0001483259-13-000001.txt : 20130124 0001483259-13-000001.hdr.sgml : 20130124 20130124122013 ACCESSION NUMBER: 0001483259-13-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121231 FILED AS OF DATE: 20130124 DATE AS OF CHANGE: 20130124 EFFECTIVENESS DATE: 20130124 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: 13544752 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_2012.txt NJ STATE EMPLOYEES DEFERRED COMPENENSATION PLAN 1 Fund DCP 13F-December 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: December 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 January 24, 2013 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: 445 Form 13F Information Table Value Total: 396671 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 --------------------------------------------------------------------------------------------------------------------------------- 1ST FIN BANCORP COM 32020910 658 45000 SH SOLE 45000 AAR CORP. COM 00036110 84 4500 SH SOLE 4500 ABBOTT LABORATORIES COM 00282410 655 10000 SH SOLE 10000 ACTIVISION BLIZZARD INC. COM 00507V10 850 80000 SH SOLE 80000 ADTRAN, INC. COM 00738A10 195 10000 SH SOLE 10000 ADVANCED MICRO DEVICES, INC. COM 00790310 41 17000 SH SOLE 17000 AEGION CORP COM 00770F10 888 40000 SH SOLE 40000 AES CORP. (THE) COM 00130H10 203 19000 SH SOLE 19000 AETNA INC COM 00817Y10 742 16012 SH SOLE 16012 AFC ENTERPRISES COM 00104Q10 653 25000 SH SOLE 25000 AFFYMAX INC COM 00826A10 190 10000 SH SOLE 10000 AFLAC INC. COM 00105510 797 15000 SH SOLE 15000 AGILENT TECHNOLOGIES, INC. COM 00846U10 945 23084 SH SOLE 23084 AIR PRODUCTS & CHEMICALS INC COM 00915810 420 5000 SH SOLE 5000 AIR TRANSPORT SERVICES GROUP INC COM 00922R10 40 10000 SH SOLE 10000 AK STEEL HOLDING CORP. COM 00154710 46 10000 SH SOLE 10000 ALASKA AIR GRP COM 01165910 1724 40000 SH SOLE 40000 ALCOA INC. COM 01381710 391 45000 SH SOLE 45000 ALKERMES PLC SHS G0176710 1389 75000 SH SOLE 75000 ALLSTATE CORP. (THE) COM 02000210 1358 33810 SH SOLE 33810 ALTRIA GROUP INC. COM 02209S10 2515 80000 SH SOLE 80000 AMAG PHARMACEUTICALS INC COM 00163U10 588 40000 SH SOLE 40000 AMAZON.COM INC. COM 02313510 2509 10000 SH SOLE 10000 AMEREN CORP. COM 02360810 307 10000 SH SOLE 10000 AMERICAN ELECTRIC POWER CO.,INC. COM 02553710 630 14760 SH SOLE 14760 AMERICAN EQTY INVT LIFE H COM 02567620 977 80000 SH SOLE 80000 AMERICAN EXPRESS CO COM 02581610 2874 50000 SH SOLE 50000 AMERICAN INTERNATIONAL GROUP INC COM NEW 02687478 194 5500 SH SOLE 5500 AMERICAN INTERNATIONAL GROUP WTS *W EXP 01/19/202 02687415 41 2936 SH SOLE 2936 AMERICAN STATES WATER CO COM 02989910 1439 30000 SH SOLE 30000 AMERICAN TOWER CORP COM 03027X10 2318 30000 SH SOLE 30000 AMERISOURCEBERGEN CORP. COM 03073E10 863 19996 SH SOLE 19996 AMICUS THERAPEUTICS INC COM 03152W10 40 15000 SH SOLE 15000 ANADARKO PETROLEUM CORP COM 03251110 1486 20000 SH SOLE 20000 AOL INC COM 00184X10 179 6060 SH SOLE 6060 APPLE INC COM 03783310 18626 35000 SH SOLE 35000 APPLIED MATERIALS, INC. COM 03822210 801 70000 SH SOLE 70000 ARCHER DANIELS MIDLAND CO. COM 03948310 411 15000 SH SOLE 15000 ARQULE INC COM 04269E10 112 40000 SH SOLE 40000 ARRAY BIOPHARMA COM 04269X10 223 60000 SH SOLE 60000 ARROW ELECTRONICS INC COM 04273510 67 1750 SH SOLE 1750 ARUBA NETWORKS INC COM 04317610 726 35000 SH SOLE 35000 ASHLAND INC. COM 04420910 552 6860 SH SOLE 6860 ASPEN TECH COM 04532710 691 25000 SH SOLE 25000 ASSOC ESTATES REALTY CORP COM 04560410 967 60000 SH SOLE 60000 ASTORIA FINANCIAL CORP. COM 04626510 140 15000 SH SOLE 15000 AT&T INC. COM 00206R10 1517 45000 SH SOLE 45000 ATMI INC COM 00207R10 626 30000 SH SOLE 30000 AUTOZONE INC. COM 05333210 709 2000 SH SOLE 2000 AVALONBAY COMMUNITIES INC COM 05348410 1140 8407 SH SOLE 8407 AVERY DENNISON CORP. COM 05361110 349 10000 SH SOLE 10000 AVIAT NETWORKS INC COM 05366Y10 16 4968 SH SOLE 4968 AVIS BUDGET GROUP INC COM 05377410 496 25000 SH SOLE 25000 AVNET, INC. COM 05380710 80 2610 SH SOLE 2610 AVON PRODUCTS, INC. COM 05430310 215 15000 SH SOLE 15000 AXCELIS TECHNOLOGIES, INC. COM 05454010 13 9432 SH SOLE 9432 AZZ INCORPORATED COM 00247410 769 20000 SH SOLE 20000 BABCOCK & WILCOX CO NEW COM 05615F10 459 17500 SH SOLE 17500 BAKER HUGHES INC COM 05722410 613 15000 SH SOLE 15000 BALL CORP COM 05849810 537 12000 SH SOLE 12000 BANK OF AMERICA CORP COM 06050510 1104 95082 SH SOLE 95082 BANK OF NEW YORK MELLON CORP COM 06405810 2571 100038 SH SOLE 100038 BARNES & NOBLE INC. COM 06777410 60 4000 SH SOLE 4000 BAXTER INTERNATIONAL INC COM 07181310 1333 20000 SH SOLE 20000 BBCN BANCORP INC COM 07329510 694 60000 SH SOLE 60000 BECTON DICKINSON AND CO COM 07588710 391 5000 SH SOLE 5000 BELO CORP. COM SER A 08055510 633 82500 SH SOLE 82500 BERRY PETROLEUM CO CL A 08578910 503 15000 SH SOLE 15000 BEST BUY CO INC. COM 08651610 119 10000 SH SOLE 10000 BLOCK (H & R), INC. COM 09367110 334 18000 SH SOLE 18000 BOSTON PROPERTIES, INC. COM 10112110 423 4000 SH SOLE 4000 BOSTON SCIENTIFIC CORP. COM 10113710 229 40000 SH SOLE 40000 BRIGGS & STRAT COM 10904310 949 45000 SH SOLE 45000 BRISTOL-MYERS SQUIBB CO. COM 11012210 876 26884 SH SOLE 26884 BROADCOM CORP. CL A 11132010 996 30000 SH SOLE 30000 BROCADE COMMUNICATIONS SYSTEMS COM NEW 11162130 115 21572 SH SOLE 21572 BRUNSWICK CORP. COM 11704310 873 30000 SH SOLE 30000 CABOT MICROELECTRONICS COM 12709P10 710 20000 SH SOLE 20000 CADENCE DESIGN SYSTEMS, INC. COM 12738710 517 38250 SH SOLE 38250 CAMERON INTERNATIONAL CORP. COM 13342B10 1129 20000 SH SOLE 20000 CAPITAL ONE FINANCIAL CORP. COM 14040H10 506 8733 SH SOLE 8733 CARDINAL HEALTH, INC. COM 14149Y10 618 15000 SH SOLE 15000 CARDTRONICS INC COM 14161H10 475 20000 SH SOLE 20000 CAREFUSION CORP COM 14170T10 214 7500 SH SOLE 7500 CARMAX, INC. COM 14313010 563 15000 SH SOLE 15000 CASELLA WASTE SYSTEMS, INC. CL A 14744810 35 8000 SH SOLE 8000 CAVCO INDUSTRIES, INC. COM 14956810 150 3000 SH SOLE 3000 CAVIUM NETWORKS INC COM 14964U10 624 20000 SH SOLE 20000 CEC ENTERTAINMN COM 12513710 830 25000 SH SOLE 25000 CELGENE CORP COM 15102010 785 10000 SH SOLE 10000 CELLDEX THERAPEUTICS INC COM 15117B10 671 100000 SH SOLE 100000 CENTENE CORP DEL COM 15135B10 615 15000 SH SOLE 15000 CENTURYTEL INC. COM 15670010 804 20550 SH SOLE 20550 CHART INDUSTRIES COM PAR $0.01 16115Q30 667 10000 SH SOLE 10000 CHATHAM LODGING TRUST COM 16208T10 615 40000 SH SOLE 40000 CHEMICAL FINANCIAL CORP COM 16373110 713 30000 SH SOLE 30000 CHEMTURA CORP COM NEW 16389320 850 40000 SH SOLE 40000 CHESAPEAKE LODGING TRUST SH BEN INT 16524010 1148 55000 SH SOLE 55000 CHEVRON CORP. COM 16676410 4866 45000 SH SOLE 45000 CHICO'S FAS INC COM 16861510 185 10000 SH SOLE 10000 CHIPOTLE MEXICAN GRILL INC. COM 16965610 1296 4356 SH SOLE 4356 CHUBB CORP. (THE) COM 17123210 1130 15000 SH SOLE 15000 CINCINNATI BELL INC. COM 17187110 41 7500 SH SOLE 7500 CIRRUS LOGIC COM 17275510 435 15000 SH SOLE 15000 CISCO SYSTEMS INC COM 17275R10 2947 150000 SH SOLE 150000 CITIGROUP INC COM NEW 17296742 316 8000 SH SOLE 8000 CITRIX SYSTEMS INC. COM 17737610 1312 20000 SH SOLE 20000 CLEAN ENERGY FUELS CORP COM 18449910 498 40000 SH SOLE 40000 COCA-COLA CO. (THE) COM 19121610 3988 110000 SH SOLE 110000 COLGATE-PALMOLIVE CO COM 19416210 2091 20000 SH SOLE 20000 COLONY FINL INC COM 19624R10 1365 70000 SH SOLE 70000 COMCAST CORP NEW CL A CL A 20030N10 1121 30000 SH SOLE 30000 COMCAST CORP. "A SPL" CL A SPL 20030N20 1616 45000 SH SOLE 45000 COMMUNITY HEALTH SYSTEMS COM 20366810 1230 40000 SH SOLE 40000 COMMVAULT SYSTEMS INC COM 20416610 1045 15000 SH SOLE 15000 COMPUWARE CORP. COM 20563810 435 40000 SH SOLE 40000 COMVERSE INC COM 20585P10 285 10000 SH SOLE 10000 COMVERSE TECH I COM PAR $0.10 20586240 384 100000 SH SOLE 100000 CONAGRA FOODS, INC. COM 20588710 738 25000 SH SOLE 25000 CONOCOPHILLIPS COM 20825C10 2610 45000 SH SOLE 45000 CONSOLIDATED COMM HLDGS I COM 20903410 557 35000 SH SOLE 35000 CONVERGYS CORP. COM 21248510 123 7500 SH SOLE 7500 CON-WAY INC. COM 20594410 83 3000 SH SOLE 3000 CORE MARK HOLDING CO INC COM 21868110 1184 25000 SH SOLE 25000 CORESITE REALTY CORP COM 21870Q10 692 25000 SH SOLE 25000 COSTCO WHOLESALE CORP. COM 22160K10 1975 20000 SH SOLE 20000 CROCS INC COM 22704610 432 30000 SH SOLE 30000 CROSSTEX ENERGY COM 22765Y10 574 40000 SH SOLE 40000 CUBIC CORP. COM 22966910 720 15000 SH SOLE 15000 CVS CAREMARK CORP COM 12665010 725 15000 SH SOLE 15000 CYPRESS SEMICONDUCTOR CORP COM 23280610 43 4000 SH SOLE 4000 DANA HOLDING CORP COM 23582520 702 45000 SH SOLE 45000 DANAHER CORP. COM 23585110 559 10000 SH SOLE 10000 DARLING INTL INC COM 23726610 561 35000 SH SOLE 35000 DEALERTRACK HOLDINGS INC COM 24230910 574 20000 SH SOLE 20000 DEERE & CO. COM 24419910 864 10000 SH SOLE 10000 DENTSPLY INTERNATIONAL INC. COM 24903010 238 6000 SH SOLE 6000 DEVON ENERGY CORPORATION COM 25179M10 885 17000 SH SOLE 17000 DIAMOND OFFSHORE DRILLING, INC. COM 25271C10 340 5000 SH SOLE 5000 DIGITAL RIVER INC COM 25388B10 575 40000 SH SOLE 40000 DISCOVER FINANCIAL SERVICES LLC COM 25470910 1209 31350 SH SOLE 31350 DISCOVERY COMMUNICATIONS INC.CLA COM SER A 25470F10 159 2500 SH SOLE 2500 DISCOVERY COMMUNICATIONS INC.CLC COM SER C 25470F30 146 2500 SH SOLE 2500 DOVER CORP. COM 26000310 329 5000 SH SOLE 5000 DOW CHEMICAL CO. (THE) COM 26054310 1299 40165 SH SOLE 40165 DREAMWORKS ANIMATION SKG, INC. CL A 26153C10 166 10000 SH SOLE 10000 DRIL-QUIP COM 26203710 731 10000 SH SOLE 10000 DU PONT (E.I.) DE NEMOURS COM 26353410 1124 25000 SH SOLE 25000 DUKE ENERGY COR COM NEW 26441C20 940 14733 SH SOLE 14733 EARTHLINK, INC. COM 27032110 581 90000 SH SOLE 90000 EASTMAN CHEMICAL CO. COM 27743210 544 8000 SH SOLE 8000 EBAY INC COM 27864210 1275 25000 SH SOLE 25000 ELI LILLY & CO. COM 53245710 2219 45000 SH SOLE 45000 EMC CORP/MASS COM 26864810 1271 50250 SH SOLE 50250 EMERSON ELECTRIC CO. COM 29101110 265 5000 SH SOLE 5000 EMPIRE DISTRICT ELECTRIC CO COM 29164110 1427 70000 SH SOLE 70000 ENERGY XXI BERMUDA LTD USD UNRS SHS G1008214 643 20000 SH SOLE 20000 ENPRO INDUSTRIES INC COM 29355X10 818 20000 SH SOLE 20000 ENTERGRIS INC COM 29362U10 689 75000 SH SOLE 75000 ENTRAVISION COMMUNICATIONS CORP. CL A 29382R10 332 200000 SH SOLE 200000 EPR PROPERTIES COM SH BEN INT 26884U10 1383 30000 SH SOLE 30000 EQUIFAX INC. COM 29442910 812 15000 SH SOLE 15000 EQUITY RESIDENTIAL PROPERTY TRUS SH BEN INT 29476L10 850 15000 SH SOLE 15000 ERICAN REALTY CAPITAL TRUST INC COM 02917L10 866 75000 SH SOLE 75000 EURONET WORLDWIDE INC COM 29873610 472 20000 SH SOLE 20000 EXELON CORP. COM 30161N10 749 25200 SH SOLE 25200 EXPEDIA, INC. COM NEW 30212P30 238 3875 SH SOLE 3875 EXXON MOBIL CORP. COM 30231G10 9088 105000 SH SOLE 105000 FARO TECH INC COM 31164210 535 15000 SH SOLE 15000 FEDERAL SIGNAL CORP COM 31385510 76 10000 SH SOLE 10000 FINISH LINE A CL A 31792310 568 30000 SH SOLE 30000 FLUOR CORP COM 34341210 881 15000 SH SOLE 15000 FMC TECHNOLOGIES INC COM 30249U10 857 20000 SH SOLE 20000 FORD MOTOR CO. COM PAR $0.01 34537086 777 60000 SH SOLE 60000 FOREST LABORATORIES, INC. CL A COM 34583810 706 20000 SH SOLE 20000 FORWARD AIR COR COM 34985310 700 20000 SH SOLE 20000 FRONTIER COMMUNICATIONS CORP COM 35906A10 67 15602 SH SOLE 15602 GAP INC/THE COM 36476010 1552 50000 SH SOLE 50000 GENERAL DYNAMICS CORP COM 36955010 693 10000 SH SOLE 10000 GENESCO INC COM 37153210 550 10000 SH SOLE 10000 GENL ELECTRIC COM 36960410 1259 60000 SH SOLE 60000 GILEAD SCIENCES INC COM 37555810 2204 30000 SH SOLE 30000 GLATFELTER COM 37731610 874 50000 SH SOLE 50000 GOLDMAN SACHS GROUP INC COM 38141G10 1913 15000 SH SOLE 15000 GOODYEAR TIRE & RUBBER CO COM 38255010 138 10000 SH SOLE 10000 GOOGLE INC CL A 38259P50 1471 2080 SH SOLE 2080 GREENHILL & CO INC COM 39525910 780 15000 SH SOLE 15000 HALLIBURTON CO COM 40621610 1735 50000 SH SOLE 50000 HARMONIC INC. COM 41316010 39 7597 SH SOLE 7597 HARSCO CORP. COM 41586410 353 15000 SH SOLE 15000 HARTFORD FINANCIAL SVCS GROUP COM 41651510 224 10000 SH SOLE 10000 HAYNES INTL INC COM NEW 42087720 519 10000 SH SOLE 10000 HEARTWARE INTL INC COM 42236810 1931 23000 SH SOLE 23000 HECLA MINING CO. COM 42270410 641 110000 SH SOLE 110000 HEICO CORP COM 42280610 895 20000 SH SOLE 20000 HEINZ (H.J.) CO. COM 42307410 288 5000 SH SOLE 5000 HELIX ENERGY SOLUTIONS COM 42330P10 619 30000 SH SOLE 30000 HERCULES TECH GROWTH CAP COM 42709650 723 65000 SH SOLE 65000 HESS CORP. COM 42809H10 530 10000 SH SOLE 10000 HEWLETT-PACKARD CO COM 42823610 428 30000 SH SOLE 30000 HILLSHIRE BRANDS CO COM 43258910 152 5400 SH SOLE 5400 HOME DEPOT INC COM 43707610 619 10000 SH SOLE 10000 HONEYWELL INTERNATIONAL INC COM 43851610 1269 20000 SH SOLE 20000 HORACE MANN EDUCATORS COM 44032710 898 45000 SH SOLE 45000 HOSPIRA, INC. COM 44106010 219 7000 SH SOLE 7000 HOVNANIAN ENTERPRISES, INC. CL A 44248720 42 6000 SH SOLE 6000 HSN, INC. COM 40430310 85 1550 SH SOLE 1550 HUB GROUP INC CL A 44332010 672 20000 SH SOLE 20000 HUNT (JB) TRANSPORT SVCS INC COM 44565810 1672 28000 SH SOLE 28000 HUNTINGTON INGALLS INDS INC COM 44641310 144 3333 SH SOLE 3333 HURON CONSULTING GROUP IN COM 44746210 505 15000 SH SOLE 15000 IAC/INTERACTIVE CORP. COM PAR $.001 44919P50 183 3875 SH SOLE 3875 ILLINOIS TOOL WORKS INC. COM 45230810 1216 20000 SH SOLE 20000 ILLUMINA, INC. COM 45232710 556 10000 SH SOLE 10000 INCYTE CORP COM 45337C10 415 25000 SH SOLE 25000 INDEPENDENT BANK CORP/MA COM 45383610 579 20000 SH SOLE 20000 INFINERA CORPORATION COM 45667G10 494 85000 SH SOLE 85000 INGERSOLL-RAND PLC SHS G4779110 240 5000 SH SOLE 5000 INTEGRATED DEVICE TECH INC COM 45811810 913 125000 SH SOLE 125000 INTEL CORP COM 45814010 2268 110000 SH SOLE 110000 INTERMEC INC. COM 45878610 74 7500 SH SOLE 7500 INTERMUNE INC COM 45884X10 1018 105000 SH SOLE 105000 INTERPUBLIC GROUP OF COS INC COM 46069010 99 9000 SH SOLE 9000 INTERVAL LEISURE GROUP, INC. COM 46113M10 30 1550 SH SOLE 1550 INTL BUSINESS MACHINES CORP. COM 45920010 3831 20000 SH SOLE 20000 IROBOT CORP COM 46272610 469 25000 SH SOLE 25000 IRONWOOD PHARMACEUTICALS COM CL A 46333X10 443 40000 SH SOLE 40000 ISIS PHARMACEUTICALS INC COM 46433010 209 20000 SH SOLE 20000 J.C. PENNEY CO INC COM 70816010 246 12500 SH SOLE 12500 JDS UNIPHASE CORP. COM PAR $0.001 46612J50 100 7375 SH SOLE 7375 JM SMUCKER CO/THE COM NEW 83269640 1587 18405 SH SOLE 18405 JOHN BEAN TECHNOLOGIES CORP. COM 47783910 38 2160 SH SOLE 2160 JOHNSON & JOHNSON COM 47816010 4907 70000 SH SOLE 70000 JONES GROUP INC/THE COM 48020T10 276 25000 SH SOLE 25000 JP MORGAN CHASE & CO COM 46625H10 7035 160000 SH SOLE 160000 JUNIPER NETWORKS, INC. COM 48203R10 295 15000 SH SOLE 15000 KAMAN CORP "A" COM 48354810 920 25000 SH SOLE 25000 KANSAS CITY SOUTHERN COM NEW 48517030 250 3000 SH SOLE 3000 KAYDON CORP COM 48658710 1077 45000 SH SOLE 45000 KB HOME COM 48666K10 79 5000 SH SOLE 5000 KENNAMETAL INC. COM 48917010 800 20000 SH SOLE 20000 KIMBERLY-CLARK CORP. COM 49436810 844 10000 SH SOLE 10000 KIMCO REALTY CORP. COM 49446R10 483 25000 SH SOLE 25000 KINDER MORGAN INC COM 49456B10 610 17264.99 SH SOLE 17264.99 KINDER MORGAN INC DEL *W EXP 05/25/201 49456B11 99 26117 SH SOLE 26117 KLA-TENCOR CORPORATION COM 48248010 716 15000 SH SOLE 15000 KNOLL INC COM NEW 49890420 845 55000 SH SOLE 55000 KODIAK OIL & GAS CORP COM 50015Q10 487 55000 SH SOLE 55000 KOHLS CORP. COM 50025510 559 13000 SH SOLE 13000 KOPPERS HOLDINGS INC COM 50060P10 763 20000 SH SOLE 20000 KORN FERRY INTL COM NEW 50064320 793 50000 SH SOLE 50000 KRAFT FOODS GROUP INC COM 50076Q10 697 15329 SH SOLE 15329 KROGER CO. (THE) COM 50104410 651 25000 SH SOLE 25000 KULICKE & SOFFA INDUSTRIES, INC. COM 50124210 144 12000 SH SOLE 12000 LAM RESEARCH CORP. COM 51280710 926 25625 SH SOLE 25625 LEGG MASON INC COM 52490110 231 9000 SH SOLE 9000 LIBERTY PROPERTY TRUST SH BEN INT 53117210 143 4000 SH SOLE 4000 LIFE TIME FITNESS INC COM 53217R20 738 15000 SH SOLE 15000 LIFEPOINT HOSPITALS, INC. COM 53219L10 79 2105 SH SOLE 2105 LIGAND PHARMACEUTICALS INC COM NEW 53220K50 138 6666 SH SOLE 6666 LINDSAY CORP. COM 53555510 240 3000 SH SOLE 3000 LIVE NATION, INC. COM 53803410 56 6035 SH SOLE 6035 LOWES COMPANIES, INC. COM 54866110 2131 60000 SH SOLE 60000 LSI CORP. COM 50216110 128 18060 SH SOLE 18060 MACY'S INC COM 55616P10 780 20000 SH SOLE 20000 MANPOWER INC COM 56418H10 127 3000 SH SOLE 3000 MARATHON OIL CORP COM 56585A10 630 10000 SH SOLE 10000 MARATHON OIL CORP. COM 56584910 613 20000 SH SOLE 20000 MARSH & MCLENNAN COMPANIES, INC. COM 57174810 931 27000 SH SOLE 27000 MATTHEWS INTL A CL A 57712810 803 25000 SH SOLE 25000 MCDERMOTT INTERNATIONAL, INC. COM 58003710 386 35000 SH SOLE 35000 MCDONALD'S CORP. COM 58013510 3096 35093 SH SOLE 35093 MCKESSON CORP. COM 58155Q10 1454 15000 SH SOLE 15000 MEAD JOHNSON NUTRITION CO COM 58283910 805 12219 SH SOLE 12219 MEDIVATION INC COM 58501N10 512 10000 SH SOLE 10000 MEDTRONIC, INC. COM 58505510 820 20000 SH SOLE 20000 MERCK & CO. INC. COM 58933Y10 4432 108252 SH SOLE 108252 MERCURY GENERAL CORP. COM 58940010 198 5000 SH SOLE 5000 MERITAGE HOMES CORP COM 59001A10 560 15000 SH SOLE 15000 METLIFE, INC. COM 59156R10 750 22766 SH SOLE 22766 MICHAEL BAKER CORP COM 05714910 1122 45000 SH SOLE 45000 MICROCHIP TECHNOLOGY INC COM 59501710 815 25000 SH SOLE 25000 MICRON TECHNOLOGY INC COM 59511210 190 30000 SH SOLE 30000 MICROSOFT CORP. COM 59491810 6143 230000 SH SOLE 230000 MIPS TECHNOLOGIES, INC. COM 60456710 14 1801 SH SOLE 1801 MOLINA HEALTHCARE INC COM 60855R10 271 10000 SH SOLE 10000 MONDELEZ INTL INC CL A 60920710 1171 45987 SH SOLE 45987 MONSANTO CO. COM 61166W10 1893 20000 SH SOLE 20000 MOTOROLA SOLUTIONS INC COM NEW 62007630 756 13571 SH SOLE 13571 MURPHY OIL CORP. COM 62671710 1072 18000 SH SOLE 18000 MYERS INDUSTRIES INC COM 62846410 530 35000 SH SOLE 35000 MYLAN LABORATORIES INC. COM 62853010 405 14750 SH SOLE 14750 NABORS INDUSTRIES LTD. SHS G6359F10 289 20000 SH SOLE 20000 NATIONAL OILWELL VARCO INC COM 63707110 58 854 SH SOLE 854 NAVIGANT CONSULTING CO COM 63935N10 614 55000 SH SOLE 55000 NCR CORP COM 62886E10 510 20000 SH SOLE 20000 NEKTAR THERAPEUTICS COM 64026810 222 30000 SH SOLE 30000 NETAPP INC. COM 64110D10 168 5000 SH SOLE 5000 NETGEAR INC COM 64111Q10 789 20000 SH SOLE 20000 NEWPARK RESOURCES INC COM PAR $.01NEW 65171850 785 100000 SH SOLE 100000 NEWS CORP - CL A CL A 65248E10 1658 65000 SH SOLE 65000 NEXTERA ENERGY INC COM 65339F10 692 10000 SH SOLE 10000 NIC INC COM 62914B10 735 45000 SH SOLE 45000 NISOURCE INC. COM 65473P10 249 10000 SH SOLE 10000 NORFOLK SOUTHERN CORP. COM 65584410 1206 19500 SH SOLE 19500 NORTHERN TRUST CORP. COM 66585910 502 10000 SH SOLE 10000 NORTHROP GRUMMA COM 66680710 1352 20000 SH SOLE 20000 NRG ENERGY INC COM NEW 62937750 517 22496 SH SOLE 22496 OASIS PETROLEUM INC COM 67421510 636 20000 SH SOLE 20000 OCCIDENTAL PETROLEUM CORP. COM 67459910 1915 25000 SH SOLE 25000 OCWEN FINL CORP COM NEW 67574630 899 26000 SH SOLE 26000 OPKO HEALTH INC COM 68375N10 241 50000 SH SOLE 50000 ORACLE CORP COM 68389X10 3332 100000 SH SOLE 100000 ORBITAL SCIENCES CORP. COM 68556410 160 11603 SH SOLE 11603 ORITANI FINL CORP COM 68633D10 613 40000 SH SOLE 40000 OTTER TAIL PWR COM 68964810 875 35000 SH SOLE 35000 OXFORD INDS INC COM 69149730 927 20000 SH SOLE 20000 P G & E CORP COM 69331C10 603 15000 SH SOLE 15000 PALL CORP. COM 69642930 603 10000 SH SOLE 10000 PARAMETRIC TECH COM NEW 69917320 1013 45000 SH SOLE 45000 PARKER HANNIFIN CORP COM 70109410 425 5000 SH SOLE 5000 PAYCHEX, INC. COM 70432610 622 20000 SH SOLE 20000 PDL BIOPHARMA, INC. 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