0001483259-13-000002.txt : 20130507
0001483259-13-000002.hdr.sgml : 20130507
20130507121310
ACCESSION NUMBER: 0001483259-13-000002
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130331
FILED AS OF DATE: 20130507
DATE AS OF CHANGE: 20130507
EFFECTIVENESS DATE: 20130507
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: 13818805
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_2013.txt
NJ STATE EMPLOYEES DEFERRED COMPENSATION PLAN
1
Fund DCP 13F-March 2013.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, 2013
Check here if Amendment ; Amendment Number:
This Amendment (Check only one.): [ ]is a restatement.
[ ]adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: New Jersey Division of Investment
Address: 50 W State St 9th Floor
PO Box 290
Trenton, NJ 08625-0290
13F File Number:
The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables, are considered integral parts
of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Timothy M. Walsh
Title: Director
Phone: 609-292-5106
Signature, Place, and Date of Signing:
Timothy M. Walsh Trenton, NJ May 7, 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: 442
Form 13F Information Table Value Total: 432368 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 722 45000 SH SOLE 45000
AAR CORP. COM 00036110 83 4500 SH SOLE 4500
ABBOTT LABORATORIES COM 00282410 353 10000 SH SOLE 10000
ABBVIE INC COM 00287Y10 408 10000 SH SOLE 10000
ACTAVIS INC COM 00507K10 461 5000 SH SOLE 5000
ACTIVISION BLIZZARD INC. COM 00507V10 1166 80000 SH SOLE 80000
ADTRAN, INC. COM 00738A10 197 10000 SH SOLE 10000
ADVANCED MICRO DEVICES, INC. COM 00790310 43 17000 SH SOLE 17000
AEGION CORP COM 00770F10 926 40000 SH SOLE 40000
AES CORP. (THE) COM 00130H10 239 19000 SH SOLE 19000
AETNA INC COM 00817Y10 819 16012 SH SOLE 16012
AFC ENTERPRISES COM 00104Q10 908 25000 SH SOLE 25000
AFFYMAX INC COM 00826A10 14 10000 SH SOLE 10000
AFLAC INC. COM 00105510 780 15000 SH SOLE 15000
AGILENT TECHNOLOGIES, INC. COM 00846U10 969 23084 SH SOLE 23084
AIR PRODUCTS & CHEMICALS INC COM 00915810 436 5000 SH SOLE 5000
AIR TRANSPORT SERVICES GROUP INC COM 00922R10 58 10000 SH SOLE 10000
AK STEEL HOLDING CORP. COM 00154710 33 10000 SH SOLE 10000
ALASKA AIR GRP COM 01165910 2558 40000 SH SOLE 40000
ALCOA INC. COM 01381710 383 45000 SH SOLE 45000
ALKERMES PLC SHS G0176710 1778 75000 SH SOLE 75000
ALLSTATE CORP. (THE) COM 02000210 1659 33810 SH SOLE 33810
ALTRIA GROUP INC. COM 02209S10 2751 80000 SH SOLE 80000
AMAG PHARMACEUTICALS INC COM 00163U10 954 40000 SH SOLE 40000
AMAZON.COM INC. COM 02313510 2665 10000 SH SOLE 10000
AMERICAN ELECTRIC POWER CO.,INC. COM 02553710 718 14760 SH SOLE 14760
AMERICAN EQTY INVT LIFE H COM 02567620 1191 80000 SH SOLE 80000
AMERICAN EXPRESS CO COM 02581610 3373 50000 SH SOLE 50000
AMERICAN INTERNATIONAL GROUP INC COM NEW 02687478 214 5500 SH SOLE 5500
AMERICAN INTERNATIONAL GROUP WTS *W EXP 01/19/202 02687415 45 2936 SH SOLE 2936
AMERICAN STATES WATER CO COM 02989910 1727 30000 SH SOLE 30000
AMERICAN TOWER CORP COM 03027X10 2308 30000 SH SOLE 30000
AMERISOURCEBERGEN CORP. COM 03073E10 1029 19996 SH SOLE 19996
AMICUS THERAPEUTICS INC COM 03152W10 48 15000 SH SOLE 15000
ANADARKO PETROLEUM CORP COM 03251110 1749 20000 SH SOLE 20000
AOL INC COM 00184X10 233 6060 SH SOLE 6060
APPLE INC COM 03783310 15493 35000 SH SOLE 35000
APPLIED MATERIALS, INC. COM 03822210 944 70000 SH SOLE 70000
ARCHER DANIELS MIDLAND CO. COM 03948310 506 15000 SH SOLE 15000
ARQULE INC COM 04269E10 104 40000 SH SOLE 40000
ARRAY BIOPHARMA COM 04269X10 295 60000 SH SOLE 60000
ARROW ELECTRONICS INC COM 04273510 71 1750 SH SOLE 1750
ARUBA NETWORKS INC COM 04317610 866 35000 SH SOLE 35000
ASHLAND INC. COM 04420910 510 6860 SH SOLE 6860
ASPEN TECH COM 04532710 807 25000 SH SOLE 25000
ASSOC ESTATES REALTY CORP COM 04560410 1118 60000 SH SOLE 60000
ASTORIA FINANCIAL CORP. COM 04626510 148 15000 SH SOLE 15000
AT&T INC. COM 00206R10 1651 45000 SH SOLE 45000
ATMI INC COM 00207R10 673 30000 SH SOLE 30000
AUTOZONE INC. COM 05333210 794 2000 SH SOLE 2000
AVALONBAY COMMUNITIES INC COM 05348410 1065 8407 SH SOLE 8407
AVERY DENNISON CORP. COM 05361110 431 10000 SH SOLE 10000
AVIAT NETWORKS INC COM 05366Y10 17 4968 SH SOLE 4968
AVIS BUDGET GROUP INC COM 05377410 696 25000 SH SOLE 25000
AVNET, INC. COM 05380710 94 2610 SH SOLE 2610
AVON PRODUCTS, INC. COM 05430310 311 15000 SH SOLE 15000
AXCELIS TECHNOLOGIES, INC. COM 05454010 12 9432 SH SOLE 9432
AXIALL CORP W/I COM 05463D10 30 488 SH SOLE 488
AZZ INCORPORATED COM 00247410 964 20000 SH SOLE 20000
BABCOCK & WILCOX CO NEW COM 05615F10 497 17500 SH SOLE 17500
BAKER HUGHES INC COM 05722410 696 15000 SH SOLE 15000
BALL CORP COM 05849810 571 12000 SH SOLE 12000
BANK OF AMERICA CORP COM 06050510 1158 95082 SH SOLE 95082
BANK OF NEW YORK MELLON CORP COM 06405810 2800 100038 SH SOLE 100038
BARNES & NOBLE INC. COM 06777410 66 4000 SH SOLE 4000
BAXTER INTERNATIONAL INC COM 07181310 1453 20000 SH SOLE 20000
BBCN BANCORP INC COM 07329510 784 60000 SH SOLE 60000
BECTON DICKINSON AND CO COM 07588710 478 5000 SH SOLE 5000
BELO CORP. COM SER A 08055510 811 82500 SH SOLE 82500
BERRY PETROLEUM CO CL A 08578910 694 15000 SH SOLE 15000
BEST BUY CO INC. COM 08651610 222 10000 SH SOLE 10000
BLOCK (H & R), INC. COM 09367110 530 18000 SH SOLE 18000
BOSTON PROPERTIES, INC. COM 10112110 404 4000 SH SOLE 4000
BOSTON SCIENTIFIC CORP. COM 10113710 312 40000 SH SOLE 40000
BOULDER BRANDS INC COM 10140510 360 40000 SH SOLE 40000
BRIGGS & STRAT COM 10904310 1116 45000 SH SOLE 45000
BRISTOL-MYERS SQUIBB CO. COM 11012210 1107 26884 SH SOLE 26884
BROADCOM CORP. CL A 11132010 1040 30000 SH SOLE 30000
BROCADE COMMUNICATIONS SYSTEMS COM NEW 11162130 124 21572 SH SOLE 21572
BRUNSWICK CORP. COM 11704310 1027 30000 SH SOLE 30000
CABOT MICROELECTRONICS COM 12709P10 695 20000 SH SOLE 20000
CADENCE DESIGN SYSTEMS, INC. COM 12738710 533 38250 SH SOLE 38250
CAMERON INTERNATIONAL CORP. COM 13342B10 1304 20000 SH SOLE 20000
CAPITAL ONE FINANCIAL CORP. COM 14040H10 480 8733 SH SOLE 8733
CARDINAL HEALTH, INC. COM 14149Y10 624 15000 SH SOLE 15000
CARDTRONICS INC COM 14161H10 549 20000 SH SOLE 20000
CAREFUSION CORP COM 14170T10 262 7500 SH SOLE 7500
CARMAX, INC. COM 14313010 626 15000 SH SOLE 15000
CASELLA WASTE SYSTEMS, INC. CL A 14744810 35 8000 SH SOLE 8000
CAVCO INDUSTRIES, INC. COM 14956810 143 3000 SH SOLE 3000
CAVIUM NETWORKS INC COM 14964U10 776 20000 SH SOLE 20000
CEC ENTERTAINMN COM 12513710 819 25000 SH SOLE 25000
CELGENE CORP COM 15102010 1159 10000 SH SOLE 10000
CELLDEX THERAPEUTICS INC COM 15117B10 1158 100000 SH SOLE 100000
CENTENE CORP DEL COM 15135B10 661 15000 SH SOLE 15000
CENTURYTEL INC. COM 15670010 722 20550 SH SOLE 20550
CHART INDUSTRIES COM PAR $0.01 16115Q30 800 10000 SH SOLE 10000
CHATHAM LODGING TRUST COM 16208T10 704 40000 SH SOLE 40000
CHEMICAL FINANCIAL CORP COM 16373110 791 30000 SH SOLE 30000
CHEMTURA CORP COM NEW 16389320 864 40000 SH SOLE 40000
CHESAPEAKE LODGING TRUST SH BEN INT 16524010 1262 55000 SH SOLE 55000
CHEVRON CORP. COM 16676410 5347 45000 SH SOLE 45000
CHICO'S FAS INC COM 16861510 168 10000 SH SOLE 10000
CHIPOTLE MEXICAN GRILL INC. COM 16965610 1419 4356 SH SOLE 4356
CHUBB CORP. (THE) COM 17123210 1313 15000 SH SOLE 15000
CINCINNATI BELL INC. COM 17187110 24 7500 SH SOLE 7500
CIRRUS LOGIC COM 17275510 341 15000 SH SOLE 15000
CISCO SYSTEMS INC COM 17275R10 3134 150000 SH SOLE 150000
CITIGROUP INC COM NEW 17296742 354 8000 SH SOLE 8000
CITRIX SYSTEMS INC. COM 17737610 1443 20000 SH SOLE 20000
CLEAN ENERGY FUELS CORP COM 18449910 520 40000 SH SOLE 40000
COCA-COLA CO. (THE) COM 19121610 4448 110000 SH SOLE 110000
COLGATE-PALMOLIVE CO COM 19416210 2361 20000 SH SOLE 20000
COLONY FINL INC COM 19624R10 1554 70000 SH SOLE 70000
COMCAST CORP NEW CL A CL A 20030N10 1259 30000 SH SOLE 30000
COMCAST CORP. "A SPL" CL A SPL 20030N20 1782 45000 SH SOLE 45000
COMMUNITY HEALTH SYSTEMS COM 20366810 1896 40000 SH SOLE 40000
COMMVAULT SYSTEMS INC COM 20416610 1230 15000 SH SOLE 15000
COMPUWARE CORP. COM 20563810 500 40000 SH SOLE 40000
COMVERSE INC COM 20585P10 280 10000 SH SOLE 10000
CONAGRA FOODS, INC. COM 20588710 895 25000 SH SOLE 25000
CONOCOPHILLIPS COM 20825C10 2705 45000 SH SOLE 45000
CONSOLIDATED COMM HLDGS I COM 20903410 614 35000 SH SOLE 35000
CONVERGYS CORP. COM 21248510 128 7500 SH SOLE 7500
CON-WAY INC. COM 20594410 106 3000 SH SOLE 3000
CORE MARK HOLDING CO INC COM 21868110 1283 25000 SH SOLE 25000
CORESITE REALTY CORP COM 21870Q10 875 25000 SH SOLE 25000
COSTCO WHOLESALE CORP. COM 22160K10 2122 20000 SH SOLE 20000
CROCS INC COM 22704610 445 30000 SH SOLE 30000
CROSSTEX ENERGY COM 22765Y10 770 40000 SH SOLE 40000
CUBIC CORP. COM 22966910 641 15000 SH SOLE 15000
CVS CAREMARK CORP COM 12665010 825 15000 SH SOLE 15000
CYPRESS SEMICONDUCTOR CORP COM 23280610 44 4000 SH SOLE 4000
DANA HOLDING CORP COM 23582520 802 45000 SH SOLE 45000
DANAHER CORP. COM 23585110 622 10000 SH SOLE 10000
DARLING INTL INC COM 23726610 629 35000 SH SOLE 35000
DEALERTRACK HOLDINGS INC COM 24230910 588 20000 SH SOLE 20000
DEERE & CO. COM 24419910 860 10000 SH SOLE 10000
DENTSPLY INTERNATIONAL INC. COM 24903010 255 6000 SH SOLE 6000
DEVON ENERGY CORPORATION COM 25179M10 959 17000 SH SOLE 17000
DIAMOND OFFSHORE DRILLING, INC. COM 25271C10 348 5000 SH SOLE 5000
DIGITAL RIVER INC COM 25388B10 566 40000 SH SOLE 40000
DISCOVER FINANCIAL SERVICES LLC COM 25470910 1406 31350 SH SOLE 31350
DISCOVERY COMMUNICATIONS INC.CLA COM SER A 25470F10 197 2500 SH SOLE 2500
DISCOVERY COMMUNICATIONS INC.CLC COM SER C 25470F30 174 2500 SH SOLE 2500
DOVER CORP. COM 26000310 364 5000 SH SOLE 5000
DOW CHEMICAL CO. (THE) COM 26054310 1279 40165 SH SOLE 40165
DREAMWORKS ANIMATION SKG, INC. CL A 26153C10 190 10000 SH SOLE 10000
DRIL-QUIP COM 26203710 872 10000 SH SOLE 10000
DU PONT (E.I.) DE NEMOURS COM 26353410 1229 25000 SH SOLE 25000
DUKE ENERGY COR COM NEW 26441C20 1069 14733 SH SOLE 14733
EARTHLINK, INC. COM 27032110 487 90000 SH SOLE 90000
EASTMAN CHEMICAL CO. COM 27743210 559 8000 SH SOLE 8000
EBAY INC COM 27864210 1356 25000 SH SOLE 25000
ELI LILLY & CO. COM 53245710 2556 45000 SH SOLE 45000
EMC CORP/MASS COM 26864810 1200 50250 SH SOLE 50250
EMERSON ELECTRIC CO. COM 29101110 279 5000 SH SOLE 5000
EMPIRE DISTRICT ELECTRIC CO COM 29164110 1568 70000 SH SOLE 70000
ENERGY XXI BERMUDA LTD USD UNRS SHS G1008214 544 20000 SH SOLE 20000
ENPRO INDUSTRIES INC COM 29355X10 1023 20000 SH SOLE 20000
ENTERGRIS INC COM 29362U10 740 75000 SH SOLE 75000
ENTRAVISION COMMUNICATIONS CORP. CL A 29382R10 638 200000 SH SOLE 200000
EPR PROPERTIES COM SH BEN INT 26884U10 1562 30000 SH SOLE 30000
EQUIFAX INC. COM 29442910 864 15000 SH SOLE 15000
EQUITY RESIDENTIAL PROPERTY TRUS SH BEN INT 29476L10 826 15000 SH SOLE 15000
EURONET WORLDWIDE INC COM 29873610 527 20000 SH SOLE 20000
EXELON CORP. COM 30161N10 869 25200 SH SOLE 25200
EXPEDIA, INC. COM NEW 30212P30 233 3875 SH SOLE 3875
EXXON MOBIL CORP. COM 30231G10 9462 105000 SH SOLE 105000
FARO TECH INC COM 31164210 651 15000 SH SOLE 15000
FEDERAL SIGNAL CORP COM 31385510 81 10000 SH SOLE 10000
FINISH LINE A CL A 31792310 588 30000 SH SOLE 30000
FLUOR CORP COM 34341210 995 15000 SH SOLE 15000
FMC TECHNOLOGIES INC COM 30249U10 1088 20000 SH SOLE 20000
FORD MOTOR CO. COM PAR $0.01 34537086 789 60000 SH SOLE 60000
FOREST LABORATORIES, INC. CL A COM 34583810 761 20000 SH SOLE 20000
FORWARD AIR COR COM 34985310 746 20000 SH SOLE 20000
FRONTIER COMMUNICATIONS CORP COM 35906A10 62 15602 SH SOLE 15602
GAP INC/THE COM 36476010 1770 50000 SH SOLE 50000
GENERAL DYNAMICS CORP COM 36955010 705 10000 SH SOLE 10000
GENESCO INC COM 37153210 601 10000 SH SOLE 10000
GENL ELECTRIC COM 36960410 1387 60000 SH SOLE 60000
GILEAD SCIENCES INC COM 37555810 2936 60000 SH SOLE 60000
GLATFELTER COM 37731610 1169 50000 SH SOLE 50000
GOLDMAN SACHS GROUP INC COM 38141G10 2207 15000 SH SOLE 15000
GOODYEAR TIRE & RUBBER CO COM 38255010 126 10000 SH SOLE 10000
GOOGLE INC CL A 38259P50 1652 2080 SH SOLE 2080
GREENHILL & CO INC COM 39525910 801 15000 SH SOLE 15000
HALLIBURTON CO COM 40621610 2021 50000 SH SOLE 50000
HARMONIC INC. COM 41316010 44 7597 SH SOLE 7597
HARSCO CORP. COM 41586410 372 15000 SH SOLE 15000
HARTFORD FINANCIAL SVCS GROUP COM 41651510 258 10000 SH SOLE 10000
HAYNES INTL INC COM NEW 42087720 553 10000 SH SOLE 10000
HEARTWARE INTL INC COM 42236810 2033 23000 SH SOLE 23000
HECLA MINING CO. COM 42270410 435 110000 SH SOLE 110000
HEICO CORP COM 42280610 868 20000 SH SOLE 20000
HEINZ (H.J.) CO. COM 42307410 361 5000 SH SOLE 5000
HELIX ENERGY SOLUTIONS COM 42330P10 686 30000 SH SOLE 30000
HERCULES TECH GROWTH CAP COM 42709650 796 65000 SH SOLE 65000
HESS CORP. COM 42809H10 716 10000 SH SOLE 10000
HEWLETT-PACKARD CO COM 42823610 715 30000 SH SOLE 30000
HILLSHIRE BRANDS CO COM 43258910 190 5400 SH SOLE 5400
HOME DEPOT INC COM 43707610 698 10000 SH SOLE 10000
HONEYWELL INTERNATIONAL INC COM 43851610 1507 20000 SH SOLE 20000
HORACE MANN EDUCATORS COM 44032710 938 45000 SH SOLE 45000
HOSPIRA, INC. COM 44106010 230 7000 SH SOLE 7000
HOVNANIAN ENTERPRISES, INC. CL A 44248720 35 6000 SH SOLE 6000
HSN, INC. COM 40430310 85 1550 SH SOLE 1550
HUB GROUP INC CL A 44332010 769 20000 SH SOLE 20000
HUNT (JB) TRANSPORT SVCS INC COM 44565810 968 13000 SH SOLE 13000
HUNTINGTON INGALLS INDS INC COM 44641310 178 3333 SH SOLE 3333
HURON CONSULTING GROUP IN COM 44746210 605 15000 SH SOLE 15000
IAC/INTERACTIVE CORP. COM PAR $.001 44919P50 173 3875 SH SOLE 3875
ILLINOIS TOOL WORKS INC. COM 45230810 1219 20000 SH SOLE 20000
ILLUMINA, INC. COM 45232710 540 10000 SH SOLE 10000
INCYTE CORP COM 45337C10 585 25000 SH SOLE 25000
INDEPENDENT BANK CORP/MA COM 45383610 652 20000 SH SOLE 20000
INFINERA CORPORATION COM 45667G10 595 85000 SH SOLE 85000
INGERSOLL-RAND PLC SHS G4779110 275 5000 SH SOLE 5000
INTEGRATED DEVICE TECH INC COM 45811810 934 125000 SH SOLE 125000
INTEL CORP COM 45814010 2402 110000 SH SOLE 110000
INTERMEC INC. COM 45878610 74 7500 SH SOLE 7500
INTERMUNE INC COM 45884X10 950 105000 SH SOLE 105000
INTERPUBLIC GROUP OF COS INC COM 46069010 117 9000 SH SOLE 9000
INTERVAL LEISURE GROUP, INC. COM 46113M10 34 1550 SH SOLE 1550
INTL BUSINESS MACHINES CORP. COM 45920010 4266 20000 SH SOLE 20000
IROBOT CORP COM 46272610 642 25000 SH SOLE 25000
IRONWOOD PHARMACEUTICALS COM CL A 46333X10 731 40000 SH SOLE 40000
ISIS PHARMACEUTICALS INC COM 46433010 339 20000 SH SOLE 20000
J.C. PENNEY CO INC COM 70816010 189 12500 SH SOLE 12500
JDS UNIPHASE CORP. COM PAR $0.001 46612J50 99 7375 SH SOLE 7375
JM SMUCKER CO/THE COM NEW 83269640 1825 18405 SH SOLE 18405
JOHN BEAN TECHNOLOGIES CORP. COM 47783910 45 2160 SH SOLE 2160
JOHNSON & JOHNSON COM 47816010 5707 70000 SH SOLE 70000
JONES GROUP INC/THE COM 48020T10 318 25000 SH SOLE 25000
JP MORGAN CHASE & CO COM 46625H10 6407 135000 SH SOLE 135000
JUNIPER NETWORKS, INC. COM 48203R10 278 15000 SH SOLE 15000
KAMAN CORP "A" COM 48354810 887 25000 SH SOLE 25000
KANSAS CITY SOUTHERN COM NEW 48517030 333 3000 SH SOLE 3000
KAYDON CORP COM 48658710 1151 45000 SH SOLE 45000
KB HOME COM 48666K10 109 5000 SH SOLE 5000
KENNAMETAL INC. COM 48917010 781 20000 SH SOLE 20000
KIMCO REALTY CORP. COM 49446R10 560 25000 SH SOLE 25000
KINDER MORGAN INC COM 49456B10 668 17264.99 SH SOLE 17264.99
KINDER MORGAN INC DEL *W EXP 05/25/201 49456B11 134 26117 SH SOLE 26117
KLA-TENCOR CORPORATION COM 48248010 791 15000 SH SOLE 15000
KNOLL INC COM NEW 49890420 997 55000 SH SOLE 55000
KODIAK OIL & GAS CORP COM 50015Q10 500 55000 SH SOLE 55000
KOHLS CORP. COM 50025510 600 13000 SH SOLE 13000
KOPPERS HOLDINGS INC COM 50060P10 880 20000 SH SOLE 20000
KORN FERRY INTL COM NEW 50064320 893 50000 SH SOLE 50000
KRAFT FOODS GROUP INC COM 50076Q10 790 15329 SH SOLE 15329
KROGER CO. (THE) COM 50104410 829 25000 SH SOLE 25000
KULICKE & SOFFA INDUSTRIES, INC. COM 50124210 139 12000 SH SOLE 12000
LAM RESEARCH CORP. COM 51280710 1062 25625 SH SOLE 25625
LEGG MASON INC COM 52490110 289 9000 SH SOLE 9000
LIBERTY PROPERTY TRUST SH BEN INT 53117210 159 4000 SH SOLE 4000
LIFE TIME FITNESS INC COM 53217R20 642 15000 SH SOLE 15000
LIFEPOINT HOSPITALS, INC. COM 53219L10 102 2105 SH SOLE 2105
LIGAND PHARMACEUTICALS INC COM NEW 53220K50 178 6666 SH SOLE 6666
LINDSAY CORP. COM 53555510 265 3000 SH SOLE 3000
LIPOSCIENCE INC COM 53630M10 53 5000 SH SOLE 5000
LIVE NATION, INC. COM 53803410 75 6035 SH SOLE 6035
LOWES COMPANIES, INC. COM 54866110 2275 60000 SH SOLE 60000
LSI CORP. COM 50216110 124 18060 SH SOLE 18060
MACY'S INC COM 55616P10 837 20000 SH SOLE 20000
MANPOWER INC COM 56418H10 170 3000 SH SOLE 3000
MARATHON OIL CORP COM 56585A10 896 10000 SH SOLE 10000
MARATHON OIL CORP. COM 56584910 674 20000 SH SOLE 20000
MARSH & MCLENNAN COMPANIES, INC. COM 57174810 1025 27000 SH SOLE 27000
MATTHEWS INTL A CL A 57712810 873 25000 SH SOLE 25000
MCDERMOTT INTERNATIONAL, INC. COM 58003710 385 35000 SH SOLE 35000
MCDONALD'S CORP. COM 58013510 3498 35093 SH SOLE 35093
MCKESSON CORP. COM 58155Q10 1619 15000 SH SOLE 15000
MEAD JOHNSON NUTRITION CO COM 58283910 946 12219 SH SOLE 12219
MEDIVATION INC COM 58501N10 468 10000 SH SOLE 10000
MEDTRONIC, INC. COM 58505510 939 20000 SH SOLE 20000
MERCK & CO. INC. COM 58933Y10 4122 93252 SH SOLE 93252
MERCURY GENERAL CORP. COM 58940010 190 5000 SH SOLE 5000
MERITAGE HOMES CORP COM 59001A10 703 15000 SH SOLE 15000
METLIFE, INC. COM 59156R10 866 22766 SH SOLE 22766
MICHAEL BAKER CORP COM 05714910 1103 45000 SH SOLE 45000
MICROCHIP TECHNOLOGY INC COM 59501710 919 25000 SH SOLE 25000
MICRON TECHNOLOGY INC COM 59511210 299 30000 SH SOLE 30000
MICROSOFT CORP. COM 59491810 6579 230000 SH SOLE 230000
MOLINA HEALTHCARE INC COM 60855R10 309 10000 SH SOLE 10000
MONDELEZ INTL INC CL A 60920710 1408 45987 SH SOLE 45987
MONSANTO CO. COM 61166W10 2113 20000 SH SOLE 20000
MOTOROLA SOLUTIONS INC COM NEW 62007630 869 13571 SH SOLE 13571
MURPHY OIL CORP. COM 62671710 1147 18000 SH SOLE 18000
MYERS INDUSTRIES INC COM 62846410 489 35000 SH SOLE 35000
MYLAN LABORATORIES INC. COM 62853010 427 14750 SH SOLE 14750
NABORS INDUSTRIES LTD. SHS G6359F10 324 20000 SH SOLE 20000
NATIONAL OILWELL VARCO INC COM 63707110 60 854 SH SOLE 854
NAVIGANT CONSULTING CO COM 63935N10 723 55000 SH SOLE 55000
NCR CORP COM 62886E10 551 20000 SH SOLE 20000
NEKTAR THERAPEUTICS COM 64026810 330 30000 SH SOLE 30000
NETAPP INC. COM 64110D10 171 5000 SH SOLE 5000
NETGEAR INC COM 64111Q10 670 20000 SH SOLE 20000
NEWPARK RESOURCES INC COM PAR $.01NEW 65171850 928 100000 SH SOLE 100000
NEWS CORP - CL A CL A 65248E10 1983 65000 SH SOLE 65000
NEXTERA ENERGY INC COM 65339F10 777 10000 SH SOLE 10000
NIC INC COM 62914B10 862 45000 SH SOLE 45000
NISOURCE INC. COM 65473P10 293 10000 SH SOLE 10000
NORFOLK SOUTHERN CORP. COM 65584410 1503 19500 SH SOLE 19500
NORTHERN TRUST CORP. COM 66585910 546 10000 SH SOLE 10000
NORTHROP GRUMMA COM 66680710 702 10000 SH SOLE 10000
NRG ENERGY INC COM NEW 62937750 596 22496 SH SOLE 22496
OASIS PETROLEUM INC COM 67421510 761 20000 SH SOLE 20000
OCCIDENTAL PETROLEUM CORP. COM 67459910 1959 25000 SH SOLE 25000
OCWEN FINL CORP COM NEW 67574630 986 26000 SH SOLE 26000
OPKO HEALTH INC COM 68375N10 382 50000 SH SOLE 50000
ORACLE CORP COM 68389X10 3233 100000 SH SOLE 100000
ORBITAL SCIENCES CORP. COM 68556410 194 11603 SH SOLE 11603
ORITANI FINL CORP COM 68633D10 620 40000 SH SOLE 40000
OTTER TAIL PWR COM 68964810 1090 35000 SH SOLE 35000
OXFORD INDS INC COM 69149730 1062 20000 SH SOLE 20000
P G & E CORP COM 69331C10 668 15000 SH SOLE 15000
PALL CORP. COM 69642930 684 10000 SH SOLE 10000
PARKER HANNIFIN CORP COM 70109410 458 5000 SH SOLE 5000
PAYCHEX, INC. COM 70432610 701 20000 SH SOLE 20000
PDL BIOPHARMA, INC. COM 69329Y10 58 8000 SH SOLE 8000
PENNANTPARK INVT CORP COM 70806210 753 66710 SH SOLE 66710
PEPSICO INC COM 71344810 2630 33251 SH SOLE 33251
PFIZER INC COM 71708110 5744 199025 SH SOLE 199025
PHARMACYCLICS COM 71693310 804 10000 SH SOLE 10000
PHARMERICA CORP. COM 71714F10 5 385 SH SOLE 385
PHH CORP. COM NEW 69332020 98 4464 SH SOLE 4464
PHILIP MORRIS INTERNATIONAL,INC. COM 71817210 5563 60000 SH SOLE 60000
PHILLIPS 66 COM 71854610 1574 22500 SH SOLE 22500
PICO HOLDINGS COM NEW 69336620 666 30000 SH SOLE 30000
PIER 1 IMPORTS COM 72027910 575 25000 SH SOLE 25000
PINNACLE ENTERTAINMENT COM 72345610 658 45000 SH SOLE 45000
PLEXUS CORP COM 72913210 729 30000 SH SOLE 30000
PNC FINANCIAL SERVICES GROUP,INC COM 69347510 665 10000 SH SOLE 10000
POST HOLDINGS INC COM 73744610 57 1325 SH SOLE 1325
PPG INDUSTRIES, INC. COM 69350610 650 4850 SH SOLE 4850
PRAXAIR, INC. COM 74005P10 1673 15000 SH SOLE 15000
PRINCIPAL FINANCIAL GROUP, INC. COM 74251V10 85 2500 SH SOLE 2500
PRIVATEBANCORP INC COM 74296210 661 35000 SH SOLE 35000
PROCTER & GAMBLE CO. COM 74271810 6165 80000 SH SOLE 80000
PROGRESS SOFTWARE CORP COM 74331210 799 35000 SH SOLE 35000
PROLOGIS INC COM 74340W10 218 5464 SH SOLE 5464
PROTALIX BIOTHERAPEUTICS COM 74365A10 220 40000 SH SOLE 40000
PRUDENTIAL FINANCIAL INC. COM 74432010 1475 25000 SH SOLE 25000
PTC INC COM 69370C10 1147 45000 SH SOLE 45000
PUBLIC SVC ENTERPRISE GROUP INC. COM 74457310 1030 30000 SH SOLE 30000
PULTE GROUP INC COM 74586710 202 10000 SH SOLE 10000
QUALCOMM INC. COM 74752510 3347 50000 SH SOLE 50000
QUALITY SYSTEMS INC COM 74758210 274 15000 SH SOLE 15000
QUEST DIAGNOSTI COM 74834L10 847 15000 SH SOLE 15000
RAMBUS INC. COM 75091710 22 4000 SH SOLE 4000
RAYTHEON CO. COM NEW 75511150 1176 20000 SH SOLE 20000
REALTY INCOME COM 75610910 978 21555 SH SOLE 21555
REINSURANCE GROUP OF AMERICA,INC COM NEW 75935160 169 2829 SH SOLE 2829
REPUBLIC SERVICES, INC. COM 76075910 495 15000 SH SOLE 15000
REYNOLDS AMERICAN INC. COM 76171310 890 20000 SH SOLE 20000
ROCKWELL AUTOMATION, INC. COM 77390310 864 10000 SH SOLE 10000
ROCKWELL COLLINS, INC. COM 77434110 505 8000 SH SOLE 8000
ROGERS CORP COM 77513310 714 15000 SH SOLE 15000
ROSETTA RESOURCES INC COM 77777930 714 15000 SH SOLE 15000
ROVI CORP COM 77937610 466 21758 SH SOLE 21758
ROWAN COMPANIES INC. SHS CL A G7665A10 212 6000 SH SOLE 6000
RTI ITNL METALS COM 74973W10 792 25000 SH SOLE 25000
RUSH ENTERPRISES INC CL A CL A 78184620 844 35000 SH SOLE 35000
SAFEGAURD SCIENTIFICS INC COM NEW 78644920 29 1833 SH SOLE 1833
SAFEWAY INC. COM NEW 78651420 132 5000 SH SOLE 5000
SAKS INC. COM 79377W10 115 10000 SH SOLE 10000
SCANSOURCE INC COM 80603710 706 25000 SH SOLE 25000
SCBT FINANCIAL CORP COM 78401V10 1008 20000 SH SOLE 20000
SCHLUMBERGER LTD. COM 80685710 522 6966 SH SOLE 6966
SCHULMAN (A.), INC. COM 80819410 189 6000 SH SOLE 6000
SCHWAB (CHARLES) CORP. (THE) COM 80851310 442 25000 SH SOLE 25000
SEI INVESTMENTS CO. COM 78411710 1154 40000 SH SOLE 40000
SEMGROUP CORP-CLASS A CL A 81663A10 1034 20000 SH SOLE 20000
SEMPRA ENERGY COM 81685110 799 10000 SH SOLE 10000
SENIOR HOUSING PROP TRUST SH BEN INT 81721M10 1878 70000 SH SOLE 70000
SINCLAIR BROADCAST GROUP-A CL A 82922610 162 8000 SH SOLE 8000
SKYWORKS SOLUTIONS, INC. COM 83088M10 139 6318 SH SOLE 6318
SOUTHERN CO COM 84258710 798 17000 SH SOLE 17000
SOUTHWEST AIRLINES CO. COM 84474110 202 15000 SH SOLE 15000
SPECTRA ENERGY CORP. COM 84756010 680 22100 SH SOLE 22100
SPEEDWAY MOTORSPORTS, INC. COM 84778810 36 2000 SH SOLE 2000
SPRINT NEXTEL CORP. COM SER 1 85206110 1553 250000 SH SOLE 250000
STANLEY BLACK AND DECKER INC COM 85450210 1326 16375 SH SOLE 16375
STAPLES, INC. COM 85503010 407 30348 SH SOLE 30348
STATE BANK FINANCIAL CORP COM 85619010 737 45000 SH SOLE 45000
STIFEL FINL CORP COM 86063010 867 25000 SH SOLE 25000
SUNCOKE ENERGY INC COM 86722A10 130 7956 SH SOLE 7956
SYMANTEC CORP COM 87150310 740 30000 SH SOLE 30000
SYNOPSYS INC COM 87160710 385 10742 SH SOLE 10742
SYSCO CORP. COM 87182910 1055 30000 SH SOLE 30000
T ROWE PRICE GROUP INC. COM 74144T10 1947 26000 SH SOLE 26000
TARGET CORP. COM 87612E10 1711 25000 SH SOLE 25000
TELLABS INC. COM 87966410 397 190000 SH SOLE 190000
TENET HEALTHCARE CORP COM NEW 88033G40 2617 55000 SH SOLE 55000
TENNECO AUTOMOTIVE INC COM 88034910 786 20000 SH SOLE 20000
THERAVANCE INC COM 88338T10 1418 60000 SH SOLE 60000
THERMO ELECTRON CORP. COM 88355610 382 5000 SH SOLE 5000
TIME WARNER CABLE INC COM 88732J20 961 10000 SH SOLE 10000
TIME WARNER INC COM NEW 88731730 2113 36666 SH SOLE 36666
TRAVELERS COS INC/THE COM 89417E10 2731 32443 SH SOLE 32443
TRINITY INDUSTRIES INC. COM 89652210 680 15000 SH SOLE 15000
TRIPADVISOR INC COM 89694520 204 3875 SH SOLE 3875
TRUSTCO BNCP COM 89834910 949 170000 SH SOLE 170000
UNION PACIFIC CORP COM 90781810 2421 17000 SH SOLE 17000
UNISYS CORP COM NEW 90921430 57 2500 SH SOLE 2500
UNITED ONLINE COM 91126810 452 75000 SH SOLE 75000
UNITED STATES STEEL CORP. COM 91290910 156 8000 SH SOLE 8000
UNITED TECHNOLOGIES CORP COM 91301710 2336 25000 SH SOLE 25000
UNUMPROVIDENT CORP. COM 91529Y10 791 28000 SH SOLE 28000
URS CORP COM 90323610 474 10000 SH SOLE 10000
US BANCORP COM NEW 90297330 2714 80000 SH SOLE 80000
VENTAS INC COM 92276F10 288 3933 SH SOLE 3933
VERINT SYSTEMS INC COM 92343X10 474 12981 SH SOLE 12981
VERIZON COMMUNICATIONS INC COM 92343V10 3195 65000 SH SOLE 65000
VIACOM INC CL B CL B 92553P20 1844 30000 SH SOLE 30000
VISHAY INTERTECHNOLOGY INC COM 92829810 205 15087 SH SOLE 15087
VISHAY PRECISION GROUP-CL B COM 92835K10 16 1077 SH SOLE 1077
VISTAPRINT LTD SHS N9354010 580 15000 SH SOLE 15000
WAL-MART STORES, INC. COM 93114210 2993 40000 SH SOLE 40000
WALT DISNEY CO. (THE) COM DISNEY 25468710 2840 50000 SH SOLE 50000
WASHINGTON FEDERAL, INC. COM 93882410 68 3896 SH SOLE 3896
WATSCO INC COM 94262220 842 10000 SH SOLE 10000
WEATHERFORD INTERNATIONAL LTD. REG SHS H2701310 728 60000 SH SOLE 60000
WELLPOINT INC. COM 94973V10 993 15000 SH SOLE 15000
WELLS FARGO & CO COM 94974610 3699 100000 SH SOLE 100000
WEST PHARMACEUTICAL SERVICES COM 95530610 974 15000 SH SOLE 15000
WESTERN UNION CO COM 95980210 602 40000 SH SOLE 40000
WEX INC COM 96208T10 785 10000 SH SOLE 10000
WILLIAMS COS INC. COM 96945710 1873 50000 SH SOLE 50000
WINDSTREAM CORP. COM 97381W10 205 25848 SH SOLE 25848
WMS INDUSTRIES COM 92929710 882 35000 SH SOLE 35000
WOODWARD GOVERNOR CO COM 98074510 795 20000 SH SOLE 20000
WPX ENERGY INC COM 98212B10 267 16666 SH SOLE 16666
WYNDHAM WORLDWIDE CORP. COM 98310W10 1152 17859 SH SOLE 17859
XCEL ENERGY INC. COM 98389B10 482 16243 SH SOLE 16243
XENOPORT INC COM 98411C10 930 130000 SH SOLE 130000
XEROX CORP. COM 98412110 378 44000 SH SOLE 44000
YAHOO! INC. COM 98433210 706 30000 SH SOLE 30000
YUM! BRANDS, INC. COM 98849810 1799 25000 SH SOLE 25000
ZOETIS INC CL A 98978V10 167 5000 SH SOLE 5000