The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ABBOTT LABS COM 002824100 2,654 64,900 SH   OTR 1 64,900 0 0
ABBVIE INC COM 00287Y109 5,779 102,400 SH   OTR 1 102,400 0 0
ACTAVIS PLC SHS G0083B108 22,422 100,526 SH   OTR 1 100,526 0 0
ADOBE SYS INC COM 00724F101 839 11,600 SH   OTR 1 11,600 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 3,076 22,800 SH   OTR 1 22,800 0 0
AFFILIATED MANAGERS GROUP COM 008252108 822 4,000 SH   OTR 1 4,000 0 0
AGL RES INC COM 001204106 2,746 49,900 SH   OTR 1 49,900 0 0
AIRGAS INC COM 009363102 6,339 58,200 SH   OTR 1 58,200 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 16 100 SH   OTR 1 100 0 0
ALLEGHANY CORP DEL COM 017175100 44 100 SH   OTR 1 100 0 0
ALLERGAN INC COM 018490102 4,044 23,900 SH   OTR 1 23,900 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 872 3,100 SH   OTR 1 3,100 0 0
ALTRIA GROUP INC COM 02209S103 13,823 329,600 SH   OTR 1 329,600 0 0
AMAZON COM INC COM 023135106 812 2,500 SH   OTR 1 2,500 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 9,956 425,300 SH   OTR 1 425,300 0 0
AMERICAN ELEC PWR INC COM 025537101 2,967 53,200 SH   OTR 1 53,200 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 11,032 223,100 SH   OTR 1 223,100 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2,754 37,900 SH   OTR 1 37,900 0 0
AMGEN INC COM 031162100 10,121 85,500 SH   OTR 1 85,500 0 0
ANNALY CAP MGMT INC COM 035710409 5,670 496,100 SH   OTR 1 496,100 0 0
APPLE INC COM 037833100 23,028 247,800 SH   OTR 1 247,800 0 0
AQUA AMERICA INC COM 03836W103 8,767 334,375 SH   OTR 1 334,375 0 0
ARCH CAP GROUP LTD ORD G0450A105 18,743 326,300 SH   OTR 1 326,300 0 0
AT&T INC COM 00206R102 11,563 327,000 SH   OTR 1 327,000 0 0
AUTOZONE INC COM 053332102 16,194 30,200 SH   OTR 1 30,200 0 0
B/E AEROSPACE INC COM 073302101 731 7,900 SH   OTR 1 7,900 0 0
BARCLAYS BANK PLC ADR PFD SR 5 06739H362 6,848 264,792 SH   OTR 2 264,792 0 0
BARCLAYS BANK PLC ADS7.75%PFD S4 06739H511 1,035 40,146 SH   OTR 2 40,146 0 0
BARCLAYS BANK PLC SP ADR 7.1%PF3 06739H776 7,572 295,671 SH   OTR 2 295,671 0 0
BARD C R INC COM 067383109 2,689 18,800 SH   OTR 1 18,800 0 0
BAXTER INTL INC COM 071813109 2,661 36,800 SH   OTR 1 36,800 0 0
BECTON DICKINSON & CO COM 075887109 2,709 22,900 SH   OTR 1 22,900 0 0
BED BATH & BEYOND INC COM 075896100 9,341 162,800 SH   OTR 1 162,800 0 0
BERKLEY W R CORP COM 084423102 4,117 88,900 SH   OTR 1 88,900 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 13,074 103,300 SH   OTR 1 103,300 0 0
BIOGEN IDEC INC COM 09062X103 788 2,500 SH   OTR 1 2,500 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 8,072 166,400 SH   OTR 1 166,400 0 0
CALPINE CORP COM NEW 131347304 919 38,600 SH   OTR 1 38,600 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 799 11,800 SH   OTR 1 11,800 0 0
CAMPBELL SOUP CO COM 134429109 2,616 57,100 SH   OTR 1 57,100 0 0
CAPITOL FED FINL INC COM 14057J101 2,389 196,489 SH   OTR 1 196,489 0 0
CAREFUSION CORP COM 14170T101 878 19,800 SH   OTR 1 19,800 0 0
CBOE HLDGS INC COM 12503M108 940 19,100 SH   OTR 1 19,100 0 0
CELGENE CORP COM 151020104 842 9,800 SH   OTR 1 9,800 0 0
CERNER CORP COM 156782104 6,520 126,400 SH   OTR 1 126,400 0 0
CHEVRON CORP NEW COM 166764100 6,749 51,700 SH   OTR 1 51,700 0 0
CHIMERA INVT CORP COM 16934Q109 5,458 1,710,900 SH   OTR 1 1,710,900 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 14,813 25,000 SH   OTR 1 25,000 0 0
CHUBB CORP COM 171232101 6,599 71,600 SH   OTR 1 71,600 0 0
CHURCH & DWIGHT INC COM 171340102 2,609 37,300 SH   OTR 1 37,300 0 0
CIT GROUP INC COM NEW 125581801 1,465 32,000 SH   OTR 2 32,000 0 0
CITRIX SYS INC COM 177376100 6 100 SH   OTR 1 100 0 0
CLOROX CO DEL COM 189054109 11,471 125,500 SH   OTR 1 125,500 0 0
CMS ENERGY CORP COM 125896100 2,663 85,500 SH   OTR 1 85,500 0 0
COBALT INTL ENERGY INC COM 19075F106 2 100 SH   OTR 1 100 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 758 15,500 SH   OTR 1 15,500 0 0
CONAGRA FOODS INC COM 205887102 3,888 131,000 SH   OTR 1 131,000 0 0
CONCHO RES INC COM 20605P101 838 5,800 SH   OTR 1 5,800 0 0
CONOCOPHILLIPS COM 20825C104 14,060 164,000 SH   OTR 1 164,000 0 0
CONSOLIDATED EDISON INC COM 209115104 4,896 84,800 SH   OTR 1 84,800 0 0
CONSTELLATION BRANDS INC CL A 21036P108 802 9,100 SH   OTR 1 9,100 0 0
CONTINENTAL RESOURCES INC COM 212015101 9,419 59,600 SH   OTR 1 59,600 0 0
COPART INC COM 217204106 4,092 113,800 SH   OTR 1 113,800 0 0
COVANCE INC COM 222816100 3,646 42,600 SH   OTR 1 42,600 0 0
CREE INC COM 225447101 5 100 SH   OTR 1 100 0 0
CROWN HOLDINGS INC COM 228368106 771 15,500 SH   OTR 1 15,500 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 8,375 115,800 SH   OTR 1 115,800 0 0
DIRECTV COM 25490A309 20,878 245,600 SH   OTR 1 245,600 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 7,339 98,800 SH   OTR 1 98,800 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 6,279 86,500 SH   OTR 1 86,500 0 0
DOLLAR GEN CORP NEW COM 256677105 6 100 SH   OTR 1 100 0 0
DOLLAR TREE INC COM 256746108 9,215 169,200 SH   OTR 1 169,200 0 0
DOMINION RES INC VA NEW COM 25746U109 7,653 107,000 SH   OTR 1 107,000 0 0
DRESSER-RAND GROUP INC COM 261608103 6 100 SH   OTR 1 100 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 12,974 174,878 SH   OTR 1 174,878 0 0
EBAY INC COM 278642103 11,834 236,400 SH   OTR 1 236,400 0 0
EDISON INTL COM 281020107 1,784 30,700 SH   OTR 1 30,700 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 4,953 57,700 SH   OTR 1 57,700 0 0
EMERSON ELEC CO COM 291011104 11,122 167,600 SH   OTR 1 167,600 0 0
ENDO INTL PLC SHS G30401106 721 10,300 SH   OTR 1 10,300 0 0
ENGILITY HLDGS INC COM 29285W104 464 12,133 SH   OTR 1 12,133 0 0
ENTERGY CORP NEW COM 29364G103 10,475 127,600 SH   OTR 1 127,600 0 0
EQUINIX INC COM NEW 29444U502 2,773 13,200 SH   OTR 1 13,200 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 12,352 178,164 SH   OTR 1 178,164 0 0
EXXON MOBIL CORP COM 30231G102 6,333 62,900 SH   OTR 1 62,900 0 0
F5 NETWORKS INC COM 315616102 11 100 SH   OTR 1 100 0 0
FACEBOOK INC CL A 30303M102 801 11,900 SH   OTR 1 11,900 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 2,157 39,400 SH   OTR 1 39,400 0 0
FISERV INC COM 337738108 20,093 333,100 SH   OTR 1 333,100 0 0
FLOWERS FOODS INC COM 343498101 1,470 69,750 SH   OTR 1 69,750 0 0
FMC TECHNOLOGIES INC COM 30249U101 7,072 115,800 SH   OTR 1 115,800 0 0
GENERAL MLS INC COM 370334104 6,242 118,800 SH   OTR 1 118,800 0 0
GILEAD SCIENCES INC COM 375558103 763 9,200 SH   OTR 1 9,200 0 0
GLOBALSTAR INC COM 378973408 17,656 4,154,400 SH   SOLE   4,154,400 0 0
GOOGLE INC CL A 38259P508 819 1,400 SH   OTR 1 1,400 0 0
GOOGLE INC CL C 38259P706 17,373 30,200 SH   OTR 1 30,200 0 0
GRACE W R & CO DEL NEW COM 38388F108 9 100 SH   OTR 1 100 0 0
HEALTH CARE REIT INC COM 42217K106 5,578 89,000 SH   OTR 1 89,000 0 0
HERSHEY CO COM 427866108 12,132 124,600 SH   OTR 1 124,600 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 3 100 SH   OTR 1 100 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 2 100 SH   OTR 1 100 0 0
HONEYWELL INTL INC COM 438516106 10,736 115,500 SH   OTR 1 115,500 0 0
HUDSON CITY BANCORP COM 443683107 3,330 338,800 SH   OTR 1 338,800 0 0
IDEXX LABS INC COM 45168D104 3,339 25,000 SH   OTR 1 25,000 0 0
IHS INC CL A 451734107 5,902 43,500 SH   OTR 1 43,500 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 3,100 17,100 SH   OTR 1 17,100 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 41 100 SH   OTR 1 100 0 0
ISHARES MSCI CDA ETF 464286509 127,999 3,973,895 SH   SOLE   3,973,895 0 0
ISHARES EM MK MINVOL ETF 464286533 83,824 1,394,518 SH   SOLE   1,394,518 0 0
ISHARES MSCI EMG MKT ETF 464287234 4,984 115,300 SH Put OTR 3 115,300 0 0
ISHARES RUSSELL 2000 ETF 464287655 27,493 231,400 SH Put OTR 3 231,400 0 0
JOHNSON & JOHNSON COM 478160104 13,580 129,800 SH   OTR 1 129,800 0 0
KELLOGG CO COM 487836108 2,674 40,700 SH   OTR 1 40,700 0 0
KIMBERLY CLARK CORP COM 494368103 7,630 68,600 SH   OTR 1 68,600 0 0
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 7,628 96,645 SH   OTR 1 96,645 0 0
KIRBY CORP COM 497266106 7,638 65,200 SH   OTR 1 65,200 0 0
KRAFT FOODS GROUP INC COM 50076Q106 2,564 42,766 SH   OTR 1 42,766 0 0
KROGER CO COM 501044101 8,398 169,900 SH   OTR 1 169,900 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 8,791 72,800 SH   OTR 1 72,800 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 768 7,500 SH   OTR 1 7,500 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 4 100 SH   OTR 1 100 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 4 100 SH   OTR 1 100 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 18 132 SH   OTR 1 132 0 0
LILLY ELI & CO COM 532457108 5,614 90,300 SH   OTR 1 90,300 0 0
LINKEDIN CORP COM CL A 53578A108 823 4,800 SH   OTR 1 4,800 0 0
LKQ CORP COM 501889208 702 26,300 SH   OTR 1 26,300 0 0
LORILLARD INC COM 544147101 14,468 237,300 SH   OTR 1 237,300 0 0
LULULEMON ATHLETICA INC COM 550021109 4 100 SH   OTR 1 100 0 0
MARKEL CORP COM 570535104 16,129 24,600 SH   OTR 1 24,600 0 0
MCCORMICK & CO INC COM NON VTG 579780206 5,605 78,300 SH   OTR 1 78,300 0 0
MCDONALDS CORP COM 580135101 5,772 57,300 SH   OTR 1 57,300 0 0
MEDTRONIC INC COM 585055106 13,842 217,100 SH   OTR 1 217,100 0 0
MERCK & CO INC NEW COM 58933Y105 10,199 176,300 SH   OTR 1 176,300 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 10,127 40,000 SH   OTR 1 40,000 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 9 100 SH   OTR 1 100 0 0
MICRON TECHNOLOGY INC COM 595112103 3 100 SH   OTR 1 100 0 0
MICROSOFT CORP COM 594918104 2,840 68,100 SH   OTR 1 68,100 0 0
MOHAWK INDS INC COM 608190104 761 5,500 SH   OTR 1 5,500 0 0
MOLSON COORS BREWING CO CL B 60871R209 3,330 44,900 SH   OTR 1 44,900 0 0
MONDELEZ INTL INC CL A 609207105 2,697 71,700 SH   OTR 1 71,700 0 0
MONSTER BEVERAGE CORP COM 611740101 12,842 180,800 SH   OTR 1 180,800 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 2,424 151,700 SH   OTR 1 151,700 0 0
NEXTERA ENERGY INC COM 65339F101 7,543 73,600 SH   OTR 1 73,600 0 0
NORTHEAST UTILS COM 664397106 2,270 48,019 SH   OTR 1 48,019 0 0
NRG ENERGY INC COM NEW 629377508 5,446 146,400 SH   OTR 1 146,400 0 0
NVR INC COM 62944T105 9,895 8,600 SH   OTR 1 8,600 0 0
O REILLY AUTOMOTIVE INC COM 67103H107 13,569 90,100 SH   OTR 1 90,100 0 0
PANERA BREAD CO CL A 69840W108 4,225 28,200 SH   OTR 1 28,200 0 0
PARTNERRE LTD COM G6852T105 3,222 29,500 SH   OTR 1 29,500 0 0
PATTERSON COMPANIES INC COM 703395103 2,406 60,900 SH   OTR 1 60,900 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 2,574 169,700 SH   OTR 1 169,700 0 0
PEPCO HOLDINGS INC COM 713291102 3,770 137,200 SH   OTR 1 137,200 0 0
PEPSICO INC COM 713448108 2,707 30,300 SH   OTR 1 30,300 0 0
PFIZER INC COM 717081103 12,527 422,074 SH   OTR 1 422,074 0 0
PG&E CORP COM 69331C108 4,572 95,200 SH   OTR 1 95,200 0 0
PHILIP MORRIS INTL INC COM 718172109 10,699 126,900 SH   OTR 1 126,900 0 0
POST HLDGS INC COM 737446104 1,051 20,650 SH   OTR 1 20,650 0 0
PPL CORP COM 69351T106 6,836 192,400 SH   OTR 1 192,400 0 0
PRICELINE GRP INC COM NEW 741503403 3,008 2,500 SH   OTR 1 2,500 0 0
PROCTER & GAMBLE CO COM 742718109 2,366 30,100 SH   OTR 1 30,100 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,619 64,200 SH   OTR 1 64,200 0 0
QUALCOMM INC COM 747525103 109,639 1,384,337 SH   SOLE   1,384,337 0 0
QUANTA SVCS INC COM 74762E102 3 100 SH   OTR 1 100 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,412 41,100 SH   OTR 1 41,100 0 0
RAYTHEON CO COM NEW 755111507 11,928 129,300 SH   OTR 1 129,300 0 0
REALOGY HLDGS CORP COM 75605Y106 4 100 SH   OTR 1 100 0 0
REALTY INCOME CORP COM 756109104 2,887 65,000 SH   OTR 1 65,000 0 0
REGENERON PHARMACEUTICALS COM 75886F107 28 100 SH   OTR 1 100 0 0
REYNOLDS AMERICAN INC COM 761713106 13,048 216,200 SH   OTR 1 216,200 0 0
ROSS STORES INC COM 778296103 7,314 110,600 SH   OTR 1 110,600 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF T 780097713 22,010 871,667 SH   OTR 2 871,667 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 780097739 1,385 56,400 SH   OTR 2 56,400 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF M 780097796 710 29,500 SH   OTR 2 29,500 0 0
ROYAL BK SCOTLAND GROUP PLC SPON ADR SER H 780097879 5,399 213,067 SH   OTR 2 213,067 0 0
SALESFORCE COM INC COM 79466L302 807 13,900 SH   OTR 1 13,900 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 745 29,700 SH   OTR 1 29,700 0 0
SBA COMMUNICATIONS CORP COM 78388J106 10 100 SH   OTR 1 100 0 0
SCANA CORP NEW COM 80589M102 6,107 113,500 SH   OTR 1 113,500 0 0
SCHEIN HENRY INC COM 806407102 10,811 91,100 SH   OTR 1 91,100 0 0
SEMPRA ENERGY COM 816851109 4,523 43,200 SH   OTR 1 43,200 0 0
SOUTHERN CO COM 842587107 9,602 211,600 SH   OTR 1 211,600 0 0
SOUTHWESTERN ENERGY CO COM 845467109 2,329 51,200 SH   OTR 1 51,200 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 43,098 220,200 SH Put OTR 3 220,200 0 0
STERICYCLE INC COM 858912108 11,120 93,900 SH   OTR 1 93,900 0 0
SYNAPTICS INC COM 87157D109 1,931 21,309 SH   SOLE   21,309 0 0
SYSCO CORP COM 871829107 2,550 68,100 SH   OTR 1 68,100 0 0
TARGET CORP COM 87612E106 6,560 113,200 SH   OTR 1 113,200 0 0
TECO ENERGY INC COM 872375100 9,811 530,900 SH   OTR 1 530,900 0 0
TERADATA CORP DEL COM 88076W103 4 100 SH   OTR 1 100 0 0
TESLA MTRS INC COM 88160R101 24 100 SH   OTR 1 100 0 0
TJX COS INC NEW COM 872540109 8,855 166,600 SH   OTR 1 166,600 0 0
TRAVELERS COMPANIES INC COM 89417E109 13,866 147,400 SH   OTR 1 147,400 0 0
TRIMBLE NAVIGATION LTD COM 896239100 4 100 SH   OTR 1 100 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 797 8,900 SH   OTR 1 8,900 0 0
UNDER ARMOUR INC CL A 904311107 12 200 SH   OTR 1 200 0 0
UNITED CONTL HLDGS INC COM 910047109 4 100 SH   OTR 1 100 0 0
UNITEDHEALTH GROUP INC COM 91324P102 13,015 159,200 SH   OTR 1 159,200 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 3,690 96,500 SH   OTR 1 96,500 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 199,827 4,633,127 SH   SOLE   4,633,127 0 0
VERISIGN INC COM 92343E102 5 100 SH   OTR 1 100 0 0
VERISK ANALYTICS INC CL A 92345Y106 744 12,400 SH   OTR 1 12,400 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 12,888 263,400 SH   OTR 1 263,400 0 0
VOLTARI CORP COM NEW 92870X309 26 13,174 SH   SOLE   13,174 0 0
WABCO HLDGS INC COM 92927K102 748 7,000 SH   OTR 1 7,000 0 0
WALGREEN CO COM 931422109 14,226 191,900 SH   OTR 1 191,900 0 0
WAL-MART STORES INC COM 931142103 12,221 162,800 SH   OTR 1 162,800 0 0
WASTE MGMT INC DEL COM 94106L109 4,580 102,400 SH   OTR 1 102,400 0 0
WATERS CORP COM 941848103 3,718 35,600 SH   OTR 1 35,600 0 0
WELLPOINT INC COM 94973V107 14,215 132,100 SH   OTR 1 132,100 0 0
WELLS FARGO & CO NEW COM 949746101 13,771 262,000 SH   OTR 1 262,000 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 3,103 5,100 SH   OTR 1 5,100 0 0
WHITING PETE CORP NEW COM 966387102 851 10,600 SH   OTR 1 10,600 0 0
WINDSTREAM HLDGS INC COM 97382A101 7,664 769,500 SH   OTR 1 769,500 0 0
WISCONSIN ENERGY CORP COM 976657106 7,915 168,700 SH   OTR 1 168,700 0 0
XCEL ENERGY INC COM 98389B100 6,127 190,100 SH   OTR 1 190,100 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 4,204 51,070 SH   OTR 1 51,070 0 0