Winton Capital Management Ltd

data from 31/03/2014

Capitalization

$ 14.490 B

30.10%

Performance

$ 2.144 B

38,882.50%

Average holding period

7 years

Capitalization

Portfolio size

Portfolio performance

Portfolio performance %

Performance compared to S&P 500 (%)

Stock in Winton Capital Management Ltd

Date Ticket Name Weight Capitalization Share number First added Performance ($) Performance (%)
2014/03/31 L-3 COMMUNICATIONS HLDGS INC 1.11% 161.470 M $ 1366649 2010/12/31 12.026 M $ 10.57 %
2014/03/31 NOC NORTHROP GRUMMAN CORP 0.96% 139.545 M $ 1131014 2010/12/31 7.830 M $ 7.65 %
2014/03/31 TORCHMARK CORP 0.84% 121.665 M $ 1545933 2010/12/31 599.221 K $ 0.70 %
2014/03/31 MDT MEDTRONIC INC 0.83% 120.599 M $ 1959686 2010/12/31 6.126 M $ 7.23 %
2014/03/31 ANTM WELLPOINT INC 0.77% 111.388 M $ 1118914 2010/12/31 0.000 $ 0.00 %
2014/03/31 JNJ JOHNSON & JOHNSON 0.76% 110.618 M $ 1126113 2010/12/31 6.375 M $ 7.25 %
2014/03/31 BRK-B BERKSHIRE HATHAWAY INC DEL 0.74% 107.458 M $ 859874 2010/12/31 5.740 M $ 5.41 %
2014/03/31 STZ CONSTELLATION BRANDS INC 0.72% 103.729 M $ 1220768 2010/12/31 11.220 M $ 20.73 %
2014/03/31 KR KROGER CO 0.71% 102.951 M $ 2358559 2013/06/30 6.311 M $ 10.42 %
2014/03/31 TSN TYSON FOODS INC 0.69% 99.418 M $ 2258990 2010/12/31 20.804 M $ 31.53 %
2014/03/31 RTN RAYTHEON CO 0.66% 95.913 M $ 970880 2010/12/31 7.008 M $ 8.92 %
2014/03/31 HSY HERSHEY CO 0.65% 93.592 M $ 896472 2012/12/31 6.951 M $ 7.37 %
2014/03/31 ADS ALLIANCE DATA SYSTEMS CORP 0.64% 93.280 M $ 342376 2013/06/30 2.518 M $ 4.54 %
2014/03/31 HARRIS CORP DEL 0.64% 93.055 M $ 1271932 2010/12/31 2.681 M $ 4.80 %
2014/03/31 MCK MCKESSON CORP 0.64% 92.709 M $ 525058 2010/12/31 6.108 M $ 9.40 %
2014/03/31 ABC AMERISOURCEBERGEN CORP 0.62% 89.152 M $ 1359237 2010/12/31 -5.291 M $ -6.71 %
2014/03/31 XRX XEROX CORP 0.61% 89.005 M $ 7876592 2010/12/31 -4.140 M $ -7.14 %
2014/03/31 BDX BECTON DICKINSON & CO 0.59% 84.763 M $ 723979 2010/12/31 3.757 M $ 5.97 %
2014/03/31 PFE PFIZER INC 0.58% 84.569 M $ 2632897 2010/12/31 2.895 M $ 4.85 %
2014/03/31 HRL HORMEL FOODS CORP 0.58% 84.548 M $ 1716005 2010/12/31 6.421 M $ 9.08 %
2014/03/31 SYK STRYKER CORP 0.57% 82.448 M $ 1012004 2010/12/31 4.814 M $ 8.42 %
2014/03/31 GIS GENERAL MLS INC 0.55% 80.385 M $ 1551235 2010/12/31 3.282 M $ 3.83 %
2014/03/31 LDOS LEIDOS HLDGS INC 0.55% 80.053 M $ 2263309 2013/12/31 -10.567 M $ -23.92 %
2014/03/31 LMT LOCKHEED MARTIN CORP 0.55% 79.733 M $ 488443 2010/12/31 5.690 M $ 9.81 %
2014/03/31 AIZ ASSURANT INC 0.54% 78.742 M $ 1212160 2010/12/31 -1.218 M $ -2.12 %
2014/03/31 ACE ACE LTD 0.54% 78.178 M $ 789203 2011/06/30 -31.500 M $ -68.13 %
2014/03/31 ALL ALLSTATE CORP 0.54% 78.100 M $ 1380341 2010/12/31 2.389 M $ 3.74 %
2014/03/31 CA CA INC 0.53% 77.305 M $ 2495329 2010/12/31 0.000 $ 0.00 %
2014/03/31 MSFT MICROSOFT CORP 0.53% 76.914 M $ 1876397 2010/12/31 4.388 M $ 9.57 %
2014/03/31 CAH CARDINAL HEALTH INC 0.53% 76.857 M $ 1098265 2010/12/31 1.598 M $ 4.74 %
2014/03/31 CSCO CISCO SYS INC 0.53% 76.262 M $ 3402266 2010/12/31 -21.246 K $ -0.04 %
2014/03/31 AMP AMERIPRISE FINL INC 0.52% 75.406 M $ 685077 2010/12/31 -1.854 M $ -4.33 %
2014/03/31 BA BOEING CO 0.51% 73.850 M $ 588494 2013/03/31 -3.513 M $ -8.06 %
2014/03/31 CAREFUSION CORP 0.51% 73.549 M $ 1828675 2010/12/31 526.962 K $ 1.00 %
2014/03/31 ADM ARCHER DANIELS MIDLAND CO 0.50% 72.981 M $ 1681981 2012/06/30 -9.681 K $ -0.02 %
2014/03/31 GPC GENUINE PARTS CO 0.50% 72.389 M $ 833490 2010/12/31 2.615 M $ 4.40 %
2014/03/31 UNM UNUM GROUP 0.50% 72.235 M $ 2045744 2013/06/30 337.661 K $ 0.66 %
2014/03/31 TMO THERMO FISHER SCIENTIFIC INC 0.50% 72.213 M $ 600572 2010/12/31 4.253 M $ 7.98 %
2014/03/31 SCRIPPS NETWORKS INTERACT IN 0.49% 71.652 M $ 943903 2010/12/31 -8.441 M $ -12.15 %
2014/03/31 CVS CVS CAREMARK CORPORATION 0.49% 70.912 M $ 947258 2010/12/31 2.874 M $ 4.60 %
2014/03/31 LLY LILLY ELI & CO 0.49% 70.509 M $ 1197911 2010/12/31 8.803 M $ 15.41 %
2014/03/31 KMB KIMBERLY CLARK CORP 0.49% 70.498 M $ 639440 2010/12/31 3.935 M $ 5.54 %
2014/03/31 UNH UNITEDHEALTH GROUP INC 0.48% 69.946 M $ 853110 2010/12/31 2.571 M $ 8.88 %
2014/03/31 PEP PEPSICO INC 0.48% 69.909 M $ 837233 2010/12/31 454.438 K $ 0.68 %
2014/03/31 VIAB VIACOM INC NEW 0.48% 69.494 M $ 817676 2010/12/31 -1.340 M $ -2.69 %
2014/03/31 CHUBB CORP 0.47% 68.797 M $ 770402 2010/12/31 -3.014 M $ -7.59 %
2014/03/31 WU WESTERN UN CO 0.47% 68.743 M $ 4201886 2012/03/31 -1.672 M $ -5.16 %
2014/03/31 AFL AFLAC INC 0.47% 68.270 M $ 1082965 2011/09/30 -2.170 M $ -5.63 %
2014/03/31 TRV TRAVELERS COMPANIES INC 0.47% 68.094 M $ 800159 2010/12/31 -3.041 M $ -6.01 %
2014/03/31 RE EVEREST RE GROUP LTD 0.47% 68.041 M $ 444564 2013/06/30 -656.961 K $ -1.81 %
2014/03/31 HUM HUMANA INC 0.46% 66.994 M $ 594340 2010/12/31 257.117 K $ 9.20 %
2014/03/31 COCA COLA ENTERPRISES INC NE 0.46% 66.926 M $ 1401306 2010/12/31 4.126 M $ 8.23 %
2014/03/31 MMM 3M CO 0.46% 66.364 M $ 489193 2012/06/30 -1.433 M $ -2.74 %
2014/03/31 DFS DISCOVER FINL SVCS 0.46% 66.265 M $ 1138776 2010/12/31 1.599 M $ 4.00 %
2014/03/31 WDC WESTERN DIGITAL CORP 0.45% 64.776 M $ 705464 2010/12/31 5.175 M $ 9.44 %
2014/03/31 LYB LYONDELLBASELL INDUSTRIES N 0.45% 64.690 M $ 727343 2012/09/30 5.384 M $ 10.79 %
2014/03/31 WFC WELLS FARGO & CO NEW 0.44% 64.299 M $ 1292704 2010/12/31 3.602 M $ 9.56 %
2014/03/31 STX SEAGATE TECHNOLOGY PLC 0.44% 64.011 M $ 1139802 2012/12/31 0.000 $ 0.00 %
2014/03/31 CL COLGATE PALMOLIVE CO 0.43% 62.487 M $ 963272 2010/12/31 -307.379 K $ -0.52 %
2014/03/31 HBI HANESBRANDS INC 0.43% 62.397 M $ 815856 2013/06/30 3.858 M $ 8.82 %
2014/03/31 LNC LINCOLN NATL CORP IND 0.43% 61.951 M $ 1222637 2013/06/30 -747.189 K $ -1.84 %
2014/03/31 COST COSTCO WHSL CORP NEW 0.42% 61.532 M $ 550970 2010/12/31 -2.745 M $ -6.17 %
2014/03/31 COP CONOCOPHILLIPS 0.42% 61.239 M $ 870485 2010/12/31 -89.109 K $ -0.42 %
2014/03/31 MMC MARSH & MCLENNAN COS INC 0.42% 60.944 M $ 1236181 2012/03/31 486.055 K $ 1.94 %
2014/03/31 KLAC KLA-TENCOR CORP 0.42% 60.552 M $ 875789 2010/12/31 2.607 M $ 7.26 %
2014/03/31 WALGREEN CO 0.42% 60.212 M $ 911891 2010/12/31 6.676 M $ 14.95 %
2014/03/31 SLM SLM CORP 0.41% 59.973 M $ 2449863 2012/03/31 -2.639 M $ -6.81 %
2014/03/31 PG PROCTER & GAMBLE CO 0.41% 59.605 M $ 739516 2010/12/31 -556.393 K $ -1.00 %
2014/03/31 TAP MOLSON COORS BREWING CO 0.41% 59.551 M $ 1011747 2010/12/31 2.648 M $ 4.83 %
2014/03/31 LORILLARD INC 0.41% 58.963 M $ 1090298 2010/12/31 2.984 M $ 6.71 %
2014/03/31 GHC GRAHAM HLDGS CO 0.40% 58.385 M $ 82962 2013/12/31 1.983 M $ 6.10 %
2014/03/31 MO ALTRIA GROUP INC 0.40% 57.434 M $ 1534443 2010/12/31 -1.289 M $ -2.50 %
2014/03/31 CINF CINCINNATI FINL CORP 0.40% 57.321 M $ 1177981 2010/12/31 -3.639 M $ -7.08 %
2014/03/31 FITB FIFTH THIRD BANCORP 0.39% 57.126 M $ 2488598 2010/12/31 3.157 M $ 9.18 %
2014/03/31 F FORD MTR CO DEL 0.39% 56.886 M $ 3646522 2010/12/31 431.016 K $ 1.10 %
2014/03/31 SJM SMUCKER J M CO 0.39% 56.882 M $ 584961 2012/12/31 -3.829 M $ -6.16 %
2014/03/31 FLIR FLIR SYS INC 0.39% 56.436 M $ 1567677 2013/09/30 5.162 M $ 19.60 %
2014/03/31 RAI REYNOLDS AMERICAN INC 0.39% 56.370 M $ 1055223 2010/12/31 3.391 M $ 6.86 %
2014/03/31 ECL ECOLAB INC 0.38% 55.381 M $ 512839 2010/12/31 1.043 M $ 3.57 %
2014/03/31 ABBV ABBVIE INC 0.38% 55.340 M $ 1076653 2013/09/30 -738.621 K $ -2.67 %
2014/03/31 SAFEWAY INC 0.38% 54.431 M $ 1473494 2010/12/31 4.709 M $ 13.42 %
2014/03/31 TWENTY FIRST CENTY FOX INC 0.37% 54.131 M $ 1693187 2013/09/30 -5.446 M $ -9.10 %
2014/03/31 ADP AUTOMATIC DATA PROCESSING IN 0.37% 53.655 M $ 694474 2010/12/31 -1.465 M $ -4.37 %
2014/03/31 GRMN GARMIN LTD 0.37% 53.304 M $ 964612 2012/12/31 4.981 M $ 19.64 %
2014/03/31 CLX CLOROX CO DEL 0.37% 53.172 M $ 604161 2010/12/31 -2.966 M $ -5.12 %
2014/03/31 PSX PHILLIPS 66 0.36% 52.396 M $ 679933 2012/06/30 -36.249 K $ -0.09 %
2014/03/31 FISV FISERV INC 0.36% 52.353 M $ 923501 2010/12/31 -886.230 K $ -4.01 %
2014/03/31 LEG LEGGETT & PLATT INC 0.36% 52.339 M $ 1603515 2010/12/31 2.741 M $ 5.49 %
2014/03/31 XL GROUP PLC 0.36% 52.262 M $ 1672396 2011/06/30 -697.188 K $ -1.85 %
2014/03/31 ITW ILLINOIS TOOL WKS INC 0.36% 52.252 M $ 642469 2010/12/31 -780.362 K $ -3.27 %
2014/03/31 PNC PNC FINL SVCS GROUP INC 0.36% 51.989 M $ 597575 2010/12/31 3.624 M $ 12.14 %
2014/03/31 UTHR UNITED THERAPEUTICS CORP DEL 0.36% 51.907 M $ 552024 2013/06/30 -7.716 M $ -16.85 %
2014/03/31 TWX TIME WARNER INC 0.36% 51.735 M $ 791904 2010/12/31 -2.981 M $ -6.30 %
2014/03/31 WMT WAL-MART STORES INC 0.36% 51.461 M $ 673304 2010/12/31 -1.176 M $ -2.86 %
2014/03/31 DOV DOVER CORP 0.35% 51.195 M $ 626236 2010/12/31 596.886 K $ 2.04 %
2014/03/31 BF-B BROWN FORMAN CORP 0.35% 51.188 M $ 570718 2010/12/31 8.586 M $ 18.69 %
2014/03/31 ABT ABBOTT LABS 0.35% 51.077 M $ 1326342 2010/12/31 198.773 K $ 0.47 %
2014/03/31 M MACYS INC 0.35% 50.926 M $ 858925 2010/12/31 4.851 M $ 11.03 %
2014/03/31 DLPH DELPHI AUTOMOTIVE PLC 0.35% 50.841 M $ 749197 2013/03/31 5.315 M $ 12.86 %
2014/03/31 GS GOLDMAN SACHS GROUP INC 0.35% 50.744 M $ 309700 2011/03/31 -2.888 M $ -7.57 %