ALPHA WINDWARD LLC historic quarter change: USA Stocks, Added
In share positions in stocks (listed in the US), over 13 quarters from 2013-06-30 to 2016-09-30, ALPHA WINDWARD LLC opened 486 positions, added to 1,084, reduced 1,532 and sold out of 434.
- Q3 2016: Stock QCOM; Country of operation United States; Class COM; Shares before 2,409.
- Q3 2016: Stock CFR; Country of operation United States; Class COM; Shares before 249.
- Q3 2016: Stock STLD; Country of operation United States; Class COM; Shares before 1,304.
- Q3 2016: Stock OGS; Country of operation United States; Class COM; Shares before 175.
Each consecutive pair of Form 13F-HR filings compared (SEC CIK 1353219), 13 quarters: Q3 2016 (2016-06-30 to 2016-09-30, filed 2016-10-19); Q2 2016 (2016-03-31 to 2016-06-30, filed 2016-07-08); Q1 2016 (2015-12-31 to 2016-03-31, filed 2016-04-14); Q4 2015 (2015-09-30 to 2015-12-31, filed 2016-01-15); Q3 2015 (2015-06-30 to 2015-09-30, filed 2015-10-13); Q2 2015 (2015-03-31 to 2015-06-30, filed 2015-07-08); Q1 2015 (2014-12-31 to 2015-03-31, filed 2015-04-16); Q4 2014 (2014-09-30 to 2014-12-31, filed 2015-01-23); Q3 2014 (2014-06-30 to 2014-09-30, filed 2014-10-21); Q2 2014 (2014-03-31 to 2014-06-30, filed 2014-07-16); Q1 2014 (2013-12-31 to 2014-03-31, filed 2014-04-16); Q4 2013 (2013-09-30 to 2013-12-31, filed 2014-01-14); Q3 2013 (2013-06-30 to 2013-09-30, filed 2013-10-18). Rows for the same security, class and put/call are added together. Value change is the filed value at each quarter end, so it includes the price move. Only the filings held here are compared; the firm's 13F-HR filings go back to the quarter ended 2005-12-31.
| Quarter | Stock | Country of operation | Class | Shares before | Shares after | Share change | Value before | Value after | Value change | Filed |
|---|
| Q3 2016 | QCOM
QUALCOMM INC | United States | COM | 2,409 | 9,348 | +6,939 | $129,000 | $640,000 | +$511,000 | 2016-10-19 |
|---|
| Q3 2016 | CFR
CULLEN FROST BANKERS INC | United States | COM | 249 | 6,369 | +6,120 | $16,000 | $458,000 | +$442,000 | 2016-10-19 |
|---|
| Q3 2016 | STLD
STEEL DYNAMICS INC | United States | COM | 1,304 | 18,824 | +17,520 | $32,000 | $470,000 | +$438,000 | 2016-10-19 |
|---|
| Q3 2016 | OGS
ONE GAS INC | United States | COM | 175 | 7,195 | +7,020 | $12,000 | $445,000 | +$433,000 | 2016-10-19 |
|---|
| Q3 2016 | NUE
NUCOR CORP | United States | COM | 493 | 9,193 | +8,700 | $24,000 | $455,000 | +$431,000 | 2016-10-19 |
|---|
| Q3 2016 | CINF
CINCINNATI FINL CORP | United States | COM | 775 | 6,475 | +5,700 | $58,000 | $488,000 | +$430,000 | 2016-10-19 |
|---|
| Q3 2016 | KSS
KOHLS CORP | United States | COM | 305 | 9,845 | +9,540 | $12,000 | $431,000 | +$419,000 | 2016-10-19 |
|---|
| Q3 2016 | HPQ
HP INC | United States | COM | 3,957 | 16,149 | +12,192 | $50,000 | $251,000 | +$201,000 | 2016-10-19 |
|---|
| Q3 2016 | BMY
BRISTOL MYERS SQUIBB CO | United States | COM | 6,164 | 6,178 | +14 | $453,000 | $333,000 | -$120,000 | 2016-10-19 |
|---|
| Q3 2016 | MAN
MANPOWERGROUP INC | United States | COM | 5,638 | 6,658 | +1,020 | $363,000 | $481,000 | +$118,000 | 2016-10-19 |
|---|
| Q3 2016 | LEA
LEAR CORP | United States | COM NEW | 3,825 | 4,065 | +240 | $389,000 | $493,000 | +$104,000 | 2016-10-19 |
|---|
| Q3 2016 | WNC
WABASH NATL CORP | United States | COM | 28,980 | 32,280 | +3,300 | $368,000 | $460,000 | +$92,000 | 2016-10-19 |
|---|
| Q3 2016 | HPE
HEWLETT PACKARD ENTERPRISE C | United States | COM | 20,274 | 20,321 | +47 | $370,000 | $462,000 | +$92,000 | 2016-10-19 |
|---|
| Q3 2016 | TKR
TIMKEN CO | United States | COM | 13,387 | 13,867 | +480 | $410,000 | $487,000 | +$77,000 | 2016-10-19 |
|---|
| Q3 2016 | AIZ
ASSURANT INC | United States | COM | 4,620 | 5,040 | +420 | $399,000 | $465,000 | +$66,000 | 2016-10-19 |
|---|
| Q3 2016 | SNV
SYNOVUS FINL CORP | United States | COM NEW | 13,890 | 14,370 | +480 | $403,000 | $467,000 | +$64,000 | 2016-10-19 |
|---|
| Q3 2016 | VLO
VALERO ENERGY CORP NEW | United States | COM | 11,342 | 12,099 | +757 | $578,000 | $641,000 | +$63,000 | 2016-10-19 |
|---|
| Q3 2016 | DHR
DANAHER CORP DEL | United States | COM | 2,629 | 2,655 | +26 | $266,000 | $208,000 | -$58,000 | 2016-10-19 |
|---|
| Q3 2016 | STT
STATE STR CORP | United States | COM | 3,553 | 3,574 | +21 | $192,000 | $249,000 | +$57,000 | 2016-10-19 |
|---|
| Q3 2016 | FULT
FULTON FINL CORP PA | United States | COM | 29,460 | 31,080 | +1,620 | $398,000 | $451,000 | +$53,000 | 2016-10-19 |
|---|
| Q3 2016 | CACI
CACI INTL INC | United States | CL A | 4,380 | 4,440 | +60 | $396,000 | $448,000 | +$52,000 | 2016-10-19 |
|---|
| Q3 2016 | DG
DOLLAR GEN CORP NEW | United States | COM | 2,240 | 2,273 | +33 | $211,000 | $159,000 | -$52,000 | 2016-10-19 |
|---|
| Q3 2016 | EBAY
EBAY INC | United States | COM | 5,133 | 5,243 | +110 | $120,000 | $172,000 | +$52,000 | 2016-10-19 |
|---|
| Q3 2016 | AGCO
AGCO CORP | United States | COM | 8,742 | 9,342 | +600 | $412,000 | $461,000 | +$49,000 | 2016-10-19 |
|---|
| Q3 2016 | WTFC
WINTRUST FINL CORP | United States | COM | 7,860 | 8,040 | +180 | $401,000 | $447,000 | +$46,000 | 2016-10-19 |
|---|
| Q3 2016 | WAFD
WASHINGTON FED INC | United States | COM | 16,620 | 16,800 | +180 | $403,000 | $448,000 | +$45,000 | 2016-10-19 |
|---|
| Q3 2016 | SANM
SANMINA CORPORATION | United States | COM | 15,900 | 16,500 | +600 | $426,000 | $470,000 | +$44,000 | 2016-10-19 |
|---|
| Q3 2016 | FCN
FTI CONSULTING INC | United States | COM | 10,080 | 10,140 | +60 | $410,000 | $452,000 | +$42,000 | 2016-10-19 |
|---|
| Q3 2016 | OII
OCEANEERING INTL INC | United States | COM | 12,120 | 14,640 | +2,520 | $362,000 | $403,000 | +$41,000 | 2016-10-19 |
|---|
| Q3 2016 | JPM
JPMORGAN CHASE & CO | United States | COM | 7,135 | 7,156 | +21 | $443,000 | $477,000 | +$34,000 | 2016-10-19 |
|---|
| Q3 2016 | XOMXXXX
EXXON MOBIL CORP | | COM | 5,232 | 5,246 | +14 | $490,000 | $458,000 | -$32,000 | 2016-10-19 |
|---|
| Q3 2016 | MRK
MERCK & CO INC | United States | COM | 5,600 | 5,687 | +87 | $323,000 | $355,000 | +$32,000 | 2016-10-19 |
|---|
| Q3 2016 | AAPL
APPLE INC | United States | COM | 1,799 | 1,803 | +4 | $172,000 | $204,000 | +$32,000 | 2016-10-19 |
|---|
| Q3 2016 | GD
GENERAL DYNAMICS CORP | United States | COM | 1,930 | 1,936 | +6 | $269,000 | $300,000 | +$31,000 | 2016-10-19 |
|---|
| Q3 2016 | NSC
NORFOLK SOUTHERN CORP | United States | COM | 2,348 | 2,362 | +14 | $200,000 | $229,000 | +$29,000 | 2016-10-19 |
|---|
| Q3 2016 | REGN
REGENERON PHARMACEUTICALS | United States | COM | 292 | 326 | +34 | $102,000 | $131,000 | +$29,000 | 2016-10-19 |
|---|
| Q3 2016 | CMC
COMMERCIAL METALS CO | United States | COM | 24,600 | 27,420 | +2,820 | $416,000 | $444,000 | +$28,000 | 2016-10-19 |
|---|
| Q3 2016 | PNC
PNC FINL SVCS GROUP INC | United States | COM | 2,974 | 2,994 | +20 | $242,000 | $270,000 | +$28,000 | 2016-10-19 |
|---|
| Q3 2016 | FDX
FEDEX CORP | United States | COM | 1,102 | 1,112 | +10 | $167,000 | $194,000 | +$27,000 | 2016-10-19 |
|---|
| Q3 2016 | PSA
PUBLIC STORAGE | United States | COM | 838 | 844 | +6 | $214,000 | $188,000 | -$26,000 | 2016-10-19 |
|---|
| Q3 2016 | KMB
KIMBERLY CLARK CORP | United States | COM | 2,235 | 2,237 | +2 | $307,000 | $282,000 | -$25,000 | 2016-10-19 |
|---|
| Q3 2016 | OC
OWENS CORNING NEW | United States | COM | 8,589 | 8,769 | +180 | $443,000 | $468,000 | +$25,000 | 2016-10-19 |
|---|
| Q3 2016 | UNP
UNION PAC CORP | United States | COM | 2,278 | 2,291 | +13 | $199,000 | $223,000 | +$24,000 | 2016-10-19 |
|---|
| Q3 2016 | GOOGL
ALPHABET INC CAP STK | United States | CL A | 220 | 222 | +2 | $155,000 | $179,000 | +$24,000 | 2016-10-19 |
|---|
| Q3 2016 | HBAN
HUNTINGTON BANCSHARES INC | United States | COM | 2,879 | 5,107 | +2,228 | $26,000 | $50,000 | +$24,000 | 2016-10-19 |
|---|
| Q3 2016 | T
AT&T INC | United States | COM | 9,582 | 9,602 | +20 | $414,000 | $390,000 | -$24,000 | 2016-10-19 |
|---|
| Q3 2016 | ADBE
ADOBE SYS INC | United States | COM | 1,567 | 1,605 | +38 | $150,000 | $174,000 | +$24,000 | 2016-10-19 |
|---|
| Q3 2016 | HI
HILLENBRAND INC | United States | COM | 13,260 | 13,320 | +60 | $398,000 | $421,000 | +$23,000 | 2016-10-19 |
|---|
| Q3 2016 | MA
MASTERCARD INCORPORATED | United States | CL A | 1,535 | 1,550 | +15 | $135,000 | $158,000 | +$23,000 | 2016-10-19 |
|---|
| Q3 2016 | ROST
ROSS STORES INC | United States | COM | 2,851 | 2,872 | +21 | $162,000 | $185,000 | +$23,000 | 2016-10-19 |
|---|
| Q3 2016 | PEG
PUBLIC SVC ENTERPRISE GROUP | United States | COM | 4,734 | 4,762 | +28 | $221,000 | $199,000 | -$22,000 | 2016-10-19 |
|---|
| Q3 2016 | AVA
AVISTA CORP | United States | COM | 10,200 | 10,440 | +240 | $457,000 | $436,000 | -$21,000 | 2016-10-19 |
|---|
| Q3 2016 | TMO
THERMO FISHER SCIENTIFIC INC | United States | COM | 1,836 | 1,837 | +1 | $271,000 | $292,000 | +$21,000 | 2016-10-19 |
|---|
| Q3 2016 | CSCO
CISCO SYS INC | United States | COM | 6,735 | 6,739 | +4 | $193,000 | $214,000 | +$21,000 | 2016-10-19 |
|---|
| Q3 2016 | GOOG
ALPHABET INC CAP STK | United States | CL C | 220 | 222 | +2 | $152,000 | $173,000 | +$21,000 | 2016-10-19 |
|---|
| Q3 2016 | KO
COCA COLA CO | United States | COM | 7,421 | 7,453 | +32 | $336,000 | $315,000 | -$21,000 | 2016-10-19 |
|---|
| Q3 2016 | BEN
FRANKLIN RES INC | United States | COM | 5,438 | 5,643 | +205 | $181,000 | $201,000 | +$20,000 | 2016-10-19 |
|---|
| Q3 2016 | ANDE
ANDERSONS INC | United States | COM | 11,820 | 12,120 | +300 | $420,000 | $439,000 | +$19,000 | 2016-10-19 |
|---|
| Q3 2016 | VZ
VERIZON COMMUNICATIONS INC | United States | COM | 4,953 | 4,974 | +21 | $277,000 | $259,000 | -$18,000 | 2016-10-19 |
|---|
| Q3 2016 | WFC
WELLS FARGO & CO NEW | United States | COM | 6,416 | 6,453 | +37 | $304,000 | $286,000 | -$18,000 | 2016-10-19 |
|---|
| Q3 2016 | FISV
FISERV INC | United States | COM | 1,975 | 1,976 | +1 | $215,000 | $197,000 | -$18,000 | 2016-10-19 |
|---|
| Q3 2016 | MET
METLIFE INC | United States | COM | 3,113 | 3,192 | +79 | $124,000 | $142,000 | +$18,000 | 2016-10-19 |
|---|
| Q3 2016 | AEP
AMERICAN ELEC PWR INC | United States | COM | 3,252 | 3,266 | +14 | $228,000 | $210,000 | -$18,000 | 2016-10-19 |
|---|
| Q3 2016 | BLD
TOPBUILD CORP | United States | COM | 11,580 | 13,140 | +1,560 | $419,000 | $436,000 | +$17,000 | 2016-10-19 |
|---|
| Q3 2016 | USB
US BANCORP DEL | United States | COM NEW | 6,144 | 6,179 | +35 | $248,000 | $265,000 | +$17,000 | 2016-10-19 |
|---|
| Q3 2016 | WKC
WORLD FUEL SVCS CORP | United States | COM | 9,187 | 9,787 | +600 | $436,000 | $453,000 | +$17,000 | 2016-10-19 |
|---|
| Q3 2016 | ABT
ABBOTT LABS | United States | COM | 5,115 | 5,147 | +32 | $201,000 | $218,000 | +$17,000 | 2016-10-19 |
|---|
| Q3 2016 | ED
CONSOLIDATED EDISON INC | United States | COM | 3,117 | 3,119 | +2 | $251,000 | $235,000 | -$16,000 | 2016-10-19 |
|---|
| Q3 2016 | ETD
ETHAN ALLEN INTERIORS INC | United States | COM | 12,540 | 12,720 | +180 | $414,000 | $398,000 | -$16,000 | 2016-10-19 |
|---|
| Q3 2016 | DHI
D R HORTON INC | United States | COM | 14,552 | 14,672 | +120 | $458,000 | $443,000 | -$15,000 | 2016-10-19 |
|---|
| Q3 2016 | MCD
MCDONALDS CORP | United States | COM | 3,118 | 3,120 | +2 | $375,000 | $360,000 | -$15,000 | 2016-10-19 |
|---|
| Q3 2016 | AVT
AVNET INC | United States | COM | 10,991 | 11,171 | +180 | $445,000 | $459,000 | +$14,000 | 2016-10-19 |
|---|
| Q3 2016 | NEE
NEXTERA ENERGY INC | United States | COM | 1,676 | 1,677 | +1 | $219,000 | $205,000 | -$14,000 | 2016-10-19 |
|---|
| Q3 2016 | XEL
XCEL ENERGY INC | United States | COM | 3,840 | 3,865 | +25 | $172,000 | $159,000 | -$13,000 | 2016-10-19 |
|---|
| Q3 2016 | GS
GOLDMAN SACHS GROUP INC | United States | COM | 820 | 838 | +18 | $122,000 | $135,000 | +$13,000 | 2016-10-19 |
|---|
| Q3 2016 | MPC
MARATHON PETE CORP | United States | COM | 4,200 | 4,237 | +37 | $159,000 | $172,000 | +$13,000 | 2016-10-19 |
|---|
| Q3 2016 | COR
AMERISOURCEBERGEN CORP | United States | COM | 1,467 | 1,598 | +131 | $116,000 | $129,000 | +$13,000 | 2016-10-19 |
|---|
| Q3 2016 | ACCO
ACCO BRANDS CORP | United States | COM | 41,880 | 43,560 | +1,680 | $433,000 | $420,000 | -$13,000 | 2016-10-19 |
|---|
| Q3 2016 | DIS
DISNEY WALT CO | United States | COM DISNEY | 2,680 | 2,695 | +15 | $262,000 | $250,000 | -$12,000 | 2016-10-19 |
|---|
| Q3 2016 | EMR
EMERSON ELEC CO | United States | COM | 4,246 | 4,272 | +26 | $221,000 | $233,000 | +$12,000 | 2016-10-19 |
|---|
| Q3 2016 | GILD
GILEAD SCIENCES INC | United States | COM | 3,377 | 3,410 | +33 | $282,000 | $270,000 | -$12,000 | 2016-10-19 |
|---|
| Q3 2016 | SHW
SHERWIN WILLIAMS CO | United States | COM | 778 | 782 | +4 | $228,000 | $216,000 | -$12,000 | 2016-10-19 |
|---|
| Q3 2016 | BAX
BAXTER INTL INC | United States | COM | 3,953 | 3,996 | +43 | $179,000 | $190,000 | +$11,000 | 2016-10-19 |
|---|
| Q3 2016 | IBM
INTERNATIONAL BUSINESS MACHS | United States | COM | 1,324 | 1,333 | +9 | $201,000 | $212,000 | +$11,000 | 2016-10-19 |
|---|
| Q3 2016 | SRE
SEMPRA ENERGY | United States | COM | 1,813 | 1,826 | +13 | $207,000 | $196,000 | -$11,000 | 2016-10-19 |
|---|
| Q3 2016 | ANF
ABERCROMBIE & FITCH CO | United States | CL A | 16,620 | 19,320 | +2,700 | $296,000 | $307,000 | +$11,000 | 2016-10-19 |
|---|
| Q3 2016 | AXP
AMERICAN EXPRESS CO | United States | COM | 2,361 | 2,392 | +31 | $143,000 | $153,000 | +$10,000 | 2016-10-19 |
|---|
| Q3 2016 | WMT
WAL-MART STORES INC | United States | COM | 10,570 | 10,838 | +268 | $772,000 | $782,000 | +$10,000 | 2016-10-19 |
|---|
| Q3 2016 | K
KELLOGG CO | United States | COM | 2,450 | 2,456 | +6 | $200,000 | $190,000 | -$10,000 | 2016-10-19 |
|---|
| Q3 2016 | TROW
PRICE T ROWE GROUP INC | United States | COM | 8,294 | 9,232 | +938 | $605,000 | $614,000 | +$9,000 | 2016-10-19 |
|---|
| Q3 2016 | LMT
LOCKHEED MARTIN CORP | United States | COM | 1,104 | 1,107 | +3 | $274,000 | $265,000 | -$9,000 | 2016-10-19 |
|---|
| Q3 2016 | PFE
PFIZER INC | United States | COM | 8,275 | 8,315 | +40 | $291,000 | $282,000 | -$9,000 | 2016-10-19 |
|---|
| Q3 2016 | ELV
ANTHEM INC | United States | COM | 1,650 | 1,661 | +11 | $217,000 | $208,000 | -$9,000 | 2016-10-19 |
|---|
| Q3 2016 | CVS
CVS HEALTH CORP | United States | COM | 6,928 | 7,363 | +435 | $663,000 | $655,000 | -$8,000 | 2016-10-19 |
|---|
| Q3 2016 | MDLZ
MONDELEZ INTL INC | United States | CL A | 5,915 | 5,937 | +22 | $269,000 | $261,000 | -$8,000 | 2016-10-19 |
|---|
| Q3 2016 | NKE
NIKE INC | United States | CL B | 3,486 | 3,492 | +6 | $192,000 | $184,000 | -$8,000 | 2016-10-19 |
|---|
| Q3 2016 | ADP
AUTOMATIC DATA PROCESSING IN | United States | COM | 2,539 | 2,555 | +16 | $233,000 | $225,000 | -$8,000 | 2016-10-19 |
|---|
| Q3 2016 | BNY
BANK NEW YORK MELLON CORP | United States | COM | 5,351 | 5,392 | +41 | $208,000 | $215,000 | +$7,000 | 2016-10-19 |
|---|
| Q3 2016 | WM
WASTE MGMT INC DEL | United States | COM | 2,928 | 2,929 | +1 | $194,000 | $187,000 | -$7,000 | 2016-10-19 |
|---|
| Q3 2016 | SBUX
STARBUCKS CORP | United States | COM | 2,762 | 2,788 | +26 | $158,000 | $151,000 | -$7,000 | 2016-10-19 |
|---|
Similar Firms
| Firm Name | Country | 13F Value | Holdings |
|---|
| Not available yet |