ALPHA WINDWARD LLC Last Quarter Change: USA ETF, Reduced

ALPHA WINDWARD LLC quarter change: USA ETF, Reduced

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).

IWR: Country of operation —; Class ETF; Shares 2016-06-30 39,436; Shares 2016-09-30 39,275.
EEM: Country of operation —; Class ETF; Shares 2016-06-30 72,691; Shares 2016-09-30 70,660.
SPY: Country of operation —; Class UNIT; Shares 2016-06-30 12,854; Shares 2016-09-30 12,742.

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
IWR ISHARES TR RUS MID-CAP	ETF	39,436	39,275	-161	$6,633,000	$6,846,000	+$213,000
EEM ISHARES TR MSCI EMG MKT	ETF	72,691	70,660	-2,031	$2,498,000	$2,646,000	+$148,000
SPY SPDR S&P 500 ETF TR TR	UNIT	12,854	12,742	-112	$2,693,000	$2,756,000	+$63,000

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