Winton Capital Management

Winton Capital Management as of Sept. 30, 2011

Portfolio Holdings for Winton Capital Management

Winton Capital Management holds 76 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ameren Corporation (AEE) 5.5 $6.4M 215k 29.77
Altria (MO) 4.5 $5.4M 200k 26.81
Brown-Forman Corporation (BF.B) 3.8 $4.5M 64k 70.14
Big Lots (BIGGQ) 3.5 $4.1M 118k 34.83
Amgen (AMGN) 3.4 $4.0M 74k 54.96
Berkshire Hathaway (BRK.B) 2.8 $3.3M 47k 71.04
Biogen Idec (BIIB) 2.8 $3.3M 36k 93.16
Abbott Laboratories (ABT) 2.8 $3.2M 63k 51.14
Applied Materials (AMAT) 2.7 $3.1M 303k 10.36
Apple (AAPL) 2.6 $3.1M 8.0k 381.38
Baker Hughes Incorporated 2.5 $3.0M 65k 46.16
AmerisourceBergen (COR) 2.5 $2.9M 78k 37.27
Ace Limited Cmn 2.4 $2.8M 47k 60.60
Altera Corporation 2.2 $2.6M 83k 31.53
At&t (T) 2.1 $2.5M 88k 28.53
Apollo 2.1 $2.5M 63k 39.60
American Electric Power Company (AEP) 2.0 $2.3M 62k 38.02
Bristol Myers Squibb (BMY) 2.0 $2.3M 74k 31.39
Bemis Company 1.8 $2.1M 73k 29.30
H&R Block (HRB) 1.8 $2.1M 157k 13.31
Becton, Dickinson and (BDX) 1.7 $2.0M 28k 73.31
Analog Devices (ADI) 1.5 $1.8M 56k 31.25
3M Company (MMM) 1.4 $1.7M 24k 71.79
Bce (BCE) 1.4 $1.7M 45k 37.50
Assurant (AIZ) 1.4 $1.6M 46k 35.79
Barrick Gold Corp (GOLD) 1.4 $1.6M 35k 46.69
Capital One Financial (COF) 1.3 $1.6M 40k 39.62
Bed Bath & Beyond 1.3 $1.5M 26k 57.33
Allstate Corporation (ALL) 1.3 $1.5M 63k 23.70
AutoZone (AZO) 1.3 $1.5M 4.7k 319.15
C.R. Bard 1.2 $1.5M 17k 87.56
Ball Corporation (BALL) 1.2 $1.4M 47k 31.03
Avery Dennison Corporation (AVY) 1.2 $1.4M 57k 25.09
AES Corporation (AES) 1.2 $1.4M 143k 9.76
Baxter International (BAX) 1.1 $1.3M 24k 56.13
Cardinal Health (CAH) 1.1 $1.3M 31k 41.89
Best Buy (BBY) 1.1 $1.3M 55k 23.30
Accenture (ACN) 1.0 $1.1M 22k 52.66
Canadian Natl Ry (CNI) 0.9 $1.1M 16k 66.71
CareFusion Corporation 0.9 $1.0M 43k 23.95
Air Products & Chemicals (APD) 0.9 $1.0M 13k 76.34
Alcoa 0.9 $1.0M 107k 9.57
American Express Company (AXP) 0.9 $1.0M 23k 44.91
Broadcom Corporation 0.9 $1.0M 30k 33.30
BlackRock 0.8 $962k 6.5k 148.00
AFLAC Incorporated (AFL) 0.8 $954k 27k 34.95
American International (AIG) 0.8 $882k 40k 21.94
CBS Corporation 0.7 $848k 42k 20.38
Automatic Data Processing (ADP) 0.7 $844k 18k 47.15
Ca 0.7 $823k 42k 19.41
Bank of New York Mellon Corporation (BK) 0.7 $816k 44k 18.59
Ameriprise Financial (AMP) 0.6 $752k 19k 39.37
Abercrombie & Fitch (ANF) 0.6 $671k 11k 61.56
Agnico (AEM) 0.6 $673k 11k 59.56
BMC Software 0.6 $663k 17k 38.55
BB&T Corporation 0.6 $663k 31k 21.32
Autodesk (ADSK) 0.5 $620k 22k 27.80
Anadarko Petroleum Corporation 0.5 $586k 9.3k 63.01
Brookfield Asset Management 0.5 $544k 20k 27.61
Adobe Systems Incorporated (ADBE) 0.5 $546k 23k 24.16
AvalonBay Communities (AVB) 0.5 $536k 4.7k 114.04
Cenovus Energy (CVE) 0.5 $532k 17k 30.75
Agrium 0.4 $507k 7.6k 66.71
Alpha Natural Resources 0.4 $457k 26k 17.69
Canadian Natural Resources (CNQ) 0.4 $443k 15k 29.34
C.H. Robinson Worldwide (CHRW) 0.4 $452k 6.6k 68.48
Cablevision Systems Corporation 0.4 $447k 28k 15.74
Cibc Cad (CM) 0.4 $444k 6.4k 69.90
Bank Of Montreal Cadcom (BMO) 0.3 $384k 6.9k 55.93
Boston Properties (BXP) 0.3 $365k 4.1k 89.02
Cameco Corporation (CCJ) 0.3 $345k 19k 18.35
Akamai Technologies (AKAM) 0.3 $346k 17k 19.89
Bank of America Corporation (BAC) 0.3 $334k 55k 6.12
Agilent Technologies Inc C ommon (A) 0.3 $316k 10k 31.29
Amphenol Corporation (APH) 0.3 $306k 7.5k 40.80
Bk Nova Cad (BNS) 0.2 $282k 5.6k 50.36