0001328533-14-000005.txt : 20140513
0001328533-14-000005.hdr.sgml : 20140513
20140513160134
ACCESSION NUMBER: 0001328533-14-000005
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140331
FILED AS OF DATE: 20140513
DATE AS OF CHANGE: 20140513
EFFECTIVENESS DATE: 20140513
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Stux Capital Management, LLC
CENTRAL INDEX KEY: 0001328533
IRS NUMBER: 880517930
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-11410
FILM NUMBER: 14837290
BUSINESS ADDRESS:
STREET 1: 520 WEST END AVENUE, SUITE A
CITY: NEW YORK
STATE: NY
ZIP: 10024
BUSINESS PHONE: (212) 579-7388
MAIL ADDRESS:
STREET 1: 520 WEST END AVENUE, SUITE A
CITY: NEW YORK
STATE: NY
ZIP: 10024
13F-HR
1
primary_doc.xml
13F-HR
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false
false
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0001328533
XXXXXXXX
03-31-2014
03-31-2014
Stux Capital Management, LLC
520 WEST END AVENUE, SUITE A
NEW YORK
NY
10024
13F HOLDINGS REPORT
028-11410
N
Thomas Bauer
Portfolio Manager and Chief Operating Officer
212-579-7388
Thomas Bauer
New York
NY
05-13-2014
0
417
811781
false
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72400
SH
SOLE
0
72400
0
HARTFORD FINL SVCS
COM
416515104
642
18200
SH
SOLE
0
18200
0
HEALTH NET INC
COM
42222G108
792
23300
SH
SOLE
0
23300
0
HONEYWELL INTL INC
COM
438516106
1531
16500
SH
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0
16500
0
STARWOOD HOTELS&RESORT
COM
85590A401
366
4600
SH
SOLE
0
4600
0
HEWLETT PACKARD CO
COM
428236103
6883
212700
SH
SOLE
0
212700
0
HOSPITALITY PPTYS TR
COM
44106M102
213
7400
SH
SOLE
0
7400
0
HARRIS CORP
COM
413875105
2765
37800
SH
SOLE
0
37800
0
HOSPIRA INC
COM
441060100
1362
31500
SH
SOLE
0
31500
0
HOST HOTELS & RESORTS
COM
44107P104
605
29900
SH
SOLE
0
29900
0
HATTERAS FINANCIAL CORP
COM
41902R103
1844
97800
SH
SOLE
0
97800
0
HUNTSMAN CORP
COM
447011107
203
8300
SH
SOLE
0
8300
0
INTELSAT SA
COM
L5140P101
726
38800
SH
SOLE
0
38800
0
IAC/INTERACTIVECORP
COM
44919P508
2499
35000
SH
SOLE
0
35000
0
INTERNATIONAL BUS MACH
COM
459200101
8778
45600
SH
SOLE
0
45600
0
INTERCONTINENTALEXCHAN
COM
45866F104
415
2100
SH
SOLE
0
2100
0
IDEX CORP
COM
45167R104
350
4800
SH
SOLE
0
4800
0
INTERNATIONAL FLAV&FRA
COM
459506101
1234
12900
SH
SOLE
0
12900
0
INGRAM MICRO
COM
457153104
2353
79600
SH
SOLE
0
79600
0
INCYTE CORP
COM
45337C102
268
5000
SH
SOLE
0
5000
0
INFORMATICA CORP
COM
45666Q102
389
10300
SH
SOLE
0
10300
0
WORLD FUEL SVCS
COM
981475106
4057
92000
SH
SOLE
0
92000
0
INTEL CORP
COM
458140100
1216
47100
SH
SOLE
0
47100
0
INTUIT
COM
461202103
941
12100
SH
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0
12100
0
INTL PAPER CO
COM
460146103
840
18300
SH
SOLE
0
18300
0
INTERPUBLIC GROUP COS
COM
460690100
177
10300
SH
SOLE
0
10300
0
INVESCO LTD
COM
G491BT108
662
17900
SH
SOLE
0
17900
0
JAZZ PHARMACEUTICALS
COM
G50871105
3009
21700
SH
SOLE
0
21700
0
JOHNSON CTLS INC
COM
478366107
5437
114900
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SOLE
0
114900
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JDS UNIPHASE CORP
COM
46612J507
724
51700
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0
51700
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JONES LANG LASALLE INC
COM
48020Q107
225
1900
SH
SOLE
0
1900
0
JOHNSON & JOHNSON
COM
478160104
2957
30100
SH
SOLE
0
30100
0
JPMORGAN CHASE & CO
COM
46625H100
2258
37200
SH
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0
37200
0
KIRBY CORP
COM
497266106
1256
12400
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0
12400
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KEYCORP
COM
493267108
236
16600
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SOLE
0
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0
KIMCO REALTY CORP
COM
49446R109
389
17800
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0
17800
0
KLA-TENCOR CORP
COM
482480100
463
6700
SH
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0
6700
0
KIMBERLY CLARK CORP
COM
494368103
1665
15100
SH
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0
15100
0
KINDER MORGAN INC
COM
49456B101
1251
38500
SH
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0
38500
0
COCA COLA CO
COM
191216100
1802
46600
SH
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0
46600
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KROGER CO
COM
501044101
354
8100
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0
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KILROY RLTY CORP
COM
49427F108
228
3900
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0
3900
0
KRAFT FOODS GROUP INC
COM
50076Q106
488
8700
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0
8700
0
LAMAR ADVERTISING
COM
512815101
204
4000
SH
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0
4000
0
LAZARD LTD
COM
G54050102
297
6300
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0
6300
0
L BRANDS INC
COM
501797104
653
11500
SH
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0
11500
0
LIBERTY GLOBAL INC SER A
COM
G5480U104
666
16000
SH
SOLE
0
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0
LIBERTY GLOBAL INC SER K
COM
G5480U120
655
16100
SH
SOLE
0
16100
0
LEAR CORP
COM
521865204
251
3000
SH
SOLE
0
3000
0
LKQ CORP
COM
501889208
382
14500
SH
SOLE
0
14500
0
ELI LILLY & CO
COM
532457108
4644
78900
SH
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0
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LEGG MASON INC
COM
524901105
255
5200
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0
5200
0
LINCOLN NATL CORP IND
COM
534187109
547
10800
SH
SOLE
0
10800
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LOWES COS INC
COM
548661107
958
19600
SH
SOLE
0
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0
LAREDO PETROLEUM INC
COM
516806106
1927
74500
SH
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0
74500
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LPL FINANCIAL HOLDINGS INC
COM
50212V100
4886
93000
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0
93000
0
LSI LOGIC CORP
COM
502161102
230
20800
SH
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0
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LANDSTAR SYS INC
COM
515098101
1327
22400
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22400
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LEUCADIA NATL CORP
COM
527288104
297
10600
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0
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LEVEL 3 COMMUNICTIONS
COM
52729N308
2403
61400
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0
61400
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LEXMARK INTL
COM
529771107
1143
24700
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0
24700
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MACYS INC
COM
55616P104
1168
19700
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MASTERCARD INC
COM
57636Q104
1853
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MID AMERICA APARTMENT
COM
59522J103
218
3200
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0
3200
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MCDONALDS CORP
COM
580135101
1196
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SH
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0
12200
0
MICROS SYSTEMS INC
COM
594901100
487
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SH
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0
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0
MEDTRONIC INC
COM
585055106
597
9700
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0
9700
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MDU RES GROUP INC
COM
552690109
271
7900
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0
7900
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MEDIVATION INC
COM
58501N101
245
3800
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0
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MCGRAW HILL FINL INC
COM
580645109
504
6600
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0
6600
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MOHAWK INDS INC
COM
608190104
340
2500
SH
SOLE
0
2500
0
MARSH & MCLENNAN COS
COM
571748102
956
19400
SH
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0
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0
3M CO
COM
88579Y101
1981
14600
SH
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0
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ALTRIA GROUP INC
COM
02209S103
618
16500
SH
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0
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MRC GLOBAL INC
COM
55345K103
1308
48500
SH
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0
48500
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MERCK & CO INC
COM
58933Y105
8487
149500
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0
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0
MARATHON OIL CORP
COM
565849106
5406
152200
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0
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MORGAN STAN DEAN WITTR
COM
617446448
3211
103000
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0
103000
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MSCI INC
COM
55354G100
2796
65000
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0
65000
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MICROSOFT CORP
COM
594918104
18097
441500
SH
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0
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MADISON SQUARE GARDEN
COM
55826P100
1306
23000
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0
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MURPHY OIL CORP
COM
626717102
459
7300
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0
7300
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MYLAN LABS INC
COM
628530107
3609
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SH
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0
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NOBLE AFFILIATES INC
COM
655044105
888
12500
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0
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NABORS INDS INC
COM
G6359F103
367
14900
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0
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NORWEGIAN CRUISE LINE
COM
G66721104
1055
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0
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THE NASDAQ OMX GROUP
COM
631103108
2272
61500
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0
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NORDSON CORP
COM
655663102
677
9600
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0
9600
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NIKE INC
COM
654106103
362
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ANNALY CAPITAL MANAGEMENT
COM
035710409
423
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0
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NATIONAL-OILWELL INC
COM
637071101
1308
16800
SH
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0
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NEUSTAR INC
COM
64126X201
1424
43800
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0
43800
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NORTHERN TR CORP
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665859104
2839
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0
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NUCOR CORP
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670346105
647
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NEWS CORPORATION
COM
65249B109
308
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NEW YORK COMMUNITY BANCORP
COM
649445103
2478
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REALTY INCOME CORP
COM
756109104
347
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0
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OLD DOMINION FREIGHT LINE
COM
679580100
1243
21900
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21900
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OGE ENERGY CORP
COM
670837103
301
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0
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OCEANEERING INTL INC
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675232102
395
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0
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OIL STATES INTL INC
COM
678026105
385
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SH
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0
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OMNICOM GROUP INC
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681919106
2911
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0
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ORACLE CORP
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68389X105
8681
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OLD REP INTL CORP
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680223104
1363
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OCCIDENTAL PETE
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1439
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PALO ALTO NETWORKS
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226
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PEOPLES BK BRIDGEPORT
COM
712704105
2409
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162000
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PBF ENERGY INC
COM
69318G106
1001
38800
SH
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0
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PRICELINE GROUP INC
COM
741503403
954
800
SH
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0
800
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PHARMACYCLICS INC
COM
716933106
291
2900
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0
2900
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PEPSICO INC
COM
713448108
1536
18400
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0
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PFIZER INC
COM
717081103
10160
316300
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0
316300
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PRINCIPAL FINANCIAL GP
COM
74251V102
543
11800
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0
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PROCTER & GAMBLE CO
COM
742718109
2692
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PROGRESSIVE CORP OHIO
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743315103
731
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0
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PACKAGING CORP AMER
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695156109
1421
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0
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POLYCOM INC
COM
73172K104
2306
168100
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0
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PHILIPS MORRIS INTL INC
COM
718172109
1097
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0
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PINNACLE WEST CAP CORP
COM
723484101
383
7000
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0
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PEPCO HOLDINGS INC
COM
713291102
2417
118000
SH
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0
118000
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PARTNERRE LTD
COM
G6852T105
269
2600
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0
2600
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PERRIGO COMPANY PLC
COM
G97822103
3124
20200
SH
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0
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PRUDENTIAL FINL INC
COM
744320102
5731
67700
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0
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PUBLIC STORAGE INC
COM
74460D109
1061
6300
SH
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0
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PHILLIPS 66
COM
718546104
324
4200
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0
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PATTERSON UTI ENERGY
COM
703481101
203
6400
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0
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PVH CORPORATION
COM
693656100
424
3400
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0
3400
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PRAXAIR INC
COM
74005P104
1611
12300
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0
12300
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QUALCOMM INC
COM
747525103
8446
107100
SH
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0
107100
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ROYAL CARIBBEAN CRUISE
COM
V7780T103
366
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0
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ROWAN COS INC
COM
G7665A101
337
10000
SH
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0
10000
0
EVEREST RE GROUP LTD
COM
G3223R108
2081
13600
SH
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0
13600
0
REGENERON PHARMACEUT
COM
75886F107
1141
3800
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0
3800
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REGIONS FINL CORP
COM
7591EP100
630
56700
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0
56700
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REINSURANCE GROUP AMER
COM
759351604
406
5100
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0
5100
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REGAL ENTMT GROUP
COM
758766109
2602
139300
SH
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0
139300
0
RED HAT INC
COM
756577102
487
9200
SH
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0
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RAYMOND JAMES FINL INC
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754730109
408
7300
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0
7300
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REALOGY HLDGS CORP
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75605Y106
252
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0
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RENAISSANCERE HOLDINGS
COM
G7496G103
244
2500
SH
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0
2500
0
ROCKWOOD HLDGS INC
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774415103
201
2700
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0
2700
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ROSS STORES INC
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778296103
1453
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RELIANCE STEEL & ALUM
COM
759509102
318
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RIVERBED TECHNOLOGY
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889
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RAYONIER INC
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754907103
308
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SPRINT NEXTEL CORP
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2235
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0
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ECHOSTAR HOLDING
COM
278768106
471
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SBA COMMUNICATIONS CRP
COM
78388J106
564
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SALLY BEAUTY HOLDINGS
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482
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82669G104
2663
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0
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SCHWAB CHARLES CP
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808513105
1156
42300
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SPECTRA ENERGY
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847560109
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SEALED AIR CORP
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81211K100
316
9600
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SEI INVESTMENTS CO
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784117103
2595
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SEATTLE GENETICS INC
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812578102
228
5000
SH
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0
5000
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SHERWIN WILLIAMS CO
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690
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82968B103
231
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SIX FLAGS ENTERTAINMENT
COM
83001A102
1562
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0
38900
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SILICON LABORATORIES
COM
826919102
1406
26900
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0
26900
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SCHLUMBERGER LTD
COM
806857108
4280
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0
43900
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SL GREEN RLTY CORP
COM
78440X101
392
3900
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0
3900
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SILGAN HOLDINGS INC
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827048109
604
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795435106
2818
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0
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SCOTTS CO
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810186106
1036
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440
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SOUTHERN CO
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1498
34100
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SONOCO PRODS CO
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1304
31800
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0
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SIMON PPTY GROUP
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787
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4800
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SUPERIOR ENERGY SVCS
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394
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STERICYCLE INC
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1273
11200
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867914103
5256
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QUESTAR CORP
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4242
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STARZ
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1643
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STATE STR CORP
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5592
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0
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STARWOOD PPTY TR INC
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85571B105
201
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0
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SOLARWINDS INC
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83416B109
315
7400
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0
7400
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SYMANTEC CORP
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871503108
1703
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AT&T INC
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00206R102
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TCF FINL CORP
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872275102
2291
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TARGET CORP
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87612E106
3679
60800
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HANOVER INSURANCE
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410867105
5050
82200
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0
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TIFFANY & CO
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886547108
457
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TJX COS INC
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872540109
643
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TAYLOR MORRISON HOME
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87724P106
341
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TORCHMARK CORP
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891027104
456
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5800
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T-MOBILE US INC
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872590104
528
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16000
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T ROWE PRICE GROUP INC
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74144T108
6390
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TRAVELERS COS INC
COM
89417E109
3242
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TRW AUTOMOTIVE HLDGS
COM
87264S106
359
4400
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0
4400
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TIME WARNER CABLE INC
COM
88732J207
4115
30000
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30000
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TWO HBRS INVT
COM
90187B101
1275
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0
124400
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TIME WARNER TELECOM
COM
87311L104
478
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0
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TIME WARNER INC
COM
887317303
2594
39700
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0
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UAL CORP
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910047109
759
17000
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0
17000
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UDR INC
COM
902653104
274
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0
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UNITEDHEALTH GROUP INC
COM
91324P102
3255
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SH
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0
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UNUM GROUP
COM
91529Y106
547
15500
SH
SOLE
0
15500
0
UNION PAC CORP
COM
907818108
4110
21900
SH
SOLE
0
21900
0
UNITED PARCEL SERVICE
COM
911312106
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11000
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SOLE
0
11000
0
URBAN OUTFITTERS INC
COM
917047102
956
26200
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0
26200
0
UNITED STATES CELLULAR
COM
911684108
1275
31100
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SOLE
0
31100
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COM
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216
2300
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SOLE
0
2300
0
UNITED TECHNOLOGIES CP
COM
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1192
10200
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SOLE
0
10200
0
VISA INC
COM
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3044
14100
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VF CORP
COM
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COM
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83000
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COM
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COM
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60100
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0
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COM
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2386
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0
39800
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VERISIGN INC
COM
92343E102
340
6300
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0
6300
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VERTEX PHARMACEUTICALS
COM
92532F100
778
11000
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SOLE
0
11000
0
VENTAS INC
COM
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787
13000
SH
SOLE
0
13000
0
VERIZON COMMUNICATIONS
COM
92343V104
6650
139800
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SOLE
0
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0
WASHINGTON FEDERAL INC
COM
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471
20200
SH
SOLE
0
20200
0
WASTE CONNECTIONS INC
COM
941053100
412
9400
SH
SOLE
0
9400
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COM
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20800
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0
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COM
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309
4200
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0
4200
0
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COM
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2353
47300
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0
47300
0
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COM
963320106
448
3000
SH
SOLE
0
3000
0
WINDSTREAM HOLDINGS INC
COM
97382A101
2715
329500
SH
SOLE
0
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0
WHITING PETROLEUM
COM
966387102
493
7100
SH
SOLE
0
7100
0
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COM
969457100
730
18000
SH
SOLE
0
18000
0
WR BERKLEY CORP
COM
084423102
221
5300
SH
SOLE
0
5300
0
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COM
969904101
440
6600
SH
SOLE
0
6600
0
WESTERN UNION CORP
COM
959802109
911
55700
SH
SOLE
0
55700
0
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COM
962166104
842
28700
SH
SOLE
0
28700
0
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COM
171798101
512
4300
SH
SOLE
0
4300
0
XL CAP LTD
COM
G98290102
356
11400
SH
SOLE
0
11400
0
EXXON MOBIL CORP
COM
30231G102
9514
97400
SH
SOLE
0
97400
0
DENTSPLY INTL INC
COM
249030107
207
4500
SH
SOLE
0
4500
0
XEROX CORP
COM
984121103
558
49400
SH
SOLE
0
49400
0
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COM
989207105
2339
33700
SH
SOLE
0
33700
0
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COM
989701107
297
9600
SH
SOLE
0
9600
0
ZOETIS INC
COM
98978V103
3288
113600
SH
SOLE
0
113600
0