0001483259-12-000002.txt : 20120202 0001483259-12-000002.hdr.sgml : 20120202 20120202112413 ACCESSION NUMBER: 0001483259-12-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120202 DATE AS OF CHANGE: 20120202 EFFECTIVENESS DATE: 20120202 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: 12564903 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-1231_2011.txt NJ STATE EMPLOYEES DEFERRED COMPENENSATION PLAN 1 Fund DCP 13F-December 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: December 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 February 1, 2012 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: 465 Form 13F Information Table Value Total: 377876 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 19 4000 SH SOLE 4000 AAR CORP. COM 00036110 469 24500 SH SOLE 24500 ABBOTT LABORATORIES COM 00282410 562 10000 SH SOLE 10000 ACCELRYS INC. COM 00430U10 50 7500 SH SOLE 7500 ACTIVISION BLIZZARD INC. COM 00507V10 2095 170000 SH SOLE 170000 ADTRAN, INC. COM 00738A10 604 20000 SH SOLE 20000 ADVANCED MICRO DEVICES, INC. COM 00790310 92 17000 SH SOLE 17000 AEGION CORP COM 00770F10 77 5000 SH SOLE 5000 AES CORP. (THE) COM 00130H10 225 19000 SH SOLE 19000 AETNA INC COM 00817Y10 676 16012 SH SOLE 16012 AFFILIATED MANAGERS GROUP COM 00825210 1439 15000 SH SOLE 15000 AFFYMAX INC COM 00826A10 66 10000 SH SOLE 10000 AFLAC INC. COM 00105510 649 15000 SH SOLE 15000 AGILENT TECHNOLOGIES, INC. COM 00846U10 806 23084 SH SOLE 23084 AIR PRODUCTS & CHEMICALS INC COM 00915810 426 5000 SH SOLE 5000 AIR TRANSPORT SERVICES GROUP INC COM 00922R10 47 10000 SH SOLE 10000 AIXTRON AG SPONSORED ADR 00960610 508 40000 SH SOLE 40000 AK STEEL HOLDING CORP. COM 00154710 331 40000 SH SOLE 40000 ALCOA INC. COM 01381710 389 45000 SH SOLE 45000 ALKERMES PLC SHS G0176710 1736 100000 SH SOLE 100000 ALLIANCE ONE INTERNATIONAL, INC. COM 01877210 58 21500 SH SOLE 21500 ALLIANT TECHSYSTEMS INC COM 01880410 743 13000 SH SOLE 13000 ALLSTATE CORP. (THE) COM 02000210 927 33810 SH SOLE 33810 ALTRIA GROUP INC. COM 02209S10 2372 80000 SH SOLE 80000 AMAG PHARMACEUTICALS INC COM 00163U10 756 40000 SH SOLE 40000 AMAZON.COM INC. COM 02313510 1731 10000 SH SOLE 10000 AMEDISYS, INC. COM 02343610 218 19999 SH SOLE 19999 AMEREN CORP. COM 02360810 331 10000 SH SOLE 10000 AMERICAN ELECTRIC POWER CO.,INC. COM 02553710 610 14760 SH SOLE 14760 AMERICAN EXPRESS CO COM 02581610 2359 50000 SH SOLE 50000 AMERICAN INTERNATIONAL GROUP INC COM NEW 02687478 128 5500 SH SOLE 5500 AMERICAN INTERNATIONAL GROUP WTS *W EXP 01/19/202 02687415 16 2936 SH SOLE 2936 AMERICAN TOWER CORP. CL A CL A 02991220 1800 30000 SH SOLE 30000 AMERISOURCEBERGEN CORP. COM 03073E10 1088 29244 SH SOLE 29244 AMETEK, INC. COM 03110010 1705 40500 SH SOLE 40500 AMR CORP. COM 00176510 4 10000 SH SOLE 10000 ANADARKO PETROLEUM CORP COM 03251110 1527 20000 SH SOLE 20000 AOL INC COM 00184X10 92 6060 SH SOLE 6060 APPLE INC COM 03783310 14175 35000 SH SOLE 35000 APPLIED MATERIALS, INC. COM 03822210 750 70000 SH SOLE 70000 APTARGROUP, INC. COM 03833610 1565 30000 SH SOLE 30000 AQUA AMERICA INC COM 03836W10 459 20833 SH SOLE 20833 ARCHER DANIELS MIDLAND CO. COM 03948310 429 15000 SH SOLE 15000 ARENA PHARMACEUTICALS INC COM 04004710 28 15000 SH SOLE 15000 ARLINGTON ASSET INVESTMENT CORP CL A NEW 04135620 11 500 SH SOLE 500 ARROW ELECTRONICS INC COM 04273510 65 1750 SH SOLE 1750 ARTHROCARE CORP. COM 04313610 792 25000 SH SOLE 25000 ASHLAND INC. COM 04420910 711 12440 SH SOLE 12440 ASTORIA FINANCIAL CORP. COM 04626510 127 15000 SH SOLE 15000 AT&T INC. COM 00206R10 1361 45000 SH SOLE 45000 AUTODESK INC. COM 05276910 1213 40000 SH SOLE 40000 AUTOZONE INC. COM 05333210 1625 5000 SH SOLE 5000 AVALONBAY COMMUNITIES INC COM 05348410 1098 8407 SH SOLE 8407 AVERY DENNISON CORP. COM 05361110 287 10000 SH SOLE 10000 AVIAT NETWORKS INC COM 05366Y10 16 8694 SH SOLE 8694 AVID TECHNOLOGY INC COM 05367P10 111 13000 SH SOLE 13000 AVNET, INC. COM 05380710 757 24360 SH SOLE 24360 AVON PRODUCTS, INC. COM 05430310 262 15000 SH SOLE 15000 AXCELIS TECHNOLOGIES, INC. COM 05454010 13 9432 SH SOLE 9432 BABCOCK & WILCOX CO NEW COM 05615F10 905 37500 SH SOLE 37500 BAKER HUGHES INC COM 05722410 730 15000 SH SOLE 15000 BALL CORP COM 05849810 1857 52000 SH SOLE 52000 BANK OF AMERICA CORP COM 06050510 529 95082 SH SOLE 95082 BANK OF NEW YORK MELLON CORP COM 06405810 1992 100038 SH SOLE 100038 BARD C R COM 06738310 428 5000 SH SOLE 5000 BARNES & NOBLE INC. COM 06777410 304 21000 SH SOLE 21000 BAXTER INTERNATIONAL INC COM 07181310 990 20000 SH SOLE 20000 BECTON DICKINSON AND CO COM 07588710 374 5000 SH SOLE 5000 BELO CORP. COM SER A 08055510 142 22500 SH SOLE 22500 BEMIS COMPANY COM 08143710 301 10000 SH SOLE 10000 BERRY PETROLEUM CO CL A 08578910 1891 45000 SH SOLE 45000 BEST BUY CO INC. COM 08651610 234 10000 SH SOLE 10000 BLOCK (H & R), INC. COM 09367110 294 18000 SH SOLE 18000 BOK FINANCIAL CORP. COM NEW 05561Q20 549 10000 SH SOLE 10000 BOSTON PROPERTIES, INC. COM 10112110 398 4000 SH SOLE 4000 BOSTON SCIENTIFIC CORP. COM 10113710 214 40000 SH SOLE 40000 BRINKS CO. (THE) COM 10969610 403 15000 SH SOLE 15000 BRISTOL-MYERS SQUIBB CO. COM 11012210 947 26884 SH SOLE 26884 BROADCOM CORP. CL A 11132010 881 30000 SH SOLE 30000 BROCADE COMMUNICATIONS SYSTEMS COM NEW 11162130 112 21572 SH SOLE 21572 BROOKS AUTOMATION, INC. COM 11434010 57 5550 SH SOLE 5550 BROWN SHOE CO., INC. COM 11573610 130 14625 SH SOLE 14625 BRUKER BIOSCIENCES CORP COM 11679410 248 20000 SH SOLE 20000 BRUNSWICK CORP. COM 11704310 361 20000 SH SOLE 20000 BUCKLE (THE), INC. COM 11844010 460 11250 SH SOLE 11250 CABOT CORP. COM 12705510 643 20000 SH SOLE 20000 CADENCE DESIGN SYSTEMS, INC. COM 12738710 398 38250 SH SOLE 38250 CALGON CARBON CORP COM 12960310 628 40000 SH SOLE 40000 CAMBREX CORP. COM 13201110 29 4000 SH SOLE 4000 CAMERON INTERNATIONAL CORP. COM 13342B10 984 20000 SH SOLE 20000 CAPITAL ONE FINANCIAL CORP. COM 14040H10 369 8733 SH SOLE 8733 CARDINAL HEALTH, INC. COM 14149Y10 609 15000 SH SOLE 15000 CAREFUSION CORP COM 14170T10 191 7500 SH SOLE 7500 CARLISLE COMPANIES INC. COM 14233910 1152 26000 SH SOLE 26000 CARMAX, INC. COM 14313010 457 15000 SH SOLE 15000 CASELLA WASTE SYSTEMS, INC. CL A 14744810 499 78000 SH SOLE 78000 CAVCO INDUSTRIES, INC. COM 14956810 120 3000 SH SOLE 3000 CELGENE CORP COM 15102010 676 10000 SH SOLE 10000 CENTURYTEL INC. COM 15670010 764 20550 SH SOLE 20550 CHECKPOINT SYSTEMS INC COM 16282510 438 40000 SH SOLE 40000 CHESAPEAKE ENERGY CORP. COM 16516710 780 35000 SH SOLE 35000 CHEVRON CORP. COM 16676410 4788 45000 SH SOLE 45000 CHICO'S FAS INC COM 16861510 111 10000 SH SOLE 10000 CHILDREN'S PLACE COM 16890510 1062 20000 SH SOLE 20000 CHIPOTLE MEXICAN GRILL INC. COM 16965610 1471 4356 SH SOLE 4356 CHUBB CORP. (THE) COM 17123210 1038 15000 SH SOLE 15000 CHURCH & DWIGHT CO., INC. COM 17134010 1830 40000 SH SOLE 40000 CIMAREX ENERGY CO. COM 17179810 805 13000 SH SOLE 13000 CINCINNATI BELL INC. COM 17187110 23 7500 SH SOLE 7500 CISCO SYSTEMS INC COM 17275R10 2712 150000 SH SOLE 150000 CITIGROUP INC COM NEW 17296742 210 8000 SH SOLE 8000 CITRIX SYSTEMS INC. COM 17737610 1214 20000 SH SOLE 20000 COACH INC COM 18975410 1221 20000 SH SOLE 20000 COCA-COLA CO. (THE) COM 19121610 3848 55000 SH SOLE 55000 COLGATE-PALMOLIVE CO COM 19416210 1848 20000 SH SOLE 20000 COMCAST CORP NEW CL A CL A 20030N10 711 30000 SH SOLE 30000 COMCAST CORP. "A SPL" CL A SPL 20030N20 1060 45000 SH SOLE 45000 COMPUWARE CORP. COM 20563810 832 100000 SH SOLE 100000 CONAGRA FOODS, INC. COM 20588710 660 25000 SH SOLE 25000 CONOCOPHILLIPS COM 20825C10 3279 45000 SH SOLE 45000 CONVERGYS CORP. COM 21248510 96 7500 SH SOLE 7500 CON-WAY INC. COM 20594410 233 8000 SH SOLE 8000 CORN PRODUCTS INTL., INC. COM 21902310 1841 35000 SH SOLE 35000 COSTCO WHOLESALE CORP. COM 22160K10 1666 20000 SH SOLE 20000 COVENTRY HEALTH CARE, INC. COM 22286210 304 10000 SH SOLE 10000 CRACKER BARREL OLD COUNTRY STORE COM 22410J10 252 5000 SH SOLE 5000 CRANE CO. COM 22439910 467 10000 SH SOLE 10000 CSR PLC ADR SPONSORED ADR 12640Y20 29 2516 SH SOLE 2516 CUBIC CORP. COM 22966910 218 5000 SH SOLE 5000 CULLEN/FROST BANKERS, INC. COM 22989910 423 8000 SH SOLE 8000 CUMULUS MEDIA INC. CL A 23108210 187 56098 SH SOLE 56098 CURTISS-WRIGHT CORP. COM 23156110 883 25000 SH SOLE 25000 CVS CAREMARK CORP COM 12665010 612 15000 SH SOLE 15000 CYMER INC COM 23257210 1493 30000 SH SOLE 30000 CYPRESS SEMICONDUCTOR CORP COM 23280610 68 4000 SH SOLE 4000 DANAHER CORP. COM 23585110 470 10000 SH SOLE 10000 DEERE & CO. COM 24419910 774 10000 SH SOLE 10000 DELUXE CORP. COM 24801910 114 5000 SH SOLE 5000 DENBURY RESOURCES INC. COM NEW 24791620 453 30000 SH SOLE 30000 DENTSPLY INTERNATIONAL INC. COM 24903010 735 21000 SH SOLE 21000 DEVON ENERGY CORPORATION COM 25179M10 1550 25000 SH SOLE 25000 DIAMOND OFFSHORE DRILLING, INC. COM 25271C10 276 5000 SH SOLE 5000 DIGITAL RIVER INC COM 25388B10 300 20000 SH SOLE 20000 DISCOVER FINANCIAL SERVICES LLC COM 25470910 752 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 94 2500 SH SOLE 2500 DOVER CORP. COM 26000310 290 5000 SH SOLE 5000 DOVER MOTORSPORTS INC. COM 26017410 10 9692 SH SOLE 9692 DOW CHEMICAL CO. (THE) COM 26054310 1155 40165 SH SOLE 40165 DREAMWORKS ANIMATION SKG, INC. CL A 26153C10 166 10000 SH SOLE 10000 DU PONT (E.I.) DE NEMOURS COM 26353410 1145 25000 SH SOLE 25000 DUKE ENERGY CORP. COM 26441C10 972 44200 SH SOLE 44200 DUN & BRADSTREET CORP. (THE) COM 26483E10 374 5000 SH SOLE 5000 E TRADE FINANCIAL CORP COM NEW 26924640 10 1200 SH SOLE 1200 EARTHLINK, INC. COM 27032110 127 19690 SH SOLE 19690 EASTMAN CHEMICAL CO. COM 27743210 312 8000 SH SOLE 8000 EATON VANCE CORP. COM NON VTG 27826510 473 20000 SH SOLE 20000 EBAY INC COM 27864210 758 25000 SH SOLE 25000 ECHELON CORP. COM 27874N10 73 15000 SH SOLE 15000 EDWARDS LIFESCIENCES CORP. COM 28176E10 707 10000 SH SOLE 10000 EL PASO CORP. COM 28336L10 1084 40808 SH SOLE 40808 ELI LILLY & CO. COM 53245710 2701 65000 SH SOLE 65000 EMC CORP/MASS COM 26864810 2159 100250 SH SOLE 100250 EMERSON ELECTRIC CO. COM 29101110 233 5000 SH SOLE 5000 ENSCO INTERNATIONAL PLC SPONSORED ADR 29358Q10 448 9556 SH SOLE 9556 ENTERCOM COMMUNICATIONS CORP. CL A 29363910 49 8000 SH SOLE 8000 ENTERTAINMENT PROPERTIES TRUST COM SH BEN INT 29380T10 1311 30000 SH SOLE 30000 ENTRAVISION COMMUNICATIONS CORP. CL A 29382R10 23 15000 SH SOLE 15000 ENZON PHARMACEUTICALS, INC. COM 29390410 67 10000 SH SOLE 10000 EQUIFAX INC. COM 29442910 581 15000 SH SOLE 15000 EQUITY RESIDENTIAL PROPERTY TRUS SH BEN INT 29476L10 855 15000 SH SOLE 15000 ESCO TECHNOLOGIES INC. COM 29631510 259 9000 SH SOLE 9000 ESTERLINE TECHNOLOGIES CORP. COM 29742510 1679 30000 SH SOLE 30000 ETHAN ALLEN INTERIORS, INC. COM 29760210 356 15000 SH SOLE 15000 EXAR CORP. COM 30064510 133 20431 SH SOLE 20431 EXELON CORP. COM 30161N10 1093 25200 SH SOLE 25200 EXPEDIA, INC. COM 30212P10 472 16286 SH SOLE 16286 EXXON MOBIL CORP. COM 30231G10 12714 150000 SH SOLE 150000 FACTSET RESEARCH SYSTEMS INC. COM 30307510 1309 15000 SH SOLE 15000 FAIRCHILD SEMICONDUCTOR INTL.INC COM 30372610 361 30000 SH SOLE 30000 FEDERAL SIGNAL CORP COM 31385510 42 10000 SH SOLE 10000 FLIR SYSTEMS INC COM 30244510 251 10000 SH SOLE 10000 FLOWERS FOODS, INC. COM 34349810 641 33750 SH SOLE 33750 FLUOR CORP COM 34341210 754 15000 SH SOLE 15000 FMC TECHNOLOGIES INC COM 30249U10 1045 20000 SH SOLE 20000 FORD MOTOR CO. COM PAR $0.01 34537086 646 60000 SH SOLE 60000 FOREST LABORATORIES, INC. CL A COM 34583810 605 20000 SH SOLE 20000 FOREST OIL CORP. COM PAR $0.01 34609170 81 6000 SH SOLE 6000 FRONTIER COMMUNICATIONS CORP COM 35906A10 80 15602 SH SOLE 15602 FUEL SYSTEMS SOLUTIONS INC COM 35952W10 165 10000 SH SOLE 10000 GAP INC/THE COM 36476010 928 50000 SH SOLE 50000 GARDNER DENVER, INC. COM 36555810 1156 15000 SH SOLE 15000 GENERAL DYNAMICS CORP COM 36955010 664 10000 SH SOLE 10000 GENL ELECTRIC COM 36960410 1075 60000 SH SOLE 60000 GEO GROUP INC/THE COM 36159R10 226 13500 SH SOLE 13500 GILEAD SCIENCES INC COM 37555810 1228 30000 SH SOLE 30000 GOLDMAN SACHS GROUP INC COM 38141G10 1356 15000 SH SOLE 15000 GOODYEAR TIRE & RUBBER CO COM 38255010 142 10000 SH SOLE 10000 GOOGLE INC CL A 38259P50 1343 2080 SH SOLE 2080 GRANITE CONSTRUCTION INC. COM 38732810 107 4500 SH SOLE 4500 HALLIBURTON CO COM 40621610 1726 50000 SH SOLE 50000 HARMONIC INC. COM 41316010 38 7597 SH SOLE 7597 HARRIS CORP. COM 41387510 360 10000 SH SOLE 10000 HARSCO CORP. COM 41586410 824 40000 SH SOLE 40000 HARTFORD FINANCIAL SVCS GROUP COM 41651510 163 10000 SH SOLE 10000 HASBRO, INC. COM 41805610 1116 35000 SH SOLE 35000 HECLA MINING CO. COM 42270410 131 25000 SH SOLE 25000 HEINZ (H.J.) CO. COM 42307410 270 5000 SH SOLE 5000 HELMERICH & PAYNE, INC. COM 42345210 1459 25000 SH SOLE 25000 HESS CORP. COM 42809H10 568 10000 SH SOLE 10000 HEWLETT-PACKARD CO COM 42823610 773 30000 SH SOLE 30000 HOLOGIC, INC. COM 43644010 455 26000 SH SOLE 26000 HOME DEPOT INC COM 43707610 420 10000 SH SOLE 10000 HONEYWELL INTERNATIONAL INC COM 43851610 1087 20000 SH SOLE 20000 HOSPIRA, INC. COM 44106010 213 7000 SH SOLE 7000 HOST MARRIOTT CORP. COM 44107P10 754 51056 SH SOLE 51056 HOVNANIAN ENTERPRISES, INC. CL A 44248720 26 18000 SH SOLE 18000 HSN, INC. COM 40430310 236 6514 SH SOLE 6514 HUMAN GENOME SCIENCES, INC. 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COM 48917010 2191 60000 SH SOLE 60000 KID BRANDS INC COM 49375T10 63 20000 SH SOLE 20000 KIMBERLY-CLARK CORP. COM 49436810 736 10000 SH SOLE 10000 KIMCO REALTY CORP. COM 49446R10 406 25000 SH SOLE 25000 KLA-TENCOR CORPORATION COM 48248010 724 15000 SH SOLE 15000 KOHLS CORP. COM 50025510 642 13000 SH SOLE 13000 KRAFT FOODS INC. CL A 50075N10 1718 45987 SH SOLE 45987 KROGER CO. (THE) COM 50104410 606 25000 SH SOLE 25000 KULICKE & SOFFA INDUSTRIES, INC. COM 50124210 194 21000 SH SOLE 21000 K-V PHARMACEUTICAL CO. CL A 48274020 70 50000 SH SOLE 50000 LAM RESEARCH CORP. COM 51280710 740 20000 SH SOLE 20000 LATTICE SEMICONDUCTOR CORP. COM 51841510 59 10000 SH SOLE 10000 LEGG MASON INC COM 52490110 216 9000 SH SOLE 9000 LIBERTY MEDIA CORP INTERACTIVE INT COM SER A 53071M10 164 10099 SH SOLE 10099 LIBERTY PROPERTY TRUST SH BEN INT 53117210 124 4000 SH SOLE 4000 LIFE TECHNOLOGIES CORP. COM 53217V10 233 6000 SH SOLE 6000 LIFEPOINT HOSPITALS, INC. 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