Clifton Group Investment Management Company

Clifton Group Investment Management Company as of Sept. 30, 2012

Portfolio Holdings for Clifton Group Investment Management Company

Clifton Group Investment Management Company holds 69 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
Spdr S&p 500 Etf (SPY) 40.1 $200M 1.4M 144.76
iShares MSCI EAFE Index Fund (EFA) 10.4 $52M 984k 53.00
iShares Gold Trust 5.0 $25M 1.5M 17.27
SPDR Gold Trust (GLD) 5.0 $25M 146k 171.89
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 4.8 $24M 229k 105.76
Powershares Etf Tr Ii s^p500 low vol 4.2 $21M 753k 28.17
Vanguard Short Term Corporate Bond ETF (VCSH) 3.2 $16M 199k 80.47
Eaton Vance Tax Managed Buy Write Opport (ETV) 2.5 $13M 969k 13.01
SPDR DB Int'l Govt Infl Pro Bond (WIP) 2.3 $11M 185k 61.96
Vanguard S&p 500 2.2 $11M 169k 65.92
iShares Barclays TIPS Bond Fund (TIP) 2.1 $11M 86k 121.76
iShares Lehman Aggregate Bond (AGG) 2.0 $9.9M 88k 112.45
Vanguard Total Bond Market ETF (BND) 1.9 $9.6M 113k 85.15
iShares IBoxx $ Invest Grade Corp Bd (LQD) 1.9 $9.4M 78k 121.77
Vanguard Emerging Markets ETF (VWO) 1.5 $7.7M 184k 41.72
Vanguard Short-Term Bond ETF (BSV) 0.9 $4.7M 58k 81.46
iShares Russell 2000 Index (IWM) 0.9 $4.3M 52k 83.44
Vanguard REIT ETF (VNQ) 0.8 $4.3M 66k 64.97
PowerShares Emerging Markets Sovere 0.8 $4.0M 130k 30.69
SPDR Barclays Capital High Yield B 0.8 $3.9M 98k 40.21
Federated Enhanced Treasury 0.8 $3.8M 269k 14.28
SPDR Barclays Capital Aggregate Bo (SPAB) 0.7 $3.6M 61k 59.19
Nuveen Equity Premium and Growth Fund (SPXX) 0.7 $3.3M 235k 13.89
Automatic Data Processing (ADP) 0.6 $2.9M 50k 59.05
Vanguard Intl Equity Index F glb ex us etf (VNQI) 0.5 $2.5M 49k 51.43
3M Company (MMM) 0.4 $1.8M 20k 92.41
International Business Machines (IBM) 0.3 $1.7M 8.4k 207.50
Microsoft Corporation (MSFT) 0.3 $1.5M 50k 29.76
Nuveen Equity Premium Advantage Fund 0.3 $1.5M 114k 12.93
Walt Disney Company (DIS) 0.3 $1.3M 25k 52.26
Vanguard Intermediate-Term Bond ETF (BIV) 0.2 $1.3M 14k 90.25
Facebook Inc cl a (META) 0.2 $1.2M 3.2k 390.16
Pepsi (PEP) 0.2 $1.1M 16k 70.75
Vanguard Admiral Shares Taxable (VFSUX) 0.2 $1.1M 102k 10.87
iShares Barclays Govnment/Cdit Bond (GBF) 0.2 $906k 7.8k 116.15
iShares Brclys Intrdte Gov/Crt Bd (GVI) 0.1 $622k 5.5k 113.09
iShares Lehman MBS Bond Fund (MBB) 0.1 $382k 3.5k 109.14
Coca-Cola Company (KO) 0.1 $344k 9.0k 38.22
ConocoPhillips (COP) 0.1 $269k 4.7k 57.23
McDonald's Corporation (MCD) 0.0 $174k 1.9k 91.58
Chevron Corporation (CVX) 0.0 $128k 1.1k 116.36
Exxon Mobil Corporation (XOM) 0.0 $110k 1.2k 91.67
Wal-Mart Stores (WMT) 0.0 $81k 1.1k 73.64
Johnson & Johnson (JNJ) 0.0 $103k 1.5k 68.67
American Express Company (AXP) 0.0 $54k 950.00 56.84
Bank of America Corporation (BAC) 0.0 $26k 2.2k 12.08
General Electric Company 0.0 $27k 1.2k 22.50
Wells Fargo & Company (WFC) 0.0 $28k 800.00 35.00
Boeing Company (BA) 0.0 $42k 600.00 70.00
Dow Chemical Company 0.0 $47k 1.6k 29.38
E.I. du Pont de Nemours & Company 0.0 $60k 1.2k 50.00
Merck & Co (MRK) 0.0 $68k 1.5k 45.33
Procter & Gamble Company (PG) 0.0 $55k 800.00 68.75
Xcel Energy (XEL) 0.0 $26k 912.00 28.51
PowerShares QQQ Trust, Series 1 0.0 $69k 1.0k 69.00
SPDR S&P MidCap 400 ETF (MDY) 0.0 $72k 400.00 180.00
Microsoft Corporation (MSFT) 0.0 $15k 123.00 121.95
Microsoft Corporation (MSFT) 0.0 $8.0k 183.00 43.72
Microsoft Corporation (MSFT) 0.0 $1.0k 60.00 16.67
JPMorgan Chase & Co. (JPM) 0.0 $24k 600.00 40.00
American Express Company (AXP) 0.0 $-7.0k -7.00 1000.00
Bank of America Corporation (BAC) 0.0 $7.0k 1.1k 6.31
Exxon Mobil Corporation (XOM) 0.0 $-6.0k -12.00 500.00
McDonald's Corporation (MCD) 0.0 $-5.0k -7.00 714.29
Chevron Corporation (CVX) 0.0 $-5.0k -11.00 454.55
Hewlett-Packard Company 0.0 $14k 800.00 17.50
International Business Machines (IBM) 0.0 $-24k -14.00 1714.29
CenterPoint Energy (CNP) 0.0 $0 5.00 0.00
SPDR S&P MidCap 400 ETF (MDY) 0.0 $-7.0k -4.00 1750.00