Winton Capital Management Ltd

All Holdings — 2014 Q1

AI Portfolio Summary
In 2014 Q1, Winton Capital Management Ltd maintained a portfolio of 700 distinct positions. They heavily accumulated shares in L-3 COMMUNICATIONS H, increasing their position by 28.3%. Conversely, Winton Capital Management Ltd completely exited their position in SCANA CORP NEW.
PCA Score Concentration Risk
Risk ENB
Total Positions
700
Quarter
2014 Q1
Top Holding
LLL (1.1%)
Top 10 Concentration
8.1%
Turnover Rate
23.4%
Sector HHI
0.18
Items per page:
1-25 of 700
Stock History Sector / Type Port % Prev % Rank / Prev Conviction Change % Change Influence Shares Mkt Value Avg Cost Price Held 1st Owned Source Source Date Date Reported
LLL
L-3 COMMUNICATI...
Unknown 1.11% 1.02% #1
Prev: #1
2.5 301,466 28.3%
P
S
1,366,649 $161,470,000 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
NOC
NORTHROP GRUMMA...
Industrials 0.96% 0.92% #2 1
Prev: #3
2.5 238,241 26.7%
P
S
1,131,014 $139,545,000 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
TMK
TORCHMARK CORP
Unknown 0.84% 0.76% #3 4
Prev: #7
2.5 456,439 41.9%
P
S
1,545,933 $121,665,000 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
MDT
MEDTRONIC INC
Healthcare 0.83% 0.76% #4 4
Prev: #8
2.4 483,597 32.8%
P
S
1,959,686 $120,599,000 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
WLP
WELLPOINT INC
Unknown 0.77% 0.50% #5 34
Prev: #39
2.6 518,877 86.5%
P
S
1,118,914 $111,388,000 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
JNJ
JOHNSON & JOHNS...
Healthcare 0.76% 0.79% #6 1
Prev: #5
2.4 165,951 17.3%
P
S
1,126,113 $110,618,000 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
BRK/B
BERKSHIRE HATHA...
Financial Services 0.74% 0.95% #7 5
Prev: #2
0.3 -35,553 -4.0%
P
S
859,874 $107,458,000 2010 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
STZ
CONSTELLATION B...
Consumer Defensive 0.72% 0.49% #8 34
Prev: #42
2.5 451,775 58.7%
P
S
1,220,768 $103,729,000 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
KR
KROGER CO
Consumer Defensive 0.71% 0.54% #9 15
Prev: #24
2.4 826,811 54.0%
P
S
2,358,559 $102,951,000 2010 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
TSN
TYSON FOODS INC
Consumer Defensive 0.69% 0.59% #10 6
Prev: #16
2.3 287,037 14.6%
P
S
2,258,990 $99,418,000 2010 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
RTN
RAYTHEON CO
Unknown 0.66% 0.71% #11 1
Prev: #10
2.3 104,674 12.1%
P
S
970,880 $95,913,000 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
HSY
HERSHEY CO
Consumer Defensive 0.65% 0.85% #12 8
Prev: #4
0.3 -73,002 -7.5%
P
S
896,472 $93,592,000 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
BFH
ALLIANCE DATA S...
Financial Services 0.64% 0.50% #13 25
Prev: #38
2.4 131,305 62.2%
P
S
342,376 $93,280,000 2013 Q2 13F Filing 2014-03-31 2014-05-15 (Est.)
HRS
HARRIS CORP DEL
Unknown 0.64% 0.50% #14 23
Prev: #37
2.4 471,615 58.9%
P
S
1,271,932 $93,055,000 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
MCK
MCKESSON CORP
Healthcare 0.64% 0.58% #15 2
Prev: #17
2.3 122,441 30.4%
P
S
525,058 $92,709,000 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
COR
AMERISOURCEBERG...
Healthcare 0.62% 0.71% #16 7
Prev: #9
2.3 238,252 21.3%
P
S
1,359,237 $89,152,000 2010 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
XRX
XEROX CORP
Industrials 0.61% 0.52% #17 14
Prev: #31
2.4 3,112,361 65.3%
P
S
7,876,592 $89,005,000 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
BDX
BECTON DICKINSO...
Healthcare 0.58% 0.57% #18 1
Prev: #19
2.3 153,991 27.0%
P
S
723,979 $84,763,000 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
PFE
PFIZER INC
Healthcare 0.58% 0.54% #19 8
Prev: #27
2.3 684,994 35.2%
P
S
2,632,897 $84,569,000 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
HRL
HORMEL FOODS CO...
Consumer Defensive 0.58% 0.64% #20 8
Prev: #12
2.3 149,915 9.6%
P
S
1,716,005 $84,548,000 2010 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
SYK
STRYKER CORP
Healthcare 0.57% 0.51% #21 13
Prev: #34
2.3 251,453 33.1%
P
S
1,012,004 $82,448,000 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
GIS
GENERAL MLS INC
Consumer Defensive 0.55% 0.77% #22 16
Prev: #6
0.3 -166,982 -9.7%
P
S
1,551,235 $80,385,000 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
LDOS
LEIDOS HLDGS IN...
Technology 0.55% 0.40% #23 48
Prev: #71
2.5 1,313,071 138.2%
P
S
2,263,309 $80,053,000 2013 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
LMT
LOCKHEED MARTIN...
Industrials 0.55% 0.52% #24 6
Prev: #30
2.3 98,162 25.2%
P
S
488,443 $79,733,000 2010 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
AIZ
ASSURANT INC
Financial Services 0.54% 0.51% #25 8
Prev: #33
2.3 348,655 40.4%
P
S
1,212,160 $78,742,000 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
SCG
SCANA CORP NEW
Unknown 0.00% 0.19%
Sold All 😨
(Was: #216)
0.3 -445,722 -100.0%
CLOSED
$— 2010 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
N/A
GREEN MTN COFFE...
Unknown 0.00% 0.12%
Sold All 😨
(Was: #277)
0.3 -177,213 -100.0%
CLOSED
$— 13F Filing 2014-03-31 2014-05-15 (Est.)
ED
CONSOLIDATED ED...
Utilities 0.00% 0.11%
Sold All 😨
(Was: #287)
0.3 -219,761 -100.0%
CLOSED
$— 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
CAB
CABELAS INC
Unknown 0.00% 0.09%
Sold All 😨
(Was: #311)
0.3 -149,319 -100.0%
CLOSED
$— 2013 Q2 13F Filing 2014-03-31 2014-05-15 (Est.)
ETR
ENTERGY CORP NE...
Utilities 0.00% 0.08%
Sold All 😨
(Was: #318)
0.3 -148,942 -100.0%
CLOSED
$— 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
SO
SOUTHERN CO
Utilities 0.00% 0.07%
Sold All 😨
(Was: #330)
0.3 -201,231 -100.0%
CLOSED
$— 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
PCG
PG&E CORP
Utilities 0.00% 0.07%
Sold All 😨
(Was: #332)
0.3 -203,921 -100.0%
CLOSED
$— 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
N/A
BEAM INC
Unknown 0.00% 0.07%
Sold All 😨
(Was: #338)
0.3 -114,448 -100.0%
CLOSED
$— 13F Filing 2014-03-31 2014-05-15 (Est.)
XEL
XCEL ENERGY INC
Utilities 0.00% 0.07%
Sold All 😨
(Was: #344)
0.3 -260,581 -100.0%
CLOSED
$— 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
O
REALTY INCOME C...
Real Estate 0.00% 0.06%
Sold All 😨
(Was: #346)
0.3 -193,363 -100.0%
CLOSED
$— 2012 Q3 13F Filing 2014-03-31 2014-05-15 (Est.)
D
DOMINION RES IN...
Utilities 0.00% 0.04%
Sold All 😨
(Was: #373)
0.3 -74,150 -100.0%
CLOSED
$— 2010 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
N/A
HCP INC
Unknown 0.00% 0.04%
Sold All 😨
(Was: #374)
0.3 -131,189 -100.0%
CLOSED
$— 13F Filing 2014-03-31 2014-05-15 (Est.)
JBHT
HUNT J B TRANS ...
Industrials 0.00% 0.04%
Sold All 😨
(Was: #380)
0.3 -56,501 -100.0%
CLOSED
$— 2013 Q2 13F Filing 2014-03-31 2014-05-15 (Est.)
AEE
AMEREN CORP
Utilities 0.00% 0.04%
Sold All 😨
(Was: #385)
0.3 -117,538 -100.0%
CLOSED
$— 2010 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
HIW
HIGHWOODS PPTYS...
Real Estate 0.00% 0.04%
Sold All 😨
(Was: #388)
0.3 -112,227 -100.0%
CLOSED
$— 2013 Q2 13F Filing 2014-03-31 2014-05-15 (Est.)
LRY
LIBERTY PPTY TR
Bond/Debt 0.00% 0.03%
Sold All 😨
(Was: #405)
0.3 -99,590 -100.0%
CLOSED
$— 2013 Q2 13F Filing 2014-03-31 2014-05-15 (Est.)
TGI
TRIUMPH GROUP I...
Unknown 0.00% 0.02%
Sold All 😨
(Was: #435)
0.3 -31,538 -100.0%
CLOSED
$— 2013 Q2 13F Filing 2014-03-31 2014-05-15 (Est.)
FRT
FEDERAL REALTY ...
Bond/Debt 0.00% 0.02%
Sold All 😨
(Was: #437)
0.3 -23,600 -100.0%
CLOSED
$— 2013 Q2 13F Filing 2014-03-31 2014-05-15 (Est.)
VTR
VENTAS INC
Real Estate 0.00% 0.02%
Sold All 😨
(Was: #443)
0.3 -40,323 -100.0%
CLOSED
$— 2010 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
KIM
KIMCO RLTY CORP
Real Estate 0.00% 0.02%
Sold All 😨
(Was: #468)
0.3 -93,985 -100.0%
CLOSED
$— 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
CREE
CREE INC
Unknown 0.00% 0.01%
Sold All 😨
(Was: #485)
0.3 -26,543 -100.0%
CLOSED
$— 2013 Q2 13F Filing 2014-03-31 2014-05-15 (Est.)
HES
HESS CORP
Unknown 0.00% 0.01%
Sold All 😨
(Was: #506)
0.3 -16,174 -100.0%
CLOSED
$— 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
N/A
SPECTRA ENERGY ...
Unknown 0.00% 0.01%
Sold All 😨
(Was: #521)
0.3 -33,692 -100.0%
CLOSED
$— 13F Filing 2014-03-31 2014-05-15 (Est.)
EBAY
EBAY INC
Consumer Cyclical 0.00% 0.01%
Sold All 😨
(Was: #530)
0.3 -19,654 -100.0%
CLOSED
$— 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
DHI
D R HORTON INC
Consumer Cyclical 0.00% 0.01%
Sold All 😨
(Was: #535)
0.3 -46,041 -100.0%
CLOSED
$— 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
CPT
CAMDEN PPTY TR
Bond/Debt 0.00% 0.01%
Sold All 😨
(Was: #536)
0.3 -17,947 -100.0%
CLOSED
$— 2012 Q3 13F Filing 2014-03-31 2014-05-15 (Est.)
CVC
CABLEVISION SYS...
Unknown 0.00% 0.01%
Sold All 😨
(Was: #543)
0.3 -53,392 -100.0%
CLOSED
$— 2011 Q2 13F Filing 2014-03-31 2014-05-15 (Est.)
N/A
MINE SAFETY APP...
Unknown 0.00% 0.01%
Sold All 😨
(Was: #552)
0.3 -17,258 -100.0%
CLOSED
$— 13F Filing 2014-03-31 2014-05-15 (Est.)
N/A
HEALTH MGMT ASS...
Unknown 0.00% 0.01%
Sold All 😨
(Was: #556)
0.3 -64,495 -100.0%
CLOSED
$— 13F Filing 2014-03-31 2014-05-15 (Est.)
CTRA
CABOT OIL & GAS...
Energy 0.00% 0.01%
Sold All 😨
(Was: #558)
0.3 -21,142 -100.0%
CLOSED
$— 2011 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
N/A
LENDER PROCESSI...
Unknown 0.00% 0.01%
Sold All 😨
(Was: #559)
0.3 -21,752 -100.0%
CLOSED
$— 13F Filing 2014-03-31 2014-05-15 (Est.)
VCLK
VALUECLICK INC
Unknown 0.00% 0.01%
Sold All 😨
(Was: #567)
0.3 -32,982 -100.0%
CLOSED
$— 2013 Q2 13F Filing 2014-03-31 2014-05-15 (Est.)
ISRG
INTUITIVE SURGI...
Healthcare 0.00% 0.01%
Sold All 😨
(Was: #579)
0.3 -1,793 -100.0%
CLOSED
$— 2012 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
JDSU
JDS UNIPHASE CO...
Unknown 0.00% 0.00%
Sold All 😨
(Was: #615)
0.3 -35,788 -100.0%
CLOSED
$— 2008 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
VMI
VALMONT INDS IN...
Industrials 0.00% 0.00%
Sold All 😨
(Was: #616)
0.3 -3,105 -100.0%
CLOSED
$— 2013 Q2 13F Filing 2014-03-31 2014-05-15 (Est.)
CMP
COMPASS MINERAL...
Basic Materials 0.00% 0.00%
Sold All 😨
(Was: #622)
0.3 -5,455 -100.0%
CLOSED
$— 2013 Q3 13F Filing 2014-03-31 2014-05-15 (Est.)
SMTC
SEMTECH CORP
Technology 0.00% 0.00%
Sold All 😨
(Was: #624)
0.3 -16,679 -100.0%
CLOSED
$— 2013 Q2 13F Filing 2014-03-31 2014-05-15 (Est.)
HLX
HELIX ENERGY SO...
Energy 0.00% 0.00%
Sold All 😨
(Was: #625)
0.3 -17,743 -100.0%
CLOSED
$— 2013 Q2 13F Filing 2014-03-31 2014-05-15 (Est.)
OLN
OLIN CORP
Basic Materials 0.00% 0.00%
Sold All 😨
(Was: #626)
0.3 -13,334 -100.0%
CLOSED
$— 2013 Q2 13F Filing 2014-03-31 2014-05-15 (Est.)
N/A
BIOMED REALTY T...
Unknown 0.00% 0.00%
Sold All 😨
(Was: #631)
0.3 -19,138 -100.0%
CLOSED
$— 13F Filing 2014-03-31 2014-05-15 (Est.)
ATW
ATWOOD OCEANICS...
Unknown 0.00% 0.00%
Sold All 😨
(Was: #634)
0.3 -6,410 -100.0%
CLOSED
$— 2013 Q2 13F Filing 2014-03-31 2014-05-15 (Est.)
JLL
JONES LANG LASA...
Real Estate 0.00% 0.00%
Sold All 😨
(Was: #640)
0.3 -3,124 -100.0%
CLOSED
$— 2013 Q2 13F Filing 2014-03-31 2014-05-15 (Est.)
PX
PRAXAIR INC
Financial Services 0.00% 0.00%
Sold All 😨
(Was: #641)
0.3 -2,398 -100.0%
CLOSED
$— 2010 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
MAC
MACERICH CO
Real Estate 0.00% 0.00%
Sold All 😨
(Was: #642)
0.3 -5,149 -100.0%
CLOSED
$— 2012 Q3 13F Filing 2014-03-31 2014-05-15 (Est.)
BIO
BIO RAD LABS IN...
Healthcare 0.00% 0.00%
Sold All 😨
(Was: #645)
0.3 -2,255 -100.0%
CLOSED
$— 2013 Q2 13F Filing 2014-03-31 2014-05-15 (Est.)
MATX
MATSON INC
Industrials 0.00% 0.00%
Sold All 😨
(Was: #647)
0.3 -9,716 -100.0%
CLOSED
$— 2013 Q2 13F Filing 2014-03-31 2014-05-15 (Est.)
DRC
DRESSER-RAND GR...
Unknown 0.00% 0.00%
Sold All 😨
(Was: #649)
0.3 -3,725 -100.0%
CLOSED
$— 2013 Q2 13F Filing 2014-03-31 2014-05-15 (Est.)
SLG
SL GREEN RLTY C...
Real Estate 0.00% 0.00%
Sold All 😨
(Was: #650)
0.3 -2,335 -100.0%
CLOSED
$— 2012 Q3 13F Filing 2014-03-31 2014-05-15 (Est.)
MSM
MSC INDL DIRECT...
Industrials 0.00% 0.00%
Sold All 😨
(Was: #651)
0.3 -2,653 -100.0%
CLOSED
$— 2013 Q2 13F Filing 2014-03-31 2014-05-15 (Est.)
MDRX
ALLSCRIPTS HEAL...
Healthcare 0.00% 0.00%
Sold All 😨
(Was: #652)
0.3 -13,794 -100.0%
CLOSED
$— 2013 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
N/A
HEALTH NET INC
Unknown 0.00% 0.00%
Sold All 😨
(Was: #653)
0.3 -7,095 -100.0%
CLOSED
$— 13F Filing 2014-03-31 2014-05-15 (Est.)
GES
GUESS INC
Consumer Cyclical 0.00% 0.00%
Sold All 😨
(Was: #655)
0.3 -6,665 -100.0%
CLOSED
$— 2013 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
RFMD
RF MICRODEVICES...
Unknown 0.00% 0.00%
Sold All 😨
(Was: #658)
0.3 -10,516 -100.0%
CLOSED
$— 2013 Q3 13F Filing 2014-03-31 2014-05-15 (Est.)
GFI
GOLD FIELDS LTD...
Basic Materials 0.00% 0.00%
Sold All 😨
(Was: #659)
0.3 -10,117 -100.0%
CLOSED
$— 2013 Q4 13F Filing 2014-03-31 2014-05-15 (Est.)
Showing 1-25 of 700 holdings

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