Winton Capital Management as of June 30, 2011
Portfolio Holdings for Winton Capital Management
Winton Capital Management holds 80 positions in its portfolio as reported in the June 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Foster Wheeler Ltd Com Stk | 11.0 | $5.6M | 185k | 30.38 | |
| Altria (MO) | 7.7 | $3.9M | 149k | 26.41 | |
| Baker Hughes Incorporated | 5.8 | $2.9M | 40k | 72.55 | |
| Cephalon | 3.1 | $1.6M | 20k | 79.90 | |
| Amgen (AMGN) | 2.9 | $1.5M | 26k | 58.36 | |
| Brown-Forman Corporation (BF.B) | 2.9 | $1.5M | 20k | 74.70 | |
| Sealed Air (SEE) | 2.6 | $1.3M | 55k | 23.79 | |
| Bristol Myers Squibb (BMY) | 2.4 | $1.2M | 43k | 28.96 | |
| Ameren Corporation (AEE) | 2.3 | $1.2M | 41k | 28.84 | |
| Abbott Laboratories (ABT) | 2.1 | $1.1M | 21k | 52.60 | |
| Bemis Company | 2.0 | $1.0M | 30k | 33.78 | |
| Constellation Brands (STZ) | 2.0 | $1.0M | 49k | 20.83 | |
| Bank of New York Mellon Corporation (BK) | 1.8 | $922k | 36k | 25.61 | |
| Avery Dennison Corporation (AVY) | 1.7 | $865k | 22k | 38.62 | |
| CenturyLink | 1.5 | $784k | 19k | 40.45 | |
| 3M Company (MMM) | 1.4 | $730k | 7.7k | 94.81 | |
| Apollo | 1.4 | $729k | 17k | 43.65 | |
| American Electric Power Company (AEP) | 1.4 | $705k | 19k | 37.70 | |
| Big Lots (BIGGQ) | 1.4 | $703k | 21k | 33.16 | |
| H&R Block (HRB) | 1.4 | $698k | 44k | 16.05 | |
| Applied Materials (AMAT) | 1.3 | $678k | 52k | 13.01 | |
| Devon Energy Corporation (DVN) | 1.3 | $654k | 8.3k | 78.80 | |
| At&t (T) | 1.2 | $603k | 19k | 31.41 | |
| Valero Energy Corporation (VLO) | 1.1 | $580k | 23k | 25.55 | |
| Becton, Dickinson and (BDX) | 1.0 | $526k | 6.1k | 86.23 | |
| Bce (BCE) | 1.0 | $514k | 13k | 39.24 | |
| AES Corporation (AES) | 1.0 | $499k | 39k | 12.73 | |
| McKesson Corporation (MCK) | 1.0 | $494k | 5.9k | 83.73 | |
| Automatic Data Processing (ADP) | 0.9 | $485k | 9.2k | 52.72 | |
| Sempra Energy (SRE) | 0.9 | $476k | 9.0k | 52.89 | |
| Cardinal Health (CAH) | 0.9 | $441k | 9.7k | 45.46 | |
| Boeing Company (BA) | 0.8 | $429k | 5.8k | 73.97 | |
| Campbell Soup Company (CPB) | 0.8 | $422k | 12k | 34.59 | |
| AmerisourceBergen (COR) | 0.8 | $418k | 10k | 41.39 | |
| Analog Devices (ADI) | 0.8 | $411k | 11k | 39.14 | |
| AutoZone (AZO) | 0.8 | $413k | 1.4k | 295.00 | |
| Ca | 0.8 | $404k | 18k | 22.82 | |
| CenterPoint Energy (CNP) | 0.8 | $381k | 20k | 19.34 | |
| Adobe Systems Incorporated (ADBE) | 0.7 | $371k | 12k | 31.44 | |
| Bank of America Corporation (BAC) | 0.7 | $366k | 33k | 10.97 | |
| Canadian Natl Ry (CNI) | 0.7 | $368k | 4.6k | 80.00 | |
| Comcast Corporation (CMCSA) | 0.7 | $360k | 14k | 25.35 | |
| C.R. Bard | 0.7 | $363k | 3.3k | 110.00 | |
| Ace Limited Cmn | 0.7 | $355k | 5.4k | 65.74 | |
| Bk Nova Cad (BNS) | 0.7 | $349k | 5.8k | 60.17 | |
| Ball Corporation (BALL) | 0.7 | $350k | 9.1k | 38.46 | |
| Apple (AAPL) | 0.7 | $336k | 1.0k | 336.00 | |
| AvalonBay Communities (AVB) | 0.7 | $334k | 2.6k | 128.46 | |
| Cibc Cad (CM) | 0.7 | $332k | 4.2k | 79.05 | |
| Bank Of Montreal Cadcom (BMO) | 0.7 | $331k | 5.2k | 63.65 | |
| Berkshire Hathaway (BRK.B) | 0.6 | $325k | 4.2k | 77.38 | |
| Baxter International (BAX) | 0.6 | $322k | 5.4k | 59.63 | |
| Ford Motor Company (F) | 0.6 | $323k | 23k | 13.80 | |
| Bed Bath & Beyond | 0.6 | $315k | 5.4k | 58.33 | |
| Boston Properties (BXP) | 0.6 | $308k | 2.9k | 106.21 | |
| Best Buy (BBY) | 0.6 | $302k | 9.6k | 31.46 | |
| CareFusion Corporation | 0.6 | $293k | 11k | 27.13 | |
| BMC Software | 0.6 | $284k | 5.2k | 54.62 | |
| Brookfield Asset Management | 0.6 | $282k | 8.5k | 33.18 | |
| Biogen Idec (BIIB) | 0.6 | $278k | 2.6k | 106.92 | |
| Cablevision Systems Corporation | 0.6 | $279k | 7.7k | 36.23 | |
| Broadcom Corporation | 0.6 | $279k | 8.3k | 33.61 | |
| Air Products & Chemicals (APD) | 0.5 | $277k | 2.9k | 95.52 | |
| Alcoa | 0.5 | $262k | 17k | 15.88 | |
| Allstate Corporation (ALL) | 0.5 | $260k | 8.5k | 30.59 | |
| Ameriprise Financial (AMP) | 0.5 | $254k | 4.4k | 57.73 | |
| Cenovus Energy (CVE) | 0.5 | $253k | 6.7k | 37.76 | |
| C.H. Robinson Worldwide (CHRW) | 0.5 | $252k | 3.2k | 78.75 | |
| American Express Company (AXP) | 0.5 | $248k | 4.8k | 51.67 | |
| Caterpillar (CAT) | 0.5 | $245k | 2.3k | 106.52 | |
| Apartment Investment and Management | 0.5 | $240k | 9.4k | 25.52 | |
| Altera Corporation | 0.5 | $241k | 5.2k | 46.35 | |
| Assurant (AIZ) | 0.5 | $232k | 6.4k | 36.25 | |
| CBS Corporation | 0.4 | $222k | 7.8k | 28.46 | |
| Cerner Corporation | 0.4 | $220k | 3.6k | 61.11 | |
| Agnico (AEM) | 0.4 | $221k | 3.5k | 63.14 | |
| American International (AIG) | 0.4 | $220k | 7.5k | 29.33 | |
| BlackRock | 0.4 | $211k | 1.1k | 191.82 | |
| BB&T Corporation | 0.4 | $207k | 7.7k | 26.88 | |
| Noble Corporation Com Stk | 0.4 | $201k | 5.1k | 39.41 |
