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
ABB LTD ADR 000375204 3,956 176,500 SH   SOLE   176,500 0 0
AFLAC INC COM 001055102 10,041 172,401 SH   SOLE   172,401 0 0
AGL RESOURCES INC COM 001204106 3,063 59,632 SH   SOLE   59,632 0 0
ABBOTT LABS COM 002824100 9,318 224,098 SH   SOLE   224,098 0 0
AEGON N V ORD 007924103 1,373 167,000 SH   SOLE   167,000 0 0
AFFILIATED MANAGERS GROUP COM 008252108 1,511 7,542 SH   SOLE   7,542 0 0
AGNICO EAGLE MINES LTD COM 008474108 133 4,600 SH   SOLE   4,600 0 0
AGRIUM INC COM 008916108 293 3,300 SH   SOLE   3,300 0 0
AIR PRODS & CHEMS INC COM 009158106 9,784 75,173 SH   SOLE   75,173 0 0
AIRGAS INC COM 009363102 1,558 14,088 SH   SOLE   14,088 0 0
ALCOA INC COM 013817101 3,065 190,637 SH   SOLE   190,637 0 0
ALCATEL LUCENT ADR 013904305 403 133,200 SH   SOLE   133,200 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 4,207 25,350 SH   SOLE   25,350 0 0
ALLERGAN INC COM 018490102 1,651 9,264 SH   SOLE   9,264 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 2,936 11,828 SH   SOLE   11,828 0 0
ALLSTATE CORP COM 020002101 4,208 68,599 SH   SOLE   68,599 0 0
ALTERA CORP COM 021441100 2,708 75,703 SH   SOLE   75,703 0 0
AMAZON COM INC COM 023135106 10,565 32,771 SH   SOLE   32,771 0 0
AMEREN CORP COM 023608102 3,274 85,487 SH   SOLE   85,487 0 0
AMERICAN ELEC PWR INC COM 025537101 8,150 156,125 SH   SOLE   156,125 0 0
AMERICAN EXPRESS CO COM 025816109 11,487 131,202 SH   SOLE   131,202 0 0
AMERICAN INTL GROUP INC COM 026874784 12,204 225,952 SH   SOLE   225,952 0 0
AMETEK INC NEW COM 031100100 1,521 30,291 SH   SOLE   30,291 0 0
AMGEN INC COM 031162100 9,176 65,350 SH   SOLE   65,350 0 0
AMPHENOL CORP NEW COM 032095101 2,432 24,336 SH   SOLE   24,336 0 0
ANADARKO PETE CORP COM 032511107 5,250 51,753 SH   SOLE   51,753 0 0
ANALOG DEVICES INC COM 032654105 11,493 232,265 SH   SOLE   232,265 0 0
APACHE CORP COM 037411105 8,254 87,934 SH   SOLE   87,934 0 0
APPLE COMPUTER INC COM 037833100 82,568 819,517 SH   SOLE   819,517 0 0
APPLIED MATLS INC COM 038222105 10,963 507,489 SH   SOLE   507,489 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 48,650 951,999 SH   SOLE   951,999 0 0
ARM HLDGS PLC ADR 042068106 647 14,800 SH   SOLE   14,800 0 0
ASTRAZENECA PLC ADR 046353108 2,258 31,600 SH   SOLE   31,600 0 0
AUTODESK INC COM 052769106 2,736 49,633 SH   SOLE   49,633 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 12,185 146,706 SH   SOLE   146,706 0 0
AUTOZONE INC COM 053332102 14,367 28,186 SH   SOLE   28,186 0 0
AVALONBAY CMNTYS INC COM 053484101 4,813 34,143 SH   SOLE   34,143 0 0
AVERY DENNISON CORP COM 053611109 1,430 32,031 SH   SOLE   32,031 0 0
AVON PRODS INC COM 054303102 2,099 166,633 SH   SOLE   166,633 0 0
BB&T CORP COM 054937107 2,662 71,540 SH   SOLE   71,540 0 0
BP PLC ADR 055622104 1,991 45,314 SH   SOLE   45,314 0 0
BAKER HUGHES INC COM 057224107 16,323 250,916 SH   SOLE   250,916 0 0
BALL CORP COM 058498106 2,228 35,195 SH   SOLE   35,195 0 0
BANK OF AMERICA CORPORATION COM 060505104 19,735 1,157,473 SH   SOLE   1,157,473 0 0
BANK MONTREAL QUE COM 063671101 766 10,400 SH   SOLE   10,400 0 0
BANK NEW YORK INC COM 064058100 20,191 521,326 SH   SOLE   521,326 0 0
BANK NOVA SCOTIA HALIFAX COM 064149107 859 13,900 SH   SOLE   13,900 0 0
BARD C R INC COM 067383109 7,330 51,362 SH   SOLE   51,362 0 0
BARRICK GOLD CORP COM 067901108 188 12,800 SH   SOLE   12,800 0 0
BAXTER INTL INC COM 071813109 11,016 153,500 SH   SOLE   153,500 0 0
BECTON DICKINSON & CO COM 075887109 13,102 115,118 SH   SOLE   115,118 0 0
BED BATH & BEYOND INC COM 075896100 20,312 308,551 SH   SOLE   308,551 0 0
BEMIS INC COM 081437105 2,183 57,402 SH   SOLE   57,402 0 0
BERKSHIRE HATHAWAY INC DEL COM 084670702 24,522 177,500 SH   SOLE   177,500 0 0
BEST BUY INC COM 086516101 10,606 315,672 SH   SOLE   315,672 0 0
BHP BILLITON LTD ADR 088606108 6,365 108,100 SH   SOLE   108,100 0 0
BLOCK H & R INC COM 093671105 9,195 296,547 SH   SOLE   296,547 0 0
BOEING CO COM 097023105 3,098 24,316 SH   SOLE   24,316 0 0
BORG WARNER INC COM 099724106 8,797 167,199 SH   SOLE   167,199 0 0
BOSTON PPTYS LTD PARTNERSHIP COM 101121101 3,449 29,751 SH   SOLE   29,751 0 0
BOSTON SCIENTIFIC CORP COM 101137107 3,008 254,678 SH   SOLE   254,678 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 16,025 313,129 SH   SOLE   313,129 0 0
BROADCOM CORP COM 111320107 3,274 80,969 SH   SOLE   80,969 0 0
BROOKFIELD ASSET MGMT INC LTD VT SH 112585104 2,248 50,000 SH   SOLE   50,000 0 0
CAE INC COM 124765108 147 12,100 SH   SOLE   12,100 0 0
CBS CORP NEW COM 124857202 7,245 135,422 SH   SOLE   135,422 0 0
CF INDS HLDGS INC COM 125269100 2,800 10,026 SH   SOLE   10,026 0 0
CIGNA CORP COM 125509109 6,588 72,628 SH   SOLE   72,628 0 0
CMS ENERGY CORP COM 125896100 3,373 113,647 SH   SOLE   113,647 0 0
CSX CORP COM 126408103 4,184 130,537 SH   SOLE   130,537 0 0
CVS CORP COM 126650100 50,397 633,196 SH   SOLE   633,196 0 0
CABOT OIL & GAS CORP COM 127097103 2,524 77,220 SH   SOLE   77,220 0 0
CAMPBELL SOUP CO COM 134429109 9,934 232,515 SH   SOLE   232,515 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 772 8,600 SH   SOLE   8,600 0 0
CANADIAN NATL RY CO COM 136375102 1,823 25,700 SH   SOLE   25,700 0 0
CANADIAN NAT RES LTD COM 136385101 392 10,100 SH   SOLE   10,100 0 0
CANADIAN SOLAR INC COM 136635109 122 3,400 SH   SOLE   3,400 0 0
CANON INC ADR 138006309 2,946 90,400 SH   SOLE   90,400 0 0
CARMAX INC COM 143130102 2,644 56,988 SH   SOLE   56,988 0 0
CATAMARAN CORP COM 148887102 384 9,100 SH   SOLE   9,100 0 0
CATERPILLAR INC DEL COM 149123101 24,837 250,798 SH   SOLE   250,798 0 0
CELGENE CORP COM 151020104 21,224 223,909 SH   SOLE   223,909 0 0
CENTURYTEL INC COM 156700106 15,327 374,880 SH   SOLE   374,880 0 0
CERNER CORP COM 156782104 3,716 62,365 SH   SOLE   62,365 0 0
CHESAPEAKE ENERGY CORP COM 165167107 2,317 100,728 SH   SOLE   100,728 0 0
CHEVRONTEXACO CORP COM 166764100 28,302 237,174 SH   SOLE   237,174 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 3,504 5,256 SH   SOLE   5,256 0 0
CHUBB CORP COM 171232101 5,932 65,131 SH   SOLE   65,131 0 0
CIMAREX ENERGY CO COM 171798101 1,379 10,902 SH   SOLE   10,902 0 0
CINCINNATI FINL CORP COM 172062101 9,808 208,426 SH   SOLE   208,426 0 0
CINTAS CORP COM 172908105 5,913 83,759 SH   SOLE   83,759 0 0
CITIGROUP INC COM 172967424 13,491 260,393 SH   SOLE   260,393 0 0
CITRIX SYS INC COM 177376100 8,752 122,692 SH   SOLE   122,692 0 0
CLOROX CO DEL COM 189054109 33,177 345,441 SH   SOLE   345,441 0 0
COACH INC COM 189754104 10,904 306,232 SH   SOLE   306,232 0 0
COGNIZANT TECHNOLOGY SOL COM 192446102 10,433 233,059 SH   SOLE   233,059 0 0
COLGATE PALMOLIVE CO COM 194162103 11,795 180,814 SH   SOLE   180,814 0 0
COMERICA INC COM 200340107 5,387 107,994 SH   SOLE   107,994 0 0
COMPUTER SCIENCES CORP COM 205363104 4,053 66,296 SH   SOLE   66,296 0 0
CONAGRA FOODS INC COM 205887102 20,680 625,983 SH   SOLE   625,983 0 0
CONSOLIDATED EDISON INC COM 209115104 26,859 474,106 SH   SOLE   474,106 0 0
CORNING INC COM 219350105 10,946 566,071 SH   SOLE   566,071 0 0
CREDIT SUISSE GROUP ADR 225401108 2,021 73,100 SH   SOLE   73,100 0 0
CUMMINS INC COM 231021106 10,855 82,244 SH   SOLE   82,244 0 0
DTE ENERGY CO COM 233331107 2,522 33,203 SH   SOLE   33,203 0 0
DANAHER CORP DEL COM 235851102 14,465 190,352 SH   SOLE   190,352 0 0
DARDEN RESTAURANTS INC COM 237194105 16,372 318,186 SH   SOLE   318,186 0 0
DEERE & CO COM 244199105 3,940 48,061 SH   SOLE   48,061 0 0
DELTA AIR LINES INC DEL COM 247361702 7,426 205,404 SH   SOLE   205,404 0 0
DENBURY RES INC COM 247916208 1,362 90,554 SH   SOLE   90,554 0 0
DENTSPLY INTL INC NEW COM 249030107 1,480 32,460 SH   SOLE   32,460 0 0
DISNEY WALT CO COM 254687106 30,623 343,978 SH   SOLE   343,978 0 0
DISCOVER FINL SVCS COM 254709108 20,665 320,967 SH   SOLE   320,967 0 0
DOLLAR GEN CORP NEW COM 256677105 11,104 181,715 SH   SOLE   181,715 0 0
DOLLAR TREE STORES INC COM 256746108 6,449 115,016 SH   SOLE   115,016 0 0
DORMAN PRODUCTS INC COM 258278100 1,442 36,000 SH   SOLE   36,000 0 0
DOVER CORP COM 260003108 7,549 93,948 SH   SOLE   93,948 0 0
DOW CHEM CO COM 260543103 37,403 713,246 SH   SOLE   713,246 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 14,682 204,586 SH   SOLE   204,586 0 0
E M C CORP MASS COM 268648102 9,827 335,814 SH   SOLE   335,814 0 0
E TRADE FINANCIAL CORP COM 269246401 1,607 71,159 SH   SOLE   71,159 0 0
EASTMAN CHEM CO COM 277432100 3,282 40,575 SH   SOLE   40,575 0 0
EBAY INC COM 278642103 6,144 108,465 SH   SOLE   108,465 0 0
ECOLAB INC COM 278865100 3,995 34,793 SH   SOLE   34,793 0 0
EDISON INTL COM 281020107 3,342 59,747 SH   SOLE   59,747 0 0
ELDORADO GOLD CORP COM 284902103 134 19,900 SH   SOLE   19,900 0 0
ELECTRONIC ARTS INC COM 285512109 1,539 43,194 SH   SOLE   43,194 0 0
EMERSON ELEC CO COM 291011104 12,537 200,318 SH   SOLE   200,318 0 0
ENCANA CORP COM 292505104 167 7,900 SH   SOLE   7,900 0 0
ENERPLUS CORP COM 292766102 336 17,700 SH   SOLE   17,700 0 0
ENTERPRISE PRODS PARTNERS COM 293792107 8,060 200,000 SH   SOLE   200,000 0 0
EQUIFAX INC COM 294429105 3,422 45,781 SH   SOLE   45,781 0 0
ERICSSON (LM) TEL ADR 294821608 2,933 232,900 SH   SOLE   232,900 0 0
ESSEX PPTY TR INC COM 297178105 1,430 7,998 SH   SOLE   7,998 0 0
EXPEDITORS INTL WASH INC COM 302130109 8,239 202,995 SH   SOLE   202,995 0 0
FLIR SYS INC COM 302445101 1,437 45,787 SH   SOLE   45,787 0 0
F M C CORP COM 302491303 2,114 36,976 SH   SOLE   36,976 0 0
FAMILY DLR STORES INC COM 307000109 664 8,598 SH   SOLE   8,598 0 0
FASTENAL CO COM 311900104 12,878 286,836 SH   SOLE   286,836 0 0
F5 NETWORKS INC COM 315616102 1,544 13,009 SH   SOLE   13,009 0 0
FIFTH THIRD BANCORP COM 316773100 10,595 529,377 SH   SOLE   529,377 0 0
FIRST SOLAR INC COM 336433107 2,071 31,494 SH   SOLE   31,494 0 0
FISERV INC COM 337738108 7,122 110,213 SH   SOLE   110,213 0 0
FIRSTENERGY CORP COM 337932107 6,790 202,365 SH   SOLE   202,365 0 0
FLUOR CORP NEW COM 343412102 3,993 59,744 SH   SOLE   59,744 0 0
FORD MTR CO DEL COM 345370860 5,565 376,159 SH   SOLE   376,159 0 0
FRANCO NEVADA CORP COM 351858105 284 5,800 SH   SOLE   5,800 0 0
BENNEFICIAL LIFE COM 354613101 3,975 72,825 SH   SOLE   72,825 0 0
FRESENIUS MED CARE AG&CO KGA ADR 358029106 2,623 75,600 SH   SOLE   75,600 0 0
GANNETT INC COM 364730101 2,452 82,636 SH   SOLE   82,636 0 0
GAP INC DEL COM 364760108 9,395 225,326 SH   SOLE   225,326 0 0
GENERAL DYNAMICS CORP COM 369550108 28,882 227,250 SH   SOLE   227,250 0 0
GENERAL ELEC CO COM 369604103 28,341 1,106,235 SH   SOLE   1,106,235 0 0
GENERAL GROWTH PPTYS INC COM 370023103 1,518 64,449 SH   SOLE   64,449 0 0
GENERAL MLS INC COM 370334104 21,422 424,620 SH   SOLE   424,620 0 0
GENUINE PARTS CO COM 372460105 12,908 147,154 SH   SOLE   147,154 0 0
GILEAD SCIENCES INC COM 375558103 41,434 389,256 SH   SOLE   389,256 0 0
GILDAN ACTIVEWEAR INC SHS 375916103 886 16,200 SH   SOLE   16,200 0 0
GOLDCORP INC NEW COM 380956409 272 11,800 SH   SOLE   11,800 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,371 60,624 SH   SOLE   60,624 0 0
GRAHAM HOLDINGS COMPANY COM 384637104 2,315 3,312 SH   SOLE   3,312 0 0
GRAINGER W W INC COM 384802104 3,110 12,362 SH   SOLE   12,362 0 0
GRIFOLS S A ADR 398438408 706 20,100 SH   SOLE   20,100 0 0
HSBC CAPITAL FUNDING LP ADR 404280406 3,580 70,370 SH   SOLE   70,370 0 0
HALLIBURTON CO COM 406216101 26,024 403,378 SH   SOLE   403,378 0 0
HARLEY DAVIDSON INC COM 412822108 3,044 52,350 SH   SOLE   52,350 0 0
HARMAN INTL INDS INC COM 413086109 1,939 19,773 SH   SOLE   19,773 0 0
HARRIS CORP DEL COM 413875105 4,808 72,405 SH   SOLE   72,405 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 4,593 123,281 SH   SOLE   123,281 0 0
HASBRO INC COM 418056107 9,894 179,965 SH   SOLE   179,965 0 0
HELMERICH & PAYNE INC COM 423452101 14,436 147,480 SH   SOLE   147,480 0 0
HERSHEY FOODS CORP COM 427866108 4,195 43,948 SH   SOLE   43,948 0 0
HEWLETT PACKARD CO COM 428236103 6,400 180,417 SH   SOLE   180,417 0 0
HOME DEPOT INC COM 437076102 25,691 280,053 SH   SOLE   280,053 0 0
HONDA MOTOR LTD SHS 438128308 5,098 148,700 SH   SOLE   148,700 0 0
HONEYWELL INTL INC COM 438516106 14,307 153,625 SH   SOLE   153,625 0 0
HORMEL FOODS CORP COM 440452100 24,108 469,168 SH   SOLE   469,168 0 0
HOSPIRA INC COM 441060100 1,465 28,132 SH   SOLE   28,132 0 0
HUDSON CITY BANCORP COM 443683107 1,519 156,361 SH   SOLE   156,361 0 0
HUMANA INC COM 444859102 12,377 95,004 SH   SOLE   95,004 0 0
HUNTINGTON BANCSHARES INC COM 446150104 2,343 240,921 SH   SOLE   240,921 0 0
ILLINOIS TOOL WKS INC COM 452308109 10,854 128,604 SH   SOLE   128,604 0 0
ING GROUP N V ADR 456837103 1,441 101,500 SH   SOLE   101,500 0 0
INTEL CORP COM 458140100 33,691 967,591 SH   SOLE   967,591 0 0
INTERNATIONAL BUSINESS MAC COM 459200101 26,418 139,152 SH   SOLE   139,152 0 0
INTL FLAVORS & FRAGRANCE COM 459506101 6,929 72,256 SH   SOLE   72,256 0 0
INTL PAPER CO COM 460146103 2,365 49,500 SH   SOLE   49,500 0 0
INTERPUBLIC GROUP COS INC COM 460690100 2,525 137,803 SH   SOLE   137,803 0 0
INTUIT COM 461202103 18,096 206,458 SH   SOLE   206,458 0 0
IRON MTN INC COM 462846106 1,428 43,714 SH   SOLE   43,714 0 0
ISHARES TR MSCI EAFE IDX 464287465 11,092 173,000 SH   SOLE   173,000 0 0
JABIL CIRCUIT INC COM 466313103 2,372 117,639 SH   SOLE   117,639 0 0
JACOBS ENGR GROUP INC COM 469814107 1,433 29,353 SH   SOLE   29,353 0 0
JOHNSON & JOHNSON COM 478160104 84,889 796,363 SH   SOLE   796,363 0 0
JOHNSON CTLS INC COM 478366107 8,602 195,539 SH   SOLE   195,539 0 0
JOY GLOBAL INC COM 481165108 1,379 25,274 SH   SOLE   25,274 0 0
KLA-TENCOR CORP COM 482480100 14,372 182,448 SH   SOLE   182,448 0 0
KANSAS CITY SOUTHERN COM 485170302 3,116 25,725 SH   SOLE   25,725 0 0
KELLOGG CO COM 487836108 11,808 191,663 SH   SOLE   191,663 0 0
KEYCORP NEW COM 493267108 4,630 347,540 SH   SOLE   347,540 0 0
KIMBERLY CLARK CORP COM 494368103 40,638 377,771 SH   SOLE   377,771 0 0
KOHLS CORP COM 500255104 8,441 138,325 SH   SOLE   138,325 0 0
KONINKLIJKE PHILIPS ELECTRS NY REG SH 500472303 1,417 44,689 SH   SOLE   44,689 0 0
KROGER CO COM 501044101 9,997 192,270 SH   SOLE   192,270 0 0
KYOCERA CORP ADR 501556203 448 9,600 SH   SOLE   9,600 0 0
LKQ CORP COM 501889208 6,359 239,100 SH   SOLE   239,100 0 0
L-3 COMMUNICATIONS HLDGS COM 502424104 16,553 139,180 SH   SOLE   139,180 0 0
LAM RESEARCH CORP COM 512807108 3,553 47,562 SH   SOLE   47,562 0 0
LAUDER ESTEE COS INC COM 518439104 2,527 33,853 SH   SOLE   33,853 0 0
LEGGETT & PLATT INC COM 524660107 6,793 194,517 SH   SOLE   194,517 0 0
LEGG MASON INC COM 524901105 19,096 373,195 SH   SOLE   373,195 0 0
LENNAR CORP COM 526057104 2,635 67,862 SH   SOLE   67,862 0 0
LILLY ELI & CO COM 532457108 21,713 334,838 SH   SOLE   334,838 0 0
LINCOLN NATL CORP IND COM 534187109 5,398 100,711 SH   SOLE   100,711 0 0
LINEAR TECHNOLOGY CORP COM 535678106 9,341 210,413 SH   SOLE   210,413 0 0
LLOYDS TSB GROUP PLC ADR 539439109 1,751 347,300 SH   SOLE   347,300 0 0
LOCKHEED MARTIN CORP COM 539830109 35,202 192,590 SH   SOLE   192,590 0 0
LOEWS CORP COM 540424108 2,484 59,660 SH   SOLE   59,660 0 0
LOWES COS INC COM 548661107 9,084 171,571 SH   SOLE   171,571 0 0
MACERICH CO COM 554382101 2,714 42,527 SH   SOLE   42,527 0 0
MARATHON OIL CORP COM 565849106 3,273 87,020 SH   SOLE   87,020 0 0
MARSH & MCLENNAN COS INC COM 571748102 10,595 202,460 SH   SOLE   202,460 0 0
MARRIOTT INTL INC NEW COM 571903202 11,216 160,450 SH   SOLE   160,450 0 0
MARTIN MARIETTA MATLS INC COM 573284106 2,453 19,023 SH   SOLE   19,023 0 0
MASCO CORP COM 574599106 3,084 128,961 SH   SOLE   128,961 0 0
MATTEL INC COM 577081102 8,886 289,855 SH   SOLE   289,855 0 0
MCCORMICK & CO INC COM 579780206 4,388 65,567 SH   SOLE   65,567 0 0
MCDONALDS CORP COM 580135101 45,949 484,624 SH   SOLE   484,624 0 0
MCGRAW HILL COS INC COM 580645109 20,154 238,654 SH   SOLE   238,654 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 8,697 90,388 SH   SOLE   90,388 0 0
MEADWESTVACO CORP COM 583334107 9,954 243,143 SH   SOLE   243,143 0 0
MEDTRONIC INC COM 585055106 6,442 103,971 SH   SOLE   103,971 0 0
MICROSOFT CORP COM 594918104 56,924 1,227,945 SH   SOLE   1,227,945 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 10,073 213,239 SH   SOLE   213,239 0 0
MICRON TECHNOLOGY INC COM 595112103 4,507 131,519 SH   SOLE   131,519 0 0
MITSUBISHI UFJ FINL GROUP IN ADR 606822104 4,137 737,400 SH   SOLE   737,400 0 0
MOHAWK INDS INC COM 608190104 1,533 11,372 SH   SOLE   11,372 0 0
MONDELEZ INTL INC. COM 609207105 35,275 1,029,454 SH   SOLE   1,029,454 0 0
MOODYS CORP COM 615369105 9,827 103,986 SH   SOLE   103,986 0 0
MORGAN STANLEY COM 617446448 6,141 177,620 SH   SOLE   177,620 0 0
MOTOROLA SOLUTIONS INC COM 620076307 15,667 247,601 SH   SOLE   247,601 0 0
MURPHY OIL CORP COM 626717102 1,417 24,867 SH   SOLE   24,867 0 0
MYLAN INC COM 628530107 3,238 71,202 SH   SOLE   71,202 0 0
NRG ENERGY INC COM 629377508 12,242 401,647 SH   SOLE   401,647 0 0
NASDAQ OMX GROUP INC COM 631103108 2,294 54,129 SH   SOLE   54,129 0 0
NATIONAL GRID PLC ADR 636274300 4,448 61,873 SH   SOLE   61,873 0 0
NATIONAL OILWELL VARCO INC COM 637071101 18,503 243,139 SH   SOLE   243,139 0 0
NEW GOLD INC CDA COM 644535106 138 27,200 SH   SOLE   27,200 0 0
NEWELL RUBBERMAID INC COM 651229106 1,593 46,292 SH   SOLE   46,292 0 0
NEWFIELD EXPL CO COM 651290108 1,370 36,975 SH   SOLE   36,975 0 0
NEWMONT MINING CORP COM 651639106 2,253 97,943 SH   SOLE   97,943 0 0
NICE SYS LTD ADR 653656108 1,530 37,500 SH   SOLE   37,500 0 0
NIDEC CORP ADR 654090109 734 43,400 SH   SOLE   43,400 0 0
NIKE INC COM 654106103 10,767 120,723 SH   SOLE   120,723 0 0
NIPPON TELEG & TEL CORP ADR 654624105 3,161 101,600 SH   SOLE   101,600 0 0
NOKIA CORP ADR 654902204 830 98,100 SH   SOLE   98,100 0 0
NOBLE ENERGY INC COM 655044105 3,480 50,939 SH   SOLE   50,939 0 0
NORDSTROM INC COM 655664100 2,262 33,114 SH   SOLE   33,114 0 0
NORFOLK SOUTHERN CORP COM 655844108 17,224 154,313 SH   SOLE   154,313 0 0
NORTHEAST UTILS COM 664397106 6,704 151,321 SH   SOLE   151,321 0 0
NORTHERN TR CORP COM 665859104 2,489 36,601 SH   SOLE   36,601 0 0
NORTHROP GRUMMAN CORP COM 666807102 53,089 402,917 SH   SOLE   402,917 0 0
NOVO-NORDISK A S ADR 670100205 3,057 64,200 SH   SOLE   64,200 0 0
NUCOR CORP COM 670346105 1,605 29,596 SH   SOLE   29,596 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 13,586 141,348 SH   SOLE   141,348 0 0
OMNICOM GROUP INC COM 681919106 6,158 89,439 SH   SOLE   89,439 0 0
ONEOK INC NEW COM 682680103 7,713 117,679 SH   SOLE   117,679 0 0
OPEN TEXT CORP COM 683715106 715 12,900 SH   SOLE   12,900 0 0
ORANGE ADR 684060106 1,419 96,300 SH   SOLE   96,300 0 0
ORIX CORP ADR 686330101 705 10,200 SH   SOLE   10,200 0 0
OWENS ILL INC COM 690768403 1,282 49,269 SH   SOLE   49,269 0 0
PNC FINL SVCS GROUP INC COM 693475105 4,636 54,164 SH   SOLE   54,164 0 0
PPG INDS INC COM 693506107 33,765 171,603 SH   SOLE   171,603 0 0
PVH CORP COM 693656100 2,383 19,675 SH   SOLE   19,675 0 0
PACCAR INC COM 693718108 4,090 71,969 SH   SOLE   71,969 0 0
PALL CORP COM 696429307 2,234 26,700 SH   SOLE   26,700 0 0
PAN AMERICAN SILVER CORP COM 697900108 126 11,500 SH   SOLE   11,500 0 0
PARKER HANNIFIN CORP COM 701094104 7,299 63,950 SH   SOLE   63,950 0 0
PATTERSON COS INC COM 703395103 1,601 38,624 SH   SOLE   38,624 0 0
PAYCHEX INC COM 704326107 10,792 244,146 SH   SOLE   244,146 0 0
PEABODY ENERGY CORP COM 704549104 1,232 99,493 SH   SOLE   99,493 0 0
PEARSON PLC ADR 705015105 1,248 62,300 SH   SOLE   62,300 0 0
PEMBINA PIPELINE CORP COM 706327103 695 16,500 SH   SOLE   16,500 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 14,130 976,595 SH   SOLE   976,595 0 0
PEPCO HOLDINGS INC COM 713291102 677 25,311 SH   SOLE   25,311 0 0
PERKINELMER INC COM 714046109 3,307 75,857 SH   SOLE   75,857 0 0
PETSMART INC. COM 716768106 6,527 93,095 SH   SOLE   93,095 0 0
PFIZER INC COM 717081103 45,176 1,527,816 SH   SOLE   1,527,816 0 0
PHILLIPS 66 COM 718546104 68,356 840,712 SH   SOLE   840,712 0 0
PINNACLE WEST CAP CORP COM 723484101 30,779 563,288 SH   SOLE   563,288 0 0
PIONEER NAT RES CO COM 723787107 3,980 20,210 SH   SOLE   20,210 0 0
PITNEY BOWES INC COM 724479100 8,168 326,832 SH   SOLE   326,832 0 0
PLUM CREEK TIMBER CO INC COM 729251108 2,164 55,449 SH   SOLE   55,449 0 0
PORTUGAL TELECOM SGPS S A ADR 737273102 176 84,500 SH   SOLE   84,500 0 0
PRECISION CASTPARTS CORP COM 740189105 8,257 34,858 SH   SOLE   34,858 0 0
PRICELINE COM INC COM 741503403 6,058 5,227 SH   SOLE   5,227 0 0
PROCTER & GAMBLE CO COM 742718109 70,826 845,832 SH   SOLE   845,832 0 0
PROGRESSIVE CORP OHIO COM 743315103 4,673 184,701 SH   SOLE   184,701 0 0
PRUDENTIAL FINL INC COM 744320102 20,925 237,927 SH   SOLE   237,927 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 13,040 350,149 SH   SOLE   350,149 0 0
PULTE HOMES INC COM 745867101 22,952 1,299,684 SH   SOLE   1,299,684 0 0
QUALCOMM INC COM 747525103 43,336 579,593 SH   SOLE   579,593 0 0
QUESTAR CORP COM 748356102 334 15,000 SH   SOLE   15,000 0 0
RALPH LAUREN CORP COM 751212101 2,302 13,986 SH   SOLE   13,986 0 0
RANDGOLD RES LTD ADR 752344309 507 7,500 SH   SOLE   7,500 0 0
RAYTHEON CO COM 755111507 48,167 474,039 SH   SOLE   474,039 0 0
RED HAT INC COM 756577102 1,442 25,663 SH   SOLE   25,663 0 0
REED ELSEVIER N V ADR 758204200 1,772 39,200 SH   SOLE   39,200 0 0
REPUBLIC SVCS INC COM 760759100 1,553 39,819 SH   SOLE   39,819 0 0
RIO TINTO ADR ADR 767204100 1,367 27,800 SH   SOLE   27,800 0 0
ROBERT HALF INTL INC COM 770323103 11,787 240,497 SH   SOLE   240,497 0 0
ROCKWELL AUTOMATION INC COM 773903109 15,269 138,996 SH   SOLE   138,996 0 0
ROCKWELL COLLINS INC COM 774341101 1,601 20,388 SH   SOLE   20,388 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 419 11,200 SH   SOLE   11,200 0 0
ROPER INDS INC NEW COM 776696106 1,529 10,433 SH   SOLE   10,433 0 0
ROSS STORES INC COM 778296103 2,655 35,080 SH   SOLE   35,080 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 1,114 15,600 SH   SOLE   15,600 0 0
ROYAL BK SCOTLAND GROUP PLC ADR 780097689 550 46,100 SH   SOLE   46,100 0 0
ROYAL DUTCH SHELL PLC ADR 780259206 3,236 42,500 SH   SOLE   42,500 0 0
RYANAIR HLDGS PLC ADR 783513104 440 7,800 SH   SOLE   7,800 0 0
RYDER SYS INC COM 783549108 3,628 40,340 SH   SOLE   40,340 0 0
SAFEWAY INC COM 786514208 4,190 122,152 SH   SOLE   122,152 0 0
ST JUDE MED INC COM 790849103 11,492 191,111 SH   SOLE   191,111 0 0
SAP ADR 803054204 2,952 40,900 SH   SOLE   40,900 0 0
SCHEIN HENRY INC COM 806407102 2,807 24,100 SH   SOLE   24,100 0 0
SCHLUMBERGER LTD COM 806857108 58,569 575,959 SH   SOLE   575,959 0 0
SCHWAB CHARLES CORP NEW COM 808513105 4,927 167,666 SH   SOLE   167,666 0 0
SCRIPPS NETWORKS INTERACT IN COM 811065101 4,268 54,678 SH   SOLE   54,678 0 0
SEMPRA ENERGY COM 816851109 3,695 35,074 SH   SOLE   35,074 0 0
SHERWIN WILLIAMS CO COM 824348106 3,124 14,270 SH   SOLE   14,270 0 0
SIGMA ALDRICH CORP COM 826552101 5,086 37,389 SH   SOLE   37,389 0 0
SILVER WHEATON CORP COM 828336107 198 9,900 SH   SOLE   9,900 0 0
SIMON PPTY GROUP INC NEW COM 828806109 6,507 39,617 SH   SOLE   39,617 0 0
SONY CORP ADR 835699307 2,522 139,800 SH   SOLE   139,800 0 0
SOUTHERN CO COM 842587107 20,847 477,604 SH   SOLE   477,604 0 0
SOUTHWEST AIRLS CO COM 844741108 34,644 1,025,865 SH   SOLE   1,025,865 0 0
SOUTHWESTERN ENERGY CO COM 845467109 2,082 59,601 SH   SOLE   59,601 0 0
SPECTRA ENERGY CORP COM 847560109 6,184 157,485 SH   SOLE   157,485 0 0
STANLEY WKS COM 854502101 5,120 57,699 SH   SOLE   57,699 0 0
STAPLES INC COM 855030102 12,480 1,031,341 SH   SOLE   1,031,341 0 0
STATE STR CORP COM 857477103 11,122 151,099 SH   SOLE   151,099 0 0
STERICYCLE INC COM 858912108 2,563 21,989 SH   SOLE   21,989 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 446 58,000 SH   SOLE   58,000 0 0
STRYKER CORP COM 863667101 9,712 120,287 SH   SOLE   120,287 0 0
SUN LIFE FINL INC COM 866796105 864 23,800 SH   SOLE   23,800 0 0
SUNCOR ENERGY INC COM 867224107 4,315 119,400 SH   SOLE   119,400 0 0
SUNTRUST BKS INC COM 867914103 5,019 132,049 SH   SOLE   132,049 0 0
SYMANTEC CORP COM 871503108 9,998 425,275 SH   SOLE   425,275 0 0
SYSCO CORP COM 871829107 15,818 416,803 SH   SOLE   416,803 0 0
TECO ENERGY INC COM 872375100 9,474 545,210 SH   SOLE   545,210 0 0
TJX COS INC NEW COM 872540109 9,077 153,369 SH   SOLE   153,369 0 0
TAIWAN SEMICONDUCTOR MFG ADR 874039100 4,165 206,500 SH   SOLE   206,500 0 0
TECK RESOURCES LTD CL B 878742204 140 7,400 SH   SOLE   7,400 0 0
TELEFONICA S A ADR 879382208 1,611 104,800 SH   SOLE   104,800 0 0
TESORO PETE CORP COM 881609101 2,975 48,771 SH   SOLE   48,771 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,629 30,300 SH   SOLE   30,300 0 0
TEXAS INSTRS INC COM 882508104 20,505 429,969 SH   SOLE   429,969 0 0
TEXTRON INC COM 883203101 3,067 85,195 SH   SOLE   85,195 0 0
THERMO FISHER SCIENTIFIC COM 883556102 23,279 191,278 SH   SOLE   191,278 0 0
THOMSON REUTERS CORP COM 884903105 499 13,700 SH   SOLE   13,700 0 0
TIFFANY & CO NEW COM 886547108 2,642 27,449 SH   SOLE   27,449 0 0
TORCHMARK CORP COM 891027104 4,404 84,064 SH   SOLE   84,064 0 0
TORONTO DOMINION BK COM 891160509 869 17,600 SH   SOLE   17,600 0 0
TOTAL SYS SVCS INC COM 891906109 5,047 163,027 SH   SOLE   163,027 0 0
TOYOTA MOTOR CORP ADR 892331307 7,851 66,800 SH   SOLE   66,800 0 0
TRACTOR SUPPLY CO COM 892356106 2,350 38,187 SH   SOLE   38,187 0 0
THOMSON REUTERS CORP COM 896945201 2,549 27,919 SH   SOLE   27,919 0 0
TURQUOISE HILL RES LTD COM 900435108 146 39,000 SH   SOLE   39,000 0 0
TYSON FOODS INC COM 902494103 11,447 290,752 SH   SOLE   290,752 0 0
US BANCORP DEL COM 902973304 22,840 546,022 SH   SOLE   546,022 0 0
UNDER ARMOUR INC COM 904311107 2,575 37,282 SH   SOLE   37,282 0 0
UNILEVER N V SHS 904784709 4,639 116,900 SH   SOLE   116,900 0 0
UNION PAC CORP COM 907818108 21,912 202,081 SH   SOLE   202,081 0 0
UNITED PARCEL SERVICE INC COM 911312106 14,128 143,751 SH   SOLE   143,751 0 0
UNITED TECHNOLOGIES CORP COM 913017109 19,767 187,207 SH   SOLE   187,207 0 0
URBAN OUTFITTERS INC COM 917047102 1,503 40,956 SH   SOLE   40,956 0 0
V F CORP COM 918204108 15,283 231,484 SH   SOLE   231,484 0 0
VANGUARD INDEX FDS REIT ETF 922908553 49,578 690,000 SH   SOLE   690,000 0 0
VERMILION ENERGY INC COM 923725105 589 9,700 SH   SOLE   9,700 0 0
VORNADO RLTY TR SH BEN INT 929042109 3,650 36,505 SH   SOLE   36,505 0 0
VULCAN MATLS CO COM 929160109 3,336 55,374 SH   SOLE   55,374 0 0
WAL MART STORES INC COM 931142103 44,211 578,151 SH   SOLE   578,151 0 0
WALGREEN CO COM 931422109 5,411 91,288 SH   SOLE   91,288 0 0
WATERS CORP COM 941848103 1,464 14,772 SH   SOLE   14,772 0 0
WELLS FARGO & CO NEW COM 949746101 38,579 743,758 SH   SOLE   743,758 0 0
WESTERN DIGITAL CORP COM 958102105 3,074 31,595 SH   SOLE   31,595 0 0
WESTERN UN CO COM 959802109 9,062 565,004 SH   SOLE   565,004 0 0
WESTPAC BKG CORP ADR 961214301 1,552 55,200 SH   SOLE   55,200 0 0
WEYERHAEUSER CO COM 962166104 3,044 95,473 SH   SOLE   95,473 0 0
WHIRLPOOL CORP COM 963320106 2,672 18,347 SH   SOLE   18,347 0 0
WHOLE FOODS MKT INC COM 966837106 2,735 71,840 SH   SOLE   71,840 0 0
WILLIAMS COS INC COM 969457100 7,307 132,001 SH   SOLE   132,001 0 0
WISCONSIN ENERGY CORP COM 976657106 8,963 208,429 SH   SOLE   208,429 0 0
XILINX INC COM 983919101 9,604 226,829 SH   SOLE   226,829 0 0
XEROX CORP COM 984121103 5,353 404,781 SH   SOLE   404,781 0 0
YAHOO INC COM 984332106 4,697 115,192 SH   SOLE   115,192 0 0
YUM BRANDS INC COM 988498101 4,145 57,589 SH   SOLE   57,589 0 0
ZIONS BANCORPORATION COM 989701107 2,123 73,103 SH   SOLE   73,103 0 0
DUN & BRADSTREET CORP COM 26483E100 1,575 13,407 SH   SOLE   13,407 0 0
BT GROUP PLC ADR 05577E101 1,820 29,600 SH   SOLE   29,600 0 0
CDK GLOBAL INC COM 12508E101 1,496 48,902 SH   SOLE   48,902 0 0
QUANTA SVCS INC COM 74762E102 4,299 118,510 SH   SOLE   118,510 0 0
VERISIGN INC COM 92343E102 8,423 152,805 SH   SOLE   152,805 0 0
TALISMAN ENERGY INC COM 87425E103 101 11,700 SH   SOLE   11,700 0 0
AMERISOURCEBERGEN CORP COM 03073E105 4,700 60,798 SH   SOLE   60,798 0 0
TARGET CORP COM 87612E106 30,181 481,479 SH   SOLE   481,479 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 2,470 24,168 SH   SOLE   24,168 0 0
TOTAL S A ADR 89151E109 4,345 67,400 SH   SOLE   67,400 0 0
TRAVELERS COS INC COM 89417E109 11,851 126,142 SH   SOLE   126,142 0 0
BARCLAYS PLC ADR 06738E204 1,148 77,517 SH   SOLE   77,517 0 0
THE ADT CORPORATION COM 00101J106 4,731 133,352 SH   SOLE   133,352 0 0
AES CORP COM 00130H105 5,584 393,796 SH   SOLE   393,796 0 0
AT& T CORP COM 00206R102 35,435 1,005,509 SH   SOLE   1,005,509 0 0
ABBVIE INC COM 00287Y109 20,757 359,412 SH   SOLE   359,412 0 0
ADOBE SYS INC COM 00724F101 10,153 146,728 SH   SOLE   146,728 0 0
AETNA INC NEW COM 00817Y108 46,402 572,860 SH   SOLE   572,860 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 6,425 112,773 SH   SOLE   112,773 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,558 26,052 SH   SOLE   26,052 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,437 38,769 SH   SOLE   38,769 0 0
AMERICAN TOWER CORP NEW COM 03027X100 16,867 180,153 SH   SOLE   180,153 0 0
AMERIPRISE FINL INC COM 03076C106 49,788 403,525 SH   SOLE   403,525 0 0
APARTMENT INVT & MGMT CO COM 03748R101 1,564 49,176 SH   SOLE   49,176 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY 03938L104 539 39,400 SH   SOLE   39,400 0 0
IBERBOND 2004 NOTE 4.875% 04010LAG8 12,519 12,000,000 SH   SOLE   12,000,000 0 0
ASSURANT INC COM 04621X108 4,470 69,504 SH   SOLE   69,504 0 0
AUTONATION INC COM 05329W102 1,425 28,370 SH   SOLE   28,370 0 0
AVIVA PLC ADR 05382A104 1,047 61,800 SH   SOLE   61,800 0 0
BCE INC COM 05534B760 436 10,200 SH   SOLE   10,200 0 0
BANCO BILBAO VIZCAYA ARGENTA ADR 05946K101 1,815 151,250 SH   SOLE   151,250 0 0
BANCO SANTANDER CHILE NEW ADR 05964H105 2,718 286,059 SH   SOLE   286,059 0 0
BAYTEX ENERGY CORP COM 07317Q105 296 7,800 SH   SOLE   7,800 0 0
BIOGEN IDEC INC COM 09062X103 7,465 22,564 SH   SOLE   22,564 0 0
BLACKROCK INC COM 09247X101 13,775 41,965 SH   SOLE   41,965 0 0
BROOKFIELD RESIDENTIAL PPTYS COM 11283W104 272 14,400 SH   SOLE   14,400 0 0
CBRE GROUP INC COM 12504L109 5,023 168,935 SH   SOLE   168,935 0 0
CGG ADR 12531Q105 68 7,400 SH   SOLE   7,400 0 0
C H ROBINSON WORLDWIDE INC COM 12541W209 9,801 147,823 SH   SOLE   147,823 0 0
CHICAGO MERCANTILE HLDGS COM 12572Q105 10,660 133,322 SH   SOLE   133,322 0 0
CRH PLC ADR 12626K203 452 19,800 SH   SOLE   19,800 0 0
CA INC COM 12673P105 18,487 661,601 SH   SOLE   661,601 0 0
CABLEVISION SYS CORP COM 12686C109 1,425 81,279 SH   SOLE   81,279 0 0
CAMECO CORP COM 13321L108 166 9,400 SH   SOLE   9,400 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 5,391 81,226 SH   SOLE   81,226 0 0
CANADIAN PAC RY LTD COM 13645T100 1,328 6,400 SH   SOLE   6,400 0 0
CAPITAL ONE FINL CORP COM 14040H105 34,602 423,930 SH   SOLE   423,930 0 0
CARDINAL HEALTH INC COM 14149Y108 25,012 333,837 SH   SOLE   333,837 0 0
CAREFUSION CORP COM 14170T101 2,272 50,153 SH   SOLE   50,153 0 0
CARNIVAL PLC ADR 14365C103 496 12,400 SH   SOLE   12,400 0 0
CENOVUS ENERGY INC COM 15135U109 105 3,900 SH   SOLE   3,900 0 0
CENTERPOINT ENERGY INC COM 15189T107 2,523 103,132 SH   SOLE   103,132 0 0
CHESAPEAKE ENERGY CORP NOTE 2.750% 165167BW6 67,738 67,000,000 SH   SOLE   67,000,000 0 0
CISCO SYS INC COM 17275R102 28,113 1,116,908 SH   SOLE   1,116,908 0 0
COMCAST CORP NEW COM 20030N101 25,913 481,803 SH   SOLE   481,803 0 0
CONOCOPHILLIPS COM 20825C104 37,316 487,652 SH   SOLE   487,652 0 0
CONSOL ENERGY INC COM 20854P109 1,467 38,763 SH   SOLE   38,763 0 0
COSTCO WHSL CORP NEW COM 22160K105 5,947 47,471 SH   SOLE   47,471 0 0
CRESCENT PT ENERGY CORP COM 22576C101 354 9,800 SH   SOLE   9,800 0 0
D R HORTON INC COM 23331A109 2,377 115,929 SH   SOLE   115,929 0 0
DAVITA INC COM 23918K108 2,487 34,008 SH   SOLE   34,008 0 0
DEVON ENERGY CORP NEW COM 25179M103 9,563 140,263 SH   SOLE   140,263 0 0
DIAMOND OFFSHORE DRILLING COM 25271C102 1,154 33,592 SH   SOLE   33,592 0 0
DISCOVERY COMMUNICATNS NEW COM 25470F104 1,767 46,727 SH   SOLE   46,727 0 0
DISCOVERY COMMUNICATNS NEW COM 25470F302 1,751 46,987 SH   SOLE   46,987 0 0
DIRECTV GROUP INC COM 25490A309 3,201 36,996 SH   SOLE   36,996 0 0
DOMINION RES INC VA NEW COM 25746U109 5,612 81,246 SH   SOLE   81,246 0 0
DUKE ENERGY CORP COM 26441C204 13,723 183,540 SH   SOLE   183,540 0 0
ENI S P A ADR 26874R108 1,588 33,600 SH   SOLE   33,600 0 0
EOG RES INC COM 26875P101 13,084 132,153 SH   SOLE   132,153 0 0
EQT CORP COM 26884L109 2,555 27,906 SH   SOLE   27,906 0 0
ENBRIDGE INC COM 29250N105 359 7,500 SH   SOLE   7,500 0 0
ENTERGY CORP NEW COM 29364G103 13,180 170,446 SH   SOLE   170,446 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 7,234 117,529 SH   SOLE   117,529 0 0
ETABLISSEMENTS DELHAIZE FRER ADR 29759W101 1,646 95,200 SH   SOLE   95,200 0 0
EXELON CORP COM 30161N101 17,576 515,550 SH   SOLE   515,550 0 0
EXPEDIA INC DEL COM 30212P303 2,263 25,847 SH   SOLE   25,847 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 33,727 477,528 SH   SOLE   477,528 0 0
EXXON MOBIL CORP COM 30231G102 56,173 597,267 SH   SOLE   597,267 0 0
FMC TECHNOLOGIES INC COM 30249U101 2,457 45,245 SH   SOLE   45,245 0 0
FACEBOOK INC CL A 30303M102 11,596 146,726 SH   SOLE   146,726 0 0
FEDEX CORP COM 31428X106 20,699 128,221 SH   SOLE   128,221 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 9,010 160,040 SH   SOLE   160,040 0 0
FLOWSERVE CORP COM 34354P105 1,445 20,511 SH   SOLE   20,511 0 0
FOSSIL INC COM 34988V106 1,913 20,375 SH   SOLE   20,375 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 14,674 449,493 SH   SOLE   449,493 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,504 231,241 SH   SOLE   231,241 0 0
GAMESTOP CORP NEW COM 36467W109 8,793 213,437 SH   SOLE   213,437 0 0
GENERAL MTRS CO COM 37045V100 4,689 146,833 SH   SOLE   146,833 0 0
GENWORTH FINL INC COM 37247D106 2,406 183,600 SH   SOLE   183,600 0 0
GLAXOSMITHKLINE PLC ADR 37733W105 2,629 57,200 SH   SOLE   57,200 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 7,855 42,786 SH   SOLE   42,786 0 0
GOOGLE INC COM 38259P508 20,158 34,263 SH   SOLE   34,263 0 0
GOOGLE INC COM 38259P706 22,696 39,306 SH   SOLE   39,306 0 0
GROUPE CGI INC SUB VTG 39945C109 230 6,800 SH   SOLE   6,800 0 0
HCP INC COM 40414L109 28,637 721,100 SH   SOLE   721,100 0 0
HEALTH CARE REIT INC COM 42217K106 15,297 245,267 SH   SOLE   245,267 0 0
HESS CORP COM 42809H107 3,217 34,091 SH   SOLE   34,091 0 0
MARRIOTT INTL INC NEW COM 44107P104 4,145 194,576 SH   SOLE   194,576 0 0
INTEL CORP SDCV 2.950% 458140AD2 14,699 11,500,000 SH   SOLE   11,500,000 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 663 10,230 SH   SOLE   10,230 0 0
INTERCONTINENTAL HOTELS GROU ASR 45857P509 2,173 56,215 SH   SOLE   56,215 0 0
INTERCONTINENTALEXCHANGE INC COM 45866F104 5,208 26,709 SH   SOLE   26,709 0 0
INTUITIVE SURGICAL INC COM 46120E602 4,307 9,319 SH   SOLE   9,319 0 0
IRELAND BK ADR 46267Q202 336 21,200 SH   SOLE   21,200 0 0
J P MORGAN CHASE & CO COM 46625H100 21,416 355,553 SH   SOLE   355,553 0 0
JAMES HARDIE INDS SE ADR 47030M106 84 1,600 SH   SOLE   1,600 0 0
JUNIPER NETWORKS INC COM 48203R104 16,703 754,084 SH   SOLE   754,084 0 0
KIMCO REALTY CORP COM 49446R109 2,473 112,894 SH   SOLE   112,894 0 0
KINDER MORGAN INC DEL COM 49456B101 3,735 97,433 SH   SOLE   97,433 0 0
KRAFT FOODS GROUP INC COM 50076Q106 12,804 226,930 SH   SOLE   226,930 0 0
LABORATORY CORP AMER HLDGS COM 50540R409 2,810 27,612 SH   SOLE   27,612 0 0
LUXOTTICA GROUP S P A ADR 55068R202 1,485 28,500 SH   SOLE   28,500 0 0
M & T BK CORP COM 55261F104 14,417 116,946 SH   SOLE   116,946 0 0
MACY'S INC COM 55616P104 30,552 525,156 SH   SOLE   525,156 0 0
MANULIFE FINL CORP COM 56501R106 682 35,400 SH   SOLE   35,400 0 0
MARATHON PETE CORP COM 56585A102 14,395 170,016 SH   SOLE   170,016 0 0
MASTERCARD INC COM 57636Q104 22,638 306,286 SH   SOLE   306,286 0 0
MCKESSON CORP COM 58155Q103 72,649 373,212 SH   SOLE   373,212 0 0
MERCK & CO INC COM 58933Y105 29,834 503,269 SH   SOLE   503,269 0 0
METHANEX CORP COM 59151K108 527 7,900 SH   SOLE   7,900 0 0
METLIFE INC COM 59156R108 13,525 251,804 SH   SOLE   251,804 0 0
MIZUHO FINL GROUP INC ADR 60687Y109 517 144,700 SH   SOLE   144,700 0 0
MONSANTO CO NEW COM 61166W101 13,554 120,428 SH   SOLE   120,428 0 0
MOSAIC CO NEW COM 61945C103 2,521 56,866 SH   SOLE   56,866 0 0
NTT DOCOMO INC ADR 62942M201 2,239 133,700 SH   SOLE   133,700 0 0
NAVIENT CORP COM 63938C108 3,683 207,945 SH   SOLE   207,945 0 0
NETWORK APPLIANCE INC COM 64110D104 7,998 186,181 SH   SOLE   186,181 0 0
NETFLIX COM INC COM 64110L106 3,802 8,426 SH   SOLE   8,426 0 0
NEWS CORP NEW COM 65249B109 15,468 946,195 SH   SOLE   946,195 0 0
NEXTERA ENERGY INC. COM 65339F101 9,764 104,000 SH   SOLE   104,000 0 0
NISOURCE INC COM 65473P105 2,947 71,902 SH   SOLE   71,902 0 0
NOMURA HLDGS INC ADR 65535H208 816 138,000 SH   SOLE   138,000 0 0
NOVARTIS A G ADR 66987V109 5,874 62,400 SH   SOLE   62,400 0 0
NVIDIA CORP COM 67066G104 17,335 939,504 SH   SOLE   939,504 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 23,125 153,823 SH   SOLE   153,823 0 0
ORACLE CORP COM 68389X105 44,680 1,167,212 SH   SOLE   1,167,212 0 0
PG&E CORP COM 69331C108 13,810 306,558 SH   SOLE   306,558 0 0
PPL CORP COM 69351T106 6,714 204,410 SH   SOLE   204,410 0 0
PENGROWTH ENERGY CORP COM 70706P104 307 59,000 SH   SOLE   59,000 0 0
POTASH CORP SASK INC COM 73755L107 4,690 135,700 SH   SOLE   135,700 0 0
PRAXAIR INC COM 74005P104 4,362 33,805 SH   SOLE   33,805 0 0
PRICE T ROWE GROUP INC COM 74144T108 10,737 136,915 SH   SOLE   136,915 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 7,253 138,257 SH   SOLE   138,257 0 0
PROLOGIS INC COM 74340W103 3,709 98,240 SH   SOLE   98,240 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.75% 74348TAL6 5,132 5,000,000 SH   SOLE   5,000,000 0 0
PRUDENTIAL PLC ADR 74435K204 2,229 50,100 SH   SOLE   50,100 0 0
PUBLIC STORAGE INC COM 74460D109 14,405 86,806 SH   SOLE   86,806 0 0
QEP RES INC COM 74733V100 1,392 45,238 SH   SOLE   45,238 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,291 37,741 SH   SOLE   37,741 0 0
RANGE RES CORP COM 75281A109 2,168 31,953 SH   SOLE   31,953 0 0
REGENERON PHARMACEUTICALS COM 75886F107 3,775 10,469 SH   SOLE   10,469 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 4,001 398,563 SH   SOLE   398,563 0 0
SPDR GOLD TRUST SHS 78463V107 1,162 10,000 SH   SOLE   10,000 0 0
SALESFORCE COM INC COM 79466L302 4,449 77,307 SH   SOLE   77,307 0 0
SANDISK CORP COM 80004C101 4,237 43,224 SH   SOLE   43,224 0 0
SANOFI AVENTIS ADR 80105N105 3,820 67,700 SH   SOLE   67,700 0 0
SCANA CORP NEW COM 80589M102 6,658 134,165 SH   SOLE   134,165 0 0
SEALED AIR CORP NEW COM 81211K100 3,789 108,589 SH   SOLE   108,589 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 766 31,300 SH   SOLE   31,300 0 0
SHIRE ADR 82481R106 2,098 8,100 SH   SOLE   8,100 0 0
SMITH & NEPHEW PLC ADR 83175M205 1,928 22,900 SH   SOLE   22,900 0 0
STANTEC INC COM 85472N109 111 1,700 SH   SOLE   1,700 0 0
STATOIL ASA ADR 85771P102 1,277 47,000 SH   SOLE   47,000 0 0
SUMITOMO MITSUI FINL GROUP I ADR 86562M209 3,871 472,100 SH   SOLE   472,100 0 0
SYNGENTA AG ADR 87160A100 2,167 34,200 SH   SOLE   34,200 0 0
TELECOM ITALIA S P A NEW ADR 87927Y102 261 22,800 SH   SOLE   22,800 0 0
TELUS CORP COM NON VTG 87971M103 400 11,700 SH   SOLE   11,700 0 0
TENARIS S A ADR 88031M109 1,052 23,100 SH   SOLE   23,100 0 0
TENET HEALTHCARE CORP COM 88033G407 1,634 27,514 SH   SOLE   27,514 0 0
TERADATA CORP DEL COM 88076W103 2,090 49,806 SH   SOLE   49,806 0 0
3M CO COM 88579Y101 17,654 124,606 SH   SOLE   124,606 0 0
TIM HORTONS INC COM 88706M103 1,513 19,200 SH   SOLE   19,200 0 0
TIME WARNER CABLE INC COM 88732J207 672 4,686 SH   SOLE   4,686 0 0
TRANSALTA CORP COM 89346D107 611 58,200 SH   SOLE   58,200 0 0
TRANSCANADA CORP COM 89353D107 500 9,700 SH   SOLE   9,700 0 0
TWENTY FIRST CENTY FOX INC COM 90130A101 7,167 209,051 SH   SOLE   209,051 0 0
UNITEDHEALTH GROUP INC COM 91324P102 41,328 479,151 SH   SOLE   479,151 0 0
UNUMPROVIDENT CORP COM 91529Y106 2,397 69,686 SH   SOLE   69,686 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 630 4,800 SH   SOLE   4,800 0 0
VALERO ENERGY CORP NEW COM 91913Y100 20,636 446,042 SH   SOLE   446,042 0 0
VARIAN MED SYS INC COM 92220P105 1,467 18,321 SH   SOLE   18,321 0 0
VENTAS INC COM 92276F100 1,471 23,743 SH   SOLE   23,743 0 0
VEOLIA ENVIRONNEMENT ADR 92334N103 1,588 90,500 SH   SOLE   90,500 0 0
VERACYTE INC COM 92337F107 541 55,506 SH   SOLE   55,506 0 0
VERIZON COMMUNICATIONS COM 92343V104 41,152 823,184 SH   SOLE   823,184 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 5,279 47,005 SH   SOLE   47,005 0 0
VIACOM INC NEW COM 92553P201 5,202 67,576 SH   SOLE   67,576 0 0
VISA INC COM 92826C839 40,006 187,512 SH   SOLE   187,512 0 0
VODAFONE GROUP PLC NEW ADR 92857W308 2,183 66,400 SH   SOLE   66,400 0 0
WPP PLC NEW ADR 92937A102 1,607 16,000 SH   SOLE   16,000 0 0
WASTE MGMT INC COM 94106L109 3,670 77,196 SH   SOLE   77,196 0 0
WELLPOINT INC COM 94973V107 68,835 575,462 SH   SOLE   575,462 0 0
WINDSTREAM CORP COM 97382A101 9,669 896,922 SH   SOLE   896,922 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 22,718 279,532 SH   SOLE   279,532 0 0
XCEL ENERGY INC COM 98389B100 12,732 418,798 SH   SOLE   418,798 0 0
XYLEM INC COM 98419M100 2,238 63,050 SH   SOLE   63,050 0 0
YAMANA GOLD INC COM 98462Y100 94 15,700 SH   SOLE   15,700 0 0
ZIMMER HLDGS INC COM 98956P102 4,214 41,904 SH   SOLE   41,904 0 0
ZOETIS INC COM 98978V103 3,333 90,173 SH   SOLE   90,173 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,471 42,200 SH   SOLE   42,200 0 0
ACTAVIS PLC SHS G0083B108 6,980 28,919 SH   SOLE   28,919 0 0
ALLEGION PUB LTD CO ORD G0176J109 2,030 42,619 SH   SOLE   42,619 0 0
AON PLC COM G0408V102 17,743 202,367 SH   SOLE   202,367 0 0
ACCENTURE LTD BERMUDA COM G1151C101 19,001 233,642 SH   SOLE   233,642 0 0
COVIDIEN PLC COM G2554F113 692 7,996 SH   SOLE   7,996 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 7,930 129,313 SH   SOLE   129,313 0 0
EATON CORP COM G29183103 3,914 61,755 SH   SOLE   61,755 0 0
ENSCO PLC COM G3157S106 7,815 189,188 SH   SOLE   189,188 0 0
ICON PLC SHS G4705A100 699 12,200 SH   SOLE   12,200 0 0
INGERSOLL-RAND COMPANY LTD COM G47791101 8,427 149,528 SH   SOLE   149,528 0 0
INVESCO PLC ADR G491BT108 12,850 325,458 SH   SOLE   325,458 0 0
LIBERTY GLOBAL PLC SHS G5480U104 264 6,200 SH   SOLE   6,200 0 0
LIBERTY GLOBAL PLC SHS G5480U120 259 6,300 SH   SOLE   6,300 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 762 8,450 SH   SOLE   8,450 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 3,626 50,782 SH   SOLE   50,782 0 0
NABORS INDS INC SHS G6359F103 1,296 57,020 SH   SOLE   57,020 0 0
NOBLE CORPORATION BAAR NAMEN -AKT G65431101 1,743 78,593 SH   SOLE   78,593 0 0
PARAGON OFFSHORE PLC SHS G6S01W108 55 9,000 SH   SOLE   9,000 0 0
SEADRILL LIMITED SHS G7945E105 1,455 54,400 SH   SOLE   54,400 0 0
SEAGATE TECHNOLOGY PLC COM G7945M107 10,186 177,837 SH   SOLE   177,837 0 0
PENTAIR LTD SHS G7S00T104 4,086 62,432 SH   SOLE   62,432 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 585 8,800 SH   SOLE   8,800 0 0
XL GROUP PLC SHS G98290102 20,534 618,987 SH   SOLE   618,987 0 0
ACE LTD ORD H0023R105 11,508 109,757 SH   SOLE   109,757 0 0
FOSTER WHEELER AG SHS H27178104 389 12,300 SH   SOLE   12,300 0 0
GARMIN LTD SHS H2906T109 8,953 172,178 SH   SOLE   172,178 0 0
TE CONNECTIVITY LTD COM H84989104 8,440 152,637 SH   SOLE   152,637 0 0
TRANSOCEAN INC COM H8817H100 7,501 234,601 SH   SOLE   234,601 0 0
TYCO INTERNATIONAL LTD COM H89128104 5,103 114,515 SH   SOLE   114,515 0 0
UBS AG SHS H89231338 2,458 141,500 SH   SOLE   141,500 0 0
CAESARSTONE SDOT-YAM LTD ORD M20598104 320 6,200 SH   SOLE   6,200 0 0
ASML HOLDING N V SHS N07059210 2,465 24,950 SH   SOLE   24,950 0 0
LYONDELLBASELL INDUSTRIES N SHS N53745100 56,365 518,683 SH   SOLE   518,683 0 0
NIELSEN HOLDINGS N V COM N63218106 8,136 183,654 SH   SOLE   183,654 0 0
NXP SEMICONDUCTORS N V ADR N6596X109 240 3,500 SH   SOLE   3,500 0 0
QIAGEN N.V. ORD N72482107 656 28,800 SH   SOLE   28,800 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 3,402 39,094 SH   SOLE   39,094 0 0