0000910472-11-001414.txt : 20110811 0000910472-11-001414.hdr.sgml : 20110811 20110811134043 ACCESSION NUMBER: 0000910472-11-001414 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110811 DATE AS OF CHANGE: 20110811 EFFECTIVENESS DATE: 20110811 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CLS Investments, 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: 111026968 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 FORMER COMPANY: FORMER CONFORMED NAME: CLS INVESTMENT FIRM, LLC DATE OF NAME CHANGE: 20060425 13F-HR 1 form13f.txt CLS INVESTMENTS, 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: June 30, 2011 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 Investments, 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 August 11, 2011 [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: 359 Form 13F Information Table Value Total: $1,948,900 (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.]

Name Of Issuer Title Of Class Cusip Market SHRS OR SH PUT Investment Other Sole Shared None Value PRN AMT RN CALL Discretion Managers 3M CO COM 88579Y101 1 10 SH SOLE 0 0 10 ABBOTT LABS COM 002824100 95 1810 SH SOLE 0 0 1810 ACCENTURE PLC SHS CLASS A G1151C101 9 155 SH SOLE 0 0 155 IRELAND ADOBE SYS INC COM 00724F101 31 1000 SH SOLE 0 0 1000 AFLAC INC COM 001055102 142 3049 SH SOLE 0 0 3049 AGILENT COM 00846U101 5 100 SH SOLE 0 0 100 TECHNOLOGIES INC ALLIANCEBERNSTEIN COM 01879R106 3 217 SH SOLE 0 0 217 GBL HGH IN ALPHA NATURAL COM 02076X102 5 100 SH SOLE 0 0 100 RESOURCES INC AMERICA MOVIL SAB SPON ADR L SHS 02364W105 16 300 SH SOLE 0 0 300 DE CV AMERICAN EXPRESS COM 025816109 5 100 SH SOLE 0 0 100 CO AMERICAN INTL *W EXP 026874156 20 1975 SH SOLE 0 0 1975 GROUP INC 01/19/202 AMERICAN STRATEGIC COM 03009T101 7 840 SH SOLE 0 0 840 INCOME II AMETEK INC NEW COM 031100100 5 105 SH SOLE 0 0 105 AMPHENOL CORP NEW CL A 032095101 5 100 SH SOLE 0 0 100 ANALOG DEVICES INC COM 032654105 292 7465 SH SOLE 0 0 7465 ANSYS INC COM 03662Q105 2 40 SH SOLE 0 0 40 AT&T INC COM 00206R102 3 100 SH SOLE 0 0 100 ATWOOD OCEANICS COM 050095108 9 200 SH SOLE 0 0 200 INC AUTOLIV INC COM 052800109 288 3675 SH SOLE 0 0 3675 AUTOMATIC DATA COM 053015103 1 20 SH SOLE 0 0 20 PROCESSING IN AVNET INC COM 053807103 244 7655 SH SOLE 0 0 7655 BAKER HUGHES INC COM 057224107 22 300 SH SOLE 0 0 300 BALL CORP COM 058498106 284 7395 SH SOLE 0 0 7395 BARCLAYS BK PLC IPATH S&P MT 06740C519 881 17500 SH SOLE 17500 0 0 ETN BARCLAYS BK PLC DJUBS CMDT 06738C778 80 1704 SH SOLE 0 0 1704 ETN36 BARCLAYS BK PLC LNGC S&P500 14 06740H666 9365 65000 SH SOLE 65000 0 0 BARCLAYS BK PLC RUSS2000 3X LG 06740P403 701 10000 SH SOLE 10000 0 0 BAXTER INTL INC COM 071813109 6 100 SH SOLE 0 0 100 BERKSHIRE HATHAWAY CL B NEW 084670702 2137 27607 SH SOLE 26000 0 1607 INC DEL BERKSHIRE HATHAWAY CL A 084670108 464 4 SH SOLE 0 0 4 INC DEL BLACKROCK CORPOR COM 09255L106 2 308 SH SOLE 0 0 308 HIGH YLD FD BLACKROCK INC COM 09247X101 91 476 SH SOLE 0 0 476 BLACKROCK SR HIGH COM 09255T109 2 522 SH SOLE 0 0 522 INCOME FD BRISTOL MYERS COM 110122108 3 100 SH SOLE 0 0 100 SQUIBB CO BROADRIDGE FINL COM 11133T103 2 80 SH SOLE 0 0 80 SOLUTIONS IN CARIBOU COFFEE INC COM 142042209 190 14317 SH SOLE 0 0 14317 CELGENE CORP COM 151020104 172 2850 SH SOLE 0 0 2850 CHEVRON CORP NEW COM 166764100 159 1545 SH SOLE 0 0 1545 CITIGROUP INC COM NEW 172967424 9 215 SH SOLE 0 0 215 CLOROX CO DEL COM 189054109 1 13 SH SOLE 0 0 13 COCA COLA CO COM 191216100 114 1695 SH SOLE 0 0 1695 COINSTAR INC COM 19259P300 237 4351 SH SOLE 0 0 4351 COLGATE PALMOLIVE COM 194162103 1 10 SH SOLE 0 0 10 CO CONAGRA FOODS INC COM 205887102 0 13 SH SOLE 0 0 13 CONOCOPHILLIPS COM 20825C104 95 1262 SH SOLE 0 0 1262 CORNING INC COM 219350105 2 100 SH SOLE 0 0 100 CVS CAREMARK COM 126650100 152 4055 SH SOLE 0 0 4055 CORPORATION DARDEN RESTAURANTS COM 237194105 378 7598 SH SOLE 0 0 7598 INC DIAGEO P L C SPON ADR NEW 25243Q205 3 42 SH SOLE 0 0 42 DIRECTV COM CL A 25490A101 370 7285 SH SOLE 0 0 7285 DISCOVERY COM SER A 25470F104 5 114 SH SOLE 0 0 114 COMMUNICATNS NEW DISNEY WALT CO COM DISNEY 254687106 161 4113 SH SOLE 0 0 4113 DOVER CORP COM 260003108 4 61 SH SOLE 0 0 61 DU PONT E I DE COM 263534109 95 1757 SH SOLE 0 0 1757 NEMOURS & CO DYCOM INDS INC COM 267475101 188 11522 SH SOLE 0 0 11522 EASTMAN CHEM CO COM 277432100 284 2778 SH SOLE 0 0 2778 EATON CORP COM 278058102 2 48 SH SOLE 0 0 48 EMERSON ELEC CO COM 291011104 6 100 SH SOLE 0 0 100 ENERGY CONVERSION COM 292659109 0 100 SH SOLE 0 0 100 DEVICES IN ENSCO PLC SPONSORED ADR 29358Q109 166 3119 SH SOLE 0 0 3119 ENTERPRISE FINL COM 293712105 508 37582 SH SOLE 0 0 37582 SVCS CORP ESTERLINE COM 297425100 320 4184 SH SOLE 0 0 4184 TECHNOLOGIES CORP EXXON MOBIL CORP COM 30231G102 233 2857 SH SOLE 0 0 2857 FISERV INC COM 337738108 5 85 SH SOLE 0 0 85 FLIR SYS INC COM 302445101 2 70 SH SOLE 0 0 70 FLOWERS FOODS INC COM 343498101 3 118 SH SOLE 0 0 118 FOCUS MEDIA HLDG SPONSORED ADR 34415V109 3 100 SH SOLE 0 0 100 LTD FORD MTR CO DEL COM PAR $0.01 345370860 75 5449 SH SOLE 0 0 5449 FOSSIL INC COM 349882100 5 45 SH SOLE 0 0 45 FOSTER WHEELER AG COM H27178104 3 100 SH SOLE 0 0 100 FREEPORT-MCMORAN COM 35671D857 269 5076 SH SOLE 0 0 5076 COPPER & GO FUEL TECH INC COM 359523107 1 100 SH SOLE 0 0 100 GARMIN LTD SHS H2906T109 3 100 SH SOLE 0 0 100 GENERAL MTRS CO COM 37045V100 4 123 SH SOLE 0 0 123 GOLDMAN SACHS COM 38141G104 5 37 SH SOLE 0 0 37 GROUP INC GOOGLE INC CL A 38259P508 154 305 SH SOLE 0 0 305 GRANITE CONSTR INC COM 387328107 15 608 SH SOLE 0 0 608 GUESS INC COM 401617105 106 2526 SH SOLE 0 0 2526 HALLIBURTON CO COM 406216101 233 4570 SH SOLE 0 0 4570 HARLEY DAVIDSON COM 412822108 197 4801 SH SOLE 0 0 4801 INC HASBRO INC COM 418056107 7 169 SH SOLE 0 0 169 HEINZ H J CO COM 423074103 86 1621 SH SOLE 0 0 1621 HERBALIFE LTD COM USD SHS G4412G101 345 5981 SH SOLE 0 0 5981 HESS CORP COM 42809H107 4 60 SH SOLE 0 0 60 HONEYWELL INTL INC COM 438516106 93 1560 SH SOLE 0 0 1560 HORMEL FOODS CORP COM 440452100 193 6462 SH SOLE 0 0 6462 HUNTINGTON INGALLS COM 446413106 1 19 SH SOLE 0 0 19 INDS INC IDEXX LABS INC COM 45168D104 5 60 SH SOLE 0 0 60 IHS INC CL A 451734107 6 70 SH SOLE 0 0 70 INERGY L P UNIT LTD PTNR 456615103 88 2500 SH SOLE 0 0 2500 INTEL CORP COM 458140100 111 4989 SH SOLE 0 0 4989 INTERNATIONAL COM 459200101 10 57 SH SOLE 0 0 57 BUSINESS MACHS INTERVAL LEISURE COM 46113M108 4 285 SH SOLE 0 0 285 GROUP INC ISHARES SH BEN INT 464294107 7843 151000 SH SOLE 151000 0 0 DIVERSIFIED ALTR TR ISHARES INC MSCI HONG KONG 464286871 3161 170694 SH SOLE 50000 0 120694 ISHARES INC MSCI SWEDEN 464286756 5720 180000 SH SOLE 180000 0 0 ISHARES INC MSCI TAIWAN 464286731 2696 177631 SH SOLE 177000 0 631 ISHARES INC MSCI JAPAN 464286848 6627 635337 SH SOLE 634975 0 362 ISHARES INC MSCI EMU INDEX 464286608 2097 54000 SH SOLE 54000 0 0 ISHARES INC MSCI PAC J IDX 464286665 5357 112520 SH SOLE 110000 0 2520 ISHARES INC MSCI AUSTRALIA 464286103 15 592 SH SOLE 0 0 592 ISHARES INC MSCI GERMAN 464286806 37545 1396230 SH SOLE 1048000 0 348230 ISHARES INC MSCI CDA INDEX 464286509 6722 212249 SH SOLE 212000 0 249 ISHARES INC MSCI SWITZERLD 464286749 3699 139000 SH SOLE 139000 0 0 ISHARES INC MSCI UTD KINGD 464286699 1371 77000 SH SOLE 77000 0 0 ISHARES INC MSCI BRIC INDX 464286657 2342 49000 SH SOLE 49000 0 0 ISHARES TR S&P MIDCP VALU 464287705 337 4007 SH SOLE 0 0 4007 ISHARES TR S&P MC 400 GRW 464287606 526 4738 SH SOLE 0 0 4738 ISHARES TR S&P SMLCP GROW 464287887 83 1032 SH SOLE 0 0 1032 ISHARES TR S&P 500 INDEX 464287200 92115 695630 SH SOLE 693345 0 2285 ISHARES TR S&P500 GRW 464287309 7354 105837 SH SOLE 102000 0 3837 ISHARES TR RUSSELL1000GRW 464287614 87207 1432442 SH SOLE 990725 0 441717 ISHARES TR RUSL 2000 VALU 464287630 154 2099 SH SOLE 1950 0 149 ISHARES TR RUSL 2000 GROW 464287648 20235 213333 SH SOLE 213225 0 108 ISHARES TR MSCI EAFE 464287465 6684 111148 SH SOLE 25125 0 86023 INDEX ISHARES TR S&P LTN AM 40 464287390 25142 487050 SH SOLE 480000 0 7050 ISHARES TR RUSSELL MCP VL 464287473 202 4234 SH SOLE 0 0 4234 ISHARES TR S&P GLB100INDX 464287572 8776 135000 SH SOLE 135000 0 0 ISHARES TR S&P GBL ENER 464287341 20706 495957 SH SOLE 493000 0 2957 ISHARES TR S&P GBL FIN 464287333 1745 38000 SH SOLE 38000 0 0 ISHARES TR S&P GBL TELCM 464287275 4787 79000 SH SOLE 79000 0 0 ISHARES TR DJ US FINL SEC 464287788 7831 139000 SH SOLE 139000 0 0 ISHARES TR DJ US HEALTHCR 464287762 3984 54000 SH SOLE 54000 0 0 ISHARES TR BARCLYS 1-3 YR 464287457 575 6819 SH SOLE 1425 0 5394 ISHARES TR BARCLYS 20+ YR 464287432 282 3000 SH SOLE 3000 0 0 ISHARES TR MSCI EMERG MKT 464287234 43134 906183 SH SOLE 860675 0 45508 ISHARES TR MSCI ACJPN IDX 464288182 20432 329500 SH SOLE 329500 0 0 ISHARES TR BARCLYS TIPS 464287176 1131 10226 SH SOLE 8500 0 1726 BD ISHARES TR MID GRWTH INDX 464288307 3160 29464 SH SOLE 29000 0 464 ISHARES TR SMLL GRWTH IDX 464288604 2220 24000 SH SOLE 24000 0 0 ISHARES TR MSCI GRW IDX 464288885 4445 70481 SH SOLE 0 0 70481 ISHARES TR DJ INS INDX FD 464288786 1576 50000 SH SOLE 50000 0 0 ISHARES TR DJ PHARMA INDX 464288836 7486 102000 SH SOLE 102000 0 0 ISHARES TR DJ OIL&GAS EXP 464288851 1457 21000 SH SOLE 21000 0 0 ISHARES TR S&P GL UTILITI 464288711 1424 31000 SH SOLE 31000 0 0 ISHARES TR HIGH YLD CORP 464288513 63734 697996 SH SOLE 606530 0 91466 ISHARES TR BARCLYS CR BD 464288620 52338 496425 SH SOLE 406700 0 89725 ISHARES TR S&P GLB MTRLS 464288695 3221 43883 SH SOLE 40000 0 3883 ISHARES TR S&P GL INDUSTR 464288729 569 10000 SH SOLE 10000 0 0 ISHARES TR BARCLYS MBS BD 464288588 566 5300 SH SOLE 5300 0 0 ISHARES TR BARCLYS 3-7 YR 464288661 117 1000 SH SOLE 1000 0 0 ISHARES TR S&P NTL 464288414 2237 21608 SH SOLE 0 0 21608 AMTFREE ISHARES TR BARCLYS INTER 464288638 10148 95200 SH SOLE 92175 0 3025 CR ISHARES TR S&P ASIA 50 IN 464288430 6866 147000 SH SOLE 147000 0 0 ISHARES TR 10+ YR CR BD 464289511 54 1000 SH SOLE 1000 0 0 ISHARES TR POLND INVT MKT 46429B606 368 10000 SH SOLE 10000 0 0 ISHARES TR S&P MIDCAP 400 464287507 16355 167400 SH SOLE 167400 0 0 ISHARES TR S&P SMLCAP 600 464287804 35 478 SH SOLE 0 0 478 ISHARES TR S&P SMLCP VALU 464287879 0 1 SH SOLE 0 0 1 ISHARES TR S&P 500 VALUE 464287408 5330 85970 SH SOLE 75000 0 10970 ISHARES TR RUSSELL1000VAL 464287598 43515 637304 SH SOLE 247075 0 390229 ISHARES TR RUSSELL 2000 464287655 45581 550492 SH SOLE 538975 0 11517 ISHARES TR RUSL 3000 GROW 464287671 5398 108000 SH SOLE 108000 0 0 ISHARES TR DJ US REAL EST 464287739 1873 31066 SH SOLE 31000 0 66 ISHARES TR DJ OIL EQUIP 464288844 1406 22000 SH SOLE 22000 0 0 ISHARES TR RUSSELL MIDCAP 464287499 52516 480302 SH SOLE 464800 0 15502 ISHARES TR RUSSELL MCP GR 464287481 56285 910325 SH SOLE 643450 0 266875 ISHARES TR S&P GBL HLTHCR 464287325 843 14500 SH SOLE 14500 0 0 ISHARES TR S&P GBL INF 464287291 10501 172000 SH SOLE 172000 0 0 ISHARES TR DJ US BAS MATL 464287838 2849 36000 SH SOLE 36000 0 0 ISHARES TR DJ US TELECOMM 464287713 6150 247000 SH SOLE 247000 0 0 ISHARES TR NASDQ BIO INDX 464287556 8426 79000 SH SOLE 79000 0 0 ISHARES TR BARCLYS 7-10 464287440 4314 45000 SH SOLE 45000 0 0 YR ISHARES TR IBOXX INV CPBD 464287242 39710 360578 SH SOLE 271650 0 88928 ISHARES TR S&P NA SOFTWR 464287515 5258 83000 SH SOLE 83000 0 0 ISHARES TR S&P 100 IDX FD 464287101 16106 274185 SH SOLE 133000 0 141185 ISHARES TR BARCLY USAGG B 464287226 15143 141963 SH SOLE 72765 0 69198 ISHARES TR DJ SEL DIV INX 464287168 1217 23000 SH SOLE 23000 0 0 ISHARES TR LRGE CORE INDX 464287127 2430 33000 SH SOLE 33000 0 0 ISHARES TR MID CORE INDEX 464288208 4237 46371 SH SOLE 44000 0 2371 ISHARES TR LRGE GRW INDX 464287119 6542 96000 SH SOLE 96000 0 0 ISHARES TR LARGE VAL INDX 464288109 17292 275000 SH SOLE 275000 0 0 ISHARES TR FTSE CHINA25 464287184 19049 443524 SH SOLE 360000 0 83524 IDX ISHARES TR BARCLYS 1-3YR 464288646 7601 72429 SH SOLE 39725 0 32704 CR ISHARES TR US PFD STK IDX 464288687 2417 60946 SH SOLE 17275 0 43671 ISHARES TR BARCLYS GOVT 464288596 1303 12000 SH SOLE 12000 0 0 CR ISHARES TR JPMORGAN USD 464288281 3439 31461 SH SOLE 31200 0 261 ISHARES TR MSCI SMALL CAP 464288273 3098 71000 SH SOLE 71000 0 0 ISHARES TR AGENCY BD FD 464288166 565 5100 SH SOLE 5100 0 0 ISHARES TR S&P EMRG INFRS 464288216 1475 42000 SH SOLE 42000 0 0 ITT CORP NEW COM 450911102 104 1764 SH SOLE 0 0 1764 ITT EDUCATIONAL COM 45068B109 134 1715 SH SOLE 0 0 1715 SERVICES INC JOHNSON & JOHNSON COM 478160104 188 2823 SH SOLE 0 0 2823 KAMAN CORP COM 483548103 293 8264 SH SOLE 0 0 8264 KELLOGG CO COM 487836108 148 2674 SH SOLE 0 0 2674 KINETIC CONCEPTS COM NEW 49460W208 328 5683 SH SOLE 0 0 5683 INC LABORATORY CORP COM NEW 50540R409 301 3114 SH SOLE 0 0 3114 AMER HLDGS LEVEL 3 COM 52729N100 34 14079 SH SOLE 0 0 14079 COMMUNICATIONS INC LOCKHEED MARTIN COM 539830109 146 1809 SH SOLE 0 0 1809 CORP MARATHON OIL CORP COM 565849106 5 100 SH SOLE 0 0 100 MARKET VECTORS ETF COAL ETF 57060U837 1424 30000 SH SOLE 30000 0 0 TR MCDONALDS CORP COM 580135101 115 1361 SH SOLE 0 0 1361 MEDTRONIC INC COM 585055106 81 2111 SH SOLE 0 0 2111 MERCK & CO INC NEW COM 58933Y105 4 100 SH SOLE 0 0 100 METLIFE INC COM 59156R108 6 135 SH SOLE 0 0 135 MICROCHIP COM 595017104 122 3223 SH SOLE 0 0 3223 TECHNOLOGY INC MICRON TECHNOLOGY COM 595112103 1 200 SH SOLE 0 0 200 INC MICROSOFT CORP COM 594918104 5 200 SH SOLE 0 0 200 MOLEX INC COM 608554101 365 14183 SH SOLE 0 0 14183 MONOTYPE IMAGING COM 61022P100 3 245 SH SOLE 0 0 245 HOLDINGS IN MOTOROLA MOBILITY COM 620097105 38 1702 SH SOLE 0 0 1702 HLDGS INC MOTOROLA SOLUTIONS COM NEW 620076307 91 1979 SH SOLE 0 0 1979 INC NATIONAL OILWELL COM 637071101 218 2793 SH SOLE 0 0 2793 VARCO INC NEWMONT MINING COM 651639106 5 100 SH SOLE 0 0 100 CORP NIKE INC CL B 654106103 8 90 SH SOLE 0 0 90 NORTHROP GRUMMAN COM 666807102 8 116 SH SOLE 0 0 116 CORP NRG ENERGY INC COM NEW 629377508 2 100 SH SOLE 0 0 100 NUVEEN CALIF COM 67062Q106 38 2908 SH SOLE 0 0 2908 PERFORM PLUS MU O REILLY COM 67103H107 5 75 SH SOLE 0 0 75 AUTOMOTIVE INC NEW ORACLE CORP COM 68389X105 10 307 SH SOLE 0 0 307 PEPSICO INC COM 713448108 188 2674 SH SOLE 0 0 2674 PFIZER INC COM 717081103 10 505 SH SOLE 0 0 505 PHILIP MORRIS INTL COM 718172109 15 225 SH SOLE 0 0 225 INC PIEDMONT OFFICE COM CL A 720190206 30 1480 SH SOLE 0 0 1480 REALTY TR IN PIMCO ETF TR ENHAN SHRT MAT 72201R833 4094 40500 SH SOLE 40500 0 0 POTASH CORP SASK COM 73755L107 6 100 SH SOLE 0 0 100 INC POWERSHARES DB G10 COM UT BEN INT 73935Y102 0 2 SH SOLE 0 0 2 CURCY HAR POWERSHARES ETF WNDRHLL CLN EN 73935X500 5 544 SH SOLE 0 0 544 TRUST POWERSHARES ETF S&P 500 HGH 73935X682 649 45000 SH SOLE 45000 0 0 TRUST QLTY POWERSHARES ETF FTSE RAFI 1000 73935X583 80 1365 SH SOLE 0 0 1365 TRUST POWERSHARES ETF FINL PFD PTFL 73935X229 471 26125 SH SOLE 26125 0 0 TRUST POWERSHARES ETF WATER RESOURCE 73935X575 561 29000 SH SOLE 29000 0 0 TRUST POWERSHARES ETF GOLDEN DRG USX 73935X401 20 754 SH SOLE 0 0 754 TRUST POWERSHARES GLOBAL FDM HG YLD 73936T557 370 20000 SH SOLE 20000 0 0 ETF TRUST RAFI POWERSHARES QQQ UNIT SER 1 73935A104 19873 348340 SH SOLE 318600 0 29740 TRUST POWERSHS DB MULTI DB GOLD FUND 73936B606 11 218 SH SOLE 0 0 218 SECT COMM POWERSHS DB MULTI DB AGRICULT FD 73936B408 698 22000 SH SOLE 22000 0 0 SECT COMM POWERSHS DB MULTI DB OIL FUND 73936B507 431 15000 SH SOLE 15000 0 0 SECT COMM POWERSHS DB US DOLL INDX BULL 73936D107 6414 302258 SH SOLE 301000 0 1258 DOLLAR INDEX PPG INDS INC COM 693506107 5 59 SH SOLE 0 0 59 PRICELINE COM INC COM NEW 741503403 5 9 SH SOLE 0 0 9 PROCTER & GAMBLE COM 742718109 104 1637 SH SOLE 0 0 1637 CO PROSHARES TR PSHS SHRT 74347R503 29477 720536 SH SOLE 714000 0 6536 S&P500 QUEST SOFTWARE INC COM 74834T103 5 205 SH SOLE 0 0 205 RAYONIER INC COM 754907103 3 40 SH SOLE 0 0 40 RAYTHEON CO COM NEW 755111507 5 100 SH SOLE 0 0 100 RED HAT INC COM 756577102 2 48 SH SOLE 0 0 48 REINSURANCE GROUP COM NEW 759351604 3 55 SH SOLE 0 0 55 AMER INC REVENUESHARES ETF MID CAP FD 761396209 222 7000 SH SOLE 7000 0 0 TR REVENUESHARES ETF LARGECAP FD 761396100 12400 496000 SH SOLE 496000 0 0 TR REVENUESHARES ETF SMALL CAP FD 761396308 585 17000 SH SOLE 17000 0 0 TR ROCK-TENN CO CL A 772739207 8 115 SH SOLE 0 0 115 ROPER INDS INC NEW COM 776696106 2 30 SH SOLE 0 0 30 ROVI CORP COM 779376102 5 95 SH SOLE 0 0 95 RPC INC COM 749660106 289 11768 SH SOLE 0 0 11768 RYDEX ETF TRUST TECHNOLOGY ETF 78355W817 278 5000 SH SOLE 5000 0 0 RYDEX ETF TRUST TOP 50 ETF 78355W205 4571 49500 SH SOLE 49500 0 0 RYDEX ETF TRUST S&P500 PUR VAL 78355W304 1219 39000 SH SOLE 39000 0 0 SALESFORCE COM INC COM 79466L302 15 100 SH SOLE 0 0 100 SANDISK CORP COM 80004C101 4 100 SH SOLE 0 0 100 SANOFI SPONSORED ADR 80105N105 101 2517 SH SOLE 0 0 2517 SCANSOURCE INC COM 806037107 303 8083 SH SOLE 0 0 8083 SEABRIDGE GOLD INC COM 811916105 3 100 SH SOLE 0 0 100 SELECT SECTOR SPDR SBI INT-TECH 81369Y803 9689 377000 SH SOLE 377000 0 0 TR SELECT SECTOR SPDR SBI HEALTHCARE 81369Y209 20465 576000 SH SOLE 576000 0 0 TR SELECT SECTOR SPDR SBI CONS DISCR 81369Y407 40 1000 SH SOLE 1000 0 0 TR SELECT SECTOR SPDR SBI INT-UTILS 81369Y886 1975 59000 SH SOLE 59000 0 0 TR SELECT SECTOR SPDR SBI MATERIALS 81369Y100 39 1000 SH SOLE 1000 0 0 TR SELECT SECTOR SPDR SBI INT-ENERGY 81369Y506 36455 483806 SH SOLE 479000 0 4806 TR SELECT SECTOR SPDR SBI INT-FINL 81369Y605 1971 128434 SH SOLE 101000 0 27434 TR SELECT SECTOR SPDR SBI INT-INDS 81369Y704 410 11000 SH SOLE 11000 0 0 TR SELECT SECTOR SPDR SBI CONS STPLS 81369Y308 14709 471000 SH SOLE 471000 0 0 TR SOLERA HOLDINGS COM 83421A104 4 65 SH SOLE 0 0 65 INC SOLUTIA INC COM NEW 834376501 6 260 SH SOLE 0 0 260 SOUTHERN CO COM 842587107 4 100 SH SOLE 0 0 100 SOUTHERN COPPER COM 84265V105 3 100 SH SOLE 0 0 100 CORP SOUTHWESTERN COM 845467109 4 100 SH SOLE 0 0 100 ENERGY CO SPDR DOW JONES UT SER 1 78467X109 6697 54086 SH SOLE 50000 0 4086 INDL AVRG ETF SPDR GOLD TRUST GOLD SHS 78463V107 25 169 SH SOLE 0 0 169 SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 23852 282000 SH SOLE 282000 0 0 SPDR INDEX SHS FDS S&P BRIC 40ETF 78463X798 9434 339000 SH SOLE 339000 0 0 SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 31019 396000 SH SOLE 396000 0 0 SPDR INDEX SHS FDS EUROPE ETF 78463X608 6080 117882 SH SOLE 21000 0 96882 SPDR INDEX SHS FDS S&P EMKTSC ETF 78463X756 1467 27000 SH SOLE 27000 0 0 SPDR S&P 500 ETF TR UNIT 78462F103 118940 901266 SH SOLE 896535 0 4731 TR SPDR S&P MIDCAP UTSER1 S&PDCRP 78467Y107 56826 320238 SH SOLE 310000 0 10238 400 ETF TR SPDR SERIES TRUST S&P BIOTECH 78464A870 8810 120500 SH SOLE 120500 0 0 SPDR SERIES TRUST KBW REGN BK 78464A698 2616 102786 SH SOLE 100000 0 2786 ETF SPDR SERIES TRUST S&P OILGAS EXP 78464A730 647 11000 SH SOLE 11000 0 0 SPDR SERIES TRUST BRCLYS AGG ETF 78464A649 933 16550 SH SOLE 16550 0 0 SPDR SERIES TRUST NUVN BR SHT 78464A425 300 12370 SH SOLE 0 0 12370 MUNI SPDR SERIES TRUST S&P METALS MNG 78464A755 289 4161 SH SOLE 4000 0 161 SPDR SERIES TRUST SPDR KBW BK 78464A797 1262 52602 SH SOLE 51000 0 1602 ETF SPDR SERIES TRUST NUVN BRCLY 78464A458 2888 127551 SH SOLE 0 0 127551 MUNI SPDR SERIES TRUST BRCLYS INTL 78464A516 1830 29622 SH SOLE 29000 0 622 ETF SPDR SERIES TRUST NUVN CALI MUNI 78464A441 519 23535 SH SOLE 18000 0 5535 SPDR SERIES TRUST BRCLYS YLD ETF 78464A417 31567 784858 SH SOLE 784275 0 583 SPDR SERIES TRUST DB INT GVT ETF 78464A490 2087 33700 SH SOLE 31800 0 1900 SPDR SERIES TRUST S&P PHARMAC 78464A722 5906 116000 SH SOLE 116000 0 0 SPDR SERIES TRUST LNG TRM CORP 78464A367 36 1000 SH SOLE 1000 0 0 BD SPDR SERIES TRUST INTR TRM CORP 78464A375 1663 50050 SH SOLE 47800 0 2250 BD SPDR SERIES TRUST BARC CAPTL ETF 78464A474 92 3000 SH SOLE 3000 0 0 SPDR SERIES TRUST CAP MORTG ETF 78464A383 229 8375 SH SOLE 8375 0 0 STATE STR CORP COM 857477103 4 88 SH SOLE 0 0 88 STERICYCLE INC COM 858912108 3 35 SH SOLE 0 0 35 SYSCO CORP COM 871829107 8 273 SH SOLE 0 0 273 TARGET CORP COM 87612E106 5 100 SH SOLE 0 0 100 TELEDYNE COM 879360105 3 50 SH SOLE 0 0 50 TECHNOLOGIES INC TELEFONICA S A SPONSORED ADR 879382208 100 4087 SH SOLE 0 0 4087 TEMPLETON GLOBAL COM 880198106 7 596 SH SOLE 0 0 596 INCOME FD TEVA ADR 881624209 10 200 SH SOLE 0 0 200 PHARMACEUTICAL INDS LTD TEXAS INSTRS INC COM 882508104 6 195 SH SOLE 0 0 195 TIFFANY & CO NEW COM 886547108 353 4496 SH SOLE 0 0 4496 TORONTO DOMINION COM NEW 891160509 1 13 SH SOLE 0 0 13 BK ONT UBS AG SHS NEW H89231338 0 1 SH SOLE 0 0 1 ULTA SALON COM 90384S303 491 7597 SH SOLE 0 0 7597 COSMETCS & FRAG I ULTRA PETROLEUM COM 903914109 5 100 SH SOLE 0 0 100 CORP UNION PAC CORP COM 907818108 31 299 SH SOLE 0 0 299 UNITED PARCEL CL B 911312106 100 1368 SH SOLE 0 0 1368 SERVICE INC UNITED STATES STL COM 912909108 140 3040 SH SOLE 0 0 3040 CORP NEW UNITEDHEALTH GROUP COM 91324P102 218 4236 SH SOLE 0 0 4236 INC VALERO ENERGY CORP COM 91913Y100 3 100 SH SOLE 0 0 100 NEW VANGUARD BD INDEX SHORT TRM BOND 921937827 445 5489 SH SOLE 5000 0 489 FD INC VANGUARD BD INDEX TOTAL BND MRKT 921937835 12697 156445 SH SOLE 147735 0 8710 FD INC VANGUARD BD INDEX INTERMED TERM 921937819 252 3000 SH SOLE 3000 0 0 FD INC VANGUARD INDEX FDS EXTEND MKT ETF 922908652 30224 517000 SH SOLE 517000 0 0 VANGUARD INDEX FDS GROWTH ETF 922908736 29777 460310 SH SOLE 246650 0 213660 VANGUARD INDEX FDS SML CP GRW ETF 922908595 5836 67939 SH SOLE 47100 0 20839 VANGUARD INDEX FDS LARGE CAP ETF 922908637 38480 635080 SH SOLE 519000 0 116080 VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 4539 66733 SH SOLE 15825 0 50908 VANGUARD INDEX FDS STK MRK ETF 922908769 31960 467253 SH SOLE 467000 0 253 VANGUARD INDEX FDS VALUE ETF 922908744 18586 331602 SH SOLE 205125 0 126477 VANGUARD INDEX FDS MID CAP ETF 922908629 61663 766762 SH SOLE 766475 0 287 VANGUARD INDEX FDS SM CP VAL ETF 922908611 142 2025 SH SOLE 2025 0 0 VANGUARD INDEX FDS REIT ETF 922908553 96 1600 SH SOLE 1600 0 0 VANGUARD INDEX FDS SMALL CP ETF 922908751 59035 756376 SH SOLE 577650 0 178726 VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 1984 35053 SH SOLE 0 0 35053 VANGUARD INTL MSCI EUROPE 922042874 6959 130000 SH SOLE 130000 0 0 EQUITY INDEX F ETF VANGUARD INTL ALLWRLD EX US 922042775 15689 314975 SH SOLE 159500 0 155475 EQUITY INDEX F VANGUARD INTL MSCI EMR MKT 922042858 75384 1550476 SH SOLE 1373025 0 177451 EQUITY INDEX F ETF VANGUARD INTL MSCI PAC ETF 922042866 1476 26113 SH SOLE 26000 0 113 EQUITY INDEX F VANGUARD INTL TT WRLD ST ETF 922042742 1997 39800 SH SOLE 39800 0 0 EQUITY INDEX F VANGUARD INT-TERM CORP 92206C870 3714 46300 SH SOLE 46300 0 0 SCOTTSDALE FDS VANGUARD LG-TERM COR BD 92206C813 78 1000 SH SOLE 1000 0 0 SCOTTSDALE FDS VANGUARD MORTG-BACK SEC 92206C771 339 6625 SH SOLE 6625 0 0 SCOTTSDALE FDS VANGUARD SHRT-TERM CORP 92206C409 789 10075 SH SOLE 10075 0 0 SCOTTSDALE FDS VANGUARD DIV APP ETF 921908844 5667 101214 SH SOLE 101000 0 214 SPECIALIZED PORTFOL VANGUARD WORLD FD MEGA GRWTH IND 921910816 8562 173000 SH SOLE 173000 0 0 VANGUARD WORLD FD MEGA VALUE 300 921910840 2235 55000 SH SOLE 55000 0 0 VANGUARD WORLD FD MEGA CAP INDEX 921910873 4317 96000 SH SOLE 96000 0 0 VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 642 10011 SH SOLE 0 0 10011 VANGUARD WORLD FDS ENERGY ETF 92204A306 151 1365 SH SOLE 0 0 1365 VANGUARD WORLD FDS MATERIALS ETF 92204A801 68 785 SH SOLE 0 0 785 VANGUARD WORLD FDS UTILITIES ETF 92204A876 33 462 SH SOLE 0 0 462 VANGUARD WORLD FDS INF TECH ETF 92204A702 2071 32697 SH SOLE 0 0 32697 VARIAN MED SYS INC COM 92220P105 4 56 SH SOLE 0 0 56 VARIAN COM 922207105 2 27 SH SOLE 0 0 27 SEMICONDUCTOR EQUIPMN VODAFONE GROUP PLC SPONS ADR NEW 92857W209 4 152 SH SOLE 0 0 152 NEW WAL MART STORES COM 931142103 97 1826 SH SOLE 0 0 1826 INC WASTE CONNECTIONS COM 941053100 3 105 SH SOLE 0 0 105 INC WATTS WATER CL A 942749102 0 2 SH SOLE 0 0 2 TECHNOLOGIES INC WELLS FARGO & CO COM 949746101 81 2900 SH SOLE 0 0 2900 NEW WEYERHAEUSER CO COM 962166104 4 200 SH SOLE 0 0 200 WHITING PETE CORP COM 966387102 9 150 SH SOLE 0 0 150 NEW WISDOMTREE TR EM LCL DEBT FD 97717X867 606 11325 SH SOLE 11325 0 0 WISDOMTREE TRUST DEFA FD 97717W703 12 246 SH SOLE 0 0 246 WISDOMTREE TRUST DRYFS CURR ETF 97717W133 978 42000 SH SOLE 42000 0 0 WOLVERINE WORLD COM 978097103 5 115 SH SOLE 0 0 115 WIDE INC XILINX INC COM 983919101 181 4951 SH SOLE 0 0 4951