Form N-Q Winton Series Trust For: Jan 31
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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
________
FORM N-Q
________
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY
INVESTMENT COMPANY ACT FILE NUMBER 811-23004
WINTON SERIES TRUST
(Exact name of registrant as specified in charter)
________
SEI Investments
One Freedom Valley Drive
Oaks, PA 19456
(Address of principal executive offices) (Zip code)
Michael Beattie
C/O SEI Corporation
One Freedom Valley Drive
Oaks, PA 19456
(Name and address of agent for service)
REGISTRANT'S TELEPHONE NUMBER, INCLUDING AREA CODE: 1-866-330-9999
DATE OF FISCAL YEAR END: OCTOBER 31, 2017
DATE OF REPORTING PERIOD: JANUARY 31, 2017
ITEM 1. SCHEDULE OF INVESTMENTS
Winton Series Trust Winton Global Equity Portfolio
January 31, 2017 (Unaudited)
--------------------------------------------------------------------------------
SCHEDULE OF INVESTMENTS
--------------------------------------------------------------------------------
COMMON STOCK -- 94.9%
--------------------------------------------------------------------------------
Shares Value $
------ -------
AUSTRALIA -- 5.4%
CIMIC Group Ltd ............................ 919 23,930
Fortescue Metals Group Ltd ................. 194,953 985,672
Newcrest Mining Ltd ........................ 21,205 346,586
Telstra Corp Ltd ........................... 224,957 853,882
---------
Total Australia 2,210,070
---------
AUSTRIA -- 0.1%
Erste Group Bank AG ........................ 688 20,923
Raiffeisen Bank International AG ........... 260 5,774
---------
Total Austria 26,697
---------
BELGIUM -- 0.3%
Ageas ...................................... 637 27,247
Colruyt SA ................................. 77 3,768
KBC Group NV ............................... 1,143 74,139
---------
Total Belgium 105,154
---------
CANADA -- 4.4%
Bank of Montreal ........................... 2,387 180,213
Bank of Nova Scotia ........................ 11,104 662,279
Canadian Imperial Bank of Commerce ......... 4,041 343,458
Canadian Natural Resources Ltd ............. 117 3,530
Canadian Tire Corp Ltd, Cl A ............... 539 57,214
Cenovus Energy Inc ......................... 5,774 78,655
Crescent Point Energy Corp ................. 812 9,448
First Capital Realty Inc ................... 466 7,399
First Quantum Minerals Ltd ................. 868 10,925
Kinross Gold Corp* ......................... 18,998 73,879
Magna International Inc .................... 4,651 200,809
Metro Inc, Cl A ............................ 3,274 99,268
Open Text Corp ............................. 70 2,391
1
Winton Series Trust Winton Global Equity Portfolio
January 31, 2017 (Unaudited)
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SCHEDULE OF INVESTMENTS (CONTINUED)
--------------------------------------------------------------------------------
COMMON STOCK -- continued
--------------------------------------------------------------------------------
Shares Value $
------ -------
CANADA (continued)
Power Corp of Canada ....................... 70 1,639
Saputo Inc ................................. 1,207 44,355
Seven Generations Energy Ltd* .............. 512 10,215
Sun Life Financial Inc ..................... 52 2,049
Suncor Energy Inc .......................... 301 9,318
---------
Total Canada 1,797,044
---------
DENMARK -- 2.0%
Vestas Wind Systems A/S .................... 11,559 808,918
William Demant Holding A/S* ................ 42 786
---------
Total Denmark 809,704
---------
FINLAND -- 2.5%
Kone OYJ, Cl B ............................. 330 14,943
Metso OYJ .................................. 12,778 393,008
Neste OYJ .................................. 347 12,097
Nokian Renkaat OYJ ......................... 9,670 362,835
Orion OYJ, Cl B ............................ 140 6,524
UPM-Kymmene OYJ ............................ 10,705 242,946
---------
Total Finland 1,032,353
---------
FRANCE -- 4.0%
AXA SA ..................................... 88 2,161
Capgemini SA ............................... 85 6,923
Christian Dior SE .......................... 272 58,422
Cie Generale des Etablissements Michelin ... 279 29,965
Credit Agricole ............................ 217 2,876
Eurazeo SA ................................. 598 36,824
Orange SA .................................. 883 13,670
Peugeot SA* ................................ 37,221 691,863
Renault SA ................................. 4,534 408,551
2
Winton Series Trust Winton Global Equity Portfolio
January 31, 2017 (Unaudited)
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SCHEDULE OF INVESTMENTS (CONTINUED)
--------------------------------------------------------------------------------
COMMON STOCK -- continued
--------------------------------------------------------------------------------
Shares Value $
------ -------
FRANCE (continued)
Sanofi ..................................... 226 18,193
Societe Generale SA ........................ 1,252 61,232
Valeo SA ................................... 4,859 296,792
Vinci SA ................................... 46 3,226
---------
Total France 1,630,698
---------
GERMANY -- 0.9%
adidas AG .................................. 318 50,054
Allianz .................................... 11 1,864
Deutsche Lufthansa AG ...................... 2,586 34,472
Deutsche Wohnen AG ......................... 312 10,162
Fresenius Medical Care AG & Co KGaA ........ 54 4,394
Fresenius SE & Co KGaA ..................... 199 15,684
Hochtief AG ................................ 1,439 204,421
OSRAM Licht AG ............................. 73 4,231
ProSiebenSat.1 Media SE .................... 655 27,805
---------
Total Germany 353,087
---------
HONG KONG -- 1.9%
ASM Pacific Technology Ltd ................. 300 3,648
Cheung Kong Infrastructure Holdings Ltd .... 28,824 231,987
PCCW Ltd ................................... 288,561 174,513
Power Assets Holdings Ltd .................. 17,687 169,166
WH Group Ltd ............................... 82,500 62,540
Wheelock & Co Ltd .......................... 25,348 153,824
---------
Total Hong Kong 795,678
---------
IRELAND -- 0.0%
Bank of Ireland* ........................... 22,486 6,027
---------
Total Ireland 6,027
---------
3
Winton Series Trust Winton Global Equity Portfolio
January 31, 2017 (Unaudited)
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SCHEDULE OF INVESTMENTS (CONTINUED)
--------------------------------------------------------------------------------
COMMON STOCK -- continued
--------------------------------------------------------------------------------
Shares Value $
------ -------
ITALY -- 1.1%
Assicurazioni Generali SpA ................. 259 4,126
Atlantia SpA ............................... 249 5,664
Intesa Sanpaolo SpA ........................ 2,620 6,144
Mediobanca SpA ............................. 3,026 26,014
Snam SpA ................................... 24,840 94,492
Tenaris SA ................................. 13,747 240,227
UniCredit SpA .............................. 2,794 75,970
UnipolSai SpA .............................. 3,066 6,382
---------
Total Italy 459,019
---------
JAPAN -- 12.1%
Ajinomoto Co Inc ........................... 2,200 43,551
Alfresa Holdings Corp ...................... 400 6,591
Amada Holdings Co Ltd ...................... 4,800 56,666
Bandai Namco Holdings Inc .................. 384 10,608
Bridgestone Corp ........................... 1,797 66,133
Chubu Electric Power Co Inc ................ 1,600 21,362
Daiichi Sankyo Co Ltd ...................... 2,700 60,547
Daiwa House Industry Co Ltd ................ 1,551 42,214
FamilyMart UNY Holdings Co Ltd ............. 3,770 239,780
Fuji Heavy Industries Ltd .................. 2,900 116,953
FUJIFILM Holdings Corp ..................... 7,117 276,588
Hisamitsu Pharmaceutical Co Inc ............ 1,052 54,761
Hitachi Chemical Co Ltd .................... 1,600 45,623
Hitachi High-Technologies Corp ............. 200 8,608
Idemitsu Kosan Co Ltd ...................... 800 24,837
Iida Group Holdings Co Ltd ................. 7,841 147,312
ITOCHU Corp ................................ 8,400 116,104
Japan Airlines Co Ltd ...................... 4,000 127,986
Japan Tobacco Inc .......................... 2,400 77,602
Kao Corp ................................... 3,400 168,618
Keisei Electric Railway Co Ltd ............. 400 9,487
4
Winton Series Trust Winton Global Equity Portfolio
January 31, 2017 (Unaudited)
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SCHEDULE OF INVESTMENTS (CONTINUED)
--------------------------------------------------------------------------------
COMMON STOCK -- continued
--------------------------------------------------------------------------------
Shares Value $
------ -------
JAPAN (continued)
Konami Holdings Corp ....................... 1,396 56,051
Lawson Inc ................................. 700 51,237
Mazda Motor Corp ........................... 500 7,408
MEIJI Holdings Co Ltd ...................... 1,180 91,612
Mitsubishi Gas Chemical Co Inc ............. 18,900 364,149
Mitsubishi Materials Corp .................. 100 3,424
Mitsui Chemicals Inc ....................... 2,000 9,452
Mixi Inc ................................... 7,133 310,158
Mizuho Financial Group Inc ................. 252,472 471,640
Nagoya Railroad Co Ltd ..................... 10,000 49,389
Nikon Corp ................................. 18,086 293,200
Nippon Telegraph & Telephone Corp .......... 11,051 488,767
Nisshin Seifun Group Inc ................... 2,000 30,504
Nitori Holdings Co Ltd ..................... 687 77,015
Nomura Real Estate Master Fund Inc++ ....... 5 7,813
NTT DOCOMO Inc ............................. 6,552 157,522
Obayashi Corp .............................. 5,909 56,479
Oriental Land Co Ltd ....................... 500 27,479
Osaka Gas Co Ltd ........................... 12,000 45,058
Resona Holdings Inc ........................ 1,300 7,081
Secom Co Ltd ............................... 200 14,508
Sumitomo Dainippon Pharma Co Ltd ........... 7,651 129,403
Sumitomo Mitsui Financial Group Inc ........ 3,897 154,080
Suntory Beverage & Food Ltd ................ 800 34,075
Toho Gas Co Ltd ............................ 21,000 157,255
Tohoku Electric Power Co Inc ............... 800 9,778
Tokyo Electron Ltd ......................... 100 10,402
Toyo Suisan Kaisha Ltd ..................... 1,300 46,538
Yamazaki Baking Co Ltd ..................... 3,325 67,046
---------
Total Japan 4,950,454
---------
5
Winton Series Trust Winton Global Equity Portfolio
January 31, 2017 (Unaudited)
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SCHEDULE OF INVESTMENTS (CONTINUED)
--------------------------------------------------------------------------------
COMMON STOCK -- continued
--------------------------------------------------------------------------------
Shares Value $
------ -------
LUXEMBOURG -- 0.0%
RTL Group SA ............................... 76 5,796
---------
Total Luxembourg 5,796
---------
NETHERLANDS -- 1.5%
Koninklijke Ahold Delhaize NV .............. 27,654 588,596
Koninklijke KPN NV ......................... 2,500 7,197
Wolters Kluwer NV .......................... 32 1,223
---------
Total Netherlands 597,016
---------
NORWAY -- 0.3%
DnB ASA .................................... 142 2,375
Norsk Hydro ASA ............................ 24,531 140,100
---------
Total Norway 142,475
---------
PORTUGAL -- 0.0%
Galp Energia SGPS SA ....................... 436 6,418
---------
Total Portugal 6,418
---------
SINGAPORE -- 0.4%
Jardine Cycle & Carriage Ltd ............... 700 20,546
Jardine Matheson Holdings Ltd .............. 700 43,204
Singapore Telecommunications Ltd ........... 21,547 59,190
Wilmar International Ltd ................... 1,100 3,030
Yangzijiang Shipbuilding Holdings Ltd ...... 46,577 26,614
---------
Total Singapore 152,584
---------
SPAIN -- 0.2%
Banco de Sabadell SA ....................... 1,530 2,305
Bankia SA .................................. 11,301 11,908
Enagas ..................................... 990 24,286
6
Winton Series Trust Winton Global Equity Portfolio
January 31, 2017 (Unaudited)
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SCHEDULE OF INVESTMENTS (CONTINUED)
--------------------------------------------------------------------------------
COMMON STOCK -- continued
--------------------------------------------------------------------------------
Shares Value $
------ -------
SPAIN (continued)
Red Electrica Corp SA ...................... 1,850 33,048
---------
Total Spain 71,547
---------
SWEDEN -- 1.6%
Alfa Laval AB .............................. 580 10,828
Assa Abloy AB, Cl B ........................ 110 2,084
Boliden AB ................................. 16,141 471,032
Investor AB, Cl B .......................... 3,368 134,426
Svenska Cellulosa AB SCA, Cl B ............. 713 21,451
Swedish Match AB ........................... 510 16,604
---------
Total Sweden 656,425
---------
SWITZERLAND -- 0.8%
Nestle SA .................................. 163 11,945
Novartis AG ................................ 396 29,080
Roche Holding .............................. 201 47,469
Swiss Life Holding AG ...................... 88 26,678
Swiss Re AG ................................ 2,161 201,732
---------
Total Switzerland 316,904
---------
UNITED KINGDOM -- 4.2%
3i Group PLC ............................... 19,251 169,538
GlaxoSmithKline PLC ........................ 1,168 22,453
Glencore PLC ............................... 96,396 395,905
Imperial Brands PLC ........................ 81 3,743
Kingfisher PLC ............................. 28,346 119,896
Persimmon PLC .............................. 19,199 465,936
Reckitt Benckiser Group PLC ................ 39 3,338
Royal Dutch Shell PLC, Cl B ................ 110 3,095
Segro PLC++ ................................ 17,142 99,529
Smith & Nephew PLC ......................... 476 7,084
7
Winton Series Trust Winton Global Equity Portfolio
January 31, 2017 (Unaudited)
--------------------------------------------------------------------------------
SCHEDULE OF INVESTMENTS (CONTINUED)
--------------------------------------------------------------------------------
COMMON STOCK -- continued
--------------------------------------------------------------------------------
Shares Value $
------ -------
UNITED KINGDOM (continued)
Taylor Wimpey PLC .......................... 203,026 426,818
Unilever PLC ............................... 157 6,375
WM Morrison Supermarkets PLC ............... 888 2,638
---------
Total United Kingdom 1,726,348
---------
UNITED STATES -- 51.2%
Consumer Discretionary -- 6.2%
Amazon.com Inc* ............................ 243 200,106
AutoZone Inc* .............................. 59 42,774
Bed Bath & Beyond Inc ...................... 58 2,340
Best Buy Co Inc ............................ 16,188 720,690
Comcast Corp, Cl A ......................... 320 24,135
Dollar General Corp ........................ 32 2,362
DR Horton Inc .............................. 6,429 192,291
Ford Motor Co .............................. 594 7,342
Gap Inc .................................... 2,635 60,684
Hasbro Inc ................................. 2,543 209,823
Home Depot Inc ............................. 33 4,540
Kohl's Corp ................................ 5,146 204,965
Lear Corp .................................. 131 18,614
Mattel Inc ................................. 5,222 136,868
McDonald's Corp ............................ 575 70,478
Michael Kors Holdings Ltd* ................. 2,424 103,771
O'Reilly Automotive Inc* ................... 213 55,863
Ross Stores Inc ............................ 8 529
Scripps Networks Interactive Inc, Cl A ..... 983 74,865
Starbucks Corp ............................. 1,791 98,899
Target Corp ................................ 1,145 73,830
TEGNA Inc .................................. 7,041 161,309
Viacom Inc, Cl B ........................... 1,784 75,178
---------
2,542,256
---------
8
Winton Series Trust Winton Global Equity Portfolio
January 31, 2017 (Unaudited)
--------------------------------------------------------------------------------
SCHEDULE OF INVESTMENTS (CONTINUED)
--------------------------------------------------------------------------------
COMMON STOCK -- continued
--------------------------------------------------------------------------------
Shares Value $
------ -------
UNITED STATES (continued)
Consumer Staples -- 5.6%
Altria Group Inc ........................... 646 45,982
Archer-Daniels-Midland Co .................. 9,638 426,578
Brown-Forman Corp, Cl B .................... 773 35,249
Campbell Soup Co ........................... 1,508 93,843
Church & Dwight Co Inc ..................... 129 5,834
Clorox Co .................................. 551 66,120
Coca-Cola Co ............................... 125 5,196
CVS Health Corp ............................ 1,526 120,264
Dr Pepper Snapple Group Inc ................ 1,733 158,050
Hormel Foods ............................... 496 18,005
JM Smucker Co .............................. 35 4,755
Kimberly-Clark Corp ........................ 148 17,927
Kroger Co .................................. 2,984 101,336
McCormick & Co Inc ......................... 10 955
Mondelez International Inc, Cl A ........... 2,098 92,899
Reynolds American Inc ...................... 2,062 123,988
Tyson Foods Inc, Cl A ...................... 15,034 943,985
Walgreens Boots Alliance Inc ............... 219 17,945
---------
2,278,911
---------
Energy -- 3.6%
Anadarko Petroleum Corp .................... 89 6,188
Baker Hughes Inc ........................... 1,211 76,390
Cabot Oil & Gas Corp ....................... 877 18,838
Cimarex Energy Co .......................... 252 34,073
Concho Resources Inc* ...................... 160 22,310
ConocoPhillips ............................. 195 9,508
Continental Resources Inc* ................. 4,944 240,081
EOG Resources Inc .......................... 134 13,612
Exxon Mobil Corp ........................... 1,074 90,098
Helmerich & Payne Inc ...................... 706 50,239
Hess Corp .................................. 86 4,659
9
Winton Series Trust Winton Global Equity Portfolio
January 31, 2017 (Unaudited)
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SCHEDULE OF INVESTMENTS (CONTINUED)
--------------------------------------------------------------------------------
COMMON STOCK -- continued
--------------------------------------------------------------------------------
Shares Value $
------ -------
UNITED STATES (continued)
Energy (continued)
Marathon Petroleum Corp .................... 56 2,691
Newfield Exploration Co* ................... 470 18,838
Noble Energy Inc ........................... 972 38,647
Occidental Petroleum Corp .................. 988 66,957
ONEOK Inc .................................. 1,391 76,658
Pioneer Natural Resources Co ............... 515 92,818
Schlumberger Ltd ........................... 150 12,556
Spectra Energy Corp ........................ 610 25,406
Tesoro Corp ................................ 141 11,400
Valero Energy Corp ......................... 7,997 525,883
Williams Co Inc ............................ 448 12,920
---------
1,450,770
---------
Financials -- 4.5%
Aflac Inc .................................. 1,114 77,969
Assurant Inc ............................... 313 30,402
Bank of America Corp ....................... 172 3,894
Capital One Financial Corp ................. 1,050 91,759
Chubb Ltd .................................. 98 12,886
Cincinnati Financial Corp .................. 265 18,704
Discover Financial Services ................ 1,001 69,349
Fifth Third Bancorp ........................ 3,218 83,990
Hartford Financial Services Group Inc ...... 2,872 139,895
Intercontinental Exchange Inc .............. 930 54,275
JPMorgan Chase & Co ........................ 2,665 225,539
Lincoln National Corp ...................... 107 7,224
MetLife Inc ................................ 2,220 120,790
Nasdaq Inc ................................. 565 39,855
Navient Corp ............................... 16,369 246,190
Progressive Corp ........................... 1,940 72,634
Prudential Financial Inc ................... 484 50,873
Regions Financial Corp ..................... 6,315 90,999
10
Winton Series Trust Winton Global Equity Portfolio
January 31, 2017 (Unaudited)
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SCHEDULE OF INVESTMENTS (CONTINUED)
--------------------------------------------------------------------------------
COMMON STOCK -- continued
--------------------------------------------------------------------------------
Shares Value $
------ -------
UNITED STATES (continued)
Financials (continued)
SunTrust Banks Inc ......................... 2,844 161,596
T Rowe Price Group Inc ..................... 39 2,630
Travelers Co Inc ........................... 766 90,219
Unum Group ................................. 178 8,086
US Bancorp ................................. 1,007 53,019
Wells Fargo & Co ........................... 1,219 68,666
---------
1,821,443
---------
Health Care -- 8.4%
AbbVie Inc ................................. 3,024 184,797
Aetna Inc .................................. 1,542 182,897
Agilent Technologies Inc ................... 63 3,085
AmerisourceBergen Corp, Cl A ............... 254 22,169
Amgen Inc .................................. 2,290 358,797
Anthem Inc ................................. 3,311 510,357
Biogen Inc* ................................ 20 5,545
Cardinal Health Inc ........................ 670 50,223
Cigna Corp ................................. 45 6,580
CR Bard Inc ................................ 17 4,035
DENTSPLY SIRONA Inc ........................ 179 10,149
Edwards Lifesciences Corp* ................. 6,760 650,582
Gilead Sciences Inc ........................ 8,061 584,019
HCA Holdings Inc* .......................... 90 7,225
Humana Inc ................................. 850 168,725
Intuitive Surgical Inc* .................... 45 31,171
Johnson & Johnson .......................... 1,135 128,539
Mallinckrodt PLC* .......................... 2,357 114,857
McKesson Corp .............................. 78 10,854
Medtronic PLC .............................. 73 5,550
Merck & Co Inc ............................. 73 4,525
Pfizer Inc ................................. 5,339 169,406
Thermo Fisher Scientific Inc ............... 48 7,315
11
Winton Series Trust Winton Global Equity Portfolio
January 31, 2017 (Unaudited)
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SCHEDULE OF INVESTMENTS (CONTINUED)
--------------------------------------------------------------------------------
COMMON STOCK -- continued
--------------------------------------------------------------------------------
Shares Value $
------ -------
UNITED STATES (continued)
Health Care (continued)
United Therapeutics Corp* .................. 876 143,340
UnitedHealth Group Inc ..................... 483 78,294
Waters Corp* ............................... 52 7,366
---------
3,450,402
---------
Industrials -- 1.1%
Boeing Co .................................. 36 5,883
CH Robinson Worldwide Inc .................. 381 28,979
Expeditors International of Washington Inc . 149 7,760
Masco Corp ................................. 2,127 70,085
Nielsen Holdings PLC ....................... 66 2,700
Northrop Grumman Corp ...................... 24 5,498
Raytheon Co ................................ 41 5,911
Southwest Airlines Co ...................... 2,009 105,091
United Continental Holdings Inc* ........... 2,468 173,920
United Rentals Inc* ........................ 100 12,651
WW Grainger Inc ............................ 59 14,902
---------
433,380
---------
Information Technology -- 18.4%
Accenture PLC, Cl A ........................ 273 31,087
Akamai Technologies Inc* ................... 535 36,696
Apple Inc .................................. 4,893 593,766
Arrow Electronics Inc* ..................... 392 28,820
Automatic Data Processing Inc .............. 76 7,675
Avnet Inc .................................. 4,203 195,187
CA Inc ..................................... 102 3,190
Cisco Systems Inc .......................... 10,010 307,507
Citrix Systems Inc* ........................ 2,185 199,250
Cognizant Technology Solutions Corp, Cl A* . 1,504 79,095
Corning Inc ................................ 33,034 875,071
eBay Inc* .................................. 10,552 335,870
12
Winton Series Trust Winton Global Equity Portfolio
January 31, 2017 (Unaudited)
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SCHEDULE OF INVESTMENTS (CONTINUED)
--------------------------------------------------------------------------------
COMMON STOCK -- continued
--------------------------------------------------------------------------------
Shares Value $
------ -------
UNITED STATES (continued)
Information Technology (continued)
Electronic Arts Inc* ....................... 6,952 580,005
Fiserv Inc* ................................ 379 40,716
FLIR Systems Inc ........................... 594 20,986
HP Inc ..................................... 16,505 248,400
Intel Corp ................................. 13,810 508,484
International Business Machines Corp ....... 4,747 828,446
Juniper Networks Inc ....................... 568 15,211
Lam Research Corp .......................... 821 94,300
Marvell Technology Group Ltd ............... 31,466 467,899
Microsoft Corp ............................. 2,599 168,025
NetApp Inc ................................. 33 1,264
NVIDIA Corp ................................ 8,142 888,944
Oracle Corp ................................ 777 31,166
Paychex Inc ................................ 174 10,491
Texas Instruments Inc ...................... 211 15,939
Total System Services Inc .................. 3,755 190,303
VeriSign Inc* .............................. 848 68,018
Western Union Co ........................... 20,896 409,144
Xerox Corp ................................. 18,117 125,551
Xilinx Inc ................................. 1,735 100,977
---------
7,507,483
---------
Materials -- 1.9%
Albemarle Corp ............................. 50 4,632
LyondellBasell Industries NV, Cl A ......... 5,457 508,974
Newmont Mining Corp ........................ 5,790 210,061
Sherwin-Williams Co ........................ 159 48,306
---------
771,973
---------
Real Estate -- 0.6%
Camden Property Trus++ ..................... 87 7,271
Equity Residential++ ....................... 1,989 120,871
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SCHEDULE OF INVESTMENTS (CONTINUED)
--------------------------------------------------------------------------------
COMMON STOCK -- continued
--------------------------------------------------------------------------------
Shares Value $
------ -------
UNITED STATES (continued)
Real Estate (continued)
Federal Realty Investment Trust++ .......... 35 4,915
Kimco Realty Corp++ ........................ 2,294 57,098
Macerich Co++ .............................. 404 27,751
Public Storage++ ........................... 183 39,345
Regency Centers Corp++ ..................... 49 3,417
---------
260,668
---------
Telecommunication Services -- 0.4%
CenturyLink Inc ............................ 2,375 61,418
Level 3 Communications Inc* ................ 1,272 75,633
Verizon Communications Inc ................. 436 21,368
---------
158,419
---------
Utilities -- 0.5%
American Electric Power Co Inc ............. 189 12,108
American Water Works Co Inc ................ 43 3,158
Consolidated Edison Inc .................... 542 40,298
Duke Energy Corp ........................... 43 3,377
Entergy Corp ............................... 141 10,101
Eversource Energy .......................... 174 9,626
NextEra Energy Inc ......................... 306 37,858
Pinnacle West Capital Corp ................. 18 1,397
PPL Corp ................................... 1,686 58,740
Public Service Enterprise Group ............ 689 30,488
SCANA Corp ................................. 32 2,198
WEC Energy Group Inc ....................... 229 13,523
---------
222,872
---------
Total United States 20,898,577
---------
Total Common Stock
(Cost $33,813,075) 38,750,075
---------
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Winton Series Trust Winton Global Equity Portfolio
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SCHEDULE OF INVESTMENTS (CONTINUED)
--------------------------------------------------------------------------------
PREFERRED STOCK -- 0.0%
--------------------------------------------------------------------------------
Shares Value $
------ -------
GERMANY -- 0.0%
Henkel AG & Co KGaA ........................ 17 2,070
---------
Total Germany 2,070
---------
Total Preferred Stock
(Cost $2,066) ............................ 2,070
---------
Total Investments-- 94.9%
(Cost $33,815,141) ....................... 38,752,145
---------
PERCENTAGES ARE BASED ON NET ASSETS OF $40,817,644.
CL -- CLASS
PLC -- PUBLIC LIMITED COMPANY
* NON-INCOME PRODUCING SECURITY.
++ REAL ESTATE INVESTMENT TRUST
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SCHEDULE OF INVESTMENTS (CONTINUED)
The following is a list of the inputs used at January 31, 2017 in valuing the
Fund's investments carried at value:
--------------------------------------------------------------------------------
INVESTMENTS IN LEVEL 1 LEVEL 2 LEVEL 3 TOTAL
SECURITIES $ $ $ $
--------------------------------------------------------------------------------
Common Stock
Australia 2,210,070 - - 2,210,070
Austria 26,697 - - 26,697
Belgium 105,154 - - 105,154
Canada 1,797,044 - - 1,797,044
Denmark 809,704 - - 809,704
Finland 1,032,353 - - 1,032,353
France 1,630,698 - - 1,630,698
Germany 353,087 - - 353,087
Hong Kong - 795,678 - 795,678
Ireland 6,027 - - 6,027
Italy 459,019 - - 459,019
Japan 4,950,454 - - 4,950,454
Luxembourg 5,796 - - 5,796
Netherlands 597,016 - - 597,016
Norway 142,475 - - 142,475
Portugal 6,418 - - 6,418
Singapore 152,584 - - 152,584
Spain 71,547 - - 71,547
Sweden 656,425 - - 656,425
Switzerland 316,904 - - 316,904
United Kingdom 1,726,348 - - 1,726,348
United States 20,898,577 - - 20,898,577
--------------------------------------------------------------------------------
TOTAL COMMON STOCK 37,954,397 795,678 - 38,750,075
Preferred Stock
Germany 2,070 - - 2,070
--------------------------------------------------------------------------------
TOTAL PREFERRED STOCK 2,070 - - 2,070
--------------------------------------------------------------------------------
TOTAL INVESTMENTS IN SECURITIES 37,956,467 795,678 - 38,752,145
--------------------------------------------------------------------------------
For the period ended January 31, 2017, there were transfers between Level 1 and
Level 2 assets and liabilities due to the availability of observable inputs to
determine fair value.
At January 31, 2017, the tax basis cost of the Fund's investments was
$33,815,141. The Fund's investments had unrealized appreciation of $5,642,266
and unrealized depreciation of $(705,262).
For information on the Fund's policy regarding valuation of investments, fair
value hierarchy levels and other significant accounting policies, please refer
to Note 2 of the Fund's most recent financial statements.
WIN-QH-001-0500
16
Item 2. CONTROLS AND PROCEDURES
(a) The Registrant's principal executive and principal financial officers, or
persons performing similar functions, have concluded that the Registrant's
disclosure controls and procedures (as defined in Rule 30a-3(c) under the
Investment Company Act of 1940 (the "1940 Act")) are effective, based on the
evaluation of these controls and procedures required by Rule 30a-3(b) under the
1940 Act and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of
1934 as of a date within 90 days of the filing date of this report.
(b) There were no significant changes in the Registrant's internal control over
financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that
occurred during the registrant's last fiscal quarter that have materially
affected, or are reasonably likely to materially affect, the registrant's
internal control over financial reporting.
ITEM 3. EXHIBITS.
(a) A separate certification for the principal executive officer and the
principal financial officer of the registrant as required by Rule 30a-2(a)
under the Investment Company Act of 1940, as amended (17 CFR 270.30a-2(a)), are
filed herewith.
--------------------------------------------------------------------------------
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the
Investment Company Act of 1940, the Registrant has duly caused this report to
be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant) Winton Series Trust
By (Signature and Title) /s/ Michael Beattie
-------------------
Michael Beattie
President
Date: March 23, 2017
Pursuant to the requirements of the Securities Exchange Act of 1934 and the
Investment Company Act of 1940, this report has been signed below by the
following persons on behalf of the Registrant and in the capacities and on the
dates indicated.
By (Signature and Title) /s/ Michael Beattie
-------------------
Michael Beattie
President
Date: March 23, 2017
By (Signature and Title) /s/ Stephen Connors
-------------------
Stephen Connors
Treasurer, Controller & CFO
Date: March 23, 2017
CERTIFICATION
Pursuant to Section 302
of the Sarbanes-Oxley Act of 2002
I, Michael Beattie, certify that:
1. I have reviewed this report on Form N-Q of Winton Series Trust;
2. Based on my knowledge, this report does not contain any untrue statement of
a material fact or omit to state a material fact necessary to make the
statements made, in light of the circumstances under which such statements were
made, not misleading with respect to the period covered by this report;
3. Based on my knowledge, the schedules of investments included in this report
fairly present in all material respects the investments of the Registrant as of
the end of the fiscal quarter for which the report is filed;
4. The Registrant's other certifying officer(s) and I are responsible for
establishing and maintaining disclosure controls and procedures (as defined in
Rule 30a-3(c) under the Investment Company Act of 1940) and internal control
over financial reporting (as defined in Rule 30a-3(d) under the Investment
Company Act of 1940) for the Registrant and have:
a) Designed such disclosure controls and procedures, or caused such
disclosure controls and procedures to be designed under our supervision, to
ensure that material information relating to the Registrant, including its
consolidated subsidiaries, is made known to us by others within those
entities, particularly during the period in which this report is being
prepared;
b) Designed such internal controls over financial reporting, or caused such
internal control over financial reporting to be designed under our
supervision, to provide reasonable assurance regarding the reliability of
financial reporting and the preparation of financial statements for external
purposes in accordance with generally accepted accounting principles;
c) Evaluated the effectiveness of the Registrant's disclosure controls and
procedures and presented in this report our conclusions about the
effectiveness of the disclosure controls and procedures, as of a date within
90 days prior to the filing date of this report, based on such evaluation;
and
d) Disclosed in this report any change in the Registrant's internal control
over financial reporting that occurred during the Registrant's most recent
fiscal quarter that has materially affected, or is reasonably likely to
materially affect, the registrant's internal control over financial
reporting; and
5. The Registrant's other certifying officer(s) and I have disclosed to the
registrant's auditors and the audit committee of the Registrant's board of
trustees (or persons performing the equivalent functions):
a) All significant deficiencies and material weaknesses in the design or
operation of internal control over financial reporting which are reasonably
likely to adversely affect the Registrant's ability to record, process,
summarize, and report financial information; and
b) Any fraud, whether or not material, that involves management or other
employees who have a significant role in the Registrant's internal control
over financial reporting.
Date: March 23, 2017
/s/ Michael Beattie
-------------------
Michael Beattie
President
CERTIFICATION
Pursuant to Section 302
of the Sarbanes-Oxley Act of 2002
I, Stephen Connors, certify that:
1. I have reviewed this report on Form N-Q of Winton Series Trust;
2. Based on my knowledge, this report does not contain any untrue statement of
a material fact or omit to state a material fact necessary to make the
statements made, in light of the circumstances under which such statements were
made, not misleading with respect to the period covered by this report;
3. Based on my knowledge, the schedules of investments included in this report
fairly present in all material respects the investments of the Registrant as of
the end of the fiscal quarter for which the report is filed;
4. The Registrant's other certifying officer(s) and I are responsible for
establishing and maintaining disclosure controls and procedures (as defined in
Rule 30a-3(c) under the Investment Company Act of 1940) and internal control
over financial reporting (as defined in Rule 30a-3(d) under the Investment
Company Act of 1940) for the Registrant and have:
a) Designed such disclosure controls and procedures, or caused such
disclosure controls and procedures to be designed under our supervision, to
ensure that material information relating to the Registrant, including its
consolidated subsidiaries, is made known to us by others within those
entities, particularly during the period in which this report is being
prepared;
b) Designed such internal controls over financial reporting, or caused such
internal control over financial reporting to be designed under our
supervision, to provide reasonable assurance regarding the reliability of
financial reporting and the preparation of financial statements for external
purposes in accordance with generally accepted accounting principles;
c) Evaluated the effectiveness of the Registrant's disclosure controls and
procedures and presented in this report our conclusions about the
effectiveness of the disclosure controls and procedures, as of a date within
90 days prior to the filing date of this report, based on such evaluation;
and
d) Disclosed in this report any change in the Registrant's internal control
over financial reporting that occurred during the Registrant's most recent
fiscal quarter that has materially affected, or is reasonably likely to
materially affect, the registrant's internal control over financial
reporting; and
5. The Registrant's other certifying officer(s) and I have disclosed to the
Registrant's auditors and the audit committee of the Registrant's board of
trustees (or persons performing the equivalent functions):
a) All significant deficiencies and material weaknesses in the design or
operation of internal control over financial reporting which are reasonably
likely to adversely affect the Registrant's ability to record, process,
summarize, and report financial information; and
b) Any fraud, whether or not material, that involves management or other
employees who have a significant role in the Registrant's internal control
over financial reporting.
Date: March 23, 2017
/s/ Stephen Connors
-------------------
Stephen Connors
Treasurer, Controller & CFO
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