-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, PdUFRsHLQvCU3hF0+I0VH4rNH9BNlBiGmd3Dq+E7bdCBox6pA8I18Nsyszq7PokP XkijdIqbbZtSi1yxNJXh1g== 0000910472-08-000801.txt : 20081114 0000910472-08-000801.hdr.sgml : 20081114 20081114124126 ACCESSION NUMBER: 0000910472-08-000801 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080930 FILED AS OF DATE: 20081114 DATE AS OF CHANGE: 20081114 EFFECTIVENESS DATE: 20081114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CLS INVESTMENT FIRM, LLC CENTRAL INDEX KEY: 0001360533 IRS NUMBER: 000000000 STATE OF INCORPORATION: NE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11877 FILM NUMBER: 081188823 BUSINESS ADDRESS: STREET 1: 4020 SOUTH 147TH STREET CITY: OMAHA STATE: NE ZIP: 68137 BUSINESS PHONE: 402-493-3313 MAIL ADDRESS: STREET 1: 4020 SOUTH 147TH STREET CITY: OMAHA STATE: NE ZIP: 68137 13F-HR 1 form13f.txt CLS INVESTMENT FIRM, LLC UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2008 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.):[ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: CLS Investment Firm, LLC Address: 4020 South 147th Street Omaha, NE 68137 Form 13F File Number: 28-11877 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Douglas McCash Title: Chief Compliance Officer Phone: (402) 493-3313 Signature, Place, and Date of Signing: Douglas McCash Omaha, Nebraska November 11, 2008 [Signature] [City, State] [Date] Report Type (Check only one.): [] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [X]13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F File Number Name 28-05947 PADCO Advisors II, Inc. [Repeat as necessary.] FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: Form 13F Information Table Entry Total: 351 Form 13F Information Table Value Total: $1,263,067 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 28- NONE [Repeat as necessary.]
Run Date: 11/11/2008 3:07:33 PM Name Of Issuer Title Of Class Cusip Market SHRS_OR_PRN_AMT SH_PRN PUT_CALL Investment Other Sole Shared None Value Discretion Managers 3M CO COM 88579Y101 1828 26753 SH SOLE 26700 0 53 ABBOTT LABS COM 002824100 41 708 SH SOLE 0 0 708 AEGON N V NY REGISTRY SH 007924103 2 279 SH SOLE 0 0 279 AEROCENTURY CORP COM 007737109 0 7 SH SOLE 0 0 7 AEROPOSTALE COM 007865108 78 2431 SH SOLE 0 0 2431 AFLAC INC COM 001055102 159 2703 SH SOLE 0 0 2703 AGL RES INC COM 001204106 11 354 SH SOLE 0 0 354 ALLEGHENY COM 01741R102 43 1447 SH SOLE 0 0 1447 TECHNOLOGIES INC ALLERGAN INC COM 018490102 163 3167 SH SOLE 0 0 3167 ALLIANCEBERNSTEIN GBL COM 01879R106 9 903 SH SOLE 0 0 903 HGH IN ALLIANZ SE SP ADR 1/10 SH 018805101 1 101 SH SOLE 0 0 101 ALLSTATE CORP COM 020002101 24 527 SH SOLE 0 0 527 ALPHA NATURAL COM 02076X102 5 100 SH SOLE 0 0 100 RESOURCES INC ALTRIA GROUP INC COM 02209S103 449 22614 SH SOLE 21500 0 1114 AMERICA MOVIL SAB DE SPON ADR L SHS 02364W105 14 300 SH SOLE 0 0 300 CV AMERICAN CAP LTD COM 02503Y103 72 2833 SH SOLE 0 0 2833 AMERICAN INTL GROUP COM 026874107 30 9100 SH SOLE 9100 0 0 INC AMERICAN STRATEGIC COM 03009T101 15 1806 SH SOLE 0 0 1806 INCOME II AMPHENOL CORP NEW CL A 032095101 94 2342 SH SOLE 0 0 2342 ANALOG DEVICES INC COM 032654105 10 372 SH SOLE 0 0 372 ANGLO AMERN PLC ADR NEW 03485P201 3 156 SH SOLE 0 0 156 APPLE INC COM 037833100 1353 11902 SH SOLE 10700 0 1202 ARCH COAL INC COM 039380100 38 1144 SH SOLE 0 0 1144 ASTRAZENECA PLC SPONSORED ADR 046353108 12 285 SH SOLE 0 0 285 AT&T INC COM 00206R102 1536 55029 SH SOLE 54800 0 229 ATWOOD OCEANICS INC COM 050095108 7 200 SH SOLE 0 0 200 AVERY DENNISON CORP COM 053611109 12 273 SH SOLE 0 0 273 BANK OF AMERICA COM 060505104 638 18230 SH SOLE 15800 0 2430 CORPORATION BARCLAYS BK PLC DJAIG CMDT ETN 06738C778 849 16475 SH SOLE 16000 0 475 BARCLAYS BK PLC IPSPGS TTL ETN 06738C794 499 9285 SH SOLE 9000 0 285 BARCLAYS PLC ADR 06738E204 15 591 SH SOLE 0 0 591 BARD C R INC COM 067383109 1 13 SH SOLE 0 0 13 BAXTER INTL INC COM 071813109 7 100 SH SOLE 0 0 100 BB&T CORP COM 054937107 35 918 SH SOLE 0 0 918 BCE INC COM NEW 05534B760 0 4 SH SOLE 0 0 4 BELDEN INC COM 077454106 1 23 SH SOLE 0 0 23 BERKSHIRE HATHAWAY CL A 084670108 32781 251 SH SOLE 246 0 5 INC DEL BERKSHIRE HATHAWAY CL B 084670207 440 100 SH SOLE 100 0 0 INC DEL BEST BUY INC COM 086516101 128 3412 SH SOLE 0 0 3412 BHP BILLITON LTD SPONSORED ADR 088606108 0 1 SH SOLE 0 0 1 BIG LOTS INC COM 089302103 1 35 SH SOLE 0 0 35 BLACKROCK CORPOR HI COM 09255N102 720 90000 SH SOLE 90000 0 0 YLD FD V BLACKROCK CORPOR HI COM 09255P107 723 90000 SH SOLE 90000 0 0 YLD FD V BLACKROCK CORPOR HI COM 09255M104 535 110000 SH SOLE 110000 0 0 YLD III BLACKROCK CORPOR HIGH COM 09255L106 553 111122 SH SOLE 110000 0 1122 YLD FD BLACKROCK FL RATE OME COM SHS 09255Y108 1039 92700 SH SOLE 92700 0 0 STRA I BLACKROCK FLOAT RATE COM 09255X100 1009 91700 SH SOLE 91700 0 0 OME STR BLACKROCK INC COM 09247X101 185 949 SH SOLE 0 0 949 BLACKROCK SR HIGH COM 09255T109 4 1271 SH SOLE 0 0 1271 INCOME FD BLUE COAT SYSTEMS INC COM NEW 09534T508 1 46 SH SOLE 0 0 46 BP PLC SPONSORED ADR 055622104 378 7530 SH SOLE 7300 0 230 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 167 2700 SH SOLE 2700 0 0 BT GROUP PLC ADR 05577E101 5 167 SH SOLE 0 0 167 BURLINGTON NORTHN COM 12189T104 1821 19700 SH SOLE 19700 0 0 SANTA FE C CADBURY PLC SPONS ADR 12721E102 0 1 SH SOLE 0 0 1 CARRIZO OIL & CO INC COM 144577103 1 14 SH SOLE 0 0 14 CATERPILLAR INC DEL COM 149123101 1843 30916 SH SOLE 30900 0 16 CDN IMPERIAL BK OF COM 136069101 11 195 SH SOLE 0 0 195 COMMERCE CENTRAL EUROPEAN DIST COM 153435102 85 1882 SH SOLE 0 0 1882 CORP CHESAPEAKE ENERGY COM 165167107 35 975 SH SOLE 0 0 975 CORP CHEVRON CORP NEW COM 166764100 1746 21169 SH SOLE 19600 0 1569 CISCO SYS INC COM 17275R102 2069 91714 SH SOLE 84200 0 7514 CITADEL BROADCASTING COM 17285T106 0 7 SH SOLE 0 0 7 CORP CITIGROUP INC COM 172967101 460 22437 SH SOLE 15500 0 6937 CNOOC LTD SPONSORED ADR 126132109 14 122 SH SOLE 0 0 122 COACH INC COM 189754104 22 881 SH SOLE 0 0 881 COCA COLA CO COM 191216100 1938 36658 SH SOLE 35600 0 1058 COGNIZANT TECHNOLOGY CL A 192446102 8 352 SH SOLE 0 0 352 SOLUTIO COMERICA INC COM 200340107 7 221 SH SOLE 0 0 221 COMPANHIA DE SPONSORED ADR 20441A102 42 1481 SH SOLE 0 0 1481 SANEAMENTO BASI CONOCOPHILLIPS COM 20825C104 189 2578 SH SOLE 0 0 2578 CRH PLC ADR 12626K203 4 177 SH SOLE 0 0 177 CTRIP COM INTL LTD ADR 22943F100 0 12 SH SOLE 0 0 12 CVS CAREMARK COM 126650100 76 2256 SH SOLE 0 0 2256 CORPORATION DAIMLER AG REG SHS D1668R123 7 142 SH SOLE 0 0 142 DEERE & CO COM 244199105 149 3011 SH SOLE 0 0 3011 DEUTSCHE BANK AG NAMEN AKT D18190898 14 191 SH SOLE 0 0 191 DEVELOPERS COM 251591103 0 1 SH SOLE 0 0 1 DIVERSIFIED RLTY DEVON ENERGY CORP NEW COM 25179M103 1824 20000 SH SOLE 20000 0 0 DIAGEO P L C SPON ADR NEW 25243Q205 162 2354 SH SOLE 0 0 2354 DIAMONDS TR UNIT SER 1 252787106 40854 377017 SH SOLE 370000 0 7017 DOW CHEM CO COM 260543103 24 740 SH SOLE 0 0 740 DR PEPPER SNAPPLE COM 26138E109 0 1 SH SOLE 0 0 1 GROUP INC DREYFUS HIGH YIELD SH BEN INT 26200S101 328 110000 SH SOLE 110000 0 0 STRATEGIE DU PONT E I DE COM 263534109 1738 43136 SH SOLE 42700 0 436 NEMOURS & CO DUKE ENERGY CORP NEW COM 26441C105 66 3792 SH SOLE 0 0 3792 E M C CORP MASS COM 268648102 27 2290 SH SOLE 0 0 2290 EATON VANCE FLTING COM 278279104 1095 97500 SH SOLE 97500 0 0 RATE INC EATON VANCE SR INCOME SH BEN INT 27826S103 720 147000 SH SOLE 147000 0 0 TR EDISON INTL COM 281020107 42 1041 SH SOLE 0 0 1041 EMERSON ELEC CO COM 291011104 1816 44522 SH SOLE 44400 0 122 ENBRIDGE INC COM 29250N105 9 244 SH SOLE 0 0 244 ENERGY CONVERSION COM 292659109 6 100 SH SOLE 0 0 100 DEVICES IN ENI S P A SPONSORED ADR 26874R108 27 516 SH SOLE 0 0 516 ENTERTAINMENT PPTYS COM SH BEN INT 29380T105 21 382 SH SOLE 0 0 382 TR EXELON CORP COM 30161N101 110 1749 SH SOLE 0 0 1749 EXPRESS SCRIPTS INC COM 302182100 110 1495 SH SOLE 0 0 1495 EXXON MOBIL CORP COM 30231G102 2521 32459 SH SOLE 30000 0 2459 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 3 100 SH SOLE 0 0 100 FORCE PROTECTION INC COM NEW 345203202 8 2957 SH SOLE 0 0 2957 FORD MTR CO DEL COM PAR $0.01 345370860 27 5244 SH SOLE 0 0 5244 FORTUNE BRANDS INC COM 349631101 138 2400 SH SOLE 2400 0 0 FOSTER WHEELER LTD SHS NEW G36535139 72 2003 SH SOLE 0 0 2003 FRANCE TELECOM SPONSORED ADR 35177Q105 9 335 SH SOLE 0 0 335 FREEPORT-MCMORAN COM 35671D857 136 2391 SH SOLE 0 0 2391 COPPER & GO FUEL TECH INC COM 359523107 2 100 SH SOLE 0 0 100 GENERAL CABLE CORP COM 369300108 0 8 SH SOLE 0 0 8 DEL NEW GENERAL DYNAMICS CORP COM 369550108 157 2133 SH SOLE 0 0 2133 GENERAL ELECTRIC CO COM 369604103 2555 100201 SH SOLE 91800 0 8401 GENUINE PARTS CO COM 372460105 19 462 SH SOLE 0 0 462 GENWORTH FINL INC COM CL A 37247D106 45 5223 SH SOLE 0 0 5223 GILEAD SCIENCES INC COM 375558103 56 1229 SH SOLE 0 0 1229 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 19 426 SH SOLE 0 0 426 GOLDMAN SACHS GROUP COM 38141G104 156 1219 SH SOLE 0 0 1219 INC GOODYEAR TIRE & RUBR COM 382550101 1 42 SH SOLE 0 0 42 CO GOOGLE INC CL A 38259P508 128 319 SH SOLE 0 0 319 GRANITE CONSTR INC COM 387328107 71 1996 SH SOLE 0 0 1996 HARTFORD FINL SVCS COM 416515104 84 2052 SH SOLE 0 0 2052 GROUP INC HEALTHCARE SVCS GRP COM 421906108 9 507 SH SOLE 0 0 507 INC HEINZ H J CO COM 423074103 24 485 SH SOLE 0 0 485 HESS CORP COM 42809H107 1518 18500 SH SOLE 18500 0 0 HEWLETT PACKARD CO COM 428236103 303 6551 SH SOLE 6500 0 51 HOLOGIC INC COM 436440101 24 1254 SH SOLE 0 0 1254 HONEYWELL INTL INC COM 438516106 1691 40700 SH SOLE 40700 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 7 350 SH SOLE 0 0 350 HSBC HLDGS PLC SPON ADR NEW 404280406 18 228 SH SOLE 0 0 228 ING GROEP N V SPONSORED ADR 456837103 1 42 SH SOLE 0 0 42 INGERSOLL-RAND CL A G4776G101 28 890 SH SOLE 0 0 890 COMPANY LTD INTEL CORP COM 458140100 2015 107605 SH SOLE 103430 0 4175 INTERNATIONAL COM 459200101 1802 15408 SH SOLE 15300 0 108 BUSINESS MACHS INTUIT COM 461202103 96 3034 SH SOLE 0 0 3034 INVERNESS MED COM 46126P106 68 2280 SH SOLE 0 0 2280 INNOVATIONS IN ISHARES INC MSCI BRAZIL 464286400 21229 377000 SH SOLE 377000 0 0 ISHARES INC MSCI CDA INDEX 464286509 690 26185 SH SOLE 26000 0 185 ISHARES INC MSCI EMU INDEX 464286608 10 246 SH SOLE 0 0 246 ISHARES INC MSCI HONG KONG 464286871 9367 709088 SH SOLE 326000 0 383088 ISHARES INC MSCI JAPAN 464286848 5384 505026 SH SOLE 397000 0 108026 ISHARES INC MSCI MEX 464286822 13651 292500 SH SOLE 292500 0 0 INVEST ISHARES INC MSCI PAC J IDX 464286665 9404 261954 SH SOLE 250000 0 11954 ISHARES INC MSCI SINGAPORE 464286673 721 74000 SH SOLE 74000 0 0 ISHARES INC MSCI TAIWAN 464286731 5699 527697 SH SOLE 527000 0 697 ISHARES TR 1-3 YR TRS BD 464287457 3758 44975 SH SOLE 0 0 44975 ISHARES TR 20+ YR TRS BD 464287432 285 3000 SH SOLE 3000 0 0 ISHARES TR DJ BROKER-DEAL 464288794 689 24000 SH SOLE 24000 0 0 ISHARES TR DJ INS INDX FD 464288786 3350 105000 SH SOLE 105000 0 0 ISHARES TR DJ OIL EQUIP 464288844 1760 34000 SH SOLE 34000 0 0 ISHARES TR DJ SEL DIV INX 464287168 127 2383 SH SOLE 0 0 2383 ISHARES TR DJ US BAS MATL 464287838 3450 60500 SH SOLE 60500 0 0 ISHARES TR DJ US REAL EST 464287739 13 209 SH SOLE 0 0 209 ISHARES TR FTSE XNHUA IDX 464287184 21027 610000 SH SOLE 610000 0 0 ISHARES TR HIGH YLD CORP 464288513 14353 175039 SH SOLE 137000 0 38039 ISHARES TR IBOXX INV CPBD 464287242 14984 166875 SH SOLE 117890 0 48985 ISHARES TR LEHMAN 1-3 YR 464288646 1106 11312 SH SOLE 0 0 11312 ISHARES TR LEHMAN AGG BND 464287226 17860 181158 SH SOLE 130000 0 51158 ISHARES TR LEHMAN CR BD 464288620 918 10033 SH SOLE 0 0 10033 ISHARES TR LEHMAN INTER C 464288638 34 363 SH SOLE 0 0 363 ISHARES TR LEHMAN SH TREA 464288679 35 314 SH SOLE 0 0 314 ISHARES TR LRGE CORE INDX 464287127 8214 122000 SH SOLE 122000 0 0 ISHARES TR LRGE GRW INDX 464287119 224 4000 SH SOLE 4000 0 0 ISHARES TR MBS FIXED BDFD 464288588 1634 16000 SH SOLE 16000 0 0 ISHARES TR MID CORE INDEX 464288208 3730 54959 SH SOLE 53000 0 1959 ISHARES TR MID GRWTH INDX 464288307 750 10000 SH SOLE 10000 0 0 ISHARES TR MSCI EAFE IDX 464287465 1966 34921 SH SOLE 0 0 34921 ISHARES TR MSCI EMERG MKT 464287234 76158 2228809 SH SOLE 2176000 0 52809 ISHARES TR MSCI GRW IDX 464288885 9369 165530 SH SOLE 0 0 165530 ISHARES TR RUSSELL 1000 464287622 29 460 SH SOLE 0 0 460 ISHARES TR RUSSELL 2000 464287655 31555 464044 SH SOLE 464000 0 44 ISHARES TR RUSSELL MCP GR 464287481 51939 1197856 SH SOLE 916000 0 281856 ISHARES TR RUSSELL MCP VL 464287473 1060 27041 SH SOLE 0 0 27041 ISHARES TR RUSSELL MIDCAP 464287499 25108 305598 SH SOLE 285000 0 20598 ISHARES TR RUSSELL1000GRW 464287614 102588 2113029 SH SOLE 1576800 0 536229 ISHARES TR RUSSELL1000VAL 464287598 37664 589518 SH SOLE 145000 0 444518 ISHARES TR S&G GL MATERIA 464288695 9046 168202 SH SOLE 165000 0 3202 ISHARES TR S&P 100 IDX FD 464287101 70 1322 SH SOLE 0 0 1322 ISHARES TR S&P 500 INDEX 464287200 11719 100321 SH SOLE 97000 0 3321 ISHARES TR S&P 500 VALUE 464287408 4785 79956 SH SOLE 63000 0 16956 ISHARES TR S&P ASIA 50 IN 464288430 3108 93000 SH SOLE 93000 0 0 ISHARES TR S&P GBL ENER 464287341 2828 75000 SH SOLE 75000 0 0 ISHARES TR S&P GBL HLTHCR 464287325 959 19000 SH SOLE 19000 0 0 ISHARES TR S&P GBL INF 464287291 8373 172000 SH SOLE 172000 0 0 ISHARES TR S&P GBL TELCM 464287275 1150 21000 SH SOLE 21000 0 0 ISHARES TR S&P GL C STAPL 464288737 3605 65000 SH SOLE 65000 0 0 ISHARES TR S&P GL INDUSTR 464288729 6928 152000 SH SOLE 152000 0 0 ISHARES TR S&P GLB100INDX 464287572 3976 64002 SH SOLE 64000 0 2 ISHARES TR S&P LTN AM 40 464287390 90947 2347029 SH SOLE 2106500 0 240529 ISHARES TR S&P MC 400 GRW 464287606 176 2351 SH SOLE 0 0 2351 ISHARES TR S&P MIDCAP 400 464287507 92 1271 SH SOLE 0 0 1271 ISHARES TR S&P MIDCP VALU 464287705 125 1820 SH SOLE 0 0 1820 ISHARES TR S&P NA SOFTWR 464287515 3696 84000 SH SOLE 84000 0 0 ISHARES TR S&P NATL MUN B 464288414 1264 12987 SH SOLE 0 0 12987 ISHARES TR S&P500 GRW 464287309 500 8813 SH SOLE 0 0 8813 ISHARES TR TRANSP AVE IDX 464287192 2729 33000 SH SOLE 33000 0 0 ISHARES TR US PFD STK IDX 464288687 227 8000 SH SOLE 8000 0 0 ISHARES TR US TIPS BD FD 464287176 23 226 SH SOLE 0 0 226 JOHNSON & JOHNSON COM 478160104 2193 31655 SH SOLE 29600 0 2055 JPMORGAN & CHASE & CO COM 46625H100 92 1980 SH SOLE 0 0 1980 KIMBERLY CLARK CORP COM 494368103 8 131 SH SOLE 0 0 131 KOHLS CORP COM 500255104 56 1225 SH SOLE 0 0 1225 KRAFT FOODS INC CL A 50075N104 57 1733 SH SOLE 0 0 1733 LEVEL 3 COM 52729N100 38 14079 SH SOLE 0 0 14079 COMMUNICATIONS INC LILLY ELI & CO COM 532457108 19 428 SH SOLE 0 0 428 LINEAR TECHNOLOGY COM 535678106 18 587 SH SOLE 0 0 587 CORP LOCKHEED MARTIN CORP COM 539830109 1 13 SH SOLE 0 0 13 LOEWS CORP COM 540424108 1 24 SH SOLE 0 0 24 LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 0 2 SH SOLE 0 0 2 MANITOWOC INC COM 563571108 0 16 SH SOLE 0 0 16 MARATHON OIL CORP COM 565849106 1 24 SH SOLE 0 0 24 MARKET VECTORS ETF TR COAL ETF 57060U837 8685 295000 SH SOLE 295000 0 0 MASTERCARD INC CL A 57636Q104 80 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0 0 OPP FD NVIDIA CORP COM 67066G104 96 8970 SH SOLE 0 0 8970 OCCIDENTAL PETE CORP COM 674599105 1775 25200 SH SOLE 25200 0 0 DEL OMNICOM GROUP INC COM 681919106 38 983 SH SOLE 0 0 983 ORACLE CORP COM 68389X105 236 11616 SH SOLE 0 0 11616 PAYCHEX INC COM 704326107 14 418 SH SOLE 0 0 418 PEABODY ENERGY CORP COM 704549104 83 1842 SH SOLE 0 0 1842 PEPSICO INC COM 713448108 2130 29889 SH SOLE 26700 0 3189 PETROCHINA CO LTD SPONSORED ADR 71646E100 5 45 SH SOLE 0 0 45 PFIZER INC COM 717081103 459 24891 SH SOLE 21700 0 3191 PHILIP MORRIS INTL COM 718172109 1931 40147 SH SOLE 37700 0 2447 INC PIMCO HIGH INCOME FD COM SHS 722014107 0 11 SH SOLE 0 0 11 PINNACLE WEST CAP COM 723484101 14 415 SH SOLE 0 0 415 CORP PIONEER FLOATING RATE COM 72369J102 1037 103600 SH SOLE 103600 0 0 TR PITNEY BOWES INC COM 724479100 15 444 SH SOLE 0 0 444 PORTUGAL TELECOM SGPS SPONSORED ADR 737273102 12 1225 SH SOLE 0 0 1225 S A POWERSHARES DB CMDTY UNIT BEN INT 73935S105 2 71 SH SOLE 0 0 71 IDX TRA POWERSHARES ETF TRUST FINL PFD PTFL 73935X229 2 128 SH SOLE 0 0 128 POWERSHARES ETF TRUST PRVT EQTY PORT 73935X195 6 369 SH SOLE 0 0 369 POWERSHARES ETF TRUST WATER RESOURCE 73935X575 626 34000 SH SOLE 34000 0 0 POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X500 24 1635 SH SOLE 0 0 1635 POWERSHARES GLOBAL INSUR NATL MUN 73936T474 9 397 SH SOLE 0 0 397 ETF TRUST POWERSHARES QQQ TRUST UNIT SER 1 73935A104 63240 1625284 SH SOLE 1470000 0 155284 POWERSHS DB MULTI DB AGRICULT FD 73936B408 1359 45000 SH SOLE 45000 0 0 SECT COMM POWERSHS DB MULTI DB BASE METALS 73936B705 885 45000 SH SOLE 45000 0 0 SECT COMM PPL CORP COM 69351T106 171 4627 SH SOLE 0 0 4627 PRECISION CASTPARTS COM 740189105 49 619 SH SOLE 0 0 619 CORP PROCTER & GAMBLE CO COM 742718109 2167 31090 SH SOLE 29600 0 1490 PSYCHIATRIC SOLUTIONS COM 74439H108 140 3688 SH SOLE 0 0 3688 INC PUBLIC SVC ENTERPRISE COM 744573106 0 2 SH SOLE 0 0 2 GROUP QUALCOMM INC COM 747525103 34 800 SH SOLE 0 0 800 RMK HIGH INCOME FD COM SHS 74963B105 118 110000 SH SOLE 110000 0 0 INC RMK MULTI SECTR HI COM 74963Q102 83 110000 SH SOLE 110000 0 0 INCM FD I RYDEX ETF TRUST TECHNOLOGY ETF 78355W817 267 7000 SH SOLE 7000 0 0 RYDEX ETF TRUST TOP 50 ETF 78355W205 24548 277500 SH SOLE 277500 0 0 SANTOS LIMITED SPONSORED ADR 803021609 24 376 SH SOLE 0 0 376 SCANA CORP NEW COM 80589M102 5 133 SH SOLE 0 0 133 SCHERING PLOUGH CORP COM 806605101 86 4644 SH SOLE 0 0 4644 SCHLUMBERGER LTD COM 806857108 126 1611 SH SOLE 0 0 1611 SEABRIDGE GOLD INC COM 811916105 2 100 SH SOLE 0 0 100 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 2985 107000 SH SOLE 107000 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 13800 500000 SH SOLE 500000 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 17873 282347 SH SOLE 282000 0 347 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 5470 275000 SH SOLE 275000 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 22330 725000 SH SOLE 725000 0 0 SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 14993 755294 SH SOLE 755000 0 294 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 16615 500000 SH SOLE 500000 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 4509 135000 SH SOLE 135000 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 91 3823 SH SOLE 0 0 3823 SHAW COMMUNICATIONS CL B CONV 82028K200 97 4780 SH SOLE 0 0 4780 INC SOUTHWESTERN ENERGY COM 845467109 70 2296 SH SOLE 0 0 2296 CO SPDR GOLD TRUST GOLD SHS 78463V107 39 459 SH SOLE 0 0 459 SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 8089 147500 SH SOLE 147500 0 0 SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 6919 133000 SH SOLE 133000 0 0 SPDR SERIES TRUST DJ WLSH REIT 78464A607 2 36 SH SOLE 0 0 36 ETF SPDR SERIES TRUST LEH MUN BD ETF 78464A458 1384 67083 SH SOLE 0 0 67083 SPDR SERIES TRUST LEHM CALI MUNI 78464A441 169 8082 SH SOLE 0 0 8082 SPDR SERIES TRUST LEHMAN YLD ETF 78464A417 6530 167000 SH SOLE 167000 0 0 SPDR SERIES TRUST LEHMN INTL ETF 78464A516 3062 59000 SH SOLE 59000 0 0 SPDR SERIES TRUST OILGAS EQUIP 78464A748 1337 41000 SH SOLE 41000 0 0 SPDR SERIES TRUST S&P RETAIL ETF 78464A714 953 31000 SH SOLE 31000 0 0 SPDR SERIES TRUST SHRT TERM MUNI 78464A425 47 2089 SH SOLE 0 0 2089 SPDR SERIES TRUST SPDR KBW BK 78464A797 9240 275000 SH SOLE 275000 0 0 ETF SPDR SERIES TRUST SPDR KBW CAP 78464A771 10955 277000 SH SOLE 277000 0 0 ETF SPDR SERIES TRUST SPDR KBW INS 78464A789 1075 28000 SH SOLE 28000 0 0 ETF SPDR TR UNIT SER 1 78462F103 19138 165000 SH SOLE 165000 0 0 SPECTRA ENERGY CORP COM 847560109 43 1827 SH SOLE 0 0 1827 STAPLES INC COM 855030102 45 2010 SH SOLE 0 0 2010 TALISMAN ENERGY INC COM 87425E103 1 97 SH SOLE 0 0 97 TCF FINL CORP COM 872275102 5 257 SH SOLE 0 0 257 TECK COMINCO LTD CL B 878742204 4 128 SH SOLE 0 0 128 TELUS CORP NON-VTG SHS 87971M202 0 4 SH SOLE 0 0 4 TEMPLETON GLOBAL COM 880198106 9 1173 SH SOLE 0 0 1173 INCOME FD TEVA PHARMACEUTICAL ADR 881624209 46 1011 SH SOLE 0 0 1011 INDS LTD TEXAS INSTRS INC COM 882508104 89 4133 SH SOLE 0 0 4133 TOTAL S A SPONSORED ADR 89151E109 27 440 SH SOLE 0 0 440 TRANSCANADA CORP COM 89353D107 4 105 SH SOLE 0 0 105 TRANSOCEAN INC NEW SHS G90073100 1703 15506 SH SOLE 14000 0 1506 UBS AG SHS NEW H89231338 0 1 SH SOLE 0 0 1 UNILEVER N V N Y SHS NEW 904784709 1 34 SH SOLE 0 0 34 UNION PAC CORP COM 907818108 76 1064 SH SOLE 0 0 1064 UNITED TECHNOLOGIES COM 913017109 141 2349 SH SOLE 0 0 2349 CORP UNITED WESTN BANCORP COM 913201109 235 18870 SH SOLE 0 0 18870 INC US BANCORP DEL COM NEW 902973304 16 431 SH SOLE 0 0 431 UST INC COM 902911106 266 4000 SH SOLE 4000 0 0 V F CORP COM 918204108 10 129 SH SOLE 0 0 129 VAN KAMPEN HIGH SH BEN INT 920913100 252 110000 SH SOLE 110000 0 0 INCOME TR II VAN KAMPEN SENIOR COM 920961109 1446 354377 SH SOLE 350000 0 4377 INCOME TR VANGUARD BD INDEX FD INTERMED TERM 921937819 366 5000 SH SOLE 5000 0 0 INC VANGUARD BD INDEX FD SHORT TRM BOND 921937827 7175 93000 SH SOLE 93000 0 0 INC VANGUARD BD INDEX FD TOTAL BND MRKT 921937835 10814 143000 SH SOLE 143000 0 0 INC VANGUARD INDEX FDS GROWTH ETF 922908736 8134 155794 SH SOLE 40000 0 115794 VANGUARD INDEX FDS LARGE CAP ETF 922908637 4039 76748 SH SOLE 40000 0 36748 VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 1996 42265 SH SOLE 0 0 42265 VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 663 14966 SH SOLE 0 0 14966 VANGUARD INDEX FDS MID CAP ETF 922908629 45054 759000 SH SOLE 759000 0 0 VANGUARD INDEX FDS SMALL CP ETF 922908751 11516 193059 SH SOLE 107000 0 86059 VANGUARD INDEX FDS SML CP GRW ETF 922908595 51 864 SH SOLE 0 0 864 VANGUARD INDEX FDS STK MRK ETF 922908769 7295 125000 SH SOLE 125000 0 0 VANGUARD INDEX FDS VALUE ETF 922908744 3099 59123 SH SOLE 0 0 59123 VANGUARD INTL EQUITY ALLWRLD EX US 922042775 5553 130846 SH SOLE 0 0 130846 INDEX F VANGUARD INTL EQUITY EMR MKT ETF 922042858 22201 640535 SH SOLE 435000 0 205535 INDEX F VANGUARD INTL EQUITY EURPEAN ETF 922042874 13 242 SH SOLE 0 0 242 INDEX F VANGUARD INTL EQUITY PACIFIC ETF 922042866 18669 360902 SH SOLE 360000 0 902 INDEX F VANGUARD WORLD FD MEGA CAP INDEX 921910873 10369 258000 SH SOLE 258000 0 0 VANGUARD WORLD FD MEGA GRWTH IND 921910816 13203 321000 SH SOLE 321000 0 0 VANGUARD WORLD FD MEGA VALUE 300 921910840 9479 242000 SH SOLE 242000 0 0 VANGUARD WORLD FDS CONSUM STP ETF 92204A207 2650 39000 SH SOLE 39000 0 0 VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 8 151 SH SOLE 0 0 151 VANGUARD WORLD FDS INF TECH ETF 92204A702 668 14392 SH SOLE 10000 0 4392 VANGUARD WORLD FDS MATERIALS ETF 92204A801 8498 124414 SH SOLE 120000 0 4414 VANGUARD WORLD FDS UTILITIES ETF 92204A876 1236 18000 SH SOLE 18000 0 0 VCA ANTECH INC COM 918194101 83 2802 SH SOLE 0 0 2802 VECTREN CORP COM 92240G101 13 451 SH SOLE 0 0 451 VERIZON COM 92343V104 54 1681 SH SOLE 0 0 1681 COMMUNICATIONS INC VODAFONE GROUP PLC SPONS ADR NEW 92857W209 33 1481 SH SOLE 0 0 1481 NEW WALGREEN CO COM 931422109 3 101 SH SOLE 0 0 101 WASTE MGMT INC DEL COM 94106L109 5 151 SH SOLE 0 0 151 WD-40 CO COM 929236107 6 159 SH SOLE 0 0 159 WEATHERFORD COM G95089101 74 2935 SH SOLE 0 0 2935 INTERNATIONAL LT WELLS FARGO & CO NEW COM 949746101 335 8922 SH SOLE 0 0 8922 WESTERN ASSET HIGH COM 95766J102 707 100000 SH SOLE 100000 0 0 INCM FD I WESTPAC BKG CORP SPONSORED ADR 961214301 8 90 SH SOLE 0 0 90 WEYERHAEUSER CO COM 962166104 35 571 SH SOLE 0 0 571 WISDOMTREE TRUST DEFA FD 97717W703 14 287 SH SOLE 0 0 287 YUM BRANDS INC COM 988498101 89 2719 SH SOLE 0 0 2719
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