ALPHA WINDWARD LLC quarter change: USA Stocks, Reduced
In share positions in stocks (listed in the US), from the quarter ended 2016-06-30 to 2016-09-30, ALPHA WINDWARD LLC opened 36 positions, added to 123, reduced 68, sold out of 21 and left 79 unchanged. The largest increase in value was QCOM (+$511,000); the largest decrease was CDE (-$540,000).
- CBRL: Country of operation United States; Class COM; Shares 2016-06-30 2,977; Shares 2016-09-30 217.
- FNF: Country of operation United States; Class COM; Shares 2016-06-30 12,359; Shares 2016-09-30 239.
- MUSA: Country of operation United States; Class COM; Shares 2016-06-30 6,650; Shares 2016-09-30 590.
- HST: Country of operation United States; Class COM; Shares 2016-06-30 28,185; Shares 2016-09-30 525.
Two Form 13F-HR filings compared (SEC CIK 1353219): 2016-06-30 (filed 2016-07-08) and 2016-09-30 (filed 2016-10-19). 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; share change is the position change.
| Stock | Country of operation | Class | Shares 2016-06-30 | Shares 2016-09-30 | Share change | Value 2016-06-30 | Value 2016-09-30 | Value change |
|---|
CBRL
CRACKER BARREL OLD CTRY STOR | United States | COM | 2,977 | 217 | -2,760 | $510,000 | $29,000 | -$481,000 |
|---|
FNF
FIDELITY NATIONAL FINANCIAL FN | United States | COM | 12,359 | 239 | -12,120 | $463,000 | $9,000 | -$454,000 |
|---|
MUSA
MURPHY USA INC | United States | COM | 6,650 | 590 | -6,060 | $493,000 | $42,000 | -$451,000 |
|---|
HST
HOST HOTELS & RESORTS INC | United States | COM | 28,185 | 525 | -27,660 | $457,000 | $8,000 | -$449,000 |
|---|
ETR
ENTERGY CORP NEW | United States | COM | 5,629 | 169 | -5,460 | $458,000 | $13,000 | -$445,000 |
|---|
OPLN
KAR AUCTION SVCS INC | United States | COM | 10,963 | 943 | -10,020 | $458,000 | $41,000 | -$417,000 |
|---|
OXY
OCCIDENTAL PETE CORP DEL | United States | COM | 8,476 | 3,104 | -5,372 | $640,000 | $226,000 | -$414,000 |
|---|
TGT
TARGET CORP | United States | COM | 8,427 | 2,542 | -5,885 | $588,000 | $175,000 | -$413,000 |
|---|
ACM
AECOM | United States | COM | 13,774 | 934 | -12,840 | $438,000 | $28,000 | -$410,000 |
|---|
NDAQ
NASDAQ INC | United States | COM | 6,902 | 542 | -6,360 | $446,000 | $37,000 | -$409,000 |
|---|
LDOS
LEIDOS HLDGS INC | United States | COM | 8,967 | 747 | -8,220 | $429,000 | $32,000 | -$397,000 |
|---|
GLW
CORNING INC | United States | COM | 38,135 | 17,440 | -20,695 | $781,000 | $412,000 | -$369,000 |
|---|
GM
GENERAL MTRS CO | United States | COM | 14,268 | 5,366 | -8,902 | $404,000 | $170,000 | -$234,000 |
|---|
GCO
GENESCO INC | United States | COM | 6,600 | 5,940 | -660 | $424,000 | $323,000 | -$101,000 |
|---|
KMT
KENNAMETAL INC | United States | COM | 17,737 | 15,457 | -2,280 | $392,000 | $449,000 | +$57,000 |
|---|
JNJ
JOHNSON & JOHNSON | United States | COM | 3,970 | 3,639 | -331 | $482,000 | $430,000 | -$52,000 |
|---|
NSIT
INSIGHT ENTERPRISES INC | United States | COM | 15,840 | 14,100 | -1,740 | $412,000 | $459,000 | +$47,000 |
|---|
PKG
PACKAGING CORP AMER | United States | COM | 6,662 | 6,062 | -600 | $446,000 | $493,000 | +$47,000 |
|---|
AMZN
AMAZON COM INC | United States | COM | 393 | 391 | -2 | $281,000 | $327,000 | +$46,000 |
|---|
SPTN
SPARTANNASH CO | United States | COM | 14,520 | 13,800 | -720 | $444,000 | $399,000 | -$45,000 |
|---|
AMAT
APPLIED MATLS INC | United States | COM | 7,751 | 7,616 | -135 | $186,000 | $230,000 | +$44,000 |
|---|
MSFT
MICROSOFT CORP | United States | COM | 6,533 | 6,481 | -52 | $334,000 | $373,000 | +$39,000 |
|---|
CBT
CABOT CORP | United States | COM | 9,824 | 9,284 | -540 | $449,000 | $487,000 | +$38,000 |
|---|
FFBC
FIRST FINL BANCORP OH | United States | COM | 20,940 | 20,340 | -600 | $407,000 | $444,000 | +$37,000 |
|---|
UNF
UNIFIRST CORP MASS | United States | COM | 3,660 | 3,480 | -180 | $424,000 | $459,000 | +$35,000 |
|---|
SPGI
S&P GLOBAL INC | United States | COM | 2,289 | 2,201 | -88 | $246,000 | $279,000 | +$33,000 |
|---|
FAF
FIRST AMERN FINL CORP | United States | COM | 11,681 | 11,141 | -540 | $470,000 | $438,000 | -$32,000 |
|---|
ITW
ILLINOIS TOOL WKS INC | United States | COM | 2,720 | 2,631 | -89 | $283,000 | $315,000 | +$32,000 |
|---|
TRMK
TRUSTMARK CORP | United States | COM | 16,440 | 15,960 | -480 | $409,000 | $440,000 | +$31,000 |
|---|
GIS
GENERAL MLS INC | United States | COM | 3,962 | 3,950 | -12 | $283,000 | $252,000 | -$31,000 |
|---|
STC
STEWART INFORMATION SVCS COR | United States | COM | 10,980 | 9,540 | -1,440 | $455,000 | $424,000 | -$31,000 |
|---|
VYX
NCR CORP NEW | United States | COM | 13,980 | 12,960 | -1,020 | $388,000 | $417,000 | +$29,000 |
|---|
TXN
TEXAS INSTRS INC | United States | COM | 4,776 | 4,640 | -136 | $299,000 | $326,000 | +$27,000 |
|---|
EME
EMCOR GROUP INC | United States | COM | 9,519 | 8,319 | -1,200 | $469,000 | $496,000 | +$27,000 |
|---|
JBL
JABIL CIRCUIT INC | United States | COM | 23,040 | 20,700 | -2,340 | $426,000 | $452,000 | +$26,000 |
|---|
MDU
MDU RES GROUP INC | United States | COM | 19,143 | 19,083 | -60 | $459,000 | $485,000 | +$26,000 |
|---|
TSN
TYSON FOODS INC | United States | CL A | 6,997 | 6,577 | -420 | $467,000 | $491,000 | +$24,000 |
|---|
INTC
INTEL CORP | United States | COM | 9,217 | 8,643 | -574 | $302,000 | $326,000 | +$24,000 |
|---|
LOW
LOWES COS INC | United States | COM | 3,369 | 3,362 | -7 | $267,000 | $243,000 | -$24,000 |
|---|
PHM
PULTE GROUP INC | United States | COM | 24,054 | 22,194 | -1,860 | $469,000 | $445,000 | -$24,000 |
|---|
PYPL
PAYPAL HLDGS INC | United States | COM | 5,379 | 5,354 | -25 | $196,000 | $219,000 | +$23,000 |
|---|
SNX
SYNNEX CORP | United States | COM | 4,740 | 4,140 | -600 | $449,000 | $472,000 | +$23,000 |
|---|
V
VISA INC COM | United States | CL A | 2,545 | 2,538 | -7 | $189,000 | $210,000 | +$21,000 |
|---|
PG
PROCTER AND GAMBLE CO | United States | COM | 4,762 | 4,698 | -64 | $403,000 | $422,000 | +$19,000 |
|---|
AMGN
AMGEN INC | United States | COM | 1,727 | 1,689 | -38 | $263,000 | $282,000 | +$19,000 |
|---|
NOC
NORTHROP GRUMMAN CORP | United States | COM | 1,447 | 1,421 | -26 | $322,000 | $304,000 | -$18,000 |
|---|
ADM
ARCHER DANIELS MIDLAND CO | United States | COM | 16,528 | 16,378 | -150 | $709,000 | $691,000 | -$18,000 |
|---|
UNH
UNITEDHEALTH GROUP INC | United States | COM | 1,824 | 1,736 | -88 | $258,000 | $243,000 | -$15,000 |
|---|
ZBH
ZIMMER BIOMET HLDGS INC | United States | COM | 1,581 | 1,578 | -3 | $190,000 | $205,000 | +$15,000 |
|---|
ISRG
INTUITIVE SURGICAL INC | United States | COM NEW | 301 | 295 | -6 | $199,000 | $214,000 | +$15,000 |
|---|
SYK
STRYKER CORP | United States | COM | 2,128 | 2,073 | -55 | $255,000 | $241,000 | -$14,000 |
|---|
WTS
WATTS WATER TECHNOLOGIES INC | United States | CL A | 7,260 | 6,720 | -540 | $423,000 | $436,000 | +$13,000 |
|---|
PAYX
PAYCHEX INC | United States | COM | 3,461 | 3,330 | -131 | $206,000 | $193,000 | -$13,000 |
|---|
ABM
ABM INDS INC | United States | COM | 12,180 | 11,520 | -660 | $444,000 | $457,000 | +$13,000 |
|---|
TRV
TRAVELERS COMPANIES INC | United States | COM | 2,048 | 2,028 | -20 | $244,000 | $232,000 | -$12,000 |
|---|
SYY
SYSCO CORP | United States | COM | 4,257 | 4,178 | -79 | $216,000 | $205,000 | -$11,000 |
|---|
PEP
PEPSICO INC | United States | COM | 3,305 | 3,302 | -3 | $350,000 | $359,000 | +$9,000 |
|---|
BDX
BECTON DICKINSON & CO | United States | COM | 1,217 | 1,188 | -29 | $206,000 | $214,000 | +$8,000 |
|---|
APD
AIR PRODS & CHEMS INC | United States | COM | 1,581 | 1,552 | -29 | $225,000 | $233,000 | +$8,000 |
|---|
ARW
ARROW ELECTRS INC | United States | COM | 7,034 | 6,914 | -120 | $435,000 | $442,000 | +$7,000 |
|---|
UVV
UNIVERSAL CORP VA | United States | COM | 7,440 | 7,260 | -180 | $430,000 | $423,000 | -$7,000 |
|---|
AFL
AFLAC INC | United States | COM | 2,918 | 2,835 | -83 | $211,000 | $204,000 | -$7,000 |
|---|
AEO
AMERICAN EAGLE OUTFITTERS NE | United States | COM | 25,998 | 23,538 | -2,460 | $414,000 | $420,000 | +$6,000 |
|---|
EAT
BRINKER INTL INC | United States | COM | 9,829 | 8,809 | -1,020 | $448,000 | $444,000 | -$4,000 |
|---|
GME
GAMESTOP CORP NEW | United States | CL A | 15,306 | 14,886 | -420 | $407,000 | $411,000 | +$4,000 |
|---|
HD
HOME DEPOT INC | United States | COM | 4,299 | 4,236 | -63 | $549,000 | $545,000 | -$4,000 |
|---|
HP
HELMERICH & PAYNE INC | United States | COM | 7,481 | 7,421 | -60 | $502,000 | $499,000 | -$3,000 |
|---|
KHC
KRAFT HEINZ CO | United States | COM | 2,361 | 2,332 | -29 | $209,000 | $209,000 | $0 |
|---|
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