0000950005-11-000057.txt : 20110513 0000950005-11-000057.hdr.sgml : 20110513 20110513164941 ACCESSION NUMBER: 0000950005-11-000057 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110513 DATE AS OF CHANGE: 20110513 EFFECTIVENESS DATE: 20110513 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Leonetti & Associates, LLC CENTRAL INDEX KEY: 0001434689 IRS NUMBER: 262027056 STATE OF INCORPORATION: IL FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13075 FILM NUMBER: 11841770 BUSINESS ADDRESS: STREET 1: 1130 LAKE COOK ROAD, SUITE 300 CITY: BUFFALO GROVE STATE: IL ZIP: 60089-1976 BUSINESS PHONE: 847-520-0099 MAIL ADDRESS: STREET 1: 1130 LAKE COOK ROAD, SUITE 300 CITY: BUFFALO GROVE STATE: IL ZIP: 60089-1976 13F-HR 1 e10042_form13f-hr.txt FORM 13F/HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 03/31/2011 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: Leonetti & Associates, LLC Address: 1130 Lake Cook Road, Suite 300 Buffalo Grove, IL 60089-1976 Form 13F File Number: 028-13075 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: Michael E. Leonetti Title: CEO Phone: (847) 520-0999 Signature, Place, and Date of Signing: Michael E. Leonetti Buffalo Grove, IL 05/13/2011 ------------------- ----------------- ---------- 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).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 34 Form 13F Information Table Value Total: $181,899 (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. NONE Leonetti & Associates, LLC FORM 13F INFORMATION TABLE AS OF 03/31/2011
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------- ---------- ------ -------- -------- --- ---- ------- -------- ------ ------ ---- Anixter Int'l Inc COM 035290105 1227 17550 SH Sole 17550 Annaly Capital Mgmt COM 035710409 1553 89000 SH Sole 89000 Apple Inc COM 037833100 6507 18670 SH Sole 18670 CBS Corp CL B 124857202 3430 137000 SH Sole 137000 Etfs Palladium Tr SH BEN INT 26923a106 2821 37100 SH Sole 37100 Global X Lithium ETF GLB LITHIUM 37950e762 678 31500 SH Sole 31500 Global X Silver Miners SILVER MNR ETF 37950e853 3565 126500 SH Sole 126500 IBM Corp COM 459200101 9542 58516 SH Sole 58516 KKR & Co LP COM UNITS 48248m102 893 54400 SH Sole 54400 Market Vectors Agribusiness AGRIBUS ETF 57060U605 6856 122350 SH Sole 122350 Mercadolibre Inc COM 58733r102 1249 15300 SH Sole 15300 Mosaic Company COM 61945a107 4883 62000 SH Sole 62000 Powershares QQQ Tr UNIT SER 1 73935a104 2352 40950 SH Sole 40950 Prologis SH BEN INT 743410102 2362 147800 SH Sole 147800 Rydex S&P 500 Eq Wghtd S&P 500 EQ TRD 78355W106 523 10355 SH Sole 10355 S&P 500 SPDR TR UNIT 78462F103 15851 119550 SH Sole 119550 S&P MidCap 400 SPDR UTSER1 S&PDCRP 78467y107 18525 103175 SH Sole 103175 SPDR Dow Jones Indus Avg UT SER 1 78467x109 1747 14200 SH Sole 14200 Sonoco Products Co COM 835495102 1094 30200 SH Sole 30200 Universal Health Svcs CL B 913903100 3478 70400 SH Sole 70400 Vale SA ADR ADR 91912e105 3602 108000 SH Sole 108000 Waste Connections Inc COM 941053100 4365 151625 SH Sole 151625 iShares Comex Gold Trust ISHARES 464285105 3509 250300 SH Sole 250300 iShares MSCI EAFE MSCI EAFE IDX 464287465 8685 144550 SH Sole 144550 iShares MSCI Mexico MSCI MEX INVEST 464286822 8434 134200 SH Sole 134200 iShares Russell 2000 RUSSELL 2000 464287655 18328 217750 SH Sole 217750 iShares Silver Trust ISHARES 46428q109 89 2415 SH Sole 2415 iShares Tr Trnsprtn Idx TRANSP AVE IDX 464287192 7360 76750 SH Sole 76750 iShares US Real Estate DJ US REAL EST 464287739 8625 145200 SH Sole 145200 iShares Brclys 1-3 Yr Credit B BARCLYS 1-3YR 464288646 2687 25725 SH Sole 25725 iShares Brclys 20 Yr Tsy Bond BARCLYS 20+YR 464287432 884 9600 SH Sole 9600 iShares Brclys Aggregate Bd Fd BARCLYS US AGG 464287226 11113 105705 SH Sole 105705 iShares Brclys TIPS Bond Fd BARCLYS TIPS BD 464287176 9358 85725 SH Sole 85725 iShares High Yield Corp Bond F HIGH YLD CORP 464288513 5727 62275 SH Sole 62275 REPORT SUMMARY 34 DATA RECORDS 181899 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED