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 266
Decreased Positions 213
Positions with Activity 479
Sold Out Positions 86
Total Mkt Value (in $ millions) 150

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

Sector Weighting

Basic Materials 5.66%
Capital Goods 4.34%
Conglomerates 0.29%
Consumer Cyclical 2.02%
Consumer/Non-Cyclical 3.82%
Energy 3.95%
Financial 37.96%
Healthcare 6.2%
Services 15.42%
Technology 14.25%
Transportation 1.63%
Utilities 3.73%

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 9,117 713 8.48 148,590
VANGUARD BD INDEX FD INC TOTAL BND MRKT 8,248 -35 (0.42) 98,210
ISHARES TR RUS MID-CAP ETF 6,391 47 .73 38,611
ISHARES TR MSCI EMG MKT ETF 4,693 411 9.59 116,977
VANGUARD INDEX FDS REIT ETF 3,198 220 7.38 36,318
SPDR INDEX SHS FDS DJ INTL RL ETF 2,693 219 8.87 62,016
VANGUARD BD INDEX FD INC SHORT TRM BOND 2,369 241 11.32 29,413
ISHARES TR RUSSELL 2000 ETF 2,277 4 .17 19,510
SPDR S&P 500 ETF TR TR UNIT 2,237 -57 (2.5) 11,179
SPDR SERIES TRUST NUVN BRCLY MUNI 1,145 -44 (3.72) 46,533
ISHARES NAT AMT FREE BD 1,133 -43 (3.67) 10,120
CVS HEALTH CORP COM 911 -27 (2.91) 9,150
ANTHEM INC COM 782 479 157.90 5,857
ABBVIE INC COM 777 -90 (10.43) 12,564
GENERAL DYNAMICS CORP COM 752 -98 (11.56) 5,510
INTEL CORP COM 739 -13 (1.76) 21,867
VALERO ENERGY CORP NEW COM 705 42 6.40 13,691
ARCHER DANIELS MIDLAND CO COM 664 -12 (1.77) 13,992
TIME WARNER INC COM NEW 654 453 225.35 8,290
SYMANTEC CORP COM 646 -4 (0.62) 25,475