13F-HR 1 2013-Q1-Form13F.txt WCM 2013 Q1 SEC FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 29, 2013 -------------- Check here if Amendment [ ]; Amendment Number: ___ This Amendment (Check only one): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Winton Capital Management Limited Address: 1-5 St. Mary Abbot's Place London W8 6LS United Kingdom Form 13F File Number: 28-13467 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Rajeev Patel Title: Director, Chief Operating Officer Phone: 00-44-207-610-5350 Signature, Place, and Date of Signing: /s/ Rajeev Patel London, United Kingdom May 02, 2013 --- ------------ ---------------------- ------------ [Signature] [City, State] [Date] Report Type (Check only one.): [ X ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE REPORT SUMMARY: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 423 Form 13F Information Table Value Total: $5,528,241 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 ---------------------------- -------------- --------- -------- ------------------ ----------- -------- --------------------- NAME OF ISSUER TITLE CUSIP VALUE SHRS/PRN SH/ PUT/ INVESTMENT OTHER VOTING OF CLASS (x$1000) AMT PRN CALL DISCRECTION MANAGERS AUTHORITY Sole Shared None ---------------------------- -------------- --------- -------- --------- --- ---- ----------- -------- --------- ------ ---- AGILENT TECHNOLOGIES INC COM 00846U101 2,161 51,491 SH SOLE 51,491 APPLE INC COM 037833100 21,876 49,420 SH SOLE 49,420 AMERISOURCEBERGEN CORP COM 03073E105 17,441 338,991 SH SOLE 338,991 ABBOTT LABS COM 002824100 37,697 1,067,301 SH SOLE 1,067,301 ACE LTD SHS H0023R105 12,799 143,862 SH SOLE 143,862 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 22,439 295,362 SH SOLE 295,362 ADOBE SYS INC COM 00724F101 4,497 103,353 SH SOLE 103,353 ANALOG DEVICES INC COM 032654105 9,474 203,778 SH SOLE 203,778 ARCHER DANIELS MIDLAND CO COM 039483102 676 20,033 SH SOLE 20,033 AUTOMATIC DATA PROCESSING IN COM 053015103 21,790 335,073 SH SOLE 335,073 AMEREN CORP COM 023608102 18,445 526,700 SH SOLE 526,700 AMERICAN ELEC PWR INC COM 025537101 36,867 758,122 SH SOLE 758,122 AETNA INC NEW COM 00817Y108 5,433 106,249 SH SOLE 106,249 AFLAC INC COM 001055102 11,826 227,341 SH SOLE 227,341 ALLERGAN INC COM 018490102 2,669 23,912 SH SOLE 23,912 AMERICAN INTL GROUP INC COM NEW 026874784 8,529 219,711 SH SOLE 219,711 ASSURANT INC COM 04621X108 8,075 179,397 SH SOLE 179,397 AKAMAI TECHNOLOGIES INC COM 00971T101 5,516 156,168 SH SOLE 156,168 ALLSTATE CORP COM 020002101 36,895 751,895 SH SOLE 751,895 ALTERA CORP COM 021441100 454 12,799 SH SOLE 12,799 ALEXION PHARMACEUTICALS INC COM 015351109 4,657 50,548 SH SOLE 50,548 APPLIED MATLS INC COM 038222105 4,240 314,523 SH SOLE 314,523 ADVANCED MICRO DEVICES INC COM 007903107 125 49,177 SH SOLE 49,177 AMGEN INC COM 031162100 45,239 441,313 SH SOLE 441,313 AMERIPRISE FINL INC COM 03076C106 5,633 76,484 SH SOLE 76,484 AMERICAN TOWER CORP NEW COM 03027X100 7,610 98,939 SH SOLE 98,939 AUTONATION INC COM 05329W102 5,861 133,969 SH SOLE 133,969 AON PLC SHS CL A G0408V102 12,511 203,438 SH SOLE 203,438 APACHE CORP COM 037411105 3,034 39,319 SH SOLE 39,319 AMPHENOL CORP NEW CL A 032095101 14,576 195,261 SH SOLE 195,261 APOLLO GROUP INC CL A 037604105 1,588 91,390 SH SOLE 91,390 AIRGAS INC COM 009363102 14,251 143,720 SH SOLE 143,720 AGL RES INC COM 001204106 8,402 200,296 SH SOLE 200,296 AVON PRODS INC COM 054303102 481 23,217 SH SOLE 23,217 AVERY DENNISON CORP COM 053611109 14,746 342,383 SH SOLE 342,383 AMERICAN EXPRESS CO COM 025816109 12,809 189,882 SH SOLE 189,882 AUTOZONE INC COM 053332102 9,578 24,140 SH SOLE 24,140 BOEING CO COM 097023105 4,775 55,625 SH SOLE 55,625 BANK OF AMERICA CORPORATION COM 060505104 1,618 132,852 SH SOLE 132,852 BAXTER INTL INC COM 071813109 24,911 342,937 SH SOLE 342,937 BED BATH & BEYOND INC COM 075896100 12,522 194,379 SH SOLE 194,379 BB&T CORP COM 054937107 10,993 350,198 SH SOLE 350,198 BEST BUY INC COM 086516101 485 21,890 SH SOLE 21,890 BARD C R INC COM 067383109 11,338 112,498 SH SOLE 112,498 BECTON DICKINSON & CO COM 075887109 5,858 61,265 SH SOLE 61,265 FRANKLIN RES INC COM 354613101 10,960 72,676 SH SOLE 72,676 BROWN FORMAN CORP CL B 115637209 38,712 542,178 SH SOLE 542,178 BHP BILLITON LTD SPONSORED ADR 088606108 311 4,550 SH SOLE 4,550 BIOGEN IDEC INC COM 09062X103 24,610 127,768 SH SOLE 127,768 BANK NEW YORK MELLON CORP COM 064058100 1,477 52,762 SH SOLE 52,762 BALL CORP COM 058498106 28,744 604,125 SH SOLE 604,125 BMC SOFTWARE INC COM 055921100 3,603 77,764 SH SOLE 77,764 BEMIS INC COM 081437105 22,662 561,492 SH SOLE 561,492 BRISTOL MYERS SQUIBB CO COM 110122108 26,047 632,352 SH SOLE 632,352 BROADCOM CORP CL A 111320107 2,125 61,281 SH SOLE 61,281 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 24,202 232,267 SH SOLE 232,267 BOSTON SCIENTIFIC CORP COM 101137107 875 111,977 SH SOLE 111,977 PEABODY ENERGY CORP COM 704549104 2,197 103,879 SH SOLE 103,879 CITIGROUP INC COM NEW 172967424 1,853 41,884 SH SOLE 41,884 CA INC COM 12673P105 15,252 605,718 SH SOLE 605,718 CONAGRA FOODS INC COM 205887102 21,662 604,904 SH SOLE 604,904 CARDINAL HEALTH INC COM 14149Y108 618 14,847 SH SOLE 14,847 CHUBB CORP COM 171232101 24,535 280,307 SH SOLE 280,307 CBS CORP NEW CL B 124857202 15,800 338,394 SH SOLE 338,394 COCA COLA ENTERPRISES INC NE COM 19122T109 16,585 449,201 SH SOLE 449,201 CROWN CASTLE INTL CORP COM 228227104 12,783 183,554 SH SOLE 183,554 CARNIVAL CORP PAIRED CTF 143658300 8,829 257,392 SH SOLE 257,392 CELGENE CORP COM 151020104 10,461 90,249 SH SOLE 90,249 CERNER CORP COM 156782104 6,525 68,869 SH SOLE 68,869 CF INDS HLDGS INC COM 125269100 19,742 103,703 SH SOLE 103,703 CAREFUSION CORP COM 14170T101 6,110 174,627 SH SOLE 174,627 CH ENERGY GROUP INC COM 12541M102 307 4,692 SH SOLE 4,692 CHESAPEAKE ENERGY CORP COM 165167107 392 19,222 SH SOLE 19,222 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,081 35,005 SH SOLE 35,005 CIGNA CORPORATION COM 125509109 4,871 78,096 SH SOLE 78,096 CINCINNATI FINL CORP COM 172062101 35,554 752,945 SH SOLE 752,945 COLGATE PALMOLIVE CO COM 194162103 39,825 337,418 SH SOLE 337,418 CLIFFS NAT RES INC COM 18683K101 219 11,530 SH SOLE 11,530 CLOROX CO DEL COM 189054109 9,068 102,432 SH SOLE 102,432 COMERICA INC COM 200340107 264 7,349 SH SOLE 7,349 COMCAST CORP NEW CL A 20030N101 39,366 937,721 SH SOLE 937,721 CME GROUP INC COM 12572Q105 9,488 154,497 SH SOLE 154,497 CHIPOTLE MEXICAN GRILL INC COM 169656105 537 1,649 SH SOLE 1,649 CUMMINS INC COM 231021106 5,830 50,341 SH SOLE 50,341 CMS ENERGY CORP COM 125896100 29,880 1,069,428 SH SOLE 1,069,428 CENTERPOINT ENERGY INC COM 15189T107 28,306 1,181,390 SH SOLE 1,181,390 CAPITAL ONE FINL CORP COM 14040H105 11,022 200,582 SH SOLE 200,582 CABOT OIL & GAS CORP COM 127097103 4,821 71,301 SH SOLE 71,301 COACH INC COM 189754104 7,282 145,675 SH SOLE 145,675 ROCKWELL COLLINS INC COM 774341101 4,461 70,675 SH SOLE 70,675 CONOCOPHILLIPS COM 20825C104 17,392 289,387 SH SOLE 289,387 COSTCO WHSL CORP NEW COM 22160K105 21,641 203,945 SH SOLE 203,945 COVIDIEN PLC SHS G2554F113 14,912 219,812 SH SOLE 219,812 CAMPBELL SOUP CO COM 134429109 28,719 633,132 SH SOLE 633,132 COMPUTER SCIENCES CORP COM 205363104 3,361 68,272 SH SOLE 68,272 CISCO SYS INC COM 17275R102 8,675 415,173 SH SOLE 415,173 CINTAS CORP COM 172908105 28,423 644,078 SH SOLE 644,078 CENTURYLINK INC COM 156700106 11,886 338,356 SH SOLE 338,356 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,608 107,507 SH SOLE 107,507 COVENTRY HEALTH CARE INC COM 222862104 11,719 249,191 SH SOLE 249,191 CVS CAREMARK CORPORATION COM 126650100 29,947 544,585 SH SOLE 544,585 CHEVRON CORP NEW COM 166764100 30,260 254,671 SH SOLE 254,671 DOMINION RES INC VA NEW COM 25746U109 19,173 329,542 SH SOLE 329,542 DU PONT E I DE NEMOURS & CO COM 263534109 7,102 144,466 SH SOLE 144,466 DEERE & CO COM 244199105 5,736 66,710 SH SOLE 66,710 DEAN FOODS CO NEW COM 242370104 6,335 349,428 SH SOLE 349,428 DISCOVER FINL SVCS COM 254709108 28,704 640,149 SH SOLE 640,149 DOLLAR GEN CORP NEW COM 256677105 8,582 169,671 SH SOLE 169,671 QUEST DIAGNOSTICS INC COM 74834L100 9,963 176,466 SH SOLE 176,466 D R HORTON INC COM 23331A109 11,910 490,141 SH SOLE 490,141 DANAHER CORP DEL COM 235851102 8,256 132,836 SH SOLE 132,836 DISNEY WALT CO COM DISNEY 254687106 30,612 538,945 SH SOLE 538,945 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 29,292 372,011 SH SOLE 372,011 DELPHI AUTOMOTIVE PLC SHS G27823106 7,256 163,417 SH SOLE 163,417 DOLLAR TREE INC COM 256746108 12,433 256,713 SH SOLE 256,713 DOLAN CO COM 25659P402 119 49,708 SH SOLE 49,708 DUN & BRADSTREET CORP DEL NE COM 26483E100 11,591 138,566 SH SOLE 138,566 DENBURY RES INC COM NEW 247916208 367 19,665 SH SOLE 19,665 DIAMOND OFFSHORE DRILLING IN COM 25271C102 16,614 238,850 SH SOLE 238,850 DOVER CORP COM 260003108 4,205 57,703 SH SOLE 57,703 DOW CHEM CO COM 260543103 2,749 86,343 SH SOLE 86,343 DR PEPPER SNAPPLE GROUP INC COM 26138E109 8,643 184,080 SH SOLE 184,080 DARDEN RESTAURANTS INC COM 237194105 9,694 187,577 SH SOLE 187,577 DTE ENERGY CO COM 233331107 47,459 694,453 SH SOLE 694,453 DIRECTV COM 25490A309 9,158 161,827 SH SOLE 161,827 DUKE ENERGY CORP NEW COM NEW 26441C204 19,832 273,210 SH SOLE 273,210 DAVITA HEALTHCARE PARTNERS I COM 23918K108 17,140 144,528 SH SOLE 144,528 EBAY INC COM 278642103 11,692 215,641 SH SOLE 215,641 ECOLAB INC COM 278865100 16,831 209,909 SH SOLE 209,909 CONSOLIDATED EDISON INC COM 209115104 25,798 422,708 SH SOLE 422,708 EQUIFAX INC COM 294429105 28,708 498,493 SH SOLE 498,493 EDISON INTL COM 281020107 13,552 269,307 SH SOLE 269,307 LAUDER ESTEE COS INC CL A 518439104 11,441 178,680 SH SOLE 178,680 E M C CORP MASS COM 268648102 4,971 208,072 SH SOLE 208,072 EASTMAN CHEM CO COM 277432100 15,272 218,571 SH SOLE 218,571 EMERSON ELEC CO COM 291011104 1,400 25,066 SH SOLE 25,066 ENZO BIOCHEM INC COM 294100102 85 33,606 SH SOLE 33,606 EOG RES INC COM 26875P101 6,044 47,191 SH SOLE 47,191 EQUITY RESIDENTIAL SH BEN INT 29476L107 779 14,150 SH SOLE 14,150 EQT CORP COM 26884L109 4,456 65,776 SH SOLE 65,776 ELECTRONIC ARTS INC COM 285512109 456 25,785 SH SOLE 25,785 EXPRESS SCRIPTS HLDG CO COM 30219G108 658 11,428 SH SOLE 11,428 ENSCO PLC SHS CLASS A G3157S106 4,368 72,792 SH SOLE 72,792 EATON CORP PLC SHS G29183103 5,302 86,567 SH SOLE 86,567 ENTERGY CORP NEW COM 29364G103 12,583 198,977 SH SOLE 198,977 EDWARDS LIFESCIENCES CORP COM 28176E108 2,221 27,031 SH SOLE 27,031 EXELON CORP COM 30161N101 5,049 146,447 SH SOLE 146,447 EXPEDIA INC DEL COM NEW 30212P303 25,735 428,805 SH SOLE 428,805 FORD MTR CO DEL COM PAR $0.01 345370860 5,008 380,804 SH SOLE 380,804 FREEPORT-MCMORAN COPPER & GO COM 35671D857 1,472 44,477 SH SOLE 44,477 MACYS INC COM 55616P104 14,105 337,119 SH SOLE 337,119 FAMILY DLR STORES INC COM 307000109 4,241 71,826 SH SOLE 71,826 FIRSTENERGY CORP COM 337932107 9,205 218,122 SH SOLE 218,122 F5 NETWORKS INC COM 315616102 219 2,458 SH SOLE 2,458 FIDELITY NATL INFORMATION SV COM 31620M106 13,764 347,409 SH SOLE 347,409 FISERV INC COM 337738108 22,244 253,171 SH SOLE 253,171 FIFTH THIRD BANCORP COM 316773100 8,484 520,164 SH SOLE 520,164 FLOWSERVE CORP COM 34354P105 15,201 90,640 SH SOLE 90,640 F M C CORP COM NEW 302491303 17,555 307,822 SH SOLE 307,822 FOSSIL INC COM 349882100 2,478 25,650 SH SOLE 25,650 NEXTERA ENERGY INC COM 65339F101 41,887 539,227 SH SOLE 539,227 FOREST LABS INC COM 345838106 16,792 441,435 SH SOLE 441,435 FRONTIER COMMUNICATIONS CORP COM 35906A108 2,225 557,692 SH SOLE 557,692 GANNETT INC COM 364730101 20,034 916,029 SH SOLE 916,029 GENERAL DYNAMICS CORP COM 369550108 15,497 219,783 SH SOLE 219,783 GENERAL ELECTRIC CO COM 369604103 21,200 916,935 SH SOLE 916,935 GILEAD SCIENCES INC COM 375558103 25,934 529,910 SH SOLE 529,910 GENERAL MLS INC COM 370334104 17,003 344,825 SH SOLE 344,825 CORNING INC COM 219350105 4,865 364,968 SH SOLE 364,968 GAMESTOP CORP NEW CL A 36467W109 9,998 357,469 SH SOLE 357,469 GENWORTH FINL INC COM CL A 37247D106 442 44,197 SH SOLE 44,197 GOOGLE INC CL A 38259P508 15,161 19,090 SH SOLE 19,090 GENUINE PARTS CO COM 372460105 20,807 266,750 SH SOLE 266,750 GAP INC DEL COM 364760108 34,355 970,484 SH SOLE 970,484 GARMIN LTD SHS H2906T109 11,298 341,849 SH SOLE 341,849 GOLDMAN SACHS GROUP INC COM 38141G104 3,220 21,883 SH SOLE 21,883 GRAINGER W W INC COM 384802104 13,893 61,751 SH SOLE 61,751 HALLIBURTON CO COM 406216101 768 19,009 SH SOLE 19,009 MONSTER BEVERAGE CORP COM 611740101 5,700 119,398 SH SOLE 119,398 HARMAN INTL INDS INC COM 413086109 4,109 92,065 SH SOLE 92,065 HASBRO INC COM 418056107 9,729 221,419 SH SOLE 221,419 HUNTINGTON BANCSHARES INC COM 446150104 5,894 799,698 SH SOLE 799,698 HUDSON CITY BANCORP COM 443683107 1,928 223,127 SH SOLE 223,127 HEALTH CARE REIT INC COM 42217K106 10,530 155,054 SH SOLE 155,054 HCP INC COM 40414L109 12,436 249,417 SH SOLE 249,417 HOME DEPOT INC COM 437076102 40,963 587,035 SH SOLE 587,035 HEINZ H J CO COM 423074103 24,173 334,475 SH SOLE 334,475 HARLEY DAVIDSON INC COM 412822108 4,782 89,721 SH SOLE 89,721 HONEYWELL INTL INC COM 438516106 12,499 165,873 SH SOLE 165,873 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,854 29,090 SH SOLE 29,090 HELMERICH & PAYNE INC COM 423452101 3,010 49,582 SH SOLE 49,582 HEWLETT PACKARD CO COM 428236103 818 34,298 SH SOLE 34,298 BLOCK H & R INC COM 093671105 14,895 506,296 SH SOLE 506,296 HORMEL FOODS CORP COM 440452100 7,740 187,314 SH SOLE 187,314 HARRIS CORP DEL COM 413875105 24,844 536,128 SH SOLE 536,128 HOSPIRA INC COM 441060100 593 18,063 SH SOLE 18,063 HERSHEY CO COM 427866108 35,951 410,725 SH SOLE 410,725 HEARTLAND EXPRESS INC COM 422347104 171 12,811 SH SOLE 12,811 HUMANA INC COM 444859102 1,016 14,708 SH SOLE 14,708 INTERNATIONAL BUSINESS MACHS COM 459200101 19,542 91,616 SH SOLE 91,616 INTERCONTINENTALEXCHANGE INC COM 45865V100 450 2,758 SH SOLE 2,758 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 12,357 161,169 SH SOLE 161,169 INTEL CORP COM 458140100 13,544 620,283 SH SOLE 620,283 INTUIT COM 461202103 16,049 244,422 SH SOLE 244,422 ION GEOPHYSICAL CORP COM 462044108 98 14,382 SH SOLE 14,382 INTL PAPER CO COM 460146103 13,371 287,048 SH SOLE 287,048 INGERSOLL-RAND PLC SHS G47791101 7,777 141,382 SH SOLE 141,382 IRON MTN INC COM 462846106 12,029 331,279 SH SOLE 331,279 INTUITIVE SURGICAL INC COM NEW 46120E602 4,644 9,454 SH SOLE 9,454 ILLINOIS TOOL WKS INC COM 452308109 19,520 320,322 SH SOLE 320,322 LIFE TECHNOLOGIES CORP COM 53217V109 2,296 35,523 SH SOLE 35,523 INVESCO LTD SHS G491BT108 7,399 255,497 SH SOLE 255,497 PENNEY J C INC COM 708160106 153 10,122 SH SOLE 10,122 JDS UNIPHASE CORP COM PAR $0.001 46612J507 260 19,430 SH SOLE 19,430 JOHNSON & JOHNSON COM 478160104 33,481 410,659 SH SOLE 410,659 JPMORGAN CHASE & CO COM 46625H100 8,271 174,275 SH SOLE 174,275 NORDSTROM INC COM 655664100 8,947 161,993 SH SOLE 161,993 KELLOGG CO COM 487836108 12,733 197,622 SH SOLE 197,622 KEYCORP NEW COM 493267108 5,879 590,276 SH SOLE 590,276 MONDELEZ INTL INC CL A 609207105 7,866 256,934 SH SOLE 256,934 KIMCO RLTY CORP COM 49446R109 2,256 100,708 SH SOLE 100,708 KLA-TENCOR CORP COM 482480100 14,973 283,893 SH SOLE 283,893 KIMBERLY CLARK CORP COM 494368103 58,255 594,564 SH SOLE 594,564 KINDER MORGAN INC DEL COM 49456B101 9,361 241,999 SH SOLE 241,999 COCA COLA CO COM 191216100 24,974 617,556 SH SOLE 617,556 KOHLS CORP COM 500255104 6,716 145,580 SH SOLE 145,580 LEGGETT & PLATT INC COM 524660107 18,862 558,371 SH SOLE 558,371 LENNAR CORP CL A 526057104 11,821 284,989 SH SOLE 284,989 L-3 COMMUNICATIONS HLDGS INC COM 502424104 31,907 394,301 SH SOLE 394,301 LINEAR TECHNOLOGY CORP COM 535678106 12,656 329,831 SH SOLE 329,831 LILLY ELI & CO COM 532457108 44,149 777,407 SH SOLE 777,407 LEGG MASON INC COM 524901105 3,314 103,087 SH SOLE 103,087 LOCKHEED MARTIN CORP COM 539830109 35,985 372,823 SH SOLE 372,823 LORILLARD INC COM 544147101 13,731 340,299 SH SOLE 340,299 LOWES COS INC COM 548661107 13,009 343,060 SH SOLE 343,060 LAM RESEARCH CORP COM 512807108 5,267 127,047 SH SOLE 127,047 LIMITED BRANDS INC COM 532716107 12,501 279,908 SH SOLE 279,908 LOEWS CORP COM 540424108 5,922 134,385 SH SOLE 134,385 SOUTHWEST AIRLS CO COM 844741108 3,157 234,195 SH SOLE 234,195 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 17,219 272,059 SH SOLE 272,059 MASTERCARD INC CL A 57636Q104 22,075 40,794 SH SOLE 40,794 MARRIOTT INTL INC NEW CL A 571903202 4,645 109,987 SH SOLE 109,987 MATTEL INC COM 577081102 34,085 778,720 SH SOLE 778,720 MCDONALDS CORP COM 580135101 14,429 144,734 SH SOLE 144,734 MICROCHIP TECHNOLOGY INC COM 595017104 2,559 69,585 SH SOLE 69,585 MCKESSON CORP COM 58155Q103 12,695 117,591 SH SOLE 117,591 MOODYS CORP COM 615369105 17,498 328,168 SH SOLE 328,168 MEDTRONIC INC COM 585055106 20,392 434,240 SH SOLE 434,240 METLIFE INC COM 59156R108 433 11,381 SH SOLE 11,381 MAGELLAN HEALTH SVCS INC COM NEW 559079207 423 8,902 SH SOLE 8,902 MCGRAW HILL COS INC COM 580645109 20,642 396,348 SH SOLE 396,348 MEAD JOHNSON NUTRITION CO COM 582839106 2,504 32,329 SH SOLE 32,329 MCCORMICK & CO INC COM NON VTG 579780206 49,645 674,986 SH SOLE 674,986 MARSH & MCLENNAN COS INC COM 571748102 17,774 468,109 SH SOLE 468,109 3M CO COM 88579Y101 18,560 174,580 SH SOLE 174,580 ALTRIA GROUP INC COM 02209S103 37,463 1,089,359 SH SOLE 1,089,359 MOLEX INC COM 608554101 25,885 884,052 SH SOLE 884,052 MONSANTO CO NEW COM 61166W101 16,635 157,487 SH SOLE 157,487 MOSAIC CO NEW COM 61945C103 7,000 117,423 SH SOLE 117,423 MOTOROLA SOLUTIONS INC COM NEW 620076307 791 12,353 SH SOLE 12,353 MARATHON PETE CORP COM 56585A102 20,963 233,962 SH SOLE 233,962 MERCK & CO INC NEW COM 58933Y105 33,278 752,889 SH SOLE 752,889 MARATHON OIL CORP COM 565849106 7,557 224,100 SH SOLE 224,100 MORGAN STANLEY COM NEW 617446448 483 21,968 SH SOLE 21,968 MICROSOFT CORP COM 594918104 23,128 808,547 SH SOLE 808,547 M & T BK CORP COM 55261F104 15,426 149,530 SH SOLE 149,530 MURPHY OIL CORP COM 626717102 4,774 74,915 SH SOLE 74,915 MYLAN INC COM 628530107 5,409 186,800 SH SOLE 186,800 NASDAQ OMX GROUP INC COM 631103108 14,259 441,461 SH SOLE 441,461 NEWMONT MINING CORP COM 651639106 462 11,032 SH SOLE 11,032 NISOURCE INC COM 65473P105 15,270 520,440 SH SOLE 520,440 NIKE INC CL B 654106103 5,133 86,978 SH SOLE 86,978 NORTHROP GRUMMAN CORP COM 666807102 42,537 606,376 SH SOLE 606,376 NATIONAL OILWELL VARCO INC COM 637071101 3,013 42,586 SH SOLE 42,586 NRG ENERGY INC COM NEW 629377508 661 24,945 SH SOLE 24,945 NORFOLK SOUTHERN CORP COM 655844108 1,318 17,104 SH SOLE 17,104 NORTHERN TR CORP COM 665859104 4,605 84,404 SH SOLE 84,404 NORTHEAST UTILS COM 664397106 8,172 188,043 SH SOLE 188,043 NUCOR CORP COM 670346105 2,896 62,762 SH SOLE 62,762 NVIDIA CORP COM 67066G104 3,453 269,101 SH SOLE 269,101 NEWELL RUBBERMAID INC COM 651229106 10,396 398,330 SH SOLE 398,330 NEWS CORP CL A 65248E104 26,846 879,899 SH SOLE 879,899 NYSE EURONEXT COM 629491101 5,824 150,722 SH SOLE 150,722 ONEOK INC NEW COM 682680103 18,160 380,947 SH SOLE 380,947 OMNICOM GROUP INC COM 681919106 17,529 297,611 SH SOLE 297,611 ORACLE CORP COM 68389X105 9,223 285,288 SH SOLE 285,288 O REILLY AUTOMOTIVE INC NEW COM 67103H107 17,063 166,568 SH SOLE 166,568 OCCIDENTAL PETE CORP DEL COM 674599105 6,498 82,911 SH SOLE 82,911 PAYCHEX INC COM 704326107 24,099 687,376 SH SOLE 687,376 PITNEY BOWES INC COM 724479100 4,243 285,523 SH SOLE 285,523 PACCAR INC COM 693718108 1,399 27,675 SH SOLE 27,675 PG&E CORP COM 69331C108 9,443 212,061 SH SOLE 212,061 PLUM CREEK TIMBER CO INC COM 729251108 11,856 227,128 SH SOLE 227,128 PRICELINE COM INC COM NEW 741503403 7,156 10,399 SH SOLE 10,399 PRECISION CASTPARTS CORP COM 740189105 3,235 17,063 SH SOLE 17,063 METROPCS COMMUNICATIONS INC COM 591708102 6,762 620,354 SH SOLE 620,354 PATTERSON COMPANIES INC COM 703395103 13,042 342,853 SH SOLE 342,853 PUBLIC SVC ENTERPRISE GROUP COM 744573106 26,563 773,528 SH SOLE 773,528 PEPSICO INC COM 713448108 24,333 307,589 SH SOLE 307,589 PETSMART INC COM 716768106 28,333 456,252 SH SOLE 456,252 PFIZER INC COM 717081103 35,415 1,227,125 SH SOLE 1,227,125 PRINCIPAL FINL GROUP INC COM 74251V102 918 26,979 SH SOLE 26,979 PROCTER & GAMBLE CO COM 742718109 19,799 256,935 SH SOLE 256,935 PROGRESSIVE CORP OHIO COM 743315103 7,236 286,358 SH SOLE 286,358 PARKER HANNIFIN CORP COM 701094104 7,020 76,658 SH SOLE 76,658 PULTE GROUP INC COM 745867101 8,724 431,050 SH SOLE 431,050 PERKINELMER INC COM 714046109 4,988 148,282 SH SOLE 148,282 PALL CORP COM 696429307 8,594 125,699 SH SOLE 125,699 PHILIP MORRIS INTL INC COM 718172109 27,890 300,834 SH SOLE 300,834 PNC FINL SVCS GROUP INC COM 693475105 4,975 74,814 SH SOLE 74,814 PENTAIR LTD SHS H6169Q108 2,222 42,122 SH SOLE 42,122 PINNACLE WEST CAP CORP COM 723484101 36,775 635,258 SH SOLE 635,258 PPG INDS INC COM 693506107 29,895 223,196 SH SOLE 223,196 PPL CORP COM 69351T106 19,542 624,142 SH SOLE 624,142 PERRIGO CO COM 714290103 6,612 55,687 SH SOLE 55,687 PRUDENTIAL FINL INC COM 744320102 595 10,083 SH SOLE 10,083 PUBLIC STORAGE COM 74460D109 13,039 85,600 SH SOLE 85,600 PROSPECT CAPITAL CORPORATION COM 74348T102 253 23,218 SH SOLE 23,218 PHILLIPS 66 COM 718546104 7,857 112,296 SH SOLE 112,296 PVH CORP COM 693656100 9,664 90,474 SH SOLE 90,474 QUANTA SVCS INC COM 74762E102 538 18,827 SH SOLE 18,827 PRAXAIR INC COM 74005P104 5,450 48,864 SH SOLE 48,864 PIONEER NAT RES CO COM 723787107 898 7,231 SH SOLE 7,231 QUALCOMM INC COM 747525103 4,929 73,635 SH SOLE 73,635 REYNOLDS AMERICAN INC COM 761713106 24,284 545,837 SH SOLE 545,837 REGIONS FINL CORP NEW COM 7591EP100 6,046 738,221 SH SOLE 738,221 ROBERT HALF INTL INC COM 770323103 5,572 148,470 SH SOLE 148,470 RED HAT INC COM 756577102 461 9,126 SH SOLE 9,126 RALPH LAUREN CORP CL A 751212101 6,916 40,846 SH SOLE 40,846 ROCKWELL AUTOMATION INC COM 773903109 3,533 40,918 SH SOLE 40,918 ROPER INDS INC NEW COM 776696106 27,081 212,714 SH SOLE 212,714 ROSS STORES INC COM 778296103 24,895 410,681 SH SOLE 410,681 RAYTHEON CO COM NEW 755111507 42,429 721,699 SH SOLE 721,699 SPRINT NEXTEL CORP COM SER 1 852061100 413 66,430 SH SOLE 66,430 STARBUCKS CORP COM 855244109 5,990 105,188 SH SOLE 105,188 SCANA CORP NEW COM 80589M102 35,074 685,579 SH SOLE 685,579 SPECTRA ENERGY CORP COM 847560109 8,265 268,777 SH SOLE 268,777 SHERWIN WILLIAMS CO COM 824348106 37,116 219,767 SH SOLE 219,767 SIGMA ALDRICH CORP COM 826552101 5,729 73,774 SH SOLE 73,774 SMUCKER J M CO COM NEW 832696405 28,023 282,606 SH SOLE 282,606 SCHLUMBERGER LTD COM 806857108 1,241 16,576 SH SOLE 16,576 SLM CORP COM 78442P106 7,058 344,278 SH SOLE 344,278 SNAP ON INC COM 833034101 27,548 333,113 SH SOLE 333,113 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 28,266 439,316 SH SOLE 439,316 SOUTHERN CO COM 842587107 24,479 521,714 SH SOLE 521,714 SIMON PPTY GROUP INC NEW COM 828806109 17,716 111,731 SH SOLE 111,731 STAPLES INC COM 855030102 3,349 249,534 SH SOLE 249,534 STERICYCLE INC COM 858912108 1,554 14,632 SH SOLE 14,632 SEMPRA ENERGY COM 816851109 27,187 340,090 SH SOLE 340,090 SUNTRUST BKS INC COM 867914103 8,674 301,067 SH SOLE 301,067 ST JUDE MED INC COM 790849103 4,717 116,653 SH SOLE 116,653 STATE STR CORP COM 857477103 3,303 55,893 SH SOLE 55,893 SEAGATE TECHNOLOGY PLC SHS G7945M107 22,351 611,424 SH SOLE 611,424 CONSTELLATION BRANDS INC CL A 21036P108 35,332 741,648 SH SOLE 741,648 STANLEY BLACK & DECKER INC COM 854502101 3,525 43,533 SH SOLE 43,533 SAFEWAY INC COM NEW 786514208 2,415 91,663 SH SOLE 91,663 STRYKER CORP COM 863667101 2,006 30,742 SH SOLE 30,742 SYMANTEC CORP COM 871503108 5,548 224,796 SH SOLE 224,796 SYSCO CORP COM 871829107 15,278 434,392 SH SOLE 434,392 AT&T INC COM 00206R102 37,128 1,011,945 SH SOLE 1,011,945 MOLSON COORS BREWING CO CL B 60871R209 17,750 362,769 SH SOLE 362,769 TERADATA CORP DEL COM 88076W103 5,884 100,556 SH SOLE 100,556 TECO ENERGY INC COM 872375100 12,275 688,812 SH SOLE 688,812 INTEGRYS ENERGY GROUP INC COM 45822P105 19,785 340,178 SH SOLE 340,178 TE CONNECTIVITY LTD REG SHS H84989104 2,463 58,747 SH SOLE 58,747 TERADYNE INC COM 880770102 6,262 386,069 SH SOLE 386,069 TARGET CORP COM 87612E106 18,424 269,155 SH SOLE 269,155 TENET HEALTHCARE CORP COM NEW 88033G407 424 8,911 SH SOLE 8,911 TJX COS INC NEW COM 872540109 34,915 746,843 SH SOLE 746,843 TORCHMARK CORP COM 891027104 26,278 439,431 SH SOLE 439,431 THERMO FISHER SCIENTIFIC INC COM 883556102 9,252 120,955 SH SOLE 120,955 TRIPADVISOR INC COM 896945201 401 7,642 SH SOLE 7,642 PRICE T ROWE GROUP INC COM 74144T108 10,948 146,233 SH SOLE 146,233 TRAVELERS COMPANIES INC COM 89417E109 25,607 304,160 SH SOLE 304,160 TYSON FOODS INC CL A 902494103 13,077 526,891 SH SOLE 526,891 TESORO CORP COM 881609101 18,845 321,862 SH SOLE 321,862 TOTAL SYS SVCS INC COM 891906109 27,807 1,122,171 SH SOLE 1,122,171 TIME WARNER CABLE INC COM 88732J207 27,950 290,959 SH SOLE 290,959 TIME WARNER INC COM NEW 887317303 26,315 456,691 SH SOLE 456,691 TEXAS INSTRS INC COM 882508104 2,302 64,887 SH SOLE 64,887 TEXTRON INC COM 883203101 5,193 174,196 SH SOLE 174,196 TYCO INTERNATIONAL LTD SHS H89128104 15,390 480,931 SH SOLE 480,931 UNITEDHEALTH GROUP INC COM 91324P102 11,535 201,633 SH SOLE 201,633 UNION PAC CORP COM 907818108 16,336 114,713 SH SOLE 114,713 UNITED PARCEL SERVICE INC CL B 911312106 25,768 299,975 SH SOLE 299,975 URBAN OUTFITTERS INC COM 917047102 7,369 190,219 SH SOLE 190,219 US BANCORP DEL COM NEW 902973304 16,255 479,075 SH SOLE 479,075 UNITED TECHNOLOGIES CORP COM 913017109 2,905 31,094 SH SOLE 31,094 VISA INC COM CL A 92826C839 24,838 146,246 SH SOLE 146,246 VARIAN MED SYS INC COM 92220P105 4,085 56,742 SH SOLE 56,742 V F CORP COM 918204108 15,026 89,572 SH SOLE 89,572 VIACOM INC NEW CL B 92553P201 15,710 255,538 SH SOLE 255,538 VALERO ENERGY CORP NEW COM 91913Y100 17,705 389,213 SH SOLE 389,213 VERISIGN INC COM 92343E102 9,588 202,845 SH SOLE 202,845 VENTAS INC COM 92276F100 11,813 161,376 SH SOLE 161,376 VERIZON COMMUNICATIONS INC COM 92343V104 46,086 937,669 SH SOLE 937,669 WALGREEN CO COM 931422109 13,440 281,873 SH SOLE 281,873 WATERS CORP COM 941848103 1,773 18,875 SH SOLE 18,875 WESTERN DIGITAL CORP COM 958102105 16,660 331,281 SH SOLE 331,281 WISCONSIN ENERGY CORP COM 976657106 40,152 936,164 SH SOLE 936,164 WELLS FARGO & CO NEW COM 949746101 10,993 297,198 SH SOLE 297,198 WHOLE FOODS MKT INC COM 966837106 10,084 116,241 SH SOLE 116,241 WHIRLPOOL CORP COM 963320106 6,048 51,054 SH SOLE 51,054 WINDSTREAM CORP COM 97381W104 572 72,080 SH SOLE 72,080 WELLPOINT INC COM 94973V107 10,594 159,957 SH SOLE 159,957 WILLIAMS COS INC DEL COM 969457100 18,816 502,305 SH SOLE 502,305 WASTE MGMT INC DEL COM 94106L109 5,750 146,637 SH SOLE 146,637 WAL-MART STORES INC COM 931142103 35,340 472,264 SH SOLE 472,264 ACTAVIS INC COM 00507K103 13,049 141,671 SH SOLE 141,671 WASHINGTON POST CO CL B 939640108 2,510 5,615 SH SOLE 5,615 WESTERN UN CO COM 959802109 4,624 307,479 SH SOLE 307,479 WEYERHAEUSER CO COM 962166104 15,362 489,560 SH SOLE 489,560 WYNDHAM WORLDWIDE CORP COM 98310W108 26,702 414,116 SH SOLE 414,116 WYNN RESORTS LTD COM 983134107 4,570 36,512 SH SOLE 36,512 XCEL ENERGY INC COM 98389B100 24,021 808,779 SH SOLE 808,779 XILINX INC COM 983919101 6,076 159,187 SH SOLE 159,187 EXXON MOBIL CORP COM 30231G102 39,776 441,421 SH SOLE 441,421 XEROX CORP COM 984121103 5,013 582,921 SH SOLE 582,921 XYLEM INC COM 98419M100 382 13,864 SH SOLE 13,864 YAHOO INC COM 984332106 5,067 215,345 SH SOLE 215,345 YUM BRANDS INC COM 988498101 17,620 244,932 SH SOLE 244,932 ZIONS BANCORPORATION COM 989701107 2,878 115,173 SH SOLE 115,173 ZIMMER HLDGS INC COM 98956P102 13,726 182,480 SH SOLE 182,480