ALPHA WINDWARD LLC Information

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

Report Date: 09/30/2014

Position Statistics

Total Positions 451
New Positions 53
Increased Positions 107
Decreased Positions 235
Positions with Activity 342
Sold Out Positions 31
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 5.97%
Capital Goods 6.12%
Conglomerates
Consumer Cyclical 3.12%
Consumer/Non-Cyclical 3.83%
Energy 4.82%
Financial 36.42%
Healthcare 6.51%
Services 13.13%
Technology 13.6%
Transportation 2.2%
Utilities 3.5%

451 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 8,787 176 2.04 136,974
VANGUARD BD INDEX FD INC TOTAL BND MRKT 8,133 -24 (0.3) 98,626
ISHARES TR RUS MID-CAP ETF 6,438 147 2.34 38,330
ISHARES TR MSCI EMG MKT ETF 4,493 41 .92 106,738
VANGUARD INDEX FDS REIT ETF 2,687 80 3.07 33,821
SPDR INDEX SHS FDS DJ INTL RL ETF 2,435 113 4.85 56,962
SPDR S&P 500 ETF TR TR UNIT 2,376 -67 (2.75) 11,465
ISHARES TR RUSSELL 2000 ETF 2,298 28 1.22 19,477
VANGUARD BD INDEX FD INC SHORT TRM BOND 2,122 60 2.92 26,422
SPDR SERIES TRUST NUVN BRCLY MUNI 1,160 -12 (1) 48,333
ISHARES NAT AMT FREE BD 1,151 -12 (0.99) 10,505
ABBVIE INC COM 951 -15 (1.54) 14,027
GENERAL DYNAMICS CORP COM 903 -42 (4.43) 6,230
CVS HEALTH CORP COM 856 -26 (2.92) 9,424
NORTHROP GRUMMAN CORP COM 852 -34 (3.8) 6,058
WELLS FARGO & CO NEW COM 848 -23 (2.61) 15,680
INTEL CORP COM 807 442 121.28 22,259
LOCKHEED MARTIN CORP COM 785 496 171.41 4,158
ARCHER DANIELS MIDLAND CO COM 754 -67 (8.2) 14,244
DOW CHEM CO COM 714 424 146.42 13,659


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