ALPHA WINDWARD LLC Information

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

Report Date: 06/30/2014

Position Statistics

Total Positions 470
New Positions 65
Increased Positions 172
Decreased Positions 290
Positions with Activity 462
Sold Out Positions 76
Total Mkt Value (in $ millions) 147

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

Sector Weighting

Basic Materials 5.41%
Capital Goods 6.35%
Conglomerates
Consumer Cyclical 2.86%
Consumer/Non-Cyclical 4.78%
Energy 6.42%
Financial 38.43%
Healthcare 5.65%
Services 12.1%
Technology 14.07%
Transportation 0.69%
Utilities 3.06%

470 Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ISHARES TR MSCI EAFE ETF 9,103 -47 (0.51) 134,230
VANGUARD BD INDEX FD INC TOTAL BND MRKT 8,133 66 .82 98,921
ISHARES TR RUS MID-CAP ETF 5,984 -14 (0.23) 37,452
ISHARES TR MSCI EMG MKT ETF 4,740 69 1.47 105,763
VANGUARD INDEX FDS REIT ETF 2,500 84 3.47 32,813
SPDR INDEX SHS FDS DJ INTL RL ETF 2,421 94 4.05 54,329
SPDR S&P 500 ETF TR TR UNIT 2,322 -116 (4.76) 11,789
ISHARES TR RUSSELL 2000 ETF 2,181 13 .61 19,242
VANGUARD BD INDEX FD INC SHORT TRM BOND 2,058 -99 (4.59) 25,672
SPDR SERIES TRUST NUVN BRCLY MUNI 1,162 116 11.06 48,823
ISHARES NAT AMT FREE BD 1,159 107 10.21 10,610
WELLS FARGO & CO NEW COM 830 488 142.98 16,100
CHEVRON CORP NEW COM 797 -47 (5.61) 6,022
NORTHROP GRUMMAN CORP COM 796 -18 (2.16) 6,297
AIR PRODS & CHEMS INC COM 781 -148 (15.97) 5,752
GENERAL DYNAMICS CORP COM 777 -44 (5.34) 6,519
ABBVIE INC COM 761 456 149.34 14,247
CVS CAREMARK CORPORATION COM 755 -64 (7.76) 9,707
ARCHER DANIELS MIDLAND CO COM 738 509 222.44 15,516
PHILLIPS 66 COM 719 -64 (8.17) 8,722