0001483259-12-000004.txt : 20120424
0001483259-12-000004.hdr.sgml : 20120424
20120424153608
ACCESSION NUMBER: 0001483259-12-000004
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120331
FILED AS OF DATE: 20120424
DATE AS OF CHANGE: 20120424
EFFECTIVENESS DATE: 20120424
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: 12775964
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-0331_2012.txt
NJ STATE EMPLOYEES DEFERRED COMPENENSATION PLAN
1
Fund DCP 13F-March 2012.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, 2012
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 April 24, 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: 468
Form 13F Information Table Value Total: 418192 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 20 4000 SH SOLE 4000
AAR CORP. COM 00036110 447 24500 SH SOLE 24500
ABBOTT LABORATORIES COM 00282410 613 10000 SH SOLE 10000
ACCELRYS INC. COM 00430U10 60 7500 SH SOLE 7500
ACTIVISION BLIZZARD INC. COM 00507V10 2180 170000 SH SOLE 170000
ADTRAN, INC. COM 00738A10 624 20000 SH SOLE 20000
ADVANCED MICRO DEVICES, INC. COM 00790310 136 17000 SH SOLE 17000
AEGION CORP COM 00770F10 89 5000 SH SOLE 5000
AES CORP. (THE) COM 00130H10 248 19000 SH SOLE 19000
AETNA INC COM 00817Y10 803 16012 SH SOLE 16012
AFFILIATED MANAGERS GROUP COM 00825210 1677 15000 SH SOLE 15000
AFFYMAX INC COM 00826A10 117 10000 SH SOLE 10000
AFLAC INC. COM 00105510 690 15000 SH SOLE 15000
AGILENT TECHNOLOGIES, INC. COM 00846U10 1027 23084 SH SOLE 23084
AIR PRODUCTS & CHEMICALS INC COM 00915810 459 5000 SH SOLE 5000
AIR TRANSPORT SERVICES GROUP INC COM 00922R10 58 10000 SH SOLE 10000
AIXTRON AG SPONSORED ADR 00960610 693 40000 SH SOLE 40000
AK STEEL HOLDING CORP. COM 00154710 303 40000 SH SOLE 40000
ALCOA INC. COM 01381710 451 45000 SH SOLE 45000
ALKERMES PLC SHS G0176710 1391 75000 SH SOLE 75000
ALLIANCE ONE INTERNATIONAL, INC. COM 01877210 81 21500 SH SOLE 21500
ALLIANT TECHSYSTEMS INC COM 01880410 652 13000 SH SOLE 13000
ALLSTATE CORP. (THE) COM 02000210 1113 33810 SH SOLE 33810
ALTRIA GROUP INC. COM 02209S10 2470 80000 SH SOLE 80000
AMAG PHARMACEUTICALS INC COM 00163U10 638 40000 SH SOLE 40000
AMAZON.COM INC. COM 02313510 2025 10000 SH SOLE 10000
AMEREN CORP. COM 02360810 326 10000 SH SOLE 10000
AMERICAN ELECTRIC POWER CO.,INC. COM 02553710 569 14760 SH SOLE 14760
AMERICAN EXPRESS CO COM 02581610 2893 50000 SH SOLE 50000
AMERICAN INTERNATIONAL GROUP INC COM NEW 02687478 170 5500 SH SOLE 5500
AMERICAN INTERNATIONAL GROUP WTS *W EXP 01/19/202 02687415 31 2936 SH SOLE 2936
AMERICAN TOWER CORP COM 03027X10 1891 30000 SH SOLE 30000
AMERISOURCEBERGEN CORP. COM 03073E10 1160 29244 SH SOLE 29244
AMETEK, INC. COM 03110010 1965 40500 SH SOLE 40500
ANADARKO PETROLEUM CORP COM 03251110 1567 20000 SH SOLE 20000
AOL INC COM 00184X10 115 6060 SH SOLE 6060
APPLE INC COM 03783310 20984 35000 SH SOLE 35000
APPLIED MATERIALS, INC. COM 03822210 871 70000 SH SOLE 70000
APTARGROUP, INC. COM 03833610 1643 30000 SH SOLE 30000
AQUA AMERICA INC COM 03836W10 464 20833 SH SOLE 20833
ARCHER DANIELS MIDLAND CO. COM 03948310 475 15000 SH SOLE 15000
ARENA PHARMACEUTICALS INC COM 04004710 46 15000 SH SOLE 15000
ARLINGTON ASSET INVESTMENT CORP CL A NEW 04135620 11 500 SH SOLE 500
ARRAY BIOPHARMA COM 04269X10 204 60000 SH SOLE 60000
ARROW ELECTRONICS INC COM 04273510 73 1750 SH SOLE 1750
ARTHROCARE CORP. COM 04313610 671 25000 SH SOLE 25000
ASHLAND INC. COM 04420910 760 12440 SH SOLE 12440
ASTORIA FINANCIAL CORP. COM 04626510 148 15000 SH SOLE 15000
AT&T INC. COM 00206R10 1405 45000 SH SOLE 45000
AUTODESK INC. COM 05276910 1693 40000 SH SOLE 40000
AUTOZONE INC. COM 05333210 744 2000 SH SOLE 2000
AVALONBAY COMMUNITIES INC COM 05348410 1188 8407 SH SOLE 8407
AVERY DENNISON CORP. COM 05361110 301 10000 SH SOLE 10000
AVIAT NETWORKS INC COM 05366Y10 25 8694 SH SOLE 8694
AVID TECHNOLOGY INC COM 05367P10 143 13000 SH SOLE 13000
AVNET, INC. COM 05380710 886 24360 SH SOLE 24360
AVON PRODUCTS, INC. COM 05430310 290 15000 SH SOLE 15000
AXCELIS TECHNOLOGIES, INC. COM 05454010 16 9432 SH SOLE 9432
BABCOCK & WILCOX CO NEW COM 05615F10 966 37500 SH SOLE 37500
BAKER HUGHES INC COM 05722410 629 15000 SH SOLE 15000
BALL CORP COM 05849810 2230 52000 SH SOLE 52000
BANK OF AMERICA CORP COM 06050510 910 95082 SH SOLE 95082
BANK OF NEW YORK MELLON CORP COM 06405810 2414 100038 SH SOLE 100038
BARD C R COM 06738310 494 5000 SH SOLE 5000
BARNES & NOBLE INC. COM 06777410 278 21000 SH SOLE 21000
BAXTER INTERNATIONAL INC COM 07181310 1196 20000 SH SOLE 20000
BECTON DICKINSON AND CO COM 07588710 388 5000 SH SOLE 5000
BELO CORP. COM SER A 08055510 161 22500 SH SOLE 22500
BEMIS COMPANY COM 08143710 323 10000 SH SOLE 10000
BERRY PETROLEUM CO CL A 08578910 2121 45000 SH SOLE 45000
BEST BUY CO INC. COM 08651610 237 10000 SH SOLE 10000
BLOCK (H & R), INC. COM 09367110 296 18000 SH SOLE 18000
BOK FINANCIAL CORP. COM NEW 05561Q20 563 10000 SH SOLE 10000
BOSTON PROPERTIES, INC. COM 10112110 420 4000 SH SOLE 4000
BOSTON SCIENTIFIC CORP. COM 10113710 239 40000 SH SOLE 40000
BRINKS CO. (THE) COM 10969610 358 15000 SH SOLE 15000
BRISTOL-MYERS SQUIBB CO. COM 11012210 907 26884 SH SOLE 26884
BROADCOM CORP. CL A 11132010 1179 30000 SH SOLE 30000
BROCADE COMMUNICATIONS SYSTEMS COM NEW 11162130 124 21572 SH SOLE 21572
BROOKS AUTOMATION, INC. COM 11434010 68 5550 SH SOLE 5550
BROWN SHOE CO., INC. COM 11573610 135 14625 SH SOLE 14625
BRUKER BIOSCIENCES CORP COM 11679410 306 20000 SH SOLE 20000
BRUNSWICK CORP. COM 11704310 515 20000 SH SOLE 20000
BUCKLE (THE), INC. COM 11844010 539 11250 SH SOLE 11250
CABOT CORP. COM 12705510 854 20000 SH SOLE 20000
CADENCE DESIGN SYSTEMS, INC. COM 12738710 453 38250 SH SOLE 38250
CALGON CARBON CORP COM 12960310 624 40000 SH SOLE 40000
CAMBREX CORP. COM 13201110 28 4000 SH SOLE 4000
CAMERON INTERNATIONAL CORP. COM 13342B10 1057 20000 SH SOLE 20000
CAPITAL ONE FINANCIAL CORP. COM 14040H10 487 8733 SH SOLE 8733
CARDINAL HEALTH, INC. COM 14149Y10 647 15000 SH SOLE 15000
CAREFUSION CORP COM 14170T10 194 7500 SH SOLE 7500
CARLISLE COMPANIES INC. COM 14233910 1298 26000 SH SOLE 26000
CARMAX, INC. COM 14313010 520 15000 SH SOLE 15000
CASELLA WASTE SYSTEMS, INC. CL A 14744810 486 78000 SH SOLE 78000
CAVCO INDUSTRIES, INC. COM 14956810 140 3000 SH SOLE 3000
CELGENE CORP COM 15102010 775 10000 SH SOLE 10000
CENTURYTEL INC. COM 15670010 794 20550 SH SOLE 20550
CHECKPOINT SYSTEMS INC COM 16282510 451 40000 SH SOLE 40000
CHESAPEAKE ENERGY CORP. COM 16516710 811 35000 SH SOLE 35000
CHEVRON CORP. COM 16676410 4824 45000 SH SOLE 45000
CHICO'S FAS INC COM 16861510 151 10000 SH SOLE 10000
CHILDREN'S PLACE COM 16890510 1033 20000 SH SOLE 20000
CHIPOTLE MEXICAN GRILL INC. COM 16965610 1821 4356 SH SOLE 4356
CHUBB CORP. (THE) COM 17123210 1037 15000 SH SOLE 15000
CHURCH & DWIGHT CO., INC. COM 17134010 1968 40000 SH SOLE 40000
CIMAREX ENERGY CO. COM 17179810 981 13000 SH SOLE 13000
CINCINNATI BELL INC. COM 17187110 30 7500 SH SOLE 7500
CISCO SYSTEMS INC COM 17275R10 3173 150000 SH SOLE 150000
CITIGROUP INC COM NEW 17296742 292 8000 SH SOLE 8000
CITRIX SYSTEMS INC. COM 17737610 1578 20000 SH SOLE 20000
COACH INC COM 18975410 1546 20000 SH SOLE 20000
COCA-COLA CO. (THE) COM 19121610 4071 55000 SH SOLE 55000
COLGATE-PALMOLIVE CO COM 19416210 1956 20000 SH SOLE 20000
COMCAST CORP NEW CL A CL A 20030N10 900 30000 SH SOLE 30000
COMCAST CORP. "A SPL" CL A SPL 20030N20 1328 45000 SH SOLE 45000
COMPUWARE CORP. COM 20563810 919 100000 SH SOLE 100000
CONAGRA FOODS, INC. COM 20588710 657 25000 SH SOLE 25000
CONMED CORP COM 20741010 299 10000 SH SOLE 10000
CONOCOPHILLIPS COM 20825C10 3420 45000 SH SOLE 45000
CONVERGYS CORP. COM 21248510 100 7500 SH SOLE 7500
CON-WAY INC. COM 20594410 261 8000 SH SOLE 8000
CORN PRODUCTS INTL., INC. COM 21902310 2018 35000 SH SOLE 35000
COSTCO WHOLESALE CORP. COM 22160K10 1816 20000 SH SOLE 20000
COVENTRY HEALTH CARE, INC. COM 22286210 356 10000 SH SOLE 10000
CRACKER BARREL OLD COUNTRY STORE COM 22410J10 279 5000 SH SOLE 5000
CRANE CO. COM 22439910 485 10000 SH SOLE 10000
CSR PLC ADR SPONSORED ADR 12640Y20 37 2516 SH SOLE 2516
CUBIC CORP. COM 22966910 236 5000 SH SOLE 5000
CULLEN/FROST BANKERS, INC. COM 22989910 466 8000 SH SOLE 8000
CUMULUS MEDIA INC. CL A 23108210 196 56098 SH SOLE 56098
CURTISS-WRIGHT CORP. COM 23156110 925 25000 SH SOLE 25000
CVS CAREMARK CORP COM 12665010 672 15000 SH SOLE 15000
CYMER INC COM 23257210 1500 30000 SH SOLE 30000
CYPRESS SEMICONDUCTOR CORP COM 23280610 63 4000 SH SOLE 4000
DANAHER CORP. COM 23585110 560 10000 SH SOLE 10000
DEERE & CO. COM 24419910 809 10000 SH SOLE 10000
DELUXE CORP. COM 24801910 117 5000 SH SOLE 5000
DENBURY RESOURCES INC. COM NEW 24791620 547 30000 SH SOLE 30000
DENTSPLY INTERNATIONAL INC. COM 24903010 843 21000 SH SOLE 21000
DEVON ENERGY CORPORATION COM 25179M10 1778 25000 SH SOLE 25000
DIAMOND OFFSHORE DRILLING, INC. COM 25271C10 334 5000 SH SOLE 5000
DIGITAL RIVER INC COM 25388B10 374 20000 SH SOLE 20000
DISCOVER FINANCIAL SERVICES LLC COM 25470910 1045 31350 SH SOLE 31350
DISCOVERY COMMUNICATIONS INC.CLA COM SER A 25470F10 127 2500 SH SOLE 2500
DISCOVERY COMMUNICATIONS INC.CLC COM SER C 25470F30 117 2500 SH SOLE 2500
DOVER CORP. COM 26000310 315 5000 SH SOLE 5000
DOVER MOTORSPORTS INC. COM 26017410 14 9692 SH SOLE 9692
DOW CHEMICAL CO. (THE) COM 26054310 1391 40165 SH SOLE 40165
DREAMWORKS ANIMATION SKG, INC. CL A 26153C10 185 10000 SH SOLE 10000
DU PONT (E.I.) DE NEMOURS COM 26353410 1323 25000 SH SOLE 25000
DUKE ENERGY CORP. COM 26441C10 929 44200 SH SOLE 44200
DUN & BRADSTREET CORP. (THE) COM 26483E10 424 5000 SH SOLE 5000
E TRADE FINANCIAL CORP COM NEW 26924640 13 1200 SH SOLE 1200
EARTHLINK, INC. COM 27032110 157 19690 SH SOLE 19690
EASTMAN CHEMICAL CO. COM 27743210 414 8000 SH SOLE 8000
EATON VANCE CORP. COM NON VTG 27826510 572 20000 SH SOLE 20000
EBAY INC COM 27864210 923 25000 SH SOLE 25000
ECHELON CORP. COM 27874N10 66 15000 SH SOLE 15000
EDWARDS LIFESCIENCES CORP. COM 28176E10 727 10000 SH SOLE 10000
EL PASO CORP. COM 28336L10 1206 40808 SH SOLE 40808
ELI LILLY & CO. COM 53245710 2617 65000 SH SOLE 65000
EMC CORP/MASS COM 26864810 2995 100250 SH SOLE 100250
EMERSON ELECTRIC CO. COM 29101110 261 5000 SH SOLE 5000
ENSCO INTERNATIONAL PLC SPONSORED ADR 29358Q10 506 9556 SH SOLE 9556
ENTERCOM COMMUNICATIONS CORP. CL A 29363910 52 8000 SH SOLE 8000
ENTERTAINMENT PROPERTIES TRUST COM SH BEN INT 29380T10 1391 30000 SH SOLE 30000
ENTRAVISION COMMUNICATIONS CORP. CL A 29382R10 26 15000 SH SOLE 15000
ENZON PHARMACEUTICALS, INC. COM 29390410 68 10000 SH SOLE 10000
EQUIFAX INC. COM 29442910 664 15000 SH SOLE 15000
EQUITY RESIDENTIAL PROPERTY TRUS SH BEN INT 29476L10 939 15000 SH SOLE 15000
ESCO TECHNOLOGIES INC. COM 29631510 331 9000 SH SOLE 9000
ESTERLINE TECHNOLOGIES CORP. COM 29742510 2144 30000 SH SOLE 30000
ETHAN ALLEN INTERIORS, INC. COM 29760210 380 15000 SH SOLE 15000
EXAR CORP. COM 30064510 172 20431 SH SOLE 20431
EXELON CORP. COM 30161N10 988 25200 SH SOLE 25200
EXPEDIA, INC. COM NEW 30212P30 545 16285 SH SOLE 16285
EXXON MOBIL CORP. COM 30231G10 10841 125000 SH SOLE 125000
FACTSET RESEARCH SYSTEMS INC. COM 30307510 1486 15000 SH SOLE 15000
FAIRCHILD SEMICONDUCTOR INTL.INC COM 30372610 441 30000 SH SOLE 30000
FEDERAL SIGNAL CORP COM 31385510 56 10000 SH SOLE 10000
FLIR SYSTEMS INC COM 30244510 253 10000 SH SOLE 10000
FLOWERS FOODS, INC. COM 34349810 687 33750 SH SOLE 33750
FLUOR CORP COM 34341210 901 15000 SH SOLE 15000
FMC TECHNOLOGIES INC COM 30249U10 1008 20000 SH SOLE 20000
FORD MOTOR CO. COM PAR $0.01 34537086 749 60000 SH SOLE 60000
FOREST LABORATORIES, INC. CL A COM 34583810 694 20000 SH SOLE 20000
FOREST OIL CORP. COM PAR $0.01 34609170 73 6000 SH SOLE 6000
FRONTIER COMMUNICATIONS CORP COM 35906A10 65 15602 SH SOLE 15602
FUEL SYSTEMS SOLUTIONS INC COM 35952W10 262 10000 SH SOLE 10000
GAP INC/THE COM 36476010 1307 50000 SH SOLE 50000
GARDNER DENVER, INC. COM 36555810 945 15000 SH SOLE 15000
GENERAL DYNAMICS CORP COM 36955010 734 10000 SH SOLE 10000
GENL ELECTRIC COM 36960410 1204 60000 SH SOLE 60000
GEO GROUP INC/THE COM 36159R10 257 13500 SH SOLE 13500
GILEAD SCIENCES INC COM 37555810 1466 30000 SH SOLE 30000
GOLDMAN SACHS GROUP INC COM 38141G10 1866 15000 SH SOLE 15000
GOODYEAR TIRE & RUBBER CO COM 38255010 112 10000 SH SOLE 10000
GOOGLE INC CL A 38259P50 1334 2080 SH SOLE 2080
GRANITE CONSTRUCTION INC. COM 38732810 129 4500 SH SOLE 4500
HALLIBURTON CO COM 40621610 1660 50000 SH SOLE 50000
HARMONIC INC. COM 41316010 42 7597 SH SOLE 7597
HARRIS CORP. COM 41387510 451 10000 SH SOLE 10000
HARSCO CORP. COM 41586410 939 40000 SH SOLE 40000
HARTFORD FINANCIAL SVCS GROUP COM 41651510 211 10000 SH SOLE 10000
HASBRO, INC. COM 41805610 1285 35000 SH SOLE 35000
HECLA MINING CO. COM 42270410 116 25000 SH SOLE 25000
HEINZ (H.J.) CO. COM 42307410 268 5000 SH SOLE 5000
HELMERICH & PAYNE, INC. COM 42345210 1349 25000 SH SOLE 25000
HESS CORP. COM 42809H10 590 10000 SH SOLE 10000
HEWLETT-PACKARD CO COM 42823610 715 30000 SH SOLE 30000
HOLOGIC, INC. COM 43644010 560 26000 SH SOLE 26000
HOME DEPOT INC COM 43707610 503 10000 SH SOLE 10000
HONEYWELL INTERNATIONAL INC COM 43851610 1221 20000 SH SOLE 20000
HOSPIRA, INC. COM 44106010 262 7000 SH SOLE 7000
HOST MARRIOTT CORP. COM 44107P10 838 51056 SH SOLE 51056
HOVNANIAN ENTERPRISES, INC. CL A 44248720 44 18000 SH SOLE 18000
HSN, INC. COM 40430310 248 6514 SH SOLE 6514
HUMAN GENOME SCIENCES, INC. COM 44490310 41 5000 SH SOLE 5000
HUNT (JB) TRANSPORT SVCS INC COM 44565810 1522 28000 SH SOLE 28000
HUNTINGTON INGALLS INDS INC COM 44641310 134 3333 SH SOLE 3333
IAC/INTERACTIVE CORP. COM PAR $.001 44919P50 799 16285 SH SOLE 16285
IDACORP, INC. COM 45110710 452 11000 SH SOLE 11000
IDEXX LABORATORIES, INC. COM 45168D10 437 5000 SH SOLE 5000
ILLINOIS TOOL WORKS INC. COM 45230810 1142 20000 SH SOLE 20000
ILLUMINA, INC. COM 45232710 526 10000 SH SOLE 10000
INCYTE CORP COM 45337C10 483 25000 SH SOLE 25000
INGERSOLL-RAND PLC SHS G4779110 207 5000 SH SOLE 5000
INTEGRYS ENERGY GROUP INC COM 45822P10 265 5000 SH SOLE 5000
INTEL CORP COM 45814010 3093 110000 SH SOLE 110000
INTERMEC INC. COM 45878610 445 57500 SH SOLE 57500
INTERMUNE INC COM 45884X10 513 35000 SH SOLE 35000
INTERPUBLIC GROUP OF COS INC COM 46069010 103 9000 SH SOLE 9000
INTERVAL LEISURE GROUP, INC. COM 46113M10 113 6514 SH SOLE 6514
INTL BUSINESS MACHINES CORP. COM 45920010 4173 20000 SH SOLE 20000
INTL FLAVORS & FRAGRANCES INC. COM 45950610 1172 20000 SH SOLE 20000
INTL RECTIFIER CORP. COM 46025410 277 12000 SH SOLE 12000
INTL SPEEDWAY CORP. CL A 46033520 172 6200 SH SOLE 6200
INVACARE CORP. COM 46120310 83 5000 SH SOLE 5000
INVESTMENT TECHNOLOGY GROUP, INC COM 46145F10 90 7500 SH SOLE 7500
J.C. PENNEY CO INC COM 70816010 443 12500 SH SOLE 12500
JACOBS ENGINEERING GROUP INC COM 46981410 666 15000 SH SOLE 15000
JDS UNIPHASE CORP. COM PAR $0.001 46612J50 107 7375 SH SOLE 7375
JM SMUCKER CO/THE COM NEW 83269640 1497 18405 SH SOLE 18405
JOHN BEAN TECHNOLOGIES CORP. COM 47783910 70 4320 SH SOLE 4320
JOHNSON & JOHNSON COM 47816010 4617 70000 SH SOLE 70000
JONES GROUP INC COM 48020T10 63 5000 SH SOLE 5000
JOY GLOBAL INC. COM 48116510 1103 15000 SH SOLE 15000
JP MORGAN CHASE & CO COM 46625H10 7357 160000 SH SOLE 160000
JUNIPER NETWORKS, INC. COM 48203R10 343 15000 SH SOLE 15000
KANSAS CITY SOUTHERN COM NEW 48517030 2007 28000 SH SOLE 28000
KB HOME COM 48666K10 45 5000 SH SOLE 5000
KENNAMETAL INC. COM 48917010 2672 60000 SH SOLE 60000
KID BRANDS INC COM 49375T10 54 20000 SH SOLE 20000
KIMBERLY-CLARK CORP. COM 49436810 739 10000 SH SOLE 10000
KIMCO REALTY CORP. COM 49446R10 482 25000 SH SOLE 25000
KLA-TENCOR CORPORATION COM 48248010 816 15000 SH SOLE 15000
KOHLS CORP. COM 50025510 650 13000 SH SOLE 13000
KRAFT FOODS INC. CL A 50075N10 1748 45987 SH SOLE 45987
KROGER CO. (THE) COM 50104410 606 25000 SH SOLE 25000
KULICKE & SOFFA INDUSTRIES, INC. COM 50124210 261 21000 SH SOLE 21000
K-V PHARMACEUTICAL CO. CL A 48274020 66 50000 SH SOLE 50000
LAM RESEARCH CORP. COM 51280710 892 20000 SH SOLE 20000
LATTICE SEMICONDUCTOR CORP. COM 51841510 64 10000 SH SOLE 10000
LEGG MASON INC COM 52490110 251 9000 SH SOLE 9000
LIBERTY MEDIA CORP INTERACTIVE INT COM SER A 53071M10 193 10099 SH SOLE 10099
LIBERTY PROPERTY TRUST SH BEN INT 53117210 143 4000 SH SOLE 4000
LIFE TECHNOLOGIES CORP. COM 53217V10 293 6000 SH SOLE 6000
LIFEPOINT HOSPITALS, INC. COM 53219L10 83 2105 SH SOLE 2105
LIGAND PHARMACEUTICALS INC COM NEW 53220K50 106 6666 SH SOLE 6666
LINCARE HOLDINGS INC. COM 53279110 621 24000 SH SOLE 24000
LINDSAY CORP. COM 53555510 862 13000 SH SOLE 13000
LIVE NATION INC COM 53803410 126 13353 SH SOLE 13353
LIZ CLAIBORNE, INC. COM 53932010 267 20000 SH SOLE 20000
LOJACK CORP. COM 53945110 298 75000 SH SOLE 75000
LONE PINE RESOURCES INC COM 54222A10 24 3674 SH SOLE 3674
LOWES COMPANIES, INC. COM 54866110 1883 60000 SH SOLE 60000
LSI CORP. COM 50216110 157 18060 SH SOLE 18060
MACY'S INC COM 55616P10 795 20000 SH SOLE 20000
MANPOWER INC COM 56418H10 142 3000 SH SOLE 3000
MARATHON OIL CORP COM 56585A10 434 10000 SH SOLE 10000
MARATHON OIL CORP. COM 56584910 634 20000 SH SOLE 20000
MARSH & MCLENNAN COMPANIES, INC. COM 57174810 885 27000 SH SOLE 27000
MASTEC INC COM 57632310 1176 65000 SH SOLE 65000
MATERION CORP COM 57669010 287 10000 SH SOLE 10000
MCDERMOTT INTERNATIONAL, INC. COM 58003710 960 75000 SH SOLE 75000
MCDONALD'S CORP. COM 58013510 3443 35093 SH SOLE 35093
MCKESSON CORP. COM 58155Q10 1317 15000 SH SOLE 15000
MDC HOLDINGS, INC. COM 55267610 285 11050 SH SOLE 11050
MEAD JOHNSON NUTRITION CO COM 58283910 1008 12219 SH SOLE 12219
MEDTRONIC, INC. COM 58505510 784 20000 SH SOLE 20000
MERCK & CO. INC. COM 58933Y10 5501 143252 SH SOLE 143252
MERCURY COMPUTER SYSTEMS, INC. COM 58937810 596 45000 SH SOLE 45000
MERCURY GENERAL CORP. COM 58940010 219 5000 SH SOLE 5000
METLIFE, INC. COM 59156R10 850 22766 SH SOLE 22766
MICROCHIP TECHNOLOGY INC COM 59501710 930 25000 SH SOLE 25000
MICRON TECHNOLOGY INC COM 59511210 243 30000 SH SOLE 30000
MICROSOFT CORP. COM 59491810 7419 230000 SH SOLE 230000
MIPS TECHNOLOGIES, INC. COM 60456710 10 1801 SH SOLE 1801
MODUSLINK GLOBAL SOLUTIONS INC COM 60786L10 54 10000 SH SOLE 10000
MONSANTO CO. COM 61166W10 1595 20000 SH SOLE 20000
MOTOROLA MOBILITY HLDGS INC COM 62009710 466 11875 SH SOLE 11875
MOTOROLA SOLUTIONS INC COM NEW 62007630 690 13571 SH SOLE 13571
MSC INDUSTRIAL DIRECT CO., INC. CL A 55353010 833 10000 SH SOLE 10000
MURPHY OIL CORP. COM 62671710 1013 18000 SH SOLE 18000
MYLAN LABORATORIES INC. COM 62853010 346 14750 SH SOLE 14750
NABORS INDUSTRIES LTD. SHS G6359F10 350 20000 SH SOLE 20000
NATIONAL OILWELL VARCO INC COM 63707110 68 854 SH SOLE 854
NCR CORP COM 62886E10 434 20000 SH SOLE 20000
NEKTAR THERAPEUTICS COM 64026810 238 30000 SH SOLE 30000
NETAPP INC. COM 64110D10 224 5000 SH SOLE 5000
NEW JERSEY RESOURCES CORP. COM 64602510 1337 30000 SH SOLE 30000
NEW YORK COMMUNITY BANCORP, INC. COM 64944510 835 60000 SH SOLE 60000
NEWPARK RESOURCES INC COM PAR $.01NEW 65171850 1065 130000 SH SOLE 130000
NEWS CORP - CL A CL A 65248E10 1281 65000 SH SOLE 65000
NEXTERA ENERGY INC COM 65339F10 611 10000 SH SOLE 10000
NISOURCE INC. COM 65473P10 244 10000 SH SOLE 10000
NOBLE ENERGY INC COM 65504410 978 10000 SH SOLE 10000
NORDSON CORP. COM 65566310 1635 30000 SH SOLE 30000
NORFOLK SOUTHERN CORP. COM 65584410 1284 19500 SH SOLE 19500
NORTHERN TRUST CORP. COM 66585910 475 10000 SH SOLE 10000
NORTHROP GRUMMA COM 66680710 1222 20000 SH SOLE 20000
NOVELLUS SYSTEMS INC COM 67000810 250 5000 SH SOLE 5000
NV ENERGY INC. COM 67073Y10 355 22000 SH SOLE 22000
OCCIDENTAL PETROLEUM CORP. COM 67459910 3333 35000 SH SOLE 35000
ONCOTHYREON INC COM 68232410 610 140000 SH SOLE 140000
OPNET TECHNOLOGIES, INC. COM 68375710 1015 35000 SH SOLE 35000
ORACLE CORP COM 68389X10 2916 100000 SH SOLE 100000
ORBITAL SCIENCES CORP. COM 68556410 1008 76603 SH SOLE 76603
P G & E CORP COM 69331C10 1302 30000 SH SOLE 30000
PALL CORP. COM 69642930 596 10000 SH SOLE 10000
PAR PHARMACEUTICAL COMPANIES,INC COM 69888P10 1162 30000 SH SOLE 30000
PARKER HANNIFIN CORP COM 70109410 423 5000 SH SOLE 5000
PATRIOT COAL CORP. COM 70336T10 5 800 SH SOLE 800
PATTERSON-UTI ENERGY INC COM 70348110 519 30000 SH SOLE 30000
PAYCHEX, INC. COM 70432610 620 20000 SH SOLE 20000
PDL BIOPHARMA, INC. COM 69329Y10 51 8000 SH SOLE 8000
PEPSICO INC COM 71344810 2206 33251 SH SOLE 33251
PERRIGO CO. COM 71429010 2066 20000 SH SOLE 20000
PFIZER INC COM 71708110 4507 199025 SH SOLE 199025
PHARMERICA CORP. COM 71714F10 5 385 SH SOLE 385
PHH CORP. COM NEW 69332020 69 4464 SH SOLE 4464
PHILIP MORRIS INTERNATIONAL,INC. COM 71817210 5317 60000 SH SOLE 60000
PHOTRONICS, INC. COM 71940510 33 5000 SH SOLE 5000
PINNACLE WEST CAPITAL CORP. COM 72348410 335 7000 SH SOLE 7000
PLAINS EXPLORATION & PRODUCTION COM 72650510 427 10000 SH SOLE 10000
PNC FINANCIAL SERVICES GROUP,INC COM 69347510 645 10000 SH SOLE 10000
POLARIS INDUSTRIES INC. COM 73106810 1443 20000 SH SOLE 20000
POST HOLDINGS INC COM 73744610 44 1325 SH SOLE 1325
PPG INDUSTRIES, INC. COM 69350610 479 5000 SH SOLE 5000
PRAXAIR, INC. COM 74005P10 1720 15000 SH SOLE 15000
PRG-SCHULTZ INTERNATIONAL, INC. COM NEW 69357C50 69 11000 SH SOLE 11000
PRINCIPAL FINANCIAL GROUP, INC. COM 74251V10 74 2500 SH SOLE 2500
PROCTER & GAMBLE CO. COM 74271810 5377 80000 SH SOLE 80000
PROLOGIS INC COM 74340W10 197 5464 SH SOLE 5464
PROTECTIVE LIFE CORP. COM 74367410 444 15000 SH SOLE 15000
PRUDENTIAL FINANCIAL INC. COM 74432010 1585 25000 SH SOLE 25000
PUBLIC SVC ENTERPRISE GROUP INC. COM 74457310 918 30000 SH SOLE 30000
PULTE GROUP INC COM 74586710 178 20000 SH SOLE 20000
PVH CORPORATION COM 69365610 1787 20000 SH SOLE 20000
QUALCOMM INC. COM 74752510 3403 50000 SH SOLE 50000
QUANTA SERVICES INC. COM 74762E10 836 40000 SH SOLE 40000
QUANTUM FUEL SYSTEMS TECH COM NEW 74765E20 1 1000 SH SOLE 1000
RADIAN GROUP INC. COM 75023610 37 8600 SH SOLE 8600
RALCORP HOLDINGS INC COM 75102810 196 2650 SH SOLE 2650
RAMBUS INC. COM 75091710 26 4000 SH SOLE 4000
RAYTHEON CO. COM NEW 75511150 1056 20000 SH SOLE 20000
REINSURANCE GROUP OF AMERICA,INC COM NEW 75935160 168 2829 SH SOLE 2829
REPUBLIC SERVICES, INC. COM 76075910 458 15000 SH SOLE 15000
REYNOLDS AMERICAN INC. COM 76171310 829 20000 SH SOLE 20000
ROCKWELL AUTOMATION, INC. COM 77390310 797 10000 SH SOLE 10000
ROCKWELL COLLINS, INC. COM 77434110 460 8000 SH SOLE 8000
ROVI CORP COM 77937610 1239 38077 SH SOLE 38077
ROWAN COMPANIES INC. COM 77938210 758 23000 SH SOLE 23000
SAFEGAURD SCIENTIFICS INC COM NEW 78644920 32 1833 SH SOLE 1833
SAFEWAY INC. COM NEW 78651420 101 5000 SH SOLE 5000
SAGA COMMUNICATIONS INC CL A NEW 78659830 358 10000 SH SOLE 10000
SAKS INC. COM 79377W10 116 10000 SH SOLE 10000
SALEM COMMUNICATIONS CORP. CL A 79409310 94 20000 SH SOLE 20000
SARA LEE CORP. COM 80311110 581 27000 SH SOLE 27000
SCHLUMBERGER LTD. COM 80685710 487 6966 SH SOLE 6966
SCHULMAN (A.), INC. COM 80819410 162 6000 SH SOLE 6000
SCHWAB (CHARLES) CORP. (THE) COM 80851310 359 25000 SH SOLE 25000
SEI INVESTMENTS CO. COM 78411710 828 40000 SH SOLE 40000
SELECTIVE INSURANCE GROUP, INC. COM 81630010 247 14000 SH SOLE 14000
SEMPRA ENERGY COM 81685110 600 10000 SH SOLE 10000
SENSIENT TECHNOLOGIES CORP. COM 81725T10 1520 40000 SH SOLE 40000
SINCLAIR BROADCAST GROUP-A CL A 82922610 88 8000 SH SOLE 8000
SKYWORKS SOLUTIONS, INC. COM 83088M10 175 6318 SH SOLE 6318
SOUTHERN CO COM 84258710 764 17000 SH SOLE 17000
SOUTHWEST AIRLINES CO. COM 84474110 124 15000 SH SOLE 15000
SOUTHWEST GAS CORP. COM 84489510 1496 35000 SH SOLE 35000
SPARTAN MOTORS INC. COM 84681910 357 67500 SH SOLE 67500
SPECTRA ENERGY CORP. COM 84756010 697 22100 SH SOLE 22100
SPEEDWAY MOTORSPORTS, INC. COM 84778810 196 10500 SH SOLE 10500
SPRINT NEXTEL CORP. COM SER 1 85206110 713 250000 SH SOLE 250000
ST JUDE MEDICAL INC COM 79084910 665 15000 SH SOLE 15000
STANDARD PACIFIC CORP. COM 85375C10 89 20000 SH SOLE 20000
STANDARD REGISTER CO. (THE) COM 85388710 9 7000 SH SOLE 7000
STANLEY BLACK AND DECKER INC COM 85450210 1260 16375 SH SOLE 16375
STAPLES, INC. COM 85503010 491 30348 SH SOLE 30348
SUNCOKE ENERGY INC COM 86722A10 113 7956 SH SOLE 7956
SUNOCO, INC. COM 86764P10 572 15000 SH SOLE 15000
SUPERVALU INC. COM 86853610 57 10000 SH SOLE 10000
SUPPORT.COM INC COM 86858W10 126 40000 SH SOLE 40000
SYMANTEC CORP COM 87150310 561 30000 SH SOLE 30000
SYNOPSYS INC COM 87160710 329 10742 SH SOLE 10742
SYSCO CORP. COM 87182910 896 30000 SH SOLE 30000
T ROWE PRICE GROUP INC. COM 74144T10 1698 26000 SH SOLE 26000
TARGET CORP. COM 87612E10 1457 25000 SH SOLE 25000
TCF FINANCIAL CORP. COM 87227510 357 30000 SH SOLE 30000
TELLABS INC. COM 87966410 61 15120 SH SOLE 15120
TENET HEALTHCARE CORP COM 88033G10 106 20000 SH SOLE 20000
TEXAS INDUSTRIES, INC. COM 88249110 350 10000 SH SOLE 10000
THERAVANCE INC COM 88338T10 1170 60000 SH SOLE 60000
THERMO ELECTRON CORP. COM 88355610 846 15000 SH SOLE 15000
TIDEWATER INC. COM 88642310 810 15000 SH SOLE 15000
TIME WARNER CABLE INC COM 88732J20 815 10000 SH SOLE 10000
TIME WARNER INC COM NEW 88731730 1384 36666 SH SOLE 36666
TIMKEN CO. (THE) COM 88738910 761 15000 SH SOLE 15000
TORO CO. (THE) COM 89109210 1422 20000 SH SOLE 20000
TRAVELERS COS INC/THE COM 89417E10 1921 32443 SH SOLE 32443
TREE.COM INC. COM 89467510 6 827 SH SOLE 827
TREX COMPANY, INC. COM 89531P10 1283 40000 SH SOLE 40000
TRINITY INDUSTRIES INC. COM 89652210 494 15000 SH SOLE 15000
TRIPADVISOR INC COM 89694520 581 16285 SH SOLE 16285
TRIQUINT SEMICONDUCTOR INC COM 89674K10 345 50000 SH SOLE 50000
ULTRATECH, INC. COM 90403410 435 15000 SH SOLE 15000
UNION PACIFIC CORP COM 90781810 1827 17000 SH SOLE 17000
UNISYS CORP COM NEW 90921430 49 2500 SH SOLE 2500
UNIT CORP. COM 90921810 641 15000 SH SOLE 15000
UNITED STATES STEEL CORP. COM 91290910 382 13000 SH SOLE 13000
UNITED TECHNOLOGIES CORP COM 91301710 2074 25000 SH SOLE 25000
UNUMPROVIDENT CORP. COM 91529Y10 685 28000 SH SOLE 28000
URBAN OUTFITTERS INC COM 91704710 728 25000 SH SOLE 25000
URS CORP COM 90323610 425 10000 SH SOLE 10000
US BANCORP COM NEW 90297330 2534 80000 SH SOLE 80000
VALUECLICK, INC. COM 92046N10 395 20000 SH SOLE 20000
VENTAS INC COM 92276F10 225 3933 SH SOLE 3933
VERIZON COMMUNICATIONS INC COM 92343V10 2485 65000 SH SOLE 65000
VIACOM INC CL B CL B 92553P20 1424 30000 SH SOLE 30000
VIASAT, INC. COM 92552V10 868 18000 SH SOLE 18000
VICOR CORP. COM 92581510 128 16000 SH SOLE 16000
VISHAY INTERTECHNOLOGY INC COM 92829810 487 40087 SH SOLE 40087
VISHAY PRECISION GROUP-CL B COM 92835K10 42 2862 SH SOLE 2862
WALGREEN CO. COM 93142210 1541 46000 SH SOLE 46000
WAL-MART STORES, INC. COM 93114210 4284 70000 SH SOLE 70000
WALT DISNEY CO. (THE) COM DISNEY 25468710 2189 50000 SH SOLE 50000
WASHINGTON FEDERAL, INC. COM 93882410 66 3896 SH SOLE 3896
WATSON PHARMACEUTICALS, INC. COM 94268310 671 10000 SH SOLE 10000
WEATHERFORD INTERNATIONAL LTD. REG SHS H2701310 905 60000 SH SOLE 60000
WEBMD HEALTH CORP COM 94770V10 105 4102 SH SOLE 4102
WELLPOINT INC. COM 94973V10 1107 15000 SH SOLE 15000
WELLS FARGO & CO COM 94974610 3414 100000 SH SOLE 100000
WERNER ENTERPRISES INC COM 95075510 590 23750 SH SOLE 23750
WESTERN UNION CO COM 95980210 704 40000 SH SOLE 40000
WILLIAMS COS INC. COM 96945710 1541 50000 SH SOLE 50000
WINDSTREAM CORP. COM 97381W10 303 25848 SH SOLE 25848
WINNEBAGO INDUSTRIES, INC. COM 97463710 196 20000 SH SOLE 20000
WOODWARD GOVERNOR CO COM 98074510 1071 25000 SH SOLE 25000
WPX ENERGY INC COM 98212B10 300 16666 SH SOLE 16666
WYNDHAM WORLDWIDE CORP. COM 98310W10 831 17859 SH SOLE 17859
XCEL ENERGY INC. COM 98389B10 430 16243 SH SOLE 16243
XEROX CORP. COM 98412110 355 44000 SH SOLE 44000
YAHOO! INC. COM 98433210 457 30000 SH SOLE 30000
YUM! BRANDS, INC. COM 98849810 1780 25000 SH SOLE 25000
ZALE CORP. COM 98885810 31 10000 SH SOLE 10000
ZIMMER HOLDINGS INC. COM 98956P10 527 8200 SH SOLE 8200