ALPHA WINDWARD LLC Information

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

Report Date: 06/30/2014

Position Statistics

Total Positions 469
New Positions 64
Increased Positions 171
Decreased Positions 290
Positions with Activity 461
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 5.31%
Capital Goods 6.56%
Conglomerates
Consumer Cyclical 2.87%
Consumer/Non-Cyclical 4.87%
Energy 6.3%
Financial 38.2%
Healthcare 5.46%
Services 12.17%
Technology 14.03%
Transportation 0.72%
Utilities 3.04%

469 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 8,843 -45 (0.51) 134,230
VANGUARD BD INDEX FD INC TOTAL BND MRKT 8,071 65 .82 98,921
ISHARES TR RUS MID-CAP ETF 6,062 -14 (0.23) 37,452
ISHARES TR MSCI EMG MKT ETF 4,608 67 1.47 105,763
VANGUARD INDEX FDS REIT ETF 2,412 81 3.47 32,813
SPDR S&P 500 ETF TR TR UNIT 2,346 -117 (4.76) 11,789
SPDR INDEX SHS FDS DJ INTL RL ETF 2,342 91 4.05 54,329
ISHARES TR RUSSELL 2000 ETF 2,196 13 .61 19,242
VANGUARD BD INDEX FD INC SHORT TRM BOND 2,054 -99 (4.59) 25,672
SPDR SERIES TRUST NUVN BRCLY MUNI 1,161 116 11.06 48,823
ISHARES NAT AMT FREE BD 1,158 107 10.21 10,610
WELLS FARGO & CO NEW COM 836 492 142.98 16,100
GENERAL DYNAMICS CORP COM 827 -47 (5.34) 6,519
ABBVIE INC COM 825 494 149.34 14,247
NORTHROP GRUMMAN CORP COM 822 -18 (2.16) 6,297
CVS HEALTH CORP COM 789 -66 (7.76) 9,707
ARCHER DANIELS MIDLAND CO COM 784 541 222.44 15,516
CHEVRON CORP NEW COM 748 -44 (5.61) 6,022
AIR PRODS & CHEMS INC COM 742 -141 (15.97) 5,752
PHILLIPS 66 COM 732 -65 (8.17) 8,722