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.
- Q1 2015: Stock SSNC; Country of operation United States; Class COM; Shares before 9,488.
- Q1 2015: Stock INTC; Country of operation United States; Class COM; Shares before 21,867.
- Q1 2015: Stock CYH; Country of operation United States; Class COM; Shares before 10,122.
- Q1 2015: Stock LUV; Country of operation United States; Class COM; Shares before 13,444.
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 |
|---|
| Q1 2015 | SSNC
SS&C TECHNOLOGIES HLDGS INC | United States | COM | 9,488 | 548 | -8,940 | $555,000 | $34,000 | -$521,000 | 2015-04-16 |
|---|
| Q1 2015 | INTC
INTEL CORP | United States | COM | 21,867 | 8,833 | -13,034 | $794,000 | $276,000 | -$518,000 | 2015-04-16 |
|---|
| Q1 2015 | CYH
COMMUNITY HEALTH SYS INC NEW | United States | COM | 10,122 | 702 | -9,420 | $546,000 | $37,000 | -$509,000 | 2015-04-16 |
|---|
| Q1 2015 | LUV
SOUTHWEST AIRLS CO | United States | COM | 13,444 | 1,444 | -12,000 | $569,000 | $64,000 | -$505,000 | 2015-04-16 |
|---|
| Q1 2015 | ALK
ALASKA AIR GROUP INC | United States | COM | 8,946 | 546 | -8,400 | $535,000 | $36,000 | -$499,000 | 2015-04-16 |
|---|
| Q1 2015 | AEE
AMEREN CORP | United States | COM | 11,484 | 804 | -10,680 | $530,000 | $34,000 | -$496,000 | 2015-04-16 |
|---|
| Q1 2015 | ABBV
ABBVIE INC | United States | COM | 12,564 | 5,752 | -6,812 | $822,000 | $337,000 | -$485,000 | 2015-04-16 |
|---|
| Q1 2015 | CVS
CVS HEALTH CORP | United States | COM | 9,150 | 3,867 | -5,283 | $881,000 | $399,000 | -$482,000 | 2015-04-16 |
|---|
| Q1 2015 | MTUS
TIMKENSTEEL CORP | United States | COM | 13,417 | 817 | -12,600 | $497,000 | $22,000 | -$475,000 | 2015-04-16 |
|---|
| Q1 2015 | JLL
JONES LANG LASALLE INC | United States | COM | 3,383 | 203 | -3,180 | $507,000 | $35,000 | -$472,000 | 2015-04-16 |
|---|
| Q1 2015 | MCY
MERCURY GENL CORP NEW | United States | COM | 8,844 | 504 | -8,340 | $501,000 | $29,000 | -$472,000 | 2015-04-16 |
|---|
| Q1 2015 | BRKB
BERKSHIRE HATHAWAY INC DEL | | CL B NEW | 3,391 | 271 | -3,120 | $509,000 | $39,000 | -$470,000 | 2015-04-16 |
|---|
| Q1 2015 | DGX
QUEST DIAGNOSTICS INC | United States | COM | 7,589 | 509 | -7,080 | $509,000 | $39,000 | -$470,000 | 2015-04-16 |
|---|
| Q1 2015 | PAG
PENSKE AUTOMOTIVE GRP INC | United States | COM | 10,209 | 729 | -9,480 | $501,000 | $38,000 | -$463,000 | 2015-04-16 |
|---|
| Q1 2015 | GD
GENERAL DYNAMICS CORP | United States | COM | 5,510 | 2,202 | -3,308 | $758,000 | $299,000 | -$459,000 | 2015-04-16 |
|---|
| Q1 2015 | IT
GARTNER INC | United States | COM | 5,720 | 320 | -5,400 | $482,000 | $27,000 | -$455,000 | 2015-04-16 |
|---|
| Q1 2015 | CSL
CARLISLE COS INC | United States | COM | 5,323 | 283 | -5,040 | $480,000 | $26,000 | -$454,000 | 2015-04-16 |
|---|
| Q1 2015 | WRB
BERKLEY W R CORP | United States | COM | 9,297 | 537 | -8,760 | $477,000 | $27,000 | -$450,000 | 2015-04-16 |
|---|
| Q1 2015 | CMA
COMERICA INC | United States | COM | 9,700 | 160 | -9,540 | $454,000 | $7,000 | -$447,000 | 2015-04-16 |
|---|
| Q1 2015 | NUE
NUCOR CORP | United States | COM | 8,918 | 578 | -8,340 | $437,000 | $27,000 | -$410,000 | 2015-04-16 |
|---|
| Q1 2015 | KMT
KENNAMETAL INC | United States | COM | 11,826 | 546 | -11,280 | $423,000 | $18,000 | -$405,000 | 2015-04-16 |
|---|
| Q1 2015 | PTEN
PATTERSON UTI ENERGY INC | United States | COM | 22,537 | 1,477 | -21,060 | $374,000 | $28,000 | -$346,000 | 2015-04-16 |
|---|
| Q1 2015 | OLN
OLIN CORP | United States | COM PAR $1 | 17,820 | 17,220 | -600 | $406,000 | $552,000 | +$146,000 | 2015-04-16 |
|---|
| Q1 2015 | VLO
VALERO ENERGY CORP NEW | United States | COM | 13,691 | 12,497 | -1,194 | $678,000 | $795,000 | +$117,000 | 2015-04-16 |
|---|
| Q1 2015 | ELV
ANTHEM INC | United States | COM | 5,857 | 5,424 | -433 | $736,000 | $838,000 | +$102,000 | 2015-04-16 |
|---|
| Q1 2015 | SSP
SCRIPPS E W CO OHIO | United States | CL A NEW | 23,520 | 21,660 | -1,860 | $526,000 | $616,000 | +$90,000 | 2015-04-16 |
|---|
| Q1 2015 | VVX
VECTRUS INC | United States | COM | 17,348 | 15,368 | -1,980 | $475,000 | $392,000 | -$83,000 | 2015-04-16 |
|---|
| Q1 2015 | MAN
MANPOWERGROUP INC | United States | COM | 7,000 | 6,280 | -720 | $477,000 | $541,000 | +$64,000 | 2015-04-16 |
|---|
| Q1 2015 | COLM
COLUMBIA SPORTSWEAR CO | United States | COM | 10,500 | 8,580 | -1,920 | $468,000 | $523,000 | +$55,000 | 2015-04-16 |
|---|
| Q1 2015 | MSFT
MICROSOFT CORP | United States | COM | 7,053 | 6,937 | -116 | $328,000 | $282,000 | -$46,000 | 2015-04-16 |
|---|
| Q1 2015 | WBS
WEBSTER FINL CORP CONN | United States | COM | 14,460 | 13,860 | -600 | $470,000 | $514,000 | +$44,000 | 2015-04-16 |
|---|
| Q1 2015 | AXP
AMERICAN EXPRESS CO | United States | COM | 2,374 | 2,327 | -47 | $221,000 | $182,000 | -$39,000 | 2015-04-16 |
|---|
| Q1 2015 | PG
PROCTER & GAMBLE CO | United States | COM | 4,251 | 4,243 | -8 | $387,000 | $348,000 | -$39,000 | 2015-04-16 |
|---|
| Q1 2015 | SJM
SMUCKER J M CO | United States | COM NEW | 4,964 | 4,664 | -300 | $501,000 | $540,000 | +$39,000 | 2015-04-16 |
|---|
| Q1 2015 | UNP
UNION PAC CORP | United States | COM | 2,296 | 2,183 | -113 | $274,000 | $236,000 | -$38,000 | 2015-04-16 |
|---|
| Q1 2015 | KFY
KORN FERRY INTL | United States | COM NEW | 16,800 | 15,780 | -1,020 | $483,000 | $519,000 | +$36,000 | 2015-04-16 |
|---|
| Q1 2015 | MPC
MARATHON PETE CORP | United States | COM | 3,256 | 3,192 | -64 | $294,000 | $327,000 | +$33,000 | 2015-04-16 |
|---|
| Q1 2015 | XOMXXXX
EXXON MOBIL CORP | | COM | 4,050 | 4,025 | -25 | $374,000 | $342,000 | -$32,000 | 2015-04-16 |
|---|
| Q1 2015 | UPS
UNITED PARCEL SERVICE INC | United States | CL B | 1,949 | 1,934 | -15 | $217,000 | $187,000 | -$30,000 | 2015-04-16 |
|---|
| Q1 2015 | PFE
PFIZER INC | United States | COM | 8,440 | 8,379 | -61 | $263,000 | $292,000 | +$29,000 | 2015-04-16 |
|---|
| Q1 2015 | CSGS
CSG SYS INTL INC | United States | COM | 18,060 | 15,780 | -2,280 | $453,000 | $480,000 | +$27,000 | 2015-04-16 |
|---|
| Q1 2015 | KMB
KIMBERLY CLARK CORP | United States | COM | 2,831 | 2,801 | -30 | $327,000 | $300,000 | -$27,000 | 2015-04-16 |
|---|
| Q1 2015 | NSIT
INSIGHT ENTERPRISES INC | United States | COM | 19,200 | 18,360 | -840 | $497,000 | $524,000 | +$27,000 | 2015-04-16 |
|---|
| Q1 2015 | AMAT
APPLIED MATLS INC | United States | COM | 8,198 | 7,950 | -248 | $204,000 | $179,000 | -$25,000 | 2015-04-16 |
|---|
| Q1 2015 | AN
AUTONATION INC | United States | COM | 8,404 | 8,284 | -120 | $508,000 | $533,000 | +$25,000 | 2015-04-16 |
|---|
| Q1 2015 | STT
STATE STR CORP | United States | COM | 3,640 | 3,558 | -82 | $286,000 | $262,000 | -$24,000 | 2015-04-16 |
|---|
| Q1 2015 | UNH
UNITEDHEALTH GROUP INC | United States | COM | 3,007 | 2,772 | -235 | $304,000 | $328,000 | +$24,000 | 2015-04-16 |
|---|
| Q1 2015 | SCS
STEELCASE INC | United States | CL A | 26,160 | 26,040 | -120 | $470,000 | $493,000 | +$23,000 | 2015-04-16 |
|---|
| Q1 2015 | RRX
REGAL BELOIT CORP | United States | COM | 6,598 | 6,478 | -120 | $496,000 | $518,000 | +$22,000 | 2015-04-16 |
|---|
| Q1 2015 | UNF
UNIFIRST CORP MASS | United States | COM | 4,020 | 3,960 | -60 | $488,000 | $466,000 | -$22,000 | 2015-04-16 |
|---|
| Q1 2015 | VAC
MARRIOTT VACATIONS WRLDWDE C | United States | COM | 6,420 | 6,180 | -240 | $479,000 | $501,000 | +$22,000 | 2015-04-16 |
|---|
| Q1 2015 | JPM
JPMORGAN CHASE & CO | United States | COM | 6,713 | 6,610 | -103 | $420,000 | $400,000 | -$20,000 | 2015-04-16 |
|---|
| Q1 2015 | LEA
LEAR CORP | United States | COM NEW | 5,213 | 4,793 | -420 | $511,000 | $531,000 | +$20,000 | 2015-04-16 |
|---|
| Q1 2015 | CMCSA
COMCAST CORP NEW | United States | CL A | 5,084 | 4,888 | -196 | $295,000 | $276,000 | -$19,000 | 2015-04-16 |
|---|
| Q1 2015 | DIS
DISNEY WALT CO | United States | COM DISNEY | 3,685 | 3,487 | -198 | $347,000 | $366,000 | +$19,000 | 2015-04-16 |
|---|
| Q1 2015 | JBL
JABIL CIRCUIT INC | United States | COM | 23,107 | 22,387 | -720 | $504,000 | $523,000 | +$19,000 | 2015-04-16 |
|---|
| Q1 2015 | ABM
ABM INDS INC | United States | COM | 16,800 | 15,660 | -1,140 | $481,000 | $499,000 | +$18,000 | 2015-04-16 |
|---|
| Q1 2015 | CAH
CARDINAL HEALTH INC | United States | COM | 3,006 | 2,894 | -112 | $243,000 | $261,000 | +$18,000 | 2015-04-16 |
|---|
| Q1 2015 | MMM
3M CO | United States | COM | 1,628 | 1,514 | -114 | $268,000 | $250,000 | -$18,000 | 2015-04-16 |
|---|
| Q1 2015 | FDX
FEDEX CORP | United States | COM | 1,249 | 1,206 | -43 | $217,000 | $200,000 | -$17,000 | 2015-04-16 |
|---|
| Q1 2015 | JNJ
JOHNSON & JOHNSON | United States | COM | 3,205 | 3,162 | -43 | $335,000 | $318,000 | -$17,000 | 2015-04-16 |
|---|
| Q1 2015 | WMT
WAL-MART STORES INC | United States | COM | 3,477 | 3,429 | -48 | $299,000 | $282,000 | -$17,000 | 2015-04-16 |
|---|
| Q1 2015 | AZO
AUTOZONE INC | United States | COM | 302 | 297 | -5 | $187,000 | $203,000 | +$16,000 | 2015-04-16 |
|---|
| Q1 2015 | ORCL
ORACLE CORP | United States | COM | 5,814 | 5,679 | -135 | $261,000 | $245,000 | -$16,000 | 2015-04-16 |
|---|
| Q1 2015 | BANR
BANNER CORP | United States | COM NEW | 11,100 | 10,740 | -360 | $478,000 | $493,000 | +$15,000 | 2015-04-16 |
|---|
| Q1 2015 | BEN
FRANKLIN RES INC | United States | COM | 3,518 | 3,504 | -14 | $195,000 | $180,000 | -$15,000 | 2015-04-16 |
|---|
| Q1 2015 | DHR
DANAHER CORP DEL | United States | COM | 3,461 | 3,321 | -140 | $297,000 | $282,000 | -$15,000 | 2015-04-16 |
|---|
| Q1 2015 | GIS
GENERAL MLS INC | United States | COM | 5,070 | 5,038 | -32 | $270,000 | $285,000 | +$15,000 | 2015-04-16 |
|---|
| Q1 2015 | NSC
NORFOLK SOUTHERN CORP | United States | COM | 2,155 | 2,148 | -7 | $236,000 | $221,000 | -$15,000 | 2015-04-16 |
|---|
| Q1 2015 | AMGN
AMGEN INC | United States | COM | 1,634 | 1,542 | -92 | $260,000 | $246,000 | -$14,000 | 2015-04-16 |
|---|
| Q1 2015 | SYK
STRYKER CORP | United States | COM | 2,560 | 2,465 | -95 | $241,000 | $227,000 | -$14,000 | 2015-04-16 |
|---|
| Q1 2015 | HSY
HERSHEY CO | United States | COM | 2,192 | 2,135 | -57 | $228,000 | $215,000 | -$13,000 | 2015-04-16 |
|---|
| Q1 2015 | QCOM
QUALCOMM INC | United States | COM | 2,338 | 2,325 | -13 | $174,000 | $161,000 | -$13,000 | 2015-04-16 |
|---|
| Q1 2015 | USB
US BANCORP DEL | United States | COM NEW | 6,655 | 6,559 | -96 | $299,000 | $286,000 | -$13,000 | 2015-04-16 |
|---|
| Q1 2015 | WFC
WELLS FARGO & CO NEW | United States | COM | 6,763 | 6,581 | -182 | $371,000 | $358,000 | -$13,000 | 2015-04-16 |
|---|
| Q1 2015 | ARW
ARROW ELECTRS INC | United States | COM | 8,342 | 8,102 | -240 | $483,000 | $495,000 | +$12,000 | 2015-04-16 |
|---|
| Q1 2015 | SYY
SYSCO CORP | United States | COM | 5,307 | 5,268 | -39 | $211,000 | $199,000 | -$12,000 | 2015-04-16 |
|---|
| Q1 2015 | WEN
WENDYS CO | United States | COM | 57,099 | 46,239 | -10,860 | $516,000 | $504,000 | -$12,000 | 2015-04-16 |
|---|
| Q1 2015 | FISV
FISERV INC | United States | COM | 2,893 | 2,720 | -173 | $205,000 | $216,000 | +$11,000 | 2015-04-16 |
|---|
| Q1 2015 | KO
COCA COLA CO | United States | COM | 6,826 | 6,825 | -1 | $288,000 | $277,000 | -$11,000 | 2015-04-16 |
|---|
| Q1 2015 | CSCO
CISCO SYS INC | United States | COM | 8,136 | 7,861 | -275 | $226,000 | $216,000 | -$10,000 | 2015-04-16 |
|---|
| Q1 2015 | PAYX
PAYCHEX INC | United States | COM | 3,987 | 3,913 | -74 | $184,000 | $194,000 | +$10,000 | 2015-04-16 |
|---|
| Q1 2015 | GS
GOLDMAN SACHS GROUP INC | United States | COM | 885 | 869 | -16 | $172,000 | $163,000 | -$9,000 | 2015-04-16 |
|---|
| Q1 2015 | ISRG
INTUITIVE SURGICAL INC | United States | COM NEW | 373 | 372 | -1 | $197,000 | $188,000 | -$9,000 | 2015-04-16 |
|---|
| Q1 2015 | SRE
SEMPRA ENERGY | United States | COM | 1,922 | 1,880 | -42 | $214,000 | $205,000 | -$9,000 | 2015-04-16 |
|---|
| Q1 2015 | PSA
PUBLIC STORAGE | United States | COM | 1,210 | 1,176 | -34 | $224,000 | $232,000 | +$8,000 | 2015-04-16 |
|---|
| Q1 2015 | WM
WASTE MGMT INC DEL | United States | COM | 3,237 | 3,206 | -31 | $166,000 | $174,000 | +$8,000 | 2015-04-16 |
|---|
| Q1 2015 | TXN
TEXAS INSTRS INC | United States | COM | 5,081 | 4,883 | -198 | $272,000 | $279,000 | +$7,000 | 2015-04-16 |
|---|
| Q1 2015 | COST
COSTCO WHSL CORP NEW | United States | COM | 1,649 | 1,585 | -64 | $234,000 | $240,000 | +$6,000 | 2015-04-16 |
|---|
| Q1 2015 | ITW
ILLINOIS TOOL WKS INC | United States | COM | 3,339 | 3,191 | -148 | $316,000 | $310,000 | -$6,000 | 2015-04-16 |
|---|
| Q1 2015 | NVDA
NVIDIA CORP | United States | COM | 23,637 | 22,917 | -720 | $474,000 | $480,000 | +$6,000 | 2015-04-16 |
|---|
| Q1 2015 | AAPL
APPLE INC | United States | COM | 2,642 | 2,383 | -259 | $292,000 | $297,000 | +$5,000 | 2015-04-16 |
|---|
| Q1 2015 | ALL
ALLSTATE CORP | United States | COM | 3,001 | 2,894 | -107 | $211,000 | $206,000 | -$5,000 | 2015-04-16 |
|---|
| Q1 2015 | CL
COLGATE PALMOLIVE CO | United States | COM | 3,160 | 3,089 | -71 | $219,000 | $214,000 | -$5,000 | 2015-04-16 |
|---|
| Q1 2015 | LLY
LILLY ELI & CO | United States | COM | 2,528 | 2,461 | -67 | $174,000 | $179,000 | +$5,000 | 2015-04-16 |
|---|
| Q1 2015 | LOW
LOWES COS INC | United States | COM | 3,723 | 3,370 | -353 | $256,000 | $251,000 | -$5,000 | 2015-04-16 |
|---|
| Q1 2015 | NEE
NEXTERA ENERGY INC | United States | COM | 1,659 | 1,641 | -18 | $176,000 | $171,000 | -$5,000 | 2015-04-16 |
|---|
| Q1 2015 | TMO
THERMO FISHER SCIENTIFIC INC | United States | COM | 1,834 | 1,746 | -88 | $230,000 | $235,000 | +$5,000 | 2015-04-16 |
|---|
| Q1 2015 | TRV
TRAVELERS COMPANIES INC | United States | COM | 2,578 | 2,474 | -104 | $273,000 | $268,000 | -$5,000 | 2015-04-16 |
|---|
| Q1 2015 | BNY
BANK NEW YORK MELLON CORP | United States | COM | 5,922 | 5,859 | -63 | $240,000 | $236,000 | -$4,000 | 2015-04-16 |
|---|
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