ALPHA WINDWARD LLC Information

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

Report Date: 09/30/2014

Position Statistics

Total Positions 452
New Positions 53
Increased Positions 107
Decreased Positions 236
Positions with Activity 343
Sold Out Positions 31
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 5.72%
Capital Goods 6.11%
Conglomerates
Consumer Cyclical 3.19%
Consumer/Non-Cyclical 3.88%
Energy 4.37%
Financial 36.21%
Healthcare 6.73%
Services 13.46%
Technology 13.69%
Transportation 2.16%
Utilities 3.67%

452 Positions as of 09/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ISHARES TR MSCI EAFE ETF 8,451 169 2.04 136,974
VANGUARD BD INDEX FD INC TOTAL BND MRKT 8,165 -24 (0.3) 98,626
ISHARES TR RUS MID-CAP ETF 6,420 147 2.34 38,330
ISHARES TR MSCI EMG MKT ETF 4,146 38 .92 106,738
VANGUARD INDEX FDS REIT ETF 2,774 83 3.07 33,821
SPDR INDEX SHS FDS DJ INTL RL ETF 2,372 110 4.85 56,962
SPDR S&P 500 ETF TR TR UNIT 2,368 -67 (2.75) 11,465
ISHARES TR RUSSELL 2000 ETF 2,316 28 1.22 19,477
VANGUARD BD INDEX FD INC SHORT TRM BOND 2,115 60 2.92 26,422
SPDR SERIES TRUST NUVN BRCLY MUNI 1,165 -12 (1) 48,333
ISHARES NAT AMT FREE BD 1,156 -12 (0.99) 10,505
ABBVIE INC COM 950 -15 (1.54) 14,027
NORTHROP GRUMMAN CORP COM 908 -36 (3.8) 6,058
CVS HEALTH CORP COM 902 -27 (2.92) 9,424
GENERAL DYNAMICS CORP COM 871 -40 (4.43) 6,230
WELLS FARGO & CO NEW COM 854 -23 (2.61) 15,680
INTEL CORP COM 810 444 121.28 22,259
LOCKHEED MARTIN CORP COM 802 506 171.41 4,158
OFFICE DEPOT INC COM 750 750 New 86,700
ARCHER DANIELS MIDLAND CO COM 744 -66 (8.2) 14,244