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 2013: Stock APD; Country of operation United States; Class COM; Shares before 2,319.
- Q3 2013: Stock WEN; Country of operation United States; Class COM; Shares before 1,892.
- Q3 2013: Stock CUBE; Country of operation United States; Class COM; Shares before 1,261.
- Q3 2013: Stock RLJ; Country of operation United States; Class COM; Shares before 922.
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 2013 | APD
AIR PRODS & CHEMS INC | United States | COM | 2,319 | 7,043 | +4,724 | $212,000 | $751,000 | +$539,000 | 2013-10-18 |
|---|
| Q3 2013 | WEN
WENDYS CO | United States | COM | 1,892 | 55,712 | +53,820 | $11,000 | $472,000 | +$461,000 | 2013-10-18 |
|---|
| Q3 2013 | CUBE
CUBESMART | United States | COM | 1,261 | 25,501 | +24,240 | $20,000 | $455,000 | +$435,000 | 2013-10-18 |
|---|
| Q3 2013 | RLJ
RLJ LODGING TR | United States | COM | 922 | 19,162 | +18,240 | $21,000 | $450,000 | +$429,000 | 2013-10-18 |
|---|
| Q3 2013 | GLW
CORNING INC | United States | COM | 13,649 | 41,839 | +28,190 | $194,000 | $610,000 | +$416,000 | 2013-10-18 |
|---|
| Q3 2013 | PEG
PUBLIC SVC ENTERPRISE GROUP | United States | COM | 792 | 5,515 | +4,723 | $26,000 | $182,000 | +$156,000 | 2013-10-18 |
|---|
| Q3 2013 | LUV
SOUTHWEST AIRLS CO | United States | COM | 28,068 | 32,148 | +4,080 | $362,000 | $468,000 | +$106,000 | 2013-10-18 |
|---|
| Q3 2013 | HI
HILLENBRAND INC | United States | COM | 15,780 | 17,220 | +1,440 | $374,000 | $471,000 | +$97,000 | 2013-10-18 |
|---|
| Q3 2013 | SXT
SENSIENT TECHNOLOGIES CORP | United States | COM | 9,660 | 9,960 | +300 | $391,000 | $477,000 | +$86,000 | 2013-10-18 |
|---|
| Q3 2013 | UNF
UNIFIRST CORP MASS | United States | COM | 4,080 | 4,320 | +240 | $372,000 | $451,000 | +$79,000 | 2013-10-18 |
|---|
| Q3 2013 | CMC
COMMERCIAL METALS CO | United States | COM | 25,620 | 26,880 | +1,260 | $378,000 | $456,000 | +$78,000 | 2013-10-18 |
|---|
| Q3 2013 | HAS
HASBRO INC | United States | COM | 8,689 | 9,889 | +1,200 | $390,000 | $466,000 | +$76,000 | 2013-10-18 |
|---|
| Q3 2013 | PSX
PHILLIPS 66 | United States | COM | 9,280 | 10,756 | +1,476 | $547,000 | $622,000 | +$75,000 | 2013-10-18 |
|---|
| Q3 2013 | GD
GENERAL DYNAMICS CORP | United States | COM | 7,762 | 7,791 | +29 | $608,000 | $682,000 | +$74,000 | 2013-10-18 |
|---|
| Q3 2013 | PH
PARKER HANNIFIN CORP | United States | COM | 4,177 | 4,297 | +120 | $398,000 | $467,000 | +$69,000 | 2013-10-18 |
|---|
| Q3 2013 | ATO
ATMOS ENERGY CORP | United States | COM | 9,311 | 10,571 | +1,260 | $382,000 | $450,000 | +$68,000 | 2013-10-18 |
|---|
| Q3 2013 | KALU
KAISER ALUMINUM CORP | United States | COM PAR $0.01 | 6,180 | 6,300 | +120 | $383,000 | $449,000 | +$66,000 | 2013-10-18 |
|---|
| Q3 2013 | RS
RELIANCE STEEL & ALUMINUM CO | United States | COM | 6,137 | 6,377 | +240 | $402,000 | $467,000 | +$65,000 | 2013-10-18 |
|---|
| Q3 2013 | KLAC
KLA-TENCOR CORP | United States | COM | 7,713 | 8,073 | +360 | $430,000 | $491,000 | +$61,000 | 2013-10-18 |
|---|
| Q3 2013 | STLD
STEEL DYNAMICS INC | United States | COM | 27,277 | 27,877 | +600 | $407,000 | $466,000 | +$59,000 | 2013-10-18 |
|---|
| Q3 2013 | PNW
PINNACLE WEST CAP CORP | United States | COM | 6,656 | 7,796 | +1,140 | $369,000 | $427,000 | +$58,000 | 2013-10-18 |
|---|
| Q3 2013 | CVX
CHEVRON CORP NEW | United States | COM | 5,524 | 5,850 | +326 | $654,000 | $711,000 | +$57,000 | 2013-10-18 |
|---|
| Q3 2013 | TDY
TELEDYNE TECHNOLOGIES INC | United States | COM | 5,383 | 5,563 | +180 | $416,000 | $472,000 | +$56,000 | 2013-10-18 |
|---|
| Q3 2013 | DDS
DILLARDS INC | United States | CL A | 4,616 | 5,516 | +900 | $378,000 | $432,000 | +$54,000 | 2013-10-18 |
|---|
| Q3 2013 | WRB
BERKLEY W R CORP | United States | COM | 9,300 | 10,080 | +780 | $380,000 | $432,000 | +$52,000 | 2013-10-18 |
|---|
| Q3 2013 | CINF
CINCINNATI FINL CORP | United States | COM | 9,058 | 9,898 | +840 | $416,000 | $467,000 | +$51,000 | 2013-10-18 |
|---|
| Q3 2013 | GM
GENERAL MTRS CO | United States | COM | 12,504 | 12,984 | +480 | $417,000 | $467,000 | +$50,000 | 2013-10-18 |
|---|
| Q3 2013 | WMT
WAL-MART STORES INC | United States | COM | 8,461 | 9,162 | +701 | $630,000 | $678,000 | +$48,000 | 2013-10-18 |
|---|
| Q3 2013 | ACM
AECOM TECHNOLOGY CORP DELAWA | United States | COM | 13,108 | 14,728 | +1,620 | $417,000 | $461,000 | +$44,000 | 2013-10-18 |
|---|
| Q3 2013 | UVV
UNIVERSAL CORP VA | United States | COM | 6,540 | 8,280 | +1,740 | $378,000 | $422,000 | +$44,000 | 2013-10-18 |
|---|
| Q3 2013 | COP
CONOCOPHILLIPS | United States | COM | 4,209 | 4,257 | +48 | $255,000 | $296,000 | +$41,000 | 2013-10-18 |
|---|
| Q3 2013 | DTE
DTE ENERGY CO | United States | COM | 5,788 | 6,508 | +720 | $388,000 | $429,000 | +$41,000 | 2013-10-18 |
|---|
| Q3 2013 | EMR
EMERSON ELEC CO | United States | COM | 3,749 | 3,793 | +44 | $204,000 | $245,000 | +$41,000 | 2013-10-18 |
|---|
| Q3 2013 | GILD
GILEAD SCIENCES INC | United States | COM | 3,353 | 3,392 | +39 | $172,000 | $213,000 | +$41,000 | 2013-10-18 |
|---|
| Q3 2013 | AAPL
APPLE INC | United States | COM | 441 | 446 | +5 | $175,000 | $213,000 | +$38,000 | 2013-10-18 |
|---|
| Q3 2013 | ISRG
INTUITIVE SURGICAL INC | United States | COM NEW | 314 | 323 | +9 | $159,000 | $122,000 | -$37,000 | 2013-10-18 |
|---|
| Q3 2013 | RSG
REPUBLIC SVCS INC | United States | COM | 11,885 | 13,145 | +1,260 | $403,000 | $439,000 | +$36,000 | 2013-10-18 |
|---|
| Q3 2013 | KSS
KOHLS CORP | United States | COM | 8,345 | 8,825 | +480 | $422,000 | $457,000 | +$35,000 | 2013-10-18 |
|---|
| Q3 2013 | POR
PORTLAND GEN ELEC CO | United States | COM NEW | 13,049 | 15,389 | +2,340 | $399,000 | $434,000 | +$35,000 | 2013-10-18 |
|---|
| Q3 2013 | TRMK
TRUSTMARK CORP | United States | COM | 15,360 | 16,080 | +720 | $378,000 | $412,000 | +$34,000 | 2013-10-18 |
|---|
| Q3 2013 | VSH
VISHAY INTERTECHNOLOGY INC | United States | COM | 27,060 | 31,740 | +4,680 | $376,000 | $409,000 | +$33,000 | 2013-10-18 |
|---|
| Q3 2013 | IDA
IDACORP INC | United States | COM | 8,510 | 9,050 | +540 | $406,000 | $438,000 | +$32,000 | 2013-10-18 |
|---|
| Q3 2013 | NKE
NIKE INC | United States | CL B | 3,344 | 3,370 | +26 | $213,000 | $245,000 | +$32,000 | 2013-10-18 |
|---|
| Q3 2013 | ITW
ILLINOIS TOOL WKS INC | United States | COM | 3,763 | 3,805 | +42 | $260,000 | $290,000 | +$30,000 | 2013-10-18 |
|---|
| Q3 2013 | AMGN
AMGEN INC | United States | COM | 2,016 | 2,040 | +24 | $199,000 | $228,000 | +$29,000 | 2013-10-18 |
|---|
| Q3 2013 | SLB
SCHLUMBERGER LTD | | COM | 1,486 | 1,525 | +39 | $106,000 | $135,000 | +$29,000 | 2013-10-18 |
|---|
| Q3 2013 | TXN
TEXAS INSTRS INC | United States | COM | 5,102 | 5,147 | +45 | $178,000 | $207,000 | +$29,000 | 2013-10-18 |
|---|
| Q3 2013 | CVS
CVS CAREMARK CORPORATION | United States | COM | 10,775 | 11,351 | +576 | $616,000 | $644,000 | +$28,000 | 2013-10-18 |
|---|
| Q3 2013 | LMT
LOCKHEED MARTIN CORP | United States | COM | 1,247 | 1,278 | +31 | $135,000 | $163,000 | +$28,000 | 2013-10-18 |
|---|
| Q3 2013 | LOW
LOWES COS INC | United States | COM | 3,746 | 3,805 | +59 | $153,000 | $181,000 | +$28,000 | 2013-10-18 |
|---|
| Q3 2013 | VAC
MARRIOTT VACATIONS WRLDWDE C | United States | COM | 8,940 | 9,420 | +480 | $387,000 | $414,000 | +$27,000 | 2013-10-18 |
|---|
| Q3 2013 | DHR
DANAHER CORP DEL | United States | COM | 3,902 | 3,938 | +36 | $247,000 | $273,000 | +$26,000 | 2013-10-18 |
|---|
| Q3 2013 | SCHL
SCHOLASTIC CORP | United States | COM | 13,200 | 14,400 | +1,200 | $387,000 | $413,000 | +$26,000 | 2013-10-18 |
|---|
| Q3 2013 | TMO
THERMO FISHER SCIENTIFIC INC | United States | COM | 3,088 | 3,117 | +29 | $261,000 | $287,000 | +$26,000 | 2013-10-18 |
|---|
| Q3 2013 | NDAQ
NASDAQ OMX GROUP INC | United States | COM | 13,633 | 14,653 | +1,020 | $447,000 | $471,000 | +$24,000 | 2013-10-18 |
|---|
| Q3 2013 | UNH
UNITEDHEALTH GROUP INC | United States | COM | 3,713 | 3,733 | +20 | $243,000 | $267,000 | +$24,000 | 2013-10-18 |
|---|
| Q3 2013 | AMAT
APPLIED MATLS INC | United States | COM | 7,803 | 7,934 | +131 | $116,000 | $139,000 | +$23,000 | 2013-10-18 |
|---|
| Q3 2013 | FDX
FEDEX CORP | United States | COM | 1,365 | 1,389 | +24 | $135,000 | $158,000 | +$23,000 | 2013-10-18 |
|---|
| Q3 2013 | ABBV
ABBVIE INC | United States | COM | 5,595 | 5,651 | +56 | $231,000 | $253,000 | +$22,000 | 2013-10-18 |
|---|
| Q3 2013 | CMCSA
COMCAST CORP NEW | United States | CL A | 5,910 | 5,960 | +50 | $247,000 | $269,000 | +$22,000 | 2013-10-18 |
|---|
| Q3 2013 | FISV
FISERV INC | United States | COM | 1,409 | 1,438 | +29 | $123,000 | $145,000 | +$22,000 | 2013-10-18 |
|---|
| Q3 2013 | MMM
3M CO | United States | COM | 1,832 | 1,859 | +27 | $200,000 | $222,000 | +$22,000 | 2013-10-18 |
|---|
| Q3 2013 | BEN
FRANKLIN RES INC | United States | COM | 1,192 | 3,623 | +2,431 | $162,000 | $183,000 | +$21,000 | 2013-10-18 |
|---|
| Q3 2013 | HAL
HALLIBURTON CO | United States | COM | 2,952 | 3,000 | +48 | $123,000 | $144,000 | +$21,000 | 2013-10-18 |
|---|
| Q3 2013 | MPC
MARATHON PETE CORP | United States | COM | 3,236 | 3,272 | +36 | $230,000 | $210,000 | -$20,000 | 2013-10-18 |
|---|
| Q3 2013 | BOKF
BOK FINL CORP | United States | COM NEW | 6,328 | 6,688 | +360 | $405,000 | $424,000 | +$19,000 | 2013-10-18 |
|---|
| Q3 2013 | VZ
VERIZON COMMUNICATIONS INC | United States | COM | 6,126 | 6,197 | +71 | $308,000 | $289,000 | -$19,000 | 2013-10-18 |
|---|
| Q3 2013 | PAYX
PAYCHEX INC | United States | COM | 3,956 | 4,016 | +60 | $144,000 | $163,000 | +$19,000 | 2013-10-18 |
|---|
| Q3 2013 | STT
STATE STR CORP | United States | COM | 10,379 | 10,584 | +205 | $677,000 | $696,000 | +$19,000 | 2013-10-18 |
|---|
| Q3 2013 | ADP
AUTOMATIC DATA PROCESSING IN | United States | COM | 4,583 | 4,608 | +25 | $316,000 | $334,000 | +$18,000 | 2013-10-18 |
|---|
| Q3 2013 | NTAP
NETAPP INC | United States | COM | 3,099 | 3,159 | +60 | $117,000 | $135,000 | +$18,000 | 2013-10-18 |
|---|
| Q3 2013 | TRV
TRAVELERS COMPANIES INC | United States | COM | 2,842 | 2,886 | +44 | $227,000 | $245,000 | +$18,000 | 2013-10-18 |
|---|
| Q3 2013 | ADM
ARCHER DANIELS MIDLAND CO | United States | COM | 4,745 | 4,815 | +70 | $161,000 | $177,000 | +$16,000 | 2013-10-18 |
|---|
| Q3 2013 | BNY
BANK NEW YORK MELLON CORP | United States | COM | 6,593 | 6,665 | +72 | $185,000 | $201,000 | +$16,000 | 2013-10-18 |
|---|
| Q3 2013 | ORCL
ORACLE CORP | United States | COM | 5,669 | 5,736 | +67 | $174,000 | $190,000 | +$16,000 | 2013-10-18 |
|---|
| Q3 2013 | AFL
AFLAC INC | United States | COM | 3,275 | 3,302 | +27 | $190,000 | $205,000 | +$15,000 | 2013-10-18 |
|---|
| Q3 2013 | CAH
CARDINAL HEALTH INC | United States | COM | 2,476 | 2,524 | +48 | $117,000 | $132,000 | +$15,000 | 2013-10-18 |
|---|
| Q3 2013 | ZBH
ZIMMER HLDGS INC | United States | COM | 1,758 | 1,784 | +26 | $132,000 | $147,000 | +$15,000 | 2013-10-18 |
|---|
| Q3 2013 | EBAY
EBAY INC | United States | COM | 2,883 | 2,931 | +48 | $149,000 | $164,000 | +$15,000 | 2013-10-18 |
|---|
| Q3 2013 | KO
COCA COLA CO | United States | COM | 7,906 | 7,979 | +73 | $317,000 | $302,000 | -$15,000 | 2013-10-18 |
|---|
| Q3 2013 | OXY
OCCIDENTAL PETE CORP DEL | United States | COM | 3,034 | 3,058 | +24 | $271,000 | $286,000 | +$15,000 | 2013-10-18 |
|---|
| Q3 2013 | BMY
BRISTOL MYERS SQUIBB CO | United States | COM | 7,180 | 7,244 | +64 | $321,000 | $335,000 | +$14,000 | 2013-10-18 |
|---|
| Q3 2013 | DVN
DEVON ENERGY CORP NEW | United States | COM | 1,959 | 2,003 | +44 | $102,000 | $116,000 | +$14,000 | 2013-10-18 |
|---|
| Q3 2013 | QCOM
QUALCOMM INC | United States | COM | 1,880 | 1,916 | +36 | $115,000 | $129,000 | +$14,000 | 2013-10-18 |
|---|
| Q3 2013 | K
KELLOGG CO | United States | COM | 2,779 | 2,814 | +35 | $178,000 | $165,000 | -$13,000 | 2013-10-18 |
|---|
| Q3 2013 | UPS
UNITED PARCEL SERVICE INC | United States | CL B | 1,949 | 1,982 | +33 | $169,000 | $181,000 | +$12,000 | 2013-10-18 |
|---|
| Q3 2013 | V
VISA INC COM | United States | CL A | 970 | 987 | +17 | $177,000 | $189,000 | +$12,000 | 2013-10-18 |
|---|
| Q3 2013 | PSA
PUBLIC STORAGE | United States | COM | 1,139 | 1,164 | +25 | $175,000 | $187,000 | +$12,000 | 2013-10-18 |
|---|
| Q3 2013 | SRE
SEMPRA ENERGY | United States | COM | 1,889 | 1,923 | +34 | $154,000 | $165,000 | +$11,000 | 2013-10-18 |
|---|
| Q3 2013 | SYK
STRYKER CORP | United States | COM | 2,774 | 2,810 | +36 | $179,000 | $190,000 | +$11,000 | 2013-10-18 |
|---|
| Q3 2013 | ALL
ALLSTATE CORP | United States | COM | 2,955 | 3,003 | +48 | $142,000 | $152,000 | +$10,000 | 2013-10-18 |
|---|
| Q3 2013 | COST
COSTCO WHSL CORP NEW | United States | COM | 1,593 | 1,617 | +24 | $176,000 | $186,000 | +$10,000 | 2013-10-18 |
|---|
| Q3 2013 | FULT
FULTON FINL CORP PA | United States | COM | 33,540 | 33,780 | +240 | $385,000 | $395,000 | +$10,000 | 2013-10-18 |
|---|
| Q3 2013 | HONZZZZ
HONEYWELL INTL INC | | COM | 2,195 | 2,219 | +24 | $174,000 | $184,000 | +$10,000 | 2013-10-18 |
|---|
| Q3 2013 | INTC
INTEL CORP | United States | COM | 9,862 | 10,008 | +146 | $239,000 | $229,000 | -$10,000 | 2013-10-18 |
|---|
| Q3 2013 | T
AT&T INC | United States | COM | 8,642 | 8,751 | +109 | $306,000 | $296,000 | -$10,000 | 2013-10-18 |
|---|
| Q3 2013 | CL
COLGATE PALMOLIVE CO | United States | COM | 3,566 | 3,596 | +30 | $204,000 | $213,000 | +$9,000 | 2013-10-18 |
|---|
| Q3 2013 | HSY
HERSHEY CO | United States | COM | 2,395 | 2,414 | +19 | $214,000 | $223,000 | +$9,000 | 2013-10-18 |
|---|
| Q3 2013 | MSFT
MICROSOFT CORP | United States | COM | 8,066 | 8,113 | +47 | $279,000 | $270,000 | -$9,000 | 2013-10-18 |
|---|
| Q3 2013 | SYY
SYSCO CORP | United States | COM | 5,490 | 5,614 | +124 | $188,000 | $179,000 | -$9,000 | 2013-10-18 |
|---|
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