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.
- Q4 2013: Stock VLO; Country of operation United States; Class COM; Shares before 4,596.
- Q4 2013: Stock BEN; Country of operation United States; Class COM; Shares before 3,623.
- Q4 2013: Stock MUSA; Country of operation United States; Class COM; Shares before 1,822.
- Q4 2013: Stock ALK; Country of operation United States; Class COM; Shares before 433.
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 |
|---|
| Q4 2013 | VLO
VALERO ENERGY CORP NEW | United States | COM | 4,596 | 15,207 | +10,611 | $157,000 | $766,000 | +$609,000 | 2014-01-14 |
|---|
| Q4 2013 | BEN
FRANKLIN RES INC | United States | COM | 3,623 | 12,231 | +8,608 | $183,000 | $706,000 | +$523,000 | 2014-01-14 |
|---|
| Q4 2013 | MUSA
MURPHY USA INC | United States | COM | 1,822 | 12,530 | +10,708 | $74,000 | $521,000 | +$447,000 | 2014-01-14 |
|---|
| Q4 2013 | ALK
ALASKA AIR GROUP INC | United States | COM | 433 | 6,378 | +5,945 | $27,000 | $468,000 | +$441,000 | 2014-01-14 |
|---|
| Q4 2013 | SEM
SELECT MED HLDGS CORP | United States | COM | 49,320 | 52,860 | +3,540 | $398,000 | $614,000 | +$216,000 | 2014-01-14 |
|---|
| Q4 2013 | TSN
TYSON FOODS INC | United States | CL A | 14,905 | 17,152 | +2,247 | $422,000 | $574,000 | +$152,000 | 2014-01-14 |
|---|
| Q4 2013 | BAH
BOOZ ALLEN HAMILTON HLDG COR | United States | CL A | 20,514 | 26,664 | +6,150 | $396,000 | $511,000 | +$115,000 | 2014-01-14 |
|---|
| Q4 2013 | MPC
MARATHON PETE CORP | United States | COM | 3,272 | 3,450 | +178 | $210,000 | $316,000 | +$106,000 | 2014-01-14 |
|---|
| Q4 2013 | STT
STATE STR CORP | United States | COM | 10,584 | 10,774 | +190 | $696,000 | $791,000 | +$95,000 | 2014-01-14 |
|---|
| Q4 2013 | MUR
MURPHY OIL CORP | United States | COM | 9,172 | 9,960 | +788 | $553,000 | $646,000 | +$93,000 | 2014-01-14 |
|---|
| Q4 2013 | FULT
FULTON FINL CORP PA | United States | COM | 33,780 | 37,140 | +3,360 | $395,000 | $486,000 | +$91,000 | 2014-01-14 |
|---|
| Q4 2013 | LMT
LOCKHEED MARTIN CORP | United States | COM | 1,278 | 1,660 | +382 | $163,000 | $247,000 | +$84,000 | 2014-01-14 |
|---|
| Q4 2013 | PFS
PROVIDENT FINL SVCS INC | United States | COM | 24,240 | 24,480 | +240 | $393,000 | $473,000 | +$80,000 | 2014-01-14 |
|---|
| Q4 2013 | NSIT
INSIGHT ENTERPRISES INC | United States | COM | 20,100 | 20,220 | +120 | $380,000 | $459,000 | +$79,000 | 2014-01-14 |
|---|
| Q4 2013 | NWSA
NEWS CORP NEW | United States | CL A | 308 | 4,483 | +4,175 | $5,000 | $81,000 | +$76,000 | 2014-01-14 |
|---|
| Q4 2013 | CBU
COMMUNITY BK SYS INC | United States | COM | 12,360 | 12,480 | +120 | $422,000 | $495,000 | +$73,000 | 2014-01-14 |
|---|
| Q4 2013 | CAH
CARDINAL HEALTH INC | United States | COM | 2,524 | 2,987 | +463 | $132,000 | $200,000 | +$68,000 | 2014-01-14 |
|---|
| Q4 2013 | GD
GENERAL DYNAMICS CORP | United States | COM | 7,791 | 7,851 | +60 | $682,000 | $750,000 | +$68,000 | 2014-01-14 |
|---|
| Q4 2013 | GEF
GREIF INC | United States | CL A | 7,680 | 8,460 | +780 | $377,000 | $443,000 | +$66,000 | 2014-01-14 |
|---|
| Q4 2013 | KSS
KOHLS CORP | United States | COM | 8,825 | 9,120 | +295 | $457,000 | $518,000 | +$61,000 | 2014-01-14 |
|---|
| Q4 2013 | IDA
IDACORP INC | United States | COM | 9,050 | 9,597 | +547 | $438,000 | $498,000 | +$60,000 | 2014-01-14 |
|---|
| Q4 2013 | GIS
GENERAL MLS INC | United States | COM | 3,941 | 4,973 | +1,032 | $189,000 | $248,000 | +$59,000 | 2014-01-14 |
|---|
| Q4 2013 | JPM
JPMORGAN CHASE & CO | United States | COM | 6,621 | 6,774 | +153 | $342,000 | $396,000 | +$54,000 | 2014-01-14 |
|---|
| Q4 2013 | DIS
DISNEY WALT CO | United States | COM DISNEY | 4,156 | 4,175 | +19 | $268,000 | $319,000 | +$51,000 | 2014-01-14 |
|---|
| Q4 2013 | ABBV
ABBVIE INC | United States | COM | 5,651 | 5,720 | +69 | $253,000 | $302,000 | +$49,000 | 2014-01-14 |
|---|
| Q4 2013 | WMT
WAL-MART STORES INC | United States | COM | 9,162 | 9,233 | +71 | $678,000 | $727,000 | +$49,000 | 2014-01-14 |
|---|
| Q4 2013 | CVX
CHEVRON CORP NEW | United States | COM | 5,850 | 6,085 | +235 | $711,000 | $760,000 | +$49,000 | 2014-01-14 |
|---|
| Q4 2013 | DGX
QUEST DIAGNOSTICS INC | United States | COM | 7,200 | 7,438 | +238 | $445,000 | $398,000 | -$47,000 | 2014-01-14 |
|---|
| Q4 2013 | KO
COCA COLA CO | United States | COM | 7,979 | 8,389 | +410 | $302,000 | $347,000 | +$45,000 | 2014-01-14 |
|---|
| Q4 2013 | CACI
CACI INTL INC | United States | CL A | 6,120 | 6,360 | +240 | $423,000 | $466,000 | +$43,000 | 2014-01-14 |
|---|
| Q4 2013 | POR
PORTLAND GEN ELEC CO | United States | COM NEW | 15,389 | 15,723 | +334 | $434,000 | $475,000 | +$41,000 | 2014-01-14 |
|---|
| Q4 2013 | ALL
ALLSTATE CORP | United States | COM | 3,003 | 3,499 | +496 | $152,000 | $191,000 | +$39,000 | 2014-01-14 |
|---|
| Q4 2013 | NSC
NORFOLK SOUTHERN CORP | United States | COM | 114 | 515 | +401 | $9,000 | $48,000 | +$39,000 | 2014-01-14 |
|---|
| Q4 2013 | SANM
SANMINA CORPORATION | United States | COM | 25,920 | 29,400 | +3,480 | $453,000 | $491,000 | +$38,000 | 2014-01-14 |
|---|
| Q4 2013 | TROW
PRICE T ROWE GROUP INC | United States | COM | 2,283 | 2,415 | +132 | $164,000 | $202,000 | +$38,000 | 2014-01-14 |
|---|
| Q4 2013 | UNF
UNIFIRST CORP MASS | United States | COM | 4,320 | 4,560 | +240 | $451,000 | $488,000 | +$37,000 | 2014-01-14 |
|---|
| Q4 2013 | AGCO
AGCO CORP | United States | COM | 7,440 | 8,195 | +755 | $450,000 | $485,000 | +$35,000 | 2014-01-14 |
|---|
| Q4 2013 | FF
FUTUREFUEL CORPORATION | United States | COM | 25,740 | 27,000 | +1,260 | $462,000 | $427,000 | -$35,000 | 2014-01-14 |
|---|
| Q4 2013 | TRMK
TRUSTMARK CORP | United States | COM | 16,080 | 16,620 | +540 | $412,000 | $446,000 | +$34,000 | 2014-01-14 |
|---|
| Q4 2013 | HLIT
HARMONIC INC | United States | COM | 54,480 | 61,080 | +6,600 | $418,000 | $451,000 | +$33,000 | 2014-01-14 |
|---|
| Q4 2013 | INTC
INTEL CORP | United States | COM | 10,008 | 10,088 | +80 | $229,000 | $262,000 | +$33,000 | 2014-01-14 |
|---|
| Q4 2013 | BHE
BENCHMARK ELECTRS INC | United States | COM | 18,660 | 19,800 | +1,140 | $427,000 | $457,000 | +$30,000 | 2014-01-14 |
|---|
| Q4 2013 | ORCL
ORACLE CORP | United States | COM | 5,736 | 5,753 | +17 | $190,000 | $220,000 | +$30,000 | 2014-01-14 |
|---|
| Q4 2013 | DTE
DTE ENERGY CO | United States | COM | 6,508 | 6,890 | +382 | $429,000 | $457,000 | +$28,000 | 2014-01-14 |
|---|
| Q4 2013 | UPBD
RENT A CTR INC NEW | United States | COM | 11,815 | 14,318 | +2,503 | $450,000 | $477,000 | +$27,000 | 2014-01-14 |
|---|
| Q4 2013 | FISV
FISERV INC | United States | COM | 1,438 | 2,900 | +1,462 | $145,000 | $171,000 | +$26,000 | 2014-01-14 |
|---|
| Q4 2013 | CLX
CLOROX CO DEL | United States | COM | 2,219 | 2,225 | +6 | $181,000 | $206,000 | +$25,000 | 2014-01-14 |
|---|
| Q4 2013 | WRB
BERKLEY W R CORP | United States | COM | 10,080 | 10,541 | +461 | $432,000 | $457,000 | +$25,000 | 2014-01-14 |
|---|
| Q4 2013 | PG
PROCTER & GAMBLE CO | United States | COM | 4,240 | 4,245 | +5 | $321,000 | $346,000 | +$25,000 | 2014-01-14 |
|---|
| Q4 2013 | RLJ
RLJ LODGING TR | United States | COM | 19,162 | 19,516 | +354 | $450,000 | $475,000 | +$25,000 | 2014-01-14 |
|---|
| Q4 2013 | SYY
SYSCO CORP | United States | COM | 5,614 | 5,654 | +40 | $179,000 | $204,000 | +$25,000 | 2014-01-14 |
|---|
| Q4 2013 | ABT
ABBOTT LABS | United States | COM | 4,321 | 4,345 | +24 | $143,000 | $167,000 | +$24,000 | 2014-01-14 |
|---|
| Q4 2013 | MET
METLIFE INC | United States | COM | 2,947 | 2,966 | +19 | $138,000 | $160,000 | +$22,000 | 2014-01-14 |
|---|
| Q4 2013 | USB
US BANCORP DEL | United States | COM NEW | 5,273 | 5,296 | +23 | $193,000 | $214,000 | +$21,000 | 2014-01-14 |
|---|
| Q4 2013 | ZBH
ZIMMER HLDGS INC | United States | COM | 1,784 | 1,790 | +6 | $147,000 | $167,000 | +$20,000 | 2014-01-14 |
|---|
| Q4 2013 | RS
RELIANCE STEEL & ALUMINUM CO | United States | COM | 6,377 | 6,420 | +43 | $467,000 | $487,000 | +$20,000 | 2014-01-14 |
|---|
| Q4 2013 | AZO
AUTOZONE INC | United States | COM | 289 | 294 | +5 | $122,000 | $141,000 | +$19,000 | 2014-01-14 |
|---|
| Q4 2013 | GS
GOLDMAN SACHS GROUP INC | United States | COM | 831 | 839 | +8 | $131,000 | $149,000 | +$18,000 | 2014-01-14 |
|---|
| Q4 2013 | BRKB
BERKSHIRE HATHAWAY INC DEL | | CL B NEW | 303 | 433 | +130 | $34,000 | $51,000 | +$17,000 | 2014-01-14 |
|---|
| Q4 2013 | NTRS
NORTHERN TR CORP | United States | COM | 2,218 | 2,228 | +10 | $121,000 | $138,000 | +$17,000 | 2014-01-14 |
|---|
| Q4 2013 | LLY
LILLY ELI & CO | United States | COM | 3,619 | 3,845 | +226 | $182,000 | $196,000 | +$14,000 | 2014-01-14 |
|---|
| Q4 2013 | QCOM
QUALCOMM INC | United States | COM | 1,916 | 1,925 | +9 | $129,000 | $143,000 | +$14,000 | 2014-01-14 |
|---|
| Q4 2013 | DVN
DEVON ENERGY CORP NEW | United States | COM | 2,003 | 2,090 | +87 | $116,000 | $129,000 | +$13,000 | 2014-01-14 |
|---|
| Q4 2013 | WM
WASTE MGMT INC DEL | United States | COM | 3,079 | 3,095 | +16 | $127,000 | $139,000 | +$12,000 | 2014-01-14 |
|---|
| Q4 2013 | PEP
PEPSICO INC | United States | COM | 3,181 | 3,189 | +8 | $253,000 | $264,000 | +$11,000 | 2014-01-14 |
|---|
| Q4 2013 | AVY
AVERY DENNISON CORP | United States | COM | 429 | 569 | +140 | $19,000 | $29,000 | +$10,000 | 2014-01-14 |
|---|
| Q4 2013 | CUBE
CUBESMART | United States | COM | 25,501 | 29,165 | +3,664 | $455,000 | $465,000 | +$10,000 | 2014-01-14 |
|---|
| Q4 2013 | ETN
EATON CORP PLC | | SHS | 571 | 638 | +67 | $39,000 | $49,000 | +$10,000 | 2014-01-14 |
|---|
| Q4 2013 | NEE
NEXTERA ENERGY INC | United States | COM | 1,578 | 1,593 | +15 | $126,000 | $136,000 | +$10,000 | 2014-01-14 |
|---|
| Q4 2013 | PM
PHILIP MORRIS INTL INC | United States | COM | 719 | 828 | +109 | $62,000 | $72,000 | +$10,000 | 2014-01-14 |
|---|
| Q4 2013 | ACM
AECOM TECHNOLOGY CORP DELAWA | United States | COM | 14,728 | 15,987 | +1,259 | $461,000 | $470,000 | +$9,000 | 2014-01-14 |
|---|
| Q4 2013 | FAF
FIRST AMERN FINL CORP | United States | COM | 836 | 1,032 | +196 | $20,000 | $29,000 | +$9,000 | 2014-01-14 |
|---|
| Q4 2013 | HAL
HALLIBURTON CO | United States | COM | 3,000 | 3,021 | +21 | $144,000 | $153,000 | +$9,000 | 2014-01-14 |
|---|
| Q4 2013 | IP
INTL PAPER CO | United States | COM | 512 | 648 | +136 | $23,000 | $32,000 | +$9,000 | 2014-01-14 |
|---|
| Q4 2013 | MCD
MCDONALDS CORP | United States | COM | 3,414 | 3,474 | +60 | $328,000 | $337,000 | +$9,000 | 2014-01-14 |
|---|
| Q4 2013 | REGN
REGENERON PHARMACEUTICALS | United States | COM | 249 | 250 | +1 | $78,000 | $69,000 | -$9,000 | 2014-01-14 |
|---|
| Q4 2013 | LOW
LOWES COS INC | United States | COM | 3,805 | 3,821 | +16 | $181,000 | $189,000 | +$8,000 | 2014-01-14 |
|---|
| Q4 2013 | COST
COSTCO WHSL CORP NEW | United States | COM | 1,617 | 1,625 | +8 | $186,000 | $193,000 | +$7,000 | 2014-01-14 |
|---|
| Q4 2013 | VFC
V F CORP | United States | COM | 145 | 572 | +427 | $29,000 | $36,000 | +$7,000 | 2014-01-14 |
|---|
| Q4 2013 | ISRG
INTUITIVE SURGICAL INC | United States | COM NEW | 323 | 335 | +12 | $122,000 | $129,000 | +$7,000 | 2014-01-14 |
|---|
| Q4 2013 | MRK
MERCK & CO INC NEW | United States | COM | 2,349 | 2,387 | +38 | $112,000 | $119,000 | +$7,000 | 2014-01-14 |
|---|
| Q4 2013 | AMGN
AMGEN INC | United States | COM | 2,040 | 2,049 | +9 | $228,000 | $234,000 | +$6,000 | 2014-01-14 |
|---|
| Q4 2013 | BIO
BIO RAD LABS INC | United States | CL A | 211 | 248 | +37 | $25,000 | $31,000 | +$6,000 | 2014-01-14 |
|---|
| Q4 2013 | MHK
MOHAWK INDS INC | United States | COM | 160 | 181 | +21 | $21,000 | $27,000 | +$6,000 | 2014-01-14 |
|---|
| Q4 2013 | PLD
PROLOGIS INC | United States | COM | 567 | 728 | +161 | $21,000 | $27,000 | +$6,000 | 2014-01-14 |
|---|
| Q4 2013 | PNC
PNC FINL SVCS GROUP INC | United States | COM | 1,006 | 1,016 | +10 | $73,000 | $79,000 | +$6,000 | 2014-01-14 |
|---|
| Q4 2013 | PSA
PUBLIC STORAGE | United States | COM | 1,164 | 1,200 | +36 | $187,000 | $181,000 | -$6,000 | 2014-01-14 |
|---|
| Q4 2013 | CME
CME GROUP INC | United States | COM | 858 | 864 | +6 | $63,000 | $68,000 | +$5,000 | 2014-01-14 |
|---|
| Q4 2013 | ED
CONSOLIDATED EDISON INC | United States | COM | 3,401 | 3,485 | +84 | $188,000 | $193,000 | +$5,000 | 2014-01-14 |
|---|
| Q4 2013 | PTEN
PATTERSON UTI ENERGY INC | United States | COM | 1,084 | 1,111 | +27 | $23,000 | $28,000 | +$5,000 | 2014-01-14 |
|---|
| Q4 2013 | WLK
WESTLAKE CHEM CORP | United States | COM | 235 | 237 | +2 | $25,000 | $29,000 | +$4,000 | 2014-01-14 |
|---|
| Q4 2013 | NTAP
NETAPP INC | United States | COM | 3,159 | 3,181 | +22 | $135,000 | $131,000 | -$4,000 | 2014-01-14 |
|---|
| Q4 2013 | PDM
PIEDMONT OFFICE REALTY TR IN C | United States | CL A | 1,045 | 1,355 | +310 | $18,000 | $22,000 | +$4,000 | 2014-01-14 |
|---|
| Q4 2013 | SLB
SCHLUMBERGER LTD | | COM | 1,525 | 1,539 | +14 | $135,000 | $139,000 | +$4,000 | 2014-01-14 |
|---|
| Q4 2013 | THO
THOR INDS INC | United States | COM | 8,526 | 8,892 | +366 | $495,000 | $491,000 | -$4,000 | 2014-01-14 |
|---|
| Q4 2013 | EIX
EDISON INTL | United States | COM | 395 | 457 | +62 | $18,000 | $21,000 | +$3,000 | 2014-01-14 |
|---|
| Q4 2013 | AMAT
APPLIED MATLS INC | United States | COM | 7,934 | 8,003 | +69 | $139,000 | $141,000 | +$2,000 | 2014-01-14 |
|---|
| Q4 2013 | EBAY
EBAY INC | United States | COM | 2,931 | 2,956 | +25 | $164,000 | $162,000 | -$2,000 | 2014-01-14 |
|---|
| Q4 2013 | PEG
PUBLIC SVC ENTERPRISE GROUP | United States | COM | 5,515 | 5,632 | +117 | $182,000 | $180,000 | -$2,000 | 2014-01-14 |
|---|
| Q4 2013 | BIIB
BIOGEN IDEC INC | United States | COM | 40 | 41 | +1 | $10,000 | $11,000 | +$1,000 | 2014-01-14 |
|---|
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