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NJ State Employees Deferred Compensation Plan – ‘13F-HR’ for 12/31/09

On: Friday, 2/5/10, at 2:18pm ET · Effective: 2/5/10 · For: 12/31/09 · Accession #: 1483259-10-1 · File #: 28-13668

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

 2/05/10  NJ State Emps Deferred Comp… Plan 13F-HR     12/31/09    1:34K

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±    78K 


<sequence>1                                                                     
<filename>Fund DCP 13f-December 2009.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: Dec 31, 2009                     

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:  Deputy Director                                                         
Phone:  609-292-5106                                                            

Signature, Place, and Date of Signing:                                          

Ray A. Joseph  Trenton, NJ      February 5, 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:    534                                  

Form 13F Information Table Value Total:    388826 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      
---------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                 
3COM CORP.                        COM       885535104 75         10000      SH         SOLE            10000                     
3M CO                             COM       88579Y101 827        10000      SH         SOLE            10000                     
A. H. BELO CORP. - A              COM CL A  001282102 26         4500       SH         SOLE            4500                      
A.C. MOORE ARTS & CRAFTS, INC.    COM       00086T103 235        80000      SH         SOLE            80000                     
AAR CORP.                         COM       000361105 563        24500      SH         SOLE            24500                     
ABBOTT LABORATORIES               COM       002824100 540        10000      SH         SOLE            10000                     
ACCELRYS INC.                     COM       00430U103 43         7500       SH         SOLE            7500                      
ACTIVISION BLIZZARD INC.          COM       00507V109 1889       170000     SH         SOLE            170000                    
ADC TELECOMMUNICATIONS INC.       COM NEW   000886309 149        23999      SH         SOLE            23999                     
ADOLOR CORP.                      COM       00724X102 58         40000      SH         SOLE            40000                     
ADTRAN, INC.                      COM       00738A106 452        20000      SH         SOLE            20000                     
ADVANCED MICRO DEVICES, INC.      COM       007903107 165        17000      SH         SOLE            17000                     
AES CORP. (THE)                   COM       00130H105 253        19000      SH         SOLE            19000                     
AETNA INC                         COM       00817Y108 508        16012      SH         SOLE            16012                     
AFFILIATED MANAGERS GROUP         COM       008252108 1010       15000      SH         SOLE            15000                     
AFFYMETRIX, INC.                  COM       00826T108 29         5000       SH         SOLE            5000                      
AFLAC INC.                        COM       001055102 694        15000      SH         SOLE            15000                     
AGILENT TECHNOLOGIES, INC.        COM       00846U101 717        23084      SH         SOLE            23084                     
AIR PRODUCTS & CHEMICALS INC      COM       009158106 1216       15000      SH         SOLE            15000                     
AIR TRANSPORT SERVICES GROUP INC  COM       00922R105 26         10000      SH         SOLE            10000                     
AIXTRON AG                        ADR       009606104 1710       51000      SH         SOLE            51000                     
AK STEEL HOLDING CORP.            COM       001547108 855        40000      SH         SOLE            40000                     
ALCOA INC.                        COM       013817101 725        45000      SH         SOLE            45000                     
ALKERMES, INC.                    COM       01642T108 612        65000      SH         SOLE            65000                     
ALLIANCE ONE INTERNATIONAL, INC.  COM       018772103 105        21500      SH         SOLE            21500                     
ALLIANT TECHSYSTEMS INC           COM       018804104 1148       13000      SH         SOLE            13000                     
ALLSTATE CORP. (THE)              COM       020002101 1016       33810      SH         SOLE            33810                     
ALTRIA GROUP INC.                 COM       02209S103 1570       80000      SH         SOLE            80000                     
AMAZON.COM INC.                   COM       023135106 1345       10000      SH         SOLE            10000                     
AMB PROPERTY CORP.                COM       00163T109 26         1000       SH         SOLE            1000                      
AMBAC FINANCIAL GROUP, INC.       COM       023139108 5          6000       SH         SOLE            6000                      
AMEDISYS, INC.                    COM       023436108 972        19999      SH         SOLE            19999                     
AMEREN CORP.                      COM       023608102 280        10000      SH         SOLE            10000                     
AMERICAN ELECTRIC POWER CO.,INC.  COM       025537101 514        14760      SH         SOLE            14760                     
AMERICAN EXPRESS CO.              COM       025816109 2026       50000      SH         SOLE            50000                     
AMERICAN INTERNATIONAL GROUP INC  COM       026874784 165        5500       SH         SOLE            5500                      
AMERICAN TOWER CORP. CL A         COM       029912201 1296       30000      SH         SOLE            30000                     
AMERISOURCEBERGEN CORP.           COM       03073E105 762        29244      SH         SOLE            29244                     
AMETEK, INC.                      COM       031100100 1032       27000      SH         SOLE            27000                     
AMR CORP.                         COM       001765106 77         10000      SH         SOLE            10000                     
AMYLIN PHARMACEUTICALS, INC.      COM       032346108 284        20000      SH         SOLE            20000                     
ANADARKO PETROLEUM CORP.          COM       032511107 1248       20000      SH         SOLE            20000                     
ANALOG DEVICES, INC.              COM       032654105 947        30000      SH         SOLE            30000                     
AOL INC                           COM       00184X105 141        6060       SH         SOLE            6060                      
APPLE INC                         COM       037833100 8429       40000      SH         SOLE            40000                     
APPLIED MATERIALS, INC.           COM       038222105 976        70000      SH         SOLE            70000                     
APPLIED SIGNAL TECHNOLOGY, INC.   COM       038237103 135        7000       SH         SOLE            7000                      
APTARGROUP, INC.                  COM       038336103 1072       30000      SH         SOLE            30000                     
AQUA AMERICA INC                  COM       03836W103 365        20833      SH         SOLE            20833                     
ARCHER DANIELS MIDLAND CO.        COM       039483102 470        15000      SH         SOLE            15000                     
ARGON ST, INC.                    COM       040149106 109        5000       SH         SOLE            5000                      
ARLINGTON ASSET INVESTMENT CORP   CL A NEW  041356205 8          500        SH         SOLE            500                       
ARROW ELECTRONICS, INC.           COM       042735100 52         1750       SH         SOLE            1750                      
ASCENT MEDIA CORP. CL A           COM  A    043632108 6          250        SH         SOLE            250                       
ASHLAND INC.                      COM       044209104 493        12440      SH         SOLE            12440                     
ASTORIA FINANCIAL CORP.           COM       046265104 186        15000      SH         SOLE            15000                     
AT&T INC.                         COM       00206R102 1822       65000      SH         SOLE            65000                     
AUTODESK INC.                     COM       052769106 2032       80000      SH         SOLE            80000                     
AUTOZONE INC.                     COM       053332102 790        5000       SH         SOLE            5000                      
AVALONBAY COMMUNITIES, INC.       COM       053484101 690        8407       SH         SOLE            8407                      
AVERY DENNISON CORP.              COM       053611109 365        10000      SH         SOLE            10000                     
AVID TECHNOLOGY, INC.             COM       05367P100 166        13000      SH         SOLE            13000                     
AVNET, INC.                       COM       053807103 735        24360      SH         SOLE            24360                     
AVON PRODUCTS, INC.               COM       054303102 473        15000      SH         SOLE            15000                     
AXCELIS TECHNOLOGIES, INC.        COM       054540109 13         9432       SH         SOLE            9432                      
BAKER HUGHES INC                  COM       057224107 607        15000      SH         SOLE            15000                     
BALL CORP.                        COM       058498106 1344       26000      SH         SOLE            26000                     
BANK OF AMERICA CORP              COM       060505104 1432       95082      SH         SOLE            95082                     
BANK OF NEW YORK MELLON CORP      COM       064058100 2798       100038     SH         SOLE            100038                    
BARNES & NOBLE INC.               COM       067774109 400        21000      SH         SOLE            21000                     
BASSETT FURNITURE INDUSTRIES,INC  COM       070203104 9          2500       SH         SOLE            2500                      
BAXTER INTERNATIONAL INC.         COM       071813109 2641       45000      SH         SOLE            45000                     
BECKMAN COULTER, INC.             COM       075811109 1112       17000      SH         SOLE            17000                     
BECTON, DICKINSON AND COMPANY     COM       075887109 1577       20000      SH         SOLE            20000                     
BELO CORP.                        COM A     080555105 123        22500      SH         SOLE            22500                     
BEMIS CO., INC.                   COM       081437105 297        10000      SH         SOLE            10000                     
BERRY PETROLEUM CO                CL A      085789105 1312       45000      SH         SOLE            45000                     
BEST BUY CO INC.                  COM       086516101 395        10000      SH         SOLE            10000                     
BIOGEN IDEC INC.                  COM       09062X103 535        10000      SH         SOLE            10000                     
BJ'S WHOLESALE CLUB, INC.         COM       05548J106 818        25000      SH         SOLE            25000                     
BLACK & DECKER CORP. (THE)        COM       091797100 324        5000       SH         SOLE            5000                      
BLOCK (H & R), INC.               COM       093671105 407        18000      SH         SOLE            18000                     
BLOCKBUSTER INC. CL B             CL B      093679207 16         26700      SH         SOLE            26700                     
BOK FINANCIAL CORP.               COM NEW   05561Q201 475        10000      SH         SOLE            10000                     
BOSTON PROPERTIES, INC.           COM       101121101 268        4000       SH         SOLE            4000                      
BOSTON SCIENTIFIC CORP.           COM       101137107 360        40000      SH         SOLE            40000                     
BRINKS CO. (THE)                  COM       109696104 365        15000      SH         SOLE            15000                     
BRINKS HOME SECURITY HOLDINGS IN  COM       109699108 490        15000      SH         SOLE            15000                     
BRISTOL-MYERS SQUIBB CO.          COM       110122108 931        36884      SH         SOLE            36884                     
BROADCOM CORP.                    CL A      111320107 944        30000      SH         SOLE            30000                     
BROCADE COMMUNICATIONS SYSTEMS    COM NEW   111621306 165        21572      SH         SOLE            21572                     
BROOKS AUTOMATION, INC.           COM       114340102 48         5550       SH         SOLE            5550                      
BROWN SHOE CO., INC.              COM       115736100 144        14625      SH         SOLE            14625                     
BRUKER BIOSCIENCES CORP           COM       116794108 241        20000      SH         SOLE            20000                     
BRUNSWICK CORP.                   COM       117043109 254        20000      SH         SOLE            20000                     
BRUSH ENGINEERED MATERIALS INC.   COM       117421107 185        10000      SH         SOLE            10000                     
BUCKLE (THE), INC.                COM       118440106 329        11250      SH         SOLE            11250                     
BUCYRUS INTERNATIONAL, INC.       COM       118759109 1409       25000      SH         SOLE            25000                     
CABOT CORP.                       COM       127055101 525        20000      SH         SOLE            20000                     
CADENCE DESIGN SYSTEMS, INC.      COM       127387108 229        38250      SH         SOLE            38250                     
CALGON CARBON CORP                COM       129603106 556        40000      SH         SOLE            40000                     
CAMBREX CORP.                     COM       132011107 22         4000       SH         SOLE            4000                      
CAMERON INTERNATIONAL CORP.       COM       13342B105 836        20000      SH         SOLE            20000                     
CAPITAL ONE FINANCIAL CORP.       COM       14040H105 335        8733       SH         SOLE            8733                      
CARDINAL HEALTH, INC.             COM       14149Y108 484        15000      SH         SOLE            15000                     
CAREFUSION CORP                   COM       14170T101 188        7500       SH         SOLE            7500                      
CARLISLE COMPANIES INC.           COM       142339100 891        26000      SH         SOLE            26000                     
CARMAX, INC.                      COM       143130102 364        15000      SH         SOLE            15000                     
CARNIVAL CORP.                    COM       143658300 475        15000      SH         SOLE            15000                     
CASELLA WASTE SYSTEMS, INC.       CL A      147448104 313        78000      SH         SOLE            78000                     
CAVCO INDUSTRIES, INC.            COM       149568107 108        3000       SH         SOLE            3000                      
CENTERPOINT ENERGY, INC.          COM       15189T107 218        15000      SH         SOLE            15000                     
CENTURYTEL INC.                   COM       156700106 744        20550      SH         SOLE            20550                     
CERNER CORP.                      COM       156782104 1401       17000      SH         SOLE            17000                     
CHECKPOINT SYSTEMS, INC.          COM       162825103 610        40000      SH         SOLE            40000                     
CHESAPEAKE ENERGY CORP.           COM       165167107 906        35000      SH         SOLE            35000                     
CHEVRON CORP.                     COM       166764100 3465       45000      SH         SOLE            45000                     
CHICO'S FAS, INC.                 COM       168615102 141        10000      SH         SOLE            10000                     
CHILDRENS PLACE RETAIL STORES,IN  COM       168905107 660        20000      SH         SOLE            20000                     
CHIPOTLE MEXICAN GRILL INC.       COM       169656204 391        4356       SH         SOLE            4356                      
CHUBB CORP. (THE)                 COM       171232101 1230       25000      SH         SOLE            25000                     
CHURCH & DWIGHT CO., INC.         COM       171340102 1209       20000      SH         SOLE            20000                     
CIMAREX ENERGY CO.                COM       171798101 689        13000      SH         SOLE            13000                     
CINCINNATI BELL INC.              COM       171871106 26         7500       SH         SOLE            7500                      
CISCO SYSTEMS INC                 COM       17275R102 3591       150000     SH         SOLE            150000                    
CITIGROUP INC.                    COM       172967101 265        80000      SH         SOLE            80000                     
CITRIX SYSTEMS INC.               COM       177376100 832        20000      SH         SOLE            20000                     
COACH, INC.                       COM       189754104 731        20000      SH         SOLE            20000                     
COCA-COLA CO. (THE)               COM       191216100 4560       80000      SH         SOLE            80000                     
COLGATE-PALMOLIVE CO              COM       194162103 1643       20000      SH         SOLE            20000                     
COMCAST CORP NEW CL A             CL A      20030N101 506        30000      SH         SOLE            30000                     
COMCAST CORP. "A SPL"             CL A      20030N200 720        45000      SH         SOLE            45000                     
COMPUWARE CORP.                   COM       205638109 723        100000     SH         SOLE            100000                    
CONAGRA FOODS, INC.               COM       205887102 576        25000      SH         SOLE            25000                     
CONEXANT SYSTEMS INC.             COM NEW   207142308 4          1800       SH         SOLE            1800                      
CONOCOPHILLIPS                    COM       20825C104 2298       45000      SH         SOLE            45000                     
CONSTELLATION ENERGY GROUP INC.   COM       210371100 352        10000      SH         SOLE            10000                     
CONVERGYS CORP.                   COM       212485106 81         7500       SH         SOLE            7500                      
CON-WAY INC.                      COM       205944101 280        8000       SH         SOLE            8000                      
CORN PRODUCTS INTL., INC.         COM       219023108 1023       35000      SH         SOLE            35000                     
COSTCO WHOLESALE CORP.            COM       22160K105 1183       20000      SH         SOLE            20000                     
COVENTRY HEALTH CARE, INC.        COM       222862104 243        10000      SH         SOLE            10000                     
COVIDIEN PLC                      SHS       G2554F105 112        2346       SH         SOLE            2346                      
CRACKER BARREL OLD COUNTRY STORE  COM       22410J106 190        5000       SH         SOLE            5000                      
CRANE CO.                         COM       224399105 306        10000      SH         SOLE            10000                     
CUBIC CORP.                       COM       229669106 187        5000       SH         SOLE            5000                      
CULLEN/FROST BANKERS, INC.        COM       229899109 400        8000       SH         SOLE            8000                      
CUMULUS MEDIA INC.                CL A      231082108 128        56098      SH         SOLE            56098                     
CURTISS-WRIGHT CORP.              COM       231561101 2506       80000      SH         SOLE            80000                     
CYMER INC                         COM       232572107 1151       30000      SH         SOLE            30000                     
CYPRESS SEMICONDUCTOR CORP        COM       232806109 36         4000       SH         SOLE            4000                      
DANAHER CORP.                     COM       235851102 1128       15000      SH         SOLE            15000                     
DEERE & CO.                       COM       244199105 541        10000      SH         SOLE            10000                     
DEL MONTE FOODS CO.               COM       24522P103 115        10160      SH         SOLE            10160                     
DELL INC.                         COM       24702R101 718        50000      SH         SOLE            50000                     
DELUXE CORP.                      COM       248019101 74         5000       SH         SOLE            5000                      
DENBURY RESOURCES INC.            COM NEW   247916208 444        30000      SH         SOLE            30000                     
DENTSPLY INTERNATIONAL INC.       COM       249030107 739        21000      SH         SOLE            21000                     
DEVON ENERGY CORP.                COM       25179M103 2206       30000      SH         SOLE            30000                     
DIAMOND OFFSHORE DRILLING, INC.   COM       25271C102 492        5000       SH         SOLE            5000                      
DIGITAL RIVER INC                 COM       25388B104 540        20000      SH         SOLE            20000                     
DIONEX CORP.                      COM       254546104 665        9000       SH         SOLE            9000                      
DISCOVER FINANCIAL SERVICES LLC   COM       254709108 461        31350      SH         SOLE            31350                     
DISCOVERY COMMUNICATIONS INC.CLA  COM A     25470F104 77         2500       SH         SOLE            2500                      
DISCOVERY COMMUNICATIONS INC.CLC  COM C     25470F302 66         2500       SH         SOLE            2500                      
DOVER CORP.                       COM       260003108 208        5000       SH         SOLE            5000                      
DOVER MOTORSPORTS INC.            COM       260174107 20         9692       SH         SOLE            9692                      
DOW CHEMICAL CO. (THE)            COM       260543103 1110       40165      SH         SOLE            40165                     
DREAMWORKS ANIMATION SKG, INC.    CL A      26153C103 400        10000      SH         SOLE            10000                     
DU PONT (E.I.) DE NEMOURS         COM       263534109 842        25000      SH         SOLE            25000                     
DUKE ENERGY CORP.                 COM       26441C105 761        44200      SH         SOLE            44200                     
DUN & BRADSTREET CORP. (THE)      COM       26483E100 422        5000       SH         SOLE            5000                      
E*TRADE FINANCIAL CORP.           COM       269246104 21         12000      SH         SOLE            12000                     
EARTHLINK, INC.                   COM       270321102 164        19690      SH         SOLE            19690                     
EASTMAN CHEMICAL CO.              COM       277432100 241        4000       SH         SOLE            4000                      
EATON VANCE CORP.                 COM NON   278265103 608        20000      SH         SOLE            20000                     
EBAY INC                          COM       278642103 588        25000      SH         SOLE            25000                     
ECHELON CORP.                     COM       27874N105 173        15000      SH         SOLE            15000                     
EDCI HOLDINGS, INC.               COM       268315108 6          1000       SH         SOLE            1000                      
EDISON INTERNATIONAL INC.         COM       281020107 1043       30000      SH         SOLE            30000                     
EDWARDS LIFESCIENCES CORP.        COM       28176E108 1303       15000      SH         SOLE            15000                     
EL PASO CORP.                     COM       28336L109 401        40808      SH         SOLE            40808                     
ELI LILLY & CO.                   COM       532457108 3035       85000      SH         SOLE            85000                     
EMC CORP                          COM       268648102 1751       100250     SH         SOLE            100250                    
EMERSON ELECTRIC CO.              COM       291011104 213        5000       SH         SOLE            5000                      
ENERGY FOCUS, INC.                COM       29268T102 64         100000     SH         SOLE            100000                    
ENTERCOM COMMUNICATIONS CORP.     CL A      293639100 57         8000       SH         SOLE            8000                      
ENTERGY CORP.                     COM       29364G103 409        5000       SH         SOLE            5000                      
ENTERTAINMENT PROPERTIES TRUST    COM SH    29380T105 1058       30000      SH         SOLE            30000                     
ENTRAVISION COMMUNICATIONS CORP.  CL A      29382R107 51         15000      SH         SOLE            15000                     
ENZON PHARMACEUTICALS, INC.       COM       293904108 158        15000      SH         SOLE            15000                     
EQUIFAX INC.                      COM       294429105 463        15000      SH         SOLE            15000                     
EQUITY RESIDENTIAL PROPERTY TRUS  COM       29476L107 507        15000      SH         SOLE            15000                     
ESCO TECHNOLOGIES INC.            COM       296315104 323        9000       SH         SOLE            9000                      
ESTERLINE TECHNOLOGIES CORP.      COM       297425100 1427       35000      SH         SOLE            35000                     
ETHAN ALLEN INTERIORS, INC.       COM       297602104 201        15000      SH         SOLE            15000                     
EXAR CORP.                        COM       300645108 145        20431      SH         SOLE            20431                     
EXELON CORP.                      COM       30161N101 1232       25200      SH         SOLE            25200                     
EXPEDIA, INC.                     COM       30212P105 838        32571      SH         SOLE            32571                     
EXXON MOBIL CORP.                 COM       30231G102 10229      150000     SH         SOLE            150000                    
FACET BIOTECH CORP.               SHS       30303Q103 28         1600       SH         SOLE            1600                      
FACTSET RESEARCH SYSTEMS INC.     COM       303075105 988        15000      SH         SOLE            15000                     
FAIRCHILD SEMICONDUCTOR INTL.INC  COM       303726103 300        30000      SH         SOLE            30000                     
FEDERAL SIGNAL CORP.              COM       313855108 60         10000      SH         SOLE            10000                     
FLIR SYSTEMS, INC.                COM       302445101 327        10000      SH         SOLE            10000                     
FLOWERS FOODS, INC.               COM       343498101 535        22500      SH         SOLE            22500                     
FLUOR CORP.                       COM       343412102 676        15000      SH         SOLE            15000                     
FMC TECHNOLOGIES INC              COM       30249U101 1156       20000      SH         SOLE            20000                     
FORD MOTOR CO.                    COM PAR   345370860 600        60000      SH         SOLE            60000                     
FOREST LABORATORIES, INC. CL A    COM       345838106 642        20000      SH         SOLE            20000                     
FOREST OIL CORP.                  COM PAR   346091705 134        6000       SH         SOLE            6000                      
FPL GROUP INC                     COM       302571104 528        10000      SH         SOLE            10000                     
FRANKLIN ELECTRONIC PUBLISHERS    COM       353515109 49         20000      SH         SOLE            20000                     
FUEL SYSTEMS SOLUTIONS INC        COM       35952W103 412        10000      SH         SOLE            10000                     
GAP INC. (THE)                    COM       364760108 1048       50000      SH         SOLE            50000                     
GARDNER DENVER, INC.              COM       365558105 638        15000      SH         SOLE            15000                     
GENERAL DYNAMICS CORP.            COM       369550108 1363       20000      SH         SOLE            20000                     
GENERAL MARITIME CORP.            SHS       Y2693R101 94         13400      SH         SOLE            13400                     
GEO GROUP INC/THE                 COM       36159R103 295        13500      SH         SOLE            13500                     
GILEAD SCIENCES, INC.             COM       375558103 1298       30000      SH         SOLE            30000                     
GOLDMAN SACHS GROUP INC           COM       38141G104 2533       15000      SH         SOLE            15000                     
GOODRICH CORP.                    COM       382388106 643        10000      SH         SOLE            10000                     
GOODYEAR TIRE & RUBBER CO (THE)   COM       382550101 141        10000      SH         SOLE            10000                     
GRANITE CONSTRUCTION INC.         COM       387328107 151        4500       SH         SOLE            4500                      
GREAT ATLANTIC & PACIFIC TEA CO.  COM       390064103 531        45000      SH         SOLE            45000                     
HALLIBURTON CO.                   COM       406216101 1505       50000      SH         SOLE            50000                     
HARDINGE INC.                     COM       412324303 220        40000      SH         SOLE            40000                     
HARMONIC INC.                     COM       413160102 48         7597       SH         SOLE            7597                      
HARRIS CORP.                      COM       413875105 1427       30000      SH         SOLE            30000                     
HARRIS STRATEX NETWORKS-CL A      CL A      41457P106 60         8694       SH         SOLE            8694                      
HARSCO CORP.                      COM       415864107 1289       40000      SH         SOLE            40000                     
HARTFORD FINANCIAL SERVICES GROU  COM       416515104 233        10000      SH         SOLE            10000                     
HASBRO, INC.                      COM       418056107 1122       35000      SH         SOLE            35000                     
HECLA MINING CO.                  COM       422704106 155        25000      SH         SOLE            25000                     
HEINZ (H.J.) CO.                  COM       423074103 214        5000       SH         SOLE            5000                      
HELMERICH & PAYNE, INC.           COM       423452101 997        25000      SH         SOLE            25000                     
HESS CORP.                        COM       42809H107 605        10000      SH         SOLE            10000                     
HEWLETT-PACKARD CO                COM       428236103 3091       60000      SH         SOLE            60000                     
HOLOGIC, INC.                     COM       436440101 377        26000      SH         SOLE            26000                     
HOME DEPOT INC                    COM       437076102 289        10000      SH         SOLE            10000                     
HONEYWELL INTERNATIONAL INC       COM       438516106 784        20000      SH         SOLE            20000                     
HOSPIRA, INC.                     COM       441060100 357        7000       SH         SOLE            7000                      
HOST MARRIOTT CORP.               COM       44107P104 596        51056      SH         SOLE            51056                     
HOVNANIAN ENTERPRISES, INC.       CL A      442487203 69         18000      SH         SOLE            18000                     
HSN, INC.                         COM       404303109 131        6514       SH         SOLE            6514                      
HUMAN GENOME SCIENCES, INC.       COM       444903108 153        5000       SH         SOLE            5000                      
HUNT (JB) TRANSPORT SVCS INC.     COM       445658107 904        28000      SH         SOLE            28000                     
IAC/INTERACTIVE CORP.             COM PAR   44919P508 333        16285      SH         SOLE            16285                     
IDACORP, INC.                     COM       451107106 351        11000      SH         SOLE            11000                     
IDEXX LABORATORIES, INC.          COM       45168D104 267        5000       SH         SOLE            5000                      
ILLINOIS TOOL WORKS INC.          COM       452308109 960        20000      SH         SOLE            20000                     
ILLUMINA, INC.                    COM       452327109 614        20000      SH         SOLE            20000                     
INFO GROUP INC.                   COM       45670G108 80         10000      SH         SOLE            10000                     
INGERSOLL-RAND PLC                SHS       G47791101 536        15000      SH         SOLE            15000                     
INSITUFORM TECHNOLOGIES,INC.CL A  CL A      457667103 114        5000       SH         SOLE            5000                      
INTEGRATED DEVICE TECHNOLOGY,INC  COM       458118106 32         5000       SH         SOLE            5000                      
INTEGRYS ENERGY GROUP INC         COM       45822P105 496        11800      SH         SOLE            11800                     
INTEL CORP                        COM       458140100 4386       215000     SH         SOLE            215000                    
INTERACTIVE DATA CORP.            COM       45840J107 329        13000      SH         SOLE            13000                     
INTERMEC INC.                     COM       458786100 739        57500      SH         SOLE            57500                     
INTERPUBLIC GROUP OF COS INC      COM       460690100 66         9000       SH         SOLE            9000                      
INTERVAL LEISURE GROUP, INC.      COM       46113M108 81         6514       SH         SOLE            6514                      
INTL BUSINESS MACHINES CORP.      COM       459200101 5236       40000      SH         SOLE            40000                     
INTL FLAVORS & FRAGRANCES INC.    COM       459506101 823        20000      SH         SOLE            20000                     
INTL RECTIFIER CORP.              COM       460254105 265        12000      SH         SOLE            12000                     
INTL SPEEDWAY CORP.               CL A      460335201 176        6200       SH         SOLE            6200                      
INVACARE CORP.                    COM       461203101 125        5000       SH         SOLE            5000                      
INVESTMENT TECHNOLOGY GROUP, INC  COM       46145F105 148        7500       SH         SOLE            7500                      
ION GEOPHYSICAL CORP.             COM       462044108 12         2000       SH         SOLE            2000                      
ISIS PHARMACEUTICALS, INC.        COM       464330109 556        50000      SH         SOLE            50000                     
ITT CORP.                         COM       450911102 497        10000      SH         SOLE            10000                     
J.C. PENNEY CO INC                COM       708160106 333        12500      SH         SOLE            12500                     
JACOBS ENGINEERING GROUP INC      COM       469814107 564        15000      SH         SOLE            15000                     
JDS UNIPHASE CORP.                COM PAR   46612J507 61         7375       SH         SOLE            7375                      
JM SMUCKER CO/THE                 COM NEW   832696405 1137       18405      SH         SOLE            18405                     
JOHN BEAN TECHNOLOGIES CORP.      COM       477839104 74         4320       SH         SOLE            4320                      
JOHNSON & JOHNSON                 COM       478160104 5153       80000      SH         SOLE            80000                     
JONES APPAREL GROUP INC.          COM       480074103 80         5000       SH         SOLE            5000                      
JOY GLOBAL INC.                   COM       481165108 774        15000      SH         SOLE            15000                     
JP MORGAN CHASE & CO              COM       46625H100 6667       160000     SH         SOLE            160000                    
JUNIPER NETWORKS, INC.            COM       48203R104 400        15000      SH         SOLE            15000                     
KANSAS CITY SOUTHERN              COM NEW   485170302 932        28000      SH         SOLE            28000                     
KB HOME                           COM       48666K109 68         5000       SH         SOLE            5000                      
KENNAMETAL INC.                   COM       489170100 2333       90000      SH         SOLE            90000                     
KID BRANDS INC                    COM       49375T100 88         20000      SH         SOLE            20000                     
KIMBERLY-CLARK CORP.              COM       494368103 637        10000      SH         SOLE            10000                     
KIMCO REALTY CORP.                COM       49446R109 338        25000      SH         SOLE            25000                     
KLA-TENCOR CORPORATION            COM       482480100 542        15000      SH         SOLE            15000                     
KOHLS CORP.                       COM       500255104 701        13000      SH         SOLE            13000                     
KRAFT FOODS INC.                  CL A      50075N104 1250       45987      SH         SOLE            45987                     
KROGER CO. (THE)                  COM       501044101 513        25000      SH         SOLE            25000                     
KULICKE & SOFFA INDUSTRIES, INC.  COM       501242101 114        21000      SH         SOLE            21000                     
K-V PHARMACEUTICAL CO.            CL A      482740206 184        50000      SH         SOLE            50000                     
L-1 IDENTITY SOLUTIONS INC.       COM       50212A106 354        47300      SH         SOLE            47300                     
LAM RESEARCH CORP.                COM       512807108 784        20000      SH         SOLE            20000                     
LATTICE SEMICONDUCTOR CORP.       COM       518415104 49         18000      SH         SOLE            18000                     
LEGG MASON INC                    COM       524901105 271        9000       SH         SOLE            9000                      
LEVEL 3 COMMUNICATIONS, INC.      COM       52729N100 9          6000       SH         SOLE            6000                      
LIBERTY MEDIA CORP INTERACTIVE    COM       53071M104 109        10099      SH         SOLE            10099                     
LIBERTY PROPERTY TRUST            COM       531172104 128        4000       SH         SOLE            4000                      
LIFE TECHNOLOGIES CORP.           COM       53217V109 313        6000       SH         SOLE            6000                      
LIFEPOINT HOSPITALS, INC.         COM       53219L109 68         2105       SH         SOLE            2105                      
LIGAND PHARMACEUTICALS INC.       CL B      53220K207 87         40000      SH         SOLE            40000                     
LINCARE HOLDINGS INC.             COM       532791100 966        26000      SH         SOLE            26000                     
LINDSAY CORP.                     COM       535555106 519        13000      SH         SOLE            13000                     
LIVE NATION, INC.                 COM       538034109 32         3750       SH         SOLE            3750                      
LIZ CLAIBORNE, INC.               COM       539320101 113        20000      SH         SOLE            20000                     
LOCKHEED MARTIN CORP.             COM       539830109 1130       15000      SH         SOLE            15000                     
LOJACK CORP.                      COM       539451104 303        75000      SH         SOLE            75000                     
LOWES COMPANIES, INC.             COM       548661107 1403       60000      SH         SOLE            60000                     
LSI CORP.                         COM       502161102 109        18060      SH         SOLE            18060                     
LTX-CREDENCE CORP.                COM       502403108 5          3064       SH         SOLE            3064                      
MACY'S INC                        COM       55616P104 335        20000      SH         SOLE            20000                     
MANPOWER INC.                     COM       56418H100 164        3000       SH         SOLE            3000                      
MARATHON OIL CORP.                COM       565849106 624        20000      SH         SOLE            20000                     
MARINER ENERGY, INC.              COM       56845T305 94         8093       SH         SOLE            8093                      
MARSH & MCLENNAN COMPANIES, INC.  COM       571748102 596        27000      SH         SOLE            27000                     
MASTEC INC                        COM       576323109 813        65000      SH         SOLE            65000                     
MCAFEE, INC.                      COM       579064106 1014       25000      SH         SOLE            25000                     
MCDERMOTT INTERNATIONAL, INC.     COM       580037109 1800       75000      SH         SOLE            75000                     
MCDONALD'S CORP.                  COM       580135101 3440       55093      SH         SOLE            55093                     
MCKESSON CORP.                    COM       58155Q103 938        15000      SH         SOLE            15000                     
MDC HOLDINGS, INC.                COM       552676108 343        11050      SH         SOLE            11050                     
MEAD JOHNSON NUTRITION CO         COM CL A  582839106 1189       27219      SH         SOLE            27219                     
MEDCO HEALTH SOLUTIONS, INC.      COM       58405U102 1278       20000      SH         SOLE            20000                     
MEDTRONIC, INC.                   COM       585055106 880        20000      SH         SOLE            20000                     
MERCK & CO INC NEW                COM       58933Y105 5234       143252     SH         SOLE            143252                    
MERCURY COMPUTER SYSTEMS, INC.    COM       589378108 495        45000      SH         SOLE            45000                     
MERCURY GENERAL CORP.             COM       589400100 196        5000       SH         SOLE            5000                      
METLIFE, INC.                     COM       59156R108 805        22766      SH         SOLE            22766                     
MICROCHIP TECHNOLOGY INC.         COM       595017104 726        25000      SH         SOLE            25000                     
MICRON TECHNOLOGY INC             COM       595112103 311        30000      SH         SOLE            30000                     
MICROSOFT CORP.                   COM       594918104 9754       320000     SH         SOLE            320000                    
MINDSPEED TECHNOLOGIES, INC.      COM NEW   602682205 6          1200       SH         SOLE            1200                      
MIPS TECHNOLOGIES, INC.           COM       604567107 8          1801       SH         SOLE            1801                      
MIRANT CORP NEW WARRANTS          WAR       60467R118 1          1978       SH         SOLE            1978                      
MIRANT CORP.                      COM       60467R100 9          616        SH         SOLE            616                       
MODUSLINK GLOBAL SOLUTIONS INC.   COM       60786L107 470        50000      SH         SOLE            50000                     
MONSANTO CO.                      COM       61166W101 1635       20000      SH         SOLE            20000                     
MOTOROLA, INC.                    COM       620076109 737        95000      SH         SOLE            95000                     
MSC INDUSTRIAL DIRECT CO., INC.   CL A      553530106 470        10000      SH         SOLE            10000                     
MURPHY OIL CORP.                  COM       626717102 976        18000      SH         SOLE            18000                     
MYLAN LABORATORIES INC.           COM       628530107 548        29750      SH         SOLE            29750                     
NABORS INDUSTRIES LTD.            SHS       G6359F103 438        20000      SH         SOLE            20000                     
NATIONAL OILWELL VARCO, INC.      COM       637071101 38         854        SH         SOLE            854                       
NATIONAL SEMICONDUCTOR CORP.      COM       637640103 768        50000      SH         SOLE            50000                     
NATIONWIDE HEALTH PROPERTIES,INC  COM       638620104 176        5000       SH         SOLE            5000                      
NCR CORP                          COM       62886E108 223        20000      SH         SOLE            20000                     
NEENAH PAPER, INC.                COM       640079109 12         833        SH         SOLE            833                       
NEKTAR THERAPEUTICS               COM       640268108 280        30000      SH         SOLE            30000                     
NETAPP INC.                       COM       64110D104 172        5000       SH         SOLE            5000                      
NEW JERSEY RESOURCES CORP.        COM       646025106 1711       45750      SH         SOLE            45750                     
NEW YORK COMMUNITY BANCORP, INC.  COM       649445103 871        60000      SH         SOLE            60000                     
NEWPARK RESOURCES, INC.           COM PAR   651718504 550        130000     SH         SOLE            130000                    
NEWS CORP - CLA                   CL A      65248E104 1711       125000     SH         SOLE            125000                    
NISOURCE INC.                     COM       65473P105 154        10000      SH         SOLE            10000                     
NOBLE ENERGY INC                  COM       655044105 712        10000      SH         SOLE            10000                     
NORDSON CORP.                     COM       655663102 918        15000      SH         SOLE            15000                     
NORFOLK SOUTHERN CORP.            COM       655844108 1022       19500      SH         SOLE            19500                     
NORTHERN TRUST CORP.              COM       665859104 524        10000      SH         SOLE            10000                     
NOVELL INC                        COM       670006105 123        29600      SH         SOLE            29600                     
NOVELLUS SYSTEMS, INC.            COM       670008101 117        5000       SH         SOLE            5000                      
NV ENERGY INC.                    COM       67073Y106 272        22000      SH         SOLE            22000                     
OCCIDENTAL PETROLEUM CORP.        COM       674599105 2847       35000      SH         SOLE            35000                     
OFFICE DEPOT, INC.                COM       676220106 152        23625      SH         SOLE            23625                     
OPENWAVE SYSTEMS INC.             COM NEW   683718308 2          800        SH         SOLE            800                       
OPNET TECHNOLOGIES, INC.          COM       683757108 427        35000      SH         SOLE            35000                     
ORACLE CORP                       COM       68389X105 1227       50000      SH         SOLE            50000                     
ORBITAL SCIENCES CORP.            COM       685564106 1169       76603      SH         SOLE            76603                     
OSI PHARMACEUTICALS, INC.         COM       671040103 186        6000       SH         SOLE            6000                      
P G & E CORP                      COM       69331C108 1340       30000      SH         SOLE            30000                     
PACTIV CORP.                      COM       695257105 157        6500       SH         SOLE            6500                      
PALL CORP.                        COM       696429307 724        20000      SH         SOLE            20000                     
PALM, INC.                        COM       696643105 15         1502       SH         SOLE            1502                      
PAR PHARMACEUTICAL COMPANIES,INC  COM       69888P106 812        30000      SH         SOLE            30000                     
PARKER HANNIFIN CORP              COM       701094104 269        5000       SH         SOLE            5000                      
PATRIOT COAL CORP.                COM       70336T104 24         1600       SH         SOLE            1600                      
PATTERSON-UTI ENERGY INC          COM       703481101 461        30000      SH         SOLE            30000                     
PAYCHEX, INC.                     COM       704326107 613        20000      SH         SOLE            20000                     
PDL BIOPHARMA, INC.               COM       69329Y104 55         8000       SH         SOLE            8000                      
PEP BOYS-MANNY, MOE & JACK (THE)  COM       713278109 63         7500       SH         SOLE            7500                      
PEPSI BOTTLING GROUP, INC. (THE)  COM       713409100 375        10000      SH         SOLE            10000                     
PEPSICO, INC.                     COM       713448108 4256       70000      SH         SOLE            70000                     
PERRIGO CO.                       COM       714290103 797        20000      SH         SOLE            20000                     
PFIZER INC                        COM       717081103 3438       189025     SH         SOLE            189025                    
PHARMERICA CORP.                  COM       71714F104 19         1218       SH         SOLE            1218                      
PHH CORP.                         COM NEW   693320202 72         4464       SH         SOLE            4464                      
PHILIP MORRIS INTERNATIONAL,INC.  COM       718172109 3855       80000      SH         SOLE            80000                     
PHILLIPS-VAN HEUSEN               COM       718592108 814        20000      SH         SOLE            20000                     
PHOTRONICS, INC.                  COM       719405102 22         5000       SH         SOLE            5000                      
PINNACLE WEST CAPITAL CORP.       COM       723484101 256        7000       SH         SOLE            7000                      
PLAINS EXPLORATION & PRODUCTION   COM       726505100 277        10000      SH         SOLE            10000                     
PNC FINANCIAL SERVICES GROUP,INC  COM       693475105 528        10000      SH         SOLE            10000                     
PNM RESOURCES, INC.               COM       69349H107 95         7500       SH         SOLE            7500                      
POLARIS INDUSTRIES INC.           COM       731068102 436        10000      SH         SOLE            10000                     
PPG INDUSTRIES, INC.              COM       693506107 293        5000       SH         SOLE            5000                      
PRAXAIR, INC.                     COM       74005P104 1205       15000      SH         SOLE            15000                     
PRECISION CASTPARTS CORP.         COM       740189105 2207       20000      SH         SOLE            20000                     
PRG-SCHULTZ INTERNATIONAL, INC.   COM NEW   69357C503 65         11000      SH         SOLE            11000                     
PRIDE INTERNATIONAL INC.          COM       74153Q102 638        20000      SH         SOLE            20000                     
PRINCIPAL FINANCIAL GROUP, INC.   COM       74251V102 60         2500       SH         SOLE            2500                      
PROCTER & GAMBLE CO.              COM       742718109 6063       100000     SH         SOLE            100000                    
PROGRESS ENERGY, INC.             COM       743263105 205        5000       SH         SOLE            5000                      
PROLOGIS                          COM       743410102 137        10000      SH         SOLE            10000                     
PROTECTIVE LIFE CORP.             COM       743674103 248        15000      SH         SOLE            15000                     
PRUDENTIAL FINANCIAL INC.         COM       744320102 1244       25000      SH         SOLE            25000                     
PUBLIC STORAGE                    COM       74460D109 815        10000      SH         SOLE            10000                     
PUBLIC SVC ENTERPRISE GROUP INC.  COM       744573106 998        30000      SH         SOLE            30000                     
PULTE HOMES, INC.                 COM       745867101 200        20000      SH         SOLE            20000                     
QUALCOMM INC.                     COM       747525103 2313       50000      SH         SOLE            50000                     
QUANTA SERVICES INC.              COM       74762E102 834        40000      SH         SOLE            40000                     
QUANTUM FUEL SYS TECH WORLDW,INC  COM       74765E109 22         20000      SH         SOLE            20000                     
RADIAN GROUP INC.                 COM       750236101 63         8600       SH         SOLE            8600                      
RADIANT SYSTEMS, INC.             COM       75025N102 1144       110000     SH         SOLE            110000                    
RALCORP HOLDINGS INC              COM       751028101 158        2650       SH         SOLE            2650                      
RAMBUS INC.                       COM       750917106 98         4000       SH         SOLE            4000                      
RAYTHEON CO WARRANTS              WAR       755111119 12         786        SH         SOLE            786                       
RAYTHEON CO.                      COM NEW   755111507 1030       20000      SH         SOLE            20000                     
REINSURANCE GROUP OF AMERICA,INC  COM NEW   759351604 135        2829       SH         SOLE            2829                      
REPUBLIC SERVICES, INC.           COM       760759100 425        15000      SH         SOLE            15000                     
REYNOLDS AMERICAN INC.            COM       761713106 530        10000      SH         SOLE            10000                     
RITE AID CORP.                    COM       767754104 17         11000      SH         SOLE            11000                     
ROCKWELL AUTOMATION, INC.         COM       773903109 470        10000      SH         SOLE            10000                     
ROCKWELL COLLINS, INC.            COM       774341101 996        18000      SH         SOLE            18000                     
ROVI CORP                         COM       779376102 1213       38077      SH         SOLE            38077                     
ROWAN COMPANIES INC.              COM       779382100 521        23000      SH         SOLE            23000                     
RRI ENERGY INC.                   COM       74971X107 68         11829      SH         SOLE            11829                     
SAFEGAURD SCIENTIFICS INC         COM NEW   786449207 19         1833       SH         SOLE            1833                      
SAFEWAY INC.                      COM NEW   786514208 106        5000       SH         SOLE            5000                      
SAGA COMMUNICATIONS INC           CL A NEW  786598300 125        10000      SH         SOLE            10000                     
SAKS INC.                         COM       79377W108 66         10000      SH         SOLE            10000                     
SALEM COMMUNICATIONS CORP.        CL A      794093104 120        20000      SH         SOLE            20000                     
SARA LEE CORP.                    COM       803111103 329        27000      SH         SOLE            27000                     
SCHOLASTIC CORP.                  COM       807066105 745        25000      SH         SOLE            25000                     
SCHULMAN (A.), INC.               COM       808194104 121        6000       SH         SOLE            6000                      
SCHWAB (CHARLES) CORP. (THE)      COM       808513105 471        25000      SH         SOLE            25000                     
SEAHAWK DRILLING INC              COM       81201R107 30         1333       SH         SOLE            1333                      
SEI INVESTMENTS CO.               COM       784117103 701        40000      SH         SOLE            40000                     
SELECTIVE INSURANCE GROUP, INC.   COM       816300107 230        14000      SH         SOLE            14000                     
SEMPRA ENERGY                     COM       816851109 560        10000      SH         SOLE            10000                     
SENSIENT TECHNOLOGIES CORP.       COM       81725T100 1052       40000      SH         SOLE            40000                     
SHAW GROUP INC (THE)              COM       820280105 288        10000      SH         SOLE            10000                     
SILICON STORAGE TECHNOLOGY, INC.  COM       827057100 38         15000      SH         SOLE            15000                     
SINCLAIR BROADCAST GROUP-A        CL A      829226109 32         8000       SH         SOLE            8000                      
SKYWORKS SOLUTIONS, INC.          COM       83088M102 90         6318       SH         SOLE            6318                      
SMITH INTERNATIONAL INC           COM       832110100 272        10000      SH         SOLE            10000                     
SOUTHERN CO.                      COM       842587107 1066       32000      SH         SOLE            32000                     
SOUTHWEST AIRLINES CO.            COM       844741108 171        15000      SH         SOLE            15000                     
SOUTHWEST GAS CORP.               COM       844895102 999        35000      SH         SOLE            35000                     
SPARTAN MOTORS INC.               COM       846819100 380        67500      SH         SOLE            67500                     
SPECTRA ENERGY CORP.              COM       847560109 453        22100      SH         SOLE            22100                     
SPEEDWAY MOTORSPORTS, INC.        COM       847788106 185        10500      SH         SOLE            10500                     
SPHERION CORP.                    COM       848420105 34         6000       SH         SOLE            6000                      
SPRINT NEXTEL CORP.               COM       852061100 915        250000     SH         SOLE            250000                    
ST. JUDE MEDICAL INC.             COM       790849103 552        15000      SH         SOLE            15000                     
STANDARD PACIFIC CORP.            COM       85375C101 75         20000      SH         SOLE            20000                     
STANDARD REGISTER CO. (THE)       COM       853887107 49         9500       SH         SOLE            9500                      
STANLEY WORKS (THE)               COM       854616109 515        10000      SH         SOLE            10000                     
STAPLES, INC.                     COM       855030102 746        30348      SH         SOLE            30348                     
SUN MICROSYSTEMS, INC.            COM NEW   866810203 117        12500      SH         SOLE            12500                     
SUNOCO, INC.                      COM       86764P109 392        15000      SH         SOLE            15000                     
SUNPOWER CORP. CL B               COM CL B  867652307 23         1097       SH         SOLE            1097                      
SUPERVALU INC.                    COM       868536103 127        10000      SH         SOLE            10000                     
SUPPORT COM INC                   COM       86858W101 106        40000      SH         SOLE            40000                     
SYMANTEC CORP                     COM       871503108 1074       60000      SH         SOLE            60000                     
SYNOPSYS INC                      COM       871607107 908        40742      SH         SOLE            40742                     
SYSCO CORP.                       COM       871829107 838        30000      SH         SOLE            30000                     
T ROWE PRICE GROUP INC.           COM       74144T108 1385       26000      SH         SOLE            26000                     
TARGET CORP.                      COM       87612E106 1209       25000      SH         SOLE            25000                     
TASTY BAKING CO.                  COM       876553306 303        45000      SH         SOLE            45000                     
TCF FINANCIAL CORP.               COM       872275102 409        30000      SH         SOLE            30000                     
TD AMERITRADE HOLDING CORP.       COM       87236Y108 291        15000      SH         SOLE            15000                     
TELLABS INC.                      COM       879664100 86         15120      SH         SOLE            15120                     
TENET HEALTHCARE CORP             COM       88033G100 108        20000      SH         SOLE            20000                     
TERADATA CORP.                    COM       88076W103 629        20000      SH         SOLE            20000                     
TEXAS INDUSTRIES, INC.            COM       882491103 350        10000      SH         SOLE            10000                     
TEXAS INSTRUMENTS INC.            COM       882508104 1564       60000      SH         SOLE            60000                     
THERMO ELECTRON CORP.             COM       883556102 715        15000      SH         SOLE            15000                     
TICKETMASTER                      COM       88633P302 80         6514       SH         SOLE            6514                      
TIDEWATER INC.                    COM       886423102 719        15000      SH         SOLE            15000                     
TIMBERLAND CO. (THE)              CL A      887100105 179        10000      SH         SOLE            10000                     
TIME WARNER CABLE INC             COM       88732J207 414        10000      SH         SOLE            10000                     
TIME WARNER INC                   COM NEW   887317303 1943       66666      SH         SOLE            66666                     
TIMKEN CO. (THE)                  COM       887389104 356        15000      SH         SOLE            15000                     
TJX COMPANIES, INC. (THE)         COM       872540109 1279       35000      SH         SOLE            35000                     
TOLLGRADE COMMUNICATIONS, INC.    COM       889542106 61         10000      SH         SOLE            10000                     
TORO CO. (THE)                    COM       891092108 836        20000      SH         SOLE            20000                     
TRANSOCEAN LTD                    REG SHS   H8817H100 828        10000      SH         SOLE            10000                     
TRAVELERS COMPANIES, INC. (THE)   COM       89417E109 1618       32443      SH         SOLE            32443                     
TREE.COM INC.                     COM       894675107 8          827        SH         SOLE            827                       
TREX COMPANY, INC.                COM       89531P105 784        40000      SH         SOLE            40000                     
TRINITY INDUSTRIES INC.           COM       896522109 262        15000      SH         SOLE            15000                     
TRIQUINT SEMICONDUCTOR, INC.      COM       89674K103 300        50000      SH         SOLE            50000                     
ULTRATECH, INC.                   COM       904034105 223        15000      SH         SOLE            15000                     
UNION PACIFIC CORP                COM       907818108 1086       17000      SH         SOLE            17000                     
UNISYS CORP                       COM NEW   909214306 96         2500       SH         SOLE            2500                      
UNIT CORP.                        COM       909218109 638        15000      SH         SOLE            15000                     
UNITED STATES STEEL CORP.         COM       912909108 717        13000      SH         SOLE            13000                     
UNITED TECHNOLOGIES CORP.         COM       913017109 2429       35000      SH         SOLE            35000                     
UNUMPROVIDENT CORP.               COM       91529Y106 547        28000      SH         SOLE            28000                     
URBAN OUTFITTERS INC              COM       917047102 875        25000      SH         SOLE            25000                     
URS CORP                          COM       903236107 445        10000      SH         SOLE            10000                     
US BANCORP                        COM NEW   902973304 1801       80000      SH         SOLE            80000                     
VALERO ENERGY CORP.               COM       91913Y100 168        10000      SH         SOLE            10000                     
VALUECLICK, INC.                  COM       92046N102 202        20000      SH         SOLE            20000                     
VERIGY LTD.                       SHS       Y93691106 36         2826       SH         SOLE            2826                      
VERIZON COMMUNICATIONS INC        COM       92343V104 2153       65000      SH         SOLE            65000                     
VIACOM INC CL B                   CL B      92553P201 892        30000      SH         SOLE            30000                     
VIASAT, INC.                      COM       92552V100 572        18000      SH         SOLE            18000                     
VICOR CORP.                       COM       925815102 149        16000      SH         SOLE            16000                     
VISHAY INTERTECHNOLOGY, INC.      COM       928298108 335        40087      SH         SOLE            40087                     
WALGREEN CO.                      COM       931422109 1689       46000      SH         SOLE            46000                     
WAL-MART STORES, INC.             COM       931142103 3742       70000      SH         SOLE            70000                     
WALT DISNEY CO. (THE)             COM       254687106 1613       50000      SH         SOLE            50000                     
WASHINGTON FEDERAL, INC.          COM       938824109 75         3896       SH         SOLE            3896                      
WATSON PHARMACEUTICALS, INC.      COM       942683103 594        15000      SH         SOLE            15000                     
WEATHERFORD INTERNATIONAL LTD.    REG       H27013103 1075       60000      SH         SOLE            60000                     
WEBMD HEALTH CORP                 COM       94770V102 199        5178       SH         SOLE            5178                      
WELLPOINT INC.                    COM       94973V107 874        15000      SH         SOLE            15000                     
WELLS FARGO & CO                  COM       949746101 2699       100000     SH         SOLE            100000                    
WERNER ENTERPRISES, INC.          COM       950755108 470        23750      SH         SOLE            23750                     
WESTERN UNION CO                  COM       959802109 754        40000      SH         SOLE            40000                     
WILLIAMS COS INC.                 COM       969457100 1054       50000      SH         SOLE            50000                     
WINDSTREAM CORP.                  COM       97381W104 282        25848      SH         SOLE            25848                     
WINNEBAGO INDUSTRIES, INC.        COM       974637100 244        20000      SH         SOLE            20000                     
WOODWARD GOVERNOR CO.             COM       980745103 644        25000      SH         SOLE            25000                     
WYNDHAM WORLDWIDE CORP.           COM       98310W108 360        17859      SH         SOLE            17859                     
XCEL ENERGY INC.                  COM       98389B100 345        16243      SH         SOLE            16243                     
XEROX CORP.                       COM       984121103 372        44000      SH         SOLE            44000                     
YAHOO! INC.                       COM       984332106 503        30000      SH         SOLE            30000                     
YUM! BRANDS, INC.                 COM       988498101 874        25000      SH         SOLE            25000                     
ZALE CORP.                        COM       988858106 27         10000      SH         SOLE            10000                     
ZIMMER HOLDINGS INC.              COM       98956P102 485        8200       SH         SOLE            8200                      
ZORAN CORP.                       COM       98975F101 189        17090      SH         SOLE            17090

Dates Referenced Herein

This ‘13F-HR’ Filing	Date	Other Filings

Filed on / Effective on:	2/5/10	None on these Dates
For Period end:	12/31/09
		List all Filings

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Filing Submission 0001483259-10-000001 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

NJ State Employees Deferred Compensation Plan – ‘13F-HR’ for 12/31/09

On: Friday, 2/5/10, at 2:18pm ET · Effective: 2/5/10 · For: 12/31/09 · Accession #: 1483259-10-1 · 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