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) 154

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

Sector Weighting

Basic Materials 5.75%
Capital Goods 4.43%
Conglomerates 0.22%
Consumer Cyclical 2.27%
Consumer/Non-Cyclical 3.65%
Energy 4.25%
Financial 37.9%
Healthcare 6.11%
Services 15.66%
Technology 14.31%
Transportation 1.55%
Utilities 3.27%

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 9,679 757 8.48 148,590
VANGUARD BD INDEX FD INC TOTAL BND MRKT 8,169 -35 (0.42) 98,210
ISHARES TR RUS MID-CAP ETF 6,642 48 .73 38,611
ISHARES TR MSCI EMG MKT ETF 4,616 404 9.59 116,977
VANGUARD INDEX FDS REIT ETF 3,046 209 7.38 36,318
SPDR INDEX SHS FDS DJ INTL RL ETF 2,729 222 8.87 62,016
ISHARES TR RUSSELL 2000 ETF 2,402 4 .17 19,510
VANGUARD BD INDEX FD INC SHORT TRM BOND 2,365 241 11.32 29,413
SPDR S&P 500 ETF TR TR UNIT 2,300 -59 (2.5) 11,179
SPDR SERIES TRUST NUVN BRCLY MUNI 1,127 -44 (3.72) 46,533
ISHARES NAT AMT FREE BD 1,119 -43 (3.67) 10,120
CVS HEALTH CORP COM 938 -28 (2.91) 9,150
ANTHEM INC COM 915 560 157.90 5,857
VALERO ENERGY CORP NEW COM 847 51 6.40 13,691
GENERAL DYNAMICS CORP COM 744 -97 (11.56) 5,510
ABBVIE INC COM 724 -84 (10.43) 12,564
TIME WARNER INC COM NEW 706 489 225.35 8,290
PHILLIPS 66 COM 701 45 6.79 9,028
INTEL CORP COM 700 -13 (1.76) 21,867
DOW CHEM CO COM 655 3 .40 13,713