Clifton Group Investment Management Company

Clifton Group Investment Management Company as of March 31, 2012

Portfolio Holdings for Clifton Group Investment Management Company

Clifton Group Investment Management Company holds 168 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 42.3 $137M 969k 141.43
SPDR Gold Trust (GLD) 7.3 $24M 146k 162.12
iShares Gold Trust 7.3 $24M 1.5M 16.27
iShares MSCI EAFE Index Fund (EFA) 6.9 $23M 410k 54.89
iShares Lehman Aggregate Bond (AGG) 3.4 $11M 99k 109.85
Vanguard Total Bond Market ETF (BND) 3.2 $10M 123k 83.28
iShares IBoxx $ Invest Grade Corp Bd (LQD) 2.7 $8.7M 75k 115.63
Eaton Vance Tax Managed Buy Write Opport (ETV) 2.4 $7.7M 597k 12.94
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 2.3 $7.4M 71k 105.09
Vanguard Short-Term Bond ETF (BSV) 1.8 $5.9M 74k 80.94
SPDR Barclays Capital Aggregate Bo (SPAB) 1.6 $5.1M 89k 57.75
Federated Enhanced Treasury 1.6 $5.1M 348k 14.76
iShares MSCI Emerging Markets Indx (EEM) 1.3 $4.3M 100k 42.95
Vanguard REIT ETF (VNQ) 1.3 $4.2M 66k 63.65
PowerShares Emerging Markets Sovere 1.1 $3.7M 133k 28.02
SPDR Barclays Capital High Yield B 1.1 $3.7M 95k 39.37
Automatic Data Processing (ADP) 1.0 $3.3M 59k 55.58
Eaton Vance Tax-Managed Buy-Write Income (ETB) 0.9 $3.0M 216k 13.70
Nuveen Equity Premium and Growth Fund (SPXX) 0.9 $3.0M 217k 13.61
Vanguard Intl Equity Index F glb ex us etf (VNQI) 0.7 $2.4M 51k 47.02
Nuveen Equity Premium Income Fund (BXMX) 0.7 $2.2M 180k 12.12
International Business Machines (IBM) 0.6 $2.1M 9.9k 208.69
3M Company (MMM) 0.6 $1.8M 20k 89.22
Vanguard Intermediate-Term Bond ETF (BIV) 0.5 $1.6M 18k 86.95
Procter & Gamble Company (PG) 0.4 $1.4M 20k 67.21
Johnson & Johnson (JNJ) 0.4 $1.3M 19k 65.96
Pepsi (PEP) 0.3 $1.1M 16k 66.38
Vanguard Admiral Shares Taxable (VFSUX) 0.3 $1.1M 101k 10.74
iShares Barclays Govnment/Cdit Bond (GBF) 0.3 $881k 7.8k 112.95
Microsoft Corporation (MSFT) 0.2 $687k 21k 32.25
iShares Brclys Intrdte Gov/Crt Bd (GVI) 0.2 $611k 5.5k 111.09
Nuveen Equity Premium Opportunity Fund 0.2 $611k 50k 12.20
Abbott Laboratories (ABT) 0.1 $490k 8.0k 61.25
iShares Lehman MBS Bond Fund (MBB) 0.1 $378k 3.5k 108.00
Nuveen Equity Premium Advantage Fund 0.1 $311k 26k 12.14
McDonald's Corporation (MCD) 0.1 $226k 2.3k 98.26
iShares Barclays TIPS Bond Fund (TIP) 0.1 $229k 2.0k 117.44
Sears Holdings Corporation 0.1 $199k 3.0k 66.33
Tripadvisor (TRIP) 0.1 $193k 5.4k 35.74
Chevron Corporation (CVX) 0.1 $161k 1.5k 107.33
PowerShares QQQ Trust, Series 1 0.1 $155k 2.3k 67.39
E TRADE Financial Corporation 0.0 $115k 11k 10.95
Coca-Cola Company (KO) 0.0 $134k 1.8k 74.44
Lennar Corporation (LEN) 0.0 $117k 4.3k 27.21
Federated Investors (FHI) 0.0 $121k 5.4k 22.41
Whirlpool Corporation (WHR) 0.0 $138k 1.8k 76.67
PerkinElmer (RVTY) 0.0 $122k 4.4k 27.73
LSI Corporation 0.0 $116k 13k 8.66
Netflix (NFLX) 0.0 $127k 1.1k 115.45
Advanced Micro Devices (AMD) 0.0 $132k 17k 8.00
JDS Uniphase Corporation 0.0 $119k 8.2k 14.51
SPDR S&P MidCap 400 ETF (MDY) 0.0 $127k 700.00 181.43
Diamond Offshore Drilling 0.0 $107k 1.6k 66.88
Huntington Bancshares Incorporated (HBAN) 0.0 $101k 16k 6.52
Hasbro (HAS) 0.0 $103k 2.8k 36.79
Genworth Financial (GNW) 0.0 $107k 13k 8.29
Leucadia National 0.0 $97k 3.7k 26.22
Assurant (AIZ) 0.0 $89k 2.2k 40.45
Total System Services 0.0 $107k 4.6k 23.26
Legg Mason 0.0 $104k 3.7k 28.11
People's United Financial 0.0 $90k 6.8k 13.24
Nasdaq Omx (NDAQ) 0.0 $93k 3.6k 25.83
Equifax (EFX) 0.0 $102k 2.3k 44.35
AutoNation (AN) 0.0 $89k 2.6k 34.23
Exxon Mobil Corporation (XOM) 0.0 $104k 1.2k 86.67
AGL Resources 0.0 $86k 2.2k 39.09
Hospira 0.0 $108k 2.9k 37.24
Pulte (PHM) 0.0 $113k 13k 8.83
Tenet Healthcare Corporation 0.0 $100k 19k 5.29
DENTSPLY International 0.0 $100k 2.5k 40.00
H&R Block (HRB) 0.0 $92k 5.5k 16.73
Hudson City Ban 0.0 $99k 14k 7.33
J.C. Penney Company 0.0 $92k 2.6k 35.38
Leggett & Platt (LEG) 0.0 $91k 3.9k 23.33
Molex Incorporated 0.0 $102k 3.6k 28.33
Pitney Bowes (PBI) 0.0 $83k 4.7k 17.66
Ryder System (R) 0.0 $84k 1.6k 52.50
Sealed Air (SEE) 0.0 $100k 5.2k 19.23
Snap-on Incorporated (SNA) 0.0 $104k 1.7k 61.18
Dun & Bradstreet Corporation 0.0 $102k 1.2k 85.00
Avery Dennison Corporation (AVY) 0.0 $93k 3.1k 30.00
Suno 0.0 $84k 2.2k 38.18
Harris Corporation 0.0 $113k 2.5k 45.20
Vulcan Materials Company (VMC) 0.0 $98k 2.3k 42.61
Apartment Investment and Management 0.0 $103k 3.9k 26.41
Newell Rubbermaid (NWL) 0.0 $96k 5.4k 17.78
E.I. du Pont de Nemours & Company 0.0 $95k 1.8k 52.78
International Flavors & Fragrances (IFF) 0.0 $100k 1.7k 58.82
Bemis Company 0.0 $97k 3.0k 32.33
TECO Energy 0.0 $82k 4.7k 17.45
Cincinnati Financial Corporation (CINF) 0.0 $101k 2.9k 34.83
Masco Corporation (MAS) 0.0 $104k 7.8k 13.33
Interpublic Group of Companies (IPG) 0.0 $100k 8.8k 11.36
Computer Sciences Corporation 0.0 $112k 3.7k 30.27
Torchmark Corporation 0.0 $100k 2.0k 50.00
Patterson Companies (PDCO) 0.0 $104k 3.1k 33.55
Lexmark International 0.0 $86k 2.6k 33.08
Harman International Industries 0.0 $108k 2.3k 46.96
Cintas Corporation (CTAS) 0.0 $98k 2.5k 39.20
Abercrombie & Fitch (ANF) 0.0 $99k 2.0k 49.50
Gannett 0.0 $102k 6.6k 15.45
Coventry Health Care 0.0 $104k 2.9k 35.86
D.R. Horton (DHI) 0.0 $102k 6.7k 15.22
FLIR Systems 0.0 $89k 3.5k 25.43
Big Lots (BIGGQ) 0.0 $99k 2.3k 43.04
Dean Foods Company 0.0 $102k 8.4k 12.14
Robert Half International (RHI) 0.0 $97k 3.2k 30.31
Constellation Brands (STZ) 0.0 $109k 4.6k 23.70
Tesoro Corporation 0.0 $107k 4.0k 26.75
Cablevision Systems Corporation 0.0 $90k 6.1k 14.75
Quanta Services (PWR) 0.0 $86k 4.1k 20.98
First Horizon National Corporation (FHN) 0.0 $111k 11k 10.37
Saic 0.0 $95k 7.2k 13.19
Owens-Illinois 0.0 $103k 4.4k 23.41
Zions Bancorporation (ZION) 0.0 $109k 5.1k 21.37
Hormel Foods Corporation (HRL) 0.0 $92k 3.1k 29.68
Jabil Circuit (JBL) 0.0 $108k 4.3k 25.12
Pepco Holdings 0.0 $83k 4.4k 18.86
Rowan Companies 0.0 $95k 2.9k 32.76
Urban Outfitters (URBN) 0.0 $93k 3.2k 29.06
United States Steel Corporation (X) 0.0 $94k 3.2k 29.38
Novellus Systems 0.0 $110k 2.2k 50.00
Integrys Energy 0.0 $90k 1.7k 52.94
Teradyne (TER) 0.0 $105k 6.2k 16.94
Nabors Industries 0.0 $84k 4.8k 17.50
Scripps Networks Interactive 0.0 $102k 2.1k 48.57
MetroPCS Communications 0.0 $101k 11k 9.02
Cbre Group Inc Cl A (CBRE) 0.0 $110k 5.5k 20.00
Xylem (XYL) 0.0 $97k 3.5k 27.71
Expedia (EXPE) 0.0 $104k 3.1k 33.55
Wpx Energy 0.0 $92k 5.1k 18.04
NRG Energy (NRG) 0.0 $78k 5.0k 15.60
American Express Company (AXP) 0.0 $61k 1.1k 58.10
Wal-Mart Stores (WMT) 0.0 $80k 1.3k 61.54
Walt Disney Company (DIS) 0.0 $61k 1.4k 43.57
R.R. Donnelley & Sons Company 0.0 $74k 6.0k 12.33
Supervalu 0.0 $62k 11k 5.69
Dow Chemical Company 0.0 $63k 1.8k 35.00
DeVry 0.0 $78k 2.3k 33.91
Newfield Exploration 0.0 $80k 2.3k 34.78
Goodyear Tire & Rubber Company (GT) 0.0 $67k 6.0k 11.17
Merck & Co (MRK) 0.0 $66k 1.7k 38.82
Lowe's Companies (LOW) 0.0 $50k 1.6k 31.25
Washington Post Company 0.0 $75k 200.00 375.00
First Solar (FSLR) 0.0 $63k 2.5k 25.20
Alpha Natural Resources 0.0 $62k 4.1k 15.12
GameStop (GME) 0.0 $79k 3.6k 21.94
Titanium Metals Corporation 0.0 $80k 5.9k 13.56
Allegheny Technologies Incorporated (ATI) 0.0 $78k 1.9k 41.05
Microsoft Corporation (MSFT) 0.0 $45k 123.00 365.85
Microsoft Corporation (MSFT) 0.0 $41k 183.00 224.04
JPMorgan Chase & Co. (JPM) 0.0 $28k 600.00 46.67
General Electric Company 0.0 $30k 1.5k 20.00
Wells Fargo & Company (WFC) 0.0 $27k 800.00 33.75
Boeing Company (BA) 0.0 $45k 600.00 75.00
Hewlett-Packard Company 0.0 $19k 800.00 23.75
Xcel Energy (XEL) 0.0 $24k 912.00 26.32
Suncoke Energy (SXC) 0.0 $24k 1.7k 14.14
Microsoft Corporation (MSFT) 0.0 $8.0k 60.00 133.33
American Express Company (AXP) 0.0 $-10k -8.00 1250.00
Exxon Mobil Corporation (XOM) 0.0 $-6.0k -12.00 500.00
Chevron Corporation (CVX) 0.0 $-6.0k -15.00 400.00
Comverse Technology 0.0 $999.600000 84.00 11.90
CenterPoint Energy (CNP) 0.0 $0 5.00 0.00
SPDR S&P MidCap 400 ETF (MDY) 0.0 $-15k -7.00 2142.86
AllianceBernstein Income Fund 0.0 $13k 1.6k 8.12
Orchard Supp A 0.0 $999.920000 58.00 17.24
International Business Machines (IBM) -0.0 $-45k -21.00 2142.86