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 11,525 256,000 SH   OTR 1 0 256,000 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 19,391 217,124 SH   OTR 1 0 217,124 0
ACE LTD SHS H0023R105 17,658 153,710 SH   OTR 1 0 153,710 0
ADOBE SYS INC COM 00724F101 12,335 169,666 SH   OTR 1 0 169,666 0
AEGON N V NY REGISTRY SH 007924103 2,923 389,700 SH   OTR 1 0 389,700 0
AES CORP COM 00130H105 21,374 1,552,213 SH   OTR 1 0 1,552,213 0
AFFILIATED MANAGERS GROUP COM 008252108 5,544 26,120 SH   OTR 1 0 26,120 0
AFLAC INC COM 001055102 21,926 358,910 SH   OTR 1 0 358,910 0
AGL RES INC COM 001204106 15,354 281,674 SH   OTR 1 0 281,674 0
AKAMAI TECHNOLOGIES INC COM 00971T101 4,429 70,340 SH   OTR 1 0 70,340 0
ALASKA AIR GROUP INC COM 011659109 12,609 211,000 SH   OTR 1 0 211,000 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 6,322 22,100 SH   OTR 1 0 22,100 0
ALLSTATE CORP COM 020002101 13,735 195,510 SH   OTR 1 0 195,510 0
ALTERA CORP COM 021441100 4,182 113,209 SH   OTR 1 0 113,209 0
ALTRIA GROUP INC COM 02209S103 68,469 1,389,662 SH   OTR 1 0 1,389,662 0
AMAZON COM INC COM 023135106 75,819 244,300 SH   OTR 1 0 244,300 0
AMEREN CORP COM 023608102 26,687 578,516 SH   OTR 1 0 578,516 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 11,618 837,000 SH   OTR 1 0 837,000 0
AMERICAN ELEC PWR INC COM 025537101 70,345 1,158,519 SH   OTR 1 0 1,158,519 0
AMERICAN EXPRESS CO COM 025816109 38,515 413,960 SH   OTR 1 0 413,960 0
AMERICAN INTL GROUP INC COM NEW 026874784 36,413 650,120 SH   OTR 1 0 650,120 0
AMERICAN TOWER CORP NEW COM 03027X100 18,167 183,780 SH   OTR 1 0 183,780 0
AMERIPRISE FINL INC COM 03076C106 11,408 86,260 SH   OTR 1 0 86,260 0
AMPHENOL CORP NEW CL A 032095101 6,120 113,738 SH   OTR 1 0 113,738 0
ANALOG DEVICES INC COM 032654105 6,334 114,090 SH   OTR 1 0 114,090 0
AON PLC SHS CL A G0408V102 12,535 132,180 SH   OTR 1 0 132,180 0
APARTMENT INVT & MGMT CO CL A 03748R101 2,522 67,890 SH   OTR 1 0 67,890 0
APPLE INC COM 037833100 236,156 2,139,483 SH   OTR 1 0 2,139,483 0
APPLIED MATLS INC COM 038222105 10,857 435,670 SH   OTR 1 0 435,670 0
ARCHER DANIELS MIDLAND CO COM 039483102 40,067 770,515 SH   OTR 1 0 770,515 0
ASSURANT INC COM 04621X108 2,249 32,870 SH   OTR 1 0 32,870 0
AT&T INC COM 00206R102 60,409 1,798,426 SH   OTR 1 0 1,798,426 0
AUTODESK INC COM 052769106 5,171 86,100 SH   OTR 1 0 86,100 0
AUTOMATIC DATA PROCESSING IN COM 053015103 14,247 170,888 SH   OTR 1 0 170,888 0
AUTONATION INC COM 05329W102 2,842 47,050 SH   OTR 1 0 47,050 0
AUTOZONE INC COM 053332102 12,809 20,690 SH   OTR 1 0 20,690 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 8,856 88,042 SH   OTR 1 0 88,042 0
AVALONBAY CMNTYS INC COM 053484101 9,981 61,090 SH   OTR 1 0 61,090 0
AVIVA PLC ADR 05382A104 3,008 201,850 SH   OTR 1 0 201,850 0
AVON PRODS INC COM 054303102 3,926 418,099 SH   OTR 1 0 418,099 0
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 2,839 302,336 SH   OTR 1 0 302,336 0
BANK AMER CORP COM 060505104 87,458 4,888,660 SH   OTR 1 0 4,888,660 0
BANK NEW YORK MELLON CORP COM 064058100 21,202 522,610 SH   OTR 1 0 522,610 0
BB&T CORP COM 054937107 24,825 638,330 SH   OTR 1 0 638,330 0
BED BATH & BEYOND INC COM 075896100 9,047 118,780 SH   OTR 1 0 118,780 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 127,296 847,790 SH   OTR 1 0 847,790 0
BEST BUY INC COM 086516101 19,135 490,890 SH   OTR 1 0 490,890 0
BIOGEN IDEC INC COM 09062X103 11,813 34,800 SH   OTR 1 0 34,800 0
BLACKROCK INC COM 09247X101 33,439 93,520 SH   OTR 1 0 93,520 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 11,976 354,000 SH   OTR 1 0 354,000 0
BLOCK H & R INC COM 093671105 6,008 178,390 SH   OTR 1 0 178,390 0
BORGWARNER INC COM 099724106 8,094 147,290 SH   OTR 1 0 147,290 0
BOSTON PROPERTIES INC COM 101121101 9,127 70,920 SH   OTR 1 0 70,920 0
BROADCOM CORP CL A 111320107 8,349 192,685 SH   OTR 1 0 192,685 0
BROWN FORMAN CORP CL B 115637209 12,617 143,634 SH   OTR 1 0 143,634 0
CA INC COM 12673P105 3,622 118,946 SH   OTR 1 0 118,946 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2,940 142,430 SH   OTR 1 0 142,430 0
CAMECO CORP COM 13321L108 2,756 167,950 SH   OTR 1 0 167,950 0
CAMPBELL SOUP CO COM 134429109 7,964 180,989 SH   OTR 1 0 180,989 0
CANADIAN NAT RES LTD COM 136385101 2,915 94,400 SH   OTR 1 0 94,400 0
CAPITAL ONE FINL CORP COM 14040H105 21,388 259,090 SH   OTR 1 0 259,090 0
CARMAX INC COM 143130102 9,207 138,280 SH   OTR 1 0 138,280 0
CARNIVAL CORP PAIRED CTF 143658300 13,116 289,340 SH   OTR 1 0 289,340 0
CBRE GROUP INC CL A 12504L109 4,482 130,870 SH   OTR 1 0 130,870 0
CBS CORP NEW CL B 124857202 17,012 307,410 SH   OTR 1 0 307,410 0
CENTERPOINT ENERGY INC COM 15189T107 24,045 1,026,244 SH   OTR 1 0 1,026,244 0
CENTURYLINK INC COM 156700106 8,206 207,319 SH   OTR 1 0 207,319 0
CF INDS HLDGS INC COM 125269100 11,665 42,800 SH   OTR 1 0 42,800 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 13,718 20,040 SH   OTR 1 0 20,040 0
CHUBB CORP COM 171232101 11,342 109,620 SH   OTR 1 0 109,620 0
CINCINNATI FINL CORP COM 172062101 3,536 68,220 SH   OTR 1 0 68,220 0
CISCO SYS INC COM 17275R102 49,329 1,773,470 SH   OTR 1 0 1,773,470 0
CITIGROUP INC COM NEW 172967424 76,169 1,407,670 SH   OTR 1 0 1,407,670 0
CITRIX SYS INC COM 177376100 3,774 59,146 SH   OTR 1 0 59,146 0
CLOROX CO DEL COM 189054109 12,443 119,399 SH   OTR 1 0 119,399 0
CME GROUP INC COM 12572Q105 13,118 147,980 SH   OTR 1 0 147,980 0
CMS ENERGY CORP COM 125896100 22,986 661,460 SH   OTR 1 0 661,460 0
COACH INC COM 189754104 6,668 177,540 SH   OTR 1 0 177,540 0
COCA COLA CO COM 191216100 129,330 3,063,250 SH   OTR 1 0 3,063,250 0
COCA COLA ENTERPRISES INC NE COM 19122T109 9,217 208,434 SH   OTR 1 0 208,434 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 11,589 220,081 SH   OTR 1 0 220,081 0
COLGATE PALMOLIVE CO COM 194162103 47,700 689,411 SH   OTR 1 0 689,411 0
COMCAST CORP NEW CL A 20030N101 96,254 1,659,270 SH   OTR 1 0 1,659,270 0
COMERICA INC COM 200340107 3,979 84,950 SH   OTR 1 0 84,950 0
COMPUTER SCIENCES CORP COM 205363104 3,305 52,426 SH   OTR 1 0 52,426 0
CONAGRA FOODS INC COM 205887102 13,957 384,689 SH   OTR 1 0 384,689 0
CONSOLIDATED EDISON INC COM 209115104 45,866 694,832 SH   OTR 1 0 694,832 0
CONSTELLATION BRANDS INC CL A 21036P108 19,267 196,259 SH   OTR 1 0 196,259 0
CONTINENTAL RESOURCES INC COM 212015101 12,544 327,000 SH   OTR 1 0 327,000 0
CORNING INC COM 219350105 10,450 455,742 SH   OTR 1 0 455,742 0
COSTCO WHSL CORP NEW COM 22160K105 50,217 354,268 SH   OTR 1 0 354,268 0
CROWN CASTLE INTL CORP NEW COM 22822V101 12,260 155,780 SH   OTR 1 0 155,780 0
CUMMINS INC COM 231021106 11,822 82,000 SH   OTR 1 0 82,000 0
CVS HEALTH CORP COM 126650100 88,230 916,107 SH   OTR 1 0 916,107 0
D R HORTON INC COM 23331A109 5,369 212,310 SH   OTR 1 0 212,310 0
DARDEN RESTAURANTS INC COM 237194105 4,991 85,120 SH   OTR 1 0 85,120 0
DELPHI AUTOMOTIVE PLC SHS G27823106 13,904 191,200 SH   OTR 1 0 191,200 0
DIRECTV COM 25490A309 28,082 323,900 SH   OTR 1 0 323,900 0
DISCOVER FINL SVCS COM 254709108 13,835 211,260 SH   OTR 1 0 211,260 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 3,361 97,550 SH   OTR 1 0 97,550 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 5,918 175,500 SH   OTR 1 0 175,500 0
DISNEY WALT CO COM DISNEY 254687106 94,600 1,004,350 SH   OTR 1 0 1,004,350 0
DOLLAR GEN CORP NEW COM 256677105 13,798 195,160 SH   OTR 1 0 195,160 0
DOLLAR TREE INC COM 256746108 9,256 131,520 SH   OTR 1 0 131,520 0
DOMINION RES INC VA NEW COM 25746U109 105,896 1,377,061 SH   OTR 1 0 1,377,061 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 12,842 179,157 SH   OTR 1 0 179,157 0
DTE ENERGY CO COM 233331107 36,488 422,464 SH   OTR 1 0 422,464 0
DUKE ENERGY CORP NEW COM NEW 26441C204 128,651 1,539,994 SH   OTR 1 0 1,539,994 0
E M C CORP MASS COM 268648102 33,219 1,116,966 SH   OTR 1 0 1,116,966 0
E TRADE FINANCIAL CORP COM NEW 269246401 3,308 136,400 SH   OTR 1 0 136,400 0
EBAY INC COM 278642103 22,390 398,973 SH   OTR 1 0 398,973 0
EDISON INTL COM 281020107 50,601 772,775 SH   OTR 1 0 772,775 0
ELECTRONIC ARTS INC COM 285512109 5,451 115,950 SH   OTR 1 0 115,950 0
ENCANA CORP COM 292505104 2,499 180,150 SH   OTR 1 0 180,150 0
ENTERGY CORP NEW COM 29364G103 37,257 425,894 SH   OTR 1 0 425,894 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 12,116 168,650 SH   OTR 1 0 168,650 0
ESSEX PPTY TR INC COM 297178105 6,188 29,950 SH   OTR 1 0 29,950 0
EXELON CORP COM 30161N101 75,234 2,028,952 SH   OTR 1 0 2,028,952 0
EXPEDIA INC DEL COM NEW 30212P303 5,398 63,240 SH   OTR 1 0 63,240 0
F5 NETWORKS INC COM 315616102 3,321 25,458 SH   OTR 1 0 25,458 0
FACEBOOK INC CL A 30303M102 68,552 878,642 SH   OTR 1 0 878,642 0
FAMILY DLR STORES INC COM 307000109 4,856 61,310 SH   OTR 1 0 61,310 0
FEDEX CORP COM 31428X106 11,635 67,000 SH   OTR 1 0 67,000 0
FIDELITY NATL INFORMATION SV COM 31620M106 6,661 107,097 SH   OTR 1 0 107,097 0
FIFTH THIRD BANCORP COM 316773100 7,751 380,400 SH   OTR 1 0 380,400 0
FIRST SOLAR INC COM 336433107 1,130 25,349 SH   OTR 1 0 25,349 0
FIRSTENERGY CORP COM 337932107 38,674 991,905 SH   OTR 1 0 991,905 0
FISERV INC COM 337738108 6,389 90,019 SH   OTR 1 0 90,019 0
FLIR SYS INC COM 302445101 1,801 55,744 SH   OTR 1 0 55,744 0
FORD MTR CO DEL COM PAR $0.01 345370860 51,057 3,293,970 SH   OTR 1 0 3,293,970 0
FOSSIL GROUP INC COM 34988V106 3,266 29,490 SH   OTR 1 0 29,490 0
FRANKLIN RES INC COM 354613101 10,032 181,180 SH   OTR 1 0 181,180 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 2,822 423,101 SH   OTR 1 0 423,101 0
GAMESTOP CORP NEW CL A 36467W109 2,433 71,970 SH   OTR 1 0 71,970 0
GANNETT INC COM 364730101 4,659 145,910 SH   OTR 1 0 145,910 0
GAP INC DEL COM 364760108 7,182 170,550 SH   OTR 1 0 170,550 0
GARMIN LTD SHS H2906T109 4,119 77,960 SH   OTR 1 0 77,960 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 8,177 290,690 SH   OTR 1 0 290,690 0
GENERAL MLS INC COM 370334104 26,814 502,794 SH   OTR 1 0 502,794 0
GENERAL MTRS CO COM 37045V100 30,308 868,170 SH   OTR 1 0 868,170 0
GENUINE PARTS CO COM 372460105 10,466 98,210 SH   OTR 1 0 98,210 0
GENWORTH FINL INC COM CL A 37247D106 1,988 233,830 SH   OTR 1 0 233,830 0
GOLDMAN SACHS GROUP INC COM 38141G104 49,124 253,440 SH   OTR 1 0 253,440 0
GOODYEAR TIRE & RUBR CO COM 382550101 16,817 588,640 SH   OTR 1 0 588,640 0
GOOGLE INC CL A 38259P508 56,982 107,379 SH   OTR 1 0 107,379 0
GOOGLE INC CL C 38259P706 59,538 113,104 SH   OTR 1 0 113,104 0
HARLEY DAVIDSON INC COM 412822108 9,098 138,040 SH   OTR 1 0 138,040 0
HARMAN INTL INDS INC COM 413086109 4,711 44,150 SH   OTR 1 0 44,150 0
HARRIS CORP DEL COM 413875105 2,781 38,716 SH   OTR 1 0 38,716 0
HARTFORD FINL SVCS GROUP INC COM 416515104 8,317 199,490 SH   OTR 1 0 199,490 0
HASBRO INC COM 418056107 4,001 72,750 SH   OTR 1 0 72,750 0
HCA HOLDINGS INC COM 40412C101 11,816 161,000 SH   OTR 1 0 161,000 0
HCP INC COM 40414L109 9,433 214,250 SH   OTR 1 0 214,250 0
HEALTH CARE REIT INC COM 42217K106 11,559 152,750 SH   OTR 1 0 152,750 0
HELMERICH & PAYNE INC COM 423452101 9,237 137,000 SH   OTR 1 0 137,000 0
HERSHEY CO COM 427866108 13,790 132,683 SH   OTR 1 0 132,683 0
HEWLETT PACKARD CO COM 428236103 21,524 536,348 SH   OTR 1 0 536,348 0
HOME DEPOT INC COM 437076102 89,127 849,070 SH   OTR 1 0 849,070 0
HORMEL FOODS CORP COM 440452100 7,650 146,833 SH   OTR 1 0 146,833 0
HOST HOTELS & RESORTS INC COM 44107P104 8,310 349,600 SH   OTR 1 0 349,600 0
HUDSON CITY BANCORP COM 443683107 2,259 223,190 SH   OTR 1 0 223,190 0
HUNTINGTON BANCSHARES INC COM 446150104 3,951 375,540 SH   OTR 1 0 375,540 0
ING GROEP N V SPONSORED ADR 456837103 3,816 294,250 SH   OTR 1 0 294,250 0
INTEGRYS ENERGY GROUP INC COM 45822P105 15,004 192,731 SH   OTR 1 0 192,731 0
INTEL CORP COM 458140100 63,639 1,753,621 SH   OTR 1 0 1,753,621 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 11,447 52,200 SH   OTR 1 0 52,200 0
INTERNATIONAL BUSINESS MACHS COM 459200101 51,271 319,565 SH   OTR 1 0 319,565 0
INTERPUBLIC GROUP COS INC COM 460690100 5,574 268,350 SH   OTR 1 0 268,350 0
INTUIT COM 461202103 9,629 104,449 SH   OTR 1 0 104,449 0
INVESCO LTD SHS G491BT108 7,918 200,360 SH   OTR 1 0 200,360 0
IRON MTN INC COM 462846106 3,348 86,600 SH   OTR 1 0 86,600 0
ISHARES EMU ETF 464286608 103,542 2,850,050 SH   OTR 1 0 2,850,050 0
ISHARES MBS ETF 464288588 51,267 468,960 SH   OTR 1 0 468,960 0
ISHARES TR 7-10 Y TR BD ETF 464287440 51,634 487,160 SH   OTR 1 0 487,160 0
ISHARES TR MSCI EMG MKT ETF 464287234 106,676 2,715,090 SH   OTR 1 0 2,715,090 0
ISHARES TR NASDQ BIOTEC ETF 464287556 8,797 29,000 SH   OTR 1 0 29,000 0
ISHARES TR U.S. REAL ES ETF 464287739 33,720 438,840 SH   OTR 1 0 438,840 0
JOHNSON CTLS INC COM 478366107 20,714 428,510 SH   OTR 1 0 428,510 0
JPMORGAN CHASE & CO COM 46625H100 121,315 1,938,560 SH   OTR 1 0 1,938,560 0
JUNIPER NETWORKS INC COM 48203R104 3,054 136,817 SH   OTR 1 0 136,817 0
KELLOGG CO COM 487836108 14,607 223,206 SH   OTR 1 0 223,206 0
KEURIG GREEN MTN INC COM 49271M100 12,511 94,497 SH   OTR 1 0 94,497 0
KEYCORP NEW COM 493267108 5,640 405,730 SH   OTR 1 0 405,730 0
KIMBERLY CLARK CORP COM 494368103 35,131 304,062 SH   OTR 1 0 304,062 0
KIMCO RLTY CORP COM 49446R109 4,765 189,550 SH   OTR 1 0 189,550 0
KLA-TENCOR CORP COM 482480100 4,312 61,321 SH   OTR 1 0 61,321 0
KOHLS CORP COM 500255104 7,906 129,520 SH   OTR 1 0 129,520 0
KRAFT FOODS GROUP INC COM 50076Q106 28,633 456,951 SH   OTR 1 0 456,951 0
KROGER CO COM 501044101 27,765 432,404 SH   OTR 1 0 432,404 0
L BRANDS INC COM 501797104 13,656 157,780 SH   OTR 1 0 157,780 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 11,611 92,000 SH   OTR 1 0 92,000 0
LAM RESEARCH CORP COM 512807108 4,333 54,614 SH   OTR 1 0 54,614 0
LAUDER ESTEE COS INC CL A 518439104 15,104 198,217 SH   OTR 1 0 198,217 0
LEAR CORP COM NEW 521865204 11,868 121,000 SH   OTR 1 0 121,000 0
LEGG MASON INC COM 524901105 2,558 47,930 SH   OTR 1 0 47,930 0
LEGGETT & PLATT INC COM 524660107 3,845 90,240 SH   OTR 1 0 90,240 0
LENNAR CORP CL A 526057104 5,189 115,800 SH   OTR 1 0 115,800 0
LEUCADIA NATL CORP COM 527288104 3,253 145,090 SH   OTR 1 0 145,090 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 4,762 96,442 SH   OTR 1 0 96,442 0
LINCOLN NATL CORP IND COM 534187109 19,409 336,560 SH   OTR 1 0 336,560 0
LINEAR TECHNOLOGY CORP COM 535678106 4,057 88,970 SH   OTR 1 0 88,970 0
LOEWS CORP COM 540424108 5,790 137,790 SH   OTR 1 0 137,790 0
LORILLARD INC COM 544147101 19,393 308,113 SH   OTR 1 0 308,113 0
LOWES COS INC COM 548661107 43,063 625,920 SH   OTR 1 0 625,920 0
M & T BK CORP COM 55261F104 7,758 61,760 SH   OTR 1 0 61,760 0
MACERICH CO COM 554382101 5,476 65,650 SH   OTR 1 0 65,650 0
MACYS INC COM 55616P104 26,451 402,300 SH   OTR 1 0 402,300 0
MARINE HARVEST ASA SPONSORED ADR 56824R205 3,612 264,400 SH   OTR 1 0 264,400 0
MARKET VECTORS ETF TR AGRIBUS ETF 57060U605 4,074 77,550 SH   OTR 1 0 77,550 0
MARKET VECTORS ETF TR COAL ETF 57060U837 1,150 78,400 SH   OTR 1 0 78,400 0
MARRIOTT INTL INC NEW CL A 571903202 10,689 136,980 SH   OTR 1 0 136,980 0
MARSH & MCLENNAN COS INC COM 571748102 14,373 251,100 SH   OTR 1 0 251,100 0
MASTERCARD INC CL A 57636Q104 41,816 485,327 SH   OTR 1 0 485,327 0
MATTEL INC COM 577081102 6,769 218,730 SH   OTR 1 0 218,730 0
MCCORMICK & CO INC COM NON VTG 579780206 9,018 121,370 SH   OTR 1 0 121,370 0
MCDONALDS CORP COM 580135101 58,724 626,720 SH   OTR 1 0 626,720 0
MCGRAW HILL FINL INC COM 580645109 11,284 126,820 SH   OTR 1 0 126,820 0
MEAD JOHNSON NUTRITION CO COM 582839106 17,258 171,657 SH   OTR 1 0 171,657 0
MELCO CROWN ENTMT LTD ADR 585464100 2,898 114,100 SH   OTR 1 0 114,100 0
METLIFE INC COM 59156R108 28,588 528,530 SH   OTR 1 0 528,530 0
MICHAEL KORS HLDGS LTD SHS G60754101 20,942 278,860 SH   OTR 1 0 278,860 0
MICROCHIP TECHNOLOGY INC COM 595017104 3,371 74,722 SH   OTR 1 0 74,722 0
MICRON TECHNOLOGY INC COM 595112103 13,934 398,001 SH   OTR 1 0 398,001 0
MICROSOFT CORP COM 594918104 132,784 2,858,635 SH   OTR 1 0 2,858,635 0
MOHAWK INDS INC COM 608190104 6,135 39,490 SH   OTR 1 0 39,490 0
MOLSON COORS BREWING CO CL B 60871R209 11,695 156,936 SH   OTR 1 0 156,936 0
MONDELEZ INTL INC CL A 609207105 44,741 1,231,681 SH   OTR 1 0 1,231,681 0
MONSTER BEVERAGE CORP COM 611740101 14,002 129,225 SH   OTR 1 0 129,225 0
MOODYS CORP COM 615369105 8,213 85,720 SH   OTR 1 0 85,720 0
MORGAN STANLEY COM NEW 617446448 27,589 711,060 SH   OTR 1 0 711,060 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 5,041 75,154 SH   OTR 1 0 75,154 0
NASDAQ OMX GROUP INC COM 631103108 2,681 55,900 SH   OTR 1 0 55,900 0
NAVIENT CORP COM 63938C108 4,075 188,550 SH   OTR 1 0 188,550 0
NETAPP INC COM 64110D104 16,509 398,281 SH   OTR 1 0 398,281 0
NETFLIX INC COM 64110L106 13,237 38,750 SH   OTR 1 0 38,750 0
NEWELL RUBBERMAID INC COM 651229106 6,669 175,090 SH   OTR 1 0 175,090 0
NEWS CORP NEW CL A 65249B109 4,979 317,310 SH   OTR 1 0 317,310 0
NEXTERA ENERGY INC COM 65339F101 109,488 1,030,088 SH   OTR 1 0 1,030,088 0
NIDEC CORP SPONSORED ADR 654090109 4,742 292,550 SH   OTR 1 0 292,550 0
NIKE INC CL B 654106103 43,154 448,820 SH   OTR 1 0 448,820 0
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 3,931 153,500 SH   OTR 1 0 153,500 0
NISOURCE INC COM 65473P105 32,038 755,246 SH   OTR 1 0 755,246 0
NORDSTROM INC COM 655664100 7,212 90,840 SH   OTR 1 0 90,840 0
NORTHEAST UTILS COM 664397106 39,982 747,052 SH   OTR 1 0 747,052 0
NORTHERN TR CORP COM 665859104 6,936 102,910 SH   OTR 1 0 102,910 0
NOVARTIS A G SPONSORED ADR 66987V109 3,776 40,750 SH   OTR 1 0 40,750 0
NRG ENERGY INC COM NEW 629377508 21,449 795,891 SH   OTR 1 0 795,891 0
NVIDIA CORP COM 67066G104 3,745 186,770 SH   OTR 1 0 186,770 0
NXP SEMICONDUCTORS N V COM N6596X109 4,828 63,200 SH   OTR 1 0 63,200 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 12,626 65,550 SH   OTR 1 0 65,550 0
OMNICOM GROUP INC COM 681919106 12,422 160,340 SH   OTR 1 0 160,340 0
ORACLE CORP COM 68389X105 50,730 1,128,082 SH   OTR 1 0 1,128,082 0
ORIX CORP SPONSORED ADR 686330101 3,258 52,100 SH   OTR 1 0 52,100 0
PARKER HANNIFIN CORP COM 701094104 11,992 93,000 SH   OTR 1 0 93,000 0
PAYCHEX INC COM 704326107 5,553 120,272 SH   OTR 1 0 120,272 0
PEOPLES UNITED FINANCIAL INC COM 712704105 2,130 140,290 SH   OTR 1 0 140,290 0
PEPCO HOLDINGS INC COM 713291102 16,194 601,342 SH   OTR 1 0 601,342 0
PEPSICO INC COM 713448108 75,171 794,958 SH   OTR 1 0 794,958 0
PETSMART INC COM 716768106 5,154 63,400 SH   OTR 1 0 63,400 0
PG&E CORP COM 69331C108 60,018 1,127,317 SH   OTR 1 0 1,127,317 0
PHILIP MORRIS INTL INC COM 718172109 98,421 1,208,360 SH   OTR 1 0 1,208,360 0
PINNACLE WEST CAP CORP COM 723484101 18,221 266,737 SH   OTR 1 0 266,737 0
PLUM CREEK TIMBER CO INC COM 729251108 3,541 82,750 SH   OTR 1 0 82,750 0
PNC FINL SVCS GROUP INC COM 693475105 22,295 244,380 SH   OTR 1 0 244,380 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 9,059 491,000 SH   OTR 1 0 491,000 0
POWERSHARES DB G10 CURCY HAR COM UT BEN INT 73935Y102 13,678 535,550 SH   OTR 1 0 535,550 0
PPL CORP COM 69351T106 57,247 1,575,753 SH   OTR 1 0 1,575,753 0
PRICE T ROWE GROUP INC COM 74144T108 22,157 258,060 SH   OTR 1 0 258,060 0
PRICELINE GRP INC COM NEW 741503403 38,471 33,740 SH   OTR 1 0 33,740 0
PRINCIPAL FINL GROUP INC COM 74251V102 6,603 127,130 SH   OTR 1 0 127,130 0
PROCTER & GAMBLE CO COM 742718109 191,382 2,101,025 SH   OTR 1 0 2,101,025 0
PROGRESSIVE CORP OHIO COM 743315103 6,665 246,940 SH   OTR 1 0 246,940 0
PROLOGIS INC COM 74340W103 10,008 232,580 SH   OTR 1 0 232,580 0
PRUDENTIAL FINL INC COM 744320102 19,203 212,280 SH   OTR 1 0 212,280 0
PUBLIC STORAGE COM 74460D109 12,466 67,440 SH   OTR 1 0 67,440 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 49,400 1,192,942 SH   OTR 1 0 1,192,942 0
PULTE GROUP INC COM 745867101 4,610 214,830 SH   OTR 1 0 214,830 0
PVH CORP COM 693656100 6,765 52,780 SH   OTR 1 0 52,780 0
QUALCOMM INC COM 747525103 55,552 747,364 SH   OTR 1 0 747,364 0
RALPH LAUREN CORP CL A 751212101 7,255 39,180 SH   OTR 1 0 39,180 0
RED HAT INC COM 756577102 4,908 70,993 SH   OTR 1 0 70,993 0
REGIONS FINL CORP NEW COM 7591EP100 6,774 641,470 SH   OTR 1 0 641,470 0
REYNOLDS AMERICAN INC COM 761713106 17,212 267,810 SH   OTR 1 0 267,810 0
ROSS STORES INC COM 778296103 12,771 135,490 SH   OTR 1 0 135,490 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 20,560 249,420 SH   OTR 1 0 249,420 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 3,339 48,000 SH   OTR 1 0 48,000 0
SAFEWAY INC COM NEW 786514208 8,780 250,007 SH   OTR 1 0 250,007 0
SALESFORCE COM INC COM 79466L302 12,935 218,087 SH   OTR 1 0 218,087 0
SANDISK CORP COM 80004C101 8,160 83,280 SH   OTR 1 0 83,280 0
SCANA CORP NEW COM 80589M102 20,344 336,826 SH   OTR 1 0 336,826 0
SCHLUMBERGER LTD COM 806857108 8,285 97,000 SH   OTR 1 0 97,000 0
SCHWAB CHARLES CORP NEW COM 808513105 16,070 532,290 SH   OTR 1 0 532,290 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 4,923 65,400 SH   OTR 1 0 65,400 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 7,524 113,148 SH   OTR 1 0 113,148 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 610,986 8,468,280 SH   OTR 1 0 8,468,280 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 628,111 12,953,420 SH   OTR 1 0 12,953,420 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 635,551 25,699,580 SH   OTR 1 0 25,699,580 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 612,459 12,970,320 SH   OTR 1 0 12,970,320 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 76,920 1,860,210 SH   OTR 1 0 1,860,210 0
SEMPRA ENERGY COM 816851109 61,102 548,690 SH   OTR 1 0 548,690 0
SHIRE PLC SPONSORED ADR 82481R106 4,410 20,750 SH   OTR 1 0 20,750 0
SIMON PPTY GROUP INC NEW COM 828806109 26,373 144,820 SH   OTR 1 0 144,820 0
SMUCKER J M CO COM NEW 832696405 9,629 95,353 SH   OTR 1 0 95,353 0
SOUTHERN CO COM 842587107 104,307 2,123,940 SH   OTR 1 0 2,123,940 0
SOUTHWEST AIRLS CO COM 844741108 12,527 296,000 SH   OTR 1 0 296,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 33,976 165,300 SH   OTR 1 0 165,300 0
ST JUDE MED INC COM 790849103 11,250 173,000 SH   OTR 1 0 173,000 0
STAPLES INC COM 855030102 7,476 412,570 SH   OTR 1 0 412,570 0
STARBUCKS CORP COM 855244109 39,597 482,590 SH   OTR 1 0 482,590 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 9,275 114,410 SH   OTR 1 0 114,410 0
STATE STR CORP COM 857477103 15,300 194,900 SH   OTR 1 0 194,900 0
SUNTRUST BKS INC COM 867914103 10,127 241,700 SH   OTR 1 0 241,700 0
SYMANTEC CORP COM 871503108 6,390 249,056 SH   OTR 1 0 249,056 0
SYSCO CORP COM 871829107 19,964 502,988 SH   OTR 1 0 502,988 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 3,213 143,550 SH   OTR 1 0 143,550 0
TARGET CORP COM 87612E106 31,121 409,970 SH   OTR 1 0 409,970 0
TATA MTRS LTD SPONSORED ADR 876568502 2,890 68,350 SH   OTR 1 0 68,350 0
TE CONNECTIVITY LTD REG SHS H84989104 8,894 140,611 SH   OTR 1 0 140,611 0
TECO ENERGY INC COM 872375100 11,569 564,620 SH   OTR 1 0 564,620 0
TERADATA CORP DEL COM 88076W103 2,481 56,805 SH   OTR 1 0 56,805 0
TEXAS INSTRS INC COM 882508104 19,836 371,016 SH   OTR 1 0 371,016 0
TIFFANY & CO NEW COM 886547108 7,682 71,890 SH   OTR 1 0 71,890 0
TIME WARNER CABLE INC COM 88732J207 27,416 180,300 SH   OTR 1 0 180,300 0
TIME WARNER INC COM NEW 887317303 57,839 677,110 SH   OTR 1 0 677,110 0
TJX COS INC NEW COM 872540109 30,384 443,050 SH   OTR 1 0 443,050 0
TORCHMARK CORP COM 891027104 3,234 59,710 SH   OTR 1 0 59,710 0
TOTAL SYS SVCS INC COM 891906109 2,251 66,271 SH   OTR 1 0 66,271 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 3,401 27,100 SH   OTR 1 0 27,100 0
TRACTOR SUPPLY CO COM 892356106 6,836 86,730 SH   OTR 1 0 86,730 0
TRAVELERS COMPANIES INC COM 89417E109 16,273 153,740 SH   OTR 1 0 153,740 0
TRINITY INDS INC COM 896522109 11,792 421,000 SH   OTR 1 0 421,000 0
TRIPADVISOR INC COM 896945201 5,377 72,020 SH   OTR 1 0 72,020 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 45,871 1,194,390 SH   OTR 1 0 1,194,390 0
TYSON FOODS INC CL A 902494103 11,937 297,749 SH   OTR 1 0 297,749 0
UNDER ARMOUR INC CL A 904311107 7,250 106,780 SH   OTR 1 0 106,780 0
UNION PAC CORP COM 907818108 11,913 100,000 SH   OTR 1 0 100,000 0
UNITEDHEALTH GROUP INC COM 91324P102 12,434 123,000 SH   OTR 1 0 123,000 0
UNUM GROUP COM 91529Y106 4,068 116,630 SH   OTR 1 0 116,630 0
URBAN OUTFITTERS INC COM 917047102 2,289 65,170 SH   OTR 1 0 65,170 0
US BANCORP DEL COM NEW 902973304 37,374 831,460 SH   OTR 1 0 831,460 0
V F CORP COM 918204108 16,690 222,830 SH   OTR 1 0 222,830 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 4,415 30,850 SH   OTR 1 0 30,850 0
VALERO ENERGY CORP NEW COM 91913Y100 11,138 225,000 SH   OTR 1 0 225,000 0
VENTAS INC COM 92276F100 9,844 137,300 SH   OTR 1 0 137,300 0
VERISIGN INC COM 92343E102 2,373 41,635 SH   OTR 1 0 41,635 0
VERIZON COMMUNICATIONS INC COM 92343V104 78,999 1,688,726 SH   OTR 1 0 1,688,726 0
VIACOM INC NEW CL B 92553P201 29,405 390,770 SH   OTR 1 0 390,770 0
VISA INC COM CL A 92826C839 44,402 169,345 SH   OTR 1 0 169,345 0
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 2,737 80,100 SH   OTR 1 0 80,100 0
VORNADO RLTY TR SH BEN INT 929042109 9,597 81,530 SH   OTR 1 0 81,530 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 124,388 1,632,383 SH   OTR 1 0 1,632,383 0
WAL-MART STORES INC COM 931142103 105,366 1,226,896 SH   OTR 1 0 1,226,896 0
WELLS FARGO & CO NEW COM 949746101 120,334 2,195,070 SH   OTR 1 0 2,195,070 0
WESTERN DIGITAL CORP COM 958102105 21,394 193,257 SH   OTR 1 0 193,257 0
WESTERN UN CO COM 959802109 3,360 187,595 SH   OTR 1 0 187,595 0
WEYERHAEUSER CO COM 962166104 8,731 243,280 SH   OTR 1 0 243,280 0
WHIRLPOOL CORP COM 963320106 9,728 50,210 SH   OTR 1 0 50,210 0
WHOLE FOODS MKT INC COM 966837106 15,586 309,128 SH   OTR 1 0 309,128 0
WINDSTREAM HLDGS INC COM 97382A101 1,966 238,593 SH   OTR 1 0 238,593 0
WISCONSIN ENERGY CORP COM 976657106 28,032 531,514 SH   OTR 1 0 531,514 0
WISDOMTREE TR FUTRE STRAT FD 97717W125 8,840 202,900 SH   OTR 1 0 202,900 0
WYNDHAM WORLDWIDE CORP COM 98310W108 6,826 79,600 SH   OTR 1 0 79,600 0
WYNN RESORTS LTD COM 983134107 7,737 52,010 SH   OTR 1 0 52,010 0
XCEL ENERGY INC COM 98389B100 43,254 1,204,181 SH   OTR 1 0 1,204,181 0
XEROX CORP COM 984121103 5,575 402,267 SH   OTR 1 0 402,267 0
XILINX INC COM 983919101 4,205 97,137 SH   OTR 1 0 97,137 0
XL GROUP PLC SHS G98290102 4,100 119,290 SH   OTR 1 0 119,290 0
YAHOO INC COM 984332106 15,840 313,597 SH   OTR 1 0 313,597 0
YUM BRANDS INC COM 988498101 20,477 281,090 SH   OTR 1 0 281,090 0
ZIMMER HLDGS INC COM 98956P102 12,476 110,000 SH   OTR 1 0 110,000 0
ZIONS BANCORPORATION COM 989701107 2,703 94,820 SH   OTR 1 0 94,820 0