ALPHA WINDWARD LLC historic quarter change: USA Stocks, Reduced
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 2014: Stock BBY; Country of operation United States; Class COM; Shares before 18,894.
- Q3 2014: Stock GME; Country of operation United States; Class CL A; Shares before 13,270.
- Q3 2014: Stock TKR; Country of operation United States; Class COM; Shares before 7,572.
- Q3 2014: Stock KEY; Country of operation United States; Class COM; Shares before 35,758.
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 2014 | BBY
BEST BUY INC | United States | COM | 18,894 | 1,194 | -17,700 | $586,000 | $40,000 | -$546,000 | 2014-10-21 |
|---|
| Q3 2014 | GME
GAMESTOP CORP NEW | United States | CL A | 13,270 | 850 | -12,420 | $537,000 | $35,000 | -$502,000 | 2014-10-21 |
|---|
| Q3 2014 | TKR
TIMKEN CO | United States | COM | 7,572 | 372 | -7,200 | $514,000 | $16,000 | -$498,000 | 2014-10-21 |
|---|
| Q3 2014 | KEY
KEYCORP NEW | United States | COM | 35,758 | 1,618 | -34,140 | $512,000 | $22,000 | -$490,000 | 2014-10-21 |
|---|
| Q3 2014 | APD
AIR PRODS & CHEMS INC | United States | COM | 5,752 | 1,959 | -3,793 | $740,000 | $255,000 | -$485,000 | 2014-10-21 |
|---|
| Q3 2014 | BKU
BANKUNITED INC | United States | COM | 15,021 | 681 | -14,340 | $503,000 | $21,000 | -$482,000 | 2014-10-21 |
|---|
| Q3 2014 | OSK
OSHKOSH CORP | United States | COM | 8,896 | 316 | -8,580 | $494,000 | $14,000 | -$480,000 | 2014-10-21 |
|---|
| Q3 2014 | ALSN
ALLISON TRANSMISSION HLDGS I | United States | COM | 15,579 | 219 | -15,360 | $485,000 | $6,000 | -$479,000 | 2014-10-21 |
|---|
| Q3 2014 | NDAQ
NASDAQ OMX GROUP INC | United States | COM | 13,321 | 841 | -12,480 | $514,000 | $36,000 | -$478,000 | 2014-10-21 |
|---|
| Q3 2014 | RLJ
RLJ LODGING TR | United States | COM | 17,496 | 1,056 | -16,440 | $505,000 | $30,000 | -$475,000 | 2014-10-21 |
|---|
| Q3 2014 | AGCO
AGCO CORP | United States | COM | 8,763 | 423 | -8,340 | $493,000 | $19,000 | -$474,000 | 2014-10-21 |
|---|
| Q3 2014 | NWL
NEWELL RUBBERMAID INC | United States | COM | 16,124 | 824 | -15,300 | $500,000 | $28,000 | -$472,000 | 2014-10-21 |
|---|
| Q3 2014 | SPR
SPIRIT AEROSYSTEMS HLDGS INC C | United States | CL A | 14,621 | 701 | -13,920 | $493,000 | $27,000 | -$466,000 | 2014-10-21 |
|---|
| Q3 2014 | SXT
SENSIENT TECHNOLOGIES CORP | United States | COM | 8,819 | 479 | -8,340 | $491,000 | $25,000 | -$466,000 | 2014-10-21 |
|---|
| Q3 2014 | ENS
ENERSYS | United States | COM | 7,008 | 288 | -6,720 | $482,000 | $17,000 | -$465,000 | 2014-10-21 |
|---|
| Q3 2014 | WYNN
WYNN RESORTS LTD | United States | COM | 2,338 | 118 | -2,220 | $485,000 | $22,000 | -$463,000 | 2014-10-21 |
|---|
| Q3 2014 | DTE
DTE ENERGY CO | United States | COM | 6,350 | 470 | -5,880 | $494,000 | $36,000 | -$458,000 | 2014-10-21 |
|---|
| Q3 2014 | INGR
INGREDION INC | United States | COM | 6,082 | 82 | -6,000 | $456,000 | $6,000 | -$450,000 | 2014-10-21 |
|---|
| Q3 2014 | THO
THOR INDS INC | United States | COM | 8,443 | 643 | -7,800 | $480,000 | $33,000 | -$447,000 | 2014-10-21 |
|---|
| Q3 2014 | WMT
WAL-MART STORES INC | United States | COM | 9,306 | 3,340 | -5,966 | $699,000 | $255,000 | -$444,000 | 2014-10-21 |
|---|
| Q3 2014 | PM
PHILIP MORRIS INTL INC | United States | COM | 5,403 | 183 | -5,220 | $456,000 | $15,000 | -$441,000 | 2014-10-21 |
|---|
| Q3 2014 | MPC
MARATHON PETE CORP | United States | COM | 8,264 | 3,168 | -5,096 | $645,000 | $268,000 | -$377,000 | 2014-10-21 |
|---|
| Q3 2014 | SANM
SANMINA CORPORATION | United States | COM | 22,200 | 18,780 | -3,420 | $506,000 | $392,000 | -$114,000 | 2014-10-21 |
|---|
| Q3 2014 | FSLR
FIRST SOLAR INC | United States | COM | 7,560 | 6,480 | -1,080 | $537,000 | $426,000 | -$111,000 | 2014-10-21 |
|---|
| Q3 2014 | AIR
AAR CORP | United States | COM | 18,180 | 16,380 | -1,800 | $501,000 | $396,000 | -$105,000 | 2014-10-21 |
|---|
| Q3 2014 | SNX
SYNNEX CORP | United States | COM | 7,380 | 6,840 | -540 | $538,000 | $442,000 | -$96,000 | 2014-10-21 |
|---|
| Q3 2014 | ATI
ALLEGHENY TECHNOLOGIES INC | United States | COM | 11,541 | 11,481 | -60 | $520,000 | $426,000 | -$94,000 | 2014-10-21 |
|---|
| Q3 2014 | CVX
CHEVRON CORP NEW | United States | COM | 6,022 | 5,815 | -207 | $786,000 | $694,000 | -$92,000 | 2014-10-21 |
|---|
| Q3 2014 | JBL
JABIL CIRCUIT INC | United States | COM | 25,200 | 21,780 | -3,420 | $527,000 | $439,000 | -$88,000 | 2014-10-21 |
|---|
| Q3 2014 | ARW
ARROW ELECTRS INC | United States | COM | 8,509 | 7,849 | -660 | $514,000 | $434,000 | -$80,000 | 2014-10-21 |
|---|
| Q3 2014 | LEA
LEAR CORP | United States | COM NEW | 5,340 | 4,620 | -720 | $477,000 | $399,000 | -$78,000 | 2014-10-21 |
|---|
| Q3 2014 | GILD
GILEAD SCIENCES INC | United States | COM | 3,829 | 3,546 | -283 | $317,000 | $377,000 | +$60,000 | 2014-10-21 |
|---|
| Q3 2014 | SCSC
SCANSOURCE INC | United States | COM | 12,240 | 11,820 | -420 | $466,000 | $409,000 | -$57,000 | 2014-10-21 |
|---|
| Q3 2014 | SJM
SMUCKER J M CO | United States | COM NEW | 4,943 | 4,763 | -180 | $527,000 | $471,000 | -$56,000 | 2014-10-21 |
|---|
| Q3 2014 | PTEN
PATTERSON UTI ENERGY INC | United States | COM | 15,016 | 14,476 | -540 | $525,000 | $471,000 | -$54,000 | 2014-10-21 |
|---|
| Q3 2014 | XOMXXXX
EXXON MOBIL CORP | | COM | 4,616 | 4,383 | -233 | $465,000 | $412,000 | -$53,000 | 2014-10-21 |
|---|
| Q3 2014 | PBI
PITNEY BOWES INC | United States | COM | 18,137 | 17,957 | -180 | $501,000 | $449,000 | -$52,000 | 2014-10-21 |
|---|
| Q3 2014 | PCAR
PACCAR INC | United States | COM | 7,320 | 7,200 | -120 | $460,000 | $410,000 | -$50,000 | 2014-10-21 |
|---|
| Q3 2014 | HNI
HNI CORP | United States | COM | 12,420 | 12,120 | -300 | $486,000 | $436,000 | -$50,000 | 2014-10-21 |
|---|
| Q3 2014 | NOC
NORTHROP GRUMMAN CORP | United States | COM | 6,297 | 6,058 | -239 | $753,000 | $798,000 | +$45,000 | 2014-10-21 |
|---|
| Q3 2014 | RSG
REPUBLIC SVCS INC | United States | COM | 12,960 | 11,460 | -1,500 | $492,000 | $447,000 | -$45,000 | 2014-10-21 |
|---|
| Q3 2014 | COP
CONOCOPHILLIPS | United States | COM | 4,066 | 3,970 | -96 | $349,000 | $304,000 | -$45,000 | 2014-10-21 |
|---|
| Q3 2014 | ADM
ARCHER DANIELS MIDLAND CO | United States | COM | 15,516 | 14,244 | -1,272 | $684,000 | $728,000 | +$44,000 | 2014-10-21 |
|---|
| Q3 2014 | AVT
AVNET INC | United States | COM | 11,299 | 11,059 | -240 | $501,000 | $459,000 | -$42,000 | 2014-10-21 |
|---|
| Q3 2014 | KSS
KOHLS CORP | United States | COM | 9,217 | 8,617 | -600 | $486,000 | $526,000 | +$40,000 | 2014-10-21 |
|---|
| Q3 2014 | POR
PORTLAND GEN ELEC CO | United States | COM NEW | 13,920 | 13,800 | -120 | $483,000 | $443,000 | -$40,000 | 2014-10-21 |
|---|
| Q3 2014 | IDA
IDACORP INC | United States | COM | 8,758 | 8,698 | -60 | $506,000 | $466,000 | -$40,000 | 2014-10-21 |
|---|
| Q3 2014 | GLW
CORNING INC | United States | COM | 13,240 | 13,019 | -221 | $291,000 | $252,000 | -$39,000 | 2014-10-21 |
|---|
| Q3 2014 | KLAC
KLA-TENCOR CORP | United States | COM | 7,748 | 6,668 | -1,080 | $563,000 | $525,000 | -$38,000 | 2014-10-21 |
|---|
| Q3 2014 | CSGS
CSG SYS INTL INC | United States | COM | 17,880 | 16,320 | -1,560 | $467,000 | $429,000 | -$38,000 | 2014-10-21 |
|---|
| Q3 2014 | WFC
WELLS FARGO & CO NEW | United States | COM | 16,100 | 15,680 | -420 | $846,000 | $813,000 | -$33,000 | 2014-10-21 |
|---|
| Q3 2014 | ITRI
ITRON INC | United States | COM | 11,700 | 11,220 | -480 | $474,000 | $441,000 | -$33,000 | 2014-10-21 |
|---|
| Q3 2014 | GD
GENERAL DYNAMICS CORP | United States | COM | 6,519 | 6,230 | -289 | $760,000 | $792,000 | +$32,000 | 2014-10-21 |
|---|
| Q3 2014 | ACH
OWENS & MINOR INC NEW | United States | COM | 13,800 | 13,380 | -420 | $469,000 | $438,000 | -$31,000 | 2014-10-21 |
|---|
| Q3 2014 | OXY
OCCIDENTAL PETE CORP DEL | United States | COM | 2,974 | 2,845 | -129 | $305,000 | $274,000 | -$31,000 | 2014-10-21 |
|---|
| Q3 2014 | BOKF
BOK FINL CORP | United States | COM NEW | 7,541 | 7,121 | -420 | $502,000 | $473,000 | -$29,000 | 2014-10-21 |
|---|
| Q3 2014 | AXP
AMERICAN EXPRESS CO | United States | COM | 2,438 | 2,323 | -115 | $231,000 | $203,000 | -$28,000 | 2014-10-21 |
|---|
| Q3 2014 | MCD
MCDONALDS CORP | United States | COM | 3,373 | 3,321 | -52 | $340,000 | $315,000 | -$25,000 | 2014-10-21 |
|---|
| Q3 2014 | ORCL
ORACLE CORP | United States | COM | 5,874 | 5,573 | -301 | $238,000 | $213,000 | -$25,000 | 2014-10-21 |
|---|
| Q3 2014 | SLB
SCHLUMBERGER LTD | | COM | 1,521 | 1,510 | -11 | $179,000 | $154,000 | -$25,000 | 2014-10-21 |
|---|
| Q3 2014 | ITW
ILLINOIS TOOL WKS INC | United States | COM | 3,502 | 3,343 | -159 | $307,000 | $282,000 | -$25,000 | 2014-10-21 |
|---|
| Q3 2014 | HD
HOME DEPOT INC | United States | COM | 4,928 | 4,598 | -330 | $399,000 | $422,000 | +$23,000 | 2014-10-21 |
|---|
| Q3 2014 | NTAP
NETAPP INC | United States | COM | 3,511 | 3,500 | -11 | $128,000 | $150,000 | +$22,000 | 2014-10-21 |
|---|
| Q3 2014 | NKE
NIKE INC | United States | CL B | 2,946 | 2,794 | -152 | $228,000 | $249,000 | +$21,000 | 2014-10-21 |
|---|
| Q3 2014 | STLD
STEEL DYNAMICS INC | United States | COM | 26,194 | 21,694 | -4,500 | $470,000 | $491,000 | +$21,000 | 2014-10-21 |
|---|
| Q3 2014 | HAL
HALLIBURTON CO | United States | COM | 2,928 | 2,898 | -30 | $208,000 | $187,000 | -$21,000 | 2014-10-21 |
|---|
| Q3 2014 | PEG
PUBLIC SVC ENTERPRISE GROUP | United States | COM | 5,448 | 5,416 | -32 | $222,000 | $202,000 | -$20,000 | 2014-10-21 |
|---|
| Q3 2014 | AMGN
AMGEN INC | United States | COM | 1,815 | 1,673 | -142 | $215,000 | $235,000 | +$20,000 | 2014-10-21 |
|---|
| Q3 2014 | CL
COLGATE PALMOLIVE CO | United States | COM | 3,224 | 3,065 | -159 | $220,000 | $200,000 | -$20,000 | 2014-10-21 |
|---|
| Q3 2014 | WEN
WENDYS CO | United States | COM | 59,180 | 58,760 | -420 | $505,000 | $485,000 | -$20,000 | 2014-10-21 |
|---|
| Q3 2014 | KMB
KIMBERLY CLARK CORP | United States | COM | 2,802 | 2,726 | -76 | $312,000 | $293,000 | -$19,000 | 2014-10-21 |
|---|
| Q3 2014 | DHR
DANAHER CORP DEL | United States | COM | 3,566 | 3,454 | -112 | $281,000 | $262,000 | -$19,000 | 2014-10-21 |
|---|
| Q3 2014 | EMR
EMERSON ELEC CO | United States | COM | 3,593 | 3,493 | -100 | $238,000 | $219,000 | -$19,000 | 2014-10-21 |
|---|
| Q3 2014 | SYK
STRYKER CORP | United States | COM | 2,582 | 2,479 | -103 | $218,000 | $200,000 | -$18,000 | 2014-10-21 |
|---|
| Q3 2014 | CVS
CVS HEALTH CORP | United States | COM | 9,707 | 9,424 | -283 | $732,000 | $750,000 | +$18,000 | 2014-10-21 |
|---|
| Q3 2014 | EBAY
EBAY INC | United States | COM | 2,906 | 2,882 | -24 | $145,000 | $163,000 | +$18,000 | 2014-10-21 |
|---|
| Q3 2014 | LOW
LOWES COS INC | United States | COM | 3,729 | 3,700 | -29 | $179,000 | $196,000 | +$17,000 | 2014-10-21 |
|---|
| Q3 2014 | STT
STATE STR CORP | United States | COM | 3,725 | 3,638 | -87 | $251,000 | $268,000 | +$17,000 | 2014-10-21 |
|---|
| Q3 2014 | AFL
AFLAC INC | United States | COM | 3,156 | 3,074 | -82 | $196,000 | $179,000 | -$17,000 | 2014-10-21 |
|---|
| Q3 2014 | CAH
CARDINAL HEALTH INC | United States | COM | 2,945 | 2,928 | -17 | $202,000 | $219,000 | +$17,000 | 2014-10-21 |
|---|
| Q3 2014 | USB
US BANCORP DEL | United States | COM NEW | 6,658 | 6,481 | -177 | $288,000 | $271,000 | -$17,000 | 2014-10-21 |
|---|
| Q3 2014 | DNOW
NOW INC | United States | COM | 589 | 141 | -448 | $21,000 | $4,000 | -$17,000 | 2014-10-21 |
|---|
| Q3 2014 | MMM
3M CO | United States | COM | 1,682 | 1,585 | -97 | $241,000 | $225,000 | -$16,000 | 2014-10-21 |
|---|
| Q3 2014 | AAPL
APPLE INC | United States | COM | 3,062 | 2,668 | -394 | $285,000 | $269,000 | -$16,000 | 2014-10-21 |
|---|
| Q3 2014 | MTB
M & T BK CORP | United States | COM | 1,783 | 1,672 | -111 | $221,000 | $206,000 | -$15,000 | 2014-10-21 |
|---|
| Q3 2014 | PSX
PHILLIPS 66 | United States | COM | 8,722 | 8,454 | -268 | $702,000 | $687,000 | -$15,000 | 2014-10-21 |
|---|
| Q3 2014 | COST
COSTCO WHSL CORP NEW | United States | COM | 1,636 | 1,617 | -19 | $188,000 | $203,000 | +$15,000 | 2014-10-21 |
|---|
| Q3 2014 | TRV
TRAVELERS COMPANIES INC | United States | COM | 2,711 | 2,552 | -159 | $255,000 | $240,000 | -$15,000 | 2014-10-21 |
|---|
| Q3 2014 | UPS
UNITED PARCEL SERVICE INC | United States | CL B | 1,934 | 1,875 | -59 | $199,000 | $184,000 | -$15,000 | 2014-10-21 |
|---|
| Q3 2014 | MSFT
MICROSOFT CORP | United States | COM | 7,703 | 7,226 | -477 | $321,000 | $335,000 | +$14,000 | 2014-10-21 |
|---|
| Q3 2014 | NEE
NEXTERA ENERGY INC | United States | COM | 1,582 | 1,579 | -3 | $162,000 | $148,000 | -$14,000 | 2014-10-21 |
|---|
| Q3 2014 | PG
PROCTER & GAMBLE CO | United States | COM | 4,311 | 4,211 | -100 | $339,000 | $353,000 | +$14,000 | 2014-10-21 |
|---|
| Q3 2014 | BMY
BRISTOL MYERS SQUIBB CO | United States | COM | 7,037 | 6,945 | -92 | $341,000 | $355,000 | +$14,000 | 2014-10-21 |
|---|
| Q3 2014 | GIS
GENERAL MLS INC | United States | COM | 4,773 | 4,723 | -50 | $251,000 | $238,000 | -$13,000 | 2014-10-21 |
|---|
| Q3 2014 | GS
GOLDMAN SACHS GROUP INC | United States | COM | 835 | 833 | -2 | $140,000 | $153,000 | +$13,000 | 2014-10-21 |
|---|
| Q3 2014 | JNJ
JOHNSON & JOHNSON | United States | COM | 3,348 | 3,162 | -186 | $350,000 | $337,000 | -$13,000 | 2014-10-21 |
|---|
| Q3 2014 | QCOM
QUALCOMM INC | United States | COM | 2,617 | 2,613 | -4 | $207,000 | $195,000 | -$12,000 | 2014-10-21 |
|---|
| Q3 2014 | AEP
AMERICAN ELEC PWR INC | United States | COM | 3,132 | 3,125 | -7 | $175,000 | $163,000 | -$12,000 | 2014-10-21 |
|---|
| Q3 2014 | BDX
BECTON DICKINSON & CO | United States | COM | 1,941 | 1,913 | -28 | $230,000 | $218,000 | -$12,000 | 2014-10-21 |
|---|
| Q3 2014 | K
KELLOGG CO | United States | COM | 2,703 | 2,692 | -11 | $178,000 | $166,000 | -$12,000 | 2014-10-21 |
|---|
Similar Firms
| Firm Name | Country | 13F Value | Holdings |
|---|
| Not available yet |