Winton Capital Management

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 (BLK) 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