ALPHA WINDWARD LLC historic quarter change: USA ETF, Added
In exchange-traded fund shares (known by the fund name on the filing) (listed in the US), over 13 quarters from 2013-06-30 to 2016-09-30, ALPHA WINDWARD LLC opened 15 positions, added to 82, reduced 72 and sold out of 14.
- Q3 2016: Stock EFA; Country of operation —; Class ETF; Shares before 116,197.
- Q3 2016: Stock IWM; Country of operation —; Class ETF; Shares before 20,462.
- Q3 2016: Stock BND; Country of operation —; Class TOTAL BND MRKT; Shares before 96,579.
- Q3 2016: Stock BSV; Country of operation —; Class SHORT TRM BOND; Shares before 30,428.
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 | EFA
ISHARES TR MSCI EAFE | | ETF | 116,197 | 116,441 | +244 | $6,486,000 | $6,885,000 | +$399,000 | 2016-10-19 |
|---|
| Q3 2016 | IWM
ISHARES TR RUSSELL 2000 | | ETF | 20,462 | 20,639 | +177 | $2,353,000 | $2,564,000 | +$211,000 | 2016-10-19 |
|---|
| Q3 2016 | BND
VANGUARD BD INDEX FD INC | | TOTAL BND MRKT | 96,579 | 99,045 | +2,466 | $8,142,000 | $8,334,000 | +$192,000 | 2016-10-19 |
|---|
| Q3 2016 | BSV
VANGUARD BD INDEX FD INC | | SHORT TRM BOND | 30,428 | 32,731 | +2,303 | $2,466,000 | $2,646,000 | +$180,000 | 2016-10-19 |
|---|
| Q3 2016 | MUB
ISHARES TR NATIONAL MUN | | ETF | 11,927 | 13,288 | +1,361 | $1,359,000 | $1,498,000 | +$139,000 | 2016-10-19 |
|---|
| Q3 2016 | TFI
SPDR SER TR | | NUVN BRCLY MUNI | 27,185 | 30,229 | +3,044 | $1,375,000 | $1,514,000 | +$139,000 | 2016-10-19 |
|---|
| Q3 2016 | RWX
SPDR INDEX SHS FDS DJ INTL RL | | ETF | 61,889 | 62,905 | +1,016 | $2,565,000 | $2,624,000 | +$59,000 | 2016-10-19 |
|---|
| Q3 2016 | VNQ
VANGUARD INDEX FDS REIT | | ETF | 32,810 | 32,910 | +100 | $2,909,000 | $2,855,000 | -$54,000 | 2016-10-19 |
|---|
| Q3 2016 | VTI
VANGUARD INDEX FDS | | TOTAL STK MKT | 109 | 136 | +27 | $12,000 | $15,000 | +$3,000 | 2016-10-19 |
|---|
| Q3 2016 | VEU
VANGUARD INTL EQUITY INDEX F | | ALLWRLD EX US | 236 | 258 | +22 | $10,000 | $12,000 | +$2,000 | 2016-10-19 |
|---|
| Q3 2016 | RWO
SPDR INDEX SHS FDS DJ GLB RL E | | ETF | 1,203 | 1,212 | +9 | $61,000 | $60,000 | -$1,000 | 2016-10-19 |
|---|
| Q2 2016 | SPY
SPDR S&P 500 ETF TR TR | | UNIT | 12,022 | 12,854 | +832 | $2,471,000 | $2,693,000 | +$222,000 | 2016-07-08 |
|---|
| Q2 2016 | IWM
ISHARES TR RUSSELL 2000 | | ETF | 19,293 | 20,462 | +1,169 | $2,134,000 | $2,353,000 | +$219,000 | 2016-07-08 |
|---|
| Q2 2016 | TFI
SPDR SER TR | | NUVN BRCLY MUNI | 27,122 | 27,185 | +63 | $1,338,000 | $1,375,000 | +$37,000 | 2016-07-08 |
|---|
| Q2 2016 | MUB
ISHARES TR NATIONAL MUN | | ETF | 11,898 | 11,927 | +29 | $1,328,000 | $1,359,000 | +$31,000 | 2016-07-08 |
|---|
| Q1 2016 | SPY
SPDR S&P 500 ETF TR TR | | UNIT | 10,819 | 12,022 | +1,203 | $2,206,000 | $2,471,000 | +$265,000 | 2016-04-14 |
|---|
| Q1 2016 | IWR
ISHARES TR RUS MID-CAP | | ETF | 38,614 | 39,579 | +965 | $6,185,000 | $6,448,000 | +$263,000 | 2016-04-14 |
|---|
| Q1 2016 | BND
VANGUARD BD INDEX FD INC | | TOTAL BND MRKT | 104,668 | 104,943 | +275 | $8,453,000 | $8,690,000 | +$237,000 | 2016-04-14 |
|---|
| Q1 2016 | RWX
SPDR INDEX SHS FDS DJ INTL RL | | ETF | 63,870 | 64,310 | +440 | $2,499,000 | $2,666,000 | +$167,000 | 2016-04-14 |
|---|
| Q1 2016 | BSV
VANGUARD BD INDEX FD INC | | SHORT TRM BOND | 31,784 | 32,426 | +642 | $2,529,000 | $2,615,000 | +$86,000 | 2016-04-14 |
|---|
| Q1 2016 | IWM
ISHARES TR RUSSELL 2000 | | ETF | 19,226 | 19,293 | +67 | $2,165,000 | $2,134,000 | -$31,000 | 2016-04-14 |
|---|
| Q4 2015 | EEM
ISHARES TR MSCI EMG MKT | | ETF | 33,538 | 83,147 | +49,609 | $1,099,000 | $2,677,000 | +$1,578,000 | 2016-01-15 |
|---|
| Q4 2015 | BSV
VANGUARD BD INDEX FD INC | | SHORT TRM BOND | 26,747 | 31,784 | +5,037 | $2,150,000 | $2,529,000 | +$379,000 | 2016-01-15 |
|---|
| Q4 2015 | BND
VANGUARD BD INDEX FD INC | | TOTAL BND MRKT | 99,075 | 104,668 | +5,593 | $8,117,000 | $8,453,000 | +$336,000 | 2016-01-15 |
|---|
| Q4 2015 | IWR
ISHARES TR RUS MID-CAP | | ETF | 38,169 | 38,614 | +445 | $5,938,000 | $6,185,000 | +$247,000 | 2016-01-15 |
|---|
| Q4 2015 | SPY
SPDR S&P 500 ETF TR TR | | UNIT | 10,672 | 10,819 | +147 | $2,045,000 | $2,206,000 | +$161,000 | 2016-01-15 |
|---|
| Q4 2015 | IWM
ISHARES TR RUSSELL 2000 | | ETF | 19,102 | 19,226 | +124 | $2,086,000 | $2,165,000 | +$79,000 | 2016-01-15 |
|---|
| Q4 2015 | MUB
ISHARES TR | | S&P NTL AMTFREE | 9,595 | 9,897 | +302 | $1,051,000 | $1,096,000 | +$45,000 | 2016-01-15 |
|---|
| Q4 2015 | SPDR SERIES TRUST
CUSIP 78464A458 | | NUVN BRCLY MUNI | 44,082 | 45,364 | +1,282 | $1,063,000 | $1,106,000 | +$43,000 | 2016-01-15 |
|---|
| Q4 2015 | RWX
SPDR INDEX SHS FDS DJ INTL RL | | ETF | 62,503 | 63,870 | +1,367 | $2,459,000 | $2,499,000 | +$40,000 | 2016-01-15 |
|---|
| Q4 2015 | RWO
SPDR INDEX SHS FDS DJ GLB RL E | | ETF | 1,198 | 1,203 | +5 | $54,000 | $56,000 | +$2,000 | 2016-01-15 |
|---|
| Q3 2015 | IWR
ISHARES TR RUS MID-CAP | | ETF | 37,609 | 38,169 | +560 | $6,405,000 | $5,938,000 | -$467,000 | 2015-10-13 |
|---|
| Q3 2015 | IWM
ISHARES TR RUSSELL 2000 | | ETF | 19,000 | 19,102 | +102 | $2,372,000 | $2,086,000 | -$286,000 | 2015-10-13 |
|---|
| Q3 2015 | SPDR SERIES TRUST
CUSIP 78464A458 | | NUVN BRCLY MUNI | 43,966 | 44,082 | +116 | $1,043,000 | $1,063,000 | +$20,000 | 2015-10-13 |
|---|
| Q3 2015 | MUB
ISHARES TR | | S&P NTL AMTFREE | 9,564 | 9,595 | +31 | $1,035,000 | $1,051,000 | +$16,000 | 2015-10-13 |
|---|
| Q2 2015 | BND
VANGUARD BD INDEX FD INC | | TOTAL BND MRKT | 96,737 | 99,975 | +3,238 | $8,065,000 | $8,124,000 | +$59,000 | 2015-07-08 |
|---|
| Q2 2015 | EEM
ISHARES TR MSCI EMG MKT | | ETF | 117,484 | 117,856 | +372 | $4,715,000 | $4,669,000 | -$46,000 | 2015-07-08 |
|---|
| Q2 2015 | SPY
SPDR S&P 500 ETF TR TR | | UNIT | 10,543 | 10,734 | +191 | $2,176,000 | $2,210,000 | +$34,000 | 2015-07-08 |
|---|
| Q2 2015 | RWO
SPDR INDEX SHS FDS DJ GLB RL E | | ETF | 1,197 | 1,198 | +1 | $59,000 | $55,000 | -$4,000 | 2015-07-08 |
|---|
| Q1 2015 | RWX
SPDR INDEX SHS FDS DJ INTL RL | | ETF | 62,016 | 64,280 | +2,264 | $2,578,000 | $2,785,000 | +$207,000 | 2015-04-16 |
|---|
| Q1 2015 | EEM
ISHARES TR MSCI EMG MKT | | ETF | 116,977 | 117,484 | +507 | $4,596,000 | $4,715,000 | +$119,000 | 2015-04-16 |
|---|
| Q1 2015 | BSV
VANGUARD BD INDEX FD INC | | SHORT TRM BOND | 29,413 | 29,722 | +309 | $2,352,000 | $2,393,000 | +$41,000 | 2015-04-16 |
|---|
| Q1 2015 | VEU
VANGUARD INTL EQUITY INDEX F | | ALLWRLD EX US | 261 | 278 | +17 | $12,000 | $14,000 | +$2,000 | 2015-04-16 |
|---|
| Q1 2015 | RWO
SPDR INDEX SHS FDS DJ GLB RL E | | ETF | 1,192 | 1,197 | +5 | $57,000 | $59,000 | +$2,000 | 2015-04-16 |
|---|
| Q4 2014 | VNQ
VANGUARD INDEX FDS REIT | | ETF | 33,821 | 36,318 | +2,497 | $2,430,000 | $2,942,000 | +$512,000 | 2015-01-23 |
|---|
| Q4 2014 | IWR
ISHARES TR RUS MID-CAP | | ETF | 38,330 | 38,611 | +281 | $6,069,000 | $6,450,000 | +$381,000 | 2015-01-23 |
|---|
| Q4 2014 | EFA
ISHARES TR MSCI EAFE | | ETF | 136,974 | 148,590 | +11,616 | $8,783,000 | $9,040,000 | +$257,000 | 2015-01-23 |
|---|
| Q4 2014 | BSV
VANGUARD BD INDEX FD INC | | SHORT TRM BOND | 26,422 | 29,413 | +2,991 | $2,116,000 | $2,352,000 | +$236,000 | 2015-01-23 |
|---|
| Q4 2014 | RWX
SPDR INDEX SHS FDS DJ INTL RL | | ETF | 56,962 | 62,016 | +5,054 | $2,359,000 | $2,578,000 | +$219,000 | 2015-01-23 |
|---|
| Q4 2014 | IWM
ISHARES TR RUSSELL 2000 | | ETF | 19,477 | 19,510 | +33 | $2,130,000 | $2,334,000 | +$204,000 | 2015-01-23 |
|---|
| Q4 2014 | EEM
ISHARES TR MSCI EMG MKT | | ETF | 106,738 | 116,977 | +10,239 | $4,436,000 | $4,596,000 | +$160,000 | 2015-01-23 |
|---|
| Q3 2014 | EFA
ISHARES TR MSCI EAFE | | ETF | 134,230 | 136,974 | +2,744 | $9,177,000 | $8,783,000 | -$394,000 | 2014-10-21 |
|---|
| Q3 2014 | IWM
ISHARES TR RUSSELL 2000 | | ETF | 19,242 | 19,477 | +235 | $2,286,000 | $2,130,000 | -$156,000 | 2014-10-21 |
|---|
| Q3 2014 | EEM
ISHARES TR MSCI EMG MKT | | ETF | 105,763 | 106,738 | +975 | $4,572,000 | $4,436,000 | -$136,000 | 2014-10-21 |
|---|
| Q3 2014 | BSV
VANGUARD BD INDEX FD INC | | SHORT TRM BOND | 25,672 | 26,422 | +750 | $2,062,000 | $2,116,000 | +$54,000 | 2014-10-21 |
|---|
| Q3 2014 | RWX
SPDR INDEX SHS FDS DJ INTL RL | | ETF | 54,329 | 56,962 | +2,633 | $2,404,000 | $2,359,000 | -$45,000 | 2014-10-21 |
|---|
| Q3 2014 | VNQ
VANGUARD INDEX FDS REIT | | ETF | 32,813 | 33,821 | +1,008 | $2,456,000 | $2,430,000 | -$26,000 | 2014-10-21 |
|---|
| Q3 2014 | IWR
ISHARES TR RUS MID-CAP | | ETF | 37,452 | 38,330 | +878 | $6,088,000 | $6,069,000 | -$19,000 | 2014-10-21 |
|---|
| Q2 2014 | EEM
ISHARES MSCI EMG MKT | | ETF | 104,228 | 105,763 | +1,535 | $4,274,000 | $4,572,000 | +$298,000 | 2014-07-16 |
|---|
| Q2 2014 | RWX
SPDR INDEX SHS FDS DJ INTL RL | | ETF | 52,216 | 54,329 | +2,113 | $2,150,000 | $2,404,000 | +$254,000 | 2014-07-16 |
|---|
| Q2 2014 | VNQ
VANGUARD INDEX FDS REIT | | ETF | 31,714 | 32,813 | +1,099 | $2,240,000 | $2,456,000 | +$216,000 | 2014-07-16 |
|---|
| Q2 2014 | BND
VANGUARD BD INDEX FD INC | | TOTAL BND MRKT | 98,119 | 98,921 | +802 | $7,966,000 | $8,133,000 | +$167,000 | 2014-07-16 |
|---|
| Q2 2014 | SPDR SERIES TRUST
CUSIP 78464A458 | | NUVN BRCLY MUNI | 43,960 | 48,823 | +4,863 | $1,022,000 | $1,156,000 | +$134,000 | 2014-07-16 |
|---|
| Q2 2014 | MUB
ISHARES TR | | S&P NTL AMTFREE | 9,627 | 10,610 | +983 | $1,031,000 | $1,153,000 | +$122,000 | 2014-07-16 |
|---|
| Q2 2014 | IWM
ISHARES RUSSELL 2000 | | ETF | 19,125 | 19,242 | +117 | $2,225,000 | $2,286,000 | +$61,000 | 2014-07-16 |
|---|
| Q1 2014 | VNQ
VANGUARD INDEX FDS REIT | | ETF | 27,254 | 31,714 | +4,460 | $1,760,000 | $2,240,000 | +$480,000 | 2014-04-16 |
|---|
| Q1 2014 | BSV
VANGUARD BD INDEX FD INC | | SHORT TRM BOND | 21,627 | 26,906 | +5,279 | $1,729,000 | $2,155,000 | +$426,000 | 2014-04-16 |
|---|
| Q1 2014 | BND
VANGUARD BD INDEX FD INC | | TOTAL BND MRKT | 95,969 | 98,119 | +2,150 | $7,682,000 | $7,966,000 | +$284,000 | 2014-04-16 |
|---|
| Q1 2014 | RWX
SPDR INDEX SHS FDS DJ INTL RL | | ETF | 47,100 | 52,216 | +5,116 | $1,941,000 | $2,150,000 | +$209,000 | 2014-04-16 |
|---|
| Q1 2014 | MUB
ISHARES TR | | S&P NTL AMTFREE | 8,197 | 9,627 | +1,430 | $850,000 | $1,031,000 | +$181,000 | 2014-04-16 |
|---|
| Q1 2014 | SPDR SERIES TRUST
CUSIP 78464A458 | | NUVN BRCLY MUNI | 37,575 | 43,960 | +6,385 | $847,000 | $1,022,000 | +$175,000 | 2014-04-16 |
|---|
| Q1 2014 | EEM
ISHARES MSCI EMG MKT | | ETF | 99,399 | 104,228 | +4,829 | $4,154,000 | $4,274,000 | +$120,000 | 2014-04-16 |
|---|
| Q4 2013 | EFA
ISHARES MSCI EAFE | | ETF | 132,876 | 135,197 | +2,321 | $8,478,000 | $9,071,000 | +$593,000 | 2014-01-14 |
|---|
| Q4 2013 | VNQ
VANGUARD INDEX FDS REIT | | ETF | 22,060 | 27,254 | +5,194 | $1,459,000 | $1,760,000 | +$301,000 | 2014-01-14 |
|---|
| Q4 2013 | EEM
ISHARES MSCI EMG MKT | | ETF | 96,789 | 99,399 | +2,610 | $3,945,000 | $4,154,000 | +$209,000 | 2014-01-14 |
|---|
| Q4 2013 | BSV
VANGUARD BD INDEX FD INC | | SHORT TRM BOND | 20,602 | 21,627 | +1,025 | $1,656,000 | $1,729,000 | +$73,000 | 2014-01-14 |
|---|
| Q4 2013 | MUB
ISHARES TR | | S&P NTL AMTFREE | 7,612 | 8,197 | +585 | $795,000 | $850,000 | +$55,000 | 2014-01-14 |
|---|
| Q4 2013 | SPDR SERIES TRUST
CUSIP 78464A458 | | NUVN BRCLY MUNI | 35,025 | 37,575 | +2,550 | $800,000 | $847,000 | +$47,000 | 2014-01-14 |
|---|
| Q3 2013 | BSV
VANGUARD BD INDEX FD INC | | SHORT TRM BOND | 19,445 | 20,602 | +1,157 | $1,557,000 | $1,656,000 | +$99,000 | 2013-10-18 |
|---|
| Q3 2013 | RWO
SPDR INDEX SHS FDS DJ GLB RL E | | ETF | 48,217 | 49,703 | +1,486 | $2,029,000 | $2,102,000 | +$73,000 | 2013-10-18 |
|---|
| Q3 2013 | SPDR SERIES TRUST
CUSIP 78464A458 | | NUVN BRCLY MUNI | 32,308 | 35,025 | +2,717 | $739,000 | $800,000 | +$61,000 | 2013-10-18 |
|---|
| Q3 2013 | MUB
ISHARES TR | | S&P NTL AMTFREE | 7,034 | 7,612 | +578 | $739,000 | $795,000 | +$56,000 | 2013-10-18 |
|---|
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