0001398344-13-002275.txt : 20130506 0001398344-13-002275.hdr.sgml : 20130506 20130506120448 ACCESSION NUMBER: 0001398344-13-002275 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 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: 13815068 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 fp0007029_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: 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: 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: 366 ----------- Form 13F Information Table Value Total: $ 1,648,585 ----------- (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 802 8,948 SH SOLE 8,948 ABB LTD SPONSORED ADR 000375204 209 12,825 SH SOLE 12,825 ABBOTT LABS COM 002824100 6,106 94,704 SH SOLE 94,704 ABERCROMBIE & FITCH CO CL A 002896207 340 9,956 SH SOLE 9,956 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 567 9,433 SH SOLE 9,433 ACTIVISION BLIZZARD INC COM 00507V109 159 13,282 SH SOLE 13,282 ACTUANT CORP CL A NEW 00508X203 1,749 64,409 SH SOLE 64,409 AETNA INC NEW COM 00817Y108 1,307 33,722 SH SOLE 33,722 AFFYMETRIX INC COM 00826T108 168 35,919 SH SOLE 35,919 AIRCASTLE LTD COM G0129K104 209 17,336 SH SOLE 17,336 ALASKA AIR GROUP INC COM 011659109 2,446 68,129 SH SOLE 68,129 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 223 2,803 SH SOLE 2,803 ALLSTATE CORP COM 020002101 2,622 74,736 SH SOLE 74,736 ALTRIA GROUP INC. COM 02209S103 779 22,550 SH SOLE 22,550 ALUMINA LTD SPONSORED ADR 022205108 204 61,929 SH SOLE 61,929 AMERICAN CAMPUS CMNTYS INC COM 024835100 234 5,208 SH SOLE 5,208 AMERICAN CAPITAL AGENCY CORP COM 02503X105 406 12,092 SH SOLE 12,092 AMERICAN EXPRESS CO COM 025816109 574 9,866 SH SOLE 9,866 AMERICAN WTR WKS CO INC NEW COM 030420103 2,440 71,178 SH SOLE 71,178 AMERISOURCEBERGEN CORP COM 03073E105 2,580 65,562 SH SOLE 65,562 AMKOR TECHNOLOGY INC COM 031652100 161 32,948 SH SOLE 32,948 AMTRUST FINANCIAL SERVICES I COM 032359309 217 7,291 SH SOLE 7,291 ANADARKO PETE CORP COM 032511107 341 5,149 SH SOLE 5,149 ANALOG DEVICES INC COM 032654105 278 7,385 SH SOLE 7,385 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 609 17,745 SH SOLE 17,745 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 511 6,419 SH SOLE 6,419 ANNALY CAP MGMT INC COM 035710409 290 17,279 SH SOLE 17,279 ANTARES PHARMA INC COM 036642106 36 10,000 SH SOLE 10,000 APACHE CORP COM 037411105 2,119 24,104 SH SOLE 24,104 APPLE INC COM 037833100 9,691 16,594 SH SOLE 16,594 ARRIS GROUP INC COM 04269Q100 203 14,607 SH SOLE 14,607 ASHLAND INC NEW COM 044209104 3,067 44,252 SH SOLE 44,252 ASTRAZENECA PLC SPONSORED ADR 046353108 729 16,288 SH SOLE 16,288 AT&T INC COM 00206R102 1,832 51,382 SH SOLE 51,382 AVERY DENNISON CORP COM 053611109 341 12,465 SH SOLE 12,465 AVIAT NETWORKS INC COM 05366Y102 164 58,609 SH SOLE 58,609 AXIS CAPITAL HOLDINGS INV SHS G0692U109 473 14,530 SH SOLE 14,530 BABCOCK & WILCOX CO NEW COM 05615F102 213 8,690 SH SOLE 8,690 BAIDU INC SPON ADR REP A 056752108 866 7,533 SH SOLE 7,533 BANK MONTREAL QUE COM 063671101 1,635 29,586 SH SOLE 29,586 BANK OF AMERICA CORPORATION COM 060505104 489 59,800 SH SOLE 59,800 BANK OF NEW YORK MELLON CORP COM 064058100 1,676 76,356 SH SOLE 76,356 BARCLAYS BANK PLC ETN DJUBS GRNS36 06739H305 1,344 25,848 SH SOLE 25,848 BARCLAYS BK PLC IPSP CROIL ETN 06738C786 3,601 173,963 SH SOLE 173,963 BARCLAYS BK PLC ETN DJUBS COPR36 06739F101 1,408 31,623 SH SOLE 31,623 BARCLAYS BK PLC IPTH S&P VIX NEW 06740C261 1,745 114,714 SH SOLE 114,714 BARCLAYS BK PLC IPATH DYNM VIX 06741L609 79,780 1,401,365 SH SOLE 1,401,365 BARRICK GOLD CORP COM 067901108 865 22,978 SH SOLE 22,978 BASIC ENERGY SVCS INC NEW COM 06985P100 165 15,970 SH SOLE 15,970 BAXTER INTL INC COM 071813109 372 6,995 SH SOLE 6,995 BB&T CORP COM 054937107 262 8,493 SH SOLE 8,493 BCE INC COM NEW 05534B760 1,146 27,818 SH SOLE 27,818 BEAM INC COM 073730103 309 4,950 SH SOLE 4,950 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 663 7,957 SH SOLE 7,957 BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 2,484 94,531 SH SOLE 94,531 BLACKROCK INC COM 09247X101 515 3,035 SH SOLE 3,035 BOEING CO COM 097023105 717 9,647 SH SOLE 9,647 BOSTON SCIENTIFIC CORP COM 101137107 154 27,192 SH SOLE 27,192 BOYD GAMING CORP COM 103304101 131 18,168 SH SOLE 18,168 BP PLC SPONSORED ADR 055622104 742 18,313 SH SOLE 18,313 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 170 13,812 SH SOLE 13,812 BRINKER INTL INC COM 109641100 2,305 72,340 SH SOLE 72,340 BRISTOL MYERS SQUIBB CO COM 110122108 823 22,889 SH SOLE 22,889 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 2,121 20,774 SH SOLE 20,774 BROADCOM CORP CL A 111320107 246 7,275 SH SOLE 7,275 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 256 12,039 SH SOLE 12,039 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 221 44,780 SH SOLE 44,780 BT GROUP PLC ADR 05577E101 1,434 43,222 SH SOLE 43,222 BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 212 4,069 SH SOLE 4,069 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 238 17,918 SH SOLE 17,918 CADENCE DESIGN SYSTEM INC COM 127387108 143 13,054 SH SOLE 13,054 CAL DIVE INTL INC DEL COM 12802T101 204 70,357 SH SOLE 70,357 CAMBREX CORP COM 132011107 185 19,688 SH SOLE 19,688 CAMECO CORP COM 13321L108 862 39,276 SH SOLE 39,276 CARDINAL HEALTH INC COM 14149Y108 2,429 57,822 SH SOLE 57,822 CATERPILLAR INC DEL COM 149123101 588 6,924 SH SOLE 6,924 CBS CORP NEW CL B 124857202 742 22,640 SH SOLE 22,640 CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 330 46,988 SH SOLE 46,988 CHEVRON CORP NEW COM 166764100 4,758 45,100 SH SOLE 45,100 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 675 17,776 SH SOLE 17,776 CHUBB CORP COM 171232101 358 4,915 SH SOLE 4,915 CISCO SYS INC COM 17275R102 521 30,317 SH SOLE 30,317 CLEVELAND BIOLABS INC COM 185860103 20 12,500 SH SOLE 12,500 CLOROX CO COM 189054109 932 12,865 SH SOLE 12,865 CME GROUP INC COM 12572Q105 2,858 10,661 SH SOLE 10,661 CNH GLOBAL N V SHS NEW N20935206 2,315 59,573 SH SOLE 59,573 COACH INC COM 189754104 2,713 46,389 SH SOLE 46,389 COCA COLA CO COM 191216100 4,867 62,251 SH SOLE 62,251 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 226 3,763 SH SOLE 3,763 COLGATE PALMOLIVE CO COM 194162103 665 6,384 SH SOLE 6,384 COMCAST CORP NEW CL A 20030N101 489 15,300 SH SOLE 15,300 CONAGRA FOODS INC COM 205887102 832 32,072 SH SOLE 32,072 CONOCOPHILLIPS COM 20825C104 2,591 46,367 SH SOLE 46,367 CORNING INC COM 219350105 403 31,171 SH SOLE 31,171 COSTCO WHSL CORP NEW COM 22160K105 573 6,028 SH SOLE 6,028 CSX CORP COM 126408103 519 23,220 SH SOLE 23,220 CULLEN FROST BANKERS INC COM 229899109 572 9,942 SH SOLE 9,942 CURRENCYSHARES AUSTRALIAN DL AUSTRALIAN DOL 23129U101 1,360 13,264 SH SOLE 13,264 CURRENCYSHARES CDN DLR TR CDN DOLLAR SHS 23129X105 1,357 13,892 SH SOLE 13,892 CURRENCYSHS BRIT POUND STER BRIT POUND STE 23129S106 1,346 8,674 SH SOLE 8,674 CVS CAREMARK CORPORATION COM 126650100 2,867 61,356 SH SOLE 61,356 DANAHER CORP DEL COM 235851102 531 10,204 SH SOLE 10,204 DARDEN RESTAURANTS INC COM 237194105 2,260 44,632 SH SOLE 44,632 DIAGEO P L C SPON ADR NEW 25243Q205 3,206 31,102 SH SOLE 31,102 DICE HLDGS INC COM 253017107 165 17,529 SH SOLE 17,529 DIGITAL RIV INC COM 25388B104 241 14,480 SH SOLE 14,480 DISCOVER FINL SVCS COM 254709108 3,217 93,038 SH SOLE 93,038 DISNEY WALT CO COM DISNEY 254687106 3,187 65,705 SH SOLE 65,705 DOMINION RES INC VA NEW COM 25746U109 373 6,902 SH SOLE 6,902 DOW CHEM CO COM 260543103 2,009 63,773 SH SOLE 63,773 DU PONT E I DE NEMOURS & CO COM 263534109 4,060 80,275 SH SOLE 80,275 E M C CORP MASS COM 268648102 1,159 45,203 SH SOLE 45,203 EATON CORP COM 278058102 2,222 56,081 SH SOLE 56,081 EBAY INC COM 278642103 776 18,472 SH SOLE 18,472 ELECTRONIC ARTS INC COM 285512109 233 18,888 SH SOLE 18,888 EMERSON ELEC CO COM 291011104 477 10,250 SH SOLE 10,250 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 280 7,313 SH SOLE 7,313 ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 1,972 63,028 SH SOLE 63,028 ENTERGY CORP NEW COM 29364G103 210 3,086 SH SOLE 3,086 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 1,162 28,264 SH SOLE 28,264 EQT CORP COM 26884L109 707 13,181 SH SOLE 13,181 ERICSSON ADR B SEK 9 294821608 303 33,156 SH SOLE 33,156 EXELON CORP COM 30161N101 869 23,107 SH SOLE 23,107 EXPRESS SCRIPTS HLDG CO COM 30219G108 571 10,235 SH SOLE 10,235 EXTRA SPACE STORAGE INC COM 30225T102 232 7,567 SH SOLE 7,567 EXXON MOBIL CORP COM 30231G102 4,854 56,731 SH SOLE 56,731 FIDELITY NATL INFORMATION SV COM 31620M106 540 15,838 SH SOLE 15,838 FIFTH THIRD BANCORP COM 316773100 1,943 144,974 SH SOLE 144,974 FIRST AMERN FINL CORP COM 31847R102 182 10,734 SH SOLE 10,734 FIRST CMNTY BANCSHARES INC N COM 31983A103 211 14,642 SH SOLE 14,642 FIRST MERCHANTS CORP COM 320817109 185 14,871 SH SOLE 14,871 FIRST TR ISE REVERE NAT GAS COM 33734J102 1,644 100,115 SH SOLE 100,115 FREIGHTCAR AMER INC COM 357023100 248 10,776 SH SOLE 10,776 GENERAL ELECTRIC CO COM 369604103 4,279 205,314 SH SOLE 205,314 GENERAL MLS INC COM 370334104 362 9,386 SH SOLE 9,386 GENUINE PARTS CO COM 372460105 1,736 28,821 SH SOLE 28,821 GLATFELTER COM 377316104 164 10,046 SH SOLE 10,046 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 876 19,231 SH SOLE 19,231 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 517 40,343 SH SOLE 40,343 GOLDMAN SACHS GROUP INC COM 38141G104 375 3,912 SH SOLE 3,912 GOOGLE INC CL A 38259P508 505 870 SH SOLE 870 GROUP 1 AUTOMOTIVE INC COM 398905109 1,816 39,823 SH SOLE 39,823 GT ADVANCED TECHNOLOGIES INC COM 36191U106 352 66,629 SH SOLE 66,629 HAEMONETICS CORP COM 405024100 245 3,301 SH SOLE 3,301 HARRIS CORP DEL COM 413875105 2,020 48,259 SH SOLE 48,259 HASBRO INC COM 418056107 263 7,757 SH SOLE 7,757 HCP INC COM 40414L109 296 6,708 SH SOLE 6,708 HEALTH CARE REIT INC COM 42217K106 393 6,739 SH SOLE 6,739 HEARTLAND FINL USA INC COM 42234Q102 267 11,107 SH SOLE 11,107 HEINZ H J CO COM 423074103 2,461 45,256 SH SOLE 45,256 HESS CORP COM 42809H107 311 7,160 SH SOLE 7,160 HOME DEPOT INC COM 437076102 2,304 43,482 SH SOLE 43,482 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 3,910 157,867 SH SOLE 157,867 HUDSON CITY BANCORP COM 443683107 137 21,512 SH SOLE 21,512 IAC INTERACTIVECORP COM PAR $.000 44919P508 2,668 58,498 SH SOLE 58,498 ILLINOIS TOOL WKS INC COM 452308109 496 9,371 SH SOLE 9,371 ING GROEP N V SPONSORED ADR 456837103 271 40,578 SH SOLE 40,578 INTEL CORP COM 458140100 3,817 143,246 SH SOLE 143,246 INTERNATIONAL BANCSHARES COR COM 459044103 215 11,021 SH SOLE 11,021 INTERNATIONAL BUSINESS MACHS COM 459200101 7,076 36,180 SH SOLE 36,180 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 292 5,328 SH SOLE 5,328 INVESCO LTD SHS G491BT108 216 9,569 SH SOLE 9,569 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 181 19,705 SH SOLE 19,705 ISHARES INC MSCI THAILAND 464286624 26,155 378,731 SH SOLE 378,731 ISHARES INC MSCI UTD KINGD 464286699 9,174 563,161 SH SOLE 563,161 ISHARES INC MSCI TURKEY FD 464286715 276 5,270 SH SOLE 5,270 ISHARES INC MSCI STH AFRCA 464286780 12,931 202,356 SH SOLE 202,356 ISHARES INC MSCI MEX INVEST 464286822 18,241 296,842 SH SOLE 296,842 ISHARES INC MSCI MALAYSIA 464286830 23,434 1,642,190 SH SOLE 1,642,190 ISHARES TR S&P 100 IDX FD 464287101 131,445 2,104,137 SH SOLE 2,104,137 ISHARES TR DJ SEL DIV INX 464287168 218 3,888 SH SOLE 3,888 ISHARES TR TRANSP AVE IDX 464287192 17,261 184,944 SH SOLE 184,944 ISHARES TR IBOXX INV CPBD 464287242 27,409 233,091 SH SOLE 233,091 ISHARES TR S&P500 GRW 464287309 93,361 1,270,044 SH SOLE 1,270,044 ISHARES TR BARCLYS 7-10 YR 464287440 34,945 323,771 SH SOLE 323,771 ISHARES TR BARCLYS 1-3 YR 464287457 631 7,480 SH SOLE 7,480 ISHARES TR MSCI EAFE INDEX 464287465 5,198 104,042 SH SOLE 104,042 ISHARES TR RUSSELL MCP GR 464287481 379 6,406 SH SOLE 6,406 ISHARES TR NASDQ BIO INDX 464287556 12,216 94,000 SH SOLE 94,000 ISHARES TR RUSSELL 1999 464287655 4,119 51,772 SH SOLE 51,772 ISHARES TR DJ US TELECOMM 464287713 22,318 993,217 SH SOLE 993,217 ISHARES TR JPMORGAN USD 464288281 2,866 24,979 SH SOLE 24,979 ISHARES TR HIGH YLD CORP 464288513 17,088 187,182 SH SOLE 187,182 ISHARES TR RETAIL CAP IDX 464288547 1,384 40,873 SH SOLE 40,873 ISHARES TR BARCLYS INTER CR 464288638 319 2,921 SH SOLE 2,921 ISHARES TR BARCLYS 1-3YR CR 464288646 15,632 149,288 SH SOLE 149,288 ISHARES TR BARCLYS 3-7 YR 464288661 101,021 821,305 SH SOLE 821,305 ISHARES TR US PFD STK IDX 464288687 14,926 382,429 SH SOLE 382,429 ISHARES TR S&P GL INDUSTR 464288729 228 4,571 SH SOLE 4,571 ISHARES TR DJ PHARMA INDX 464288836 11,977 138,291 SH SOLE 138,291 ISHARES TR RSSL MCRCP IDX 464288869 20,017 400,012 SH SOLE 400,012 ISHARES TR MSCI GRW IDX 464288885 7,999 149,347 SH SOLE 149,347 ISHARES TR MSCI PERU CAP 464289842 16,992 400,083 SH SOLE 400,083 ISHARES TR PHILL INVSTMRK 46429B408 28,476 954,600 SH SOLE 954,600 ITC HLDGS CORP COM 465685105 402 5,834 SH SOLE 5,834 JANUS CAP GROUP INC COM 47102X105 149 19,000 SH SOLE 19,000 JOHNSON & JOHNSON COM 478160104 1,102 16,317 SH SOLE 16,317 JONES GROUP INC COM 48020T101 207 21,610 SH SOLE 21,610 JOURNAL COMMUNICATIONS INC CL A 481130102 161 31,148 SH SOLE 31,148 JPMORGAN CHASE & CO COM 46625H100 3,843 107,563 SH SOLE 107,563 KINDER MORGAN INC DEL COM 49456B101 456 14,164 SH SOLE 14,164 KINROSS GOLD CORP COM NO PAR 496902404 665 81,642 SH SOLE 81,642 KONA GRILL INC COM 50047H201 212 23,480 SH SOLE 23,480 KOREA ELECTRIC PWR SPONSORED ADR 500631106 180 16,077 SH SOLE 16,077 KRAFT FOODS INC CL A 50075N104 2,498 64,691 SH SOLE 64,691 KULICKE & SOFFA INDS INC COM 501242101 170 19,020 SH SOLE 19,020 L-3 COMMUNICATIONS HLDGS INC COM 502424104 651 8,802 SH SOLE 8,802 LABORATORY CORP AMER HLDGS COM NEW 50540R409 396 4,280 SH SOLE 4,280 LEAPFROG ENTERPRISES INC CL A 52186N106 182 17,765 SH SOLE 17,765 LEAR CORP COM NEW 521865204 2,005 53,152 SH SOLE 53,152 LINCOLN ELEC HLDGS INC COM 533900106 1,445 33,002 SH SOLE 33,002 LINCOLN NATL CORP IND COM 534187109 1,929 88,196 SH SOLE 88,196 LINN ENERGY LLC UNIT LTD LIAB 536020100 1,837 48,224 SH SOLE 48,224 LOCKHEED MARTIN CORP COM 539830109 3,291 37,792 SH SOLE 37,792 LORILLARD INC COM 544147101 756 5,731 SH SOLE 5,731 LOWES COS INC COM 548661107 467 16,426 SH SOLE 16,426 LSI CORPORATION COM 502161102 2,423 380,430 SH SOLE 380,430 M & T BK CORP COM 55261F104 293 3,548 SH SOLE 3,548 MACYS INC COM 55616P104 2,214 64,462 SH SOLE 64,462 MARATHON OIL CORP COM 565849106 305 11,920 SH SOLE 11,920 MASTERCARD INC CL A 57636Q104 458 1,064 SH SOLE 1,064 MATTEL INC COM 577081102 1,288 39,691 SH SOLE 39,691 MCCORMICK & CO INC COM NON VTG 579780206 592 9,765 SH SOLE 9,765 MCDONALDS CORP COM 580135101 1,424 16,087 SH SOLE 16,087 MCKESSON CORP COM 58155Q103 2,562 27,324 SH SOLE 27,324 MEDTRONIC INC COM 585055106 874 22,571 SH SOLE 22,571 MERCK & CO INC NEW COM 58933Y105 608 14,559 SH SOLE 14,559 METLIFE INC COM 59156R108 341 11,067 SH SOLE 11,067 MICROCHIP TECHNOLOGY INC COM 595017104 742 22,427 SH SOLE 22,427 MICROSOFT CORP COM 594918104 3,975 129,935 SH SOLE 129,935 MKS INSTRUMENT INC COM 55306N104 205 7,116 SH SOLE 7,116 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1,476 85,837 SH SOLE 85,837 MOTOROLA SOLUTIONS INC COM NEW 620076307 689 14,311 SH SOLE 14,311 MULTIMEDIA GAMES HLDG CO INC COM 625453105 196 14,031 SH SOLE 14,031 MYLAN INC COM 628530107 1,177 55,056 SH SOLE 55,056 NACCO INDS INC CL A 629579103 241 2,076 SH SOLE 2,076 NATIONAL OILWELL VARCO INC COM 637071101 1,692 26,255 SH SOLE 26,255 NCR CORP NEW COM 62886E108 3,163 139,141 SH SOLE 139,141 NETAPP INC COM 64110D104 216 6,801 SH SOLE 6,801 NEW YORK CMNTY BANCORP INC COM 649445103 878 70,039 SH SOLE 70,039 NEWMARKET CORP COM 651587107 203 938 SH SOLE 938 NEXEN INC COM 65334H102 876 51,762 SH SOLE 51,762 NEXTERA ENERGY INC COM 65339F101 2,849 41,403 SH SOLE 41,403 NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 984 42,514 SH SOLE 42,514 NISOURCE INC COM 65473P105 305 12,334 SH SOLE 12,334 NOKIA CORP SPONSORED ADR 654902204 227 109,816 SH SOLE 109,816 NORFOLK SOUTHERN CORP COM 655844108 1,209 16,852 SH SOLE 16,852 NORTHERN TR CORP COM 665859104 1,861 40,434 SH SOLE 40,434 NORTHWEST PIPE CO COM 667746101 210 8,643 SH SOLE 8,643 NOVO-NORDISK A S ADR 670100205 559 3,849 SH SOLE 3,849 NUANCE COMMUNICATIONS INC COM 67020Y100 217 9,091 SH SOLE 9,091 OCCIDENTAL PETE CORP DEL COM 674599105 250 2,909 SH SOLE 2,909 OFFICEMAX INC DEL COM 67622P101 188 37,155 SH SOLE 37,155 OGE ENERGY CORP COM 670837103 238 4,600 SH SOLE 4,600 OIL STS INTL INC COM 678026105 2,131 32,196 SH SOLE 32,196 OLD REP INTL CORP COM 680223104 127 15,270 SH SOLE 15,270 OMNICOM GROUP INC COM 681919106 291 5,994 SH SOLE 5,994 ONEOK INC NEW COM 682680103 600 14,189 SH SOLE 14,189 ORACLE CORP COM 68389X105 290 9,767 SH SOLE 9,767 PACCAR INC COM 693718108 337 8,606 SH SOLE 8,606 PANASONIC CORP ADR 69832A205 422 52,139 SH SOLE 52,139 PEOPLES UNITED FINANCIAL INC COM 712704105 323 27,799 SH SOLE 27,799 PEPSICO INC COM 713448108 1,081 15,297 SH SOLE 15,297 PFIZER INC COM 717081103 3,861 167,881 SH SOLE 167,881 PHILIP MORRIS INTL INC COM 718172109 4,961 56,857 SH SOLE 56,857 PNC FINL SVCS GROUP INC COM 693475105 2,426 39,702 SH SOLE 39,702 POWERSHARES ETF TRUST DYN LSR & ENT 73935X757 10,119 466,749 SH SOLE 466,749 POWERSHARES QQQ TRUST UNIT SER 0 73935A104 21,757 339,100 SH SOLE 339,100 PPG INDS INC COM 693506107 2,910 27,421 SH SOLE 27,421 PROCTER & GAMBLE CO COM 742718109 2,304 37,616 SH SOLE 37,616 PROGRESS ENERGY INC COM 743263105 302 5,014 SH SOLE 5,014 PROSHARES TR PSHS SHORT QQQ 74347R602 2,791 104,911 SH SOLE 104,911 PROSHARES TR PSHS SHTRUSS1999 74347R826 5,447 205,068 SH SOLE 205,068 PROSHARES TR SHRT 2 0+YR TRE 74347X849 2,712 92,614 SH SOLE 92,614 PROSHARES TR II VIX MDTRM FUTR 74347W684 62,819 1,140,502 SH SOLE 1,140,502 PUBLIC SVC ENTERPRISE GROUP COM 744573106 388 11,950 SH SOLE 11,950 QUALCOMM INC COM 747525103 1,026 18,435 SH SOLE 18,435 RAYONIER INC COM 754907103 225 5,000 SH SOLE 5,000 REGAL ENTMT GROUP CL A 758766109 175 12,723 SH SOLE 12,723 REYNOLDS AMERICAN INC COM 761713106 2,174 48,445 SH SOLE 48,445 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 694 10,295 SH SOLE 10,295 SAFEWAY INC COM NEW 786514208 2,079 114,522 SH SOLE 114,522 SANOFI SPONSORED ADR 80105N105 778 20,583 SH SOLE 20,583 SCANA CORP NEW COM 80589M102 301 6,294 SH SOLE 6,294 SCHLUMBERGER LTD COM 806857108 525 8,083 SH SOLE 8,083 SEADRILL LIMITED SHS G7945E105 718 20,200 SH SOLE 20,200 SELECT MED HLDGS CORP COM 81619Q105 198 19,541 SH SOLE 19,541 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 35,628 937,455 SH SOLE 937,455 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 27,985 804,870 SH SOLE 804,870 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 44,323 1,012,408 SH SOLE 1,012,408 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 42,615 1,483,550 SH SOLE 1,483,550 SEMPRA ENERGY COM 816851109 337 4,893 SH SOLE 4,893 SIEMENS A G SPONSORED ADR 826197501 390 4,634 SH SOLE 4,634 SK TELECOM LTD SPONSORED ADR 78440P108 687 56,760 SH SOLE 56,760 SOLARWINDS INC COM 83416B109 201 4,614 SH SOLE 4,614 SONOCO PRODS CO COM 835495102 204 6,780 SH SOLE 6,780 SOUTHERN COPPER CORP COM 84265V105 700 22,212 SH SOLE 22,212 SPDR GOLD TRUST GOLD SHS 78463V107 6,058 39,034 SH SOLE 39,034 SPDR INDEX SHS FDS S&P EMKTSC ETF 78463X756 11,543 276,977 SH SOLE 276,977 SPDR INDEX SHS FDS MSCI ACWI EXUS 78463X848 5,878 205,656 SH SOLE 205,656 SPDR INDEX SHS FDS S&P INTL SMLCP 78463X871 11,256 436,129 SH SOLE 436,129 SPDR S&P 500 ETF TR TR UNIT 78462F103 160,776 1,181,268 SH SOLE 1,181,268 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 7,133 41,642 SH SOLE 41,642 SPDR SER TR CAP S/T HI YLD 78468R408 2,880 95,667 SH SOLE 95,667 SPDR SERIES TRUST BRCLYS YLD ETF 78464A417 17,043 431,908 SH SOLE 431,908 SPDR SERIES TRUST DJ REIT ETF 78464A607 15,190 208,403 SH SOLE 208,403 SPDR SERIES TRUST S&P RETAIL ETF 78464A714 223 3,773 SH SOLE 3,773 SPDR SERIES TRUST S&P HOMEBUILD 78464A888 314 14,725 SH SOLE 14,725 ST JUDE MED INC COM 790849103 313 7,845 SH SOLE 7,845 STAPLES INC COM 855030102 211 16,161 SH SOLE 16,161 STARBUCKS CORP COM 855244109 638 11,960 SH SOLE 11,960 STEEL DYNAMICS INC COM 858119100 1,342 114,519 SH SOLE 114,519 STRATEGIC HOTELS & RESORTS I COM 86272T106 164 25,430 SH SOLE 25,430 SUN COMMUNITIES INC COM 866674104 234 5,299 SH SOLE 5,299 SUNTRUST BKS INC COM 867914103 256 10,575 SH SOLE 10,575 TALISMAN ENERGY INC COM 87425E103 367 32,041 SH SOLE 32,041 TARGET CORP COM 87612E106 984 16,917 SH SOLE 16,917 TELECOM ITALIA S P A NEW SPON ADR SVGS 87927Y201 646 80,481 SH SOLE 80,481 TERADATA CORP DEL COM 88076W103 319 4,424 SH SOLE 4,424 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 2,950 73,032 SH SOLE 73,032 TIFFANY & CO NEW COM 886547108 280 5,292 SH SOLE 5,292 TIME WARNER CABLE INC COM 88732J207 4,224 51,451 SH SOLE 51,451 TJX COS INC NEW COM 872540109 3,127 72,837 SH SOLE 72,837 TORONTO DOMINION BK ONT COM NEW 891160509 379 4,852 SH SOLE 4,852 TOWERS WATSON & CO CL A 891894107 2,242 37,431 SH SOLE 37,431 TOWNEBANK PORTSMOUTH VA COM 89214P109 214 15,292 SH SOLE 15,292 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 430 5,338 SH SOLE 5,338 TRANSOCEAN LTD REG SHS H8817H100 269 6,016 SH SOLE 6,016 UBS AG SHS NEW H89231338 517 44,171 SH SOLE 44,171 UMPQUA HLDGS CORP COM 904214103 226 17,156 SH SOLE 17,156 UNDER ARMOUR INC CL A 904311107 397 4,200 SH SOLE 4,200 UNION PAC CORP COM 907818108 708 5,933 SH SOLE 5,933 UNITED PARCEL SERVICE INC CL B 911312106 14,254 180,979 SH SOLE 180,979 UNUM GROUP COM 91529Y106 226 11,794 SH SOLE 11,794 US BANCORP DEL COM NEW 902973304 4,228 131,482 SH SOLE 131,482 V F CORP COM 918204108 627 4,699 SH SOLE 4,699 VALEANT PHARMACEUTICALS INTL COM 91911K102 2,223 49,613 SH SOLE 49,613 VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 556 6,850 SH SOLE 6,850 VANGUARD INDEX FDS REIT ETF 922908553 5,593 85,477 SH SOLE 85,477 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 30,313 759,147 SH SOLE 759,147 VERIZON COMMUNICATIONS INC COM 92343V104 3,353 75,452 SH SOLE 75,452 VIRGINIA COMM BANCORP INC COM 92778Q109 224 26,526 SH SOLE 26,526 VISA INC COM CL A 92826C839 342 2,765 SH SOLE 2,765 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 933 33,122 SH SOLE 33,122 WACOAL HOLDINGS CORP ADR 930004205 442 7,472 SH SOLE 7,472 WALGREEN CO COM 931422109 330 11,172 SH SOLE 11,172 WATSON PHARMACEUTICALS INC COM 942683103 2,832 38,274 SH SOLE 38,274 WELLS FARGO & CO NEW COM 949746101 1,984 59,326 SH SOLE 59,326 WESTERN REFNG INC COM 959319104 204 9,160 SH SOLE 9,160 WESTERN UN CO COM 959802109 283 16,800 SH SOLE 16,800 WHITING PETE CORP NEW COM 966387102 366 8,909 SH SOLE 8,909 WILLBROS GROUP INC DEL COM 969203108 203 31,455 SH SOLE 31,455 WILLIAMS COS INC DEL COM 969457100 388 13,450 SH SOLE 13,450 WILLIAMS SONOMA INC COM 969904101 310 8,870 SH SOLE 8,870 WISCONSIN ENERGY CORP COM 976657106 3,038 76,767 SH SOLE 76,767 WISDOMTREE TRUST INDIA ERNGS FD 97717W422 1,020 59,174 SH SOLE 59,174 WISDOMTREE TRUST MIDCAP DIVI FD 97717W505 3,587 65,712 SH SOLE 65,712 WISDOMTREE TRUST SMALLCAP DIVID 97717W604 3,339 69,194 SH SOLE 69,194 WRIGHT MED GROUP INC COM 98235T107 204 9,537 SH SOLE 9,537 WYNN RESORTS LTD COM 983134107 275 2,655 SH SOLE 2,655 XCEL ENERGY INC COM 98389B100 291 10,258 SH SOLE 10,258 XEROX CORP COM 984121103 261 33,193 SH SOLE 33,193 XYLEM INC COM 98419M100 344 13,674 SH SOLE 13,674 YAHOO INC COM 984332106 2,162 136,551 SH SOLE 136,551 YUM BRANDS INC COM 988498101 800 12,424 SH SOLE 12,424 ZIMMER HLDGS INC COM 98956P102 266 4,129 SH SOLE 4,129