ALPHA WINDWARD LLC Information

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

Report Date: 06/30/2015

Position Statistics

Total Positions 504
New Positions 78
Increased Positions 190
Decreased Positions 310
Positions with Activity 500
Sold Out Positions 84
Total Mkt Value (in $ millions) 139

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

Sector Weighting

Basic Materials 3.75%
Capital Goods 5.71%
Conglomerates 0.35%
Consumer Cyclical 3.53%
Consumer/Non-Cyclical 4.92%
Energy 3.45%
Financial 37.69%
Healthcare 7.73%
Services 16.84%
Technology 12.33%
Transportation 0.77%
Utilities 1.56%

504 Positions as of 06/30/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ISHARES TR MSCI EAFE ETF 8,833 -27 (0.3) 147,758
VANGUARD BD INDEX FD INC TOTAL BND MRKT 8,138 264 3.35 99,975
ISHARES TR RUS MID-CAP ETF 5,959 -45 (0.75) 37,609
ISHARES TR MSCI EMG MKT ETF 3,862 12 .32 117,856
VANGUARD INDEX FDS REIT ETF 2,663 -20 (0.74) 35,776
SPDR INDEX SHS FDS DJ INTL RL ETF 2,523 -20 (0.77) 63,786
VANGUARD BD INDEX FD INC SHORT TRM BOND 2,171 -213 (8.92) 27,070
ISHARES TR RUSSELL 2000 ETF 2,137 -30 (1.39) 19,000
SPDR S&P 500 ETF TR TR UNIT 2,087 37 1.81 10,734
SPDR SERIES TRUST NUVN BRCLY MUNI 1,051 -53 (4.83) 43,966
ISHARES NAT AMT FREE BD 1,039 -53 (4.83) 9,564
CVS HEALTH CORP COM 838 440 110.71 8,148
NORTHROP GRUMMAN CORP COM 797 -1 (0.19) 4,844
GENERAL DYNAMICS CORP COM 781 464 146.19 5,421
VALERO ENERGY CORP NEW COM 715 -20 (2.73) 12,156
PHILLIPS 66 COM 663 -27 (3.94) 9,043
ANTHEM INC COM 657 -114 (14.81) 4,621
AMEDISYS INC COM 631 -14 (2.15) 16,380
ARCHER DANIELS MIDLAND CO COM 620 -52 (7.73) 14,096
CA INC COM 609 4 .59 22,880


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