Winton Capital Management Holdings in 4th Quarter: 13F Alert

The following is an analysis of Winton Capital Management Limited as of Dec. 31, according to a filing with the U.S. Securities and Exchange Commission on Feb. 9.

Top Positions by Market Value 
Company Name                 Ticker      Market Value      Current     Change
                                            (USD $)       Position  In Position
Eli Lilly & Co               LLY US        14,712,240      354,000       99,200
Philip Morris International  PM US         12,125,160      154,500      -32,000
Integrys Energy Group Inc    TEG US        10,277,675      189,695       49,381
Ameren Corporation           AEE US        10,065,888      303,830       88,530
Verizon Communications Inc   VZ US          9,604,728      239,400       73,200
Consolidated Edison Inc      ED US          9,329,312      150,400       87,000
Dr Pepper Snapple Group Inc  DPS US         8,160,516      206,700       59,200
Constellation Energy Group   CEG US         7,604,739      191,700       89,900
Chevron Corp                 CVX US         7,543,760       70,900       16,800
Amgen Inc                    AMGN US        7,416,255      115,500       41,900
 
 
Top New Buys by Market Value 
Company Name                 Ticker      Market Value      Current     Change
                                            (USD $)       Position  In Position
Dollar Tree Inc              DLTR US        2,642,898       31,800       31,800
Exelon Corp                  EXC US         2,610,874       60,200       60,200
PPL Corporation              PPL US         2,165,312       73,600       73,600
AGL Resources Inc            GAS US         2,163,797       51,202       51,202
Cooper Industries Plc        CBE US         1,326,675       24,500       24,500
 
 
Top Sell Outs by Market Value 
Company Name                 Ticker         MV Change      Current     Change
                                            (USD $)       Position  In Position
Tellabs Inc                  TLAB US       -3,374,776            0     -786,661
Janus Capital Group Inc      JNS US        -2,176,200            0     -362,700
Transocean Ltd               RIG US        -1,985,984            0      -41,600
Devon Energy Corporation     DVN US        -1,945,944            0      -35,100
Deere & Co                   DE US         -1,833,788            0      -28,400
 
 
Top Position Increases by Market Value 
Company Name                 Ticker         MV Change      Current     Change
                                            (USD $)       Position  In Position
Consolidated Edison Inc      ED US          5,714,244      150,400       87,000
Eli Lilly & Co               LLY US         5,292,284      354,000       99,200
Marathon Oil Corp            MRO US         3,759,501      245,300       86,800
Constellation Energy Group   CEG US         3,730,231      191,700       89,900
Ameren Corporation           AEE US         3,656,407      303,830       88,530
 
 
Top Position Decreases By Market Value 
Company Name                 Ticker         MV Change      Current     Change
                                            (USD $)       Position  In Position
Schlumberger Ltd             SLB US        -3,796,911       16,235      -65,900
Baker Hughes Inc             BHI US        -2,508,984        9,900      -54,900
Pepco Holdings Inc           POM US        -2,080,032       59,800     -114,300
Potash Corp of Saskatchewan  POT US        -1,941,644       20,600      -44,000
Halliburton Co               HAL US        -1,773,023       20,700      -60,800
 
 
SOURCE: SEC 13F-HR 
FILER: Winton Capital Management Limited 
QUARTER ENDED: 12/31/2011 
SEC RECEIVED: 02/09/2012 

To contact the reporter on this story: Julie Sinatra in Princeton at jshuwall@bloomberg.net.

To contact the editor responsible for this story: Rodney Yap at ryap@bloomberg.net.

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