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 2,488 64,900 SH   OTR 1 64,900 0 0
ABBVIE INC COM 00287Y109 5,408 102,400 SH   OTR 1 102,400 0 0
ADOBE SYS INC COM 00724F101 8,377 139,900 SH   OTR 1 139,900 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 2,524 22,800 SH   OTR 1 22,800 0 0
AFFILIATED MANAGERS GROUP COM 008252108 18,912 87,200 SH   OTR 1 87,200 0 0
AIRGAS INC COM 009363102 6,510 58,200 SH   OTR 1 58,200 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 2,728 20,500 SH   OTR 1 20,500 0 0
ALLEGHANY CORP DEL COM 017175100 1,040 2,600 SH   OTR 1 2,600 0 0
ALLERGAN INC COM 018490102 2,655 23,900 SH   OTR 1 23,900 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 17,590 66,900 SH   OTR 1 66,900 0 0
ALTRIA GROUP INC COM 02209S103 12,769 332,600 SH   OTR 1 332,600 0 0
AMAZON COM INC COM 023135106 23,050 57,800 SH   OTR 1 57,800 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 7,980 413,700 SH   OTR 1 413,700 0 0
AMERICAN ELEC PWR INC COM 025537101 2,487 53,200 SH   OTR 1 53,200 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 7,552 178,700 SH   OTR 1 178,700 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2,665 37,900 SH   OTR 1 37,900 0 0
AMGEN INC COM 031162100 9,761 85,500 SH   OTR 1 85,500 0 0
ANNALY CAP MGMT INC COM 035710409 8,308 833,300 SH   OTR 1 833,300 0 0
APPLE INC COM 037833100 25,587 45,600 SH   OTR 1 45,600 0 0
AQUA AMERICA INC COM 03836W103 7,888 334,375 SH   OTR 1 334,375 0 0
ARCH CAP GROUP LTD ORD G0450A105 19,942 334,100 SH   OTR 1 334,100 0 0
AT&T INC COM 00206R102 11,497 327,000 SH   OTR 1 327,000 0 0
AUTOZONE INC COM 053332102 14,434 30,200 SH   OTR 1 30,200 0 0
B/E AEROSPACE INC COM 073302101 4,717 54,200 SH   OTR 1 54,200 0 0
BARCLAYS BANK PLC ADR PFD SR 5 06739H362 21,840 860,850 SH   OTR 2 860,850 0 0
BARCLAYS BANK PLC SP ADR 7.1%PF3 06739H776 7,442 295,671 SH   OTR 2 295,671 0 0
BARCLAYS BANK PLC ADS7.75%PFD S4 06739H511 1,017 40,146 SH   OTR 2 40,146 0 0
BARD C R INC COM 067383109 2,518 18,800 SH   OTR 1 18,800 0 0
BAXTER INTL INC COM 071813109 2,559 36,800 SH   OTR 1 36,800 0 0
BECTON DICKINSON & CO COM 075887109 2,530 22,900 SH   OTR 1 22,900 0 0
BED BATH & BEYOND INC COM 075896100 13,073 162,800 SH   OTR 1 162,800 0 0
BERKLEY W R CORP COM 084423102 3,857 88,900 SH   OTR 1 88,900 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 29,118 245,600 SH   OTR 1 245,600 0 0
BIOGEN IDEC INC COM 09062X103 10,603 37,900 SH   OTR 1 37,900 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 8,844 166,400 SH   OTR 1 166,400 0 0
CALPINE CORP COM NEW 131347304 304 15,600 SH   OTR 1 15,600 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 7,608 127,800 SH   OTR 1 127,800 0 0
CAMPBELL SOUP CO COM 134429109 2,471 57,100 SH   OTR 1 57,100 0 0
CAPITOL FED FINL INC COM 14057J101 2,379 196,489 SH   OTR 1 196,489 0 0
CAREFUSION CORP COM 14170T101 2,994 75,200 SH   OTR 1 75,200 0 0
CARNIVAL CORP PAIRED CTF 143658300 2,611 65,000 SH   OTR 1 65,000 0 0
CBOE HLDGS INC COM 12503M108 992 19,100 SH   OTR 1 19,100 0 0
CELGENE CORP COM 151020104 9,293 55,000 SH   OTR 1 55,000 0 0
CERNER CORP COM 156782104 7,046 126,400 SH   OTR 1 126,400 0 0
CHEVRON CORP NEW COM 166764100 6,458 51,700 SH   OTR 1 51,700 0 0
CHIMERA INVT CORP COM 16934Q109 5,304 1,710,900 SH   OTR 1 1,710,900 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 13,320 25,000 SH   OTR 1 25,000 0 0
CHUBB CORP COM 171232101 6,919 71,600 SH   OTR 1 71,600 0 0
CIT GROUP INC COM NEW 125581801 1,668 32,000 SH   OTR 2 32,000 0 0
CITRIX SYS INC COM 177376100 3,175 50,200 SH   OTR 1 50,200 0 0
CLOROX CO DEL COM 189054109 11,641 125,500 SH   OTR 1 125,500 0 0
COBALT INTL ENERGY INC COM 19075F106 291 17,700 SH   OTR 1 17,700 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 6,018 59,600 SH   OTR 1 59,600 0 0
CONAGRA FOODS INC COM 205887102 4,415 131,000 SH   OTR 1 131,000 0 0
CONCHO RES INC COM 20605P101 7,430 68,800 SH   OTR 1 68,800 0 0
CONOCOPHILLIPS COM 20825C104 11,587 164,000 SH   OTR 1 164,000 0 0
CONSOLIDATED EDISON INC COM 209115104 6,838 123,700 SH   OTR 1 123,700 0 0
CONSTELLATION BRANDS INC CL A 21036P108 3,822 54,300 SH   OTR 1 54,300 0 0
CONTINENTAL RESOURCES INC COM 212015101 6,706 59,600 SH   OTR 1 59,600 0 0
COPART INC COM 217204106 4,171 113,800 SH   OTR 1 113,800 0 0
COVANCE INC COM 222816100 3,751 42,600 SH   OTR 1 42,600 0 0
CREE INC COM 225447101 1,571 25,100 SH   OTR 1 25,100 0 0
CROWN CASTLE INTL CORP COM 228227104 9,436 128,500 SH   OTR 1 128,500 0 0
CROWN HOLDINGS INC COM 228368106 11,343 254,500 SH   OTR 1 254,500 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 7,338 115,800 SH   OTR 1 115,800 0 0
DIRECTV COM 25490A309 19,988 289,300 SH   OTR 1 289,300 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 8,934 98,800 SH   OTR 1 98,800 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 7,254 86,500 SH   OTR 1 86,500 0 0
DOLLAR GEN CORP NEW COM 256677105 2,877 47,700 SH   OTR 1 47,700 0 0
DOLLAR TREE INC COM 256746108 9,546 169,200 SH   OTR 1 169,200 0 0
DOMINION RES INC VA NEW COM 25746U109 6,922 107,000 SH   OTR 1 107,000 0 0
DRESSER-RAND GROUP INC COM 261608103 3,077 51,600 SH   OTR 1 51,600 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 12,144 175,978 SH   OTR 1 175,978 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 2,578 21,000 SH   OTR 1 21,000 0 0
EBAY INC COM 278642103 12,976 236,400 SH   OTR 1 236,400 0 0
EDISON INTL COM 281020107 1,421 30,700 SH   OTR 1 30,700 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 3,794 57,700 SH   OTR 1 57,700 0 0
EMERSON ELEC CO COM 291011104 11,762 167,600 SH   OTR 1 167,600 0 0
ENDO HEALTH SOLUTIONS INC COM 29264F205 13,492 200,000 SH   OTR 1 200,000 0 0
ENGILITY HLDGS INC COM 29285W104 405 12,133 SH   OTR 1 12,133 0 0
EQUINIX INC COM NEW 29444U502 2,342 13,200 SH   OTR 1 13,200 0 0
ERIE INDTY CO CL A 29530P102 2,077 28,400 SH   OTR 1 28,400 0 0
ESSEX PPTY TR INC COM 297178105 3,186 22,200 SH   OTR 1 22,200 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 12,514 178,164 SH   OTR 1 178,164 0 0
EXXON MOBIL CORP COM 30231G102 6,365 62,900 SH   OTR 1 62,900 0 0
F5 NETWORKS INC COM 315616102 1,990 21,900 SH   OTR 1 21,900 0 0
FACEBOOK INC CL A 30303M102 6,286 115,000 SH   OTR 1 115,000 0 0
FAMILY DLR STORES INC COM 307000109 2,527 38,900 SH   OTR 1 38,900 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 2,115 39,400 SH   OTR 1 39,400 0 0
FISERV INC COM 337738108 25,935 439,200 SH   OTR 1 439,200 0 0
FLOWERS FOODS INC COM 343498101 1,498 69,750 SH   OTR 1 69,750 0 0
FMC TECHNOLOGIES INC COM 30249U101 6,046 115,800 SH   OTR 1 115,800 0 0
FOREST LABS INC COM 345838106 8,746 145,700 SH   OTR 1 145,700 0 0
GENERAL MLS INC COM 370334104 5,929 118,800 SH   OTR 1 118,800 0 0
GENERAL MTRS CO COM 37045V100 4,577 112,000 SH   OTR 1 112,000 0 0
GILEAD SCIENCES INC COM 375558103 11,273 150,000 SH   OTR 1 150,000 0 0
GOOGLE INC CL A 38259P508 34,518 30,800 SH   OTR 1 30,800 0 0
HEALTH CARE REIT INC COM 42217K106 7,521 140,400 SH   OTR 1 140,400 0 0
HERSHEY CO COM 427866108 12,115 124,600 SH   OTR 1 124,600 0 0
HONEYWELL INTL INC COM 438516106 10,553 115,500 SH   OTR 1 115,500 0 0
HUDSON CITY BANCORP COM 443683107 3,195 338,800 SH   OTR 1 338,800 0 0
IDEXX LABS INC COM 45168D104 2,659 25,000 SH   OTR 1 25,000 0 0
IHS INC CL A 451734107 5,207 43,500 SH   OTR 1 43,500 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 3,207 17,100 SH   OTR 1 17,100 0 0
ISHARES MSCI CDA ETF 464286509 115,879 3,973,895 SH   SOLE   3,973,895 0 0
ISHARES EM MK MINVOL ETF 464286533 81,245 1,394,518 SH   SOLE   1,394,518 0 0
JOHNSON & JOHNSON COM 478160104 14,764 161,200 SH   OTR 1 161,200 0 0
KELLOGG CO COM 487836108 2,486 40,700 SH   OTR 1 40,700 0 0
KIMBERLY CLARK CORP COM 494368103 7,166 68,600 SH   OTR 1 68,600 0 0
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 7,052 93,209 SH   OTR 1 93,209 0 0
KIRBY CORP COM 497266106 6,471 65,200 SH   OTR 1 65,200 0 0
KRAFT FOODS GROUP INC COM 50076Q106 2,306 42,766 SH   OTR 1 42,766 0 0
KROGER CO COM 501044101 6,716 169,900 SH   OTR 1 169,900 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 7,779 72,800 SH   OTR 1 72,800 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 6,058 66,300 SH   OTR 1 66,300 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 1,255 14,100 SH   OTR 1 14,100 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 9,744 66,532 SH   OTR 1 66,532 0 0
LILLY ELI & CO COM 532457108 4,605 90,300 SH   OTR 1 90,300 0 0
LINKEDIN CORP COM CL A 53578A108 5,442 25,100 SH   OTR 1 25,100 0 0
LKQ CORP COM 501889208 8,804 267,600 SH   OTR 1 267,600 0 0
LORILLARD INC COM 544147101 12,042 237,600 SH   OTR 1 237,600 0 0
LULULEMON ATHLETICA INC COM 550021109 1,204 20,400 SH   OTR 1 20,400 0 0
MARKEL CORP COM 570535104 14,277 24,600 SH   OTR 1 24,600 0 0
MCCORMICK & CO INC COM NON VTG 579780206 5,396 78,300 SH   OTR 1 78,300 0 0
MCDONALDS CORP COM 580135101 5,560 57,300 SH   OTR 1 57,300 0 0
MEDTRONIC INC COM 585055106 14,881 259,300 SH   OTR 1 259,300 0 0
MERCK & CO INC NEW COM 58933Y105 7,392 147,700 SH   OTR 1 147,700 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 9,704 40,000 SH   OTR 1 40,000 0 0
MICRON TECHNOLOGY INC COM 595112103 701 32,200 SH   OTR 1 32,200 0 0
MICROSOFT CORP COM 594918104 2,549 68,100 SH   OTR 1 68,100 0 0
MOHAWK INDS INC COM 608190104 4,616 31,000 SH   OTR 1 31,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 2,521 44,900 SH   OTR 1 44,900 0 0
MONDELEZ INTL INC CL A 609207105 2,531 71,700 SH   OTR 1 71,700 0 0
MONSTER BEVERAGE CORP COM 611740101 12,253 180,800 SH   OTR 1 180,800 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 2,556 151,700 SH   OTR 1 151,700 0 0
NEXTERA ENERGY INC COM 65339F101 6,302 73,600 SH   OTR 1 73,600 0 0
NORTHEAST UTILS COM 664397106 2,036 48,019 SH   OTR 1 48,019 0 0
NVR INC COM 62944T105 8,926 8,700 SH   OTR 1 8,700 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 11,597 90,100 SH   OTR 1 90,100 0 0
OWENS CORNING NEW COM 690742101 4,870 119,600 SH   OTR 1 119,600 0 0
PANERA BREAD CO CL A 69840W108 4,983 28,200 SH   OTR 1 28,200 0 0
PARTNERRE LTD COM G6852T105 3,110 29,500 SH   OTR 1 29,500 0 0
PATTERSON COMPANIES INC COM 703395103 2,509 60,900 SH   OTR 1 60,900 0 0
PEOPLES UNITED FINANCIAL COM 712704105 2,566 169,700 SH   OTR 1 169,700 0 0
PEPCO HOLDINGS INC COM 713291102 2,123 111,000 SH   OTR 1 111,000 0 0
PEPSICO INC COM 713448108 2,513 30,300 SH   OTR 1 30,300 0 0
PFIZER INC COM 717081103 14,784 482,674 SH   OTR 1 482,674 0 0
PG&E CORP COM 69331C108 3,835 95,200 SH   OTR 1 95,200 0 0
PHILIP MORRIS INTL INC COM 718172109 11,057 126,900 SH   OTR 1 126,900 0 0
POST HLDGS INC COM 737446104 1,017 20,650 SH   OTR 1 20,650 0 0
PPL CORP COM 69351T106 5,789 192,400 SH   OTR 1 192,400 0 0
PRICELINE COM INC COM NEW 741503403 14,646 12,600 SH   OTR 1 12,600 0 0
PROCTER & GAMBLE CO COM 742718109 2,450 30,100 SH   OTR 1 30,100 0 0
PUBLIC STORAGE COM 74460D109 8,444 56,100 SH   OTR 1 56,100 0 0
QUALCOMM INC COM 747525103 100,832 1,358,007 SH   SOLE   1,358,007 0 0
QUANTA SVCS INC COM 74762E102 1,603 50,800 SH   OTR 1 50,800 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,660 31,000 SH   OTR 1 31,000 0 0
RAYTHEON CO COM NEW 755111507 15,183 167,400 SH   OTR 1 167,400 0 0
REALTY INCOME CORP COM 756109104 2,426 65,000 SH   OTR 1 65,000 0 0
REGENERON PHARMACEUTICALS COM 75886F107 2,835 10,300 SH   OTR 1 10,300 0 0
REYNOLDS AMERICAN INC COM 761713106 10,808 216,200 SH   OTR 1 216,200 0 0
ROSS STORES INC COM 778296103 8,287 110,600 SH   OTR 1 110,600 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF T 780097713 7,732 322,167 SH   OTR 2 322,167 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 780097739 1,213 56,400 SH   OTR 2 56,400 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF M 780097796 617 29,500 SH   OTR 2 29,500 0 0
SALESFORCE COM INC COM 79466L302 6,005 108,800 SH   OTR 1 108,800 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 5,611 185,600 SH   OTR 1 185,600 0 0
SBA COMMUNICATIONS CORP COM 78388J106 3,099 34,500 SH   OTR 1 34,500 0 0
SCANA CORP NEW COM 80589M102 5,327 113,500 SH   OTR 1 113,500 0 0
SCHEIN HENRY INC COM 806407102 10,409 91,100 SH   OTR 1 91,100 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 13,297 608,300 SH Put OTR 3 608,300 0 0
SEMPRA ENERGY COM 816851109 3,878 43,200 SH   OTR 1 43,200 0 0
SOUTHERN CO COM 842587107 2,491 60,600 SH   OTR 1 60,600 0 0
SOUTHWESTERN ENERGY CO COM 845467109 2,014 51,200 SH   OTR 1 51,200 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 27,986 690,000 SH Put OTR 3 690,000 0 0
STERICYCLE INC COM 858912108 10,908 93,900 SH   OTR 1 93,900 0 0
SYNAPTICS INC COM 87157D109 10,187 196,619 SH   SOLE   196,619 0 0
SYSCO CORP COM 871829107 2,458 68,100 SH   OTR 1 68,100 0 0
TARGET CORP COM 87612E106 2,512 39,700 SH   OTR 1 39,700 0 0
TERADATA CORP DEL COM 88076W103 1,715 37,700 SH   OTR 1 37,700 0 0
TESLA MTRS INC COM 88160R101 842 5,600 SH   OTR 1 5,600 0 0
TJX COS INC NEW COM 872540109 10,617 166,600 SH   OTR 1 166,600 0 0
TRAVELERS COMPANIES INC COM 89417E109 15,111 166,900 SH   OTR 1 166,900 0 0
TRIMBLE NAVIGATION LTD COM 896239100 3,234 93,200 SH   OTR 1 93,200 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 4,635 62,300 SH   OTR 1 62,300 0 0
UNDER ARMOUR INC CL A 904311107 2,357 27,000 SH   OTR 1 27,000 0 0
UNITED CONTL HLDGS INC COM 910047109 1,048 27,700 SH   OTR 1 27,700 0 0
UNITEDHEALTH GROUP INC COM 91324P102 13,117 174,200 SH   OTR 1 174,200 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 3,888 96,500 SH   OTR 1 96,500 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 190,607 4,633,127 SH   SOLE   4,633,127 0 0
VERISIGN INC COM 92343E102 341 5,700 SH   OTR 1 5,700 0 0
VERISK ANALYTICS INC CL A 92345Y106 5,290 80,500 SH   OTR 1 80,500 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 12,943 263,400 SH   OTR 1 263,400 0 0
VOLTARI CORP COM NEW 92870X309 45 13,174 SH   SOLE   13,174 0 0
WABCO HLDGS INC COM 92927K102 5,166 55,300 SH   OTR 1 55,300 0 0
WALGREEN CO COM 931422109 14,946 260,200 SH   OTR 1 260,200 0 0
WAL-MART STORES INC COM 931142103 13,425 170,600 SH   OTR 1 170,600 0 0
WASTE MGMT INC DEL COM 94106L109 4,595 102,400 SH   OTR 1 102,400 0 0
WATERS CORP COM 941848103 3,560 35,600 SH   OTR 1 35,600 0 0
WELLPOINT INC COM 94973V107 15,420 166,900 SH   OTR 1 166,900 0 0
WELLS FARGO & CO NEW COM 949746101 14,941 329,100 SH   OTR 1 329,100 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 6,882 6,200 SH   OTR 2 6,200 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 3,076 5,100 SH   OTR 1 5,100 0 0
WHITING PETE CORP NEW COM 966387102 3,588 58,000 SH   OTR 1 58,000 0 0
WISCONSIN ENERGY CORP COM 976657106 6,974 168,700 SH   OTR 1 168,700 0 0
XCEL ENERGY INC COM 98389B100 5,311 190,100 SH   OTR 1 190,100 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 2,762 51,070 SH   OTR 1 51,070 0 0