ALPHA WINDWARD LLC Information

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

Report Date: 12/31/2014

Position Statistics

Total Positions 492
New Positions 71
Increased Positions 265
Decreased Positions 214
Positions with Activity 479
Sold Out Positions 87
Total Mkt Value (in $ millions) 156

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

Sector Weighting

Basic Materials 5.87%
Capital Goods 4.47%
Conglomerates 0.33%
Consumer Cyclical 2.17%
Consumer/Non-Cyclical 3.73%
Energy 4.26%
Financial 37.65%
Healthcare 6.04%
Services 15.4%
Technology 14.49%
Transportation 1.56%
Utilities 3.32%

492 Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ISHARES TR MSCI EAFE ETF 9,695 758 8.48 148,590
VANGUARD BD INDEX FD INC TOTAL BND MRKT 8,175 -35 (0.42) 98,210
ISHARES TR RUS MID-CAP ETF 6,737 49 .73 38,611
ISHARES TR MSCI EMG MKT ETF 4,768 417 9.59 116,977
VANGUARD INDEX FDS REIT ETF 3,037 209 7.38 36,318
SPDR INDEX SHS FDS DJ INTL RL ETF 2,770 226 8.87 62,016
ISHARES TR RUSSELL 2000 ETF 2,396 4 .17 19,510
SPDR S&P 500 ETF TR TR UNIT 2,366 -61 (2.5) 11,179
VANGUARD BD INDEX FD INC SHORT TRM BOND 2,362 240 11.32 29,413
SPDR SERIES TRUST NUVN BRCLY MUNI 1,127 -44 (3.72) 46,533
ISHARES NAT AMT FREE BD 1,118 -43 (3.67) 10,120
CVS HEALTH CORP COM 946 -28 (2.91) 9,150
ANTHEM INC COM 861 527 157.90 5,857
VALERO ENERGY CORP NEW COM 839 50 6.40 13,691
GENERAL DYNAMICS CORP COM 772 -101 (11.56) 5,510
ABBVIE INC COM 762 -89 (10.43) 12,564
INTEL CORP COM 742 -13 (1.76) 21,867
PHILLIPS 66 COM 714 45 6.79 9,028
TIME WARNER INC COM NEW 684 474 225.35 8,290
DOW CHEM CO COM 684 3 .40 13,713


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