Clifton Group Investment Management Company

Clifton Group Investment Management Company as of Sept. 30, 2011

Portfolio Holdings for Clifton Group Investment Management Company

Clifton Group Investment Management Company holds 172 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 29.9 $85M 752k 113.15
iShares Russell 1000 Index (IWB) 10.8 $31M 494k 62.54
iShares MSCI EAFE Index Fund (EFA) 9.6 $27M 574k 47.78
SPDR Gold Trust (GLD) 5.5 $16M 99k 158.06
iShares Gold Trust 5.5 $16M 991k 15.83
iShares Lehman Aggregate Bond (AGG) 3.9 $11M 101k 110.11
Vanguard Total Bond Market ETF (BND) 3.6 $10M 123k 83.74
iShares Russell 2000 Value Index (IWN) 2.9 $8.4M 147k 57.03
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 2.6 $7.3M 71k 103.98
Vanguard Emerging Markets ETF (VWO) 2.5 $7.2M 200k 35.83
AllianceBernstein Income Fund 2.4 $6.9M 865k 7.97
Federated Enhanced Treasury 2.2 $6.4M 428k 15.00
Eaton Vance Tax Managed Buy Write Opport (ETV) 2.2 $6.2M 570k 10.92
Vanguard Short-Term Bond ETF (BSV) 2.0 $5.7M 70k 81.42
Moly 1.6 $4.6M 2.5k 1835.20
SPDR Barclays Capital Aggregate Bo (SPAB) 1.6 $4.5M 77k 58.27
iShares MSCI Emerging Markets Indx (EEM) 1.2 $3.5M 100k 35.10
Eaton Vance Tax-Managed Buy-Write Income (ETB) 1.2 $3.4M 294k 11.62
Vanguard Intermediate-Term Bond ETF (BIV) 0.6 $1.6M 18k 87.62
Nuveen Equity Premium Opportunity Fund 0.4 $1.1M 103k 10.87
Vanguard Admiral Shares Taxable (VFSUX) 0.4 $1.0M 98k 10.66
iShares Russell 1000 Growth Index (IWF) 0.3 $923k 18k 52.59
iShares Barclays Govnment/Cdit Bond (GBF) 0.3 $881k 7.8k 112.95
Delaware Inv Mn Mun Inc Fd I 0.3 $752k 57k 13.11
iShares Brclys Intrdte Gov/Crt Bd (GVI) 0.2 $611k 5.5k 111.09
Nuveen Equity Premium and Growth Fund (SPXX) 0.2 $538k 47k 11.50
International Business Machines (IBM) 0.1 $402k 2.3k 174.78
iShares Lehman MBS Bond Fund (MBB) 0.1 $379k 3.5k 108.29
Cabot Oil & Gas Corporation (CTRA) 0.1 $316k 5.1k 61.96
Mkf - Merrill Lynch Mitts 0.1 $274k 25k 11.04
Cephalon 0.1 $250k 3.1k 80.65
Iron Mountain Incorporated 0.1 $247k 7.8k 31.67
AutoNation (AN) 0.1 $223k 6.8k 32.79
NiSource (NI) 0.1 $233k 11k 21.38
Nicor 0.1 $215k 3.9k 55.13
Big Lots (BIG) 0.1 $223k 6.4k 34.84
Bank Of Montreal Cadcom (BMO) 0.1 $219k 3.5k 62.84
BlackRock Income Trust 0.1 $223k 32k 7.05
iShares Barclays TIPS Bond Fund (TIP) 0.1 $223k 2.0k 114.36
Mla - Merrill Lynch Mitts 0.1 $214k 21k 10.29
NRG Energy (NRG) 0.1 $208k 9.8k 21.22
CMS Energy Corporation (CMS) 0.1 $206k 10k 19.81
Total System Services 0.1 $212k 13k 16.96
Nasdaq Omx (NDAQ) 0.1 $187k 8.1k 23.09
Expedia 0.1 $201k 7.8k 25.77
McDonald's Corporation (MCD) 0.1 $211k 2.4k 87.92
FirstEnergy (FE) 0.1 $195k 5.3k 37.02
H&R Block (HRB) 0.1 $213k 16k 13.31
Airgas 0.1 $198k 3.1k 63.87
International Flavors & Fragrances (IFF) 0.1 $191k 3.4k 56.18
TECO Energy 0.1 $187k 11k 17.16
Apollo 0.1 $190k 4.8k 39.58
Cintas Corporation (CTAS) 0.1 $197k 7.0k 28.14
Abercrombie & Fitch (ANF) 0.1 $203k 3.3k 61.52
Coventry Health Care 0.1 $207k 7.2k 28.75
Dean Foods Company 0.1 $196k 22k 8.87
Tesoro Corporation 0.1 $204k 11k 19.43
GameStop (GME) 0.1 $196k 8.5k 23.06
Pepco Holdings 0.1 $202k 11k 18.88
SCANA Corporation 0.1 $198k 4.9k 40.41
Integrys Energy 0.1 $190k 3.9k 48.72
Pinnacle West Capital Corporation (PNW) 0.1 $198k 4.6k 43.04
Diamond Offshore Drilling 0.1 $159k 2.9k 54.83
Assurant (AIZ) 0.1 $179k 5.0k 35.80
People's United Financial 0.1 $157k 14k 11.38
Equifax (EFX) 0.1 $166k 5.4k 30.74
Chevron Corporation (CVX) 0.1 $157k 1.7k 92.35
3M Company (MMM) 0.1 $158k 2.2k 71.82
DENTSPLY International 0.1 $169k 5.5k 30.73
International Game Technology 0.1 $160k 11k 14.55
Leggett & Platt (LEG) 0.1 $166k 8.4k 19.76
MeadWestva 0.1 $177k 7.2k 24.58
Molex Incorporated 0.1 $171k 8.4k 20.36
R.R. Donnelley & Sons Company 0.1 $158k 11k 14.11
Apartment Investment and Management 0.1 $166k 7.5k 22.14
Bemis Company 0.1 $173k 5.9k 29.32
Cincinnati Financial Corporation (CINF) 0.1 $159k 6.1k 26.28
Helmerich & Payne (HP) 0.1 $158k 3.9k 40.51
Goodyear Tire & Rubber Company (GT) 0.1 $162k 16k 10.06
LSI Corporation 0.1 $167k 32k 5.19
Patterson Companies (PDCO) 0.1 $180k 6.3k 28.57
FLIR Systems 0.1 $165k 6.6k 25.00
Constellation Brands (STZ) 0.1 $158k 8.8k 17.95
Quanta Services (PWR) 0.1 $182k 9.7k 18.76
Hormel Foods Corporation (HRL) 0.1 $157k 5.8k 27.07
Jabil Circuit (JBL) 0.1 $169k 9.5k 17.79
Rowan Companies 0.1 $169k 5.6k 30.18
Titanium Metals Corporation 0.1 $169k 11k 14.96
Novellus Systems 0.1 $164k 6.0k 27.33
Mhm - Merrill Lynch Mitts 0.1 $172k 19k 9.02
Exxon Mobil Corporation (XOM) 0.1 $153k 2.1k 72.86
Johnson & Johnson (JNJ) 0.1 $140k 2.2k 63.64
Lennar Corporation (LEN) 0.1 $139k 10k 13.50
Federated Investors (FHI) 0.1 $131k 7.5k 17.47
Pitney Bowes (PBI) 0.1 $150k 8.0k 18.75
Ryder System (R) 0.1 $139k 3.7k 37.57
Snap-on Incorporated (SNA) 0.1 $151k 3.4k 44.41
Dun & Bradstreet Corporation 0.1 $147k 2.4k 61.25
Suno 0.1 $149k 4.8k 31.04
Supervalu 0.1 $135k 20k 6.65
Interpublic Group of Companies (IPG) 0.1 $130k 18k 7.18
DeVry 0.1 $152k 4.1k 37.07
PerkinElmer (RVTY) 0.1 $146k 7.6k 19.21
Lexmark International 0.1 $149k 5.5k 27.09
Washington Post Company 0.1 $147k 450.00 326.67
D.R. Horton (DHI) 0.1 $145k 16k 9.06
Robert Half International (RHI) 0.1 $134k 6.3k 21.27
Sears Holdings Corporation 0.1 $150k 2.6k 57.69
Saic 0.1 $143k 12k 11.82
JDS Uniphase Corporation 0.1 $132k 13k 10.00
QLogic Corporation 0.1 $143k 11k 12.65
Teradyne (TER) 0.1 $153k 14k 11.01
Scripps Networks Interactive 0.1 $138k 3.7k 37.30
SPDR S&P MidCap 400 ETF (MDY) 0.1 $142k 1.0k 142.00
MetroPCS Communications 0.1 $131k 15k 8.68
E TRADE Financial Corporation 0.0 $109k 12k 9.08
Coca-Cola Company (KO) 0.0 $122k 1.8k 67.78
Wal-Mart Stores (WMT) 0.0 $104k 2.0k 52.00
Pulte (PHM) 0.0 $101k 26k 3.95
Tenet Healthcare Corporation 0.0 $118k 29k 4.11
Sealed Air (SEE) 0.0 $127k 7.6k 16.71
Avery Dennison Corporation (AVY) 0.0 $115k 4.6k 25.00
Tellabs 0.0 $124k 29k 4.31
Masco Corporation (MAS) 0.0 $107k 15k 7.13
RadioShack Corporation 0.0 $122k 11k 11.62
Compuware Corporation 0.0 $126k 17k 7.64
Torchmark Corporation 0.0 $113k 3.3k 34.77
Harman International Industries 0.0 $117k 4.1k 28.54
Gannett 0.0 $121k 13k 9.53
Meredith Corporation 0.0 $125k 5.5k 22.73
Advanced Micro Devices (AMD) 0.0 $119k 23k 5.09
Zions Bancorporation (ZION) 0.0 $111k 7.9k 14.05
Urban Outfitters (URBN) 0.0 $120k 5.4k 22.22
PowerShares QQQ Trust, Series 1 0.0 $121k 2.3k 52.61
Exd - Eaton Vance Tax-advant 0.0 $126k 7.6k 16.61
E.I. du Pont de Nemours & Company 0.0 $72k 1.8k 40.00
Janus Capital 0.0 $89k 15k 6.01
Wyndham Worldwide Corporation 0.0 $86k 3.0k 28.67
First Horizon National Corporation (FHN) 0.0 $98k 16k 5.96
Owens-Illinois 0.0 $95k 6.3k 15.08
MEMC Electronic Materials 0.0 $91k 17k 5.26
AK Steel Holding Corporation 0.0 $78k 12k 6.55
American Express Company (AXP) 0.0 $70k 1.6k 45.16
Walt Disney Company (DIS) 0.0 $51k 1.7k 30.00
Merck & Co (MRK) 0.0 $56k 1.7k 32.94
Procter & Gamble Company (PG) 0.0 $63k 1.0k 63.00
Monster Worldwide 0.0 $57k 8.0k 7.12
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.0 $51k 450.00 113.33
Microsoft Corporation (MSFT) 0.0 $42k 1.7k 24.71
JPMorgan Chase & Co. (JPM) 0.0 $18k 600.00 30.00
General Electric Company 0.0 $23k 1.5k 15.33
Wells Fargo & Company (WFC) 0.0 $19k 800.00 23.75
Boeing Company (BA) 0.0 $36k 600.00 60.00
Dow Chemical Company 0.0 $40k 1.8k 22.22
Hewlett-Packard Company 0.0 $18k 800.00 22.50
Xcel Energy (XEL) 0.0 $23k 912.00 25.22
Smu - Citi Global 0.0 $39k 3.6k 10.71
American Express Company (AXP) 0.0 $-6.0k -13.00 461.54
Exxon Mobil Corporation (XOM) 0.0 $-9.0k -21.00 428.57
Wal-Mart Stores (WMT) 0.0 $-2.0k -17.00 117.65
Walt Disney Company (DIS) 0.0 $-999.960000 -13.00 76.92
Chevron Corporation (CVX) 0.0 $-6.0k -4.00 1500.00
3M Company (MMM) 0.0 $-1.0k -21.00 47.62
Procter & Gamble Company (PG) 0.0 $-1.0k -7.00 142.86
CenterPoint Energy (CNP) 0.0 $93.650000 5.00 18.73
SPDR S&P MidCap 400 ETF (MDY) 0.0 $-7.0k -10.00 700.00
Nuveen Equity Premium Advantage Fund 0.0 $10k 900.00 11.11
Myp - Citigroup Fund Inc Notes 0.0 $6.0k 600.00 10.00
Chevron Corporation (CVX) -0.0 $-16k -13.00 1230.77
International Business Machines (IBM) -0.0 $-76k -20.00 3800.00
Moly -0.0 $-74k -2.5k 29.60
Moly -0.9 $-2.6M -2.5k 1035.20