ALPHA WINDWARD LLC Last Quarter Change: USA ETF, Added

ALPHA WINDWARD LLC quarter change: USA ETF, Added

In exchange-traded fund shares (known by the fund name on the filing) (listed in the US), from the quarter ended 2016-06-30 to 2016-09-30, ALPHA WINDWARD LLC opened 0 positions, added to 11, reduced 3, sold out of 2 and left 0 unchanged. The largest increase in value was EFA (+$399,000); the largest decrease was VNQ (-$54,000).

EFA: Country of operation —; Class ETF; Shares 2016-06-30 116,197; Shares 2016-09-30 116,441.
IWM: Country of operation —; Class ETF; Shares 2016-06-30 20,462; Shares 2016-09-30 20,639.
BND: Country of operation —; Class TOTAL BND MRKT; Shares 2016-06-30 96,579; Shares 2016-09-30 99,045.
BSV: Country of operation —; Class SHORT TRM BOND; Shares 2016-06-30 30,428; Shares 2016-09-30 32,731.

Two Form 13F-HR filings compared (SEC CIK 1353219): 2016-06-30 (filed 2016-07-08) and 2016-09-30 (filed 2016-10-19). Rows for the same security, class and put/call are added together. Value change is the filed value at each quarter end, so it includes the price move; share change is the position change.

Stock	Class	Shares 2016-06-30	Shares 2016-09-30	Share change	Value 2016-06-30	Value 2016-09-30	Value change
EFA ISHARES TR MSCI EAFE	ETF	116,197	116,441	+244	$6,486,000	$6,885,000	+$399,000
IWM ISHARES TR RUSSELL 2000	ETF	20,462	20,639	+177	$2,353,000	$2,564,000	+$211,000
BND VANGUARD BD INDEX FD INC	TOTAL BND MRKT	96,579	99,045	+2,466	$8,142,000	$8,334,000	+$192,000
BSV VANGUARD BD INDEX FD INC	SHORT TRM BOND	30,428	32,731	+2,303	$2,466,000	$2,646,000	+$180,000
MUB ISHARES TR NATIONAL MUN	ETF	11,927	13,288	+1,361	$1,359,000	$1,498,000	+$139,000
TFI SPDR SER TR	NUVN BRCLY MUNI	27,185	30,229	+3,044	$1,375,000	$1,514,000	+$139,000
RWX SPDR INDEX SHS FDS DJ INTL RL	ETF	61,889	62,905	+1,016	$2,565,000	$2,624,000	+$59,000
VNQ VANGUARD INDEX FDS REIT	ETF	32,810	32,910	+100	$2,909,000	$2,855,000	-$54,000
VTI VANGUARD INDEX FDS	TOTAL STK MKT	109	136	+27	$12,000	$15,000	+$3,000
VEU VANGUARD INTL EQUITY INDEX F	ALLWRLD EX US	236	258	+22	$10,000	$12,000	+$2,000
RWO SPDR INDEX SHS FDS DJ GLB RL E	ETF	1,203	1,212	+9	$61,000	$60,000	-$1,000

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