0001047469-11-005087.txt : 20110513
0001047469-11-005087.hdr.sgml : 20110513
20110513112002
ACCESSION NUMBER: 0001047469-11-005087
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: ETRADE Capital Management LLC
CENTRAL INDEX KEY: 0001512581
IRS NUMBER: 133902248
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-14182
FILM NUMBER: 11838785
BUSINESS ADDRESS:
STREET 1: 1271 AVENUE OF THE AMERICAS
STREET 2: 14TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10020
BUSINESS PHONE: 646-521-4442
MAIL ADDRESS:
STREET 1: 1271 AVENUE OF THE AMERICAS
STREET 2: 14TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10020
13F-HR
1
a2204141z13f-hr.txt
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: ETRADE Capital Management
Address: 1271 Avenue of the Americas 14th Floor
New York, New York 10020
Form 13F File Number: 28-14182
-----
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: Timothy M. Williams
Title: Chief Compliance Officer
Phone: 703-236-8234
Signature, Place, and Date of Signing:
/s/ Timothy M. Williams Arlington, Virginia 5/12/2011
------------------------ --------------------------- ------------------
(Name) (City, State) (Date)
Report Type (Check only one.):
[ ] 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).)
[X] 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: 1
-------
Form 13F Information Table Entry Total: 501 items
-------
Form 13F Information Table Value Total: $ 151,125 (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
2 28-12592 The Bank of New York Mellon Corporation
SECURITY VALUE NO SH/
SYMBOL DESC TYPE CUSIP NO (000) SHARES PRN DISCRETION OTHER MGR VOTING
--------------------------------------------------------------------------------------------------------
21ST CENTURY HOLDINGS CO COM 90136Q100 5 1,600 SH Sole None
3-D SYSTEMS CORP-DEL COM 88554D205 4 80 SH Other 2 None
3M COMPANY COM 88579Y101 9 91 SH Other 2 None
ABB LTD COM 375204 9 366 SH Other 2 None
ABBOTT LABORATORIES COM 2824100 13 274 SH Other 2 None
ADOLOR CORP COM 00724X102 8 6,000 SH Other 2 None
ADVANCED ENERGY INDUSTRIES INC COM 7973100 3 191 SH Other 2 None
AFFILIATED MANAGERS GROUP INC COM 8252108 4 34 SH Other 2 None
AFLAC INC COM 1055102 2 45 SH Other 2 None
AGRIUM INC COM 8916108 2 26 SH Other 2 None
AIRGAS INC COM 9363102 3 52 SH Other 2 None
ALEXANDER & BALDWIN INC COM 14482103 3 56 SH Other 2 None
ALEXION PHARMACEUTICALS INC COM 15351109 6 65 SH Other 2 None
ALKERMES INC COM 01642T108 6 500 SH Other 2 None
ALLEGIANT TRAVEL CO COM 01748X102 1 30 SH Other 2 None
ALLERGAN INC COM 18490102 10 145 SH Other 2 None
ALLSCRIPTS HEALTHCARE COM 01988P108 5 216 SH Other 2 None
ALLSTATE CORP COM 20002101 3 94 SH Other 2 None
ALTERA CORP COM 21441100 6 128 SH Other 2 None
ALTISOURCE PORTFOLIO COM L0175J104 3 92 SH Other 2 None
ALTRIA GROUP INC COM 02209S103 10 382 SH Other 2 None
ALTRIA GROUP INC COM 02209S103 5 200 SH Sole None
AMAZON.COM INC COM 23135106 12 69 SH Other 2 None
AMERICA MOVIL S A B DE C V COM 02364W105 9 157 SH Other 2 None
AMERICAN EXPRESS COMPANY COM 25816109 7 159 SH Other 2 None
AMERICAN TOWER CORP COM 29912201 4 69 SH Other 2 None
AMERIPRISE FINL INC COM 03076C106 3 42 SH Other 2 None
AMERISOURCEBERGEN CORP COM 03073e105 6 141 SH Other 2 None
AMETEK INC NEW COM 31100100 6 127 SH Other 2 None
AMGEN INC COM 31162100 7 125 SH Sole None
AMPHENOL CORP NEW-CL A COM 32095101 6 110 SH Other 2 None
ANADARKO PETROLEUM CORP COM 32511107 3 38 SH Other 2 None
ANADARKO PETROLEUM CORP COM 32511107 5 55 SH Sole None
ANALOG DEVICES INC COM 32654105 2 60 SH Other 2 None
ANALOGIC CORP NEW COM 32657207 1 15 SH Other 2 None
ANNALY CAPITAL MANAGEMENT INC COM 35710409 3 147 SH Other 2 None
APACHE CORP COM 37411105 10 80 SH Other 2 None
APPLE INC COM 37833100 30 87 SH Other 2 None
APPLE INC COM 37833100 28 80 SH Sole None
APPLIED MATERIALS INC COM 38222105 7 423 SH Other 2 None
ARCHER-DANIELS-MIDLAND CO COM 39483102 6 175 SH Other 2 None
ARM HOLDINGS PLC COM 42068106 5 166 SH Other 2 None
ASSURANT INC COM 04621X108 4 93 SH Other 2 None
ASTEC INDUSTRIES INC COM 46224101 2 54 SH Other 2 None
AT&T INC COM 00206R102 23 746 SH Other 2 None
ATWOOD OCEANICS INC COM 50095108 3 73 SH Other 2 None
AUSTRALIA & NEW ZEALAND BKG COM 52528304 9 372 SH Other 2 None
AUTODESK INC COM 52769106 4 89 SH Other 2 None
AUTOLIV INC COM 52800109 12 156 SH Other 2 None
AUTOZONE INC COM 53332102 4 15 SH Other 2 None
AVAGO TECHNOLOGIES LTD COM Y0486S104 2 75 SH Other 2 None
AVON PRODUCTS INC COM 54303102 2 83 SH Other 2 None
BABCOCK & WILCOX CO COM 05615F102 3 79 SH Other 2 None
BAKER HUGHES INC COM 57224107 6 87 SH Other 2 None
BANCFIRST CORP-OKLA COM 05945F103 1 32 SH Other 2 None
BANK OF AMERICA CORP COM 60505104 9 703 SH Other 2 None
BANK OF AMERICA CORP COM 60505104 6 425 SH Sole None
BANK OF THE OZARKS INC COM 63904106 2 42 SH Other 2 None
BASF SE COM 55262505 9 106 SH Other 2 None
BAXTER INTERNATIONAL INC COM 71813109 7 126 SH Other 2 None
BB&T CORP COM 54937107 3 96 SH Other 2 None
BCE INC NEW COM 05534B760 2 53 SH Other 2 None
BENCHMARK ELECTRONICS INC COM 08160H101 3 151 SH Other 2 None
BEST BUY COMPANY INC COM 86516101 4 137 SH Other 2 None
BG GROUP PLC ADR FINAL COM 55434203 9 73 SH Other 2 None
BILL BARRETT CORPORATION COM 06846N104 3 65 SH Other 2 None
BLACKBOARD INC COM 91935502 2 42 SH Other 2 None
BLACKROCK INC COM 09247X101 8 42 SH Other 2 None
BMC SOFTWARE INC COM 55921100 5 110 SH Other 2 None
BOTTOMLINE TECHNOLOGIES (DE) COM 101388106 4 150 SH Other 2 None
BRIGGS & STRATTON CORP COM 109043109 3 137 SH Other 2 None
BRISTOL MYERS SQUIBB CO COM 110122108 10 377 SH Other 2 None
BRISTOL MYERS SQUIBB CO COM 110122108 5 200 SH Sole None
BRITISH AMERICAN TOBACCO COM 110448107 9 110 SH Other 2 None
BROADCOM CORP COM 111320107 4 99 SH Other 2 None
BROWN & BROWN INC COM 115236101 2 62 SH Other 2 None
C H ROBINSON WORLDWIDE INC COM 12541W209 4 50 SH Other 2 None
CALGON CARBON CORP COM 129603106 4 230 SH Other 2 None
CAMERON INTERNATIONAL COM 13342B105 7 127 SH Other 2 None
CANADIAN NATIONAL RAILWAY COM 136375102 9 119 SH Other 2 None
CANADIAN NATURAL RESOURCES COM 136385101 9 176 SH Other 2 None
CAPITALSOURCE INC COM 14055X102 3 400 SH Sole None
CARDINAL HEALTH INC COM 14149Y108 3 62 SH Other 2 None
CATALYST HEALTH SOLUTIONS INC COM 14888B103 2 34 SH Other 2 None
CATERPILLAR INC COM 149123101 12 106 SH Other 2 None
CB RICHARD ELLIS GROUP INC COM 12497T101 4 157 SH Other 2 None
CELGENE CORP COM 151020104 3 44 SH Other 2 None
CENTERPOINT ENERGY INC COM 15189T107 4 239 SH Other 2 None
CENTURYLINK INC COM 156700106 10 242 SH Other 2 None
CF INDUSTRIES HOLDINGS INC COM 125269100 3 21 SH Other 2 None
CHARLES SCHWAB CORP NEW COM 808513105 7 378 SH Other 2 None
CHART INDUSTRIES INC COM 16115Q308 7 131 SH Other 2 None
CHEVRON CORPORATION COM 166764100 37 342 SH Other 2 None
CHICOS FAS INC COM 168615102 4 259 SH Other 2 None
SECURITY VALUE NO SH/
SYMBOL DESC TYPE CUSIP NO (000) SHARES PRN DISCRETION OTHER MGR VOTING
--------------------------------------------------------------------------------------------------------
CHINA LIFE INSURANCE CO LTD COM 16939P106 9 154 SH Other 2 None
CHINA UNICOM HONG KONG COM 16945R104 9 521 SH Other 2 None
CHIPOTLE MEXICAN GRILL INC COM 169656105 7 27 SH Other 2 None
CHUBB CORP COM 171232101 9 145 SH Other 2 None
CITIGROUP INC COM 172967101 4 857 SH Other 2 None
CITRIX SYSTEMS INC COM 177376100 11 149 SH Other 2 None
CITY NATIONAL CORP COM 178566105 4 68 SH Other 2 None
CLEAN ENERGY FUELS CORP COM 184499101 2 150 SH Other 2 None
CMS ENERGY CORP COM 125896100 5 271 SH Other 2 None
CNOOC LTD COM 126132109 10 39 SH Other 2 None
COACH INC COM 189754104 9 169 SH Other 2 None
COCA COLA CO COM 191216100 5 78 SH Other 2 None
COCA COLA ENTERPRISES INC COM 19122T109 3 104 SH Other 2 None
COGNEX CORP COM 192422103 2 81 SH Other 2 None
COGNIZANT TECHNOLOGY SOLUTIONS COM 192446102 19 237 SH Other 2 None
COINSTAR INC COM 19259P300 1 30 SH Other 2 None
COLGATE PALMOLIVE CO COM 194162103 2 24 SH Other 2 None
COMCAST CORP COM 20030N101 3 106 SH Other 2 None
COMPANHIA DE BEBIDAS DAS COM 20441W203 9 317 SH Other 2 None
CONCHO RESOURCES INC COM 20605P101 6 55 SH Other 2 None
CONOCOPHILLIPS COM 20825C104 12 155 SH Other 2 None
CONOCOPHILLIPS COM 20825C104 16 200 SH Sole None
COPART INC COM 217204106 2 42 SH Other 2 None
CORE LABORATORIES NV COM N22717107 3 32 SH Other 2 None
COSTCO WHOLESALE CORP-NEW COM 22160K105 5 74 SH Other 2 None
COVANCE INC COM 222816100 2 45 SH Other 2 None
CREE INC COM 225447101 3 73 SH Other 2 None
CSX CORP COM 126408103 5 68 SH Other 2 None
CTC MEDIA INC COM 12642X106 3 108 SH Other 2 None
CTS CORP COM 126501105 6 533 SH Other 2 None
CULLEN FROST BANKERS INC COM 229899109 2 27 SH Other 2 None
CUMMINS INC COM 231021106 4 36 SH Other 2 None
DANAHER CORP COM 235851102 6 125 SH Other 2 None
DBS GROUP HOLDINGS LTD COM 23304Y100 9 197 SH Other 2 None
DEERE & CO COM 244199105 14 142 SH Other 2 None
DEVON ENERGY CORPORATION NEW COM 25179M103 4 44 SH Other 2 None
DEVRY INC-DEL COM 251893103 3 61 SH Other 2 None
DIAGEO PLC-SPONSORED ADR COM 25243Q205 9 114 SH Other 2 None
DIAMOND FOODS INC COM 252603105 2 29 SH Other 2 None
DIEBOLD INC COM 253651103 2 43 SH Other 2 None
DIRECTV COM 25490A101 7 149 SH Other 2 None
DISCOVER FINANCIAL SERVICES COM 254709108 6 248 SH Other 2 None
DOVER CORP COM 260003108 8 129 SH Other 2 None
DOW CHEMICAL CO. COM 260543103 3 86 SH Other 2 None
DR PEPPER SNAPPLE GROUP INC COM 26138e109 6 173 SH Other 2 None
DRESSER RAND GROUP INC COM 261608103 3 60 SH Other 2 None
DUKE ENERGY CORPORATION COM 26441C105 5 300 SH Sole None
DUN & BRADSTREET CORP COM 26483E100 4 51 SH Other 2 None
E I DU PONT DE NEMOURS & CO COM 263534109 8 154 SH Other 2 None
EBAY INC COM 278642103 3 110 SH Other 2 None
EDWARDS LIFESCIENCES CORP COM 28176e 4 41 SH Other 2 None
ELI LILLY & CO COM 532457108 2 46 SH Other 2 None
ELIZABETH ARDEN INC COM 28660G106 2 74 SH Other 2 None
EMC CORP-MASS COM 268648102 12 463 SH Other 2 None
EMCOR GROUP INC COM 29084Q100 4 135 SH Other 2 None
EMERGENCY MED SVCS CORP COM 29100P102 2 29 SH Other 2 None
EMERSON ELECTRIC CO COM 291011104 8 130 SH Other 2 None
ENDO PHARMACEUTICALS HLDGS INC COM 29264F205 4 101 SH Other 2 None
ENERGY XXI BERMUDA LIMITED COM G10082140 2 56 SH Other 2 None
ENTEGRIS INC COM 29362U104 2 209 SH Other 2 None
ENTERGY CORP NEW COM 29364G103 5 79 SH Other 2 None
EOG RES INC COM 26875P101 3 27 SH Other 2 None
EQT CORPORATION COM 26884L109 5 106 SH Other 2 None
EXCELL MARITIME CARRIES LTD COM V3267N107 1 310 SH Sole None
EXPEDITORS INTERNATIONAL OF COM 302130109 6 114 SH Other 2 None
EXPRESS SCRIPTS INC COMMON COM 302182100 9 165 SH Other 2 None
EXXON MOBIL CORP COM 30231G102 8 100 SH Other 2 None
F5 NETWORKS INC COM 315616102 3 29 SH Other 2 None
FEDERATED INVESTORS INC (PA.) COM 314211103 2 61 SH Other 2 None
FEI CO COM 30241L109 3 76 SH Other 2 None
FIRSTMERIT CORP COM 337915102 4 243 SH Other 2 None
FISERV INC COM 337738108 9 142 SH Other 2 None
FLOWSERVE CORP COM 34354P105 9 72 SH Other 2 None
FLUOR CORP NEW COM 343412102 3 43 SH Other 2 None
FMC TECHNOLOGIES INC COM 30249U101 4 38 SH Other 2 None
FORD MOTOR CO COM 345370860 4 288 SH Other 2 None
FORTUNE BRANDS INC COM 349631101 9 141 SH Other 2 None
FORWARD AIR CORPORATION COM 349853101 4 143 SH Other 2 None
FOSSIL INC COM 349882100 2 19 SH Other 2 None
FREEPORT MCMORAN COPPER & GOLD COM 35671D857 19 341 SH Other 2 None
FRESENIUS MEDICAL CARE AG COM 358029106 9 128 SH Other 2 None
FRONTIER COMMUNICATIONS CORP COM 35906A108 6 758 SH Other 2 None
FRONTIER OIL CORP COM 35914P105 2 73 SH Other 2 None
FUEL SYSTEMS SOLUTIONS INC COM 35952W103 3 100 SH Other 2 None
GARMIN LTD COM H2906T109 2 46 SH Other 2 None
GAYLORD ENTERTAINMENT CO NEW COM 367905106 2 62 SH Other 2 None
GENERAL CABLE CORP-DEL NEW COM 369300108 3 63 SH Other 2 None
GENERAL DYNAMICS CORP COM 369550108 4 53 SH Other 2 None
GENERAL ELECTRIC CO COM 369604103 14 718 SH Other 2 None
GENERAL MILLS INC COM 370334104 4 101 SH Other 2 None
GENTEX CORP COM 371901109 2 64 SH Other 2 None
GENUINE PARTS CO COM 372460105 10 179 SH Other 2 None
GOLDMAN SACHS GROUP INC COM 38141G104 3 16 SH Other 2 None
GOODYEAR TIRE & RUBBER CO COM 382550101 7 445 SH Other 2 None
SECURITY VALUE NO SH/
SYMBOL DESC TYPE CUSIP NO (000) SHARES PRN DISCRETION OTHER MGR VOTING
--------------------------------------------------------------------------------------------------------
GOOGLE INC COM 38259P508 22 37 SH Other 2 None
GOOGLE INC COM 38259P508 12 20 SH Sole None
GREIF INC COM 397624107 1 22 SH Other 2 None
GUGGENHEIM DEFENSIVE EQI ETF ETF 18383M878 25 950 SH Sole None
GULFPORT ENERGY CORP COM NEW COM 402635304 2 44 SH Other 2 None
HAEMONETICS CORP-MASS COM 405024100 2 30 SH Other 2 None
HAIN CELESTIAL GROUP INC COM 405217100 2 62 SH Other 2 None
HALLIBURTON CO COM 406216101 6 118 SH Other 2 None
HANCOCK HOLDING CO COM 410120109 2 65 SH Other 2 None
HANESBRANDS INC COM 410345102 2 72 SH Other 2 None
HANGER ORTHOPEDIC GROUP INC COM 41043F208 2 87 SH Other 2 None
HANOVER INSURANCE GROUP INC COM 410867105 5 118 SH Other 2 None
HARLEY DAVIDSON INC COM 412822108 4 88 SH Other 2 None
HARMONIC INC COM 413160102 3 352 SH Other 2 None
HARRIS CORP-DEL COM 413875105 3 61 SH Other 2 None
HAWAIIAN ELECTRIC INDUSTRIES COM 419870100 5 200 SH Sole None
HCC INSURANCE HOLDINGS INC COM 404132102 4 126 SH Other 2 None
HECLA MINING CO COM 422704106 1 107 SH Other 2 None
HELMERICH & PAYNE INC COM 423452101 1 17 SH Other 2 None
HERBALIFE LTD COM G4412G101 3 35 SH Other 2 None
HESS CORPORATION COM 42809H107 6 65 SH Other 2 None
HEWLETT PACKARD CO COM 428236103 4 96 SH Other 2 None
HEWLETT PACKARD CO COM 428236103 12 300 SH Sole None
HEXCEL CORP NEW COM 428291108 1 44 SH Other 2 None
HITACHI LTD-ADR NEW COM 433578507 5 90 SH Other 2 None
HOLLY CORP NEW COM 435758305 1 19 SH Other 2 None
HOME DEPOT INC COM 437076102 3 72 SH Other 2 None
HONEYWELL INTL INC COM 438516106 5 78 SH Other 2 None
HORMEL FOODS CORP COM 440452100 3 98 SH Other 2 None
HOSPIRA INC COM 441060100 8 148 SH Other 2 None
HOST HOTELS & RESORTS INC COM 44107P104 6 363 SH Other 2 None
HSBC HOLDINGS PLC COM 404280406 9 167 SH Other 2 None
HUMANA INC COM 444859102 11 156 SH Other 2 None
HUNTSMAN CORP COM 447011107 4 232 SH Other 2 None
HUTCHISON WHAMPOA LTD-ADR COM 448415208 9 151 SH Other 2 None
IBERIABANK CORP COM 450828108 3 48 SH Other 2 None
ICON PLC-SPONSORED ADR COM 45103T107 1 58 SH Other 2 None
ILLINOIS TOOL WORKS INC COM 452308109 2 29 SH Other 2 None
INGERSOLL RAND PLC COM G47791101 3 56 SH Other 2 None
INSITUFORM TECHNOLOGIES INC COM 457667103 2 92 SH Other 2 None
INTEL CORP COM 458140100 15 726 SH Other 2 None
INTEL CORP COM 458140100 13 666 SH Sole None
INTERDIGITAL INC COM 45867G101 4 76 SH Other 2 None
INTERMEC INC COM 458786100 1 70 SH Other 2 None
INTERNATIONAL BUSINESS COM 459200101 14 88 SH Other 2 None
INTERNATIONAL COAL GROUP INC COM 45928H106 2 173 SH Other 2 None
INTUITIVE SURGICAL INC NEW COM 46120E602 8 24 SH Other 2 None
INVESCO LTD COM G491BT108 4 171 SH Other 2 None
INVESTMENT TECHNOLOGY GROUP COM 46145F105 2 101 SH Other 2 None
IPC THE HOSPITALIST CO INC COM 44984A105 2 45 SH Other 2 None
IPG PHOTONICS CORP COM 44980X109 2 27 SH Other 2 None
ISHARES BARCLAYS 10-20 YEAR ETF 464288653 12 111 SH Other 2 None
ISHARES BARCLAYS 10-20 YEAR ETF 464288653 11 98 SH Sole None
ISHARES BARCLAYS 3-7 YEAR ETF 464288661 2 17 SH Sole None
ISHARES BARCLAYS INTERMEDIATE ETF 464288638 37 354 SH Other 2 None
ISHARES BARCLAYS MBS BOND FD ETF 464288588 150 1,424 SH Other 2 None
ISHARES BARCLAYS SHORT ETF 464288679 147 1,336 SH Other 2 None
ISHARES IBOXX $ HIGH YIELD ETF 464288513 42 457 SH Other 2 None
ISHARES IBOXX $ HIGH YIELD ETF 464288513 3,227 35,095 SH Sole None
ISHARES INC ETF 464286400 4 50 SH Sole None
ISHARES S&P NORTH AMERICAN ETF 464287531 5 130 SH Sole None
ISHARES TR BARCLAYS AGENCY ETF 464288166 404 3,690 SH Other 2 None
ISHARES TR BARCLAYS TREAS ETF 464287176 21 191 SH Other 2 None
ISHARES TR BARCLAYS TREAS ETF 464287176 534 48,883 SH Sole None
ISHARES TR DOW JONES EPAC ETF 464288448 4 123 SH Sole None
ISHARES TR JPMORGAN USD ETF 464288281 711 6,671 SH Sole None
ISHARES TR MSCI EAFE GROWTH ETF 464288885 566 9,095 SH Sole None
ISHARES TR MSCI EAFE SMALL CAP ETF 464288273 497 11,462 SH Sole None
ISHARES TR MSCI EAFE VALUE ETF 464288877 544 10,263 SH Sole None
ISHARES TR S&P U S PFD STK ETF 464288687 42 1,062 SH Other 2 None
ISHARES TRUST BARCLAYS 7-10 ETF 464287440 29 311 SH Other 2 None
ISHARES TRUST BARCLAYS CREDIT ETF 464288620 37 359 SH Other 2 None
ISHARES TRUST BARCLAYS CREDIT ETF 464288620 6,743 64,622 SH Sole None
ISHARES TRUST BARCLAYS U S ETF 464287226 29,891 284,322 SH Sole None
ISHARES TRUST LARGE CORE INDEX ETF 464287127 7 101 SH Sole None
ISHARES TRUST LARGE GROWTH ETF 464287119 1,123 16,473 SH Sole None
ISHARES TRUST MSCI EAFE INDEX ETF 464287465 17,517 291,566 SH Sole None
ISHARES TRUST RUSSELL 1000 ETF 464287598 15,275 222,448 SH Sole None
ISHARES TRUST RUSSELL 1000 ETF 464287614 15,020 248,384 SH Sole None
ISHARES TRUST RUSSELL 2000 ETF 464287655 2,541 30,190 SH Sole None
ISHARES TRUST RUSSELL 2000 ETF 464287630 7,360 97,644 SH Sole None
ISHARES TRUST RUSSELL 2000 ETF 464287648 8,163 85,615 SH Sole None
ISHARES TRUST S&P 500 GROWTH ETF 464287309 5 75 SH Sole None
ISHARES TRUST S&P 500 VALUE ETF 464287408 734 11,598 SH Sole None
ISHARES TRUST SMALL VALUE ETF 464288703 447 5,096 SH Sole None
ITRON INC COM 465741106 3 52 SH Other 2 None
JABIL CIRCUIT INC COM 466313103 5 232 SH Other 2 None
JDS UNIPHASE CORPORATION COM 46612J507 2 79 SH Other 2 None
JOHN HANCOCK BANK AND THRIFT COM 409735206 1 78 SH Other 2 None
JOHNSON & JOHNSON COM 478160104 15 254 SH Other 2 None
JOHNSON CONTROLS INC COM 478366107 12 278 SH Other 2 None
SECURITY VALUE NO SH/
SYMBOL DESC TYPE CUSIP NO (000) SHARES PRN DISCRETION OTHER MGR VOTING
--------------------------------------------------------------------------------------------------------
JPMORGAN CHASE & CO COM 46625H100 23 498 SH Other 2 None
JUNIPER NETWORKS COM 48203R104 11 272 SH Other 2 None
K12 INC COM 48273U102 1 37 SH Other 2 None
KAYDON CORP COM 486587108 2 58 SH Other 2 None
KELLOGG CO COM 487836108 8 145 SH Other 2 None
KIMBERLY CLARK CORP COM 494368103 2 31 SH Other 2 None
KIRBY CORP COM 497266106 2 27 SH Other 2 None
KOHLS CORP COM 500255104 4 84 SH Other 2 None
KOMATSU LTD-SPONSORED ADR COM 500458401 9 275 SH Other 2 None
KUBOTA CORPORATION COM 501173207 8 168 SH Other 2 None
KVH INDUSTRIES INC COM 482738101 2 130 SH Other 2 None
LABORATORY CORP AMER HLDGS COM 50540R409 8 88 SH Other 2 None
LAKELAND FINANCIAL CORP COM 511656100 2 89 SH Other 2 None
LAYNE CHRISTENSEN CO COM 521050104 4 103 SH Other 2 None
LEAR CORPORATION COM 521865204 3 52 SH Other 2 None
LENDER PROCESSING SVCS INC COM 52602E102 6 175 SH Other 2 None
LINCOLN NATIONAL CORP-IND COM 534187109 4 118 SH Other 2 None
LINEAR TECHNOLOGY CORP COM 535678106 2 48 SH Other 2 None
LOGITECH INTERNATIONAL SA COM H50430232 8 456 SH Other 2 None
LOWES COMPANIES INC COM 548661107 2 58 SH Other 2 None
LUBRIZOL CORP COM 549271104 7 49 SH Other 2 None
LULULEMON ATHLETICA INC COM 550021109 1 12 SH Other 2 None
LUMINEX CORP DEL COM 55027E102 2 119 SH Other 2 None
LVMH MOET HENNESSY LOUIS COM 502441306 9 288 SH Other 2 None
M & T BANK CORP COM 55261F104 5 51 SH Other 2 None
MACYS INC COM 55616P104 3 116 SH Other 2 None
MARATHON OIL CORP COM 565849106 14 270 SH Other 2 None
MARSH & MCLENNAN COMPANIES INC COM 571748102 8 281 SH Other 2 None
MARTEN TRANSPORT LTD COM 573075108 1 65 SH Other 2 None
MASCO CORP COM 574599106 3 191 SH Other 2 None
MASTEC INC COM 576323109 2 100 SH Other 2 None
MASTERCARD INC COM 57636Q104 4 15 SH Other 2 None
MASTERCARD INC COM 57636Q104 3 13 SH Sole None
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 3 116 SH Other 2 None
MCDERMOTT INTERNATIONAL INC COM 580037109 2 89 SH Other 2 None
MCDONALDS CORP COM 580135101 4 58 SH Other 2 None
MCKESSON CORP COM 58155Q103 2 30 SH Other 2 None
MEDCO HEALTH SOLUTIONS INC COM 58405U102 2 37 SH Other 2 None
MENS WEARHOUSE INC (THE) COM 587118100 2 85 SH Other 2 None
MERCK & CO INC COM 58933Y105 4 114 SH Other 2 None
MERCK & CO INC COM 58933Y105 12 350 SH Sole None
MERIT MEDICAL SYSTEMS INC COM 589889104 2 126 SH Other 2 None
METLIFE INC COM 59156R108 6 124 SH Other 2 None
MICROCHIP TECHNOLOGY INC COM 595017104 7 191 SH Other 2 None
MICROSOFT CORP COM 594918104 11 449 SH Other 2 None
MICROVISION INC COM 594960106 2 1,500 SH Other 2 None
MIDDLEBY CORP COM 596278101 1 13 SH Other 2 None
MILLER PETROLEUM INC COM 600577100 2 341 SH Other 2 None
MOBILE MINI INC COM 60740F105 2 81 SH Other 2 None
MONSANTO CO COM 61166W101 8 114 SH Other 2 None
MONTPELIER RE HOLDINGS LTD COM G62185106 3 185 SH Other 2 None
MOSAIC CO COM 61945A107 3 39 SH Other 2 None
MVC CAPITAL INC COM 553829102 1 74 SH Other 2 None
MYLAN INC COM 628530107 4 187 SH Other 2 None
MYRIAD GENETICS INC COM 62855J104 3 166 SH Other 2 None
NATURAL GAS SERVICES GROUP INC COM 63886Q109 3 156 SH Other 2 None
NAVIGATORS GROUP INC COM 638904102 3 54 SH Other 2 None
NCR CORP NEW COM 62886E108 7 368 SH Other 2 None
NESTLE SA-SPONSORED ADR COM 641069406 4 71 SH Other 2 None
NETAPP INC COM 64110D104 5 100 SH Other 2 None
NETFLIX COM INC COM 64110L106 4 17 SH Other 2 None
NEW YORK COMMUNITY BANCORP INC COM 649445103 3 149 SH Other 2 None
NEXTERA ENERGY INC COM 65339F101 4 75 SH Other 2 None
NISSAN MOTOR CO LTD COM 654744408 4 251 SH Other 2 None
NOBLE CORPORATION COM H5833N103 6 126 SH Other 2 None
NOKIA CORPORATION COM 654902204 3 332 SH Other 2 None
NORDSTROM INC COM 655664100 8 183 SH Other 2 None
NORFOLK SOUTHERN CORP COM 655844108 4 56 SH Other 2 None
NORTHEAST UTILITIES COM 664397106 2 65 SH Other 2 None
NORTHROP GRUMMAN CORP COM 666807102 2 36 SH Other 2 None
NOVARTIS AG-SPONSORED ADR COM 66987V109 14 266 SH Other 2 None
NOVO NORDISK A/S-ADR COM 670100205 9 70 SH Other 2 None
NUCOR CORP COM 670346105 10 210 SH Other 2 None
NYSE EURONEXT COM 629491101 3 89 SH Other 2 None
O REILLY AUTOMOTIVE INC COM 67103H107 1 17 SH Other 2 None
OCCIDENTAL PETE CORP COM 674599105 11 110 SH Other 2 None
OCWEN FINANCIAL CORPORATION COM 675746309 3 310 SH Other 2 None
OMNICOM GROUP INC COM 681919106 6 127 SH Other 2 None
ON SEMICONDUCTOR CORP COM 682189105 9 879 SH Other 2 None
ORACLE CORP COM 68389X105 18 531 SH Other 2 None
ORBITAL SCIENCES CORP COM 685564106 2 104 SH Other 2 None
OSI SYSTEMS INC COM 671044105 2 51 SH Other 2 None
OWENS & MINOR INC HOLDING CO COM 690732102 1 45 SH Other 2 None
PALL CORP COM 696429307 3 44 SH Other 2 None
PAREXEL INTERNATIONAL CORP COM 699462107 4 153 SH Other 2 None
PARTNERRE LTD COM G6852T105 2 21 SH Other 2 None
PAYCHEX INC COM 704326107 4 129 SH Other 2 None
PEP BOYS-MANNY MOE & JACK COM 713278109 1 75 SH Other 2 None
PEPSICO INC COM 713448108 11 172 SH Other 2 None
PERKINELMER INC COM 714046109 1 54 SH Other 2 None
PERRIGO CO COM 714290103 7 85 SH Other 2 None
PETROLEO BRASILEIRO SA COM 71654V408 9 214 SH Other 2 None
PFIZER INC COM 717081103 5 227 SH Other 2 None
PHILIP MORRIS INTERNATIONAL COM 718172109 10 153 SH Other 2 None
PIONEER NATURAL RESOURCES CO COM 723787107 3 32 SH Other 2 None
SECURITY VALUE NO SH/
SYMBOL DESC TYPE CUSIP NO (000) SHARES PRN DISCRETION OTHER MGR VOTING
--------------------------------------------------------------------------------------------------------
PITNEY BOWES INC COM 724479100 8 297 SH Other 2 None
PNC FINANCIAL SVCS GROUP INC COM 693475105 3 43 SH Other 2 None
POLYCOM INC COM 73172K104 2 30 SH Other 2 None
PORTFOLIO RECOVERY ASSOCIATES COM 73640Q105 3 31 SH Other 2 None
POTASH CORP OF SASKATCHEWAN COM 73755L107 15 258 SH Other 2 None
POWERSHARES GLOBAL EXCHANGE ETF 73936T573 21 787 SH Other 2 None
POWERSHARES GLOBAL EXCHANGE ETF 73936G308 1,552 73,446 SH Sole None
PPG INDUSTRIES INC COM 693506107 9 91 SH Other 2 None
PRAXAIR INC COM 74005P104 10 97 SH Other 2 None
PRECISION CASTPARTS CORP COM 740189105 8 54 SH Other 2 None
PRESTIGE BRANDS HLDGS INC COM 74112D101 2 168 SH Other 2 None
PRICE T ROWE GROUP INC COM 74144T108 2 25 SH Other 2 None
PRICELINE COM INC COM NEW COM 741503403 12 23 SH Other 2 None
PROCTER & GAMBLE CO COM 742718109 10 160 SH Other 2 None
PROLOGIS COM 743410102 2 151 SH Other 2 None
PUBLIC SERVICE ENTERPRISE COM 744573106 5 145 SH Other 2 None
PUBLIC STORAGE COM 74460D109 4 33 SH Other 2 None
QUALCOMM INC COM 747525103 18 332 SH Other 2 None
QUANTA SERVICES INC COM 74762E102 7 315 SH Other 2 None
QUEST DIAGNOSTICS INC COM 74834L100 2 41 SH Other 2 None
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 2 139 SH Other 2 None
QUIDEL CORP COM 74838J101 3 224 SH Other 2 None
REGAL ENTERTAINMENT GROUP COM 758766109 2 163 SH Other 2 None
REX ENERGY CORP COM 761565100 2 149 SH Other 2 None
RIO TINTO PLC COM 767204100 9 128 SH Other 2 None
ROCKWELL AUTOMATION INC COM 773903109 7 71 SH Other 2 None
ROSS STORES INC COM 778296103 3 37 SH Other 2 None
ROVI CORP COM 779376102 3 57 SH Other 2 None
RUSH ENTERPRISES INC COM 781846209 1 65 SH Other 2 None
RYDEX ETF TRUST ETF 78355W106 5,305 105,128 SH Sole None
SALLY BEAUTY HOLDINGS INC COM 79546E104 5 330 SH Other 2 None
SANDISK CORP COM 80004C101 4 91 SH Other 2 None
SANDRIDGE ENERGY INC COM 80007P307 7 541 SH Other 2 None
SCANA CORPORATION NEW COM 80589M102 9 240 SH Other 2 None
SCHLUMBERGER LTD COM 806857108 13 142 SH Other 2 None
SEADRILL LIMITED SHS COM G7945E105 3 72 SH Other 2 None
SEMTECH CORP COM 816850101 4 143 SH Other 2 None
SIEMENS A G COM 826197501 9 67 SH Other 2 None
SIGNATURE BANK COM 82669G104 2 30 SH Other 2 None
SKYWORKS SOLUTIONS INC COM 83088M102 6 170 SH Other 2 None
SMART TECHNOLOGIES INC COM 83172R108 2 151 SH Other 2 None
SMUCKER J M COMPANY COM 832696405 5 65 SH Other 2 None
SOCIEDAD QUIMICA MINERA DE COM 833635105 9 158 SH Other 2 None
SOUTHWEST BANCORP INC-OKLA COM 844767103 2 140 SH Other 2 None
SOUTHWESTERN ENERGY CO COM 845467109 4 98 SH Other 2 None
SPDR DOW JONES INDL AVERAGE ETF 78467X109 239 1,945 SH Sole None
SPDR DOW JONES REIT ETF 78464A607 860 13,313 SH Sole None
SPDR INDEX SHS FDS ETF 78463X798 12 406 SH Sole None
SPDR S&P 500 ETF TR ETF 78462F103 10,720 80,850 SH Sole None
SPDR SER TR ETF 78464A672 91 1,549 SH Other 2 None
SPDR SER TR BARCLAYS CAPITAL ETF 78464A334 12 308 SH Sole None
SPDR SERIES TRUST ETF 78464A516 25 417 SH Other 2 None
SPDR SERIES TRUST ETF 78464A516 923 15,425 SH Sole None
SPDR SERIES TRUST ETF 78464A490 48 792 SH Sole None
STAPLES INC COM 855030102 3 142 SH Other 2 None
STARWOOD HOTELS & RESORTS COM 85590A401 10 175 SH Other 2 None
STATE STREET CORP COM 857477103 5 111 SH Other 2 None
STERIS CORP COM 859152100 3 97 SH Other 2 None
STRYKER CORP COM 863667101 2 25 SH Other 2 None
SUN HYDRAULICS CORP COM 866942105 2 58 SH Other 2 None
SUNOCO INC COM 86764P109 3 75 SH Other 2 None
SUNPOWER CORPORATION COM 867652307 2 105 SH Other 2 None
SUPERIOR ENERGY SERVICES INC COM 868157108 6 150 SH Other 2 None
SYNAPTICS INC COM 87157D109 2 77 SH Other 2 None
SYNGENTA AG COM 87160A100 9 132 SH Other 2 None
TAIWAN SEMICONDUCTOR MFG CO COM 874039100 7 544 SH Other 2 None
TARGET CORP COM 87612E106 7 145 SH Other 2 None
TE CONNECTIVITY LTD COM H84989104 2 67 SH Other 2 None
TECO ENERGY INC COM 872375100 2 122 SH Other 2 None
TEKELEC INC COM 879101103 2 277 SH Other 2 None
TENARIS SA COM 88031M109 9 191 SH Other 2 None
TEVA PHARMACEUTICAL COM 881624209 10 208 SH Other 2 None
TEXAS INSTRUMENTS INC COM 882508104 2 67 SH Other 2 None
THE TRAVELERS COMPANIES INC COM 89417E109 6 100 SH Other 2 None
THERMO FISHER SCIENTIFIC INC COM 883556102 5 88 SH Other 2 None
THORATEC CORP COM 885175307 3 130 SH Other 2 None
TIME WARNER CABLE INC COM 88732J207 4 50 SH Other 2 None
TIMKEN CO COM 887389104 3 49 SH Other 2 None
TITANIUM METALS CORPORATION COM 888339207 2 101 SH Other 2 None
TNS INC COM 872960109 4 231 SH Other 2 None
TORO CO COM 891092108 3 43 SH Other 2 None
TORONTO DOMINION BANK COM 891160509 9 99 SH Other 2 None
TOTAL S.A. COM 714264207 9 146 SH Other 2 None
TRANSOCEAN LTD COM H8817H100 5 68 SH Other 2 None
TRW AUTOMOTIVE HOLDINGS INC COM 87264S106 5 98 SH Other 2 None
TTM TECHNOLOGIES INC COM 87305R109 5 252 SH Other 2 None
TUPPERWARE BRANDS CORPORATION COM 899896104 3 52 SH Other 2 None
TYCO INTERNATIONAL LTD COM H89128104 3 59 SH Other 2 None
UNION PACIFIC CORP COM 907818108 11 108 SH Other 2 None
UNITED NATURAL FOODS INC COM 911163103 3 74 SH Other 2 None
UNITED PARCEL SVC INC COM 911312106 12 168 SH Other 2 None
UNITED TECHNOLOGIES CORP COM 913017109 17 196 SH Other 2 None
UNITEDHEALTH GROUP INC COM 91324P102 2 54 SH Other 2 None
UNUM GROUP COM 91529Y106 3 102 SH Other 2 None
SECURITY VALUE NO SH/
SYMBOL DESC TYPE CUSIP NO (000) SHARES PRN DISCRETION OTHER MGR VOTING
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US BANCORP DEL COM 902973304 3 118 SH Other 2 None
UTI WORLDWIDE INC COM G87210103 3 171 SH Other 2 None
V F CORP COM 918204108 7 71 SH Other 2 None
VALE S A COM 91912e105 9 259 SH Other 2 None
VALUECLICK INC COM 92046N102 1 87 SH Other 2 None
VANGUARD INDEX FUNDS ETF 922908595 62 720 SH Sole None
VANGUARD INDEX FUNDS ETF 922908629 114 1,419 SH Sole None
VANGUARD INDEX FUNDS ETF 922908512 416 7,298 SH Sole None
VANGUARD INDEX FUNDS ETF 922908538 404 5,967 SH Sole None
VANGUARD INDEX FUNDS ETF 921946406 2,479 55,916 SH Sole None
VANGUARD INTERNATIONAL EQUITY ETF 922042858 2,571 52,529 SH Sole None
VANGUARD LONG TERM BOND ETF ETF 921937793 50 634 SH Other 2 None
VANGUARD LONG TERM BOND ETF ETF 921937793 5,858 74,894 SH Sole None
VANGUARD SHORT TERM BOND ETF ETF 921937827 5,114 63,798 SH Sole None
VANGUARD TOTAL BOND MARKET ETF ETF 921937835 541 6,765 SH Sole None
VANGUARD WORLD FD ETF 921910816 5 96 SH Sole None
VANGUARD WORLD FD ETF 921910840 14 329 SH Sole None
VERIFONE SYSTEMS INC COM 92342Y109 4 74 SH Other 2 None
VIRGINIA COMM BANCORP INC COM 92778Q109 2 262 SH Other 2 None
VISA INC COM 92826C839 6 75 SH Sole None
W W GRAINGER INC COM 384802104 10 70 SH Other 2 None
WALGREEN CO COM 931422109 3 63 SH Other 2 None
WAL-MART STORES INC COM 931142103 16 315 SH Other 2 None
WATSON PHARMACEUTICALS INC COM 942683103 4 79 SH Other 2 None
WELLS FARGO & CO COM 949746101 6 200 SH Other 2 None
WESTPAC BANKING CORP LTD COM 961214301 9 75 SH Other 2 None
WEYERHAEUSER CO COM 962166104 3 135 SH Other 2 None
WHIRLPOOL CORP COM 963320106 3 33 SH Other 2 None
WHITNEY HOLDING CORP COM 966612103 3 184 SH Other 2 None
WHOLE FOODS MARKET INC COM 966837106 4 60 SH Other 2 None
WMS INDUSTRIES INC COM 929297109 3 91 SH Other 2 None
WOLVERINE WORLD WIDE INC COM 978097103 2 42 SH Other 2 None
YUM BRANDS INC COM 988498101 5 102 SH Other 2 None