Clifton Group Investment Management Company as of March 31, 2011
Portfolio Holdings for Clifton Group Investment Management Company
Clifton Group Investment Management Company holds 188 positions in its portfolio as reported in the March 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Spdr S&p 500 Etf (SPY) | 32.0 | $75M | 562k | 132.59 | |
| Vanguard Emerging Markets ETF (VWO) | 12.4 | $29M | 589k | 48.95 | |
| iShares Lehman Aggregate Bond (AGG) | 10.4 | $24M | 231k | 105.13 | |
| iShares MSCI EAFE Index Fund (EFA) | 5.7 | $13M | 223k | 60.08 | |
| Vanguard Total Bond Market ETF (BND) | 4.9 | $11M | 142k | 80.02 | |
| iShares Russell 2000 Value Index (IWN) | 4.7 | $11M | 146k | 75.38 | |
| iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) | 3.6 | $8.4M | 80k | 104.44 | |
| AllianceBernstein Income Fund | 3.3 | $7.7M | 1.0M | 7.69 | |
| SPDR Barclays Capital Aggregate Bo (SPAB) | 2.1 | $5.0M | 90k | 55.42 | |
| iShares MSCI Emerging Markets Indx (EEM) | 2.1 | $4.9M | 100k | 48.67 | |
| Federated Enhanced Treasury | 2.1 | $4.8M | 314k | 15.30 | |
| BlackRock Income Trust | 1.6 | $3.7M | 557k | 6.72 | |
| Eaton Vance Tax Managed Buy Write Opport (ETV) | 1.5 | $3.5M | 274k | 12.88 | |
| iShares Barclays 20+ Yr Treas.Bond (TLT) | 0.9 | $2.1M | 23k | 92.13 | |
| Eaton Vance Tax-Managed Buy-Write Income (ETB) | 0.8 | $1.9M | 140k | 13.84 | |
| Vanguard Intermediate-Term Bond ETF (BIV) | 0.6 | $1.5M | 18k | 81.97 | |
| Delaware Inv Mn Mun Inc Fd I | 0.6 | $1.4M | 109k | 12.60 | |
| Exd - Eaton Vance Tax-advant | 0.6 | $1.4M | 83k | 16.55 | |
| iShares Russell 1000 Growth Index (IWF) | 0.5 | $1.1M | 18k | 60.46 | |
| Vanguard Admiral Shares Taxable (VFSUX) | 0.5 | $1.0M | 97k | 10.72 | |
| iShares Barclays Govnment/Cdit Bond (GBF) | 0.4 | $835k | 7.8k | 107.05 | |
| Nuveen Equity Premium Opportunity Fund | 0.3 | $744k | 59k | 12.73 | |
| iShares Brclys Intrdte Gov/Crt Bd (GVI) | 0.2 | $592k | 5.5k | 107.64 | |
| iShares Barclays 10-20 Yr Tresry Bd (TLH) | 0.2 | $559k | 5.0k | 111.80 | |
| International Business Machines (IBM) | 0.2 | $375k | 2.3k | 163.04 | |
| Loral Space & Communications | 0.2 | $372k | 415.00 | 896.39 | |
| iShares Lehman MBS Bond Fund (MBB) | 0.2 | $369k | 3.5k | 105.43 | |
| FirstEnergy (FE) | 0.1 | $320k | 7.1k | 45.26 | |
| Loral Space & Communications | 0.1 | $333k | 415.00 | 802.41 | |
| Moly | 0.1 | $309k | 2.5k | 124.85 | |
| Cabot Oil & Gas Corporation (CTRA) | 0.1 | $249k | 4.7k | 52.98 | |
| H&R Block (HRB) | 0.1 | $248k | 15k | 16.76 | |
| Helmerich & Payne (HP) | 0.1 | $247k | 3.6k | 68.61 | |
| Big Lots (BIGGQ) | 0.1 | $256k | 5.9k | 43.39 | |
| Tesoro Corporation | 0.1 | $260k | 9.7k | 26.80 | |
| JDS Uniphase Corporation | 0.1 | $254k | 12k | 20.82 | |
| Gbc - Morgan Stanley | 0.1 | $262k | 27k | 9.87 | |
| AutoNation (AN) | 0.1 | $223k | 6.3k | 35.40 | |
| Goodyear Tire & Rubber Company (GT) | 0.1 | $223k | 15k | 14.97 | |
| Iron Mountain Incorporated | 0.1 | $225k | 7.2k | 31.25 | |
| Loral Space & Communications | 0.1 | $235k | 356.00 | 660.11 | |
| Rowan Companies | 0.1 | $230k | 5.2k | 44.23 | |
| Teradyne (TER) | 0.1 | $230k | 13k | 17.83 | |
| MetroPCS Communications | 0.1 | $227k | 14k | 16.21 | |
| Diamond Offshore Drilling | 0.1 | $210k | 2.7k | 77.78 | |
| Total System Services | 0.1 | $209k | 12k | 18.02 | |
| 3M Company (MMM) | 0.1 | $206k | 2.2k | 93.64 | |
| MeadWestva | 0.1 | $203k | 6.7k | 30.30 | |
| Suno | 0.1 | $201k | 4.4k | 45.68 | |
| Cephalon | 0.1 | $221k | 2.9k | 76.21 | |
| International Flavors & Fragrances (IFF) | 0.1 | $199k | 3.2k | 62.19 | |
| Interpublic Group of Companies (IPG) | 0.1 | $211k | 17k | 12.56 | |
| DeVry | 0.1 | $209k | 3.8k | 55.00 | |
| LSI Corporation | 0.1 | $203k | 30k | 6.81 | |
| Coventry Health Care | 0.1 | $213k | 6.7k | 31.79 | |
| FLIR Systems | 0.1 | $211k | 6.1k | 34.59 | |
| Dean Foods Company | 0.1 | $205k | 21k | 10.00 | |
| Quanta Services (PWR) | 0.1 | $202k | 9.0k | 22.44 | |
| Marshall & Ilsley Corporation | 0.1 | $206k | 26k | 7.98 | |
| MEMC Electronic Materials | 0.1 | $207k | 16k | 12.94 | |
| Novellus Systems | 0.1 | $208k | 5.6k | 37.14 | |
| Moly | 0.1 | $221k | 700.00 | 315.71 | |
| iShares Barclays TIPS Bond Fund (TIP) | 0.1 | $213k | 2.0k | 109.23 | |
| NRG Energy (NRG) | 0.1 | $196k | 9.1k | 21.54 | |
| CMS Energy Corporation (CMS) | 0.1 | $189k | 9.6k | 19.69 | |
| Assurant (AIZ) | 0.1 | $181k | 4.7k | 38.51 | |
| Nasdaq Omx (NDAQ) | 0.1 | $194k | 7.5k | 25.87 | |
| Equifax (EFX) | 0.1 | $194k | 5.0k | 38.80 | |
| Exxon Mobil Corporation (XOM) | 0.1 | $177k | 2.1k | 84.29 | |
| McDonald's Corporation (MCD) | 0.1 | $183k | 2.4k | 76.25 | |
| Chevron Corporation (CVX) | 0.1 | $183k | 1.7k | 107.65 | |
| Tenet Healthcare Corporation | 0.1 | $198k | 27k | 7.44 | |
| DENTSPLY International | 0.1 | $189k | 5.1k | 37.06 | |
| Federated Investors (FHI) | 0.1 | $185k | 6.9k | 26.81 | |
| Leggett & Platt (LEG) | 0.1 | $191k | 7.8k | 24.49 | |
| Molex Incorporated | 0.1 | $196k | 7.8k | 25.13 | |
| Pitney Bowes (PBI) | 0.1 | $190k | 7.4k | 25.68 | |
| R.R. Donnelley & Sons Company | 0.1 | $197k | 10k | 18.94 | |
| Sealed Air (SEE) | 0.1 | $187k | 7.0k | 26.71 | |
| Snap-on Incorporated (SNA) | 0.1 | $186k | 3.1k | 60.00 | |
| Dun & Bradstreet Corporation | 0.1 | $177k | 2.2k | 80.45 | |
| Airgas | 0.1 | $193k | 2.9k | 66.55 | |
| Avery Dennison Corporation (AVY) | 0.1 | $180k | 4.3k | 41.86 | |
| Apartment Investment and Management | 0.1 | $176k | 6.9k | 25.51 | |
| Bemis Company | 0.1 | $180k | 5.5k | 32.73 | |
| TECO Energy | 0.1 | $189k | 10k | 18.71 | |
| Cincinnati Financial Corporation (CINF) | 0.1 | $184k | 5.6k | 32.86 | |
| Masco Corporation (MAS) | 0.1 | $193k | 14k | 13.88 | |
| Compuware Corporation | 0.1 | $177k | 15k | 11.57 | |
| PerkinElmer (RVTY) | 0.1 | $184k | 7.0k | 26.29 | |
| NiSource (NI) | 0.1 | $194k | 10k | 19.21 | |
| Apollo | 0.1 | $188k | 4.5k | 41.78 | |
| Torchmark Corporation | 0.1 | $193k | 2.9k | 66.55 | |
| Patterson Companies (PDCO) | 0.1 | $187k | 5.8k | 32.24 | |
| Lexmark International | 0.1 | $189k | 5.1k | 37.06 | |
| Harman International Industries | 0.1 | $178k | 3.8k | 46.84 | |
| Washington Post Company | 0.1 | $175k | 400.00 | 437.50 | |
| Cintas Corporation (CTAS) | 0.1 | $197k | 6.5k | 30.31 | |
| Abercrombie & Fitch (ANF) | 0.1 | $182k | 3.1k | 58.71 | |
| Gannett | 0.1 | $180k | 12k | 15.25 | |
| Nicor | 0.1 | $193k | 3.6k | 53.61 | |
| Robert Half International (RHI) | 0.1 | $177k | 5.8k | 30.52 | |
| Sears Holdings Corporation | 0.1 | $198k | 2.4k | 82.50 | |
| Advanced Micro Devices (AMD) | 0.1 | $186k | 22k | 8.61 | |
| Saic | 0.1 | $190k | 11k | 16.96 | |
| Owens-Illinois | 0.1 | $175k | 5.8k | 30.17 | |
| National Semiconductor Corporation | 0.1 | $186k | 13k | 14.31 | |
| GameStop (GME) | 0.1 | $178k | 7.9k | 22.53 | |
| Jabil Circuit (JBL) | 0.1 | $180k | 8.8k | 20.45 | |
| Pepco Holdings | 0.1 | $185k | 9.9k | 18.69 | |
| SCANA Corporation | 0.1 | $177k | 4.5k | 39.33 | |
| QLogic Corporation | 0.1 | $195k | 11k | 18.57 | |
| Titanium Metals Corporation | 0.1 | $195k | 11k | 18.57 | |
| Integrys Energy | 0.1 | $182k | 3.6k | 50.56 | |
| Novell | 0.1 | $180k | 30k | 5.94 | |
| Pinnacle West Capital Corporation (PNW) | 0.1 | $184k | 4.3k | 42.79 | |
| SPDR S&P MidCap 400 ETF (MDY) | 0.1 | $180k | 1.0k | 180.00 | |
| E TRADE Financial Corporation | 0.1 | $173k | 11k | 15.59 | |
| People's United Financial | 0.1 | $161k | 13k | 12.58 | |
| Expedia | 0.1 | $163k | 7.2k | 22.64 | |
| Lennar Corporation (LEN) | 0.1 | $172k | 9.5k | 18.11 | |
| Pulte (PHM) | 0.1 | $175k | 24k | 7.38 | |
| International Game Technology | 0.1 | $166k | 10k | 16.27 | |
| Ryder System (R) | 0.1 | $172k | 3.4k | 50.59 | |
| Supervalu | 0.1 | $168k | 19k | 8.94 | |
| D.R. Horton (DHI) | 0.1 | $172k | 15k | 11.62 | |
| Janus Capital | 0.1 | $171k | 14k | 12.48 | |
| Vanguard Short-Term Bond ETF (BSV) | 0.1 | $160k | 2.0k | 80.00 | |
| Constellation Brands (STZ) | 0.1 | $166k | 8.2k | 20.24 | |
| Meredith Corporation | 0.1 | $173k | 5.1k | 33.92 | |
| First Horizon National Corporation (FHN) | 0.1 | $169k | 15k | 11.19 | |
| Zions Bancorporation (ZION) | 0.1 | $168k | 7.3k | 23.01 | |
| AK Steel Holding Corporation | 0.1 | $174k | 11k | 15.82 | |
| Scripps Networks Interactive | 0.1 | $170k | 3.4k | 50.00 | |
| Johnson & Johnson (JNJ) | 0.1 | $130k | 2.2k | 59.09 | |
| Tellabs | 0.1 | $140k | 27k | 5.24 | |
| RadioShack Corporation | 0.1 | $146k | 9.7k | 15.05 | |
| Urban Outfitters (URBN) | 0.1 | $149k | 5.0k | 29.80 | |
| Coca-Cola Company (KO) | 0.1 | $119k | 1.8k | 66.11 | |
| Monster Worldwide | 0.1 | $118k | 7.4k | 15.95 | |
| PowerShares QQQ Trust, Series 1 | 0.1 | $127k | 2.3k | 55.22 | |
| Nuveen Equity Premium Advantage Fund | 0.1 | $111k | 8.7k | 12.80 | |
| Wal-Mart Stores (WMT) | 0.0 | $104k | 2.0k | 52.00 | |
| E.I. du Pont de Nemours & Company | 0.0 | $99k | 1.8k | 55.00 | |
| Hormel Foods Corporation (HRL) | 0.0 | $100k | 3.6k | 27.78 | |
| American Express Company (AXP) | 0.0 | $70k | 1.6k | 45.16 | |
| Walt Disney Company (DIS) | 0.0 | $73k | 1.7k | 42.94 | |
| Dow Chemical Company | 0.0 | $68k | 1.8k | 37.78 | |
| Procter & Gamble Company (PG) | 0.0 | $62k | 1.0k | 62.00 | |
| Nuveen NY Select Tax-Free Income Portfol (NXN) | 0.0 | $62k | 4.8k | 12.97 | |
| Microsoft Corporation (MSFT) | 0.0 | $43k | 1.7k | 25.29 | |
| Boeing Company (BA) | 0.0 | $44k | 600.00 | 73.33 | |
| Merck & Co (MRK) | 0.0 | $56k | 1.7k | 32.94 | |
| Loral Space & Communications | 0.0 | $44k | 64.00 | 687.50 | |
| iShares IBoxx $ Invest Grade Corp Bd (LQD) | 0.0 | $49k | 450.00 | 108.89 | |
| Nuveen CA Select Tax-Free Incom Port (NXC) | 0.0 | $48k | 3.8k | 12.56 | |
| 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 | $25k | 800.00 | 31.25 | |
| Hewlett-Packard Company | 0.0 | $33k | 800.00 | 41.25 | |
| Xcel Energy (XEL) | 0.0 | $22k | 912.00 | 24.12 | |
| Nuveen Equity Premium Income Fund (BXMX) | 0.0 | $28k | 2.2k | 12.73 | |
| Microsoft Corporation (MSFT) | 0.0 | $3.1k | 123.00 | 25.32 | |
| Microsoft Corporation (MSFT) | 0.0 | $4.6k | 183.00 | 25.32 | |
| Microsoft Corporation (MSFT) | 0.0 | $1.5k | 60.00 | 25.32 | |
| American Express Company (AXP) | 0.0 | $-5.0k | -13.00 | 384.62 | |
| Wal-Mart Stores (WMT) | 0.0 | $-3.0k | -17.00 | 176.47 | |
| Chevron Corporation (CVX) | 0.0 | $-11k | -4.00 | 2750.00 | |
| Procter & Gamble Company (PG) | 0.0 | $-1.0k | -7.00 | 142.86 | |
| Loral Space & Communications | 0.0 | $-10k | -64.00 | 156.25 | |
| iShares MSCI Japan Index | 0.0 | $-999.100000 | -206.00 | 4.85 | |
| CenterPoint Energy (CNP) | 0.0 | $94.500000 | 5.00 | 18.90 | |
| Myp - Citigroup Fund Inc Notes | 0.0 | $7.0k | 600.00 | 11.67 | |
| Exxon Mobil Corporation (XOM) | -0.0 | $-24k | -21.00 | 1142.86 | |
| Walt Disney Company (DIS) | -0.0 | $-12k | -13.00 | 923.08 | |
| Chevron Corporation (CVX) | -0.0 | $-31k | -13.00 | 2384.62 | |
| 3M Company (MMM) | -0.0 | $-18k | -21.00 | 857.14 | |
| Loral Space & Communications | -0.0 | $-33k | -64.00 | 515.62 | |
| SPDR S&P MidCap 400 ETF (MDY) | -0.0 | $-30k | -10.00 | 3000.00 | |
| International Business Machines (IBM) | -0.0 | $-54k | -20.00 | 2700.00 | |
| Loral Space & Communications | -0.0 | $-45k | -356.00 | 126.40 | |
| Loral Space & Communications | -0.0 | $-100k | -415.00 | 240.96 | |
| iShares MSCI Japan Index | -0.0 | $-89k | -15k | 5.97 | |
| Loral Space & Communications | -0.1 | $-114k | -415.00 | 274.70 | |
| Loral Space & Communications | -0.1 | $-196k | -356.00 | 550.56 | |
| Loral Space & Communications | -0.1 | $-337k | -415.00 | 812.05 | |
| Loral Space & Communications | -0.1 | $-358k | -415.00 | 862.65 | |
| Moly | -1.9 | $-4.3M | -2.5k | 1745.05 |
