Winton Capital Management as of Dec. 31, 2011
Portfolio Holdings for Winton Capital Management
Winton Capital Management holds 81 positions in its portfolio as reported in the December 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Ameren Corporation (AEE) | 6.2 | $10M | 304k | 33.13 | |
| Amgen (AMGN) | 4.6 | $7.4M | 116k | 64.21 | |
| Brown-Forman Corporation (BF.B) | 4.4 | $7.1M | 89k | 80.51 | |
| Berkshire Bancorp Inc Del equity | 3.7 | $5.9M | 78k | 76.30 | |
| Altria (MO) | 3.2 | $5.2M | 176k | 29.65 | |
| Apollo | 3.2 | $5.2M | 97k | 53.87 | |
| American Electric Power Company (AEP) | 3.2 | $5.2M | 125k | 41.31 | |
| Abbott Laboratories (ABT) | 3.1 | $5.1M | 91k | 56.23 | |
| AmerisourceBergen (COR) | 2.8 | $4.5M | 122k | 37.19 | |
| At&t (T) | 2.6 | $4.2M | 138k | 30.24 | |
| Applied Materials (AMAT) | 2.5 | $4.1M | 385k | 10.71 | |
| Ace Limited Cmn | 2.5 | $4.0M | 57k | 70.12 | |
| Best Buy (BBY) | 2.5 | $4.0M | 171k | 23.37 | |
| Bristol Myers Squibb (BMY) | 2.4 | $3.8M | 109k | 35.24 | |
| Big Lots (BIGGQ) | 2.3 | $3.7M | 99k | 37.76 | |
| 3M Company (MMM) | 2.3 | $3.7M | 46k | 81.72 | |
| Becton, Dickinson and (BDX) | 1.8 | $3.0M | 40k | 74.72 | |
| Assurant (AIZ) | 1.7 | $2.7M | 67k | 41.06 | |
| Capital One Financial (COF) | 1.5 | $2.5M | 58k | 42.29 | |
| Analog Devices (ADI) | 1.4 | $2.3M | 66k | 35.79 | |
| AES Corporation (AES) | 1.4 | $2.3M | 194k | 11.84 | |
| Biogen Idec (BIIB) | 1.4 | $2.3M | 21k | 110.05 | |
| Apple (AAPL) | 1.4 | $2.2M | 5.5k | 405.09 | |
| AGL Resources | 1.3 | $2.2M | 51k | 42.26 | |
| C.R. Bard | 1.3 | $2.1M | 25k | 85.51 | |
| Allstate Corporation (ALL) | 1.2 | $2.0M | 74k | 27.42 | |
| Bed Bath & Beyond | 1.2 | $2.0M | 35k | 57.98 | |
| AutoZone (AZO) | 1.2 | $2.0M | 6.1k | 324.92 | |
| Broadcom Corporation | 1.1 | $1.9M | 63k | 29.37 | |
| Bemis Company | 1.1 | $1.8M | 60k | 30.08 | |
| Ball Corporation (BALL) | 1.1 | $1.8M | 50k | 35.72 | |
| Automatic Data Processing (ADP) | 1.0 | $1.7M | 31k | 54.00 | |
| Cardinal Health (CAH) | 1.0 | $1.6M | 39k | 40.62 | |
| BMC Software | 0.9 | $1.5M | 47k | 32.78 | |
| Alcoa | 0.9 | $1.5M | 179k | 8.65 | |
| Altera Corporation | 0.9 | $1.5M | 41k | 37.10 | |
| American Express Company (AXP) | 0.9 | $1.5M | 32k | 47.16 | |
| Air Products & Chemicals (APD) | 0.9 | $1.5M | 18k | 85.17 | |
| Baxter International (BAX) | 0.9 | $1.5M | 30k | 49.50 | |
| H&R Block (HRB) | 0.9 | $1.5M | 90k | 16.33 | |
| American International (AIG) | 0.9 | $1.4M | 60k | 23.21 | |
| CBS Corporation | 0.8 | $1.3M | 49k | 27.15 | |
| Beam | 0.8 | $1.4M | 26k | 51.21 | |
| Ameriprise Financial (AMP) | 0.8 | $1.3M | 27k | 49.63 | |
| Avery Dennison Corporation (AVY) | 0.8 | $1.3M | 47k | 28.67 | |
| Ca | 0.8 | $1.3M | 66k | 20.21 | |
| BlackRock | 0.8 | $1.3M | 7.3k | 178.22 | |
| Airgas | 0.8 | $1.3M | 16k | 78.07 | |
| Brookfield Asset Management | 0.7 | $1.2M | 44k | 27.49 | |
| Bank of New York Mellon Corporation (BK) | 0.7 | $1.2M | 59k | 19.92 | |
| Accenture | 0.7 | $1.2M | 22k | 53.24 | |
| Canadian Natl Ry (CNI) | 0.7 | $1.1M | 14k | 78.59 | |
| BB&T Corporation | 0.7 | $1.1M | 42k | 25.18 | |
| AFLAC Incorporated (AFL) | 0.6 | $1.0M | 24k | 43.28 | |
| Campbell Soup Company (CPB) | 0.6 | $974k | 29k | 33.26 | |
| Agrium | 0.6 | $940k | 14k | 67.14 | |
| Adobe Systems Incorporated (ADBE) | 0.5 | $882k | 31k | 28.27 | |
| Bce (BCE) | 0.5 | $784k | 19k | 41.70 | |
| AvalonBay Communities (AVB) | 0.4 | $679k | 5.2k | 130.58 | |
| Autodesk (ADSK) | 0.4 | $643k | 21k | 30.33 | |
| CareFusion Corporation | 0.4 | $645k | 25k | 25.39 | |
| Cenovus Energy (CVE) | 0.4 | $594k | 18k | 33.18 | |
| Canadian Natural Resources (CNQ) | 0.4 | $606k | 16k | 37.41 | |
| Agilent Technologies Inc C ommon (A) | 0.4 | $583k | 17k | 34.91 | |
| Abercrombie & Fitch (ANF) | 0.3 | $576k | 12k | 48.81 | |
| Amphenol Corporation (APH) | 0.3 | $549k | 12k | 45.37 | |
| Alpha Natural Resources | 0.3 | $528k | 26k | 20.44 | |
| Caterpillar (CAT) | 0.3 | $525k | 5.8k | 90.52 | |
| Cibc Cad (CM) | 0.3 | $500k | 6.9k | 72.46 | |
| Cameco Corporation (CCJ) | 0.3 | $495k | 27k | 18.07 | |
| Baker Hughes Incorporated | 0.3 | $482k | 9.9k | 48.69 | |
| BorgWarner (BWA) | 0.3 | $472k | 7.4k | 63.78 | |
| Anadarko Petroleum Corporation | 0.3 | $443k | 5.8k | 76.38 | |
| Akamai Technologies (AKAM) | 0.3 | $420k | 13k | 32.31 | |
| Cablevision Systems Corporation | 0.3 | $429k | 30k | 14.21 | |
| Bank Of Montreal Cadcom (BMO) | 0.2 | $393k | 7.2k | 54.84 | |
| Bank of America Corporation (BAC) | 0.2 | $370k | 67k | 5.57 | |
| C.H. Robinson Worldwide (CHRW) | 0.2 | $363k | 5.2k | 69.81 | |
| Bk Nova Cad (BNS) | 0.2 | $342k | 6.9k | 49.84 | |
| Boston Properties (BXP) | 0.2 | $309k | 3.1k | 99.68 | |
| Cabot Oil & Gas Corporation (CTRA) | 0.1 | $250k | 3.3k | 75.76 |
