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 2015: Stock NVDA; Country of operation United States; Class COM; Shares before 21,497.
- Q4 2015: Stock CTAS; Country of operation United States; Class COM; Shares before 5,374.
- Q4 2015: Stock CVS; Country of operation United States; Class COM; Shares before 7,645.
- Q4 2015: Stock AOS; Country of operation United States; Class COM; Shares before 7,039.
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 2015 | NVDA
NVIDIA CORP | United States | COM | 21,497 | 1,339 | -20,158 | $530,000 | $44,000 | -$486,000 | 2016-01-15 |
|---|
| Q4 2015 | CTAS
CINTAS CORP | United States | COM | 5,374 | 215 | -5,159 | $461,000 | $20,000 | -$441,000 | 2016-01-15 |
|---|
| Q4 2015 | CVS
CVS HEALTH CORP | United States | COM | 7,645 | 3,063 | -4,582 | $738,000 | $299,000 | -$439,000 | 2016-01-15 |
|---|
| Q4 2015 | AOS
SMITH A O | United States | COM | 7,039 | 304 | -6,735 | $459,000 | $23,000 | -$436,000 | 2016-01-15 |
|---|
| Q4 2015 | ADM
ARCHER DANIELS MIDLAND CO | United States | COM | 14,868 | 5,903 | -8,965 | $616,000 | $217,000 | -$399,000 | 2016-01-15 |
|---|
| Q4 2015 | OMC
OMNICOM GROUP INC | United States | COM | 6,290 | 625 | -5,665 | $415,000 | $47,000 | -$368,000 | 2016-01-15 |
|---|
| Q4 2015 | MOS
MOSAIC CO NEW | United States | COM | 11,449 | 260 | -11,189 | $356,000 | $7,000 | -$349,000 | 2016-01-15 |
|---|
| Q4 2015 | SO
SOUTHERN CO | United States | COM | 3,245 | 91 | -3,154 | $145,000 | $4,000 | -$141,000 | 2016-01-15 |
|---|
| Q4 2015 | SCS
STEELCASE INC | United States | CL A | 24,420 | 22,260 | -2,160 | $450,000 | $332,000 | -$118,000 | 2016-01-15 |
|---|
| Q4 2015 | HD
HOME DEPOT INC | United States | COM | 6,857 | 6,845 | -12 | $792,000 | $905,000 | +$113,000 | 2016-01-15 |
|---|
| Q4 2015 | JBL
JABIL CIRCUIT INC | United States | COM | 24,367 | 18,528 | -5,839 | $545,000 | $432,000 | -$113,000 | 2016-01-15 |
|---|
| Q4 2015 | SANM
SANMINA CORPORATION | United States | COM | 22,260 | 18,720 | -3,540 | $476,000 | $385,000 | -$91,000 | 2016-01-15 |
|---|
| Q4 2015 | BOKF
BOK FINL CORP | United States | COM NEW | 7,321 | 6,730 | -591 | $474,000 | $402,000 | -$72,000 | 2016-01-15 |
|---|
| Q4 2015 | PEG
PUBLIC SVC ENTERPRISE GROUP | United States | COM | 6,256 | 4,975 | -1,281 | $264,000 | $192,000 | -$72,000 | 2016-01-15 |
|---|
| Q4 2015 | MDRX
ALLSCRIPTS HEALTHCARE SOLUTN | United States | COM | 31,620 | 29,100 | -2,520 | $392,000 | $448,000 | +$56,000 | 2016-01-15 |
|---|
| Q4 2015 | UGI
UGI CORP NEW | United States | COM | 13,536 | 12,420 | -1,116 | $471,000 | $419,000 | -$52,000 | 2016-01-15 |
|---|
| Q4 2015 | MSFT
MICROSOFT CORP | United States | COM | 6,671 | 6,245 | -426 | $295,000 | $346,000 | +$51,000 | 2016-01-15 |
|---|
| Q4 2015 | VZ
VERIZON COMMUNICATIONS INC | United States | COM | 6,317 | 4,865 | -1,452 | $275,000 | $225,000 | -$50,000 | 2016-01-15 |
|---|
| Q4 2015 | LEA
LEAR CORP | United States | COM NEW | 4,710 | 3,762 | -948 | $512,000 | $462,000 | -$50,000 | 2016-01-15 |
|---|
| Q4 2015 | M
MACYS INC | United States | COM | 1,021 | 65 | -956 | $52,000 | $2,000 | -$50,000 | 2016-01-15 |
|---|
| Q4 2015 | ATO
ATMOS ENERGY CORP | United States | COM | 8,367 | 6,960 | -1,407 | $487,000 | $439,000 | -$48,000 | 2016-01-15 |
|---|
| Q4 2015 | WEN
WENDYS CO | United States | COM | 49,939 | 44,265 | -5,674 | $432,000 | $477,000 | +$45,000 | 2016-01-15 |
|---|
| Q4 2015 | PRI
PRIMERICA INC | United States | COM | 9,960 | 8,580 | -1,380 | $449,000 | $405,000 | -$44,000 | 2016-01-15 |
|---|
| Q4 2015 | TSN
TYSON FOODS INC | United States | CL A | 1,190 | 154 | -1,036 | $51,000 | $8,000 | -$43,000 | 2016-01-15 |
|---|
| Q4 2015 | INGR
INGREDION INC | United States | COM | 4,986 | 4,966 | -20 | $435,000 | $476,000 | +$41,000 | 2016-01-15 |
|---|
| Q4 2015 | BMY
BRISTOL MYERS SQUIBB CO | United States | COM | 5,790 | 5,568 | -222 | $343,000 | $383,000 | +$40,000 | 2016-01-15 |
|---|
| Q4 2015 | WNC
WABASH NATL CORP | United States | COM | 34,620 | 34,020 | -600 | $367,000 | $402,000 | +$35,000 | 2016-01-15 |
|---|
| Q4 2015 | SYY
SYSCO CORP | United States | COM | 6,076 | 4,930 | -1,146 | $237,000 | $202,000 | -$35,000 | 2016-01-15 |
|---|
| Q4 2015 | MCD
MCDONALDS CORP | United States | COM | 2,632 | 2,476 | -156 | $259,000 | $293,000 | +$34,000 | 2016-01-15 |
|---|
| Q4 2015 | AVT
AVNET INC | United States | COM | 10,560 | 9,758 | -802 | $451,000 | $418,000 | -$33,000 | 2016-01-15 |
|---|
| Q4 2015 | BIIB
BIOGEN INC | United States | COM | 199 | 86 | -113 | $58,000 | $26,000 | -$32,000 | 2016-01-15 |
|---|
| Q4 2015 | BRC
BRADY CORP | United States | CL A | 18,360 | 17,040 | -1,320 | $361,000 | $392,000 | +$31,000 | 2016-01-15 |
|---|
| Q4 2015 | MOGA
MOOG INC | United States | CL A | 6,720 | 6,480 | -240 | $363,000 | $393,000 | +$30,000 | 2016-01-15 |
|---|
| Q4 2015 | TTWO
TAKE-TWO INTERACTIVE SOFTWAR | United States | COM | 14,880 | 13,112 | -1,768 | $428,000 | $457,000 | +$29,000 | 2016-01-15 |
|---|
| Q4 2015 | ITW
ILLINOIS TOOL WKS INC | United States | COM | 3,077 | 3,040 | -37 | $253,000 | $282,000 | +$29,000 | 2016-01-15 |
|---|
| Q4 2015 | CAH
CARDINAL HEALTH INC | United States | COM | 2,607 | 2,551 | -56 | $200,000 | $228,000 | +$28,000 | 2016-01-15 |
|---|
| Q4 2015 | CINF
CINCINNATI FINL CORP | United States | COM | 8,391 | 8,089 | -302 | $451,000 | $479,000 | +$28,000 | 2016-01-15 |
|---|
| Q4 2015 | VLO
VALERO ENERGY CORP NEW | United States | COM | 11,063 | 9,804 | -1,259 | $665,000 | $693,000 | +$28,000 | 2016-01-15 |
|---|
| Q4 2015 | ISRG
INTUITIVE SURGICAL INC | United States | COM NEW | 349 | 344 | -5 | $160,000 | $188,000 | +$28,000 | 2016-01-15 |
|---|
| Q4 2015 | OC
OWENS CORNING NEW | United States | COM | 10,278 | 9,744 | -534 | $431,000 | $458,000 | +$27,000 | 2016-01-15 |
|---|
| Q4 2015 | KMB
KIMBERLY CLARK CORP | United States | COM | 2,588 | 2,420 | -168 | $282,000 | $308,000 | +$26,000 | 2016-01-15 |
|---|
| Q4 2015 | META
FACEBOOK INC | United States | CL A | 1,080 | 687 | -393 | $97,000 | $72,000 | -$25,000 | 2016-01-15 |
|---|
| Q4 2015 | JPM
JPMORGAN CHASE & CO | United States | COM | 6,280 | 6,181 | -99 | $383,000 | $408,000 | +$25,000 | 2016-01-15 |
|---|
| Q4 2015 | AMGN
AMGEN INC | United States | COM | 1,401 | 1,346 | -55 | $194,000 | $218,000 | +$24,000 | 2016-01-15 |
|---|
| Q4 2015 | ARW
ARROW ELECTRS INC | United States | COM | 8,425 | 8,166 | -259 | $466,000 | $442,000 | -$24,000 | 2016-01-15 |
|---|
| Q4 2015 | FULT
FULTON FINL CORP PA | United States | COM | 34,560 | 30,300 | -4,260 | $418,000 | $394,000 | -$24,000 | 2016-01-15 |
|---|
| Q4 2015 | JNJ
JOHNSON & JOHNSON | United States | COM | 2,856 | 2,836 | -20 | $267,000 | $291,000 | +$24,000 | 2016-01-15 |
|---|
| Q4 2015 | PLD
PROLOGIS INC | United States | COM | 1,303 | 677 | -626 | $51,000 | $29,000 | -$22,000 | 2016-01-15 |
|---|
| Q4 2015 | TOL
TOLL BROTHERS INC | United States | COM | 826 | 222 | -604 | $28,000 | $7,000 | -$21,000 | 2016-01-15 |
|---|
| Q4 2015 | PSA
PUBLIC STORAGE | United States | COM | 1,026 | 961 | -65 | $217,000 | $238,000 | +$21,000 | 2016-01-15 |
|---|
| Q4 2015 | TMO
THERMO FISHER SCIENTIFIC INC | United States | COM | 1,620 | 1,545 | -75 | $198,000 | $219,000 | +$21,000 | 2016-01-15 |
|---|
| Q4 2015 | BIO
BIO RAD LABS INC | United States | CL A | 212 | 56 | -156 | $28,000 | $8,000 | -$20,000 | 2016-01-15 |
|---|
| Q4 2015 | INTC
INTEL CORP | United States | COM | 8,945 | 8,418 | -527 | $270,000 | $290,000 | +$20,000 | 2016-01-15 |
|---|
| Q4 2015 | KBR
KBR INC | United States | COM | 24,960 | 23,400 | -1,560 | $416,000 | $396,000 | -$20,000 | 2016-01-15 |
|---|
| Q4 2015 | TTEK
TETRA TECH INC NEW | United States | COM | 16,380 | 16,020 | -360 | $398,000 | $417,000 | +$19,000 | 2016-01-15 |
|---|
| Q4 2015 | CTSH
COGNIZANT TECHNOLOGY SOLUTIO | United States | CL A | 1,342 | 1,086 | -256 | $84,000 | $65,000 | -$19,000 | 2016-01-15 |
|---|
| Q4 2015 | LDOS
LEIDOS HLDGS INC | United States | COM | 10,807 | 8,266 | -2,541 | $446,000 | $465,000 | +$19,000 | 2016-01-15 |
|---|
| Q4 2015 | SSNC
SS&C TECHNOLOGIES HLDGS INC | United States | COM | 569 | 305 | -264 | $40,000 | $21,000 | -$19,000 | 2016-01-15 |
|---|
| Q4 2015 | MUSA
MURPHY USA INC | United States | COM | 8,711 | 8,187 | -524 | $479,000 | $497,000 | +$18,000 | 2016-01-15 |
|---|
| Q4 2015 | SHO
SUNSTONE HOTEL INVS INC NEW | United States | COM | 1,886 | 540 | -1,346 | $25,000 | $7,000 | -$18,000 | 2016-01-15 |
|---|
| Q4 2015 | WFC
WELLS FARGO & CO NEW | United States | COM | 6,372 | 6,337 | -35 | $327,000 | $344,000 | +$17,000 | 2016-01-15 |
|---|
| Q4 2015 | KO
COCA COLA CO | United States | COM | 6,804 | 6,741 | -63 | $273,000 | $290,000 | +$17,000 | 2016-01-15 |
|---|
| Q4 2015 | NSIT
INSIGHT ENTERPRISES INC | United States | COM | 16,560 | 16,380 | -180 | $428,000 | $411,000 | -$17,000 | 2016-01-15 |
|---|
| Q4 2015 | OGS
ONE GAS INC | United States | COM | 9,660 | 9,060 | -600 | $438,000 | $455,000 | +$17,000 | 2016-01-15 |
|---|
| Q4 2015 | HOUS
REALOGY HLDGS CORP | United States | COM | 632 | 186 | -446 | $24,000 | $7,000 | -$17,000 | 2016-01-15 |
|---|
| Q4 2015 | STWD
STARWOOD PPTY TR INC | United States | COM | 1,203 | 381 | -822 | $25,000 | $8,000 | -$17,000 | 2016-01-15 |
|---|
| Q4 2015 | ALSN
ALLISON TRANSMISSION HLDGS I | United States | COM | 910 | 299 | -611 | $24,000 | $8,000 | -$16,000 | 2016-01-15 |
|---|
| Q4 2015 | AVA
AVISTA CORP | United States | COM | 12,780 | 12,480 | -300 | $425,000 | $441,000 | +$16,000 | 2016-01-15 |
|---|
| Q4 2015 | CE
CELANESE CORP DEL | United States | COM SER A | 7,740 | 6,571 | -1,169 | $458,000 | $442,000 | -$16,000 | 2016-01-15 |
|---|
| Q4 2015 | CMA
COMERICA INC | United States | COM | 562 | 167 | -395 | $23,000 | $7,000 | -$16,000 | 2016-01-15 |
|---|
| Q4 2015 | COST
COSTCO WHSL CORP NEW | United States | COM | 1,473 | 1,404 | -69 | $213,000 | $227,000 | +$14,000 | 2016-01-15 |
|---|
| Q4 2015 | V
VISA INC COM | United States | CL A | 2,800 | 2,682 | -118 | $195,000 | $208,000 | +$13,000 | 2016-01-15 |
|---|
| Q4 2015 | CSGS
CSG SYS INTL INC | United States | COM | 13,860 | 12,240 | -1,620 | $427,000 | $440,000 | +$13,000 | 2016-01-15 |
|---|
| Q4 2015 | SIGI
SELECTIVE INS GROUP INC | United States | COM | 13,920 | 12,480 | -1,440 | $432,000 | $419,000 | -$13,000 | 2016-01-15 |
|---|
| Q4 2015 | PAYX
PAYCHEX INC | United States | COM | 3,758 | 3,610 | -148 | $179,000 | $191,000 | +$12,000 | 2016-01-15 |
|---|
| Q4 2015 | CACI
CACI INTL INC | United States | CL A | 5,340 | 4,380 | -960 | $395,000 | $406,000 | +$11,000 | 2016-01-15 |
|---|
| Q4 2015 | LOW
LOWES COS INC | United States | COM | 2,930 | 2,805 | -125 | $202,000 | $213,000 | +$11,000 | 2016-01-15 |
|---|
| Q4 2015 | MMM
3M CO | United States | COM | 1,441 | 1,426 | -15 | $204,000 | $215,000 | +$11,000 | 2016-01-15 |
|---|
| Q4 2015 | PEP
PEPSICO INC | United States | COM | 3,181 | 3,117 | -64 | $300,000 | $311,000 | +$11,000 | 2016-01-15 |
|---|
| Q4 2015 | IP
INTL PAPER CO | United States | COM | 1,206 | 959 | -247 | $46,000 | $36,000 | -$10,000 | 2016-01-15 |
|---|
| Q4 2015 | CL
COLGATE PALMOLIVE CO | United States | COM | 3,019 | 3,012 | -7 | $192,000 | $201,000 | +$9,000 | 2016-01-15 |
|---|
| Q4 2015 | WM
WASTE MGMT INC DEL | United States | COM | 3,199 | 3,154 | -45 | $159,000 | $168,000 | +$9,000 | 2016-01-15 |
|---|
| Q4 2015 | K
KELLOGG CO | United States | COM | 2,685 | 2,608 | -77 | $179,000 | $188,000 | +$9,000 | 2016-01-15 |
|---|
| Q4 2015 | TXN
TEXAS INSTRS INC | United States | COM | 4,735 | 4,419 | -316 | $234,000 | $242,000 | +$8,000 | 2016-01-15 |
|---|
| Q4 2015 | MA
MASTERCARD INC | United States | CL A | 1,627 | 1,587 | -40 | $147,000 | $155,000 | +$8,000 | 2016-01-15 |
|---|
| Q4 2015 | NOC
NORTHROP GRUMMAN CORP | United States | COM | 1,813 | 1,634 | -179 | $301,000 | $309,000 | +$8,000 | 2016-01-15 |
|---|
| Q4 2015 | NTRS
NORTHERN TR CORP | United States | COM | 2,266 | 2,251 | -15 | $154,000 | $162,000 | +$8,000 | 2016-01-15 |
|---|
| Q4 2015 | SYK
STRYKER CORP | United States | COM | 2,549 | 2,501 | -48 | $240,000 | $232,000 | -$8,000 | 2016-01-15 |
|---|
| Q4 2015 | CRM
SALESFORCE COM INC | United States | COM | 1,171 | 947 | -224 | $81,000 | $74,000 | -$7,000 | 2016-01-15 |
|---|
| Q4 2015 | EXPD
EXPEDITORS INTL WASH INC | United States | COM | 693 | 566 | -127 | $33,000 | $26,000 | -$7,000 | 2016-01-15 |
|---|
| Q4 2015 | IOSP
INNOSPEC INC | United States | COM | 8,760 | 7,620 | -1,140 | $407,000 | $414,000 | +$7,000 | 2016-01-15 |
|---|
| Q4 2015 | PNC
PNC FINL SVCS GROUP INC | United States | COM | 1,221 | 1,217 | -4 | $109,000 | $116,000 | +$7,000 | 2016-01-15 |
|---|
| Q4 2015 | ADP
AUTOMATIC DATA PROCESSING IN | United States | COM | 2,811 | 2,740 | -71 | $226,000 | $232,000 | +$6,000 | 2016-01-15 |
|---|
| Q4 2015 | AZO
AUTOZONE INC | United States | COM | 264 | 250 | -14 | $191,000 | $185,000 | -$6,000 | 2016-01-15 |
|---|
| Q4 2015 | LMT
LOCKHEED MARTIN CORP | United States | COM | 1,289 | 1,203 | -86 | $267,000 | $261,000 | -$6,000 | 2016-01-15 |
|---|
| Q4 2015 | MPC
MARATHON PETE CORP | United States | COM | 4,975 | 4,314 | -661 | $230,000 | $224,000 | -$6,000 | 2016-01-15 |
|---|
| Q4 2015 | ORCL
ORACLE CORP | United States | COM | 5,490 | 5,267 | -223 | $198,000 | $192,000 | -$6,000 | 2016-01-15 |
|---|
| Q4 2015 | BDX
BECTON DICKINSON & CO | United States | COM | 1,783 | 1,504 | -279 | $237,000 | $232,000 | -$5,000 | 2016-01-15 |
|---|
| Q4 2015 | BNY
BANK NEW YORK MELLON CORP | United States | COM | 5,627 | 5,451 | -176 | $220,000 | $225,000 | +$5,000 | 2016-01-15 |
|---|
| Q4 2015 | CME
CME GROUP INC | United States | COM | 474 | 431 | -43 | $44,000 | $39,000 | -$5,000 | 2016-01-15 |
|---|
Similar Firms
| Firm Name | Country | 13F Value | Holdings |
|---|
| Not available yet |