Winton Capital Management as of Sept. 30, 2012
Portfolio Holdings for Winton Capital Management
Winton Capital Management holds 52 positions in its portfolio as reported in the September 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Ameren Corporation (AEE) | 7.4 | $31M | 945k | 32.67 | |
| AmerisourceBergen (COR) | 5.4 | $23M | 582k | 38.71 | |
| Archer Daniels Midland Company (ADM) | 3.8 | $16M | 590k | 27.18 | |
| American Electric Power Company (AEP) | 3.5 | $15M | 338k | 43.94 | |
| Abbott Laboratories (ABT) | 3.5 | $15M | 213k | 68.56 | |
| Applied Materials (AMAT) | 3.4 | $14M | 1.3M | 11.16 | |
| Amgen (AMGN) | 3.4 | $14M | 167k | 84.29 | |
| Apollo | 3.3 | $14M | 480k | 29.05 | |
| Avery Dennison Corporation (AVY) | 3.2 | $13M | 419k | 31.82 | |
| Apache Corporation | 3.0 | $13M | 144k | 86.47 | |
| Becton, Dickinson and (BDX) | 2.9 | $12M | 154k | 78.56 | |
| Apple (AAPL) | 2.8 | $12M | 18k | 667.10 | |
| Brown-Forman Corporation (BF.B) | 2.8 | $12M | 178k | 65.25 | |
| Bed Bath & Beyond | 2.7 | $11M | 181k | 63.00 | |
| Assurant (AIZ) | 2.6 | $11M | 288k | 37.30 | |
| Allstate Corporation (ALL) | 2.5 | $11M | 265k | 39.61 | |
| AutoZone (AZO) | 2.4 | $10M | 27k | 369.68 | |
| Big Lots (BIGGQ) | 2.4 | $10M | 341k | 29.58 | |
| Ace Limited Cmn | 2.2 | $9.2M | 122k | 75.60 | |
| Biogen Idec (BIIB) | 1.9 | $7.8M | 53k | 149.22 | |
| C.R. Bard | 1.9 | $7.8M | 74k | 104.65 | |
| AGL Resources | 1.8 | $7.7M | 189k | 40.91 | |
| Air Products & Chemicals (APD) | 1.7 | $7.2M | 87k | 82.70 | |
| Agilent Technologies Inc C ommon (A) | 1.7 | $7.2M | 186k | 38.45 | |
| Automatic Data Processing (ADP) | 1.7 | $7.0M | 120k | 58.66 | |
| Aetna | 1.6 | $6.9M | 175k | 39.60 | |
| Adobe Systems Incorporated (ADBE) | 1.6 | $6.9M | 212k | 32.43 | |
| Analog Devices (ADI) | 1.5 | $6.2M | 159k | 39.18 | |
| Accenture (ACN) | 1.5 | $6.2M | 88k | 70.03 | |
| Airgas | 1.4 | $6.0M | 73k | 82.31 | |
| Altera Corporation | 1.4 | $5.9M | 174k | 34.00 | |
| American International (AIG) | 1.4 | $5.9M | 181k | 32.79 | |
| American Express Company (AXP) | 1.3 | $5.3M | 93k | 56.86 | |
| AFLAC Incorporated (AFL) | 1.2 | $5.2M | 108k | 47.88 | |
| Alcoa | 1.2 | $5.1M | 577k | 8.86 | |
| Bank of New York Mellon Corporation (BK) | 1.2 | $4.9M | 217k | 22.62 | |
| Baxter International (BAX) | 1.1 | $4.7M | 78k | 60.27 | |
| Franklin Resources (BEN) | 1.1 | $4.6M | 37k | 125.06 | |
| Best Buy (BBY) | 1.1 | $4.5M | 261k | 17.20 | |
| Ameriprise Financial (AMP) | 1.0 | $4.3M | 76k | 56.69 | |
| AES Corporation (AES) | 0.9 | $3.9M | 355k | 10.97 | |
| Aon | 0.9 | $3.8M | 73k | 52.29 | |
| BB&T Corporation | 0.8 | $3.5M | 104k | 33.16 | |
| AvalonBay Communities (AVB) | 0.8 | $3.3M | 24k | 135.99 | |
| Amphenol Corporation (APH) | 0.8 | $3.3M | 57k | 58.88 | |
| Autodesk (ADSK) | 0.6 | $2.6M | 78k | 33.36 | |
| Akamai Technologies (AKAM) | 0.6 | $2.5M | 65k | 38.26 | |
| Prologis (PLD) | 0.4 | $1.8M | 52k | 35.04 | |
| Bank of America Corporation (BAC) | 0.4 | $1.5M | 174k | 8.83 | |
| Ashland | 0.2 | $778k | 11k | 71.62 | |
| Alpha Natural Resources | 0.1 | $413k | 63k | 6.57 | |
| Advanced Micro Devices (AMD) | 0.0 | $76k | 22k | 3.39 |
