WINTON CAPITAL MANAGEMENT LTD Information

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

Report Date: 03/31/2014

Position Statistics

Total Positions 707
New Positions 41
Increased Positions 425
Decreased Positions 282
Positions with Activity 707
Sold Out Positions 50
Total Mkt Value (in $ millions) 16,468

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

Sector Weighting

Basic Materials 2.85%
Capital Goods 6.57%
Conglomerates 0.07%
Consumer Cyclical 5.83%
Consumer/Non-Cyclical 12.8%
Energy 1.63%
Financial 20.41%
Healthcare 13.92%
Services 17.67%
Technology 13.74%
Transportation 1.84%
Utilities 2.05%

707 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) ▲ Change (%) Shares Held
INTEGRYS ENERGY GROUP INC COM 3,681 -37,736 (91.11) 46,106
WISCONSIN ENERGY CORP COM 36,076 -31,759 (46.82) 661,332
AMERICAN ELEC PWR INC COM 7,086 -27,788 (79.68) 114,312
SCANA CORP NEW COM -27,755 Sold Out 0
DTE ENERGY CO COM 31,291 -27,044 (46.36) 350,325
BEMIS INC COM 19,687 -24,612 (55.56) 427,325
TECO ENERGY INC COM 5,860 -24,576 (80.75) 281,599
CAMPBELL SOUP CO COM 46,112 -23,172 (33.45) 1,028,592
CONAGRA FOODS INC COM 44,786 -22,866 (33.8) 1,215,025
CMS ENERGY CORP COM 16,481 -22,740 (57.98) 456,658
MCDONALDS CORP COM 6,772 -22,322 (76.72) 71,447
NORTHEAST UTILS COM 1,067 -21,211 (95.21) 19,175
NISOURCE INC COM 5,244 -21,099 (80.1) 118,955
BAXTER INTL INC COM 16,606 -18,962 (53.31) 222,722
SEMPRA ENERGY COM 14,252 -18,742 (56.8) 124,081
EXPEDIA INC DEL COM NEW 11,682 -18,413 (61.18) 130,803
PINNACLE WEST CAP CORP COM 43,021 -18,354 (29.91) 614,495
DUKE ENERGY CORP NEW COM NEW 1,977 -17,121 (89.65) 23,038
NEXTERA ENERGY INC COM 31,203 -16,682 (34.84) 285,508
TESORO CORP COM 10,784 -16,618 (60.65) 143,271