ALPHA WINDWARD LLC Information

200 LOWDER BROOK DRIVE, WESTWOOD, Massachusetts, 02090-1178, (781) 326-8880

Report Date: 03/31/2014

Position Statistics

Total Positions 425
New Positions 27
Increased Positions 108
Decreased Positions 208
Positions with Activity 316
Sold Out Positions 20
Total Mkt Value (in $ millions) 148

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials 5.26%
Capital Goods 7.02%
Conglomerates
Consumer Cyclical 2.75%
Consumer/Non-Cyclical 4.17%
Energy 5.35%
Financial 37.56%
Healthcare 5.66%
Services 12.25%
Technology 13.66%
Transportation 1.87%
Utilities 3.5%

425 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ISHARES MSCI EAFE ETF 9,098 -19 (0.21) 134,920
VANGUARD BD INDEX FD INC TOTAL BND MRKT 8,038 176 2.24 98,119
ISHARES RUS MID-CAP ETF 6,022 -88 (1.43) 37,538
ISHARES MSCI EMG MKT ETF 4,580 212 4.86 104,228
SPDR S&P 500 ETF TR TR UNIT 2,430 -240 (8.97) 12,378
VANGUARD INDEX FDS REIT ETF 2,395 337 16.37 31,714
SPDR INDEX SHS FDS DJ INTL RL ETF 2,310 226 10.86 52,216
ISHARES RUSSELL 2000 ETF 2,204 -23 (1.04) 19,125
VANGUARD BD INDEX FD INC SHORT TRM BOND 2,158 423 24.41 26,906
ISHARES NAT AMT FREE BD 1,041 155 17.45 9,627
SPDR SERIES TRUST NUVN BRCLY MUNI 1,035 150 16.99 43,960
AIR PRODS & CHEMS INC COM 881 -19 (2.07) 6,845
CHEVRON CORP NEW COM 831 38 4.85 6,380
CVS CAREMARK CORPORATION COM 806 -44 (5.16) 10,524
GENERAL DYNAMICS CORP COM 796 -111 (12.28) 6,887
HEWLETT PACKARD CO COM 795 -83 (9.48) 23,500
ILLINOIS TOOL WKS INC COM 787 463 142.97 9,194
NORTHROP GRUMMAN CORP COM 772 -48 (5.82) 6,436
PHILLIPS 66 COM 757 -51 (6.27) 9,498
WAL-MART STORES INC COM 752 40 5.63 9,753


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