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. 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