Annual Best Execution Disclosure - 2020

Winton Capital Management Limited (“WCM”) is authorised and regulated by the Financial Conduct Authority (“FCA”). Under the Markets in Financial Instruments Directive 2014/65/EU (MiFID II), firms are required to publish information on their top five venues and/or brokers in accordance with RTS 28.

The annual top five broker and venue disclosures are accompanied by a quality of execution summary.

The reports below are for the calendar year disclosure period: 1 January 2020 to 31 December 2020. Reports are dated 30 April 2021 [1].

Quality of Execution Summary 2020

Indirect Execution - top five brokers by class of financial instrument

1 RTS 28 means the Commission Delegated Regulation (EU) 2017/576 with regard to regulatory technical standards for the annual publication by investment firms of information on the identity of execution venues and on the quality of execution.