ALPHA WINDWARD LLC Information

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

Report Date: 06/30/2015

Position Statistics

Total Positions 504
New Positions 78
Increased Positions 189
Decreased Positions 311
Positions with Activity 500
Sold Out Positions 85
Total Mkt Value (in $ millions) 149

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

Sector Weighting

Basic Materials 3.93%
Capital Goods 5.66%
Conglomerates 0.26%
Consumer Cyclical 3.48%
Consumer/Non-Cyclical 4.79%
Energy 3.74%
Financial 37.47%
Healthcare 7.87%
Services 16.87%
Technology 12.35%
Transportation 0.8%
Utilities 1.5%

504 Positions as of 06/30/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ISHARES TR MSCI EAFE ETF 9,523 -29 (0.3) 147,758
VANGUARD BD INDEX FD INC TOTAL BND MRKT 8,148 264 3.35 99,975
ISHARES TR RUS MID-CAP ETF 6,417 -48 (0.75) 37,609
ISHARES TR MSCI EMG MKT ETF 4,371 14 .32 117,856
VANGUARD INDEX FDS REIT ETF 2,818 -21 (0.74) 35,776
SPDR INDEX SHS FDS DJ INTL RL ETF 2,696 -21 (0.77) 63,786
ISHARES TR RUSSELL 2000 ETF 2,317 -33 (1.39) 19,000
SPDR S&P 500 ETF TR TR UNIT 2,262 40 1.81 10,734
VANGUARD BD INDEX FD INC SHORT TRM BOND 2,169 -212 (8.92) 27,070
SPDR SERIES TRUST NUVN BRCLY MUNI 1,051 -53 (4.83) 43,966
ISHARES NAT AMT FREE BD 1,042 -53 (4.83) 9,564
CVS HEALTH CORP COM 924 486 110.71 8,148
NORTHROP GRUMMAN CORP COM 840 -2 (0.19) 4,844
GENERAL DYNAMICS CORP COM 813 483 146.19 5,421
VALERO ENERGY CORP NEW COM 803 -23 (2.73) 12,156
PHILLIPS 66 COM 724 -30 (3.94) 9,043
ANTHEM INC COM 718 -125 (14.81) 4,621
INSYS THERAPEUTICS INC NEW COM NEW 693 693 New 15,720
ARCHER DANIELS MIDLAND CO COM 678 -57 (7.73) 14,096
AMEDISYS INC COM 674 -15 (2.15) 16,380