0001483259-11-000007.txt : 20110720
0001483259-11-000007.hdr.sgml : 20110720
20110720115745
ACCESSION NUMBER: 0001483259-11-000007
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110720
DATE AS OF CHANGE: 20110720
EFFECTIVENESS DATE: 20110720
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: 11977038
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-630_2011.txt
NJ STATE EMPLOYEES DEFERRED COMPENENSATION PLAN
1
Fund DCP 13F-June 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: June 30, 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 July 20, 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: 482
Form 13F Information Table Value Total: 430102 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 30 4000 SH SOLE 4000
A.C. MOORE ARTS & CRAFTS, INC. COM 00086T10 200 80000 SH SOLE 80000
AAR CORP. COM 00036110 664 24500 SH SOLE 24500
ABBOTT LABORATORIES COM 00282410 526 10000 SH SOLE 10000
ACCELRYS INC. COM 00430U10 53 7500 SH SOLE 7500
ACTIVISION BLIZZARD INC. COM 00507V10 1985 170000 SH SOLE 170000
ADTRAN, INC. COM 00738A10 774 20000 SH SOLE 20000
ADVANCED MICRO DEVICES, INC. COM 00790310 119 17000 SH SOLE 17000
AES CORP. (THE) COM 00130H10 242 19000 SH SOLE 19000
AETNA INC COM 00817Y10 706 16012 SH SOLE 16012
AFFILIATED MANAGERS GROUP COM 00825210 1522 15000 SH SOLE 15000
AFFYMAX INC COM 00826A10 69 10000 SH SOLE 10000
AFLAC INC. COM 00105510 700 15000 SH SOLE 15000
AGILENT TECHNOLOGIES, INC. COM 00846U10 1180 23084 SH SOLE 23084
AIR PRODUCTS & CHEMICALS INC COM 00915810 1434 15000 SH SOLE 15000
AIR TRANSPORT SERVICES GROUP INC COM 00922R10 69 10000 SH SOLE 10000
AIXTRON AG SPONSORED ADR 00960610 1365 40000 SH SOLE 40000
AK STEEL HOLDING CORP. COM 00154710 631 40000 SH SOLE 40000
ALCOA INC. COM 01381710 714 45000 SH SOLE 45000
ALKERMES INC COM 01642T10 1860 100000 SH SOLE 100000
ALLIANCE ONE INTERNATIONAL, INC. COM 01877210 69 21500 SH SOLE 21500
ALLIANT TECHSYSTEMS INC COM 01880410 927 13000 SH SOLE 13000
ALLSTATE CORP. (THE) COM 02000210 1032 33810 SH SOLE 33810
ALTRIA GROUP INC. COM 02209S10 2113 80000 SH SOLE 80000
AMAG PHARMACEUTICALS INC COM 00163U10 376 20000 SH SOLE 20000
AMAG PHARMACEUTICALS INC COM 00163U10 376 20000 SH SOLE 20000
AMAZON.COM INC. COM 02313510 2045 10000 SH SOLE 10000
AMEDISYS, INC. COM 02343610 533 19999 SH SOLE 19999
AMEREN CORP. COM 02360810 288 10000 SH SOLE 10000
AMERICAN ELECTRIC POWER CO.,INC. COM 02553710 556 14760 SH SOLE 14760
AMERICAN EXPRESS CO COM 02581610 2585 50000 SH SOLE 50000
AMERICAN INTERNATIONAL GROUP INC COM NEW 02687478 161 5500 SH SOLE 5500
AMERICAN INTERNATIONAL GROUP WTS *W EXP 01/19/202 02687415 30 2936 SH SOLE 2936
AMERICAN TOWER CORP. CL A CL A 02991220 1570 30000 SH SOLE 30000
AMERISOURCEBERGEN CORP. COM 03073E10 1211 29244 SH SOLE 29244
AMETEK, INC. COM 03110010 1818 40500 SH SOLE 40500
AMR CORP. COM 00176510 54 10000 SH SOLE 10000
AMYLIN PHARMACEUTICALS INC COM 03234610 735 55000 SH SOLE 55000
ANADARKO PETROLEUM CORP COM 03251110 1535 20000 SH SOLE 20000
AOL INC COM 00184X10 120 6060 SH SOLE 6060
APPLE INC COM 03783310 11748 35000 SH SOLE 35000
APPLIED MATERIALS, INC. COM 03822210 911 70000 SH SOLE 70000
APTARGROUP, INC. COM 03833610 1570 30000 SH SOLE 30000
AQUA AMERICA INC COM 03836W10 458 20833 SH SOLE 20833
ARCHER DANIELS MIDLAND CO. COM 03948310 452 15000 SH SOLE 15000
ARENA PHARMACEUTICALS INC COM 04004710 20 15000 SH SOLE 15000
ARLINGTON ASSET INVESTMENT CORP CL A NEW 04135620 16 500 SH SOLE 500
ARROW ELECTRONICS INC COM 04273510 73 1750 SH SOLE 1750
ARTHROCARE CORP. COM 04313610 837 25000 SH SOLE 25000
ASHLAND INC. COM 04420910 804 12440 SH SOLE 12440
ASTORIA FINANCIAL CORP. COM 04626510 192 15000 SH SOLE 15000
AT&T INC. COM 00206R10 1413 45000 SH SOLE 45000
AUTODESK INC. COM 05276910 1544 40000 SH SOLE 40000
AUTOZONE INC. COM 05333210 1474 5000 SH SOLE 5000
AVALONBAY COMMUNITIES INC COM 05348410 1079 8407 SH SOLE 8407
AVERY DENNISON CORP. COM 05361110 386 10000 SH SOLE 10000
AVIAT NETWORKS INC COM 05366Y10 35 8694 SH SOLE 8694
AVID TECHNOLOGY INC COM 05367P10 245 13000 SH SOLE 13000
AVNET, INC. COM 05380710 776 24360 SH SOLE 24360
AVON PRODUCTS, INC. COM 05430310 420 15000 SH SOLE 15000
AXCELIS TECHNOLOGIES, INC. COM 05454010 15 9432 SH SOLE 9432
BABCOCK & WILCOX CO NEW COM 05615F10 1039 37500 SH SOLE 37500
BAKER HUGHES INC COM 05722410 1088 15000 SH SOLE 15000
BALL CORP COM 05849810 2000 52000 SH SOLE 52000
BANK OF AMERICA CORP COM 06050510 1042 95082 SH SOLE 95082
BANK OF NEW YORK MELLON CORP COM 06405810 2563 100038 SH SOLE 100038
BARD C R COM 06738310 549 5000 SH SOLE 5000
BARNES & NOBLE INC. COM 06777410 348 21000 SH SOLE 21000
BAXTER INTERNATIONAL INC COM 07181310 1194 20000 SH SOLE 20000
BECTON DICKINSON AND CO COM 07588710 431 5000 SH SOLE 5000
BELO CORP. COM SER A 08055510 170 22500 SH SOLE 22500
BEMIS COMPANY COM 08143710 338 10000 SH SOLE 10000
BERRY PETROLEUM CO CL A 08578910 2391 45000 SH SOLE 45000
BEST BUY CO INC. COM 08651610 314 10000 SH SOLE 10000
BJ'S WHOLESALE CLUB INC COM 05548J10 1259 25000 SH SOLE 25000
BLOCK (H & R), INC. COM 09367110 289 18000 SH SOLE 18000
BOK FINANCIAL CORP. COM NEW 05561Q20 548 10000 SH SOLE 10000
BOSTON PROPERTIES, INC. COM 10112110 425 4000 SH SOLE 4000
BOSTON SCIENTIFIC CORP. COM 10113710 276 40000 SH SOLE 40000
BRINKS CO. (THE) COM 10969610 447 15000 SH SOLE 15000
BRISTOL-MYERS SQUIBB CO. COM 11012210 779 26884 SH SOLE 26884
BROADCOM CORP. CL A 11132010 1009 30000 SH SOLE 30000
BROCADE COMMUNICATIONS SYSTEMS COM NEW 11162130 139 21572 SH SOLE 21572
BROOKS AUTOMATION, INC. COM 11434010 60 5550 SH SOLE 5550
BROWN SHOE CO., INC. COM 11573610 156 14625 SH SOLE 14625
BRUKER BIOSCIENCES CORP COM 11679410 407 20000 SH SOLE 20000
BRUNSWICK CORP. COM 11704310 408 20000 SH SOLE 20000
BUCKLE (THE), INC. COM 11844010 480 11250 SH SOLE 11250
BUCYRUS INTERNATIONAL, INC. COM 11875910 2292 25000 SH SOLE 25000
CABOT CORP. COM 12705510 797 20000 SH SOLE 20000
CADENCE DESIGN SYSTEMS, INC. COM 12738710 404 38250 SH SOLE 38250
CALGON CARBON CORP COM 12960310 680 40000 SH SOLE 40000
CAMBREX CORP. COM 13201110 18 4000 SH SOLE 4000
CAMERON INTERNATIONAL CORP. COM 13342B10 1006 20000 SH SOLE 20000
CAPITAL ONE FINANCIAL CORP. COM 14040H10 451 8733 SH SOLE 8733
CARDINAL HEALTH, INC. COM 14149Y10 681 15000 SH SOLE 15000
CAREFUSION CORP COM 14170T10 204 7500 SH SOLE 7500
CARLISLE COMPANIES INC. COM 14233910 1280 26000 SH SOLE 26000
CARMAX, INC. COM 14313010 496 15000 SH SOLE 15000
CARNIVAL CORP. PAIRED CTF 14365830 564 15000 SH SOLE 15000
CASELLA WASTE SYSTEMS, INC. CL A 14744810 476 78000 SH SOLE 78000
CAVCO INDUSTRIES, INC. COM 14956810 135 3000 SH SOLE 3000
CELGENE CORP COM 15102010 603 10000 SH SOLE 10000
CENTURYTEL INC. COM 15670010 831 20550 SH SOLE 20550
CHECKPOINT SYSTEMS INC COM 16282510 715 40000 SH SOLE 40000
CHESAPEAKE ENERGY CORP. COM 16516710 1039 35000 SH SOLE 35000
CHEVRON CORP. COM 16676410 4628 45000 SH SOLE 45000
CHICO'S FAS INC COM 16861510 152 10000 SH SOLE 10000
CHILDREN'S PLACE COM 16890510 890 20000 SH SOLE 20000
CHIPOTLE MEXICAN GRILL INC. COM 16965610 1342 4356 SH SOLE 4356
CHUBB CORP. (THE) COM 17123210 939 15000 SH SOLE 15000
CHURCH & DWIGHT CO., INC. COM 17134010 1622 40000 SH SOLE 40000
CIMAREX ENERGY CO. COM 17179810 1169 13000 SH SOLE 13000
CINCINNATI BELL INC. COM 17187110 25 7500 SH SOLE 7500
CISCO SYSTEMS INC COM 17275R10 2342 150000 SH SOLE 150000
CITIGROUP INC COM NEW 17296742 333 8000 SH SOLE 8000
CITRIX SYSTEMS INC. COM 17737610 1600 20000 SH SOLE 20000
COACH INC COM 18975410 1279 20000 SH SOLE 20000
COCA-COLA CO. (THE) COM 19121610 5383 80000 SH SOLE 80000
COLGATE-PALMOLIVE CO COM 19416210 1748 20000 SH SOLE 20000
COMCAST CORP NEW CL A CL A 20030N10 760 30000 SH SOLE 30000
COMCAST CORP. "A SPL" CL A SPL 20030N20 1090 45000 SH SOLE 45000
COMPUWARE CORP. COM 20563810 976 100000 SH SOLE 100000
CONAGRA FOODS, INC. COM 20588710 645 25000 SH SOLE 25000
CONOCOPHILLIPS COM 20825C10 3384 45000 SH SOLE 45000
CONVERGYS CORP. COM 21248510 102 7500 SH SOLE 7500
CON-WAY INC. COM 20594410 310 8000 SH SOLE 8000
CORN PRODUCTS INTL., INC. COM 21902310 1935 35000 SH SOLE 35000
COSTCO WHOLESALE CORP. COM 22160K10 1625 20000 SH SOLE 20000
COVENTRY HEALTH CARE, INC. COM 22286210 365 10000 SH SOLE 10000
CRACKER BARREL OLD COUNTRY STORE COM 22410J10 247 5000 SH SOLE 5000
CRANE CO. COM 22439910 494 10000 SH SOLE 10000
CUBIC CORP. COM 22966910 255 5000 SH SOLE 5000
CULLEN/FROST BANKERS, INC. COM 22989910 455 8000 SH SOLE 8000
CUMULUS MEDIA INC. CL A 23108210 196 56098 SH SOLE 56098
CURTISS-WRIGHT CORP. COM 23156110 809 25000 SH SOLE 25000
CVS CAREMARK CORP COM 12665010 564 15000 SH SOLE 15000
CYMER INC COM 23257210 1485 30000 SH SOLE 30000
CYPRESS SEMICONDUCTOR CORP COM 23280610 85 4000 SH SOLE 4000
DANAHER CORP. COM 23585110 530 10000 SH SOLE 10000
DEERE & CO. COM 24419910 825 10000 SH SOLE 10000
DELUXE CORP. COM 24801910 124 5000 SH SOLE 5000
DENBURY RESOURCES INC. COM NEW 24791620 600 30000 SH SOLE 30000
DENTSPLY INTERNATIONAL INC. COM 24903010 799 21000 SH SOLE 21000
DEVON ENERGY CORPORATION COM 25179M10 1970 25000 SH SOLE 25000
DIAMOND OFFSHORE DRILLING, INC. COM 25271C10 352 5000 SH SOLE 5000
DIGITAL RIVER INC COM 25388B10 643 20000 SH SOLE 20000
DISCOVER FINANCIAL SERVICES LLC COM 25470910 839 31350 SH SOLE 31350
DISCOVERY COMMUNICATIONS INC.CLA COM SER A 25470F10 102 2500 SH SOLE 2500
DISCOVERY COMMUNICATIONS INC.CLC COM SER C 25470F30 91 2500 SH SOLE 2500
DOVER CORP. COM 26000310 339 5000 SH SOLE 5000
DOVER MOTORSPORTS INC. COM 26017410 18 9692 SH SOLE 9692
DOW CHEMICAL CO. (THE) COM 26054310 1446 40165 SH SOLE 40165
DREAMWORKS ANIMATION SKG, INC. CL A 26153C10 201 10000 SH SOLE 10000
DU PONT (E.I.) DE NEMOURS COM 26353410 1351 25000 SH SOLE 25000
DUKE ENERGY CORP. COM 26441C10 832 44200 SH SOLE 44200
DUN & BRADSTREET CORP. (THE) COM 26483E10 378 5000 SH SOLE 5000
E TRADE FINANCIAL CORP COM NEW 26924640 17 1200 SH SOLE 1200
EARTHLINK, INC. COM 27032110 152 19690 SH SOLE 19690
EASTMAN CHEMICAL CO. COM 27743210 408 4000 SH SOLE 4000
EATON VANCE CORP. COM NON VTG 27826510 605 20000 SH SOLE 20000
EBAY INC COM 27864210 807 25000 SH SOLE 25000
ECHELON CORP. COM 27874N10 136 15000 SH SOLE 15000
EDISON INTERNATIONAL INC. COM 28102010 1163 30000 SH SOLE 30000
EDWARDS LIFESCIENCES CORP. COM 28176E10 872 10000 SH SOLE 10000
EL PASO CORP. COM 28336L10 824 40808 SH SOLE 40808
ELI LILLY & CO. COM 53245710 2439 65000 SH SOLE 65000
EMC CORP/MASS COM 26864810 2762 100250 SH SOLE 100250
EMERSON ELECTRIC CO. COM 29101110 281 5000 SH SOLE 5000
ENERGY FOCUS, INC. COM 29268T10 48 100000 SH SOLE 100000
ENSCO INTERNATIONAL PLC SPONSORED ADR 29358Q10 509 9556 SH SOLE 9556
ENTERCOM COMMUNICATIONS CORP. CL A 29363910 69 8000 SH SOLE 8000
ENTERTAINMENT PROPERTIES TRUST COM SH BEN INT 29380T10 1401 30000 SH SOLE 30000
ENTRAVISION COMMUNICATIONS CORP. CL A 29382R10 28 15000 SH SOLE 15000
ENZON PHARMACEUTICALS, INC. COM 29390410 101 10000 SH SOLE 10000
EQUIFAX INC. COM 29442910 521 15000 SH SOLE 15000
EQUITY RESIDENTIAL PROPERTY TRUS SH BEN INT 29476L10 900 15000 SH SOLE 15000
ESCO TECHNOLOGIES INC. COM 29631510 331 9000 SH SOLE 9000
ESTERLINE TECHNOLOGIES CORP. COM 29742510 2292 30000 SH SOLE 30000
ETHAN ALLEN INTERIORS, INC. COM 29760210 319 15000 SH SOLE 15000
EXAR CORP. COM 30064510 129 20431 SH SOLE 20431
EXELON CORP. COM 30161N10 1080 25200 SH SOLE 25200
EXPEDIA, INC. COM 30212P10 945 32571 SH SOLE 32571
EXXON MOBIL CORP. COM 30231G10 12207 150000 SH SOLE 150000
FACTSET RESEARCH SYSTEMS INC. COM 30307510 1535 15000 SH SOLE 15000
FAIRCHILD SEMICONDUCTOR INTL.INC COM 30372610 501 30000 SH SOLE 30000
FEDERAL SIGNAL CORP COM 31385510 66 10000 SH SOLE 10000
FLIR SYSTEMS INC COM 30244510 337 10000 SH SOLE 10000
FLOWERS FOODS, INC. COM 34349810 744 33750 SH SOLE 33750
FLUOR CORP COM 34341210 970 15000 SH SOLE 15000
FMC TECHNOLOGIES INC COM 30249U10 896 20000 SH SOLE 20000
FORD MOTOR CO. COM PAR $0.01 34537086 827 60000 SH SOLE 60000
FOREST LABORATORIES, INC. CL A COM 34583810 787 20000 SH SOLE 20000
FOREST OIL CORP. COM PAR $0.01 34609170 160 6000 SH SOLE 6000
FRONTIER COMMUNICATIONS CORP COM 35906A10 126 15602 SH SOLE 15602
FUEL SYSTEMS SOLUTIONS INC COM 35952W10 250 10000 SH SOLE 10000
GAP INC/THE COM 36476010 905 50000 SH SOLE 50000
GARDNER DENVER, INC. COM 36555810 1261 15000 SH SOLE 15000
GENERAL DYNAMICS CORP COM 36955010 745 10000 SH SOLE 10000
GENERAL MARITIME CORP. SHS Y2693R10 18 13400 SH SOLE 13400
GENL ELECTRIC COM 36960410 1132 60000 SH SOLE 60000
GEO GROUP INC/THE COM 36159R10 311 13500 SH SOLE 13500
GILEAD SCIENCES INC COM 37555810 1242 30000 SH SOLE 30000
GOLDMAN SACHS GROUP INC COM 38141G10 1996 15000 SH SOLE 15000
GOODRICH CORP. COM 38238810 955 10000 SH SOLE 10000
GOODYEAR TIRE & RUBBER CO COM 38255010 168 10000 SH SOLE 10000
GOOGLE INC CL A 38259P50 1053 2080 SH SOLE 2080
GRANITE CONSTRUCTION INC. COM 38732810 110 4500 SH SOLE 4500
HALLIBURTON CO COM 40621610 2550 50000 SH SOLE 50000
HARMONIC INC. COM 41316010 55 7597 SH SOLE 7597
HARRIS CORP. COM 41387510 451 10000 SH SOLE 10000
HARSCO CORP. COM 41586410 1304 40000 SH SOLE 40000
HARTFORD FINANCIAL SVCS GROUP COM 41651510 264 10000 SH SOLE 10000
HASBRO, INC. COM 41805610 1538 35000 SH SOLE 35000
HECLA MINING CO. COM 42270410 192 25000 SH SOLE 25000
HEINZ (H.J.) CO. COM 42307410 266 5000 SH SOLE 5000
HELMERICH & PAYNE, INC. COM 42345210 1653 25000 SH SOLE 25000
HESS CORP. COM 42809H10 748 10000 SH SOLE 10000
HEWLETT-PACKARD CO COM 42823610 1092 30000 SH SOLE 30000
HOLOGIC, INC. COM 43644010 524 26000 SH SOLE 26000
HOME DEPOT INC COM 43707610 362 10000 SH SOLE 10000
HONEYWELL INTERNATIONAL INC COM 43851610 1192 20000 SH SOLE 20000
HOSPIRA, INC. COM 44106010 397 7000 SH SOLE 7000
HOST MARRIOTT CORP. COM 44107P10 865 51056 SH SOLE 51056
HOVNANIAN ENTERPRISES, INC. CL A 44248720 43 18000 SH SOLE 18000
HSN, INC. COM 40430310 214 6514 SH SOLE 6514
HUMAN GENOME SCIENCES, INC. COM 44490310 123 5000 SH SOLE 5000
HUNT (JB) TRANSPORT SVCS INC COM 44565810 1319 28000 SH SOLE 28000
HUNTINGTON INGALLS INDS INC COM 44641310 115 3333 SH SOLE 3333
IAC/INTERACTIVE CORP. COM PAR $.001 44919P50 622 16285 SH SOLE 16285
IDACORP, INC. COM 45110710 435 11000 SH SOLE 11000
IDEXX LABORATORIES, INC. COM 45168D10 388 5000 SH SOLE 5000
ILLINOIS TOOL WORKS INC. COM 45230810 1130 20000 SH SOLE 20000
ILLUMINA, INC. COM 45232710 752 10000 SH SOLE 10000
INCYTE CORP COM 45337C10 474 25000 SH SOLE 25000
INGERSOLL-RAND PLC SHS G4779110 227 5000 SH SOLE 5000
INSITUFORM TECHNOLOGIES,INC.CL A CL A 45766710 105 5000 SH SOLE 5000
INTEGRYS ENERGY GROUP INC COM 45822P10 259 5000 SH SOLE 5000
INTEL CORP COM 45814010 2881 130000 SH SOLE 130000
INTERMEC INC. COM 45878610 635 57500 SH SOLE 57500
INTERMUNE INC COM 45884X10 1255 35000 SH SOLE 35000
INTERPUBLIC GROUP OF COS INC COM 46069010 113 9000 SH SOLE 9000
INTERVAL LEISURE GROUP, INC. COM 46113M10 89 6514 SH SOLE 6514
INTL BUSINESS MACHINES CORP. COM 45920010 6862 40000 SH SOLE 40000
INTL FLAVORS & FRAGRANCES INC. COM 45950610 1285 20000 SH SOLE 20000
INTL RECTIFIER CORP. COM 46025410 336 12000 SH SOLE 12000
INTL SPEEDWAY CORP. CL A 46033520 176 6200 SH SOLE 6200
INVACARE CORP. COM 46120310 166 5000 SH SOLE 5000
INVESTMENT TECHNOLOGY GROUP, INC COM 46145F10 105 7500 SH SOLE 7500
ITT CORP COM 45091110 589 10000 SH SOLE 10000
J.C. PENNEY CO INC COM 70816010 432 12500 SH SOLE 12500
JACOBS ENGINEERING GROUP INC COM 46981410 649 15000 SH SOLE 15000
JDS UNIPHASE CORP. COM PAR $0.001 46612J50 123 7375 SH SOLE 7375
JM SMUCKER CO/THE COM NEW 83269640 1407 18405 SH SOLE 18405
JOHN BEAN TECHNOLOGIES CORP. COM 47783910 84 4320 SH SOLE 4320
JOHNSON & JOHNSON COM 47816010 4656 70000 SH SOLE 70000
JONES GROUP INC COM 48020T10 54 5000 SH SOLE 5000
JOY GLOBAL INC. COM 48116510 1429 15000 SH SOLE 15000
JP MORGAN CHASE & CO COM 46625H10 6550 160000 SH SOLE 160000
JUNIPER NETWORKS, INC. COM 48203R10 473 15000 SH SOLE 15000
KANSAS CITY SOUTHERN COM NEW 48517030 1661 28000 SH SOLE 28000
KB HOME COM 48666K10 49 5000 SH SOLE 5000
KENNAMETAL INC. COM 48917010 2532 60000 SH SOLE 60000
KID BRANDS INC COM 49375T10 103 20000 SH SOLE 20000
KIMBERLY-CLARK CORP. COM 49436810 666 10000 SH SOLE 10000
KIMCO REALTY CORP. COM 49446R10 466 25000 SH SOLE 25000
KLA-TENCOR CORPORATION COM 48248010 607 15000 SH SOLE 15000
KOHLS CORP. COM 50025510 650 13000 SH SOLE 13000
KRAFT FOODS INC. CL A 50075N10 1620 45987 SH SOLE 45987
KROGER CO. (THE) COM 50104410 620 25000 SH SOLE 25000
KULICKE & SOFFA INDUSTRIES, INC. COM 50124210 234 21000 SH SOLE 21000
K-V PHARMACEUTICAL CO. CL A 48274020 136 50000 SH SOLE 50000
L-1 IDENTITY SOLUTIONS INC. COM 50212A10 556 47300 SH SOLE 47300
LAM RESEARCH CORP. COM 51280710 886 20000 SH SOLE 20000
LATTICE SEMICONDUCTOR CORP. COM 51841510 65 10000 SH SOLE 10000
LEGG MASON INC COM 52490110 295 9000 SH SOLE 9000
LIBERTY MEDIA CORP INTERACTIVE INT COM SER A 53071M10 169 10099 SH SOLE 10099
LIBERTY PROPERTY TRUST SH BEN INT 53117210 130 4000 SH SOLE 4000
LIFE TECHNOLOGIES CORP. COM 53217V10 312 6000 SH SOLE 6000
LIFEPOINT HOSPITALS, INC. COM 53219L10 82 2105 SH SOLE 2105
LIGAND PHARMACEUTICALS INC COM NEW 53220K50 80 6666 SH SOLE 6666
LINCARE HOLDINGS INC. COM 53279110 702 24000 SH SOLE 24000
LINDSAY CORP. COM 53555510 894 13000 SH SOLE 13000
LIVE NATION, INC. COM 53803410 153 13353 SH SOLE 13353
LIZ CLAIBORNE, INC. COM 53932010 107 20000 SH SOLE 20000
LOJACK CORP. COM 53945110 327 75000 SH SOLE 75000
LOWES COMPANIES, INC. COM 54866110 1399 60000 SH SOLE 60000
LSI CORP. COM 50216110 129 18060 SH SOLE 18060
MACY'S INC COM 55616P10 585 20000 SH SOLE 20000
MANPOWER INC COM 56418H10 161 3000 SH SOLE 3000
MARATHON OIL CORP. COM 56584910 1054 20000 SH SOLE 20000
MARSH & MCLENNAN COMPANIES, INC. COM 57174810 842 27000 SH SOLE 27000
MASTEC INC COM 57632310 1282 65000 SH SOLE 65000
MATERION CORP COM 57669010 370 10000 SH SOLE 10000
MCDERMOTT INTERNATIONAL, INC. COM 58003710 1485 75000 SH SOLE 75000
MCDONALD'S CORP. COM 58013510 2959 35093 SH SOLE 35093
MCKESSON CORP. COM 58155Q10 1255 15000 SH SOLE 15000
MDC HOLDINGS, INC. COM 55267610 272 11050 SH SOLE 11050
MEAD JOHNSON NUTRITION CO COM 58283910 825 12219 SH SOLE 12219
MEDCO HEALTH SOLUTIONS, INC. COM 58405U10 1130 20000 SH SOLE 20000
MEDTRONIC, INC. COM 58505510 771 20000 SH SOLE 20000
MERCK & CO. INC. COM 58933Y10 5055 143252 SH SOLE 143252
MERCURY COMPUTER SYSTEMS, INC. COM 58937810 841 45000 SH SOLE 45000
MERCURY GENERAL CORP. COM 58940010 197 5000 SH SOLE 5000
METLIFE, INC. COM 59156R10 999 22766 SH SOLE 22766
MICROCHIP TECHNOLOGY INC COM 59501710 948 25000 SH SOLE 25000
MICRON TECHNOLOGY INC COM 59511210 224 30000 SH SOLE 30000
MICROSOFT CORP. COM 59491810 5980 230000 SH SOLE 230000
MIPS TECHNOLOGIES, INC. COM 60456710 12 1801 SH SOLE 1801
MODUSLINK GLOBAL SOLUTIONS INC COM 60786L10 45 10000 SH SOLE 10000
MONSANTO CO. COM 61166W10 1451 20000 SH SOLE 20000
MOTOROLA MOBILITY HLDGS INC COM 62009710 262 11875 SH SOLE 11875
MOTOROLA SOLUTIONS INC COM NEW 62007630 625 13571 SH SOLE 13571
MSC INDUSTRIAL DIRECT CO., INC. CL A 55353010 663 10000 SH SOLE 10000
MURPHY OIL CORP. COM 62671710 1182 18000 SH SOLE 18000
MYLAN LABORATORIES INC. COM 62853010 364 14750 SH SOLE 14750
NABORS INDUSTRIES LTD. SHS G6359F10 493 20000 SH SOLE 20000
NATIONAL OILWELL VARCO INC COM 63707110 67 854 SH SOLE 854
NATIONWIDE HEALTH PROPERTIES,INC COM 63862010 207 5000 SH SOLE 5000
NCR CORP COM 62886E10 378 20000 SH SOLE 20000
NEKTAR THERAPEUTICS COM 64026810 218 30000 SH SOLE 30000
NETAPP INC. COM 64110D10 264 5000 SH SOLE 5000
NEW JERSEY RESOURCES CORP. COM 64602510 1338 30000 SH SOLE 30000
NEW YORK COMMUNITY BANCORP, INC. COM 64944510 899 60000 SH SOLE 60000
NEWPARK RESOURCES INC COM PAR $.01NEW 65171850 1179 130000 SH SOLE 130000
NEWS CORP - CL A CL A 65248E10 2213 125000 SH SOLE 125000
NEXTERA ENERGY INC COM 65339F10 575 10000 SH SOLE 10000
NISOURCE INC. COM 65473P10 203 10000 SH SOLE 10000
NOBLE ENERGY INC COM 65504410 896 10000 SH SOLE 10000
NORDSON CORP. COM 65566310 1646 30000 SH SOLE 30000
NORFOLK SOUTHERN CORP. COM 65584410 1461 19500 SH SOLE 19500
NORTHERN TRUST CORP. COM 66585910 460 10000 SH SOLE 10000
NORTHROP GRUMMA COM 66680710 1387 20000 SH SOLE 20000
NOVELLUS SYSTEMS INC COM 67000810 181 5000 SH SOLE 5000
NV ENERGY INC. COM 67073Y10 338 22000 SH SOLE 22000
OCCIDENTAL PETROLEUM CORP. COM 67459910 3641 35000 SH SOLE 35000
ONCOTHYREON INC COM 68232410 1286 140000 SH SOLE 140000
OPNET TECHNOLOGIES, INC. COM 68375710 1433 35000 SH SOLE 35000
ORACLE CORP COM 68389X10 3291 100000 SH SOLE 100000
ORBITAL SCIENCES CORP. COM 68556410 1291 76603 SH SOLE 76603
P G & E CORP COM 69331C10 1261 30000 SH SOLE 30000
PALL CORP. COM 69642930 562 10000 SH SOLE 10000
PAR PHARMACEUTICAL COMPANIES,INC COM 69888P10 989 30000 SH SOLE 30000
PARKER HANNIFIN CORP COM 70109410 449 5000 SH SOLE 5000
PATRIOT COAL CORP. COM 70336T10 18 800 SH SOLE 800
PATTERSON-UTI ENERGY INC COM 70348110 948 30000 SH SOLE 30000
PAYCHEX, INC. COM 70432610 614 20000 SH SOLE 20000
PDL BIOPHARMA, INC. COM 69329Y10 47 8000 SH SOLE 8000
PEPSICO INC COM 71344810 2342 33251 SH SOLE 33251
PERRIGO CO. COM 71429010 1757 20000 SH SOLE 20000
PFIZER INC COM 71708110 7087 344025 SH SOLE 344025
PHARMASSET INC COM 71715N10 1683 15000 SH SOLE 15000
PHARMERICA CORP. COM 71714F10 5 385 SH SOLE 385
PHH CORP. COM NEW 69332020 92 4464 SH SOLE 4464
PHILIP MORRIS INTERNATIONAL,INC. COM 71817210 4006 60000 SH SOLE 60000
PHILLIPS-VAN HEUSEN COM 71859210 1309 20000 SH SOLE 20000
PHOTRONICS, INC. COM 71940510 42 5000 SH SOLE 5000
PINNACLE WEST CAPITAL CORP. COM 72348410 312 7000 SH SOLE 7000
PLAINS EXPLORATION & PRODUCTION COM 72650510 381 10000 SH SOLE 10000
PNC FINANCIAL SERVICES GROUP,INC COM 69347510 596 10000 SH SOLE 10000
POLARIS INDUSTRIES INC. COM 73106810 1112 10000 SH SOLE 10000
PPG INDUSTRIES, INC. COM 69350610 454 5000 SH SOLE 5000
PRAXAIR, INC. COM 74005P10 1626 15000 SH SOLE 15000
PRECISION CASTPARTS CORP. COM 74018910 988 6000 SH SOLE 6000
PRG-SCHULTZ INTERNATIONAL, INC. COM NEW 69357C50 79 11000 SH SOLE 11000
PRINCIPAL FINANCIAL GROUP, INC. COM 74251V10 76 2500 SH SOLE 2500
PROCTER & GAMBLE CO. COM 74271810 5086 80000 SH SOLE 80000
PROLOGIS INC COM 74340W10 196 5464 SH SOLE 5464
PROTECTIVE LIFE CORP. COM 74367410 347 15000 SH SOLE 15000
PRUDENTIAL FINANCIAL INC. COM 74432010 1590 25000 SH SOLE 25000
PUBLIC SVC ENTERPRISE GROUP INC. COM 74457310 979 30000 SH SOLE 30000
PULTE GROUP INC COM 74586710 154 20000 SH SOLE 20000
QUALCOMM INC. COM 74752510 2840 50000 SH SOLE 50000
QUANTA SERVICES INC. COM 74762E10 808 40000 SH SOLE 40000
QUANTUM FUEL SYSTEMS TECH COM NEW 74765E20 3 1000 SH SOLE 1000
RADIAN GROUP INC. COM 75023610 36 8600 SH SOLE 8600
RADIANT SYSTEMS, INC. COM 75025N10 1150 55000 SH SOLE 55000
RALCORP HOLDINGS INC COM 75102810 229 2650 SH SOLE 2650
RAMBUS INC. COM 75091710 59 4000 SH SOLE 4000
RAYTHEON CO. COM NEW 75511150 997 20000 SH SOLE 20000
REINSURANCE GROUP OF AMERICA,INC COM NEW 75935160 172 2829 SH SOLE 2829
REPUBLIC SERVICES, INC. COM 76075910 463 15000 SH SOLE 15000
REYNOLDS AMERICAN INC. COM 76171310 741 20000 SH SOLE 20000
ROCKWELL AUTOMATION, INC. COM 77390310 868 10000 SH SOLE 10000
ROCKWELL COLLINS, INC. COM 77434110 494 8000 SH SOLE 8000
ROVI CORP COM 77937610 2184 38077 SH SOLE 38077
ROWAN COMPANIES INC. COM 77938210 893 23000 SH SOLE 23000
SAFEGAURD SCIENTIFICS INC COM NEW 78644920 35 1833 SH SOLE 1833
SAFEWAY INC. COM NEW 78651420 117 5000 SH SOLE 5000
SAGA COMMUNICATIONS INC CL A NEW 78659830 370 10000 SH SOLE 10000
SAKS INC. COM 79377W10 112 10000 SH SOLE 10000
SALEM COMMUNICATIONS CORP. CL A 79409310 71 20000 SH SOLE 20000
SARA LEE CORP. COM 80311110 513 27000 SH SOLE 27000
SCHLUMBERGER LTD. COM 80685710 602 6966 SH SOLE 6966
SCHULMAN (A.), INC. COM 80819410 151 6000 SH SOLE 6000
SCHWAB (CHARLES) CORP. (THE) COM 80851310 411 25000 SH SOLE 25000
SEI INVESTMENTS CO. COM 78411710 900 40000 SH SOLE 40000
SELECTIVE INSURANCE GROUP, INC. COM 81630010 228 14000 SH SOLE 14000
SEMPRA ENERGY COM 81685110 529 10000 SH SOLE 10000
SENSIENT TECHNOLOGIES CORP. COM 81725T10 1483 40000 SH SOLE 40000
SFN GROUP INC COM 78415310 55 6000 SH SOLE 6000
SHAW GROUP INC (THE) COM 82028010 302 10000 SH SOLE 10000
SINCLAIR BROADCAST GROUP-A CL A 82922610 88 8000 SH SOLE 8000
SKYWORKS SOLUTIONS, INC. COM 83088M10 145 6318 SH SOLE 6318
SOUTHERN CO COM 84258710 1292 32000 SH SOLE 32000
SOUTHWEST AIRLINES CO. COM 84474110 171 15000 SH SOLE 15000
SOUTHWEST GAS CORP. COM 84489510 1351 35000 SH SOLE 35000
SPARTAN MOTORS INC. COM 84681910 365 67500 SH SOLE 67500
SPECTRA ENERGY CORP. COM 84756010 606 22100 SH SOLE 22100
SPEEDWAY MOTORSPORTS, INC. COM 84778810 149 10500 SH SOLE 10500
SPRINT NEXTEL CORP. COM SER 1 85206110 1348 250000 SH SOLE 250000
ST JUDE MEDICAL INC COM 79084910 715 15000 SH SOLE 15000
STANDARD PACIFIC CORP. COM 85375C10 67 20000 SH SOLE 20000
STANDARD REGISTER CO. (THE) COM 85388710 22 7000 SH SOLE 7000
STANLEY BLACK AND DECKER INC COM 85450210 1180 16375 SH SOLE 16375
STAPLES, INC. COM 85503010 479 30348 SH SOLE 30348
SUNOCO, INC. COM 86764P10 626 15000 SH SOLE 15000
SUPERVALU INC. COM 86853610 94 10000 SH SOLE 10000
SUPPORT.COM INC COM 86858W10 192 40000 SH SOLE 40000
SYMANTEC CORP COM 87150310 592 30000 SH SOLE 30000
SYNOPSYS INC COM 87160710 276 10742 SH SOLE 10742
SYSCO CORP. COM 87182910 935 30000 SH SOLE 30000
T ROWE PRICE GROUP INC. COM 74144T10 1569 26000 SH SOLE 26000
TARGACEPT INC COM 87611R30 316 15000 SH SOLE 15000
TARGET CORP. COM 87612E10 1173 25000 SH SOLE 25000
TCF FINANCIAL CORP. COM 87227510 414 30000 SH SOLE 30000
TELLABS INC. COM 87966410 70 15120 SH SOLE 15120
TENET HEALTHCARE CORP COM 88033G10 125 20000 SH SOLE 20000
TEXAS INDUSTRIES, INC. COM 88249110 416 10000 SH SOLE 10000
THERMO ELECTRON CORP. COM 88355610 966 15000 SH SOLE 15000
TIDEWATER INC. COM 88642310 807 15000 SH SOLE 15000
TIMBERLAND CO. (THE) CL A 88710010 430 10000 SH SOLE 10000
TIME WARNER CABLE INC COM 88732J20 780 10000 SH SOLE 10000
TIME WARNER INC COM NEW 88731730 1334 36666 SH SOLE 36666
TIMKEN CO. (THE) COM 88738910 756 15000 SH SOLE 15000
TORO CO. (THE) COM 89109210 1210 20000 SH SOLE 20000
TRAVELERS COS INC/THE COM 89417E10 1894 32443 SH SOLE 32443
TREE.COM INC. COM 89467510 4 827 SH SOLE 827
TREX COMPANY, INC. COM 89531P10 979 40000 SH SOLE 40000
TRINITY INDUSTRIES INC. COM 89652210 523 15000 SH SOLE 15000
TRIQUINT SEMICONDUCTOR INC COM 89674K10 510 50000 SH SOLE 50000
ULTRATECH, INC. COM 90403410 456 15000 SH SOLE 15000
UNION PACIFIC CORP COM 90781810 1775 17000 SH SOLE 17000
UNISYS CORP COM NEW 90921430 64 2500 SH SOLE 2500
UNIT CORP. COM 90921810 914 15000 SH SOLE 15000
UNITED STATES STEEL CORP. COM 91290910 598 13000 SH SOLE 13000
UNITED TECHNOLOGIES CORP COM 91301710 2213 25000 SH SOLE 25000
UNUMPROVIDENT CORP. COM 91529Y10 713 28000 SH SOLE 28000
URBAN OUTFITTERS INC COM 91704710 704 25000 SH SOLE 25000
URS CORP COM 90323610 447 10000 SH SOLE 10000
US BANCORP COM NEW 90297330 2041 80000 SH SOLE 80000
VALUECLICK, INC. COM 92046N10 332 20000 SH SOLE 20000
VERIGY LTD. SHS Y9369110 42 2826 SH SOLE 2826
VERIZON COMMUNICATIONS INC COM 92343V10 2420 65000 SH SOLE 65000
VIACOM INC CL B CL B 92553P20 1530 30000 SH SOLE 30000
VIASAT, INC. COM 92552V10 779 18000 SH SOLE 18000
VICOR CORP. COM 92581510 259 16000 SH SOLE 16000
VISHAY INTERTECHNOLOGY INC COM 92829810 603 40087 SH SOLE 40087
VISHAY PRECISION GROUP-CL B COM 92835K10 48 2862 SH SOLE 2862
WALGREEN CO. COM 93142210 1953 46000 SH SOLE 46000
WAL-MART STORES, INC. COM 93114210 3720 70000 SH SOLE 70000
WALT DISNEY CO. (THE) COM DISNEY 25468710 1952 50000 SH SOLE 50000
WASHINGTON FEDERAL, INC. COM 93882410 64 3896 SH SOLE 3896
WATSON PHARMACEUTICALS, INC. COM 94268310 687 10000 SH SOLE 10000
WEATHERFORD INTERNATIONAL LTD. REG SHS H2701310 1125 60000 SH SOLE 60000
WEBMD HEALTH CORP COM 94770V10 187 4102 SH SOLE 4102
WELLPOINT INC. COM 94973V10 1182 15000 SH SOLE 15000
WELLS FARGO & CO COM 94974610 2806 100000 SH SOLE 100000
WERNER ENTERPRISES INC COM 95075510 595 23750 SH SOLE 23750
WESTERN UNION CO COM 95980210 801 40000 SH SOLE 40000
WILLIAMS COS INC. COM 96945710 1513 50000 SH SOLE 50000
WINDSTREAM CORP. COM 97381W10 335 25848 SH SOLE 25848
WINNEBAGO INDUSTRIES, INC. COM 97463710 193 20000 SH SOLE 20000
WOODWARD GOVERNOR CO COM 98074510 872 25000 SH SOLE 25000
WYNDHAM WORLDWIDE CORP. COM 98310W10 601 17859 SH SOLE 17859
XCEL ENERGY INC. COM 98389B10 395 16243 SH SOLE 16243
XEROX CORP. COM 98412110 458 44000 SH SOLE 44000
YAHOO! INC. COM 98433210 451 30000 SH SOLE 30000
YUM! BRANDS, INC. COM 98849810 1381 25000 SH SOLE 25000
ZALE CORP. COM 98885810 56 10000 SH SOLE 10000
ZIMMER HOLDINGS INC. COM 98956P10 518 8200 SH SOLE 8200
ZORAN CORP. COM 98975F10 144 17090 SH SOLE 17090