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NJ State Employees Deferred Compensation Plan – ‘13F-HR’ for 6/30/10

On: Thursday, 7/22/10, at 3:23pm ET · Effective: 7/22/10 · For: 6/30/10 · Accession #: 1483259-10-2 · File #: 28-13668

  As Of               Filer                 Filing    For·On·As Docs:Size

 7/22/10  NJ State Emps Deferred Comp… Plan 13F-HR      6/30/10    1:33K

Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Nj State Employees Deferred Compenensation Plan       12±    77K 


<sequence>1                                                                     
<filename>Fund DCP 13F-June 2010.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: June 30, 2010                    

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:   Ray A. Joseph                                                           
Title:  Acting Director                                                         
Phone:  609-292-5106                                                            

Signature, Place, and Date of Signing:                                          

Ray A. Joseph  Trenton, NJ      July 22, 2010                                   

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:    524                                  

Form 13F Information Table Value Total:    353675 x 1000                        

List of other included managers                                                 
none                                                                            

No.     13F File Number         Name                                            

                                                        [Enlarge/Download Table]

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  30         4500       SH         SOLE            4500               
A.C. MOORE ARTS & CRAFTS, INC.    COM              00086T10  182        80000      SH         SOLE            80000              
AAR CORP.                         COM              00036110  410        24500      SH         SOLE            24500              
ABBOTT LABORATORIES               COM              00282410  468        10000      SH         SOLE            10000              
ACCELRYS INC.                     COM              00430U10  48         7500       SH         SOLE            7500               
ACTIVISION BLIZZARD INC.          COM              00507V10  1783       170000     SH         SOLE            170000             
ADC TELECOMMUNICATIONS INC.       COM NEW          00088630  178        23999      SH         SOLE            23999              
ADTRAN, INC.                      COM              00738A10  546        20000      SH         SOLE            20000              
ADVANCED MICRO DEVICES, INC.      COM              00790310  124        17000      SH         SOLE            17000              
AES CORP. (THE)                   COM              00130H10  176        19000      SH         SOLE            19000              
AETNA INC                         COM              00817Y10  422        16012      SH         SOLE            16012              
AFFILIATED MANAGERS GROUP         COM              00825210  912        15000      SH         SOLE            15000              
AFFYMAX INC                       COM              00826A10  60         10000      SH         SOLE            10000              
AFFYMETRIX, INC.                  COM              00826T10  30         5000       SH         SOLE            5000               
AFLAC INC.                        COM              00105510  640        15000      SH         SOLE            15000              
AGILENT TECHNOLOGIES, INC.        COM              00846U10  656        23084      SH         SOLE            23084              
AIR PRODUCTS & CHEMICALS INC      COM              00915810  972        15000      SH         SOLE            15000              
AIR TRANSPORT SERVICES GROUP INC  COM              00922R10  48         10000      SH         SOLE            10000              
AIXTRON AG                        SPONSORED ADR    00960610  953        40000      SH         SOLE            40000              
AK STEEL HOLDING CORP.            COM              00154710  477        40000      SH         SOLE            40000              
ALCOA INC.                        COM              01381710  453        45000      SH         SOLE            45000              
ALKERMES INC                      COM              01642T10  1245       100000     SH         SOLE            100000             
ALLIANCE ONE INTERNATIONAL, INC.  COM              01877210  77         21500      SH         SOLE            21500              
ALLIANT TECHSYSTEMS INC           COM              01880410  807        13000      SH         SOLE            13000              
ALLSTATE CORP. (THE)              COM              02000210  971        33810      SH         SOLE            33810              
ALTRIA GROUP INC.                 COM              02209S10  1603       80000      SH         SOLE            80000              
AMAZON.COM INC.                   COM              02313510  1093       10000      SH         SOLE            10000              
AMB PROPERTY CORP.                COM              00163T10  24         1000       SH         SOLE            1000               
AMBAC FINANCIAL GROUP, INC.       COM              02313910  4          6000       SH         SOLE            6000               
AMEDISYS, INC.                    COM              02343610  880        19999      SH         SOLE            19999              
AMEREN CORP.                      COM              02360810  238        10000      SH         SOLE            10000              
AMERICAN ELECTRIC POWER CO.,INC.  COM              02553710  477        14760      SH         SOLE            14760              
AMERICAN EXPRESS CO               COM              02581610  1985       50000      SH         SOLE            50000              
AMERICAN INTERNATIONAL GROUP INC  COM NEW          02687478  189        5500       SH         SOLE            5500               
AMERICAN TOWER CORP. CL A         CL A             02991220  1335       30000      SH         SOLE            30000              
AMERISOURCEBERGEN CORP.           COM              03073E10  929        29244      SH         SOLE            29244              
AMETEK, INC.                      COM              03110010  1084       27000      SH         SOLE            27000              
AMR CORP.                         COM              00176510  68         10000      SH         SOLE            10000              
AMYLIN PHARMACEUTICALS INC        COM              03234610  1316       70000      SH         SOLE            70000              
ANADARKO PETROLEUM CORP           COM              03251110  722        20000      SH         SOLE            20000              
ANALOG DEVICES, INC.              COM              03265410  836        30000      SH         SOLE            30000              
AOL INC                           COM              00184X10  126        6060       SH         SOLE            6060               
APPLE INC                         COM              03783310  8804       35000      SH         SOLE            35000              
APPLIED MATERIALS, INC.           COM              03822210  841        70000      SH         SOLE            70000              
APPLIED SIGNAL TECHNOLOGY, INC.   COM              03823710  138        7000       SH         SOLE            7000               
APTARGROUP, INC.                  COM              03833610  1135       30000      SH         SOLE            30000              
AQUA AMERICA INC                  COM              03836W10  368        20833      SH         SOLE            20833              
ARCHER DANIELS MIDLAND CO.        COM              03948310  387        15000      SH         SOLE            15000              
ARGON ST, INC.                    COM              04014910  171        5000       SH         SOLE            5000               
ARLINGTON ASSET INVESTMENT CORP   CL A NEW         04135620  9          500        SH         SOLE            500                
ARROW ELECTRONICS, INC.           COM              04273510  39         1750       SH         SOLE            1750               
ARTHROCARE CORP.                  COM              04313610  766        25000      SH         SOLE            25000              
ASCENT MEDIA CORP. CL A           COM SER A        04363210  6          250        SH         SOLE            250                
ASHLAND INC.                      COM              04420910  577        12440      SH         SOLE            12440              
ASTORIA FINANCIAL CORP.           COM              04626510  206        15000      SH         SOLE            15000              
AT&T INC.                         COM              00206R10  1572       65000      SH         SOLE            65000              
AUTODESK INC.                     COM              05276910  1948       80000      SH         SOLE            80000              
AUTOZONE INC.                     COM              05333210  966        5000       SH         SOLE            5000               
AVALONBAY COMMUNITIES, INC.       COM              05348410  785        8407       SH         SOLE            8407               
AVERY DENNISON CORP.              COM              05361110  321        10000      SH         SOLE            10000              
AVIAT NETWORKS INC                COM              05366Y10  32         8694       SH         SOLE            8694               
AVID TECHNOLOGY, INC.             COM              05367P10  165        13000      SH         SOLE            13000              
AVNET, INC.                       COM              05380710  587        24360      SH         SOLE            24360              
AVON PRODUCTS, INC.               COM              05430310  398        15000      SH         SOLE            15000              
AXCELIS TECHNOLOGIES, INC.        COM              05454010  15         9432       SH         SOLE            9432               
BAKER HUGHES INC                  COM              05722410  624        15000      SH         SOLE            15000              
BALL CORP.                        COM              05849810  1374       26000      SH         SOLE            26000              
BANK OF AMERICA CORP              COM              06050510  1366       95082      SH         SOLE            95082              
BANK OF NEW YORK MELLON CORP      COM              06405810  2470       100038     SH         SOLE            100038             
BARD C R                          COM              06738310  388        5000       SH         SOLE            5000               
BARNES & NOBLE INC.               COM              06777410  271        21000      SH         SOLE            21000              
BASSETT FURNITURE INDUSTRIES,INC  COM              07020310  11         2500       SH         SOLE            2500               
BAXTER INTERNATIONAL INC          COM              07181310  1422       35000      SH         SOLE            35000              
BECKMAN COULTER, INC.             COM              07581110  1025       17000      SH         SOLE            17000              
BECTON DICKINSON AND CO           COM              07588710  338        5000       SH         SOLE            5000               
BELO CORP.                        COM SER A        08055510  128        22500      SH         SOLE            22500              
BEMIS CO., INC.                   COM              08143710  270        10000      SH         SOLE            10000              
BERRY PETROLEUM CO                CL A             08578910  1157       45000      SH         SOLE            45000              
BEST BUY CO INC.                  COM              08651610  339        10000      SH         SOLE            10000              
BIOGEN IDEC INC.                  COM              09062X10  142        3000       SH         SOLE            3000               
BJ'S WHOLESALE CLUB INC           COM              05548J10  925        25000      SH         SOLE            25000              
BLOCK (H & R), INC.               COM              09367110  282        18000      SH         SOLE            18000              
BLOCKBUSTER INC. CL B             CL B             09367920  7          26700      SH         SOLE            26700              
BOK FINANCIAL CORP.               COM NEW          05561Q20  475        10000      SH         SOLE            10000              
BOSTON PROPERTIES, INC.           COM              10112110  285        4000       SH         SOLE            4000               
BOSTON SCIENTIFIC CORP.           COM              10113710  232        40000      SH         SOLE            40000              
BRINKS CO. (THE)                  COM              10969610  285        15000      SH         SOLE            15000              
BRISTOL-MYERS SQUIBB CO.          COM              11012210  670        26884      SH         SOLE            26884              
BROADCOM CORP.                    CL A             11132010  989        30000      SH         SOLE            30000              
BROCADE COMMUNICATIONS SYSTEMS    COM NEW          11162130  111        21572      SH         SOLE            21572              
BROOKS AUTOMATION, INC.           COM              11434010  43         5550       SH         SOLE            5550               
BROWN SHOE CO., INC.              COM              11573610  222        14625      SH         SOLE            14625              
BRUKER BIOSCIENCES CORP           COM              11679410  243        20000      SH         SOLE            20000              
BRUNSWICK CORP.                   COM              11704310  249        20000      SH         SOLE            20000              
BRUSH ENGINEERED MATERIALS INC.   COM              11742110  200        10000      SH         SOLE            10000              
BUCKLE (THE), INC.                COM              11844010  365        11250      SH         SOLE            11250              
BUCYRUS INTERNATIONAL, INC.       COM              11875910  1186       25000      SH         SOLE            25000              
CABOT CORP.                       COM              12705510  482        20000      SH         SOLE            20000              
CADENCE DESIGN SYSTEMS, INC.      COM              12738710  221        38250      SH         SOLE            38250              
CALGON CARBON CORP                COM              12960310  530        40000      SH         SOLE            40000              
CAMBREX CORP.                     COM              13201110  13         4000       SH         SOLE            4000               
CAMERON INTERNATIONAL CORP.       COM              13342B10  650        20000      SH         SOLE            20000              
CAPITAL ONE FINANCIAL CORP.       COM              14040H10  352        8733       SH         SOLE            8733               
CARDINAL HEALTH, INC.             COM              14149Y10  504        15000      SH         SOLE            15000              
CAREFUSION CORP                   COM              14170T10  170        7500       SH         SOLE            7500               
CARLISLE COMPANIES INC.           COM              14233910  939        26000      SH         SOLE            26000              
CARMAX, INC.                      COM              14313010  299        15000      SH         SOLE            15000              
CARNIVAL CORP.                    PAIRED CTF       14365830  454        15000      SH         SOLE            15000              
CASELLA WASTE SYSTEMS, INC.       CL A             14744810  298        78000      SH         SOLE            78000              
CAVCO INDUSTRIES, INC.            COM              14956810  106        3000       SH         SOLE            3000               
CENTERPOINT ENERGY, INC.          COM              15189T10  197        15000      SH         SOLE            15000              
CENTURYTEL INC.                   COM              15670010  685        20550      SH         SOLE            20550              
CERNER CORP.                      COM              15678210  1290       17000      SH         SOLE            17000              
CHECKPOINT SYSTEMS, INC.          COM              16282510  694        40000      SH         SOLE            40000              
CHESAPEAKE ENERGY CORP.           COM              16516710  733        35000      SH         SOLE            35000              
CHEVRON CORP.                     COM              16676410  3054       45000      SH         SOLE            45000              
CHICO'S FAS, INC.                 COM              16861510  99         10000      SH         SOLE            10000              
CHILDREN'S PLACE                  COM              16890510  880        20000      SH         SOLE            20000              
CHIPOTLE MEXICAN GRILL INC.       COM              16965610  596        4356       SH         SOLE            4356               
CHUBB CORP. (THE)                 COM              17123210  1250       25000      SH         SOLE            25000              
CHURCH & DWIGHT CO., INC.         COM              17134010  1254       20000      SH         SOLE            20000              
CIMAREX ENERGY CO.                COM              17179810  931        13000      SH         SOLE            13000              
CINCINNATI BELL INC.              COM              17187110  23         7500       SH         SOLE            7500               
CISCO SYSTEMS INC                 COM              17275R10  3197       150000     SH         SOLE            150000             
CITIGROUP INC.                    COM              17296710  301        80000      SH         SOLE            80000              
CITRIX SYSTEMS INC.               COM              17737610  845        20000      SH         SOLE            20000              
COACH INC                         COM              18975410  731        20000      SH         SOLE            20000              
COCA-COLA CO. (THE)               COM              19121610  4010       80000      SH         SOLE            80000              
COLGATE-PALMOLIVE CO              COM              19416210  1575       20000      SH         SOLE            20000              
COMCAST CORP NEW CL A             CL A             20030N10  521        30000      SH         SOLE            30000              
COMCAST CORP. "A SPL"             CL A SPL         20030N20  739        45000      SH         SOLE            45000              
COMPUWARE CORP.                   COM              20563810  798        100000     SH         SOLE            100000             
CONAGRA FOODS, INC.               COM              20588710  583        25000      SH         SOLE            25000              
CONEXANT SYSTEMS INC.             COM NEW          20714230  4          1800       SH         SOLE            1800               
CONOCOPHILLIPS                    COM              20825C10  2209       45000      SH         SOLE            45000              
CONSTELLATION ENERGY GROUP INC.   COM              21037110  323        10000      SH         SOLE            10000              
CONVERGYS CORP.                   COM              21248510  74         7500       SH         SOLE            7500               
CON-WAY INC.                      COM              20594410  240        8000       SH         SOLE            8000               
CORN PRODUCTS INTL., INC.         COM              21902310  1061       35000      SH         SOLE            35000              
COSTCO WHOLESALE CORP.            COM              22160K10  1097       20000      SH         SOLE            20000              
COVENTRY HEALTH CARE, INC.        COM              22286210  177        10000      SH         SOLE            10000              
CRACKER BARREL OLD COUNTRY STORE  COM              22410J10  233        5000       SH         SOLE            5000               
CRANE CO.                         COM              22439910  302        10000      SH         SOLE            10000              
CUBIC CORP.                       COM              22966910  182        5000       SH         SOLE            5000               
CULLEN/FROST BANKERS, INC.        COM              22989910  411        8000       SH         SOLE            8000               
CUMULUS MEDIA INC.                CL A             23108210  150        56098      SH         SOLE            56098              
CURTISS-WRIGHT CORP.              COM              23156110  1742       60000      SH         SOLE            60000              
CVS CAREMARK CORP                 COM              12665010  440        15000      SH         SOLE            15000              
CYMER INC                         COM              23257210  901        30000      SH         SOLE            30000              
CYPRESS SEMICONDUCTOR CORP        COM              23280610  40         4000       SH         SOLE            4000               
DANAHER CORP.                     COM              23585110  371        10000      SH         SOLE            10000              
DEERE & CO.                       COM              24419910  557        10000      SH         SOLE            10000              
DEL MONTE FOODS CO.               COM              24522P10  146        10160      SH         SOLE            10160              
DELL INC.                         COM              24702R10  603        50000      SH         SOLE            50000              
DELUXE CORP.                      COM              24801910  94         5000       SH         SOLE            5000               
DENBURY RESOURCES INC.            COM NEW          24791620  439        30000      SH         SOLE            30000              
DENTSPLY INTERNATIONAL INC.       COM              24903010  628        21000      SH         SOLE            21000              
DEVON ENERGY CORPORATION          COM              25179M10  1523       25000      SH         SOLE            25000              
DIAMOND OFFSHORE DRILLING, INC.   COM              25271C10  311        5000       SH         SOLE            5000               
DIGITAL RIVER INC                 COM              25388B10  478        20000      SH         SOLE            20000              
DIONEX CORP.                      COM              25454610  670        9000       SH         SOLE            9000               
DISCOVER FINANCIAL SERVICES LLC   COM              25470910  438        31350      SH         SOLE            31350              
DISCOVERY COMMUNICATIONS INC.CLA  COM SER A        25470F10  89         2500       SH         SOLE            2500               
DISCOVERY COMMUNICATIONS INC.CLC  COM SER C        25470F30  77         2500       SH         SOLE            2500               
DOVER CORP.                       COM              26000310  209        5000       SH         SOLE            5000               
DOVER MOTORSPORTS INC.            COM              26017410  18         9692       SH         SOLE            9692               
DOW CHEMICAL CO. (THE)            COM              26054310  953        40165      SH         SOLE            40165              
DREAMWORKS ANIMATION SKG, INC.    CL A             26153C10  286        10000      SH         SOLE            10000              
DU PONT (E.I.) DE NEMOURS         COM              26353410  865        25000      SH         SOLE            25000              
DUKE ENERGY CORP.                 COM              26441C10  707        44200      SH         SOLE            44200              
DUN & BRADSTREET CORP. (THE)      COM              26483E10  336        5000       SH         SOLE            5000               
E TRADE FINANCIAL CORP            COM NEW          26924640  14         1200       SH         SOLE            1200               
EARTHLINK, INC.                   COM              27032110  157        19690      SH         SOLE            19690              
EASTMAN CHEMICAL CO.              COM              27743210  213        4000       SH         SOLE            4000               
EATON VANCE CORP.                 COM NON VTG      27826510  552        20000      SH         SOLE            20000              
EBAY INC                          COM              27864210  490        25000      SH         SOLE            25000              
ECHELON CORP.                     COM              27874N10  110        15000      SH         SOLE            15000              
EDCI HOLDINGS, INC.               COM              26831510  4          1000       SH         SOLE            1000               
EDISON INTERNATIONAL INC.         COM              28102010  952        30000      SH         SOLE            30000              
EDWARDS LIFESCIENCES CORP.        COM              28176E10  1681       30000      SH         SOLE            30000              
EL PASO CORP.                     COM              28336L10  453        40808      SH         SOLE            40808              
ELI LILLY & CO.                   COM              53245710  2848       85000      SH         SOLE            85000              
EMC CORP/MASS                     COM              26864810  1835       100250     SH         SOLE            100250             
EMERSON ELECTRIC CO.              COM              29101110  218        5000       SH         SOLE            5000               
ENERGY FOCUS, INC.                COM              29268T10  121        100000     SH         SOLE            100000             
ENSCO INTERNATIONAL PLC           SPONSORED ADR    29358Q10  295        7500       SH         SOLE            7500               
ENTERCOM COMMUNICATIONS CORP.     CL A             29363910  71         8000       SH         SOLE            8000               
ENTERGY CORP.                     COM              29364G10  358        5000       SH         SOLE            5000               
ENTERTAINMENT PROPERTIES TRUST    COM SH BEN INT   29380T10  1142       30000      SH         SOLE            30000              
ENTRAVISION COMMUNICATIONS CORP.  CL A             29382R10  32         15000      SH         SOLE            15000              
ENZON PHARMACEUTICALS, INC.       COM              29390410  160        15000      SH         SOLE            15000              
EQUIFAX INC.                      COM              29442910  421        15000      SH         SOLE            15000              
EQUITY RESIDENTIAL PROPERTY TRUS  SH BEN INT       29476L10  625        15000      SH         SOLE            15000              
ESCO TECHNOLOGIES INC.            COM              29631510  232        9000       SH         SOLE            9000               
ESTERLINE TECHNOLOGIES CORP.      COM              29742510  1424       30000      SH         SOLE            30000              
ETHAN ALLEN INTERIORS, INC.       COM              29760210  210        15000      SH         SOLE            15000              
EXAR CORP.                        COM              30064510  142        20431      SH         SOLE            20431              
EXELON CORP.                      COM              30161N10  957        25200      SH         SOLE            25200              
EXPEDIA, INC.                     COM              30212P10  612        32571      SH         SOLE            32571              
EXXON MOBIL CORP.                 COM              30231G10  8561       150000     SH         SOLE            150000             
FACTSET RESEARCH SYSTEMS INC.     COM              30307510  1005       15000      SH         SOLE            15000              
FAIRCHILD SEMICONDUCTOR INTL.INC  COM              30372610  252        30000      SH         SOLE            30000              
FEDERAL SIGNAL CORP               COM              31385510  60         10000      SH         SOLE            10000              
FLIR SYSTEMS INC                  COM              30244510  291        10000      SH         SOLE            10000              
FLOWERS FOODS, INC.               COM              34349810  550        22500      SH         SOLE            22500              
FLUOR CORP                        COM              34341210  638        15000      SH         SOLE            15000              
FMC TECHNOLOGIES INC              COM              30249U10  527        10000      SH         SOLE            10000              
FORD MOTOR CO.                    COM PAR $0.01    34537086  605        60000      SH         SOLE            60000              
FOREST LABORATORIES, INC. CL A    COM              34583810  549        20000      SH         SOLE            20000              
FOREST OIL CORP.                  COM PAR $0.01    34609170  164        6000       SH         SOLE            6000               
FUEL SYSTEMS SOLUTIONS INC        COM              35952W10  260        10000      SH         SOLE            10000              
GAP INC/THE                       COM              36476010  973        50000      SH         SOLE            50000              
GARDNER DENVER, INC.              COM              36555810  669        15000      SH         SOLE            15000              
GENERAL DYNAMICS CORP.            COM              36955010  1171       20000      SH         SOLE            20000              
GENERAL MARITIME CORP.            SHS              Y2693R10  81         13400      SH         SOLE            13400              
GENZYME CORP                      COM              37291710  762        15000      SH         SOLE            15000              
GEO GROUP INC/THE                 COM              36159R10  280        13500      SH         SOLE            13500              
GILEAD SCIENCES INC               COM              37555810  1028       30000      SH         SOLE            30000              
GOLDMAN SACHS GROUP INC           COM              38141G10  1969       15000      SH         SOLE            15000              
GOODRICH CORP.                    COM              38238810  663        10000      SH         SOLE            10000              
GOODYEAR TIRE & RUBBER CO         COM              38255010  99         10000      SH         SOLE            10000              
GRANITE CONSTRUCTION INC.         COM              38732810  106        4500       SH         SOLE            4500               
GREAT ATLANTIC & PACIFIC TEA CO.  COM              39006410  176        45000      SH         SOLE            45000              
HALLIBURTON CO                    COM              40621610  1228       50000      SH         SOLE            50000              
HARMONIC INC.                     COM              41316010  41         7597       SH         SOLE            7597               
HARRIS CORP.                      COM              41387510  1250       30000      SH         SOLE            30000              
HARSCO CORP.                      COM              41586410  941        40000      SH         SOLE            40000              
HARTFORD FINANCIAL SERVICES GROU  COM              41651510  221        10000      SH         SOLE            10000              
HASBRO, INC.                      COM              41805610  1439       35000      SH         SOLE            35000              
HECLA MINING CO.                  COM              42270410  131        25000      SH         SOLE            25000              
HEINZ (H.J.) CO.                  COM              42307410  216        5000       SH         SOLE            5000               
HELMERICH & PAYNE, INC.           COM              42345210  913        25000      SH         SOLE            25000              
HESS CORP.                        COM              42809H10  503        10000      SH         SOLE            10000              
HEWLETT-PACKARD CO                COM              42823610  2597       60000      SH         SOLE            60000              
HOLOGIC, INC.                     COM              43644010  362        26000      SH         SOLE            26000              
HOME DEPOT INC                    COM              43707610  281        10000      SH         SOLE            10000              
HONEYWELL INTERNATIONAL INC       COM              43851610  781        20000      SH         SOLE            20000              
HOSPIRA, INC.                     COM              44106010  402        7000       SH         SOLE            7000               
HOST MARRIOTT CORP.               COM              44107P10  688        51056      SH         SOLE            51056              
HOVNANIAN ENTERPRISES, INC.       CL A             44248720  66         18000      SH         SOLE            18000              
HSN, INC.                         COM              40430310  156        6514       SH         SOLE            6514               
HUMAN GENOME SCIENCES, INC.       COM              44490310  113        5000       SH         SOLE            5000               
HUNT (JB) TRANSPORT SVCS INC.     COM              44565810  915        28000      SH         SOLE            28000              
IAC/INTERACTIVE CORP.             COM PAR $.001    44919P50  358        16285      SH         SOLE            16285              
IDACORP, INC.                     COM              45110710  366        11000      SH         SOLE            11000              
IDEXX LABORATORIES, INC.          COM              45168D10  305        5000       SH         SOLE            5000               
ILLINOIS TOOL WORKS INC.          COM              45230810  826        20000      SH         SOLE            20000              
ILLUMINA, INC.                    COM              45232710  871        20000      SH         SOLE            20000              
INFO GROUP INC.                   COM              45670G10  80         10000      SH         SOLE            10000              
INGERSOLL-RAND PLC                SHS              G4779110  172        5000       SH         SOLE            5000               
INSITUFORM TECHNOLOGIES,INC.CL A  CL A             45766710  102        5000       SH         SOLE            5000               
INTEGRATED DEVICE TECHNOLOGY,INC  COM              45811810  25         5000       SH         SOLE            5000               
INTEGRYS ENERGY GROUP INC         COM              45822P10  516        11800      SH         SOLE            11800              
INTEL CORP                        COM              45814010  4182       215000     SH         SOLE            215000             
INTERACTIVE DATA CORP.            COM              45840J10  434        13000      SH         SOLE            13000              
INTERMEC INC.                     COM              45878610  590        57500      SH         SOLE            57500              
INTERMUNE INC                     COM              45884X10  608        65000      SH         SOLE            65000              
INTERPUBLIC GROUP OF COS INC      COM              46069010  64         9000       SH         SOLE            9000               
INTERVAL LEISURE GROUP, INC.      COM              46113M10  81         6514       SH         SOLE            6514               
INTL BUSINESS MACHINES CORP.      COM              45920010  4939       40000      SH         SOLE            40000              
INTL FLAVORS & FRAGRANCES INC.    COM              45950610  848        20000      SH         SOLE            20000              
INTL RECTIFIER CORP.              COM              46025410  223        12000      SH         SOLE            12000              
INTL SPEEDWAY CORP.               CL A             46033520  160        6200       SH         SOLE            6200               
INVACARE CORP.                    COM              46120310  104        5000       SH         SOLE            5000               
INVESTMENT TECHNOLOGY GROUP, INC  COM              46145F10  120        7500       SH         SOLE            7500               
ION GEOPHYSICAL CORP.             COM              46204410  7          2000       SH         SOLE            2000               
ITT CORP.                         COM              45091110  449        10000      SH         SOLE            10000              
J.C. PENNEY CO INC                COM              70816010  269        12500      SH         SOLE            12500              
JACOBS ENGINEERING GROUP INC      COM              46981410  547        15000      SH         SOLE            15000              
JDS UNIPHASE CORP.                COM PAR $0.001   46612J50  73         7375       SH         SOLE            7375               
JM SMUCKER CO/THE                 COM NEW          83269640  1108       18405      SH         SOLE            18405              
JOHN BEAN TECHNOLOGIES CORP.      COM              47783910  66         4320       SH         SOLE            4320               
JOHNSON & JOHNSON                 COM              47816010  4134       70000      SH         SOLE            70000              
JONES APPAREL GROUP INC.          COM              48007410  79         5000       SH         SOLE            5000               
JOY GLOBAL INC.                   COM              48116510  751        15000      SH         SOLE            15000              
JP MORGAN CHASE & CO              COM              46625H10  5858       160000     SH         SOLE            160000             
JUNIPER NETWORKS, INC.            COM              48203R10  342        15000      SH         SOLE            15000              
KANSAS CITY SOUTHERN              COM NEW          48517030  1018       28000      SH         SOLE            28000              
KB HOME                           COM              48666K10  55         5000       SH         SOLE            5000               
KENNAMETAL INC.                   COM              48917010  2289       90000      SH         SOLE            90000              
KID BRANDS INC                    COM              49375T10  141        20000      SH         SOLE            20000              
KIMBERLY-CLARK CORP.              COM              49436810  606        10000      SH         SOLE            10000              
KIMCO REALTY CORP.                COM              49446R10  336        25000      SH         SOLE            25000              
KLA-TENCOR CORPORATION            COM              48248010  418        15000      SH         SOLE            15000              
KOHLS CORP.                       COM              50025510  618        13000      SH         SOLE            13000              
KRAFT FOODS INC.                  CL A             50075N10  1288       45987      SH         SOLE            45987              
KROGER CO. (THE)                  COM              50104410  492        25000      SH         SOLE            25000              
KULICKE & SOFFA INDUSTRIES, INC.  COM              50124210  147        21000      SH         SOLE            21000              
K-V PHARMACEUTICAL CO.            CL A             48274020  42         50000      SH         SOLE            50000              
L-1 IDENTITY SOLUTIONS INC.       COM              50212A10  387        47300      SH         SOLE            47300              
LAM RESEARCH CORP.                COM              51280710  761        20000      SH         SOLE            20000              
LATTICE SEMICONDUCTOR CORP.       COM              51841510  78         18000      SH         SOLE            18000              
LEGG MASON INC                    COM              52490110  252        9000       SH         SOLE            9000               
LEVEL 3 COMMUNICATIONS, INC.      COM              52729N10  7          6000       SH         SOLE            6000               
LIBERTY MEDIA CORP INTERACTIVE    INT COM SER A    53071M10  106        10099      SH         SOLE            10099              
LIBERTY PROPERTY TRUST            SH BEN INT       53117210  115        4000       SH         SOLE            4000               
LIFE TECHNOLOGIES CORP.           COM              53217V10  284        6000       SH         SOLE            6000               
LIFEPOINT HOSPITALS, INC.         COM              53219L10  66         2105       SH         SOLE            2105               
LIGAND PHARMACEUTICALS INC.       CL B             53220K20  58         40000      SH         SOLE            40000              
LINCARE HOLDINGS INC.             COM              53279110  780        24000      SH         SOLE            24000              
LINDSAY CORP.                     COM              53555510  412        13000      SH         SOLE            13000              
LIVE NATION INC                   COM              53803410  139        13353      SH         SOLE            13353              
LIZ CLAIBORNE, INC.               COM              53932010  84         20000      SH         SOLE            20000              
LOCKHEED MARTIN CORP.             COM              53983010  1118       15000      SH         SOLE            15000              
LOJACK CORP.                      COM              53945110  277        75000      SH         SOLE            75000              
LOWES COMPANIES, INC.             COM              54866110  1225       60000      SH         SOLE            60000              
LSI CORP.                         COM              50216110  83         18060      SH         SOLE            18060              
LTX-CREDENCE CORP                 COM              50240310  9          3064       SH         SOLE            3064               
MACY'S INC                        COM              55616P10  358        20000      SH         SOLE            20000              
MANPOWER INC                      COM              56418H10  130        3000       SH         SOLE            3000               
MARATHON OIL CORP.                COM              56584910  622        20000      SH         SOLE            20000              
MARINER ENERGY, INC.              COM              56845T30  174        8093       SH         SOLE            8093               
MARSH & MCLENNAN COMPANIES, INC.  COM              57174810  609        27000      SH         SOLE            27000              
MASTEC INC                        COM              57632310  611        65000      SH         SOLE            65000              
MCAFEE, INC.                      COM              57906410  768        25000      SH         SOLE            25000              
MCDERMOTT INTERNATIONAL, INC.     COM              58003710  1624       75000      SH         SOLE            75000              
MCDONALD'S CORP.                  COM              58013510  3629       55093      SH         SOLE            55093              
MCKESSON CORP.                    COM              58155Q10  1007       15000      SH         SOLE            15000              
MDC HOLDINGS, INC.                COM              55267610  298        11050      SH         SOLE            11050              
MEAD JOHNSON NUTRITION CO         COM              58283910  1364       27219      SH         SOLE            27219              
MEDCO HEALTH SOLUTIONS, INC.      COM              58405U10  1102       20000      SH         SOLE            20000              
MEDTRONIC, INC.                   COM              58505510  725        20000      SH         SOLE            20000              
MERCK & CO. INC.                  COM              58933Y10  5010       143252     SH         SOLE            143252             
MERCURY COMPUTER SYSTEMS, INC.    COM              58937810  528        45000      SH         SOLE            45000              
MERCURY GENERAL CORP.             COM              58940010  207        5000       SH         SOLE            5000               
METLIFE, INC.                     COM              59156R10  860        22766      SH         SOLE            22766              
MICROCHIP TECHNOLOGY INC.         COM              59501710  694        25000      SH         SOLE            25000              
MICRON TECHNOLOGY INC             COM              59511210  255        30000      SH         SOLE            30000              
MICROSOFT CORP.                   COM              59491810  6443       280000     SH         SOLE            280000             
MINDSPEED TECHNOLOGIES, INC.      COM NEW          60268220  9          1200       SH         SOLE            1200               
MIPS TECHNOLOGIES, INC.           COM              60456710  9          1801       SH         SOLE            1801               
MIRANT CORP NEW WARRANTS          *W EXP 01/03/201 60467R11  0          1978       SH         SOLE            1978               
MIRANT CORP.                      COM              60467R10  7          616        SH         SOLE            616                
MODUSLINK GLOBAL SOLUTIONS INC    COM              60786L10  301        50000      SH         SOLE            50000              
MONSANTO CO.                      COM              61166W10  924        20000      SH         SOLE            20000              
MOTOROLA, INC.                    COM              62007610  619        95000      SH         SOLE            95000              
MSC INDUSTRIAL DIRECT CO., INC.   CL A             55353010  507        10000      SH         SOLE            10000              
MURPHY OIL CORP.                  COM              62671710  892        18000      SH         SOLE            18000              
MYLAN LABORATORIES INC.           COM              62853010  507        29750      SH         SOLE            29750              
NABORS INDUSTRIES LTD.            SHS              G6359F10  352        20000      SH         SOLE            20000              
NATIONAL OILWELL VARCO, INC.      COM              63707110  28         854        SH         SOLE            854                
NATIONAL SEMICONDUCTOR CORP.      COM              63764010  673        50000      SH         SOLE            50000              
NATIONWIDE HEALTH PROPERTIES,INC  COM              63862010  179        5000       SH         SOLE            5000               
NCR CORP                          COM              62886E10  242        20000      SH         SOLE            20000              
NEENAH PAPER, INC.                COM              64007910  15         833        SH         SOLE            833                
NEKTAR THERAPEUTICS               COM              64026810  363        30000      SH         SOLE            30000              
NETAPP INC.                       COM              64110D10  187        5000       SH         SOLE            5000               
NEW JERSEY RESOURCES CORP.        COM              64602510  1610       45750      SH         SOLE            45750              
NEW YORK COMMUNITY BANCORP, INC.  COM              64944510  916        60000      SH         SOLE            60000              
NEWPARK RESOURCES, INC.           COM PAR $.01NEW  65171850  787        130000     SH         SOLE            130000             
NEWS CORP - CL A                  CL A             65248E10  1495       125000     SH         SOLE            125000             
NEXTERA ENERGY INC                COM              65339F10  488        10000      SH         SOLE            10000              
NISOURCE INC.                     COM              65473P10  145        10000      SH         SOLE            10000              
NOBLE ENERGY INC                  COM              65504410  603        10000      SH         SOLE            10000              
NORDSON CORP.                     COM              65566310  841        15000      SH         SOLE            15000              
NORFOLK SOUTHERN CORP.            COM              65584410  1034       19500      SH         SOLE            19500              
NORTHERN TRUST CORP.              COM              66585910  467        10000      SH         SOLE            10000              
NOVELL INC                        COM              67000610  168        29600      SH         SOLE            29600              
NOVELLUS SYSTEMS INC              COM              67000810  127        5000       SH         SOLE            5000               
NV ENERGY INC.                    COM              67073Y10  260        22000      SH         SOLE            22000              
OCCIDENTAL PETROLEUM CORP.        COM              67459910  2700       35000      SH         SOLE            35000              
OFFICE DEPOT, INC.                COM              67622010  95         23625      SH         SOLE            23625              
OPENWAVE SYSTEMS INC.             COM NEW          68371830  2          800        SH         SOLE            800                
OPNET TECHNOLOGIES, INC.          COM              68375710  514        35000      SH         SOLE            35000              
ORACLE CORP                       COM              68389X10  1073       50000      SH         SOLE            50000              
ORBITAL SCIENCES CORP.            COM              68556410  1208       76603      SH         SOLE            76603              
P G & E CORP                      COM              69331C10  1233       30000      SH         SOLE            30000              
PACTIV CORPORATION                COM              69525710  181        6500       SH         SOLE            6500               
PALL CORP.                        COM              69642930  344        10000      SH         SOLE            10000              
PALM, INC.                        COM              69664310  9          1502       SH         SOLE            1502               
PAR PHARMACEUTICAL COMPANIES,INC  COM              69888P10  779        30000      SH         SOLE            30000              
PARKER HANNIFIN CORP              COM              70109410  277        5000       SH         SOLE            5000               
PATRIOT COAL CORP.                COM              70336T10  18         1600       SH         SOLE            1600               
PATTERSON-UTI ENERGY INC          COM              70348110  386        30000      SH         SOLE            30000              
PAYCHEX, INC.                     COM              70432610  519        20000      SH         SOLE            20000              
PDL BIOPHARMA, INC.               COM              69329Y10  45         8000       SH         SOLE            8000               
PEP BOYS-MANNY, MOE & JACK (THE)  COM              71327810  66         7500       SH         SOLE            7500               
PEPSICO INC                       COM              71344810  2027       33251      SH         SOLE            33251              
PERRIGO CO.                       COM              71429010  1181       20000      SH         SOLE            20000              
PFIZER INC                        COM              71708110  2695       189025     SH         SOLE            189025             
PHARMERICA CORP.                  COM              71714F10  18         1218       SH         SOLE            1218               
PHH CORP.                         COM NEW          69332020  85         4464       SH         SOLE            4464               
PHILIP MORRIS INTERNATIONAL,INC.  COM              71817210  2750       60000      SH         SOLE            60000              
PHILLIPS-VAN HEUSEN               COM              71859210  925        20000      SH         SOLE            20000              
PHOTRONICS, INC.                  COM              71940510  23         5000       SH         SOLE            5000               
PINNACLE WEST CAPITAL CORP.       COM              72348410  255        7000       SH         SOLE            7000               
PLAINS EXPLORATION & PRODUCTION   COM              72650510  206        10000      SH         SOLE            10000              
PNC FINANCIAL SERVICES GROUP,INC  COM              69347510  565        10000      SH         SOLE            10000              
PNM RESOURCES, INC.               COM              69349H10  84         7500       SH         SOLE            7500               
POLARIS INDUSTRIES INC.           COM              73106810  546        10000      SH         SOLE            10000              
PPG INDUSTRIES, INC.              COM              69350610  302        5000       SH         SOLE            5000               
PRAXAIR, INC.                     COM              74005P10  1140       15000      SH         SOLE            15000              
PRECISION CASTPARTS CORP.         COM              74018910  2058       20000      SH         SOLE            20000              
PRG-SCHULTZ INTERNATIONAL, INC.   COM NEW          69357C50  46         11000      SH         SOLE            11000              
PRIDE INTERNATIONAL INC.          COM              74153Q10  447        20000      SH         SOLE            20000              
PRINCIPAL FINANCIAL GROUP, INC.   COM              74251V10  59         2500       SH         SOLE            2500               
PROCTER & GAMBLE CO.              COM              74271810  5998       100000     SH         SOLE            100000             
PROGRESS ENERGY, INC.             COM              74326310  196        5000       SH         SOLE            5000               
PROLOGIS                          SH BEN INT       74341010  101        10000      SH         SOLE            10000              
PROTECTIVE LIFE CORP.             COM              74367410  321        15000      SH         SOLE            15000              
PRUDENTIAL FINANCIAL INC.         COM              74432010  1342       25000      SH         SOLE            25000              
PUBLIC SVC ENTERPRISE GROUP INC.  COM              74457310  940        30000      SH         SOLE            30000              
PULTE GROUP INC                   COM              74586710  166        20000      SH         SOLE            20000              
QUALCOMM INC.                     COM              74752510  1642       50000      SH         SOLE            50000              
QUANTA SERVICES INC.              COM              74762E10  826        40000      SH         SOLE            40000              
QUANTUM FUEL SYS TECH WORLDW,INC  COM              74765E10  11         20000      SH         SOLE            20000              
RADIAN GROUP INC.                 COM              75023610  62         8600       SH         SOLE            8600               
RADIANT SYSTEMS, INC.             COM              75025N10  1591       110000     SH         SOLE            110000             
RALCORP HOLDINGS INC              COM              75102810  145        2650       SH         SOLE            2650               
RAMBUS INC.                       COM              75091710  70         4000       SH         SOLE            4000               
RAYTHEON CO WARRANTS              *W EXP 06/16/201 75511111  9          786        SH         SOLE            786                
RAYTHEON CO.                      COM NEW          75511150  968        20000      SH         SOLE            20000              
REINSURANCE GROUP OF AMERICA,INC  COM NEW          75935160  129        2829       SH         SOLE            2829               
REPUBLIC SERVICES, INC.           COM              76075910  446        15000      SH         SOLE            15000              
REYNOLDS AMERICAN INC.            COM              76171310  521        10000      SH         SOLE            10000              
RITE AID CORP.                    COM              76775410  11         11000      SH         SOLE            11000              
ROCKWELL AUTOMATION, INC.         COM              77390310  491        10000      SH         SOLE            10000              
ROCKWELL COLLINS, INC.            COM              77434110  956        18000      SH         SOLE            18000              
ROVI CORP                         COM              77937610  1444       38077      SH         SOLE            38077              
ROWAN COMPANIES INC.              COM              77938210  505        23000      SH         SOLE            23000              
RRI ENERGY INC.                   COM              74971X10  45         11829      SH         SOLE            11829              
SAFEGAURD SCIENTIFICS INC         COM NEW          78644920  19         1833       SH         SOLE            1833               
SAFEWAY INC.                      COM NEW          78651420  98         5000       SH         SOLE            5000               
SAGA COMMUNICATIONS INC           CL A NEW         78659830  239        10000      SH         SOLE            10000              
SAKS INC.                         COM              79377W10  76         10000      SH         SOLE            10000              
SALEM COMMUNICATIONS CORP.        CL A             79409310  74         20000      SH         SOLE            20000              
SARA LEE CORP.                    COM              80311110  381        27000      SH         SOLE            27000              
SCHOLASTIC CORP.                  COM              80706610  603        25000      SH         SOLE            25000              
SCHULMAN (A.), INC.               COM              80819410  114        6000       SH         SOLE            6000               
SCHWAB (CHARLES) CORP. (THE)      COM              80851310  355        25000      SH         SOLE            25000              
SEAHAWK DRILLING INC              COM              81201R10  13         1333       SH         SOLE            1333               
SEI INVESTMENTS CO.               COM              78411710  814        40000      SH         SOLE            40000              
SELECTIVE INSURANCE GROUP, INC.   COM              81630010  208        14000      SH         SOLE            14000              
SEMPRA ENERGY                     COM              81685110  468        10000      SH         SOLE            10000              
SENSIENT TECHNOLOGIES CORP.       COM              81725T10  1037       40000      SH         SOLE            40000              
SFN GROUP INC                     COM              78415310  33         6000       SH         SOLE            6000               
SHAW GROUP INC (THE)              COM              82028010  342        10000      SH         SOLE            10000              
SINCLAIR BROADCAST GROUP-A        CL A             82922610  47         8000       SH         SOLE            8000               
SKYWORKS SOLUTIONS, INC.          COM              83088M10  106        6318       SH         SOLE            6318               
SMITH INTERNATIONAL INC           COM              83211010  377        10000      SH         SOLE            10000              
SOUTHERN CO                       COM              84258710  1065       32000      SH         SOLE            32000              
SOUTHWEST AIRLINES CO.            COM              84474110  167        15000      SH         SOLE            15000              
SOUTHWEST GAS CORP.               COM              84489510  1033       35000      SH         SOLE            35000              
SPARTAN MOTORS INC.               COM              84681910  284        67500      SH         SOLE            67500              
SPECTRA ENERGY CORP.              COM              84756010  444        22100      SH         SOLE            22100              
SPEEDWAY MOTORSPORTS, INC.        COM              84778810  142        10500      SH         SOLE            10500              
SPRINT NEXTEL CORP.               COM SER 1        85206110  1060       250000     SH         SOLE            250000             
ST JUDE MEDICAL INC               COM              79084910  541        15000      SH         SOLE            15000              
STANDARD PACIFIC CORP.            COM              85375C10  67         20000      SH         SOLE            20000              
STANDARD REGISTER CO. (THE)       COM              85388710  30         9500       SH         SOLE            9500               
STANLEY BLACK AND DECKER INC      COM              85450210  827        16375      SH         SOLE            16375              
STAPLES, INC.                     COM              85503010  578        30348      SH         SOLE            30348              
SUNOCO, INC.                      COM              86764P10  522        15000      SH         SOLE            15000              
SUNPOWER CORP. CL B               COM CL B         86765230  12         1097       SH         SOLE            1097               
SUPERVALU INC.                    COM              86853610  108        10000      SH         SOLE            10000              
SUPPORT COM INC                   COM              86858W10  166        40000      SH         SOLE            40000              
SYMANTEC CORP                     COM              87150310  832        60000      SH         SOLE            60000              
SYNOPSYS INC                      COM              87160710  850        40742      SH         SOLE            40742              
SYSCO CORP.                       COM              87182910  857        30000      SH         SOLE            30000              
T ROWE PRICE GROUP INC.           COM              74144T10  1154       26000      SH         SOLE            26000              
TARGET CORP.                      COM              87612E10  1229       25000      SH         SOLE            25000              
TASTY BAKING CO.                  COM              87655330  325        45000      SH         SOLE            45000              
TCF FINANCIAL CORP.               COM              87227510  498        30000      SH         SOLE            30000              
TELLABS INC.                      COM              87966410  97         15120      SH         SOLE            15120              
TENET HEALTHCARE CORP             COM              88033G10  87         20000      SH         SOLE            20000              
TERADATA CORP.                    COM              88076W10  610        20000      SH         SOLE            20000              
TEXAS INDUSTRIES, INC.            COM              88249110  295        10000      SH         SOLE            10000              
TEXAS INSTRUMENTS INC.            COM              88250810  1397       60000      SH         SOLE            60000              
THERMO ELECTRON CORP.             COM              88355610  736        15000      SH         SOLE            15000              
TIDEWATER INC.                    COM              88642310  581        15000      SH         SOLE            15000              
TIMBERLAND CO. (THE)              CL A             88710010  162        10000      SH         SOLE            10000              
TIME WARNER CABLE INC             COM              88732J20  521        10000      SH         SOLE            10000              
TIME WARNER INC                   COM NEW          88731730  1927       66666      SH         SOLE            66666              
TIMKEN CO. (THE)                  COM              88738910  390        15000      SH         SOLE            15000              
TJX COMPANIES, INC. (THE)         COM              87254010  1468       35000      SH         SOLE            35000              
TOLLGRADE COMMUNICATIONS, INC.    COM              88954210  63         10000      SH         SOLE            10000              
TORO CO. (THE)                    COM              89109210  982        20000      SH         SOLE            20000              
TRANSOCEAN LTD                    REG SHS          H8817H10  463        10000      SH         SOLE            10000              
TRAVELERS COMPANIES, INC. (THE)   COM              89417E10  1598       32443      SH         SOLE            32443              
TREE.COM INC.                     COM              89467510  5          827        SH         SOLE            827                
TREX COMPANY, INC.                COM              89531P10  804        40000      SH         SOLE            40000              
TRINITY INDUSTRIES INC.           COM              89652210  266        15000      SH         SOLE            15000              
TRIQUINT SEMICONDUCTOR INC        COM              89674K10  306        50000      SH         SOLE            50000              
ULTRATECH, INC.                   COM              90403410  244        15000      SH         SOLE            15000              
UNION PACIFIC CORP                COM              90781810  1182       17000      SH         SOLE            17000              
UNISYS CORP                       COM NEW          90921430  46         2500       SH         SOLE            2500               
UNIT CORP.                        COM              90921810  609        15000      SH         SOLE            15000              
UNITED STATES STEEL CORP.         COM              91290910  501        13000      SH         SOLE            13000              
UNITED TECHNOLOGIES CORP          COM              91301710  1623       25000      SH         SOLE            25000              
UNUMPROVIDENT CORP.               COM              91529Y10  608        28000      SH         SOLE            28000              
URBAN OUTFITTERS INC              COM              91704710  860        25000      SH         SOLE            25000              
URS CORP                          COM              90323610  394        10000      SH         SOLE            10000              
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VALERO ENERGY CORP.               COM              91913Y10  180        10000      SH         SOLE            10000              
VALUECLICK, INC.                  COM              92046N10  214        20000      SH         SOLE            20000              
VERIGY LTD.                       SHS              Y9369110  25         2826       SH         SOLE            2826               
VERIZON COMMUNICATIONS INC        COM              92343V10  1821       65000      SH         SOLE            65000              
VIACOM INC CL B                   CL B             92553P20  941        30000      SH         SOLE            30000              
VIASAT, INC.                      COM              92552V10  586        18000      SH         SOLE            18000              
VICOR CORP.                       COM              92581510  200        16000      SH         SOLE            16000              
VISHAY INTERTECHNOLOGY, INC.      COM              92829810  311        40087      SH         SOLE            40087              
WALGREEN CO.                      COM              93142210  1228       46000      SH         SOLE            46000              
WAL-MART STORES, INC.             COM              93114210  3365       70000      SH         SOLE            70000              
WALT DISNEY CO. (THE)             COM DISNEY       25468710  1575       50000      SH         SOLE            50000              
WASHINGTON FEDERAL, INC.          COM              93882410  63         3896       SH         SOLE            3896               
WATSON PHARMACEUTICALS, INC.      COM              94268310  609        15000      SH         SOLE            15000              
WEATHERFORD INTERNATIONAL LTD.    REG              H2701310  788        60000      SH         SOLE            60000              
WEBMD HEALTH CORP                 COM              94770V10  240        5178       SH         SOLE            5178               
WELLPOINT INC.                    COM              94973V10  734        15000      SH         SOLE            15000              
WELLS FARGO & CO                  COM              94974610  2560       100000     SH         SOLE            100000             
WERNER ENTERPRISES, INC.          COM              95075510  520        23750      SH         SOLE            23750              
WESTERN UNION CO                  COM              95980210  596        40000      SH         SOLE            40000              
WILLIAMS COS INC.                 COM              96945710  914        50000      SH         SOLE            50000              
WINDSTREAM CORP.                  COM              97381W10  273        25848      SH         SOLE            25848              
WINNEBAGO INDUSTRIES, INC.        COM              97463710  199        20000      SH         SOLE            20000              
WOODWARD GOVERNOR CO.             COM              98074510  638        25000      SH         SOLE            25000              
WYNDHAM WORLDWIDE CORP.           COM              98310W10  360        17859      SH         SOLE            17859              
XCEL ENERGY INC.                  COM              98389B10  335        16243      SH         SOLE            16243              
XEROX CORP.                       COM              98412110  354        44000      SH         SOLE            44000              
YAHOO! INC.                       COM              98433210  415        30000      SH         SOLE            30000              
YUM! BRANDS, INC.                 COM              98849810  976        25000      SH         SOLE            25000              
ZALE CORP.                        COM              98885810  16         10000      SH         SOLE            10000              
ZIMMER HOLDINGS INC.              COM              98956P10  443        8200       SH         SOLE            8200               
ZORAN CORP.                       COM              98975F10  163        17090      SH         SOLE            17090

Dates Referenced Herein

This ‘13F-HR’ Filing	Date	Other Filings

Filed on / Effective on:	7/22/10	None on these Dates
For Period end:	6/30/10
		List all Filings

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Filing Submission 0001483259-10-000002 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

NJ State Employees Deferred Compensation Plan – ‘13F-HR’ for 6/30/10

On: Thursday, 7/22/10, at 3:23pm ET · Effective: 7/22/10 · For: 6/30/10 · Accession #: 1483259-10-2 · File #: 28-13668

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Quarterly Holdings and Combination Report by a Money Manager — Form 13FFiling Table of Contents

Dates Referenced Herein

Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents