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Disclosery

ALPHA WINDWARD LLC

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13F filer, CIK 1353219, WESTWOOD, MA

ALPHA WINDWARD LLC reported $0 across 1 holding for the quarter ended 2020-12-31, in a 13F-HR filed 2021-01-14.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001353219-21-000001

Period
2020-12-31
Reported value
$0
Holdings
1
Top 10 weight
New
0
Sold out
406

Largest buys vs the previous quarter

None.

Largest sells vs the previous quarter

SecurityShares changeApprox. value
IWRexited-171,083-$9.82M
BNDexited-95,215-$8.4M
IWMexited-22,582-$3.38M
SPYexited-9,140-$3.06M
BSVexited-29,253-$2.43M

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 2020

Share positions as resolved from 13F-HR 0001353219-21-000001, largest first. % of portfolio is the value over $0, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
AAPLAPPLE INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2019Q1: restricted; 2019Q2: 1,321 shares; 2019Q3: 1,321 shares; 2019Q4: 1,321 shares; 2020Q1: 1,246 shares; 2020Q2: 1,227 shares; 2020Q3: 8,396 shares; 2020Q4: 0 shares 0$0-8,396Value filed as zero, left out of ratios.Amount filed as zero, left out of ratios.Timeline

Sold out in Q4 2020

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

The largest 100 of 406. All 406

SecurityShares beforeValue beforeType
IWRISHARES TR171,083$9.82Mshares
BNDVANGUARD BD INDEX FDS95,215$8.4Mshares
IWMISHARES TR22,582$3.38Mshares
SPYSTATE STR SPDR S&P 500 ETF T9,140$3.06Mshares
BSVVANGUARD BD INDEX FDS29,253$2.43Mshares
EFAISHARES TR29,607$1.88Mshares
TFISPDR SERIES TRUST32,843$1.71Mshares
MUBISHARES TR14,542$1.69Mshares
MSFTMICROSOFT CORP4,745$998Kshares
EEMISHARES TR21,671$955Kshares
CMCSACOMCAST CORP NEW19,978$924Kshares
AMZNAMAZON COM INC278$875Kshares
HDHOME DEPOT INC2,900$805Kshares
TXNTEXAS INSTRS INC5,638$805Kshares
INTCINTEL CORP14,160$733Kshares
LMTLOCKHEED MARTIN CORP1,862$714Kshares
CLXCLOROX CO DEL3,290$691Kshares
MCKMCKESSON CORP4,558$679Kshares
CSCOCISCO SYS INC15,658$617Kshares
ACHACCENDRA HEALTH INC24,540$616Kshares
JNJJOHNSON & JOHNSON4,100$610Kshares
KKELLANOVA9,073$586Kshares
FISVFISERV INC5,472$564Kshares
UBERUBER TECHNOLOGIES INC15,334$559Kshares
TMOTHERMO FISHER SCIENTIFIC INC1,263$558Kshares
COSTCOSTCO WHOLESALE CORPORATION1,550$550Kshares
LOWLOWES COS INC3,296$547Kshares
CVXCHEVRON CORPORATION7,588$546Kshares
WALGREENS BOOTS ALLIANCE INCWALGREENS BOOTS ALLIANCE INC15,169$545Kshares
SHOESHOE STA GROUP INC16,140$542Kshares
ADMARCHER DANIELS MIDLAND CO11,536$536Kshares
BED BATH & BEYOND INCBED BATH & BEYOND INC35,340$529Kshares
WMTWALMART INC3,752$525Kshares
MAMASTERCARD INCORPORATED1,536$519Kshares
DKSDICKS SPORTING GOODS INC8,940$517Kshares
INTUINTUIT1,581$516Kshares
PYPLPAYPAL HLDGS INC2,614$515Kshares
IPINTERNATIONAL PAPER CO12,579$510Kshares
MCDMCDONALDS CORP2,281$501Kshares
COPCONOCOPHILLIPS14,857$488Kshares
BYDBOYD GAMING CORP15,900$488Kshares
R1 RCM INCR1 RCM INC28,440$488Kshares
SNXTD SYNNEX CORPORATION3,471$486Kshares
MPCMARATHON PETE CORP16,576$486Kshares
AMGNAMGEN INC1,872$476Kshares
JPMJPMORGAN CHASE & CO4,940$476Kshares
EMNEASTMAN CHEM CO6,046$472Kshares
PKGPACKAGING CORP AMER4,320$471Kshares
PGPROCTER & GAMBLE CO3,355$466Kshares
TOLTOLL BROTHERS INC9,551$465Kshares
ADBEADOBE INC945$463Kshares
WLKWESTLAKE CORPORATION7,320$463Kshares
BRK-BBERKSHIRE HATHAWAY INC DEL2,133$454Kshares
ACMAECOM10,806$452Kshares
ADPAUTOMATIC DATA PROCESSING IN3,217$449Kshares
HUNHUNTSMAN CORP20,220$449Kshares
WTSWATTS WATER TECHNOLOGIES INC4,440$445Kshares
ABTABBOTT LABORATORIES4,083$444Kshares
SJMSMUCKER J M CO3,834$443Kshares
SPGIS&P GLOBAL INC1,221$440Kshares
TGTTARGET CORP2,794$440Kshares
LENLENNAR CORP5,379$439Kshares
DGDOLLAR GEN CORP2,094$439Kshares
AVANGRID INCAVANGRID INC8,673$438Kshares
NUSNU SKIN ENTERPRISES INC8,700$436Kshares
KROKRONOS WORLDWIDE INC33,840$435Kshares
EXCEXELON CORP12,141$434Kshares
KHCKRAFT HEINZ CO14,460$433Kshares
STCSTEWART INFORMATION SVCS COR9,900$433Kshares
OCOWENS CORNING NEW6,284$432Kshares
BBYBEST BUY INC3,876$431Kshares
CMICUMMINS INC2,037$430Kshares
ASTEASTEC INDS INC7,920$430Kshares
ARWARROW ELECTRS INC5,460$429Kshares
AIZASSURANT INC3,517$427Kshares
MANMANPOWERGROUP INC WIS5,827$427Kshares
AMGAFFILIATED MANAGERS GROUP6,224$426Kshares
NKENIKE INC3,385$425Kshares
DGXQUEST DIAGNOSTICS INC3,707$424Kshares
AVNTAVIENT CORPORATION16,020$424Kshares
SHWSHERWIN WILLIAMS CO607$423Kshares
GPKGRAPHIC PACKAGING HLDG CO30,000$423Kshares
SYKES ENTERPRISES INC COMSYKES ENTERPRISES INC COM12,360$423Kshares
KRKROGER CO12,437$422Kshares
BAHBOOZ ALLEN HAMILTON HLDG COR5,081$422Kshares
RSRELIANCE INC4,133$422Kshares
VSTVISTRA CORP22,324$421Kshares
M.D.C. HOLDINGS INCM.D.C. HOLDINGS INC8,940$421Kshares
SCHNITZER STEEL INDUSTRIES …SCHNITZER STEEL INDUSTRIES INC21,900$421Kshares
KBHKB HOME10,920$419Kshares
WHRWHIRLPOOL CORP2,281$419Kshares
TTMITTM TECHNOLOGIES INC36,720$419Kshares
CNNECANNAE HLDGS INC11,220$418Kshares
AZZAZZ INC12,240$418Kshares
RRXREGAL REXNORD CORPORATION4,452$418Kshares
NWSANEWS CORP NEW29,663$416Kshares
NUENUCOR CORP9,240$415Kshares
RUSHARUSH ENTERPRISES INC8,220$415Kshares
STLDSTEEL DYNAMICS INC14,445$414Kshares
SANMSANMINA CORP15,180$411Kshares

How Q4 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).

FilingRoleAmendmentFiledAcceptedIngested
13F-HR 0001353219-21-000001 base2021-01-14acceptance time not in the bulk data set