0001085146-11-001061.txt : 20111031 0001085146-11-001061.hdr.sgml : 20111031 20111031082129 ACCESSION NUMBER: 0001085146-11-001061 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111031 DATE AS OF CHANGE: 20111031 EFFECTIVENESS DATE: 20111031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: HAYS ADVISORY LLC CENTRAL INDEX KEY: 0001175130 IRS NUMBER: 621804149 STATE OF INCORPORATION: TN FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10649 FILM NUMBER: 111166693 BUSINESS ADDRESS: STREET 1: 301 SEVEN SPRINGS WAY STREET 2: SUITE 150 CITY: BRENTWOOD STATE: TN ZIP: 37027 BUSINESS PHONE: 615-467-6070 MAIL ADDRESS: STREET 1: 301 SEVEN SPRINGS WAY STREET 2: SUITE 150 CITY: BRENTWOOD STATE: TN ZIP: 37027 FORMER COMPANY: FORMER CONFORMED NAME: HAYS ADVISORY LLC DATE OF NAME CHANGE: 20040210 FORMER COMPANY: FORMER CONFORMED NAME: HAYS ADVISORY GROUP LLC DATE OF NAME CHANGE: 20020610 13F-HR 1 hays3q2011.txt HAYS ADVISORY, LLC UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 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: Hays Advisory, LLC Address: 301 Seven Springs Way, Suite 150 Brentwood, TN 37027 13F File Number: 028-10649 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: Wendy Vasquez Title: Chief Compliance Officer Phone: 615-467-6070 Signature, Place, and Date of Signing: /s/ Wendy Vasquez Brentwood, TN October 27, 2011 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 46 Form 13F Information Table Value Total: $546,791 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ACCENTURE PLC IRELAND SHS CLASS A G1151C101 15807 300054 SH SOLE 300054 0 0 AGRIUM INC COM 008916108 18166 272513 SH SOLE 272513 0 0 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 17098 774386 SH SOLE 774386 0 0 AMERISOURCEBERGEN CORP COM 03073E105 19942 535076 SH SOLE 535076 0 0 BANCO BRADESCO S A SP ADR PFD NEW 059460303 15555 1051730 SH SOLE 1051730 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 21425 515769 SH SOLE 515769 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 20080 320249 SH SOLE 320249 0 0 CORE LABORATORIES N V COM N22717107 24186 269247 SH SOLE 269247 0 0 CUMMINS INC COM 231021106 19407 237651 SH SOLE 237651 0 0 DANAHER CORP DEL COM 235851102 19305 460289 SH SOLE 460289 0 0 DICKS SPORTING GOODS INC COM 253393102 24110 720558 SH SOLE 720558 0 0 DIRECTV COM CL A 25490A101 16577 392175 SH SOLE 392175 0 0 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 22546 599316 SH SOLE 599316 0 0 FACTSET RESH SYS INC COM 303075105 16812 188962 SH SOLE 188962 0 0 FIRST TR EXCHANGE TRADED FD CONSUMR DISCRE 33734X101 491 27315 SH SOLE 27315 0 0 FIRST TR EXCHANGE TRADED FD MATERIALS ALPH 33734X168 190 10411 SH SOLE 10411 0 0 FLOWSERVE CORP COM 34354P105 13920 188114 SH SOLE 188114 0 0 GLOBAL X FDS FTSE NORDIC REG 37950e101 520 33817 SH SOLE 33817 0 0 HEALTHSPRING INC COM 42224n101 13168 361161 SH SOLE 361161 0 0 IMPAX LABORATORIES INC COM 45256b101 13128 732980 SH SOLE 732980 0 0 INFORMATICA CORP COM 45666Q102 18067 441190 SH SOLE 441190 0 0 ISHARES INC MSCI THAILAND 464286624 571 10732 SH SOLE 10732 0 0 ISHARES INC MSCI SWITZERLD 464286749 592 27349 SH SOLE 27349 0 0 ISHARES INC MSCI SWEDEN 464286756 520 22639 SH SOLE 22639 0 0 ISHARES INC MSCI S KOREA 464286772 555 11907 SH SOLE 11907 0 0 ISHARES INC MSCI STH AFRCA 464286780 341 6024 SH SOLE 6024 0 0 ISHARES INC MSCI MALAYSIA 464286830 530 43462 SH SOLE 43462 0 0 ISHARES TR BARCLYS 20+ YR 464287432 865 7159 SH SOLE 7159 0 0 ISHARES TR BARCLYS 1-3 YR 464287457 483 5708 SH SOLE 5708 0 0 JOY GLOBAL INC COM 481165108 16362 262299 SH SOLE 262299 0 0 MARKET VECTORS ETF TR INDONESIA ETF 57060u753 623 24632 SH SOLE 24632 0 0 MCKESSON CORP COM 58155Q103 16367 225130 SH SOLE 225130 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 16564 408783 SH SOLE 408783 0 0 ORACLE CORP COM 68389X105 18904 657744 SH SOLE 657744 0 0 POWERSHARES ETF TR II S&P SMCP HC PO 73937b886 222 8028 SH SOLE 8028 0 0 POWERSHARES ETF TRUST NASD INTNT ETF 73935x146 218 6851 SH SOLE 6851 0 0 POWERSHARES ETF TRUST ENERGY SEC POR 73935X385 358 11399 SH SOLE 11399 0 0 PRECISION CASTPARTS CORP COM 740189105 24749 159200 SH SOLE 159200 0 0 SCHWAB STRATEGIC TR INTL SCEQT ETF 808524888 566 23994 SH SOLE 23994 0 0 SOUTHERN COPPER CORP COM 84265V105 11119 444931 SH SOLE 444931 0 0 SPDR INDEX SHS FDS EUROPE ETF 78463X608 440 12271 SH SOLE 12271 0 0 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 64556 454203 SH SOLE 454203 0 0 UNITED CONTL HLDGS INC COM 910047109 10672 550657 SH SOLE 550657 0 0 VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 347 6382 SH SOLE 6382 0 0 VANGUARD INDEX FDS REIT ETF 922908553 19301 379411 SH SOLE 379411 0 0 VEECO INSTRS INC DEL COM 922417100 10466 428927 SH SOLE 428927 0 0