Winton Capital Management’s Realty Income O Stock Holding History

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Shares Change %	Capital Flow	Portfolio Weight	Portfolio Position
2014 Q1	–	Sell	-199,551	Closed	-$7.22M	–	671
2013 Q4	$7.22M	Sell	199,551 -213,191	-52%	-$7.71M	0.06%	346
2013 Q3	$15.9M	Buy	412,742 +372,740	+932%	+$14.4M	0.19%	203
2013 Q2	$1.63M	Buy	+40,002	New	+$1.63M	0.02%	411