WINTON CAPITAL MANAGEMENT LTD Information

GROVE HOUSE, LONDON, , W6 0NE, (44208) 576-5800

Report Date: 03/31/2014

Position Statistics

Total Positions 706
New Positions 41
Increased Positions 423
Decreased Positions 283
Positions with Activity 706
Sold Out Positions 51
Total Mkt Value (in $ millions) 15,008

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

Sector Weighting

Basic Materials 3.15%
Capital Goods 6.58%
Conglomerates 0.08%
Consumer Cyclical 5.79%
Consumer/Non-Cyclical 13.1%
Energy 1.95%
Financial 20.64%
Healthcare 13.28%
Services 17.37%
Technology 13.98%
Transportation 1.62%
Utilities 2.02%

706 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
STRYKER CORP COM 84,937 21,104 33.06 1,012,004
HORMEL FOODS CORP COM 84,033 7,341 9.57 1,716,005
AMERIPRISE FINL INC COM 82,963 37,880 84.02 685,077
ACE LIMITED SHS 82,432 35,783 76.71 789,203
GENERAL MLS INC COM 82,371 -8,867 (9.72) 1,551,235
CAREFUSION CORP COM 81,467 22,777 38.81 1,828,675
ALLSTATE CORP COM 80,722 12,247 17.89 1,380,341
ASSURANT INC COM 80,003 23,011 40.38 1,212,160
PFIZER INC COM 79,382 20,653 35.17 2,632,897
HANESBRANDS INC COM 79,016 18,743 31.10 815,856
MICROSOFT CORP COM 78,396 27,189 53.10 1,876,397
ARCHER DANIELS MIDLAND CO COM 77,270 32,794 73.73 1,681,981
LOCKHEED MARTIN CORP COM 76,788 15,432 25.15 488,443
CARDINAL HEALTH INC COM 76,626 41,447 117.82 1,098,265
SCRIPPS NETWORKS INTERACT INC CL A COM 75,767 11,239 17.42 943,903
HUMANA INC COM 75,725 72,277 2,095.97 594,340
TRAVELERS COMPANIES INC COM 75,327 22,704 43.15 800,159
PEPSICO INC COM 75,125 2,309 3.17 837,233
CONOCOPHILLIPS COM 74,897 49,340 193.06 870,485
LILLY ELI & CO COM 74,822 4,870 6.96 1,197,911