Winton Capital Management as of June 30, 2012
Portfolio Holdings for Winton Capital Management
Winton Capital Management holds 61 positions in its portfolio as reported in the June 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Ameren Corporation (AEE) | 7.7 | $28M | 837k | 33.54 | |
| AmerisourceBergen (COR) | 4.8 | $17M | 439k | 39.35 | |
| Duke Energy Corporation | 3.8 | $14M | 591k | 23.06 | |
| American Electric Power Company (AEP) | 3.6 | $13M | 323k | 39.90 | |
| Brown-Forman Corporation (BF.B) | 3.4 | $12M | 128k | 96.85 | |
| Applied Materials (AMAT) | 3.4 | $12M | 1.1M | 11.45 | |
| Apollo | 3.3 | $12M | 332k | 36.19 | |
| Amgen (AMGN) | 3.2 | $12M | 162k | 72.91 | |
| Abbott Laboratories (ABT) | 3.0 | $11M | 168k | 64.47 | |
| Archer Daniels Midland Company (ADM) | 2.8 | $10M | 345k | 29.52 | |
| Best Buy (BBY) | 2.7 | $9.7M | 461k | 20.96 | |
| Becton, Dickinson and (BDX) | 2.3 | $8.5M | 114k | 74.75 | |
| AutoZone (AZO) | 2.3 | $8.5M | 23k | 367.17 | |
| Apache Corporation | 2.3 | $8.4M | 96k | 87.89 | |
| Biogen Idec (BIIB) | 2.1 | $7.6M | 53k | 144.39 | |
| Ace Limited Cmn | 2.1 | $7.5M | 101k | 74.13 | |
| Apple (AAPL) | 2.0 | $7.3M | 13k | 583.97 | |
| Allstate Corporation (ALL) | 2.0 | $7.3M | 208k | 35.09 | |
| Assurant (AIZ) | 2.0 | $7.3M | 208k | 34.84 | |
| Bed Bath & Beyond | 2.0 | $7.1M | 115k | 61.80 | |
| Big Lots (BIG) | 1.8 | $6.7M | 164k | 40.79 | |
| C.R. Bard | 1.8 | $6.6M | 62k | 107.45 | |
| Avery Dennison Corporation (AVY) | 1.7 | $6.3M | 229k | 27.34 | |
| AGL Resources | 1.7 | $6.1M | 157k | 38.75 | |
| Automatic Data Processing (ADP) | 1.7 | $6.1M | 109k | 55.66 | |
| Air Products & Chemicals (APD) | 1.5 | $5.3M | 66k | 80.73 | |
| Airgas | 1.4 | $5.1M | 61k | 84.01 | |
| Altera Corporation | 1.4 | $5.0M | 147k | 33.84 | |
| Analog Devices (ADI) | 1.3 | $4.7M | 125k | 37.67 | |
| Aetna | 1.3 | $4.6M | 119k | 38.77 | |
| American Express Company (AXP) | 1.2 | $4.3M | 74k | 58.21 | |
| Brookfield Asset Management | 1.2 | $4.3M | 130k | 33.10 | |
| American International (AIG) | 1.2 | $4.2M | 131k | 32.09 | |
| Accenture (ACN) | 1.1 | $4.2M | 69k | 60.08 | |
| Cooper Industries | 1.1 | $4.1M | 61k | 68.19 | |
| Covidien | 1.1 | $4.1M | 77k | 53.49 | |
| Adobe Systems Incorporated (ADBE) | 1.1 | $3.8M | 117k | 32.37 | |
| Agrium | 1.0 | $3.7M | 42k | 88.33 | |
| BlackRock (BLK) | 1.0 | $3.6M | 21k | 169.82 | |
| Agilent Technologies Inc C ommon (A) | 1.0 | $3.5M | 90k | 39.24 | |
| Ball Corporation (BALL) | 1.0 | $3.5M | 86k | 41.05 | |
| Alcoa | 0.9 | $3.4M | 385k | 8.75 | |
| Bank of New York Mellon Corporation (BK) | 0.9 | $3.3M | 152k | 21.95 | |
| Franklin Resources (BEN) | 0.9 | $3.3M | 29k | 110.97 | |
| Ameriprise Financial (AMP) | 0.9 | $3.2M | 61k | 52.26 | |
| Baxter International (BAX) | 0.8 | $3.1M | 58k | 53.15 | |
| AFLAC Incorporated (AFL) | 0.8 | $3.1M | 73k | 42.60 | |
| AES Corporation (AES) | 0.8 | $2.9M | 227k | 12.83 | |
| Aon Corporation | 0.7 | $2.6M | 56k | 46.78 | |
| BB&T Corporation | 0.7 | $2.4M | 78k | 30.85 | |
| Amphenol Corporation (APH) | 0.6 | $2.3M | 42k | 54.91 | |
| Bce (BCE) | 0.6 | $2.2M | 53k | 41.14 | |
| AvalonBay Communities (AVB) | 0.6 | $2.1M | 15k | 141.48 | |
| Akamai Technologies (AKAM) | 0.5 | $2.0M | 62k | 31.76 | |
| Yamana Gold | 0.5 | $1.7M | 112k | 15.40 | |
| Autodesk (ADSK) | 0.4 | $1.5M | 42k | 34.98 | |
| Prologis (PLD) | 0.4 | $1.3M | 39k | 33.23 | |
| Baker Hughes Incorporated | 0.2 | $575k | 14k | 41.11 | |
| Bank of America Corporation (BAC) | 0.1 | $551k | 67k | 8.17 | |
| AutoNation (AN) | 0.1 | $440k | 13k | 35.30 | |
| Alpha Natural Resources | 0.1 | $287k | 33k | 8.71 |
