ALPHA WINDWARD LLC historic quarter change: USA ETF, Reduced
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 IWR; Country of operation —; Class ETF; Shares before 39,436.
- Q3 2016: Stock EEM; Country of operation —; Class ETF; Shares before 72,691.
- Q3 2016: Stock SPY; Country of operation —; Class UNIT; Shares before 12,854.
- Q2 2016: Stock EFA; Country of operation —; Class ETF; Shares before 125,945.
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 | IWR
ISHARES TR RUS MID-CAP | | ETF | 39,436 | 39,275 | -161 | $6,633,000 | $6,846,000 | +$213,000 | 2016-10-19 |
|---|
| Q3 2016 | EEM
ISHARES TR MSCI EMG MKT | | ETF | 72,691 | 70,660 | -2,031 | $2,498,000 | $2,646,000 | +$148,000 | 2016-10-19 |
|---|
| Q3 2016 | SPY
SPDR S&P 500 ETF TR TR | | UNIT | 12,854 | 12,742 | -112 | $2,693,000 | $2,756,000 | +$63,000 | 2016-10-19 |
|---|
| Q2 2016 | EFA
ISHARES TR MSCI EAFE | | ETF | 125,945 | 116,197 | -9,748 | $7,199,000 | $6,486,000 | -$713,000 | 2016-07-08 |
|---|
| Q2 2016 | BND
VANGUARD BD INDEX FD INC | | TOTAL BND MRKT | 104,943 | 96,579 | -8,364 | $8,690,000 | $8,142,000 | -$548,000 | 2016-07-08 |
|---|
| Q2 2016 | IWR
ISHARES TR RUS MID-CAP | | ETF | 39,579 | 39,436 | -143 | $6,448,000 | $6,633,000 | +$185,000 | 2016-07-08 |
|---|
| Q2 2016 | EEM
ISHARES TR MSCI EMG MKT | | ETF | 77,412 | 72,691 | -4,721 | $2,651,000 | $2,498,000 | -$153,000 | 2016-07-08 |
|---|
| Q2 2016 | BSV
VANGUARD BD INDEX FD INC | | SHORT TRM BOND | 32,426 | 30,428 | -1,998 | $2,615,000 | $2,466,000 | -$149,000 | 2016-07-08 |
|---|
| Q2 2016 | RWX
SPDR INDEX SHS FDS DJ INTL RL | | ETF | 64,310 | 61,889 | -2,421 | $2,666,000 | $2,565,000 | -$101,000 | 2016-07-08 |
|---|
| Q2 2016 | VNQ
VANGUARD INDEX FDS REIT | | ETF | 34,094 | 32,810 | -1,284 | $2,857,000 | $2,909,000 | +$52,000 | 2016-07-08 |
|---|
| Q1 2016 | EFA
ISHARES TR MSCI EAFE | | ETF | 129,124 | 125,945 | -3,179 | $7,582,000 | $7,199,000 | -$383,000 | 2016-04-14 |
|---|
| Q1 2016 | VNQ
VANGUARD INDEX FDS REIT | | ETF | 35,170 | 34,094 | -1,076 | $2,804,000 | $2,857,000 | +$53,000 | 2016-04-14 |
|---|
| Q1 2016 | EEM
ISHARES TR MSCI EMG MKT | | ETF | 83,147 | 77,412 | -5,735 | $2,677,000 | $2,651,000 | -$26,000 | 2016-04-14 |
|---|
| Q4 2015 | EFA
ISHARES TR MSCI EAFE | | ETF | 142,234 | 129,124 | -13,110 | $8,153,000 | $7,582,000 | -$571,000 | 2016-01-15 |
|---|
| Q4 2015 | VNQ
VANGUARD INDEX FDS REIT | | ETF | 35,257 | 35,170 | -87 | $2,663,000 | $2,804,000 | +$141,000 | 2016-01-15 |
|---|
| Q4 2015 | VTI
VANGUARD INDEX FDS | | TOTAL STK MKT | 168 | 109 | -59 | $17,000 | $11,000 | -$6,000 | 2016-01-15 |
|---|
| Q4 2015 | VEU
VANGUARD INTL EQUITY INDEX F | | ALLWRLD EX US | 278 | 236 | -42 | $12,000 | $10,000 | -$2,000 | 2016-01-15 |
|---|
| Q3 2015 | EEM
ISHARES TR MSCI EMG MKT | | ETF | 117,856 | 33,538 | -84,318 | $4,669,000 | $1,099,000 | -$3,570,000 | 2015-10-13 |
|---|
| Q3 2015 | EFA
ISHARES TR MSCI EAFE | | ETF | 147,758 | 142,234 | -5,524 | $9,381,000 | $8,153,000 | -$1,228,000 | 2015-10-13 |
|---|
| Q3 2015 | RWX
SPDR INDEX SHS FDS DJ INTL RL | | ETF | 63,786 | 62,503 | -1,283 | $2,670,000 | $2,459,000 | -$211,000 | 2015-10-13 |
|---|
| Q3 2015 | SPY
SPDR S&P 500 ETF TR TR | | UNIT | 10,734 | 10,672 | -62 | $2,210,000 | $2,045,000 | -$165,000 | 2015-10-13 |
|---|
| Q3 2015 | BSV
VANGUARD BD INDEX FD INC | | SHORT TRM BOND | 27,070 | 26,747 | -323 | $2,171,000 | $2,150,000 | -$21,000 | 2015-10-13 |
|---|
| Q3 2015 | VNQ
VANGUARD INDEX FDS REIT | | ETF | 35,776 | 35,257 | -519 | $2,672,000 | $2,663,000 | -$9,000 | 2015-10-13 |
|---|
| Q3 2015 | BND
VANGUARD BD INDEX FD INC | | TOTAL BND MRKT | 99,975 | 99,075 | -900 | $8,124,000 | $8,117,000 | -$7,000 | 2015-10-13 |
|---|
| Q2 2015 | VNQ
VANGUARD INDEX FDS REIT | | ETF | 36,043 | 35,776 | -267 | $3,039,000 | $2,672,000 | -$367,000 | 2015-07-08 |
|---|
| Q2 2015 | BSV
VANGUARD BD INDEX FD INC | | SHORT TRM BOND | 29,722 | 27,070 | -2,652 | $2,393,000 | $2,171,000 | -$222,000 | 2015-07-08 |
|---|
| Q2 2015 | SUB
ISHARES SHT NTLAMTFR | | ETF | 2,225 | 530 | -1,695 | $235,000 | $56,000 | -$179,000 | 2015-07-08 |
|---|
| Q2 2015 | SPDR SERIES TRUST
CUSIP 78464A425 | | NUVN BR SHT MUNI | 9,700 | 2,388 | -7,312 | $236,000 | $58,000 | -$178,000 | 2015-07-08 |
|---|
| Q2 2015 | IWR
ISHARES TR RUS MID-CAP | | ETF | 37,892 | 37,609 | -283 | $6,560,000 | $6,405,000 | -$155,000 | 2015-07-08 |
|---|
| Q2 2015 | EFA
ISHARES TR MSCI EAFE | | ETF | 148,207 | 147,758 | -449 | $9,510,000 | $9,381,000 | -$129,000 | 2015-07-08 |
|---|
| Q2 2015 | RWX
SPDR INDEX SHS FDS DJ INTL RL | | ETF | 64,280 | 63,786 | -494 | $2,785,000 | $2,670,000 | -$115,000 | 2015-07-08 |
|---|
| Q2 2015 | MUB
ISHARES TR | | S&P NTL AMTFREE | 10,049 | 9,564 | -485 | $1,111,000 | $1,035,000 | -$76,000 | 2015-07-08 |
|---|
| Q2 2015 | SPDR SERIES TRUST
CUSIP 78464A458 | | NUVN BRCLY MUNI | 46,196 | 43,966 | -2,230 | $1,119,000 | $1,043,000 | -$76,000 | 2015-07-08 |
|---|
| Q2 2015 | IWM
ISHARES TR RUSSELL 2000 | | ETF | 19,267 | 19,000 | -267 | $2,396,000 | $2,372,000 | -$24,000 | 2015-07-08 |
|---|
| Q1 2015 | EFA
ISHARES TR MSCI EAFE | | ETF | 148,590 | 148,207 | -383 | $9,040,000 | $9,510,000 | +$470,000 | 2015-04-16 |
|---|
| Q1 2015 | SPY
SPDR S&P 500 ETF TR TR | | UNIT | 11,179 | 10,543 | -636 | $2,298,000 | $2,176,000 | -$122,000 | 2015-04-16 |
|---|
| Q1 2015 | IWR
ISHARES TR RUS MID-CAP | | ETF | 38,611 | 37,892 | -719 | $6,450,000 | $6,560,000 | +$110,000 | 2015-04-16 |
|---|
| Q1 2015 | VNQ
VANGUARD INDEX FDS REIT | | ETF | 36,318 | 36,043 | -275 | $2,942,000 | $3,039,000 | +$97,000 | 2015-04-16 |
|---|
| Q1 2015 | IWM
ISHARES TR RUSSELL 2000 | | ETF | 19,510 | 19,267 | -243 | $2,334,000 | $2,396,000 | +$62,000 | 2015-04-16 |
|---|
| Q1 2015 | BND
VANGUARD BD INDEX FD INC | | TOTAL BND MRKT | 98,210 | 96,737 | -1,473 | $8,090,000 | $8,065,000 | -$25,000 | 2015-04-16 |
|---|
| Q1 2015 | MUB
ISHARES TR | | S&P NTL AMTFREE | 10,120 | 10,049 | -71 | $1,117,000 | $1,111,000 | -$6,000 | 2015-04-16 |
|---|
| Q1 2015 | SPDR SERIES TRUST
CUSIP 78464A458 | | NUVN BRCLY MUNI | 46,533 | 46,196 | -337 | $1,124,000 | $1,119,000 | -$5,000 | 2015-04-16 |
|---|
| Q1 2015 | VTI
VANGUARD INDEX FDS | | TOTAL STK MKT | 184 | 168 | -16 | $20,000 | $18,000 | -$2,000 | 2015-04-16 |
|---|
| Q4 2014 | SPY
SPDR S&P 500 ETF TR TR | | UNIT | 11,465 | 11,179 | -286 | $2,259,000 | $2,298,000 | +$39,000 | 2015-01-23 |
|---|
| Q4 2014 | SPDR SERIES TRUST
CUSIP 78464A458 | | NUVN BRCLY MUNI | 48,333 | 46,533 | -1,800 | $1,160,000 | $1,124,000 | -$36,000 | 2015-01-23 |
|---|
| Q4 2014 | MUB
ISHARES TR | | S&P NTL AMTFREE | 10,505 | 10,120 | -385 | $1,152,000 | $1,117,000 | -$35,000 | 2015-01-23 |
|---|
| Q4 2014 | BND
VANGUARD BD INDEX FD INC | | TOTAL BND MRKT | 98,626 | 98,210 | -416 | $8,080,000 | $8,090,000 | +$10,000 | 2015-01-23 |
|---|
| Q3 2014 | BND
VANGUARD BD INDEX FD INC | | TOTAL BND MRKT | 98,921 | 98,626 | -295 | $8,133,000 | $8,080,000 | -$53,000 | 2014-10-21 |
|---|
| Q3 2014 | SPY
SPDR S&P 500 ETF TR TR | | UNIT | 11,789 | 11,465 | -324 | $2,307,000 | $2,259,000 | -$48,000 | 2014-10-21 |
|---|
| Q3 2014 | SPDR SERIES TRUST
CUSIP 78464A458 | | NUVN BRCLY MUNI | 48,823 | 48,333 | -490 | $1,156,000 | $1,160,000 | +$4,000 | 2014-10-21 |
|---|
| Q3 2014 | MUB
ISHARES TR | | S&P NTL AMTFREE | 10,610 | 10,505 | -105 | $1,153,000 | $1,152,000 | -$1,000 | 2014-10-21 |
|---|
| Q2 2014 | IWR
ISHARES RUS MID-CAP | | ETF | 37,538 | 37,452 | -86 | $5,809,000 | $6,088,000 | +$279,000 | 2014-07-16 |
|---|
| Q2 2014 | EFA
ISHARES MSCI EAFE | | ETF | 134,920 | 134,230 | -690 | $9,067,000 | $9,177,000 | +$110,000 | 2014-07-16 |
|---|
| Q2 2014 | BSV
VANGUARD BD INDEX FD INC | | SHORT TRM BOND | 26,906 | 25,672 | -1,234 | $2,155,000 | $2,062,000 | -$93,000 | 2014-07-16 |
|---|
| Q2 2014 | SPY
SPDR S&P 500 ETF TR TR | | UNIT | 12,378 | 11,789 | -589 | $2,315,000 | $2,307,000 | -$8,000 | 2014-07-16 |
|---|
| Q1 2014 | SPY
SPDR S&P 500 ETF TR TR | | UNIT | 13,598 | 12,378 | -1,220 | $2,511,000 | $2,315,000 | -$196,000 | 2014-04-16 |
|---|
| Q1 2014 | IWR
ISHARES RUS MID-CAP | | ETF | 38,084 | 37,538 | -546 | $5,712,000 | $5,809,000 | +$97,000 | 2014-04-16 |
|---|
| Q1 2014 | VEU
VANGUARD INTL EQUITY INDEX F | | ALLWRLD EX US | 511 | 261 | -250 | $26,000 | $13,000 | -$13,000 | 2014-04-16 |
|---|
| Q1 2014 | RWO
SPDR INDEX SHS FDS DJ GLB RL E | | ETF | 1,397 | 1,192 | -205 | $58,000 | $52,000 | -$6,000 | 2014-04-16 |
|---|
| Q1 2014 | VTI
VANGUARD INDEX FDS | | TOTAL STK MKT | 238 | 184 | -54 | $23,000 | $18,000 | -$5,000 | 2014-04-16 |
|---|
| Q1 2014 | EFA
ISHARES MSCI EAFE | | ETF | 135,197 | 134,920 | -277 | $9,071,000 | $9,067,000 | -$4,000 | 2014-04-16 |
|---|
| Q1 2014 | IWM
ISHARES RUSSELL 2000 | | ETF | 19,326 | 19,125 | -201 | $2,229,000 | $2,225,000 | -$4,000 | 2014-04-16 |
|---|
| Q4 2013 | RWO
SPDR INDEX SHS FDS DJ GLB RL E | | ETF | 49,703 | 1,397 | -48,306 | $2,102,000 | $58,000 | -$2,044,000 | 2014-01-14 |
|---|
| Q4 2013 | IWR
ISHARES RUS MID-CAP | | ETF | 38,360 | 38,084 | -276 | $5,335,000 | $5,712,000 | +$377,000 | 2014-01-14 |
|---|
| Q4 2013 | BND
VANGUARD BD INDEX FD INC | | TOTAL BND MRKT | 97,129 | 95,969 | -1,160 | $7,856,000 | $7,682,000 | -$174,000 | 2014-01-14 |
|---|
| Q4 2013 | VEU
VANGUARD INTL EQUITY INDEX F | | ALLWRLD EX US | 3,400 | 511 | -2,889 | $165,000 | $26,000 | -$139,000 | 2014-01-14 |
|---|
| Q4 2013 | IWM
ISHARES RUSSELL 2000 | | ETF | 19,747 | 19,326 | -421 | $2,105,000 | $2,229,000 | +$124,000 | 2014-01-14 |
|---|
| Q4 2013 | SPY
SPDR S&P 500 ETF TR TR | | UNIT | 15,178 | 13,598 | -1,580 | $2,550,000 | $2,511,000 | -$39,000 | 2014-01-14 |
|---|
| Q3 2013 | SPY
SPDR S&P 500 ETF TR TR | | UNIT | 17,424 | 15,178 | -2,246 | $2,795,000 | $2,550,000 | -$245,000 | 2013-10-18 |
|---|
| Q3 2013 | VEU
VANGUARD INTL EQUITY INDEX F | | ALLWRLD EX US | 5,988 | 3,400 | -2,588 | $265,000 | $165,000 | -$100,000 | 2013-10-18 |
|---|
| Q3 2013 | BND
VANGUARD BD INDEX FD INC | | TOTAL BND MRKT | 98,173 | 97,129 | -1,044 | $7,940,000 | $7,856,000 | -$84,000 | 2013-10-18 |
|---|
| Q3 2013 | VO
VANGUARD INDEX FDS MID CAP | | ETF | 552 | 276 | -276 | $53,000 | $28,000 | -$25,000 | 2013-10-18 |
|---|
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