Winton Capital Management’s Bank of New York Mellon BK Stock Holding History

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Shares Change %	Capital Flow	Portfolio Weight	Portfolio Position
2014 Q1	$18M	Buy	509,442 +194,202	+62%	+$6.85M	0.12%	273
2013 Q4	$11M	Buy	315,240 +186,603	+145%	+$6.52M	0.1%	302
2013 Q3	$3.88M	Sell	128,637 -181,584	-59%	-$5.48M	0.05%	364
2013 Q2	$8.7M	Buy	+310,221	New	+$8.7M	0.11%	287