0000894189-11-004995.txt : 20111110 0000894189-11-004995.hdr.sgml : 20111110 20111110164920 ACCESSION NUMBER: 0000894189-11-004995 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111110 DATE AS OF CHANGE: 20111110 EFFECTIVENESS DATE: 20111110 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Rafferty Asset Management, LLC CENTRAL INDEX KEY: 0001389426 IRS NUMBER: 133946966 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12221 FILM NUMBER: 111196002 BUSINESS ADDRESS: STREET 1: 33 WHITEHALL STREET STREET 2: 10TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10004 BUSINESS PHONE: 646-572-3390 MAIL ADDRESS: STREET 1: 33 WHITEHALL STREET STREET 2: 10TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10004 13F-HR 1 ram_93011-13fhr.txt QUARTERLY HOLDINGS REPORT 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, 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: Rafferty Asset Management, LLC Address: 33 Whitehall Street, 10th Floor New York, NY 10004 13F File Number: 28-12221 -------- 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: Daniel O Neill Title: President Phone: 646-572-3391 Signature, Place, and Date of Signing /s/ Daniel O Neill New York, NY 10/27/11 ------------------ ------------ -------- Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: Form 13 F File Number Name 28-__________________ ___________________________ FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers 2 Form 13F Information Table Entry Total: 592 Form 13F Information Table Value Total: 1,122,956 List of Other Included Managers: No. Form 13F File Number Name 1 28-12656 FLEXIBLE PLAN INVESTMENTS, INC. - -------- ------------------------------- 2 28-12921 HUNDREDFOLD ADVISORS, LLC - -------- -------------------------

INVEST -------------- TITLE SHRS MENT -------- --------- ---------- --------- --- ---- -------------- OF VALUE OR PRN SH/ PUT/ DISCRE- OTHER -------- --------- ---------- --------- --- ---- -------------- ----- NAME OF ISSUER CLASS CUSIP (X$1,000) AMT PRN CALL TION MGR SOLE SHARED NONE ------------------------ -------- --------- ---------- --------- --- ---- -------------- ----- --------- ------ ---- ------------------------ AFLAC INC COM 001055102 2,429 69,497 SH SOLE 69,497 SHARED- AGL RES INC COM 001204106 320 7,858 SH DEFINED 1 7,858 AMR CORP COM 001765106 130 43,817 SH SOLE 43,817 ADVANCED MICRO DEVICES INC COM 007903107 968 190,538 SH SOLE 190,538 AFFILIATED MANAGERS GROUP COM 008252108 631 8,081 SH SOLE 8,081 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,032 16,817 SH SOLE 16,817 ALEXION PHARMACEUTICALS INC COM 015351109 268 4,189 SH SOLE 4,189 ALEXION SHARED- PHARMACEUTICALS INC COM 015351109 427 6,665 SH DEFINED 1 6,665 ALLEGHANY CORP DEL COM 017175100 282 976 SH SOLE 976 ALLIANCE DATA SYSTEMS CORP COM 018581108 822 8,866 SH SOLE 8,866 ALLSTATE CORP COM 020002101 1,844 77,848 SH SOLE 77,848 ALTERA CORP COM 021441100 1,604 50,880 SH SOLE 50,880 ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 171 16,359 SH SOLE 16,359 AMAZON COM INC COM 023135106 536 2,479 SH SOLE 2,479 AMERICAN CAMPUS CMNTYS INC COM 024835100 302 8,117 SH SOLE 8,117 SHARED- AMERICAN ELEC PWR INC COM 025537101 313 8,237 SH DEFINED 1 8,237 AMERICAN EXPRESS CO COM 025816109 7,007 156,054 SH SOLE 156,054 AMERICAN FINL GROUP INC OHIO COM 025932104 432 13,902 SH SOLE 13,902 AMERICAN INTL GROUP INC COM 026874784 1,442 65,689 SH SOLE 65,689 AMERICAN TOWER CORP CL A 029912201 655 12,183 SH SOLE 12,183 AMPHENOL CORP NEW CL A 032095101 263 6,451 SH SOLE 6,451 ANADARKO PETE CORP COM 032511107 1,537 24,373 SH SOLE 24,373 ANALOG DEVICES INC COM 032654105 343 10,965 SH SOLE 10,965 ANNALY CAP MGMT INC COM 035710409 2,625 157,823 SH SOLE 157,823 AON CORP COM 037389103 2,143 51,055 SH SOLE 51,055 APACHE CORP COM 037411105 1,499 18,683 SH SOLE 18,683 APPLE INC COM 037833100 11,054 29,000 SH SOLE 29,000 APPLIED MATLS INC COM 038222105 3,021 291,837 SH SOLE 291,837 APTARGROUP INC COM 038336103 220 4,924 SH SOLE 4,924 ASSOCIATED BANC CORP COM 045487105 239 25,703 SH SOLE 25,703 ATMEL CORP COM 049513104 135 16,787 SH SOLE 16,787 SHARED- ATMOS ENERGY CORP COM 049560105 541 16,682 SH DEFINED 1 16,682 AUTODESK INC COM 052769106 233 8,403 SH SOLE 8,403 AUTOZONE INC COM 053332102 262 820 SH SOLE 820 AVALONBAY CMNTYS INC COM 053484101 3,011 26,401 SH SOLE 26,401 BB&T CORP COM 054937107 2,206 103,411 SH SOLE 103,411 BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 207 1,964 SH SOLE 1,964 BMC SOFTWARE INC COM 055921100 249 6,464 SH SOLE 6,464 ADR BAIDU INC SPON REP A 056752108 623 5,829 SH SOLE 5,829 BAKER HUGHES INC COM 057224107 867 18,790 SH SOLE 18,790 SHARED- BALCHEM CORP COM 057665200 332 8,910 SH DEFINED 1 8,910 BANK OF AMERICA CORPORATION COM 060505104 9,205 1,504,083 SH SOLE 1,504,083 BANK HAWAII CORP COM 062540109 302 8,310 SH SOLE 8,310 BANK OF THE OZARKS INC COM 063904106 210 10,019 SH SOLE 10,019 BANK OF NEW YORK MELLON CORP COM 064058100 3,423 184,154 SH SOLE 184,154 BERKLEY W R CORP COM 084423102 584 19,664 SH SOLE 19,664 BERKSHIRE HATHAWAY INC DEL CL B 084670702 18,459 259,840 SH SOLE 259,840 BOSTON PROPERTIES INC COM 101121101 3,531 39,633 SH SOLE 39,633 BRANDYWINE RLTY TR SH BEN INT 105368203 293 36,541 SH SOLE 36,541 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 205 2,418 SH SOLE 2,418 BROADCOM CORP CL A 111320107 3,205 96,279 SH SOLE 96,279 BROCADE COMMUNICATIONS SYS I COM 111621306 63 14,519 SH SOLE 14,519 BROWN & BROWN INC COM 115236101 357 20,076 SH SOLE 20,076 CBL & ASSOC PPTYS INC COM 124830100 181 15,943 SH SOLE 15,943 CIT GROUP INC COM 125581801 908 29,886 SH SOLE 29,886 CNOOC LTD SPONSORED ADR 126132109 910 5,677 SH SOLE 5,677 CABOT OIL & GAS CORP COM 127097103 495 7,988 SH SOLE 7,988 CAMDEN PPTY TR SH BEN INT 133131102 1,050 18,999 SH SOLE 18,999 CANADIAN NATL RY CO COM 136375102 208 3,119 SH SOLE 3,119 CERNER CORP COM 156782104 259 3,782 SH SOLE 3,782 CHESAPEAKE ENERGY CORP COM 165167107 895 35,023 SH SOLE 35,023 CHEVRON CORP NEW COM 166764100 8,251 89,176 SH SOLE 89,176 CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 515 8,328 SH SOLE 8,328 CHIPOTLE MEXICAN GRILL INC COM 169656105 334 1,102 SH SOLE 1,102 CHUBB CORP COM 171232101 2,609 43,483 SH SOLE 43,483 CHURCH & DWIGHT INC COM 171340102 231 5,227 SH SOLE 5,227 CIMAREX ENERGY CO COM 171798101 377 6,765 SH SOLE 6,765 CINCINNATI FINL CORP COM 172062101 572 21,726 SH SOLE 21,726 CIRRUS LOGIC INC COM 172755100 239 16,187 SH SOLE 16,187 CITIGROUP INC COM 172967424 11,055 431,495 SH SOLE 431,495 CITRIX SYS INC COM 177376100 375 6,878 SH SOLE 6,878 CITY NATL CORP COM 178566105 254 6,739 SH SOLE 6,739 SHARED- CLARCOR INC COM 179895107 350 8,463 SH DEFINED 1 8,463 CLOROX CO DEL COM 189054109 271 4,084 SH SOLE 4,084 COCA COLA CO COM 191216100 213 3,150 SH SOLE 3,150 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 585 9,338 SH SOLE 9,338 COLGATE PALMOLIVE CO COM 194162103 221 2,487 SH SOLE 2,487 COMERICA INC COM 200340107 625 27,196 SH SOLE 27,196 COMMERCE BANCSHARES INC COM 200525103 383 11,013 SH SOLE 11,013 COMMONWEALTH REIT COM SH BEN INT 203233101 428 22,583 SH SOLE 22,583 COMSTOCK RES INC COM 205768203 173 11,171 SH SOLE 11,171 CONSOLIDATED SHARED- EDISON INC COM 209115104 316 5,538 SH DEFINED 1 5,538 CONSOLIDATED EDISON INC COM 209115104 319 5,601 SH SOLE 5,601 CORNING INC COM 219350105 596 48,236 SH SOLE 48,236 COUSINS PPTYS INC COM 222795106 66 11,315 SH SOLE 11,315 CREE INC COM 225447101 795 30,583 SH SOLE 30,583 CROCS INC COM 227046109 214 9,061 SH SOLE 9,061 SHARED- CROCS INC COM 227046109 312 13,177 SH DEFINED 1 13,177 CROWN CASTLE INTL CORP COM 228227104 432 10,615 SH SOLE 10,615 CULLEN FROST BANKERS INC COM 229899109 414 9,026 SH SOLE 9,026 DCT INDUSTRIAL TRUST INC COM 233153105 116 26,354 SH SOLE 26,354 DTE ENERGY CO COM 233331107 413 8,416 SH SOLE 8,416 DECKERS OUTDOOR CORP COM 243537107 269 2,885 SH SOLE 2,885 DELTA AIR LINES INC DEL COM 247361702 233 31,065 SH SOLE 31,065 DENBURY RES INC COM 247916208 227 19,731 SH SOLE 19,731 DIAMOND FOODS INC COM 252603105 235 2,949 SH SOLE 2,949 DIAMONDROCK HOSPITALITY CO COM 252784301 141 20,125 SH SOLE 20,125 DIGITAL RLTY TR INC COM 253868103 1,379 24,997 SH SOLE 24,997 DISCOVER FINL SVCS COM 254709108 1,932 84,229 SH SOLE 84,229 SHARED- DOLLAR TREE INC COM 256746108 208 2,769 SH DEFINED 1 2,769 DOLLAR TREE INC COM 256746108 278 3,695 SH SOLE 3,695 DUKE REALTY CORP COM 264411505 716 68,211 SH SOLE 68,211 E M C CORP MASS COM 268648102 1,327 63,229 SH SOLE 63,229 E TRADE FINANCIAL CORP COM 269246401 340 37,311 SH SOLE 37,311 EXCO RESOURCES INC COM 269279402 241 22,511 SH SOLE 22,511 EATON VANCE CORP COM NON VTG 278265103 387 17,378 SH SOLE 17,378 EL PASO ELEC CO COM 283677854 204 6,346 SH SOLE 6,346 ELECTRONIC ARTS INC COM 285512109 249 12,155 SH SOLE 12,155 ENTERPRISE PRODS PARTNERS L COM 293792107 215 5,359 SH SOLE 5,359 EQUIFAX INC COM 294429105 565 18,391 SH SOLE 18,391 ESSEX PPTY TR INC COM 297178105 1,039 8,656 SH SOLE 8,656 FACTSET RESH SYS INC COM 303075105 597 6,706 SH SOLE 6,706 FEDERAL REALTY INVT TR SH BEN INT 313747206 1,372 16,652 SH SOLE 16,652 FEDERATED INVS INC PA CL B 314211103 235 13,409 SH SOLE 13,409 F5 NETWORKS INC COM 315616102 211 2,973 SH SOLE 2,973 FIFTH THIRD BANCORP COM 316773100 1,431 141,636 SH SOLE 141,636 FIRST HORIZON NATL CORP COM 320517105 234 39,236 SH SOLE 39,236 FIRST TR SHARED- MORNINGSTAR DIV LEA SHS 336917109 1,083 67,209 SH DEFINED 1 67,209 FISERV INC COM 337738108 1,214 23,907 SH SOLE 23,907 FLOWERS FOODS INC COM 343498101 276 14,172 SH SOLE 14,172 FOREST CITY ENTERPRISES INC CL A 345550107 218 20,452 SH SOLE 20,452 FOREST OIL CORP COM PAR $0.01 346091705 235 16,332 SH SOLE 16,332 FRANKLIN RES INC COM 354613101 2,063 21,570 SH SOLE 21,570 FULTON FINL CORP PA COM 360271100 226 29,537 SH SOLE 29,537 GALLAGHER ARTHUR J & CO COM 363576109 433 16,449 SH SOLE 16,449 GENERAL GROWTH PPTYS INC NEW COM 370023103 1,649 136,262 SH SOLE 136,262 GIANT INTERACTIVE GROUP INC ADR 374511103 57 17,033 SH SOLE 17,033 GLIMCHER RLTY TR SH BEN INT 379302102 84 11,917 SH SOLE 11,917 GRAINGER W W INC COM 384802104 409 2,736 SH SOLE 2,736 GREEN MTN COFFEE ROASTERS IN COM 393122106 307 3,308 SH SOLE 3,308 HCC INS HLDGS INC COM 404132102 530 19,611 SH SOLE 19,611 SHARED- HAEMONETICS CORP COM 405024100 349 5,971 SH DEFINED 1 5,971 HALLIBURTON CO COM 406216101 1,207 39,554 SH SOLE 39,554 HANOVER INS GROUP INC COM 410867105 280 7,891 SH SOLE 7,891 HARTFORD FINL SVCS GROUP INC COM 416515104 1,149 71,195 SH SOLE 71,195 HAWAIIAN HOLDINGS INC COM 419879101 171 40,581 SH SOLE 40,581 HEINZ H J CO COM 423074103 301 5,961 SH SOLE 5,961 HERSHA HOSPITALITY TR SH BEN INT A 427825104 64 18,501 SH SOLE 18,501 HERSHEY CO COM 427866108 352 5,938 SH SOLE 5,938 HEWLETT PACKARD CO COM 428236103 1,493 66,492 SH SOLE 66,492 HIGHWOODS PPTYS INC COM 431284108 246 8,710 SH SOLE 8,710 HOLLYFRONTIER CORP COM 436106108 242 9,221 SH SOLE 9,221 HOME PROPERTIES INC COM 437306103 330 5,812 SH SOLE 5,812 HORMEL FOODS CORP COM 440452100 206 7,632 SH SOLE 7,632 HUDSON CITY BANCORP COM 443683107 397 70,127 SH SOLE 70,127 HUNTINGTON BANCSHARES INC COM 446150104 615 128,145 SH SOLE 128,145 SHARED- IDACORP INC COM 451107106 313 8,273 SH DEFINED 1 8,273 INTEL CORP COM 458140100 6,490 304,247 SH SOLE 304,247 INTERNATIONAL BUSINESS MACHS COM 459200101 6,749 38,558 SH SOLE 38,558 INTUIT COM 461202103 526 11,078 SH SOLE 11,078 ISHARES INC SHARED- MSCI THAILAND 464286624 1,005 18,870 SH DEFINED 1 18,870 ISHARES INC MSCI PAC J IDX 464286665 299 8,130 SH SOLE 8,130 ISHARES INC SHARED- MSCI SINGAPORE 464286673 261 23,700 SH DEFINED 1 23,700 ISHARES INC MSCI UTD KINGD 464286699 834 56,486 SH SOLE 56,486 ISHARES INC SHARED- MSCI STH AFRCA 464286780 730 12,908 SH DEFINED 1 12,908 ISHARES INC MSCI JAPAN 464286848 772 81,615 SH SOLE 81,615 ISHARES TR SHARED- LRGE GRW INDX 464287119 1,691 28,097 SH DEFINED 1 28,097 ISHARES TR SHARED- DJ SEL DIV INX 464287168 645 13,381 SH DEFINED 1 13,381 ISHARES TR BARCLYS TIPS BD 464287176 655 5,731 SH SOLE 5,731 ISHARES TR SHARED- BARCLYS TIPS BD 464287176 5,428 47,492 SH DEFINED 1 47,492 USA- SHARED- ISHARES TR BARCLY GG B 464287226 9,475 86,053 SH DEFINED 1 86,053 ISHARES TR MSCI EMERG MKT 464287234 97,342 2,775,651 SH SOLE 2,775,651 ISHARES TR SHARED- IBOXX INV CPBD 464287242 3,545 31,557 SH DEFINED 1 31,557 ISHARES TR SHARED- S&P GBL TELCM 464287275 599 11,023 SH DEFINED 1 11,023 ISHARES TR SHARED- S&P500 GRW 464287309 1,724 28,152 SH DEFINED 1 28,152 ISHARES TR S&P LTN AM 40 464287390 11,015 283,310 SH SOLE 283,310 ISHARES TR BARCLYS 20+ YR 464287432 2,742 22,698 SH SOLE 22,698 ISHARES TR SHARED- BARCLYS 20+ YR 464287432 17,415 144,167 SH DEFINED 1 144,167 ISHARES TR SHARED- BARCLYS 7-10 YR 464287440 11,821 112,506 SH DEFINED 1 112,506 ISHARES TR SHARED- BARCLYS 1-3 YR 464287457 3,379 39,954 SH DEFINED 1 39,954 ISHARES TR MSCI EAFE INDEX 464287465 6,409 134,211 SH SOLE 134,211 ISHARES TR RUSSELL 1000 464287622 53,128 849,510 SH SOLE 849,510 ISHARES TR RUSL 2000 VALU 464287630 206 3,618 SH SOLE 3,618 ISHARES TR RUSL 2000 GROW 464287648 302 4,111 SH SOLE 4,111 ISHARES TR RUSSELL 2000 464287655 255,038 3,969,464 SH SOLE 3,969,464 ISHARES TR SHARED- DJ US UTILS 464287697 898 10,984 SH DEFINED 1 10,984 ISHARES TR DJ SHARED- US TELECOMM 464287713 580 28,435 SH DEFINED 1 28,435 ISHARES TR S&P EURO PLUS 464287861 1,069 33,534 SH SOLE 33,534 ISHARES TR SHARED- S&P NTL AMTFREE 464288414 4,685 43,928 SH DEFINED 1 43,928 ISHARES TR HIGH YLD CORP 464288513 752 9,093 SH SOLE 9,093 ISHARES TR SHARED- BARCLYS MBS BD 464288588 2,575 23,800 SH DEFINED 1 23,800 ISHARES TR SHARED- BARCLYS CR BD 464288620 841 7,800 SH DEFINED 1 7,800 ISHARES TR SHARED- BARCLYS 10-20YR 464288653 3,874 29,309 SH DEFINED 1 29,309 ISHARES TR SHARED- BARCLYS 3-7 YR 464288661 3,384 27,855 SH DEFINED 1 27,855 ISHARES TR SHARED- BARCLYS SH TREA 464288679 3,944 35,777 SH DEFINED 1 35,777 ISHARES TR SHARED- DJ PHARMA INDX 464288836 911 13,728 SH DEFINED 1 13,728 ITC HLDGS CORP COM 465685105 230 2,968 SH SOLE 2,968 JA SOLAR HOLDINGS CO LTD SPON ADR 466090107 51 28,409 SH SOLE 28,409 JEFFERIES GROUP INC NEW COM 472319102 247 19,903 SH SOLE 19,903 JETBLUE AIRWAYS CORP COM 477143101 160 39,137 SH SOLE 39,137 JOHNSON & JOHNSON COM 478160104 213 3,348 SH SOLE 3,348 KLA-TENCOR CORP COM 482480100 1,682 43,937 SH SOLE 43,937 KEMPER CORP DEL COM 488401100 203 8,453 SH SOLE 8,453 KEYCORP NEW COM 493267108 837 141,146 SH SOLE 141,146 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 218 3,191 SH SOLE 3,191 LSI CORPORATION COM 502161102 91 17,612 SH SOLE 17,612 SHARED- LACLEDE GROUP INC COM 505597104 318 8,202 SH DEFINED 1 8,202 LAM RESEARCH CORP COM 512807108 1,340 35,285 SH SOLE 35,285 LAUDER ESTEE COS INC CL A 518439104 210 2,387 SH SOLE 2,387 LEGG MASON INC COM 524901105 569 22,128 SH SOLE 22,128 LEUCADIA NATL CORP COM 527288104 693 30,536 SH SOLE 30,536 LEXINGTON REALTY TRUST COM 529043101 113 17,211 SH SOLE 17,211 LIBERTY PPTY TR SH BEN INT 531172104 965 33,164 SH SOLE 33,164 LINCOLN NATL CORP IND COM 534187109 726 46,462 SH SOLE 46,462 LINEAR TECHNOLOGY CORP COM 535678106 1,604 58,016 SH SOLE 58,016 LOEWS CORP COM 540424108 1,622 46,954 SH SOLE 46,954 MEMC ELECTR MATLS INC COM 552715104 337 64,291 SH SOLE 64,291 MFS CHARTER SHARED- INCOME TR SH BEN INT 552727109 335 39,228 SH DEFINED 1 39,228 MFS GOVT MKTS SHARED- INCOME TR SH BEN INT 552939100 338 50,737 SH DEFINED 1 50,737 MACERICH CO COM 554382101 1,503 35,253 SH SOLE 35,253 MACK CALI RLTY CORP COM 554489104 605 22,622 SH SOLE 22,622 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 222 3,672 SH SOLE 3,672 MARATHON OIL CORP COM 565849106 664 30,783 SH SOLE 30,783 MARKEL CORP COM 570535104 613 1,717 SH SOLE 1,717 MARSH & MCLENNAN COS INC COM 571748102 2,240 84,418 SH SOLE 84,418 MAXIMUS INC COM 577933104 200 5,733 SH SOLE 5,733 MCCORMICK & CO INC COM NON VTG 579780206 220 4,773 SH SOLE 4,773 MCDONALDS CORP COM 580135101 213 2,423 SH SOLE 2,423 MCMORAN EXPLORATION CO COM 582411104 167 16,780 SH SOLE 16,780 MELCO CROWN ENTMT LTD ADR 585464100 158 18,986 SH SOLE 18,986 MICROSOFT CORP COM 594918104 5,675 228,011 SH SOLE 228,011 MICRON TECHNOLOGY INC COM 595112103 1,373 272,430 SH SOLE 272,430 MINDRAY MEDICAL INTL LTD SPON ADR 602675100 219 9,265 SH SOLE 9,265 MONRO MUFFLER BRAKE INC COM 610236101 203 6,149 SH SOLE 6,149 MOODYS CORP COM 615369105 899 29,518 SH SOLE 29,518 MORGAN STANLEY COM 617446448 3,092 229,024 SH SOLE 229,024 MOTOROLA SOLUTIONS INC COM 620076307 387 9,242 SH SOLE 9,242 MOTOROLA MOBILITY HLDGS INC COM 620097105 302 8,005 SH SOLE 8,005 MURPHY OIL CORP COM 626717102 595 13,483 SH SOLE 13,483 NYSE EURONEXT COM 629491101 899 38,669 SH SOLE 38,669 NASDAQ OMX GROUP INC COM 631103108 425 18,371 SH SOLE 18,371 NATIONAL SHARED- OILWELL VARCO INC COM 637071101 329 6,424 SH DEFINED 1 6,424 NATIONAL OILWELL VARCO INC COM 637071101 936 18,282 SH SOLE 18,282 NATIONAL RETAIL PROPERTIES I COM 637417106 308 11,446 SH SOLE 11,446 NEW JERSEY RES COM 646025106 207 4,869 SH SOLE 4,869 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 236 10,282 SH SOLE 10,282 NEW YORK CMNTY BANCORP INC COM 649445103 772 64,859 SH SOLE 64,859 NEWFIELD EXPL CO COM 651290108 398 10,020 SH SOLE 10,020 NICOR INC COM 654086107 224 4,075 SH SOLE 4,075 NIKE INC CL B 654106103 230 2,690 SH SOLE 2,690 NOBLE ENERGY INC COM 655044105 917 12,955 SH SOLE 12,955 NORTHEAST UTILS COM 664397106 221 6,561 SH SOLE 6,561 NORTHERN TR CORP COM 665859104 1,129 32,273 SH SOLE 32,273 SHARED- NORTHWESTERN CORP COM 668074305 209 6,546 SH DEFINED 1 6,546 NOVELLUS SYS INC COM 670008101 531 19,464 SH SOLE 19,464 OGE ENERGY CORP COM 670837103 249 5,202 SH SOLE 5,202 OCCIDENTAL PETE CORP DEL COM 674599105 2,512 35,130 SH SOLE 35,130 OCWEN FINL CORP COM 675746309 222 16,817 SH SOLE 16,817 OLD REP INTL CORP COM 680223104 399 44,698 SH SOLE 44,698 OMEGA HEALTHCARE INVS INC COM 681936100 191 11,974 SH SOLE 11,974 ON SEMICONDUCTOR CORP COM 682189105 117 16,273 SH SOLE 16,273 PNC FINL SVCS GROUP INC COM 693475105 3,767 78,165 SH SOLE 78,165 PEABODY ENERGY CORP COM 704549104 450 13,282 SH SOLE 13,282 PEOPLES UNITED FINANCIAL INC COM 712704105 709 62,186 SH SOLE 62,186 PERRIGO CO COM 714290103 241 2,482 SH SOLE 2,482 PETROQUEST ENERGY INC COM 716748108 202 36,817 SH SOLE 36,817 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 676 41,790 SH SOLE 41,790 PINNACLE SHARED- WEST CAP CORP COM 723484101 314 7,310 SH DEFINED 1 7,310 PIONEER NAT RES CO COM 723787107 333 5,068 SH SOLE 5,068 PLAINS EXPL& PRODTN CO COM 726505100 213 9,401 SH SOLE 9,401 PLUM CREEK TIMBER CO INC COM 729251108 837 24,103 SH SOLE 24,103 POPULAR INC COM 733174106 228 151,933 SH SOLE 151,933 POST PPTYS INC COM 737464107 206 5,928 SH SOLE 5,928 POWER INTEGRATIONS INC COM 739276103 221 7,219 SH SOLE 7,219 PRECISION CASTPARTS CORP COM 740189105 231 1,484 SH SOLE 1,484 PRECISION SHARED- CASTPARTS CORP COM 740189105 332 2,137 SH DEFINED 1 2,137 PRICELINE COM INC COM 741503403 212 471 SH SOLE 471 PRICESMART INC COM 741511109 249 3,989 SH SOLE 3,989 PROCTER & GAMBLE CO COM 742718109 219 3,468 SH SOLE 3,468 PROGRESS ENERGY INC COM 743263105 324 6,271 SH SOLE 6,271 PROGRESSIVE CORP OHIO COM 743315103 1,885 106,130 SH SOLE 106,130 PROTECTIVE LIFE CORP COM 743674103 208 13,284 SH SOLE 13,284 PRUDENTIAL FINL INC COM 744320102 3,376 72,051 SH SOLE 72,051 PUTNAM PREMIER SHARED- INCOME TR SH BEN INT 746853100 256 47,810 SH DEFINED 1 47,810 QUALCOMM INC COM 747525103 2,495 51,298 SH SOLE 51,298 QUESTAR CORP COM 748356102 200 11,310 SH SOLE 11,310 RAYMOND JAMES FINANCIAL INC COM 754730109 391 15,058 SH SOLE 15,058 RAYONIER INC COM 754907103 887 24,116 SH SOLE 24,116 REALTY INCOME CORP COM 756109104 1,125 34,909 SH SOLE 34,909 RED HAT INC COM 756577102 298 7,060 SH SOLE 7,060 REGENCY CTRS CORP COM 758849103 849 24,040 SH SOLE 24,040 REINSURANCE GROUP AMER INC COM 759351604 506 11,005 SH SOLE 11,005 RENREN INC SPONSORED ADR 759892102 60 11,754 SH SOLE 11,754 REPUBLIC AWYS HLDGS INC COM 760276105 127 44,798 SH SOLE 44,798 SHARED- ROSS STORES INC COM 778296103 205 2,603 SH DEFINED 1 2,603 ROSS STORES INC COM 778296103 325 4,127 SH SOLE 4,127 ROWAN COS INC COM 779382100 253 8,386 SH SOLE 8,386 RYANAIR HLDGS PLC SPONSORED ADR 783513104 210 8,174 SH SOLE 8,174 SEI INVESTMENTS CO COM 784117103 364 23,640 SH SOLE 23,640 SCHLUMBERGER LTD COM 806857108 3,505 58,675 SH SOLE 58,675 SCHWAB CHARLES CORP NEW COM 808513105 1,752 155,487 SH SOLE 155,487 SIMON PPTY GROUP INC NEW COM 828806109 8,695 79,060 SH SOLE 79,060 SKYWEST INC COM 830879102 172 14,903 SH SOLE 14,903 SMUCKER J M CO COM 832696405 277 3,797 SH SOLE 3,797 SOUTHERN CO COM 842587107 224 5,289 SH SOLE 5,289 SOUTHWEST AIRLS CO COM 844741108 165 20,479 SH SOLE 20,479 SOUTHWESTERN ENERGY CO COM 845467109 687 20,614 SH SOLE 20,614 SPECTRA ENERGY CORP COM 847560109 782 31,890 SH SOLE 31,890 STANCORP FINL GROUP INC COM 852891100 216 7,823 SH SOLE 7,823 STARBUCKS CORP COM 855244109 225 6,023 SH SOLE 6,023 STATE STR CORP COM 857477103 2,412 75,007 SH SOLE 75,007 STERICYCLE INC COM 858912108 213 2,644 SH SOLE 2,644 STMICROELECTRONICS N V NY REGISTRY 861012102 124 19,034 SH SOLE 19,034 SUNSTONE HOTEL INVS INC NEW COM 867892101 82 14,343 SH SOLE 14,343 SUNTRUST BKS INC COM 867914103 1,487 82,814 SH SOLE 82,814 SYMANTEC CORP COM 871503108 378 23,217 SH SOLE 23,217 SYSCO CORP COM 871829107 203 7,829 SH SOLE 7,829 TCF FINL CORP COM 872275102 217 23,648 SH SOLE 23,648 SHARED- TJX COS INC NEW COM 872540109 201 3,630 SH DEFINED 1 3,630 TJX COS INC NEW COM 872540109 298 5,378 SH SOLE 5,378 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2,521 220,529 SH SOLE 220,529 TANGER FACTORY OUTLET CTRS I COM 875465106 256 9,842 SH SOLE 9,842 TAUBMAN CTRS INC COM 876664103 745 14,814 SH SOLE 14,814 TELEDYNE SHARED- TECHNOLOGIES INC COM 879360105 205 4,194 SH DEFINED 1 4,194 TELLABS INC COM 879664100 80 18,632 SH SOLE 18,632 TEMPLETON SHARED- EMERG MKTS INCOME COM 880192109 263 17,676 SH DEFINED 1 17,676 TERADYNE INC COM 880770102 620 56,268 SH SOLE 56,268 TEXAS INSTRS INC COM 882508104 3,844 144,228 SH SOLE 144,228 THOMSON REUTERS CORP COM 884903105 1,513 55,964 SH SOLE 55,964 TORCHMARK CORP COM 891027104 541 15,519 SH SOLE 15,519 TOTAL SYS SVCS INC COM 891906109 424 25,065 SH SOLE 25,065 SHARED- TRACTOR SUPPLY CO COM 892356106 522 8,345 SH DEFINED 1 8,345 TRANSATLANTIC HLDGS INC COM 893521104 448 9,224 SH SOLE 9,224 TRANSDIGM GROUP INC COM 893641100 204 2,493 SH SOLE 2,493 UDR INC COM 902653104 1,292 58,343 SH SOLE 58,343 US BANCORP DEL COM 902973304 6,733 286,010 SH SOLE 286,010 ULTRA PETROLEUM CORP COM 903914109 361 13,031 SH SOLE 13,031 UNITED CONTL HLDGS INC COM 910047109 204 10,542 SH SOLE 10,542 UTILITIES HOLDRS SHARED- TR DEPOSITRY RCPT 918019100 898 8,459 SH DEFINED 1 8,459 VALLEY NATL BANCORP COM 919794107 267 25,171 SH SOLE 25,171 VANGUARD WORLD SHARED- FD EXTENDED DUR 921910709 2,065 16,733 SH DEFINED 1 16,733 VANGUARD BD INDEX FD INC SHARED- LONG TERM BOND 921937793 6,163 67,159 SH DEFINED 1 67,159 VANGUARD BD INDEX FD INC SHARED- TOTAL BND MRKT 921937835 19,926 237,946 SH DEFINED 1 237,946 VEECO INSTRS INC DEL COM 922417100 249 10,192 SH SOLE 10,192 VMWARE INC CL A COM 928563402 209 2,603 SH SOLE 2,603 VORNADO RLTY TR SH BEN INT 929042109 3,628 48,622 SH SOLE 48,622 WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 126 10,796 SH SOLE 10,796 WADDELL & REED FINL INC CL A 930059100 324 12,935 SH SOLE 12,935 WAL MART STORES INC COM 931142103 539 10,379 SH SOLE 10,379 WASHINGTON FED INC COM 938824109 210 16,489 SH SOLE 16,489 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 220 7,793 SH SOLE 7,793 WASTE CONNECTIONS INC COM 941053100 231 6,821 SH SOLE 6,821 WATSON PHARMACEUTICALS INC COM 942683103 326 4,783 SH SOLE 4,783 WEINGARTEN RLTYINVS SH BEN INT 948741103 735 34,720 SH SOLE 34,720 WELLS FARGO & CO NEW COM 949746101 17,612 730,203 SH SOLE 730,203 WESCO AIRCRAFT HLDGS INC COM 950814103 109 10,000 SH SOLE 10,000 WESTERN DIGITAL CORP COM 958102105 232 9,017 SH SOLE 9,017 WESTERN UN CO COM 959802109 1,604 104,888 SH SOLE 104,888 WEYERHAEUSER CO COM 962166104 1,242 79,878 SH SOLE 79,878 WILLIAMS COS INC DEL COM 969457100 619 25,443 SH SOLE 25,443 XILINX INC COM 983919101 1,520 55,400 SH SOLE 55,400 XEROX CORP COM 984121103 71 10,115 SH SOLE 10,115 YAHOO INC COM 984332106 527 40,026 SH SOLE 40,026 YANZHOU COAL MNG CO LTD SPON ADR H SHS 984846105 307 14,563 SH SOLE 14,563 YUM BRANDS INC COM 988498101 211 4,278 SH SOLE 4,278 ZIONS BANCORPORATION COM 989701107 383 27,207 SH SOLE 27,207 DUN & BRADSTREET CORP DEL NE COM 26483E100 440 7,183 SH SOLE 7,183 PETROCHINA CO LTD SPONSORED ADR 71646E100 968 8,036 SH SOLE 8,036 SHARED- VITAMIN SHOPPE INC COM 92849E101 546 14,570 SH DEFINED 1 14,570 LENDER PROCESSING SVCS INC COM 52602E102 177 12,937 SH SOLE 12,937 VERISIGN INC COM 92343E102 245 8,548 SH SOLE 8,548 TALISMAN ENERGY INC COM 87425E103 163 13,275 SH SOLE 13,275 AMERISOURCE- BERGEN CORP COM 03073E105 270 7,234 SH SOLE 7,234 TRINA SOLAR LIMITED SPON ADR 89628E104 71 11,699 SH SOLE 11,699 BRE PROPERTIES INC CL A 05564E106 843 19,915 SH SOLE 19,915 GENON ENERGY INC COM 37244E107 50 18,069 SH SOLE 18,069 TRAVELERS COMPANIES INC COM 89417E109 3,031 62,202 SH SOLE 62,202 GLOBAL X FDS SHARED- FTSE COLUMBIA20 37950E200 758 42,229 SH DEFINED 1 42,229 ACTIVISION BLIZZARD INC COM 00507V109 184 15,489 SH SOLE 15,489 ADOBE SYS INC COM 00724F101 375 15,508 SH SOLE 15,508 ALLIANCEBERNSTEIN SHARED- GBL HGH IN COM 01879R106 253 19,499 SH DEFINED 1 19,499 ALTRIA GROUP INC COM 02209S103 220 8,222 SH SOLE 8,222 AMERICAN CAPITAL AGENCY CORP COM 02503X105 723 26,677 SH SOLE 26,677 AMERICAN CAP LTD COM 02503Y103 542 79,438 SH SOLE 79,438 SHARED- AMERICAS CAR MART INC COM 03062T105 211 7,264 SH DEFINED 1 7,264 AMERIPRISE FINL INC COM 03076C106 1,468 37,294 SH SOLE 37,294 APARTMENT INVT & MGMT CO CL A 03748R101 725 32,789 SH SOLE 32,789 ARES CAP CORP COM 04010L103 419 30,432 SH SOLE 30,432 ASSURANT INC COM 04621X108 544 15,193 SH SOLE 15,193 SHARED- AVISTA CORP COM 05379B107 314 13,153 SH DEFINED 1 13,153 BCE INC COM 05534B760 205 5,474 SH SOLE 5,474 BIOMED REALTY TRUST INC COM 09063H107 264 15,904 SH SOLE 15,904 BIOTECH HOLDRS SHARED- TR DEPOSTRY RCPTS 09067D201 983 10,100 SH DEFINED 1 10,100 BLACKROCK INC COM 09247X101 1,872 12,645 SH SOLE 12,645 BLACKROCK SHARED- CREDIT ALL INC TR COM 09255H105 263 28,194 SH DEFINED 1 28,194 BLACKROCK SHARED- CORPOR HI YLD FD V COM 09255P107 257 24,294 SH DEFINED 1 24,294 BLACKROCK SHARED- FLOAT RATE OME STR COM 09255X100 260 20,404 SH DEFINED 1 20,404 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 372 18,447 SH SOLE 18,447 CB RICHARD ELLIS GROUP INC CL A 12497T101 624 46,372 SH SOLE 46,372 CLECO CORP NEW COM 12561W105 217 6,356 SH SOLE 6,356 SHARED- CLECO CORP NEW COM 12561W105 310 9,091 SH DEFINED 1 9,091 CME GROUP INC COM 12572Q105 2,505 10,167 SH SOLE 10,167 CA INC COM 12673P105 272 14,027 SH SOLE 14,027 CAMERON INTERNATIONAL CORP COM 13342B105 549 13,222 SH SOLE 13,222 CAPITAL ONE FINL CORP COM 14040H105 2,701 68,167 SH SOLE 68,167 CAPITALSOURCE INC COM 14055X102 323 52,617 SH SOLE 52,617 CAPITOL FED FINL INC COM 14057J101 261 24,747 SH SOLE 24,747 CASH AMER INTL INC COM 14754D100 215 4,207 SH SOLE 4,207 CHIMERA INVT CORP COM 16934Q109 453 163,674 SH SOLE 163,674 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 784 22,082 SH SOLE 22,082 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 1,412 28,981 SH SOLE 28,981 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 747 7,802 SH SOLE 7,802 CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 550 26,941 SH SOLE 26,941 CISCO SYS INC COM 17275R102 2,618 169,001 SH SOLE 169,001 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 225 7,328 SH SOLE 7,328 CONCHO RES INC COM 20605P101 319 4,484 SH SOLE 4,484 CONOCOPHILLIPS COM 20825C104 4,066 64,211 SH SOLE 64,211 CONSOL ENERGY INC COM 20854P109 332 9,780 SH SOLE 9,780 CORELOGIC INC COM 21871D103 153 14,379 SH SOLE 14,379 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 419 19,257 SH SOLE 19,257 COSTCO WHSL CORP NEW COM 22160K105 362 4,403 SH SOLE 4,403 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 334 10,382 SH SOLE 10,382 DDR CORP COM 23317H102 642 58,894 SH SOLE 58,894 DELL INC COM 24702R101 712 50,350 SH SOLE 50,350 DEVON ENERGY CORP NEW COM 25179M103 1,189 21,447 SH SOLE 21,447 DOMINION RES INC VA NEW COM 25746U109 224 4,405 SH SOLE 4,405 DOUGLAS EMMETT INC COM 25960P109 545 31,858 SH SOLE 31,858 DUKE ENERGY CORP NEW COM 26441C105 232 11,590 SH SOLE 11,590 E HOUSE CHINA HLDGS LTD ADR 26852W103 70 12,068 SH SOLE 12,068 EOG RES INC COM 26875P101 991 13,949 SH SOLE 13,949 EQT CORP COM 26884L109 352 6,597 SH SOLE 6,597 EAST WEST BANCORP INC COM 27579R104 343 22,991 SH SOLE 22,991 EL PASO CORP COM 28336L109 660 37,753 SH SOLE 37,753 ENBRIDGE INC COM 29250N105 217 6,791 SH SOLE 6,791 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 220 5,656 SH SOLE 5,656 EQUITY LIFESTYLE PPTYS INC COM 29472R108 274 4,371 SH SOLE 4,371 EQUITY RESIDENTIAL SH BEN INT 29476L107 4,355 83,956 SH SOLE 83,956 ERIE INDTY CO CL A 29530P102 324 4,549 SH SOLE 4,549 SHARED- EXELON CORP COM 30161N101 310 7,267 SH DEFINED 1 7,267 EXTRA SPACE STORAGE INC COM 30225T102 199 10,687 SH SOLE 10,687 EXXON MOBIL CORP COM 30231G102 15,674 215,801 SH SOLE 215,801 FMC TECHNOLOGIES INC COM 30249U101 510 13,569 SH SOLE 13,569 FELCOR LODGING TR INC COM 31430F101 33 13,958 SH SOLE 13,958 FIDELITY NATL INFORMATION SV COM 31620M106 951 39,106 SH SOLE 39,106 FIDELITY NATIONAL FINANCIAL CL A 31620R105 504 33,214 SH SOLE 33,214 FIRST CASH FINL SVCS INC COM 31942D107 210 4,999 SH SOLE 4,999 FIRST NIAGARA FINL GP INC COM 33582V108 412 44,974 SH SOLE 44,974 FIRST REP BK SAN FRAN CALI N COM 33616C100 258 11,129 SH SOLE 11,129 GENWORTH FINL INC COM CL A 37247D106 435 75,822 SH SOLE 75,822 GLOBAL PMTS INC COM 37940X102 485 12,006 SH SOLE 12,006 GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R107 109 19,579 SH SOLE 19,579 GOLDMAN SACHS GROUP INC COM 38141G104 7,261 76,794 SH SOLE 76,794 GOOGLE INC CL A 38259P508 3,978 7,734 SH SOLE 7,734 GROUPE CGI INC CL A SUB VTG 39945C109 211 11,191 SH SOLE 11,191 HCP INC COM 40414L109 3,914 111,627 SH SOLE 111,627 HEALTH CARE REIT INC COM 42217K106 2,197 46,941 SH SOLE 46,941 HESS CORP COM 42809H107 690 13,151 SH SOLE 13,151 HITTITE MICROWAVE CORP COM 43365Y104 379 7,786 SH SOLE 7,786 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 772 36,352 SH SOLE 36,352 HOST HOTELS & RESORTS INC COM 44107P104 2,001 182,900 SH SOLE 182,900 INFORMATICA CORP COM 45666Q102 354 8,638 SH SOLE 8,638 INTERCONTINENTAL- EXCHANGE INC COM 45865V100 1,390 11,751 SH SOLE 11,751 INTERDIGITAL INC COM 45867G101 526 11,284 SH SOLE 11,284 ISHARES S&P GSCI COMMODITY I UNIT BEN INT 46428R107 400 13,261 SH SOLE 13,261 ISHARES TR SHARED- INDO INVS MRKT 46429B309 1,008 38,996 SH DEFINED 1 38,996 JPMORGAN CHASE & CO COM 46625H100 17,771 589,994 SH SOLE 589,994 JANUS CAP GROUP INC COM 47102X105 166 27,588 SH SOLE 27,588 JONES LANG LASALLE INC COM 48020Q107 350 6,764 SH SOLE 6,764 JUNIPER NETWORKS INC COM 48203R104 283 16,379 SH SOLE 16,379 KILROY RLTY CORP COM 49427F108 219 7,009 SH SOLE 7,009 KIMCO RLTY CORP COM 49446R109 1,649 109,736 SH SOLE 109,736 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 218 3,710 SH SOLE 3,710 KRAFT FOODS INC CL A 50075N104 212 6,320 SH SOLE 6,320 LDK SOLAR CO LTD SPONSORED ADR 50183L107 51 16,491 SH SOLE 16,491 LONE PINE RES INC COM 54222A106 165 25,000 SH SOLE 25,000 M & T BK CORP COM 55261F104 1,310 18,736 SH SOLE 18,736 MBIA INC COM 55262C100 158 21,778 SH SOLE 21,778 MFA FINANCIAL INC COM 55272X102 202 28,761 SH SOLE 28,761 MFS INTER SHARED- INCOME TR SH BEN INT 55273C107 261 43,453 SH DEFINED 1 43,453 MKS INSTRUMENT INC COM 55306N104 283 13,027 SH SOLE 13,027 MSCI INC CL A 55354G100 543 17,903 SH SOLE 17,903 MWI SHARED- VETERINARY SUPPLY INC COM 55402X105 340 4,945 SH DEFINED 1 4,945 MARATHON PETE CORP COM 56585A102 416 15,378 SH SOLE 15,378 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 30,475 552,192 SH SOLE 552,192 MARKET VECTORS ETF TR RUSSIA ETF 57060U506 875 34,591 SH SOLE 34,591 MARKET VECTORS ETF TR AGRIBUS ETF 57060U605 1,621 37,500 SH SOLE 37,500 MARKET VECTORS SHARED- ETF TR INDONESIA ETF 57060U753 998 39,458 SH DEFINED 1 39,458 MASTERCARD INC CL A 57636Q104 5,285 16,664 SH SOLE 16,664 MAXIM INTEGRATED PRODS INC COM 57772K101 252 10,795 SH SOLE 10,795 MEDICAL PPTYS TRUST INC COM 58463J304 121 13,526 SH SOLE 13,526 METLIFE INC COM 59156R108 3,407 121,648 SH SOLE 121,648 MID-AMER APT CMNTYS INC COM 59522J103 250 4,156 SH SOLE 4,156 NETAPP INC COM 64110D104 384 11,300 SH SOLE 11,300 NETEASE COM INC SPONSORED ADR 64110W102 245 6,431 SH SOLE 6,431 NETLOGIC MICROSYSTEMS INC COM 64118B100 824 17,133 SH SOLE 17,133 SHARED- NEXTERA ENERGY INC COM 65339F101 312 5,772 SH DEFINED 1 5,772 NU SKIN ENTERPRISES INC CL A 67018T105 241 5,955 SH SOLE 5,955 NUANCE COMMUNICATIONS INC COM 67020Y100 203 9,975 SH SOLE 9,975 NVIDIA CORP COM 67066G104 1,610 128,834 SH SOLE 128,834 O REILLY AUTOMOTIVE INC NEW COM 67103H107 263 3,953 SH SOLE 3,953 ORACLE CORP COM 68389X105 3,392 118,018 SH SOLE 118,018 PIMCO ETF TR SHARED- 15+ YR US TIPS 72201R304 4,394 70,034 SH DEFINED 1 70,034 PIMCO ETF TR SHARED- BROAD US TIPS 72201R403 718 12,600 SH DEFINED 1 12,600 PIMCO ETF TR SHARED- INV GRD CRP BD 72201R817 698 6,900 SH DEFINED 1 6,900 POWERSHARES SHARED- QQQ TRUST UNIT SER 1 73935A104 1,710 32,566 SH DEFINED 1 32,566 POWERSHARES INDIA ETF TR INDIA PORT 73935L100 2,486 136,463 SH SOLE 136,463 POWERSHARES ETF TRUST DYN SHARED- PHRMA PORT 73935X799 876 35,659 SH DEFINED 1 35,659 POWERSHARES DB G10 CURCY SHARED- HAR COM UT BEN INT 73935Y102 220 9,600 SH DEFINED 1 9,600 POWERSHS DB US DOLLAR INDEX SHARED- DOLL INDX BULL 73936D107 852 38,200 SH DEFINED 1 38,200 POWERSHARES GLOBAL ETF TRUST SHARED- I-30 LAD TREAS 73936T524 963 29,800 SH DEFINED 1 29,800 PRICE T ROWE GROUP INC COM 74144T108 1,921 40,204 SH SOLE 40,204 PRINCIPAL FINL GROUP INC COM 74251V102 1,081 47,697 SH SOLE 47,697 PROLOGIS INC COM 74340W103 3,052 125,852 SH SOLE 125,852 PROSHARES SHARED- TR PSHS SHRT S&P500 74347R503 2,015 43,667 SH DEFINED 1 43,667 PUBLIC STORAGE COM 74460D109 4,283 38,467 SH SOLE 38,467 QEP RES INC COM 74733V100 371 13,712 SH SOLE 13,712 QUICKSILVER RESOURCES INC COM 74837R104 214 28,246 SH SOLE 28,246 RANGE RES CORP COM 75281A109 592 10,132 SH SOLE 10,132 REGIONS FINANCIAL CORP NEW COM 7591EP100 621 186,446 SH SOLE 186,446 RETAIL HOLDRS SHARED- TR DEP RCPT 76127U101 266 2,600 SH DEFINED 1 2,600 SL GREEN RLTY CORP COM 78440X101 1,351 23,231 SH SOLE 23,231 SLM CORP COM 78442P106 974 78,199 SH SOLE 78,199 SM ENERGY CO COM 78454L100 414 6,828 SH SOLE 6,828 SPDR INDEX SHS FDS SHARED- MIDEAST AFRICA 78463X806 273 4,500 SH DEFINED 1 4,500 SPDR SERIES SHARED- TRUST WELLS FG PFD ETF 78464A292 440 10,367 SH DEFINED 1 10,367 SPDR SERIES TRUST S&P SHARED- 500 GROWTH 78464A409 1,740 32,673 SH DEFINED 1 32,673 SPDR SERIES TRUST BRCLYS YLD ETF 78464A417 2,726 75,320 SH SOLE 75,320 SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 434 7,225 SH SOLE 7,225 SPDR SERIES TRUST DJ REIT ETF 78464A607 202 3,582 SH SOLE 3,582 SPDR SERIES TRUST BARCL SHARED- CAP TIPS 78464A656 6,046 106,451 SH DEFINED 1 106,451 SPDR SERIES SHARED- TRUST BRCLYS 1-3MT ETF 78464A680 5,189 113,182 SH DEFINED 1 113,182 SPDR SERIES SHARED- TRUST S&P PHARMAC 78464A722 566 12,380 SH DEFINED 1 12,380 SALESFORCE COM INC COM 79466L302 471 4,124 SH SOLE 4,124 SANDISK CORP COM 80004C101 1,918 47,532 SH SOLE 47,532 SANDRIDGE ENERGY INC COM 80007P307 261 46,866 SH SOLE 46,866 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 438 14,931 SH SOLE 14,931 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1,901 59,934 SH SOLE 59,934 SELECT SECTOR SPDR SHARED- TR SBI INT-UTILS 81369Y886 869 25,827 SH DEFINED 1 25,827 SENIOR HSG PPTYS TR SH BEN INT 81721M109 887 41,159 SH SOLE 41,159 ADR SHANDA REPTG GAMES LTD SP A 81941U105 66 16,521 SH SOLE 16,521 SIGNATURE BK NEW YORK N Y COM 82669G104 212 4,434 SH SOLE 4,434 SIRIUS XM RADIO INC COM 82967N108 35 23,108 SH SOLE 23,108 SKULLCANDY INC COM 83083J104 141 10,000 SH SOLE 10,000 SOLERA HOLDINGS INC COM 83421A104 310 6,139 SH SOLE 6,139 STAG INDL INC COM 85254J102 153 15,000 SH SOLE 15,000 STRATEGIC HOTELS & RESORTS I COM 86272T106 79 18,391 SH SOLE 18,391 SUNCOKE ENERGY INC COM 86722A103 110 10,000 SH SOLE 10,000 SUNTECH PWR HLDGS CO LTD ADR 86800C104 55 23,752 SH SOLE 23,752 SYNOVUS FINL CORP COM 87161C105 130 121,265 SH SOLE 121,265 TD AMERITRADE HLDG CORP COM 87236Y108 496 33,736 SH SOLE 33,736 TFS FINL CORP COM 87240R107 113 13,854 SH SOLE 13,854 TAOMEE HLDGS LTD SPONSORED ADR 87600Y106 84 14,300 SH SOLE 14,300 TELECOM HLDRS SHARED- TR DEPOSITRY RCPT 87927P200 608 22,210 SH DEFINED 1 22,210 TERADATA CORP DEL COM 88076W103 409 7,634 SH SOLE 7,634 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 217 9,501 SH SOLE 9,501 3-D SYS CORP DEL COM 88554D205 328 23,448 SH SHARED-DEFINED 1 23,448 TIBCO SOFTWARE INC COM 88632Q103 201 8,979 SH SOLE 8,979 TIM HORTONS INC COM 88706M103 219 4,736 SH SOLE 4,736 TREEHOUSE FOODS INC COM 89469A104 256 4,137 SH SOLE 4,137 U S AIRWAYS GROUP INC COM 90341W108 162 29,520 SH SOLE 29,520 UNUM GROUP COM 91529Y106 961 45,859 SH SOLE 45,859 VALERO ENERGY CORP NEW COM 91913Y100 497 27,980 SH SOLE 27,980 VANGUARD SHARED- WORLD FDS UTILITIES ETF 92204A876 799 11,178 SH DEFINED 1 11,178 VANGUARD SHARED- WORLD FDS TELCOMM ETF 92204A884 583 9,608 SH DEFINED 1 9,608 VANGUARD SCOTTSDALE FDS SHARED- LG-TERM COR BD 92206C813 3,905 46,437 SH DEFINED 1 46,437 VECTOR GROUP LTD COM 92240M108 209 12,142 SH SOLE 12,142 VENTAS INC COM 92276F100 3,649 73,860 SH SOLE 73,860 VISA INC COM CL A 92826C839 6,673 77,846 SH SOLE 77,846 WGL HLDGS INC COM 92924F106 222 5,675 SH SOLE 5,675 WELLS FARGO ADVANTAGE SHARED- MULTI COM SHS 94987D101 261 18,357 SH DEFINED 1 18,357 WESTERN SHARED- ASSET EMRG MKT DEBT COM 95766A101 262 14,490 SH DEFINED 1 14,490 WESTERN ASSET SHARED- HIGH INCM FD I COM 95766J102 266 28,099 SH DEFINED 1 28,099 WESTERN ASSET SHARED- CLYM INFL OPP COM 95766R104 266 21,042 SH DEFINED 1 21,042 WINDSTREAM CORP COM 97381W104 139 11,945 SH SOLE 11,945 WISDOMTREE SHARED- TRUST CHINESE YUAN ETF 97717W182 415 16,400 SH DEFINED 1 16,400 WISDOMTREE SHARED- TRUST EQTY INC ETF 97717W208 1,098 28,486 SH DEFINED 1 28,486 WISDOMTREE SHARED- TRUST DIV EX-FINL FD 97717W406 1,096 23,374 SH DEFINED 1 23,374 XCEL ENERGY INC COM 98389B100 224 9,069 SH SOLE 9,069 YINGLI GREEN ENERGY HLDG CO ADR 98584B103 64 20,644 SH SOLE 20,644 ARCH CAP GROUP LTD ORD G0450A105 859 26,274 SH SOLE 26,274 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 284 12,322 SH SOLE 12,322 ASSURED GUARANTY LTD COM G0585R106 331 30,100 SH SOLE 30,100 AXIS CAPITAL HOLDINGS SHS G0692U109 501 19,300 SH SOLE 19,300 ACCENTURE SHS PLC IRELAND CLASS A G1151C101 235 4,456 SH SOLE 4,456 EVEREST RE GROUP LTD COM G3223R108 580 7,302 SH SOLE 7,302 HERBALIFE LTD COM USD SHS G4412G101 227 4,230 SH SOLE 4,230 INVESCO LTD SHS G491BT108 1,111 71,663 SH SOLE 71,663 LAZARD LTD SHS A G54050102 348 16,509 SH SOLE 16,509 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,842 126,772 SH SOLE 126,772 NABORS INDUSTRIES LTD SHS G6359F103 152 12,411 SH SOLE 12,411 PARTNERRE LTD COM G6852T105 532 10,175 SH SOLE 10,175 RENAISSANCERE HOLDINGS LTD COM G7496G103 493 7,734 SH SOLE 7,734 VALIDUS HOLDINGS LTD COM SHS G9319H102 333 13,378 SH SOLE 13,378 WHITE MTNS INS GROUP LTD COM G9618E107 422 1,041 SH SOLE 1,041 XL GROUP PLC SHS G98290102 864 45,952 SH SOLE 45,952 ACE LTD SHS H0023R105 3,038 50,129 SH SOLE 50,129 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 306 5,696 SH SOLE 5,696 ADECOAGRO S A COM L00849106 86 10,000 SH SOLE 10,000 CHECK POINT SOFTWARE TECH LT ORD M22465104 218 4,141 SH SOLE 4,141 NXP SEMICONDUCTORS N V COM N6596X109 883 62,509 SH SOLE 62,509 COPA HOLDINGS SA CL A P31076105 206 3,365 SH SOLE 3,365 AVAGO TECHNOLOGIES LTD SHS Y0486S104 1,601 48,847 SH SOLE 48,847 1,122,956 30,434,496