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 2016: Stock DRI; Country of operation United States; Class COM; Shares before 8,410.
- Q1 2016: Stock KR; Country of operation United States; Class COM; Shares before 13,472.
- Q1 2016: Stock ELV; Country of operation United States; Class COM; Shares before 5,028.
- Q1 2016: Stock HD; Country of operation United States; Class COM; Shares before 6,845.
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 2016 | DRI
DARDEN RESTAURANTS INC | United States | COM | 8,410 | 550 | -7,860 | $535,000 | $36,000 | -$499,000 | 2016-04-14 |
|---|
| Q1 2016 | KR
KROGER CO | United States | COM | 13,472 | 1,892 | -11,580 | $564,000 | $72,000 | -$492,000 | 2016-04-14 |
|---|
| Q1 2016 | ELV
ANTHEM INC | United States | COM | 5,028 | 1,671 | -3,357 | $701,000 | $232,000 | -$469,000 | 2016-04-14 |
|---|
| Q1 2016 | HD
HOME DEPOT INC | United States | COM | 6,845 | 3,442 | -3,403 | $905,000 | $459,000 | -$446,000 | 2016-04-14 |
|---|
| Q1 2016 | EPR
EPR PPTYS COM | United States | SH BEN INT | 8,213 | 533 | -7,680 | $480,000 | $36,000 | -$444,000 | 2016-04-14 |
|---|
| Q1 2016 | WRB
BERKLEY W R CORP | United States | COM | 8,563 | 583 | -7,980 | $469,000 | $33,000 | -$436,000 | 2016-04-14 |
|---|
| Q1 2016 | PNW
PINNACLE WEST CAP CORP | United States | COM | 7,431 | 591 | -6,840 | $479,000 | $44,000 | -$435,000 | 2016-04-14 |
|---|
| Q1 2016 | JLL
JONES LANG LASALLE INC | United States | COM | 2,825 | 185 | -2,640 | $452,000 | $22,000 | -$430,000 | 2016-04-14 |
|---|
| Q1 2016 | GD
GENERAL DYNAMICS CORP | United States | COM | 4,985 | 1,963 | -3,022 | $685,000 | $258,000 | -$427,000 | 2016-04-14 |
|---|
| Q1 2016 | INGR
INGREDION INC | United States | COM | 4,966 | 466 | -4,500 | $476,000 | $50,000 | -$426,000 | 2016-04-14 |
|---|
| Q1 2016 | POOL
POOL CORPORATION | United States | COM | 5,299 | 19 | -5,280 | $428,000 | $2,000 | -$426,000 | 2016-04-14 |
|---|
| Q1 2016 | PBF
PBF ENERGY INC | United States | CL A | 12,423 | 1,143 | -11,280 | $457,000 | $38,000 | -$419,000 | 2016-04-14 |
|---|
| Q1 2016 | DXCM
DEXCOM INC | United States | COM | 5,445 | 405 | -5,040 | $446,000 | $28,000 | -$418,000 | 2016-04-14 |
|---|
| Q1 2016 | AEE
AMEREN CORP | United States | COM | 10,625 | 845 | -9,780 | $459,000 | $42,000 | -$417,000 | 2016-04-14 |
|---|
| Q1 2016 | CINF
CINCINNATI FINL CORP | United States | COM | 8,089 | 949 | -7,140 | $479,000 | $62,000 | -$417,000 | 2016-04-14 |
|---|
| Q1 2016 | CW
CURTISS WRIGHT CORP | United States | COM | 6,577 | 457 | -6,120 | $451,000 | $35,000 | -$416,000 | 2016-04-14 |
|---|
| Q1 2016 | RF
REGIONS FINL CORP NEW | United States | COM | 45,008 | 2,228 | -42,780 | $432,000 | $17,000 | -$415,000 | 2016-04-14 |
|---|
| Q1 2016 | ED
CONSOLIDATED EDISON INC | United States | COM | 10,384 | 3,315 | -7,069 | $667,000 | $254,000 | -$413,000 | 2016-04-14 |
|---|
| Q1 2016 | NDAQ
NASDAQ INC | United States | COM | 7,842 | 642 | -7,200 | $456,000 | $43,000 | -$413,000 | 2016-04-14 |
|---|
| Q1 2016 | CE
CELANESE CORP DEL | United States | COM SER A | 6,571 | 451 | -6,120 | $442,000 | $30,000 | -$412,000 | 2016-04-14 |
|---|
| Q1 2016 | XOMXXXX
EXXON MOBIL CORP | | COM | 9,677 | 4,252 | -5,425 | $754,000 | $355,000 | -$399,000 | 2016-04-14 |
|---|
| Q1 2016 | TDS
TELEPHONE & DATA SYS INC | United States | COM NEW | 16,292 | 1,112 | -15,180 | $422,000 | $33,000 | -$389,000 | 2016-04-14 |
|---|
| Q1 2016 | BOKF
BOK FINL CORP | United States | COM NEW | 6,730 | 430 | -6,300 | $402,000 | $23,000 | -$379,000 | 2016-04-14 |
|---|
| Q1 2016 | GLW
CORNING INC | United States | COM | 41,651 | 18,857 | -22,794 | $761,000 | $394,000 | -$367,000 | 2016-04-14 |
|---|
| Q1 2016 | SPTN
SPARTANNASH CO | United States | COM | 19,080 | 18,600 | -480 | $413,000 | $564,000 | +$151,000 | 2016-04-14 |
|---|
| Q1 2016 | DKS
DICKS SPORTING GOODS INC | United States | COM | 11,160 | 10,380 | -780 | $395,000 | $485,000 | +$90,000 | 2016-04-14 |
|---|
| Q1 2016 | CMC
COMMERCIAL METALS CO | United States | COM | 29,940 | 28,740 | -1,200 | $410,000 | $488,000 | +$78,000 | 2016-04-14 |
|---|
| Q1 2016 | MUSA
MURPHY USA INC | United States | COM | 8,187 | 7,167 | -1,020 | $497,000 | $440,000 | -$57,000 | 2016-04-14 |
|---|
| Q1 2016 | SCSC
SCANSOURCE INC | United States | COM | 11,580 | 10,620 | -960 | $373,000 | $429,000 | +$56,000 | 2016-04-14 |
|---|
| Q1 2016 | TKR
TIMKEN CO | United States | COM | 13,620 | 13,260 | -360 | $389,000 | $444,000 | +$55,000 | 2016-04-14 |
|---|
| Q1 2016 | FL
FOOT LOCKER INC | United States | COM | 6,660 | 5,880 | -780 | $433,000 | $379,000 | -$54,000 | 2016-04-14 |
|---|
| Q1 2016 | CACI
CACI INTL INC | United States | CL A | 4,380 | 4,260 | -120 | $406,000 | $455,000 | +$49,000 | 2016-04-14 |
|---|
| Q1 2016 | ARW
ARROW ELECTRS INC | United States | COM | 8,166 | 7,566 | -600 | $442,000 | $487,000 | +$45,000 | 2016-04-14 |
|---|
| Q1 2016 | WNC
WABASH NATL CORP | United States | COM | 34,020 | 33,780 | -240 | $402,000 | $446,000 | +$44,000 | 2016-04-14 |
|---|
| Q1 2016 | JPM
JPMORGAN CHASE & CO | United States | COM | 6,181 | 6,173 | -8 | $408,000 | $366,000 | -$42,000 | 2016-04-14 |
|---|
| Q1 2016 | AMZN
AMAZON COM INC | United States | COM | 438 | 432 | -6 | $296,000 | $256,000 | -$40,000 | 2016-04-14 |
|---|
| Q1 2016 | BMY
BRISTOL MYERS SQUIBB CO | United States | COM | 5,568 | 5,394 | -174 | $383,000 | $345,000 | -$38,000 | 2016-04-14 |
|---|
| Q1 2016 | WFC
WELLS FARGO & CO NEW | United States | COM | 6,337 | 6,321 | -16 | $344,000 | $306,000 | -$38,000 | 2016-04-14 |
|---|
| Q1 2016 | OGS
ONE GAS INC | United States | COM | 9,060 | 6,840 | -2,220 | $455,000 | $418,000 | -$37,000 | 2016-04-14 |
|---|
| Q1 2016 | T
AT&T INC | United States | COM | 9,263 | 9,044 | -219 | $319,000 | $354,000 | +$35,000 | 2016-04-14 |
|---|
| Q1 2016 | TGT
TARGET CORP | United States | COM | 8,739 | 8,137 | -602 | $635,000 | $670,000 | +$35,000 | 2016-04-14 |
|---|
| Q1 2016 | PEG
PUBLIC SVC ENTERPRISE GROUP | United States | COM | 4,975 | 4,799 | -176 | $192,000 | $226,000 | +$34,000 | 2016-04-14 |
|---|
| Q1 2016 | TTEK
TETRA TECH INC NEW | United States | COM | 16,020 | 15,120 | -900 | $417,000 | $451,000 | +$34,000 | 2016-04-14 |
|---|
| Q1 2016 | BRC
BRADY CORP | United States | CL A | 17,040 | 15,840 | -1,200 | $392,000 | $425,000 | +$33,000 | 2016-04-14 |
|---|
| Q1 2016 | NSIT
INSIGHT ENTERPRISES INC | United States | COM | 16,380 | 15,420 | -960 | $411,000 | $442,000 | +$31,000 | 2016-04-14 |
|---|
| Q1 2016 | LLY
LILLY ELI & CO | United States | COM | 2,178 | 2,150 | -28 | $184,000 | $155,000 | -$29,000 | 2016-04-14 |
|---|
| Q1 2016 | MDLZ
MONDELEZ INTL INC | United States | CL A | 5,998 | 5,977 | -21 | $269,000 | $240,000 | -$29,000 | 2016-04-14 |
|---|
| Q1 2016 | NFG
NATIONAL FUEL GAS CO N J | United States | COM | 9,420 | 8,640 | -780 | $403,000 | $432,000 | +$29,000 | 2016-04-14 |
|---|
| Q1 2016 | WMT
WAL-MART STORES INC | United States | COM | 4,484 | 4,437 | -47 | $275,000 | $304,000 | +$29,000 | 2016-04-14 |
|---|
| Q1 2016 | EMR
EMERSON ELEC CO | United States | COM | 4,144 | 4,124 | -20 | $198,000 | $224,000 | +$26,000 | 2016-04-14 |
|---|
| Q1 2016 | SYK
STRYKER CORP | United States | COM | 2,501 | 2,401 | -100 | $232,000 | $258,000 | +$26,000 | 2016-04-14 |
|---|
| Q1 2016 | VZ
VERIZON COMMUNICATIONS INC | United States | COM | 4,865 | 4,645 | -220 | $225,000 | $251,000 | +$26,000 | 2016-04-14 |
|---|
| Q1 2016 | AGCO
AGCO CORP | United States | COM | 9,612 | 9,252 | -360 | $436,000 | $460,000 | +$24,000 | 2016-04-14 |
|---|
| Q1 2016 | PFE
PFIZER INC | United States | COM | 8,621 | 8,602 | -19 | $278,000 | $255,000 | -$23,000 | 2016-04-14 |
|---|
| Q1 2016 | AMGN
AMGEN INC | United States | COM | 1,346 | 1,301 | -45 | $218,000 | $195,000 | -$23,000 | 2016-04-14 |
|---|
| Q1 2016 | NEE
NEXTERA ENERGY INC | United States | COM | 1,831 | 1,793 | -38 | $190,000 | $212,000 | +$22,000 | 2016-04-14 |
|---|
| Q1 2016 | IDA
IDACORP INC | United States | COM | 7,040 | 6,140 | -900 | $479,000 | $458,000 | -$21,000 | 2016-04-14 |
|---|
| Q1 2016 | ORCL
ORACLE CORP | United States | COM | 5,267 | 5,202 | -65 | $192,000 | $213,000 | +$21,000 | 2016-04-14 |
|---|
| Q1 2016 | AMAT
APPLIED MATLS INC | United States | COM | 8,411 | 8,394 | -17 | $157,000 | $178,000 | +$21,000 | 2016-04-14 |
|---|
| Q1 2016 | CAH
CARDINAL HEALTH INC | United States | COM | 2,551 | 2,525 | -26 | $228,000 | $207,000 | -$21,000 | 2016-04-14 |
|---|
| Q1 2016 | XEL
XCEL ENERGY INC | United States | COM | 4,060 | 4,002 | -58 | $146,000 | $167,000 | +$21,000 | 2016-04-14 |
|---|
| Q1 2016 | DIS
DISNEY WALT CO | United States | COM DISNEY | 3,224 | 3,211 | -13 | $339,000 | $319,000 | -$20,000 | 2016-04-14 |
|---|
| Q1 2016 | NKE
NIKE INC | United States | CL B | 3,870 | 3,605 | -265 | $242,000 | $222,000 | -$20,000 | 2016-04-14 |
|---|
| Q1 2016 | GIS
GENERAL MLS INC | United States | COM | 4,154 | 4,087 | -67 | $240,000 | $259,000 | +$19,000 | 2016-04-14 |
|---|
| Q1 2016 | KSS
KOHLS CORP | United States | COM | 10,197 | 10,017 | -180 | $486,000 | $467,000 | -$19,000 | 2016-04-14 |
|---|
| Q1 2016 | ORI
OLD REP INTL CORP | United States | COM | 24,482 | 23,882 | -600 | $456,000 | $437,000 | -$19,000 | 2016-04-14 |
|---|
| Q1 2016 | INTC
INTEL CORP | United States | COM | 8,418 | 8,393 | -25 | $290,000 | $272,000 | -$18,000 | 2016-04-14 |
|---|
| Q1 2016 | ITW
ILLINOIS TOOL WKS INC | United States | COM | 3,040 | 2,931 | -109 | $282,000 | $300,000 | +$18,000 | 2016-04-14 |
|---|
| Q1 2016 | SRE
SEMPRA ENERGY | United States | COM | 1,921 | 1,911 | -10 | $181,000 | $199,000 | +$18,000 | 2016-04-14 |
|---|
| Q1 2016 | ABBV
ABBVIE INC | United States | COM | 5,437 | 5,324 | -113 | $322,000 | $304,000 | -$18,000 | 2016-04-14 |
|---|
| Q1 2016 | MTB
M & T BK CORP | United States | COM | 1,644 | 1,639 | -5 | $199,000 | $182,000 | -$17,000 | 2016-04-14 |
|---|
| Q1 2016 | CBT
CABOT CORP | United States | COM | 10,440 | 9,180 | -1,260 | $427,000 | $444,000 | +$17,000 | 2016-04-14 |
|---|
| Q1 2016 | TRV
TRAVELERS COMPANIES INC | United States | COM | 5,936 | 5,875 | -61 | $670,000 | $686,000 | +$16,000 | 2016-04-14 |
|---|
| Q1 2016 | FDX
FEDEX CORP | United States | COM | 1,172 | 1,169 | -3 | $175,000 | $190,000 | +$15,000 | 2016-04-14 |
|---|
| Q1 2016 | AEP
AMERICAN ELEC PWR INC | United States | COM | 3,310 | 3,139 | -171 | $193,000 | $208,000 | +$15,000 | 2016-04-14 |
|---|
| Q1 2016 | CMCSA
COMCAST CORP NEW | United States | CL A | 4,945 | 4,809 | -136 | $279,000 | $294,000 | +$15,000 | 2016-04-14 |
|---|
| Q1 2016 | SYY
SYSCO CORP | United States | COM | 4,930 | 4,653 | -277 | $202,000 | $217,000 | +$15,000 | 2016-04-14 |
|---|
| Q1 2016 | UPS
UNITED PARCEL SERVICE INC | United States | CL B | 1,899 | 1,875 | -24 | $183,000 | $198,000 | +$15,000 | 2016-04-14 |
|---|
| Q1 2016 | CVX
CHEVRON CORP NEW | United States | COM | 2,697 | 2,691 | -6 | $243,000 | $257,000 | +$14,000 | 2016-04-14 |
|---|
| Q1 2016 | SIGI
SELECTIVE INS GROUP INC | United States | COM | 12,480 | 11,820 | -660 | $419,000 | $433,000 | +$14,000 | 2016-04-14 |
|---|
| Q1 2016 | ABT
ABBOTT LABS | United States | COM | 4,176 | 4,170 | -6 | $188,000 | $174,000 | -$14,000 | 2016-04-14 |
|---|
| Q1 2016 | ALL
ALLSTATE CORP | United States | COM | 3,157 | 3,118 | -39 | $196,000 | $210,000 | +$14,000 | 2016-04-14 |
|---|
| Q1 2016 | USB
US BANCORP DEL | United States | COM NEW | 6,534 | 6,520 | -14 | $279,000 | $265,000 | -$14,000 | 2016-04-14 |
|---|
| Q1 2016 | WM
WASTE MGMT INC DEL | United States | COM | 3,154 | 3,079 | -75 | $168,000 | $182,000 | +$14,000 | 2016-04-14 |
|---|
| Q1 2016 | KO
COCA COLA CO | United States | COM | 6,741 | 6,532 | -209 | $290,000 | $303,000 | +$13,000 | 2016-04-14 |
|---|
| Q1 2016 | PSA
PUBLIC STORAGE | United States | COM | 961 | 911 | -50 | $238,000 | $251,000 | +$13,000 | 2016-04-14 |
|---|
| Q1 2016 | PSX
PHILLIPS 66 | United States | COM | 3,069 | 3,051 | -18 | $251,000 | $264,000 | +$13,000 | 2016-04-14 |
|---|
| Q1 2016 | APD
AIR PRODS & CHEMS INC | United States | COM | 1,721 | 1,646 | -75 | $224,000 | $237,000 | +$13,000 | 2016-04-14 |
|---|
| Q1 2016 | UNF
UNIFIRST CORP MASS | United States | COM | 4,080 | 3,780 | -300 | $425,000 | $412,000 | -$13,000 | 2016-04-14 |
|---|
| Q1 2016 | BAX
BAXTER INTL INC | United States | COM | 4,162 | 4,160 | -2 | $159,000 | $171,000 | +$12,000 | 2016-04-14 |
|---|
| Q1 2016 | TTWO
TAKE-TWO INTERACTIVE SOFTWAR | United States | COM | 13,112 | 12,452 | -660 | $457,000 | $469,000 | +$12,000 | 2016-04-14 |
|---|
| Q1 2016 | UNH
UNITEDHEALTH GROUP INC | United States | COM | 2,174 | 2,083 | -91 | $256,000 | $268,000 | +$12,000 | 2016-04-14 |
|---|
| Q1 2016 | FISV
FISERV INC | United States | COM | 2,195 | 2,068 | -127 | $201,000 | $212,000 | +$11,000 | 2016-04-14 |
|---|
| Q1 2016 | PYPL
PAYPAL HLDGS INC | United States | COM | 7,954 | 7,741 | -213 | $288,000 | $299,000 | +$11,000 | 2016-04-14 |
|---|
| Q1 2016 | AZO
AUTOZONE INC | United States | COM | 250 | 246 | -4 | $185,000 | $196,000 | +$11,000 | 2016-04-14 |
|---|
| Q1 2016 | TXN
TEXAS INSTRS INC | United States | COM | 4,419 | 4,399 | -20 | $242,000 | $253,000 | +$11,000 | 2016-04-14 |
|---|
| Q1 2016 | MSFT
MICROSOFT CORP | United States | COM | 6,245 | 6,085 | -160 | $346,000 | $336,000 | -$10,000 | 2016-04-14 |
|---|
| Q1 2016 | AVA
AVISTA CORP | United States | COM | 12,480 | 10,560 | -1,920 | $441,000 | $431,000 | -$10,000 | 2016-04-14 |
|---|
| Q1 2016 | COST
COSTCO WHSL CORP NEW | United States | COM | 1,404 | 1,376 | -28 | $227,000 | $217,000 | -$10,000 | 2016-04-14 |
|---|
| Q1 2016 | BDX
BECTON DICKINSON & CO | United States | COM | 1,504 | 1,469 | -35 | $232,000 | $223,000 | -$9,000 | 2016-04-14 |
|---|
Similar Firms
| Firm Name | Country | 13F Value | Holdings |
|---|
| Not available yet |