	$9K	0.01%	-5,937		Timeline
HIIHUNTINGTON INGALLS INDS INC	34	$9K	0.01%	-5		Timeline
CENTURYLINK INCCENTURYLINK INC	694	$9K	0.01%	new
CYPRESS SEMICONDUCTOR CORPCYPRESS SEMICONDUCTOR CORP	403	$9K	0.01%	-989
VTIVANGUARD INDEX FDS	48	$8K	0.01%	0		Timeline
KRKROGER CO	278	$8K	0.01%	new		Timeline
KIMKIMCO REALTY CORP	363	$8K	0.01%	-685		Timeline
GPKGRAPHIC PACKAGING HLDG CO	463	$8K	0.01%	-73		Timeline
WENWENDYS CO	332	$7K	<0.01%	new		Timeline
PCARPACCAR INC	88	$7K	<0.01%	-7		Timeline
MOALTRIA GROUP INC	95	$5K	<0.01%	0		Timeline
MARMARRIOTT INTL INC NEW	36	$5K	<0.01%	0		Timeline
RDNRADIAN GROUP INC	216	$5K	<0.01%	new		Timeline
TXRHTEXAS ROADHOUSE INC	97	$5K	<0.01%	new		Timeline
CASYCASEYS GEN STORES INC	26	$4K	<0.01%	-55		Timeline
CCCHEMOURS CO	197	$4K	<0.01%	0		Timeline
USFDUS FOODS HLDG CORP	107	$4K	<0.01%	+6		Timeline
LINDE PLC/OLDLINDE PLC/OLD	21	$4K	<0.01%	0
COTYCOTY INC	273	$3K	<0.01%	new		Timeline
NDAQNASDAQ INC	19	$2K	<0.01%	new		Timeline
AMEDISYS INCAMEDISYS INC	14	$2K	<0.01%	-2
AJGGALLAGHER ARTHUR J & CO	10	$1K	<0.01%	-7		Timeline
WESTROCK COWESTROCK CO	26	$1K	<0.01%	new
WRBBERKLEY W R CORP	3	$0	0%	new	Value filed as zero, left out of ratios.	Timeline

Sold out in Q4 2019

Positions in the previous quarter's report that this quarter's report no longer lists.

Security	Shares before	Value before	Type
CMTLCOMTECH TELECOMMUNICATIONS C	15,360	$499K	shares
BWABORGWARNER INC	13,260	$486K	shares
THSTREEHOUSE FOODS INC	8,696	$482K	shares
CRSCARPENTER TECHNOLOGY CORP	9,180	$474K	shares
ORIOLD REP INTL CORP	20,021	$472K	shares
CMCCOMMERCIAL METALS CO	26,940	$468K	shares
PHPARKER-HANNIFIN CORP	2,580	$466K	shares
CDWCDW CORP	3,780	$466K	shares
BRCBRADY CORP	8,700	$462K	shares
CMCOCOLUMBUS MCKINNON CORP N Y	12,600	$459K	shares
SMPSTANDARD MTR PRODS INC	9,420	$457K	shares
BCCBOISE CASCADE CO DEL	13,920	$454K	shares
HLIHOULIHAN LOKEY INC	9,960	$449K	shares
ADTRAN INCADTRAN INC	39,120	$444K	shares
RRGBRED ROBIN GOURMET BURGERS IN	13,320	$443K	shares
HASHASBRO INC	3,660	$434K	shares
Vitamin Shoppe, Inc.Vitamin Shoppe, Inc.	65,580	$428K	shares
CORE-MARK HOLDING CO INCCORE-MARK HOLDING CO INC	12,660	$407K	shares
CIENCIENA CORP	10,320	$405K	shares
WRLDWORLD ACCEP CORPORATION	3,180	$405K	shares
K12 INCK12 INC	15,300	$404K	shares
VIACOM INCVIACOM INC	16,665	$400K	shares
MTS SYSTEMS CORPMTS SYSTEMS CORP	7,200	$398K	shares
SCHNITZER STEEL INDUSTRIES …SCHNITZER STEEL INDUSTRIES INC	18,180	$376K	shares
BB & T CORPBB & T CORP	6,414	$342K	shares
SUNTRUST BANKS INCSUNTRUST BANKS INC	3,678	$253K	shares
NFLXNETFLIX INC.	586	$157K	shares
REGNREGENERON PHARMACEUTICALS	454	$126K	shares
EOGEOG RES INC	1,680	$125K	shares
WDAYWORKDAY INC	595	$101K	shares
BKNGBOOKING HOLDINGS INC	44	$86K	shares
ADSKAUTODESK INC	570	$84K	shares
VERSUM MATLS INCVERSUM MATLS INC	1,014	$54K	shares
VTRVENTAS INC	488	$36K	shares
HAEHAEMONETICS CORP MASS	235	$30K	shares
NWENORTHWESTERN ENERGY GROUP IN	350	$26K	shares
PORPORTLAND GEN ELEC CO	467	$26K	shares
TTEKTETRA TECH INC NEW	264	$23K	shares
VEREIT INCVEREIT INC	2,301	$23K	shares
HUBBHUBBELL INC	159	$21K	shares
JBLUJETBLUE AIRWAYS CORP	1,256	$21K	shares
SJMSMUCKER J M CO	191	$21K	shares
INTERPUBLIC GROUP COSINTERPUBLIC GROUP COS	947	$20K	shares
FIRSTCASH HOLDINGS INC.FIRSTCASH HOLDINGS INC.	221	$20K	shares
HUBSHUBSPOT INC	123	$19K	shares
EPREPR PPTYS	249	$19K	shares
FLSFLOWSERVE CORP	402	$19K	shares
MOHMOLINA HEALTHCARE INC	177	$19K	shares
VMWARE, INC.VMWARE, INC.	111	$17K	shares
PKPARK HOTELS & RESORTS INC	629	$16K	shares
AEOAMERICAN EAGLE OUTFITTERS IN	1,004	$16K	shares
CLFCLEVELAND-CLIFFS INC NEW	2,093	$15K	shares
PBPROSPERITY BANCSHARES INC	207	$15K	shares
HPHELMERICH & PAYNE INC	376	$15K	shares
RLRALPH LAUREN CORP	149	$14K	shares
CHDCHURCH & DWIGHT CO INC	173	$13K	shares
FITBFIFTH THIRD BANCORP	461	$13K	shares
FICOFAIR ISAAC CORP	44	$13K	shares
AAGILENT TECHNOLOGIES INC	164	$13K	shares
NEW RELIC INCNEW RELIC INC	210	$13K	shares
ACIWACI WORLDWIDE INC	390	$12K	shares
CACICACI INTL INC	47	$11K	shares
WTFCWINTRUST FINL CORP	174	$11K	shares
IQVIQVIA HLDGS INC	75	$11K	shares
VSATVIASAT INC	152	$11K	shares
TKRTIMKEN CO	238	$10K	shares
CXWCORECIVIC INC	542	$9K	shares
SEATTLE GENETICS INCSEATTLE GENETICS INC	105	$9K	shares
TWLOTWILIO INC	72	$8K	shares
UGIUGI CORP NEW	152	$8K	shares
ASBASSOCIATED BANC-CORP	366	$7K	shares
LOPEGRAND CANYON ED INC	58	$6K	shares
TCF FINANCIAL CORPORATION NETCF FINANCIAL CORPORATION NE	155	$6K	shares
APACHE CORPAPACHE CORP	246	$6K	shares
PEOPLE'S UNITED FINANCIAL I…PEOPLE'S UNITED FINANCIAL INC	269	$4K	shares
CREE INCCREE INC	38	$2K	shares
FDSFACTSET RESH SYS INC	6	$1K	shares

How Q4 2019 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

Filing	Role	Amendment	Filed	Accepted	Ingested
13F-HR 0001353219-20-000001	base		2020-01-14	acceptance time not in the bulk data set	2026-10-07 18:54:20 UTC