0000910472-12-000366.txt : 20120214 0000910472-12-000366.hdr.sgml : 20120214 20120214145825 ACCESSION NUMBER: 0000910472-12-000366 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120214 DATE AS OF CHANGE: 20120214 EFFECTIVENESS DATE: 20120214 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: 12608222 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: December 31, 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 February 14, 2012 [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: 0 Form 13F Information Table Entry Total: 360 Form 13F Information Table Value Total: $1,675,600 (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 109 1946 SH SOLE 0 0 1946 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 8 155 SH SOLE 0 0 155 ADVANCE AUTO PARTS INC COM 00751Y106 309 4438 SH SOLE 0 0 4438 AFLAC INC COM 001055102 119 2761 SH SOLE 0 0 2761 AK STL HLDG CORP COM 001547108 8 1000 SH SOLE 0 0 1000 ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 3 191 SH SOLE 0 0 191 ALPHA NATURAL RESOURCES INC COM 02076X102 2 100 SH SOLE 0 0 100 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 14 600 SH SOLE 0 0 600 AMERICAN STRATEGIC INCOME II COM 03009T101 7 1101 SH SOLE 0 0 1101 AMETEK INC NEW COM 031100100 4 105 SH SOLE 0 0 105 AMPHENOL CORP NEW CL A 032095101 5 100 SH SOLE 0 0 100 ANSYS INC COM 03662Q105 2 40 SH SOLE 0 0 40 APPLE INC COM 037833100 330 816 SH SOLE 0 0 816 APPLIED MATLS INC COM 038222105 3 300 SH SOLE 0 0 300 ARCHER DANIELS MIDLAND CO COM 039483102 3 100 SH SOLE 0 0 100 AT&T INC COM 00206R102 4 129 SH SOLE 0 0 129 ATWOOD OCEANICS INC COM 050095108 8 200 SH SOLE 0 0 200 BALL CORP COM 058498106 297 8306 SH SOLE 0 0 8306 BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 15 366 SH SOLE 0 0 366 BARCLAYS BK PLC IPATH S&P MT ETN 06740C519 1941 32000 SH SOLE 32000 0 0 BARCLAYS BK PLC LNGC S&P500 14 06740H666 10851 80000 SH SOLE 80000 0 0 BARCLAYS BK PLC RUSS2000 3X LG 06740P403 535 10000 SH SOLE 10000 0 0 BASIC ENERGY SVCS INC NEW COM 06985P100 1 48 SH SOLE 0 0 48 BAXTER INTL INC COM 071813109 5 100 SH SOLE 0 0 100 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1267 16607 SH SOLE 15000 0 1607 BERKSHIRE HATHAWAY INC DEL CL A 084670108 459 4 SH SOLE 0 0 4 BLACKROCK CORPOR HIGH YLD FD COM 09255L106 2 218 SH SOLE 0 0 218 BLACKROCK INC COM 09247X101 96 540 SH SOLE 0 0 540 BLACKROCK SR HIGH INCOME FD COM 09255T109 2 511 SH SOLE 0 0 511 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 2 80 SH SOLE 0 0 80 CARIBOU COFFEE INC COM 142042209 165 11825 SH SOLE 0 0 11825 CELGENE CORP COM 151020104 160 2372 SH SOLE 0 0 2372 CENTRAL FD CDA LTD CL A 153501101 1 40 SH SOLE 0 0 40 CHENIERE ENERGY INC COM NEW 16411R208 1 94 SH SOLE 0 0 94 CHESAPEAKE ENERGY CORP COM 165167107 1 38 SH SOLE 0 0 38 CHEVRON CORP NEW COM 166764100 242 2273 SH SOLE 0 0 2273 CITIGROUP INC COM NEW 172967424 6 215 SH SOLE 0 0 215 COCA COLA CO COM 191216100 128 1834 SH SOLE 0 0 1834 COINSTAR INC COM 19259P300 243 5333 SH SOLE 0 0 5333 COLGATE PALMOLIVE CO COM 194162103 112 1211 SH SOLE 0 0 1211 COMCAST CORP NEW CL A 20030N101 1 57 SH SOLE 0 0 57 CONAGRA FOODS INC COM 205887102 0 12 SH SOLE 0 0 12 CONCHO RES INC COM 20605P101 1 10 SH SOLE 0 0 10 CONOCOPHILLIPS COM 20825C104 3374 46297 SH SOLE 42500 0 3797 CONSOL ENERGY INC COM 20854P109 1 23 SH SOLE 0 0 23 CVS CAREMARK CORPORATION COM 126650100 146 3582 SH SOLE 0 0 3582 DANA HLDG CORP COM 235825205 280 23072 SH SOLE 0 0 23072 DELL INC COM 24702R101 3 200 SH SOLE 0 0 200 DIAGEO P L C SPON ADR NEW 25243Q205 4 42 SH SOLE 0 0 42 DIRECTV COM CL A 25490A101 316 7401 SH SOLE 0 0 7401 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 5 114 SH SOLE 0 0 114 DISNEY WALT CO COM DISNEY 254687106 132 3518 SH SOLE 0 0 3518 DU PONT E I DE NEMOURS & CO COM 263534109 91 1982 SH SOLE 0 0 1982 DYCOM INDS INC COM 267475101 173 8278 SH SOLE 0 0 8278 E M C CORP MASS COM 268648102 4 200 SH SOLE 0 0 200 EMERSON ELEC CO COM 291011104 100 2155 SH SOLE 0 0 2155 ENERGY CONVERSION DEVICES IN COM 292659109 0 100 SH SOLE 0 0 100 ENTERPRISE FINL SVCS CORP COM 293712105 556 37582 SH SOLE 0 0 37582 ETFS GOLD TR SHS 26922Y105 1 5 SH SOLE 0 0 5 ETFS WHITE METALS BASKET TR PHY WM BSK SHS 26923B104 1 15 SH SOLE 0 0 15 EXXON MOBIL CORP COM 30231G102 3548 41857 SH SOLE 39000 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 2 118 SH SOLE 0 0 118 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 2 100 SH SOLE 0 0 100 FOOT LOCKER INC COM 344849104 383 16045 SH SOLE 0 0 16045 FORD MTR CO DEL COM PAR $0.01 345370860 59 5451 SH SOLE 0 0 5451 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 COPPER & GO COM 35671D857 4 100 SH SOLE 0 0 100 FUEL TECH INC COM 359523107 1 100 SH SOLE 0 0 100 GARMIN LTD SHS H2906T109 4 100 SH SOLE 0 0 100 GENERAL ELECTRIC CO COM 369604103 430 24000 SH SOLE 24000 0 0 GENERAL MTRS CO COM 37045V100 3 128 SH SOLE 0 0 128 GENESCO INC COM 371532102 360 5839 SH SOLE 0 0 5839 GLOBAL X FDS SILVER MNR ETF 37950E853 1 39 SH SOLE 0 0 39 GOOGLE INC CL A 38259P508 161 250 SH SOLE 0 0 250 GUESS INC COM 401617105 88 2952 SH SOLE 0 0 2952 HALLIBURTON CO COM 406216101 140 4046 SH SOLE 0 0 4046 HARLEY DAVIDSON INC COM 412822108 155 3978 SH SOLE 0 0 3978 HASBRO INC COM 418056107 5 148 SH SOLE 0 0 148 HEINZ H J CO COM 423074103 88 1621 SH SOLE 0 0 1621 HELEN OF TROY CORP LTD COM G4388N106 260 8480 SH SOLE 0 0 8480 HONEYWELL INTL INC COM 438516106 97 1779 SH SOLE 0 0 1779 HORMEL FOODS CORP COM 440452100 159 5437 SH SOLE 0 0 5437 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 61 2500 SH SOLE 0 0 2500 INTEL CORP COM 458140100 127 5251 SH SOLE 0 0 5251 INTERNATIONAL BUSINESS MACHS COM 459200101 10 57 SH SOLE 0 0 57 INTERVAL LEISURE GROUP INC COM 46113M108 4 285 SH SOLE 0 0 285 INTL PAPER CO COM 460146103 6 200 SH SOLE 0 0 200 ISHARES DIVERSIFIED ALTR TR SH BEN INT 464294107 731 15000 SH SOLE 15000 0 0 ISHARES INC MSCI HONG KONG 464286871 2839 183533 SH SOLE 25000 0 158533 ISHARES INC MSCI JAPAN 464286848 8166 896362 SH SOLE 896000 0 362 ISHARES INC MSCI EMU INDEX 464286608 1562 56000 SH SOLE 56000 0 0 ISHARES INC MSCI PAC J IDX 464286665 11049 283809 SH SOLE 276000 0 7809 ISHARES INC MSCI AUSTRALIA 464286103 13 592 SH SOLE 0 0 592 ISHARES INC MSCI GERMAN 464286806 25381 1320543 SH SOLE 950000 0 370543 ISHARES INC MSCI SWEDEN 464286756 2011 80000 SH SOLE 80000 0 0 ISHARES INC MSCI CDA INDEX 464286509 5667 213047 SH SOLE 209000 0 4047 ISHARES INC MSCI SINGAPORE 464286673 3 286 SH SOLE 0 0 286 ISHARES INC MSCI TAIWAN 464286731 1858 158631 SH SOLE 158000 0 631 ISHARES INC MSCI NETHR INVES 464286814 138 8000 SH SOLE 8000 0 0 ISHARES INC MSCI SWITZERLD 464286749 1470 65000 SH SOLE 65000 0 0 ISHARES INC MSCI UTD KINGD 464286699 7417 459000 SH SOLE 459000 0 0 ISHARES INC MSCI S KOREA 464286772 523 10000 SH SOLE 10000 0 0 ISHARES INC MSCI BRIC INDX 464286657 2902 80000 SH SOLE 80000 0 0 ISHARES INC MSCI TURKEY FD 464286715 1 25 SH SOLE 0 0 25 ISHARES INC MSCI EM SML CP 464286475 412 10000 SH SOLE 10000 0 0 ISHARES INC CTR WLD MINVL 464286525 410 8000 SH SOLE 8000 0 0 ISHARES TR S&P EURO PLUS 464287861 506 15000 SH SOLE 15000 0 0 ISHARES TR S&P MIDCAP 400 464287507 13790 157400 SH SOLE 157400 0 0 ISHARES TR S&P MIDCP VALU 464287705 181 2377 SH SOLE 0 0 2377 ISHARES TR S&P MC 400 GRW 464287606 459 4650 SH SOLE 0 0 4650 ISHARES TR S&P SMLCAP 600 464287804 33 478 SH SOLE 0 0 478 ISHARES TR S&P SMLCP GROW 464287887 101 1352 SH SOLE 0 0 1352 ISHARES TR S&P 500 VALUE 464287408 5078 87815 SH SOLE 83000 0 4815 ISHARES TR S&P 500 INDEX 464287200 50782 403158 SH SOLE 400620 0 2538 ISHARES TR S&P500 GRW 464287309 7193 106674 SH SOLE 102000 0 4674 ISHARES TR RUSSELL 1000 464287622 31 451 SH SOLE 0 0 451 ISHARES TR RUSSELL1000VAL 464287598 30556 481345 SH SOLE 179000 0 302345 ISHARES TR RUSSELL1000GRW 464287614 75047 1298617 SH SOLE 931000 0 367617 ISHARES TR RUSSELL 2000 464287655 31616 428688 SH SOLE 422000 0 6688 ISHARES TR RUSL 2000 VALU 464287630 10 149 SH SOLE 0 0 149 ISHARES TR RUSL 3000 GROW 464287671 2737 58000 SH SOLE 58000 0 0 ISHARES TR DJ US REAL EST 464287739 739 13000 SH SOLE 13000 0 0 ISHARES TR S&P GL C STAPL 464288737 932 14000 SH SOLE 14000 0 0 ISHARES TR RUSL 2000 GROW 464287648 10201 121108 SH SOLE 121000 0 108 ISHARES TR DJ OIL EQUIP 464288844 1973 38000 SH SOLE 38000 0 0 ISHARES TR MSCI EAFE INDEX 464287465 4126 83313 SH SOLE 4000 0 79313 ISHARES TR S&P LTN AM 40 464287390 16297 382827 SH SOLE 380000 0 2827 ISHARES TR RUSSELL MIDCAP 464287499 40677 413305 SH SOLE 400200 0 13105 ISHARES TR RUSSELL MCP GR 464287481 37883 688157 SH SOLE 469000 0 219157 ISHARES TR RUSSELL MCP VL 464287473 7 171 SH SOLE 0 0 171 ISHARES TR S&P GLB100INDX 464287572 7243 125000 SH SOLE 125000 0 0 ISHARES TR S&P GBL ENER 464287341 14665 384000 SH SOLE 384000 0 0 ISHARES TR S&P GBL FIN 464287333 429 12000 SH SOLE 12000 0 0 ISHARES TR S&P GBL HLTHCR 464287325 2245 40000 SH SOLE 40000 0 0 ISHARES TR S&P GBL INF 464287291 11155 190000 SH SOLE 190000 0 0 ISHARES TR S&P GBL TELCM 464287275 5245 94000 SH SOLE 94000 0 0 ISHARES TR DJ US BAS MATL 464287838 772 12000 SH SOLE 12000 0 0 ISHARES TR DJ US FINL SEC 464287788 4905 100000 SH SOLE 100000 0 0 ISHARES TR DJ US HEALTHCR 464287762 4437 62000 SH SOLE 62000 0 0 ISHARES TR DJ US TELECOMM 464287713 6447 307000 SH SOLE 307000 0 0 ISHARES TR NASDQ BIO INDX 464287556 6261 60000 SH SOLE 60000 0 0 ISHARES TR BARCLYS 1-3 YR 464287457 478 5651 SH SOLE 0 0 5651 ISHARES TR BARCLYS 7-10 YR 464287440 4335 41058 SH SOLE 41000 0 58 ISHARES TR BARCLYS 20+ YR 464287432 606 5000 SH SOLE 5000 0 0 ISHARES TR IBOXX INV CPBD 464287242 32665 287141 SH SOLE 206725 0 80416 ISHARES TR MSCI EMERG MKT 464287234 27429 722960 SH SOLE 668000 0 54960 ISHARES TR S&P NA MULTIMD 464287531 957 35000 SH SOLE 35000 0 0 ISHARES TR S&P NA SOFTWR 464287515 5304 98000 SH SOLE 98000 0 0 ISHARES TR S&P 100 IDX FD 464287101 21473 376526 SH SOLE 201000 0 175526 ISHARES TR MSCI ACJPN IDX 464288182 12874 258000 SH SOLE 258000 0 0 ISHARES TR BARCLY USAGG B 464287226 9958 90322 SH SOLE 68990 0 21332 ISHARES TR DJ SEL DIV INX 464287168 3925 73000 SH SOLE 73000 0 0 ISHARES TR BARCLYS TIPS BD 464287176 2238 19176 SH SOLE 17000 0 2176 ISHARES TR LRGE CORE INDX 464287127 4076 57000 SH SOLE 57000 0 0 ISHARES TR MID CORE INDEX 464288208 4292 50400 SH SOLE 48000 0 2400 ISHARES TR LRGE GRW INDX 464287119 9629 146000 SH SOLE 146000 0 0 ISHARES TR LARGE VAL INDX 464288109 20615 350000 SH SOLE 350000 0 0 ISHARES TR MID GRWTH INDX 464288307 3210 34396 SH SOLE 34000 0 396 ISHARES TR SMLL GRWTH IDX 464288604 2582 31000 SH SOLE 31000 0 0 ISHARES TR FTSE CHINA25 IDX 464287184 8224 235840 SH SOLE 42500 0 193340 ISHARES TR MSCI GRW IDX 464288885 3417 65699 SH SOLE 0 0 65699 ISHARES TR DJ INS INDX FD 464288786 1771 62000 SH SOLE 62000 0 0 ISHARES TR DJ PHARMA INDX 464288836 7186 94000 SH SOLE 94000 0 0 ISHARES TR DJ OIL&GAS EXP 464288851 2027 33000 SH SOLE 33000 0 0 ISHARES TR S&P GL UTILITI 464288711 1383 33000 SH SOLE 33000 0 0 ISHARES TR BARCLYS SH TREA 464288679 6173 56000 SH SOLE 56000 0 0 ISHARES TR HIGH YLD CORP 464288513 88957 994715 SH SOLE 739130 0 255585 ISHARES TR BARCLYS CR BD 464288620 52015 477374 SH SOLE 435925 0 41449 ISHARES TR BARCLYS 1-3YR CR 464288646 5014 48116 SH SOLE 18725 0 29391 ISHARES TR S&P GLB MTRLS 464288695 1888 33001 SH SOLE 33000 0 1 ISHARES TR S&P GL INDUSTR 464288729 2026 42000 SH SOLE 42000 0 0 ISHARES TR BARCLYS MBS BD 464288588 719 6650 SH SOLE 6650 0 0 ISHARES TR US PFD STK IDX 464288687 13253 372071 SH SOLE 17275 0 354796 ISHARES TR BARCLYS 3-7 YR 464288661 122 1000 SH SOLE 1000 0 0 ISHARES TR S&P NTL AMTFREE 464288414 3461 31975 SH SOLE 6725 0 25250 ISHARES TR BARCLYS GOVT CR 464288596 342 3000 SH SOLE 3000 0 0 ISHARES TR JPMORGAN USD 464288281 4264 38855 SH SOLE 30350 0 8505 ISHARES TR BARCLYS INTER CR 464288638 12036 112300 SH SOLE 107830 0 4470 ISHARES TR MSCI SMALL CAP 464288273 1877 54000 SH SOLE 54000 0 0 ISHARES TR S&P ASIA 50 IN 464288430 2153 55000 SH SOLE 55000 0 0 ISHARES TR AGENCY BD FD 464288166 370 3275 SH SOLE 3275 0 0 ISHARES TR S&P SH NTL AMTFR 464288158 838 7850 SH SOLE 7850 0 0 ISHARES TR S&P EMRG INFRS 464288216 1096 38000 SH SOLE 38000 0 0 ISHARES TR RUS200 VAL IDX 464289420 358 13000 SH SOLE 13000 0 0 ISHARES TR 10+ YR CR BD 464289511 59 1000 SH SOLE 1000 0 0 ISHARES TR POLND INVT MKT 46429B606 216 10000 SH SOLE 10000 0 0 ISHARES TR HGH DIV EQT FD 46429B663 19314 348000 SH SOLE 348000 0 0 ISHARES TR USA MIN VOL ID 46429B697 240 9000 SH SOLE 9000 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 82 1435 SH SOLE 0 0 1435 JOHNSON & JOHNSON COM 478160104 170 2587 SH SOLE 0 0 2587 JPMORGAN CHASE & CO COM 46625H100 3 100 SH SOLE 0 0 100 KENNAMETAL INC COM 489170100 340 9323 SH SOLE 0 0 9323 KIRBY CORP COM 497266106 281 4267 SH SOLE 0 0 4267 KOHLS CORP COM 500255104 263 5327 SH SOLE 0 0 5327 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 16 938 SH SOLE 0 0 938 LOCKHEED MARTIN CORP COM 539830109 150 1858 SH SOLE 0 0 1858 MAGNA INTL INC COM 559222401 127 3815 SH SOLE 0 0 3815 MARATHON OIL CORP COM 565849106 3 100 SH SOLE 0 0 100 MARATHON PETE CORP COM 56585A102 3 100 SH SOLE 0 0 100 MARKET VECTORS ETF TR AGRIBUS ETF 57060U605 1 20 SH SOLE 0 0 20 MARKET VECTORS ETF TR JR GOLD MINERS E 57060U589 1 28 SH SOLE 0 0 28 MCDONALDS CORP COM 580135101 142 1420 SH SOLE 0 0 1420 MEDTRONIC INC COM 585055106 95 2495 SH SOLE 0 0 2495 METLIFE INC COM 59156R108 4 135 SH SOLE 0 0 135 MICROSOFT CORP COM 594918104 5 200 SH SOLE 0 0 200 MOLEX INC COM 608554101 90 3756 SH SOLE 0 0 3756 MONOTYPE IMAGING HOLDINGS IN COM 61022P100 4 245 SH SOLE 0 0 245 MOSAIC CO NEW COM 61945C103 129 2563 SH SOLE 0 0 2563 MOTOROLA MOBILITY HLDGS INC COM 620097105 66 1702 SH SOLE 0 0 1702 MOTOROLA SOLUTIONS INC COM NEW 620076307 92 1979 SH SOLE 0 0 1979 NATIONAL OILWELL VARCO INC COM 637071101 161 2362 SH SOLE 0 0 2362 NIKE INC CL B 654106103 9 90 SH SOLE 0 0 90 NORFOLK SOUTHERN CORP COM 655844108 259 3558 SH SOLE 0 0 3558 NORTHERN OIL & GAS INC NEV COM 665531109 1 44 SH SOLE 0 0 44 NORTHROP GRUMMAN CORP COM 666807102 6 102 SH SOLE 0 0 102 NRG ENERGY INC COM NEW 629377508 2 100 SH SOLE 0 0 100 NUVEEN CALIF PERFORM PLUS MU COM 67062Q106 43 2908 SH SOLE 0 0 2908 O REILLY AUTOMOTIVE INC NEW COM 67103H107 6 75 SH SOLE 0 0 75 OLD DOMINION FGHT LINES INC COM 679580100 344 8487 SH SOLE 0 0 8487 ORACLE CORP COM 68389X105 8 307 SH SOLE 0 0 307 PEPSICO INC COM 713448108 164 2470 SH SOLE 0 0 2470 PFIZER INC COM 717081103 11 505 SH SOLE 0 0 505 PHILIP MORRIS INTL INC COM 718172109 10 125 SH SOLE 0 0 125 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 14 832 SH SOLE 0 0 832 PIMCO ETF TR ENHAN SHRT MAT 72201R833 4507 45000 SH SOLE 45000 0 0 POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 268 10000 SH SOLE 10000 0 0 POWERSHARES ETF TR II S&P SMCP ENE P 73937B704 343 10000 SH SOLE 10000 0 0 POWERSHARES ETF TR II S&P SMCP IT PO 73937B860 1093 39000 SH SOLE 39000 0 0 POWERSHARES ETF TR II S&P500 LOW VOL 73937B779 1841 71000 SH SOLE 71000 0 0 POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X500 3 544 SH SOLE 0 0 544 POWERSHARES ETF TRUST S&P 500 HGH QLTY 73935X682 1207 86000 SH SOLE 86000 0 0 POWERSHARES ETF TRUST FTSE RAFI 1000 73935X583 73 1337 SH SOLE 0 0 1337 POWERSHARES ETF TRUST GOLDEN DRG USX 73935X401 20 997 SH SOLE 0 0 997 POWERSHARES ETF TRUST FINL PFD PTFL 73935X229 584 36250 SH SOLE 36250 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 24271 434731 SH SOLE 411000 0 23731 POWERSHS DB MULTI SECT COMM DB AGRICULT FD 73936B408 289 10000 SH SOLE 10000 0 0 POWERSHS DB MULTI SECT COMM DB PREC MTLS 73936B200 4849 90000 SH SOLE 90000 0 0 POWERSHS DB MULTI SECT COMM DB GOLD FUND 73936B606 4640 85218 SH SOLE 85000 0 218 POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 6572 292478 SH SOLE 292000 0 478 PPG INDS INC COM 693506107 5 59 SH SOLE 0 0 59 PRICELINE COM INC COM NEW 741503403 4 9 SH SOLE 0 0 9 PROCTER & GAMBLE CO COM 742718109 8 117 SH SOLE 0 0 117 PROSHARES TR PSHS SHRT S&P500 74347R503 17488 432773 SH SOLE 427000 0 5773 PVH CORP COM 693656100 312 4429 SH SOLE 0 0 4429 RAYONIER INC COM 754907103 3 60 SH SOLE 0 0 60 REINSURANCE GROUP AMER INC COM NEW 759351604 3 55 SH SOLE 0 0 55 REPUBLIC SVCS INC COM 760759100 84 3059 SH SOLE 0 0 3059 REVENUESHARES ETF TR LARGECAP FD 761396100 10565 454000 SH SOLE 454000 0 0 REVENUESHARES ETF TR SMALL CAP FD 761396308 545 17000 SH SOLE 17000 0 0 ROCK-TENN CO CL A 772739207 7 115 SH SOLE 0 0 115 ROVI CORP COM 779376102 2 95 SH SOLE 0 0 95 RYDER SYS INC COM 783549108 282 5302 SH SOLE 0 0 5302 RYDEX ETF TRUST TOP 50 ETF 78355W205 5981 65500 SH SOLE 65500 0 0 RYDEX ETF TRUST S&P500 PUR VAL 78355W304 2253 81000 SH SOLE 81000 0 0 RYDEX ETF TRUST TECHNOLOGY ETF 78355W817 350 7000 SH SOLE 7000 0 0 SANDISK CORP COM 80004C101 5 100 SH SOLE 0 0 100 SANOFI SPONSORED ADR 80105N105 102 2801 SH SOLE 0 0 2801 SCHLUMBERGER LTD COM 806857108 2 26 SH SOLE 0 0 26 SEABRIDGE GOLD INC COM 811916105 2 100 SH SOLE 0 0 100 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 792 22000 SH SOLE 22000 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 28353 410146 SH SOLE 407500 0 2646 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 618 47559 SH SOLE 25000 0 22559 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 3611 107000 SH SOLE 107000 0 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 13794 542000 SH SOLE 542000 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 9227 284000 SH SOLE 284000 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 14223 410000 SH SOLE 410000 0 0 SOLERA HOLDINGS INC COM 83421A104 3 65 SH SOLE 0 0 65 SOLUTIA INC COM NEW 834376501 4 260 SH SOLE 0 0 260 SOUTHWESTERN ENERGY CO COM 845467109 3 100 SH SOLE 0 0 100 SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 7712 63287 SH SOLE 60000 0 3287 SPDR GOLD TRUST GOLD SHS 78463V107 26 169 SH SOLE 0 0 169 SPDR INDEX SHS FDS S&P BRIC 40ETF 78463X798 7014 320000 SH SOLE 320000 0 0 SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 12538 190000 SH SOLE 190000 0 0 SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 10591 170000 SH SOLE 170000 0 0 SPDR INDEX SHS FDS EUROPE ETF 78463X608 3994 110974 SH SOLE 24000 0 86974 SPDR S&P 500 ETF TR TR UNIT 78462F103 89704 714771 SH SOLE 706460 0 8311 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 53270 333999 SH SOLE 324000 0 9999 SPDR SERIES TRUST S&P DIVID ETF 78464A763 2424 45000 SH SOLE 45000 0 0 SPDR SERIES TRUST S&P BIOTECH 78464A870 8134 122500 SH SOLE 122500 0 0 SPDR SERIES TRUST NUVN BR SHT MUNI 78464A425 376 15448 SH SOLE 0 0 15448 SPDR SERIES TRUST S&P METALS MNG 78464A755 196 4000 SH SOLE 4000 0 0 SPDR SERIES TRUST S&P REGL BKG 78464A698 2021 82786 SH SOLE 80000 0 2786 SPDR SERIES TRUST S&P BK ETF 78464A797 807 40707 SH SOLE 37000 0 3707 SPDR SERIES TRUST NUVN BRCLY MUNI 78464A458 3205 134992 SH SOLE 0 0 134992 SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 119 2029 SH SOLE 0 0 2029 SPDR SERIES TRUST NUVN CALI MUNI 78464A441 545 23269 SH SOLE 18000 0 5269 SPDR SERIES TRUST BRCLYS YLD ETF 78464A417 38489 1001007 SH SOLE 1000875 0 132 SPDR SERIES TRUST DB INT GVT ETF 78464A490 1924 33900 SH SOLE 32000 0 1900 SPDR SERIES TRUST BRCLYS AGG ETF 78464A649 958 16550 SH SOLE 16550 0 0 SPDR SERIES TRUST S&P PHARMAC 78464A722 6262 122000 SH SOLE 122000 0 0 SPDR SERIES TRUST LNG TRM CORP BD 78464A367 39 1000 SH SOLE 1000 0 0 SPDR SERIES TRUST INTR TRM CORP BD 78464A375 1629 49050 SH SOLE 46800 0 2250 SPDR SERIES TRUST BARC CAPTL ETF 78464A474 90 3000 SH SOLE 3000 0 0 SPDR SERIES TRUST CAP MORTG ETF 78464A383 114 4175 SH SOLE 4175 0 0 SPROTT PHYSICAL SILVER TR TR UNIT 85207K107 2 126 SH SOLE 0 0 126 STARBUCKS CORP COM 855244109 5 100 SH SOLE 0 0 100 STERICYCLE INC COM 858912108 3 35 SH SOLE 0 0 35 SYSCO CORP COM 871829107 6 200 SH SOLE 0 0 200 TARGET CORP COM 87612E106 5 100 SH SOLE 0 0 100 TELEDYNE TECHNOLOGIES INC COM 879360105 3 50 SH SOLE 0 0 50 TELEFONICA S A SPONSORED ADR 879382208 80 4672 SH SOLE 0 0 4672 TEMPLETON GLOBAL INCOME FD COM 880198106 5 572 SH SOLE 0 0 572 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 233 5768 SH SOLE 0 0 5768 TEXAS INSTRS INC COM 882508104 3 100 SH SOLE 0 0 100 TIMKEN CO COM 887389104 275 7095 SH SOLE 0 0 7095 TJX COS INC NEW COM 872540109 6 100 SH SOLE 0 0 100 TRIUMPH GROUP INC NEW COM 896818101 374 6391 SH SOLE 0 0 6391 TYSON FOODS INC CL A 902494103 4 200 SH SOLE 0 0 200 ULTRA PETROLEUM CORP COM 903914109 3 100 SH SOLE 0 0 100 UNION PAC CORP COM 907818108 128 1210 SH SOLE 0 0 1210 UNITED PARCEL SERVICE INC CL B 911312106 111 1517 SH SOLE 0 0 1517 UNITED STATES STL CORP NEW COM 912909108 124 4692 SH SOLE 0 0 4692 UNITED STS COMMODITY INDEX F COMM IDX FND 911717106 2043 35000 SH SOLE 35000 0 0 UNITEDHEALTH GROUP INC COM 91324P102 173 3410 SH SOLE 0 0 3410 VALERO ENERGY CORP NEW COM 91913Y100 3 139 SH SOLE 0 0 139 VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 464 5734 SH SOLE 5000 0 734 VANGUARD BD INDEX FD INC INTERMED TERM 921937819 261 3000 SH SOLE 3000 0 0 VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 11615 139040 SH SOLE 132735 0 6305 VANGUARD INDEX FDS TOTAL STK MKT 922908769 28180 438253 SH SOLE 438000 0 253 VANGUARD INDEX FDS EXTEND MKT ETF 922908652 27216 525000 SH SOLE 525000 0 0 VANGUARD INDEX FDS VALUE ETF 922908744 15828 301536 SH SOLE 172000 0 129536 VANGUARD INDEX FDS MID CAP ETF 922908629 51808 720161 SH SOLE 720000 0 161 VANGUARD INDEX FDS SMALL CP ETF 922908751 50394 723325 SH SOLE 574000 0 149325 VANGUARD INDEX FDS GROWTH ETF 922908736 20620 333866 SH SOLE 144000 0 189866 VANGUARD INDEX FDS SML CP GRW ETF 922908595 1757 23007 SH SOLE 8000 0 15007 VANGUARD INDEX FDS LARGE CAP ETF 922908637 34038 594024 SH SOLE 470000 0 124024 VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 2682 45046 SH SOLE 0 0 45046 VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 1275 24679 SH SOLE 0 0 24679 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 56677 1483302 SH SOLE 1243000 0 240302 VANGUARD INTL EQUITY INDEX F MSCI PAC ETF 922042866 2813 59113 SH SOLE 59000 0 113 VANGUARD INTL EQUITY INDEX F MSCI EUROPE ETF 922042874 3812 92000 SH SOLE 92000 0 0 VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 11980 302155 SH SOLE 147500 0 154655 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 648 15000 SH SOLE 15000 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 3731 45300 SH SOLE 45300 0 0 VANGUARD SCOTTSDALE FDS SHRT-TERM CORP 92206C409 784 10075 SH SOLE 10075 0 0 VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 87 1000 SH SOLE 1000 0 0 VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 171 3300 SH SOLE 3300 0 0 VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 6026 110262 SH SOLE 109000 0 1262 VANGUARD WORLD FD MEGA GRWTH IND 921910816 8514 177000 SH SOLE 177000 0 0 VANGUARD WORLD FD MEGA VALUE 300 921910840 2825 74000 SH SOLE 74000 0 0 VANGUARD WORLD FD MEGA CAP INDEX 921910873 4516 105000 SH SOLE 105000 0 0 VANGUARD WORLD FDS ENERGY ETF 92204A306 159 1578 SH SOLE 0 0 1578 VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 612 10000 SH SOLE 0 0 10000 VANGUARD WORLD FDS MATERIALS ETF 92204A801 11 151 SH SOLE 0 0 151 VANGUARD WORLD FDS UTILITIES ETF 92204A876 36 462 SH SOLE 0 0 462 VANGUARD WORLD FDS INF TECH ETF 92204A702 1816 29594 SH SOLE 0 0 29594 WAL MART STORES INC COM 931142103 113 1891 SH SOLE 0 0 1891 WASTE CONNECTIONS INC COM 941053100 3 105 SH SOLE 0 0 105 WELLS FARGO & CO NEW COM 949746101 75 2725 SH SOLE 0 0 2725 WHITING PETE CORP NEW COM 966387102 2 50 SH SOLE 0 0 50 WISDOMTREE TR EM LCL DEBT FD 97717X867 665 13675 SH SOLE 13675 0 0 WISDOMTREE TRUST DEFA FD 97717W703 8 196 SH SOLE 0 0 196 WISDOMTREE TRUST DRYFS CURR ETF 97717W133 1576 80000 SH SOLE 80000 0 0 WOLVERINE WORLD WIDE INC COM 978097103 4 115 SH SOLE 0 0 115 XILINX INC COM 983919101 134 4170 SH SOLE 0 0 4170