Institution Information
Reportee Signature Date Report period Total Entries Total AUM($)
ALPHA WINDWARD LLC 07-30-2019 06-30-2019 396 155,822,000
Institutional Holdings
Issuer Class Position Value Shares Portfolio Percentage (%) Previous Percentage (%) Shares Delta Shares Delta(%)
ISHARES TR RUS MID CAP ETF 1 $9,555,000 167,015 6.13 5.54 12,951 8.41
VANGUARD BD INDEX FD INC TOTAL BND MRKT 2 $8,250,000 99,490 5.29 5.34 817 0.83
VANGUARD INDEX FDS REAL ESTATE ETF 3 $4,558,000 51,480 2.93 3.11 -2,207 -4.11
ISHARES TR MSCI EAFE ETF 4 $4,109,000 62,598 2.64 3.85 -26,387 -29.65
SPDR S&P 500 ETF TR TR UNIT 5 $3,512,000 11,651 2.25 2.22 -124 -1.05
ISHARES TR RUSSELL 2000 ETF 6 $3,034,000 19,432 1.95 1.60 3,784 24.18
VANGUARD BD INDEX FD INC SHORT TRM BOND 7 $2,521,000 31,364 1.62 1.71 -905 -2.80
8
SPDR SER TR NUVN BRCLY MUNI 9 $1,994,000 39,463 1.28 1.30 -130 -0.33
ISHARES TR NATIONAL MUN ETF 10 $1,965,000 17,312 1.26 1.29 -60 -0.35
ISHARES TR MSCI EMG MKT ETF 11 $1,582,000 37,123 1.02 1.44 -13,308 -26.39
TARGET CORP COM 12 $866,000 9,923 0.56 0.51 476 5.04
PHILLIPS 66 COM 13 $848,000 8,246 0.54 0.48 716 9.51
VALERO ENERGY CORP NEW COM 14 $761,000 9,054 0.49 0.50 145 1.63
CHEVRON CORP NEW COM 15 $760,000 6,121 0.49 0.51 -95 -1.53
ARCHER DANIELS MIDLAND CO COM 16 $746,000 18,240 0.48 0.49 1,267 7.46
CYPRESS SEMICONDUCTOR CORP COM 17 $711,000 30,912 0.46 0.01 29,653 2355.28
CONOCOPHILLIPS COM 18 $704,000 12,100 0.45 0.20 7,549 165.88
CUMMINS INC COM 19 $691,000 3,974 0.44 0.11 2,884 264.59
HOME DEPOT INC COM 20 $669,000 3,070 0.43 0.39 -15 -0.49
MICRON TECHNOLOGY INC COM 21 $662,000 14,137 0.42 0.36 1,102 8.45
FTI CONSULTING INC COM 22 $621,000 5,929 0.40 0.35 -851 -12.55
COMTECH TELECOMMUNICATIONS C COM NEW 23 $620,000 21,240 0.40 0.27 3,780 21.65
WILLIAMS SONOMA INC COM 24 $618,000 9,161 0.40 0.32 641 7.52
CIENA CORP COM NEW 25 $609,000 13,260 0.39 13,260 +Inf
GENTEX CORP COM 26 $591,000 21,483 0.38 0.32 -2,050 -8.71
JPMORGAN CHASE & CO COM 27 $585,000 5,053 0.38 0.35 -105 -2.04
28
DIODES INC COM 29 $576,000 13,500 0.37 13,500 +Inf
TETRA TECH INC NEW COM 30 $574,000 7,224 0.37 0.32 -816 -10.15
DELTA AIR LINES INC DEL COM NEW 31 $570,000 9,125 0.37 0.02 8,427 1207.31
MCDONALDS CORP COM 32 $565,000 2,628 0.36 0.34 -64 -2.38
LAM RESEARCH CORP COM 33 $562,000 2,666 0.36 0.32 26 0.98
UNIFIRST CORP MASS COM 34 $561,000 2,880 0.36 2,880 +Inf
QORVO INC COM 35 $560,000 7,502 0.36 0.01 7,226 2618.12
RELIANCE STEEL & ALUMINUM CO COM 36 $559,000 5,515 0.36 0.35 -352 -6.00
MILLER HERMAN INC COM 37 $559,000 12,360 0.36 0.30 -480 -3.74
INTEGER HLDGS CORP COM 38 $558,000 6,480 0.36 6,480 +Inf
MICROSOFT CORP COM 39 $557,000 3,948 0.36 0.33 -236 -5.64
OSHKOSH CORP COM 40 $553,000 6,436 0.35 0.30 436 7.27
NEWS CORP NEW CL A 41 $553,000 41,337 0.35 0.31 4,317 11.66
KBR INC COM 42 $544,000 20,700 0.35 0.33 -5,340 -20.51
OWENS CORNING NEW COM 43 $543,000 9,480 0.35 9,480 +Inf
TEGNA INC COM Liquidated $0 0 0.36 38,460 +Inf
UNIVERSAL FST PRODS INC COM 45 $538,000 13,140 0.35 0.29 -1,500 -10.25
CBRE GROUP INC CL A 46 $536,000 10,114 0.34 0.00 9,969 6875.17
47
AECOM COM 48 $535,000 14,572 0.34 0.01 14,066 2779.84
49
GROUP 1 AUTOMOTIVE INC COM 50 $532,000 6,000 0.34 6,000 +Inf
DELEK US HLDGS INC NEW COM 51 $531,000 12,660 0.34 0.33 -960 -7.05
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