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.
- Q4 2014: Stock KSS; Country of operation United States; Class COM; Shares before 8,617.
- Q4 2014: Stock LMT; Country of operation United States; Class COM; Shares before 4,158.
- Q4 2014: Stock NOC; Country of operation United States; Class COM; Shares before 6,058.
- Q4 2014: Stock BOKF; Country of operation United States; Class COM NEW; Shares before 7,121.
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 2014 | KSS
KOHLS CORP | United States | COM | 8,617 | 644 | -7,973 | $526,000 | $39,000 | -$487,000 | 2015-01-23 |
|---|
| Q4 2014 | LMT
LOCKHEED MARTIN CORP | United States | COM | 4,158 | 1,484 | -2,674 | $760,000 | $286,000 | -$474,000 | 2015-01-23 |
|---|
| Q4 2014 | NOC
NORTHROP GRUMMAN CORP | United States | COM | 6,058 | 2,238 | -3,820 | $798,000 | $330,000 | -$468,000 | 2015-01-23 |
|---|
| Q4 2014 | BOKF
BOK FINL CORP | United States | COM NEW | 7,121 | 309 | -6,812 | $473,000 | $19,000 | -$454,000 | 2015-01-23 |
|---|
| Q4 2014 | WFC
WELLS FARGO & CO NEW | United States | COM | 15,680 | 6,763 | -8,917 | $813,000 | $371,000 | -$442,000 | 2015-01-23 |
|---|
| Q4 2014 | OMC
OMNICOM GROUP INC | United States | COM | 6,353 | 113 | -6,240 | $437,000 | $9,000 | -$428,000 | 2015-01-23 |
|---|
| Q4 2014 | HBAN
HUNTINGTON BANCSHARES INC | United States | COM | 46,200 | 2,833 | -43,367 | $450,000 | $30,000 | -$420,000 | 2015-01-23 |
|---|
| Q4 2014 | DOV
DOVER CORP | United States | COM | 5,192 | 98 | -5,094 | $417,000 | $7,000 | -$410,000 | 2015-01-23 |
|---|
| Q4 2014 | CVS
CVS HEALTH CORP | United States | COM | 9,424 | 9,150 | -274 | $750,000 | $881,000 | +$131,000 | 2015-01-23 |
|---|
| Q4 2014 | CMTL
COMTECH TELECOMMUNICATIONS C | United States | COM NEW | 12,660 | 11,940 | -720 | $470,000 | $376,000 | -$94,000 | 2015-01-23 |
|---|
| Q4 2014 | AEE
AMEREN CORP | United States | COM | 11,580 | 11,484 | -96 | $444,000 | $530,000 | +$86,000 | 2015-01-23 |
|---|
| Q4 2014 | ALK
ALASKA AIR GROUP INC | United States | COM | 10,412 | 8,946 | -1,466 | $453,000 | $535,000 | +$82,000 | 2015-01-23 |
|---|
| Q4 2014 | GILD
GILEAD SCIENCES INC | United States | COM | 3,546 | 3,232 | -314 | $377,000 | $305,000 | -$72,000 | 2015-01-23 |
|---|
| Q4 2014 | STLD
STEEL DYNAMICS INC | United States | COM | 21,694 | 21,235 | -459 | $491,000 | $419,000 | -$72,000 | 2015-01-23 |
|---|
| Q4 2014 | RRX
REGAL BELOIT CORP | United States | COM | 6,667 | 6,598 | -69 | $428,000 | $496,000 | +$68,000 | 2015-01-23 |
|---|
| Q4 2014 | FR
FIRST INDUSTRIAL REALTY TRUS | United States | COM | 24,720 | 23,580 | -1,140 | $418,000 | $485,000 | +$67,000 | 2015-01-23 |
|---|
| Q4 2014 | SNX
SYNNEX CORP | United States | COM | 6,840 | 6,420 | -420 | $442,000 | $502,000 | +$60,000 | 2015-01-23 |
|---|
| Q4 2014 | IDA
IDACORP INC | United States | COM | 8,698 | 7,939 | -759 | $466,000 | $525,000 | +$59,000 | 2015-01-23 |
|---|
| Q4 2014 | KO
COCA COLA CO | United States | COM | 8,143 | 6,826 | -1,317 | $347,000 | $288,000 | -$59,000 | 2015-01-23 |
|---|
| Q4 2014 | UNF
UNIFIRST CORP MASS | United States | COM | 4,500 | 4,020 | -480 | $435,000 | $488,000 | +$53,000 | 2015-01-23 |
|---|
| Q4 2014 | PHM
PULTE GROUP INC | United States | COM | 24,360 | 22,411 | -1,949 | $430,000 | $481,000 | +$51,000 | 2015-01-23 |
|---|
| Q4 2014 | BMY
BRISTOL MYERS SQUIBB CO | United States | COM | 6,945 | 6,846 | -99 | $355,000 | $404,000 | +$49,000 | 2015-01-23 |
|---|
| Q4 2014 | ADP
AUTOMATIC DATA PROCESSING IN | United States | COM | 3,595 | 3,055 | -540 | $299,000 | $255,000 | -$44,000 | 2015-01-23 |
|---|
| Q4 2014 | SANM
SANMINA CORPORATION | United States | COM | 18,780 | 18,540 | -240 | $392,000 | $436,000 | +$44,000 | 2015-01-23 |
|---|
| Q4 2014 | POR
PORTLAND GEN ELEC CO | United States | COM NEW | 13,800 | 12,860 | -940 | $443,000 | $486,000 | +$43,000 | 2015-01-23 |
|---|
| Q4 2014 | UNH
UNITEDHEALTH GROUP INC | United States | COM | 3,043 | 3,007 | -36 | $262,000 | $304,000 | +$42,000 | 2015-01-23 |
|---|
| Q4 2014 | TMO
THERMO FISHER SCIENTIFIC INC | United States | COM | 2,217 | 1,834 | -383 | $270,000 | $230,000 | -$40,000 | 2015-01-23 |
|---|
| Q4 2014 | XOMXXXX
EXXON MOBIL CORP | | COM | 4,383 | 4,050 | -333 | $412,000 | $374,000 | -$38,000 | 2015-01-23 |
|---|
| Q4 2014 | V
VISA INC COM | United States | CL A | 888 | 861 | -27 | $189,000 | $226,000 | +$37,000 | 2015-01-23 |
|---|
| Q4 2014 | GD
GENERAL DYNAMICS CORP | United States | COM | 6,230 | 5,510 | -720 | $792,000 | $758,000 | -$34,000 | 2015-01-23 |
|---|
| Q4 2014 | ITW
ILLINOIS TOOL WKS INC | United States | COM | 3,343 | 3,339 | -4 | $282,000 | $316,000 | +$34,000 | 2015-01-23 |
|---|
| Q4 2014 | MUSA
MURPHY USA INC | United States | COM | 873 | 193 | -680 | $46,000 | $13,000 | -$33,000 | 2015-01-23 |
|---|
| Q4 2014 | TSN
TYSON FOODS INC | United States | CL A | 12,970 | 11,941 | -1,029 | $511,000 | $479,000 | -$32,000 | 2015-01-23 |
|---|
| Q4 2014 | WEN
WENDYS CO | United States | COM | 58,760 | 57,099 | -1,661 | $485,000 | $516,000 | +$31,000 | 2015-01-23 |
|---|
| Q4 2014 | ABM
ABM INDS INC | United States | COM | 17,520 | 16,800 | -720 | $450,000 | $481,000 | +$31,000 | 2015-01-23 |
|---|
| Q4 2014 | LLY
LILLY ELI & CO | United States | COM | 3,148 | 2,528 | -620 | $204,000 | $174,000 | -$30,000 | 2015-01-23 |
|---|
| Q4 2014 | DGX
QUEST DIAGNOSTICS INC | United States | COM | 7,927 | 7,589 | -338 | $481,000 | $509,000 | +$28,000 | 2015-01-23 |
|---|
| Q4 2014 | APD
AIR PRODS & CHEMS INC | United States | COM | 1,959 | 1,953 | -6 | $255,000 | $282,000 | +$27,000 | 2015-01-23 |
|---|
| Q4 2014 | DDS
DILLARDS INC | United States | CL A | 4,523 | 4,153 | -370 | $493,000 | $520,000 | +$27,000 | 2015-01-23 |
|---|
| Q4 2014 | MUR
MURPHY OIL CORP | United States | COM | 2,818 | 2,633 | -185 | $160,000 | $133,000 | -$27,000 | 2015-01-23 |
|---|
| Q4 2014 | ACCO
ACCO BRANDS CORP | United States | COM | 63,420 | 51,480 | -11,940 | $438,000 | $464,000 | +$26,000 | 2015-01-23 |
|---|
| Q4 2014 | AMGN
AMGEN INC | United States | COM | 1,673 | 1,634 | -39 | $235,000 | $260,000 | +$25,000 | 2015-01-23 |
|---|
| Q4 2014 | DRH
DIAMONDROCK HOSPITALITY CO | United States | COM | 34,860 | 31,380 | -3,480 | $442,000 | $467,000 | +$25,000 | 2015-01-23 |
|---|
| Q4 2014 | FCN
FTI CONSULTING INC | United States | COM | 12,060 | 11,580 | -480 | $422,000 | $447,000 | +$25,000 | 2015-01-23 |
|---|
| Q4 2014 | WTS
WATTS WATER TECHNOLOGIES INC | United States | CL A | 7,560 | 7,320 | -240 | $440,000 | $464,000 | +$24,000 | 2015-01-23 |
|---|
| Q4 2014 | HD
HOME DEPOT INC | United States | COM | 4,598 | 3,795 | -803 | $422,000 | $398,000 | -$24,000 | 2015-01-23 |
|---|
| Q4 2014 | UNP
UNION PAC CORP | United States | COM | 2,304 | 2,296 | -8 | $250,000 | $274,000 | +$24,000 | 2015-01-23 |
|---|
| Q4 2014 | AAPL
APPLE INC | United States | COM | 2,668 | 2,642 | -26 | $269,000 | $292,000 | +$23,000 | 2015-01-23 |
|---|
| Q4 2014 | LUV
SOUTHWEST AIRLS CO | United States | COM | 16,165 | 13,444 | -2,721 | $546,000 | $569,000 | +$23,000 | 2015-01-23 |
|---|
| Q4 2014 | MYGN
MYRIAD GENETICS INC | United States | COM | 762 | 232 | -530 | $29,000 | $8,000 | -$21,000 | 2015-01-23 |
|---|
| Q4 2014 | CMCSA
COMCAST CORP NEW | United States | CL A | 5,094 | 5,084 | -10 | $274,000 | $295,000 | +$21,000 | 2015-01-23 |
|---|
| Q4 2014 | QCOM
QUALCOMM INC | United States | COM | 2,613 | 2,338 | -275 | $195,000 | $174,000 | -$21,000 | 2015-01-23 |
|---|
| Q4 2014 | INTC
INTEL CORP | United States | COM | 22,259 | 21,867 | -392 | $775,000 | $794,000 | +$19,000 | 2015-01-23 |
|---|
| Q4 2014 | DIS
DISNEY WALT CO | United States | COM DISNEY | 3,729 | 3,685 | -44 | $332,000 | $347,000 | +$15,000 | 2015-01-23 |
|---|
| Q4 2014 | NKE
NIKE INC | United States | CL B | 2,794 | 2,739 | -55 | $249,000 | $263,000 | +$14,000 | 2015-01-23 |
|---|
| Q4 2014 | META
FACEBOOK INC | United States | CL A | 1,221 | 1,083 | -138 | $97,000 | $84,000 | -$13,000 | 2015-01-23 |
|---|
| Q4 2014 | ABBV
ABBVIE INC | United States | COM | 14,027 | 12,564 | -1,463 | $810,000 | $822,000 | +$12,000 | 2015-01-23 |
|---|
| Q4 2014 | TDY
TELEDYNE TECHNOLOGIES INC | United States | COM | 5,046 | 4,500 | -546 | $474,000 | $462,000 | -$12,000 | 2015-01-23 |
|---|
| Q4 2014 | JPM
JPMORGAN CHASE & CO | United States | COM | 6,817 | 6,713 | -104 | $411,000 | $420,000 | +$9,000 | 2015-01-23 |
|---|
| Q4 2014 | HOLX
HOLOGIC INC | United States | COM | 1,279 | 881 | -398 | $31,000 | $24,000 | -$7,000 | 2015-01-23 |
|---|
| Q4 2014 | MSFT
MICROSOFT CORP | United States | COM | 7,226 | 7,053 | -173 | $335,000 | $328,000 | -$7,000 | 2015-01-23 |
|---|
| Q4 2014 | GAP
GAP INC DEL | United States | COM | 1,367 | 1,232 | -135 | $57,000 | $52,000 | -$5,000 | 2015-01-23 |
|---|
| Q4 2014 | REGN
REGENERON PHARMACEUTICALS | United States | COM | 233 | 197 | -36 | $84,000 | $81,000 | -$3,000 | 2015-01-23 |
|---|
| Q4 2014 | NDAQ
NASDAQ OMX GROUP INC | United States | COM | 841 | 719 | -122 | $36,000 | $34,000 | -$2,000 | 2015-01-23 |
|---|
| Q4 2014 | BBY
BEST BUY INC | United States | COM | 1,194 | 981 | -213 | $40,000 | $38,000 | -$2,000 | 2015-01-23 |
|---|
| Q4 2014 | CACI
CACI INTL INC | United States | CL A | 6,360 | 5,280 | -1,080 | $453,000 | $455,000 | +$2,000 | 2015-01-23 |
|---|
| Q4 2014 | CINF
CINCINNATI FINL CORP | United States | COM | 504 | 503 | -1 | $24,000 | $26,000 | +$2,000 | 2015-01-23 |
|---|
| Q4 2014 | PNW
PINNACLE WEST CAP CORP | United States | COM | 472 | 409 | -63 | $26,000 | $28,000 | +$2,000 | 2015-01-23 |
|---|
| Q4 2014 | FHI
FEDERATED INVS INC PA | United States | CL B | 1,077 | 1,021 | -56 | $32,000 | $34,000 | +$2,000 | 2015-01-23 |
|---|
| Q4 2014 | HCA
HCA HOLDINGS INC | United States | COM | 595 | 539 | -56 | $42,000 | $40,000 | -$2,000 | 2015-01-23 |
|---|
| Q4 2014 | HST
HOST HOTELS & RESORTS INC | United States | COM | 1,323 | 1,262 | -61 | $28,000 | $30,000 | +$2,000 | 2015-01-23 |
|---|
| Q4 2014 | CME
CME GROUP INC | United States | COM | 587 | 523 | -64 | $47,000 | $46,000 | -$1,000 | 2015-01-23 |
|---|
| Q4 2014 | CSX
CSX CORP | United States | COM | 1,501 | 1,352 | -149 | $48,000 | $49,000 | +$1,000 | 2015-01-23 |
|---|
| Q4 2014 | PPG
PPG INDS INC | United States | COM | 31 | 30 | -1 | $6,000 | $7,000 | +$1,000 | 2015-01-23 |
|---|
| Q4 2014 | DPZ
DOMINOS PIZZA INC | United States | COM | 169 | 149 | -20 | $13,000 | $14,000 | +$1,000 | 2015-01-23 |
|---|
| Q4 2014 | TJX
TJX COS INC NEW | United States | COM | 938 | 801 | -137 | $56,000 | $55,000 | -$1,000 | 2015-01-23 |
|---|
| Q4 2014 | IP
INTL PAPER CO | United States | COM | 758 | 651 | -107 | $36,000 | $35,000 | -$1,000 | 2015-01-23 |
|---|
| Q4 2014 | M
MACYS INC | United States | COM | 1,330 | 1,182 | -148 | $77,000 | $78,000 | +$1,000 | 2015-01-23 |
|---|
| Q4 2014 | MRSH
MARSH & MCLENNAN COS INC | United States | COM | 326 | 319 | -7 | $17,000 | $18,000 | +$1,000 | 2015-01-23 |
|---|
| Q4 2014 | ADM
ARCHER DANIELS MIDLAND CO | United States | COM | 14,244 | 13,992 | -252 | $728,000 | $728,000 | $0 | 2015-01-23 |
|---|
| Q4 2014 | CRM
SALESFORCE COM INC | United States | COM | 1,312 | 1,268 | -44 | $75,000 | $75,000 | $0 | 2015-01-23 |
|---|
| Q4 2014 | RLJ
RLJ LODGING TR | United States | COM | 1,056 | 893 | -163 | $30,000 | $30,000 | $0 | 2015-01-23 |
|---|
| Q4 2014 | SBUX
STARBUCKS CORP | United States | COM | 65 | 58 | -7 | $5,000 | $5,000 | $0 | 2015-01-23 |
|---|
| Q4 2014 | UDR
UDR INC | United States | COM | 1,054 | 957 | -97 | $29,000 | $29,000 | $0 | 2015-01-23 |
|---|
| Q4 2014 | VAC
MARRIOTT VACATIONS WRLDWDE C | United States | COM | 7,560 | 6,420 | -1,140 | $479,000 | $479,000 | $0 | 2015-01-23 |
|---|
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