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, 2011
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: Genworth Financial, Inc.
Address: 6620 West Broad Street
Richmond, Virginia 23230
Form 13F File Number: 28-11523
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: Patricia Merrill
Title: Senior Counsel
Phone: (804) 662-2711
Signature, Place, and Date of Signing:
/s/ Patricia Merrill Richmond, VA August 9, 2011
--------------------------------------------------------------------------------
[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: NONE
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 391 lines
Form 13F Information Table Value Total: 2,045,048
(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.
No. Form 13F File Number Name
--- -------------------- ------------------------------------------
01 28-11546 Genworth Financial Wealth Management, Inc.
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VOTING AUTHORITY
TITLE VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------------
NAME OF ISSUER OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- ------------- --------- -------- --------- --- ---- ---------- -------- --------- ------ ----
3M CO COM COM 88579Y101 7,498 79,047 SH Sole 01 79,047
ABB LTD SPONSORED ADR SPONSORED ADR 000375204 3,289 126,749 SH Sole 01 126,749
ABBOTT LABS COM COM 002824100 9,386 178,364 SH Sole 01 178,364
ABERCROMBIE & FITCH CO CL A CL A 002896207 4,907 73,323 SH Sole 01 73,323
ACACIA RESH CORP ACACIA TCH COM COM 003881307 5,665 154,395 SH Sole 01 154,395
AES CORP COM COM 00130H105 2,222 174,444 SH Sole 01 174,444
AETNA INC NEW COM COM 00817Y108 44 1,000 SH Sole 01 1,000
AFFILIATED MANAGERS GROUP COM COM 008252108 5,561 54,811 SH Sole 01 54,811
AFLAC INC COM COM 001055102 12 250 SH Sole 01 250
AIR PRODS & CHEMS INC COM COM 009158106 2,479 25,934 SH Sole 01 25,934
AKAMAI TECHNOLOGIES INC COM COM 00971T101 42 1,350 SH Sole 01 1,350
ALBEMARLE CORP COM COM 012653101 10,658 154,011 SH Sole 01 154,011
ALCOA INC COM COM 013817101 5,848 368,738 SH Sole 01 368,738
ALEXANDER & BALDWIN INC COM COM 014482103 4,058 84,256 SH Sole 01 84,256
ALLSTATE CORP COM COM 020002101 1,219 39,939 SH Sole 01 39,939
AMAZON COM INC COM COM 023135106 46 225 SH Sole 01 225
AMERICAN AXLE & MFG HLDGS IN COM COM 024061103 1,855 163,025 SH Sole 01 163,025
AMERICAN ELEC PWR INC COM COM 025537101 3,519 93,388 SH Sole 01 93,388
AMERICAN EXPRESS CO COM COM 025816109 0 2 SH Sole 01 2
AMERICAS CAR MART INC COM COM 03062T105 1,536 46,548 SH Sole 01 46,548
ANALOG DEVICES INC COM COM 032654105 31 800 SH Sole 01 800
ANSYS INC COM COM 03662Q105 52 950 SH Sole 01 950
APPLE INC COM COM 037833100 2,593 7,724 SH Sole 01 7,724
APPLIED MATLS INC COM COM 038222105 25 1,900 SH Sole 01 1,900
ARKANSAS BEST CORP DEL COM COM 040790107 3,024 127,441 SH Sole 01 127,441
ASML HOLDING N V NY REG SHS COM N07059186 2,549 68,978 SH Sole 01 68,978
ASSOCIATED BANC CORP COM COM 045487105 2,154 154,930 SH Sole 01 154,930
ASSURED GUARANTY LTD COM COM G0585R106 2,629 161,179 SH Sole 01 161,179
AT&T INC COM COM 00206R102 35 1,100 SH Sole 01 1,100
AUTOMATIC DATA PROCESSING IN COM COM 053015103 531 10,071 SH Sole 01 10,071
BAIDU INC SPON ADR REP A ADR 056752108 1,852 13,219 SH Sole 01 13,219
BALCHEM CORP COM COM 057665200 1,487 33,956 SH Sole 01 33,956
BANK OF AMERICA CORPORATION COM COM 060505104 2 218 SH Sole 01 218
BARCLAYS BK PLC 10 YR TREAS BEAR ETF 06740L451 8,981 192,977 SH Sole 01 192,977
BARCLAYS BK PLC DJUBS CMDT ETN36 ETN 06738C778 1,590 33,669 SH Sole 01 33,669
BARCLAYS BK PLC US TRES FLATT ETF 06740L485 15,009 316,779 SH Sole 01 316,779
BARCLAYS PLC ADR ADR 06738E204 1,693 103,048 SH Sole 01 103,048
BARD C R INC COM COM 067383109 5 50 SH Sole 01 50
BAXTER INTL INC COM COM 071813109 6,275 105,132 SH Sole 01 105,132
BAYTEX ENERGY CORP COM 07317Q105 2,428 43,000 SH Sole 43,000
BCE INC. COM 05534B760 6,117 150,100 SH Sole 150,100
BE AEROSPACE INC COM COM 073302101 5,505 134,883 SH Sole 01 134,883
BECTON DICKINSON & CO COM COM 075887109 473 5,494 SH Sole 01 5,494
BEMIS INC COM COM 081437105 531 15,705 SH Sole 01 15,705
BHP BILLITON LTD SPONSORED ADR ADR 088606108 3,117 32,934 SH Sole 01 32,934
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VOTING AUTHORITY
TITLE VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------------
NAME OF ISSUER OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- ------------- --------- -------- --------- --- ---- ---------- -------- --------- ------ ----
BIO RAD LABS INC CL A CL A 090572207 4,928 41,286 SH Sole 01 41,286
BLACKROCK INC COM COM 09247X101 375 1,956 SH Sole 01 1,956
BLOUNT INTL INC NEW COM COM 095180105 1,967 112,616 SH Sole 01 112,616
BOEING CO COM COM 097023105 6,991 94,569 SH Sole 01 94,569
BRIGGS & STRATTON CORP COM COM 109043109 6,124 308,345 SH Sole 01 308,345
BRISTOW GROUP INC COM COM 110394103 1,905 37,339 SH Sole 01 37,339
BRITISH AMERN TOB PLC SPONSORED ADR SPONSORED ADR 110448107 2,759 31,355 SH Sole 01 31,355
BROOKFIELD ASSET MANAGEMENT INC. COM 112585104 3,760 109,300 SH Sole 109,300
BROOKFIELD PROPERTIES CORPORATION COM 112900105 1,436 71,800 SH Sole 71,800
CANADIAN NATIONAL RAILWAY COMPANY COM 136375102 4,185 50,500 SH Sole 50,500
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 2,657 41,100 SH Sole 41,100
CAPITAL ONE FINL CORP COM COM 14040H105 1,165 22,551 SH Sole 01 22,551
CAPSTEAD MTG CORP COM NO PAR COM 14067E506 1,192 88,973 SH Sole 01 88,973
CARDINAL HEALTH INC COM COM 14149Y108 1,488 32,753 SH Sole 01 32,753
CARDTRONICS INC COM COM 14161H108 1,255 53,537 SH Sole 01 53,537
CATERPILLAR INC DEL COM COM 149123101 2,950 27,714 SH Sole 01 27,714
CENOVUS ENERGY INC. COM 15135U109 4,344 111,200 SH Sole 111,200
CENTRAL EUROPEAN DIST CORP COM COM 153435102 942 84,089 SH Sole 01 84,089
CERNER CORP COM COM 156782104 7,807 127,756 SH Sole 01 127,756
CHESAPEAKE ENERGY CORP COM COM 165167107 3,826 128,851 SH Sole 01 128,851
CHEVRON CORP NEW COM COM 166764100 441 4,286 SH Sole 01 4,286
CHINA UNICOM (HONG KONG) LTD
SPONSORED ADR ADR 16945R104 2,162 106,681 SH Sole 01 106,681
CITY TELECOM H K LTD SPONSORED ADR ADR 178677209 402 34,372 SH Sole 01 34,372
CMS ENERGY CORP COM COM 125896100 2,109 107,087 SH Sole 01 107,087
COCA COLA CO COM COM 191216100 4,444 66,045 SH Sole 01 66,045
COINSTAR INC COM COM 19259P300 1,364 25,001 SH Sole 01 25,001
COMERICA INC COM COM 200340107 2,038 58,964 SH Sole 01 58,964
COMPANHIA BRASILEIRA DE DIST SPN ADR
PFD CL A CL A 20440T201 1,680 35,776 SH Sole 01 35,776
COMPUTER SCIENCES CORP COM COM 205363104 1,617 42,600 SH Sole 01 42,600
CONSTELLATION ENERGY GROUP I COM COM 210371100 3,660 96,412 SH Sole 01 96,412
COOPER TIRE & RUBR CO COM COM 216831107 824 41,637 SH Sole 01 41,637
CORNING INC COM COM 219350105 5,910 325,603 SH Sole 01 325,603
COSTCO WHSL CORP NEW COM COM 22160K105 41 500 SH Sole 01 500
COVIDIEN PLC SHS ADDED COM G2554F113 5,268 98,962 SH Sole 01 98,962
CTC MEDIA INC COM COM 12642X106 1,386 65,016 SH Sole 01 65,016
CUBIC CORP COM COM 229669106 988 19,385 SH Sole 01 19,385
DANAHER CORP DEL COM COM 235851102 7,714 145,573 SH Sole 01 145,573
DELTA AIR LINES INC DEL COM NEW COM 247361702 2,134 232,687 SH Sole 01 232,687
DEVON ENERGY CORP NEW COM COM 25179M103 7,765 98,533 SH Sole 01 98,533
DEVRY INC DEL COM COM 251893103 35 585 SH Sole 01 585
DIME CMNTY BANCSHARES COM COM 253922108 1,101 75,740 SH Sole 01 75,740
DISCOVER FINL SVCS COM COM 254709108 3,121 116,686 SH Sole 01 116,686
DOMINION RES INC VA NEW COM COM 25746U109 48 1,000 SH Sole 01 1,000
DTE ENERGY CO COM COM 233331107 2,111 42,194 SH Sole 01 42,194
DU PONT E I DE NEMOURS & CO COM COM 263534109 2,758 51,030 SH Sole 01 51,030
E M C CORP MASS COM COM 268648102 8,634 313,404 SH Sole 01 313,404
EAST WEST BANCORP INC COM COM 27579R104 5,465 270,404 SH Sole 01 270,404
EBAY INC COM COM 278642103 7,458 231,106 SH Sole 01 231,106
EMERSON ELEC CO COM COM 291011104 6,601 117,343 SH Sole 01 117,343
ENBRIDGE INC. COM 29250N105 4,087 121,400 SH Sole 121,400
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VOTING AUTHORITY
TITLE VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------------
NAME OF ISSUER OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- ------------- --------- -------- --------- --- ---- ---------- -------- --------- ------ ----
ENCANA CORP. COM 292505104 4,046 126,700 SH Sole 126,700
ENTERGY CORP NEW COM COM 29364G103 2,583 37,825 SH Sole 01 37,825
EQUINIX INC COM NEW COM 29444U502 11,742 116,233 SH Sole 01 116,233
EXELON CORP COM COM 30161N101 1,870 43,647 SH Sole 01 43,647
EXPRESS SCRIPTS INC COM COM 302182100 39 720 SH Sole 01 720
EXXON MOBIL CORP COM COM 30231G102 7,135 87,671 SH Sole 01 87,671
FOMENTO ECONOMICO MEXICANO S SPON
ADR UNITS ADR 344419106 2,028 30,495 SH Sole 01 30,495
FULTON FINL CORP PA COM COM 360271100 1,157 108,066 SH Sole 01 108,066
GENERAL DYNAMICS CORP COM COM 369550108 2,725 36,569 SH Sole 01 36,569
GENERAL ELECTRIC CO COM COM 369604103 25 1,320 SH Sole 01 1,320
GENERAL MLS INC COM COM 370334104 45 1,200 SH Sole 01 1,200
GENON ENERGY INC COM COM 37244E107 180 46,564 SH Sole 01 46,564
GENTEX CORP COM COM 371901109 6,077 201,036 SH Sole 01 201,036
GEO GROUP INC COM COM 36159R103 1,011 43,890 SH Sole 01 43,890
GILEAD SCIENCES INC COM COM 375558103 2,300 55,549 SH Sole 01 55,549
GOLDMAN SACHS GROUP INC COM COM 38141G104 27 205 SH Sole 01 205
GOODRICH CORP COM COM 382388106 5,780 60,521 SH Sole 01 60,521
GOODRICH PETE CORP COM NEW COM 382410405 840 45,619 SH Sole 01 45,619
GOOGLE INC CL A CL A 38259P508 41 80 SH Sole 01 80
GRAINGER W W INC COM COM 384802104 682 4,439 SH Sole 01 4,439
GROUPE CGI INC CL A SUB VTG CL A 39945C109 6,248 253,476 SH Sole 01 253,476
GULF ISLAND FABRICATION INC COM COM 402307102 1,936 59,960 SH Sole 01 59,960
HALLIBURTON CO COM COM 406216101 4,772 93,578 SH Sole 01 93,578
HEWLETT PACKARD CO COM COM 428236103 3,753 103,105 SH Sole 01 103,105
HMS HLDGS CORP COM COM 40425J101 6,770 88,067 SH Sole 01 88,067
HOLOGIC INC. COM 436440101 194 9,632 SH Sole 9,632
HOME DEPOT INC COM COM 437076102 6 178 SH Sole 01 178
HONDA MOTOR LTD AMERN SHS COM 438128308 2,419 62,642 SH Sole 01 62,642
HONEYWELL INTL INC COM COM 438516106 51 850 SH Sole 01 850
ICICI BK LTD ADR ADR 45104G104 2,243 45,496 SH Sole 01 45,496
II VI INC COM COM 902104108 53 2,070 SH Sole 01 2,070
ILLINOIS TOOL WKS INC COM COM 452308109 476 8,421 SH Sole 01 8,421
INTERNATIONAL BUSINESS MACHS COM COM 459200101 10,977 63,985 SH Sole 01 63,985
ISHARES INC MSCI AUSTRALIA ETF 464286103 505 19,393 SH Sole 01 19,393
ISHARES INC MSCI FRANCE ETF 464286707 253 9,144 SH Sole 01 9,144
ISHARES INC MSCI GERMAN ETF 464286806 1,900 70,649 SH Sole 01 70,649
ISHARES INC MSCI HONG KONG ETF 464286871 251 13,538 SH Sole 01 13,538
ISHARES INC MSCI JAPAN ETF 464286848 1,245 119,354 SH Sole 01 119,354
ISHARES INC MSCI NETHR INVES ETF 464286814 252 11,698 SH Sole 01 11,698
ISHARES INC MSCI SINGAPORE ETF 464286673 250 18,220 SH Sole 01 18,220
ISHARES INC MSCI SWEDEN ETF 464286756 252 7,944 SH Sole 01 7,944
ISHARES INC MSCI SWITZERLD ETF 464286749 999 37,533 SH Sole 01 37,533
ISHARES INC MSCI UTD KINGD ETF 464286699 752 42,233 SH Sole 01 42,233
ISHARES TR AGENCY BD FD ETF 464288166 4,395 39,694 SH Sole 01 39,694
ISHARES TR BARCLY USAGG B ETF 464287226 74,331 696,828 SH Sole 01 696,828
ISHARES TR BARCLYS 10-20YR ETF 464288653 73 633 SH Sole 01 633
ISHARES TR BARCLYS 1-3 YR ETF 464287457 13,450 159,555 SH Sole 01 159,555
ISHARES TR BARCLYS 1-3YR CR ETF 464288646 13,641 129,976 SH Sole 01 129,976
ISHARES TR BARCLYS 20+ YR ETF 464287432 11,698 124,317 SH Sole 01 124,317
ISHARES TR BARCLYS 3-7 YR ETF 464288661 20,167 172,217 SH Sole 01 172,217
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VOTING AUTHORITY
TITLE VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------------
NAME OF ISSUER OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- ------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ----
ISHARES TR BARCLYS 7-10 YR ETF 464287440 17,434 181,868 SH Sole 01 181,868
ISHARES TR BARCLYS CR BD ETF 464288620 22,618 214,533 SH Sole 01 214,533
ISHARES TR BARCLYS MBS BD ETF 464288588 23,915 224,111 SH Sole 01 224,111
ISHARES TR BARCLYS SH TREA ETF 464288679 667 6,049 SH Sole 01 6,049
ISHARES TR BARCLYS TIPS BD ETF 464287176 16,399 148,223 SH Sole 01 148,223
ISHARES TR BRC 0-5 YR TIP ETF 46429B747 3,237 31,623 SH Sole 01 31,623
ISHARES TR DJ INTL SEL DIVD ETF 464288448 1,589 44,623 SH Sole 01 44,623
ISHARES TR DJ SEL DIV INX ETF 464287168 1,667 31,505 SH Sole 01 31,505
ISHARES TR DJ US TECH SEC ETF 464287721 13,015 200,173 SH Sole 01 200,173
ISHARES TR DJ US TELECOMM ETF 464287713 2,250 90,373 SH Sole 01 90,373
ISHARES TR IBOXX INV CPBD ETF 464287242 10,323 93,737 SH Sole 01 93,737
ISHARES TR JPMORGAN USD ETF 464288281 1,580 14,452 SH Sole 01 14,452
ISHARES TR MRTG PLS CAP IDX ETF 464288539 16,189 1,099,051 SH Sole 01 1,099,051
ISHARES TR MSCI EAFE INDEX ETF 464287465 23,865 396,824 SH Sole 01 396,824
ISHARES TR MSCI EMERG MKT ETF 464287234 41,084 863,115 SH Sole 01 863,115
ISHARES TR MSCI GRW IDX ETF 464288885 16,142 255,981 SH Sole 01 255,981
ISHARES TR MSCI VAL IDX ETF 464288877 16,745 319,864 SH Sole 01 319,864
ISHARES TR NASDQ BIO INDX ETF 464287556 915 8,581 SH Sole 01 8,581
ISHARES TR RUSL 2000 GROW ETF 464287648 3,900 41,118 SH Sole 01 41,118
ISHARES TR RUSL 2000 VALU ETF 464287630 3,132 42,661 SH Sole 01 42,661
ISHARES TR RUSL 3000 VALU ETF 464287663 9,424 105,099 SH Sole 01 105,099
ISHARES TR RUSSELL 1000 ETF 464287622 6,911 93,534 SH Sole 01 93,534
ISHARES TR RUSSELL 2000 ETF 464287655 20,077 242,470 SH Sole 01 242,470
ISHARES TR RUSSELL MIDCAP ETF 464287499 2 20 SH Sole 01 20
ISHARES TR RUSSELL1000VAL ETF 464287598 901 13,202 SH Sole 01 13,202
ISHARES TR S&P 500 INDEX ETF 464287200 10,397 78,517 SH Sole 01 78,517
ISHARES TR S&P 500 VALUE ETF 464287408 4,043 65,209 SH Sole 01 65,209
ISHARES TR S&P CAL AMTFR MN ETF 464288356 10 95 SH Sole 01 95
ISHARES TR S&P GL UTILITI ETF 464288711 6,960 151,543 SH Sole 01 151,543
ISHARES TR S&P MC 400 GRW ETF 464287606 2,275 20,509 SH Sole 01 20,509
ISHARES TR S&P MIDCAP 400 ETF 464287507 7,565 77,436 SH Sole 01 77,436
ISHARES TR S&P MIDCP VALU ETF 464287705 1,142 13,599 SH Sole 01 13,599
ISHARES TR S&P NA SOFTWR ETF 464287515 923 14,577 SH Sole 01 14,577
ISHARES TR S&P NTL AMTFREE ETF 464288414 3,715 35,890 SH Sole 01 35,890
ISHARES TR S&P SMLCP GROW ETF 464287887 143 1,774 SH Sole 01 1,774
ISHARES TR S&P SMLCP VALU ETF 464287879 286 3,846 SH Sole 01 3,846
ISHARES TR S&P500 GRW ETF 464287309 2,883 41,500 SH Sole 01 41,500
ISHARES TR SMLL CORE INDX ETF 464288505 286 2,980 SH Sole 01 2,980
ISHARES TR SMLL GRWTH IDX ETF 464288604 286 3,087 SH Sole 01 3,087
ISHARES TR SMLL VAL INDX ETF 464288703 285 3,318 SH Sole 01 3,318
ISHARES TR US PFD STK IDX ETF 464288687 1,576 39,744 SH Sole 01 39,744
ITT CORP NEW COM COM 450911102 5,223 88,626 SH Sole 01 88,626
JACOBS ENGR GROUP INC DEL COM COM 469814107 13 290 SH Sole 01 290
JAKKS PAC INC COM COM 47012E106 3,690 200,450 SH Sole 01 200,450
JARDEN CORP COM COM 471109108 3,458 100,205 SH Sole 01 100,205
JOHNSON & JOHNSON COM COM 478160104 513 7,707 SH Sole 01 7,707
JOY GLOBAL INC COM COM 481165108 4,039 42,408 SH Sole 01 42,408
JPMORGAN CHASE & CO COM COM 46625H100 10,680 260,869 SH Sole 01 260,869
KEYCORP NEW COM COM 493267108 2,128 255,411 SH Sole 01 255,411
KONINKLIJKE PHILIPS ELECTRS NY
REG SH NEW COM 500472303 4,110 160,033 SH Sole 01 160,033
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VOTING AUTHORITY
TITLE VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------------
NAME OF ISSUER OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- ------------- --------- -------- --------- --- ---- ---------- -------- --------- ------ ----
KRAFT FOODS INC CL A CL A 50075N104 5,748 163,159 SH Sole 01 163,159
KUBOTA CORP ADR ADR 501173207 619 13,902 SH Sole 01 13,902
KULICKE & SOFFA INDS INC COM COM 501242101 1,229 110,315 SH Sole 01 110,315
LIBERTY MEDIA CORP NEW INT COM SER A CL A 53071M104 5,432 323,886 SH Sole 01 323,886
LIFE TECHNOLOGIES CORP COM COM 53217V109 5,288 101,551 SH Sole 01 101,551
LINCOLN ELEC HLDGS INC COM COM 533900106 17 480 SH Sole 01 480
LINCOLN NATL CORP IND COM COM 534187109 1,110 38,971 SH Sole 01 38,971
LKQ CORP COM COM 501889208 4,144 158,840 SH Sole 01 158,840
LOCKHEED MARTIN CORP COM COM 539830109 29 356 SH Sole 01 356
LOEWS CORP COM COM 540424108 4,278 101,631 SH Sole 01 101,631
LOWES COS INC COM COM 548661107 11,877 509,541 SH Sole 01 509,541
M/I HOMES INC COM COM 55305B101 3,110 253,684 SH Sole 01 253,684
MADDEN STEVEN LTD COM COM 556269108 2,999 79,955 SH Sole 01 79,955
MAIDEN HOLDINGS LTD SHS COM G5753U112 1,436 157,778 SH Sole 01 157,778
MAKITA CORP ADR NEW ADR 560877300 1,073 22,956 SH Sole 01 22,956
MARINEMAX INC COM COM 567908108 1,468 167,533 SH Sole 01 167,533
MARKET VECTORS ETF TR COAL ETF ETF 57060U837 2,905 61,220 SH Sole 01 61,220
MARSHALL & ILSLEY CORP NEW COM COM 571837103 834 104,700 SH Sole 01 104,700
MBIA INC COM COM 55262C100 1,640 188,670 SH Sole 01 188,670
MCDONALDS CORP COM COM 580135101 11,452 135,816 SH Sole 01 135,816
MECHEL OAO SPONSORED ADR ADR 583840103 1,946 81,471 SH Sole 01 81,471
MEDIDATA SOLUTIONS INC COM COM 58471A105 867 36,333 SH Sole 01 36,333
MEDTRONIC INC COM COM 585055106 5,123 132,962 SH Sole 01 132,962
MERCK & CO INC NEW COM COM 58933Y105 27 775 SH Sole 01 775
METLIFE INC COM COM 59156R108 7,965 181,563 SH Sole 01 181,563
MICROMET INC COM COM 59509C105 1,043 181,773 SH Sole 01 181,773
MICROSOFT CORP COM COM 594918104 2,883 110,901 SH Sole 01 110,901
MOLSON COORS BREWING CO CL B CL B 60871R209 5,689 127,151 SH Sole 01 127,151
NALCO HOLDING COMPANY COM COM 62985Q101 6,571 236,272 SH Sole 01 236,272
NATIONAL GRID PLC SPON ADR NEW SPONSORED ADR 636274300 3,878 78,454 SH Sole 01 78,454
NEKTAR THERAPEUTICS COM COM 640268108 766 105,353 SH Sole 01 105,353
NEWELL RUBBERMAID INC COM COM 651229106 32 2,000 SH Sole 01 2,000
NEWTEK BUSINESS SERVICES INC. COM 652526104 247 146,141 SH Sole 146,141
NEXTERA ENERGY INC COM COM 65339F101 3,024 52,623 SH Sole 01 52,623
NOBLE ENERGY INC COM COM 655044105 35 390 SH Sole 01 390
NOVARTIS A G SPONSORED ADR SPONSORED ADR 66987V109 6,251 102,290 SH Sole 01 102,290
NOVO-NORDISK A S ADR ADR 670100205 2,517 20,087 SH Sole 01 20,087
NV ENERGY INC COM COM 67073Y106 557 36,260 SH Sole 01 36,260
OLD REP INTL CORP COM COM 680223104 2,072 176,338 SH Sole 01 176,338
OPLINK COMMUNICATIONS INC COM NEW COM 68375Q403 937 50,342 SH Sole 01 50,342
ORACLE CORP COM COM 68389X105 7,939 241,220 SH Sole 01 241,220
ORIX CORP SPONSORED ADR ADR 686330101 1,861 38,116 SH Sole 01 38,116
PAYCHEX INC COM COM 704326107 28 920 SH Sole 01 920
PEPSICO INC COM COM 713448108 46 650 SH Sole 01 650
PERRIGO CO COM COM 714290103 2,698 30,709 SH Sole 01 30,709
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR SPONSORED ADR 71654V408 1,482 43,758 SH Sole 01 43,758
PFIZER INC COM COM 717081103 4,539 220,342 SH Sole 01 220,342
PG&E CORP COM COM 69331C108 3,341 79,483 SH Sole 01 79,483
PHILIP MORRIS INTL INC COM COM 718172109 7,364 110,284 SH Sole 01 110,284
PIMCO ETF TR 1-5 US TIP IDX ETF 72201R205 1,670 31,327 SH Sole 01 31,327
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VOTING AUTHORITY
TITLE VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ----------------------
NAME OF ISSUER OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- ------------- --------- -------- --------- --- ---- ---------- -------- ---------- ------ ----
PIMCO ETF TR ENHAN SHRT MAT ETF 72201R833 541 5,349 SH Sole 01 5,349
PITNEY BOWES INC COM COM 724479100 4,911 213,616 SH Sole 01 213,616
POWERSHARES ETF TRUST DYN PHRMA PORT ETF 73935X799 2,120 79,065 SH Sole 01 79,065
POWERSHARES ETF TRUST ENERGY SEC POR ETF 73935X385 4,828 113,790 SH Sole 01 113,790
POWERSHARES GLOBAL ETF TRUST INSUR
NATL MUN ETF 73936T474 9,056 390,520 SH Sole 01 390,520
POWERSHARES QQQ TRUST UNIT SER 1 ETF 73935A104 19 332 SH Sole 01 332
PPL CORP COM COM 69351T106 1,667 59,895 SH Sole 01 59,895
PRAXAIR INC COM COM 74005P104 597 5,512 SH Sole 01 5,512
PRECISION CASTPARTS CORP COM COM 740189105 68 415 SH Sole 01 415
PRICE T ROWE GROUP INC COM COM 74144T108 50 825 SH Sole 01 825
PRIVATEBANCORP INC COM COM 742962103 3,203 232,101 SH Sole 01 232,101
PROCTER & GAMBLE CO COM COM 742718109 6,572 103,377 SH Sole 01 103,377
PROSPERITY BANCSHARES INC COM COM 743606105 8,495 193,855 SH Sole 01 193,855
PRUDENTIAL FINL INC COM COM 744320102 6 100 SH Sole 01 100
QEP RES INC COM COM 74733V100 46 1,100 SH Sole 01 1,100
QUESTAR CORP COM COM 748356102 19 1,100 SH Sole 01 1,100
RALCORP HLDGS INC NEW COM COM 751028101 5,381 62,155 SH Sole 01 62,155
RED HAT INC COM COM 756577102 0 10 SH Sole 01 10
REGIONS FINANCIAL CORP NEW COM COM 7591EP100 1,006 162,318 SH Sole 01 162,318
REPUBLIC SVCS INC COM COM 760759100 33 1,065 SH Sole 01 1,065
RESOLUTE ENERGY CORP COM COM 76116A108 926 57,322 SH Sole 01 57,322
RIGHTNOW TECHNOLOGIES INC COM COM 76657R106 1,073 33,132 SH Sole 01 33,132
ROGERS COMMUNICATIONS INC. COM 775109200 5,903 144,000 SH Sole 144,000
ROSETTA RESOURCES INC COM COM 777779307 9,861 191,335 SH Sole 01 191,335
ROSS STORES INC COM COM 778296103 3,340 41,684 SH Sole 01 41,684
ROVI CORP COM COM 779376102 12,303 214,484 SH Sole 01 214,484
ROYAL DUTCH SHELL PLC SPONS ADR A ADR 780259206 490 6,892 SH Sole 01 6,892
RPM INTL INC COM COM 749685103 33 1,450 SH Sole 01 1,450
SAP AG SPON ADR ADR 803054204 3,035 50,047 SH Sole 01 50,047
SASOL LTD SPONSORED ADR ADR 803866300 2,062 38,983 SH Sole 01 38,983
SCHLUMBERGER LTD COM COM 806857108 2,232 25,835 SH Sole 01 25,835
SELECT SECTOR SPDR TR SBI CONS DISCR ETF 81369Y407 5,920 147,219 SH Sole 01 147,219
SELECT SECTOR SPDR TR SBI CONS STPLS ETF 81369Y308 4,531 145,071 SH Sole 01 145,071
SELECT SECTOR SPDR TR SBI HEALTHCARE ETF 81369Y209 4,704 132,382 SH Sole 01 132,382
SELECT SECTOR SPDR TR SBI INT-ENERGY ETF 81369Y506 3,995 53,018 SH Sole 01 53,018
SELECT SECTOR SPDR TR SBI INT-FINL ETF 81369Y605 5,570 362,838 SH Sole 01 362,838
SELECT SECTOR SPDR TR SBI INT-INDS ETF 81369Y704 10,717 287,777 SH Sole 01 287,777
SELECT SECTOR SPDR TR SBI INT-TECH ETF 81369Y803 81 3,149 SH Sole 01 3,149
SELECT SECTOR SPDR TR SBI INT-UTILS ETF 81369Y886 2,490 74,366 SH Sole 01 74,366
SELECT SECTOR SPDR TR SBI MATERIALS ETF 81369Y100 2,578 65,472 SH Sole 01 65,472
SEMPRA ENERGY COM COM 816851109 2,228 42,137 SH Sole 01 42,137
SHAW COMMUNICATIONS INC. COM 82028K200 5,541 234,000 SH Sole 234,000
SIEMENS A G SPONSORED ADR ADR 826197501 3,123 22,711 SH Sole 01 22,711
SINGAPORE FD INC COM COM 82929L109 0 9 SH Sole 01 9
SMITHFIELD FOODS INC COM COM 832248108 1,571 71,852 SH Sole 01 71,852
SOCIEDAD QUIMICA MINERA DE C SPON ADR
SER B SPONSORED ADR 833635105 2,130 32,908 SH Sole 01 32,908
SOLERA HOLDINGS INC COM COM 83421A104 8,306 140,392 SH Sole 01 140,392
SOUTHERN CO COM COM 842587107 1,229 30,429 SH Sole 01 30,429
SPDR GOLD TRUST GOLD SHS ETF 78463V107 258,828 1,772,779 SH Sole 01 1,772,779
SPDR INDEX SHS FDS ASIA PACIF ETF ETF 78463X301 3,229 38,178 SH Sole 01 38,178
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VOTING AUTHORITY
TITLE VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------------
NAME OF ISSUER OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- ------------- --------- -------- --------- --- ---- ---------- -------- --------- ------ ----
SPDR INDEX SHS FDS DJ INTL RL ETF ETF 78463X863 5,253 130,080 SH Sole 01 130,080
SPDR INDEX SHS FDS EMERG MKTS ETF ETF 78463X509 9,328 127,210 SH Sole 01 127,210
SPDR INDEX SHS FDS INTL INDS ETF ETF 78463X673 281 9,575 SH Sole 01 9,575
SPDR INDEX SHS FDS S&P INTL SMLCP ETF 78463X871 4,503 141,785 SH Sole 01 141,785
SPDR INDEX SHS FDS S&P WRLD EX US ETF 78463X889 24,291 904,620 SH Sole 01 904,620
SPDR S&P 500 ETF TR TR UNIT ETF 78462F103 73,215 554,784 SH Sole 01 554,784
SPDR S&P MIDCAP 400 ETF TR UTSER1
S&PDCRP ETF 78467Y107 4,482 25,260 SH Sole 01 25,260
SPDR SERIES TRUST BARCL CAP TIPS ETF 78464A656 3,157 57,678 SH Sole 01 57,678
SPDR SERIES TRUST BRCLYS 1-3MT ETF ETF 78464A680 5,410 117,965 SH Sole 01 117,965
SPDR SERIES TRUST BRCLYS AGG ETF ETF 78464A649 24,120 427,742 SH Sole 01 427,742
SPDR SERIES TRUST BRCLYS INTL ETF ETF 78464A516 1,323 21,419 SH Sole 01 21,419
SPDR SERIES TRUST BRCLYS YLD ETF ETF 78464A417 13,804 343,210 SH Sole 01 343,210
SPDR SERIES TRUST DB INT GVT ETF ETF 78464A490 2,099 33,897 SH Sole 01 33,897
SPDR SERIES TRUST DJ REIT ETF ETF 78464A607 13,829 207,637 SH Sole 01 207,637
SPDR SERIES TRUST NUVN BR SHT MUNI ETF 78464A425 8,365 345,104 SH Sole 01 345,104
SPDR SERIES TRUST NUVN BRCLY MUNI ETF 78464A458 10,413 459,942 SH Sole 01 459,942
SPDR SERIES TRUST S&P 600 SMCP GRW ETF 78464A201 286 2,363 SH Sole 01 2,363
SPDR SERIES TRUST S&P 600 SMCP VAL ETF 78464A300 143 2,006 SH Sole 01 2,006
SPDR SERIES TRUST S&P 600 SML CAP ETF 78464A813 6,360 90,179 SH Sole 01 90,179
SPDR SERIES TRUST S&P DIVID ETF ETF 78464A763 9,272 171,511 SH Sole 01 171,511
SPDR SERIES TRUST S&P HOMEBUILD ETF 78464A888 1,937 107,257 SH Sole 01 107,257
STANDARD PAC CORP NEW COM COM 85375C101 1,815 541,926 SH Sole 01 541,926
STEWART INFORMATION SVCS COR COM COM 860372101 375 37,351 SH Sole 01 37,351
STRYKER CORP COM COM 863667101 514 8,761 SH Sole 01 8,761
SUNTRUST BKS INC COM COM 867914103 589 22,814 SH Sole 01 22,814
SUPERIOR ENERGY SVCS INC COM COM 868157108 5,118 137,808 SH Sole 01 137,808
SUSQUEHANNA BANCSHARES INC P COM COM 869099101 1,047 130,856 SH Sole 01 130,856
SXC HEALTH SOLUTIONS CORP COM COM 78505P100 7,284 123,623 SH Sole 01 123,623
SYNGENTA AG SPONSORED ADR ADR 87160A100 3,111 46,043 SH Sole 01 46,043
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADR ADR 874039100 2,759 218,813 SH Sole 01 218,813
TARGACEPT INC COM COM 87611R306 772 36,620 SH Sole 01 36,620
TARGET CORP COM COM 87612E106 2,537 54,085 SH Sole 01 54,085
TATA MTRS LTD SPONSORED ADR ADR 876568502 1,229 54,578 SH Sole 01 54,578
TE CONNECTIVITY LTD REG SHS ADDED COM H84989104 5,454 148,379 SH Sole 01 148,379
TELUS CORP. COM 87971M202 4,949 90,700 SH Sole 90,700
TEVA PHARMACEUTICAL INDS LTD ADR ADR 881624209 33 675 SH Sole 01 675
TEXAS INSTRS INC COM COM 882508104 36 1,100 SH Sole 01 1,100
TEXAS ROADHOUSE INC COM COM 882681109 3,120 177,954 SH Sole 01 177,954
THOR INDS INC COM COM 885160101 30 1,050 SH Sole 01 1,050
TOTAL S A SPONSORED ADR SPONSORED ADR 89151E109 4,943 85,462 SH Sole 01 85,462
TOWER GROUP INC COM COM 891777104 1,164 48,862 SH Sole 01 48,862
TOYOTA MOTOR CORP SP ADR REP2COM COM 892331307 4,946 60,009 SH Sole 01 60,009
TRANSCANADA CORPORATION COM 89353D107 4,911 108,000 SH Sole 108,000
TRANSOCEAN LTD REG SHS COM H8817H100 24 375 SH Sole 01 375
TREEHOUSE FOODS INC COM COM 89469A104 6,613 121,087 SH Sole 01 121,087
TRIUMPH GROUP INC NEW COM COM 896818101 15,017 301,605 SH Sole 01 301,605
TTM TECHNOLOGIES INC COM COM 87305R109 1,016 63,402 SH Sole 01 63,402
TUPPERWARE BRANDS CORP COM COM 899896104 8,222 121,897 SH Sole 01 121,897
TUTOR PERINI CORP COM COM 901109108 865 45,080 SH Sole 01 45,080
UGI CORP NEW COM COM 902681105 2,048 64,212 SH Sole 01 64,212
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VOTING AUTHORITY
TITLE VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------------
NAME OF ISSUER OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- ------------- --------- -------- --------- --- ---- ---------- -------- --------- ------ ----
UNIFIRST CORP MASS COM COM 904708104 1,038 18,468 SH Sole 01 18,468
UNILEVER N V N Y SHS NEW ADR 904784709 1,196 36,402 SH Sole 01 36,402
UNILEVER PLC SPON ADR NEW ADR 904767704 546 16,842 SH Sole 01 16,842
UNITED CONTINENTAL HOLDINGS INC. COM 910047109 55 2,409 SH Sole 2,409
UNITED CONTL HLDGS INC COM COM 910047109 17 748 SH Sole 01 748
UNITED TECHNOLOGIES CORP COM COM 913017109 14,702 166,104 SH Sole 01 166,104
UNIVERSAL FST PRODS INC COM COM 913543104 36 1,500 SH Sole 01 1,500
V F CORP COM COM 918204108 548 5,051 SH Sole 01 5,051
VALE S A ADR ADR 91912E105 2,427 75,959 SH Sole 01 75,959
VALE S A ADR REPSTG PFD ADR 91912E204 508 17,556 SH Sole 01 17,556
VANGUARD BD INDEX FD INC LONG TERM
BOND ETF 921937793 6,362 79,560 SH Sole 01 79,560
VANGUARD BD INDEX FD INC TOTAL BND
MRKT ETF 921937835 23,929 294,835 SH Sole 01 294,835
VANGUARD INDEX FDS GROWTH ETF ETF 922908736 29,013 448,492 SH Sole 01 448,492
VANGUARD INDEX FDS REIT ETF ETF 922908553 393 6,534 SH Sole 01 6,534
VANGUARD INDEX FDS SM CP VAL ETF ETF 922908611 11,178 159,501 SH Sole 01 159,501
VANGUARD INDEX FDS SMALL CP ETF ETF 922908751 2,850 36,516 SH Sole 01 36,516
VANGUARD INDEX FDS SML CP GRW ETF ETF 922908595 10,718 124,773 SH Sole 01 124,773
VANGUARD INDEX FDS VALUE ETF ETF 922908744 33,300 594,109 SH Sole 01 594,109
VANGUARD INTL EQUITY INDEX F ALLWRLD
EX US ETF 922042775 4,546 91,265 SH Sole 01 91,265
VANGUARD INTL EQUITY INDEX F FTSE
SMCAP ETF ETF 922042718 9,177 89,328 SH Sole 01 89,328
VANGUARD INTL EQUITY INDEX F GLB EX
US ETF ETF 922042676 184 3,533 SH Sole 01 3,533
VANGUARD INTL EQUITY INDEX F MSCI EMR
MKT ETF ETF 922042858 18,523 380,967 SH Sole 01 380,967
VANGUARD INTL EQUITY INDEX F MSCI
EUROPE ETF ETF 922042874 21,464 400,977 SH Sole 01 400,977
VANGUARD INTL EQUITY INDEX F MSCI PAC
ETF ETF 922042866 20,899 369,624 SH Sole 01 369,624
VANGUARD SCOTTSDALE FDS INT-TERM CORP ETF 92206C870 5,065 63,153 SH Sole 01 63,153
VANGUARD TAX-MANAGED INTL FD MSCI
EAFE ETF ETF 921943858 15,124 397,151 SH Sole 01 397,151
VANGUARD WHITEHALL FDS INC HIGH
DIV YLD ETF 921946406 443 9,857 SH Sole 01 9,857
VARIAN SEMICONDUCTOR EQUIPMN COM COM 922207105 8,928 145,307 SH Sole 01 145,307
VERINT SYS INC COM COM 92343X100 1,140 30,790 SH Sole 01 30,790
VISA INC COM CL A CL A 92826C839 2,684 31,855 SH Sole 01 31,855
VODAFONE GROUP PLC NEW SPONS ADR NEW ADR 92857W209 2,304 86,241 SH Sole 01 86,241
WALGREEN CO COM COM 931422109 47 1,100 SH Sole 01 1,100
WASHINGTON FED INC COM COM 938824109 1,131 68,842 SH Sole 01 68,842
WATERS CORP COM COM 941848103 7,932 82,854 SH Sole 01 82,854
WELLS FARGO & CO NEW COM COM 949746101 1,034 36,850 SH Sole 01 36,850
WESTERN UN CO COM COM 959802109 12 600 SH Sole 01 600
WHIRLPOOL CORP COM COM 963320106 2,087 25,659 SH Sole 01 25,659
WILLIAMS COS INC DEL COM COM 969457100 3,178 105,058 SH Sole 01 105,058
WILLIAMS SONOMA INC COM COM 969904101 9,336 255,848 SH Sole 01 255,848
WINN DIXIE STORES INC COM 974280307 30 3,530 SH Sole 3,530
WISDOMTREE TRUST EMERG MKTS ETF ETF 97717W315 0 1 SH Sole 01 1
WOODBRIDGE CO LTD COM 884903105 3,974 102,000 SH Sole 102,000
WPP PLC ADR ADR 92933H101 510 8,132 SH Sole 01 8,132
XL GROUP PLC SHS ADR G98290102 1,318 59,978 SH Sole 01 59,978
YAHOO INC COM COM 984332106 4,740 315,159 SH Sole 01 315,159
YANZHOU COAL MNG CO LTD SPON ADR H
SHS SPONSORED ADR 984846105 2,077 53,969 SH Sole 01 53,969