0001483259-11-000005.txt : 20110502
0001483259-11-000005.hdr.sgml : 20110502
20110502115534
ACCESSION NUMBER: 0001483259-11-000005
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110331
FILED AS OF DATE: 20110502
DATE AS OF CHANGE: 20110502
EFFECTIVENESS DATE: 20110502
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: NJ State Employees Deferred Compensation Plan
CENTRAL INDEX KEY: 0001483259
IRS NUMBER: 222474981
STATE OF INCORPORATION: NJ
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-13668
FILM NUMBER: 11798923
BUSINESS ADDRESS:
STREET 1: 50 WEST STATE STREET
STREET 2: PO BOX 290
CITY: TRENTON
STATE: NJ
ZIP: 08625
BUSINESS PHONE: 609 292 5106
MAIL ADDRESS:
STREET 1: 50 WEST STATE STREET
STREET 2: PO BOX 290
CITY: TRENTON
STATE: NJ
ZIP: 08625
13F-HR
1
dcpfund-331_2011.txt
NJ STATE EMPLOYEES DEFERRED COMPENENSATION PLAN
1
Fund DCP 13F-March 2011.txt
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2011
Check here if Amendment ; Amendment Number:
This Amendment (Check only one.): [ ]is a restatement.
[ ]adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: New Jersey Division of Investment
Address: 50 W State St 9th Floor
PO Box 290
Trenton, NJ 08625-0290
13F File Number:
The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables, are considered integral parts
of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Timothy M. Walsh
Title: Director
Phone: 609-292-5106
Signature, Place, and Date of Signing:
Timothy M. Walsh Trenton, NJ May 2, 2011
Report Type (Check only one.):
X 13F HOLDINGS REPORT.
13F NOTICE.
13F COMBINATION REPORT.
List of Other Managers reporting for this manager:
None
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information table Entry Total: 499
Form 13F Information Table Value Total: 445406 x 1000
List of other included managers
none
No. 13F File Number Name
Name of Issuer Title Cusip Value Shrs or SH/ PUT Investment OtherVoting Authority
of class x 1000 Prin AMT Prn Call Discretion Mgr Sole Shared None
---------------------------------------------------------------------------------------------------------------------------------
A. H. BELO CORP. - A COM CL A 00128210 33 4000 SH SOLE 4000
A.C. MOORE ARTS & CRAFTS, INC. COM 00086T10 219 80000 SH SOLE 80000
AAR CORP. COM 00036110 679 24500 SH SOLE 24500
ABBOTT LABORATORIES COM 00282410 491 10000 SH SOLE 10000
ACCELRYS INC. COM 00430U10 60 7500 SH SOLE 7500
ACTIVISION BLIZZARD INC. COM 00507V10 1865 170000 SH SOLE 170000
ADTRAN, INC. COM 00738A10 850 20000 SH SOLE 20000
ADVANCED MICRO DEVICES, INC. COM 00790310 146 17000 SH SOLE 17000
AES CORP. (THE) COM 00130H10 247 19000 SH SOLE 19000
AETNA INC COM 00817Y10 599 16012 SH SOLE 16012
AFFILIATED MANAGERS GROUP COM 00825210 1641 15000 SH SOLE 15000
AFFYMAX INC COM 00826A10 59 10000 SH SOLE 10000
AFLAC INC. COM 00105510 792 15000 SH SOLE 15000
AGILENT TECHNOLOGIES, INC. COM 00846U10 1034 23084 SH SOLE 23084
AIR PRODUCTS & CHEMICALS INC COM 00915810 1353 15000 SH SOLE 15000
AIR TRANSPORT SERVICES GROUP INC COM 00922R10 85 10000 SH SOLE 10000
AIXTRON AG SPONSORED ADR 00960610 1755 40000 SH SOLE 40000
AK STEEL HOLDING CORP. COM 00154710 631 40000 SH SOLE 40000
ALCOA INC. COM 01381710 795 45000 SH SOLE 45000
ALKERMES INC COM 01642T10 1295 100000 SH SOLE 100000
ALLIANCE ONE INTERNATIONAL, INC. COM 01877210 86 21500 SH SOLE 21500
ALLIANT TECHSYSTEMS INC COM 01880410 919 13000 SH SOLE 13000
ALLSTATE CORP. (THE) COM 02000210 1074 33810 SH SOLE 33810
ALTRIA GROUP INC. COM 02209S10 2082 80000 SH SOLE 80000
AMAG PHARMACEUTICALS INC COM 00163U10 668 40000 SH SOLE 40000
AMAZON.COM INC. COM 02313510 1801 10000 SH SOLE 10000
AMB PROPERTY CORP. COM 00163T10 36 1000 SH SOLE 1000
AMEDISYS, INC. COM 02343610 700 19999 SH SOLE 19999
AMEREN CORP. COM 02360810 281 10000 SH SOLE 10000
AMERICAN ELECTRIC POWER CO.,INC. COM 02553710 519 14760 SH SOLE 14760
AMERICAN EXPRESS CO COM 02581610 2260 50000 SH SOLE 50000
AMERICAN INTERNATIONAL GROUP INC COM NEW 02687478 193 5500 SH SOLE 5500
AMERICAN INTERNATIONAL GROUP WTS *W EXP 01/19/202 02687415 33 2936 SH SOLE 2936
AMERICAN TOWER CORP. CL A CL A 02991220 1555 30000 SH SOLE 30000
AMERISOURCEBERGEN CORP. COM 03073E10 1157 29244 SH SOLE 29244
AMETEK, INC. COM 03110010 1777 40500 SH SOLE 40500
AMR CORP. COM 00176510 65 10000 SH SOLE 10000
AMYLIN PHARMACEUTICALS INC COM 03234610 625 55000 SH SOLE 55000
ANADARKO PETROLEUM CORP COM 03251110 1638 20000 SH SOLE 20000
AOL INC COM 00184X10 118 6060 SH SOLE 6060
APPLE INC COM 03783310 12198 35000 SH SOLE 35000
APPLIED MATERIALS, INC. COM 03822210 1093 70000 SH SOLE 70000
APTARGROUP, INC. COM 03833610 1504 30000 SH SOLE 30000
AQUA AMERICA INC COM 03836W10 477 20833 SH SOLE 20833
ARCHER DANIELS MIDLAND CO. COM 03948310 540 15000 SH SOLE 15000
ARENA PHARMACEUTICALS INC COM 04004710 21 15000 SH SOLE 15000
ARLINGTON ASSET INVESTMENT CORP CL A NEW 04135620 15 500 SH SOLE 500
ARROW ELECTRONICS INC COM 04273510 73 1750 SH SOLE 1750
ARTHROCARE CORP. COM 04313610 834 25000 SH SOLE 25000
ASHLAND INC. COM 04420910 718 12440 SH SOLE 12440
ASTORIA FINANCIAL CORP. COM 04626510 216 15000 SH SOLE 15000
AT&T INC. COM 00206R10 1377 45000 SH SOLE 45000
AUTODESK INC. COM 05276910 1764 40000 SH SOLE 40000
AUTOZONE INC. COM 05333210 1368 5000 SH SOLE 5000
AVALONBAY COMMUNITIES INC COM 05348410 1010 8407 SH SOLE 8407
AVERY DENNISON CORP. COM 05361110 420 10000 SH SOLE 10000
AVIAT NETWORKS INC COM 05366Y10 45 8694 SH SOLE 8694
AVID TECHNOLOGY INC COM 05367P10 290 13000 SH SOLE 13000
AVNET, INC. COM 05380710 830 24360 SH SOLE 24360
AVON PRODUCTS, INC. COM 05430310 406 15000 SH SOLE 15000
AXCELIS TECHNOLOGIES, INC. COM 05454010 25 9432 SH SOLE 9432
BABCOCK & WILCOX CO NEW COM 05615F10 1252 37500 SH SOLE 37500
BAKER HUGHES INC COM 05722410 1101 15000 SH SOLE 15000
BALL CORP COM 05849810 1864 52000 SH SOLE 52000
BANK OF AMERICA CORP COM 06050510 1267 95082 SH SOLE 95082
BANK OF NEW YORK MELLON CORP COM 06405810 2988 100038 SH SOLE 100038
BARD C R COM 06738310 497 5000 SH SOLE 5000
BARNES & NOBLE INC. COM 06777410 193 21000 SH SOLE 21000
BAXTER INTERNATIONAL INC COM 07181310 1882 35000 SH SOLE 35000
BECKMAN COULTER, INC. COM 07581110 1412 17000 SH SOLE 17000
BECTON DICKINSON AND CO COM 07588710 398 5000 SH SOLE 5000
BELO CORP. COM SER A 08055510 198 22500 SH SOLE 22500
BEMIS COMPANY COM 08143710 328 10000 SH SOLE 10000
BERRY PETROLEUM CO CL A 08578910 2270 45000 SH SOLE 45000
BEST BUY CO INC. COM 08651610 287 10000 SH SOLE 10000
BJ'S WHOLESALE CLUB INC COM 05548J10 1221 25000 SH SOLE 25000
BLOCK (H & R), INC. COM 09367110 301 18000 SH SOLE 18000
BOK FINANCIAL CORP. COM NEW 05561Q20 517 10000 SH SOLE 10000
BOSTON PROPERTIES, INC. COM 10112110 379 4000 SH SOLE 4000
BOSTON SCIENTIFIC CORP. COM 10113710 288 40000 SH SOLE 40000
BRINKS CO. (THE) COM 10969610 497 15000 SH SOLE 15000
BRISTOL-MYERS SQUIBB CO. COM 11012210 711 26884 SH SOLE 26884
BROADCOM CORP. CL A 11132010 1181 30000 SH SOLE 30000
BROCADE COMMUNICATIONS SYSTEMS COM NEW 11162130 133 21572 SH SOLE 21572
BROOKS AUTOMATION, INC. COM 11434010 76 5550 SH SOLE 5550
BROWN SHOE CO., INC. COM 11573610 179 14625 SH SOLE 14625
BRUKER BIOSCIENCES CORP COM 11679410 417 20000 SH SOLE 20000
BRUNSWICK CORP. COM 11704310 509 20000 SH SOLE 20000
BUCKLE (THE), INC. COM 11844010 455 11250 SH SOLE 11250
BUCYRUS INTERNATIONAL, INC. COM 11875910 2286 25000 SH SOLE 25000
CABOT CORP. COM 12705510 926 20000 SH SOLE 20000
CADENCE DESIGN SYSTEMS, INC. COM 12738710 373 38250 SH SOLE 38250
CALGON CARBON CORP COM 12960310 635 40000 SH SOLE 40000
CAMBREX CORP. COM 13201110 22 4000 SH SOLE 4000
CAMERON INTERNATIONAL CORP. COM 13342B10 1142 20000 SH SOLE 20000
CAPITAL ONE FINANCIAL CORP. COM 14040H10 454 8733 SH SOLE 8733
CARDINAL HEALTH, INC. COM 14149Y10 617 15000 SH SOLE 15000
CAREFUSION CORP COM 14170T10 212 7500 SH SOLE 7500
CARLISLE COMPANIES INC. COM 14233910 1158 26000 SH SOLE 26000
CARMAX, INC. COM 14313010 482 15000 SH SOLE 15000
CARNIVAL CORP. PAIRED CTF 14365830 575 15000 SH SOLE 15000
CASELLA WASTE SYSTEMS, INC. CL A 14744810 559 78000 SH SOLE 78000
CAVCO INDUSTRIES, INC. COM 14956810 135 3000 SH SOLE 3000
CELGENE CORP COM 15102010 576 10000 SH SOLE 10000
CENTERPOINT ENERGY, INC. COM 15189T10 263 15000 SH SOLE 15000
CENTURYTEL INC. COM 15670010 854 20550 SH SOLE 20550
CERNER CORP. COM 15678210 778 7000 SH SOLE 7000
CHECKPOINT SYSTEMS INC COM 16282510 899 40000 SH SOLE 40000
CHESAPEAKE ENERGY CORP. COM 16516710 1173 35000 SH SOLE 35000
CHEVRON CORP. COM 16676410 4837 45000 SH SOLE 45000
CHICO'S FAS INC COM 16861510 149 10000 SH SOLE 10000
CHILDREN'S PLACE COM 16890510 997 20000 SH SOLE 20000
CHIPOTLE MEXICAN GRILL INC. COM 16965610 1186 4356 SH SOLE 4356
CHUBB CORP. (THE) COM 17123210 920 15000 SH SOLE 15000
CHURCH & DWIGHT CO., INC. COM 17134010 1587 20000 SH SOLE 20000
CIMAREX ENERGY CO. COM 17179810 1498 13000 SH SOLE 13000
CINCINNATI BELL INC. COM 17187110 20 7500 SH SOLE 7500
CISCO SYSTEMS INC COM 17275R10 2573 150000 SH SOLE 150000
CITIGROUP INC. COM 17296710 354 80000 SH SOLE 80000
CITRIX SYSTEMS INC. COM 17737610 1469 20000 SH SOLE 20000
COACH INC COM 18975410 1041 20000 SH SOLE 20000
COCA-COLA CO. (THE) COM 19121610 5307 80000 SH SOLE 80000
COLGATE-PALMOLIVE CO COM 19416210 1615 20000 SH SOLE 20000
COMCAST CORP NEW CL A CL A 20030N10 742 30000 SH SOLE 30000
COMCAST CORP. "A SPL" CL A SPL 20030N20 1045 45000 SH SOLE 45000
COMPUWARE CORP. COM 20563810 1155 100000 SH SOLE 100000
CONAGRA FOODS, INC. COM 20588710 594 25000 SH SOLE 25000
CONOCOPHILLIPS COM 20825C10 3594 45000 SH SOLE 45000
CONSTELLATION ENERGY GROUP INC COM 21037110 311 10000 SH SOLE 10000
CONVERGYS CORP. COM 21248510 108 7500 SH SOLE 7500
CON-WAY INC. COM 20594410 314 8000 SH SOLE 8000
CORN PRODUCTS INTL., INC. COM 21902310 1814 35000 SH SOLE 35000
COSTCO WHOLESALE CORP. COM 22160K10 1466 20000 SH SOLE 20000
COVENTRY HEALTH CARE, INC. COM 22286210 319 10000 SH SOLE 10000
CRACKER BARREL OLD COUNTRY STORE COM 22410J10 246 5000 SH SOLE 5000
CRANE CO. COM 22439910 484 10000 SH SOLE 10000
CUBIC CORP. COM 22966910 288 5000 SH SOLE 5000
CULLEN/FROST BANKERS, INC. COM 22989910 472 8000 SH SOLE 8000
CUMULUS MEDIA INC. CL A 23108210 243 56098 SH SOLE 56098
CURTISS-WRIGHT CORP. COM 23156110 879 25000 SH SOLE 25000
CVS CAREMARK CORP COM 12665010 515 15000 SH SOLE 15000
CYMER INC COM 23257210 1697 30000 SH SOLE 30000
CYPRESS SEMICONDUCTOR CORP COM 23280610 78 4000 SH SOLE 4000
DANAHER CORP. COM 23585110 519 10000 SH SOLE 10000
DEERE & CO. COM 24419910 969 10000 SH SOLE 10000
DELL INC. COM 24702R10 726 50000 SH SOLE 50000
DELUXE CORP. COM 24801910 133 5000 SH SOLE 5000
DENBURY RESOURCES INC. COM NEW 24791620 732 30000 SH SOLE 30000
DENTSPLY INTERNATIONAL INC. COM 24903010 777 21000 SH SOLE 21000
DEVON ENERGY CORPORATION COM 25179M10 2294 25000 SH SOLE 25000
DIAMOND OFFSHORE DRILLING, INC. COM 25271C10 389 5000 SH SOLE 5000
DIGITAL RIVER INC COM 25388B10 749 20000 SH SOLE 20000
DIONEX CORP. COM 25454610 1062 9000 SH SOLE 9000
DISCOVER FINANCIAL SERVICES LLC COM 25470910 756 31350 SH SOLE 31350
DISCOVERY COMMUNICATIONS INC.CLA COM SER A 25470F10 100 2500 SH SOLE 2500
DISCOVERY COMMUNICATIONS INC.CLC COM SER C 25470F30 88 2500 SH SOLE 2500
DOVER CORP. COM 26000310 329 5000 SH SOLE 5000
DOVER MOTORSPORTS INC. COM 26017410 19 9692 SH SOLE 9692
DOW CHEMICAL CO. (THE) COM 26054310 1516 40165 SH SOLE 40165
DREAMWORKS ANIMATION SKG, INC. CL A 26153C10 279 10000 SH SOLE 10000
DU PONT (E.I.) DE NEMOURS COM 26353410 1374 25000 SH SOLE 25000
DUKE ENERGY CORP. COM 26441C10 802 44200 SH SOLE 44200
DUN & BRADSTREET CORP. (THE) COM 26483E10 401 5000 SH SOLE 5000
E TRADE FINANCIAL CORP COM NEW 26924640 19 1200 SH SOLE 1200
EARTHLINK, INC. COM 27032110 154 19690 SH SOLE 19690
EASTMAN CHEMICAL CO. COM 27743210 397 4000 SH SOLE 4000
EATON VANCE CORP. COM NON VTG 27826510 645 20000 SH SOLE 20000
EBAY INC COM 27864210 776 25000 SH SOLE 25000
ECHELON CORP. COM 27874N10 152 15000 SH SOLE 15000
EDISON INTERNATIONAL INC. COM 28102010 1098 30000 SH SOLE 30000
EDWARDS LIFESCIENCES CORP. COM 28176E10 870 10000 SH SOLE 10000
EL PASO CORP. COM 28336L10 735 40808 SH SOLE 40808
ELI LILLY & CO. COM 53245710 2286 65000 SH SOLE 65000
EMC CORP/MASS COM 26864810 2663 100250 SH SOLE 100250
EMERSON ELECTRIC CO. COM 29101110 292 5000 SH SOLE 5000
ENERGY FOCUS, INC. COM 29268T10 122 100000 SH SOLE 100000
ENTERCOM COMMUNICATIONS CORP. CL A 29363910 88 8000 SH SOLE 8000
ENTERGY CORP. COM 29364G10 336 5000 SH SOLE 5000
ENTERTAINMENT PROPERTIES TRUST COM SH BEN INT 29380T10 1405 30000 SH SOLE 30000
ENTRAVISION COMMUNICATIONS CORP. CL A 29382R10 41 15000 SH SOLE 15000
ENZON PHARMACEUTICALS, INC. COM 29390410 109 10000 SH SOLE 10000
EQUIFAX INC. COM 29442910 583 15000 SH SOLE 15000
EQUITY RESIDENTIAL PROPERTY TRUS SH BEN INT 29476L10 846 15000 SH SOLE 15000
ESCO TECHNOLOGIES INC. COM 29631510 343 9000 SH SOLE 9000
ESTERLINE TECHNOLOGIES CORP. COM 29742510 2122 30000 SH SOLE 30000
ETHAN ALLEN INTERIORS, INC. COM 29760210 329 15000 SH SOLE 15000
EXAR CORP. COM 30064510 123 20431 SH SOLE 20431
EXELON CORP. COM 30161N10 1039 25200 SH SOLE 25200
EXPEDIA, INC. COM 30212P10 738 32571 SH SOLE 32571
EXXON MOBIL CORP. COM 30231G10 12620 150000 SH SOLE 150000
FACTSET RESEARCH SYSTEMS INC. COM 30307510 1571 15000 SH SOLE 15000
FAIRCHILD SEMICONDUCTOR INTL.INC COM 30372610 546 30000 SH SOLE 30000
FEDERAL SIGNAL CORP COM 31385510 65 10000 SH SOLE 10000
FLIR SYSTEMS INC COM 30244510 346 10000 SH SOLE 10000
FLOWERS FOODS, INC. COM 34349810 613 22500 SH SOLE 22500
FLUOR CORP COM 34341210 1105 15000 SH SOLE 15000
FMC TECHNOLOGIES INC COM 30249U10 945 10000 SH SOLE 10000
FORD MOTOR CO. COM PAR $0.01 34537086 895 60000 SH SOLE 60000
FOREST LABORATORIES, INC. CL A COM 34583810 646 20000 SH SOLE 20000
FOREST OIL CORP. COM PAR $0.01 34609170 227 6000 SH SOLE 6000
FRONTIER COMMUNICATIONS CORP COM 35906A10 128 15602 SH SOLE 15602
FUEL SYSTEMS SOLUTIONS INC COM 35952W10 302 10000 SH SOLE 10000
GAP INC/THE COM 36476010 1133 50000 SH SOLE 50000
GARDNER DENVER, INC. COM 36555810 1170 15000 SH SOLE 15000
GENERAL DYNAMICS CORP COM 36955010 766 10000 SH SOLE 10000
GENERAL MARITIME CORP. SHS Y2693R10 27 13400 SH SOLE 13400
GENON ENERGY INC COM 37244E10 45 11829 SH SOLE 11829
GEO GROUP INC/THE COM 36159R10 346 13500 SH SOLE 13500
GILEAD SCIENCES INC COM 37555810 1274 30000 SH SOLE 30000
GOLDMAN SACHS GROUP INC COM 38141G10 2379 15000 SH SOLE 15000
GOODRICH CORP. COM 38238810 855 10000 SH SOLE 10000
GOODYEAR TIRE & RUBBER CO COM 38255010 150 10000 SH SOLE 10000
GOOGLE INC CL A 38259P50 1220 2080 SH SOLE 2080
GRANITE CONSTRUCTION INC. COM 38732810 126 4500 SH SOLE 4500
HALLIBURTON CO COM 40621610 2492 50000 SH SOLE 50000
HARMONIC INC. COM 41316010 71 7597 SH SOLE 7597
HARRIS CORP. COM 41387510 496 10000 SH SOLE 10000
HARSCO CORP. COM 41586410 1411 40000 SH SOLE 40000
HARTFORD FINANCIAL SVCS GROUP COM 41651510 269 10000 SH SOLE 10000
HASBRO, INC. COM 41805610 1639 35000 SH SOLE 35000
HECLA MINING CO. COM 42270410 227 25000 SH SOLE 25000
HEINZ (H.J.) CO. COM 42307410 244 5000 SH SOLE 5000
HELMERICH & PAYNE, INC. COM 42345210 1717 25000 SH SOLE 25000
HESS CORP. COM 42809H10 852 10000 SH SOLE 10000
HEWLETT-PACKARD CO COM 42823610 2458 60000 SH SOLE 60000
HOLOGIC, INC. COM 43644010 577 26000 SH SOLE 26000
HOME DEPOT INC COM 43707610 371 10000 SH SOLE 10000
HONEYWELL INTERNATIONAL INC COM 43851610 1194 20000 SH SOLE 20000
HOSPIRA, INC. COM 44106010 386 7000 SH SOLE 7000
HOST MARRIOTT CORP. COM 44107P10 899 51056 SH SOLE 51056
HOVNANIAN ENTERPRISES, INC. CL A 44248720 63 18000 SH SOLE 18000
HSN, INC. COM 40430310 209 6514 SH SOLE 6514
HUMAN GENOME SCIENCES, INC. COM 44490310 137 5000 SH SOLE 5000
HUNT (JB) TRANSPORT SVCS INC COM 44565810 1272 28000 SH SOLE 28000
IAC/INTERACTIVE CORP. COM PAR $.001 44919P50 504 16285 SH SOLE 16285
IDACORP, INC. COM 45110710 419 11000 SH SOLE 11000
IDEXX LABORATORIES, INC. COM 45168D10 386 5000 SH SOLE 5000
ILLINOIS TOOL WORKS INC. COM 45230810 1074 20000 SH SOLE 20000
ILLUMINA, INC. COM 45232710 701 10000 SH SOLE 10000
INCYTE CORP COM 45337C10 396 25000 SH SOLE 25000
INGERSOLL-RAND PLC SHS G4779110 242 5000 SH SOLE 5000
INSITUFORM TECHNOLOGIES,INC.CL A CL A 45766710 134 5000 SH SOLE 5000
INTEGRYS ENERGY GROUP INC COM 45822P10 596 11800 SH SOLE 11800
INTEL CORP COM 45814010 3733 185000 SH SOLE 185000
INTERMEC INC. COM 45878610 621 57500 SH SOLE 57500
INTERMUNE INC COM 45884X10 1652 35000 SH SOLE 35000
INTERPUBLIC GROUP OF COS INC COM 46069010 113 9000 SH SOLE 9000
INTERVAL LEISURE GROUP, INC. COM 46113M10 106 6514 SH SOLE 6514
INTL BUSINESS MACHINES CORP. COM 45920010 6523 40000 SH SOLE 40000
INTL FLAVORS & FRAGRANCES INC. COM 45950610 1246 20000 SH SOLE 20000
INTL RECTIFIER CORP. COM 46025410 397 12000 SH SOLE 12000
INTL SPEEDWAY CORP. CL A 46033520 185 6200 SH SOLE 6200
INVACARE CORP. COM 46120310 156 5000 SH SOLE 5000
INVESTMENT TECHNOLOGY GROUP, INC COM 46145F10 136 7500 SH SOLE 7500
ITT CORP COM 45091110 601 10000 SH SOLE 10000
J.C. PENNEY CO INC COM 70816010 449 12500 SH SOLE 12500
JACOBS ENGINEERING GROUP INC COM 46981410 771 15000 SH SOLE 15000
JDS UNIPHASE CORP. COM PAR $0.001 46612J50 154 7375 SH SOLE 7375
JM SMUCKER CO/THE COM NEW 83269640 1314 18405 SH SOLE 18405
JOHN BEAN TECHNOLOGIES CORP. COM 47783910 84 4320 SH SOLE 4320
JOHNSON & JOHNSON COM 47816010 4148 70000 SH SOLE 70000
JONES GROUP INC COM 48020T10 69 5000 SH SOLE 5000
JOY GLOBAL INC. COM 48116510 1482 15000 SH SOLE 15000
JP MORGAN CHASE & CO COM 46625H10 7376 160000 SH SOLE 160000
JUNIPER NETWORKS, INC. COM 48203R10 631 15000 SH SOLE 15000
KANSAS CITY SOUTHERN COM NEW 48517030 1524 28000 SH SOLE 28000
KB HOME COM 48666K10 62 5000 SH SOLE 5000
KENNAMETAL INC. COM 48917010 3510 90000 SH SOLE 90000
KID BRANDS INC COM 49375T10 147 20000 SH SOLE 20000
KIMBERLY-CLARK CORP. COM 49436810 653 10000 SH SOLE 10000
KIMCO REALTY CORP. COM 49446R10 459 25000 SH SOLE 25000
KLA-TENCOR CORPORATION COM 48248010 710 15000 SH SOLE 15000
KOHLS CORP. COM 50025510 690 13000 SH SOLE 13000
KRAFT FOODS INC. CL A 50075N10 1442 45987 SH SOLE 45987
KROGER CO. (THE) COM 50104410 599 25000 SH SOLE 25000
KULICKE & SOFFA INDUSTRIES, INC. COM 50124210 196 21000 SH SOLE 21000
K-V PHARMACEUTICAL CO. CL A 48274020 300 50000 SH SOLE 50000
L-1 IDENTITY SOLUTIONS INC. COM 50212A10 557 47300 SH SOLE 47300
LAM RESEARCH CORP. COM 51280710 1133 20000 SH SOLE 20000
LATTICE SEMICONDUCTOR CORP. COM 51841510 59 10000 SH SOLE 10000
LEGG MASON INC COM 52490110 325 9000 SH SOLE 9000
LIBERTY MEDIA CORP INTERACTIVE INT COM SER A 53071M10 162 10099 SH SOLE 10099
LIBERTY PROPERTY TRUST SH BEN INT 53117210 132 4000 SH SOLE 4000
LIFE TECHNOLOGIES CORP. COM 53217V10 315 6000 SH SOLE 6000
LIFEPOINT HOSPITALS, INC. COM 53219L10 85 2105 SH SOLE 2105
LIGAND PHARMACEUTICALS INC COM NEW 53220K50 67 6666 SH SOLE 6666
LINCARE HOLDINGS INC. COM 53279110 712 24000 SH SOLE 24000
LINDSAY CORP. COM 53555510 1027 13000 SH SOLE 13000
LIVE NATION INC COM 53803410 133 13353 SH SOLE 13353
LIZ CLAIBORNE, INC. COM 53932010 108 20000 SH SOLE 20000
LOJACK CORP. COM 53945110 352 75000 SH SOLE 75000
LOWES COMPANIES, INC. COM 54866110 1586 60000 SH SOLE 60000
LSI CORP. COM 50216110 123 18060 SH SOLE 18060
MACY'S INC COM 55616P10 485 20000 SH SOLE 20000
MANPOWER INC COM 56418H10 189 3000 SH SOLE 3000
MARATHON OIL CORP. COM 56584910 1066 20000 SH SOLE 20000
MARSH & MCLENNAN COMPANIES, INC. COM 57174810 805 27000 SH SOLE 27000
MASTEC INC COM 57632310 1352 65000 SH SOLE 65000
MATERION CORP COM 57669010 408 10000 SH SOLE 10000
MCDERMOTT INTERNATIONAL, INC. COM 58003710 1905 75000 SH SOLE 75000
MCDONALD'S CORP. COM 58013510 2670 35093 SH SOLE 35093
MCKESSON CORP. COM 58155Q10 1186 15000 SH SOLE 15000
MDC HOLDINGS, INC. COM 55267610 280 11050 SH SOLE 11050
MEAD JOHNSON NUTRITION CO COM 58283910 708 12219 SH SOLE 12219
MEDCO HEALTH SOLUTIONS, INC. COM 58405U10 1123 20000 SH SOLE 20000
MEDTRONIC, INC. COM 58505510 787 20000 SH SOLE 20000
MERCK & CO. INC. COM 58933Y10 4729 143252 SH SOLE 143252
MERCURY COMPUTER SYSTEMS, INC. COM 58937810 952 45000 SH SOLE 45000
MERCURY GENERAL CORP. COM 58940010 196 5000 SH SOLE 5000
METLIFE, INC. COM 59156R10 1018 22766 SH SOLE 22766
MICROCHIP TECHNOLOGY INC COM 59501710 950 25000 SH SOLE 25000
MICRON TECHNOLOGY INC COM 59511210 344 30000 SH SOLE 30000
MICROSOFT CORP. COM 59491810 5840 230000 SH SOLE 230000
MIPS TECHNOLOGIES, INC. COM 60456710 19 1801 SH SOLE 1801
MODUSLINK GLOBAL SOLUTIONS INC COM 60786L10 55 10000 SH SOLE 10000
MONSANTO CO. COM 61166W10 1445 20000 SH SOLE 20000
MOTOROLA MOBILITY HLDGS INC COM 62009710 290 11875 SH SOLE 11875
MOTOROLA SOLUTIONS INC COM NEW 62007630 606 13571 SH SOLE 13571
MSC INDUSTRIAL DIRECT CO., INC. CL A 55353010 685 10000 SH SOLE 10000
MURPHY OIL CORP. COM 62671710 1322 18000 SH SOLE 18000
MYLAN LABORATORIES INC. COM 62853010 334 14750 SH SOLE 14750
NABORS INDUSTRIES LTD. SHS G6359F10 608 20000 SH SOLE 20000
NATIONAL OILWELL VARCO INC COM 63707110 68 854 SH SOLE 854
NATIONAL SEMICONDUCTOR CORP. COM 63764010 717 50000 SH SOLE 50000
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NCR CORP COM 62886E10 377 20000 SH SOLE 20000
NEKTAR THERAPEUTICS COM 64026810 284 30000 SH SOLE 30000
NETAPP INC. COM 64110D10 241 5000 SH SOLE 5000
NEW JERSEY RESOURCES CORP. COM 64602510 1289 30000 SH SOLE 30000
NEW YORK COMMUNITY BANCORP, INC. COM 64944510 1036 60000 SH SOLE 60000
NEWPARK RESOURCES INC COM PAR $.01NEW 65171850 1022 130000 SH SOLE 130000
NEWS CORP - CL A CL A 65248E10 2198 125000 SH SOLE 125000
NEXTERA ENERGY INC COM 65339F10 551 10000 SH SOLE 10000
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NOBLE ENERGY INC COM 65504410 967 10000 SH SOLE 10000
NORDSON CORP. COM 65566310 1726 15000 SH SOLE 15000
NORFOLK SOUTHERN CORP. COM 65584410 1351 19500 SH SOLE 19500
NORTHERN TRUST CORP. COM 66585910 508 10000 SH SOLE 10000
NORTHROP GRUMMA COM 66680710 1254 20000 SH SOLE 20000
NOVELL INC COM 67000610 176 29600 SH SOLE 29600
NOVELLUS SYSTEMS INC COM 67000810 186 5000 SH SOLE 5000
NV ENERGY INC. COM 67073Y10 328 22000 SH SOLE 22000
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OPNET TECHNOLOGIES, INC. COM 68375710 1365 35000 SH SOLE 35000
ORACLE CORP COM 68389X10 1672 50000 SH SOLE 50000
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PALL CORP. COM 69642930 576 10000 SH SOLE 10000
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PDL BIOPHARMA, INC. COM 69329Y10 46 8000 SH SOLE 8000
PEP BOYS-MANNY, MOE & JACK (THE) COM 71327810 95 7500 SH SOLE 7500
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PHH CORP. COM NEW 69332020 97 4464 SH SOLE 4464
PHILIP MORRIS INTERNATIONAL,INC. COM 71817210 3938 60000 SH SOLE 60000
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PHOTRONICS, INC. COM 71940510 45 5000 SH SOLE 5000
PINNACLE WEST CAPITAL CORP. COM 72348410 300 7000 SH SOLE 7000
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PROGRESS ENERGY, INC. COM 74326310 231 5000 SH SOLE 5000
PROLOGIS SH BEN INT 74341010 160 10000 SH SOLE 10000
PROTECTIVE LIFE CORP. COM 74367410 398 15000 SH SOLE 15000
PRUDENTIAL FINANCIAL INC. COM 74432010 1540 25000 SH SOLE 25000
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QUALCOMM INC. COM 74752510 2742 50000 SH SOLE 50000
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SFN GROUP INC COM 78415310 85 6000 SH SOLE 6000
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SOUTHERN CO COM 84258710 1220 32000 SH SOLE 32000
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SYMANTEC CORP COM 87150310 1112 60000 SH SOLE 60000
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TIMBERLAND CO. (THE) CL A 88710010 413 10000 SH SOLE 10000
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TORO CO. (THE) COM 89109210 1324 20000 SH SOLE 20000
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UNION PACIFIC CORP COM 90781810 1672 17000 SH SOLE 17000
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