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 2015: Stock ELV; Country of operation United States; Class COM; Shares before 4,621.
- Q3 2015: Stock WBS; Country of operation United States; Class COM; Shares before 13,092.
- Q3 2015: Stock GD; Country of operation United States; Class COM; Shares before 5,421.
- Q3 2015: Stock DG; Country of operation United States; Class COM; Shares before 6,377.
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 2015 | ELV
ANTHEM INC | United States | COM | 4,621 | 1,697 | -2,924 | $758,000 | $238,000 | -$520,000 | 2015-10-13 |
|---|
| Q3 2015 | WBS
WEBSTER FINL CORP CONN | United States | COM | 13,092 | 672 | -12,420 | $518,000 | $24,000 | -$494,000 | 2015-10-13 |
|---|
| Q3 2015 | GD
GENERAL DYNAMICS CORP | United States | COM | 5,421 | 2,027 | -3,394 | $768,000 | $280,000 | -$488,000 | 2015-10-13 |
|---|
| Q3 2015 | DG
DOLLAR GEN CORP NEW | United States | COM | 6,377 | 137 | -6,240 | $496,000 | $10,000 | -$486,000 | 2015-10-13 |
|---|
| Q3 2015 | SSNC
SS&C TECHNOLOGIES HLDGS INC | United States | COM | 8,369 | 569 | -7,800 | $523,000 | $40,000 | -$483,000 | 2015-10-13 |
|---|
| Q3 2015 | PSX
PHILLIPS 66 | United States | COM | 9,043 | 3,210 | -5,833 | $729,000 | $247,000 | -$482,000 | 2015-10-13 |
|---|
| Q3 2015 | TOL
TOLL BROTHERS INC | United States | COM | 13,246 | 826 | -12,420 | $506,000 | $28,000 | -$478,000 | 2015-10-13 |
|---|
| Q3 2015 | AN
AUTONATION INC | United States | COM | 8,121 | 621 | -7,500 | $511,000 | $36,000 | -$475,000 | 2015-10-13 |
|---|
| Q3 2015 | DGX
QUEST DIAGNOSTICS INC | United States | COM | 6,998 | 518 | -6,480 | $507,000 | $32,000 | -$475,000 | 2015-10-13 |
|---|
| Q3 2015 | AVY
AVERY DENNISON CORP | United States | COM | 8,234 | 554 | -7,680 | $502,000 | $31,000 | -$471,000 | 2015-10-13 |
|---|
| Q3 2015 | NOC
NORTHROP GRUMMAN CORP | United States | COM | 4,844 | 1,813 | -3,031 | $768,000 | $301,000 | -$467,000 | 2015-10-13 |
|---|
| Q3 2015 | KSS
KOHLS CORP | United States | COM | 7,820 | 800 | -7,020 | $490,000 | $37,000 | -$453,000 | 2015-10-13 |
|---|
| Q3 2015 | CVX
CHEVRON CORP NEW | United States | COM | 6,774 | 2,535 | -4,239 | $653,000 | $200,000 | -$453,000 | 2015-10-13 |
|---|
| Q3 2015 | DLX
DELUXE CORP | United States | COM | 7,313 | 113 | -7,200 | $453,000 | $6,000 | -$447,000 | 2015-10-13 |
|---|
| Q3 2015 | ALSN
ALLISON TRANSMISSION HLDGS I | United States | COM | 15,670 | 910 | -14,760 | $459,000 | $24,000 | -$435,000 | 2015-10-13 |
|---|
| Q3 2015 | PM
PHILIP MORRIS INTL INC | United States | COM | 6,111 | 771 | -5,340 | $490,000 | $61,000 | -$429,000 | 2015-10-13 |
|---|
| Q3 2015 | THO
THOR INDS INC | United States | COM | 7,635 | 15 | -7,620 | $430,000 | $1,000 | -$429,000 | 2015-10-13 |
|---|
| Q3 2015 | SJM
SMUCKER J M CO | United States | COM NEW | 4,383 | 423 | -3,960 | $475,000 | $48,000 | -$427,000 | 2015-10-13 |
|---|
| Q3 2015 | DDS
DILLARDS INC | United States | CL A | 4,232 | 212 | -4,020 | $445,000 | $19,000 | -$426,000 | 2015-10-13 |
|---|
| Q3 2015 | IP
INTL PAPER CO | United States | COM | 9,906 | 1,206 | -8,700 | $471,000 | $46,000 | -$425,000 | 2015-10-13 |
|---|
| Q3 2015 | BAH
BOOZ ALLEN HAMILTON HLDG COR | United States | CL A | 17,278 | 838 | -16,440 | $436,000 | $22,000 | -$414,000 | 2015-10-13 |
|---|
| Q3 2015 | ATI
ALLEGHENY TECHNOLOGIES INC | United States | COM | 12,802 | 262 | -12,540 | $387,000 | $4,000 | -$383,000 | 2015-10-13 |
|---|
| Q3 2015 | ABM
ABM INDS INC | United States | COM | 14,580 | 13,080 | -1,500 | $479,000 | $357,000 | -$122,000 | 2015-10-13 |
|---|
| Q3 2015 | CVS
CVS HEALTH CORP | United States | COM | 8,148 | 7,645 | -503 | $855,000 | $738,000 | -$117,000 | 2015-10-13 |
|---|
| Q3 2015 | AGCO
AGCO CORP | United States | COM | 9,705 | 9,405 | -300 | $551,000 | $439,000 | -$112,000 | 2015-10-13 |
|---|
| Q3 2015 | DRI
DARDEN RESTAURANTS INC | United States | COM | 7,771 | 6,631 | -1,140 | $552,000 | $454,000 | -$98,000 | 2015-10-13 |
|---|
| Q3 2015 | VLO
VALERO ENERGY CORP NEW | United States | COM | 12,156 | 11,063 | -1,093 | $761,000 | $665,000 | -$96,000 | 2015-10-13 |
|---|
| Q3 2015 | TTWO
TAKE-TWO INTERACTIVE SOFTWAR | United States | COM | 18,900 | 14,880 | -4,020 | $521,000 | $428,000 | -$93,000 | 2015-10-13 |
|---|
| Q3 2015 | CATY
CATHAY GEN BANCORP | United States | COM | 15,840 | 14,220 | -1,620 | $514,000 | $426,000 | -$88,000 | 2015-10-13 |
|---|
| Q3 2015 | COLM
COLUMBIA SPORTSWEAR CO | United States | COM | 8,100 | 6,840 | -1,260 | $490,000 | $402,000 | -$88,000 | 2015-10-13 |
|---|
| Q3 2015 | MAN
MANPOWERGROUP INC | United States | COM | 5,634 | 5,094 | -540 | $504,000 | $417,000 | -$87,000 | 2015-10-13 |
|---|
| Q3 2015 | TDS
TELEPHONE & DATA SYS INC | United States | COM NEW | 15,540 | 14,820 | -720 | $457,000 | $370,000 | -$87,000 | 2015-10-13 |
|---|
| Q3 2015 | PHM
PULTE GROUP INC | United States | COM | 24,932 | 22,052 | -2,880 | $502,000 | $416,000 | -$86,000 | 2015-10-13 |
|---|
| Q3 2015 | OC
OWENS CORNING NEW | United States | COM | 12,378 | 10,278 | -2,100 | $511,000 | $431,000 | -$80,000 | 2015-10-13 |
|---|
| Q3 2015 | ABBV
ABBVIE INC | United States | COM | 5,470 | 5,334 | -136 | $368,000 | $290,000 | -$78,000 | 2015-10-13 |
|---|
| Q3 2015 | MCD
MCDONALDS CORP | United States | COM | 3,521 | 2,632 | -889 | $335,000 | $259,000 | -$76,000 | 2015-10-13 |
|---|
| Q3 2015 | AEO
AMERICAN EAGLE OUTFITTERS NE | United States | COM | 29,622 | 27,882 | -1,740 | $510,000 | $436,000 | -$74,000 | 2015-10-13 |
|---|
| Q3 2015 | FAF
FIRST AMERN FINL CORP | United States | COM | 13,906 | 11,446 | -2,460 | $517,000 | $447,000 | -$70,000 | 2015-10-13 |
|---|
| Q3 2015 | CAL
CALERES INC | United States | COM | 15,120 | 13,560 | -1,560 | $481,000 | $414,000 | -$67,000 | 2015-10-13 |
|---|
| Q3 2015 | GILD
GILEAD SCIENCES INC | United States | COM | 2,927 | 2,825 | -102 | $343,000 | $277,000 | -$66,000 | 2015-10-13 |
|---|
| Q3 2015 | FULT
FULTON FINL CORP PA | United States | COM | 36,960 | 34,560 | -2,400 | $483,000 | $418,000 | -$65,000 | 2015-10-13 |
|---|
| Q3 2015 | CSGS
CSG SYS INTL INC | United States | COM | 15,480 | 13,860 | -1,620 | $490,000 | $427,000 | -$63,000 | 2015-10-13 |
|---|
| Q3 2015 | HBAN
HUNTINGTON BANCSHARES INC | United States | COM | 44,325 | 41,385 | -2,940 | $501,000 | $439,000 | -$62,000 | 2015-10-13 |
|---|
| Q3 2015 | CBU
COMMUNITY BK SYS INC | United States | COM | 13,260 | 11,940 | -1,320 | $501,000 | $444,000 | -$57,000 | 2015-10-13 |
|---|
| Q3 2015 | WRB
BERKLEY W R CORP | United States | COM | 9,933 | 8,433 | -1,500 | $516,000 | $459,000 | -$57,000 | 2015-10-13 |
|---|
| Q3 2015 | WTFC
WINTRUST FINL CORP | United States | COM | 9,300 | 8,220 | -1,080 | $496,000 | $439,000 | -$57,000 | 2015-10-13 |
|---|
| Q3 2015 | JPM
JPMORGAN CHASE & CO | United States | COM | 6,427 | 6,280 | -147 | $435,000 | $383,000 | -$52,000 | 2015-10-13 |
|---|
| Q3 2015 | MMI
MARCUS & MILLICHAP INC | United States | COM | 10,440 | 9,360 | -1,080 | $482,000 | $430,000 | -$52,000 | 2015-10-13 |
|---|
| Q3 2015 | AOS
SMITH A O | United States | COM | 7,099 | 7,039 | -60 | $511,000 | $459,000 | -$52,000 | 2015-10-13 |
|---|
| Q3 2015 | BMY
BRISTOL MYERS SQUIBB CO | United States | COM | 5,942 | 5,790 | -152 | $395,000 | $343,000 | -$52,000 | 2015-10-13 |
|---|
| Q3 2015 | DIS
DISNEY WALT CO | United States | COM DISNEY | 3,149 | 3,034 | -115 | $359,000 | $310,000 | -$49,000 | 2015-10-13 |
|---|
| Q3 2015 | LDOS
LEIDOS HLDGS INC | United States | COM | 12,067 | 10,807 | -1,260 | $487,000 | $446,000 | -$41,000 | 2015-10-13 |
|---|
| Q3 2015 | STT
STATE STR CORP | United States | COM | 3,485 | 3,412 | -73 | $268,000 | $229,000 | -$39,000 | 2015-10-13 |
|---|
| Q3 2015 | UNF
UNIFIRST CORP MASS | United States | COM | 4,080 | 3,900 | -180 | $456,000 | $417,000 | -$39,000 | 2015-10-13 |
|---|
| Q3 2015 | MPC
MARATHON PETE CORP | United States | COM | 5,130 | 4,975 | -155 | $268,000 | $230,000 | -$38,000 | 2015-10-13 |
|---|
| Q3 2015 | ABT
ABBOTT LABS | United States | COM | 4,155 | 4,139 | -16 | $204,000 | $166,000 | -$38,000 | 2015-10-13 |
|---|
| Q3 2015 | WFC
WELLS FARGO & CO NEW | United States | COM | 6,485 | 6,372 | -113 | $365,000 | $327,000 | -$38,000 | 2015-10-13 |
|---|
| Q3 2015 | FCN
FTI CONSULTING INC | United States | COM | 11,700 | 10,740 | -960 | $483,000 | $446,000 | -$37,000 | 2015-10-13 |
|---|
| Q3 2015 | AAPL
APPLE INC | United States | COM | 2,092 | 2,037 | -55 | $262,000 | $225,000 | -$37,000 | 2015-10-13 |
|---|
| Q3 2015 | ITW
ILLINOIS TOOL WKS INC | United States | COM | 3,119 | 3,077 | -42 | $286,000 | $253,000 | -$33,000 | 2015-10-13 |
|---|
| Q3 2015 | FDX
FEDEX CORP | United States | COM | 1,163 | 1,152 | -11 | $198,000 | $166,000 | -$32,000 | 2015-10-13 |
|---|
| Q3 2015 | GS
GOLDMAN SACHS GROUP INC | United States | COM | 848 | 840 | -8 | $177,000 | $146,000 | -$31,000 | 2015-10-13 |
|---|
| Q3 2015 | AMGN
AMGEN INC | United States | COM | 1,456 | 1,401 | -55 | $224,000 | $194,000 | -$30,000 | 2015-10-13 |
|---|
| Q3 2015 | UNH
UNITEDHEALTH GROUP INC | United States | COM | 2,333 | 2,208 | -125 | $285,000 | $256,000 | -$29,000 | 2015-10-13 |
|---|
| Q3 2015 | ZBH
ZIMMER BIOMET HLDGS INC | United States | COM | 1,655 | 1,644 | -11 | $181,000 | $154,000 | -$27,000 | 2015-10-13 |
|---|
| Q3 2015 | CMCSA
COMCAST CORP NEW | United States | CL A | 4,723 | 4,512 | -211 | $284,000 | $257,000 | -$27,000 | 2015-10-13 |
|---|
| Q3 2015 | BDX
BECTON DICKINSON & CO | United States | COM | 1,854 | 1,783 | -71 | $263,000 | $237,000 | -$26,000 | 2015-10-13 |
|---|
| Q3 2015 | ORCL
ORACLE CORP | United States | COM | 5,531 | 5,490 | -41 | $223,000 | $198,000 | -$25,000 | 2015-10-13 |
|---|
| Q3 2015 | RSG
REPUBLIC SVCS INC | United States | COM | 12,149 | 10,949 | -1,200 | $476,000 | $451,000 | -$25,000 | 2015-10-13 |
|---|
| Q3 2015 | PFE
PFIZER INC | United States | COM | 8,892 | 8,730 | -162 | $298,000 | $274,000 | -$24,000 | 2015-10-13 |
|---|
| Q3 2015 | CAH
CARDINAL HEALTH INC | United States | COM | 2,673 | 2,607 | -66 | $224,000 | $200,000 | -$24,000 | 2015-10-13 |
|---|
| Q3 2015 | CTAS
CINTAS CORP | United States | COM | 5,734 | 5,374 | -360 | $485,000 | $461,000 | -$24,000 | 2015-10-13 |
|---|
| Q3 2015 | NTRS
NORTHERN TR CORP | United States | COM | 2,311 | 2,266 | -45 | $177,000 | $154,000 | -$23,000 | 2015-10-13 |
|---|
| Q3 2015 | ALL
ALLSTATE CORP | United States | COM | 3,114 | 3,079 | -35 | $202,000 | $179,000 | -$23,000 | 2015-10-13 |
|---|
| Q3 2015 | APD
AIR PRODS & CHEMS INC | United States | COM | 1,738 | 1,689 | -49 | $238,000 | $215,000 | -$23,000 | 2015-10-13 |
|---|
| Q3 2015 | MMM
3M CO | United States | COM | 1,464 | 1,441 | -23 | $226,000 | $204,000 | -$22,000 | 2015-10-13 |
|---|
| Q3 2015 | TMO
THERMO FISHER SCIENTIFIC INC | United States | COM | 1,697 | 1,620 | -77 | $220,000 | $198,000 | -$22,000 | 2015-10-13 |
|---|
| Q3 2015 | HONZZZZ
HONEYWELL INTL INC | | COM | 1,932 | 1,865 | -67 | $197,000 | $177,000 | -$20,000 | 2015-10-13 |
|---|
| Q3 2015 | USB
US BANCORP DEL | United States | COM NEW | 6,612 | 6,513 | -99 | $287,000 | $267,000 | -$20,000 | 2015-10-13 |
|---|
| Q3 2015 | VZ
VERIZON COMMUNICATIONS INC | United States | COM | 6,327 | 6,317 | -10 | $295,000 | $275,000 | -$20,000 | 2015-10-13 |
|---|
| Q3 2015 | BNY
BANK NEW YORK MELLON CORP | United States | COM | 5,673 | 5,627 | -46 | $238,000 | $220,000 | -$18,000 | 2015-10-13 |
|---|
| Q3 2015 | ISRG
INTUITIVE SURGICAL INC | United States | COM NEW | 366 | 349 | -17 | $177,000 | $160,000 | -$17,000 | 2015-10-13 |
|---|
| Q3 2015 | AFL
AFLAC INC | United States | COM | 3,241 | 3,187 | -54 | $202,000 | $185,000 | -$17,000 | 2015-10-13 |
|---|
| Q3 2015 | PSA
PUBLIC STORAGE | United States | COM | 1,089 | 1,026 | -63 | $201,000 | $217,000 | +$16,000 | 2015-10-13 |
|---|
| Q3 2015 | SYK
STRYKER CORP | United States | COM | 2,671 | 2,549 | -122 | $255,000 | $240,000 | -$15,000 | 2015-10-13 |
|---|
| Q3 2015 | JNJ
JOHNSON & JOHNSON | United States | COM | 2,880 | 2,856 | -24 | $281,000 | $267,000 | -$14,000 | 2015-10-13 |
|---|
| Q3 2015 | LMT
LOCKHEED MARTIN CORP | United States | COM | 1,363 | 1,289 | -74 | $253,000 | $267,000 | +$14,000 | 2015-10-13 |
|---|
| Q3 2015 | PEG
PUBLIC SVC ENTERPRISE GROUP | United States | COM | 6,354 | 6,256 | -98 | $250,000 | $264,000 | +$14,000 | 2015-10-13 |
|---|
| Q3 2015 | SYY
SYSCO CORP | United States | COM | 6,217 | 6,076 | -141 | $224,000 | $237,000 | +$13,000 | 2015-10-13 |
|---|
| Q3 2015 | NKE
NIKE INC | United States | CL B | 2,384 | 2,194 | -190 | $258,000 | $270,000 | +$12,000 | 2015-10-13 |
|---|
| Q3 2015 | CSCO
CISCO SYS INC | United States | COM | 7,562 | 7,448 | -114 | $208,000 | $196,000 | -$12,000 | 2015-10-13 |
|---|
| Q3 2015 | AMZN
AMAZON COM INC | United States | COM | 447 | 400 | -47 | $194,000 | $205,000 | +$11,000 | 2015-10-13 |
|---|
| Q3 2015 | TXN
TEXAS INSTRS INC | United States | COM | 4,755 | 4,735 | -20 | $245,000 | $234,000 | -$11,000 | 2015-10-13 |
|---|
| Q3 2015 | DHR
DANAHER CORP DEL | United States | COM | 3,181 | 3,061 | -120 | $272,000 | $261,000 | -$11,000 | 2015-10-13 |
|---|
| Q3 2015 | LLY
LILLY ELI & CO | United States | COM | 2,384 | 2,263 | -121 | $199,000 | $189,000 | -$10,000 | 2015-10-13 |
|---|
| Q3 2015 | K
KELLOGG CO | United States | COM | 2,706 | 2,685 | -21 | $170,000 | $179,000 | +$9,000 | 2015-10-13 |
|---|
| Q3 2015 | MTB
M & T BK CORP | United States | COM | 1,682 | 1,651 | -31 | $210,000 | $201,000 | -$9,000 | 2015-10-13 |
|---|
| Q3 2015 | V
VISA INC COM | United States | CL A | 3,037 | 2,800 | -237 | $204,000 | $195,000 | -$9,000 | 2015-10-13 |
|---|
| Q3 2015 | FISV
FISERV INC | United States | COM | 2,552 | 2,339 | -213 | $211,000 | $203,000 | -$8,000 | 2015-10-13 |
|---|
| Q3 2015 | CL
COLGATE PALMOLIVE CO | United States | COM | 3,060 | 3,019 | -41 | $200,000 | $192,000 | -$8,000 | 2015-10-13 |
|---|
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