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ALPHA WINDWARD LLC Information

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

Report Date: 03/31/2019

Position Statistics

Total Positions 439
New Positions 39
Increased Positions 167
Decreased Positions 171
Positions with Activity 338
Sold Out Positions 35
Total Mkt Value (in $ millions) 151

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

Sector Weighting

Energy 3.83%
Basic Materials 4.56%
Industrials 13.18%
Consumer Cyclicals 15.11%
Consumer Non-Cyclicals 5.86%
Financials 37.13%
Healthcare 5.44%
Technology 10.99%
Telecommunication Services 1%
Utilities 2.9%

439 Positions as of 03/31/2019

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ISHARES TR RUS MID CAP ETF 8,483 298 3.64 154,064
VANGUARD BD INDEX FD INC TOTAL BND MRKT 8,131 294 3.76 98,673
ISHARES TR MSCI EAFE ETF 5,798 -421 (6.77) 88,985
VANGUARD INDEX FDS REAL ESTATE ETF 4,816 2,094 76.95 53,687
SPDR S&P 500 ETF TR TR UNIT 3,406 258 8.21 11,775
VANGUARD BD INDEX FD INC SHORT TRM BOND 2,591 15 .59 32,269
ISHARES TR RUSSELL 2000 ETF 2,374 80 3.48 15,648
ISHARES TR MSCI EMG MKT ETF 2,073 -222 (9.68) 50,431
SPDR SERIES TRUST NUVEEN BRC MUNIC 1,980 5 .24 39,593
ISHARES TR NATIONAL MUN ETF 1,959 6 .30 17,372
COMCAST CORP NEW CL A 886 8 .91 20,945
TARGET CORP COM 829 45 5.73 9,447
CONSOLIDATED EDISON INC COM 807 532 192.71 9,118
CHEVRON CORP NEW COM 751 -14 (1.82) 6,216
SUNTRUST BKS INC COM 710 -32 (4.38) 10,989
ARCHER DANIELS MIDLAND CO COM 692 38 5.73 16,973
VALERO ENERGY CORP NEW COM 684 -8 (1.15) 8,909
TWILIO INC CL A 653 622 2,036.70 4,658
PHILLIPS 66 COM 644 -5 (0.74) 7,530
HOME DEPOT INC COM 635 -7 (1.09) 3,085