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Winton Capital Management Limited Holdings in 1st Quarter: 13F

By Julie Sinatra - 2012-05-03T18:54:24Z

The following is an analysis of Winton Capital Management Limited as of Mar. 31, according to a filing with the U.S. Securities and Exchange Commission on May 3.

Top Positions by Market Value 
Company Name                 Ticker      Market Value      Current     Change
                                            (USD $)       Position  In Position
Eli Lilly & Co               LLY US        22,608,798      561,500      207,500
Consolidated Edison Inc      ED US         20,166,584      345,200      194,800
Ameren Corporation           AEE US        18,363,326      563,638      259,808
Verizon Communications Inc   VZ US         16,760,032      438,400      199,000
Integrys Energy Group Inc    TEG US        16,344,236      308,440      118,745
Forest Laboratories Inc      FRX US        14,139,644      407,600      169,400
Conagra Foods Inc            CAG US        13,584,298      517,300      287,700
Humana Inc                   HUM US        13,011,936      140,700       58,100
Dr Pepper Snapple Group Inc  DPS US        12,955,662      322,200      115,500
L-3 Communications Holdings  LLL US        12,668,750      179,013       69,213
 
 
Top New Buys by Market Value 
Company Name                 Ticker      Market Value      Current     Change
                                            (USD $)       Position  In Position
Xcel Energy Inc              XEL US         6,853,083      258,900      258,900
General Mills Inc            GIS US         5,104,830      129,400      129,400
Aetna Inc                    AET US         3,536,280       70,500       70,500
Shaw Communications Inc-B    SJR US         3,169,624      149,864      149,864
Aon PLC                      AON US         2,296,008       46,800       46,800
 
 
Top Sell Outs by Market Value 
Company Name                 Ticker         MV Change      Current     Change
                                            (USD $)       Position  In Position
NRG Energy Inc               NRG US        -3,016,980            0     -166,500
Micron Technology Inc        MU US         -2,920,447            0     -464,300
Darden Restaurants Inc       DRI US        -1,221,544            0      -26,800
Daimler AG-Registered Shares DDAIF US        -935,885            0      -21,338
Compuware Corp               CPWR US         -866,112            0     -104,100
 
 
Top Position Increases by Market Value 
Company Name                 Ticker         MV Change      Current     Change
                                            (USD $)       Position  In Position
Consolidated Edison Inc      ED US         10,837,272      345,200      194,800
Ameren Corporation           AEE US         8,297,438      563,638      259,808
Public Service Enterprise Gp PEG US         7,989,892      373,500      269,200
Eli Lilly & Co               LLY US         7,896,558      561,500      207,500
Conagra Foods Inc            CAG US         7,522,858      517,300      287,700
 
 
Top Position Decreases By Market Value 
Company Name                 Ticker         MV Change      Current     Change
                                            (USD $)       Position  In Position
Philip Morris International  PM US         -3,521,129       97,100      -57,400
Southwest Airlines Co        LUV US        -2,859,856      328,900     -321,800
Computer Sciences Corp       CSC US        -1,921,884       98,400     -107,000
Washington Post-Class B      WPO US        -1,487,868       11,466       -3,850
Hess Corp                    HES US        -1,439,245        6,900      -25,600
 
 
SOURCE: SEC 13F-HR 
FILER: Winton Capital Management Limited 
QUARTER ENDED: 03/31/2012 
SEC RECEIVED: 05/03/2012

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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