0000894189-13-002791.txt : 20130513 0000894189-13-002791.hdr.sgml : 20130513 20130513162516 ACCESSION NUMBER: 0000894189-13-002791 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130331 FILED AS OF DATE: 20130513 DATE AS OF CHANGE: 20130513 EFFECTIVENESS DATE: 20130513 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Rafferty Asset Management, LLC CENTRAL INDEX KEY: 0001389426 IRS NUMBER: 133946966 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12221 FILM NUMBER: 13837672 BUSINESS ADDRESS: STREET 1: 1301 AVENUE OF THE AMERICAS (6TH AVENUE) STREET 2: 35TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 646-572-3390 MAIL ADDRESS: STREET 1: 1301 AVENUE OF THE AMERICAS (6TH AVENUE) STREET 2: 35TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10019 13F-HR 1 ram_13f-hr.txt QUARTERLY HOLDINGS REPORT 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, 2013 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: Rafferty Asset Management, LLC Address: 1301 Avenue of the Americas (6th Ave), 35th Floor New York, NY 10019 13F File Number: 28-12221 -------- 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: Angela Brickl Title: CCO Phone: 646-572-3463 Signature, Place, and Date of Signing ---/s/ Angela Brickl-- -Milwaukee, WI-- -5/2/13---- Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: Form 13 F File Number Name 28-__________________ ___________________________ FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers 1 Form 13F Information Table Entry Total: 289 Form 13F Information Table Value Total: 702,593 List of Other Included Managers: No. Form 13F File Number Name 1 28-12656 FLEXIBLE PLAN INVESTMENTS, INC. - -------- -------------------------------

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------- -------- --------- --------- ---------- -------- -------- ---------- INVEST- TITLE OF VALUE SHRS OR PUT/ MENT OTHER NAME OF ISSUER CLASS CUSIP (X$1,000) PRN AMT SH/PRN CALL DISCRETION MANAGER SOLE SHARED NONE ------- --------- ------ ---- ------------------- AFLAC INC COM 001055102 953 18,318 SH SOLE 18,318 ADVANCED MICRO DEVICES INC COM 007903107 88 34,527 SH SOLE 34,527 AFFILIATED MANAGERS GROUP COM 008252108 307 2,000 SH SOLE 2,000 ALLEGHANY CORP DEL COM 017175100 259 654 SH SOLE 654 ALLIANCE DATA SYSTEMS CORP COM 018581108 316 1,951 SH SOLE 1,951 ALLIANCE- BERNSTEIN SHARED- GBL HGH IN COM 01879R106 173 10,599 SH DEFINED 1 10,599 ALLSTATE CORP COM 020002101 943 19,214 SH SOLE 19,214 ALTERA CORP COM 021441100 335 9,438 SH SOLE 9,438 ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 177 18,210 SH SOLE 18,210 AMAZON COM INC COM 023135106 407 1,529 SH SOLE 1,529 AMERICAN CAPITAL AGENCY CORP COM 02503X105 545 16,611 SH SOLE 16,611 AMERICAN CAP LTD COM 02503Y103 179 12,261 SH SOLE 12,261 AMERICAN EXPRESS CO COM 025816109 2,646 39,220 SH SOLE 39,220 AMERICAN INTL GROUP INC COM 026874784 991 25,539 SH SOLE 25,539 AMERICAN TOWER CORP NEW COM 03027X100 1,189 15,456 SH SOLE 15,456 AMERIPRISE FINL INC COM 03076C106 598 8,125 SH SOLE 8,125 ANNALY CAP MGMT INC COM 035710409 602 37,859 SH SOLE 37,859 APPLIED MATLS INC COM 038222105 697 51,726 SH SOLE 51,726 ASSOCIATED BANC CORP COM 045487105 201 13,206 SH SOLE 13,206 AVALONBAY CMNTYS INC COM 053484101 567 4,479 SH SOLE 4,479 AVIS BUDGET SHARED- GROUP COM 053774105 286 10,259 SH DEFINED 1 10,259 BB&T CORP COM 054937107 859 27,379 SH SOLE 27,379 BT GROUP SHARED- PLC ADR 05577E101 285 6,770 SH DEFINED 1 6,770 BAIDU INC ADR SPON REP A 056752108 719 8,202 SH SOLE 8,202 BANK OF AMERICA CORPORATION COM 060505104 5,161 423,747 SH SOLE 423,747 BANK NEW YORK MELLON CORP COM 064058100 1,308 46,717 SH SOLE 46,717 BERKSHIRE HATHAWAY INC DEL CL B 084670702 7,272 69,789 SH SOLE 69,789 BLACKROCK INC COM 09247X101 1,349 5,251 SH SOLE 5,251 BLACKROCK CR SHARED- ALLCTN INC TR COM 092508100 174 12,457 SH DEFINED 1 12,457 BLACKROCK CORPOR HI SHARED- YLD FD V COM 09255P107 173 13,394 SH DEFINED 1 13,394 BLACKROCK FLOAT SHARED- RATE OME STR COM 09255X100 170 10,529 SH DEFINED 1 10,529 BOSTON PROPERTIES INC COM 101121101 593 5,865 SH SOLE 5,865 BROADCOM CORP CL A 111320107 633 18,265 SH SOLE 18,265 BROWN & BROWN INC COM 115236101 209 6,537 SH SOLE 6,537 CBRE GROUP INC CL A 12504L109 324 12,846 SH SOLE 12,846 CIT GROUP INC COM 125581801 339 7,802 SH SOLE 7,802 CME GROUP INC COM 12572Q105 798 13,007 SH SOLE 13,007 CNOOC LTD SPONSORED ADR 126132109 789 4,118 SH SOLE 4,118 CAMDEN PPTY TR SH BEN INT 133131102 225 3,282 SH SOLE 3,282 CAPITAL ONE FINL CORP COM 14040H105 1,250 22,741 SH SOLE 22,741 CAPITALSOURCE SHARED- INC COM 14055X102 135 13,982 SH DEFINED 1 13,982 CHIMERA INVT CORP COM 16934Q109 127 39,906 SH SOLE 39,906 CHIMERA INVT SHARED- CORP COM 16934Q109 182 57,144 SH DEFINED 1 57,144 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 584 14,810 SH SOLE 14,810 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 1,032 19,426 SH SOLE 19,426 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 679 5,809 SH SOLE 5,809 CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 401 7,888 SH SOLE 7,888 CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 356 26,420 SH SOLE 26,420 CHUBB CORP COM 171232101 926 10,576 SH SOLE 10,576 CINCINNATI FINL CORP COM 172062101 270 5,722 SH SOLE 5,722 CITIGROUP INC COM 172967424 5,102 115,317 SH SOLE 115,317 CLAYMORE EXCHANGE TRD FD TR GUGG S&P SHARED- GBL WTR 18383Q507 372 15,551 SH DEFINED 1 15,551 CLAYMORE EXCHANGE TRD FD TR GUGG SHARED- TIMBER ETF 18383Q879 259 11,249 SH DEFINED 1 11,249 COMERICA INC COM 200340107 277 7,704 SH SOLE 7,704 COSTCO WHSL CORP NEW COM 22160K105 218 2,056 SH SOLE 2,056 CREE INC COM 225447101 307 5,607 SH SOLE 5,607 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 274 12,799 SH SOLE 12,799 DIGITAL RLTY TR INC COM 253868103 316 4,729 SH SOLE 4,729 DISCOVER FINL SVCS COM 254709108 874 19,491 SH SOLE 19,491 DUKE REALTY CORP COM 264411505 212 12,471 SH SOLE 12,471 E TRADE FINANCIAL CORP COM 269246401 120 11,191 SH SOLE 11,191 EXCO RESOURCES INC COM 269279402 114 15,971 SH SOLE 15,971 EQUIFAX INC COM 294429105 271 4,714 SH SOLE 4,714 EQUITY RESIDENTIAL SH BEN INT 29476L107 700 12,714 SH SOLE 12,714 ESSEX PPTY TR INC COM 297178105 206 1,368 SH SOLE 1,368 FEDERAL REALTY INVT TR SH BEN INT 313747206 268 2,479 SH SOLE 2,479 FIDELITY NATL INFORMATION SV COM 31620M106 390 9,842 SH SOLE 9,842 FIDELITY NATIONAL FINANCIAL CL A 31620R105 218 8,653 SH SOLE 8,653 FIFTH THIRD BANCORP COM 316773100 588 36,032 SH SOLE 36,032 FIRST NIAGARA FINL GP INC COM 33582V108 121 13,703 SH SOLE 13,703 FIRST TR MORNINGSTAR SHARED- DIV LEA SHS 336917109 2,719 131,800 SH DEFINED 1 131,800 FIRST TR EXCHANGE TRADED FD CONSUMR SHARED- DISCRE 33734X101 212 8,241 SH DEFINED 1 8,241 FIRST TR EXCHANGE TRADED FD CONSUMR SHARED- STAPLE 33734X119 6,943 226,974 SH DEFINED 1 226,974 FIRST TR EXCHANGE TRADED FD HLTH CARE SHARED- ALPH 33734X143 2,048 53,700 SH DEFINED 1 53,700 FISERV INC COM 337738108 514 5,850 SH SOLE 5,850 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 235 8,776 SH SOLE 8,776 FOREST OIL CORP COM PAR $0.01 346091705 101 19,192 SH SOLE 19,192 FRANKLIN RES INC COM 354613101 823 5,456 SH SOLE 5,456 FULTON FINL CORP PA COM 360271100 169 14,449 SH SOLE 14,449 GANNETT SHARED- INC COM 364730101 282 12,881 SH DEFINED 1 12,881 GENERAL GROWTH PPTYS INC NEW COM 370023103 408 20,511 SH SOLE 20,511 GENWORTH COM FINL INC CL A 37247D106 193 19,260 SH SOLE 19,260 GIANT INTERACTIVE GROUP INC ADR 374511103 118 18,182 SH SOLE 18,182 GOLDMAN SACHS GROUP INC COM 38141G104 2,834 19,256 SH SOLE 19,256 HCP INC COM 40414L109 883 17,714 SH SOLE 17,714 HARTFORD FINL SVCS GROUP INC COM 416515104 446 17,278 SH SOLE 17,278 HEALTH MGMT SHARED- ASSOC INC NEW CL A 421933102 283 21,963 SH DEFINED 1 21,963 HEALTH CARE REIT INC COM 42217K106 689 10,147 SH SOLE 10,147 HEWLETT SHARED- PACKARD CO COM 428236103 469 19,653 SH DEFINED 1 19,653 HOME DEPOT INC COM 437076102 402 5,767 SH SOLE 5,767 HOME PROPERTIES INC COM 437306103 222 3,496 SH SOLE 3,496 HOST HOTELS & RESORTS INC COM 44107P104 493 28,183 SH SOLE 28,183 HUANENG PWR INTL INC SPON ADR H SHS 443304100 282 6,669 SH SOLE 6,669 HUDSON CITY BANCORP COM 443683107 179 20,671 SH SOLE 20,671 HUNTINGTON BANCSHARES INC COM 446150104 250 33,876 SH SOLE 33,876 INTEL CORP COM 458140100 756 34,578 SH SOLE 34,578 INTERCONTINEN- ALEXCHANGE INC COM 45865V100 465 2,851 SH SOLE 2,851 ISHARES INC MSCI PAC J IDX 464286665 613 12,329 SH SOLE 12,329 ISHARES INC MSCI UTD KINGD 464286699 1,674 91,626 SH SOLE 91,626 ISHARES INC MSCI JAPAN 464286848 1,223 113,205 SH SOLE 113,205 ISHARES TR BARCLYS TIPS BD 464287176 762 6,286 SH SOLE 6,286 ISHARES TR BARCLYS SHARED- TIPS BD 464287176 4,115 33,939 SH DEFINED 1 33,939 ISHARES TR TRANSP SHARED- AVE IDX 464287192 4,889 43,930 SH DEFINED 1 43,930 ISHARES TR CORE SHARED- TOTUSBD ETF 464287226 2,840 25,645 SH DEFINED 1 25,645 ISHARES TR CORE TOTUSBD ETF 464287226 4,565 41,230 SH SOLE 41,230 ISHARES TR MSCI EMERG MKT 464287234 45,378 1,060,741 SH SOLE 1,060,741 ISHARES TR IBOXX SHARED- INV CPBD 464287242 396 3,300 SH DEFINED 1 3,300 ISHARES TR S&P LTN AM 40 464287390 5,003 114,620 SH SOLE 114,620 ISHARES TR BARCLYS SHARED- 20+ YR 464287432 1,629 13,835 SH DEFINED 1 13,835 ISHARES TR BARCLYS 20+ YR 464287432 21,198 179,525 SH SOLE 179,525 ISHARES TR BARCLYS SHARED- 7-10 YR 464287440 3,489 32,506 SH DEFINED 1 32,506 ISHARES TR BARCLYS SHARED- 1-3 YR 464287457 3,459 40,954 SH DEFINED 1 40,954 ISHARES TR MSCI EAFE INDEX 464287465 1,466 24,864 SH SOLE 24,864 ISHARES TR RUSSELL SHARED- MCP VL 464287473 7,421 130,200 SH DEFINED 1 130,200 ISHARES TR NASDQ SHARED- BIO INDX 464287556 6,173 38,600 SH DEFINED 1 38,600 ISHARES TR CONS SHARED- SRVC IDX 464287580 1,512 15,492 SH DEFINED 1 15,492 ISHARES TR RUSSELL1000VAL 464287598 1,668 20,544 SH SOLE 20,544 ISHARES TR S&P MC SHARED- 400 GRW 464287606 666 5,200 SH DEFINED 1 5,200 ISHARES TR RUSL 2000 VALU 464287630 604 7,212 SH SOLE 7,212 ISHARES TR RUSL SHARED- 2000 VALU 464287630 3,755 44,800 SH DEFINED 1 44,800 ISHARES TR RUSL 2000 GROW 464287648 608 5,639 SH SOLE 5,639 ISHARES TR RUSL SHARED- 2000 GROW 464287648 6,045 56,100 SH DEFINED 1 56,100 ISHARES TR RUSSELL SHARED- 2000 464287655 6,438 68,300 SH DEFINED 1 68,300 ISHARES TR RUSSELL 2000 464287655 23,357 247,795 SH SOLE 247,795 ISHARES TR DJ SHARED- US UTILS 464287697 2,059 21,200 SH DEFINED 1 21,200 ISHARES TR S&P SHARED- MIDCP VALU 464287705 7,456 73,900 SH DEFINED 1 73,900 ISHARES TR CORE SHARED- S&P SCP ETF 464287804 4,693 53,900 SH DEFINED 1 53,900 ISHARES TR S&P SHARED- SMLCP VALU 464287879 5,765 64,100 SH DEFINED 1 64,100 ISHARES TR S&P SHARED- SMLCP GROW 464287887 3,352 35,700 SH DEFINED 1 35,700 ISHARES TR S&P SHARED- NTL AMTFREE 464288414 906 8,228 SH DEFINED 1 8,228 ISHARES TR HIGH SHARED- YLD CORP 464288513 9,875 104,800 SH DEFINED 1 104,800 ISHARES TR HIGH YLD CORP 464288513 23,512 249,517 SH SOLE 249,517 ISHARES TR MRTG SHARED- PLS CAP IDX 464288539 2,041 130,500 SH DEFINED 1 130,500 ISHARES TR BARCLYS SHARED- MBS BD 464288588 788 7,300 SH DEFINED 1 7,300 ISHARES TR BARCLYS SHARED- 1-3YR CR 464288646 4,633 43,900 SH DEFINED 1 43,900 ISHARES TR BARCLYS SHARED- 3-7 YR 464288661 2,186 17,705 SH DEFINED 1 17,705 ISHARES TR BARCLYS SHARED- SH TREA 464288679 397 3,600 SH DEFINED 1 3,600 ISHARES TR DJ HOME SHARED- CONSTN 464288752 2,153 90,138 SH DEFINED 1 90,138 ISHARES S&P GSCI COMMODITY I UNIT BEN INT 46428R107 1,384 42,066 SH SOLE 42,066 ISHARES TR EAFE MIN VOLAT 46429B689 2,459 41,129 SH SOLE 41,129 ISHARES TR USA MIN SHARED- VOL ID 46429B697 388 11,832 SH DEFINED 1 11,832 JPMORGAN CHASE & CO COM 46625H100 7,143 150,515 SH SOLE 150,515 KLA-TENCOR CORP COM 482480100 323 6,115 SH SOLE 6,115 KEYCORP NEW COM 493267108 372 37,332 SH SOLE 37,332 KIMCO RLTY CORP COM 49446R109 357 15,947 SH SOLE 15,947 LAM RESEARCH CORP COM 512807108 284 6,851 SH SOLE 6,851 LEUCADIA NATL CORP COM 527288104 335 12,213 SH SOLE 12,213 LINCOLN NATL CORP IND COM 534187109 383 11,734 SH SOLE 11,734 LINEAR TECHNOLOGY CORP COM 535678106 335 8,729 SH SOLE 8,729 LOEWS CORP COM 540424108 538 12,216 SH SOLE 12,216 M & T BK CORP COM 55261F104 511 4,954 SH SOLE 4,954 MEMC ELECTR MATLS INC COM 552715104 49 11,099 SH SOLE 11,099 MFS CHARTER SHARED- INCOME TR SH BEN INT 552727109 223 22,028 SH DEFINED 1 22,028 MFA FINANCIAL INC COM 55272X102 129 13,867 SH SOLE 13,867 MFS INTER INCOME SHARED- TR SH BEN INT 55273C107 173 26,853 SH DEFINED 1 26,853 MFS GOVT MKTS SHARED- INCOME TR SH BEN INT 552939100 225 34,237 SH DEFINED 1 34,237 MACERICH CO COM 554382101 331 5,148 SH SOLE 5,148 MAGNUM HUNTER RES CORP DEL COM 55973B102 114 28,405 SH SOLE 28,405 MARKEL CORP COM 570535104 207 412 SH SOLE 412 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 120,586 3,185,880 SH SOLE 3,185,880 MARKET VECTORS SHARED- ETF TR BIOTECH ETF 57060U183 243 3,738 SH DEFINED 1 3,738 MARKET VECTORS ETF TR RUSSIA ETF 57060U506 4,555 164,280 SH SOLE 164,280 MARKET VECTORS ETF TR JR GOLD MINERS SHARED- E 57060U589 2,000 119,500 SH DEFINED 1 119,500 MARSH & MCLENNAN COS INC COM 571748102 813 21,405 SH SOLE 21,405 MASTERCARD INC CL A 57636Q104 2,298 4,247 SH SOLE 4,247 METLIFE INC COM 59156R108 1,270 33,411 SH SOLE 33,411 MICRON TECHNOLOGY INC COM 595112103 391 39,171 SH SOLE 39,171 MINDRAY MEDICAL INTL LTD SPON ADR 602675100 291 7,292 SH SOLE 7,292 MOODYS CORP COM 615369105 428 8,032 SH SOLE 8,032 MORGAN STANLEY COM 617446448 1,326 60,314 SH SOLE 60,314 NYSE EURONEXT COM 629491101 384 9,943 SH SOLE 9,943 NETEASE INC SPONSORED ADR 64110W102 311 5,672 SH SOLE 5,672 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 252 13,977 SH SOLE 13,977 NEW YORK CMNTY BANCORP INC COM 649445103 245 17,058 SH SOLE 17,058 NORTHERN TR CORP COM 665859104 461 8,448 SH SOLE 8,448 NVIDIA CORP COM 67066G104 337 26,295 SH SOLE 26,295 OLD REP INTL CORP COM 680223104 128 10,077 SH SOLE 10,077 PNC FINL SVCS GROUP INC COM 693475105 1,378 20,721 SH SOLE 20,721 PACTERA TECHNOLOGY INTL LTD SPONSORED ADR 695255109 99 15,380 SH SOLE 15,380 PENN VA CORP COM 707882106 102 25,319 SH SOLE 25,319 PEOPLES UNITED FINANCIAL INC COM 712704105 177 13,168 SH SOLE 13,168 PETROCHINA CO LTD SPONSORED ADR 71646E100 730 5,536 SH SOLE 5,536 PIMCO ETF TR SHARED- TOTL RETN ETF 72201R775 7,510 68,400 SH DEFINED 1 68,400 PIMCO ETF TR 0-5 HIGH YIELD 72201R783 606 5,791 SH SOLE 5,791 PLUM CREEK TIMBER CO INC COM 729251108 330 6,330 SH SOLE 6,330 POWERSHARES INDIA ETF TR INDIA PORT 73935L100 8,635 477,869 SH SOLE 477,869 POWERSHARES ETF TRUST BASIC MAT SHARED- SECT 73935X427 219 5,041 SH DEFINED 1 5,041 POWERSHARES ETF TRUST AERSPC DEF SHARED- PTF 73935X690 257 11,119 SH DEFINED 1 11,119 POWERSHARES ETF TRUST DYN LSR & SHARED- ENT 73935X757 255 9,598 SH DEFINED 1 9,598 POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 608 24,210 SH SOLE 24,210 POWERSHARES GLOBAL ETF TRUST SOVEREIGN DEBT 73936T573 1,822 61,196 SH SOLE 61,196 POWERSHARES GLOBAL ETF TRUST GBL WTR SHARED- PORT 73936T623 310 16,170 SH DEFINED 1 16,170 POWERSHARES ETF TR II S&P500 LOW VOL 73937B779 1,861 59,888 SH SOLE 59,888 PRICE T ROWE GROUP INC COM 74144T108 749 9,999 SH SOLE 9,999 PRINCIPAL FINL GROUP INC COM 74251V102 508 14,940 SH SOLE 14,940 PROGRESSIVE CORP OHIO COM 743315103 605 23,923 SH SOLE 23,923 PROLOGIS INC COM 74340W103 721 18,044 SH SOLE 18,044 PROTECTIVE SHARED- LIFE CORP COM 743674103 294 8,224 SH DEFINED 1 8,224 PRUDENTIAL FINL INC COM 744320102 1,080 18,307 SH SOLE 18,307 PUBLIC STORAGE COM 74460D109 853 5,597 SH SOLE 5,597 PUTNAM PREMIER SHARED- INCOME TR SH BEN INT 746853100 174 31,460 SH DEFINED 1 31,460 QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 219 7,399 SH SOLE 7,399 QUICKSILVER RESOURCES INC COM 74837R104 121 53,863 SH SOLE 53,863 RAYMOND JAMES FINANCIAL INC COM 754730109 203 4,413 SH SOLE 4,413 RAYONIER INC COM 754907103 284 4,754 SH SOLE 4,754 REALTY INCOME CORP COM 756109104 315 6,950 SH SOLE 6,950 REGIONS FINL CORP NEW COM 7591EP100 453 55,337 SH SOLE 55,337 RENEWABLE ENERGY SHARED- GROUP INC COM 75972A301 136 17,643 SH DEFINED 1 17,643 RETAIL PPTYS AMER INC CL A 76131V202 166 11,212 SH SOLE 11,212 RYDEX ETF TRUST GUG SHARED- S&P500 EWCON 78355W874 207 2,556 SH DEFINED 1 2,556 SL GREEN RLTY CORP COM 78440X101 300 3,481 SH SOLE 3,481 SLM CORP COM 78442P106 371 18,105 SH SOLE 18,105 SPDR S&P 500 ETF TR TR UNIT 78462F103 30,775 196,581 SH SOLE 196,581 SPDR SERIES TRUST BRC HGH YLD BD 78464A417 40,000 973,702 SH SOLE 973,702 SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 2,747 46,962 SH SOLE 46,962 SPDR SERIES TRUST SHARED- BRCLYS 1-3MT ETF 78464A680 1,209 26,400 SH DEFINED 1 26,400 SPDR SERIES TRUST SHARED- S&P DIVID ETF 78464A763 2,712 41,100 SH DEFINED 1 41,100 SPDR SERIES TRUST SHARED- S&P INS ETF 78464A789 2,250 43,370 SH DEFINED 1 43,370 SPDR SERIES TRUST SHARED- S&P BIOTECH 78464A870 2,048 20,500 SH DEFINED 1 20,500 SPDR SERIES TRUST SHARED- S&P HOMEBUILD 78464A888 2,252 75,106 SH DEFINED 1 75,106 SPDR DOW JONES INDL SHARED- AVRG ETF UT SER 1 78467X109 2,705 18,600 SH DEFINED 1 18,600 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 5,242 24,996 SH SOLE 24,996 SANDISK CORP COM 80004C101 361 6,562 SH SOLE 6,562 SCHWAB CHARLES CORP NEW COM 808513105 745 42,106 SH SOLE 42,106 SCHWAB STRATEGIC SHARED- TR US SML CAP ETF 808524607 5,109 119,200 SH DEFINED 1 119,200 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 425 10,854 SH SOLE 10,854 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 6,097 132,680 SH SOLE 132,680 SELECT SECTOR SPDR SHARED- TR SBI CONS DISCR 81369Y407 2,071 39,104 SH DEFINED 1 39,104 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 9,100 114,728 SH SOLE 114,728 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 5,908 195,162 SH SOLE 195,162 SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N206 172 59,011 SH SOLE 59,011 SIMON PPTY GROUP INC NEW COM 828806109 1,884 11,885 SH SOLE 11,885 SIRIUS XM RADIO INC COM 82967N108 42 13,723 SH SOLE 13,723 STATE STR CORP COM 857477103 1,182 20,000 SH SOLE 20,000 STONE ENERGY SHARED- CORP COM 861642106 277 12,758 SH DEFINED 1 12,758 SUNTRUST BKS INC COM 867914103 607 21,082 SH SOLE 21,082 SUPERVALU SHARED- INC COM 868536103 280 55,471 SH DEFINED 1 55,471 SYNOVUS FINL CORP COM 87161C105 85 30,548 SH SOLE 30,548 TD AMERITRADE HLDG CORP COM 87236Y108 268 13,013 SH SOLE 13,013 TAIWAN SEMI- CONDUCTOR MFG LTD SPONSORED ADR 874039100 542 31,505 SH SOLE 31,505 TEMPLETON EMERG SHARED- MKTS INCOME COM 880192109 169 10,326 SH DEFINED 1 10,326 TEXAS INSTRS INC COM 882508104 650 18,320 SH SOLE 18,320 THOMSON REUTERS CORP COM 884903105 468 14,419 SH SOLE 14,419 TORCHMARK CORP COM 891027104 231 3,856 SH SOLE 3,856 TRAVELERS COMPANIES INC COM 89417E109 1,283 15,234 SH SOLE 15,234 TRINA SOLAR LIMITED SPON ADR 89628E104 70 19,184 SH SOLE 19,184 UDR INC COM 902653104 232 9,609 SH SOLE 9,609 US BANCORP DEL COM 902973304 2,518 74,210 SH SOLE 74,210 UNUM GROUP COM 91529Y106 299 10,569 SH SOLE 10,569 VANGUARD BD INDEX FD INC TOTAL SHARED- BND MRKT 921937835 5,259 62,875 SH DEFINED 1 62,875 VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 608 11,094 SH SOLE 11,094 VANGUARD WHITEHALL FDS INC HIGH SHARED- DIV YLD 921946406 2,702 49,300 SH DEFINED 1 49,300 VANGUARD INTL EQUITY INDEX F GLB EX US ETF 922042676 618 10,767 SH SOLE 10,767 VANGUARD INTL EQUITY INDEX F MSCI EUROPE ETF 922042874 2,224 45,262 SH SOLE 45,262 VANGUARD WORLD SHARED- FDS UTILITIES ETF 92204A876 3,432 40,500 SH DEFINED 1 40,500 VENTAS INC COM 92276F100 830 11,333 SH SOLE 11,333 VANGUARD INDEX SHARED- FDS MCAP VL IDXVIP 922908512 7,451 110,900 SH DEFINED 1 110,900 VANGUARD INDEX FDS REIT ETF 922908553 11,307 160,317 SH SOLE 160,317 VANGUARD INDEX SHARED- FDS SML CP GRW ETF 922908595 5,376 53,800 SH DEFINED 1 53,800 VANGUARD INDEX SHARED- FDS SM CP VAL ETF 922908611 5,783 70,400 SH DEFINED 1 70,400 VANGUARD INDEX SHARED- FDS MID CAP ETF 922908629 7,459 80,300 SH DEFINED 1 80,300 VANGUARD INDEX SHARED- FDS EXTEND MKT ETF 922908652 2,020 29,600 SH DEFINED 1 29,600 VANGUARD INDEX SHARED- FDS SMALL CP ETF 922908751 4,703 51,600 SH DEFINED 1 51,600 VISA COM INC CL A 92826C839 3,496 20,583 SH SOLE 20,583 VORNADO RLTY TR SH BEN INT 929042109 608 7,266 SH SOLE 7,266 WABASH NATL SHARED- CORP COM 929566107 133 13,053 SH DEFINED 1 13,053 WAL-MART STORES INC COM 931142103 477 6,375 SH SOLE 6,375 WELLS FARGO & CO NEW COM 949746101 7,101 191,970 SH SOLE 191,970 WELLS FARGO ADVANTAGE MULTI SHARED- COM SHS 94987D101 175 10,657 SH DEFINED 1 10,657 WESTERN ASSET HIGH SHARED- INCM FD I COM 95766J102 174 17,399 SH DEFINED 1 17,399 WESTERN ASSET CLYM SHARED- INFL OPP COM 95766R104 173 13,042 SH DEFINED 1 13,042 WESTERN UN CO COM 959802109 337 22,408 SH SOLE 22,408 WEYERHAEUSER CO COM 962166104 661 21,065 SH SOLE 21,065 XILINX INC COM 983919101 340 8,913 SH SOLE 8,913 YANZHOU COAL MNG CO LTD SPON ADR H SHS 984846105 238 17,402 SH SOLE 17,402 YINGLI GREEN ENERGY HLDG CO ADR 98584B103 55 28,956 SH SOLE 28,956 YOUKU TUDOU INC SPONSORED ADR 98742U100 215 12,832 SH SOLE 12,832 AON PLC SHS CL A G0408V102 786 12,782 SH SOLE 12,782 ARCH CAP GROUP LTD ORD G0450A105 276 5,259 SH SOLE 5,259 EVEREST RE GROUP LTD COM G3223R108 267 2,055 SH SOLE 2,055 INVESCO LTD SHS G491BT108 508 17,554 SH SOLE 17,554 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 380 35,899 SH SOLE 35,899 PARTNERRE LTD COM G6852T105 222 2,380 SH SOLE 2,380 VALIDUS HOLDINGS LTD COM SHS G9319H102 281 7,509 SH SOLE 7,509 WARNER CHILCOTT PLC SHARED- IRELAND SHS A G94368100 281 20,761 SH DEFINED 1 20,761 XL GROUP PLC SHS G98290102 420 13,858 SH SOLE 13,858 ACE LTD SHS H0023R105 1,181 13,271 SH SOLE 13,271 NXP SEMI- CONDUCTORS N V COM N6596X109 269 8,895 SH SOLE 8,895 AVAGO TECHNOLOGIES LTD SHS Y0486S104 344 9,587 SH SOLE 9,587 702,593 15,052,062