0000910472-12-001455.txt : 20120515 0000910472-12-001455.hdr.sgml : 20120515 20120515172212 ACCESSION NUMBER: 0000910472-12-001455 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120331 FILED AS OF DATE: 20120515 DATE AS OF CHANGE: 20120515 EFFECTIVENESS DATE: 20120515 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: 12846128 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: March 31, 2012 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 May 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: 431 Form 13F Information Table Value Total: $1,937,149 (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 3-D SYS CORP DEL COM NEW 88554D205 11 460 SH SOLE 460 0 0 ABBOTT LABS COM 002824100 133 2170 SH SOLE 0 0 2170 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 10 155 SH SOLE 0 0 155 ACCO BRANDS CORP COM 00081T108 10 841 SH SOLE 841 0 0 ACETO CORP COM 004446100 10 1102 SH SOLE 1102 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 344 3881 SH SOLE 0 0 3881 AFLAC INC COM 001055102 152 3312 SH SOLE 0 0 3312 AK STL HLDG CORP COM 001547108 8 1000 SH SOLE 0 0 1000 ALEXION PHARMACEUTICALS COM 015351109 10 113 SH SOLE 113 0 0 INC ALLIANCEBERNSTEIN GBL COM 01879R106 3 195 SH SOLE 0 0 195 HGH IN ALPHA NATURAL RESOURCES COM 02076X102 2 100 SH SOLE 0 0 100 INC AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 15 600 SH SOLE 0 0 600 AMERICAN RLTY CAP TR INC COM 02917L101 55 5376 SH SOLE 0 0 5376 AMERICAN STRATEGIC COM 03009T101 8 1110 SH SOLE 0 0 1110 INCOME II AMETEK INC NEW COM 031100100 5 105 SH SOLE 0 0 105 AMPHENOL CORP NEW CL A 032095101 6 100 SH SOLE 0 0 100 ANSYS INC COM 03662Q105 3 40 SH SOLE 0 0 40 APPLE INC COM 037833100 405 676 SH SOLE 0 0 676 APPLIED MATLS INC COM 038222105 4 300 SH SOLE 0 0 300 ARCHER DANIELS MIDLAND COM 039483102 3 100 SH SOLE 0 0 100 CO ARCTIC CAT INC COM 039670104 10 230 SH SOLE 230 0 0 AT&T INC COM 00206R102 3 100 SH SOLE 0 0 100 ATWOOD OCEANICS INC COM 050095108 9 200 SH SOLE 0 0 200 AVIAT NETWORKS INC COM 05366Y102 9 3333 SH SOLE 3333 0 0 BALL CORP COM 058498106 324 7552 SH SOLE 0 0 7552 BALLY TECHNOLOGIES INC COM 05874B107 10 218 SH SOLE 218 0 0 BARCLAYS BK PLC IPATH S&P MT 06740C519 1017 22000 SH SOLE 22000 0 0 ETN BARCLAYS BK PLC LNGC S&P500 14 06740H666 13147 80000 SH SOLE 80000 0 0 BARCLAYS BK PLC RUSS2000 3X LG 06740P403 712 10000 SH SOLE 10000 0 0 BASIC ENERGY SVCS INC COM 06985P100 1 48 SH SOLE 0 0 48 NEW BAXTER INTL INC COM 071813109 12 200 SH SOLE 0 0 200 BB&T CORP COM 054937107 24 750 SH SOLE 0 0 750 BERKSHIRE HATHAWAY INC CL B NEW 084670702 1348 16607 SH SOLE 15000 0 1607 DEL BERKSHIRE HATHAWAY INC CL A 084670108 488 4 SH SOLE 0 0 4 DEL BLACKROCK CORPOR HIGH COM 09255L106 2 220 SH SOLE 0 0 220 YLD FD BLACKROCK INC COM 09247X101 3 12 SH SOLE 0 0 12 BLACKROCK SR HIGH INCOME COM 09255T109 2 516 SH SOLE 0 0 516 FD BOINGO WIRELESS INC COM 09739C102 9 765 SH SOLE 765 0 0 BROADRIDGE FINL COM 11133T103 2 80 SH SOLE 0 0 80 SOLUTIONS IN CALLIDUS SOFTWARE INC COM 13123E500 10 1269 SH SOLE 1269 0 0 CARIBOU COFFEE INC COM 142042209 235 12608 SH SOLE 0 0 12608 CARTER INC COM 146229109 10 205 SH SOLE 205 0 0 CELGENE CORP COM 151020104 192 2471 SH SOLE 0 0 2471 CENTRAL FD CDA LTD CL A 153501101 1 40 SH SOLE 0 0 40 CHARMING SHOPPES INC COM 161133103 10 1730 SH SOLE 1730 0 0 CHART INDS INC COM PAR $0.01 16115Q308 10 137 SH SOLE 137 0 0 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 149 1390 SH SOLE 0 0 1390 CISCO SYS INC COM 17275R102 4 200 SH SOLE 0 0 200 CITIGROUP INC COM NEW 172967424 8 215 SH SOLE 0 0 215 COCA COLA CO COM 191216100 151 2035 SH SOLE 0 0 2035 COINSTAR INC COM 19259P300 311 4898 SH SOLE 0 0 4898 COLGATE PALMOLIVE CO COM 194162103 133 1355 SH SOLE 0 0 1355 CONAGRA FOODS INC COM 205887102 0 15 SH SOLE 0 0 15 CONCEPTUS INC COM 206016107 10 670 SH SOLE 670 0 0 CONCHO RES INC COM 20605P101 1 10 SH SOLE 0 0 10 CONNS INC COM 208242107 11 738 SH SOLE 738 0 0 CONOCOPHILLIPS COM 20825C104 3153 41477 SH SOLE 37500 0 3977 CONSOL ENERGY INC COM 20854P109 1 23 SH SOLE 0 0 23 CONSTANT CONTACT INC COM 210313102 10 344 SH SOLE 344 0 0 CONTINENTAL RESOURCES COM 212015101 10 114 SH SOLE 114 0 0 INC CVS CAREMARK CORPORATION COM 126650100 179 4005 SH SOLE 0 0 4005 D R HORTON INC COM 23331A109 9 625 SH SOLE 625 0 0 DANA HLDG CORP COM 235825205 312 20133 SH SOLE 0 0 20133 DANAHER CORP DEL COM 235851102 6 100 SH SOLE 0 0 100 DDR CORP COM 23317H102 10 666 SH SOLE 666 0 0 DEERE & CO COM 244199105 8 100 SH SOLE 0 0 100 DIAGEO P L C SPON ADR NEW 25243Q205 4 42 SH SOLE 0 0 42 DIGITAL RLTY TR INC COM 253868103 10 139 SH SOLE 139 0 0 DIRECTV COM CL A 25490A101 323 6556 SH SOLE 0 0 6556 DISCOVERY COMMUNICATNS COM SER A 25470F104 6 114 SH SOLE 0 0 114 NEW DISNEY WALT CO COM DISNEY 254687106 185 4217 SH SOLE 0 0 4217 DU PONT E I DE NEMOURS & COM 263534109 146 2762 SH SOLE 0 0 2762 CO DYCOM INDS INC COM 267475101 209 8935 SH SOLE 0 0 8935 E M C CORP MASS COM 268648102 6 200 SH SOLE 0 0 200 EAGLE MATERIALS INC COM 26969P108 11 303 SH SOLE 303 0 0 EBAY INC COM 278642103 4 100 SH SOLE 0 0 100 EMERSON ELEC CO COM 291011104 125 2402 SH SOLE 0 0 2402 ETFS GOLD TR SHS 26922Y105 1 5 SH SOLE 0 0 5 ETFS WHITE METALS BASKET PHY WM BSK SHS 26923B104 1 15 SH SOLE 0 0 15 TR EXELON CORP COM 30161N101 4 100 SH SOLE 0 0 100 EXXON MOBIL CORP COM 30231G102 3130 36090 SH SOLE 35500 0 590 FIRST HORIZON NATL CORP COM 320517105 10 1001 SH SOLE 1001 0 0 FISERV INC COM 337738108 6 85 SH SOLE 0 0 85 FLOWERS FOODS INC COM 343498101 2 118 SH SOLE 0 0 118 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 3 100 SH SOLE 0 0 100 FOOT LOCKER INC COM 344849104 406 13065 SH SOLE 0 0 13065 FORD MTR CO DEL COM PAR $0.01 345370860 66 5251 SH SOLE 0 0 5251 FORTUNE BRANDS HOME & COM 34964C106 10 475 SH SOLE 475 0 0 SEC IN FOSSIL INC COM 349882100 6 45 SH SOLE 0 0 45 FOSTER WHEELER AG COM H27178104 2 100 SH SOLE 0 0 100 FREEPORT-MCMORAN COPPER COM 35671D857 4 100 SH SOLE 0 0 100 & GO FUEL TECH INC COM 359523107 1 100 SH SOLE 0 0 100 GAYLORD ENTMT CO NEW COM 367905106 10 318 SH SOLE 318 0 0 GENERAL ELECTRIC CO COM 369604103 401 20000 SH SOLE 20000 0 0 GENERAL MTRS CO COM 37045V100 3 128 SH SOLE 0 0 128 GENESCO INC COM 371532102 351 4904 SH SOLE 0 0 4904 GEORESOURCES INC COM 372476101 10 295 SH SOLE 295 0 0 GLOBAL X FDS SILVER MNR ETF 37950E853 1 39 SH SOLE 0 0 39 GOOGLE INC CL A 38259P508 174 272 SH SOLE 0 0 272 GREAT LAKES DREDGE & COM 390607109 10 1408 SH SOLE 1408 0 0 DOCK CO GUESS INC COM 401617105 143 4575 SH SOLE 0 0 4575 HALLIBURTON CO COM 406216101 161 4841 SH SOLE 0 0 4841 HARLEY DAVIDSON INC COM 412822108 210 4278 SH SOLE 0 0 4278 HEINZ H J CO COM 423074103 87 1621 SH SOLE 0 0 1621 HELEN OF TROY CORP LTD COM G4388N106 273 8028 SH SOLE 0 0 8028 HONEYWELL INTL INC COM 438516106 121 1980 SH SOLE 0 0 1980 HORMEL FOODS CORP COM 440452100 183 6194 SH SOLE 0 0 6194 HORNBECK OFFSHORE SVCS COM 440543106 10 241 SH SOLE 241 0 0 INC N IDEXX LABS INC COM 45168D104 5 60 SH SOLE 0 0 60 IHS INC CL A 451734107 7 70 SH SOLE 0 0 70 INTEL CORP COM 458140100 163 5791 SH SOLE 0 0 5791 INTERNATIONAL BUSINESS COM 459200101 13 60 SH SOLE 0 0 60 MACHS INTERVAL LEISURE GROUP COM 46113M108 5 285 SH SOLE 0 0 285 INC INTL PAPER CO COM 460146103 7 200 SH SOLE 0 0 200 INVENSENSE INC COM 46123D205 9 523 SH SOLE 523 0 0 ISHARES DIVERSIFIED ALTR SH BEN INT 464294107 487 10000 SH SOLE 10000 0 0 TR ISHARES INC MSCI HONG KONG 464286871 3651 209306 SH SOLE 35000 0 174306 ISHARES INC MSCI JAPAN 464286848 9263 910362 SH SOLE 910000 0 362 ISHARES INC MSCI EMU INDEX 464286608 663 21000 SH SOLE 21000 0 0 ISHARES INC MSCI PAC J IDX 464286665 18565 426577 SH SOLE 419000 0 7577 ISHARES INC MSCI AUSTRALIA 464286103 14 592 SH SOLE 0 0 592 ISHARES INC MSCI GERMAN 464286806 28192 1211013 SH SOLE 825300 0 385713 ISHARES INC MSCI SWEDEN 464286756 2031 70000 SH SOLE 70000 0 0 ISHARES INC MSCI CDA INDEX 464286509 6066 214032 SH SOLE 210000 0 4032 ISHARES INC MSCI SINGAPORE 464286673 4 286 SH SOLE 0 0 286 ISHARES INC MSCI TAIWAN 464286731 3121 232631 SH SOLE 232000 0 631 ISHARES INC MSCI NETHR 464286814 152 8000 SH SOLE 8000 0 0 INVES ISHARES INC MSCI SWITZERLD 464286749 1902 76000 SH SOLE 76000 0 0 ISHARES INC MSCI UTD KINGD 464286699 9013 521000 SH SOLE 521000 0 0 ISHARES INC MSCI S KOREA 464286772 417 7000 SH SOLE 7000 0 0 ISHARES INC MSCI BRIC INDX 464286657 2862 70000 SH SOLE 70000 0 0 ISHARES INC MSCI TURKEY FD 464286715 1 25 SH SOLE 0 0 25 ISHARES INC MSCI EMKT EUR 464286566 250 9000 SH SOLE 9000 0 0 ISHARES INC MSCI EM SML CP 464286475 1492 32000 SH SOLE 32000 0 0 ISHARES INC CTR WLD MINVL 464286525 927 17000 SH SOLE 17000 0 0 ISHARES TR S&P EURO PLUS 464287861 560 15000 SH SOLE 15000 0 0 ISHARES TR S&P MIDCAP 400 464287507 15677 158000 SH SOLE 158000 0 0 ISHARES TR S&P MIDCP VALU 464287705 203 2377 SH SOLE 0 0 2377 ISHARES TR S&P MC 400 GRW 464287606 516 4586 SH SOLE 0 0 4586 ISHARES TR S&P SMLCAP 600 464287804 36 478 SH SOLE 0 0 478 ISHARES TR S&P SMLCP GROW 464287887 106 1289 SH SOLE 0 0 1289 ISHARES TR S&P 500 VALUE 464287408 5182 79815 SH SOLE 75000 0 4815 ISHARES TR S&P 500 INDEX 464287200 75139 532110 SH SOLE 529105 0 3005 ISHARES TR S&P500 GRW 464287309 8417 111674 SH SOLE 107000 0 4674 ISHARES TR RUSSELL 1000 464287622 35 451 SH SOLE 0 0 451 ISHARES TR RUSSELL1000VAL 464287598 36080 514909 SH SOLE 194675 0 320234 ISHARES TR RUSSELL1000GRW 464287614 87738 1327748 SH SOLE 946225 0 381523 ISHARES TR RUSSELL 2000 464287655 36264 437915 SH SOLE 428180 0 9735 ISHARES TR RUSL 2000 VALU 464287630 14 195 SH SOLE 0 0 195 ISHARES TR RUSL 3000 GROW 464287671 1131 21000 SH SOLE 21000 0 0 ISHARES TR DJ US REAL EST 464287739 1839 29524 SH SOLE 28000 0 1524 ISHARES TR S&P GL C STAPL 464288737 283 4000 SH SOLE 4000 0 0 ISHARES TR RUSL 2000 GROW 464287648 10086 105744 SH SOLE 105600 0 144 ISHARES TR DJ OIL EQUIP 464288844 2301 43000 SH SOLE 43000 0 0 ISHARES TR MSCI EAFE 464287465 3039 55357 SH SOLE 4000 0 51357 INDEX ISHARES TR S&P LTN AM 40 464287390 17796 373620 SH SOLE 371000 0 2620 ISHARES TR RUSSELL MIDCAP 464287499 46605 420926 SH SOLE 405975 0 14951 ISHARES TR RUSSELL MCP GR 464287481 42497 675949 SH SOLE 450825 0 225124 ISHARES TR RUSSELL MCP VL 464287473 113 2343 SH SOLE 0 0 2343 ISHARES TR S&P GLB100INDX 464287572 7949 125000 SH SOLE 125000 0 0 ISHARES TR S&P GBL ENER 464287341 14122 355000 SH SOLE 355000 0 0 ISHARES TR S&P GBL HLTHCR 464287325 3008 50000 SH SOLE 50000 0 0 ISHARES TR S&P GBL INF 464287291 14654 207000 SH SOLE 207000 0 0 ISHARES TR S&P GBL TELCM 464287275 5764 102000 SH SOLE 102000 0 0 ISHARES TR DJ US BAS MATL 464287838 774 11000 SH SOLE 11000 0 0 ISHARES TR DJ US FINL SEC 464287788 6203 106000 SH SOLE 106000 0 0 ISHARES TR DJ US HEALTHCR 464287762 5630 72000 SH SOLE 72000 0 0 ISHARES TR DJ US INDUSTRL 464287754 71 1000 SH SOLE 1000 0 0 ISHARES TR DJ US TELECOMM 464287713 7015 316000 SH SOLE 316000 0 0 ISHARES TR NASDQ BIO INDX 464287556 7398 60000 SH SOLE 60000 0 0 ISHARES TR BARCLYS 1-3 YR 464287457 232 2749 SH SOLE 0 0 2749 ISHARES TR BARCLYS 7-10 464287440 2897 28055 SH SOLE 28000 0 55 YR ISHARES TR BARCLYS 20+ YR 464287432 785 7000 SH SOLE 7000 0 0 ISHARES TR IBOXX INV CPBD 464287242 34303 296666 SH SOLE 207725 0 88941 ISHARES TR MSCI EMERG MKT 464287234 33098 770698 SH SOLE 702495 0 68203 ISHARES TR S&P NA MULTIMD 464287531 2373 76000 SH SOLE 76000 0 0 ISHARES TR S&P NA SOFTWR 464287515 6653 101000 SH SOLE 101000 0 0 ISHARES TR S&P 100 IDX FD 464287101 27463 428848 SH SOLE 208000 0 220848 ISHARES TR MSCI ACJPN IDX 464288182 20206 358000 SH SOLE 358000 0 0 ISHARES TR BARCLY USAGG B 464287226 11431 104061 SH SOLE 78051 0 26010 ISHARES TR DJ SEL DIV INX 464287168 5691 101699 SH SOLE 77000 0 24699 ISHARES TR BARCLYS TIPS 464287176 1542 13107 SH SOLE 11000 0 2107 BD ISHARES TR LRGE CORE INDX 464287127 7294 91000 SH SOLE 91000 0 0 ISHARES TR MID CORE INDEX 464288208 6210 64400 SH SOLE 62000 0 2400 ISHARES TR LRGE GRW INDX 464287119 12188 158000 SH SOLE 158000 0 0 ISHARES TR LARGE VAL INDX 464288109 25608 405000 SH SOLE 405000 0 0 ISHARES TR MID GRWTH INDX 464288307 3155 29330 SH SOLE 29000 0 330 ISHARES TR MID VAL INDEX 464288406 561 7000 SH SOLE 7000 0 0 ISHARES TR SMLL GRWTH IDX 464288604 2718 29000 SH SOLE 29000 0 0 ISHARES TR SMLL VAL INDX 464288703 789 9000 SH SOLE 9000 0 0 ISHARES TR FTSE CHINA25 464287184 8953 244175 SH SOLE 42500 0 201675 IDX ISHARES TR MSCI GRW IDX 464288885 3537 60311 SH SOLE 0 0 60311 ISHARES TR DJ INS INDX FD 464288786 1602 50000 SH SOLE 50000 0 0 ISHARES TR DJ PHARMA INDX 464288836 7891 95000 SH SOLE 95000 0 0 ISHARES TR DJ OIL&GAS EXP 464288851 2368 36000 SH SOLE 36000 0 0 ISHARES TR S&P GL UTILITI 464288711 469 11000 SH SOLE 11000 0 0 ISHARES TR BARCLYS SH 464288679 6171 56000 SH SOLE 56000 0 0 TREA ISHARES TR HIGH YLD CORP 464288513 85368 941017 SH SOLE 661280 0 279737 ISHARES TR BARCLYS CR BD 464288620 53747 489856 SH SOLE 438925 0 50931 ISHARES TR BARCLYS 1-3YR 464288646 6250 59476 SH SOLE 28725 0 30751 CR ISHARES TR S&P GLB MTRLS 464288695 1895 30000 SH SOLE 30000 0 0 ISHARES TR S&P GL INDUSTR 464288729 1898 35000 SH SOLE 35000 0 0 ISHARES TR BARCLYS MBS BD 464288588 1030 9540 SH SOLE 9475 0 65 ISHARES TR US PFD STK IDX 464288687 16277 416936 SH SOLE 17275 0 399661 ISHARES TR BARCLYS 3-7 YR 464288661 2664 22000 SH SOLE 22000 0 0 ISHARES TR S&P NTL 464288414 3923 35856 SH SOLE 7725 0 28131 AMTFREE ISHARES TR BARCLYS GOVT 464288596 339 3000 SH SOLE 3000 0 0 CR ISHARES TR JPMORGAN USD 464288281 4759 42224 SH SOLE 32150 0 10074 ISHARES TR EPRA/NAR DEV 464288489 255 8860 SH SOLE 0 0 8860 R/E ISHARES TR BARCLYS INTER 464288638 12449 114372 SH SOLE 110180 0 4192 CR ISHARES TR BARCLYS INTER 464288612 7 64 SH SOLE 0 0 64 GV ISHARES TR MSCI SMALL CAP 464288273 1445 36000 SH SOLE 36000 0 0 ISHARES TR S&P ASIA 50 IN 464288430 2225 50000 SH SOLE 50000 0 0 ISHARES TR AGENCY BD FD 464288166 369 3275 SH SOLE 3275 0 0 ISHARES TR S&P SH NTL 464288158 951 8925 SH SOLE 8300 0 625 AMTFR ISHARES TR S&P CITINT TBD 464288117 8 78 SH SOLE 0 0 78 ISHARES TR S&P EMRG INFRS 464288216 1594 48000 SH SOLE 48000 0 0 ISHARES TR RUS200 VAL IDX 464289420 393 13000 SH SOLE 13000 0 0 ISHARES TR 10+ YR CR BD 464289511 58 1000 SH SOLE 1000 0 0 ISHARES TR POLND INVT MKT 46429B606 259 10000 SH SOLE 10000 0 0 ISHARES TR HGH DIV EQT FD 46429B663 23146 405000 SH SOLE 405000 0 0 ISHARES TR USA MIN VOL ID 46429B697 508 18000 SH SOLE 18000 0 0 ISHARES TR FINANCIALS SEC 46429B259 303 6000 SH SOLE 6000 0 0 ITT EDUCATIONAL SERVICES COM 45068B109 146 2201 SH SOLE 0 0 2201 INC JOHNSON & JOHNSON COM 478160104 195 2961 SH SOLE 0 0 2961 KAYNE ANDERSON MLP COM 486606106 3 91 SH SOLE 0 0 91 INVSMNT C KENNAMETAL INC COM 489170100 340 7629 SH SOLE 0 0 7629 KIRBY CORP COM 497266106 261 3974 SH SOLE 0 0 3974 KRAFT FOODS INC CL A 50075N104 106 2778 SH SOLE 0 0 2778 LEVEL 3 COMMUNICATIONS COM NEW 52729N308 24 938 SH SOLE 0 0 938 INC LIBERTY GLOBAL INC COM SER A 530555101 10 198 SH SOLE 198 0 0 LOCKHEED MARTIN CORP COM 539830109 179 1988 SH SOLE 0 0 1988 MACERICH CO COM 554382101 10 175 SH SOLE 175 0 0 MAGNA INTL INC COM 559222401 203 4250 SH SOLE 0 0 4250 MAGNUM HUNTER RES CORP COM 55973B102 9 1430 SH SOLE 1430 0 0 DEL MARATHON PETE CORP COM 56585A102 4 100 SH SOLE 0 0 100 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 991 20000 SH SOLE 20000 0 0 MARKET VECTORS ETF TR AGRIBUS ETF 57060U605 1 20 SH SOLE 0 0 20 MARKET VECTORS ETF TR JR GOLD MINERS 57060U589 1 30 SH SOLE 0 0 30 E MARTIN MARIETTA MATLS COM 573284106 10 115 SH SOLE 115 0 0 INC MATTEL INC COM 577081102 247 7335 SH SOLE 0 0 7335 MCDONALDS CORP COM 580135101 166 1695 SH SOLE 0 0 1695 MEDTRONIC INC COM 585055106 4 100 SH SOLE 0 0 100 MENS WEARHOUSE INC COM 587118100 274 7057 SH SOLE 0 0 7057 METLIFE INC COM 59156R108 9 235 SH SOLE 0 0 235 MICROSOFT CORP COM 594918104 6 200 SH SOLE 0 0 200 MOLEX INC COM 608554101 118 4193 SH SOLE 0 0 4193 MONOLITHIC PWR SYS INC COM 609839105 10 505 SH SOLE 505 0 0 MONOTYPE IMAGING COM 61022P100 4 245 SH SOLE 0 0 245 HOLDINGS IN MOSAIC CO NEW COM 61945C103 166 3007 SH SOLE 0 0 3007 MOVE INC COM NEW 62458M207 11 1100 SH SOLE 1100 0 0 NATIONAL OILWELL VARCO COM 637071101 190 2396 SH SOLE 0 0 2396 INC NIKE INC CL B 654106103 10 90 SH SOLE 0 0 90 NORFOLK SOUTHERN CORP COM 655844108 228 3467 SH SOLE 0 0 3467 NORTHERN OIL & GAS INC COM 665531109 1 44 SH SOLE 0 0 44 NEV 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 COM 67062Q106 44 2908 SH SOLE 0 0 2908 PLUS MU O REILLY AUTOMOTIVE INC COM 67103H107 7 75 SH SOLE 0 0 75 NEW OLD DOMINION FGHT LINES COM 679580100 347 7280 SH SOLE 0 0 7280 INC ORACLE CORP COM 68389X105 9 307 SH SOLE 0 0 307 PEPSICO INC COM 713448108 189 2855 SH SOLE 0 0 2855 PFIZER INC COM 717081103 11 505 SH SOLE 0 0 505 PHILIP MORRIS INTL INC COM 718172109 11 125 SH SOLE 0 0 125 PIEDMONT OFFICE REALTY COM CL A 720190206 15 832 SH SOLE 0 0 832 TR IN PIMCO ETF TR ENHAN SHRT MAT 72201R833 4445 44000 SH SOLE 44000 0 0 POWERSHARES DB CMDTY IDX UNIT BEN INT 73935S105 432 15000 SH SOLE 15000 0 0 TRA POWERSHARES ETF TR II S&P SMCP ENE P 73937B704 410 11000 SH SOLE 11000 0 0 POWERSHARES ETF TR II S&P SMCP IT PO 73937B860 1519 48000 SH SOLE 48000 0 0 POWERSHARES ETF TR II S&P500 LOW VOL 73937B779 1956 73000 SH SOLE 73000 0 0 POWERSHARES ETF TR II KBW RG BK PORT 73937B712 456 16000 SH SOLE 16000 0 0 POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X500 3 544 SH SOLE 0 0 544 POWERSHARES ETF TRUST S&P 500 HGH 73935X682 1322 86000 SH SOLE 86000 0 0 QLTY POWERSHARES ETF TRUST FTSE RAFI 1000 73935X583 55 913 SH SOLE 0 0 913 POWERSHARES ETF TRUST GOLDEN DRG USX 73935X401 17 804 SH SOLE 0 0 804 POWERSHARES ETF TRUST FINL PFD PTFL 73935X229 649 36250 SH SOLE 36250 0 0 POWERSHARES ETF TRUST FTSE US1500 SM 73935X567 1055 15500 SH SOLE 15500 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 27712 410240 SH SOLE 383000 0 27240 POWERSHS DB MULTI SECT DB PREC MTLS 73936B200 9158 157000 SH SOLE 157000 0 0 COMM POWERSHS DB MULTI SECT DB GOLD FUND 73936B606 9084 157218 SH SOLE 157000 0 218 COMM POWERSHS DB US DOLLAR DOLL INDX BULL 73936D107 7657 349478 SH SOLE 349000 0 478 INDEX PPG INDS INC COM 693506107 6 59 SH SOLE 0 0 59 PRICELINE COM INC COM NEW 741503403 6 9 SH SOLE 0 0 9 PRIVATEBANCORP INC COM 742962103 10 653 SH SOLE 653 0 0 PROCERA NETWORKS INC COM NEW 74269U203 12 519 SH SOLE 519 0 0 PROCTER & GAMBLE CO COM 742718109 8 117 SH SOLE 0 0 117 PROSHARES TR PSHS SHORT 74347R701 2058 58000 SH SOLE 58000 0 0 DOW30 PROSHARES TR PSHS SHRT 74347R503 19593 547903 SH SOLE 542000 0 5903 S&P500 PROSHARES TR PSHS 74347R826 1590 61000 SH SOLE 61000 0 0 SHTRUSS2000 PVH CORP COM 693656100 357 3999 SH SOLE 0 0 3999 QUALCOMM INC COM 747525103 7 100 SH SOLE 0 0 100 RACKSPACE HOSTING INC COM 750086100 11 188 SH SOLE 188 0 0 RAYONIER INC COM 754907103 3 60 SH SOLE 0 0 60 REINSURANCE GROUP AMER COM NEW 759351604 3 55 SH SOLE 0 0 55 INC REPUBLIC SVCS INC COM 760759100 105 3451 SH SOLE 0 0 3451 REVENUESHARES ETF TR LARGECAP FD 761396100 11340 434000 SH SOLE 434000 0 0 REVENUESHARES ETF TR SMALL CAP FD 761396308 618 17000 SH SOLE 17000 0 0 ROCK-TENN CO CL A 772739207 8 115 SH SOLE 0 0 115 RYDEX ETF TRUST GUG RUSS TOP 78355W205 6857 66500 SH SOLE 66500 0 0 50 RYDEX ETF TRUST GUG S&P500 PU 78355W304 2938 91000 SH SOLE 91000 0 0 VA RYDEX ETF TRUST GUG 78355W817 411 7000 SH SOLE 7000 0 0 S&P500EQWTTE SANDISK CORP COM 80004C101 5 100 SH SOLE 0 0 100 SANOFI SPONSORED ADR 80105N105 121 3118 SH SOLE 0 0 3118 SCHLUMBERGER LTD COM 806857108 2 26 SH SOLE 0 0 26 SCHULMAN A INC COM 808194104 19 704 SH SOLE 0 0 704 SCHWAB STRATEGIC TR INTL EQTY ETF 808524805 45 1715 SH SOLE 0 0 1715 SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 185 5524 SH SOLE 0 0 5524 SCHWAB STRATEGIC TR US SML CAP ETF 808524607 57 1545 SH SOLE 0 0 1545 SCHWAB STRATEGIC TR US LCAP GR ETF 808524300 207 6037 SH SOLE 0 0 6037 SCHWAB STRATEGIC TR US LCAP VA ETF 808524409 191 6114 SH SOLE 0 0 6114 SCHWAB STRATEGIC TR EMRG MKTEQ ETF 808524706 79 3063 SH SOLE 0 0 3063 SCHWAB STRATEGIC TR US MID-CAP ETF 808524508 97 3557 SH SOLE 0 0 3557 SEABRIDGE GOLD INC COM 811916105 2 100 SH SOLE 0 0 100 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 140 4000 SH SOLE 4000 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 37 1000 SH SOLE 1000 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 28578 398297 SH SOLE 395500 0 2797 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1933 122401 SH SOLE 101000 0 21401 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 3218 86000 SH SOLE 86000 0 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 15201 504000 SH SOLE 504000 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 8793 258000 SH SOLE 258000 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 12073 321000 SH SOLE 321000 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 45 1000 SH SOLE 1000 0 0 SIRIUS XM RADIO INC COM 82967N108 10 4310 SH SOLE 4310 0 0 SMITH & WESSON HLDG CORP COM 831756101 11 1483 SH SOLE 1483 0 0 SNAP ON INC COM 833034101 96 1575 SH SOLE 0 0 1575 SOLERA HOLDINGS INC COM 83421A104 3 65 SH SOLE 0 0 65 SOLUTIA INC COM NEW 834376501 7 260 SH SOLE 0 0 260 SOURCEFIRE INC COM 83616T108 10 210 SH SOLE 210 0 0 SOUTHWESTERN ENERGY CO COM 845467109 3 100 SH SOLE 0 0 100 SPDR DOW JONES INDL AVRG UT SER 1 78467X109 9944 75445 SH SOLE 72000 0 3445 ETF SPDR GOLD TRUST GOLD SHS 78463V107 30 184 SH SOLE 0 0 184 SPDR INDEX SHS FDS S&P BRIC 40ETF 78463X798 7990 324000 SH SOLE 324000 0 0 SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 14237 192000 SH SOLE 192000 0 0 SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 11623 170000 SH SOLE 170000 0 0 SPDR INDEX SHS FDS EUROPE ETF 78463X608 6032 140510 SH SOLE 57000 0 83510 SPDR S&P 500 ETF TR TR UNIT 78462F103 117239 832603 SH SOLE 826025 0 6578 SPDR S&P MIDCAP 400 ETF UTSER1 S&PDCRP 78467Y107 60308 333729 SH SOLE 323000 0 10729 TR SPDR SERIES TRUST S&P DIVID ETF 78464A763 3115 55000 SH SOLE 55000 0 0 SPDR SERIES TRUST S&P BIOTECH 78464A870 9293 115500 SH SOLE 115500 0 0 SPDR SERIES TRUST NUVN BR SHT 78464A425 440 18066 SH SOLE 0 0 18066 MUNI SPDR SERIES TRUST S&P METALS MNG 78464A755 199 4000 SH SOLE 4000 0 0 SPDR SERIES TRUST S&P REGL BKG 78464A698 2585 90786 SH SOLE 88000 0 2786 SPDR SERIES TRUST S&P BK ETF 78464A797 327 13707 SH SOLE 10000 0 3707 SPDR SERIES TRUST NUVN BRCLY 78464A458 3285 137804 SH SOLE 0 0 137804 MUNI SPDR SERIES TRUST BRCLYS INTL 78464A516 122 2029 SH SOLE 0 0 2029 ETF SPDR SERIES TRUST NUVN CALI MUNI 78464A441 613 25619 SH SOLE 18000 0 7619 SPDR SERIES TRUST BRCLYS YLD ETF 78464A417 38343 973908 SH SOLE 973475 0 433 SPDR SERIES TRUST DB INT GVT ETF 78464A490 2049 33900 SH SOLE 32000 0 1900 SPDR SERIES TRUST BRCLYS AGG ETF 78464A649 956 16550 SH SOLE 16550 0 0 SPDR SERIES TRUST S&P PHARMAC 78464A722 6966 122000 SH SOLE 122000 0 0 SPDR SERIES TRUST LNG TRM CORP 78464A367 39 1000 SH SOLE 1000 0 0 BD SPDR SERIES TRUST INTR TRM CORP 78464A375 1586 46800 SH SOLE 46800 0 0 BD SPDR SERIES TRUST BARC CAPTL ETF 78464A474 92 3000 SH SOLE 3000 0 0 SPDR SERIES TRUST CAP MORTG ETF 78464A383 266 9675 SH SOLE 9675 0 0 SPROTT PHYSICAL SILVER TR UNIT 85207K107 2 126 SH SOLE 0 0 126 TR STARBUCKS CORP COM 855244109 6 100 SH SOLE 0 0 100 SYNOVUS FINL CORP COM 87161C105 11 5235 SH SOLE 5235 0 0 SYSCO CORP COM 871829107 6 200 SH SOLE 0 0 200 TARGA RES CORP COM 87612G101 10 222 SH SOLE 222 0 0 TARGET CORP COM 87612E106 6 100 SH SOLE 0 0 100 TELEDYNE TECHNOLOGIES COM 879360105 3 50 SH SOLE 0 0 50 INC TEMPLETON GLOBAL INCOME COM 880198106 6 594 SH SOLE 0 0 594 FD TENNECO INC COM 880349105 172 4623 SH SOLE 0 0 4623 TEVA PHARMACEUTICAL INDS ADR 881624209 256 5679 SH SOLE 0 0 5679 LTD TEXAS INSTRS INC COM 882508104 3 100 SH SOLE 0 0 100 TIMKEN CO COM 887389104 319 6291 SH SOLE 0 0 6291 TJX COS INC NEW COM 872540109 8 200 SH SOLE 0 0 200 TPC GROUP INC COM 89236Y104 10 230 SH SOLE 230 0 0 TREX CO INC COM 89531P105 12 366 SH SOLE 366 0 0 TRIUMPH GROUP INC NEW COM 896818101 322 5136 SH SOLE 0 0 5136 TW TELECOM INC COM 87311L104 10 454 SH SOLE 454 0 0 TYSON FOODS INC CL A 902494103 4 200 SH SOLE 0 0 200 ULTA SALON COSMETCS & COM 90384S303 10 113 SH SOLE 113 0 0 FRAG I ULTRA PETROLEUM CORP COM 903914109 2 100 SH SOLE 0 0 100 UNION PAC CORP COM 907818108 144 1338 SH SOLE 0 0 1338 UNITED PARCEL SERVICE CL B 911312106 135 1672 SH SOLE 0 0 1672 INC UNITED RENTALS INC COM 911363109 10 236 SH SOLE 236 0 0 UNITED STATES STL CORP COM 912909108 166 5641 SH SOLE 0 0 5641 NEW UNITED STS COMMODITY COMM IDX FND 911717106 2146 35000 SH SOLE 35000 0 0 INDEX F UNITEDHEALTH GROUP INC COM 91324P102 223 3779 SH SOLE 0 0 3779 VALERO ENERGY CORP NEW COM 91913Y100 1 39 SH SOLE 0 0 39 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 9862 118417 SH SOLE 112735 0 5682 VANGUARD INDEX FDS TOTAL STK MKT 922908769 31596 437253 SH SOLE 437000 0 253 VANGUARD INDEX FDS EXTEND MKT ETF 922908652 31391 529000 SH SOLE 529000 0 0 VANGUARD INDEX FDS VALUE ETF 922908744 18481 320409 SH SOLE 181325 0 139084 VANGUARD INDEX FDS MID CAP ETF 922908629 60041 735981 SH SOLE 735820 0 161 VANGUARD INDEX FDS REIT ETF 922908553 7 104 SH SOLE 0 0 104 VANGUARD INDEX FDS SMALL CP ETF 922908751 58808 747047 SH SOLE 594190 0 152857 VANGUARD INDEX FDS GROWTH ETF 922908736 25468 358854 SH SOLE 152375 0 206479 VANGUARD INDEX FDS SML CP GRW ETF 922908595 2006 23067 SH SOLE 6300 0 16767 VANGUARD INDEX FDS LARGE CAP ETF 922908637 38159 592255 SH SOLE 450000 0 142255 VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 4210 61083 SH SOLE 11725 0 49358 VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 1451 25256 SH SOLE 0 0 25256 VANGUARD INTL EQUITY MSCI EMR MKT 922042858 70311 1617458 SH SOLE 1372995 0 244463 INDEX F ETF VANGUARD INTL EQUITY MSCI PAC ETF 922042866 3194 60113 SH SOLE 60000 0 113 INDEX F VANGUARD INTL EQUITY MSCI EUROPE 922042874 2996 65000 SH SOLE 65000 0 0 INDEX F ETF VANGUARD INTL EQUITY ALLWRLD EX US 922042775 11925 269668 SH SOLE 153775 0 115893 INDEX F VANGUARD INTL EQUITY TT WRLD ST ETF 922042742 724 15000 SH SOLE 15000 0 0 INDEX F VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 3794 45300 SH SOLE 45300 0 0 VANGUARD SCOTTSDALE FDS SHRT-TERM CORP 92206C409 796 10075 SH SOLE 10075 0 0 VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 85 1000 SH SOLE 1000 0 0 VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 171 3300 SH SOLE 3300 0 0 VANGUARD SPECIALIZED DIV APP ETF 921908844 6810 116304 SH SOLE 112000 0 4304 PORTFOL VANGUARD WORLD FD MEGA GRWTH IND 921910816 8403 152000 SH SOLE 152000 0 0 VANGUARD WORLD FD MEGA VALUE 300 921910840 3102 74000 SH SOLE 74000 0 0 VANGUARD WORLD FD MEGA CAP INDEX 921910873 4391 91000 SH SOLE 91000 0 0 VANGUARD WORLD FDS ENERGY ETF 92204A306 166 1578 SH SOLE 0 0 1578 VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 663 9814 SH SOLE 0 0 9814 VANGUARD WORLD FDS MATERIALS ETF 92204A801 12 151 SH SOLE 0 0 151 VANGUARD WORLD FDS UTILITIES ETF 92204A876 35 462 SH SOLE 0 0 462 VANGUARD WORLD FDS INF TECH ETF 92204A702 2142 28875 SH SOLE 0 0 28875 VERIZON COMMUNICATIONS COM 92343V104 113 2961 SH SOLE 0 0 2961 INC VOLTERRA SEMICONDUCTOR COM 928708106 10 290 SH SOLE 290 0 0 CORP WAL MART STORES INC COM 931142103 128 2092 SH SOLE 0 0 2092 WASTE CONNECTIONS INC COM 941053100 3 105 SH SOLE 0 0 105 WAUSAU PAPER CORP COM 943315101 10 1060 SH SOLE 1060 0 0 WELLS FARGO & CO NEW COM 949746101 100 2925 SH SOLE 0 0 2925 WEYERHAEUSER CO COM 962166104 10 467 SH SOLE 467 0 0 WHITING PETE CORP NEW COM 966387102 3 50 SH SOLE 0 0 50 WINTRUST FINANCIAL CORP COM 97650W108 11 294 SH SOLE 294 0 0 WISDOMTREE TR EM LCL DEBT FD 97717X867 911 17550 SH SOLE 17550 0 0 WISDOMTREE TRUST DEFA FD 97717W703 287 6398 SH SOLE 0 0 6398 WISDOMTREE TRUST MIDCAP DIVI FD 97717W505 367 6520 SH SOLE 0 0 6520 WISDOMTREE TRUST SMALLCAP DIVID 97717W604 317 6458 SH SOLE 0 0 6458 WISDOMTREE TRUST EMERG MKTS ETF 97717W315 456 7919 SH SOLE 0 0 7919 WISDOMTREE TRUST DRYFS CURR ETF 97717W133 1256 60000 SH SOLE 60000 0 0 WOLVERINE WORLD WIDE INC COM 978097103 4 115 SH SOLE 0 0 115