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. COM 69329Y10 56 8000 SH SOLE 8000
PENNANTPARK INVT CORP COM 70806210 733 66710 SH SOLE 66710
PEPSICO INC COM 71344810 2275 33251 SH SOLE 33251
PFIZER INC COM 71708110 4991 199025 SH SOLE 199025
PHARMACYCLICS COM 71693310 578 10000 SH SOLE 10000
PHARMERICA CORP. COM 71714F10 5 385 SH SOLE 385
PHH CORP. COM NEW 69332020 102 4464 SH SOLE 4464
PHILIP MORRIS INTERNATIONAL,INC. COM 71817210 5018 60000 SH SOLE 60000
PHILLIPS 66 COM 71854610 1195 22500 SH SOLE 22500
PICO HOLDINGS COM NEW 69336620 608 30000 SH SOLE 30000
PIER 1 IMPORTS COM 72027910 500 25000 SH SOLE 25000
PINNACLE ENTERTAINMENT COM 72345610 712 45000 SH SOLE 45000
PINNACLE WEST CAPITAL CORP. COM 72348410 357 7000 SH SOLE 7000
PLEXUS CORP COM 72913210 774 30000 SH SOLE 30000
PNC FINANCIAL SERVICES GROUP,INC COM 69347510 583 10000 SH SOLE 10000
POST HOLDINGS INC COM 73744610 45 1325 SH SOLE 1325
PPG INDUSTRIES, INC. COM 69350610 677 5000 SH SOLE 5000
PRAXAIR, INC. COM 74005P10 1642 15000 SH SOLE 15000
PRINCIPAL FINANCIAL GROUP, INC. COM 74251V10 71 2500 SH SOLE 2500
PRIVATEBANCORP INC COM 74296210 536 35000 SH SOLE 35000
PROCTER & GAMBLE CO. COM 74271810 5431 80000 SH SOLE 80000
PROGRESS SOFTWARE CORP COM 74331210 735 35000 SH SOLE 35000
PROLOGIS INC COM 74340W10 199 5464 SH SOLE 5464
PROTALIX BIOTHERAPEUTICS COM 74365A10 208 40000 SH SOLE 40000
PRUDENTIAL FINANCIAL INC. COM 74432010 1333 25000 SH SOLE 25000
PUBLIC SVC ENTERPRISE GROUP INC. COM 74457310 918 30000 SH SOLE 30000
PULTE GROUP INC COM 74586710 182 10000 SH SOLE 10000
QUALCOMM INC. COM 74752510 3093 50000 SH SOLE 50000
QUALITY SYSTEMS INC COM 74758210 260 15000 SH SOLE 15000
QUEST DIAGNOSTI COM 74834L10 874 15000 SH SOLE 15000
RALCORP HOLDINGS INC COM 75102810 238 2650 SH SOLE 2650
RAMBUS INC. COM 75091710 19 4000 SH SOLE 4000
RAYTHEON CO. COM NEW 75511150 1151 20000 SH SOLE 20000
REINSURANCE GROUP OF AMERICA,INC COM NEW 75935160 151 2829 SH SOLE 2829
REPUBLIC SERVICES, INC. COM 76075910 440 15000 SH SOLE 15000
REYNOLDS AMERICAN INC. COM 76171310 829 20000 SH SOLE 20000
ROCKWELL AUTOMATION, INC. COM 77390310 840 10000 SH SOLE 10000
ROCKWELL COLLINS, INC. COM 77434110 465 8000 SH SOLE 8000
ROGERS CORP COM 77513310 745 15000 SH SOLE 15000
ROSETTA RESOURCES INC COM 77777930 680 15000 SH SOLE 15000
ROVI CORP COM 77937610 336 21758 SH SOLE 21758
ROWAN COMPANIES INC. SHS CL A G7665A10 188 6000 SH SOLE 6000
RTI ITNL METALS COM 74973W10 689 25000 SH SOLE 25000
RUSH ENTERPRISES INC CL A CL A 78184620 723 35000 SH SOLE 35000
SAFEGAURD SCIENTIFICS INC COM NEW 78644920 27 1833 SH SOLE 1833
SAFEWAY INC. COM NEW 78651420 90 5000 SH SOLE 5000
SAKS INC. COM 79377W10 105 10000 SH SOLE 10000
SCANSOURCE INC COM 80603710 794 25000 SH SOLE 25000
SCBT FINANCIAL CORP COM 78401V10 804 20000 SH SOLE 20000
SCHLUMBERGER LTD. COM 80685710 483 6966 SH SOLE 6966
SCHULMAN (A.), INC. COM 80819410 174 6000 SH SOLE 6000
SCHWAB (CHARLES) CORP. (THE) COM 80851310 359 25000 SH SOLE 25000
SEI INVESTMENTS CO. COM 78411710 934 40000 SH SOLE 40000
SEMGROUP CORP-CLASS A CL A 81663A10 782 20000 SH SOLE 20000
SEMPRA ENERGY COM 81685110 709 10000 SH SOLE 10000
SENIOR HOUSING PROP TRUST SH BEN INT 81721M10 1655 70000 SH SOLE 70000
SINCLAIR BROADCAST GROUP-A CL A 82922610 101 8000 SH SOLE 8000
SKYWORKS SOLUTIONS, INC. COM 83088M10 128 6318 SH SOLE 6318
SMART BALANCE INC COM 83169Y10 516 40000 SH SOLE 40000
SOUTHERN CO COM 84258710 728 17000 SH SOLE 17000
SOUTHWEST AIRLINES CO. COM 84474110 154 15000 SH SOLE 15000
SPECTRA ENERGY CORP. COM 84756010 605 22100 SH SOLE 22100
SPEEDWAY MOTORSPORTS, INC. COM 84778810 36 2000 SH SOLE 2000
SPRINT NEXTEL CORP. COM SER 1 85206110 1418 250000 SH SOLE 250000
STANLEY BLACK AND DECKER INC COM 85450210 1211 16375 SH SOLE 16375
STAPLES, INC. COM 85503010 346 30348 SH SOLE 30348
STATE BANK FINANCIAL CORP COM 85619010 715 45000 SH SOLE 45000
STIFEL FINL CORP COM 86063010 799 25000 SH SOLE 25000
SUNCOKE ENERGY INC COM 86722A10 124 7956 SH SOLE 7956
SUPERVALU INC. COM 86853610 25 10000 SH SOLE 10000
SYMANTEC CORP COM 87150310 565 30000 SH SOLE 30000
SYNOPSYS INC COM 87160710 342 10742 SH SOLE 10742
SYSCO CORP. COM 87182910 950 30000 SH SOLE 30000
T ROWE PRICE GROUP INC. COM 74144T10 1693 26000 SH SOLE 26000
TARGET CORP. COM 87612E10 1479 25000 SH SOLE 25000
TELLABS INC. COM 87966410 433 190000 SH SOLE 190000
TENET HEALTHCARE CORP COM NEW 88033G40 1786 55000 SH SOLE 55000
TENNECO AUTOMOTIVE INC COM 88034910 702 20000 SH SOLE 20000
THERAVANCE INC COM 88338T10 1334 60000 SH SOLE 60000
THERMO ELECTRON CORP. COM 88355610 319 5000 SH SOLE 5000
TIME WARNER CABLE INC COM 88732J20 972 10000 SH SOLE 10000
TIME WARNER INC COM NEW 88731730 1754 36666 SH SOLE 36666
TRAVELERS COS INC/THE COM 89417E10 2330 32443 SH SOLE 32443
TRINITY INDUSTRIES INC. COM 89652210 537 15000 SH SOLE 15000
TRIPADVISOR INC COM 89694520 162 3875 SH SOLE 3875
TRUSTCO BNCP COM 89834910 898 170000 SH SOLE 170000
UNION PACIFIC CORP COM 90781810 2137 17000 SH SOLE 17000
UNISYS CORP COM NEW 90921430 43 2500 SH SOLE 2500
UNITED ONLINE COM 91126810 419 75000 SH SOLE 75000
UNITED STATES STEEL CORP. COM 91290910 191 8000 SH SOLE 8000
UNITED TECHNOLOGIES CORP COM 91301710 2050 25000 SH SOLE 25000
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URS CORP COM 90323610 393 10000 SH SOLE 10000
US BANCORP COM NEW 90297330 2555 80000 SH SOLE 80000
VENTAS INC COM 92276F10 255 3933 SH SOLE 3933
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VIACOM INC CL B CL B 92553P20 1582 30000 SH SOLE 30000
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VISHAY PRECISION GROUP-CL B COM 92835K10 14 1077 SH SOLE 1077
VISTAPRINT LTD SHS N9354010 493 15000 SH SOLE 15000
WALGREEN CO. COM 93142210 777 21000 SH SOLE 21000
WAL-MART STORES, INC. COM 93114210 2729 40000 SH SOLE 40000
WALT DISNEY CO. (THE) COM DISNEY 25468710 2490 50000 SH SOLE 50000
WASHINGTON FEDERAL, INC. COM 93882410 66 3896 SH SOLE 3896
WATSCO INC COM 94262220 749 10000 SH SOLE 10000
WATSON PHARMACEUTICALS, INC. COM 94268310 430 5000 SH SOLE 5000
WEATHERFORD INTERNATIONAL LTD. REG SHS H2701310 671 60000 SH SOLE 60000
WELLPOINT INC. COM 94973V10 914 15000 SH SOLE 15000
WELLS FARGO & CO COM 94974610 3418 100000 SH SOLE 100000
WEST PHARMACEUTICAL SERVICES COM 95530610 821 15000 SH SOLE 15000
WESTERN UNION CO COM 95980210 544 40000 SH SOLE 40000
WEX INC COM 96208T10 754 10000 SH SOLE 10000
WILLIAMS COS INC. COM 96945710 1637 50000 SH SOLE 50000
WINDSTREAM CORP. COM 97381W10 214 25848 SH SOLE 25848
WMS INDUSTRIES COM 92929710 613 35000 SH SOLE 35000
WOODWARD GOVERNOR CO COM 98074510 763 20000 SH SOLE 20000
WPX ENERGY INC COM 98212B10 248 16666 SH SOLE 16666
WYNDHAM WORLDWIDE CORP. COM 98310W10 950 17859 SH SOLE 17859
XCEL ENERGY INC. COM 98389B10 434 16243 SH SOLE 16243
XENOPORT INC COM 98411C10 1010 130000 SH SOLE 130000
XEROX CORP. COM 98412110 300 44000 SH SOLE 44000
YAHOO! INC. COM 98433210 597 30000 SH SOLE 30000
YUM! BRANDS, INC. COM 98849810 1660 25000 SH SOLE 25000