Clifton Group Investment Management Company as of Dec. 31, 2011
Portfolio Holdings for Clifton Group Investment Management Company
Clifton Group Investment Management Company holds 197 positions in its portfolio as reported in the December 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Spdr S&p 500 Etf (SPY) | 28.3 | $97M | 767k | 126.27 | |
| iShares Russell 1000 Index (IWB) | 10.0 | $34M | 493k | 69.37 | |
| iShares MSCI EAFE Index Fund (EFA) | 7.9 | $27M | 543k | 49.53 | |
| iShares MSCI Emerging Markets Indx (EEM) | 7.6 | $26M | 687k | 37.94 | |
| SPDR Gold Trust (GLD) | 6.5 | $22M | 146k | 151.99 | |
| iShares Gold Trust | 6.5 | $22M | 1.5M | 15.23 | |
| iShares Lehman Aggregate Bond (AGG) | 3.3 | $11M | 101k | 110.27 | |
| Vanguard Total Bond Market ETF (BND) | 3.0 | $10M | 123k | 83.54 | |
| iShares Russell 2000 Value Index (IWN) | 2.9 | $9.7M | 148k | 65.64 | |
| Vanguard Emerging Markets ETF (VWO) | 2.2 | $7.6M | 200k | 38.21 | |
| iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) | 2.1 | $7.4M | 71k | 104.34 | |
| Eaton Vance Tax Managed Buy Write Opport (ETV) | 2.1 | $7.1M | 606k | 11.72 | |
| Federated Enhanced Treasury | 2.0 | $6.8M | 477k | 14.35 | |
| Vanguard Short-Term Bond ETF (BSV) | 1.7 | $5.7M | 71k | 80.84 | |
| SPDR Barclays Capital Aggregate Bo (SPAB) | 1.3 | $4.5M | 77k | 58.52 | |
| Eaton Vance Tax-Managed Buy-Write Income (ETB) | 1.3 | $4.3M | 338k | 12.84 | |
| Automatic Data Processing (ADP) | 0.9 | $3.2M | 59k | 54.40 | |
| International Business Machines (IBM) | 0.5 | $1.9M | 10k | 183.86 | |
| 3M Company (MMM) | 0.5 | $1.7M | 20k | 81.72 | |
| Vanguard Intermediate-Term Bond ETF (BIV) | 0.5 | $1.6M | 18k | 86.95 | |
| Nuveen Equity Premium and Growth Fund (SPXX) | 0.4 | $1.5M | 123k | 12.07 | |
| Procter & Gamble Company (PG) | 0.4 | $1.3M | 20k | 66.72 | |
| Johnson & Johnson (JNJ) | 0.4 | $1.3M | 19k | 65.60 | |
| AllianceBernstein Income Fund | 0.3 | $1.2M | 142k | 8.29 | |
| Pepsi (PEP) | 0.3 | $1.1M | 16k | 66.88 | |
| Vanguard Admiral Shares Taxable (VFSUX) | 0.3 | $1.1M | 100k | 10.66 | |
| iShares Russell 1000 Growth Index (IWF) | 0.3 | $1.0M | 18k | 57.78 | |
| Nuveen Equity Premium Income Fund (BXMX) | 0.3 | $1.0M | 90k | 11.18 | |
| iShares Barclays Govnment/Cdit Bond (GBF) | 0.3 | $890k | 7.8k | 114.10 | |
| Microsoft Corporation (MSFT) | 0.2 | $815k | 31k | 25.96 | |
| iShares Brclys Intrdte Gov/Crt Bd (GVI) | 0.2 | $613k | 5.5k | 111.45 | |
| Sda - Merrill Lynch Structured N | 0.2 | $608k | 65k | 9.40 | |
| Mkf - Merrill Lynch Mitts | 0.1 | $501k | 43k | 11.79 | |
| Abbott Laboratories (ABT) | 0.1 | $450k | 8.0k | 56.25 | |
| Mhm - Merrill Lynch Mitts | 0.1 | $456k | 49k | 9.23 | |
| iShares Lehman MBS Bond Fund (MBB) | 0.1 | $379k | 3.5k | 108.29 | |
| Mla - Merrill Lynch Mitts | 0.1 | $377k | 36k | 10.56 | |
| Smu - Citi Global | 0.1 | $364k | 39k | 9.39 | |
| Delaware Inv Mn Mun Inc Fd I | 0.1 | $274k | 20k | 13.52 | |
| McDonald's Corporation (MCD) | 0.1 | $231k | 2.3k | 100.43 | |
| iShares Barclays TIPS Bond Fund (TIP) | 0.1 | $228k | 2.0k | 116.92 | |
| Cabot Oil & Gas Corporation (CTRA) | 0.1 | $190k | 2.5k | 76.00 | |
| Total System Services | 0.1 | $159k | 8.1k | 19.63 | |
| AutoNation (AN) | 0.1 | $162k | 4.4k | 36.82 | |
| Exxon Mobil Corporation (XOM) | 0.1 | $178k | 2.1k | 84.76 | |
| Chevron Corporation (CVX) | 0.1 | $181k | 1.7k | 106.47 | |
| H&R Block (HRB) | 0.1 | $175k | 11k | 16.51 | |
| Goodyear Tire & Rubber Company (GT) | 0.1 | $154k | 11k | 14.13 | |
| Cintas Corporation (CTAS) | 0.1 | $164k | 4.7k | 34.89 | |
| Big Lots (BIGGQ) | 0.1 | $159k | 4.2k | 37.86 | |
| Dean Foods Company | 0.1 | $162k | 15k | 11.17 | |
| Tesoro Corporation | 0.1 | $164k | 7.0k | 23.43 | |
| Novellus Systems | 0.1 | $161k | 3.9k | 41.28 | |
| SPDR S&P MidCap 400 ETF (MDY) | 0.1 | $160k | 1.0k | 160.00 | |
| NRG Energy (NRG) | 0.0 | $127k | 7.0k | 18.14 | |
| Assurant (AIZ) | 0.0 | $140k | 3.4k | 41.18 | |
| People's United Financial | 0.0 | $127k | 9.9k | 12.83 | |
| Nasdaq Omx (NDAQ) | 0.0 | $137k | 5.6k | 24.46 | |
| Equifax (EFX) | 0.0 | $139k | 3.6k | 38.61 | |
| Coca-Cola Company (KO) | 0.0 | $126k | 1.8k | 70.00 | |
| Wal-Mart Stores (WMT) | 0.0 | $120k | 2.0k | 60.00 | |
| Lennar Corporation (LEN) | 0.0 | $141k | 7.2k | 19.58 | |
| Pulte (PHM) | 0.0 | $122k | 19k | 6.32 | |
| Hudson City Ban | 0.0 | $135k | 22k | 6.25 | |
| International Game Technology | 0.0 | $136k | 7.9k | 17.22 | |
| Leggett & Platt (LEG) | 0.0 | $137k | 5.9k | 23.22 | |
| Molex Incorporated | 0.0 | $140k | 5.8k | 24.14 | |
| R.R. Donnelley & Sons Company | 0.0 | $120k | 8.3k | 14.46 | |
| Ryder System (R) | 0.0 | $138k | 2.6k | 53.08 | |
| Snap-on Incorporated (SNA) | 0.0 | $127k | 2.5k | 50.80 | |
| Dun & Bradstreet Corporation | 0.0 | $127k | 1.7k | 74.71 | |
| Suno | 0.0 | $139k | 3.4k | 40.88 | |
| Supervalu | 0.0 | $123k | 15k | 8.15 | |
| Apartment Investment and Management | 0.0 | $126k | 5.5k | 22.91 | |
| International Flavors & Fragrances (IFF) | 0.0 | $127k | 2.4k | 52.92 | |
| Bemis Company | 0.0 | $123k | 4.1k | 30.00 | |
| TECO Energy | 0.0 | $144k | 7.5k | 19.20 | |
| Cincinnati Financial Corporation (CINF) | 0.0 | $131k | 4.3k | 30.82 | |
| Interpublic Group of Companies (IPG) | 0.0 | $127k | 13k | 9.69 | |
| DeVry | 0.0 | $120k | 3.1k | 38.71 | |
| NiSource (NI) | 0.0 | $126k | 5.3k | 23.77 | |
| Apollo | 0.0 | $124k | 2.3k | 53.91 | |
| Torchmark Corporation | 0.0 | $139k | 3.2k | 43.44 | |
| LSI Corporation | 0.0 | $135k | 23k | 5.95 | |
| Patterson Companies (PDCO) | 0.0 | $133k | 4.5k | 29.56 | |
| Lexmark International | 0.0 | $129k | 3.9k | 33.08 | |
| Washington Post Company | 0.0 | $132k | 350.00 | 377.14 | |
| Gannett | 0.0 | $124k | 9.2k | 13.48 | |
| Coventry Health Care | 0.0 | $146k | 4.8k | 30.42 | |
| D.R. Horton (DHI) | 0.0 | $140k | 11k | 12.61 | |
| FLIR Systems | 0.0 | $120k | 4.8k | 25.00 | |
| Robert Half International (RHI) | 0.0 | $131k | 4.6k | 28.48 | |
| Constellation Brands (STZ) | 0.0 | $128k | 6.2k | 20.65 | |
| Quanta Services (PWR) | 0.0 | $142k | 6.6k | 21.52 | |
| GameStop (GME) | 0.0 | $140k | 5.8k | 24.14 | |
| Hormel Foods Corporation (HRL) | 0.0 | $152k | 5.2k | 29.23 | |
| Jabil Circuit (JBL) | 0.0 | $132k | 6.7k | 19.70 | |
| Pepco Holdings | 0.0 | $146k | 7.2k | 20.28 | |
| Rowan Companies | 0.0 | $121k | 4.0k | 30.25 | |
| Titanium Metals Corporation | 0.0 | $121k | 8.1k | 14.94 | |
| Integrys Energy | 0.0 | $146k | 2.7k | 54.07 | |
| Teradyne (TER) | 0.0 | $131k | 9.6k | 13.65 | |
| PowerShares QQQ Trust, Series 1 | 0.0 | $128k | 2.3k | 55.65 | |
| Diamond Offshore Drilling | 0.0 | $116k | 2.1k | 55.24 | |
| E TRADE Financial Corporation | 0.0 | $88k | 11k | 8.00 | |
| CMS Energy Corporation (CMS) | 0.0 | $113k | 5.1k | 22.16 | |
| FirstEnergy (FE) | 0.0 | $115k | 2.6k | 44.23 | |
| Tenet Healthcare Corporation | 0.0 | $115k | 23k | 5.11 | |
| DENTSPLY International | 0.0 | $95k | 2.7k | 35.19 | |
| Federated Investors (FHI) | 0.0 | $97k | 6.4k | 15.16 | |
| MeadWestva | 0.0 | $105k | 3.5k | 30.00 | |
| Pitney Bowes (PBI) | 0.0 | $113k | 6.1k | 18.52 | |
| Sealed Air (SEE) | 0.0 | $103k | 6.0k | 17.17 | |
| Airgas | 0.0 | $117k | 1.5k | 78.00 | |
| Avery Dennison Corporation (AVY) | 0.0 | $103k | 3.6k | 28.61 | |
| Tellabs | 0.0 | $97k | 24k | 4.02 | |
| Masco Corporation (MAS) | 0.0 | $119k | 11k | 10.44 | |
| Helmerich & Payne (HP) | 0.0 | $111k | 1.9k | 58.42 | |
| Compuware Corporation | 0.0 | $106k | 13k | 8.28 | |
| PerkinElmer (RVTY) | 0.0 | $116k | 5.8k | 20.00 | |
| Harman International Industries | 0.0 | $118k | 3.1k | 38.06 | |
| Abercrombie & Fitch (ANF) | 0.0 | $117k | 2.4k | 48.75 | |
| Nicor | 0.0 | $110k | 2.6k | 42.44 | |
| Iron Mountain Incorporated | 0.0 | $118k | 3.8k | 31.05 | |
| Meredith Corporation | 0.0 | $88k | 2.7k | 32.59 | |
| Advanced Micro Devices (AMD) | 0.0 | $105k | 20k | 5.38 | |
| Wyndham Worldwide Corporation | 0.0 | $113k | 3.0k | 37.67 | |
| First Horizon National Corporation (FHN) | 0.0 | $107k | 13k | 7.99 | |
| Saic | 0.0 | $113k | 9.2k | 12.28 | |
| Owens-Illinois | 0.0 | $103k | 5.3k | 19.43 | |
| Zions Bancorporation (ZION) | 0.0 | $106k | 6.5k | 16.31 | |
| JDS Uniphase Corporation | 0.0 | $111k | 11k | 10.47 | |
| SCANA Corporation | 0.0 | $109k | 2.4k | 45.42 | |
| AK Steel Holding Corporation | 0.0 | $90k | 11k | 8.26 | |
| Urban Outfitters (URBN) | 0.0 | $113k | 4.1k | 27.56 | |
| Bank Of Montreal Cadcom (BMO) | 0.0 | $93k | 1.7k | 54.71 | |
| Scripps Networks Interactive | 0.0 | $115k | 2.7k | 42.59 | |
| Pinnacle West Capital Corporation (PNW) | 0.0 | $106k | 2.2k | 48.18 | |
| MetroPCS Communications | 0.0 | $106k | 12k | 8.69 | |
| Mhw - Bank Of America Structured | 0.0 | $89k | 9.5k | 9.33 | |
| American Express Company (AXP) | 0.0 | $73k | 1.6k | 47.10 | |
| Walt Disney Company (DIS) | 0.0 | $65k | 1.7k | 38.24 | |
| Dow Chemical Company | 0.0 | $52k | 1.8k | 28.89 | |
| E.I. du Pont de Nemours & Company | 0.0 | $82k | 1.8k | 45.56 | |
| Merck & Co (MRK) | 0.0 | $65k | 1.7k | 38.24 | |
| Sears Holdings Corporation | 0.0 | $70k | 2.2k | 31.82 | |
| Monster Worldwide | 0.0 | $71k | 9.0k | 7.89 | |
| MEMC Electronic Materials | 0.0 | $74k | 19k | 3.94 | |
| QLogic Corporation | 0.0 | $83k | 5.5k | 15.09 | |
| Expedia (EXPE) | 0.0 | $55k | 1.9k | 28.95 | |
| Huntington Bancshares Incorporated (HBAN) | 0.0 | $42k | 7.7k | 5.45 | |
| Hasbro (HAS) | 0.0 | $38k | 1.2k | 31.67 | |
| Genworth Financial (GNW) | 0.0 | $44k | 6.7k | 6.57 | |
| JPMorgan Chase & Co. (JPM) | 0.0 | $20k | 600.00 | 33.33 | |
| Leucadia National | 0.0 | $41k | 1.8k | 22.78 | |
| Legg Mason | 0.0 | $41k | 1.7k | 24.12 | |
| Exxon Mobil Corporation (XOM) | 0.0 | $21k | 21.00 | 1000.00 | |
| Hospira | 0.0 | $43k | 1.4k | 30.71 | |
| General Electric Company | 0.0 | $27k | 1.5k | 18.00 | |
| J.C. Penney Company | 0.0 | $42k | 1.2k | 35.00 | |
| Wells Fargo & Company (WFC) | 0.0 | $22k | 800.00 | 27.50 | |
| Boeing Company (BA) | 0.0 | $44k | 600.00 | 73.33 | |
| Harris Corporation | 0.0 | $40k | 1.1k | 36.36 | |
| Newell Rubbermaid (NWL) | 0.0 | $42k | 2.6k | 16.15 | |
| Whirlpool Corporation (WHR) | 0.0 | $38k | 800.00 | 47.50 | |
| RadioShack Corporation | 0.0 | $50k | 5.1k | 9.80 | |
| Computer Sciences Corporation | 0.0 | $36k | 1.5k | 24.00 | |
| Hewlett-Packard Company | 0.0 | $21k | 800.00 | 26.25 | |
| International Business Machines (IBM) | 0.0 | $26k | 20.00 | 1300.00 | |
| Lowe's Companies (LOW) | 0.0 | $41k | 1.6k | 25.62 | |
| Janus Capital | 0.0 | $46k | 7.3k | 6.30 | |
| Frontier Communications | 0.0 | $42k | 8.2k | 5.12 | |
| Xcel Energy (XEL) | 0.0 | $25k | 912.00 | 27.41 | |
| First Solar (FSLR) | 0.0 | $41k | 1.2k | 34.17 | |
| Netflix (NFLX) | 0.0 | $42k | 600.00 | 70.00 | |
| Alpha Natural Resources | 0.0 | $43k | 2.1k | 20.48 | |
| Cablevision Systems Corporation | 0.0 | $43k | 3.0k | 14.33 | |
| United States Steel Corporation (X) | 0.0 | $42k | 1.6k | 26.25 | |
| Allegheny Technologies Incorporated (ATI) | 0.0 | $43k | 900.00 | 47.78 | |
| Nabors Industries | 0.0 | $40k | 2.3k | 17.39 | |
| iShares IBoxx $ Invest Grade Corp Bd (LQD) | 0.0 | $51k | 450.00 | 113.33 | |
| Nuveen Equity Premium Opportunity Fund | 0.0 | $31k | 2.8k | 11.25 | |
| Xylem (XYL) | 0.0 | $44k | 1.7k | 25.88 | |
| Tripadvisor (TRIP) | 0.0 | $48k | 1.9k | 25.26 | |
| Wal-Mart Stores (WMT) | 0.0 | $8.0k | 17.00 | 470.59 | |
| Walt Disney Company (DIS) | 0.0 | $4.0k | 13.00 | 307.69 | |
| Chevron Corporation (CVX) | 0.0 | $9.0k | 13.00 | 692.31 | |
| Chevron Corporation (CVX) | 0.0 | $9.0k | 4.00 | 2250.00 | |
| International Business Machines (IBM) | 0.0 | $13k | 3.00 | 4333.33 | |
| Procter & Gamble Company (PG) | 0.0 | $1.0k | 7.00 | 142.86 | |
| SPDR S&P MidCap 400 ETF (MDY) | 0.0 | $7.0k | 10.00 | 700.00 | |
| Nuveen Equity Premium Advantage Fund | 0.0 | $5.0k | 410.00 | 12.20 | |
| Myp - Citigroup Fund Inc Notes | 0.0 | $6.0k | 600.00 | 10.00 | |
| Axp Us 01/12 C45 - Amer Expr stock options | 0.0 | $3.0k | 13.00 | 230.77 | |
| Msft Us 01/19/13 C30 - Microsoft stock options | 0.0 | $12k | 123.00 | 97.56 | |
| Msft Us 01/19/13 C30 - Microsoft stock options | 0.0 | $10k | 183.00 | 54.64 | |
| Msft Us 01/19/13 C30 - Microsoft stock options | 0.0 | $2.0k | 60.00 | 33.33 |
