0000910472-12-003419.txt : 20121113 0000910472-12-003419.hdr.sgml : 20121112 20121113162727 ACCESSION NUMBER: 0000910472-12-003419 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120930 FILED AS OF DATE: 20121113 DATE AS OF CHANGE: 20121113 EFFECTIVENESS DATE: 20121113 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: 121199096 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: September 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: Ryan Beach Title: President Phone: (402) 493-3313 Signature, Place, and Date of Signing: Ryan Beach Omaha, Nebraska November 13, 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 28-01689 Security Investors, LLC [Repeat as necessary.] FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 355 Form 13F Information Table Value Total: $1,915,188 (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 Value SHRS OR SH/ PUT/ Investment Other Sole Shared None ($1000) PRN AMT PRN CALL Discretion Managers 3M CO COM 88579Y101 136 1474 SH SOLE 0 0 1474 ABBOTT LABS COM 002824100 163 2383 SH SOLE 0 0 2383 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 11 155 SH SOLE 0 0 155 AFLAC INC COM 001055102 158 3293 SH SOLE 0 0 3293 AK STL HLDG CORP COM 001547108 5 1000 SH SOLE 0 0 1000 ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 3 199 SH SOLE 0 0 199 ALPHA NATURAL RESOURCES INC COM 02076X102 1 100 SH SOLE 0 0 100 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 15 600 SH SOLE 0 0 600 AMERICAN STRATEGIC INCOME II COM 03009T101 8 1127 SH SOLE 0 0 1127 AMETEK INC NEW COM 031100100 6 157 SH SOLE 0 0 157 AMPHENOL CORP NEW CL A 032095101 6 100 SH SOLE 0 0 100 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 267 3103 SH SOLE 0 0 3103 ANSYS INC COM 03662Q105 3 40 SH SOLE 0 0 40 APPLE INC COM 037833100 1528 2291 SH SOLE 2000 0 291 ATWOOD OCEANICS INC COM 050095108 9 200 SH SOLE 0 0 200 AUTOMATIC DATA PROCESSING IN COM 053015103 143 2440 SH SOLE 0 0 2440 BALL CORP COM 058498106 311 7351 SH SOLE 0 0 7351 BARCLAYS BK PLC IPATH S&P MT ETN 06740C519 847 25000 SH SOLE 25000 0 0 BARCLAYS BK PLC LNGC S&P500 14 06740H666 14665 85000 SH SOLE 85000 0 0 BARCLAYS BK PLC RUSS2000 3X LG 06740P403 734 10000 SH SOLE 10000 0 0 BAXTER INTL INC COM 071813109 6 100 SH SOLE 0 0 100 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1465 16607 SH SOLE 15000 0 1607 BERKSHIRE HATHAWAY INC DEL CL A 084670108 531 4 SH SOLE 0 0 4 BLACKROCK CORPOR HIGH YLD FD COM 09255L106 2 225 SH SOLE 0 0 225 BLACKROCK SR HIGH INCOME FD COM 09255T109 2 525 SH SOLE 0 0 525 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 2 80 SH SOLE 0 0 80 CARIBOU COFFEE INC COM 142042209 172 12567 SH SOLE 0 0 12567 CATERPILLAR INC DEL COM 149123101 220 2561 SH SOLE 0 0 2561 CBIZ INC COM 124805102 765 127101 SH SOLE 0 0 127101 CELGENE CORP COM 151020104 181 2363 SH SOLE 0 0 2363 CHEVRON CORP NEW COM 166764100 192 1649 SH SOLE 0 0 1649 CISCO SYS INC COM 17275R102 10 500 SH SOLE 0 0 500 CITIGROUP INC COM NEW 172967424 7 215 SH SOLE 0 0 215 COCA COLA CO COM 191216100 171 4511 SH SOLE 0 0 4511 COLGATE PALMOLIVE CO COM 194162103 158 1477 SH SOLE 0 0 1477 CONAGRA FOODS INC COM 205887102 0 14 SH SOLE 0 0 14 CONOCOPHILLIPS COM 20825C104 464 8107 SH SOLE 5500 0 2607 CRACKER BARREL OLD CTRY STOR COM 22410J106 347 5174 SH SOLE 0 0 5174 CVS CAREMARK CORPORATION COM 126650100 181 3743 SH SOLE 0 0 3743 CYS INVTS INC COM 12673A108 3 200 SH SOLE 0 0 200 CYTEC INDS INC COM 232820100 248 3778 SH SOLE 0 0 3778 DELL INC COM 24702R101 1 78 SH SOLE 0 0 78 DIAGEO P L C SPON ADR NEW 25243Q205 5 42 SH SOLE 0 0 42 DIRECTV COM 25490A309 327 6243 SH SOLE 0 0 6243 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 7 114 SH SOLE 0 0 114 DISNEY WALT CO COM DISNEY 254687106 206 3932 SH SOLE 0 0 3932 DU PONT E I DE NEMOURS & CO COM 263534109 145 2892 SH SOLE 0 0 2892 DYCOM INDS INC COM 267475101 130 9021 SH SOLE 0 0 9021 EASTMAN CHEM CO COM 277432100 2 31 SH SOLE 0 0 31 EATON VANCE TAX MNGD GBL DV COM 27829F108 11 1250 SH SOLE 0 0 1250 ELIZABETH ARDEN INC COM 28660G106 283 5988 SH SOLE 0 0 5988 EQUIFAX INC COM 294429105 283 6085 SH SOLE 0 0 6085 EXXON MOBIL CORP COM 30231G102 2797 30590 SH SOLE 30000 0 590 FEDEX CORP COM 31428X106 3 32 SH SOLE 0 0 32 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 2 100 SH SOLE 0 0 100 FOOT LOCKER INC COM 344849104 380 10717 SH SOLE 0 0 10717 FORD MTR CO DEL COM PAR $0.01 345370860 54 5450 SH SOLE 0 0 5450 FOSSIL INC COM 349882100 4 45 SH SOLE 0 0 45 FOSTER WHEELER AG COM H27178104 2 100 SH SOLE 0 0 100 FUEL TECH INC COM 359523107 0 100 SH SOLE 0 0 100 GENERAL ELECTRIC CO COM 369604103 480 21116 SH SOLE 21000 0 116 GENERAL MTRS CO COM 37045V100 3 128 SH SOLE 0 0 128 GENERAL MTRS CO *W EXP 07/10/201 37045V118 2 117 SH SOLE 0 0 117 GENERAL MTRS CO *W EXP 07/10/201 37045V126 1 117 SH SOLE 0 0 117 GENESCO INC COM 371532102 289 4324 SH SOLE 0 0 4324 GOLAR LNG LTD BERMUDA SHS G9456A100 155 4026 SH SOLE 0 0 4026 GOOGLE INC CL A 38259P508 200 265 SH SOLE 0 0 265 GUESS INC COM 401617105 117 4610 SH SOLE 0 0 4610 HALLIBURTON CO COM 406216101 2 64 SH SOLE 0 0 64 HARLEY DAVIDSON INC COM 412822108 172 4056 SH SOLE 0 0 4056 HEALTHCARE TR AMER INC CL A 42225P105 8 860 SH SOLE 0 0 860 HEINZ H J CO COM 423074103 91 1621 SH SOLE 0 0 1621 HOME DEPOT INC COM 437076102 18 290 SH SOLE 0 0 290 HONEYWELL INTL INC COM 438516106 148 2482 SH SOLE 0 0 2482 HORMEL FOODS CORP COM 440452100 170 5820 SH SOLE 0 0 5820 IDEXX LABS INC COM 45168D104 6 60 SH SOLE 0 0 60 IHS INC CL A 451734107 7 70 SH SOLE 0 0 70 INTEL CORP COM 458140100 19 823 SH SOLE 0 0 823 INTERNATIONAL BUSINESS MACHS COM 459200101 12 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 498 10000 SH SOLE 10000 0 0 ISHARES GOLD TRUST ISHARES 464285105 1502 87000 SH SOLE 87000 0 0 ISHARES INC MSCI HONG KONG 464286871 3666 201417 SH SOLE 47000 0 154417 ISHARES INC MSCI JAPAN 464286848 5038 549362 SH SOLE 549000 0 362 ISHARES INC MSCI PAC J IDX 464286665 15180 340433 SH SOLE 335000 0 5433 ISHARES INC MSCI AUSTRALIA 464286103 14 592 SH SOLE 0 0 592 ISHARES INC MSCI GERMAN 464286806 22434 993995 SH SOLE 571300 0 422695 ISHARES INC MSCI SWEDEN 464286756 1696 60000 SH SOLE 60000 0 0 ISHARES INC MSCI CDA INDEX 464286509 6356 223087 SH SOLE 218000 0 5087 ISHARES INC MSCI SINGAPORE 464286673 469 35000 SH SOLE 35000 0 0 ISHARES INC MSCI TAIWAN 464286731 2751 205631 SH SOLE 205000 0 631 ISHARES INC MSCI NETHR INVES 464286814 93 5000 SH SOLE 5000 0 0 ISHARES INC MSCI SWITZERLD 464286749 1648 67000 SH SOLE 67000 0 0 ISHARES INC MSCI UTD KINGD 464286699 6141 353000 SH SOLE 353000 0 0 ISHARES INC MSCI S KOREA 464286772 355 6000 SH SOLE 6000 0 0 ISHARES INC MSCI BRIC INDX 464286657 1887 50000 SH SOLE 50000 0 0 ISHARES INC MSCI EM SML CP 464286475 688 15000 SH SOLE 15000 0 0 ISHARES INC CTR WLD MINVL 464286525 2892 51000 SH SOLE 51000 0 0 ISHARES INC EM MKT MIN VOL 464286533 2915 51000 SH SOLE 51000 0 0 ISHARES TR DJ US UTILS 464287697 1522 17000 SH SOLE 17000 0 0 ISHARES TR S&P MIDCAP 400 464287507 15295 155000 SH SOLE 155000 0 0 ISHARES TR S&P MC 400 GRW 464287606 304 2714 SH SOLE 0 0 2714 ISHARES TR S&P SMLCP GROW 464287887 143 1711 SH SOLE 0 0 1711 ISHARES TR S&P 500 VALUE 464287408 6847 104069 SH SOLE 97000 0 7069 ISHARES TR S&P 500 INDEX 464287200 87400 605266 SH SOLE 602050 0 3216 ISHARES TR S&P500 GRW 464287309 13571 174324 SH SOLE 168000 0 6324 ISHARES TR RUSSELL 1000 464287622 36 453 SH SOLE 0 0 453 ISHARES TR RUSSELL1000VAL 464287598 40433 560172 SH SOLE 151000 0 409172 ISHARES TR RUSSELL1000GRW 464287614 94593 1418185 SH SOLE 988000 0 430185 ISHARES TR RUSSELL 2000 464287655 33047 396053 SH SOLE 388560 0 7493 ISHARES TR RUSL 2000 VALU 464287630 518 7000 SH SOLE 7000 0 0 ISHARES TR RUSL 3000 GROW 464287671 1033 19000 SH SOLE 19000 0 0 ISHARES TR DJ US REAL EST 464287739 18555 288213 SH SOLE 76000 0 212213 ISHARES TR S&P GL C STAPL 464288737 74 1000 SH SOLE 1000 0 0 ISHARES TR RUSL 2000 GROW 464287648 4688 49035 SH SOLE 49000 0 35 ISHARES TR DJ OIL EQUIP 464288844 3433 66000 SH SOLE 66000 0 0 ISHARES TR MSCI EAFE INDEX 464287465 1150 21705 SH SOLE 20450 0 1255 ISHARES TR S&P LTN AM 40 464287390 10585 248596 SH SOLE 248000 0 596 ISHARES TR RUSSELL MIDCAP 464287499 46987 424261 SH SOLE 415880 0 8381 ISHARES TR RUSSELL MCP GR 464287481 30959 498128 SH SOLE 372000 0 126128 ISHARES TR RUSSELL MCP VL 464287473 974 20000 SH SOLE 20000 0 0 ISHARES TR S&P GLB100INDX 464287572 7800 125000 SH SOLE 125000 0 0 ISHARES TR COHEN&ST RLTY 464287564 779 10000 SH SOLE 10000 0 0 ISHARES TR S&P GBL ENER 464287341 9437 239941 SH SOLE 235000 0 4941 ISHARES TR S&P GBL HLTHCR 464287325 4364 68000 SH SOLE 68000 0 0 ISHARES TR S&P GBL INF 464287291 14476 209377 SH SOLE 209000 0 377 ISHARES TR S&P GBL TELCM 464287275 3101 51000 SH SOLE 51000 0 0 ISHARES TR DJ US ENERGY 464287796 1775 42072 SH SOLE 0 0 42072 ISHARES TR DJ US FINL SEC 464287788 5131 88000 SH SOLE 88000 0 0 ISHARES TR DJ US HEALTHCR 464287762 9624 113778 SH SOLE 101000 0 12778 ISHARES TR DJ US INDUSTRL 464287754 1342 19000 SH SOLE 19000 0 0 ISHARES TR DJ US TELECOMM 464287713 8450 331000 SH SOLE 331000 0 0 ISHARES TR NASDQ BIO INDX 464287556 7130 50000 SH SOLE 50000 0 0 ISHARES TR S&P NA TECH FD 464287549 2285 33000 SH SOLE 33000 0 0 ISHARES TR BARCLYS 1-3 YR 464287457 2179 25783 SH SOLE 25000 0 783 ISHARES TR BARCLYS 7-10 YR 464287440 3151 29054 SH SOLE 29000 0 54 ISHARES TR BARCLYS 20+ YR 464287432 5838 47000 SH SOLE 47000 0 0 ISHARES TR IBOXX INV CPBD 464287242 43593 357992 SH SOLE 223725 0 134267 ISHARES TR MSCI EMERG MKT 464287234 28638 692990 SH SOLE 652000 0 40990 ISHARES TR S&P NA MULTIMD 464287531 2639 97000 SH SOLE 97000 0 0 ISHARES TR S&P NA SOFTWR 464287515 6497 102000 SH SOLE 102000 0 0 ISHARES TR S&P 100 IDX FD 464287101 36804 553771 SH SOLE 275000 0 278771 ISHARES TR MSCI ACJPN IDX 464288182 19578 348000 SH SOLE 348000 0 0 ISHARES TR BARCLY USAGG B 464287226 14105 125436 SH SOLE 102751 0 22685 ISHARES TR DJ SEL DIV INX 464287168 8978 155646 SH SOLE 102000 0 53646 ISHARES TR BARCLYS TIPS BD 464287176 1591 13067 SH SOLE 11000 0 2067 ISHARES TR LRGE CORE INDX 464287127 9002 110000 SH SOLE 110000 0 0 ISHARES TR MID CORE INDEX 464288208 5262 55106 SH SOLE 54000 0 1106 ISHARES TR LRGE GRW INDX 464287119 15276 193000 SH SOLE 193000 0 0 ISHARES TR LARGE VAL INDX 464288109 27076 414000 SH SOLE 414000 0 0 ISHARES TR MID GRWTH INDX 464288307 3747 35203 SH SOLE 35000 0 203 ISHARES TR MID VAL INDEX 464288406 1430 18000 SH SOLE 18000 0 0 ISHARES TR SMLL GRWTH IDX 464288604 3038 32000 SH SOLE 32000 0 0 ISHARES TR SMLL VAL INDX 464288703 1146 13000 SH SOLE 13000 0 0 ISHARES TR FTSE CHINA25 IDX 464287184 8495 245524 SH SOLE 42000 0 203524 ISHARES TR MSCI GRW IDX 464288885 671 11886 SH SOLE 0 0 11886 ISHARES TR DJ INS INDX FD 464288786 1218 38000 SH SOLE 38000 0 0 ISHARES TR DJ PHARMA INDX 464288836 7439 83000 SH SOLE 83000 0 0 ISHARES TR DJ OIL&GAS EXP 464288851 1858 29000 SH SOLE 29000 0 0 ISHARES TR BARCLYS SH TREA 464288679 1764 16000 SH SOLE 16000 0 0 ISHARES TR HIGH YLD CORP 464288513 88352 957223 SH SOLE 623555 0 333668 ISHARES TR BARCLYS CR BD 464288620 54307 476708 SH SOLE 406925 0 69783 ISHARES TR BARCLYS 1-3YR CR 464288646 7424 70192 SH SOLE 25725 0 44467 ISHARES TR S&P GLB MTRLS 464288695 1542 26000 SH SOLE 26000 0 0 ISHARES TR S&P GL INDUSTR 464288729 1559 30000 SH SOLE 30000 0 0 ISHARES TR BARCLYS MBS BD 464288588 925 8475 SH SOLE 8475 0 0 ISHARES TR US PFD STK IDX 464288687 20967 526023 SH SOLE 17275 0 508748 ISHARES TR BARCLYS 3-7 YR 464288661 4330 35000 SH SOLE 35000 0 0 ISHARES TR S&P NTL AMTFREE 464288414 4883 43597 SH SOLE 7725 0 35872 ISHARES TR JPMORGAN USD 464288281 3437 28342 SH SOLE 14000 0 14342 ISHARES TR EPRA/NAR DEV R/E 464288489 554 17792 SH SOLE 0 0 17792 ISHARES TR BARCLYS INTER CR 464288638 12633 113368 SH SOLE 108180 0 5188 ISHARES TR MSCI SMALL CAP 464288273 77 2000 SH SOLE 2000 0 0 ISHARES TR S&P ASIA 50 IN 464288430 1555 35000 SH SOLE 35000 0 0 ISHARES TR AGENCY BD FD 464288166 374 3275 SH SOLE 3275 0 0 ISHARES TR S&P SH NTL AMTFR 464288158 954 8925 SH SOLE 8300 0 625 ISHARES TR S&P EMRG INFRS 464288216 294 9000 SH SOLE 9000 0 0 ISHARES TR RUS200 VAL IDX 464289420 438 14000 SH SOLE 14000 0 0 ISHARES TR 10+ YR CR BD 464289511 63 1000 SH SOLE 1000 0 0 ISHARES TR POLND INVT MKT 46429B606 237 9000 SH SOLE 9000 0 0 ISHARES TR HGH DIV EQT FD 46429B663 28332 465000 SH SOLE 465000 0 0 ISHARES TR USA MIN VOL ID 46429B697 11102 373429 SH SOLE 88000 0 285429 ISHARES TR EAFE MIN VOLAT 46429B689 1637 30000 SH SOLE 30000 0 0 JOHNSON & JOHNSON COM 478160104 30 430 SH SOLE 0 0 430 KIMBERLY CLARK CORP COM 494368103 128 1491 SH SOLE 0 0 1491 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 22 938 SH SOLE 0 0 938 LOCKHEED MARTIN CORP COM 539830109 208 2231 SH SOLE 0 0 2231 MAGNA INTL INC COM 559222401 178 4109 SH SOLE 0 0 4109 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1718 32000 SH SOLE 32000 0 0 MARKET VECTORS ETF TR AGRIBUS ETF 57060U605 7 135 SH SOLE 0 0 135 MARKET VECTORS ETF TR OIL SVCS ETF 57060U191 1811 45000 SH SOLE 45000 0 0 MCDONALDS CORP COM 580135101 2 26 SH SOLE 0 0 26 METLIFE INC COM 59156R108 5 135 SH SOLE 0 0 135 MICROSOFT CORP COM 594918104 7 240 SH SOLE 0 0 240 MONOTYPE IMAGING HOLDINGS IN COM 61022P100 4 245 SH SOLE 0 0 245 MOSAIC CO NEW COM 61945C103 167 2901 SH SOLE 0 0 2901 NATIONAL OILWELL VARCO INC COM 637071101 184 2292 SH SOLE 0 0 2292 NCR CORP NEW COM 62886E108 201 8607 SH SOLE 0 0 8607 NIKE INC CL B 654106103 9 90 SH SOLE 0 0 90 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 109 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 10369 SH SOLE 0 0 10369 OMNICARE INC COM 681904108 261 7691 SH SOLE 0 0 7691 ORACLE CORP COM 68389X105 241 7665 SH SOLE 0 0 7665 PEPSICO INC COM 713448108 188 2654 SH SOLE 0 0 2654 PFIZER INC COM 717081103 13 505 SH SOLE 0 0 505 PHILIP MORRIS INTL INC COM 718172109 11 125 SH SOLE 0 0 125 PHILLIPS 66 COM 718546104 5 100 SH SOLE 0 0 100 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 14 832 SH SOLE 0 0 832 PIMCO ETF TR ENHAN SHRT MAT 72201R833 2740 27000 SH SOLE 27000 0 0 POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 430 15000 SH SOLE 15000 0 0 POWERSHARES ETF TR II S&P SMCP ENE P 73937B704 275 8000 SH SOLE 8000 0 0 POWERSHARES ETF TR II S&P SMCP IT PO 73937B860 1871 62000 SH SOLE 62000 0 0 POWERSHARES ETF TR II S&P500 LOW VOL 73937B779 2620 93000 SH SOLE 93000 0 0 POWERSHARES ETF TR II KBW RG BK PORT 73937B712 1764 62000 SH SOLE 62000 0 0 POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X500 2 544 SH SOLE 0 0 544 POWERSHARES ETF TRUST S&P 500 HGH QLTY 73935X682 1504 96000 SH SOLE 96000 0 0 POWERSHARES ETF TRUST FTSE RAFI 1000 73935X583 56 913 SH SOLE 0 0 913 POWERSHARES ETF TRUST FINL PFD PTFL 73935X229 669 36250 SH SOLE 36250 0 0 POWERSHARES ETF TRUST FTSE US1500 SM 73935X567 1050 15500 SH SOLE 15500 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 36537 532847 SH SOLE 510000 0 22847 POWERSHS DB MULTI SECT COMM DB PREC MTLS 73936B200 9866 160000 SH SOLE 160000 0 0 POWERSHS DB MULTI SECT COMM DB GOLD FUND 73936B606 9786 160218 SH SOLE 160000 0 218 POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 7842 357737 SH SOLE 263000 0 94737 PPG INDS INC COM 693506107 7 59 SH SOLE 0 0 59 PRICELINE COM INC COM NEW 741503403 6 9 SH SOLE 0 0 9 PROCTER & GAMBLE CO COM 742718109 8 117 SH SOLE 0 0 117 PROSHARES TR PSHS SHORT DOW30 74347R701 2670 78500 SH SOLE 78500 0 0 PROSHARES TR PSHS SHRT S&P500 74347R503 19508 572425 SH SOLE 566000 0 6425 PROSHARES TR PSHS SHTRUSS2000 74347R826 2973 119000 SH SOLE 119000 0 0 PROSHARES TR PSHS SH MSCI EAF 74347R370 1271 28000 SH SOLE 28000 0 0 PVH CORP COM 693656100 346 3689 SH SOLE 0 0 3689 QUALCOMM INC COM 747525103 154 2473 SH SOLE 0 0 2473 RAYONIER INC COM 754907103 3 60 SH SOLE 0 0 60 REGENERON PHARMACEUTICALS COM 75886F107 254 1661 SH SOLE 0 0 1661 REINSURANCE GROUP AMER INC COM NEW 759351604 3 55 SH SOLE 0 0 55 REPUBLIC SVCS INC COM 760759100 116 4215 SH SOLE 0 0 4215 REVENUESHARES ETF TR LARGECAP FD 761396100 11672 437000 SH SOLE 437000 0 0 REVENUESHARES ETF TR SMALL CAP FD 761396308 621 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 50 78355W205 6271 58500 SH SOLE 58500 0 0 RYDEX ETF TRUST GUG S&P500 PU VA 78355W304 3123 98000 SH SOLE 98000 0 0 RYDEX ETF TRUST GUG S&P500EQWTTE 78355W817 494 9000 SH SOLE 9000 0 0 RYDEX ETF TRUST GUG S&P500 PU GR 78355W403 1668 34000 SH SOLE 34000 0 0 SANOFI SPONSORED ADR 80105N105 154 3577 SH SOLE 0 0 3577 SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 516 15099 SH SOLE 0 0 15099 SCHWAB STRATEGIC TR US SML CAP ETF 808524607 182 4854 SH SOLE 0 0 4854 SCHWAB STRATEGIC TR US LCAP GR ETF 808524300 660 19023 SH SOLE 0 0 19023 SCHWAB STRATEGIC TR US LCAP VA ETF 808524409 596 18654 SH SOLE 0 0 18654 SCHWAB STRATEGIC TR EMRG MKTEQ ETF 808524706 178 7117 SH SOLE 0 0 7117 SCHWAB STRATEGIC TR US REIT ETF 808524847 155 5136 SH SOLE 0 0 5136 SCHWAB STRATEGIC TR US MID-CAP ETF 808524508 249 9231 SH SOLE 0 0 9231 SCHWAB STRATEGIC TR US AGGREGATE B 808524839 42 786 SH SOLE 0 0 786 SEABRIDGE GOLD INC COM 811916105 2 100 SH SOLE 0 0 100 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 400 11000 SH SOLE 11000 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 37 1000 SH SOLE 1000 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 37249 507243 SH SOLE 503500 0 3743 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2163 138757 SH SOLE 101000 0 37757 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 767 21000 SH SOLE 21000 0 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 17029 552444 SH SOLE 551500 0 944 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 10425 291000 SH SOLE 291000 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 12879 321000 SH SOLE 321000 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 47 1000 SH SOLE 1000 0 0 SNAP ON INC COM 833034101 134 1866 SH SOLE 0 0 1866 SOLERA HOLDINGS INC COM 83421A104 3 65 SH SOLE 0 0 65 SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 26320 196348 SH SOLE 195000 0 1348 SPDR GOLD TRUST GOLD SHS 78463V107 29 169 SH SOLE 0 0 169 SPDR INDEX SHS FDS S&P BRIC 40ETF 78463X798 7099 310000 SH SOLE 310000 0 0 SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 10922 150000 SH SOLE 150000 0 0 SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 2604 40000 SH SOLE 40000 0 0 SPDR INDEX SHS FDS EUROPE ETF 78463X608 546 13272 SH SOLE 8000 0 5272 SPDR S&P 500 ETF TR TR UNIT 78462F103 143713 998214 SH SOLE 991620 0 6594 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 66901 371836 SH SOLE 365700 0 6136 SPDR SERIES TRUST S&P DIVID ETF 78464A763 4764 82000 SH SOLE 82000 0 0 SPDR SERIES TRUST S&P BIOTECH 78464A870 11620 124400 SH SOLE 124400 0 0 SPDR SERIES TRUST NUVN BR SHT MUNI 78464A425 493 20110 SH SOLE 0 0 20110 SPDR SERIES TRUST S&P METALS MNG 78464A755 435 10000 SH SOLE 10000 0 0 SPDR SERIES TRUST S&P REGL BKG 78464A698 3259 113786 SH SOLE 111000 0 2786 SPDR SERIES TRUST S&P BK ETF 78464A797 651 27707 SH SOLE 24000 0 3707 SPDR SERIES TRUST OILGAS EQUIP 78464A748 2039 60000 SH SOLE 60000 0 0 SPDR SERIES TRUST NUVN BRCLY MUNI 78464A458 3573 145355 SH SOLE 0 0 145355 SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 98 1593 SH SOLE 0 0 1593 SPDR SERIES TRUST NUVN CALI MUNI 78464A441 634 25507 SH SOLE 18000 0 7507 SPDR SERIES TRUST BRCLYS YLD ETF 78464A417 25283 628768 SH SOLE 628700 0 68 SPDR SERIES TRUST DB INT GVT ETF 78464A490 2100 33900 SH SOLE 32000 0 1900 SPDR SERIES TRUST BRCLYS AGG ETF 78464A649 979 16550 SH SOLE 16550 0 0 SPDR SERIES TRUST S&P PHARMAC 78464A722 5499 92000 SH SOLE 92000 0 0 SPDR SERIES TRUST LNG TRM CORP BD 78464A367 42 1000 SH SOLE 1000 0 0 SPDR SERIES TRUST INTR TRM CORP BD 78464A375 1632 46800 SH SOLE 46800 0 0 SPDR SERIES TRUST BARC CAPTL ETF 78464A474 93 3000 SH SOLE 3000 0 0 SPDR SERIES TRUST CAP MORTG ETF 78464A383 270 9675 SH SOLE 9675 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 1 100 SH SOLE 0 0 100 SPROTT PHYSICAL SILVER TR TR UNIT 85207K107 8 570 SH SOLE 0 0 570 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 11 270 SH SOLE 0 0 270 TELEDYNE TECHNOLOGIES INC COM 879360105 3 50 SH SOLE 0 0 50 TEMPLETON GLOBAL INCOME FD COM 880198106 6 603 SH SOLE 0 0 603 TENNECO INC COM 880349105 126 4505 SH SOLE 0 0 4505 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 8 200 SH SOLE 0 0 200 THERMO FISHER SCIENTIFIC INC COM 883556102 253 4301 SH SOLE 0 0 4301 TIBCO SOFTWARE INC COM 88632Q103 2 50 SH SOLE 0 0 50 TITANIUM METALS CORP COM NEW 888339207 85 6626 SH SOLE 0 0 6626 TRIUMPH GROUP INC NEW COM 896818101 297 4747 SH SOLE 0 0 4747 UNION PAC CORP COM 907818108 174 1467 SH SOLE 0 0 1467 UNITED PARCEL SERVICE INC CL B 911312106 135 1889 SH SOLE 0 0 1889 UNITED STATES STL CORP NEW COM 912909108 106 5557 SH SOLE 0 0 5557 UNITED STS COMMODITY INDEX F COMM IDX FND 911717106 2147 35000 SH SOLE 35000 0 0 UNITEDHEALTH GROUP INC COM 91324P102 192 3460 SH SOLE 0 0 3460 V F CORP COM 918204108 233 1459 SH SOLE 0 0 1459 VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 417 5119 SH SOLE 5000 0 119 VANGUARD BD INDEX FD INC INTERMED TERM 921937819 271 3000 SH SOLE 3000 0 0 VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 4176 49042 SH SOLE 43735 0 5307 VANGUARD INDEX FDS TOTAL STK MKT 922908769 31246 424253 SH SOLE 424000 0 253 VANGUARD INDEX FDS EXTEND MKT ETF 922908652 19000 319000 SH SOLE 319000 0 0 VANGUARD INDEX FDS VALUE ETF 922908744 18577 316368 SH SOLE 172000 0 144368 VANGUARD INDEX FDS MID CAP ETF 922908629 33353 410956 SH SOLE 410795 0 161 VANGUARD INDEX FDS SMALL CP ETF 922908751 30387 379173 SH SOLE 270990 0 108183 VANGUARD INDEX FDS GROWTH ETF 922908736 23038 318199 SH SOLE 120000 0 198199 VANGUARD INDEX FDS SML CP GRW ETF 922908595 492 5572 SH SOLE 0 0 5572 VANGUARD INDEX FDS LARGE CAP ETF 922908637 39331 598737 SH SOLE 456000 0 142737 VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 2199 32457 SH SOLE 0 0 32457 VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 17 290 SH SOLE 0 0 290 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 27873 668086 SH SOLE 421615 0 246471 VANGUARD INTL EQUITY INDEX F MSCI PAC ETF 922042866 1315 26113 SH SOLE 26000 0 113 VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 4684 109043 SH SOLE 90000 0 19043 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 720 15000 SH SOLE 15000 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 3971 45300 SH SOLE 45300 0 0 VANGUARD SCOTTSDALE FDS SHRT-TERM CORP 92206C409 809 10075 SH SOLE 10075 0 0 VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 93 1000 SH SOLE 1000 0 0 VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 174 3300 SH SOLE 3300 0 0 VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 7239 121304 SH SOLE 117000 0 4304 VANGUARD WORLD FD MEGA GRWTH IND 921910816 8870 156000 SH SOLE 156000 0 0 VANGUARD WORLD FD MEGA VALUE 300 921910840 1503 35000 SH SOLE 35000 0 0 VANGUARD WORLD FD MEGA CAP INDEX 921910873 3270 66000 SH SOLE 66000 0 0 VANGUARD WORLD FDS ENERGY ETF 92204A306 347 3240 SH SOLE 0 0 3240 VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 1141 15590 SH SOLE 0 0 15590 VANGUARD WORLD FDS UTILITIES ETF 92204A876 36 462 SH SOLE 0 0 462 VANGUARD WORLD FDS INF TECH ETF 92204A702 2434 33159 SH SOLE 0 0 33159 VERIZON COMMUNICATIONS INC COM 92343V104 152 3333 SH SOLE 0 0 3333 WAL-MART STORES INC COM 931142103 188 2545 SH SOLE 0 0 2545 WASTE CONNECTIONS INC COM 941053100 3 105 SH SOLE 0 0 105 WATSON PHARMACEUTICALS INC COM 942683103 269 3163 SH SOLE 0 0 3163 WELLS FARGO & CO NEW COM 949746101 98 2830 SH SOLE 0 0 2830 WHITING PETE CORP NEW COM 966387102 2 50 SH SOLE 0 0 50 WINDSTREAM CORP COM 97381W104 1 100 SH SOLE 0 0 100 WISDOMTREE TRUST DEFA FD 97717W703 41 942 SH SOLE 0 0 942 WISDOMTREE TRUST MIDCAP DIVI FD 97717W505 883 15523 SH SOLE 0 0 15523 WISDOMTREE TRUST SMALLCAP DIVID 97717W604 756 14958 SH SOLE 0 0 14958 WISDOMTREE TRUST EMERG MKTS ETF 97717W315 747 13921 SH SOLE 0 0 13921 WOLVERINE WORLD WIDE INC COM 978097103 5 115 SH SOLE 0 0 115 YUM BRANDS INC COM 988498101 13 200 SH SOLE 0 0 200