ALPHA WINDWARD LLC Information

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

Report Date: 03/31/2015

Position Statistics

Total Positions 451
New Positions 44
Increased Positions 140
Decreased Positions 199
Positions with Activity 339
Sold Out Positions 27
Total Mkt Value (in $ millions) 153

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

Sector Weighting

Basic Materials 4.93%
Capital Goods 4.44%
Conglomerates 0.17%
Consumer Cyclical 4.18%
Consumer/Non-Cyclical 4.5%
Energy 4.22%
Financial 37.68%
Healthcare 5.31%
Services 16.26%
Technology 14.09%
Transportation 0.82%
Utilities 2.98%

451 Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ISHARES TR MSCI EAFE ETF 9,808 -25 (0.26) 148,207
VANGUARD BD INDEX FD INC TOTAL BND MRKT 7,957 -121 (1.5) 96,737
ISHARES TR RUS MID-CAP ETF 6,495 -123 (1.86) 37,892
ISHARES TR MSCI EMG MKT ETF 5,042 22 .43 117,484
SPDR INDEX SHS FDS DJ INTL RL ETF 2,835 100 3.65 64,280
VANGUARD INDEX FDS REIT ETF 2,823 -22 (0.76) 36,043
VANGUARD BD INDEX FD INC SHORT TRM BOND 2,385 25 1.05 29,722
ISHARES TR RUSSELL 2000 ETF 2,328 -29 (1.25) 19,267
SPDR S&P 500 ETF TR TR UNIT 2,202 -133 (5.69) 10,543
SPDR SERIES TRUST NUVN BRCLY MUNI 1,102 -8 (0.72) 46,196
ISHARES NAT AMT FREE BD 1,096 -8 (0.7) 10,049
ANTHEM INC COM 836 -67 (7.39) 5,424
ARCHER DANIELS MIDLAND CO COM 769 65 9.18 15,277
PHILLIPS 66 COM 757 31 4.28 9,414
DOW CHEM CO COM 753 49 6.94 14,664
NORTHROP GRUMMAN CORP COM 744 401 116.85 4,853
CHEVRON CORP NEW COM 738 69 10.28 6,834
VALERO ENERGY CORP NEW COM 725 -69 (8.72) 12,497
CORNING INC COM 719 390 118.80 34,577
CA INC COM 714 455 175.62 22,747


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