0000910472-11-002251.txt : 20111110 0000910472-11-002251.hdr.sgml : 20111110 20111109180637 ACCESSION NUMBER: 0000910472-11-002251 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111110 DATE AS OF CHANGE: 20111109 EFFECTIVENESS DATE: 20111110 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: 111192788 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 form13fhr.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: 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: 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 November 4, 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: 345 Form 13F Information Table Value Total: $1,576,119 (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 PRN CALL Discretion Managers ABBOTT LABS COM 002824100 92 1808 SH SOLE 0 0 1808 ACCENTURE PLC SHS CLASS A G1151C101 8 155 SH SOLE 0 0 155 IRELAND ADOBE SYS INC COM 00724F101 24 1000 SH SOLE 0 0 1000 ADVANCE AUTO PARTS COM 00751Y106 239 4107 SH SOLE 0 0 4107 INC AFLAC INC COM 001055102 97 2764 SH SOLE 0 0 2764 AK STL HLDG CORP COM 001547108 7 1000 SH SOLE 0 0 1000 ALLIANCEBERNSTEIN COM 01879R106 2 191 SH SOLE 0 0 191 GBL HGH IN ALPHA NATURAL COM 02076X102 2 100 SH SOLE 0 0 100 RESOURCES INC AMERICA MOVIL SAB SPON ADR L SHS 02364W105 13 600 SH SOLE 0 0 600 DE CV AMERICAN STRATEGIC COM 03009T101 8 1091 SH SOLE 0 0 1091 INCOME II AMETEK INC NEW COM 031100100 3 105 SH SOLE 0 0 105 AMPHENOL CORP NEW CL A 032095101 4 100 SH SOLE 0 0 100 ANSYS INC COM 03662Q105 2 40 SH SOLE 0 0 40 APPLE INC COM 037833100 270 707 SH SOLE 0 0 707 AT&T INC COM 00206R102 3 100 SH SOLE 0 0 100 ATWOOD OCEANICS COM 050095108 7 200 SH SOLE 0 0 200 INC BALL CORP COM 058498106 240 7726 SH SOLE 0 0 7726 BARCLAYS BK PLC IPATH S&P MT 06740C519 1171 16000 SH SOLE 16000 0 0 ETN BARCLAYS BK PLC DJUBS CMDT 06738C778 15 366 SH SOLE 0 0 366 ETN36 BARCLAYS BK PLC LNGC S&P500 14 06740H666 8802 80000 SH SOLE 80000 0 0 BARCLAYS BK PLC RUSS2000 3X LG 06740P403 323 10000 SH SOLE 10000 0 0 BAXTER INTL INC COM 071813109 6 100 SH SOLE 0 0 100 BERKSHIRE HATHAWAY CL B NEW 084670702 1180 16607 SH SOLE 15000 0 1607 INC DEL BERKSHIRE HATHAWAY CL A 084670108 427 4 SH SOLE 0 0 4 INC DEL BLACKROCK CORPOR COM 09255L106 1 224 SH SOLE 0 0 224 HIGH YLD FD BLACKROCK INC COM 09247X101 72 484 SH SOLE 0 0 484 BLACKROCK SR HIGH COM 09255T109 2 514 SH SOLE 0 0 514 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 144 12147 SH SOLE 0 0 12147 CELGENE CORP COM 151020104 159 2573 SH SOLE 0 0 2573 CENTRAL FD CDA LTD CL A 153501101 1 40 SH SOLE 0 0 40 CHEVRON CORP NEW COM 166764100 144 1554 SH SOLE 0 0 1554 CITIGROUP INC COM NEW 172967424 6 215 SH SOLE 0 0 215 COCA COLA CO COM 191216100 114 1690 SH SOLE 0 0 1690 COINSTAR INC COM 19259P300 187 4681 SH SOLE 0 0 4681 COLGATE PALMOLIVE COM 194162103 98 1102 SH SOLE 0 0 1102 CO CONAGRA FOODS INC COM 205887102 0 12 SH SOLE 0 0 12 CONOCOPHILLIPS COM 20825C104 2994 47277 SH SOLE 46000 0 1277 CVS CAREMARK COM 126650100 126 3755 SH SOLE 0 0 3755 CORPORATION DANA HLDG CORP COM 235825205 226 21483 SH SOLE 0 0 21483 DARDEN RESTAURANTS COM 237194105 83 1949 SH SOLE 0 0 1949 INC DIAGEO P L C SPON ADR NEW 25243Q205 3 42 SH SOLE 0 0 42 DIRECTV COM CL A 25490A101 298 7047 SH SOLE 0 0 7047 DISCOVERY COM SER A 25470F104 4 114 SH SOLE 0 0 114 COMMUNICATNS NEW DISNEY WALT CO COM DISNEY 254687106 114 3783 SH SOLE 0 0 3783 DU PONT E I DE COM 263534109 71 1785 SH SOLE 0 0 1785 NEMOURS & CO DYCOM INDS INC COM 267475101 141 9219 SH SOLE 0 0 9219 EASTMAN CHEM CO COM 277432100 200 2925 SH SOLE 0 0 2925 EMERSON ELEC CO COM 291011104 82 1974 SH SOLE 0 0 1974 ENERGY CONVERSION COM 292659109 0 100 SH SOLE 0 0 100 DEVICES IN ENTERPRISE FINL COM 293712105 511 37582 SH SOLE 0 0 37582 SVCS CORP ETFS GOLD TR SHS 26922Y105 1 5 SH SOLE 0 0 5 ETFS WHITE METALS PHY WM BSK SHS 26923B104 1 15 SH SOLE 0 0 15 BASKET TR EXXON MOBIL CORP COM 30231G102 3258 44857 SH SOLE 42000 0 2857 FISERV INC COM 337738108 4 85 SH SOLE 0 0 85 FLIR SYS INC COM 302445101 2 70 SH SOLE 0 0 70 FLOWERS FOODS INC COM 343498101 2 118 SH SOLE 0 0 118 FOCUS MEDIA HLDG SPONSORED ADR 34415V109 2 100 SH SOLE 0 0 100 LTD FOOT LOCKER INC COM 344849104 319 15882 SH SOLE 0 0 15882 FORD MTR CO DEL COM PAR $0.01 345370860 53 5449 SH SOLE 0 0 5449 FOSSIL INC COM 349882100 4 45 SH SOLE 0 0 45 FOSTER WHEELER AG COM H27178104 2 100 SH SOLE 0 0 100 FREEPORT-MCMORAN COM 35671D857 163 5347 SH SOLE 0 0 5347 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 ELECTRIC COM 369604103 563 37000 SH SOLE 37000 0 0 CO GENERAL MTRS CO COM 37045V100 3 126 SH SOLE 0 0 126 GENESCO INC COM 371532102 292 5664 SH SOLE 0 0 5664 GLOBAL X FDS SILVER MNR ETF 37950E853 1 39 SH SOLE 0 0 39 GOOGLE INC CL A 38259P508 131 254 SH SOLE 0 0 254 GUESS INC COM 401617105 93 3271 SH SOLE 0 0 3271 HALLIBURTON CO COM 406216101 124 4067 SH SOLE 0 0 4067 HARLEY DAVIDSON COM 412822108 150 4355 SH SOLE 0 0 4355 INC HASBRO INC COM 418056107 5 148 SH SOLE 0 0 148 HEINZ H J CO COM 423074103 82 1621 SH SOLE 0 0 1621 HELEN OF TROY CORP COM G4388N106 188 7484 SH SOLE 0 0 7484 LTD HERBALIFE LTD COM USD SHS G4412G101 319 5947 SH SOLE 0 0 5947 HONEYWELL INTL INC COM 438516106 71 1609 SH SOLE 0 0 1609 HORMEL FOODS CORP COM 440452100 160 5923 SH SOLE 0 0 5923 IDEXX LABS INC COM 45168D104 4 60 SH SOLE 0 0 60 IHS INC CL A 451734107 5 70 SH SOLE 0 0 70 INERGY L P UNIT LTD PTNR 456615103 63 2500 SH SOLE 0 0 2500 INTEL CORP COM 458140100 106 4985 SH SOLE 0 0 4985 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 INTL PAPER CO COM 460146103 5 200 SH SOLE 0 0 200 ISHARES SH BEN INT 464294107 5367 110000 SH SOLE 110000 0 0 DIVERSIFIED ALTR TR ISHARES INC MSCI HONG KONG 464286871 2629 183486 SH SOLE 40000 0 143486 ISHARES INC MSCI SWEDEN 464286756 3678 160000 SH SOLE 160000 0 0 ISHARES INC MSCI TAIWAN 464286731 2003 169631 SH SOLE 169000 0 631 ISHARES INC MSCI TURKEY FD 464286715 1 25 SH SOLE 0 0 25 ISHARES INC MSCI JAPAN 464286848 9928 1049437 SH SOLE 1049075 0 362 ISHARES INC MSCI EMU INDEX 464286608 1612 59000 SH SOLE 59000 0 0 ISHARES INC MSCI PAC J IDX 464286665 7075 192422 SH SOLE 191000 0 1422 ISHARES INC MSCI AUSTRALIA 464286103 12 592 SH SOLE 0 0 592 ISHARES INC MSCI GERMAN 464286806 24114 1319849 SH SOLE 972900 0 346949 ISHARES INC MSCI CDA INDEX 464286509 5589 219249 SH SOLE 219000 0 249 ISHARES INC MSCI SWITZERLD 464286749 1993 92000 SH SOLE 92000 0 0 ISHARES INC MSCI UTD KINGD 464286699 3944 267000 SH SOLE 267000 0 0 ISHARES INC MSCI S KOREA 464286772 373 8000 SH SOLE 8000 0 0 ISHARES INC MSCI BRIC INDX 464286657 4064 120000 SH SOLE 120000 0 0 ISHARES INC MSCI EM SML CP 464286475 163 4000 SH SOLE 4000 0 0 ISHARES TR S&P MIDCP VALU 464287705 247 3740 SH SOLE 0 0 3740 ISHARES TR S&P MC 400 GRW 464287606 388 4315 SH SOLE 0 0 4315 ISHARES TR S&P SMLCP GROW 464287887 88 1367 SH SOLE 0 0 1367 ISHARES TR S&P 500 INDEX 464287200 53682 472180 SH SOLE 469895 0 2285 ISHARES TR S&P500 GRW 464287309 6505 106219 SH SOLE 102000 0 4219 ISHARES TR RUSSELL1000GRW 464287614 68859 1309613 SH SOLE 933175 0 376438 ISHARES TR RUSL 2000 VALU 464287630 26 449 SH SOLE 300 0 149 ISHARES TR RUSL 2000 GROW 464287648 12525 170483 SH SOLE 170375 0 108 ISHARES TR MSCI EAFE 464287465 4237 88686 SH SOLE 5150 0 83536 INDEX ISHARES TR S&P LTN AM 40 464287390 15695 403688 SH SOLE 398000 0 5688 ISHARES TR RUSSELL MCP VL 464287473 90 2346 SH SOLE 0 0 2346 ISHARES TR S&P GLB100INDX 464287572 6703 125000 SH SOLE 125000 0 0 ISHARES TR S&P GBL ENER 464287341 15033 453081 SH SOLE 453000 0 81 ISHARES TR S&P GBL FIN 464287333 899 26000 SH SOLE 26000 0 0 ISHARES TR S&P GBL TELCM 464287275 5104 94000 SH SOLE 94000 0 0 ISHARES TR DJ US FINL SEC 464287788 4678 106000 SH SOLE 106000 0 0 ISHARES TR DJ US HEALTHCR 464287762 3527 54000 SH SOLE 54000 0 0 ISHARES TR BARCLYS 1-3 YR 464287457 596 7053 SH SOLE 1000 0 6053 ISHARES TR BARCLYS 20+ YR 464287432 362 3000 SH SOLE 3000 0 0 ISHARES TR MSCI EMERG MKT 464287234 30356 864965 SH SOLE 812450 0 52515 ISHARES TR S&P NA MULTIMD 464287531 579 23000 SH SOLE 23000 0 0 ISHARES TR MSCI ACJPN IDX 464288182 13502 289500 SH SOLE 289500 0 0 ISHARES TR BARCLYS TIPS 464287176 232 2030 SH SOLE 0 0 2030 BD ISHARES TR MID GRWTH INDX 464288307 2908 33396 SH SOLE 33000 0 396 ISHARES TR SMLL GRWTH IDX 464288604 1906 26000 SH SOLE 26000 0 0 ISHARES TR MSCI GRW IDX 464288885 3622 72675 SH SOLE 0 0 72675 ISHARES TR DJ INS INDX FD 464288786 1574 62000 SH SOLE 62000 0 0 ISHARES TR DJ PHARMA INDX 464288836 6105 92000 SH SOLE 92000 0 0 ISHARES TR DJ OIL&GAS EXP 464288851 1177 23000 SH SOLE 23000 0 0 ISHARES TR S&P GL UTILITI 464288711 1117 27000 SH SOLE 27000 0 0 ISHARES TR HIGH YLD CORP 464288513 64117 774079 SH SOLE 649230 0 124849 ISHARES TR BARCLYS CR BD 464288620 53874 499944 SH SOLE 412575 0 87369 ISHARES TR S&P GLB MTRLS 464288695 1817 33884 SH SOLE 31000 0 2884 ISHARES TR S&P GL INDUSTR 464288729 569 13000 SH SOLE 13000 0 0 ISHARES TR BARCLYS MBS BD 464288588 1439 13300 SH SOLE 13300 0 0 ISHARES TR BARCLYS 3-7 YR 464288661 121 1000 SH SOLE 1000 0 0 ISHARES TR S&P NTL 464288414 2316 21714 SH SOLE 0 0 21714 AMTFREE ISHARES TR BARCLYS INTER 464288638 10370 97105 SH SOLE 93380 0 3725 CR ISHARES TR S&P ASIA 50 IN 464288430 3534 98000 SH SOLE 98000 0 0 ISHARES TR 10+ YR CR BD 464289511 58 1000 SH SOLE 1000 0 0 ISHARES TR POLND INVT MKT 46429B606 232 10000 SH SOLE 10000 0 0 ISHARES TR S&P MIDCAP 400 464287507 13056 167400 SH SOLE 167400 0 0 ISHARES TR S&P SMLCAP 600 464287804 28 478 SH SOLE 0 0 478 ISHARES TR S&P 500 VALUE 464287408 4106 79606 SH SOLE 75000 0 4606 ISHARES TR RUSSELL 1000 464287622 28 451 SH SOLE 0 0 451 ISHARES TR RUSSELL1000VAL 464287598 33845 598080 SH SOLE 227450 0 370630 ISHARES TR RUSSELL 2000 464287655 32881 511361 SH SOLE 505125 0 6236 ISHARES TR RUSL 3000 GROW 464287671 4617 108000 SH SOLE 108000 0 0 ISHARES TR DJ US REAL EST 464287739 1568 31000 SH SOLE 31000 0 0 ISHARES TR S&P GL C STAPL 464288737 433 7000 SH SOLE 7000 0 0 ISHARES TR DJ OIL EQUIP 464288844 1084 25000 SH SOLE 25000 0 0 ISHARES TR RUSSELL MIDCAP 464287499 38163 432443 SH SOLE 419200 0 13243 ISHARES TR RUSSELL MCP GR 464287481 40169 809199 SH SOLE 576625 0 232574 ISHARES TR S&P GBL HLTHCR 464287325 1636 31500 SH SOLE 31500 0 0 ISHARES TR S&P GBL INF 464287291 9837 180000 SH SOLE 180000 0 0 ISHARES TR DJ US BAS MATL 464287838 508 9000 SH SOLE 9000 0 0 ISHARES TR DJ US TELECOMM 464287713 5933 291000 SH SOLE 291000 0 0 ISHARES TR NASDQ BIO INDX 464287556 6441 69000 SH SOLE 69000 0 0 ISHARES TR BARCLYS 7-10 464287440 5290 50346 SH SOLE 41000 0 9346 YR ISHARES TR IBOXX INV CPBD 464287242 32806 292104 SH SOLE 215500 0 76604 ISHARES TR S&P NA SOFTWR 464287515 4800 92000 SH SOLE 92000 0 0 ISHARES TR S&P 100 IDX FD 464287101 16107 313189 SH SOLE 167000 0 146189 ISHARES TR BARCLY USAGG B 464287226 13470 122330 SH SOLE 67890 0 54440 ISHARES TR DJ SEL DIV INX 464287168 3714 77000 SH SOLE 77000 0 0 ISHARES TR LRGE CORE INDX 464287127 3016 47000 SH SOLE 47000 0 0 ISHARES TR MID CORE INDEX 464288208 3435 45801 SH SOLE 44000 0 1801 ISHARES TR LRGE GRW INDX 464287119 7342 122000 SH SOLE 122000 0 0 ISHARES TR LARGE VAL INDX 464288109 15670 297000 SH SOLE 297000 0 0 ISHARES TR FTSE CHINA25 464287184 10836 351484 SH SOLE 170000 0 181484 IDX ISHARES TR BARCLYS 1-3YR 464288646 6182 59450 SH SOLE 27725 0 31725 CR ISHARES TR US PFD STK IDX 464288687 2392 67172 SH SOLE 17275 0 49897 ISHARES TR BARCLYS GOVT 464288596 677 6000 SH SOLE 6000 0 0 CR ISHARES TR JPMORGAN USD 464288281 3544 33611 SH SOLE 33350 0 261 ISHARES TR MSCI SMALL CAP 464288273 1467 42000 SH SOLE 42000 0 0 ISHARES TR AGENCY BD FD 464288166 155 1375 SH SOLE 1375 0 0 ISHARES TR S&P EMRG INFRS 464288216 1086 42000 SH SOLE 42000 0 0 ISHARES TR HGH DIV EQT FD 46429B663 9491 190000 SH SOLE 190000 0 0 ITT EDUCATIONAL COM 45068B109 89 1540 SH SOLE 0 0 1540 SERVICES INC JOHNSON & JOHNSON COM 478160104 167 2620 SH SOLE 0 0 2620 JPMORGAN CHASE & COM 46625H100 3 100 SH SOLE 0 0 100 CO KAMAN CORP COM 483548103 236 8473 SH SOLE 0 0 8473 KELLOGG CO COM 487836108 131 2464 SH SOLE 0 0 2464 KRONOS WORLDWIDE COM 50105F105 0 0 SH SOLE 0 0 0 INC LOCKHEED MARTIN COM 539830109 132 1812 SH SOLE 0 0 1812 CORP MAGNA INTL INC COM 559222401 127 3842 SH SOLE 0 0 3842 MARATHON OIL CORP COM 565849106 2 100 SH SOLE 0 0 100 MARATHON PETE CORP COM 56585A102 3 100 SH SOLE 0 0 100 MARKET VECTORS ETF AGRIBUS ETF 57060U605 1 20 SH SOLE 0 0 20 TR MARKET VECTORS ETF COAL ETF 57060U837 455 15000 SH SOLE 15000 0 0 TR MARKET VECTORS ETF JR GOLD MINERS 57060U589 1 28 SH SOLE 0 0 28 TR E MCDONALDS CORP COM 580135101 119 1357 SH SOLE 0 0 1357 MEDTRONIC INC COM 585055106 71 2121 SH SOLE 0 0 2121 METLIFE INC COM 59156R108 4 135 SH SOLE 0 0 135 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 69 3376 SH SOLE 0 0 3376 MONOTYPE IMAGING COM 61022P100 3 245 SH SOLE 0 0 245 HOLDINGS IN MOSAIC CO NEW COM 61945C103 5 100 SH SOLE 0 0 100 MOTOROLA MOBILITY COM 620097105 64 1702 SH SOLE 0 0 1702 HLDGS INC MOTOROLA SOLUTIONS COM NEW 620076307 83 1979 SH SOLE 0 0 1979 INC NATIONAL OILWELL COM 637071101 123 2392 SH SOLE 0 0 2392 VARCO INC NIKE INC CL B 654106103 8 90 SH SOLE 0 0 90 NORTHROP GRUMMAN COM 666807102 5 102 SH SOLE 0 0 102 CORP NRG ENERGY INC COM NEW 629377508 2 100 SH SOLE 0 0 100 NUVEEN CALIF COM 67062Q106 41 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 9 307 SH SOLE 0 0 307 PEPSICO INC COM 713448108 155 2498 SH SOLE 0 0 2498 PFIZER INC COM 717081103 9 505 SH SOLE 0 0 505 PHILIP MORRIS INTL COM 718172109 14 225 SH SOLE 0 0 225 INC PIEDMONT OFFICE COM CL A 720190206 13 832 SH SOLE 0 0 832 REALTY TR IN PIMCO ETF TR ENHAN SHRT MAT 72201R833 4268 42500 SH SOLE 42500 0 0 POWERSHARES DB UNIT BEN INT 73935S105 258 10000 SH SOLE 10000 0 0 CMDTY IDX TRA POWERSHARES ETF TR S&P SMCP IT PO 73937B860 634 27000 SH SOLE 27000 0 0 II POWERSHARES ETF TR S&P500 LOW VOL 73937B779 853 36000 SH SOLE 36000 0 0 II POWERSHARES ETF GOLDEN DRG USX 73935X401 19 997 SH SOLE 0 0 997 TRUST POWERSHARES ETF WNDRHLL CLN EN 73935X500 3 544 SH SOLE 0 0 544 TRUST POWERSHARES ETF S&P 500 HGH 73935X682 905 72000 SH SOLE 72000 0 0 TRUST QLTY POWERSHARES ETF FTSE RAFI 1000 73935X583 67 1365 SH SOLE 0 0 1365 TRUST POWERSHARES ETF FINL PFD PTFL 73935X229 585 36250 SH SOLE 36250 0 0 TRUST POWERSHARES QQQ UNIT SER 1 73935A104 20923 398381 SH SOLE 373600 0 24781 TRUST POWERSHS DB MULTI DB GOLD FUND 73936B606 1433 25218 SH SOLE 25000 0 218 SECT COMM POWERSHS DB MULTI DB PREC MTLS 73936B200 1412 25000 SH SOLE 25000 0 0 SECT COMM POWERSHS DB US DOLL INDX BULL 73936D107 13416 601478 SH SOLE 601000 0 478 DOLLAR INDEX PPG INDS INC COM 693506107 4 59 SH SOLE 0 0 59 PRICELINE COM INC COM NEW 741503403 4 9 SH SOLE 0 0 9 PROCTER & GAMBLE COM 742718109 7 117 SH SOLE 0 0 117 CO PROSHARES TR PSHS SHRT 74347R503 31426 681702 SH SOLE 676000 0 5702 S&P500 PVH CORP COM 693656100 245 4204 SH SOLE 0 0 4204 RAYONIER INC COM 754907103 2 60 SH SOLE 0 0 60 RAYTHEON CO COM NEW 755111507 4 100 SH SOLE 0 0 100 REINSURANCE GROUP COM NEW 759351604 3 55 SH SOLE 0 0 55 AMER INC REVENUESHARES ETF LARGECAP FD 761396100 10212 484000 SH SOLE 484000 0 0 TR REVENUESHARES ETF SMALL CAP FD 761396308 462 17000 SH SOLE 17000 0 0 TR ROCK-TENN CO CL A 772739207 6 115 SH SOLE 0 0 115 ROVI CORP COM 779376102 4 95 SH SOLE 0 0 95 RPC INC COM 749660106 199 12187 SH SOLE 0 0 12187 RYDER SYS INC COM 783549108 182 4853 SH SOLE 0 0 4853 RYDEX ETF TRUST TECHNOLOGY ETF 78355W817 317 7000 SH SOLE 7000 0 0 RYDEX ETF TRUST TOP 50 ETF 78355W205 5397 65500 SH SOLE 65500 0 0 RYDEX ETF TRUST S&P500 PUR VAL 78355W304 1373 54000 SH SOLE 54000 0 0 SANDISK CORP COM 80004C101 4 100 SH SOLE 0 0 100 SANOFI SPONSORED ADR 80105N105 82 2515 SH SOLE 0 0 2515 SCANSOURCE INC COM 806037107 249 8419 SH SOLE 0 0 8419 SEABRIDGE GOLD INC COM 811916105 2 100 SH SOLE 0 0 100 SELECT SECTOR SPDR SBI HEALTHCARE 81369Y209 18054 569000 SH SOLE 569000 0 0 TR SELECT SECTOR SPDR SBI INT-UTILS 81369Y886 768 23000 SH SOLE 23000 0 0 TR SELECT SECTOR SPDR SBI INT-ENERGY 81369Y506 24913 425784 SH SOLE 423000 0 2784 TR SELECT SECTOR SPDR SBI INT-FINL 81369Y605 1445 122391 SH SOLE 100000 0 22391 TR SELECT SECTOR SPDR TECHNOLOGY 81369Y803 10880 461000 SH SOLE 461000 0 0 TR SELECT SECTOR SPDR SBI CONS STPLS 81369Y308 8690 293000 SH SOLE 293000 0 0 TR SOLERA HOLDINGS COM 83421A104 3 65 SH SOLE 0 0 65 INC SOLUTIA INC COM NEW 834376501 3 260 SH SOLE 0 0 260 SOUTHERN CO COM 842587107 4 100 SH SOLE 0 0 100 SOUTHWESTERN COM 845467109 3 100 SH SOLE 0 0 100 ENERGY CO SPDR DOW JONES UT SER 1 78467X109 4776 43842 SH SOLE 40000 0 3842 INDL AVRG ETF SPDR GOLD TRUST GOLD SHS 78463V107 27 169 SH SOLE 0 0 169 SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 12482 194000 SH SOLE 194000 0 0 SPDR INDEX SHS FDS S&P BRIC 40ETF 78463X798 6943 340000 SH SOLE 340000 0 0 SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 14232 255000 SH SOLE 255000 0 0 SPDR INDEX SHS FDS EUROPE ETF 78463X608 4085 113846 SH SOLE 20000 0 93846 SPDR S&P 500 ETF TR UNIT 78462F103 89138 787786 SH SOLE 784060 0 3726 TR SPDR S&P MIDCAP UTSER1 S&PDCRP 78467Y107 49578 348825 SH SOLE 340000 0 8825 400 ETF TR SPDR SERIES TRUST S&P BIOTECH 78464A870 7171 120500 SH SOLE 120500 0 0 SPDR SERIES TRUST KBW REGN BK 78464A698 1985 102786 SH SOLE 100000 0 2786 ETF SPDR SERIES TRUST BRCLYS AGG ETF 78464A649 964 16550 SH SOLE 16550 0 0 SPDR SERIES TRUST S&P DIVID ETF 78464A763 1457 30000 SH SOLE 30000 0 0 SPDR SERIES TRUST NUVN BR SHT 78464A425 224 9181 SH SOLE 0 0 9181 MUNI SPDR SERIES TRUST S&P METALS MNG 78464A755 179 4000 SH SOLE 4000 0 0 SPDR SERIES TRUST SPDR KBW BK 78464A797 1047 59707 SH SOLE 56000 0 3707 ETF SPDR SERIES TRUST NUVN BRCLY 78464A458 2738 116940 SH SOLE 0 0 116940 MUNI SPDR SERIES TRUST BRCLYS INTL 78464A516 1625 27029 SH SOLE 25000 0 2029 ETF SPDR SERIES TRUST NUVN CALI MUNI 78464A441 534 23269 SH SOLE 18000 0 5269 SPDR SERIES TRUST BRCLYS YLD ETF 78464A417 34269 946907 SH SOLE 946775 0 132 SPDR SERIES TRUST DB INT GVT ETF 78464A490 1939 33900 SH SOLE 32000 0 1900 SPDR SERIES TRUST S&P PHARMAC 78464A722 5580 122000 SH SOLE 122000 0 0 SPDR SERIES TRUST LNG TRM CORP 78464A367 38 1000 SH SOLE 1000 0 0 BD SPDR SERIES TRUST INTR TRM CORP 78464A375 1626 49050 SH SOLE 46800 0 2250 BD SPDR SERIES TRUST BARC CAPTL ETF 78464A474 91 3000 SH SOLE 3000 0 0 SPDR SERIES TRUST CAP MORTG ETF 78464A383 233 8375 SH SOLE 8375 0 0 SPROTT PHYSICAL TR UNIT 85207K107 2 126 SH SOLE 0 0 126 SILVER TR STARBUCKS CORP COM 855244109 4 100 SH SOLE 0 0 100 STERICYCLE INC COM 858912108 3 35 SH SOLE 0 0 35 SYSCO CORP COM 871829107 5 200 SH SOLE 0 0 200 TARGET CORP COM 87612E106 5 100 SH SOLE 0 0 100 TE CONNECTIVITY REG SHS H84989104 238 8450 SH SOLE 0 0 8450 LTD TELEDYNE COM 879360105 2 50 SH SOLE 0 0 50 TECHNOLOGIES INC TELEFONICA S A SPONSORED ADR 879382208 79 4141 SH SOLE 0 0 4141 TEMPLETON GLOBAL COM 880198106 5 568 SH SOLE 0 0 568 INCOME FD TEVA ADR 881624209 11 300 SH SOLE 0 0 300 PHARMACEUTICAL INDS LTD TEXAS INSTRS INC COM 882508104 3 100 SH SOLE 0 0 100 TIMKEN CO COM 887389104 217 6606 SH SOLE 0 0 6606 TRIUMPH GROUP INC COM 896818101 306 6269 SH SOLE 0 0 6269 NEW TYSON FOODS INC CL A 902494103 3 200 SH SOLE 0 0 200 ULTRA PETROLEUM COM 903914109 3 100 SH SOLE 0 0 100 CORP UNION PAC CORP COM 907818108 24 299 SH SOLE 0 0 299 UNITED PARCEL CL B 911312106 87 1384 SH SOLE 0 0 1384 SERVICE INC UNITED STATES STL COM 912909108 68 3084 SH SOLE 0 0 3084 CORP NEW UNITED STS COMM IDX FND 911717106 1454 25000 SH SOLE 25000 0 0 COMMODITY INDEX F UNITEDHEALTH GROUP COM 91324P102 174 3773 SH SOLE 0 0 3773 INC VALERO ENERGY CORP COM 91913Y100 2 100 SH SOLE 0 0 100 NEW VANGUARD BD INDEX SHORT TRM BOND 921937827 467 5734 SH SOLE 5000 0 734 FD INC VANGUARD BD INDEX TOTAL BND MRKT 921937835 12624 150756 SH SOLE 142735 0 8021 FD INC VANGUARD BD INDEX INTERMED TERM 921937819 263 3000 SH SOLE 3000 0 0 FD INC VANGUARD INDEX FDS TOTAL STK MKT 922908769 26624 461253 SH SOLE 461000 0 253 VANGUARD INDEX FDS EXTEND MKT ETF 922908652 24203 525000 SH SOLE 525000 0 0 VANGUARD INDEX FDS GROWTH ETF 922908736 21262 380093 SH SOLE 192900 0 187193 VANGUARD INDEX FDS SML CP GRW ETF 922908595 2737 40929 SH SOLE 24500 0 16429 VANGUARD INDEX FDS LARGE CAP ETF 922908637 32313 625618 SH SOLE 508000 0 117618 VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 2579 47444 SH SOLE 2175 0 45269 VANGUARD INDEX FDS VALUE ETF 922908744 14391 305869 SH SOLE 176675 0 129194 VANGUARD INDEX FDS MID CAP ETF 922908629 47952 736586 SH SOLE 736425 0 161 VANGUARD INDEX FDS SM CP VAL ETF 922908611 18 325 SH SOLE 325 0 0 VANGUARD INDEX FDS SMALL CP ETF 922908751 44292 721728 SH SOLE 576200 0 145528 VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 1134 24432 SH SOLE 0 0 24432 VANGUARD INTL MSCI EUROPE 922042874 4920 121000 SH SOLE 121000 0 0 EQUITY INDEX F ETF VANGUARD INTL ALLWRLD EX US 922042775 12025 310551 SH SOLE 152500 0 158051 EQUITY INDEX F VANGUARD INTL MSCI EMR MKT 922042858 55466 1548037 SH SOLE 1322350 0 225687 EQUITY INDEX F ETF VANGUARD INTL MSCI PAC ETF 922042866 1653 34113 SH SOLE 34000 0 113 EQUITY INDEX F VANGUARD INTL TT WRLD ST ETF 922042742 664 16325 SH SOLE 16325 0 0 EQUITY INDEX F VANGUARD INT-TERM CORP 92206C870 3667 45300 SH SOLE 45300 0 0 SCOTTSDALE FDS VANGUARD LG-TERM COR BD 92206C813 84 1000 SH SOLE 1000 0 0 SCOTTSDALE FDS VANGUARD MORTG-BACK SEC 92206C771 343 6625 SH SOLE 6625 0 0 SCOTTSDALE FDS VANGUARD SHRT-TERM CORP 92206C409 782 10075 SH SOLE 10075 0 0 SCOTTSDALE FDS VANGUARD DIV APP ETF 921908844 5325 109214 SH SOLE 109000 0 214 SPECIALIZED PORTFOL VANGUARD WORLD FD MEGA GRWTH IND 921910816 7705 177000 SH SOLE 177000 0 0 VANGUARD WORLD FD MEGA VALUE 300 921910840 1956 57000 SH SOLE 57000 0 0 VANGUARD WORLD FD MEGA CAP INDEX 921910873 4111 106000 SH SOLE 106000 0 0 VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 554 9770 SH SOLE 0 0 9770 VANGUARD WORLD FDS ENERGY ETF 92204A306 118 1365 SH SOLE 0 0 1365 VANGUARD WORLD FDS MATERIALS ETF 92204A801 40 618 SH SOLE 0 0 618 VANGUARD WORLD FDS UTILITIES ETF 92204A876 33 462 SH SOLE 0 0 462 VANGUARD WORLD FDS INF TECH ETF 92204A702 1691 29796 SH SOLE 0 0 29796 WAL MART STORES COM 931142103 95 1827 SH SOLE 0 0 1827 INC WASTE CONNECTIONS COM 941053100 4 105 SH SOLE 0 0 105 INC WELLS FARGO & CO COM 949746101 70 2900 SH SOLE 0 0 2900 NEW WHITING PETE CORP COM 966387102 2 50 SH SOLE 0 0 50 NEW WISDOMTREE TR EM LCL DEBT FD 97717X867 658 13675 SH SOLE 13675 0 0 WISDOMTREE TRUST DEFA FD 97717W703 8 191 SH SOLE 0 0 191 WISDOMTREE TRUST DRYFS CURR ETF 97717W133 1572 76000 SH SOLE 76000 0 0 WOLVERINE WORLD COM 978097103 4 115 SH SOLE 0 0 115 WIDE INC XILINX INC COM 983919101 124 4534 SH SOLE 0 0 4534