ALPHA WINDWARD LLC
Q2 2014 13F-HR Holdings
Net value change ($000)
+3,672
(2.5%)
New positions
68
Sold out positions
75
Turnover %
26.6%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q1 2014
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)
| MICROS SYS INC | 611 | NEW |
| UI | 588 | NEW |
| MEDIVATION | 550 | NEW |
| ATMEL CORP | 538 | NEW |
| JBL | 527 | NEW |
| HP | 525 | NEW |
| ATI | 520 | NEW |
| WFC | 516 | 156.4% |
| SWKS | 516 | NEW |
| TKR | 514 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| WSM | -556 | -100.0% |
| FF | -548 | -100.0% |
| GPRE | -534 | -100.0% |
| ALK | -532 | -94.7% |
| MUSA | -526 | -92.4% |
| ARKANSAS BEST CORP DEL COM | -521 | -100.0% |
| ACM | -516 | -100.0% |
| LEGG MASON, INC. | -515 | -99.4% |
| IPAR | -513 | -100.0% |
| ATO | -512 | -100.0% |
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 |
|---|