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.
- Q2 2016: Stock WMT; Country of operation United States; Class COM; Shares before 4,437.
- Q2 2016: Stock TSN; Country of operation United States; Class CL A; Shares before 154.
- Q2 2016: Stock ETR; Country of operation United States; Class COM; Shares before 23.
- Q2 2016: Stock PKG; Country of operation United States; Class COM; Shares before 345.
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 |
|---|
| Q2 2016 | WMT
WAL-MART STORES INC | United States | COM | 4,437 | 10,570 | +6,133 | $304,000 | $772,000 | +$468,000 | 2016-07-08 |
|---|
| Q2 2016 | TSN
TYSON FOODS INC | United States | CL A | 154 | 6,997 | +6,843 | $10,000 | $467,000 | +$457,000 | 2016-07-08 |
|---|
| Q2 2016 | ETR
ENTERGY CORP NEW | United States | COM | 23 | 5,629 | +5,606 | $2,000 | $458,000 | +$456,000 | 2016-07-08 |
|---|
| Q2 2016 | PKG
PACKAGING CORP AMER | United States | COM | 345 | 6,662 | +6,317 | $21,000 | $446,000 | +$425,000 | 2016-07-08 |
|---|
| Q2 2016 | TROW
PRICE T ROWE GROUP INC | United States | COM | 2,518 | 8,294 | +5,776 | $185,000 | $605,000 | +$420,000 | 2016-07-08 |
|---|
| Q2 2016 | NDAQ
NASDAQ INC | United States | COM | 642 | 6,902 | +6,260 | $43,000 | $446,000 | +$403,000 | 2016-07-08 |
|---|
| Q2 2016 | GLW
CORNING INC | United States | COM | 18,857 | 38,135 | +19,278 | $394,000 | $781,000 | +$387,000 | 2016-07-08 |
|---|
| Q2 2016 | HPE
HEWLETT PACKARD ENTERPRISE C | United States | COM | 4,154 | 20,274 | +16,120 | $74,000 | $370,000 | +$296,000 | 2016-07-08 |
|---|
| Q2 2016 | JNJ
JOHNSON & JOHNSON | United States | COM | 2,755 | 3,970 | +1,215 | $298,000 | $482,000 | +$184,000 | 2016-07-08 |
|---|
| Q2 2016 | ANF
ABERCROMBIE & FITCH CO | United States | CL A | 15,000 | 16,620 | +1,620 | $473,000 | $296,000 | -$177,000 | 2016-07-08 |
|---|
| Q2 2016 | INTU
INTUIT | United States | COM | 64 | 1,562 | +1,498 | $7,000 | $174,000 | +$167,000 | 2016-07-08 |
|---|
| Q2 2016 | ADBE
ADOBE SYS INC | United States | COM | 140 | 1,567 | +1,427 | $13,000 | $150,000 | +$137,000 | 2016-07-08 |
|---|
| Q2 2016 | XOMXXXX
EXXON MOBIL CORP | | COM | 4,252 | 5,232 | +980 | $355,000 | $490,000 | +$135,000 | 2016-07-08 |
|---|
| Q2 2016 | VLO
VALERO ENERGY CORP NEW | United States | COM | 10,760 | 11,342 | +582 | $690,000 | $578,000 | -$112,000 | 2016-07-08 |
|---|
| Q2 2016 | BMY
BRISTOL MYERS SQUIBB CO | United States | COM | 5,394 | 6,164 | +770 | $345,000 | $453,000 | +$108,000 | 2016-07-08 |
|---|
| Q2 2016 | HD
HOME DEPOT INC | United States | COM | 3,442 | 4,299 | +857 | $459,000 | $549,000 | +$90,000 | 2016-07-08 |
|---|
| Q2 2016 | TGT
TARGET CORP | United States | COM | 8,137 | 8,427 | +290 | $670,000 | $588,000 | -$82,000 | 2016-07-08 |
|---|
| Q2 2016 | MAN
MANPOWERGROUP INC | United States | COM | 5,462 | 5,638 | +176 | $445,000 | $363,000 | -$82,000 | 2016-07-08 |
|---|
| Q2 2016 | JPM
JPMORGAN CHASE & CO | United States | COM | 6,173 | 7,135 | +962 | $366,000 | $443,000 | +$77,000 | 2016-07-08 |
|---|
| Q2 2016 | EAT
BRINKER INTL INC | United States | COM | 8,220 | 9,829 | +1,609 | $378,000 | $448,000 | +$70,000 | 2016-07-08 |
|---|
| Q2 2016 | AMGN
AMGEN INC | United States | COM | 1,301 | 1,727 | +426 | $195,000 | $263,000 | +$68,000 | 2016-07-08 |
|---|
| Q2 2016 | MRK
MERCK & CO INC | United States | COM | 4,941 | 5,600 | +659 | $261,000 | $323,000 | +$62,000 | 2016-07-08 |
|---|
| Q2 2016 | T
AT&T INC | United States | COM | 9,044 | 9,582 | +538 | $354,000 | $414,000 | +$60,000 | 2016-07-08 |
|---|
| Q2 2016 | CACI
CACI INTL INC | United States | CL A | 4,260 | 4,380 | +120 | $455,000 | $396,000 | -$59,000 | 2016-07-08 |
|---|
| Q2 2016 | PG
PROCTER & GAMBLE CO | United States | COM | 4,209 | 4,762 | +553 | $346,000 | $403,000 | +$57,000 | 2016-07-08 |
|---|
| Q2 2016 | TMO
THERMO FISHER SCIENTIFIC INC | United States | COM | 1,514 | 1,836 | +322 | $214,000 | $271,000 | +$57,000 | 2016-07-08 |
|---|
| Q2 2016 | LOW
LOWES COS INC | United States | COM | 2,788 | 3,369 | +581 | $211,000 | $267,000 | +$56,000 | 2016-07-08 |
|---|
| Q2 2016 | FNF
FIDELITY NATIONAL FINANCIAL FN | United States | COM | 12,060 | 12,359 | +299 | $409,000 | $463,000 | +$54,000 | 2016-07-08 |
|---|
| Q2 2016 | BCO
BRINKS CO | United States | COM | 13,560 | 14,220 | +660 | $455,000 | $405,000 | -$50,000 | 2016-07-08 |
|---|
| Q2 2016 | DG
DOLLAR GEN CORP NEW | United States | COM | 1,875 | 2,240 | +365 | $161,000 | $211,000 | +$50,000 | 2016-07-08 |
|---|
| Q2 2016 | IDA
IDACORP INC | United States | COM | 6,140 | 6,243 | +103 | $458,000 | $508,000 | +$50,000 | 2016-07-08 |
|---|
| Q2 2016 | EME
EMCOR GROUP INC | United States | COM | 8,640 | 9,519 | +879 | $420,000 | $469,000 | +$49,000 | 2016-07-08 |
|---|
| Q2 2016 | PPC
PILGRIMS PRIDE CORP NEW | United States | COM | 105 | 2,018 | +1,913 | $3,000 | $51,000 | +$48,000 | 2016-07-08 |
|---|
| Q2 2016 | TXN
TEXAS INSTRS INC | United States | COM | 4,399 | 4,776 | +377 | $253,000 | $299,000 | +$46,000 | 2016-07-08 |
|---|
| Q2 2016 | PEP
PEPSICO INC | United States | COM | 3,029 | 3,305 | +276 | $310,000 | $350,000 | +$40,000 | 2016-07-08 |
|---|
| Q2 2016 | HAL
HALLIBURTON CO | United States | COM | 3,551 | 3,609 | +58 | $127,000 | $163,000 | +$36,000 | 2016-07-08 |
|---|
| Q2 2016 | MCK
MCKESSON CORP | United States | COM | 96 | 268 | +172 | $15,000 | $50,000 | +$35,000 | 2016-07-08 |
|---|
| Q2 2016 | TKR
TIMKEN CO | United States | COM | 13,260 | 13,387 | +127 | $444,000 | $410,000 | -$34,000 | 2016-07-08 |
|---|
| Q2 2016 | KO
COCA COLA CO | United States | COM | 6,532 | 7,421 | +889 | $303,000 | $336,000 | +$33,000 | 2016-07-08 |
|---|
| Q2 2016 | NSIT
INSIGHT ENTERPRISES INC | United States | COM | 15,420 | 15,840 | +420 | $442,000 | $412,000 | -$30,000 | 2016-07-08 |
|---|
| Q2 2016 | INTC
INTEL CORP | United States | COM | 8,393 | 9,217 | +824 | $272,000 | $302,000 | +$30,000 | 2016-07-08 |
|---|
| Q2 2016 | JBL
JABIL CIRCUIT INC | United States | COM | 20,568 | 23,040 | +2,472 | $396,000 | $426,000 | +$30,000 | 2016-07-08 |
|---|
| Q2 2016 | FAF
FIRST AMERN FINL CORP | United States | COM | 11,575 | 11,681 | +106 | $441,000 | $470,000 | +$29,000 | 2016-07-08 |
|---|
| Q2 2016 | CVX
CHEVRON CORP NEW | United States | COM | 2,691 | 2,715 | +24 | $257,000 | $285,000 | +$28,000 | 2016-07-08 |
|---|
| Q2 2016 | ABT
ABBOTT LABS | United States | COM | 4,170 | 5,115 | +945 | $174,000 | $201,000 | +$27,000 | 2016-07-08 |
|---|
| Q2 2016 | GCO
GENESCO INC | United States | COM | 6,240 | 6,600 | +360 | $451,000 | $424,000 | -$27,000 | 2016-07-08 |
|---|
| Q2 2016 | VZ
VERIZON COMMUNICATIONS INC | United States | COM | 4,645 | 4,953 | +308 | $251,000 | $277,000 | +$26,000 | 2016-07-08 |
|---|
| Q2 2016 | COP
CONOCOPHILLIPS | United States | COM | 4,935 | 5,171 | +236 | $199,000 | $225,000 | +$26,000 | 2016-07-08 |
|---|
| Q2 2016 | CRM
SALESFORCE COM INC | United States | COM | 947 | 1,181 | +234 | $70,000 | $94,000 | +$24,000 | 2016-07-08 |
|---|
| Q2 2016 | EA
ELECTRONIC ARTS INC | United States | COM | 1,021 | 1,200 | +179 | $67,000 | $91,000 | +$24,000 | 2016-07-08 |
|---|
| Q2 2016 | TMUS
T MOBILE US INC | United States | COM | 1,892 | 2,183 | +291 | $72,000 | $94,000 | +$22,000 | 2016-07-08 |
|---|
| Q2 2016 | PSX
PHILLIPS 66 | United States | COM | 3,051 | 3,069 | +18 | $264,000 | $243,000 | -$21,000 | 2016-07-08 |
|---|
| Q2 2016 | RMR
RMR GROUP INC | United States | CL A | 12 | 692 | +680 | $0 | $21,000 | +$21,000 | 2016-07-08 |
|---|
| Q2 2016 | AEP
AMERICAN ELEC PWR INC | United States | COM | 3,139 | 3,252 | +113 | $208,000 | $228,000 | +$20,000 | 2016-07-08 |
|---|
| Q2 2016 | TDS
TELEPHONE & DATA SYS INC | United States | COM NEW | 1,112 | 1,654 | +542 | $33,000 | $49,000 | +$16,000 | 2016-07-08 |
|---|
| Q2 2016 | STT
STATE STR CORP | United States | COM | 3,512 | 3,553 | +41 | $206,000 | $192,000 | -$14,000 | 2016-07-08 |
|---|
| Q2 2016 | CB
CHUBB LIMITED | | COM | 152 | 228 | +76 | $18,000 | $30,000 | +$12,000 | 2016-07-08 |
|---|
| Q2 2016 | SHW
SHERWIN WILLIAMS CO | United States | COM | 765 | 778 | +13 | $218,000 | $228,000 | +$10,000 | 2016-07-08 |
|---|
| Q2 2016 | BEN
FRANKLIN RES INC | United States | COM | 4,367 | 5,438 | +1,071 | $171,000 | $181,000 | +$10,000 | 2016-07-08 |
|---|
| Q2 2016 | CC
CHEMOURS CO | United States | COM | 61 | 929 | +868 | $0 | $8,000 | +$8,000 | 2016-07-08 |
|---|
| Q2 2016 | META
FACEBOOK INC | United States | CL A | 687 | 753 | +66 | $78,000 | $86,000 | +$8,000 | 2016-07-08 |
|---|
| Q2 2016 | AVT
AVNET INC | United States | COM | 9,878 | 10,991 | +1,113 | $438,000 | $445,000 | +$7,000 | 2016-07-08 |
|---|
| Q2 2016 | CBT
CABOT CORP | United States | COM | 9,180 | 9,824 | +644 | $444,000 | $449,000 | +$5,000 | 2016-07-08 |
|---|
| Q2 2016 | MD
MEDNAX INC | United States | COM | 485 | 503 | +18 | $31,000 | $36,000 | +$5,000 | 2016-07-08 |
|---|
| Q2 2016 | MO
ALTRIA GROUP INC | United States | COM | 783 | 786 | +3 | $49,000 | $54,000 | +$5,000 | 2016-07-08 |
|---|
| Q2 2016 | BAH
BOOZ ALLEN HAMILTON HLDG COR | United States | CL A | 1,098 | 1,251 | +153 | $33,000 | $37,000 | +$4,000 | 2016-07-08 |
|---|
| Q2 2016 | VRSN
VERISIGN INC | United States | COM | 281 | 321 | +40 | $25,000 | $28,000 | +$3,000 | 2016-07-08 |
|---|
| Q2 2016 | CSX
CSX CORP | United States | COM | 1,630 | 1,727 | +97 | $42,000 | $45,000 | +$3,000 | 2016-07-08 |
|---|
| Q2 2016 | EMR
EMERSON ELEC CO | United States | COM | 4,124 | 4,246 | +122 | $224,000 | $221,000 | -$3,000 | 2016-07-08 |
|---|
| Q2 2016 | IBM
INTERNATIONAL BUSINESS MACHS | United States | COM | 1,309 | 1,324 | +15 | $198,000 | $201,000 | +$3,000 | 2016-07-08 |
|---|
| Q2 2016 | JLL
JONES LANG LASALLE INC | United States | COM | 185 | 258 | +73 | $22,000 | $25,000 | +$3,000 | 2016-07-08 |
|---|
| Q2 2016 | WFC
WELLS FARGO & CO NEW | United States | COM | 6,321 | 6,416 | +95 | $306,000 | $304,000 | -$2,000 | 2016-07-08 |
|---|
| Q2 2016 | CME
CME GROUP INC | United States | COM | 431 | 443 | +12 | $41,000 | $43,000 | +$2,000 | 2016-07-08 |
|---|
| Q2 2016 | DOV
DOVER CORP | United States | COM | 126 | 141 | +15 | $8,000 | $10,000 | +$2,000 | 2016-07-08 |
|---|
| Q2 2016 | ETN
EATON CORP PLC | | SHS | 819 | 828 | +9 | $51,000 | $49,000 | -$2,000 | 2016-07-08 |
|---|
| Q2 2016 | WKC
WORLD FUEL SVCS CORP | United States | COM | 9,018 | 9,187 | +169 | $438,000 | $436,000 | -$2,000 | 2016-07-08 |
|---|
| Q2 2016 | MCD
MCDONALDS CORP | United States | COM | 2,996 | 3,118 | +122 | $377,000 | $375,000 | -$2,000 | 2016-07-08 |
|---|
| Q2 2016 | MSFT
MICROSOFT CORP | United States | COM | 6,085 | 6,533 | +448 | $336,000 | $334,000 | -$2,000 | 2016-07-08 |
|---|
| Q2 2016 | SO
SOUTHERN CO | United States | COM | 91 | 115 | +24 | $5,000 | $6,000 | +$1,000 | 2016-07-08 |
|---|
| Q2 2016 | VFC
V F CORP | United States | COM | 776 | 797 | +21 | $50,000 | $49,000 | -$1,000 | 2016-07-08 |
|---|
| Q2 2016 | BIO
BIO RAD LABS INC | United States | CL A | 56 | 57 | +1 | $8,000 | $8,000 | $0 | 2016-07-08 |
|---|
| Q2 2016 | HOG
HARLEY DAVIDSON INC | United States | COM | 25 | 27 | +2 | $1,000 | $1,000 | $0 | 2016-07-08 |
|---|
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