ALPHA WINDWARD LLC
Follow13F filer, CIK 1353219, WESTWOOD, MA
ALPHA WINDWARD LLC reported $130,232,000 across 406 holdings for the quarter ended 2020-06-30, in a 13F-HR filed 2020-07-13. Its ten largest share positions make up 25.12% of the portfolio.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001353219-20-000003
- Period
- 2020-06-30
- Reported value
- $130M
- Holdings
- 406
- Top 10 weight
- 25.12%
- New
- 134
- Sold out
- 126
Largest buys vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| SAHnew | +16,260 | $519K |
| BIGGQnew | +11,700 | $491K |
| WNCnew | +43,200 | $459K |
| SHOEnew | +15,660 | $458K |
| KHCnew | +13,907 | $443K |
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 |
|---|---|---|
| VNQreduced | -10,578 | -$831K |
| QRVOreduced | -4,913 | -$549K |
| GNTXreduced | -15,736 | -$533K |
| LAM RESEARCH CORPreduced | -1,538 | -$499K |
| ZENDESK INCreduced | -5,541 | -$493K |
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.
Back to all 406 share positions
Sold out in Q2 2020
Positions in the previous quarter's report that this quarter's report no longer lists.
| Security | Shares before | Value before | Type |
|---|---|---|---|
| TECH DATA CORPTECH DATA CORP | 3,500 | $458K | shares |
| SANMSANMINA CORP | 15,840 | $432K | shares |
| GOLFACUSHNET HLDGS CORP | 16,020 | $412K | shares |
| PBHPRESTIGE CONSMR HEALTHCARE I | 11,220 | $412K | shares |
| DIODDIODES INC | 10,080 | $410K | shares |
| LSTRLANDSTAR SYS INC | 4,260 | $408K | shares |
| FSSFEDERAL SIGNAL CORP | 14,400 | $393K | shares |
| FORMFORMFACTOR INC | 19,500 | $392K | shares |
| GLDDGREAT LAKES DREDGE & DOCK CO | 46,560 | $386K | shares |
| CSLCARLISLE COS INC | 3,076 | $385K | shares |
| ROCKGIBRALTAR INDS INC | 8,640 | $371K | shares |
| ALSNALLISON TRANSMISSION HLDGS I | 11,198 | $365K | shares |
| NUENUCOR CORP | 9,994 | $360K | shares |
| CBZCBIZ INC | 17,160 | $359K | shares |
| NATIONAL INSTRS CORPNATIONAL INSTRS CORP | 10,860 | $359K | shares |
| KAIKADANT INC | 4,800 | $358K | shares |
| UNFUNIFIRST CORP MASS | 2,340 | $354K | shares |
| TNDMTANDEM DIABETES CARE INC | 5,400 | $347K | shares |
| CENTURYLINK INCCENTURYLINK INC | 36,574 | $346K | shares |
| NSITINSIGHT ENTERPRISES INC | 8,160 | $344K | shares |
| NWLNEWELL BRANDS INC | 25,806 | $343K | shares |
| XRAYDENTSPLY SIRONA INC | 8,822 | $343K | shares |
| PDMPIEDMONT REALTY TRUST INC | 19,440 | $343K | shares |
| XPERI CORPXPERI CORP | 24,600 | $342K | shares |
| EPCEDGEWELL PERSONAL CARE CO | 13,980 | $337K | shares |
| WADDELL & REED FINL INCWADDELL & REED FINL INC | 29,640 | $337K | shares |
| RMBSRAMBUS INC DEL | 30,240 | $336K | shares |
| GPCGENUINE PARTS CO | 4,920 | $331K | shares |
| DECKDECKERS OUTDOOR CORP | 2,460 | $330K | shares |
| FAFFIRST AMERN FINL CORP | 7,719 | $327K | shares |
| HTHHILLTOP HLDGS INC | 21,480 | $325K | shares |
| EMEEMCOR GROUP INC | 5,280 | $324K | shares |
| HURNHURON CONSULTING GROUP INC | 7,140 | $324K | shares |
| RHIROBERT HALF INC. | 8,341 | $315K | shares |
| MAGELLAN HEALTH SERVICES INCMAGELLAN HEALTH SERVICES INC | 6,540 | $315K | shares |
| CMCOCOLUMBUS MCKINNON CORP N Y | 12,420 | $311K | shares |
| WDCWESTERN DIGITAL CORP | 7,406 | $308K | shares |
| RMAXRE/MAX HLDGS INC | 14,040 | $308K | shares |
| ITGRINTEGER HLDGS CORP | 4,860 | $305K | shares |
| APAMARTISAN PARTNERS ASSET MGMT | 13,920 | $299K | shares |
| PFSIPENNYMAC FINL SVCS INC NEW | 13,440 | $297K | shares |
| PIPRPIPER SANDLER COS | 5,820 | $294K | shares |
| ADTADT INC DEL | 67,800 | $293K | shares |
| GFFGRIFFON CORP | 22,680 | $287K | shares |
| TPG SPECIALTY LENDING INCTPG SPECIALTY LENDING INC | 20,580 | $286K | shares |
| KMTKENNAMETAL INC | 15,300 | $285K | shares |
| EVREVERCORE INC | 6,171 | $284K | shares |
| MOG-AMOOG INC | 5,580 | $282K | shares |
| CNSCOHEN & STEERS INC | 6,180 | $281K | shares |
| LCIILCI INDS | 4,200 | $281K | shares |
| BMC STK HLDGS INCBMC STK HLDGS INC | 15,660 | $278K | shares |
| KFYKORN FERRY | 11,340 | $276K | shares |
| LOCOEL POLLO LOCO HLDGS INC | 32,220 | $272K | shares |
| BKEBUCKLE INC | 19,260 | $264K | shares |
| DALDELTA AIR LINES INC | 8,999 | $257K | shares |
| PERFICIENT INCPERFICIENT INC | 9,360 | $254K | shares |
| ELFE L F BEAUTY INC | 25,020 | $246K | shares |
| DISH NETWORK CORPORATIONDISH NETWORK CORPORATION | 12,159 | $243K | shares |
| PHMPULTE GROUP INC | 10,777 | $241K | shares |
| ALEXALEXANDER & BALDWIN INC | 21,120 | $237K | shares |
| MSIMOTOROLA SOLUTIONS INC | 1,686 | $224K | shares |
| COTYCOTY INC | 42,453 | $219K | shares |
| GPIGROUP 1 AUTOMOTIVE INC | 4,500 | $199K | shares |
| CAKECHEESECAKE FACTORY INC | 11,340 | $194K | shares |
| CMTLCOMTECH TELECOMMUNICATIONS C | 14,340 | $191K | shares |
| BKDBROOKDALE SR LIVING INC | 59,700 | $186K | shares |
| HAWAIIAN HOLDINGS INCHAWAIIAN HOLDINGS INC | 17,820 | $186K | shares |
| AIRAAR CORP | 10,380 | $184K | shares |
| NORDSTROM INCNORDSTROM INC | 11,700 | $179K | shares |
| HPHELMERICH & PAYNE INC | 10,560 | $165K | shares |
| BED BATH & BEYOND INCBED BATH & BEYOND INC | 38,340 | $161K | shares |
| KMIKINDER MORGAN INC DEL | 7,149 | $100K | shares |
| SPGSIMON PPTY GROUP INC NEW | 1,566 | $86K | shares |
| FFORD MTR CO | 17,372 | $84K | shares |
| BABOEING CO | 198 | $30K | shares |
| RAYTHEON CORAYTHEON CO | 207 | $27K | shares |
| CINFCINCINNATI FINL CORP | 281 | $21K | shares |
| BKHBLACK HILLS CORP | 314 | $20K | shares |
| CCLCARNIVAL CORP | 1,425 | $19K | shares |
| EQCEQUITY COMMONWEALTH | 611 | $19K | shares |
| TSNTYSON FOODS INC | 316 | $18K | shares |
| ASPEN TECHNOLOGY INCASPEN TECHNOLOGY INC | 191 | $18K | shares |
| UHSUNIVERSAL HLTH SVCS INC | 172 | $17K | shares |
| THGHANOVER INS GROUP INC | 186 | $17K | shares |
| OGEOGE ENERGY CORP | 551 | $17K | shares |
| PWRQUANTA SVCS INC | 499 | $16K | shares |
| LIFE STORAGE INCLIFE STORAGE INC | 172 | $16K | shares |
| DOWDOW HLDGS INC | 513 | $15K | shares |
| EXASEXACT SCIENCES CORP | 254 | $15K | shares |
| MANHMANHATTAN ASSOCIATES INC | 294 | $15K | shares |
| OKTAOKTA INC | 115 | $14K | shares |
| CUZCOUSINS PPTYS INC | 467 | $14K | shares |
| HPPHUDSON PAC PPTYS INC | 551 | $14K | shares |
| CBRECBRE GROUP INC | 356 | $13K | shares |
| FNFFIDELITY NATL FINL INC | 510 | $13K | shares |
| KEXKIRBY CORP | 290 | $13K | shares |
| FOOT LOCKER INCFOOT LOCKER INC | 534 | $12K | shares |
| CRUSCIRRUS LOGIC INC | 167 | $11K | shares |
| DXCDXC TECHNOLOGY CO | 856 | $11K | shares |
| PRA HEALTH SCIENCES INCPRA HEALTH SCIENCES INC | 120 | $10K | shares |
| AGCOAGCO CORP | 180 | $9K | shares |
| CBRLCRACKER BARREL OLD CTRY STOR | 106 | $9K | shares |
| KSSKOHLS CORP | 632 | $9K | shares |
| CYPRESS SEMICONDUCTOR CORPCYPRESS SEMICONDUCTOR CORP | 403 | $9K | shares |
| FHNFIRST HORIZON CORPORATION | 1,018 | $8K | shares |
| FHIFEDERATED HERMES INC | 395 | $8K | shares |
| MTGMGIC INVT CORP WIS | 1,248 | $8K | shares |
| SEICSEI INVTS CO | 148 | $7K | shares |
| BRKRBRUKER CORP | 192 | $7K | shares |
| VTIVANGUARD INDEX FDS | 47 | $6K | shares |
| HIIHUNTINGTON INGALLS INDS INC | 34 | $6K | shares |
| PBFPBF ENERGY INC | 792 | $6K | shares |
| CATYCATHAY GEN BANCORP | 268 | $6K | shares |
| WENWENDYS CO | 332 | $5K | shares |
| WCCWESCO INTL INC | 237 | $5K | shares |
| MOALTRIA GROUP INC | 95 | $4K | shares |
| KIMKIMCO REALTY CORP | 363 | $4K | shares |
| MURMURPHY OIL CORP | 623 | $4K | shares |
| CASYCASEYS GEN STORES INC | 26 | $3K | shares |
| MARMARRIOTT INTL INC NEW | 36 | $3K | shares |
| RDNRADIAN GROUP INC | 216 | $3K | shares |
| SABRSABRE CORP | 426 | $3K | shares |
| CCCHEMOURS CO | 197 | $2K | shares |
| USFDUS FOODS HLDG CORP | 107 | $2K | shares |
| AJGGALLAGHER ARTHUR J & CO | 10 | $1K | shares |
| WESTROCK COWESTROCK CO | 26 | $1K | shares |
How Q2 2020 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 0001353219-20-000003 | base | 2020-07-13 | acceptance time not in the bulk data set |