0000910472-12-002325.txt : 20120814 0000910472-12-002325.hdr.sgml : 20120814 20120814121425 ACCESSION NUMBER: 0000910472-12-002325 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120814 DATE AS OF CHANGE: 20120814 EFFECTIVENESS DATE: 20120814 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: 121030912 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 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 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: 17605 Wright Street Omaha, NE 68130 Form 13F File Number: 28-11877 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Douglas McCash Title: Chief Compliance Officer Phone: (402) 493-3313 Signature, Place, and Date of Signing: Douglas McCash Omaha, Nebraska August 10, 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 Rydex Advisors II, LLC [Repeat as necessary.] FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 372 Form 13F Information Table Value Total: $1,818,740 (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 Value SHRS/ OR/ SH/ PUT/ Investment Other Sole Shared None (x$1000) PRN/ AMT PRN CALL Discretion Managers 3M CO COM 88579Y101 127 1412 SH SOLE 0 0 1412 ABBOTT LABS COM 002824100 147 2286 SH SOLE 0 0 2286 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 9 155 SH SOLE 0 0 155 AFLAC INC COM 001055102 140 3293 SH SOLE 0 0 3293 AK STL HLDG CORP COM 001547108 6 1000 SH SOLE 0 0 1000 ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 3 197 SH SOLE 0 0 197 ALPHA NATURAL RESOURCES INC COM 02076X102 1 100 SH SOLE 0 0 100 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 16 600 SH SOLE 0 0 600 AMERICAN RLTY CAP TR INC COM 02917L101 59 5376 SH SOLE 0 0 5376 AMERICAN STRATEGIC INCOME II COM 03009T101 8 1119 SH SOLE 0 0 1119 AMETEK INC NEW COM 031100100 8 157 SH SOLE 0 0 157 AMPHENOL CORP NEW CL A 032095101 5 100 SH SOLE 0 0 100 ANSYS INC COM 03662Q105 3 40 SH SOLE 0 0 40 APPLE INC COM 037833100 513 878 SH SOLE 0 0 878 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 ATWOOD OCEANICS INC COM 050095108 8 200 SH SOLE 0 0 200 AUTOMATIC DATA PROCESSING IN COM 053015103 130 2330 SH SOLE 0 0 2330 BALL CORP COM 058498106 319 7771 SH SOLE 0 0 7771 BARCLAYS BK PLC IPATH S&P MT ETN 06740C519 896 20000 SH SOLE 20000 0 0 BARCLAYS BK PLC LNGC S&P500 14 06740H666 13281 85000 SH SOLE 85000 0 0 BARCLAYS BK PLC RUSS2000 3X LG 06740P403 648 10000 SH SOLE 10000 0 0 BAXTER INTL INC COM 071813109 11 200 SH SOLE 0 0 200 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1384 16607 SH SOLE 15000 0 1607 BERKSHIRE HATHAWAY INC DEL CL A 084670108 500 4 SH SOLE 0 0 4 BLACKROCK CORPOR HIGH YLD FD COM 09255L106 2 222 SH SOLE 0 0 222 BLACKROCK SR HIGH INCOME FD COM 09255T109 2 521 SH SOLE 0 0 521 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 2 80 SH SOLE 0 0 80 CARIBOU COFFEE INC COM 142042209 158 12200 SH SOLE 0 0 12200 CATERPILLAR INC DEL COM 149123101 223 2628 SH SOLE 0 0 2628 CELGENE CORP COM 151020104 152 2363 SH SOLE 0 0 2363 CENTRAL FD CDA LTD CL A 153501101 1 40 SH SOLE 0 0 40 CHEVRON CORP NEW COM 166764100 168 1593 SH SOLE 0 0 1593 CISCO SYS INC COM 17275R102 5 300 SH SOLE 0 0 300 CITIGROUP INC COM NEW 172967424 6 215 SH SOLE 0 0 215 COCA COLA CO COM 191216100 168 2149 SH SOLE 0 0 2149 COINSTAR INC COM 19259P300 346 5044 SH SOLE 0 0 5044 COLGATE PALMOLIVE CO COM 194162103 147 1408 SH SOLE 0 0 1408 CONAGRA FOODS INC COM 205887102 0 14 SH SOLE 0 0 14 CONOCOPHILLIPS COM 20825C104 1302 23295 SH SOLE 21000 0 2295 CVS CAREMARK CORPORATION COM 126650100 175 3743 SH SOLE 0 0 3743 DANA HLDG CORP COM 235825205 272 21231 SH SOLE 0 0 21231 DANAHER CORP DEL COM 235851102 5 100 SH SOLE 0 0 100 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 DIRECTV COM CL A 25490A101 318 6523 SH SOLE 0 0 6523 DISCOVER FINL SVCS COM 254709108 3 100 SH SOLE 0 0 100 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 6 114 SH SOLE 0 0 114 DISNEY WALT CO COM DISNEY 254687106 196 4032 SH SOLE 0 0 4032 DOLLAR GEN CORP NEW COM 256677105 5 100 SH SOLE 0 0 100 DU PONT E I DE NEMOURS & CO COM 263534109 144 2847 SH SOLE 0 0 2847 DYCOM INDS INC COM 267475101 162 8679 SH SOLE 0 0 8679 E M C CORP MASS COM 268648102 5 200 SH SOLE 0 0 200 EBAY INC COM 278642103 8 200 SH SOLE 0 0 200 EMERSON ELEC CO COM 291011104 5 100 SH SOLE 0 0 100 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 EXELON CORP COM 30161N101 4 100 SH SOLE 0 0 100 EXXON MOBIL CORP COM 30231G102 3088 36090 SH SOLE 35500 0 590 FISERV INC COM 337738108 6 85 SH SOLE 0 0 85 FLOWERS FOODS INC COM 343498101 3 118 SH SOLE 0 0 118 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 2 100 SH SOLE 0 0 100 FOOT LOCKER INC COM 344849104 346 11320 SH SOLE 0 0 11320 FORD MTR CO DEL COM PAR $0.01 345370860 50 5250 SH SOLE 0 0 5250 FOSSIL INC COM 349882100 3 45 SH SOLE 0 0 45 FOSTER WHEELER AG COM H27178104 2 100 SH SOLE 0 0 100 FREEPORT-MCMORAN COPPER & GO COM 35671D857 3 100 SH SOLE 0 0 100 FUEL TECH INC COM 359523107 0 100 SH SOLE 0 0 100 GENERAL ELECTRIC CO COM 369604103 439 21070 SH SOLE 21000 0 70 GENERAL MTRS CO COM 37045V100 3 128 SH SOLE 0 0 128 GENESCO INC COM 371532102 270 4485 SH SOLE 0 0 4485 GLOBAL X FDS SILVER MNR ETF 37950E853 1 39 SH SOLE 0 0 39 GOOGLE INC CL A 38259P508 154 265 SH SOLE 0 0 265 GUESS INC COM 401617105 140 4610 SH SOLE 0 0 4610 HALLIBURTON CO COM 406216101 5 164 SH SOLE 0 0 164 HARLEY DAVIDSON INC COM 412822108 185 4056 SH SOLE 0 0 4056 HEINZ H J CO COM 423074103 88 1621 SH SOLE 0 0 1621 HELEN OF TROY CORP LTD COM G4388N106 287 8459 SH SOLE 0 0 8459 HONEYWELL INTL INC COM 438516106 121 2159 SH SOLE 0 0 2159 HORMEL FOODS CORP COM 440452100 177 5820 SH SOLE 0 0 5820 IDEXX LABS INC COM 45168D104 6 60 SH SOLE 0 0 60 IHS INC CL A 451734107 8 70 SH SOLE 0 0 70 INTEL CORP COM 458140100 167 6278 SH SOLE 0 0 6278 INTERNATIONAL BUSINESS MACHS COM 459200101 11 57 SH SOLE 0 0 57 INTERVAL LEISURE GROUP INC COM 46113M108 5 285 SH SOLE 0 0 285 ISHARES DIVERSIFIED ALTR TR SH BEN INT 464294107 486 10000 SH SOLE 10000 0 0 ISHARES INC MSCI HONG KONG 464286871 3176 193675 SH SOLE 35000 0 158675 ISHARES INC MSCI SWEDEN 464286756 1545 60000 SH SOLE 60000 0 0 ISHARES INC MSCI TAIWAN 464286731 2539 207631 SH SOLE 207000 0 631 ISHARES INC MSCI EMKT EUR 464286566 188 8000 SH SOLE 8000 0 0 ISHARES INC MSCI JAPAN 464286848 6120 650362 SH SOLE 650000 0 362 ISHARES INC MSCI EMU INDEX 464286608 357 13000 SH SOLE 13000 0 0 ISHARES INC MSCI PAC J IDX 464286665 14606 358433 SH SOLE 353000 0 5433 ISHARES INC MSCI AUSTRALIA 464286103 13 592 SH SOLE 0 0 592 ISHARES INC MSCI GERMAN 464286806 20810 1051034 SH SOLE 650300 0 400734 ISHARES INC MSCI CDA INDEX 464286509 5765 223087 SH SOLE 218000 0 5087 ISHARES INC MSCI SINGAPORE 464286673 4 286 SH SOLE 0 0 286 ISHARES INC MSCI NETHR INVES 464286814 85 5000 SH SOLE 5000 0 0 ISHARES INC MSCI SWITZERLD 464286749 1741 76000 SH SOLE 76000 0 0 ISHARES INC MSCI UTD KINGD 464286699 8340 512000 SH SOLE 512000 0 0 ISHARES INC MSCI S KOREA 464286772 384 7000 SH SOLE 7000 0 0 ISHARES INC MSCI BRIC INDX 464286657 2511 70000 SH SOLE 70000 0 0 ISHARES INC MSCI EM SML CP 464286475 980 23000 SH SOLE 23000 0 0 ISHARES INC CTR WLD MINVL 464286525 2775 51000 SH SOLE 51000 0 0 ISHARES INC EM MKT MIN VOL 464286533 380 7000 SH SOLE 7000 0 0 ISHARES TR S&P MIDCP VALU 464287705 124 1522 SH SOLE 0 0 1522 ISHARES TR S&P MC 400 GRW 464287606 390 3687 SH SOLE 0 0 3687 ISHARES TR S&P SMLCP GROW 464287887 161 1993 SH SOLE 0 0 1993 ISHARES TR S&P 500 INDEX 464287200 68974 504383 SH SOLE 501880 0 2503 ISHARES TR S&P500 GRW 464287309 12660 172219 SH SOLE 168000 0 4219 ISHARES TR RUSSELL1000GRW 464287614 88918 1406260 SH SOLE 1006000 0 400260 ISHARES TR RUSL 2000 VALU 464287630 222 3149 SH SOLE 3000 0 149 ISHARES TR RUSL 2000 GROW 464287648 6779 74108 SH SOLE 74000 0 108 ISHARES TR MSCI EAFE INDEX 464287465 205 4112 SH SOLE 0 0 4112 ISHARES TR S&P LTN AM 40 464287390 10578 255192 SH SOLE 254000 0 1192 ISHARES TR RUSSELL MCP VL 464287473 109 2343 SH SOLE 0 0 2343 ISHARES TR S&P GLB100INDX 464287572 7364 125000 SH SOLE 125000 0 0 ISHARES TR S&P GBL ENER 464287341 9460 260833 SH SOLE 256000 0 4833 ISHARES TR S&P GBL TELCM 464287275 3397 59000 SH SOLE 59000 0 0 ISHARES TR DJ US FINL SEC 464287788 5473 99000 SH SOLE 99000 0 0 ISHARES TR DJ US HEALTHCR 464287762 7253 91228 SH SOLE 79000 0 12228 ISHARES TR DJ US INDUSTRL 464287754 544 8000 SH SOLE 8000 0 0 ISHARES TR S&P NA TECH FD 464287549 1180 18000 SH SOLE 18000 0 0 ISHARES TR BARCLYS 1-3 YR 464287457 2209 26184 SH SOLE 25000 0 1184 ISHARES TR BARCLYS 20+ YR 464287432 2254 18000 SH SOLE 18000 0 0 ISHARES TR MSCI EMERG MKT 464287234 26896 687274 SH SOLE 630665 0 56609 ISHARES TR S&P NA MULTIMD 464287531 2498 99000 SH SOLE 99000 0 0 ISHARES TR MSCI ACJPN IDX 464288182 17519 333000 SH SOLE 333000 0 0 ISHARES TR BARCLYS TIPS BD 464287176 1076 8990 SH SOLE 7000 0 1990 ISHARES TR MID GRWTH INDX 464288307 2963 29330 SH SOLE 29000 0 330 ISHARES TR SMLL GRWTH IDX 464288604 2616 29000 SH SOLE 29000 0 0 ISHARES TR SMLL VAL INDX 464288703 849 10000 SH SOLE 10000 0 0 ISHARES TR MSCI GRW IDX 464288885 1057 19735 SH SOLE 0 0 19735 ISHARES TR DJ INS INDX FD 464288786 1579 52000 SH SOLE 52000 0 0 ISHARES TR DJ PHARMA INDX 464288836 7015 81000 SH SOLE 81000 0 0 ISHARES TR DJ OIL&GAS EXP 464288851 2087 36000 SH SOLE 36000 0 0 ISHARES TR S&P GL UTILITI 464288711 210 5000 SH SOLE 5000 0 0 ISHARES TR HIGH YLD CORP 464288513 87163 954794 SH SOLE 634555 0 320239 ISHARES TR BARCLYS CR BD 464288620 54019 486705 SH SOLE 430925 0 55780 ISHARES TR S&P GLB MTRLS 464288695 1565 28000 SH SOLE 28000 0 0 ISHARES TR S&P GL INDUSTR 464288729 1698 34000 SH SOLE 34000 0 0 ISHARES TR BARCLYS MBS BD 464288588 919 8475 SH SOLE 8475 0 0 ISHARES TR BARCLYS 3-7 YR 464288661 4551 37000 SH SOLE 37000 0 0 ISHARES TR S&P NTL AMTFREE 464288414 4151 37709 SH SOLE 7725 0 29984 ISHARES TR EPRA/NAR DEV R/E 464288489 496 17381 SH SOLE 0 0 17381 ISHARES TR BARCLYS INTER CR 464288638 12315 112652 SH SOLE 108180 0 4472 ISHARES TR S&P ASIA 50 IN 464288430 2072 50000 SH SOLE 50000 0 0 ISHARES TR S&P SH NTL AMTFR 464288158 954 8925 SH SOLE 8300 0 625 ISHARES TR RUS200 VAL IDX 464289420 411 14000 SH SOLE 14000 0 0 ISHARES TR 10+ YR CR BD 464289511 60 1000 SH SOLE 1000 0 0 ISHARES TR POLND INVT MKT 46429B606 190 8000 SH SOLE 8000 0 0 ISHARES TR USA MIN VOL ID 46429B697 1244 43000 SH SOLE 43000 0 0 ISHARES TR FINANCIALS SEC 46429B259 356 7000 SH SOLE 7000 0 0 ISHARES TR S&P MIDCAP 400 464287507 14785 157000 SH SOLE 157000 0 0 ISHARES TR S&P SMLCAP 600 464287804 52 706 SH SOLE 0 0 706 ISHARES TR S&P 500 VALUE 464287408 6197 99504 SH SOLE 94000 0 5504 ISHARES TR RUSSELL 1000 464287622 34 451 SH SOLE 0 0 451 ISHARES TR RUSSELL1000VAL 464287598 37209 545425 SH SOLE 164000 0 381425 ISHARES TR RUSSELL 2000 464287655 33404 419854 SH SOLE 409345 0 10509 ISHARES TR RUSL 3000 GROW 464287671 1082 21000 SH SOLE 21000 0 0 ISHARES TR DJ US REAL EST 464287739 2137 33419 SH SOLE 20000 0 13419 ISHARES TR S&P GL C STAPL 464288737 211 3000 SH SOLE 3000 0 0 ISHARES TR DJ OIL EQUIP 464288844 1988 43000 SH SOLE 43000 0 0 ISHARES TR RUSSELL MIDCAP 464287499 45399 430894 SH SOLE 412990 0 17904 ISHARES TR RUSSELL MCP GR 464287481 40971 692186 SH SOLE 408000 0 284186 ISHARES TR S&P GBL HLTHCR 464287325 3005 50000 SH SOLE 50000 0 0 ISHARES TR S&P GBL INF 464287291 13492 208377 SH SOLE 208000 0 377 ISHARES TR DJ US BAS MATL 464287838 453 7000 SH SOLE 7000 0 0 ISHARES TR DJ US ENERGY 464287796 830 21644 SH SOLE 0 0 21644 ISHARES TR DJ US TELECOMM 464287713 8539 380000 SH SOLE 380000 0 0 ISHARES TR NASDQ BIO INDX 464287556 6498 50000 SH SOLE 50000 0 0 ISHARES TR BARCLYS 7-10 YR 464287440 2272 21054 SH SOLE 21000 0 54 ISHARES TR IBOXX INV CPBD 464287242 37337 317520 SH SOLE 212725 0 104795 ISHARES TR S&P NA SOFTWR 464287515 6335 102000 SH SOLE 102000 0 0 ISHARES TR S&P 100 IDX FD 464287101 33428 535098 SH SOLE 284000 0 251098 ISHARES TR BARCLY USAGG B 464287226 14438 129721 SH SOLE 102751 0 26970 ISHARES TR DJ SEL DIV INX 464287168 8205 146023 SH SOLE 97000 0 49023 ISHARES TR LRGE CORE INDX 464287127 8702 112000 SH SOLE 112000 0 0 ISHARES TR MID CORE INDEX 464288208 5111 55801 SH SOLE 54000 0 1801 ISHARES TR LRGE GRW INDX 464287119 13952 189000 SH SOLE 189000 0 0 ISHARES TR LARGE VAL INDX 464288109 24703 402000 SH SOLE 402000 0 0 ISHARES TR MID VAL INDEX 464288406 1058 14000 SH SOLE 14000 0 0 ISHARES TR FTSE CHINA25 IDX 464287184 8030 238529 SH SOLE 42000 0 196529 ISHARES TR BARCLYS SH TREA 464288679 4298 39000 SH SOLE 39000 0 0 ISHARES TR BARCLYS 1-3YR CR 464288646 7107 67872 SH SOLE 24725 0 43147 ISHARES TR US PFD STK IDX 464288687 19642 503263 SH SOLE 17275 0 485988 ISHARES TR BARCLYS GOVT CR 464288596 115 1000 SH SOLE 1000 0 0 ISHARES TR JPMORGAN USD 464288281 2685 23403 SH SOLE 11000 0 12403 ISHARES TR MSCI SMALL CAP 464288273 578 16000 SH SOLE 16000 0 0 ISHARES TR S&P GTFIDX ETF 464288174 112 3000 SH SOLE 3000 0 0 ISHARES TR AGENCY BD FD 464288166 372 3275 SH SOLE 3275 0 0 ISHARES TR S&P EMRG INFRS 464288216 667 21000 SH SOLE 21000 0 0 ISHARES TR HGH DIV EQT FD 46429B663 26708 450000 SH SOLE 450000 0 0 ISHARES TR EAFE MIN VOLAT 46429B689 770 15000 SH SOLE 15000 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 135 2222 SH SOLE 0 0 2222 JOHNSON & JOHNSON COM 478160104 36 530 SH SOLE 0 0 530 JPMORGAN CHASE & CO COM 46625H100 4 100 SH SOLE 0 0 100 KENNAMETAL INC COM 489170100 254 7672 SH SOLE 0 0 7672 KIRBY CORP COM 497266106 197 4191 SH SOLE 0 0 4191 KRAFT FOODS INC CL A 50075N104 116 3009 SH SOLE 0 0 3009 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 21 938 SH SOLE 0 0 938 LOCKHEED MARTIN CORP COM 539830109 188 2163 SH SOLE 0 0 2163 MAGNA INTL INC COM 559222401 162 4109 SH SOLE 0 0 4109 MARKET VECTORS ETF TR AGRIBUS ETF 57060U605 1 20 SH SOLE 0 0 20 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 895 20000 SH SOLE 20000 0 0 MARKET VECTORS ETF TR JR GOLD MINERS E 57060U589 1 30 SH SOLE 0 0 30 MCDONALDS CORP COM 580135101 159 1796 SH SOLE 0 0 1796 MEDTRONIC INC COM 585055106 4 100 SH SOLE 0 0 100 METLIFE INC COM 59156R108 7 235 SH SOLE 0 0 235 MICROSOFT CORP COM 594918104 6 200 SH SOLE 0 0 200 MONOTYPE IMAGING HOLDINGS IN COM 61022P100 4 245 SH SOLE 0 0 245 MOSAIC CO NEW COM 61945C103 164 3001 SH SOLE 0 0 3001 NATIONAL OILWELL VARCO INC COM 637071101 148 2292 SH SOLE 0 0 2292 NIKE INC CL B 654106103 8 90 SH SOLE 0 0 90 NORFOLK SOUTHERN CORP COM 655844108 276 3842 SH SOLE 0 0 3842 NORTHROP GRUMMAN CORP COM 666807102 7 102 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 105 6668 SH SOLE 0 0 6668 NVIDIA CORP COM 67066G104 2 127 SH SOLE 0 0 127 O REILLY AUTOMOTIVE INC NEW COM 67103H107 6 75 SH SOLE 0 0 75 OLD DOMINION FGHT LINES INC COM 679580100 313 7239 SH SOLE 0 0 7239 ORACLE CORP COM 68389X105 9 307 SH SOLE 0 0 307 PEPSICO INC COM 713448108 199 2814 SH SOLE 0 0 2814 PFIZER INC COM 717081103 12 505 SH SOLE 0 0 505 PHILIP 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TRUST FTSE US1500 SM 73935X567 1000 15500 SH SOLE 15500 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 27183 423674 SH SOLE 395000 0 28674 POWERSHS DB MULTI SECT COMM DB GOLD FUND 73936B606 8951 162218 SH SOLE 162000 0 218 POWERSHS DB MULTI SECT COMM DB PREC MTLS 73936B200 8810 162000 SH SOLE 162000 0 0 POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 6639 295478 SH SOLE 295000 0 478 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 PROCTER & GAMBLE CO COM 742718109 7 117 SH SOLE 0 0 117 PROSHARES TR PSHS SHORT DOW30 74347R701 2028 56500 SH SOLE 56500 0 0 PROSHARES TR PSHS SHRT S&P500 74347R503 19193 526425 SH SOLE 520000 0 6425 PROSHARES TR PSHS SHTRUSS2000 74347R826 2364 89000 SH SOLE 89000 0 0 PROSHARES TR PSHS SH MSCI EAF 74347R370 1363 28000 SH SOLE 28000 0 0 PVH CORP COM 693656100 309 3971 SH SOLE 0 0 3971 QUALCOMM INC COM 747525103 143 2573 SH SOLE 0 0 2573 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 106 3990 SH SOLE 0 0 3990 REVENUESHARES ETF TR LARGECAP FD 761396100 10995 437000 SH SOLE 437000 0 0 REVENUESHARES ETF TR SMALL CAP FD 761396308 574 17000 SH SOLE 17000 0 0 ROCK-TENN CO CL A 772739207 6 115 SH SOLE 0 0 115 RYDER SYS INC COM 783549108 219 6091 SH SOLE 0 0 6091 RYDEX ETF TRUST GUG S&P500 PU VA 78355W304 2785 95000 SH SOLE 95000 0 0 RYDEX ETF TRUST GUG RUSS TOP 50 78355W205 6685 66500 SH SOLE 66500 0 0 RYDEX ETF TRUST GUG S&P500EQWTTE 78355W817 472 9000 SH SOLE 9000 0 0 SANDISK CORP COM 80004C101 4 100 SH SOLE 0 0 100 SANOFI SPONSORED ADR 80105N105 130 3435 SH SOLE 0 0 3435 SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 345 10669 SH SOLE 0 0 10669 SCHWAB STRATEGIC TR US SML CAP ETF 808524607 108 3023 SH SOLE 0 0 3023 SCHWAB STRATEGIC TR EMRG MKTEQ ETF 808524706 101 4306 SH SOLE 0 0 4306 SCHWAB STRATEGIC TR US MID-CAP ETF 808524508 268 10418 SH SOLE 0 0 10418 SCHWAB STRATEGIC TR US LCAP GR ETF 808524300 387 11877 SH SOLE 0 0 11877 SCHWAB STRATEGIC TR US LCAP VA ETF 808524409 371 12191 SH SOLE 0 0 12191 SEABRIDGE GOLD INC COM 811916105 1 100 SH SOLE 0 0 100 SEAGATE TECHNOLOGY PLC SHS G7945M107 2 100 SH SOLE 0 0 100 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 407 11000 SH SOLE 11000 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 35 1000 SH SOLE 1000 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 27673 416952 SH SOLE 414000 0 2952 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2008 137198 SH SOLE 101000 0 36198 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2818 79000 SH SOLE 79000 0 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 16775 584000 SH SOLE 584000 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 10153 292000 SH SOLE 292000 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 12276 323000 SH SOLE 323000 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 44 1000 SH SOLE 1000 0 0 SNAP ON INC COM 833034101 111 1782 SH SOLE 0 0 1782 SOLERA HOLDINGS INC COM 83421A104 3 65 SH SOLE 0 0 65 SOLUTIA INC COM NEW 834376501 7 260 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 19441 151348 SH SOLE 150000 0 1348 SPDR GOLD TRUST GOLD SHS 78463V107 26 169 SH SOLE 0 0 169 SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 10471 152000 SH SOLE 152000 0 0 SPDR INDEX SHS FDS S&P BRIC 40ETF 78463X798 6724 311000 SH SOLE 311000 0 0 SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 3822 60000 SH SOLE 60000 0 0 SPDR INDEX SHS FDS EUROPE ETF 78463X608 2404 64111 SH SOLE 51000 0 13111 SPDR S&P 500 ETF TR TR UNIT 78462F103 122046 896705 SH SOLE 890120 0 6585 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 66191 386405 SH SOLE 374000 0 12405 SPDR SERIES TRUST S&P BIOTECH 78464A870 10563 119400 SH SOLE 119400 0 0 SPDR SERIES TRUST S&P REGL BKG 78464A698 2486 90786 SH SOLE 88000 0 2786 SPDR SERIES TRUST S&P BK ETF 78464A797 831 37707 SH SOLE 34000 0 3707 SPDR SERIES TRUST BRCLYS AGG ETF 78464A649 970 16550 SH SOLE 16550 0 0 SPDR SERIES TRUST S&P DIVID ETF 78464A763 4285 77000 SH SOLE 77000 0 0 SPDR SERIES TRUST NUVN BR SHT MUNI 78464A425 470 19258 SH SOLE 0 0 19258 SPDR SERIES TRUST S&P METALS MNG 78464A755 83 2000 SH SOLE 2000 0 0 SPDR SERIES TRUST NUVN BRCLY MUNI 78464A458 3257 134962 SH SOLE 0 0 134962 SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 120 2029 SH SOLE 0 0 2029 SPDR SERIES TRUST NUVN CALI MUNI 78464A441 625 25619 SH SOLE 18000 0 7619 SPDR SERIES TRUST BRCLYS YLD ETF 78464A417 27970 708831 SH SOLE 708700 0 131 SPDR SERIES TRUST DB INT GVT ETF 78464A490 1996 33900 SH SOLE 32000 0 1900 SPDR SERIES TRUST S&P PHARMAC 78464A722 5755 97000 SH SOLE 97000 0 0 SPDR SERIES TRUST LNG TRM CORP BD 78464A367 41 1000 SH SOLE 1000 0 0 SPDR SERIES TRUST INTR TRM CORP BD 78464A375 1597 46800 SH SOLE 46800 0 0 SPDR SERIES TRUST BARC CAPTL ETF 78464A474 91 3000 SH SOLE 3000 0 0 SPDR SERIES TRUST CAP MORTG ETF 78464A383 268 9675 SH SOLE 9675 0 0 SPROTT PHYSICAL SILVER TR TR UNIT 85207K107 1 126 SH SOLE 0 0 126 TARGET CORP COM 87612E106 6 100 SH SOLE 0 0 100 TELEDYNE TECHNOLOGIES INC COM 879360105 3 50 SH SOLE 0 0 50 TEMPLETON GLOBAL INCOME FD COM 880198106 6 599 SH SOLE 0 0 599 TENNECO INC COM 880349105 122 4536 SH SOLE 0 0 4536 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 244 6174 SH SOLE 0 0 6174 TEXAS INSTRS INC COM 882508104 3 100 SH SOLE 0 0 100 THERMO FISHER SCIENTIFIC INC COM 883556102 230 4427 SH SOLE 0 0 4427 TIBCO SOFTWARE INC COM 88632Q103 2 75 SH SOLE 0 0 75 TIMKEN CO COM 887389104 293 6408 SH SOLE 0 0 6408 TJX COS INC NEW COM 872540109 9 200 SH SOLE 0 0 200 TRIUMPH GROUP INC NEW COM 896818101 283 5025 SH SOLE 0 0 5025 TYSON FOODS INC CL A 902494103 4 200 SH SOLE 0 0 200 ULTRA PETROLEUM CORP COM 903914109 2 100 SH SOLE 0 0 100 UNION PAC CORP COM 907818108 168 1408 SH SOLE 0 0 1408 UNITED PARCEL SERVICE INC CL B 911312106 141 1792 SH SOLE 0 0 1792 UNITED STATES STL CORP NEW COM 912909108 108 5248 SH SOLE 0 0 5248 UNITED STS COMMODITY INDEX F COMM IDX FND 911717106 2017 35000 SH SOLE 35000 0 0 UNITEDHEALTH GROUP INC COM 91324P102 208 3560 SH SOLE 0 0 3560 US BANCORP DEL COM NEW 902973304 3 100 SH SOLE 0 0 100 VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 465 5734 SH SOLE 5000 0 734 VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 5304 62862 SH SOLE 56735 0 6127 VANGUARD BD INDEX FD INC INTERMED TERM 921937819 266 3000 SH SOLE 3000 0 0 VANGUARD INDEX FDS TOTAL STK MKT 922908769 29710 426253 SH SOLE 426000 0 253 VANGUARD INDEX FDS EXTEND MKT ETF 922908652 29056 515000 SH SOLE 515000 0 0 VANGUARD INDEX FDS GROWTH ETF 922908736 23963 352344 SH SOLE 139000 0 213344 VANGUARD INDEX FDS SML CP GRW ETF 922908595 1356 16188 SH SOLE 0 0 16188 VANGUARD INDEX FDS LARGE CAP ETF 922908637 37326 601059 SH SOLE 456000 0 145059 VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 3398 52787 SH SOLE 0 0 52787 VANGUARD INDEX FDS VALUE ETF 922908744 17670 315876 SH SOLE 172000 0 143876 VANGUARD INDEX FDS MID CAP ETF 922908629 49847 645681 SH SOLE 645520 0 161 VANGUARD INDEX FDS SMALL CP ETF 922908751 51853 681921 SH SOLE 525715 0 156206 VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 1244 22632 SH SOLE 0 0 22632 VANGUARD INTL EQUITY INDEX F MSCI EUROPE ETF 922042874 471 11000 SH SOLE 11000 0 0 VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 5288 129048 SH SOLE 90000 0 39048 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 29384 735880 SH SOLE 493590 0 242290 VANGUARD INTL EQUITY INDEX F MSCI PAC ETF 922042866 2061 41113 SH SOLE 41000 0 113 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 685 15000 SH SOLE 15000 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 3860 45300 SH SOLE 45300 0 0 VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 89 1000 SH SOLE 1000 0 0 VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 173 3300 SH SOLE 3300 0 0 VANGUARD SCOTTSDALE FDS SHRT-TERM CORP 92206C409 797 10075 SH SOLE 10075 0 0 VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 6933 122304 SH SOLE 118000 0 4304 VANGUARD WORLD FD MEGA GRWTH IND 921910816 9051 170000 SH SOLE 170000 0 0 VANGUARD WORLD FD MEGA VALUE 300 921910840 2283 56000 SH SOLE 56000 0 0 VANGUARD WORLD FD MEGA CAP INDEX 921910873 3884 83000 SH SOLE 83000 0 0 VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 1027 14902 SH SOLE 0 0 14902 VANGUARD WORLD FDS ENERGY ETF 92204A306 333 3427 SH SOLE 0 0 3427 VANGUARD WORLD FDS UTILITIES ETF 92204A876 36 462 SH SOLE 0 0 462 VANGUARD WORLD FDS INF TECH ETF 92204A702 2163 31465 SH SOLE 0 0 31465 VERIZON COMMUNICATIONS INC COM 92343V104 141 3164 SH SOLE 0 0 3164 WAL-MART STORES INC COM 931142103 155 2221 SH SOLE 0 0 2221 WASTE CONNECTIONS INC COM 941053100 3 105 SH SOLE 0 0 105 WATSON PHARMACEUTICALS INC COM 942683103 244 3296 SH SOLE 0 0 3296 WELLS FARGO & CO NEW COM 949746101 96 2870 SH SOLE 0 0 2870 WHITING PETE CORP NEW COM 966387102 2 50 SH SOLE 0 0 50 WISDOMTREE TRUST DEFA FD 97717W703 39 945 SH SOLE 0 0 945 WISDOMTREE TRUST EMERG MKTS ETF 97717W315 933 18004 SH SOLE 0 0 18004 WISDOMTREE TRUST MIDCAP DIVI FD 97717W505 831 15215 SH SOLE 0 0 15215 WISDOMTREE TRUST SMALLCAP DIVID 97717W604 683 14149 SH SOLE 0 0 14149 WISDOMTREE TRUST DRYFS CURR ETF 97717W133 989 49000 SH SOLE 49000 0 0 WOLVERINE WORLD WIDE INC COM 978097103 4 115 SH SOLE 0 0 115