Winton Capital Management

Winton Capital Management as of June 30, 2011

Portfolio Holdings for Winton Capital Management

Winton Capital Management holds 80 positions in its portfolio as reported in the June 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Foster Wheeler Ltd Com Stk 11.0 $5.6M 185k 30.38
Altria (MO) 7.7 $3.9M 149k 26.41
Baker Hughes Incorporated 5.8 $2.9M 40k 72.55
Cephalon 3.1 $1.6M 20k 79.90
Amgen (AMGN) 2.9 $1.5M 26k 58.36
Brown-Forman Corporation (BF.B) 2.9 $1.5M 20k 74.70
Sealed Air (SEE) 2.6 $1.3M 55k 23.79
Bristol Myers Squibb (BMY) 2.4 $1.2M 43k 28.96
Ameren Corporation (AEE) 2.3 $1.2M 41k 28.84
Abbott Laboratories (ABT) 2.1 $1.1M 21k 52.60
Bemis Company 2.0 $1.0M 30k 33.78
Constellation Brands (STZ) 2.0 $1.0M 49k 20.83
Bank of New York Mellon Corporation (BK) 1.8 $922k 36k 25.61
Avery Dennison Corporation (AVY) 1.7 $865k 22k 38.62
CenturyLink 1.5 $784k 19k 40.45
3M Company (MMM) 1.4 $730k 7.7k 94.81
Apollo 1.4 $729k 17k 43.65
American Electric Power Company (AEP) 1.4 $705k 19k 37.70
Big Lots (BIG) 1.4 $703k 21k 33.16
H&R Block (HRB) 1.4 $698k 44k 16.05
Applied Materials (AMAT) 1.3 $678k 52k 13.01
Devon Energy Corporation (DVN) 1.3 $654k 8.3k 78.80
At&t (T) 1.2 $603k 19k 31.41
Valero Energy Corporation (VLO) 1.1 $580k 23k 25.55
Becton, Dickinson and (BDX) 1.0 $526k 6.1k 86.23
Bce (BCE) 1.0 $514k 13k 39.24
AES Corporation (AES) 1.0 $499k 39k 12.73
McKesson Corporation (MCK) 1.0 $494k 5.9k 83.73
Automatic Data Processing (ADP) 0.9 $485k 9.2k 52.72
Sempra Energy (SRE) 0.9 $476k 9.0k 52.89
Cardinal Health (CAH) 0.9 $441k 9.7k 45.46
Boeing Company (BA) 0.8 $429k 5.8k 73.97
Campbell Soup Company (CPB) 0.8 $422k 12k 34.59
AmerisourceBergen (COR) 0.8 $418k 10k 41.39
Analog Devices (ADI) 0.8 $411k 11k 39.14
AutoZone (AZO) 0.8 $413k 1.4k 295.00
Ca 0.8 $404k 18k 22.82
CenterPoint Energy (CNP) 0.8 $381k 20k 19.34
Adobe Systems Incorporated (ADBE) 0.7 $371k 12k 31.44
Bank of America Corporation (BAC) 0.7 $366k 33k 10.97
Canadian Natl Ry (CNI) 0.7 $368k 4.6k 80.00
Comcast Corporation (CMCSA) 0.7 $360k 14k 25.35
C.R. Bard 0.7 $363k 3.3k 110.00
Ace Limited Cmn 0.7 $355k 5.4k 65.74
Bk Nova Cad (BNS) 0.7 $349k 5.8k 60.17
Ball Corporation (BALL) 0.7 $350k 9.1k 38.46
Apple (AAPL) 0.7 $336k 1.0k 336.00
AvalonBay Communities (AVB) 0.7 $334k 2.6k 128.46
Cibc Cad (CM) 0.7 $332k 4.2k 79.05
Bank Of Montreal Cadcom (BMO) 0.7 $331k 5.2k 63.65
Berkshire Hathaway (BRK.B) 0.6 $325k 4.2k 77.38
Baxter International (BAX) 0.6 $322k 5.4k 59.63
Ford Motor Company (F) 0.6 $323k 23k 13.80
Bed Bath & Beyond 0.6 $315k 5.4k 58.33
Boston Properties (BXP) 0.6 $308k 2.9k 106.21
Best Buy (BBY) 0.6 $302k 9.6k 31.46
CareFusion Corporation 0.6 $293k 11k 27.13
BMC Software 0.6 $284k 5.2k 54.62
Brookfield Asset Management 0.6 $282k 8.5k 33.18
Biogen Idec (BIIB) 0.6 $278k 2.6k 106.92
Cablevision Systems Corporation 0.6 $279k 7.7k 36.23
Broadcom Corporation 0.6 $279k 8.3k 33.61
Air Products & Chemicals (APD) 0.5 $277k 2.9k 95.52
Alcoa 0.5 $262k 17k 15.88
Allstate Corporation (ALL) 0.5 $260k 8.5k 30.59
Ameriprise Financial (AMP) 0.5 $254k 4.4k 57.73
Cenovus Energy (CVE) 0.5 $253k 6.7k 37.76
C.H. Robinson Worldwide (CHRW) 0.5 $252k 3.2k 78.75
American Express Company (AXP) 0.5 $248k 4.8k 51.67
Caterpillar (CAT) 0.5 $245k 2.3k 106.52
Apartment Investment and Management 0.5 $240k 9.4k 25.52
Altera Corporation 0.5 $241k 5.2k 46.35
Assurant (AIZ) 0.5 $232k 6.4k 36.25
CBS Corporation 0.4 $222k 7.8k 28.46
Cerner Corporation 0.4 $220k 3.6k 61.11
Agnico (AEM) 0.4 $221k 3.5k 63.14
American International (AIG) 0.4 $220k 7.5k 29.33
BlackRock (BLK) 0.4 $211k 1.1k 191.82
BB&T Corporation 0.4 $207k 7.7k 26.88
Noble Corporation Com Stk 0.4 $201k 5.1k 39.41