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Reported Holdings Of The
Winton Capital Management Ltd

Legal Name: WINTON CAPITAL MANAGEMENT LTD.

Period of report: Mar 31, 2014
Effectiveness Date: May 1, 2014

Security Shares Held / Principal Amount Market Value Option
ALLIANCE DATA SYSTEM (018581108) 342,376 $93,280k
ABC (03073E105) 1,359,237 $89,152k
ASSURANT INC (04621X108) 1,212,160 $78,742k
ACE LIMITED (H0023R105) 789,203 $78,178k
ALLSTATE CORP (020002101) 1,380,341 $78,100k
AMERIPRISE FINL INC (03076C106) 685,077 $75,406k
Archer-Daniels-Midland Co (039483102) 1,681,981 $72,981k
AFLAC INC (001055102) 1,082,965 $68,270k
ABBVIE INC (00287Y109) 1,076,653 $55,340k
ADP (053015103) 694,474 $53,655k
ABBOTT LABS (002824100) 1,326,342 $51,077k
Aon, PLC (G0408V102) 589,444 $49,678k
AETNA INC NEW COM (00817Y108) 625,509 $46,894k
APOLLO ED GROUP INC (037604105) 1,287,211 $44,074k
American International Group (026874784) 878,186 $43,918k
AMGEN INC (031162100) 351,191 $43,316k
Apple Inc (037833100) 80,377 $43,142k
ALASKA AIR GROUP INC (011659109) 368,032 $34,341k
ABERCROMBIE & FITCH CO (002896207) 802,316 $30,889k
American Eagle Outfitters, Inc (02553E106) 2,061,622 $25,234k
AGILENT TECHNOLOGIES INC (00846U101) 405,391 $22,669k
ANALOG DEVICES INC (032654105) 389,536 $20,700k
AFFILIATED MANAGERS GROUP IN (008252108) 95,312 $19,067k
ACCENTURE PLC IRELAND (G1151C101) 166,496 $13,273k
AMC NETWORKS INC (00164V103) 164,601 $12,029k
AOL INC (00184X105) 268,689 $11,761k
AMPHENOL CORPORATION (032095101) 120,377 $11,033k
ADVANCE AUTO PARTS (00751Y106) 85,993 $10,878k
AMETEK INC (031100100) 198,698 $10,231k
THE ADT CORPORATION (00101J106) 318,052 $9,526k
AUTONATION INC (05329W102) 146,964 $7,823k
AES CORP (00130H105) 537,138 $7,670k
American Financial Group, Inc. (025932104) 119,703 $6,908k
ADOBE INC (00724F101) 102,453 $6,735k
AIRGAS INC (009363102) 59,514 $6,339k
Applied Materials, Inc. (038222105) 284,151 $5,801k
AEP (025537101) 114,312 $5,791k
Allergan Inc (018490102) 33,760 $4,190k
ANN INC (035623107) 93,863 $3,893k
ALTERA CORP COM (021441100) 95,546 $3,462k
GALLAGHER ARTHUR J & CO (363576109) 72,286 $3,439k
ACXIOM CORP (005125109) 61,008 $2,098k
AKAMAI TECH INC (00971T101) 31,178 $1,815k
ADVENT SOFTWARE INC (007974108) 55,428 $1,627k
ASPEN INSURANCE HOLDINGS LTD (G05384105) 32,220 $1,279k
Astoria Financial Corp (046265104) 87,379 $1,208k
ARROW ELECTRS INC (042735100) 16,576 $984k
AECOM TECHNOLOGY CORP (00766T100) 28,861 $928k
ANSYS Inc (03662Q105) 10,739 $827k
ACI WORLDWIDE INC (004498101) 12,480 $739k
ASSOCIATED BANC CORP (045487105) 35,694 $645k
Ashland (044209104) 4,374 $435k
Alexander & Baldwin, Inc. (014491104) 8,828 $376k
AGCO CORP. (001084102) 4,980 $275k
APOLLO INVT CORP (03761U106) 10,062 $84k

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