0001398344-13-002273.txt : 20130506 0001398344-13-002273.hdr.sgml : 20130506 20130506120328 ACCESSION NUMBER: 0001398344-13-002273 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120331 FILED AS OF DATE: 20130506 DATE AS OF CHANGE: 20130506 EFFECTIVENESS DATE: 20130506 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Clark Capital Management Group, Inc. CENTRAL INDEX KEY: 0001352187 IRS NUMBER: 232420504 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11680 FILM NUMBER: 13815058 BUSINESS ADDRESS: STREET 1: ONE LIBERTY PLACE, 53RD FLOOR STREET 2: 1650 MARKET STREET CITY: PHILA STATE: PA ZIP: 19103 BUSINESS PHONE: 215-569-2224 MAIL ADDRESS: STREET 1: ONE LIBERTY PLACE, 53RD FLOOR STREET 2: 1650 MARKET STREET CITY: PHILA STATE: PA ZIP: 19103 13F-HR 1 fp0007028_13fhr.txt 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: Clark Capital Management Group, Inc. Address: 1650 Market Street, 53rd Fl Philadelphia, PA 19103 Form 13F File Number: 028-11680 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: Denise Williams Title: CCO Phone: 215-569-2224 Signature, Place, and Date of Signing: /s/ Denise Williams Philadelphia, PA April 30, 2013 -------------------- ---------------- -------------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 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).) [ ] 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 Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 ----------- Form 13F Information Table Entry Total: 390 ----------- Form 13F Information Table Value Total: $ 1,767,296 ----------- (thousands) List of Other Included Managers: Provide a numbered list of the names(s) and Form 13F file numbers(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.] NONE

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ----------------------------- ----------------- --------- ----------- -------------------- ---------- -------- --------------------- VOTING AUTHORITY TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ----------------------------- ----------------- --------- ----------- ----------- --- ---- ---------- -------- ---- ------ --------- 3M CO COM 88579Y101 593 6,648 SH SOLE 6,648 ABBOTT LABS COM 002824100 4,513 73,634 SH SOLE 73,634 ABERCROMBIE & FITCH CO CL A 002896207 338 6,804 SH SOLE 6,804 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 814 12,626 SH SOLE 12,626 ACTIVISION BLIZZARD INC COM 00507V109 185 14,463 SH SOLE 14,463 ACTUANT CORP CL A NEW 00508X203 2,680 92,438 SH SOLE 92,438 ADVANCE AUTO PARTS INC COM 00751Y106 451 5,091 SH SOLE 5,091 AETNA INC NEW COM 00817Y108 3,243 64,656 SH SOLE 64,656 AFLAC INC COM 001055102 536 11,650 SH SOLE 11,650 AIRCASTLE LTD COM G0129K104 145 11,838 SH SOLE 11,838 ALASKA AIR GROUP INC COM 011659109 1,725 48,171 SH SOLE 48,171 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 212 3,081 SH SOLE 3,081 ALLOT COMMUNICATIONS LTD SHS M0854Q105 238 10,235 SH SOLE 10,235 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 429 25,836 SH SOLE 25,836 ALPS ETF TR ALERIAN MLP 00162Q866 1,261 75,794 SH SOLE 75,794 ALTRIA GROUP INC COM 02209S103 647 20,960 SH SOLE 20,960 ALUMINA LTD SPONSORED ADR 022205108 297 57,737 SH SOLE 57,737 AMERICAN CAMPUS CMNTYS INC COM 024835100 254 5,678 SH SOLE 5,678 AMERICAN CAPITAL AGENCY CORP COM 02503X105 309 10,461 SH SOLE 10,461 AMERICAN EXPRESS CO COM 025816109 803 13,874 SH SOLE 13,874 AMERICAN WTR WKS CO INC NEW COM 030420103 1,911 56,165 SH SOLE 56,165 AMERISOURCEBERGEN CORP COM 03073E105 2,345 59,137 SH SOLE 59,137 AMKOR TECHNOLOGY INC COM 031652100 212 34,480 SH SOLE 34,480 AMTRUST FINANCIAL SERVICES I COM 032359309 215 8,009 SH SOLE 8,009 ANADARKO PETE CORP COM 032511107 354 4,519 SH SOLE 4,519 ANALOG DEVICES INC COM 032654105 321 7,952 SH SOLE 7,952 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 717 19,432 SH SOLE 19,432 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 643 8,838 SH SOLE 8,838 ANNALY CAP MGMT INC COM 035710409 295 18,665 SH SOLE 18,665 ANTARES PHARMA INC COM 036642106 32 10,000 SH SOLE 10,000 APACHE CORP COM 037411105 2,698 26,862 SH SOLE 26,862 APPLE INC COM 037833100 10,000 16,680 SH SOLE 16,680 ARCHER DANIELS MIDLAND CO COM 039483102 354 11,191 SH SOLE 11,191 ASHLAND INC NEW COM 044209104 2,502 40,976 SH SOLE 40,976 ASTRAZENECA PLC SPONSORED ADR 046353108 805 18,090 SH SOLE 18,090 AT&T INC COM 00206R102 1,532 49,052 SH SOLE 49,052 AUTODESK INC COM 052769106 255 6,025 SH SOLE 6,025 AVIAT NETWORKS INC COM 05366Y102 258 91,400 SH SOLE 91,400 AXIS CAPITAL HOLDINGS SHS G0692U109 536 16,173 SH SOLE 16,173 BABCOCK & WILCOX CO NEW COM 05615F102 241 9,366 SH SOLE 9,366 BAIDU INC SPON ADR REP A 056752108 1,206 8,273 SH SOLE 8,273 BANK MONTREAL QUE COM 063671101 2,426 40,875 SH SOLE 40,875 BANK OF AMERICA CORPORATION COM 060505104 569 59,494 SH SOLE 59,494 BANK OF NEW YORK MELLON CORP COM 064058100 2,219 91,944 SH SOLE 91,944 BARCLAYS BANK PLC ETN DJUBS SGAR3 7 06739H214 1,575 17,567 SH SOLE 17,567 BARCLAYS BANK PLC ETN DJUBS GRNS36 06739H305 1,579 33,298 SH SOLE 33,298 BARCLAYS BK PLC IPSP CROIL ETN 06738C786 2,290 88,470 SH SOLE 88,470 BARCLAYS BK PLC ETN DJUBS COPR36 06739F101 1,517 30,921 SH SOLE 30,921 BARCLAYS BK PLC IPTH S&P VIX NEW 06740C261 9,404 560,428 SH SOLE 560,428 BARCLAYS BK PLC IPATH DYNM VIX 06741L609 91,205 1,576,306 SH SOLE 1,576,306 BARRICK GOLD CORP COM 067901108 1,094 25,227 SH SOLE 25,227 BAXTER INTL INC COM 071813109 461 7,714 SH SOLE 7,714 BCE INC COM NEW 05534B760 1,002 25,046 SH SOLE 25,046 BEAM INC COM 073730103 290 4,950 SH SOLE 4,950 BED BATH & BEYOND INC COM 075896100 303 4,608 SH SOLE 4,608 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 758 9,337 SH SOLE 9,337 BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 2,934 124,781 SH SOLE 124,781 BLACKROCK INC COM 09247X101 2,963 14,463 SH SOLE 14,463 BOEING CO COM 097023105 797 10,710 SH SOLE 10,710 BOSTON SCIENTIFIC CORP COM 101137107 169 28,201 SH SOLE 28,201 BOYD GAMING CORP COM 103304101 151 19,289 SH SOLE 19,289 BP PLC SPONSORED ADR 055622104 828 18,388 SH SOLE 18,388 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 173 15,070 SH SOLE 15,070 BRISTOL MYERS SQUIBB CO COM 110122108 710 21,027 SH SOLE 21,027 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1,719 16,979 SH SOLE 16,979 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 309 12,906 SH SOLE 12,906 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 253 44,001 SH SOLE 44,001 BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 1,219 19,918 SH SOLE 19,918 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 287 19,555 SH SOLE 19,555 CADENCE DESIGN SYSTEM INC COM 127387108 248 20,940 SH SOLE 20,940 CAL DIVE INTL INC DEL COM 12802T101 185 55,953 SH SOLE 55,953 CAMBREX CORP COM 132011107 149 21,346 SH SOLE 21,346 CAMECO CORP COM 13321L108 930 43,392 SH SOLE 43,392 CARDINAL HEALTH INC COM 14149Y108 2,192 50,843 SH SOLE 50,843 CASEYS GEN STORES INC COM 147528103 214 3,861 SH SOLE 3,861 CATERPILLAR INC DEL COM 149123101 3,358 31,525 SH SOLE 31,525 CELESTICA INC SUB VTG SHS 15101Q108 194 20,240 SH SOLE 20,240 CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 484 51,723 SH SOLE 51,723 CHECK POINT SOFTWARE TECH LT ORD M22465104 2,929 45,884 SH SOLE 45,884 CHEVRON CORP NEW COM 166764100 4,206 39,230 SH SOLE 39,230 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 696 16,112 SH SOLE 16,112 CHUBB CORP COM 171232101 376 5,439 SH SOLE 5,439 CINEMARK HOLDINGS INC COM 17243V102 210 9,545 SH SOLE 9,545 CISCO SYS INC COM 17275R102 5,199 245,839 SH SOLE 245,839 CLAYMORE EXCHANGE TRD FD TR GUGG SHIPPNG ETF 18383Q796 249 13,075 SH SOLE 13,075 CLEVELAND BIOLABS INC COM 185860103 31 12,500 SH SOLE 12,500 CLOROX CO DEL COM 189054109 801 11,646 SH SOLE 11,646 CLOUD PEAK ENERGY INC COM 18911Q102 1,564 98,179 SH SOLE 98,179 CME GROUP INC COM 12572Q105 3,085 10,661 SH SOLE 10,661 CNH GLOBAL N V SHS NEW N20935206 1,596 40,201 SH SOLE 40,201 COACH INC COM 189754104 3,046 39,417 SH SOLE 39,417 COCA COLA CO COM 191216100 3,716 50,212 SH SOLE 50,212 COINSTAR INC COM 19259P300 262 4,115 SH SOLE 4,115 COLGATE PALMOLIVE CO COM 194162103 624 6,384 SH SOLE 6,384 COMCAST CORP NEW CL A 20030N101 542 18,073 SH SOLE 18,073 CONAGRA FOODS INC COM 205887102 845 32,172 SH SOLE 32,172 CONNS INC COM 208242107 164 10,687 SH SOLE 10,687 CONOCOPHILLIPS COM 20825C104 2,100 27,625 SH SOLE 27,625 CONSTELLATION BRANDS INC CL A 21036P108 2,354 99,771 SH SOLE 99,771 CORNING INC COM 219350105 484 34,398 SH SOLE 34,398 CSX CORP COM 126408103 564 26,191 SH SOLE 26,191 CUBIST PHARMACEUTICALS INC COM 229678107 213 4,935 SH SOLE 4,935 CULLEN FROST BANKERS INC COM 229899109 597 10,260 SH SOLE 10,260 CURRENCYSHARES AUSTRALIAN DL AUSTRALIAN DOL 23129U101 2,278 21,927 SH SOLE 21,927 CURRENCYSHARES EURO TR EURO SHS 23130C108 1,531 11,534 SH SOLE 11,534 CVB FINL CORP COM 126600105 175 14,882 SH SOLE 14,882 DANAHER CORP DEL COM 235851102 616 11,008 SH SOLE 11,008 DAVITA INC COM 23918K108 1,751 19,418 SH SOLE 19,418 DIAGEO P L C SPON ADR NEW 25243Q205 2,639 27,344 SH SOLE 27,344 DISCOVER FINL SVCS COM 254709108 3,362 100,845 SH SOLE 100,845 DISNEY WALT CO COM DISNEY 254687106 416 9,505 SH SOLE 9,505 DOMINION RES INC VA NEW COM 25746U109 319 6,235 SH SOLE 6,235 DU PONT E I DE NEMOURS & CO COM 263534109 3,722 70,350 SH SOLE 70,350 E M C CORP MASS COM 268648102 1,400 46,870 SH SOLE 46,870 EATON CORP COM 278058102 618 12,404 SH SOLE 12,404 EBAY INC COM 278642103 1,210 32,785 SH SOLE 32,785 ELECTRONIC ARTS INC COM 285512109 342 20,752 SH SOLE 20,752 EMERSON ELEC CO COM 291011104 447 8,558 SH SOLE 8,558 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 322 7,917 SH SOLE 7,917 ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 2,366 65,510 SH SOLE 65,510 ENTEGRIS INC COM 29362U104 177 18,974 SH SOLE 18,974 ENTERGY CORP NEW COM 29364G103 220 3,280 SH SOLE 3,280 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 3,730 80,430 SH SOLE 80,430 EQT CORP COM 26884L109 654 13,556 SH SOLE 13,556 ERICSSON L M TEL CO ADR B SEK 9 294821608 381 36,931 SH SOLE 36,931 EXELON CORP COM 30161N101 973 24,803 SH SOLE 24,803 EXPRESS SCRIPTS INC COM 302182100 363 6,708 SH SOLE 6,708 EXTRA SPACE STORAGE INC COM 30225T102 240 8,324 SH SOLE 8,324 EXXON MOBIL CORP COM 30231G102 4,627 53,344 SH SOLE 53,344 FIDELITY NATL INFORMATION SV COM 31620M106 541 16,338 SH SOLE 16,338 FIFTH THIRD BANCORP COM 316773100 2,240 159,510 SH SOLE 159,510 FIRST AMERN FINL CORP COM 31847R102 196 11,787 SH SOLE 11,787 FIRST MERCHANTS CORP COM 320817109 204 16,500 SH SOLE 16,500 FREIGHTCAR AMER INC COM 357023100 209 9,290 SH SOLE 9,290 GENERAL ELECTRIC CO COM 369604103 3,107 154,806 SH SOLE 154,806 GENERAL MLS INC COM 370334104 547 13,854 SH SOLE 13,854 GENUINE PARTS CO COM 372460105 2,428 38,686 SH SOLE 38,686 GLATFELTER COM 377316104 173 10,975 SH SOLE 10,975 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1,015 22,607 SH SOLE 22,607 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 614 44,187 SH SOLE 44,187 GOLDMAN SACHS GROUP INC COM 38141G104 439 3,533 SH SOLE 3,533 GOOGLE INC CL A 38259P508 778 1,213 SH SOLE 1,213 GRACE W R & CO DEL NEW COM 38388F108 238 4,123 SH SOLE 4,123 GROUP 1 AUTOMOTIVE INC COM 398905109 3,214 57,216 SH SOLE 57,216 GT ADVANCED TECHNOLOGIES INC COM 36191U106 269 32,479 SH SOLE 32,479 GULFMARK OFFSHORE INC CL A NEW 402629208 202 4,385 SH SOLE 4,385 HAEMONETICS CORP COM 405024100 249 3,578 SH SOLE 3,578 HASBRO INC COM 418056107 308 8,397 SH SOLE 8,397 HCP INC COM 40414L109 285 7,230 SH SOLE 7,230 HEALTH CARE REIT INC COM 42217K106 393 7,150 SH SOLE 7,150 HEARTLAND FINL USA INC COM 42234Q102 213 12,266 SH SOLE 12,266 HEINZ H J CO COM 423074103 2,126 39,694 SH SOLE 39,694 HESS CORP COM 42809H107 455 7,723 SH SOLE 7,723 HOME DEPOT INC COM 437076102 2,349 46,700 SH SOLE 46,700 HONEYWELL INTL INC COM 438516106 410 6,720 SH SOLE 6,720 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 3,552 134,197 SH SOLE 134,197 HUDSON CITY BANCORP COM 443683107 173 23,653 SH SOLE 23,653 IAC INTERACTIVECORP COM PAR $.000 44919P508 3,194 65,058 SH SOLE 65,058 ILLINOIS TOOL WKS INC COM 452308109 605 10,600 SH SOLE 10,600 ILLUMINA INC COM 452327109 261 4,962 SH SOLE 4,962 INTEL CORP COM 458140100 3,500 124,483 SH SOLE 124,483 INTERNATIONAL BUSINESS MACHS COM 459200101 7,641 36,621 SH SOLE 36,621 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 351 5,989 SH SOLE 5,989 INTL PAPER CO COM 460146103 218 6,217 SH SOLE 6,217 INVESCO LTD SHS G491BT108 276 10,360 SH SOLE 10,360 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 249 20,790 SH SOLE 20,790 ISHARES GOLD TRUST ISHARES 464285105 2,034 125,005 SH SOLE 125,005 ISHARES INC MSCI AUSTRIA INV 464286202 11,433 696,297 SH SOLE 696,297 ISHARES INC MSCI THAILAND 464286624 11,656 160,130 SH SOLE 160,130 ISHARES INC MSCI CHILE INVES 464286640 24,785 362,888 SH SOLE 362,888 ISHARES INC MSCI SINGAPORE 464286673 11,708 908,269 SH SOLE 908,269 ISHARES INC MSCI FRANCE 464286707 22,400 1,014,952 SH SOLE 1,014,952 ISHARES INC MSCI TURKEY FD 464286715 11,651 219,631 SH SOLE 219,631 ISHARES INC MSCI SWEDEN 464286756 24,098 830,662 SH SOLE 830,662 ISHARES INC MSCI GERMAN 464286806 29,570 1,270,204 SH SOLE 1,270,204 ISHARES INC MSCI HONG KONG 464286871 11,465 657,228 SH SOLE 657,228 ISHARES SILVER TRUST ISHARES 46428Q109 1,480 47,156 SH SOLE 47,156 ISHARES TR S&P 100 IDX FD 464287101 35,062 547,494 SH SOLE 547,494 ISHARES TR DJ SEL DIV INX 464287168 310 5,544 SH SOLE 5,544 ISHARES TR MSCI EMERG MKT 464287234 326 7,585 SH SOLE 7,585 ISHARES TR IBOXX INV CPBD 464287242 27,925 241,500 SH SOLE 241,500 ISHARES TR S&P LTN AM 39 464287390 11,402 239,391 SH SOLE 239,391 ISHARES TR BARCLYS 1-3 YR 464287457 631 7,480 SH SOLE 7,480 ISHARES TR MSCI EAFE INDEX 464287465 6,387 116,359 SH SOLE 116,359 ISHARES TR RUSSELL MCP GR 464287481 109,192 1,736,786 SH SOLE 1,736,786 ISHARES TR RUSSELL MIDCAP 464287499 26,323 237,741 SH SOLE 237,741 ISHARES TR NASDQ BIO INDX 464287556 207 1,677 SH SOLE 1,677 ISHARES TR RUSL 2 000 VALU 464287630 41,085 563,046 SH SOLE 563,046 ISHARES TR RUSL 2 000 GROW 464287648 79,970 838,439 SH SOLE 838,439 ISHARES TR RUSSELL 1999 464287655 55,642 671,924 SH SOLE 671,924 ISHARES TR JPMORGAN USD 464288281 1,515 13,444 SH SOLE 13,444 ISHARES TR HIGH YLD CORP 464288513 73,946 815,118 SH SOLE 815,118 ISHARES TR RETAIL CAP IDX 464288547 560 17,157 SH SOLE 17,157 ISHARES TR BARCLYS INTER CR 464288638 452 4,152 SH SOLE 4,152 ISHARES TR BARCLYS 1-3YR CR 464288646 16,155 153,726 SH SOLE 153,726 ISHARES TR S&P GL INDUSTR 464288729 259 4,771 SH SOLE 4,771 ISHARES TR DJ BROKER-DEAL 464288794 18,843 743,005 SH SOLE 743,005 ISHARES TR DJ MED DEVICES 464288810 204 3,013 SH SOLE 3,013 ISHARES TR RSSL MCRCP IDX 464288869 13,726 267,049 SH SOLE 267,049 ISHARES TR MSCI GRW IDX 464288885 9,277 158,203 SH SOLE 158,203 ISHARES TR PHILL INVSTMRK 46429B408 6,974 242,672 SH SOLE 242,672 ITC HLDGS CORP COM 465685105 466 6,051 SH SOLE 6,051 ITT CORP NEW COM NEW 450911201 284 12,399 SH SOLE 12,399 J2 GLOBAL INC COM 48123V102 1,596 55,658 SH SOLE 55,658 JANUS CAP GROUP INC COM 47102X105 169 19,000 SH SOLE 19,000 JETBLUE AIRWAYS CORP COM 477143101 181 37,074 SH SOLE 37,074 JOHNSON & JOHNSON COM 478160104 1,788 27,114 SH SOLE 27,114 JOHNSON CTLS INC COM 478366107 773 23,796 SH SOLE 23,796 JOURNAL COMMUNICATIONS INC CL A 481130102 187 33,203 SH SOLE 33,203 JPMORGAN CHASE & CO COM 46625H100 5,073 110,337 SH SOLE 110,337 JUNIPER NETWORKS INC COM 48203R104 336 14,688 SH SOLE 14,688 KENNAMETAL INC COM 489170100 3,258 73,169 SH SOLE 73,169 KINDER MORGAN INC DEL COM 49456B101 563 14,555 SH SOLE 14,555 KINROSS GOLD CORP COM NO PAR 496902404 779 79,881 SH SOLE 79,881 KONA GRILL INC COM 50047H201 204 37,575 SH SOLE 37,575 KOREA ELECTRIC PWR SPONSORED ADR 500631106 176 18,078 SH SOLE 18,078 KRAFT FOODS INC CL A 50075N104 2,618 68,882 SH SOLE 68,882 L-3 COMMUNICATIONS HLDGS INC COM 502424104 694 9,811 SH SOLE 9,811 LEAPFROG ENTERPRISES INC CL A 52186N106 238 28,520 SH SOLE 28,520 LEGGETT & PLATT INC COM 524660107 536 23,311 SH SOLE 23,311 LINN ENERGY LLC UNIT LTD LIAB 536020100 1,520 39,853 SH SOLE 39,853 LOCKHEED MARTIN CORP COM 539830109 2,547 28,348 SH SOLE 28,348 LORILLARD INC COM 544147101 666 5,146 SH SOLE 5,146 LOWES COS INC COM 548661107 247 7,881 SH SOLE 7,881 LSI CORPORATION COM 502161102 1,702 196,058 SH SOLE 196,058 M & T BK CORP COM 55261F104 333 3,828 SH SOLE 3,828 MACYS INC COM 55616P104 3,543 89,188 SH SOLE 89,188 MANHATTAN ASSOCS INC COM 562750109 226 4,755 SH SOLE 4,755 MARATHON OIL CORP COM 565849106 422 13,298 SH SOLE 13,298 MARKET VECTORS ETF TR AGRIBUS ETF 57060U605 2,335 44,195 SH SOLE 44,195 MARKET VECTORS ETF TR BRAZL SMCP ETF 57060U613 11,824 269,148 SH SOLE 269,148 MATTEL INC COM 577081102 2,113 62,771 SH SOLE 62,771 MCCORMICK & CO INC COM NON VTG 579780206 550 10,101 SH SOLE 10,101 MCDONALDS CORP COM 580135101 3,445 35,122 SH SOLE 35,122 MCKESSON CORP COM 58155Q103 341 3,889 SH SOLE 3,889 MEDCO HEALTH SOLUTIONS INC COM 58405U102 201 2,854 SH SOLE 2,854 MEDTRONIC INC COM 585055106 1,038 26,497 SH SOLE 26,497 MERCK & CO INC NEW COM 58933Y105 736 19,165 SH SOLE 19,165 METLIFE INC COM 59156R108 792 21,205 SH SOLE 21,205 MICROCHIP TECHNOLOGY INC COM 595017104 1,033 27,768 SH SOLE 27,768 MICROSOFT CORP COM 594918104 1,769 54,851 SH SOLE 54,851 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 818 44,629 SH SOLE 44,629 MONSANTO CO NEW COM 61166W101 305 3,824 SH SOLE 3,824 MORGAN STANLEY COM NEW 617446448 245 12,496 SH SOLE 12,496 MOTOROLA SOLUTIONS INC COM NEW 620076307 751 14,779 SH SOLE 14,779 MULTIMEDIA GAMES HLDG CO INC COM 625453105 262 23,950 SH SOLE 23,950 NASDAQ OMX GROUP INC COM 631103108 1,613 62,267 SH SOLE 62,267 NATIONAL OILWELL VARCO INC COM 637071101 2,271 28,576 SH SOLE 28,576 NAVISTAR INTL CORP NEW COM 63934E108 230 5,689 SH SOLE 5,689 NCR CORP NEW COM 62886E108 3,359 154,721 SH SOLE 154,721 NETAPP INC COM 64110D104 307 6,856 SH SOLE 6,856 NEW YORK CMNTY BANCORP INC COM 649445103 959 68,921 SH SOLE 68,921 NEXEN INC COM 65334H102 1,046 57,151 SH SOLE 57,151 NEXTERA ENERGY INC COM 65339F101 677 11,082 SH SOLE 11,082 NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 1,062 46,940 SH SOLE 46,940 NISOURCE INC COM 65473P105 321 13,186 SH SOLE 13,186 NOKIA CORP SPONSORED ADR 654902204 664 120,886 SH SOLE 120,886 NORFOLK SOUTHERN CORP COM 655844108 1,018 15,469 SH SOLE 15,469 NORTHERN TR CORP COM 665859104 1,944 40,976 SH SOLE 40,976 NOVO-NORDISK A S ADR 670100205 551 3,975 SH SOLE 3,975 NUANCE COMMUNICATIONS INC COM 67020Y100 364 14,235 SH SOLE 14,235 NYSE EURONEXT COM 629491101 1,680 55,979 SH SOLE 55,979 OGE ENERGY CORP COM 670837103 248 4,640 SH SOLE 4,640 OIL STS INTL INC COM 678026105 3,357 43,010 SH SOLE 43,010 OLD REP INTL CORP COM 680223104 162 15,391 SH SOLE 15,391 OMNICOM GROUP INC COM 681919106 328 6,475 SH SOLE 6,475 ONEOK INC NEW COM 682680103 611 7,477 SH SOLE 7,477 ORACLE CORP COM 68389X105 283 9,700 SH SOLE 9,700 ORIENTAL FINL GROUP INC COM 68618W100 223 18,399 SH SOLE 18,399 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 342 11,269 SH SOLE 11,269 PACCAR INC COM 693718108 559 11,944 SH SOLE 11,944 PANASONIC CORP ADR 69832A205 531 57,386 SH SOLE 57,386 PAYCHEX INC COM 704326107 236 7,615 SH SOLE 7,615 PEABODY ENERGY CORP COM 704549104 346 11,953 SH SOLE 11,953 PEOPLES UNITED FINANCIAL INC COM 712704105 406 30,692 SH SOLE 30,692 PEPSICO INC COM 713448108 1,287 19,391 SH SOLE 19,391 PFIZER INC COM 717081103 2,217 97,914 SH SOLE 97,914 PHILIP MORRIS INTL INC COM 718172109 4,726 53,332 SH SOLE 53,332 PNC FINL SVCS GROUP INC COM 693475105 2,494 38,666 SH SOLE 38,666 POTASH CORP SASK INC COM 73755L107 235 5,161 SH SOLE 5,161 POWERSHARES ETF TRUST DYN MEDIA PORT 73935X823 6,149 405,610 SH SOLE 405,610 POWERSHARES QQQ TRUST UNIT SER 0 73935A104 21,432 317,273 SH SOLE 317,273 POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B705 1,501 74,697 SH SOLE 74,697 PPG INDS INC COM 693506107 2,509 26,190 SH SOLE 26,190 PROCTER & GAMBLE CO COM 742718109 2,023 30,093 SH SOLE 30,093 PROGRESS ENERGY INC COM 743263105 298 5,607 SH SOLE 5,607 PROSHARES TR PSHS SH MSCI EMR 74347R396 1,133 38,869 SH SOLE 38,869 PROSHARES TR PSHS SHTRUSS1999 74347R826 4,210 161,492 SH SOLE 161,492 PROSHARES TR SHRT 2 0+YR TRE 74347X849 277 8,330 SH SOLE 8,330 PROSHARES TR II VIX MDTRM FUTR 74347W684 87,669 1,545,105 SH SOLE 1,545,105 PRUDENTIAL FINL INC COM 744320102 438 6,912 SH SOLE 6,912 PUBLIC SVC ENTERPRISE GROUP COM 744573106 366 11,950 SH SOLE 11,950 QUALCOMM INC COM 747525103 1,327 19,495 SH SOLE 19,495 QUEST DIAGNOSTICS INC COM 74834L100 286 4,677 SH SOLE 4,677 RAYONIER INC COM 754907103 2,288 51,905 SH SOLE 51,905 REYNOLDS AMERICAN INC COM 761713106 2,648 63,896 SH SOLE 63,896 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 731 10,419 SH SOLE 10,419 SAFEWAY INC COM NEW 786514208 2,141 105,927 SH SOLE 105,927 SANOFI SPONSORED ADR 80105N105 886 22,856 SH SOLE 22,856 SAP AG SPON ADR 803054204 698 9,991 SH SOLE 9,991 SCANA CORP NEW COM 80589M102 310 6,790 SH SOLE 6,790 SCHLUMBERGER LTD COM 806857108 637 9,110 SH SOLE 9,110 SEADRILL LIMITED SHS G7945E105 801 21,411 SH SOLE 21,411 SELECT MED HLDGS CORP COM 81619Q105 149 19,314 SH SOLE 19,314 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 46,420 1,029,486 SH SOLE 1,029,486 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 37,161 2,352,736 SH SOLE 2,352,736 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 54,184 1,796,551 SH SOLE 1,796,551 SEMPRA ENERGY COM 816851109 319 5,323 SH SOLE 5,323 SIEMENS A G SPONSORED ADR 826197501 519 5,145 SH SOLE 5,145 SK TELECOM LTD SPONSORED ADR 78440P108 875 62,876 SH SOLE 62,876 SONOCO PRODS CO COM 835495102 218 6,568 SH SOLE 6,568 SOUTHERN COPPER CORP COM 84265V105 726 22,909 SH SOLE 22,909 SPDR GOLD TRUST GOLD SHS 78463V107 8,234 50,790 SH SOLE 50,790 SPDR INDEX SHS FDS S&P EMKTSC ETF 78463X756 13,496 293,847 SH SOLE 293,847 SPDR INDEX SHS FDS S&P INTL ETF 78463X772 2,799 56,004 SH SOLE 56,004 SPDR INDEX SHS FDS MSCI ACWI EXUS 78463X848 2,379 75,691 SH SOLE 75,691 SPDR INDEX SHS FDS S&P INTL SMLCP 78463X871 13,264 461,029 SH SOLE 461,029 SPDR S&P 500 ETF TR TR UNIT 78462F103 39,975 283,896 SH SOLE 283,896 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 16,771 92,806 SH SOLE 92,806 SPDR SER TR CAP S/T HI YLD 78468R408 3,114 104,005 SH SOLE 104,005 SPDR SERIES TRUST BRCLYS CAP CONV 78464A359 3,143 78,852 SH SOLE 78,852 SPDR SERIES TRUST BRCLYS YLD ETF 78464A417 79,516 2,019,704 SH SOLE 2,019,704 SPDR SERIES TRUST S&P REGL BKG 78464A698 427 15,012 SH SOLE 15,012 SPDR SERIES TRUST S&P RETAIL ETF 78464A714 20,949 342,017 SH SOLE 342,017 SPDR SERIES TRUST S&P INS ETF 78464A789 10,352 247,663 SH SOLE 247,663 SPDR SERIES TRUST S&P BK ETF 78464A797 22,041 924,163 SH SOLE 924,163 SPDR SERIES TRUST S&P HOMEBUILD 78464A888 28,157 1,318,851 SH SOLE 1,318,851 ST JUDE MED INC COM 790849103 378 8,528 SH SOLE 8,528 STARBUCKS CORP COM 855244109 347 6,206 SH SOLE 6,206 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 212 3,759 SH SOLE 3,759 STEEL DYNAMICS INC COM 858119100 1,751 120,430 SH SOLE 120,430 STRATEGIC HOTELS & RESORTS I COM 86272T106 183 27,779 SH SOLE 27,779 SUN COMMUNITIES INC COM 866674104 249 5,738 SH SOLE 5,738 SUNTRUST BKS INC COM 867914103 272 11,248 SH SOLE 11,248 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 209 13,554 SH SOLE 13,554 TALISMAN ENERGY INC COM 87425E103 443 35,321 SH SOLE 35,321 TARGET CORP COM 87612E106 917 15,732 SH SOLE 15,732 TELECOM ITALIA S P A NEW SPON ADR SVGS 87927Y201 837 86,064 SH SOLE 86,064 TELEPHONE & DATA SYS INC COM NEW 879433829 207 8,926 SH SOLE 8,926 TERADATA CORP DEL COM 88076W103 584 8,567 SH SOLE 8,567 TESSERA TECHNOLOGIES INC COM 88164L100 177 10,270 SH SOLE 10,270 TEUCRIUM COMMODITY TR CORN FD SHS 88166A102 1,480 37,698 SH SOLE 37,698 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 436 9,677 SH SOLE 9,677 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 2,834 81,851 SH SOLE 81,851 TEXAS INSTRS INC COM 882508104 3,056 90,937 SH SOLE 90,937 TIME WARNER CABLE INC COM 88732J207 3,086 37,862 SH SOLE 37,862 TJX COS INC NEW COM 872540109 3,220 81,098 SH SOLE 81,098 TORONTO DOMINION BK ONT COM NEW 891160509 453 5,352 SH SOLE 5,352 TOWERS WATSON & CO CL A 891894107 2,705 40,936 SH SOLE 40,936 TOWN SPORTS INTL HLDGS INC COM 89214A102 202 15,955 SH SOLE 15,955 TOWNEBANK PORTSMOUTH VA COM 89214P109 167 12,346 SH SOLE 12,346 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 515 5,935 SH SOLE 5,935 TRANSOCEAN LTD REG SHS H8817H100 417 7,624 SH SOLE 7,624 UBS AG SHS NEW H89231338 683 48,753 SH SOLE 48,753 UMPQUA HLDGS CORP COM 904214103 171 12,604 SH SOLE 12,604 UNDER ARMOUR INC CL A 904311107 378 4,025 SH SOLE 4,025 UNION PAC CORP COM 907818108 626 5,820 SH SOLE 5,820 UNITED PARCEL SERVICE INC CL B 911312106 14,407 178,477 SH SOLE 178,477 UNITED STS GASOLINE FD LP UNITS 91201T102 2,396 41,918 SH SOLE 41,918 UNUM GROUP COM 91529Y106 645 26,344 SH SOLE 26,344 US BANCORP DEL COM NEW 902973304 4,705 148,529 SH SOLE 148,529 V F CORP COM 918204108 704 4,823 SH SOLE 4,823 VALASSIS COMMUNICATIONS INC COM 918866104 2,175 94,579 SH SOLE 94,579 VALEANT PHARMACEUTICALS INTL COM 91911K102 3,568 66,651 SH SOLE 66,651 VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 554 6,850 SH SOLE 6,850 VANGUARD INDEX FDS REIT ETF 922908553 2,555 40,144 SH SOLE 40,144 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 41,640 957,907 SH SOLE 957,907 VERIZON COMMUNICATIONS INC COM 92343V104 2,655 69,447 SH SOLE 69,447 VIRGINIA COMM BANCORP INC COM 92778Q109 252 28,651 SH SOLE 28,651 VIROPHARMA INC COM 928241108 240 7,972 SH SOLE 7,972 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 954 34,484 SH SOLE 34,484 VOXX INTL CORP CL A 91829F104 248 18,270 SH SOLE 18,270 WACOAL HOLDINGS CORP ADR 930004205 487 8,272 SH SOLE 8,272 WALGREEN CO COM 931422109 327 9,768 SH SOLE 9,768 WATSON PHARMACEUTICALS INC COM 942683103 2,948 43,968 SH SOLE 43,968 WELLS FARGO & CO NEW COM 949746101 1,332 39,030 SH SOLE 39,030 WESTERN REFNG INC COM 959319104 188 10,000 SH SOLE 10,000 WHITING PETE CORP NEW COM 966387102 709 13,061 SH SOLE 13,061 WILLIAMS COS INC DEL COM 969457100 417 13,550 SH SOLE 13,550 WISCONSIN ENERGY CORP COM 976657106 2,690 76,457 SH SOLE 76,457 WISDOMTREE TRUST DRYFS CURR ETF 97717W133 2,311 110,347 SH SOLE 110,347 WISDOMTREE TRUST MIDCAP DIVI FD 97717W505 3,429 60,910 SH SOLE 60,910 WISDOMTREE TRUST SMALLCAP DIVID 97717W604 2,649 53,968 SH SOLE 53,968 WRIGHT MED GROUP INC COM 98235T107 203 10,527 SH SOLE 10,527 WYNN RESORTS LTD COM 983134107 317 2,540 SH SOLE 2,540 XCEL ENERGY INC COM 98389B100 227 8,588 SH SOLE 8,588 XEROX CORP COM 984121103 286 35,417 SH SOLE 35,417 XYLEM INC COM 98419M100 424 15,287 SH SOLE 15,287 YUM BRANDS INC COM 988498101 3,415 47,975 SH SOLE 47,975 ZIMMER HLDGS INC COM 98956P102 286 4,450 SH SOLE 4,450