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Institutional Investment Manager
ALPHA WINDWARD LLC
ALPHA WINDWARD LLC (CIK: 0001353219) incorporated in Massachusetts, located at 200 Lowder Brook Drive, Westwood, MA. Institutional holdings reported to the SEC.

Institutional Holdings (2016Q4)
Portfolio Summary: 404 holdings with a total value of $152,836,000.
#
Name
Shares
Value ($)
%
Options
Notes
351 CYPRESS SEMICONDUCTOR CORP 45,944 526,000 0.34%
352 SOUTHWEST GAS HOLDINGS INC 6,886 528,000 0.35%
353 SCANA 7,213 529,000 0.35%
354 AVNET INC 11,129 530,000 0.35%
355 AMEREN CORP 10,121 531,000 0.35%
356 WELLCARE HEALTH PLANS INC 3,895 534,000 0.35%
357 ANDERSONS INC COM 11,940 534,000 0.35%
358 RUSH ENTERPRISES INC CL A 16,740 534,000 0.35%
359 STEEL DYNAMICS INC 15,050 535,000 0.35%
360 TCF FINL CORP 27,360 536,000 0.35%
361 XEROX CORP 61,572 538,000 0.35%
362 NATIONAL OILWELL VARCO INC 14,388 539,000 0.35%
363 PENSKE AUTOMOTIVE GRP INC 10,415 540,000 0.35%
364 BRUNSWICK CORP 9,915 541,000 0.35%
365 OGE ENERGY CORP 16,242 543,000 0.36%
366 SANDERSON FARMS INC 5,760 543,000 0.36%
367 CINCINNATI FINL CORP 7,201 545,000 0.36%
368 SUPERIOR ENERGY SVCS INC 32,311 545,000 0.36%
369 ARROW ELECTRONICS 7,663 546,000 0.36%
370 QUANTA SVCS INC 15,730 548,000 0.36%
371 RE MAX HLDGS INC CL A 9,780 548,000 0.36%
372 PINNACLE FOODS INC DEL 10,262 549,000 0.36%
373 JABIL INC COM 23,230 550,000 0.36%
374 AGCO CORP 9,518 551,000 0.36%
375 SUNSTONE HOTEL INVESTORS REIT 36,350 554,000 0.36%
376 OIL STS INTL INC 14,220 555,000 0.36%
377 HAWAIIAN ELEC INDUSTRIES COM 16,830 557,000 0.36%
378 INSIGHT ENTERPRISES INC 14,100 570,000 0.37%
379 HELMERICH & PAYNE INC 7,453 577,000 0.38%
380 WABASH NATL CORP 36,540 578,000 0.38%
381 AK STL HLDG CORP 57,900 591,000 0.39%
382 HOME DEPOT INC 4,474 600,000 0.39%
383 JPMORGAN CHASE & CO 7,038 607,000 0.40%
384 QUALCOMM INC 9,384 612,000 0.40%
385 TARGET CORP 9,102 657,000 0.43%
386 PRICE T ROWE GROUP INC 9,605 723,000 0.47%
387 ANTHEM INC 5,081 730,000 0.48%
388 DOW CHEM CO 13,053 747,000 0.49%
389 ARCHER DANIELS MIDLAND CO 16,807 767,000 0.50%
390 BAKER HUGHES INC 11,882 772,000 0.51%
391 WAL-MART STORES INC 11,616 803,000 0.53%
392 CHEVRON CORP NEW 6,920 814,000 0.53%
393 VALERO ENERGY CORP NEW 12,132 829,000 0.54%
394 SPDR SER TR 33,877 1,607,000 1.05%
395 ISHARES TR 14,885 1,610,000 1.05%
396 SPDR INDEX SHS FDS 66,240 2,390,000 1.56%
397 ISHARES TR 70,157 2,456,000 1.61%
398 SPDR S&P 500 ETF TR 11,979 2,678,000 1.75%
399 ISHARES TR 20,677 2,788,000 1.82%
400 VANGUARD BD INDEX FDS 35,276 2,803,000 1.83%
Page 8 of 9

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001353219-17-000001, filed 2017.01.24).

From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.