ALPHA WINDWARD LLC
Q1 2014 13F-HR Holdings
Net value change ($000)
+30
(0.0%)
New positions
28
Sold out positions
21
Turnover %
14.9%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 2013
Methodology:
sector metrics are equities-only;
instrument mix chart is ex-options;
options exposure is shown separately.
Why this matters.
Top Adds (Value $000, Stocks/ETFs)
| WSM | 556 | NEW |
| GPRE | 534 | NEW |
| ARKANSAS BEST CORP DEL COM | 521 | NEW |
| IPAR | 513 | NEW |
| LEGG MASON, INC. | 513 | 10260.0% |
| FFBC | 507 | NEW |
| BOKF | 506 | 1807.1% |
| PTEN | 498 | 1778.6% |
| FITB | 492 | NEW |
| SPANSION INC | 490 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| KRO | -537 | -100.0% |
| COLM | -529 | -100.0% |
| HAWAIIAN HOLDINGS INC | -522 | -100.0% |
| UMPQUA HOLDINGS CORP | -506 | -100.0% |
| STT | -503 | -63.6% |
| BAH | -503 | -98.4% |
| *GREATBATCH INC | -502 | -100.0% |
| BEN | -497 | -70.4% |
| MEN'S WEARHOUSE INC | -496 | -100.0% |
| PH | -495 | -95.4% |
Instrument mix + QoQ Δ (ex-options)
How this table is calculated:
SEC
VALUE ($000) is used as reported.
For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received.
Column % is bucket-based:
non-options share is calculated inside non-option total, options share is calculated inside options total.
Details.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|