Winton Capital Management as of March 31, 2012
Portfolio Holdings for Winton Capital Management
Winton Capital Management holds 103 positions in its portfolio as reported in the March 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Ameren Corp | 4.6 | $18M | 564k | 32.58 | |
| Brown-Forman Corporation (BF.B) | 3.0 | $12M | 145k | 83.39 | |
| Chevron Corporation (CVX) | 2.8 | $11M | 105k | 107.21 | |
| D American Elec Pwr In C Com Stk Common Stock 0 | 2.8 | $11M | 288k | 38.58 | |
| Berkshire Hath-cl B | 2.6 | $10M | 126k | 81.15 | |
| 3M Company (MMM) | 2.5 | $9.9M | 122k | 81.72 | |
| Amgen | 2.3 | $9.2M | 136k | 67.97 | |
| At&t (T) | 2.1 | $8.5M | 271k | 31.23 | |
| CF Industries Holdings (CF) | 2.1 | $8.3M | 46k | 182.65 | |
| Applied Materials | 2.0 | $8.2M | 657k | 12.44 | |
| Abbott Laboratories | 2.0 | $7.8M | 127k | 61.29 | |
| Bristol Myers Squibb (BMY) | 1.9 | $7.7M | 230k | 33.75 | |
| Campbell Soup Company (CPB) | 1.8 | $7.2M | 214k | 33.85 | |
| Cme (CME) | 1.7 | $6.9M | 24k | 289.33 | |
| Ace Limited Cmn | 1.6 | $6.5M | 89k | 73.20 | |
| Best Buy | 1.6 | $6.4M | 270k | 23.68 | |
| Apollo Group Inc cl a 0 | 1.6 | $6.2M | 161k | 38.64 | |
| CMS Energy Corporation (CMS) | 1.5 | $5.9M | 269k | 22.00 | |
| AmerisourceBergen (COR) | 1.4 | $5.7M | 145k | 39.66 | |
| CenturyLink | 1.4 | $5.6M | 145k | 38.65 | |
| CenterPoint Energy (CNP) | 1.4 | $5.6M | 282k | 19.72 | |
| Bmc Software | 1.4 | $5.5M | 138k | 40.16 | |
| Chubb Corporation | 1.4 | $5.5M | 79k | 69.12 | |
| Capital One Financial (COF) | 1.3 | $5.3M | 95k | 55.74 | |
| BECTON DICKINSON & CO Com Stk | 1.3 | $5.3M | 68k | 77.65 | |
| Apple Computer | 1.3 | $5.2M | 8.7k | 599.54 | |
| Coca-Cola Company (KO) | 1.3 | $5.0M | 68k | 74.01 | |
| Bed Bath & Beyond | 1.2 | $5.0M | 76k | 65.77 | |
| Bard C R Inc Com Stk | 1.2 | $4.9M | 50k | 98.72 | |
| Autozone | 1.2 | $4.8M | 13k | 371.80 | |
| Colgate-Palmolive Company (CL) | 1.2 | $4.7M | 48k | 97.78 | |
| Broadcom Corporation | 1.2 | $4.7M | 121k | 39.30 | |
| Altria (MO) | 1.2 | $4.6M | 149k | 30.87 | |
| Assurant (AIZ) | 1.1 | $4.4M | 109k | 40.50 | |
| Cliffs Natural Resources | 1.1 | $4.4M | 64k | 69.26 | |
| ANALOG DEVICES INC COM Stk | 1.1 | $4.3M | 106k | 40.40 | |
| Airgas | 1.1 | $4.3M | 48k | 88.97 | |
| D Automatic Data Proce Ssing Inc Common Stock 0 | 1.0 | $4.1M | 74k | 55.19 | |
| Biogen Idec (BIIB) | 1.0 | $4.1M | 32k | 126.01 | |
| Agl Resources Inc Com Usd5 | 1.0 | $3.9M | 100k | 39.22 | |
| Cardinal Health (CAH) | 0.9 | $3.8M | 88k | 43.11 | |
| Cisco Systems (CSCO) | 0.9 | $3.8M | 179k | 21.15 | |
| Cincinnati Financial Corporation (CINF) | 0.9 | $3.6M | 105k | 34.51 | |
| Allstate Corp | 0.9 | $3.6M | 108k | 32.92 | |
| Aetna | 0.9 | $3.5M | 71k | 50.16 | |
| Ca | 0.9 | $3.4M | 125k | 27.56 | |
| Bemis | 0.9 | $3.4M | 106k | 32.29 | |
| Cintas Corporation (CTAS) | 0.8 | $3.2M | 81k | 39.12 | |
| Big Lots | 0.8 | $3.1M | 72k | 43.02 | |
| CBS Corporation | 0.8 | $3.0M | 89k | 33.91 | |
| Coca-cola Enterprises | 0.8 | $3.0M | 106k | 28.60 | |
| BlackRock | 0.7 | $2.9M | 14k | 204.89 | |
| American Express | 0.7 | $2.9M | 50k | 57.85 | |
| Air Prod & Chem | 0.7 | $2.8M | 31k | 91.81 | |
| Brookfield Asset Management | 0.7 | $2.8M | 90k | 31.58 | |
| Bb&t Corp | 0.7 | $2.8M | 90k | 31.39 | |
| Canadian Natl Ry (CNI) | 0.7 | $2.7M | 34k | 79.42 | |
| Alcoa | 0.7 | $2.7M | 268k | 10.02 | |
| Amer Intl Grp Com Usd2.50 | 0.7 | $2.7M | 88k | 30.83 | |
| Baxter Intl Inc Com Stk | 0.7 | $2.6M | 44k | 59.77 | |
| Adobe Systems Incorporated (ADBE) | 0.7 | $2.6M | 75k | 34.30 | |
| BANK NEW YORK MELLON Corp Com Stk | 0.7 | $2.6M | 107k | 24.13 | |
| Ball Corp | 0.7 | $2.6M | 61k | 42.89 | |
| Beam | 0.7 | $2.6M | 44k | 58.57 | |
| CareFusion Corporation | 0.6 | $2.5M | 98k | 25.93 | |
| CIGNA Corporation | 0.6 | $2.6M | 52k | 49.25 | |
| Altera Corp Com Stk | 0.6 | $2.4M | 60k | 39.82 | |
| Aon Corp | 0.6 | $2.3M | 47k | 49.06 | |
| Coach | 0.6 | $2.3M | 29k | 77.27 | |
| Agrium Cad | 0.6 | $2.2M | 26k | 86.37 | |
| Apache Corp Com Stk | 0.6 | $2.2M | 22k | 100.45 | |
| Ameriprise Financial (AMP) | 0.6 | $2.2M | 38k | 57.12 | |
| Amphenol Corp-cl A | 0.6 | $2.2M | 37k | 59.78 | |
| Accenture (ACN) | 0.5 | $2.0M | 31k | 64.51 | |
| Block H & R | 0.5 | $2.0M | 119k | 16.47 | |
| Avery Dennison Corp | 0.5 | $1.9M | 63k | 30.13 | |
| AES Corporation (AES) | 0.5 | $1.9M | 144k | 13.07 | |
| Clorox Company (CLX) | 0.5 | $1.9M | 27k | 68.74 | |
| Aflac | 0.4 | $1.8M | 38k | 45.98 | |
| Citigroup (C) | 0.4 | $1.7M | 48k | 36.56 | |
| BANK OF MONTREAL Cadcom | 0.4 | $1.7M | 28k | 59.44 | |
| Boston Scientific Corporation (BSX) | 0.4 | $1.6M | 270k | 5.98 | |
| Cibc Cad (CM) | 0.4 | $1.5M | 19k | 76.51 | |
| Borgwarner | 0.4 | $1.5M | 17k | 84.37 | |
| Avalonbay Cmntys | 0.4 | $1.5M | 11k | 141.33 | |
| Autodesk Inc Com Stk | 0.3 | $1.3M | 31k | 42.31 | |
| Cenovus Energy (CVE) | 0.3 | $1.2M | 34k | 35.93 | |
| Agilent Technologies Inc C ommon (A) | 0.3 | $1.2M | 26k | 44.51 | |
| D Bank Of Nova Scotia Cad Com Np Common Stock 0 | 0.3 | $1.1M | 20k | 56.03 | |
| Caterpillar (CAT) | 0.3 | $1.0M | 9.6k | 106.56 | |
| Celgene Corporation | 0.2 | $992k | 13k | 77.50 | |
| ABERCROMBIE & FITCH CO Cl A Com Stk | 0.2 | $918k | 19k | 49.62 | |
| Boston Properties (BXP) | 0.2 | $861k | 8.2k | 105.00 | |
| Bk Of America Corp | 0.2 | $802k | 84k | 9.57 | |
| Cameco Corporation (CCJ) | 0.2 | $752k | 35k | 21.49 | |
| C.H. Robinson Worldwide (CHRW) | 0.2 | $720k | 11k | 65.45 | |
| Anadarko Pete Corp | 0.2 | $689k | 8.8k | 78.30 | |
| Alpha Natural Resources | 0.2 | $630k | 41k | 15.21 | |
| Canadian Natural Resources (CNQ) | 0.1 | $604k | 18k | 33.19 | |
| Akamai Technologies (AKAM) | 0.1 | $569k | 16k | 36.71 | |
| Cablevision Systems Corporation | 0.1 | $575k | 39k | 14.67 | |
| Cerner Corporation | 0.1 | $350k | 4.6k | 76.09 | |
| Agnico-eagle Mines | 0.1 | $274k | 8.2k | 33.41 |
