S T A T E O F N E W J E R S E Y 4300
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
DCP EQUITY (4300) PAGE: 1
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
PURCHASE OF STOCK AND OTHER EQUITIES
PUR 12/07/10 15102010 CELGENE CORP
54759 12/10/10 424445 MERRIMAN/OTC 10,000.00 56.975 100.00 569,853.00
PUR 12/13/10 77119510 ROCHE HOLD ADR
54836 12/16/10 424467 MERRIMAN/OTC 15,000.00 36.415 150.00 546,375.00
SUBTOTAL STOCK PURCHASES: 25,000.00 1,116,228.00
250.00
TOTAL FUND PURCHASES: 25,000.00 1,116,228.00
250.00
SALES OF STOCK AND OTHER EQUITIES
SALE 12/10/10 00088630 ADC TELECOMMUNICATIONS INC.
30678 12/10/10 424428 TENDERED 9,714.00 12.750 123,853.50 -259,742.50
SALE 12/10/10 29358Q10 ENSCO INTERNATIONAL PLC 6.38
50205 12/15/10 424462 BMO CAPITAL MARKETS/EXECUTI 7,500.00 50.305 75.00 377,204.62 163,829.62
SALE 12/10/10 41387510 HARRIS CORP. 15.54
20794 12/15/10 424462 BMO CAPITAL MARKETS/EXECUTI 20,000.00 45.976 200.00 919,300.46 610,517.58
S T A T E O F N E W J E R S E Y 4300
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
DCP EQUITY (4300) -Cont. PAGE: 2
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/13/10 45884X10 INTERMUNE INC .01
50934 12/16/10 424468 LABRANCHE/0TC 23.00 14.000 .23 321.76 -23.12
SALE 12/15/10 45884X10 INTERMUNE INC .08
50934 12/20/10 424479 LABRANCHE/0TC 333.00 14.000 3.33 4,658.59 -334.71
SALE 12/10/10 77434110 ROCKWELL COLLINS, INC. 9.84
20294 12/15/10 424462 BMO CAPITAL MARKETS/EXECUTI 10,000.00 58.194 100.00 581,825.16 358,673.89
SALE 12/13/10 H8817H10 TRANSOCEAN LTD 12.41
44121 12/16/10 424468 BMO CAPITAL MARKETS/EXECUTI 10,000.00 73.421 100.00 734,093.59 129,165.82
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 57,570.00 44.26 2,741,257.68 1,002,086.58
478.56
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 57,570.00 44.26 2,741,257.68 1,002,086.58
478.56
END OF REPORT FOR: DCP EQUITY
S T A T E O F N E W J E R S E Y 4302
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
DCP SMALL CAP. (EQUITY) (4302) PAGE: 3
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 12/10/10 00088630 ADC TELECOMMUNICATIONS INC.
30680 12/10/10 424428 TENDERED 14,285.00 12.750 182,133.75 -82,457.25
SALE 12/13/10 45884X10 INTERMUNE INC .01
50933 12/16/10 424469 LABRANCHE/0TC 23.00 14.000 .23 321.76 -23.12
SALE 12/15/10 45884X10 INTERMUNE INC .08
50933 12/20/10 424480 LABRANCHE/0TC 333.00 14.000 3.33 4,658.59 -334.71
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 14,641.00 .09 187,114.10 -82,815.08
3.56
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 14,641.00 .09 187,114.10 -82,815.08
3.56
END OF REPORT FOR: DCP SMALL CAP. (EQUITY)
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) PAGE: 4
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 12/01/10 00206R10 AT&T INC
54667 12/06/10 424425 ELECTRONIC BROKERAGE SYSTEM 40,000.00 28.220 200.00 1,129,004.00
PUR 12/02/10 00206R10 AT&T INC
54667 12/07/10 424431 ELECTRONIC BROKERAGE SYSTEM 10,000.00 28.328 50.00 283,331.00
PUR 12/09/10 00206R10 AT&T INC
54667 12/14/10 424455 ELECTRONIC BROKERAGE SYSTEM 2,000.00 28.740 10.00 57,490.00
PUR 12/29/10 00206R10 AT&T INC
54667 1/03/11 424513 ELECTRONIC BROKERAGE SYSTEM 44,000.00 29.322 220.00 1,290,401.20
PUR 12/22/10 00817Y10 AETNA INC
51548 12/28/10 424501 ELECTRONIC BROKERAGE SYSTEM 1,000.00 30.170 5.00 30,175.00
PUR 12/03/10 02209S10 ALTRIA GROUP INC.
42872 12/08/10 424435 ELECTRONIC BROKERAGE SYSTEM 5,000.00 23.750 25.00 118,775.00
PUR 12/10/10 02313510 AMAZON.COM INC
54816 12/15/10 424460 MERRIMAN/OTC 4,000.00 175.66 40.00 702,697.20
PUR 12/13/10 02313510 AMAZON.COM INC
54816 12/16/10 424465 MERRIMAN/OTC 400.00 176.33 4.00 70,536.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 5
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/31/10 02313510 AMAZON.COM INC
54816 1/05/11 424521 LABRANCHE/0TC 200.00 179.97 2.00 35,996.00
PUR 12/31/10 02313510 AMAZON.COM INC
54816 1/05/11 424521 LABRANCHE/0TC 200.00 179.70 2.00 35,942.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 400.00 179.83 71,938.00
4.00
PUR 12/14/10 03116210 AMGEN INC
54861 12/17/10 424472 MERRIMAN/OTC 14,000.00 56.470 140.00 790,720.00
PUR 12/10/10 04420910 ASHLAND INC
53713 12/15/10 424460 ELECTRONIC BROKERAGE SYSTEM 1,000.00 50.830 5.00 50,835.00
PUR 12/31/10 04420910 ASHLAND INC
53713 1/05/11 424521 ELECTRONIC BROKERAGE SYSTEM 2,000.00 50.970 10.00 101,949.20
PUR 12/29/10 05548J10 BJ'S WHOLESALE CLUB INC
54979 1/03/11 424513 ELECTRONIC BROKERAGE SYSTEM 12,000.00 47.010 60.00 564,180.00
PUR 12/07/10 06050510 BANK OF AMERICA CORP
46954 12/10/10 424443 ELECTRONIC BROKERAGE SYSTEM 2,000.00 11.830 10.00 23,670.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 6
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/23/10 08467070 BERKSHIRE HATHAWAY INC-CL B
54955 12/29/10 424505 BMO CAPITAL MARKETS/EXECUTI 10,000.00 79.833 100.00 798,429.00
PUR 12/29/10 08467070 BERKSHIRE HATHAWAY INC-CL B
54955 1/03/11 424513 ELECTRONIC BROKERAGE SYSTEM 2,000.00 79.956 10.00 159,922.00
PUR 12/30/10 08467070 BERKSHIRE HATHAWAY INC-CL B
54955 1/04/11 424517 ELECTRONIC BROKERAGE SYSTEM 2,000.00 79.550 10.00 159,110.00
PUR 12/31/10 08467070 BERKSHIRE HATHAWAY INC-CL B
54955 1/05/11 424521 ELECTRONIC BROKERAGE SYSTEM 3,000.00 79.270 15.00 237,825.00
PUR 12/22/10 11012210 BRISTOL-MYERS SQUIBB CO.
37974 12/28/10 424501 ELECTRONIC BROKERAGE SYSTEM 2,000.00 26.438 10.00 52,885.00
PUR 12/23/10 13442910 CAMPBELL SOUP
54953 12/29/10 424505 ELECTRONIC BROKERAGE SYSTEM 20,000.00 34.411 100.00 688,324.00
PUR 12/16/10 14204220 CARIBOU COFFEE CO INC
51581 12/21/10 424482 BLAIR, WILLIAM & COMPANY 2,000.00 9.750 19,500.00
PUR 12/16/10 14204220 CARIBOU COFFEE CO INC
51581 12/21/10 424482 CRAIG-HALLUM CAPITAL GRP LL 1,000.00 9.750 9,750.00
PUR 12/16/10 14204220 CARIBOU COFFEE CO INC
51581 12/21/10 424482 JEFFERIES & COMPANY 5,000.00 9.750 48,750.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 7
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/16/10 14204220 CARIBOU COFFEE CO INC
51581 12/21/10 424482 ROBERT W. BAIRD & CO INC 2,000.00 9.750 19,500.00
PUR 12/17/10 14204220 CARIBOU COFFEE CO INC
51581 12/22/10 424489 ITG (CHANNEL) 2,000.00 10.026 14.00 20,066.80
PUR 12/02/10 16117M30 CHARTER COMMUNICATIONS
52659 12/07/10 424431 MERRIMAN/OTC 4,000.00 33.352 40.00 133,448.00
PUR 12/14/10 16516710 CHESAPEAKE ENERGY CORP.
41851 12/17/10 424472 ELECTRONIC BROKERAGE SYSTEM 4,000.00 22.820 20.00 91,300.00
PUR 12/20/10 16516710 CHESAPEAKE ENERGY CORP.
41851 12/23/10 424493 ELECTRONIC BROKERAGE SYSTEM 2,000.00 23.932 10.00 47,874.00
PUR 12/02/10 17243V10 CINEMARK HOLDINGS INC
50303 12/07/10 424431 ELECTRONIC BROKERAGE SYSTEM 2,000.00 18.275 10.00 36,559.00
PUR 12/06/10 17296710 CITIGROUP INC
51155 12/10/10 424447 CABRERA 76.00 4.350 330.60
PUR 12/06/10 17296710 CITIGROUP INC
51155 12/10/10 424447 EVERCORE PARTNERS 200.00 4.350 870.00
PUR 12/06/10 17296710 CITIGROUP INC
51155 12/10/10 424447 GREAT AMERICAN SECURITIES 300.00 4.350 1,305.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 8
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/06/10 17296710 CITIGROUP INC
51155 12/10/10 424447 GUZMAN & CO. 300.00 4.350 1,305.00
PUR 12/06/10 17296710 CITIGROUP INC
51155 12/10/10 424447 KAUFMAN BROS L.P. 400.00 4.350 1,740.00
PUR 12/06/10 17296710 CITIGROUP INC
51155 12/10/10 424447 LOOP CAPITAL 1,110.00 4.350 4,828.50
PUR 12/06/10 17296710 CITIGROUP INC
51155 12/10/10 424447 M RAMSEY KING SECURITIES 16.00 4.350 69.60
PUR 12/06/10 17296710 CITIGROUP INC
51155 12/10/10 424447 MERRILL LYNCH, PIERCE,FENNE 800.00 4.350 3,480.00
PUR 12/06/10 17296710 CITIGROUP INC
51155 12/10/10 424447 MORGAN STANLEY 34,800.00 4.350 151,380.00
PUR 12/06/10 17296710 CITIGROUP INC
51155 12/10/10 424447 UBS WARBURG LLC 800.00 4.350 3,480.00
PUR 12/06/10 17296710 CITIGROUP INC
51155 12/10/10 424447 VALDES AND MORENO INC 6.00 4.350 26.10
PUR 12/06/10 17296710 CITIGROUP INC
51155 12/10/10 424447 WELLS FARGO SECURITIES 800.00 4.350 3,480.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 9
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/06/10 17296710 CITIGROUP INC
51155 12/10/10 424447 WILLIAMS CAPITAL GROUP 192.00 4.350 835.20
PUR 12/06/10 17296710 CITIGROUP INC
51155 12/10/10 424449 WILLIAMS CAPITAL GROUP 5,000.00 4.350 21,750.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 5,192.00 4.350 22,585.20
PUR 12/06/10 17296710 CITIGROUP INC
51155 12/10/10 424447 WM SMITH 200.00 4.350 870.00
PUR 12/07/10 17296710 CITIGROUP INC
51155 12/10/10 424443 ELECTRONIC BROKERAGE SYSTEM 5,000.00 4.630 25.00 23,175.00
PUR 12/10/10 17296710 CITIGROUP INC
51155 12/15/10 424460 ELECTRONIC BROKERAGE SYSTEM 20,000.00 4.750 100.00 95,100.00
PUR 12/03/10 18538Q10 CLEARWIRE CORP CL-A
54702 12/08/10 424435 INSTINET (PORTAL) 23,000.00 5.720 161.00 131,721.00
PUR 12/03/10 18538Q10 CLEARWIRE CORP CL-A
54702 12/08/10 424435 ITG (CHANNEL) 60,000.00 5.867 600.00 352,608.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 10
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/14/10 18538Q10 CLEARWIRE CORP CL-A
54702 12/17/10 424472 MERRIMAN/OTC 7,000.00 5.900 70.00 41,370.00
PUR 12/21/10 18538Q10 CLEARWIRE CORP CL-A
54702 12/27/10 424497 LABRANCHE/0TC 10,000.00 5.020 100.00 50,300.00
PUR 12/10/10 20366810 COMMUNITY HEALTH SYSTEMS
54813 12/15/10 424460 ELECTRONIC BROKERAGE SYSTEM 20,000.00 30.000 100.00 600,100.00
PUR 12/13/10 20366810 COMMUNITY HEALTH SYSTEMS
54813 12/16/10 424465 ELECTRONIC BROKERAGE SYSTEM 2,000.00 34.098 10.00 68,206.60
PUR 12/13/10 20366810 COMMUNITY HEALTH SYSTEMS
54813 12/16/10 424465 ELECTRONIC BROKERAGE SYSTEM 10,000.00 35.759 50.00 357,638.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 12,000.00 35.482 425,844.60
60.00
PUR 12/14/10 20366810 COMMUNITY HEALTH SYSTEMS
54813 12/17/10 424472 ELECTRONIC BROKERAGE SYSTEM 2,000.00 34.620 10.00 69,250.00
PUR 12/30/10 25179M10 DEVON ENERGY CORPORATION
35210 1/04/11 424517 ELECTRONIC BROKERAGE SYSTEM 2,000.00 78.600 10.00 157,209.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 11
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/01/10 25470M10 DISH NETWORKS
48225 12/06/10 424425 MERRIMAN/OTC 2,000.00 18.449 20.00 36,917.00
PUR 12/03/10 25490A10 DIRECTV GROUP INC
52520 12/08/10 424435 WILLIAMS CAPITAL GROUP 6,000.00 40.552 60.00 243,372.60
PUR 12/17/10 25490A10 DIRECTV GROUP INC
52520 12/22/10 424489 ELECTRONIC BROKERAGE SYSTEM 2,000.00 39.600 10.00 79,209.60
PUR 12/06/10 26054310 DOW CHEMICAL
54734 12/09/10 424439 ELECTRONIC BROKERAGE SYSTEM 15,000.00 33.225 75.00 498,451.50
PUR 12/07/10 26054310 DOW CHEMICAL
54734 12/10/10 424443 ELECTRONIC BROKERAGE SYSTEM 2,000.00 33.967 10.00 67,944.00
PUR 12/10/10 26864810 EMC CORP MASS
54815 12/15/10 424460 BMO CAPITAL MARKETS/EXECUTI 25,000.00 22.170 250.00 554,505.00
PUR 12/29/10 26875P10 EOG RESOURCES INC
53495 1/03/11 424513 ELECTRONIC BROKERAGE SYSTEM 2,000.00 90.340 10.00 180,690.00
PUR 12/01/10 27864210 EBAY INC
53992 12/06/10 424425 MERRIMAN/OTC 4,000.00 29.200 40.00 116,840.00
PUR 12/22/10 27864210 EBAY INC
53992 12/28/10 424501 LABRANCHE/0TC 1,000.00 28.948 10.00 28,957.90
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 12
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/30/10 29268T10 ENERGY FOCUS INC
51993 1/04/11 424517 MERRIMAN/OTC 10,000.00 .941 50.00 9,464.00
PUR 12/31/10 29268T10 ENERGY FOCUS INC
51993 1/05/11 424521 LABRANCHE/0TC 10,000.00 .948 50.00 9,533.00
PUR 12/20/10 29380T10 ENTERTAINMENT PROPERTIES TR
43302 12/23/10 424493 ELECTRONIC BROKERAGE SYSTEM 2,000.00 45.846 10.00 91,702.00
PUR 12/02/10 30231G10 EXXON MOBIL CORP.
15201 12/07/10 424431 ELECTRONIC BROKERAGE SYSTEM 10,000.00 71.161 50.00 711,657.00
PUR 12/03/10 30231G10 EXXON MOBIL CORP.
15201 12/08/10 424435 ELECTRONIC BROKERAGE SYSTEM 2,000.00 71.000 10.00 142,010.00
PUR 12/06/10 30231G10 EXXON MOBIL CORP.
15201 12/09/10 424439 ELECTRONIC BROKERAGE SYSTEM 2,000.00 71.220 10.00 142,450.00
PUR 12/07/10 30231G10 EXXON MOBIL CORP.
15201 12/10/10 424443 ELECTRONIC BROKERAGE SYSTEM 2,000.00 71.943 10.00 143,896.00
PUR 12/09/10 30231G10 EXXON MOBIL CORP.
15201 12/14/10 424455 ELECTRONIC BROKERAGE SYSTEM 2,000.00 72.090 10.00 144,190.00
PUR 12/13/10 30231G10 EXXON MOBIL CORP.
15201 12/16/10 424465 ELECTRONIC BROKERAGE SYSTEM 2,000.00 72.400 10.00 144,810.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 13
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/13/10 30231G10 EXXON MOBIL CORP.
15201 12/16/10 424465 ELECTRONIC BROKERAGE SYSTEM 4,000.00 72.450 20.00 289,820.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 6,000.00 72.433 434,630.00
30.00
PUR 12/22/10 31428X10 FEDEX CORP
53829 12/28/10 424501 ELECTRONIC BROKERAGE SYSTEM 5,000.00 93.750 25.00 468,775.00
PUR 12/23/10 31428X10 FEDEX CORP
53829 12/29/10 424505 ELECTRONIC BROKERAGE SYSTEM 1,000.00 93.070 5.00 93,075.00
PUR 12/29/10 35874810 FRISCHS RESTAURANTS, INC.
48545 1/03/11 424513 ELECTRONIC BROKERAGE SYSTEM 1,000.00 22.000 5.00 22,005.00
PUR 12/28/10 3623E020 GT SOLAR INTL INC
54967 12/31/10 424509 LABRANCHE/0TC 60,000.00 8.797 600.00 528,402.00
PUR 12/29/10 3623E020 GT SOLAR INTL INC
54967 1/03/11 424513 MERRIMAN/OTC 10,000.00 8.851 100.00 88,605.00
PUR 12/01/10 38141G10 GOLDMAN SACHS GROUP INC
53240 12/06/10 424425 ELECTRONIC BROKERAGE SYSTEM 1,000.00 157.98 5.00 157,989.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 14
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/01/10 38255010 GOODYEAR TIRE & RUBBER CO
50270 12/06/10 424425 ELECTRONIC BROKERAGE SYSTEM 10,000.00 9.890 50.00 98,950.00
PUR 12/02/10 38255010 GOODYEAR TIRE & RUBBER CO
50270 12/07/10 424431 ELECTRONIC BROKERAGE SYSTEM 10,000.00 9.991 50.00 99,963.00
PUR 12/01/10 38259P50 GOOGLE INC
33645 12/06/10 424425 LABRANCHE/0TC 200.00 565.99 2.00 113,201.00
PUR 12/01/10 38259P50 GOOGLE INC
33645 12/06/10 424425 MERRIMAN/OTC 100.00 568.05 1.00 56,806.00
PUR 12/07/10 38259P50 GOOGLE INC
33645 12/10/10 424443 MERRIMAN/OTC 100.00 591.35 1.00 59,136.00
PUR 12/03/10 39312210 GREEN MOUNTAIN COFFEE
53678 12/08/10 424435 ITG (CHANNEL) 6,000.00 36.240 60.00 217,498.20
PUR 12/10/10 39312210 GREEN MOUNTAIN COFFEE
53678 12/15/10 424460 MERRIMAN/OTC 8,000.00 32.615 80.00 260,998.40
PUR 12/13/10 39312210 GREEN MOUNTAIN COFFEE
53678 12/16/10 424465 LABRANCHE/0TC 1,000.00 32.420 10.00 32,429.90
PUR 12/07/10 42270410 HECLA MINING
53677 12/10/10 424443 ELECTRONIC BROKERAGE SYSTEM 4,000.00 10.570 20.00 42,300.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 15
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/28/10 42270410 HECLA MINING
53677 12/31/10 424509 ELECTRONIC BROKERAGE SYSTEM 4,000.00 10.980 20.00 43,940.00
PUR 12/02/10 46981410 JACOBS ENGINEERING GROUP IN
54583 12/07/10 424431 ELECTRONIC BROKERAGE SYSTEM 1,000.00 39.270 5.00 39,275.00
PUR 12/10/10 47714310 JETBLUE AIRWAYS
54820 12/15/10 424460 MERRIMAN/OTC 90,000.00 6.734 900.00 606,924.00
PUR 12/14/10 47714310 JETBLUE AIRWAYS
54820 12/17/10 424472 LABRANCHE/0TC 20,000.00 6.792 200.00 136,046.00
PUR 12/15/10 47714310 JETBLUE AIRWAYS
54820 12/20/10 424477 MERRIMAN/OTC 10,000.00 6.688 100.00 66,976.00
PUR 12/02/10 48020T10 JONES GROUP INC
54054 12/07/10 424431 ELECTRONIC BROKERAGE SYSTEM 2,000.00 14.052 10.00 28,113.00
PUR 12/31/10 48517030 KANSAS CITY SOUTHERN
25663 1/05/11 424521 ELECTRONIC BROKERAGE SYSTEM 3,000.00 48.148 15.00 144,457.50
PUR 12/22/10 50240320 LTX-CREDENCE CORP
53881 12/28/10 424501 LABRANCHE/0TC 55,415.00 7.674 554.15 425,808.86
PUR 12/23/10 50240320 LTX-CREDENCE CORP
53881 12/29/10 424505 LABRANCHE/0TC 4,585.00 7.490 45.85 34,387.50
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 16
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/29/10 50240320 LTX-CREDENCE CORP
53881 1/03/11 424513 MERRIMAN/OTC 10,000.00 7.718 100.00 77,277.00
PUR 12/31/10 50240320 LTX-CREDENCE CORP
53881 1/05/11 424521 LABRANCHE/0TC 10,000.00 7.441 100.00 74,513.00
PUR 12/02/10 53814610 LIVEPERSON INC
53020 12/07/10 424431 MERRIMAN/OTC 2,000.00 9.771 20.00 19,562.00
PUR 12/20/10 55295310 MGM RESORTS INTERNATIONAL
54926 12/23/10 424493 ELECTRONIC BROKERAGE SYSTEM 44,000.00 13.870 220.00 610,500.00
PUR 12/02/10 57620610 MASSEY ENERGY
54689 12/07/10 424431 ELECTRONIC BROKERAGE SYSTEM 10,000.00 49.820 50.00 498,250.00
PUR 12/03/10 57620610 MASSEY ENERGY
54689 12/08/10 424435 ELECTRONIC BROKERAGE SYSTEM 2,000.00 50.050 10.00 100,110.00
PUR 12/14/10 57620610 MASSEY ENERGY
54689 12/17/10 424472 ELECTRONIC BROKERAGE SYSTEM 2,000.00 50.690 10.00 101,390.00
PUR 12/15/10 57620610 MASSEY ENERGY
54689 12/20/10 424477 ELECTRONIC BROKERAGE SYSTEM 1,000.00 50.570 5.00 50,575.00
PUR 12/20/10 57620610 MASSEY ENERGY
54689 12/23/10 424493 ELECTRONIC BROKERAGE SYSTEM 1,000.00 51.269 5.00 51,274.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 17
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/10/10 62937750 NRG ENERGY INC
50443 12/15/10 424460 ELECTRONIC BROKERAGE SYSTEM 20,000.00 18.930 100.00 378,700.00
PUR 12/30/10 65163910 NEWMONT MINING
54990 1/04/11 424517 ELECTRONIC BROKERAGE SYSTEM 12,000.00 61.007 60.00 732,147.60
PUR 12/21/10 65248E10 NEWS CORP - CL A
54941 12/27/10 424497 ELECTRONIC BROKERAGE SYSTEM 48,000.00 14.471 240.00 694,838.40
PUR 12/29/10 65248E10 NEWS CORP - CL A
54941 1/03/11 424513 ELECTRONIC BROKERAGE SYSTEM 2,000.00 14.580 10.00 29,169.80
PUR 12/01/10 68389X10 ORACLE CORP
46204 12/06/10 424425 LABRANCHE/0TC 1,000.00 27.530 10.00 27,539.90
PUR 12/03/10 68389X10 ORACLE CORP
46204 12/08/10 424435 ITG (CHANNEL) 1,000.00 28.125 10.00 28,135.00
PUR 12/09/10 68389X10 ORACLE CORP
46204 12/14/10 424455 MERRIMAN/OTC 2,000.00 29.150 20.00 58,319.00
PUR 12/31/10 68389X10 ORACLE CORP
46204 1/05/11 424521 LABRANCHE/0TC 2,000.00 31.210 20.00 62,440.00
PUR 12/07/10 69351T10 PPL CORP
51764 12/10/10 424443 ELECTRONIC BROKERAGE SYSTEM 2,000.00 26.077 10.00 52,163.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 18
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/20/10 74752510 QUALCOMM
54925 12/23/10 424493 LABRANCHE/0TC 16,000.00 49.386 160.00 790,339.20
PUR 12/21/10 74752510 QUALCOMM
54925 12/27/10 424497 LABRANCHE/0TC 2,000.00 49.700 20.00 99,420.00
PUR 12/31/10 74752510 QUALCOMM
54925 1/05/11 424521 LABRANCHE/0TC 2,000.00 49.222 20.00 98,463.00
PUR 12/09/10 74973W10 RTI ITNL METALS INC
54013 12/14/10 424455 ELECTRONIC BROKERAGE SYSTEM 2,000.00 27.250 10.00 54,510.00
PUR 12/01/10 75043810 RADIOSHACK CORP
51292 12/06/10 424425 ELECTRONIC BROKERAGE SYSTEM 4,000.00 18.550 20.00 74,220.00
PUR 12/02/10 75043810 RADIOSHACK CORP
51292 12/07/10 424431 ELECTRONIC BROKERAGE SYSTEM 2,000.00 18.327 10.00 36,663.00
PUR 12/22/10 75281A10 RANGE RESOURCES
54946 12/28/10 424501 ELECTRONIC BROKERAGE SYSTEM 14,000.00 44.541 70.00 623,648.20
PUR 12/23/10 75281A10 RANGE RESOURCES
54946 12/29/10 424505 ELECTRONIC BROKERAGE SYSTEM 2,000.00 44.600 10.00 89,210.00
PUR 12/28/10 75281A10 RANGE RESOURCES
54946 12/31/10 424509 ELECTRONIC BROKERAGE SYSTEM 1,000.00 44.930 5.00 44,935.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 19
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/31/10 75281A10 RANGE RESOURCES
54946 1/05/11 424521 ELECTRONIC BROKERAGE SYSTEM 1,000.00 44.930 5.00 44,935.00
PUR 12/29/10 75734R10 REDDY ICE HLDGS INC
54094 1/03/11 424513 ELECTRONIC BROKERAGE SYSTEM 10,000.00 2.750 50.00 27,550.00
PUR 12/31/10 75734R10 REDDY ICE HLDGS INC
54094 1/05/11 424521 ELECTRONIC BROKERAGE SYSTEM 10,000.00 2.775 50.00 27,798.00
PUR 12/21/10 80090720 SANMINA-SCI CORP
49559 12/27/10 424497 LABRANCHE/0TC 4,000.00 11.340 40.00 45,400.00
PUR 12/29/10 80090720 SANMINA-SCI CORP
49559 1/03/11 424513 MERRIMAN/OTC 8,000.00 11.510 80.00 92,160.00
PUR 12/30/10 80090720 SANMINA-SCI CORP
49559 1/04/11 424517 MERRIMAN/OTC 4,000.00 11.497 40.00 46,027.20
PUR 12/31/10 80090720 SANMINA-SCI CORP
49559 1/05/11 424521 LABRANCHE/0TC 2,000.00 11.559 20.00 23,137.20
PUR 12/20/10 80908T10 SCIQUEST INC.
54134 12/23/10 424493 ELECTRONIC BROKERAGE SYSTEM 5,000.00 12.173 25.00 60,890.00
PUR 12/21/10 80908T10 SCIQUEST INC.
54134 12/27/10 424497 ELECTRONIC BROKERAGE SYSTEM 2,000.00 12.378 10.00 24,765.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 20
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/22/10 80908T10 SCIQUEST INC.
54134 12/28/10 424501 ELECTRONIC BROKERAGE SYSTEM 2,000.00 12.493 10.00 24,995.60
PUR 12/31/10 82922610 SINCLAIR BROADCAST GROUP-A
54993 1/05/11 424521 LABRANCHE/0TC 40,000.00 8.360 400.00 334,800.00
PUR 12/21/10 83056610 SKECHERS USA INC CL A
53379 12/27/10 424497 ELECTRONIC BROKERAGE SYSTEM 2,000.00 19.746 10.00 39,502.00
PUR 12/22/10 83056610 SKECHERS USA INC CL A
53379 12/28/10 424501 ELECTRONIC BROKERAGE SYSTEM 2,000.00 19.529 10.00 39,068.00
PUR 12/29/10 83056610 SKECHERS USA INC CL A
53379 1/03/11 424513 ELECTRONIC BROKERAGE SYSTEM 2,000.00 19.850 10.00 39,710.00
PUR 12/30/10 83056610 SKECHERS USA INC CL A
53379 1/04/11 424517 ELECTRONIC BROKERAGE SYSTEM 6,000.00 20.108 30.00 120,675.00
PUR 12/31/10 83056610 SKECHERS USA INC CL A
53379 1/05/11 424521 ELECTRONIC BROKERAGE SYSTEM 2,000.00 19.950 10.00 39,910.00
PUR 12/13/10 85206110 SPRINT NEXTEL CORP
54837 12/16/10 424465 ELECTRONIC BROKERAGE SYSTEM 120,000.00 4.340 600.00 521,400.00
PUR 12/20/10 85206110 SPRINT NEXTEL CORP
54837 12/23/10 424493 ELECTRONIC BROKERAGE SYSTEM 20,000.00 4.200 100.00 84,100.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 21
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/31/10 87655330 TASTY BAKING CO.
38737 1/05/11 424521 LABRANCHE/0TC 1,000.00 6.391 10.00 6,400.70
PUR 12/01/10 88355610 THERMO ELECTRON
54666 12/06/10 424425 ELECTRONIC BROKERAGE SYSTEM 11,000.00 51.700 55.00 568,755.00
PUR 12/02/10 88355610 THERMO ELECTRON
54666 12/07/10 424431 ELECTRONIC BROKERAGE SYSTEM 2,000.00 51.802 10.00 103,614.00
PUR 12/07/10 88947810 TOLL BROTHERS INC
54089 12/10/10 424443 ELECTRONIC BROKERAGE SYSTEM 2,000.00 19.151 10.00 38,311.00
PUR 12/10/10 90297330 US BANCORP
54818 12/15/10 424460 ELECTRONIC BROKERAGE SYSTEM 25,000.00 26.101 125.00 652,647.50
PUR 12/22/10 90297330 US BANCORP
54818 12/28/10 424501 ELECTRONIC BROKERAGE SYSTEM 5,000.00 26.620 25.00 133,125.00
PUR 12/23/10 90297330 US BANCORP
54818 12/29/10 424505 ELECTRONIC BROKERAGE SYSTEM 1,000.00 26.950 5.00 26,955.00
PUR 12/03/10 90333E10 USEC INC
50642 12/08/10 424435 WILLIAMS CAPITAL GROUP 10,000.00 5.920 100.00 59,299.00
PUR 12/06/10 90333E10 USEC INC
50642 12/09/10 424439 ELECTRONIC BROKERAGE SYSTEM 10,000.00 5.970 50.00 59,750.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 22
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/20/10 90333E10 USEC INC
50642 12/23/10 424493 ELECTRONIC BROKERAGE SYSTEM 5,000.00 5.780 25.00 28,925.00
PUR 12/29/10 90333E10 USEC INC
50642 1/03/11 424513 ELECTRONIC BROKERAGE SYSTEM 5,000.00 5.970 25.00 29,875.00
PUR 12/30/10 90333E10 USEC INC
50642 1/04/11 424517 ELECTRONIC BROKERAGE SYSTEM 10,000.00 5.965 50.00 59,699.00
PUR 12/07/10 90341W10 US AIRWAYS GROUP INC
54758 12/10/10 424443 ELECTRONIC BROKERAGE SYSTEM 40,000.00 10.848 200.00 434,104.00
PUR 12/08/10 90341W10 US AIRWAYS GROUP INC
54758 12/13/10 424451 ELECTRONIC BROKERAGE SYSTEM 10,000.00 10.504 50.00 105,089.00
PUR 12/14/10 90341W10 US AIRWAYS GROUP INC
54758 12/17/10 424472 ELECTRONIC BROKERAGE SYSTEM 20,000.00 10.666 100.00 213,410.00
PUR 12/20/10 90341W10 US AIRWAYS GROUP INC
54758 12/23/10 424493 ELECTRONIC BROKERAGE SYSTEM 10,000.00 10.149 50.00 101,541.00
PUR 12/29/10 90341W10 US AIRWAYS GROUP INC
54758 1/03/11 424513 ELECTRONIC BROKERAGE SYSTEM 10,000.00 9.940 50.00 99,450.00
PUR 12/29/10 91126810 UNITED ONLINE INC
44273 1/03/11 424513 MERRIMAN/OTC 4,000.00 6.715 40.00 26,900.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 23
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/30/10 91126810 UNITED ONLINE INC
44273 1/04/11 424517 MERRIMAN/OTC 4,000.00 6.751 40.00 27,042.00
PUR 12/31/10 91126810 UNITED ONLINE INC
44273 1/05/11 424521 LABRANCHE/0TC 4,000.00 6.792 40.00 27,209.60
PUR 12/31/10 91126810 UNITED ONLINE INC
44273 1/05/11 424521 LABRANCHE/0TC 4,000.00 6.740 40.00 26,999.20
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 8,000.00 6.766 54,208.80
80.00
PUR 12/10/10 91324T20 UNITEK GLOBAL SERVICES INC
54335 12/15/10 424460 MERRIMAN/OTC 2,000.00 4.609 20.00 9,238.20
PUR 12/07/10 92535G20 VERTRO INC
54110 12/10/10 424443 MERRIMAN/OTC 5,000.00 5.323 50.00 26,666.00
PUR 12/29/10 92535G20 VERTRO INC
54110 1/03/11 424513 MERRIMAN/OTC 5,000.00 4.938 50.00 24,742.00
PUR 12/30/10 92535G20 VERTRO INC
54110 1/04/11 424517 MERRIMAN/OTC 5,000.00 4.840 50.00 24,251.50
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 24
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/31/10 92535G20 VERTRO INC
54110 1/05/11 424521 LABRANCHE/0TC 5,000.00 4.844 50.00 24,270.00
PUR 12/17/10 92826C83 VISA INC CL A
49000 12/22/10 424489 ELECTRONIC BROKERAGE SYSTEM 3,000.00 66.587 15.00 199,776.90
PUR 12/20/10 92826C83 VISA INC CL A
49000 12/23/10 424493 ELECTRONIC BROKERAGE SYSTEM 1,000.00 67.350 5.00 67,355.00
PUR 12/21/10 92826C83 VISA INC CL A
49000 12/27/10 424497 ELECTRONIC BROKERAGE SYSTEM 1,000.00 68.100 5.00 68,105.00
PUR 12/21/10 92826C83 VISA INC CL A
49000 12/27/10 424497 ELECTRONIC BROKERAGE SYSTEM 1,000.00 68.650 5.00 68,655.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000.00 68.375 136,760.00
10.00
PUR 12/31/10 93114210 WAL-MART STORES, INC.
40141 1/05/11 424521 ELECTRONIC BROKERAGE SYSTEM 1,000.00 53.980 5.00 53,985.00
PUR 12/23/10 93439040 WARNACO GROUP INC
54954 12/29/10 424505 ELECTRONIC BROKERAGE SYSTEM 10,000.00 55.994 50.00 559,991.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 25
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/30/10 93439040 WARNACO GROUP INC
54954 1/04/11 424517 ELECTRONIC BROKERAGE SYSTEM 5,000.00 54.601 25.00 273,030.50
PUR 12/15/10 94974610 WELLS FARGO & CO
46540 12/20/10 424477 ELECTRONIC BROKERAGE SYSTEM 4,000.00 29.917 20.00 119,688.00
PUR 12/06/10 96181530 WESTWOOD ONE INC
51695 12/09/10 424439 MERRIMAN/OTC 1,000.00 9.084 10.00 9,093.90
PUR 12/07/10 96181530 WESTWOOD ONE INC
51695 12/10/10 424443 MERRIMAN/OTC 1,000.00 9.380 10.00 9,390.00
PUR 12/08/10 96181530 WESTWOOD ONE INC
51695 12/13/10 424451 ITG (CHANNEL) 1,000.00 9.039 10.00 9,049.40
PUR 12/09/10 96181530 WESTWOOD ONE INC
51695 12/14/10 424455 MERRIMAN/OTC 1,000.00 9.174 10.00 9,183.50
PUR 12/10/10 96181530 WESTWOOD ONE INC
51695 12/15/10 424460 MERRIMAN/OTC 1,000.00 9.194 10.00 9,204.20
PUR 12/13/10 96181530 WESTWOOD ONE INC
51695 12/16/10 424465 MERRIMAN/OTC 1,000.00 9.506 10.00 9,516.30
PUR 12/14/10 96181530 WESTWOOD ONE INC
51695 12/17/10 424472 LABRANCHE/0TC 1,000.00 9.473 10.00 9,483.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 26
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/15/10 96181530 WESTWOOD ONE INC
51695 12/20/10 424477 MERRIMAN/OTC 1,000.00 9.732 10.00 9,742.10
PUR 12/29/10 96181530 WESTWOOD ONE INC
51695 1/03/11 424513 MERRIMAN/OTC 1,000.00 9.552 10.00 9,562.20
PUR 12/30/10 96181530 WESTWOOD ONE INC
51695 1/04/11 424517 MERRIMAN/OTC 1,000.00 9.346 10.00 9,356.10
PUR 12/31/10 96181530 WESTWOOD ONE INC
51695 1/05/11 424521 LABRANCHE/0TC 1,000.00 9.975 10.00 9,984.90
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 1,530,200.00 29,101,408.76
10,322.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 1,530,200.00 29,101,408.76
10,322.00
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 12/17/10 00206R10 AT&T INC 2.94
54667 12/22/10 424490 ELECTRONIC BROKERAGE SYSTEM 6,000.00 28.990 30.00 173,907.06 4,311.87
SALE 12/20/10 00206R10 AT&T INC .99
54667 12/23/10 424494 ELECTRONIC BROKERAGE SYSTEM 2,000.00 29.273 10.00 58,535.01 2,003.28
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 27
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/01/10 02406110 AMERICAN AXLE .38
54136 12/06/10 424426 ELECTRONIC BROKERAGE SYSTEM 2,000.00 10.956 10.00 21,900.62 3,209.79
SALE 12/07/10 02406110 AMERICAN AXLE .41
54136 12/10/10 424444 ELECTRONIC BROKERAGE SYSTEM 2,000.00 11.980 10.00 23,949.59 5,258.76
SALE 12/13/10 02406110 AMERICAN AXLE .43
54136 12/16/10 424466 ELECTRONIC BROKERAGE SYSTEM 2,000.00 12.490 10.00 24,969.57 6,278.74
SALE 12/14/10 02406110 AMERICAN AXLE .43
54136 12/17/10 424473 ELECTRONIC BROKERAGE SYSTEM 2,000.00 12.460 10.00 24,909.57 6,218.74
SALE 12/21/10 02406110 AMERICAN AXLE .45
54136 12/27/10 424498 ELECTRONIC BROKERAGE SYSTEM 2,000.00 13.290 10.00 26,569.55 7,878.72
SALE 12/22/10 02406110 AMERICAN AXLE .45
54136 12/28/10 424502 ELECTRONIC BROKERAGE SYSTEM 2,000.00 13.300 10.00 26,589.55 7,898.72
SALE 12/01/10 02581610 AMERICAN EXPRESS CO 1.49
51889 12/06/10 424426 ELECTRONIC BROKERAGE SYSTEM 2,000.00 43.886 10.00 87,760.51 7,632.36
SALE 12/21/10 03783310 APPLE INC 5.46
36208 12/27/10 424498 LABRANCHE/0TC 1,000.00 323.09 10.00 323,074.54 136,477.10
SALE 12/23/10 03783310 APPLE INC 5.48
36208 12/29/10 424506 MERRIMAN/OTC 1,000.00 323.77 10.00 323,761.62 137,164.18
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 28
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/23/10 03783310 APPLE INC 5.50
36208 12/29/10 424506 MERRIMAN/OTC 1,000.00 325.00 10.00 324,988.80 138,391.36
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000.00 324.39 10.98 648,750.42 275,555.54
20.00
SALE 12/30/10 03783310 APPLE INC 2.74
36208 1/04/11 424518 MERRIMAN/OTC 500.00 324.15 5.00 162,068.46 68,769.74
SALE 12/10/10 06050510 BANK OF AMERICA CORP .43
46954 12/15/10 424461 ELECTRONIC BROKERAGE SYSTEM 2,000.00 12.650 10.00 25,289.57 -884.55
SALE 12/10/10 08578910 BERRY PETROLEUM CO 1.39
42924 12/15/10 424461 ELECTRONIC BROKERAGE SYSTEM 2,000.00 41.040 10.00 82,068.61 32,959.91
SALE 12/14/10 08578910 BERRY PETROLEUM CO 1.44
42924 12/17/10 424473 ELECTRONIC BROKERAGE SYSTEM 2,000.00 42.400 10.00 84,788.56 35,679.86
SALE 12/29/10 08578910 BERRY PETROLEUM CO .74
42924 1/03/11 424514 ELECTRONIC BROKERAGE SYSTEM 1,000.00 43.408 5.00 43,402.06 18,847.71
SALE 12/07/10 09534T50 BLUE COAT SYSTEMS 1.00
53508 12/10/10 424444 MERRIMAN/OTC 2,000.00 29.330 20.00 58,639.00 8,747.89
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 29
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/13/10 09534T50 BLUE COAT SYSTEMS .50
53508 12/16/10 424466 MERRIMAN/OTC 1,000.00 29.440 10.00 29,429.50 4,483.94
SALE 12/31/10 09534T50 BLUE COAT SYSTEMS 3.57
53508 1/05/11 424522 LABRANCHE/0TC 7,000.00 30.177 70.00 211,164.73 36,545.84
SALE 12/01/10 12526910 CF INDUSTRIES HOLDINGS INC 4.18
53186 12/06/10 424426 ELECTRONIC BROKERAGE SYSTEM 2,000.00 123.51 10.00 247,008.42 53,898.40
SALE 12/02/10 12591930 CPI AEROSTRUCTURES INC .45
51344 12/07/10 424432 ELECTRONIC BROKERAGE SYSTEM 2,000.00 13.281 10.00 26,550.55 9,628.00
SALE 12/10/10 12665010 CVS CAREMARK CORP 1.14
53830 12/15/10 424461 ELECTRONIC BROKERAGE SYSTEM 2,000.00 33.630 10.00 67,248.86 5,159.86
SALE 12/14/10 12665010 CVS CAREMARK CORP 10.33
53830 12/17/10 424473 ELECTRONIC BROKERAGE SYSTEM 18,000.00 33.933 90.00 610,690.07 51,889.07
SALE 12/15/10 13342B10 CAMERON INTERNATIONAL CORP 5.00
52885 12/20/10 424478 ELECTRONIC BROKERAGE SYSTEM 6,000.00 49.274 30.00 295,607.20 53,684.32
SALE 12/17/10 13342B10 CAMERON INTERNATIONAL CORP 1.68
52885 12/22/10 424490 ELECTRONIC BROKERAGE SYSTEM 2,000.00 49.521 10.00 99,029.32 18,388.36
SALE 12/21/10 13342B10 CAMERON INTERNATIONAL CORP 1.72
52885 12/27/10 424498 ELECTRONIC BROKERAGE SYSTEM 2,000.00 50.780 10.00 101,548.28 20,907.32
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 30
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/23/10 13342B10 CAMERON INTERNATIONAL CORP 1.69
52885 12/29/10 424506 ELECTRONIC BROKERAGE SYSTEM 2,000.00 49.974 10.00 99,936.31 19,295.35
SALE 12/28/10 13342B10 CAMERON INTERNATIONAL CORP 3.38
52885 12/31/10 424510 ELECTRONIC BROKERAGE SYSTEM 4,000.00 49.860 20.00 199,416.62 38,134.70
SALE 12/29/10 13342B10 CAMERON INTERNATIONAL CORP 3.36
52885 1/03/11 424514 ELECTRONIC BROKERAGE SYSTEM 4,000.00 49.562 20.00 198,224.24 36,942.32
SALE 12/09/10 14204220 CARIBOU COFFEE CO INC .37
51581 12/14/10 424456 MERRIMAN/OTC 2,000.00 10.870 20.00 21,719.63 6,161.41
SALE 12/21/10 16117M30 CHARTER COMMUNICATIONS .65
52659 12/27/10 424498 LABRANCHE/0TC 1,000.00 38.185 10.00 38,174.45 2,897.96
SALE 12/29/10 16117M30 CHARTER COMMUNICATIONS .65
52659 1/03/11 424514 MERRIMAN/OTC 1,000.00 38.109 10.00 38,098.05 2,821.56
SALE 12/31/10 16117M30 CHARTER COMMUNICATIONS .65
52659 1/05/11 424522 LABRANCHE/0TC 1,000.00 38.200 10.00 38,189.35 2,912.86
SALE 12/13/10 16282510 CHECKPOINT SYSTEMS INC 1.06
52761 12/16/10 424466 ELECTRONIC BROKERAGE SYSTEM 3,000.00 20.790 15.00 62,353.94 6,245.00
SALE 12/21/10 16282510 CHECKPOINT SYSTEMS INC 4.23
52761 12/27/10 424498 ELECTRONIC BROKERAGE SYSTEM 12,000.00 20.819 60.00 249,761.37 25,325.62
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 31
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/22/10 16282510 CHECKPOINT SYSTEMS INC 4.22
52761 12/28/10 424502 ELECTRONIC BROKERAGE SYSTEM 12,000.00 20.796 60.00 249,488.98 25,053.23
SALE 12/29/10 16516710 CHESAPEAKE ENERGY CORP. .88
41851 1/03/11 424514 ELECTRONIC BROKERAGE SYSTEM 2,000.00 25.931 10.00 51,850.12 4,373.34
SALE 12/28/10 17243V10 CINEMARK HOLDINGS INC .60
50303 12/31/10 424510 ELECTRONIC BROKERAGE SYSTEM 2,000.00 17.500 10.00 34,989.40 3,067.18
SALE 12/30/10 18683K10 CLIFFS NATURAL RESOURCES 11.88
51098 1/04/11 424518 ELECTRONIC BROKERAGE SYSTEM 9,000.00 78.052 45.00 702,414.72 141,495.62
SALE 12/10/10 20366810 COMMUNITY HEALTH SYSTEMS 6.31
54813 12/15/10 424461 ELECTRONIC BROKERAGE SYSTEM 10,000.00 37.330 50.00 373,243.69 73,193.69
SALE 12/22/10 21037110 CONSTELLATION ENERGY GROUP 2.04
53381 12/28/10 424502 ELECTRONIC BROKERAGE SYSTEM 4,000.00 30.050 20.00 120,177.96 -2,672.19
SALE 12/29/10 21037110 CONSTELLATION ENERGY GROUP 1.06
53381 1/03/11 424514 ELECTRONIC BROKERAGE SYSTEM 2,000.00 31.244 10.00 62,477.54 1,052.46
SALE 12/13/10 24522P10 DEL MONTE FOODS 3.18
54487 12/16/10 424466 ELECTRONIC BROKERAGE SYSTEM 10,000.00 18.800 50.00 187,946.82 14,429.92
SALE 12/23/10 24522P10 DEL MONTE FOODS 6.34
54487 12/29/10 424506 ELECTRONIC BROKERAGE SYSTEM 20,000.00 18.750 100.00 374,893.66 27,859.85
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 32
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/29/10 24522P10 DEL MONTE FOODS 3.81
54487 1/03/11 424514 ELECTRONIC BROKERAGE SYSTEM 12,000.00 18.780 60.00 225,296.19 17,075.90
SALE 12/31/10 26864810 EMC CORP MASS 1.55
54815 1/05/11 424522 ELECTRONIC BROKERAGE SYSTEM 4,000.00 22.900 20.00 91,578.45 2,857.65
SALE 12/10/10 27864210 EBAY INC .52
53992 12/15/10 424461 MERRIMAN/OTC 1,000.00 30.690 10.00 30,679.48 2,504.69
SALE 12/15/10 29100P10 EMERGENCY MEDICAL SVCS CO 1.07
51781 12/20/10 424478 ELECTRONIC BROKERAGE SYSTEM 1,000.00 63.131 5.00 63,124.93 11,324.79
SALE 12/22/10 29100P10 EMERGENCY MEDICAL SVCS CO 5.41
51781 12/28/10 424502 ELECTRONIC BROKERAGE SYSTEM 5,000.00 64.004 25.00 319,991.59 60,990.87
SALE 12/29/10 29100P10 EMERGENCY MEDICAL SVCS CO 4.38
51781 1/03/11 424514 ELECTRONIC BROKERAGE SYSTEM 4,000.00 64.677 20.00 258,684.42 51,483.85
SALE 12/01/10 29362U10 ENTERGRIS INC 1.17
49651 12/06/10 424426 MERRIMAN/OTC 10,000.00 6.914 100.00 69,035.83 25,470.44
SALE 12/02/10 29362U10 ENTERGRIS INC 1.17
49651 12/07/10 424432 MERRIMAN/OTC 10,000.00 6.867 100.00 68,569.83 25,004.44
SALE 12/14/10 29362U10 ENTERGRIS INC 2.50
49651 12/17/10 424473 LABRANCHE/0TC 20,000.00 7.388 200.00 147,549.50 60,418.73
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 33
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/10/10 29363910 ENTERCOM COMMUNICATIONS COR .34
37233 12/15/10 424461 ELECTRONIC BROKERAGE SYSTEM 2,000.00 9.770 10.00 19,529.66 7,959.51
SALE 12/20/10 29363910 ENTERCOM COMMUNICATIONS COR .38
37233 12/23/10 424494 ELECTRONIC BROKERAGE SYSTEM 2,000.00 11.101 10.00 22,192.42 10,622.27
SALE 12/22/10 29363910 ENTERCOM COMMUNICATIONS COR .39
37233 12/28/10 424502 ELECTRONIC BROKERAGE SYSTEM 2,000.00 11.460 10.00 22,909.61 11,339.46
SALE 12/29/10 29363910 ENTERCOM COMMUNICATIONS COR .40
37233 1/03/11 424514 ELECTRONIC BROKERAGE SYSTEM 2,000.00 11.630 10.00 23,249.60 11,679.46
SALE 12/10/10 29384R10 ENTROPIC COMMUNICATIONS INC 2.01
51126 12/15/10 424461 MERRIMAN/OTC 10,000.00 11.857 100.00 118,466.99 64,099.21
SALE 12/10/10 29384R10 ENTROPIC COMMUNICATIONS INC 1.95
51126 12/15/10 424461 MERRIMAN/OTC 10,000.00 11.523 100.00 115,132.05 60,764.27
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 11.690 3.96 233,599.04 124,863.48
200.00
SALE 12/14/10 29384R10 ENTROPIC COMMUNICATIONS INC 1.92
51126 12/17/10 424473 LABRANCHE/0TC 10,000.00 11.366 100.00 113,562.08 59,194.30
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 34
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/01/10 31428X10 FEDEX CORP 3.19
53829 12/06/10 424426 ELECTRONIC BROKERAGE SYSTEM 2,000.00 94.128 10.00 188,241.81 11,616.98
SALE 12/07/10 31428X10 FEDEX CORP 3.18
53829 12/10/10 424444 ELECTRONIC BROKERAGE SYSTEM 2,000.00 93.994 10.00 187,974.42 11,349.59
SALE 12/07/10 35671D85 FREEPORT-MCMORAN COPPER-B 1.91
54159 12/10/10 424444 ELECTRONIC BROKERAGE SYSTEM 1,000.00 112.63 5.00 112,628.09 9,536.44
SALE 12/14/10 35671D85 FREEPORT-MCMORAN COPPER-B 1.97
54159 12/17/10 424473 ELECTRONIC BROKERAGE SYSTEM 1,000.00 115.99 5.00 115,983.03 12,891.38
SALE 12/07/10 38141G10 GOLDMAN SACHS GROUP INC 2.78
53240 12/10/10 424444 ELECTRONIC BROKERAGE SYSTEM 1,000.00 164.18 5.00 164,173.22 19,760.53
SALE 12/20/10 38255010 GOODYEAR TIRE & RUBBER CO 1.00
50270 12/23/10 424494 ELECTRONIC BROKERAGE SYSTEM 5,000.00 11.723 25.00 58,590.00 -6,532.36
SALE 12/22/10 38255010 GOODYEAR TIRE & RUBBER CO .61
50270 12/28/10 424502 ELECTRONIC BROKERAGE SYSTEM 3,000.00 11.871 15.00 35,597.99 -3,475.42
SALE 12/07/10 39312210 GREEN MOUNTAIN COFFEE 1.28
53678 12/10/10 424444 MERRIMAN/OTC 2,000.00 37.720 20.00 75,418.72 10,033.18
SALE 12/01/10 41987910 HAWAIIAN HOLDINGS INC 1.37
51550 12/06/10 424426 ELECTRONIC BROKERAGE SYSTEM 10,000.00 8.054 50.00 80,484.63 9,565.30
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 35
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/14/10 41987910 HAWAIIAN HOLDINGS INC 1.44
51550 12/17/10 424473 ELECTRONIC BROKERAGE SYSTEM 10,000.00 8.497 50.00 84,919.56 14,000.22
SALE 12/20/10 41987910 HAWAIIAN HOLDINGS INC 1.35
51550 12/23/10 424494 ELECTRONIC BROKERAGE SYSTEM 10,000.00 7.946 50.00 79,406.65 8,487.32
SALE 12/22/10 41987910 HAWAIIAN HOLDINGS INC 1.38
51550 12/28/10 424502 ELECTRONIC BROKERAGE SYSTEM 10,000.00 8.068 50.00 80,632.62 9,713.28
SALE 12/02/10 42270410 HECLA MINING 1.65
53677 12/07/10 424432 ELECTRONIC BROKERAGE SYSTEM 10,000.00 9.760 50.00 97,548.35 33,493.85
SALE 12/06/10 42270410 HECLA MINING .74
53677 12/09/10 424440 ELECTRONIC BROKERAGE SYSTEM 4,000.00 10.890 20.00 43,539.26 17,917.46
SALE 12/01/10 42805T10 HERTZ GLOBAL HOLDINGS INC 1.08
52039 12/06/10 424426 ELECTRONIC BROKERAGE SYSTEM 5,000.00 12.690 25.00 63,423.92 11,824.95
SALE 12/02/10 42805T10 HERTZ GLOBAL HOLDINGS INC 1.08
52039 12/07/10 424432 ELECTRONIC BROKERAGE SYSTEM 5,000.00 12.780 25.00 63,871.92 12,272.94
SALE 12/10/10 42805T10 HERTZ GLOBAL HOLDINGS INC 2.33
52039 12/15/10 424461 ELECTRONIC BROKERAGE SYSTEM 10,000.00 13.780 50.00 137,747.67 34,549.72
SALE 12/13/10 45091110 ITT CORP .85
53623 12/16/10 424466 ELECTRONIC BROKERAGE SYSTEM 1,000.00 49.750 5.00 49,744.15 2,500.16
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 36
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/28/10 45091110 ITT CORP 1.77
53623 12/31/10 424510 ELECTRONIC BROKERAGE SYSTEM 2,000.00 52.260 10.00 104,508.23 10,020.25
SALE 12/10/10 46428777 ISHARES DJ FINANCIAL 19.27
54328 12/15/10 424461 ELECTRONIC BROKERAGE SYSTEM 20,000.00 57.002 100.00 1,139,910.73 47,910.73
SALE 12/02/10 46603210 J&J SNACK FOODS CORP 11.09
53201 12/07/10 424432 MERRIMAN/OTC 14,000.00 46.832 140.00 655,495.51 126,171.77
SALE 12/31/10 46625H10 JP MORGAN CHASE & CO 1.43
28084 1/05/11 424522 ELECTRONIC BROKERAGE SYSTEM 2,000.00 42.100 10.00 84,188.57 16,582.23
SALE 12/01/10 47836610 JOHNSON CONTROL 5.76
52249 12/06/10 424426 ELECTRONIC BROKERAGE SYSTEM 9,000.00 37.813 45.00 340,264.44 98,731.44
SALE 12/10/10 48020T10 JONES GROUP INC 2.09
54054 12/15/10 424461 ELECTRONIC BROKERAGE SYSTEM 8,000.00 15.440 40.00 123,477.91 3,569.08
SALE 12/13/10 48020T10 JONES GROUP INC 1.33
54054 12/16/10 424466 ELECTRONIC BROKERAGE SYSTEM 5,000.00 15.650 25.00 78,222.67 3,279.65
SALE 12/14/10 48020T10 JONES GROUP INC 1.32
54054 12/17/10 424473 ELECTRONIC BROKERAGE SYSTEM 5,000.00 15.610 25.00 78,023.68 3,080.66
SALE 12/20/10 48020T10 JONES GROUP INC 2.68
54054 12/23/10 424494 ELECTRONIC BROKERAGE SYSTEM 10,000.00 15.828 50.00 158,227.32 8,341.28
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 37
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/22/10 48020T10 JONES GROUP INC 1.35
54054 12/28/10 424502 ELECTRONIC BROKERAGE SYSTEM 5,000.00 15.931 25.00 79,630.65 4,687.63
SALE 12/23/10 48020T10 JONES GROUP INC 3.93
54054 12/29/10 424506 ELECTRONIC BROKERAGE SYSTEM 15,000.00 15.469 75.00 231,960.57 7,131.50
SALE 12/02/10 48247020 KIT DIGITAL INC .48
47968 12/07/10 424432 MERRIMAN/OTC 2,000.00 14.004 20.00 27,986.72 13,278.78
SALE 12/13/10 48247020 KIT DIGITAL INC .52
47968 12/16/10 424466 MERRIMAN/OTC 2,000.00 15.191 20.00 30,360.48 15,652.54
SALE 12/20/10 48247020 KIT DIGITAL INC .53
47968 12/23/10 424494 LABRANCHE/0TC 2,000.00 15.673 20.00 31,324.47 16,616.53
SALE 12/22/10 48247020 KIT DIGITAL INC .56
47968 12/28/10 424502 ITG (CHANNEL) 2,000.00 16.524 14.00 33,034.04 18,326.10
SALE 12/13/10 48517030 KANSAS CITY SOUTHERN .84
25663 12/16/10 424466 ELECTRONIC BROKERAGE SYSTEM 1,000.00 49.350 5.00 49,344.16 24,779.80
SALE 12/02/10 50101410 KRISPY KREME DOUGHNUTS 2.26
54651 12/07/10 424432 ELECTRONIC BROKERAGE SYSTEM 20,000.00 6.662 100.00 133,143.74 14,169.74
SALE 12/06/10 50101410 KRISPY KREME DOUGHNUTS 2.49
54651 12/09/10 424440 ELECTRONIC BROKERAGE SYSTEM 20,000.00 7.348 100.00 146,853.51 27,879.51
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 38
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/02/10 50207910 LMI AEROSPACE INC .57
53470 12/07/10 424432 MERRIMAN/OTC 2,000.00 16.636 20.00 33,251.43 3,144.07
SALE 12/07/10 50207910 LMI AEROSPACE INC .14
53470 12/10/10 424444 ITG (CHANNEL) 500.00 16.383 5.00 8,186.36 659.52
SALE 12/07/10 50207910 LMI AEROSPACE INC .43
53470 12/10/10 424444 MERRIMAN/OTC 1,500.00 16.786 15.00 25,163.87 2,583.35
SALE 12/20/10 50207910 LMI AEROSPACE INC .54
53470 12/23/10 424494 LABRANCHE/0TC 2,000.00 15.885 20.00 31,749.26 1,641.89
SALE 12/22/10 50207910 LMI AEROSPACE INC .54
53470 12/28/10 424502 LABRANCHE/0TC 2,000.00 16.044 20.00 32,066.46 1,959.09
SALE 12/29/10 50207910 LMI AEROSPACE INC .54
53470 1/03/11 424514 MERRIMAN/OTC 2,000.00 15.778 20.00 31,534.86 1,427.50
SALE 12/10/10 53418710 LINCOLN NATIONAL CORP .95
54416 12/15/10 424461 ELECTRONIC BROKERAGE SYSTEM 2,000.00 27.820 10.00 55,629.05 7,632.72
SALE 12/20/10 53418710 LINCOLN NATIONAL CORP .49
54416 12/23/10 424494 ELECTRONIC BROKERAGE SYSTEM 1,000.00 28.408 5.00 28,402.51 4,404.34
SALE 12/21/10 53591920 LIONS GATE ENTERTAINMENT CO 1.13
52709 12/27/10 424498 ELECTRONIC BROKERAGE SYSTEM 10,000.00 6.666 50.00 66,611.87 -1,537.74
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 39
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/21/10 53814610 LIVEPERSON INC .40
53020 12/27/10 424498 LABRANCHE/0TC 2,000.00 11.770 20.00 23,519.60 8,784.15
SALE 12/31/10 55295310 MGM RESORTS INTERNATIONAL 11.03
54926 1/05/11 424522 ELECTRONIC BROKERAGE SYSTEM 44,000.00 14.827 220.00 652,170.17 41,670.17
SALE 12/20/10 58505510 MEDTRONIC 13.69
54584 12/23/10 424494 ELECTRONIC BROKERAGE SYSTEM 21,000.00 38.547 105.00 809,374.61 93,602.61
SALE 12/10/10 59156R10 METLIFE, INC. 1.50
52889 12/15/10 424461 ELECTRONIC BROKERAGE SYSTEM 2,000.00 44.120 10.00 88,228.50 6,145.89
SALE 12/02/10 59501710 MICROCHIP TECHNOLOGY INC .59
53341 12/07/10 424432 MERRIMAN/OTC 1,000.00 34.459 10.00 34,448.41 5,679.32
SALE 12/13/10 59501710 MICROCHIP TECHNOLOGY INC 2.98
53341 12/16/10 424466 MERRIMAN/OTC 5,000.00 35.191 50.00 175,903.02 32,057.56
SALE 12/30/10 59501710 MICROCHIP TECHNOLOGY INC 2.91
53341 1/04/11 424518 MERRIMAN/OTC 5,000.00 34.350 50.00 171,697.09 27,851.63
SALE 12/07/10 61945A10 MOSIAC CO 2.38
50276 12/10/10 424444 ELECTRONIC BROKERAGE SYSTEM 2,000.00 70.252 10.00 140,490.82 25,652.64
SALE 12/08/10 61945A10 MOSIAC CO 1.17
50276 12/13/10 424452 ELECTRONIC BROKERAGE SYSTEM 1,000.00 69.226 5.00 69,219.83 11,800.74
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 40
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/09/10 61945A10 MOSIAC CO 1.16
50276 12/14/10 424456 ELECTRONIC BROKERAGE SYSTEM 1,000.00 68.080 5.00 68,073.44 10,654.35
SALE 12/28/10 61945A10 MOSIAC CO 2.43
50276 12/31/10 424510 ELECTRONIC BROKERAGE SYSTEM 2,000.00 71.770 10.00 143,527.57 28,689.40
SALE 12/03/10 62007610 MOTOROLA 6.94
52644 12/08/10 424436 WILLIAMS CAPITAL GROUP 50,000.00 8.204 500.00 409,693.06 27,088.81
SALE 12/06/10 62007610 MOTOROLA 6.90
52644 12/09/10 424440 ELECTRONIC BROKERAGE SYSTEM 50,000.00 8.160 250.00 407,743.10 25,138.84
SALE 12/06/10 62007610 MOTOROLA 2.79
52644 12/09/10 424440 ELECTRONIC BROKERAGE SYSTEM 20,000.00 8.230 100.00 164,489.21 11,447.51
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 70,000.00 8.180 9.69 572,232.31 36,586.35
350.00
SALE 12/13/10 63935N10 NAVIGANT CONSULTING CO 1.59
54014 12/16/10 424466 ELECTRONIC BROKERAGE SYSTEM 10,000.00 9.350 50.00 93,447.41 -29,401.59
SALE 12/14/10 63935N10 NAVIGANT CONSULTING CO 1.60
54014 12/17/10 424473 ELECTRONIC BROKERAGE SYSTEM 10,000.00 9.460 50.00 94,548.40 -28,300.60
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 41
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/20/10 63935N10 NAVIGANT CONSULTING CO 1.58
54014 12/23/10 424494 ELECTRONIC BROKERAGE SYSTEM 10,000.00 9.297 50.00 92,920.42 -29,928.58
SALE 12/22/10 63935N10 NAVIGANT CONSULTING CO 1.61
54014 12/28/10 424502 ELECTRONIC BROKERAGE SYSTEM 10,000.00 9.509 50.00 95,039.39 -27,809.61
SALE 12/01/10 65011110 NEW YORK TIMES .31
52336 12/06/10 424426 ELECTRONIC BROKERAGE SYSTEM 2,000.00 9.090 10.00 18,169.69 -1,398.28
SALE 12/10/10 65011110 NEW YORK TIMES .33
52336 12/15/10 424461 ELECTRONIC BROKERAGE SYSTEM 2,000.00 9.620 10.00 19,229.67 -338.30
SALE 12/22/10 65011110 NEW YORK TIMES .34
52336 12/28/10 424502 ELECTRONIC BROKERAGE SYSTEM 2,000.00 9.833 10.00 19,654.66 86.69
SALE 12/20/10 68389X10 ORACLE CORP 1.06
46204 12/23/10 424494 LABRANCHE/0TC 2,000.00 31.460 20.00 62,899.14 17,498.89
SALE 12/09/10 69002720 OUTDOOR CHANNEL HOLDINGS IN .97
29494 12/14/10 424456 MERRIMAN/OTC 8,000.00 7.142 80.00 57,052.63 1,058.36
SALE 12/10/10 69002720 OUTDOOR CHANNEL HOLDINGS IN .85
29494 12/15/10 424461 MERRIMAN/OTC 7,000.00 7.112 70.00 49,714.55 719.57
SALE 12/02/10 74164M10 PRIMERICA INC .77
51335 12/07/10 424432 ELECTRONIC BROKERAGE SYSTEM 2,000.00 22.750 10.00 45,489.43 1,071.61
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 42
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/02/10 74731Q10 PZENA INVESTMENT MGMT INC .26
46575 12/07/10 424432 ELECTRONIC BROKERAGE SYSTEM 2,000.00 7.630 10.00 15,249.34 2,454.86
SALE 12/06/10 74731Q10 PZENA INVESTMENT MGMT INC .27
46575 12/09/10 424440 ELECTRONIC BROKERAGE SYSTEM 2,000.00 7.694 10.00 15,376.93 2,582.46
SALE 12/10/10 74731Q10 PZENA INVESTMENT MGMT INC .25
46575 12/15/10 424461 ELECTRONIC BROKERAGE SYSTEM 2,000.00 7.227 10.00 14,443.75 1,649.27
SALE 12/13/10 74731Q10 PZENA INVESTMENT MGMT INC .26
46575 12/16/10 424466 ELECTRONIC BROKERAGE SYSTEM 2,000.00 7.560 10.00 15,109.74 2,315.27
SALE 12/14/10 74731Q10 PZENA INVESTMENT MGMT INC .25
46575 12/17/10 424473 ELECTRONIC BROKERAGE SYSTEM 2,000.00 7.370 10.00 14,729.75 1,935.27
SALE 12/15/10 74731Q10 PZENA INVESTMENT MGMT INC .26
46575 12/20/10 424478 ELECTRONIC BROKERAGE SYSTEM 2,000.00 7.446 10.00 14,882.14 2,087.67
SALE 12/20/10 74731Q10 PZENA INVESTMENT MGMT INC .25
46575 12/23/10 424494 ELECTRONIC BROKERAGE SYSTEM 2,000.00 7.309 10.00 14,608.15 1,813.67
SALE 12/07/10 75043810 RADIOSHACK CORP .65
51292 12/10/10 424444 ELECTRONIC BROKERAGE SYSTEM 2,000.00 19.157 10.00 38,302.35 -5,377.61
SALE 12/29/10 75075340 RAILAMERICA INC .44
48836 1/03/11 424514 ELECTRONIC BROKERAGE SYSTEM 2,000.00 12.820 10.00 25,629.56 -3,627.55
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 43
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/29/10 75540810 READING INTERNATIONAL INC .17
50241 1/03/11 424514 ELECTRONIC BROKERAGE SYSTEM 2,000.00 4.848 10.00 9,685.83 1,640.87
SALE 12/02/10 75876610 REGAL ENTERTAINMENT GROUP 2.49
53479 12/07/10 424432 ELECTRONIC BROKERAGE SYSTEM 10,000.00 14.706 50.00 147,002.51 26,619.82
SALE 12/03/10 75876610 REGAL ENTERTAINMENT GROUP 3.19
53479 12/08/10 424436 ELECTRONIC BROKERAGE SYSTEM 13,000.00 14.480 65.00 188,171.81 31,674.31
SALE 12/06/10 75876610 REGAL ENTERTAINMENT GROUP 3.22
53479 12/09/10 424440 ELECTRONIC BROKERAGE SYSTEM 13,000.00 14.619 65.00 189,976.18 33,478.68
SALE 12/13/10 7591EP10 REGIONS FINANCIAL CORP 1.09
53351 12/16/10 424466 ELECTRONIC BROKERAGE SYSTEM 10,000.00 6.430 50.00 64,248.91 148.79
SALE 12/20/10 76011210 RENTECH INC. .21
39062 12/23/10 424494 ELECTRONIC BROKERAGE SYSTEM 10,000.00 1.240 50.00 12,351.79 1,956.20
SALE 12/29/10 76011210 RENTECH INC. 1.61
39062 1/03/11 424514 ELECTRONIC BROKERAGE SYSTEM 80,000.00 1.190 400.00 94,798.39 11,633.70
SALE 12/20/10 78644920 SAFEGUARD SCIENTIFICS INC 1.40
54234 12/23/10 424494 ELECTRONIC BROKERAGE SYSTEM 5,000.00 16.460 25.00 82,275.60 5,253.53
SALE 12/22/10 78644920 SAFEGUARD SCIENTIFICS INC 2.81
54234 12/28/10 424502 ELECTRONIC BROKERAGE SYSTEM 10,000.00 16.624 50.00 166,190.19 12,146.05
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 44
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/29/10 78644920 SAFEGUARD SCIENTIFICS INC .58
54234 1/03/11 424514 ELECTRONIC BROKERAGE SYSTEM 2,000.00 17.111 10.00 34,211.42 3,402.59
SALE 12/31/10 78644920 SAFEGUARD SCIENTIFICS INC 5.21
54234 1/05/11 424522 ELECTRONIC BROKERAGE SYSTEM 18,000.00 17.119 90.00 308,043.19 30,763.73
SALE 12/10/10 80004C10 SANDISK CORP 1.62
54055 12/15/10 424461 MERRIMAN/OTC 2,000.00 47.925 20.00 95,827.98 20,090.50
SALE 12/23/10 80004C10 SANDISK CORP .86
54055 12/29/10 424506 MERRIMAN/OTC 1,000.00 50.357 10.00 50,346.14 12,477.40
SALE 12/01/10 80908T10 SCIQUEST INC. 1.12
54134 12/06/10 424426 ELECTRONIC BROKERAGE SYSTEM 5,061.00 13.008 25.31 65,805.54 6,214.57
SALE 12/02/10 80908T10 SCIQUEST INC. .44
54134 12/07/10 424432 ELECTRONIC BROKERAGE SYSTEM 2,000.00 13.002 10.00 25,992.56 2,443.47
SALE 12/13/10 80908T10 SCIQUEST INC. 1.09
54134 12/16/10 424466 ELECTRONIC BROKERAGE SYSTEM 5,000.00 12.882 25.00 64,385.91 5,513.19
SALE 12/01/10 83056610 SKECHERS USA INC CL A 1.60
53379 12/06/10 424426 ELECTRONIC BROKERAGE SYSTEM 4,000.00 23.560 20.00 94,217.20 8,723.75
SALE 12/02/10 83056610 SKECHERS USA INC CL A .78
53379 12/07/10 424432 ELECTRONIC BROKERAGE SYSTEM 2,000.00 22.900 10.00 45,789.22 3,042.50
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 45
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/02/10 83269640 SMUCKER JM CO 1.10
53497 12/07/10 424432 ELECTRONIC BROKERAGE SYSTEM 1,000.00 64.606 5.00 64,600.00 2,946.82
SALE 12/06/10 83269640 SMUCKER JM CO 1.10
53497 12/09/10 424440 ELECTRONIC BROKERAGE SYSTEM 1,000.00 64.818 5.00 64,811.90 3,158.72
SALE 12/23/10 83269640 SMUCKER JM CO 9.93
53497 12/29/10 424506 ELECTRONIC BROKERAGE SYSTEM 9,000.00 65.260 45.00 587,285.07 32,406.43
SALE 12/02/10 83546010 SONIC SOLUTIONS 1.76
54319 12/07/10 424432 MERRIMAN/OTC 10,000.00 10.408 100.00 103,978.24 7,698.93
SALE 12/03/10 83546010 SONIC SOLUTIONS 1.80
54319 12/08/10 424436 ITG (CHANNEL) 10,000.00 10.605 100.00 105,951.20 9,671.89
SALE 12/10/10 83546010 SONIC SOLUTIONS 1.81
54319 12/15/10 424461 MERRIMAN/OTC 10,000.00 10.708 100.00 106,977.19 10,697.88
SALE 12/10/10 83546010 SONIC SOLUTIONS 1.77
54319 12/15/10 424461 MERRIMAN/OTC 10,000.00 10.429 100.00 104,186.23 7,906.92
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 10.568 3.58 211,163.42 18,604.80
200.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 46
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/13/10 83546010 SONIC SOLUTIONS 1.83
54319 12/16/10 424466 MERRIMAN/OTC 10,000.00 10.795 100.00 107,844.17 11,564.86
SALE 12/20/10 83546010 SONIC SOLUTIONS 1.89
54319 12/23/10 424494 LABRANCHE/0TC 10,000.00 11.165 100.00 111,547.11 15,267.79
SALE 12/22/10 83546010 SONIC SOLUTIONS 3.78
54319 12/28/10 424502 ITG (CHANNEL) 20,000.00 11.163 140.00 223,112.22 30,553.59
SALE 12/03/10 86459610 SUCCESSFACTORS INC 2.62
51343 12/08/10 424436 ITG (CHANNEL) 5,000.00 30.949 50.00 154,693.38 57,464.69
SALE 12/10/10 86816810 SUPERIOR INDUSTRIES INTL .69
47344 12/15/10 424461 ELECTRONIC BROKERAGE SYSTEM 2,000.00 20.326 10.00 40,642.11 12,036.50
SALE 12/02/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 1.67
54421 12/07/10 424432 ELECTRONIC BROKERAGE SYSTEM 2,000.00 49.379 10.00 98,746.73 5,165.76
SALE 12/10/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 1.77
54421 12/15/10 424461 ELECTRONIC BROKERAGE SYSTEM 2,000.00 52.240 10.00 104,468.23 10,887.26
SALE 12/13/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 1.78
54421 12/16/10 424466 ELECTRONIC BROKERAGE SYSTEM 2,000.00 52.630 10.00 105,248.22 11,667.25
SALE 12/28/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 1.77
54421 12/31/10 424510 ELECTRONIC BROKERAGE SYSTEM 2,000.00 52.300 10.00 104,588.23 11,007.26
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 47
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/29/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 5.25
54421 1/03/11 424514 ELECTRONIC BROKERAGE SYSTEM 6,000.00 51.704 30.00 310,190.55 29,447.63
SALE 12/14/10 88355610 THERMO ELECTRON .95
54666 12/17/10 424473 ELECTRONIC BROKERAGE SYSTEM 1,000.00 55.980 5.00 55,974.05 4,253.36
SALE 12/20/10 88355610 THERMO ELECTRON 1.88
54666 12/23/10 424494 ELECTRONIC BROKERAGE SYSTEM 2,000.00 55.580 10.00 111,148.12 7,706.74
SALE 12/21/10 88355610 THERMO ELECTRON 1.88
54666 12/27/10 424498 ELECTRONIC BROKERAGE SYSTEM 2,000.00 55.410 10.00 110,808.12 7,366.73
SALE 12/22/10 88355610 THERMO ELECTRON 1.88
54666 12/28/10 424502 ELECTRONIC BROKERAGE SYSTEM 2,000.00 55.470 10.00 110,928.12 7,486.74
SALE 12/23/10 88355610 THERMO ELECTRON 5.63
54666 12/29/10 424506 ELECTRONIC BROKERAGE SYSTEM 6,000.00 55.486 30.00 332,879.17 22,555.01
SALE 12/01/10 88579Y10 3M COMPANY 13.16
54443 12/06/10 424426 ELECTRONIC BROKERAGE SYSTEM 9,000.00 86.499 45.00 778,432.84 21,018.04
SALE 12/02/10 88731730 TIME WARNER INC 9.24
53415 12/07/10 424432 ELECTRONIC BROKERAGE SYSTEM 18,000.00 30.359 90.00 546,369.96 -28,503.04
SALE 12/30/10 88947810 TOLL BROTHERS INC 13.44
54089 1/04/11 424518 ELECTRONIC BROKERAGE SYSTEM 42,000.00 18.929 210.00 794,802.96 38,263.96
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 48
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/01/10 90341W10 US AIRWAYS GROUP INC 3.80
53624 12/06/10 424426 ELECTRONIC BROKERAGE SYSTEM 20,000.00 11.215 100.00 224,198.20 43,966.20
SALE 12/10/10 91301710 UNITED TECHNOLOGIES CORP 5.30
51253 12/15/10 424461 ELECTRONIC BROKERAGE SYSTEM 4,000.00 78.354 20.00 313,391.90 22,640.56
SALE 12/13/10 92241710 VEECO INSTRUMENTS INC .85
50425 12/16/10 424466 LABRANCHE/0TC 1,000.00 50.414 10.00 50,403.45 13,201.23
SALE 12/13/10 92241710 VEECO INSTRUMENTS INC .84
50425 12/16/10 424466 MERRIMAN/OTC 1,000.00 49.290 10.00 49,279.16 12,076.94
SALE 12/14/10 92241710 VEECO INSTRUMENTS INC 2.38
50425 12/17/10 424473 LABRANCHE/0TC 3,000.00 46.910 30.00 140,697.62 29,090.94
SALE 12/29/10 92343V10 VERIZON COMMUNICATIONS INC 22.95
53896 1/03/11 424514 ELECTRONIC BROKERAGE SYSTEM 38,000.00 35.734 190.00 1,357,694.25 114,219.25
SALE 12/10/10 92553P20 VIACOM INC CL B 6.63
53221 12/15/10 424461 ELECTRONIC BROKERAGE SYSTEM 10,000.00 39.194 50.00 391,883.37 64,442.70
SALE 12/14/10 92553P20 VIACOM INC CL B 1.34
53221 12/17/10 424473 ELECTRONIC BROKERAGE SYSTEM 2,000.00 39.390 10.00 78,768.66 13,280.53
SALE 12/03/10 92710740 VILLAGE SUPER MARKET INC. C 1.14
54585 12/08/10 424436 ITG (CHANNEL) 2,036.00 33.002 20.36 67,170.16 6,137.19
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 49
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/07/10 92710740 VILLAGE SUPER MARKET INC. C .53
54585 12/10/10 424444 ITG (CHANNEL) 936.00 33.118 9.36 30,988.37 2,929.99
SALE 12/13/10 92826C83 VISA INC CL A 1.36
49000 12/16/10 424466 ELECTRONIC BROKERAGE SYSTEM 1,000.00 80.300 5.00 80,293.64 5,745.42
SALE 12/01/10 92956610 WABASH NATIONAL CORP .96
53884 12/06/10 424426 ELECTRONIC BROKERAGE SYSTEM 5,000.00 11.290 25.00 56,424.04 14,960.58
SALE 12/13/10 92956610 WABASH NATIONAL CORP 2.11
53884 12/16/10 424466 ELECTRONIC BROKERAGE SYSTEM 10,000.00 12.430 50.00 124,247.89 41,320.97
SALE 12/14/10 92956610 WABASH NATIONAL CORP 2.06
53884 12/17/10 424473 ELECTRONIC BROKERAGE SYSTEM 10,000.00 12.170 50.00 121,647.94 38,721.02
SALE 12/20/10 92956610 WABASH NATIONAL CORP 2.09
53884 12/23/10 424494 ELECTRONIC BROKERAGE SYSTEM 10,000.00 12.351 50.00 123,458.91 40,531.99
SALE 12/21/10 92956610 WABASH NATIONAL CORP 2.15
53884 12/27/10 424498 ELECTRONIC BROKERAGE SYSTEM 10,000.00 12.711 50.00 127,061.85 44,134.93
SALE 12/22/10 92956610 WABASH NATIONAL CORP 2.13
53884 12/28/10 424502 ELECTRONIC BROKERAGE SYSTEM 10,000.00 12.603 50.00 125,980.87 43,053.95
SALE 12/30/10 92956610 WABASH NATIONAL CORP 3.97
53884 1/04/11 424518 ELECTRONIC BROKERAGE SYSTEM 20,000.00 11.742 100.00 234,730.03 68,876.19
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 50
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/07/10 93114210 WAL-MART STORES, INC. 3.73
40141 12/10/10 424444 ELECTRONIC BROKERAGE SYSTEM 4,000.00 55.161 20.00 220,619.47 9,083.47
SALE 12/09/10 94974610 WELLS FARGO & CO 2.00
46540 12/14/10 424456 ELECTRONIC BROKERAGE SYSTEM 4,000.00 29.530 20.00 118,098.00 13,312.10
SALE 12/10/10 94974610 WELLS FARGO & CO 1.03
46540 12/15/10 424461 ELECTRONIC BROKERAGE SYSTEM 2,000.00 30.440 10.00 60,868.97 8,476.02
SALE 12/03/10 98074510 WOODWARD GOVERNOR CO 12.51
53412 12/08/10 424436 ITG (CHANNEL) 20,000.00 36.998 200.00 739,747.49 140,709.69
SALE 12/01/10 98884U10 ZAGG INC .49
54198 12/06/10 424426 LABRANCHE/0TC 4,000.00 7.318 40.00 29,230.71 -2,939.98
SALE 12/06/10 98884U10 ZAGG INC 1.24
54198 12/09/10 424440 MERRIMAN/OTC 10,000.00 7.318 100.00 73,080.76 -7,345.96
SALE 12/07/10 98884U10 ZAGG INC 1.30
54198 12/10/10 424444 MERRIMAN/OTC 10,000.00 7.679 100.00 76,690.70 -3,736.02
SALE 12/09/10 98884U10 ZAGG INC 1.36
54198 12/14/10 424456 MERRIMAN/OTC 10,000.00 8.027 100.00 80,172.64 -254.08
SALE 12/10/10 98884U10 ZAGG INC 1.40
54198 12/15/10 424461 MERRIMAN/OTC 10,000.00 8.265 100.00 82,543.60 2,116.88
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 51
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/13/10 98884U10 ZAGG INC 1.45
54198 12/16/10 424466 MERRIMAN/OTC 10,000.00 8.563 100.00 85,528.55 5,101.84
SALE 12/14/10 98884U10 ZAGG INC 1.35
54198 12/17/10 424473 LABRANCHE/0TC 10,000.00 7.961 100.00 79,503.65 -923.07
SALE 12/31/10 H8912P10 TYCO ELECTRONICS LTD .60
48848 1/05/11 424522 ELECTRONIC BROKERAGE SYSTEM 1,000.00 35.180 5.00 35,174.40 10,013.99
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 1,471,533.00 518.15 30,591,027.01 4,119,660.41
9,209.03
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 1,471,533.00 518.15 30,591,027.01 4,119,660.41
9,209.03
END OF REPORT FOR: N.J. BEST - POOLED EQUITY FD
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
CASH MANAGEMENT FD (5050) PAGE: 52
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 12/13/10 0020A3NA AT&T INC DISC C P .2100 .210
54823 12/13/10 289281 CREDIT SUISSE SEC (USA) LLC 1/10/11 54,000,000.00 99.984 53,991,180.02
PUR 12/20/10 00282DNA ABBOTT LABORATORIES DISC C .1600 .160
54914 12/20/10 289286 BGC FINANCIAL 1/10/11 85,000,000.00 99.991 84,992,066.66
PUR 12/16/10 00282DNB ABBOTT LABORATORIES DISC C .1700 .170
54888 12/16/10 289284 BGC FINANCIAL 1/11/11 15,000,000.00 99.988 14,998,158.33
PUR 12/09/10 03948HNM ARCHER DANIELS MIDLAND DISC .2100 .210
54786 12/09/10 289279 MERRILL LYNCH, PIERCE,FENNE 1/21/11 45,000,000.00 99.975 44,988,712.52
PUR 12/15/10 03948HNQ ARCHER DANIELS MIDLAND DISC .2300 .230
54866 12/15/10 289283 CITIGROUP GBL MKT(FMLY SALO 1/24/11 18,000,000.00 99.974 17,995,399.99
PUR 12/15/10 03948HNR ARCHER DANIELS MIDLAND DISC .2300 .230
54865 12/15/10 289283 BARCLAYS CAPITAL INC 1/25/11 30,000,000.00 99.974 29,992,141.68
PUR 12/21/10 03948HNX ARCHER DANIELS MIDLAND DISC .2300 .230
54939 12/21/10 289287 BARCLAYS CAPITAL INC 1/31/11 5,050,000.00 99.974 5,048,677.18
PUR 12/02/10 0556N1M3 BNP PARIBAS FINANCE INC DIS .2000 .200
54688 12/02/10 289274 BNP PARIBAS 12/03/10 8,542,000.00 99.999 8,541,952.54
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 53
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/03/10 0556N1M6 BNP PARIBAS FINANCE INC DIS .1900 .190
54700 12/03/10 289275 BNP PARIBAS 12/06/10 8,369,000.00 99.998 8,368,867.49
PUR 12/08/10 0556N1M9 BNP PARABAS FINANCE INC DIS .1800 .180
54770 12/08/10 289278 BNP PARIBAS 12/09/10 5,242,000.00 100.00 5,241,973.79
PUR 12/09/10 0556N1MA BNP PARIBAS FINANCE DISC C .1800 .180
54782 12/09/10 289279 BNP PARIBAS 12/10/10 47,153,000.00 100.00 47,152,764.24
PUR 12/14/10 0556N1MF BNP PARIBAS FINANCE INC DIS .1900 .190
54859 12/14/10 289282 GOLDMAN SACHS & COMPANY 12/15/10 27,872,000.00 99.999 27,871,852.89
PUR 12/14/10 0556N1MF BNP PARIBAS FINANCE INC DIS .1900 .190
54856 12/14/10 289282 JP MORGAN 12/15/10 150,000,000.00 99.999 149,999,208.30
PUR 12/14/10 0556N1MF BNP PARIBAS FINANCE INC DIS .1900 .190
54858 12/14/10 289282 JP MORGAN 12/15/10 10,000,000.00 99.999 9,999,947.22
PUR 12/17/10 0556N1ML BNP PARIBAS FINANCE INC DIS .2100 .210
54906 12/17/10 289285 BNP PARIBAS 12/20/10 4,054,000.00 99.998 4,053,929.06
PUR 12/21/10 0556N1MN BNP PARIBAS FINANCE DISC CP .2000 .200
54940 12/21/10 289287 GOLDMAN SACHS & COMPANY 12/22/10 10,309,000.00 99.999 10,308,942.72
PUR 12/28/10 0556N1MV BNP PARIBAS FINANCE INC DIS .2100 .210
54957 12/28/10 289291 BNP PARIBAS 12/29/10 35,000,000.00 99.999 34,999,795.83
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 54
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/28/10 0556N1MV BNP PARIBAS FINANCE INC DIS .2100 .210
54960 12/28/10 289291 BNP PARIBAS 12/29/10 10,000,000.00 99.999 9,999,941.67
PUR 12/28/10 0556N1MV BNP PARIBAS FINANCE INC DIS .2000 .200
54964 12/28/10 289291 BNP PARIBAS 12/29/10 10,846,000.00 99.999 10,845,939.74
PUR 12/29/10 0556N1MW BNP PARIBAS FINANCE INC DIS .2000 .200
54976 12/29/10 289292 BNP PARIBAS 12/30/10 20,000,000.00 99.999 19,999,888.89
PUR 12/29/10 0556N1MW BNP PARIBAS FINANCE INC DIS .2000 .200
54978 12/29/10 289292 BNP PARIBAS 12/30/10 5,055,000.00 99.999 5,054,971.92
PUR 12/30/10 0556N1N3 BNP PARIBAS FINANCE INC DIS .2100 .210
54983 12/30/10 289293 BNP PARIBAS 1/03/11 3,416,000.00 99.998 3,415,920.29
PUR 12/06/10 06366UKU BANK OF MONTREAL YANKEE C D .2300 .230
54709 12/06/10 289276 BMO/HARRIS TRUST & SAVINGS 1/06/11 80,000,000.00 100.00 80,000,000.00
PUR 12/10/10 06366ULK BANK OF MONTREAL YANKEE C D .2100 .210
54811 12/10/10 289280 BMO/HARRIS TRUST & SAVINGS 12/29/10 65,000,000.00 100.00 65,000,000.00
PUR 12/13/10 06366ULM BANK OF MONTREAL YANKEE C D .2200 .220
54824 12/13/10 289281 BMO/HARRIS TRUST & SAVINGS 1/13/11 25,000,000.00 100.00 25,000,000.00
PUR 12/29/10 06366UNF BANK OF MONTREAL YANKEE C D .2300 .230
54971 12/29/10 289292 BMO/HARRIS TRUST & SAVINGS 1/05/11 50,000,000.00 100.00 50,000,000.00
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 55
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/29/10 06366UNF BANK OF MONTREAL YANKEE C D .2300 .230
54975 12/29/10 289292 BMO/HARRIS TRUST & SAVINGS 1/05/11 15,000,000.00 100.00 15,000,000.00
PUR 12/02/10 06417DTS BANK OF NOVA SCOTIA YANKEE .2300 .230
54677 12/02/10 289274 BANK OF NOVA SCOTIA 1/19/11 76,600,000.00 100.00 76,600,000.00
PUR 12/06/10 06417DUG BANK OF NOVA SCOTIA YANKEE .2300 .230
54708 12/06/10 289276 BANK OF NOVA SCOTIA 1/06/11 47,000,000.00 100.00 47,000,000.00
PUR 12/09/10 06417DUU BANK OF NOVA SCOTIA YANKEE .2300 .230
54787 12/09/10 289279 BANK OF NOVA SCOTIA 1/26/11 45,000,000.00 100.00 45,000,000.00
PUR 12/16/10 13606XL8 CANADIAN IMPERIAL BANK COMM .1800 .180
54884 12/16/10 289284 CANADIAN IMPERIAL BANK 1/19/11 65,000,000.00 100.00 65,000,000.00
PUR 12/29/10 13606XM6 CANADIAN IMPERIAL BANK COMM .1800 .180
54977 12/29/10 289292 CANADIAN IMPERIAL BANK 1/28/11 65,000,000.00 100.00 65,000,000.00
PUR 12/02/10 13607FMU CANADIAN IMPERIAL HOLDGS DI .1800 .180
54684 12/02/10 289274 CIBC WOOD GUNDY SECURITIES 12/28/10 65,000,000.00 99.987 64,991,550.00
PUR 12/17/10 14178MML CARGILL INC DISC CP .2100 .210
54907 12/17/10 289285 MERRILL LYNCH, PIERCE,FENNE 12/20/10 1,350,000.00 99.998 1,349,976.38
PUR 12/20/10 14178MMM CARGILL INC DISC CP .1800 .180
54921 12/20/10 289286 MERRILL LYNCH, PIERCE,FENNE 12/21/10 6,025,000.00 100.00 6,024,969.88
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 56
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/06/10 14178MN3 CARGILL INC DISC CP .2300 .230
54704 12/06/10 289276 CREDIT SUISSE SEC (USA) LLC 1/03/11 41,500,000.00 99.982 41,492,576.11
PUR 12/06/10 14178MN6 CARGILL INC DISC CP .2300 .230
54707 12/06/10 289276 BARCLAYS CAPITAL INC 1/06/11 15,625,000.00 99.980 15,621,905.38
PUR 12/06/10 14178MN7 CARGILL INC DISC CP .2300 .230
54705 12/06/10 289276 CREDIT SUISSE SEC (USA) LLC 1/07/11 65,875,000.00 99.980 65,861,532.25
PUR 12/08/10 14178MNB CARGILL INC DISC CP .2100 .210
54769 12/08/10 289278 MERRILL LYNCH, PIERCE,FENNE 1/11/11 57,000,000.00 99.980 56,988,695.02
PUR 12/16/10 14912ENR CATERPILLAR FIN SVCS DISC C .1800 .180
54891 12/16/10 289284 MESIROW FINANCIAL, INC 1/25/11 15,000,000.00 99.980 14,997,000.00
PUR 12/20/10 16677FNK CHEVRON FUNDING CORP IBN .1600 .160
54913 12/20/10 289286 CHEVRON USA INC 1/10/11 50,000,000.00 100.00 50,000,000.00
PUR 12/29/10 16677FNW CHEVRON FUNDING CORP IBN .1500 .150
54970 12/29/10 289292 CHEVRON USA INC 1/10/11 50,000,000.00 100.00 50,000,000.00
PUR 12/06/10 24422MN7 JOHN DEERE CAPITAL CORP DIS .2100 .210
54725 12/06/10 289276 MERRILL LYNCH, PIERCE,FENNE 1/07/11 2,504,000.00 99.981 2,503,532.59
PUR 12/16/10 24422MNR JOHN DEERE CAPITAL CORP DIS .2200 .220
54871 12/16/10 289284 MERRILL LYNCH, PIERCE,FENNE 1/25/11 25,000,000.00 99.976 24,993,888.90
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 57
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/21/10 24422MP2 JOHN DEERE CAPITAL CORP DIS .2200 .220
54938 12/21/10 289287 BARCLAYS CAPITAL INC 2/02/11 28,500,000.00 99.974 28,492,510.83
PUR 12/03/10 3022W1QH EXXON MOBILE CORP IBN .1400 .140
54698 12/03/10 289275 EXXON MOBIL CORP. 12/08/10 50,000,000.00 100.00 50,000,000.00
PUR 12/09/10 3022W1QK EXXON MOBILE CORP IBN .1400 .140
54783 12/09/10 289279 EXXON MOBIL CORP. 12/16/10 40,000,000.00 100.00 40,000,000.00
PUR 12/14/10 3022W1QP EXXON MOBILE CORP IBN .1600 .160
54857 12/14/10 289282 EXXON MOBIL CORP. 1/13/11 150,000,000.00 100.00 150,000,000.00
PUR 12/20/10 3022W1QR EXXON MOBIL CORP IBN .1500 .150
54912 12/20/10 289286 EXXON MOBIL CORP. 1/05/11 160,000,000.00 100.00 160,000,000.00
PUR 12/03/10 3696E3HB GENERAL ELECTRIC COMPANY IB .1500 .150
54699 12/03/10 289275 GENERAL ELECTRIC COMPANY 12/06/10 43,000,000.00 100.00 43,000,000.00
PUR 12/09/10 3696E3HJ GENERAL ELECTRIC COMPANY IB .1700 .170
54784 12/09/10 289279 GENERAL ELECTRIC COMPANY 12/16/10 26,400,000.00 100.00 26,400,000.00
PUR 12/17/10 3696E3HN GENERAL ELECTRIC COMPANY IB .1900 .190
54897 12/17/10 289285 GENERAL ELECTRIC COMPANY 12/27/10 100,000,000.00 100.00 100,000,000.00
PUR 12/17/10 3696E3HQ GENERAL ELECTRIC COMPANY IB .1900 .190
54904 12/17/10 289285 GENERAL ELECTRIC COMPANY 12/28/10 50,000,000.00 100.00 50,000,000.00
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 58
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/20/10 45920GN5 IBM CORP DISC CP .1500 .150
54910 12/20/10 289286 BARCLAYS CAPITAL INC 1/05/11 23,000,000.00 99.993 22,998,466.66
PUR 12/20/10 45920GN5 IBM CORP DISC CP .1500 .150
54911 12/20/10 289286 MERRILL LYNCH, PIERCE,FENNE 1/05/11 40,000,000.00 99.993 39,997,333.32
PUR 12/06/10 4611K1M7 INTESSA FUNDING LLC DISC C .2000 .200
54726 12/06/10 289276 JP MORGAN 12/07/10 8,600,000.00 99.999 8,599,952.22
PUR 12/07/10 4662J1M8 JP MORGAN CHASE & CO DISC C .1500 .150
54748 12/07/10 289277 JP MORGAN CHASE 12/08/10 75,000,000.00 100.00 74,999,687.48
PUR 12/16/10 47816GNB JOHNSON & JOHNSON DISC C P .1400 .140
54886 12/16/10 289284 CITIGROUP GBL MKT(FMLY SALO 1/11/11 40,000,000.00 99.990 39,995,955.56
PUR 12/16/10 47816GNE JOHNSON & JOHNSON DISC C P .1400 .140
54890 12/16/10 289284 BGC FINANCIAL 1/14/11 100,000,000.00 99.989 99,988,722.22
PUR 12/01/10 63253LKU NAT'L AUSTRALIA FDG (DE) IN .2300 .230
54652 12/01/10 289273 NATL AUSTRALIA FUNDING DELA 1/11/11 25,000,000.00 100.00 25,000,000.00
PUR 12/01/10 63253LKV NAT'L AUSTRALIA FDG (DE) IN .2300 .230
54659 12/01/10 289273 NATL AUSTRALIA FUNDING DELA 1/03/11 20,000,000.00 100.00 20,000,000.00
PUR 12/01/10 63253LKV NAT'L AUSTRALIA FDG (DE) IN .2300 .230
54660 12/01/10 289273 NATL AUSTRALIA FUNDING DELA 1/03/11 14,727,000.00 100.00 14,727,000.00
S T A T E O F N E W J E R S E Y 5050
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DURING THE PERIOD 12/01/10 THROUGH 12/31/10
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/02/10 63253LKW NAT'L AUSTRALIA FDG (DE) IN .2300 .230
54675 12/02/10 289274 NATL AUSTRALIA FUNDING DELA 1/11/11 56,673,000.00 100.00 56,673,000.00
PUR 12/07/10 63253LKX NAT'L AUSTRALIA FDG (DE) IN .1800 .180
54749 12/07/10 289277 NATL AUSTRALIA FUNDING DELA 1/07/11 8,953,000.00 100.00 8,953,000.00
PUR 12/08/10 63253LKY NAT'L AUSTRALIA FDG (DE) IN .2200 .220
54768 12/08/10 289278 NATL AUSTRALIA FUNDING DELA 1/11/11 13,000,000.00 100.00 13,000,000.00
PUR 12/09/10 63253LKZ NAT'L AUSTRALIA FDG (DE) IN .2200 .220
54785 12/09/10 289279 NATL AUSTRALIA FUNDING DELA 1/12/11 46,447,000.00 100.00 46,447,000.00
PUR 12/15/10 63253LLB NAT'L AUSTRALIA FDG (DE) IN .2100 .210
54864 12/15/10 289283 NATL AUSTRALIA FUNDING DELA 1/14/11 32,000,000.00 100.00 32,000,000.00
PUR 12/16/10 63253LLC NAT'L AUSTRALIA FDG (DE) IN .1800 .180
54893 12/16/10 289284 NATL AUSTRALIA FUNDING DELA 12/17/10 6,696,000.00 100.00 6,696,000.00
PUR 12/28/10 63253LLD NAT'L AUSTRALIA FDG (DE) IN .1800 .180
54958 12/28/10 289291 NATL AUSTRALIA FUNDING DELA 12/29/10 40,000,000.00 100.00 40,000,000.00
PUR 12/28/10 63253LLD NAT'L AUSTRALIA FDG (DE) IN .1800 .180
54959 12/28/10 289291 NATL AUSTRALIA FUNDING DELA 12/29/10 60,000,000.00 100.00 60,000,000.00
PUR 12/29/10 63253LLE NAT'L AUSTRALIA FDG (DE) IN .1600 .160
54968 12/29/10 289292 NATL AUSTRALIA FUNDING DELA 12/30/10 50,000,000.00 100.00 50,000,000.00
S T A T E O F N E W J E R S E Y 5050
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/29/10 63253LLE NAT'L AUSTRALIA FDG (DE) IN .1600 .160
54969 12/29/10 289292 NATL AUSTRALIA FUNDING DELA 12/30/10 50,000,000.00 100.00 50,000,000.00
PUR 12/30/10 63253LLF NAT'L AUSTRALIA FDG (DE) IN .1600 .160
54980 12/30/10 289293 NATL AUSTRALIA FUNDING DELA 1/03/11 25,000,000.00 100.00 25,000,000.00
PUR 12/10/10 63253LLK NAT'L AUSTRALIA FDG (DE) IN .2100 .210
54812 12/10/10 289280 NATL AUSTRALIA FUNDING DELA 1/12/11 23,101,000.00 100.00 23,101,000.00
PUR 12/01/10 7426M3NA PRIVATE EXPORT FDG CORP DIS .1900 .190
54653 12/01/10 289273 JP MORGAN 1/10/11 50,000,000.00 99.979 49,989,444.45
PUR 12/02/10 7426M5NC PRIVATE EXPORT FDG CORP DIS .1900 .190
54674 12/02/10 289274 JP MORGAN 1/12/11 50,000,000.00 99.978 49,989,180.55
PUR 12/16/10 7426M5NJ PRIVATE EXPORT FDG CORP DIS .1500 .150
54887 12/16/10 289284 WILLIAMS CAPITAL GROUP 1/18/11 75,000,000.00 99.986 74,989,687.50
PUR 12/29/10 7426M5NU PRIVATE EXPORT FDG CORP DIS .1600 .160
54972 12/29/10 289292 WILLIAMS CAPITAL GROUP 1/28/11 35,000,000.00 99.987 34,995,333.33
PUR 12/21/10 74800KP3 PROVINCE OF QUEBEC DISC C P .1900 .190
54930 12/21/10 289287 BGC FINANCIAL 2/03/11 65,000,000.00 99.977 64,984,905.56
PUR 12/09/10 9127952A U.S. TREASURY BILLS .2205 .221
54790 12/09/10 289279 CREDIT SUISSE SEC (USA) LLC 8/25/11 200,000,000.00 99.841 199,682,725.00
S T A T E O F N E W J E R S E Y 5050
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DURING THE PERIOD 12/01/10 THROUGH 12/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 61
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/09/10 9127952F U.S. TREASURY BILLS .2445 .245
54791 12/09/10 289279 NOMURA SECURITIES INT'L (DO 9/22/11 85,000,000.00 99.805 84,834,317.29
PUR 12/16/10 9127952F U.S. TREASURY BILLS .2405 .241
54892 12/16/10 289284 MORGAN STANLEY 9/22/11 30,000,000.00 99.813 29,943,883.33
PUR 12/17/10 9127952F U.S. TREASURY BILLS .2300 .230
54905 12/17/10 289285 MORGAN STANLEY 9/22/11 60,000,000.00 99.822 59,893,050.00
PUR 12/02/10 9127952K U.S. TREASURY BILLS .2500 .251
54676 12/02/10 289274 BNP PARIBAS SECURITIES CORP 10/20/11 142,000,000.00 99.776 141,682,472.22
PUR 12/16/10 9127952P U.S. TREASURY BILLS .2745 .275
54889 12/16/10 289284 MERRILL LYNCH, PIERCE,FENNE 11/17/11 40,000,000.00 99.744 39,897,520.00
PUR 12/20/10 9127952R U.S. TREASURY BILLS .1545 .155
54920 12/20/10 289286 RBC CAPITAL (DOMESTIC) 5/19/11 40,000,000.00 99.936 39,974,250.00
PUR 12/09/10 9127952U U.S. TREASURY BILLS .1805 .181
54788 12/09/10 289279 DEUTSCHE BANK AG (DOMESTIC) 6/09/11 100,000,000.00 99.909 99,908,747.22
PUR 12/20/10 9127952V U.S. TREASURY BILLS .1715 .172
54915 12/20/10 289286 UBS WARBURG LLC 6/16/11 222,000,000.00 99.915 221,811,750.17
PUR 12/23/10 9127952W U.S. TREASURY BILLS .1895 .190
54951 12/23/10 289289 MERRILL LYNCH PIERCE FIXED 6/23/11 15,364,000.00 99.904 15,349,280.86
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 12/01/10 THROUGH 12/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 62
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/27/10 9127952W U.S. TREASURY BILLS .2045 .205
54952 12/27/10 289920 MERRILL LYNCH PIERCE FIXED 6/23/11 315,315,000.00 99.899 314,996,172.77
PUR 12/06/10 912795V9 U.S. TREASURY BILLS .1455 .146
54711 12/06/10 289276 MERRILL LYNCH, PIERCE,FENNE 3/10/11 75,000,000.00 99.962 74,971,506.25
PUR 12/07/10 912795X6 U.S. TREASURY BILLS .2055 .206
54730 12/07/10 289277 MERRILL LYNCH, PIERCE,FENNE 7/28/11 25,000,000.00 99.867 24,966,748.96
PUR 12/15/10 912795X6 U.S. TREASURY BILLS .2020 .202
54867 12/15/10 289283 MORGAN STANLEY 7/28/11 90,407,000.00 99.874 90,292,861.16
PUR 12/06/10 91302DM7 UNITED TECHOLOGIES CORP DIS .1700 .170
54724 12/06/10 289276 MERRILL LYNCH, PIERCE,FENNE 12/07/10 25,000,000.00 100.00 24,999,881.95
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 4682570000.00 4680511206.34
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 4682570000.00 4680511206.34
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 12/22/10 912795X9 U.S. TREASURY BILLS .1935 .194
52849 12/22/10 289288 RBC CAPITAL (DOMESTIC) 1/27/11 8,742,000.00 99.994 8,741,514.82 1,206.40
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 8,742,000.00 8,741,514.82 1,206.40
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 8,742,000.00 8,741,514.82 1,206.40
END OF REPORT FOR: CASH MANAGEMENT FD
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 12/01/10 THROUGH 12/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 63
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
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PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 12/07/10 00120410 AGL RES INC
54757 12/10/10 424441 ITG (CHANNEL) 80,000.00 35.403 800.00 2,833,024.00
PUR 12/07/10 00120410 AGL RES INC
54757 12/10/10 424441 PACIFIC AMERICAN SECURITIES 20,000.00 35.374 200.00 707,680.00
PUR 12/08/10 00120410 AGL RES INC
54757 12/13/10 424449 PULSE (BLOCK CROSS) 75,000.00 34.503 750.00 2,588,497.50
PUR 12/06/10 00915810 AIR PRODUCTS & CHEMICALS IN
54732 12/09/10 424437 GUZMAN & CO. 68,000.00 87.667 680.00 5,962,056.40
PUR 12/09/10 00915810 AIR PRODUCTS & CHEMICALS IN
54732 12/14/10 424453 INSTINET (PORTAL) 57,403.00 88.578 401.82 5,085,067.72
PUR 12/10/10 00915810 AIR PRODUCTS & CHEMICALS IN
54732 12/15/10 424458 MERRIMAN/OTC 42,597.00 88.822 425.97 3,783,959.67
PUR 12/13/10 00915810 AIR PRODUCTS & CHEMICALS IN
54732 12/16/10 424463 MERRIMAN/OTC 132,000.00 88.902 1,320.00 11,736,331.20
PUR 12/15/10 00915810 AIR PRODUCTS & CHEMICALS IN
54732 12/20/10 424475 STURDIVANT/EXECUTION 116,000.00 88.043 1,160.00 10,214,136.40
S T A T E O F N E W J E R S E Y 5140
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DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 65
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/15/10 09534T50 BLUE COAT SYSTEMS, INC.
23366 12/20/10 424475 MERRIMAN/OTC 100,000.00 27.898 1,000.00 2,790,750.00
PUR 12/01/10 09702310 BOEING COMPANY
54669 12/06/10 424423 GRISWOLD COMPANY 100,000.00 65.084 1,000.00 6,509,370.00
PUR 12/01/10 09702310 BOEING COMPANY
54669 12/06/10 424423 ICAP CORPORATES LLC 15,000.00 65.669 150.00 985,191.00
PUR 12/01/10 09702310 BOEING COMPANY
54669 12/06/10 424423 PRINCETON SECURITIES GROUP 100,000.00 65.092 1,000.00 6,510,200.00
PUR 12/02/10 09702310 BOEING COMPANY
54669 12/07/10 424429 ICAP CORPORATES LLC 35,000.00 66.279 350.00 2,320,125.50
PUR 12/15/10 11162130 BROCADE COMMUNICATIONS SY
50904 12/20/10 424475 MERRIMAN/OTC 50,000.00 5.320 500.00 266,500.00
PUR 12/13/10 14365830 CARNIVAL CORP
49668 12/16/10 424463 BMO CAPITAL MARKETS/EXECUTI 20,000.00 43.563 200.00 871,458.00
PUR 12/22/10 14365830 CARNIVAL CORP
49668 12/28/10 424499 WILLIAMS CAPITAL GROUP 12,000.00 46.419 120.00 557,146.80
PUR 12/07/10 15102010 CELGENE CORP.
19811 12/10/10 424441 ITG (CHANNEL) 86,300.00 56.981 863.00 4,918,340.56
S T A T E O F N E W J E R S E Y 5140
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DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 66
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/07/10 15102010 CELGENE CORP.
19811 12/10/10 424441 LIQUIDNET 23,700.00 57.005 474.00 1,351,492.50
PUR 12/09/10 16208T10 CHATHAM LODGING TRUST
51551 12/14/10 424453 LABRANCHE/0TC 5,500.00 16.909 55.00 93,055.60
PUR 12/10/10 16208T10 CHATHAM LODGING TRUST
51551 12/15/10 424458 LABRANCHE/0TC 2,128.00 16.950 21.28 36,090.88
PUR 12/13/10 16208T10 CHATHAM LODGING TRUST
51551 12/16/10 424463 LABRANCHE/0TC 2,372.00 16.950 23.72 40,229.12
PUR 12/17/10 16208T10 CHATHAM LODGING TRUST
51551 12/22/10 424487 LABRANCHE/0TC 14,100.00 17.069 141.00 240,806.85
PUR 12/15/10 16861510 CHICO'S FAS INC
53129 12/20/10 424475 BMO CAPITAL MARKETS/EXECUTI 50,000.00 11.834 500.00 592,175.00
PUR 12/06/10 17296710 CITIGROUP INC.
48460 12/10/10 424446 CABRERA 3,743.00 4.350 16,282.05
PUR 12/06/10 17296710 CITIGROUP INC.
48460 12/10/10 424446 EVERCORE PARTNERS 9,850.00 4.350 42,847.50
PUR 12/06/10 17296710 CITIGROUP INC.
48460 12/10/10 424446 GREAT AMERICAN SECURITIES 14,775.00 4.350 64,271.25
S T A T E O F N E W J E R S E Y 5140
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COMMON PENSION FD A (5140) -Cont. PAGE: 67
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/06/10 17296710 CITIGROUP INC.
48460 12/10/10 424446 GUZMAN & CO. 14,775.00 4.350 64,271.25
PUR 12/06/10 17296710 CITIGROUP INC.
48460 12/10/10 424446 KAUFMAN BROS L.P. 19,700.00 4.350 85,695.00
PUR 12/06/10 17296710 CITIGROUP INC.
48460 12/10/10 424446 LOOP CAPITAL 54,677.00 4.350 237,844.95
PUR 12/06/10 17296710 CITIGROUP INC.
48460 12/10/10 424446 M RAMSEY KING SECURITIES 788.00 4.350 3,427.80
PUR 12/06/10 17296710 CITIGROUP INC.
48460 12/10/10 424446 MERRILL LYNCH, PIERCE,FENNE 39,400.00 4.350 171,390.00
PUR 12/06/10 17296710 CITIGROUP INC.
48460 12/10/10 424446 MORGAN STANLEY 1,713,900.00 4.350 7,455,465.00
PUR 12/06/10 17296710 CITIGROUP INC.
48460 12/10/10 424446 UBS WARBURG LLC 39,400.00 4.350 171,390.00
PUR 12/06/10 17296710 CITIGROUP INC.
48460 12/10/10 424446 VALDES AND MORENO INC 286.00 4.350 1,244.10
PUR 12/06/10 17296710 CITIGROUP INC.
48460 12/10/10 424446 WELLS FARGO SECURITIES 39,400.00 4.350 171,390.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 68
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/06/10 17296710 CITIGROUP INC.
48460 12/10/10 424446 WILLIAMS CAPITAL GROUP 9,456.00 4.350 41,133.60
PUR 12/06/10 17296710 CITIGROUP INC.
48460 12/10/10 424448 WILLIAMS CAPITAL GROUP 35,000.00 4.350 152,250.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 44,456.00 4.350 193,383.60
PUR 12/06/10 17296710 CITIGROUP INC.
48460 12/10/10 424446 WM SMITH 9,850.00 4.350 42,847.50
PUR 12/16/10 21870Q10 CORESITE REALTY CORP
53594 12/21/10 424485 BLAYLOCK ROBERT VAN LLC 25,000.00 13.375 250.00 334,632.50
PUR 12/07/10 22836810 CROWN HOLDINGS INC
24449 12/10/10 424441 PRINCETON SECURITIES GROUP 225,000.00 31.933 2,250.00 7,187,265.00
PUR 12/08/10 22836810 CROWN HOLDINGS INC
24449 12/13/10 424449 GUZMAN & CO. 137,000.00 32.137 1,370.00 4,404,070.50
PUR 12/06/10 23585110 DANAHER CORP.
13878 12/09/10 424437 CASTLE OAK SECURITIES 74,000.00 44.752 740.00 3,312,365.80
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
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COMMON PENSION FD A (5140) -Cont. PAGE: 69
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/06/10 23585110 DANAHER CORP.
13878 12/09/10 424437 LOOP CAPITAL 150,000.00 44.739 1,500.00 6,712,380.00
PUR 12/07/10 23585110 DANAHER CORP.
13878 12/10/10 424441 GUZMAN & CO. 88,000.00 45.483 880.00 4,003,357.60
PUR 12/07/10 23585110 DANAHER CORP.
13878 12/10/10 424441 PACIFIC AMERICAN SECURITIES 126,000.00 45.541 1,260.00 5,739,476.40
PUR 12/01/10 26000310 DOVER CORP
53238 12/06/10 424423 MERIDIAN EQUITY PARTNERS 26,000.00 56.775 260.00 1,476,417.80
PUR 12/02/10 26000310 DOVER CORP
53238 12/07/10 424429 MERIDIAN EQUITY PARTNERS 60,000.00 57.618 600.00 3,457,662.00
PUR 12/06/10 26000310 DOVER CORP
53238 12/09/10 424437 WILLIAMS CAPITAL GROUP 81,000.00 57.503 810.00 4,658,512.50
PUR 12/07/10 26000310 DOVER CORP
53238 12/10/10 424441 STURDIVANT/EXECUTION 80,000.00 57.997 800.00 4,640,576.00
PUR 12/07/10 26353410 DU PONT (E.I.) DE NEMOURS
14404 12/10/10 424441 WILLIAMS CAPITAL GROUP 136,000.00 49.038 1,360.00 6,670,528.00
PUR 12/08/10 26353410 DU PONT (E.I.) DE NEMOURS
14404 12/13/10 424449 ICAP CORPORATES LLC 100,000.00 48.897 1,000.00 4,890,650.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 70
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/08/10 26353410 DU PONT (E.I.) DE NEMOURS
14404 12/13/10 424449 MERIDIAN EQUITY PARTNERS 73,000.00 48.888 730.00 3,569,539.40
PUR 12/09/10 26353410 DU PONT (E.I.) DE NEMOURS
14404 12/14/10 424453 INSTINET (PORTAL) 173,000.00 48.253 1,211.00 8,348,962.70
PUR 12/15/10 26353410 DU PONT (E.I.) DE NEMOURS
14404 12/20/10 424475 MERIDIAN EQUITY PARTNERS 138,000.00 49.396 1,380.00 6,818,028.00
PUR 12/21/10 27805810 EATON CORP
53949 12/27/10 424495 BMO CAPITAL MARKETS/EXECUTI 25,000.00 102.36 250.00 2,559,282.50
PUR 12/22/10 27805810 EATON CORP
53949 12/28/10 424499 MURIEL SEIBERT & CO 45,000.00 101.91 450.00 4,586,404.50
PUR 12/14/10 30068C10 EXCEL TRUST
52146 12/17/10 424470 BMO CAPITAL MARKETS/EXECUTI 10,000.00 12.130 100.00 121,400.00
PUR 12/21/10 30068C10 EXCEL TRUST
52146 12/27/10 424495 BLAYLOCK ROBERT VAN LLC 25,000.00 12.798 250.00 320,197.50
PUR 12/06/10 30249130 FMC CORP
53169 12/09/10 424437 BNY CONVERGEX(ALGOS) 40,000.00 80.596 400.00 3,224,244.00
PUR 12/06/10 30249130 FMC CORP
53169 12/09/10 424437 LIQUIDNET 10,000.00 80.470 200.00 804,900.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 71
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/01/10 30269310 FXCM INC
54681 12/07/10 424427 BARCLAYS CAPITAL (DOMESTIC) 24,750.00 14.000 346,500.00
PUR 12/01/10 30269310 FXCM INC
54681 12/07/10 424427 CITIGROUP/CITIBANK DOMESTIC 29,813.00 14.000 417,382.00
PUR 12/01/10 30269310 FXCM INC
54681 12/07/10 424427 CREDIT SUISSE SEC (USA) LLC 71,437.00 14.000 1,000,118.00
PUR 12/01/10 30269310 FXCM INC
54681 12/07/10 424427 DEUTSCHE BANK AG (DOMESTIC) 22,500.00 14.000 315,000.00
PUR 12/01/10 30269310 FXCM INC
54681 12/07/10 424427 JP MORGAN 58,500.00 14.000 819,000.00
PUR 12/01/10 30269310 FXCM INC
54681 12/07/10 424427 SANDLER O'NEILL & PARTNERS 11,250.00 14.000 157,500.00
PUR 12/01/10 30269310 FXCM INC
54681 12/07/10 424427 UBS WARBURG LLC 6,750.00 14.000 94,500.00
PUR 12/10/10 30269310 FXCM INC
54681 12/15/10 424458 MERRIMAN/OTC 50,000.00 13.051 500.00 653,050.00
PUR 12/22/10 31428X10 FEDEX CORP
52038 12/28/10 424499 BMO CAPITAL MARKETS/EXECUTI 90,000.00 93.220 900.00 8,390,700.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 72
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/22/10 31792310 FINISH LINE A
53637 12/28/10 424499 LABRANCHE/0TC 10,000.00 17.573 100.00 175,834.00
PUR 12/06/10 36960410 GENERAL ELECTRIC CO
54731 12/09/10 424437 BLAYLOCK ROBERT VAN LLC 200,000.00 16.840 2,000.00 3,370,000.00
PUR 12/06/10 36960410 GENERAL ELECTRIC CO
54731 12/09/10 424437 INSTINET (DOMESTIC) 150,000.00 16.772 1,050.00 2,516,895.00
PUR 12/06/10 36960410 GENERAL ELECTRIC CO
54731 12/09/10 424437 ITG (CHANNEL) 200,000.00 16.755 2,000.00 3,353,000.00
PUR 12/06/10 36960410 GENERAL ELECTRIC CO
54731 12/09/10 424437 LOOP CAPITAL 125,000.00 16.843 1,250.00 2,106,600.00
PUR 12/06/10 36960410 GENERAL ELECTRIC CO
54731 12/09/10 424437 MERIDIAN EQUITY PARTNERS 150,000.00 16.817 1,500.00 2,524,005.00
PUR 12/06/10 36960410 GENERAL ELECTRIC CO
54731 12/09/10 424437 MURIEL SEIBERT & CO 250,000.00 16.812 2,500.00 4,205,450.00
PUR 12/06/10 36960410 GENERAL ELECTRIC CO
54731 12/09/10 424437 PACIFIC AMERICAN SECURITIES 125,000.00 16.794 1,250.00 2,100,550.00
PUR 12/06/10 36960410 GENERAL ELECTRIC CO
54731 12/09/10 424437 PRINCETON SECURITIES GROUP 125,000.00 16.763 1,250.00 2,096,650.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 73
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/06/10 36960410 GENERAL ELECTRIC CO
54731 12/09/10 424437 STURDIVANT/EXECUTION 125,000.00 16.834 1,250.00 2,105,550.00
PUR 12/07/10 36960410 GENERAL ELECTRIC CO
54731 12/10/10 424441 INSTINET (PORTAL) 343,358.00 17.224 2,403.51 5,916,333.03
PUR 12/07/10 36960410 GENERAL ELECTRIC CO
54731 12/10/10 424441 ITG (CHANNEL) 1,091,642.00 17.196 10,916.42 18,782,683.09
PUR 12/09/10 36960410 GENERAL ELECTRIC CO
54731 12/14/10 424453 INSTINET (PORTAL) 500,000.00 17.091 3,500.00 8,549,000.00
PUR 12/09/10 36960410 GENERAL ELECTRIC CO
54731 12/14/10 424453 LABRANCHE/0TC 92,000.00 17.140 920.00 1,577,781.60
PUR 12/09/10 36960410 GENERAL ELECTRIC CO
54731 12/14/10 424453 MERRIMAN/OTC 100,000.00 17.115 1,000.00 1,712,450.00
PUR 12/13/10 36960410 GENERAL ELECTRIC CO
54731 12/16/10 424463 INSTINET (PORTAL) 1,410,000.00 17.668 9,870.00 24,921,468.00
PUR 12/15/10 36960410 GENERAL ELECTRIC CO
54731 12/20/10 424475 ITG (CHANNEL) 1,409,000.00 17.563 9,863.00 24,755,566.40
PUR 12/16/10 36960410 GENERAL ELECTRIC CO
54731 12/21/10 424485 INSTINET (PORTAL) 1,000,000.00 17.772 7,000.00 17,778,900.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 74
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/16/10 36960410 GENERAL ELECTRIC CO
54731 12/21/10 424485 MERRIMAN/OTC 425,000.00 17.722 4,250.00 7,536,057.50
PUR 12/17/10 36960410 GENERAL ELECTRIC CO
54731 12/22/10 424487 ITG (CHANNEL) 1,202,000.00 17.641 8,414.00 21,213,016.20
PUR 12/17/10 36960410 GENERAL ELECTRIC CO
54731 12/22/10 424487 PULSE (BLOCK CROSS) 10,000.00 17.650 100.00 176,600.00
PUR 12/20/10 36960410 GENERAL ELECTRIC CO
54731 12/23/10 424491 CABRERA 100,000.00 17.755 1,000.00 1,776,500.00
PUR 12/20/10 36960410 GENERAL ELECTRIC CO
54731 12/23/10 424491 CASTLE OAK SECURITIES 100,000.00 17.755 1,000.00 1,776,500.00
PUR 12/20/10 36960410 GENERAL ELECTRIC CO
54731 12/23/10 424491 GUZMAN & CO. 100,000.00 17.760 1,000.00 1,776,950.00
PUR 12/20/10 36960410 GENERAL ELECTRIC CO
54731 12/23/10 424491 INSTINET (PORTAL) 723,000.00 17.719 5,061.00 12,816,042.60
PUR 12/20/10 36960410 GENERAL ELECTRIC CO
54731 12/23/10 424491 JACKSON SECS 100,000.00 17.769 1,000.00 1,777,940.00
PUR 12/20/10 36960410 GENERAL ELECTRIC CO
54731 12/23/10 424491 LOOP CAPITAL 100,000.00 17.754 1,000.00 1,776,430.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 75
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/20/10 36960410 GENERAL ELECTRIC CO
54731 12/23/10 424491 PACIFIC AMERICAN SECURITIES 60,000.00 17.741 600.00 1,065,066.00
PUR 12/21/10 36960410 GENERAL ELECTRIC CO
54731 12/27/10 424495 BLAYLOCK ROBERT VAN LLC 84,000.00 17.928 840.00 1,506,808.80
PUR 12/21/10 36960410 GENERAL ELECTRIC CO
54731 12/27/10 424495 BMO CAPITAL MARKETS/EXECUTI 100,000.00 17.935 1,000.00 1,794,500.00
PUR 12/14/10 40414L10 HCP INC
43963 12/20/10 424481 BANK OF NEW YORK CAPITAL MA 212.00 32.000 6,784.00
PUR 12/14/10 40414L10 HCP INC
43963 12/20/10 424481 BARCLAYS CAPITAL (DOMESTIC) 500.00 32.000 16,000.00
PUR 12/14/10 40414L10 HCP INC
43963 12/20/10 424481 CITIGROUP/CITIBANK DOMESTIC 4,000.00 32.000 128,000.00
PUR 12/14/10 40414L10 HCP INC
43963 12/20/10 424481 CREDIT AGRICOLE SEC USA INC 500.00 32.000 16,000.00
PUR 12/14/10 40414L10 HCP INC
43963 12/20/10 424481 CREDIT SUISSE SEC (USA) LLC 500.00 32.000 16,000.00
PUR 12/14/10 40414L10 HCP INC
43963 12/20/10 424481 DEUTSCHE BANK AG (DOMESTIC) 250.00 32.000 8,000.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 76
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/14/10 40414L10 HCP INC
43963 12/20/10 424481 GOLDMAN SACHS & COMPANY 500.00 32.000 16,000.00
PUR 12/14/10 40414L10 HCP INC
43963 12/20/10 424481 JP MORGAN 4,000.00 32.000 128,000.00
PUR 12/14/10 40414L10 HCP INC
43963 12/20/10 424481 KEYBANC CAPITAL MKTS INC 500.00 32.000 16,000.00
PUR 12/14/10 40414L10 HCP INC
43963 12/20/10 424481 MERRILL LYNCH, PIERCE,FENNE 4,000.00 32.000 128,000.00
PUR 12/14/10 40414L10 HCP INC
43963 12/20/10 424481 MORGAN KEEGAN 150.00 32.000 4,800.00
PUR 12/14/10 40414L10 HCP INC
43963 12/20/10 424481 MORGAN STANLEY 250.00 32.000 8,000.00
PUR 12/14/10 40414L10 HCP INC
43963 12/20/10 424481 PNC CAPITAL MARKETS 212.00 32.000 6,784.00
PUR 12/14/10 40414L10 HCP INC
43963 12/20/10 424481 RBS GREENWICH 500.00 32.000 16,000.00
PUR 12/14/10 40414L10 HCP INC
43963 12/20/10 424481 SCOTIA CAPITAL MARKETS (DOM 500.00 32.000 16,000.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 77
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/14/10 40414L10 HCP INC
43963 12/20/10 424481 SUN TRUST BANK INC 213.00 32.000 6,816.00
PUR 12/14/10 40414L10 HCP INC
43963 12/20/10 424481 UBS WARBURG LLC 4,000.00 32.000 128,000.00
PUR 12/14/10 40414L10 HCP INC
43963 12/20/10 424481 US BANCORP (FOR SECONDARY) 213.00 32.000 6,816.00
PUR 12/14/10 40414L10 HCP INC
43963 12/20/10 424481 WELLS FARGO SECURITIES 4,000.00 32.000 128,000.00
PUR 12/01/10 42217K10 HEALTH CARE REIT INC.
41661 12/06/10 424422 BARCLAYS CAPITAL (DOMESTIC) 200.00 43.750 8,750.00
PUR 12/01/10 42217K10 HEALTH CARE REIT INC.
41661 12/06/10 424422 BMO CAPITAL MARKETS/EXECUTI 50.00 43.750 2,187.50
PUR 12/01/10 42217K10 HEALTH CARE REIT INC.
41661 12/06/10 424422 COMERICA SECURITIES 50.00 43.750 2,187.50
PUR 12/01/10 42217K10 HEALTH CARE REIT INC.
41661 12/06/10 424422 DEUTSCHE BANK AG (DOMESTIC) 300.00 43.750 13,125.00
PUR 12/01/10 42217K10 HEALTH CARE REIT INC.
41661 12/06/10 424422 JP MORGAN 888.00 43.750 38,850.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 78
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/01/10 42217K10 HEALTH CARE REIT INC.
41661 12/06/10 424422 KEYBANC CAPITAL MKTS INC 400.00 43.750 17,500.00
PUR 12/01/10 42217K10 HEALTH CARE REIT INC.
41661 12/06/10 424422 MERRILL LYNCH, PIERCE,FENNE 1,275.00 43.750 55,781.25
PUR 12/01/10 42217K10 HEALTH CARE REIT INC.
41661 12/06/10 424422 MORGAN KEEGAN 50.00 43.750 2,187.50
PUR 12/01/10 42217K10 HEALTH CARE REIT INC.
41661 12/06/10 424422 PNC CAPITAL MARKETS 50.00 43.750 2,187.50
PUR 12/01/10 42217K10 HEALTH CARE REIT INC.
41661 12/06/10 424422 RAYMOND JAMES & ASSOCIATES, 300.00 43.750 13,125.00
PUR 12/01/10 42217K10 HEALTH CARE REIT INC.
41661 12/06/10 424422 RBC CAPITAL (DOMESTIC) 50.00 43.750 2,187.50
PUR 12/01/10 42217K10 HEALTH CARE REIT INC.
41661 12/06/10 424422 STIFEL NICOLAUS 200.00 43.750 8,750.00
PUR 12/01/10 42217K10 HEALTH CARE REIT INC.
41661 12/06/10 424422 UBS WARBURG LLC 887.00 43.750 38,806.25
PUR 12/01/10 42217K10 HEALTH CARE REIT INC.
41661 12/06/10 424422 WELLS FARGO SECURITIES 300.00 43.750 13,125.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 79
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/22/10 42281910 HEIDRICK & STRUGGLES INTL
53469 12/28/10 424499 ITG (CHANNEL) 1,000.00 28.823 7.00 28,830.00
PUR 12/30/10 42281910 HEIDRICK & STRUGGLES INTL
53469 1/04/11 424515 LABRANCHE/0TC 100.00 29.000 1.00 2,901.00
PUR 12/31/10 42281910 HEIDRICK & STRUGGLES INTL
53469 1/05/11 424519 LABRANCHE/0TC 3,065.00 28.999 30.65 88,911.67
PUR 12/16/10 42782510 HERSHA HOSPITALITY TR
50440 12/21/10 424485 WILLIAMS CAPITAL GROUP 44,284.00 6.476 442.84 287,239.31
PUR 12/21/10 42782510 HERSHA HOSPITALITY TR
50440 12/27/10 424495 WILLIAMS CAPITAL GROUP 5,716.00 6.500 57.16 37,211.16
PUR 12/14/10 42833L10 HHGREGG INC
52460 12/17/10 424470 BMO CAPITAL MARKETS/EXECUTI 5,000.00 22.395 50.00 112,025.00
PUR 12/14/10 42833L10 HHGREGG INC
52460 12/17/10 424470 WILLIAMS CAPITAL GROUP 20,000.00 22.217 200.00 444,538.00
PUR 12/13/10 43707610 HOME DEPOT INC
9428 12/16/10 424463 BMO CAPITAL MARKETS/EXECUTI 35,000.00 34.632 350.00 1,212,463.00
PUR 12/15/10 43707610 HOME DEPOT INC
9428 12/20/10 424475 BMO CAPITAL MARKETS/EXECUTI 45,000.00 34.802 450.00 1,566,526.50
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 80
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/01/10 43730610 HOME PROPERTIES INC
52372 12/06/10 424423 WILLIAMS CAPITAL GROUP 9,000.00 54.445 90.00 490,090.50
PUR 12/22/10 44106M10 HOSPITALITY PROPERTIES TRUS
22455 12/28/10 424499 WILLIAMS CAPITAL GROUP 45,000.00 22.263 450.00 1,002,262.50
PUR 12/16/10 44409710 HUDSON PACIFIC PPTYS
54895 12/21/10 424485 MERIDIAN EQUITY PARTNERS 100,000.00 15.058 1,000.00 1,506,820.00
PUR 12/22/10 44409710 HUDSON PACIFIC PPTYS
54895 12/28/10 424499 MURIEL SEIBERT & CO 30,000.00 15.064 300.00 452,217.00
PUR 12/15/10 44857910 HYATT HOTEL'S
49245 12/20/10 424475 WILLIAMS CAPITAL GROUP 5,000.00 44.228 50.00 221,191.00
PUR 12/22/10 44857910 HYATT HOTEL'S
49245 12/28/10 424499 WILLIAMS CAPITAL GROUP 10,000.00 44.884 100.00 448,938.00
PUR 12/06/10 47714310 JETBLUE AIRWAYS
54733 12/09/10 424437 ITG (CHANNEL) 390,000.00 7.162 3,900.00 2,797,080.00
PUR 12/08/10 47714310 JETBLUE AIRWAYS
54733 12/13/10 424449 LABRANCHE/0TC 208,000.00 6.577 2,080.00 1,369,992.00
PUR 12/14/10 47758P30 JO-ANN STORES INC
53157 12/17/10 424470 BMO CAPITAL MARKETS/EXECUTI 10,000.00 45.249 100.00 452,592.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 81
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/16/10 47758P30 JO-ANN STORES INC
53157 12/21/10 424485 BLAYLOCK ROBERT VAN LLC 10,000.00 45.544 100.00 455,536.00
PUR 12/10/10 48083810 JOS A BANK CLOTHIERS INC
54814 12/15/10 424458 BMO CAPITAL MARKETS/EXECUTI 25,000.00 40.487 250.00 1,012,415.00
PUR 12/13/10 51783410 LAS VEGAS SANDS CORP
50698 12/16/10 424463 WILLIAMS CAPITAL GROUP 10,000.00 46.059 100.00 460,689.00
PUR 12/09/10 51794210 LASALLE HOTEL PROPERTIES
43962 12/14/10 424453 WILLIAMS CAPITAL GROUP 20,000.00 25.232 200.00 504,838.00
PUR 12/15/10 51794210 LASALLE HOTEL PROPERTIES
43962 12/20/10 424475 BMO CAPITAL MARKETS/EXECUTI 10,000.00 25.892 100.00 259,023.00
PUR 12/21/10 51794210 LASALLE HOTEL PROPERTIES
43962 12/27/10 424495 BLAYLOCK ROBERT VAN LLC 20,000.00 26.114 200.00 522,478.00
PUR 12/14/10 52605710 LENNAR CORP. CL A
41663 12/17/10 424470 BMO CAPITAL MARKETS/EXECUTI 25,000.00 17.665 250.00 441,880.00
PUR 12/16/10 52605730 LENNAR CORP. CL B
24818 12/21/10 424485 BMO CAPITAL MARKETS/EXECUTI 10,000.00 14.196 100.00 142,064.00
PUR 12/22/10 76122Q10 RESOURCES CONNECTION INC
51097 12/28/10 424499 ITG (CHANNEL) 50,000.00 18.780 350.00 939,370.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 82
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/15/10 76658210 RIGNET INC
54862 12/20/10 424474 DEUTSCHE BANK AG (DOMESTIC) 100,000.00 12.000 1,200,000.00
PUR 12/15/10 76658210 RIGNET INC
54862 12/20/10 424474 JEFFERIES & COMPANY 60,000.00 12.000 720,000.00
PUR 12/15/10 76658210 RIGNET INC
54862 12/20/10 424474 OPPENHEIMER & CO., INC 20,000.00 12.000 240,000.00
PUR 12/15/10 76658210 RIGNET INC
54862 12/20/10 424474 SIMMONS AND CO 20,000.00 12.000 240,000.00
PUR 12/16/10 79014810 ST JOE COMPANY
54896 12/21/10 424485 BMO CAPITAL MARKETS/EXECUTI 75,000.00 19.973 750.00 1,498,695.00
PUR 12/01/10 82028010 SHAW GROUP INC (THE)
35105 12/06/10 424423 INSTINET (CUMBERLAND ADVISO 40,973.00 32.662 2,048.65 1,340,321.07
PUR 12/03/10 82028010 SHAW GROUP INC (THE)
35105 12/08/10 424433 ITG (CHANNEL) 59,797.00 33.599 597.97 2,009,699.43
PUR 12/06/10 82028010 SHAW GROUP INC (THE)
35105 12/09/10 424437 ITG (CHANNEL) 140,203.00 33.612 1,402.03 4,713,905.27
PUR 12/21/10 83056610 SKECHERS USA INC CL A
53910 12/27/10 424495 BLAYLOCK ROBERT VAN LLC 7,500.00 19.858 75.00 149,012.25
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 83
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/09/10 85571B10 STARWOOD PROPERTY TRUST INC
50985 12/15/10 424457 CITIGROUP/CITIBANK DOMESTIC 8,500.00 19.730 167,705.00
PUR 12/09/10 85571B10 STARWOOD PROPERTY TRUST INC
50985 12/15/10 424457 DEUTSCHE BANK AG (DOMESTIC) 8,500.00 19.730 167,705.00
PUR 12/09/10 85571B10 STARWOOD PROPERTY TRUST INC
50985 12/15/10 424457 EVERCORE PARTNERS 1,000.00 19.730 19,730.00
PUR 12/09/10 85571B10 STARWOOD PROPERTY TRUST INC
50985 12/15/10 424457 FBR CAPITAL MARKETS 2,000.00 19.730 39,460.00
PUR 12/09/10 85571B10 STARWOOD PROPERTY TRUST INC
50985 12/15/10 424457 GOLDMAN SACHS & COMPANY 8,500.00 19.730 167,705.00
PUR 12/09/10 85571B10 STARWOOD PROPERTY TRUST INC
50985 12/15/10 424457 JP MORGAN 2,500.00 19.730 49,325.00
PUR 12/09/10 85571B10 STARWOOD PROPERTY TRUST INC
50985 12/15/10 424457 KEEFE BRUYETTE & WOODS INC. 1,000.00 19.730 19,730.00
PUR 12/09/10 85571B10 STARWOOD PROPERTY TRUST INC
50985 12/15/10 424457 MERRILL LYNCH, PIERCE,FENNE 8,500.00 19.730 167,705.00
PUR 12/09/10 85571B10 STARWOOD PROPERTY TRUST INC
50985 12/15/10 424457 STIFEL NICOLAUS 1,000.00 19.730 19,730.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 84
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/09/10 85571B10 STARWOOD PROPERTY TRUST INC
50985 12/15/10 424457 WELLS FARGO SECURITIES 8,500.00 19.730 167,705.00
PUR 12/13/10 85571B10 STARWOOD PROPERTY TRUST INC
50985 12/16/10 424463 LABRANCHE/0TC 50,000.00 20.387 500.00 1,019,860.00
PUR 12/08/10 87416110 TALBOTS INC. (THE)
36685 12/13/10 424449 ITG (CHANNEL) 50,000.00 8.695 500.00 435,250.00
PUR 12/20/10 87986810 TEMPLE INLAND
54924 12/23/10 424491 INSTINET (PORTAL) 240,000.00 20.652 1,680.00 4,958,136.00
PUR 12/20/10 87986810 TEMPLE INLAND
54924 12/23/10 424491 LIQUIDNET 25,000.00 20.565 500.00 514,625.00
PUR 12/21/10 87986810 TEMPLE INLAND
54924 12/27/10 424495 MURIEL SEIBERT & CO 135,000.00 20.859 1,350.00 2,817,328.50
PUR 12/22/10 91004710 UNITED CONTINENTAL HOLDINGS
53796 12/28/10 424499 GRISWOLD COMPANY 100,000.00 24.365 1,000.00 2,437,510.00
PUR 12/22/10 91004710 UNITED CONTINENTAL HOLDINGS
53796 12/28/10 424499 ICAP CORPORATES LLC 40,000.00 24.405 400.00 976,616.00
PUR 12/22/10 91004710 UNITED CONTINENTAL HOLDINGS
53796 12/28/10 424499 LOOP CAPITAL 34,000.00 24.206 340.00 823,354.20
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 85
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/22/10 91004710 UNITED CONTINENTAL HOLDINGS
53796 12/28/10 424499 MERIDIAN EQUITY PARTNERS 60,000.00 24.448 600.00 1,467,450.00
PUR 12/22/10 91004710 UNITED CONTINENTAL HOLDINGS
53796 12/28/10 424499 PRINCETON SECURITIES GROUP 60,000.00 24.222 600.00 1,453,926.00
PUR 12/10/10 91274F10 U-STORE-IT TRUST
47345 12/15/10 424458 BMO CAPITAL MARKETS/EXECUTI 30,000.00 8.680 300.00 260,697.00
PUR 12/16/10 91274F10 U-STORE-IT TRUST
47345 12/21/10 424485 BMO CAPITAL MARKETS/EXECUTI 25,000.00 8.974 250.00 224,602.50
PUR 12/20/10 91274F10 U-STORE-IT TRUST
47345 12/23/10 424491 BLAYLOCK ROBERT VAN LLC 50,000.00 9.249 500.00 462,945.00
PUR 12/15/10 91704710 URBAN OUTFITTER
50693 12/20/10 424475 MERRIMAN/OTC 16,200.00 36.672 162.00 594,250.02
PUR 12/15/10 92929710 WMS INDUSTRIES INC
46165 12/20/10 424475 BMO CAPITAL MARKETS/EXECUTI 5,000.00 44.879 50.00 224,443.00
PUR 12/08/10 96216610 WEYERHAEUSER CO
23118 12/13/10 424449 PRINCETON SECURITIES GROUP 266,000.00 17.295 2,660.00 4,603,156.60
PUR 12/09/10 96216610 WEYERHAEUSER CO
23118 12/14/10 424453 PRINCETON SECURITIES GROUP 100,000.00 17.493 1,000.00 1,750,340.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 86
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/13/10 97639130 WINTHROP REALTY TRUST
43956 12/16/10 424463 BMO CAPITAL MARKETS/EXECUTI 25,000.00 12.777 250.00 319,685.00
PUR 12/13/10 98310W10 WYNDHAM WORLDWIDE
50304 12/16/10 424463 WILLIAMS CAPITAL GROUP 11,000.00 30.445 110.00 335,007.20
PUR 12/21/10 98310W10 WYNDHAM WORLDWIDE
50304 12/27/10 424495 BLAYLOCK ROBERT VAN LLC 10,000.00 30.842 100.00 308,517.00
PUR 12/22/10 98310W10 WYNDHAM WORLDWIDE
50304 12/28/10 424499 WILLIAMS CAPITAL GROUP 11,000.00 31.161 110.00 342,878.80
PUR 12/06/10 G2414010 COOPER INDUSTRIES PLC
48445 12/09/10 424437 BMO CAPITAL MARKETS/EXECUTI 48,488.00 56.303 484.88 2,730,524.14
PUR 12/06/10 G2414010 COOPER INDUSTRIES PLC
48445 12/09/10 424437 WILLIAMS CAPITAL GROUP 45,000.00 56.271 450.00 2,532,649.50
PUR 12/07/10 G2414010 COOPER INDUSTRIES PLC
48445 12/10/10 424441 BMO CAPITAL MARKETS/EXECUTI 51,512.00 57.027 515.12 2,938,084.79
PUR 12/07/10 G2414010 COOPER INDUSTRIES PLC
48445 12/10/10 424441 WILLIAMS CAPITAL GROUP 55,000.00 57.101 550.00 3,141,077.50
PUR 12/20/10 H8912810 TYCO INTERNATIONAL LTD
45460 12/23/10 424491 ITG (CHANNEL) 158,000.00 41.873 1,106.00 6,616,976.80
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 87
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/21/10 H8912810 TYCO INTERNATIONAL LTD
45460 12/27/10 424495 ICAP CORPORATES LLC 100,000.00 41.775 1,000.00 4,178,510.00
PUR 12/21/10 H8912810 TYCO INTERNATIONAL LTD
45460 12/27/10 424495 LOOP CAPITAL 98,000.00 42.095 980.00 4,126,309.60
PUR 12/22/10 H8912810 TYCO INTERNATIONAL LTD
45460 12/28/10 424499 WILLIAMS CAPITAL GROUP 88,000.00 41.520 880.00 3,654,604.80
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 19,670,938.00 450,917,484.23
151,585.02
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 19,670,938.00 450,917,484.23
151,585.02
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 12/17/10 00036110 AAR CORP. 18.85
03732 12/22/10 424488 WILLIAMS CAPITAL GROUP 40,000.00 27.883 400.00 1,114,881.15 282,935.76
SALE 12/20/10 00508X20 ACTUANT CORP. 13.63
19160 12/23/10 424492 ITG (CHANNEL) 30,000.00 26.870 210.00 805,870.37 608,245.83
SALE 12/20/10 00508X20 ACTUANT CORP. 18.17
19160 12/23/10 424492 LIQUIDNET 40,000.00 26.865 800.00 1,073,781.83 810,282.44
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 88
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/01/10 00724X10 ADOLOR CORP. 3.54
26983 12/06/10 424424 ITG (CHANNEL) 170,000.00 1.230 1,700.00 207,396.46 -2,320,256.97
SALE 12/21/10 01643710 ALL AMERICAN GROUP INC .08
52253 12/27/10 424496 LABRANCHE/0TC 20,000.00 .240 100.00 4,699.92 -265,788.05
SALE 12/17/10 01741R10 ALLEGHENY TECHNOLOGIES INC 47.84
51711 12/22/10 424488 WILLIAMS CAPITAL GROUP 50,000.00 56.614 500.00 2,830,142.16 80,982.86
SALE 12/01/10 03209510 AMPHENOL CORP-CL A 8.75
04092 12/06/10 424424 BMO CAPITAL MARKETS/EXECUTI 10,000.00 51.733 100.00 517,225.25 449,851.28
SALE 12/01/10 03748R10 APARTMENT INVEST. & MGMT. C 8.20
38056 12/06/10 424424 BLAYLOCK ROBERT VAN LLC 20,000.00 24.246 200.00 484,701.80 -11,980.99
SALE 12/15/10 03822210 APPLIED MATERIALS, INC. 10.02
5627 12/20/10 424476 LABRANCHE/0TC 45,000.00 13.180 450.00 592,644.48 247,266.85
SALE 12/15/10 03822210 APPLIED MATERIALS, INC. 1.12
5627 12/20/10 424476 PULSE (BLOCK CROSS) 5,000.00 13.215 50.00 66,023.88 27,648.59
SALE 12/13/10 04289L10 ART TECHNOLOGY GROUP INC 15.16
39338 12/16/10 424464 LABRANCHE/0TC 150,000.00 5.980 1,500.00 895,529.84 263,294.84
SALE 12/07/10 04420910 ASHLAND INC. 85.85
31174 12/10/10 424442 BLAYLOCK ROBERT VAN LLC 100,000.00 50.795 1,000.00 5,078,404.15 1,407,078.49
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 89
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/13/10 04951310 ATMEL CORP. 5.19
14961 12/16/10 424464 LABRANCHE/0TC 25,000.00 12.272 250.00 306,554.81 173,886.44
SALE 12/01/10 05276910 AUTODESK INC. 61.64
1122 12/06/10 424424 INSTINET (CUMBERLAND ADVISO 100,000.00 36.473 5,000.00 3,642,208.36 762,987.85
SALE 12/09/10 05333210 AUTOZONE INC. 8.64
29116 12/14/10 424454 WILLIAMS CAPITAL GROUP 1,950.00 261.96 19.50 510,807.71 339,510.15
SALE 12/01/10 05722410 BAKER HUGHES INC 32.03
14400 12/06/10 424424 LOOP CAPITAL 35,000.00 54.137 350.00 1,894,419.97 445,674.11
SALE 12/15/10 05849810 BALL CORP 127.79
8982 12/20/10 424476 MERIDIAN EQUITY PARTNERS 110,000.00 68.739 1,100.00 7,560,073.21 1,621,929.43
SALE 12/16/10 05849810 BALL CORP 115.85
8982 12/21/10 424486 ICAP CORPORATES LLC 100,000.00 68.547 1,000.00 6,853,614.15 1,455,301.63
SALE 12/16/10 07589610 BED BATH & BEYOND INC 40.53
21207 12/21/10 424486 LABRANCHE/0TC 50,000.00 47.964 500.00 2,397,659.47 728,301.23
SALE 12/13/10 08143710 BEMIS COMPANY 55.22
23170 12/16/10 424464 BMO CAPITAL MARKETS/EXECUTI 100,000.00 32.673 1,000.00 3,266,244.78 308,575.65
SALE 12/14/10 08143710 BEMIS COMPANY 55.17
23170 12/17/10 424471 BMO CAPITAL MARKETS/EXECUTI 100,000.00 32.645 1,000.00 3,263,394.83 305,725.70
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 90
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/16/10 08143710 BEMIS COMPANY 56.48
23170 12/21/10 424486 BLAYLOCK ROBERT VAN LLC 102,000.00 32.761 1,020.00 3,340,586.32 323,763.81
SALE 12/20/10 08143710 BEMIS COMPANY 38.94
23170 12/23/10 424492 ITG (CHANNEL) 69,600.00 33.102 487.20 2,303,373.06 244,835.35
SALE 12/20/10 08143710 BEMIS COMPANY 17.04
23170 12/23/10 424492 PULSE (BLOCK CROSS) 30,400.00 33.165 304.00 1,007,894.96 108,763.55
SALE 12/21/10 08143710 BEMIS COMPANY 52.34
23170 12/27/10 424496 WILLIAMS CAPITAL GROUP 93,000.00 33.302 930.00 3,096,057.16 345,424.87
SALE 12/01/10 10055710 BOSTON BEER COMPANY INC. CL 16.81
38775 12/06/10 424424 MURIEL SEIBERT & CO 12,000.00 82.871 120.00 994,313.99 575,072.65
SALE 12/08/10 10536820 BRANDYWINE REALTY TRUST 7.27
41673 12/13/10 424450 ITG (CHANNEL) 40,000.00 10.743 400.00 429,328.73 -121,183.33
SALE 12/15/10 11875910 BUCYRUS INTL INC NEW 52.99
53714 12/20/10 424476 MERRIMAN/OTC 35,000.00 89.579 350.00 3,134,858.51 669,861.75
SALE 12/14/10 12483010 CBL & ASSOC PPTYS INC 18.91
47270 12/17/10 424471 BMO CAPITAL MARKETS/EXECUTI 64,000.00 17.481 640.00 1,118,112.29 716,870.22
SALE 12/22/10 12483010 CBL & ASSOC PPTYS INC 7.55
47270 12/28/10 424500 MURIEL SEIBERT & CO 25,000.00 17.855 250.00 446,112.45 289,377.27
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 91
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/01/10 12686C10 CABLEVISION SYSTEMS-NY GRP- 54.36
37985 12/06/10 424424 GUZMAN & CO. 100,000.00 32.160 1,000.00 3,214,935.64 1,078,649.39
SALE 12/01/10 12709710 CABOT OIL & GAS 30.24
48172 12/06/10 424424 LOOP CAPITAL 50,000.00 35.786 500.00 1,788,764.76 181,109.84
SALE 12/07/10 12709P10 CABOT MICROELECTRONICS CORP 6.57
26137 12/10/10 424442 INSTINET (PORTAL) 9,678.00 40.112 67.75 388,126.71 -4,825.04
SALE 12/07/10 12709P10 CABOT MICROELECTRONICS CORP 15.63
26137 12/10/10 424442 ITG (CHANNEL) 23,131.00 39.979 231.31 924,507.31 -14,670.92
SALE 12/07/10 12709P10 CABOT MICROELECTRONICS CORP 8.39
26137 12/10/10 424442 LIQUIDNET 12,400.00 39.990 248.00 495,619.61 -7,852.36
SALE 12/08/10 12709P10 CABOT MICROELECTRONICS CORP 37.19
26137 12/13/10 424450 ITG (CHANNEL) 54,791.00 40.163 547.91 2,199,985.83 -24,670.02
SALE 12/15/10 12709P10 CABOT MICROELECTRONICS CORP 7.06
26137 12/20/10 424476 LABRANCHE/0TC 10,000.00 41.750 100.00 417,392.94 11,367.16
SALE 12/01/10 12738710 CADENCE DESIGN SYSTEMS, INC 13.36
8035 12/06/10 424424 INSTINET (CUMBERLAND ADVISO 100,000.00 7.903 5,000.00 785,306.64 -873,275.33
SALE 12/22/10 14622910 CARTER'S INC 28.52
33598 12/28/10 424500 BLAYLOCK ROBERT VAN LLC 55,000.00 30.679 550.00 1,686,766.48 6,844.36
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 92
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/13/10 14965A10 CAVIUM NETWORKS INC. 12.74
37143 12/16/10 424464 LABRANCHE/0TC 20,000.00 37.699 200.00 753,757.26 311,656.43
SALE 12/01/10 15087010 CELANESE CORPORATION SERIES 32.39
35597 12/06/10 424424 BMO CAPITAL MARKETS/EXECUTI 50,000.00 38.325 500.00 1,915,727.61 730,229.51
SALE 12/06/10 15087010 CELANESE CORPORATION SERIES 49.89
35597 12/09/10 424438 CABRERA 75,000.00 39.358 750.00 2,951,065.11 1,172,817.95
SALE 12/06/10 15087010 CELANESE CORPORATION SERIES 40.06
35597 12/09/10 424438 GUZMAN & CO. 60,000.00 39.500 600.00 2,369,377.94 946,780.22
SALE 12/06/10 15087010 CELANESE CORPORATION SERIES 50.01
35597 12/09/10 424438 JACKSON SECS 75,000.00 39.452 750.00 2,958,099.99 1,179,852.83
SALE 12/07/10 15087010 CELANESE CORPORATION SERIES 26.70
35597 12/10/10 424442 GUZMAN & CO. 40,000.00 39.486 400.00 1,579,025.30 630,626.82
SALE 12/07/10 15087010 CELANESE CORPORATION SERIES 66.55
35597 12/10/10 424442 MURIEL SEIBERT & CO 100,000.00 39.374 1,000.00 3,936,353.45 1,565,357.24
SALE 12/09/10 15087010 CELANESE CORPORATION SERIES 71.05
35597 12/14/10 424454 BLAYLOCK ROBERT VAN LLC 108,000.00 38.927 1,080.00 4,202,954.15 1,642,278.25
SALE 12/13/10 15087010 CELANESE CORPORATION SERIES 127.98
35597 12/16/10 424464 BLAYLOCK ROBERT VAN LLC 192,000.00 39.439 1,920.00 7,570,240.02 3,017,927.30
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 93
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/01/10 17123210 CHUBB CORP. (THE) 39.16
18420 12/06/10 424424 MURIEL SEIBERT & CO 40,000.00 57.916 400.00 2,316,196.84 1,588,109.97
SALE 12/21/10 18048910 CLARIENT INC.
30133 12/21/10 424428 TENDERED 280,000.00 5.000 1,400,000.00 532,359.23
SALE 12/01/10 22160K10 COSTCO WHOLESALE CORP. 40.39
14344 12/06/10 424424 MERRIMAN/OTC 35,000.00 68.272 350.00 2,389,143.61 1,345,964.92
SALE 12/01/10 23156110 CURTISS-WRIGHT CORP. 13.53
30584 12/06/10 424424 BLAYLOCK ROBERT VAN LLC 25,000.00 32.002 250.00 799,791.47 110,018.26
SALE 12/01/10 23156110 CURTISS-WRIGHT CORP. 27.09
30584 12/06/10 424424 WILLIAMS CAPITAL GROUP 50,000.00 32.058 500.00 1,602,352.91 222,806.48
SALE 12/02/10 23156110 CURTISS-WRIGHT CORP. 40.52
30584 12/07/10 424430 BLAYLOCK ROBERT VAN LLC 75,000.00 31.963 750.00 2,396,404.48 327,084.84
SALE 12/02/10 23156110 CURTISS-WRIGHT CORP. 10.82
30584 12/07/10 424430 WILLIAMS CAPITAL GROUP 20,000.00 31.991 200.00 639,613.18 87,794.61
SALE 12/03/10 23156110 CURTISS-WRIGHT CORP. 16.22
30584 12/08/10 424434 WILLIAMS CAPITAL GROUP 30,000.00 31.983 300.00 959,161.78 131,433.93
SALE 12/06/10 24736170 DELTA AIR LINES INC DEL 22.59
46316 12/09/10 424438 GRISWOLD COMPANY 100,000.00 13.366 1,000.00 1,335,607.41 362,911.77
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 94
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/06/10 24736170 DELTA AIR LINES INC DEL 22.59
46316 12/09/10 424438 PRINCETON SECURITIES GROUP 100,000.00 13.362 1,000.00 1,335,217.41 362,521.77
SALE 12/08/10 24736170 DELTA AIR LINES INC DEL 21.95
46316 12/13/10 424450 JACKSON SECS 100,000.00 12.985 1,000.00 1,297,448.05 324,752.41
SALE 12/01/10 24791620 DENBURY RESOURCES INC. 15.84
22410 12/06/10 424424 STURDIVANT/EXECUTION 50,000.00 18.744 500.00 936,684.16 394,180.25
SALE 12/07/10 26054310 DOW CHEMICAL 28.52
48222 12/10/10 424442 BMO CAPITAL MARKETS/EXECUTI 50,000.00 33.741 500.00 1,686,536.48 476,313.58
SALE 12/07/10 26054310 DOW CHEMICAL 42.84
48222 12/10/10 424442 CASTLE OAK SECURITIES 75,000.00 33.798 750.00 2,534,057.16 718,722.81
SALE 12/07/10 26054310 DOW CHEMICAL 42.83
48222 12/10/10 424442 STURDIVANT/EXECUTION 75,000.00 33.788 750.00 2,533,277.17 717,942.82
SALE 12/08/10 26054310 DOW CHEMICAL 71.07
48222 12/13/10 424450 BMO CAPITAL MARKETS/EXECUTI 125,000.00 33.642 1,250.00 4,203,966.43 1,178,409.18
SALE 12/08/10 26054310 DOW CHEMICAL 71.08
48222 12/13/10 424450 WILLIAMS CAPITAL GROUP 125,000.00 33.644 1,250.00 4,204,178.92 1,178,621.67
SALE 12/09/10 26054310 DOW CHEMICAL 71.78
48222 12/14/10 424454 MERIDIAN EQUITY PARTNERS 125,000.00 33.976 1,250.00 4,245,653.22 1,220,095.97
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 95
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/09/10 26054310 DOW CHEMICAL 53.57
48222 12/14/10 424454 PRINCETON SECURITIES GROUP 93,408.00 33.930 934.08 3,168,383.15 907,493.14
SALE 12/10/10 26054310 DOW CHEMICAL 18.14
48222 12/15/10 424459 PRINCETON SECURITIES GROUP 31,592.00 33.968 315.92 1,072,783.00 308,115.76
SALE 12/22/10 26224110 DRUGSTORE.COM INC. 2.97
16684 12/28/10 424500 LABRANCHE/0TC 80,000.00 2.196 800.00 174,877.03 -176,244.50
SALE 12/01/10 26875P10 EOG RESOURCES, INC. 69.28
19629 12/06/10 424424 JACKSON SECS 45,000.00 91.088 450.00 4,098,454.22 1,897,920.16
SALE 12/06/10 27805810 EATON CORP 168.67
53949 12/09/10 424438 MERIDIAN EQUITY PARTNERS 100,000.00 99.803 1,000.00 9,979,161.33 1,043,967.45
SALE 12/03/10 29101110 EMERSON ELECTRIC CO. 90.98
18169 12/08/10 424434 GUZMAN & CO. 95,000.00 56.665 950.00 5,382,105.52 1,770,746.89
SALE 12/03/10 29101110 EMERSON ELECTRIC CO. 95.68
18169 12/08/10 424434 MURIEL SEIBERT & CO 100,000.00 56.614 1,000.00 5,660,264.32 1,858,834.18
SALE 12/06/10 29101110 EMERSON ELECTRIC CO. 95.80
18169 12/09/10 424438 BMO CAPITAL MARKETS/EXECUTI 100,000.00 56.682 1,000.00 5,667,084.20 1,865,654.06
SALE 12/06/10 29101110 EMERSON ELECTRIC CO. 95.75
18169 12/09/10 424438 WILLIAMS CAPITAL GROUP 100,000.00 56.653 1,000.00 5,664,174.25 1,862,744.11
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 96
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/15/10 29384R10 ENTROPIC COMMUNICATIONS INC 4.71
39007 12/20/10 424476 LABRANCHE/0TC 25,000.00 11.153 250.00 278,567.79 104,298.54
SALE 12/20/10 30225T10 EXTRA SPACE STORAGE INC. 7.26
40175 12/23/10 424492 BLAYLOCK ROBERT VAN LLC 25,000.00 17.182 250.00 429,285.24 69,896.82
SALE 12/07/10 30231G10 EXXON MOBIL CORP. 30.41
15200 12/10/10 424442 BMO CAPITAL MARKETS/EXECUTI 25,000.00 71.963 250.00 1,798,792.09 1,161,427.53
SALE 12/08/10 30231G10 EXXON MOBIL CORP. 42.44
15200 12/13/10 424450 WILLIAMS CAPITAL GROUP 35,000.00 71.741 350.00 2,510,553.06 1,618,242.67
SALE 12/01/10 30241L10 FEI COMPANY 6.05
43274 12/06/10 424424 MERRIMAN/OTC 15,000.00 23.856 150.00 357,689.95 32,569.18
SALE 12/14/10 31374720 FEDERAL REALTY INVESTMENT T 7.77
38884 12/17/10 424471 BMO CAPITAL MARKETS/EXECUTI 6,000.00 76.606 60.00 459,569.43 4,187.65
SALE 12/06/10 31428X10 FEDEX CORP 126.41
52038 12/09/10 424438 WILLIAMS CAPITAL GROUP 80,000.00 93.497 800.00 7,478,825.59 997,335.14
SALE 12/07/10 31428X10 FEDEX CORP 189.68
52038 12/10/10 424442 WILLIAMS CAPITAL GROUP 120,000.00 93.527 1,200.00 11,221,826.32 1,499,590.64
SALE 12/15/10 31787A50 FINISAR CORP 4.53
48740 12/20/10 424476 LABRANCHE/0TC 10,000.00 26.834 100.00 268,232.47 12,241.37
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 97
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SALE 12/01/10 34349810 FLOWERS FOODS, INC. 33.17
27177 12/06/10 424424 MURIEL SEIBERT & CO 75,000.00 26.169 750.00 1,961,884.33 1,116,911.83
SALE 12/01/10 36238T20 GTC BIOTHERAPEUTICS INC .20
47130 12/06/10 424424 LABRANCHE/0TC 40,000.00 .290 400.00 11,199.80 -2,198,714.48
SALE 12/20/10 36955010 GENERAL DYNAMICS CORP 59.03
53087 12/23/10 424492 MURIEL SEIBERT & CO 50,000.00 69.858 500.00 3,492,335.97 328,468.72
SALE 12/21/10 36955010 GENERAL DYNAMICS CORP 23.82
53087 12/27/10 424496 CASTLE OAK SECURITIES 20,000.00 70.463 200.00 1,409,034.18 143,487.28
SALE 12/01/10 38238810 GOODRICH CORP. 72.40
28378 12/06/10 424424 GUZMAN & CO. 50,000.00 85.680 500.00 4,283,402.60 2,675,748.18
SALE 12/13/10 41586410 HARSCO CORP. 69.30
17382 12/16/10 424464 ICAP CORPORATES LLC 150,000.00 27.336 1,500.00 4,098,845.70 492,543.26
SALE 12/01/10 41805610 HASBRO, INC. 40.69
03684 12/06/10 424424 BLAYLOCK ROBERT VAN LLC 50,000.00 48.143 500.00 2,406,609.31 1,320,136.79
SALE 12/20/10 42217K10 HEALTH CARE REIT INC. 19.25
41661 12/23/10 424492 BLAYLOCK ROBERT VAN LLC 25,000.00 45.557 250.00 1,138,648.25 58,089.36
SALE 12/01/10 42823610 HEWLETT-PACKARD CO 72.31
12113 12/06/10 424424 ICAP CORPORATES LLC 100,000.00 42.786 1,000.00 4,277,517.69 1,090,062.26
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 98
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SALE 12/06/10 43851610 HONEYWELL INTERNATIONAL INC 86.62
15341 12/09/10 424438 GRISWOLD COMPANY 100,000.00 51.250 1,000.00 5,123,943.38 1,253,490.54
SALE 12/06/10 43851610 HONEYWELL INTERNATIONAL INC 86.67
15341 12/09/10 424438 ICAP CORPORATES LLC 100,000.00 51.283 1,000.00 5,127,173.33 1,256,720.49
SALE 12/20/10 43851610 HONEYWELL INTERNATIONAL INC 44.76
15341 12/23/10 424492 MERRIMAN/OTC 50,000.00 52.968 500.00 2,647,835.24 712,608.82
SALE 12/15/10 44565810 HUNT (JB) TRANSPORT SVCS IN 6.68
53393 12/20/10 424476 ITG (CHANNEL) 10,000.00 39.474 70.00 394,661.32 45,132.40
SALE 12/15/10 44565810 HUNT (JB) TRANSPORT SVCS IN 99.74
53393 12/20/10 424476 MERRIMAN/OTC 150,000.00 39.344 1,500.00 5,899,955.26 657,021.50
SALE 12/16/10 44565810 HUNT (JB) TRANSPORT SVCS IN 33.48
53393 12/21/10 424486 LABRANCHE/0TC 50,000.00 39.627 500.00 1,980,791.52 233,146.93
SALE 12/16/10 44565810 HUNT (JB) TRANSPORT SVCS IN 16.71
53393 12/21/10 424486 LIQUIDNET 25,000.00 39.545 500.00 988,108.29 114,286.00
SALE 12/16/10 44565810 HUNT (JB) TRANSPORT SVCS IN 16.72
53393 12/21/10 424486 PULSE (BLOCK CROSS) 25,000.00 39.560 250.00 988,733.28 114,910.99
SALE 12/22/10 44565810 HUNT (JB) TRANSPORT SVCS IN 25.25
53393 12/28/10 424500 INSTINET (PORTAL) 36,468.00 40.962 255.28 1,493,514.39 218,852.33
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 99
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SALE 12/22/10 44565810 HUNT (JB) TRANSPORT SVCS IN 43.78
53393 12/28/10 424500 ITG (CHANNEL) 63,300.00 40.924 443.10 2,590,014.98 377,496.93
SALE 12/22/10 44565810 HUNT (JB) TRANSPORT SVCS IN 34.57
53393 12/28/10 424500 LIQUIDNET 50,000.00 40.905 1,000.00 2,044,215.43 296,570.84
SALE 12/22/10 44565810 HUNT (JB) TRANSPORT SVCS IN 34.61
53393 12/28/10 424500 MERRIMAN/OTC 50,000.00 40.955 500.00 2,047,210.39 299,565.80
SALE 12/23/10 44565810 HUNT (JB) TRANSPORT SVCS IN 23.30
53393 12/29/10 424504 INSTINET (PORTAL) 33,609.00 41.020 235.26 1,378,389.34 203,657.61
SALE 12/23/10 44565810 HUNT (JB) TRANSPORT SVCS IN 25.45
53393 12/29/10 424504 ITG (CHANNEL) 36,700.00 41.021 256.90 1,505,188.35 222,417.22
SALE 12/28/10 44565810 HUNT (JB) TRANSPORT SVCS IN 20.47
53393 12/31/10 424508 INSTINET (DOMESTIC) 29,923.00 40.459 209.46 1,210,424.73 164,529.35
SALE 12/01/10 45230810 ILLINOIS TOOL WORKS INC. 81.66
06396 12/06/10 424424 GRISWOLD COMPANY 100,000.00 48.320 1,000.00 4,830,868.34 1,676,201.17
SALE 12/01/10 45814010 INTEL CORP 36.46
14861 12/06/10 424424 INSTINET (CUMBERLAND ADVISO 100,000.00 21.570 5,000.00 2,152,003.54 713,340.56
SALE 12/13/10 45884X10 INTERMUNE INC .07
43337 12/16/10 424464 LABRANCHE/0TC 304.00 14.000 3.04 4,252.89 -22.87
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 100
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SALE 12/15/10 45884X10 INTERMUNE INC 1.05
43337 12/20/10 424476 LABRANCHE/0TC 4,439.00 14.000 44.39 62,100.56 -333.98
SALE 12/13/10 45990210 INTERNATIONAL GAME TECHNOLO 28.04
27625 12/16/10 424464 BMO CAPITAL MARKETS/EXECUTI 100,000.00 16.588 1,000.00 1,657,721.96 -804,327.59
SALE 12/14/10 45990210 INTERNATIONAL GAME TECHNOLO 7.16
27625 12/17/10 424471 BMO CAPITAL MARKETS/EXECUTI 25,000.00 16.933 250.00 423,055.34 -192,457.05
SALE 12/14/10 45990210 INTERNATIONAL GAME TECHNOLO 11.46
27625 12/17/10 424471 JACKSON SECS 40,700.00 16.648 407.00 677,163.28 -324,890.89
SALE 12/15/10 45990210 INTERNATIONAL GAME TECHNOLO 9.64
27625 12/20/10 424476 JACKSON SECS 34,300.00 16.620 343.00 569,716.79 -274,766.20
SALE 12/01/10 46204410 ION GEOPHYSICAL CORP. 6.33
38397 12/06/10 424424 CASTLE OAK SECURITIES 50,000.00 7.484 500.00 373,693.67 5,069.76
SALE 12/07/10 46204410 ION GEOPHYSICAL CORP. 6.81
38397 12/10/10 424442 STURDIVANT/EXECUTION 50,000.00 8.058 500.00 402,378.19 33,754.29
SALE 12/01/10 46612H40 J CREW GROUP INC 37.00
53168 12/06/10 424424 BMO CAPITAL MARKETS/EXECUTI 50,000.00 43.781 500.00 2,188,533.00 555,053.00
SALE 12/08/10 46612H40 J CREW GROUP INC 18.51
53168 12/13/10 424450 BMO CAPITAL MARKETS/EXECUTI 25,000.00 43.802 250.00 1,094,776.49 278,036.49
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 101
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SALE 12/10/10 46612H40 J CREW GROUP INC 18.50
53168 12/15/10 424459 BMO CAPITAL MARKETS/EXECUTI 25,000.00 43.780 250.00 1,094,231.50 277,491.50
SALE 12/15/10 48116510 JOY GLOBAL INC 72.79
53494 12/20/10 424476 ITG (CHANNEL) 50,000.00 86.138 350.00 4,306,452.21 792,122.58
SALE 12/01/10 50240320 LTX-CREDENCE CORP 13.86
53879 12/06/10 424424 INSTINET (CUMBERLAND ADVISO 100,000.00 8.200 5,000.00 814,946.14 17,504.64
SALE 12/07/10 50240320 LTX-CREDENCE CORP 1.25
53879 12/10/10 424442 INSTINET (PORTAL) 10,000.00 7.375 70.00 73,682.75 -6,061.40
SALE 12/07/10 50240320 LTX-CREDENCE CORP 1.88
53879 12/10/10 424442 ITG (CHANNEL) 15,066.00 7.375 150.66 110,963.73 -9,178.81
SALE 12/07/10 50240320 LTX-CREDENCE CORP 1.87
53879 12/10/10 424442 PULSE (BLOCK CROSS) 15,000.00 7.365 150.00 110,323.13 -9,293.09
SALE 12/01/10 51843910 ESTEE LAUDER COMPANIES INC. 19.43
39173 12/06/10 424424 MURIEL SEIBERT & CO 15,000.00 76.610 150.00 1,148,983.57 598,135.56
SALE 12/01/10 53219L10 LIFEPOINT HOSPITALS, INC. 34.59
13245 12/06/10 424424 INSTINET (CUMBERLAND ADVISO 60,000.00 34.105 3,000.00 2,043,289.41 699,061.09
SALE 12/13/10 54866110 LOWES COMPANIES, INC. 21.23
08635 12/16/10 424464 WILLIAMS CAPITAL GROUP 50,000.00 25.113 500.00 1,255,103.77 506,089.22
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D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 102
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SALE 12/15/10 54866110 LOWES COMPANIES, INC. 25.56
08635 12/20/10 424476 WILLIAMS CAPITAL GROUP 60,000.00 25.201 600.00 1,511,422.44 612,604.98
SALE 12/22/10 54866110 LOWES COMPANIES, INC. 23.88
08635 12/28/10 424500 LOOP CAPITAL 55,000.00 25.688 550.00 1,412,271.62 588,355.61
SALE 12/16/10 55448910 MACK-CALI REALTY CORP. 25.37
43336 12/21/10 424486 GRISWOLD COMPANY 50,000.00 30.017 500.00 1,500,334.63 -30,751.78
SALE 12/16/10 55448910 MACK-CALI REALTY CORP. 25.36
43336 12/21/10 424486 WILLIAMS CAPITAL GROUP 50,000.00 30.006 500.00 1,499,779.64 -31,306.77
SALE 12/21/10 56069020 MAJESCO ENTERTAINMENT CO. .48
31219 12/27/10 424496 LABRANCHE/0TC 41,549.00 .687 207.75 28,315.16 -107,659.07
SALE 12/22/10 57190320 MARRIOTT INTERNATIONAL INC. 2.87
09821 12/28/10 424500 WILLIAMS CAPITAL GROUP 4,000.00 42.372 40.00 169,444.73 111,023.99
SALE 12/01/10 57636Q10 MASTERCARD INC 16.63
49021 12/06/10 424424 MURIEL SEIBERT & CO 4,000.00 245.92 40.00 983,643.37 91,631.46
SALE 12/07/10 58333410 MEADWESTVACO CORP. 78.35
21865 12/10/10 424442 ITG (CHANNEL) 178,600.00 25.955 1,786.00 4,633,734.37 851,911.08
SALE 12/07/10 58333410 MEADWESTVACO CORP. 53.99
21865 12/10/10 424442 LIQUIDNET 121,400.00 26.315 2,428.00 3,192,159.01 621,535.56
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 103
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/07/10 59170810 METROPCS COMMUNICATIONS INC 41.67
40686 12/10/10 424442 MERIDIAN EQUITY PARTNERS 200,000.00 12.327 2,000.00 2,463,418.33 -917,901.71
SALE 12/01/10 59501710 MICROCHIP TECHNOLOGY INC 29.21
01561 12/06/10 424424 INSTINET (CUMBERLAND ADVISO 50,000.00 34.558 2,500.00 1,725,350.79 294,587.06
SALE 12/15/10 59513710 MICROSEMI CORP. 3.91
22161 12/20/10 424476 LABRANCHE/0TC 10,000.00 23.111 100.00 231,003.09 102,403.85
SALE 12/10/10 63741710 NATIONAL RETAIL PROPERTIES 4.47
40627 12/15/10 424459 BMO CAPITAL MARKETS/EXECUTI 10,000.00 26.427 100.00 264,165.53 75,811.58
SALE 12/13/10 63741710 NATIONAL RETAIL PROPERTIES 22.16
40627 12/16/10 424464 BMO CAPITAL MARKETS/EXECUTI 50,000.00 26.213 500.00 1,310,137.84 368,368.09
SALE 12/07/10 65408610 NICOR INC. 16.61
07250 12/10/10 424442 BMO CAPITAL MARKETS/EXECUTI 20,000.00 49.125 200.00 982,283.39 277,322.39
SALE 12/09/10 65566310 NORDSON CORP. 130.93
27599 12/14/10 424454 MERRIMAN/OTC 90,000.00 86.076 900.00 7,745,809.07 4,191,092.28
SALE 12/13/10 65566310 NORDSON CORP. 54.89
27599 12/16/10 424464 LABRANCHE/0TC 37,000.00 87.781 370.00 3,247,453.61 1,786,070.04
SALE 12/14/10 65566310 NORDSON CORP. 48.89
27599 12/17/10 424471 LABRANCHE/0TC 33,000.00 87.672 330.00 2,892,790.51 1,589,394.35
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 104
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/15/10 65566310 NORDSON CORP. 44.58
27599 12/20/10 424476 LABRANCHE/0TC 30,000.00 87.934 300.00 2,637,666.42 1,452,760.82
SALE 12/01/10 66680710 NORTHROP GRUMMAN CORP. 53.49
19452 12/06/10 424424 PRINCETON SECURITIES GROUP 50,000.00 63.295 500.00 3,164,196.51 369,093.00
SALE 12/17/10 66680710 NORTHROP GRUMMAN CORP. 108.50
19452 12/22/10 424488 PACIFIC AMERICAN SECURITIES 100,000.00 64.199 1,000.00 6,418,741.50 828,534.48
SALE 12/20/10 66680710 NORTHROP GRUMMAN CORP. 108.46
19452 12/23/10 424492 GUZMAN & CO. 100,000.00 64.173 1,000.00 6,416,171.54 825,964.52
SALE 12/21/10 66680710 NORTHROP GRUMMAN CORP. 21.86
19452 12/27/10 424496 CASTLE OAK SECURITIES 20,000.00 64.669 200.00 1,293,162.14 175,120.74
SALE 12/01/10 68577510 ORE PHARMACEUTICAL HLDGS IN .09
48985 12/06/10 424424 LABRANCHE/0TC 18,000.00 .300 180.00 5,219.91 -2,110,231.74
SALE 12/07/10 69076840 OWENS-ILLINOIS INC 97.61
52855 12/10/10 424442 INSTINET (PORTAL) 197,694.00 29.213 1,383.86 5,773,832.43 354,982.52
SALE 12/07/10 69076840 OWENS-ILLINOIS INC 25.67
52855 12/10/10 424442 ITG (CHANNEL) 52,306.00 29.038 523.06 1,518,333.82 84,611.18
SALE 12/08/10 69076840 OWENS-ILLINOIS INC 72.86
52855 12/13/10 424450 PRINCETON SECURITIES GROUP 150,000.00 28.741 1,500.00 4,309,547.14 198,003.61
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 105
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/13/10 69076840 OWENS-ILLINOIS INC 76.73
52855 12/16/10 424464 PRINCETON SECURITIES GROUP 150,000.00 30.265 1,500.00 4,538,188.27 426,644.74
SALE 12/15/10 69373H10 PACER INTERNATIONAL, INC. 3.14
38068 12/20/10 424476 ITG (CHANNEL) 30,000.00 6.183 210.00 185,261.86 -249,205.48
SALE 12/15/10 69373H10 PACER INTERNATIONAL, INC. 11.43
38068 12/20/10 424476 LABRANCHE/0TC 109,300.00 6.190 1,093.00 675,495.36 -907,414.00
SALE 12/15/10 69373H10 PACER INTERNATIONAL, INC. 4.30
38068 12/20/10 424476 PULSE (BLOCK CROSS) 40,700.00 6.250 407.00 253,975.91 -335,451.45
SALE 12/16/10 69373H10 PACER INTERNATIONAL, INC. 12.93
38068 12/21/10 424486 LABRANCHE/0TC 125,000.00 6.123 1,250.00 764,049.57 -1,046,231.03
SALE 12/16/10 69373H10 PACER INTERNATIONAL, INC. 2.59
38068 12/21/10 424486 PULSE (BLOCK CROSS) 25,000.00 6.129 250.00 152,972.41 -209,083.71
SALE 12/20/10 69515610 PACKAGING CORP OF AMERICA 22.56
53454 12/23/10 424492 INSTINET (PORTAL) 51,684.00 25.822 361.79 1,334,205.07 91,934.15
SALE 12/21/10 69515610 PACKAGING CORP OF AMERICA 37.96
53454 12/27/10 424496 INSTINET (PORTAL) 86,150.00 26.067 603.05 2,245,039.66 174,347.77
SALE 12/22/10 69515610 PACKAGING CORP OF AMERICA 6.08
53454 12/28/10 424500 INSTINET (PORTAL) 13,832.00 26.004 96.82 359,583.04 27,118.61
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 106
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/23/10 69515610 PACKAGING CORP OF AMERICA 26.31
53454 12/29/10 424504 ITG (CHANNEL) 60,334.00 25.802 422.34 1,556,301.28 106,119.92
SALE 12/01/10 69811Q10 PANACOS PHARMACEUTICALS, IN
32608 12/06/10 424424 LABRANCHE/0TC 50,000.00 .008 375.00 -377,126.25
SALE 12/09/10 70910210 PENN REAL ESTATE INVEST TRU 2.51
09698 12/14/10 424454 WILLIAMS CAPITAL GROUP 10,000.00 14.820 100.00 148,093.49 -114,747.44
SALE 12/07/10 72925110 PLUM CREEK TIMBER CO INC 63.46
19523 12/10/10 424442 ICAP CORPORATES LLC 100,000.00 37.548 1,000.00 3,753,716.54 407,545.78
SALE 12/08/10 72925110 PLUM CREEK TIMBER CO INC 31.08
19523 12/13/10 424450 WILLIAMS CAPITAL GROUP 50,000.00 36.778 500.00 1,838,358.92 165,273.54
SALE 12/09/10 72925110 PLUM CREEK TIMBER CO INC 30.82
19523 12/14/10 424454 WILLIAMS CAPITAL GROUP 50,000.00 36.472 500.00 1,823,054.18 149,968.80
SALE 12/09/10 72925110 PLUM CREEK TIMBER CO INC 31.20
19523 12/14/10 424454 WILLIAMS CAPITAL GROUP 50,000.00 36.921 500.00 1,845,508.80 172,423.42
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 36.696 62.02 3,668,562.98 322,392.22
1,000.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 107
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/13/10 72925110 PLUM CREEK TIMBER CO INC 93.83
19523 12/16/10 424464 WILLIAMS CAPITAL GROUP 150,000.00 37.012 1,500.00 5,550,176.17 530,920.02
SALE 12/15/10 73172K10 POLYCOM INC. 13.19
21502 12/20/10 424476 LABRANCHE/0TC 20,000.00 39.037 200.00 780,532.81 145,435.66
SALE 12/01/10 75281A10 RANGE RESOURCES CORP 58.09
47193 12/06/10 424424 CABRERA 80,000.00 42.959 800.00 3,435,829.91 147,547.54
SALE 12/07/10 75490710 RAYONIER INC. 88.64
25738 12/10/10 424442 PRINCETON SECURITIES GROUP 100,000.00 52.444 1,000.00 5,243,321.36 970,072.36
SALE 12/08/10 75490710 RAYONIER INC. 44.15
25738 12/13/10 424450 BMO CAPITAL MARKETS/EXECUTI 50,000.00 52.241 500.00 2,611,505.85 474,881.35
SALE 12/09/10 75490710 RAYONIER INC. 19.00
25738 12/14/10 424454 BMO CAPITAL MARKETS/EXECUTI 22,000.00 51.101 220.00 1,123,974.20 183,859.42
SALE 12/10/10 75490710 RAYONIER INC. 24.49
25738 12/15/10 424459 BMO CAPITAL MARKETS/EXECUTI 28,000.00 51.734 280.00 1,448,244.71 251,734.99
SALE 12/15/10 75490710 RAYONIER INC. 87.41
25738 12/20/10 424476 GRISWOLD COMPANY 100,000.00 51.721 1,000.00 5,170,962.59 897,713.59
SALE 12/16/10 77273920 ROCK-TENN COMPANY-CL A 27.47
50799 12/21/10 424486 WILLIAMS CAPITAL GROUP 30,000.00 54.177 300.00 1,624,988.53 237,966.24
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 108
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/06/10 77441510 ROCKWOOD HOLDINGS INC 66.65
51917 12/09/10 424438 GRISWOLD COMPANY 100,000.00 39.436 1,000.00 3,942,523.35 1,297,764.75
SALE 12/20/10 77669610 ROPER INDUSTRIES INC 84.70
33649 12/23/10 424492 ITG (CHANNEL) 65,000.00 77.099 455.00 5,010,895.30 2,034,000.78
SALE 12/01/10 78477410 STEC INC 7.29
36683 12/06/10 424424 INSTINET (CUMBERLAND ADVISO 25,000.00 17.243 1,250.00 429,805.21 187,978.95
SALE 12/17/10 82028010 SHAW GROUP INC (THE) 29.51
35105 12/22/10 424488 MERRIMAN/OTC 50,000.00 34.912 500.00 1,745,050.49 227,026.20
SALE 12/20/10 84610H10 SOVRAN SELF STORAGE INC 15.07
47664 12/23/10 424492 BLAYLOCK ROBERT VAN LLC 24,500.00 36.375 245.00 890,932.33 203,904.00
SALE 12/17/10 85811910 STEEL DYNAMICS INC 30.42
30846 12/22/10 424488 LABRANCHE/0TC 100,000.00 18.002 1,000.00 1,799,199.58 589,911.99
SALE 12/20/10 85811910 STEEL DYNAMICS INC 30.31
30846 12/23/10 424492 MERRIMAN/OTC 100,000.00 17.929 1,000.00 1,791,879.69 582,592.11
SALE 12/07/10 87986810 TEMPLE-INLAND INC 36.11
50529 12/10/10 424442 ITG (CHANNEL) 100,000.00 21.363 1,000.00 2,135,223.89 281,065.30
SALE 12/15/10 87986810 TEMPLE-INLAND INC 30.93
50529 12/20/10 424476 BLAYLOCK ROBERT VAN LLC 86,000.00 21.281 860.00 1,829,232.07 234,655.68
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 109
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/10/10 88033G10 TENET HEALTHCARE CORP 16.84
17098 12/15/10 424459 MERIDIAN EQUITY PARTNERS 150,000.00 6.640 1,500.00 994,423.16 -1,265,213.87
SALE 12/10/10 88033G10 TENET HEALTHCARE CORP 11.19
17098 12/15/10 424459 PACIFIC AMERICAN SECURITIES 100,000.00 6.618 1,000.00 660,738.81 -845,685.88
SALE 12/10/10 88033G10 TENET HEALTHCARE CORP 22.50
17098 12/15/10 424459 PRINCETON SECURITIES GROUP 200,000.00 6.655 2,000.00 1,328,977.50 -1,683,871.87
SALE 12/10/10 88033G10 TENET HEALTHCARE CORP 5.60
17098 12/15/10 424459 STURDIVANT/EXECUTION 50,000.00 6.620 500.00 330,494.40 -422,717.94
SALE 12/17/10 88320310 TEXTRON INC 44.13
53636 12/22/10 424488 CABRERA 112,000.00 23.313 1,120.00 2,609,914.27 281,625.83
SALE 12/17/10 88320310 TEXTRON INC 44.13
53636 12/22/10 424488 GUZMAN & CO. 112,000.00 23.310 1,120.00 2,609,578.27 281,289.83
SALE 12/01/10 88338T10 THERAVANCE INC. 30.57
40362 12/06/10 424424 INSTINET (CUMBERLAND ADVISO 70,949.00 25.489 3,547.45 1,804,812.66 1,037,222.93
SALE 12/02/10 88338T10 THERAVANCE INC. 3.89
40362 12/07/10 424430 INSTINET (CUMBERLAND ADVISO 9,051.00 25.405 452.55 229,488.74 131,566.93
SALE 12/15/10 88579Y10 3M CO 206.78
22391 12/20/10 424476 CABRERA 141,000.00 86.773 1,410.00 12,233,376.22 2,679,195.80
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 110
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/16/10 88579Y10 3M CO 145.73
22391 12/21/10 424486 PRINCETON SECURITIES GROUP 100,000.00 86.225 1,000.00 8,621,354.27 1,845,339.79
SALE 12/21/10 88579Y10 3M CO 73.22
22391 12/27/10 424496 CASTLE OAK SECURITIES 50,000.00 86.647 500.00 4,331,766.78 943,759.54
SALE 12/21/10 88579Y10 3M CO 73.13
22391 12/27/10 424496 WILLIAMS CAPITAL GROUP 50,000.00 86.538 500.00 4,326,331.87 938,324.63
SALE 12/22/10 88579Y10 3M CO 73.13
22391 12/28/10 424500 CASTLE OAK SECURITIES 50,000.00 86.544 500.00 4,326,626.87 938,619.63
SALE 12/01/10 89417E10 TRAVELERS COS INC/THE 37.17
36645 12/06/10 424424 MURIEL SEIBERT & CO 40,000.00 54.973 400.00 2,198,462.83 809,767.62
SALE 12/01/10 90781810 UNION PACIFIC CORP 77.24
51676 12/06/10 424424 WILLIAMS CAPITAL GROUP 50,000.00 91.408 500.00 4,569,807.76 826,679.97
SALE 12/22/10 90781810 UNION PACIFIC CORP 124.23
51676 12/28/10 424500 STURDIVANT/EXECUTION 80,000.00 91.883 800.00 7,349,723.77 1,360,719.30
SALE 12/01/10 91116310 UNITED NATURAL FOODS, INC. 15.86
32646 12/06/10 424424 MERRIMAN/OTC 25,000.00 37.535 250.00 938,096.64 224,101.50
SALE 12/01/10 91131210 UNITED PARCEL SERVICE-CL B 60.43
51478 12/06/10 424424 BLAYLOCK ROBERT VAN LLC 50,000.00 71.509 500.00 3,574,879.57 229,207.97
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 111
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/17/10 91301710 UNITED TECHNOLOGIES CORP 42.50
14414 12/22/10 424488 WILLIAMS CAPITAL GROUP 32,000.00 78.578 320.00 2,514,120.70 1,077,375.06
SALE 12/15/10 92220710 VARIAN SEMICONDUCTOR EQUIP 2.93
32229 12/20/10 424476 LABRANCHE/0TC 5,000.00 34.626 50.00 173,074.57 40,672.13
SALE 12/01/10 92826C83 VISA INC CL A 63.51
49022 12/06/10 424424 MURIEL SEIBERT & CO 50,000.00 75.154 500.00 3,757,151.49 -160,466.25
SALE 12/15/10 92829810 VISHAY INTERTECHNOLOGY, INC 6.20
17381 12/20/10 424476 WILLIAMS CAPITAL GROUP 25,000.00 14.656 250.00 366,133.80 -9,607.44
SALE 12/21/10 93114210 WAL-MART STORES, INC. 13.63
15929 12/27/10 424496 WILLIAMS CAPITAL GROUP 15,000.00 53.737 150.00 805,889.87 344,372.01
SALE 12/22/10 93114210 WAL-MART STORES, INC. 22.55
15929 12/28/10 424500 BLAYLOCK ROBERT VAN LLC 25,000.00 53.363 250.00 1,333,794.95 564,598.52
SALE 12/09/10 98074510 WOODWARD GOVERNOR CO 64.57
21403 12/14/10 424454 MERRIMAN/OTC 100,000.00 38.205 1,000.00 3,819,455.43 2,884,202.04
SALE 12/07/10 98181110 WORTHINGTON INDUSTRIES, INC 59.15
15932 12/10/10 424442 GRISWOLD COMPANY 200,000.00 17.497 2,000.00 3,497,360.85 -377,997.63
SALE 12/13/10 98391910 XILINX, INC. 12.06
30040 12/16/10 424464 LABRANCHE/0TC 25,000.00 28.549 250.00 713,472.94 17,036.64
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 112
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/20/10 G4779110 INGERSOLL-RAND PLC 78.55
47622 12/23/10 424492 ITG (CHANNEL) 100,000.00 46.473 700.00 4,646,561.45 1,424,819.61
SALE 12/21/10 G4779110 INGERSOLL-RAND PLC 39.71
47622 12/27/10 424496 BLAYLOCK ROBERT VAN LLC 50,000.00 46.986 500.00 2,348,775.29 737,904.37
SALE 12/01/10 G6359F10 NABORS INDUSTRIES LTD. 32.78
22964 12/06/10 424424 PACIFIC AMERICAN SECURITIES 86,000.00 22.549 860.00 1,938,355.62 251,059.36
SALE 12/13/10 H8912P10 TYCO ELECTRONICS LTD 20.11
47546 12/16/10 424464 BMO CAPITAL MARKETS/EXECUTI 35,000.00 33.983 350.00 1,189,048.89 81,913.12
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 13,966,808.00 8,620.51 511,265,615.94 102,071,470.75
160,196.43
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 13,966,808.00 8,620.51 511,265,615.94 102,071,470.75
160,196.43
END OF REPORT FOR: COMMON PENSION FD A
S T A T E O F N E W J E R S E Y 5141
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON A - SMALL CAP BANKS (5141) PAGE: 113
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 12/01/10 00350L10 ABINGTON BANCORP INC
54532 12/06/10 424423 INSTINET (PORTAL) 81,537.00 12.066 570.76 984,412.51
PUR 12/02/10 26874L10 ENB FINANCIAL CORP
54323 12/07/10 424429 MERRIMAN/OTC 500.00 21.650 5.00 10,830.00
PUR 12/06/10 26874L10 ENB FINANCIAL CORP
54323 12/09/10 424437 MERRIMAN/OTC 189.00 22.000 1.89 4,159.89
PUR 12/01/10 74554810 PULASKI FINANCIAL CORP
54542 12/06/10 424423 INSTINET (PORTAL) 2,531.00 7.625 17.72 19,316.85
PUR 12/01/10 87683810 CALVIN B. TAYLOR BANKSHARES
54320 12/06/10 424423 INSTINET (PORTAL) 1,200.00 30.300 8.40 36,368.40
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 85,957.00 1,055,087.65
603.77
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 85,957.00 1,055,087.65
603.77
END OF REPORT FOR: COMMON A - SMALL CAP BANKS
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD B (5142) PAGE: 114
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 12/07/10 012725AA ALBEMARLE CORP SR NOTES 4.5000 4.613
54755 12/10/10 289280 MERRILL LYNCH, PIERCE,FENNE 12/15/20 10,000,000.00 99.101 9,910,100.00
PUR 12/16/10 02765UEK AMERICAN MUNI PWR BABS 8.0840 8.083
54903 12/21/10 289287 BMO CAPITAL MARKETS 2/15/50 20,000,000.00 100.00 20,000,000.00
PUR 12/02/10 06406HBS BANK OF NEW YORK MELLON SR 2.5000 2.506
54691 12/09/10 289279 MORGAN STANLEY 1/15/16 50,000,000.00 99.970 49,985,000.00
PUR 12/15/10 067383AC CR BARD INC NOTES 4.4000 4.489
54868 12/20/10 289286 MERRILL LYNCH PIERCE FIXED 1/15/21 15,000,000.00 99.282 14,892,300.00
PUR 12/01/10 125509BN CIGNA CORP SR NOTES 4.3750 4.418
54678 12/08/10 289278 JP MORGAN 12/15/20 10,000,000.00 99.654 9,965,400.00
PUR 12/06/10 136069DS CIBC CANADIAN IMPERIAL BK S 2.3500 2.372
54741 12/13/10 289281 BARCLAYS CAPITAL INC 12/11/15 25,000,000.00 99.897 24,974,250.00
PUR 12/08/10 171340AG CHURCH & DWIGHT CO INC SR N 3.3500 3.379
54775 12/15/10 289283 MERRILL LYNCH, PIERCE,FENNE 12/15/15 7,000,000.00 99.868 6,990,760.00
PUR 12/02/10 216871AE COOPER US INC SR NOTES 3.8750 3.933
54692 12/07/10 289277 GOLDMAN SACHS & COMPANY 12/15/20 7,000,000.00 99.523 6,966,610.00
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 115
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/07/10 216871AE COOPER US INC SR NOTES 3.8750 3.945
54692 12/10/10 289280 CANTOR FITZGERALD SECURITIE 12/15/20 3,000,000.00 99.424 2,982,720.00
PUR 12/02/10 216871AF COOPER US INC SR NOTES 2.3750 2.413
54693 12/07/10 289277 MERRILL LYNCH PIERCE FIXED 1/15/16 10,000,000.00 99.817 9,981,700.00
PUR 12/01/10 277432AK EASTMAN CHEMICAL CO NOTES 4.5000 4.507
54679 12/10/10 289280 JP MORGAN 1/15/21 7,000,000.00 99.938 6,995,660.00
PUR 12/02/10 277432AK EASTMAN CHEMICAL CO NOTES 4.5000 4.529
54679 12/10/10 289280 BARCLAYS CAPITAL INC 1/15/21 3,000,000.00 99.761 2,992,830.00
PUR 12/08/10 427866AR HERSHEY CO SR NOTES 4.1250 4.145
54774 12/13/10 289281 MERRILL LYNCH, PIERCE,FENNE 12/01/20 5,000,000.00 99.839 4,991,950.00
PUR 12/06/10 459200GU IBM CORP NOTES 2.0000 2.067
54740 12/09/10 289279 DEUTSCHE BANK AG (DOMESTIC) 1/05/16 25,000,000.00 99.678 24,919,500.00
PUR 12/08/10 487836BD KELLOGG CO SR NOTES 4.0000 4.106
54776 12/13/10 289281 BARCLAYS CAPITAL INC 12/15/20 30,000,000.00 99.137 29,741,100.00
PUR 12/07/10 58933YAA MERCK & CO INC NOTES 3.8750 3.911
54754 12/10/10 289280 JP MORGAN 1/15/21 20,000,000.00 99.698 19,939,600.00
PUR 12/09/10 592098G5 MET GOV NASHVILLE & DAV BAB 6.5680 6.568
54809 12/16/10 289284 MORGAN STANLEY 7/01/37 11,000,000.00 100.00 11,000,000.00
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 116
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/16/10 593791EM MIAMI UNIV OHIO GEN RCPTS B 6.7720 6.771
54894 12/22/10 289288 MORGAN STANLEY 9/01/35 10,000,000.00 100.00 10,000,000.00
PUR 12/14/10 642866DP PROVINCE OF NEW BRUNSWICK 8.7500 4.294
52265 12/17/10 289285 NATIONAL BNK OF CANADA FINA 5/01/22 18,000,000.00 139.75 25,155,540.00
PUR 12/09/10 665245XD NOTRTHERN ILL UNIV REV BABS 8.1470 8.145
54808 12/16/10 289284 BMO CAPITAL MARKETS 4/01/41 19,000,000.00 100.00 19,000,000.00
PUR 12/13/10 674599BY OCCIDENTAL PETROLEUM SR NOT 4.1000 4.102
54839 12/16/10 289284 BARCLAYS CAPITAL INC 2/01/21 20,000,000.00 99.977 19,995,400.00
PUR 12/09/10 684273HC ORANGE CNTY CALIF TRAN AUTH 6.9080 6.907
54810 12/23/10 289289 MERRILL LYNCH, PIERCE,FENNE 2/15/41 25,000,000.00 100.00 25,000,000.00
PUR 12/01/10 755111BT RAYTHEON COMPANY NOTES 3.1250 3.785
53864 12/06/10 289276 CREDIT SUISSE SEC (USA) LLC 10/15/20 10,000,000.00 94.609 9,460,900.00
PUR 12/01/10 755111BT RAYTHEON COMPANY NOTES 3.1250 3.829
53864 12/06/10 289276 MERRILL LYNCH PIERCE FIXED 10/15/20 20,000,000.00 94.262 18,852,400.00
PUR 12/13/10 78390XAD SAIC INC NOTES 4.4500 4.495
54840 12/20/10 289286 MORGAN STANLEY - ALGO 12/01/20 10,000,000.00 99.637 9,963,700.00
PUR 12/01/10 790849AF ST JUDE MEDICAL INC SR NOTE 4.8750 3.655
54654 12/06/10 289276 MERRILL LYNCH PIERCE FIXED 7/15/19 13,000,000.00 108.93 14,161,810.00
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 117
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/09/10 837151AA SC ST PUB SVC AUTH REV BDS 6.4540 6.454
54799 12/21/10 289287 CITIGROUP/CITIBANK DOMESTIC 1/01/50 10,000,000.00 100.00 10,000,000.00
PUR 12/01/10 912810QA US TREASURY BONDS 3.5000 4.180
54648 12/02/10 289274 MERRILL LYNCH PIERCE FIXED 2/15/39 25,000,000.00 88.797 22,199,318.75
PUR 12/14/10 912833PD US TREASURY STRIPS 4.653
52750 12/15/10 289283 MERRILL LYNCH PIERCE FIXED 5/15/27 50,000,000.00 46.995 23,497,275.00
PUR 12/14/10 912833QB US TREASURY STRIPS 4.691
54860 12/15/10 289283 MERRILL LYNCH PIERCE FIXED 11/15/27 50,000,000.00 45.638 22,819,245.00
PUR 12/02/10 93730PAC WA ST BIOMEDICAL RES FACS B 6.5160 6.516
54682 12/14/10 289282 BARCLAYS CAPITAL INC 7/01/42 5,000,000.00 100.00 5,000,000.00
PUR 12/17/10 944488QL WAYNE CNTY MICH REC ZONE RE 9.2500 9.249
54919 12/22/10 289288 JP MORGAN 12/01/25 10,000,000.00 100.00 10,000,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 553,000,000.00 502,335,068.75
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 553,000,000.00 502,335,068.75
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 12/03/10 06406HBS BANK OF NEW YORK MELLON SR 2.5000 2.506
54691 12/09/10 289279 DEUTSCHE BANK AG (DOMESTIC) 1/15/16 10,000,000.00 100.64 10,064,300.00 67,300.00
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 118
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/07/10 102885GY BOWLING GR ST UNIV OHIO REV 6.7300 6.729
51465 12/10/10 289280 WELLS FARGO SECURITIES 6/01/39 2,000,000.00 101.10 2,022,080.00 22,080.00
SALE 12/03/10 110122AQ BRISTOL MYERS SQUIBB NOTES 6.1250 6.667
40954 12/03/10 424375 TENDERED 5/01/38 44,650,000.00 110.28 49,241,359.50 7,621,483.55
SALE 12/01/10 13063BFR CALIFORNIA STATE BABS 7.6250 7.324
51269 12/06/10 289276 BARCLAYS CAPITAL INC 3/01/40 14,000,000.00 102.88 14,404,180.00 -98,418.35
SALE 12/15/10 14739HBQ CASCADE WTR ALLIANCE WASH B 5.9070 5.906
48658 12/20/10 289286 WELLS FARGO SECURITIES 9/01/34 5,000,000.00 93.802 4,690,100.00 -309,900.00
SALE 12/13/10 170016XD CHIPPEWA VALLEY MICH SCH BA 6.6000 6.600
51567 12/16/10 289284 WELLS FARGO SECURITIES 5/01/30 1,000,000.00 98.792 987,920.00 -12,080.00
SALE 12/15/10 191216AM COCA COLA CO SR NOTES 4.8750 4.793
44975 12/15/10 424428 TENDERED 3/15/19 50,000,000.00 110.89 55,449,500.00 5,177,242.69
SALE 12/16/10 235417AA DALLAS TX CON CTR HOTEL DEV 7.0880 7.087
48195 12/21/10 289287 MERRILL LYNCH, PIERCE,FENNE 1/01/42 8,675,000.00 96.975 8,412,581.25 -262,418.75
SALE 12/01/10 25243YAH DIAGEO CAPITAL PLC NOTES 5.8750 5.937
35217 12/06/10 289276 CANTOR FITZGERALD SECURITIE 9/30/36 5,000,000.00 108.77 5,438,600.00 480,583.86
SALE 12/16/10 260003AG DOVER CORP NOTES 6.6000 6.178
40412 12/21/10 289287 CANTOR FITZGERALD SECURITIE 3/15/38 15,000,000.00 116.57 17,486,100.00 1,659,121.98
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 119
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/16/10 260003AG DOVER CORP NOTES 6.6000 6.178
40412 12/21/10 289287 CANTOR FITZGERALD SECURITIE 3/15/38 5,000,000.00 116.13 5,806,600.00 530,940.66
SALE 12/31/10 26442CAH DUKE ENERGY CORP 1ST MTG BD 5.3000 5.328
49699 1/05/11 289297 MERRILL LYNCH PIERCE FIXED 2/15/40 5,000,000.00 101.14 5,057,000.00 77,889.80
SALE 12/21/10 291011BD EMERSON ELECTRIC CO NOTES 5.2500 5.326
49632 12/27/10 289290 CANTOR FITZGERALD SECURITIE 11/15/39 10,000,000.00 100.46 10,046,900.00 158,919.05
SALE 12/06/10 31200CAP FAU FIN CORP FLA CAP IMP RE 7.6390 7.638
50916 12/09/10 289279 WELLS FARGO SECURITIES 7/01/40 4,000,000.00 106.04 4,241,840.00 241,840.00
SALE 12/09/10 341081FA FLORIDA POWER & LIGHT 1ST M 5.9500 5.989
39444 12/14/10 289282 BARCLAYS CAPITAL INC 2/01/38 15,000,000.00 108.83 16,324,950.00 1,404,208.16
SALE 12/01/10 34160WUD FLORIDA ST DEPT ENVIR PROTN 7.0450 7.044
50378 12/06/10 289276 WELLS FARGO SECURITIES 7/01/29 2,000,000.00 102.57 2,051,460.00 51,460.00
SALE 12/03/10 34160WUD FLORIDA ST DEPT ENVIR PROTN 7.0450 7.044
50378 12/08/10 289278 WELLS FARGO SECURITIES 7/01/29 2,000,000.00 102.31 2,046,200.00 46,200.00
SALE 12/16/10 3466227X FORSYTH CNTY NC BABS 5.1660 5.166
53106 12/21/10 289287 WELLS FARGO SECURITIES 4/01/30 2,000,000.00 89.960 1,799,200.00 -200,800.00
SALE 12/01/10 406216AW HALLIBURTON CO SR NOTES 6.7000 6.856
42833 12/06/10 289276 JEFFERIES & COMPANY 9/15/38 10,000,000.00 116.21 11,621,100.00 1,815,531.13
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 120
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/09/10 406216AW HALLIBURTON CO SR NOTES 6.7000 6.856
42833 12/14/10 289282 JEFFERIES & COMPANY 9/15/38 10,000,000.00 115.03 11,503,200.00 1,697,593.19
SALE 12/31/10 427866AR HERSHEY CO SR NOTES 4.1250 4.145
54774 1/05/11 289297 CANTOR FITZGERALD SECURITIE 12/01/20 5,000,000.00 100.63 5,031,521.25 39,627.65
SALE 12/13/10 437076AS HOME DEPOT SENIOR NOTES 5.8750 5.976
35973 12/16/10 289284 MERRILL LYNCH, PIERCE,FENNE 12/16/36 20,000,000.00 101.56 20,313,600.00 578,161.85
SALE 12/17/10 437076AS HOME DEPOT SENIOR NOTES 5.8750 5.976
35973 12/22/10 289288 CREDIT SUISSE SEC (USA) LLC 12/16/36 5,000,000.00 102.27 5,113,700.00 179,891.88
SALE 12/09/10 438516AT HONEYWELL INTERNATIONAL BON 5.7000 5.715
36738 12/14/10 289282 BARCLAYS CAPITAL INC 3/15/37 10,000,000.00 107.28 10,728,800.00 750,373.18
SALE 12/08/10 478160AN JOHNSON & JOHNSON NOTES 5.9500 5.576
39445 12/13/10 289281 MERRILL LYNCH, PIERCE,FENNE 8/15/37 11,000,000.00 113.38 12,472,680.00 905,701.59
SALE 12/17/10 565849AE MARATHON OIL SENIOR NOTES 6.6000 6.237
38644 12/22/10 289288 MERRILL LYNCH PIERCE FIXED 10/01/37 5,000,000.00 113.35 5,667,600.00 433,190.34
SALE 12/09/10 5741925C MARYLAND ST BUILD AMERICA B 4.3000 4.567
51458 12/14/10 289282 BARCLAYS CAPITAL INC 3/01/22 34,000,000.00 100.18 34,063,920.00 856,003.30
SALE 12/09/10 58013MEC MCDONALDS CORPORATION MTN 6.3000 6.113
38591 12/14/10 289282 JEFFERIES & COMPANY 10/15/37 8,000,000.00 116.39 9,311,200.00 1,115,704.51
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 121
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/13/10 58013MEC MCDONALDS CORPORATION MTN 6.3000 6.113
38591 12/16/10 289284 BARCLAYS CAPITAL INC 10/15/37 19,000,000.00 115.98 22,037,150.00 2,572,920.45
SALE 12/09/10 58013MEF MCDONALDS CORP MED TERM NTS 6.3000 6.296
40273 12/14/10 289282 MORGAN STANLEY 3/01/38 12,000,000.00 116.10 13,932,720.00 1,927,951.28
SALE 12/01/10 584556EB MEDICAL CTR EDL BLDG CORP R 6.8420 6.842
52313 12/06/10 289276 MORGAN STANLEY 6/01/35 5,000,000.00 100.78 5,039,300.00 39,300.00
SALE 12/10/10 589331AQ MERCK & CO INC NOTES 5.8500 5.217
49698 12/15/10 289283 RBC DOMINION SECURITIES -IE 6/30/39 10,000,000.00 111.09 11,109,700.00 177,316.28
SALE 12/16/10 59259YBY METROPOLITIAN TRANS AUTH NY 6.6680 6.667
50322 12/21/10 289287 MORGAN STANLEY 11/15/39 20,000,000.00 96.542 19,308,400.00 -691,600.00
SALE 12/09/10 59259YDC METRO TRANSN AUTH NY REV BD 6.6870 6.686
52519 12/14/10 289282 CITIGROUP/CITIBANK DOMESTIC 11/15/40 20,000,000.00 99.337 19,867,400.00 -132,600.00
SALE 12/09/10 60534RTM MISSISSIPPI DEV BK SPL REV 6.4130 6.412
51064 12/14/10 289282 RBC CAPITAL (DOMESTIC) 1/01/40 10,000,000.00 97.223 9,722,300.00 -277,700.00
SALE 12/09/10 626207YF GA MUNICIPAL ELEC AUTH REV 6.6370 6.605
50992 12/14/10 289282 GOLDMAN SACHS & COMPANY 4/01+57 16,000,000.00 96.767 15,482,720.00 -590,069.12
SALE 12/03/10 646065A4 NJ ST EDL FACS AUTH REV BDS 7.3950 7.395
50326 12/08/10 289278 WELLS FARGO SECURITIES 7/01/40 2,000,000.00 103.85 2,077,040.00 77,040.00
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 122
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/06/10 646065A4 NJ ST EDL FACS AUTH REV BDS 7.3950 7.395
50326 12/09/10 289279 WELLS FARGO SECURITIES 7/01/40 2,000,000.00 104.00 2,080,060.00 80,060.00
SALE 12/10/10 655044AD NOBLE ENERGY INC NOTES 8.2500 6.846
44902 12/15/10 289283 BARCLAYS CAPITAL INC 3/01/19 20,000,000.00 125.42 25,085,000.00 3,347,201.69
SALE 12/01/10 664754T2 NORTHERN ARIZONA UNIV REV B 6.5930 6.592
51571 12/06/10 289276 WELLS FARGO SECURITIES 8/01/30 2,000,000.00 99.594 1,991,880.00 -8,120.00
SALE 12/03/10 664754T2 NORTHERN ARIZONA UNIV REV B 6.5930 6.592
51571 12/08/10 289278 SIEBERT, BRANDFORD, SHANK & 8/01/30 1,000,000.00 98.947 989,470.00 -10,530.00
SALE 12/03/10 664754T2 NORTHERN ARIZONA UNIV REV B 6.5930 6.592
51571 12/08/10 289278 WELLS FARGO SECURITIES 8/01/30 2,000,000.00 99.052 1,981,040.00 -18,960.00
SALE 12/31/10 674599BY OCCIDENTAL PETROLEUM SR NOT 4.1000 4.102
54839 1/05/11 289297 RBC CAPITAL (DOMESTIC) 2/01/21 5,000,000.00 101.47 5,073,900.00 74,979.44
SALE 12/07/10 688022CN OSCEOLA COUNTY FLORIDA BAB 6.9460 6.946
48653 12/10/10 289280 WELLS FARGO SECURITIES 10/01/39 2,000,000.00 100.64 2,012,880.00 12,880.00
SALE 12/17/10 713448BP PEPSICO INC NOTES 5.5000 5.574
50377 12/22/10 289288 BNP PARIBAS SECURITIES CORP 1/15/40 5,000,000.00 104.25 5,212,600.00 265,775.00
SALE 12/09/10 717081CY PFIZER INC NOTES 7.2000 6.067
45246 12/14/10 289282 MERRILL LYNCH, PIERCE,FENNE 3/15/39 20,000,000.00 127.66 25,532,000.00 2,489,638.07
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 123
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/16/10 721799YU PIMA CNTY ARIZ UNI SCH DIST 6.3120 6.312
52457 12/21/10 289287 CITIGROUP/CITIBANK DOMESTIC 7/01/30 3,500,000.00 97.995 3,429,825.00 -70,175.00
SALE 12/14/10 737679DB POTOMAC ELEC PWR CO 1ST MTG 6.5000 6.596
38823 12/17/10 289285 WELLS FARGO SECURITIES 11/15/37 12,000,000.00 114.16 13,700,280.00 1,845,816.08
SALE 12/01/10 755111BU RAYTHEON COMPANY NOTES 4.8750 4.916
53863 12/06/10 289276 MERRILL LYNCH PIERCE FIXED 10/15/40 20,000,000.00 94.776 18,955,200.00 -916,201.01
SALE 12/02/10 769047HB RIVERSIDE CALIF SEWER BLD A 7.2000 7.245
48049 12/07/10 289277 WELLS FARGO SECURITIES 8/01/39 1,000,000.00 102.50 1,025,050.00 30,593.26
SALE 12/07/10 771196AS ROCHE HOLDINGS INC NOTES 6.0000 5.516
44880 12/10/10 289280 CANTOR FITZGERALD SECURITIE 3/01/19 10,000,000.00 117.72 11,772,800.00 1,457,088.56
SALE 12/09/10 882722KF TEXAS ST BUILD AMERICA BOND 5.5170 5.480
51466 12/14/10 289282 CITIGROUP/CITIBANK DOMESTIC 4/01/39 25,000,000.00 100.98 25,247,000.00 118,032.02
SALE 12/08/10 904764AK UNILEVER CAPITAL CORP SENIO 4.8000 4.908
44852 12/13/10 289281 CANTOR FITZGERALD SECURITIE 2/15/19 12,500,000.00 108.33 13,542,125.00 1,132,979.39
SALE 12/20/10 911312AJ UNITED PARCEL SERVICES SR N 6.2000 6.141
39443 12/23/10 289289 MERRILL LYNCH PIERCE FIXED 1/15/38 5,000,000.00 114.75 5,737,600.00 699,055.07
SALE 12/14/10 912803BK US TREASURY STRIPS 4.655
39847 12/15/10 289283 MERRILL LYNCH PIERCE FIXED 2/15/27 100,000,000.00 48.699 48,698,740.00 1,176,296.58
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 124
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/16/10 938240CP WASHINGTON CNTY ORE CL WTR 5.8010 5.801
51568 12/21/10 289287 CITIGROUP/CITIBANK DOMESTIC 10/01/35 2,000,000.00 96.871 1,937,420.00 -62,580.00
SALE 12/13/10 947075AF WEATHERFORD INT'L LTD SENIO 9.6250 6.802
45066 12/16/10 289284 WELLS FARGO SECURITIES 3/01/19 8,000,000.00 127.73 10,218,640.00 817,554.50
SALE 12/01/10 968657FV WILL CNTY ILL BABS 5.6090 5.609
51844 12/06/10 289276 WELLS FARGO SECURITIES 11/15/30 6,000,000.00 92.032 5,521,920.00 -478,080.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 696,325,000.00 689,720,352.00 40,113,293.81
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 696,325,000.00 689,720,352.00 40,113,293.81
END OF REPORT FOR: COMMON PENSION FD B
S T A T E O F N E W J E R S E Y 5160
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
COMMON A DERIVITIVES (5160) PAGE: 125
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASES OF COMINGLED FUND UNITS
---------------------------------
PUR 12/20/10 SPXP1200 SPX P1200 EXP 2-19-11
54934 12/21/10 424428 GOLDMAN SACHS (OPTIONS) 120,000.00 18.083 2,400.00 2,172,396.00
PUR 12/21/10 SPXP1200 SPX P1200 EXP 2-19-11
54934 12/22/10 424428 GOLDMAN SACHS (OPTIONS) 80,000.00 16.050 1,600.00 1,285,600.00
-------------- ---------- -------------- --------------
SUBTOTAL UNIT-ASSET PURCHASES: 200,000.00 3,457,996.00
4,000.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 200,000.00 3,457,996.00
4,000.00
END OF REPORT FOR: COMMON A DERIVITIVES
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) PAGE: 126
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 12/01/10 00206R10 AT&T INC
54670 12/06/10 424423 INSTINET (CUMBERLAND ADVISO 500,000.00 28.227 25,000.00 14,138,450.00
PUR 12/02/10 00206R10 AT&T INC
54670 12/07/10 424429 CASTLE OAK SECURITIES 300,000.00 28.608 3,000.00 8,585,340.00
PUR 12/02/10 00206R10 AT&T INC
54670 12/07/10 424429 GUZMAN & CO. 400,000.00 28.420 4,000.00 11,371,920.00
PUR 12/09/10 00206R10 AT&T INC
54670 12/14/10 424453 BLAYLOCK ROBERT VAN LLC 100,000.00 28.750 1,000.00 2,876,040.00
PUR 12/09/10 00206R10 AT&T INC
54670 12/14/10 424453 PACIFIC AMERICAN SECURITIES 100,000.00 28.762 1,000.00 2,877,180.00
PUR 12/29/10 00206R10 AT&T INC
54670 1/03/11 424511 ELECTRONIC BROKERAGE SYSTEM 700,000.00 29.392 3,500.00 20,577,970.00
PUR 12/30/10 00206R10 AT&T INC
54670 1/04/11 424515 ELECTRONIC BROKERAGE SYSTEM 1,100,000.00 29.283 5,500.00 32,217,130.00
PUR 12/31/10 00206R10 AT&T INC
54670 1/05/11 424519 BMO CAPITAL MARKETS/EXECUTI 100,000.00 29.415 1,000.00 2,942,530.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 127
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/29/10 00282410 ABBOTT LABORATORIES
39882 1/03/11 424511 WILLIAMS CAPITAL GROUP 20,000.00 47.495 200.00 950,100.00
PUR 12/30/10 00282410 ABBOTT LABORATORIES
39882 1/04/11 424515 BMO CAPITAL MARKETS/EXECUTI 20,000.00 47.517 200.00 950,536.00
PUR 12/22/10 00817Y10 AETNA INC
51549 12/28/10 424499 GRISWOLD COMPANY 100,000.00 30.617 1,000.00 3,062,740.00
PUR 12/10/10 02313510 AMAZON.COM INC
54819 12/15/10 424458 MERRIMAN/OTC 35,000.00 175.48 350.00 6,142,412.50
PUR 12/13/10 02313510 AMAZON.COM INC
54819 12/16/10 424463 LABRANCHE/0TC 25,000.00 175.96 250.00 4,399,465.00
PUR 12/14/10 02313510 AMAZON.COM INC
54819 12/17/10 424470 LABRANCHE/0TC 10,000.00 173.97 100.00 1,739,879.00
PUR 12/20/10 02313510 AMAZON.COM INC
54819 12/23/10 424491 LABRANCHE/0TC 10,000.00 180.43 100.00 1,804,396.00
PUR 12/22/10 02313510 AMAZON.COM INC
54819 12/28/10 424499 MERRIMAN/OTC 10,000.00 184.83 100.00 1,848,399.00
PUR 12/23/10 02313510 AMAZON.COM INC
54819 12/29/10 424503 MERRIMAN/OTC 10,000.00 182.27 100.00 1,822,850.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 128
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/23/10 02313510 AMAZON.COM INC
54819 12/29/10 424503 MERRIMAN/OTC 10,000.00 184.42 100.00 1,844,306.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 183.34 3,667,156.00
200.00
PUR 12/28/10 02313510 AMAZON.COM INC
54819 12/31/10 424507 LABRANCHE/0TC 10,000.00 182.05 100.00 1,820,642.00
PUR 12/29/10 02313510 AMAZON.COM INC
54819 1/03/11 424511 MERRIMAN/OTC 10,000.00 180.95 100.00 1,809,617.00
PUR 12/30/10 02313510 AMAZON.COM INC
54819 1/04/11 424515 LABRANCHE/0TC 10,000.00 183.30 100.00 1,833,137.00
PUR 12/31/10 02313510 AMAZON.COM INC
54819 1/05/11 424519 MERRIMAN/OTC 10,000.00 180.00 100.00 1,800,145.00
PUR 12/14/10 03116210 AMGEN INC.
39886 12/17/10 424470 LABRANCHE/0TC 100,000.00 56.345 1,000.00 5,635,490.00
PUR 12/15/10 03116210 AMGEN INC.
39886 12/20/10 424475 ITG (CHANNEL) 50,000.00 56.246 350.00 2,812,635.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 129
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/22/10 03116210 AMGEN INC.
39886 12/28/10 424499 MERRIMAN/OTC 30,000.00 56.915 300.00 1,707,744.00
PUR 12/29/10 03116210 AMGEN INC.
39886 1/03/11 424511 LABRANCHE/0TC 20,000.00 56.012 200.00 1,120,432.00
PUR 12/31/10 03116210 AMGEN INC.
39886 1/05/11 424519 MERRIMAN/OTC 20,000.00 54.937 200.00 1,098,930.00
PUR 12/10/10 04420910 ASHLAND INC
53715 12/15/10 424458 GRISWOLD COMPANY 40,000.00 51.342 400.00 2,054,088.00
PUR 12/31/10 04420910 ASHLAND INC
53715 1/05/11 424519 BLAYLOCK ROBERT VAN LLC 20,000.00 50.904 200.00 1,018,272.00
PUR 12/29/10 05548J10 BJ'S WHOLESALE CLUB INC
52526 1/03/11 424511 WILLIAMS CAPITAL GROUP 20,000.00 47.434 200.00 948,888.00
PUR 12/29/10 05548J10 BJ'S WHOLESALE CLUB INC
52526 1/03/11 424511 WILLIAMS CAPITAL GROUP 30,000.00 47.497 300.00 1,425,207.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 50,000.00 47.472 2,374,095.00
500.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 130
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/30/10 05548J10 BJ'S WHOLESALE CLUB INC
52526 1/04/11 424515 ICAP CORPORATES LLC 60,000.00 48.627 600.00 2,918,190.00
PUR 12/31/10 05548J10 BJ'S WHOLESALE CLUB INC
52526 1/05/11 424519 BLAYLOCK ROBERT VAN LLC 20,000.00 48.199 200.00 964,182.00
PUR 12/07/10 06050510 BANK OF AMERICA CORP
46955 12/10/10 424441 BLAYLOCK ROBERT VAN LLC 100,000.00 11.711 1,000.00 1,172,120.00
PUR 12/23/10 08467070 BERKSHIRE HATHAWAY INC-CL B
54956 12/29/10 424503 BMO CAPITAL MARKETS/EXECUTI 100,000.00 79.833 1,000.00 7,984,290.00
PUR 12/28/10 08467070 BERKSHIRE HATHAWAY INC-CL B
54956 12/31/10 424507 BMO CAPITAL MARKETS/EXECUTI 50,000.00 80.030 500.00 4,001,975.00
PUR 12/29/10 08467070 BERKSHIRE HATHAWAY INC-CL B
54956 1/03/11 424511 ICAP CORPORATES LLC 100,000.00 79.918 1,000.00 7,992,750.00
PUR 12/30/10 08467070 BERKSHIRE HATHAWAY INC-CL B
54956 1/04/11 424515 ICAP CORPORATES LLC 100,000.00 79.554 1,000.00 7,956,360.00
PUR 12/30/10 08467070 BERKSHIRE HATHAWAY INC-CL B
54956 1/04/11 424515 MURIEL SEIBERT & CO 50,000.00 79.496 500.00 3,975,305.00
PUR 12/31/10 08467070 BERKSHIRE HATHAWAY INC-CL B
54956 1/05/11 424519 ICAP CORPORATES LLC 100,000.00 79.674 1,000.00 7,968,380.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 131
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/01/10 09534T50 BLUE COAT SYSTEMS
53509 12/06/10 424423 LABRANCHE/0TC 20,000.00 27.174 200.00 543,674.00
PUR 12/22/10 11012210 BRISTOL-MYERS SQUIBB CO.
39897 12/28/10 424499 BLAYLOCK ROBERT VAN LLC 50,000.00 26.341 500.00 1,317,545.00
PUR 12/22/10 11012210 BRISTOL-MYERS SQUIBB CO.
39897 12/28/10 424499 BMO CAPITAL MARKETS/EXECUTI 50,000.00 26.400 500.00 1,320,475.00
PUR 12/23/10 11012210 BRISTOL-MYERS SQUIBB CO.
39897 12/29/10 424503 BLAYLOCK ROBERT VAN LLC 50,000.00 26.457 500.00 1,323,350.00
PUR 12/06/10 13442910 CAMPBELL SOUP
54593 12/09/10 424437 BMO CAPITAL MARKETS/EXECUTI 100,000.00 34.155 1,000.00 3,416,510.00
PUR 12/23/10 13442910 CAMPBELL SOUP
54593 12/29/10 424503 ICAP CORPORATES LLC 100,000.00 34.534 1,000.00 3,454,350.00
PUR 12/29/10 13442910 CAMPBELL SOUP
54593 1/03/11 424511 CABRERA 100,000.00 34.696 1,000.00 3,470,640.00
PUR 12/01/10 14204220 CARIBOU COFFEE CO INC
52199 12/06/10 424423 LABRANCHE/0TC 3,406.00 10.966 34.06 37,384.60
PUR 12/16/10 14204220 CARIBOU COFFEE CO INC
52199 12/21/10 424483 BLAIR, WILLIAM & COMPANY 58,000.00 9.750 565,500.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 132
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/16/10 14204220 CARIBOU COFFEE CO INC
52199 12/21/10 424483 CRAIG-HALLUM CAPITAL GRP LL 29,000.00 9.750 282,750.00
PUR 12/16/10 14204220 CARIBOU COFFEE CO INC
52199 12/21/10 424484 CRAIG-HALLUM CAPITAL GRP LL 2,500.00 9.750 24,375.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 31,500.00 9.750 307,125.00
PUR 12/16/10 14204220 CARIBOU COFFEE CO INC
52199 12/21/10 424483 JEFFERIES & COMPANY 145,000.00 9.750 1,413,750.00
PUR 12/16/10 14204220 CARIBOU COFFEE CO INC
52199 12/21/10 424483 ROBERT W. BAIRD & CO INC 58,000.00 9.750 565,500.00
PUR 12/17/10 14204220 CARIBOU COFFEE CO INC
52199 12/22/10 424487 ITG (CHANNEL) 30,000.00 10.026 210.00 301,002.00
PUR 12/22/10 14204220 CARIBOU COFFEE CO INC
52199 12/28/10 424499 MERRIMAN/OTC 7,500.00 10.146 75.00 76,172.25
PUR 12/30/10 14204220 CARIBOU COFFEE CO INC
52199 1/04/11 424515 LABRANCHE/0TC 10,000.00 10.234 100.00 102,440.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 133
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/31/10 14204220 CARIBOU COFFEE CO INC
52199 1/05/11 424519 MERRIMAN/OTC 10,000.00 10.244 100.00 102,543.00
PUR 12/14/10 16516710 CHESAPEAKE ENERGY CORP.
41852 12/17/10 424470 GUZMAN & CO. 100,000.00 22.946 1,000.00 2,295,590.00
PUR 12/20/10 16516710 CHESAPEAKE ENERGY CORP.
41852 12/23/10 424491 GRISWOLD COMPANY 100,000.00 24.719 1,000.00 2,472,930.00
PUR 12/02/10 17243V10 CINEMARK HOLDINGS
50473 12/07/10 424429 BMO CAPITAL MARKETS/EXECUTI 40,000.00 18.288 400.00 731,932.00
PUR 12/06/10 17296710 CITIGROUP INC
51156 12/10/10 424446 CABRERA 1,881.00 4.350 8,182.35
PUR 12/06/10 17296710 CITIGROUP INC
51156 12/10/10 424446 EVERCORE PARTNERS 4,950.00 4.350 21,532.50
PUR 12/06/10 17296710 CITIGROUP INC
51156 12/10/10 424446 GREAT AMERICAN SECURITIES 7,425.00 4.350 32,298.75
PUR 12/06/10 17296710 CITIGROUP INC
51156 12/10/10 424446 GUZMAN & CO. 7,425.00 4.350 32,298.75
PUR 12/06/10 17296710 CITIGROUP INC
51156 12/10/10 424446 KAUFMAN BROS L.P. 9,900.00 4.350 43,065.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 134
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/06/10 17296710 CITIGROUP INC
51156 12/10/10 424446 LOOP CAPITAL 27,477.00 4.350 119,524.95
PUR 12/06/10 17296710 CITIGROUP INC
51156 12/10/10 424446 M RAMSEY KING SECURITIES 396.00 4.350 1,722.60
PUR 12/06/10 17296710 CITIGROUP INC
51156 12/10/10 424446 MERRILL LYNCH, PIERCE,FENNE 19,800.00 4.350 86,130.00
PUR 12/06/10 17296710 CITIGROUP INC
51156 12/10/10 424446 MORGAN STANLEY 861,300.00 4.350 3,746,655.00
PUR 12/06/10 17296710 CITIGROUP INC
51156 12/10/10 424446 UBS WARBURG LLC 19,800.00 4.350 86,130.00
PUR 12/06/10 17296710 CITIGROUP INC
51156 12/10/10 424446 VALDES AND MORENO INC 144.00 4.350 626.40
PUR 12/06/10 17296710 CITIGROUP INC
51156 12/10/10 424446 WELLS FARGO SECURITIES 19,800.00 4.350 86,130.00
PUR 12/06/10 17296710 CITIGROUP INC
51156 12/10/10 424446 WILLIAMS CAPITAL GROUP 4,752.00 4.350 20,671.20
PUR 12/06/10 17296710 CITIGROUP INC
51156 12/10/10 424448 WILLIAMS CAPITAL GROUP 10,000.00 4.350 43,500.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 14,752.00 4.350 64,171.20
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 135
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/06/10 17296710 CITIGROUP INC
51156 12/10/10 424446 WM SMITH 4,950.00 4.350 21,532.50
PUR 12/10/10 17296710 CITIGROUP INC
51156 12/15/10 424458 ELECTRONIC BROKERAGE SYSTEM 1,000,000.00 4.745 5,000.00 4,749,700.00
PUR 12/03/10 18538Q10 CLEARWIRE CORP. CL A
43953 12/08/10 424433 ITG (CHANNEL) 268,693.00 5.867 2,686.93 1,579,055.02
PUR 12/22/10 18538Q10 CLEARWIRE CORP. CL A
43953 12/28/10 424499 MERRIMAN/OTC 174,600.00 5.140 1,746.00 899,242.38
PUR 12/22/10 18538Q10 CLEARWIRE CORP. CL A
43953 12/28/10 424499 PULSE (BLOCK CROSS) 25,400.00 5.105 254.00 129,921.00
PUR 12/29/10 19259P30 COINSTAR INC.
42814 1/03/11 424511 LABRANCHE/0TC 10,000.00 56.367 100.00 563,769.00
PUR 12/30/10 19259P30 COINSTAR INC.
42814 1/04/11 424515 LABRANCHE/0TC 10,000.00 56.373 100.00 563,834.00
PUR 12/31/10 19259P30 COINSTAR INC.
42814 1/05/11 424519 MERRIMAN/OTC 10,000.00 56.121 100.00 561,312.00
PUR 12/10/10 20366810 COMMUNITY HEALTH SYSTEMS
54817 12/15/10 424458 ICAP CORPORATES LLC 100,000.00 31.349 1,000.00 3,135,920.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 136
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/13/10 20366810 COMMUNITY HEALTH SYSTEMS
54817 12/16/10 424463 BMO CAPITAL MARKETS/EXECUTI 50,000.00 34.257 500.00 1,713,360.00
PUR 12/13/10 20366810 COMMUNITY HEALTH SYSTEMS
54817 12/16/10 424463 STURDIVANT/EXECUTION 100,000.00 34.656 1,000.00 3,466,550.00
PUR 12/14/10 20366810 COMMUNITY HEALTH SYSTEMS
54817 12/17/10 424470 BMO CAPITAL MARKETS/EXECUTI 50,000.00 35.006 500.00 1,750,820.00
PUR 12/15/10 20366810 COMMUNITY HEALTH SYSTEMS
54817 12/20/10 424475 WILLIAMS CAPITAL GROUP 50,000.00 35.849 500.00 1,792,930.00
PUR 12/22/10 20366810 COMMUNITY HEALTH SYSTEMS
54817 12/28/10 424499 BLAYLOCK ROBERT VAN LLC 50,000.00 37.121 500.00 1,856,550.00
PUR 12/23/10 20366810 COMMUNITY HEALTH SYSTEMS
54817 12/29/10 424503 BMO CAPITAL MARKETS/EXECUTI 50,000.00 37.155 500.00 1,858,235.00
PUR 12/28/10 20366810 COMMUNITY HEALTH SYSTEMS
54817 12/31/10 424507 GRISWOLD COMPANY 50,000.00 36.077 500.00 1,804,370.00
PUR 12/29/10 20366810 COMMUNITY HEALTH SYSTEMS
54817 1/03/11 424511 WILLIAMS CAPITAL GROUP 50,000.00 36.659 500.00 1,833,470.00
PUR 12/30/10 20366810 COMMUNITY HEALTH SYSTEMS
54817 1/04/11 424515 WILLIAMS CAPITAL GROUP 50,000.00 37.680 500.00 1,884,510.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 137
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/31/10 20366810 COMMUNITY HEALTH SYSTEMS
54817 1/05/11 424519 BLAYLOCK ROBERT VAN LLC 10,000.00 37.646 100.00 376,555.00
PUR 12/01/10 21037110 CONSTELLATION ENERGY GROUP
43011 12/06/10 424423 WILLIAMS CAPITAL GROUP 10,000.00 28.660 100.00 286,700.00
PUR 12/01/10 22822710 CROWN CASTLE INTL CORP
54442 12/06/10 424423 GRISWOLD COMPANY 100,000.00 41.963 1,000.00 4,197,280.00
PUR 12/30/10 25179M10 DEVON ENERGY CORPORATION
39912 1/04/11 424515 GRISWOLD COMPANY 100,000.00 78.283 1,000.00 7,829,320.00
PUR 12/01/10 25470M10 DISH NETWORKS
48191 12/06/10 424423 INSTINET (CUMBERLAND ADVISO 100,000.00 18.489 5,000.00 1,853,880.00
PUR 12/03/10 25490A10 DIRECTV GROUP INC
51409 12/08/10 424433 BMO CAPITAL MARKETS/EXECUTI 40,000.00 40.611 400.00 1,624,824.00
PUR 12/17/10 25490A10 DIRECTV GROUP INC
51409 12/22/10 424487 GRISWOLD COMPANY 100,000.00 39.517 1,000.00 3,952,740.00
PUR 12/02/10 26054310 DOW CHEMICAL
51833 12/07/10 424429 GRISWOLD COMPANY 100,000.00 32.718 1,000.00 3,272,790.00
PUR 12/03/10 26054310 DOW CHEMICAL
51833 12/08/10 424433 BLAYLOCK ROBERT VAN LLC 100,000.00 33.223 1,000.00 3,323,310.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 138
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/03/10 26054310 DOW CHEMICAL
51833 12/08/10 424433 PRINCETON SECURITIES GROUP 100,000.00 33.161 1,000.00 3,317,060.00
PUR 12/06/10 26054310 DOW CHEMICAL
51833 12/09/10 424437 MURIEL SEIBERT & CO 100,000.00 33.233 1,000.00 3,324,330.00
PUR 12/29/10 26875P10 EOG RESOURCES INC
53496 1/03/11 424511 WILLIAMS CAPITAL GROUP 20,000.00 91.446 200.00 1,829,112.00
PUR 12/29/10 26875P10 EOG RESOURCES INC
53496 1/03/11 424511 WILLIAMS CAPITAL GROUP 30,000.00 90.917 300.00 2,727,822.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 50,000.00 91.129 4,556,934.00
500.00
PUR 12/30/10 26875P10 EOG RESOURCES INC
53496 1/04/11 424515 WILLIAMS CAPITAL GROUP 10,000.00 91.732 100.00 917,415.00
PUR 12/01/10 27864210 EBAY INC
50202 12/06/10 424423 INSTINET (CUMBERLAND ADVISO 50,000.00 29.219 2,500.00 1,463,450.00
PUR 12/22/10 27864210 EBAY INC
50202 12/28/10 424499 LIQUIDNET 9,300.00 28.675 186.00 266,863.50
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 139
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/22/10 27864210 EBAY INC
50202 12/28/10 424499 MERRIMAN/OTC 30,000.00 28.707 300.00 861,507.00
PUR 12/22/10 27864210 EBAY INC
50202 12/28/10 424499 PULSE (BLOCK CROSS) 10,700.00 28.675 107.00 306,929.50
PUR 12/31/10 27864210 EBAY INC
50202 1/05/11 424519 MERRIMAN/OTC 50,000.00 27.853 500.00 1,393,160.00
PUR 12/01/10 29380T10 ENTERTAINMENT PROPERTIES TR
39916 12/06/10 424423 BMO CAPITAL MARKETS/EXECUTI 20,000.00 46.734 200.00 934,878.00
PUR 12/03/10 29380T10 ENTERTAINMENT PROPERTIES TR
39916 12/08/10 424433 WILLIAMS CAPITAL GROUP 10,000.00 46.749 100.00 467,592.00
PUR 12/06/10 29380T10 ENTERTAINMENT PROPERTIES TR
39916 12/09/10 424437 BMO CAPITAL MARKETS/EXECUTI 10,000.00 47.302 100.00 473,121.00
PUR 12/20/10 29380T10 ENTERTAINMENT PROPERTIES TR
39916 12/23/10 424491 BMO CAPITAL MARKETS/EXECUTI 10,000.00 45.620 100.00 456,304.00
PUR 12/29/10 29380T10 ENTERTAINMENT PROPERTIES TR
39916 1/03/11 424511 WILLIAMS CAPITAL GROUP 10,000.00 46.607 100.00 466,168.00
PUR 12/01/10 30212P10 EXPEDIA INC CL
52297 12/06/10 424423 ITG (CHANNEL) 50,000.00 27.515 500.00 1,376,250.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 140
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/01/10 30231G10 EXXON MOBIL CORP.
39995 12/06/10 424423 MURIEL SEIBERT & CO 100,000.00 71.301 1,000.00 7,131,140.00
PUR 12/03/10 30231G10 EXXON MOBIL CORP.
39995 12/08/10 424433 GRISWOLD COMPANY 100,000.00 71.052 1,000.00 7,106,170.00
PUR 12/06/10 30231G10 EXXON MOBIL CORP.
39995 12/09/10 424437 MERIDIAN EQUITY PARTNERS 100,000.00 71.194 1,000.00 7,120,410.00
PUR 12/07/10 30231G10 EXXON MOBIL CORP.
39995 12/10/10 424441 GRISWOLD COMPANY 100,000.00 71.892 1,000.00 7,190,180.00
PUR 12/09/10 30231G10 EXXON MOBIL CORP.
39995 12/14/10 424453 PRINCETON SECURITIES GROUP 100,000.00 71.648 1,000.00 7,165,830.00
PUR 12/10/10 30231G10 EXXON MOBIL CORP.
39995 12/15/10 424458 GRISWOLD COMPANY 100,000.00 71.879 1,000.00 7,188,870.00
PUR 12/13/10 30231G10 EXXON MOBIL CORP.
39995 12/16/10 424463 BMO CAPITAL MARKETS/EXECUTI 20,000.00 72.304 200.00 1,446,278.00
PUR 12/13/10 30231G10 EXXON MOBIL CORP.
39995 12/16/10 424463 STURDIVANT/EXECUTION 30,000.00 72.526 300.00 2,176,092.00
PUR 12/14/10 30231G10 EXXON MOBIL CORP.
39995 12/17/10 424470 ICAP CORPORATES LLC 50,000.00 72.219 500.00 3,611,465.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 141
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/15/10 30231G10 EXXON MOBIL CORP.
39995 12/20/10 424475 ICAP CORPORATES LLC 50,000.00 72.009 500.00 3,600,970.00
PUR 12/17/10 30231G10 EXXON MOBIL CORP.
39995 12/22/10 424487 PRINCETON SECURITIES GROUP 100,000.00 71.909 1,000.00 7,191,930.00
PUR 12/21/10 30231G10 EXXON MOBIL CORP.
39995 12/27/10 424495 WILLIAMS CAPITAL GROUP 50,000.00 72.561 500.00 3,628,545.00
PUR 12/22/10 31428X10 FEDEX CORP
53828 12/28/10 424499 BLAYLOCK ROBERT VAN LLC 40,000.00 93.412 400.00 3,736,884.00
PUR 12/23/10 31428X10 FEDEX CORP
53828 12/29/10 424503 BMO CAPITAL MARKETS/EXECUTI 40,000.00 93.199 400.00 3,728,364.00
PUR 12/28/10 31428X10 FEDEX CORP
53828 12/31/10 424507 ICAP CORPORATES LLC 20,000.00 93.044 200.00 1,861,084.00
PUR 12/29/10 31428X10 FEDEX CORP
53828 1/03/11 424511 WILLIAMS CAPITAL GROUP 20,000.00 92.944 200.00 1,859,078.00
PUR 12/30/10 37045V10 GENERAL MOTORS CO
54470 1/04/11 424515 STURDIVANT/EXECUTION 60,000.00 36.425 600.00 2,186,088.00
PUR 12/01/10 38255010 GOODYEAR TIRE & RUBBER CO
50271 12/06/10 424423 ICAP CORPORATES LLC 100,000.00 9.899 1,000.00 990,850.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 142
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/02/10 38255010 GOODYEAR TIRE & RUBBER CO
50271 12/07/10 424429 PRINCETON SECURITIES GROUP 100,000.00 9.986 1,000.00 999,560.00
PUR 12/03/10 38255010 GOODYEAR TIRE & RUBBER CO
50271 12/08/10 424433 MERIDIAN EQUITY PARTNERS 100,000.00 9.909 1,000.00 991,910.00
PUR 12/06/10 38255010 GOODYEAR TIRE & RUBBER CO
50271 12/09/10 424437 ICAP CORPORATES LLC 100,000.00 10.249 1,000.00 1,025,900.00
PUR 12/01/10 38259P50 GOOGLE INC
39926 12/06/10 424423 LABRANCHE/0TC 5,000.00 566.29 50.00 2,831,505.00
PUR 12/03/10 39312210 GREEN MOUNTAIN COFFEE
53673 12/08/10 424433 ITG (CHANNEL) 20,000.00 36.240 200.00 724,994.00
PUR 12/10/10 39312210 GREEN MOUNTAIN COFFEE
53673 12/15/10 424458 MERRIMAN/OTC 50,000.00 33.292 500.00 1,665,110.00
PUR 12/13/10 39312210 GREEN MOUNTAIN COFFEE
53673 12/16/10 424463 LABRANCHE/0TC 20,000.00 32.441 200.00 649,024.00
PUR 12/14/10 39312210 GREEN MOUNTAIN COFFEE
53673 12/17/10 424470 LABRANCHE/0TC 20,000.00 32.209 200.00 644,386.00
PUR 12/29/10 39312210 GREEN MOUNTAIN COFFEE
53673 1/03/11 424511 LABRANCHE/0TC 50,000.00 32.485 500.00 1,624,740.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 143
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/31/10 39312210 GREEN MOUNTAIN COFFEE
53673 1/05/11 424519 MERRIMAN/OTC 20,000.00 32.966 200.00 659,526.00
PUR 12/07/10 42270410 HECLA MINING
53674 12/10/10 424441 MERIDIAN EQUITY PARTNERS 100,000.00 10.538 1,000.00 1,054,830.00
PUR 12/28/10 42270410 HECLA MINING
53674 12/31/10 424507 MERIDIAN EQUITY PARTNERS 100,000.00 11.063 1,000.00 1,107,330.00
PUR 12/28/10 42823610 HEWLETT-PACKARD CO
46749 12/31/10 424507 PRINCETON SECURITIES GROUP 50,000.00 42.191 500.00 2,110,060.00
PUR 12/29/10 42823610 HEWLETT-PACKARD CO
46749 1/03/11 424511 WILLIAMS CAPITAL GROUP 50,000.00 42.531 500.00 2,127,025.00
PUR 12/30/10 42823610 HEWLETT-PACKARD CO
46749 1/04/11 424515 BMO CAPITAL MARKETS/EXECUTI 200,000.00 42.288 2,000.00 8,459,520.00
PUR 12/02/10 46981410 JACOBS ENGINEERING GROUP IN
47300 12/07/10 424429 BMO CAPITAL MARKETS/EXECUTI 10,000.00 40.190 100.00 402,001.00
PUR 12/29/10 47836610 JOHNSON CONTROLS INC
48030 1/03/11 424511 WILLIAMS CAPITAL GROUP 30,000.00 38.440 300.00 1,153,500.00
PUR 12/01/10 48020T10 JONES GROUP INC
53984 12/06/10 424423 MERIDIAN EQUITY PARTNERS 100,000.00 14.059 1,000.00 1,406,940.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 144
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/02/10 48020T10 JONES GROUP INC
53984 12/07/10 424429 ICAP CORPORATES LLC 100,000.00 14.489 1,000.00 1,449,850.00
PUR 12/20/10 55295310 MGM RESORTS INTERNATIONAL
54922 12/23/10 424491 BLAYLOCK ROBERT VAN LLC 100,000.00 14.306 1,000.00 1,431,590.00
PUR 12/20/10 55295310 MGM RESORTS INTERNATIONAL
54922 12/23/10 424491 BMO CAPITAL MARKETS/EXECUTI 100,000.00 14.032 1,000.00 1,404,160.00
PUR 12/20/10 55295310 MGM RESORTS INTERNATIONAL
54922 12/23/10 424491 GRISWOLD COMPANY 100,000.00 13.846 1,000.00 1,385,550.00
PUR 12/20/10 55295310 MGM RESORTS INTERNATIONAL
54922 12/23/10 424491 MERIDIAN EQUITY PARTNERS 100,000.00 13.814 1,000.00 1,382,380.00
PUR 12/20/10 55295310 MGM RESORTS INTERNATIONAL
54922 12/23/10 424491 PRINCETON SECURITIES GROUP 100,000.00 14.298 1,000.00 1,430,840.00
PUR 12/02/10 57620610 MASSEY ENERGY
54690 12/07/10 424429 MERIDIAN EQUITY PARTNERS 80,000.00 49.774 800.00 3,982,704.00
PUR 12/03/10 57620610 MASSEY ENERGY
54690 12/08/10 424433 BMO CAPITAL MARKETS/EXECUTI 60,000.00 50.398 600.00 3,024,486.00
PUR 12/14/10 57620610 MASSEY ENERGY
54690 12/17/10 424470 WILLIAMS CAPITAL GROUP 60,000.00 51.146 600.00 3,069,342.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 145
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/15/10 57620610 MASSEY ENERGY
54690 12/20/10 424475 BMO CAPITAL MARKETS/EXECUTI 20,000.00 50.647 200.00 1,013,132.00
PUR 12/20/10 57620610 MASSEY ENERGY
54690 12/23/10 424491 BMO CAPITAL MARKETS/EXECUTI 30,000.00 51.465 300.00 1,544,241.00
PUR 12/21/10 57620610 MASSEY ENERGY
54690 12/27/10 424495 BLAYLOCK ROBERT VAN LLC 20,000.00 52.596 200.00 1,052,112.00
PUR 12/21/10 57620610 MASSEY ENERGY
54690 12/27/10 424495 BMO CAPITAL MARKETS/EXECUTI 30,000.00 52.326 300.00 1,570,065.00
PUR 12/22/10 57620610 MASSEY ENERGY
54690 12/28/10 424499 BMO CAPITAL MARKETS/EXECUTI 40,000.00 52.591 400.00 2,104,052.00
PUR 12/23/10 57620610 MASSEY ENERGY
54690 12/29/10 424503 BMO CAPITAL MARKETS/EXECUTI 30,000.00 52.368 300.00 1,571,337.00
PUR 12/28/10 57620610 MASSEY ENERGY
54690 12/31/10 424507 ICAP CORPORATES LLC 10,000.00 52.885 100.00 528,949.00
PUR 12/29/10 57620610 MASSEY ENERGY
54690 1/03/11 424511 WILLIAMS CAPITAL GROUP 20,000.00 52.961 200.00 1,059,412.00
PUR 12/29/10 57620610 MASSEY ENERGY
54690 1/03/11 424511 WILLIAMS CAPITAL GROUP 20,000.00 52.580 200.00 1,051,796.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 52.770 2,111,208.00
400.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 146
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/30/10 57620610 MASSEY ENERGY
54690 1/04/11 424515 WILLIAMS CAPITAL GROUP 20,000.00 53.401 200.00 1,068,214.00
PUR 12/31/10 61744644 MORGAN STANLEY
47656 1/05/11 424519 BLAYLOCK ROBERT VAN LLC 20,000.00 27.239 200.00 544,978.00
PUR 12/10/10 62937750 NRG ENERGY INC.
43551 12/15/10 424458 GRISWOLD COMPANY 50,000.00 18.782 500.00 939,580.00
PUR 12/14/10 62937750 NRG ENERGY INC.
43551 12/17/10 424470 WILLIAMS CAPITAL GROUP 50,000.00 18.758 500.00 938,415.00
PUR 12/21/10 62937750 NRG ENERGY INC.
43551 12/27/10 424495 BMO CAPITAL MARKETS/EXECUTI 50,000.00 18.713 500.00 936,130.00
PUR 12/31/10 62937750 NRG ENERGY INC.
43551 1/05/11 424519 BLAYLOCK ROBERT VAN LLC 50,000.00 19.395 500.00 970,265.00
PUR 12/30/10 65163910 NEWMONT MINING
54991 1/04/11 424515 MERIDIAN EQUITY PARTNERS 300,000.00 61.136 3,000.00 18,343,650.00
PUR 12/31/10 65163910 NEWMONT MINING
54991 1/05/11 424519 PRINCETON SECURITIES GROUP 100,000.00 61.516 1,000.00 6,152,600.00
PUR 12/29/10 65171850 NEWPARK RESOURCES INC
54091 1/03/11 424511 PACIFIC AMERICAN SECURITIES 100,000.00 6.115 1,000.00 612,490.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 147
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/21/10 65248E10 NEWS CORP - CL A
54942 12/27/10 424495 GRISWOLD COMPANY 200,000.00 14.462 2,000.00 2,894,400.00
PUR 12/21/10 65248E10 NEWS CORP - CL A
54942 12/27/10 424495 PRINCETON SECURITIES GROUP 300,000.00 14.464 3,000.00 4,342,290.00
PUR 12/22/10 65248E10 NEWS CORP - CL A
54942 12/28/10 424499 MERIDIAN EQUITY PARTNERS 100,000.00 14.863 1,000.00 1,487,310.00
PUR 12/29/10 65248E10 NEWS CORP - CL A
54942 1/03/11 424511 MERIDIAN EQUITY PARTNERS 200,000.00 14.839 2,000.00 2,969,740.00
PUR 12/30/10 65248E10 NEWS CORP - CL A
54942 1/04/11 424515 ICAP CORPORATES LLC 200,000.00 14.457 2,000.00 2,893,420.00
PUR 12/31/10 65248E10 NEWS CORP - CL A
54942 1/05/11 424519 MERIDIAN EQUITY PARTNERS 200,000.00 14.486 2,000.00 2,899,280.00
PUR 12/01/10 68389X10 ORACLE CORP
46205 12/06/10 424423 INSTINET (CUMBERLAND ADVISO 100,000.00 27.558 5,000.00 2,760,800.00
PUR 12/09/10 68389X10 ORACLE CORP
46205 12/14/10 424453 MERRIMAN/OTC 200,000.00 29.217 2,000.00 5,845,340.00
PUR 12/31/10 68389X10 ORACLE CORP
46205 1/05/11 424519 MERRIMAN/OTC 100,000.00 31.048 1,000.00 3,105,820.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 148
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/07/10 69351T10 PPL CORP
51765 12/10/10 424441 BMO CAPITAL MARKETS/EXECUTI 50,000.00 26.099 500.00 1,305,470.00
PUR 12/29/10 72925110 PLUM CREEK TIMBER CO INC
46289 1/03/11 424511 WILLIAMS CAPITAL GROUP 40,000.00 37.429 400.00 1,497,560.00
PUR 12/30/10 72925110 PLUM CREEK TIMBER CO INC
46289 1/04/11 424515 WILLIAMS CAPITAL GROUP 30,000.00 37.259 300.00 1,118,076.00
PUR 12/29/10 74164M10 PRIMERICA INC
51334 1/03/11 424511 WILLIAMS CAPITAL GROUP 10,000.00 24.611 100.00 246,209.00
PUR 12/20/10 74752510 QUALCOMM
54923 12/23/10 424491 ITG (CHANNEL) 400,000.00 49.629 2,800.00 19,854,360.00
PUR 12/21/10 74752510 QUALCOMM
54923 12/27/10 424495 MERRIMAN/OTC 200,000.00 49.722 2,000.00 9,946,340.00
PUR 12/22/10 74752510 QUALCOMM
54923 12/28/10 424499 ITG (CHANNEL) 40,000.00 49.761 280.00 1,990,700.00
PUR 12/29/10 74752510 QUALCOMM
54923 1/03/11 424511 LABRANCHE/0TC 60,000.00 50.161 600.00 3,010,278.00
PUR 12/01/10 74973W10 RTI ITNL METALS INC
54011 12/06/10 424423 BLAYLOCK ROBERT VAN LLC 20,000.00 29.860 200.00 597,400.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 149
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/02/10 74973W10 RTI ITNL METALS INC
54011 12/07/10 424429 BMO CAPITAL MARKETS/EXECUTI 20,000.00 29.873 200.00 597,654.00
PUR 12/09/10 74973W10 RTI ITNL METALS INC
54011 12/14/10 424453 BMO CAPITAL MARKETS/EXECUTI 40,000.00 27.362 400.00 1,094,892.00
PUR 12/09/10 74973W10 RTI ITNL METALS INC
54011 12/14/10 424453 WILLIAMS CAPITAL GROUP 20,000.00 27.312 200.00 546,436.00
PUR 12/10/10 74973W10 RTI ITNL METALS INC
54011 12/15/10 424458 GRISWOLD COMPANY 30,000.00 27.398 300.00 822,225.00
PUR 12/14/10 74973W10 RTI ITNL METALS INC
54011 12/17/10 424470 BMO CAPITAL MARKETS/EXECUTI 30,000.00 27.530 300.00 826,185.00
PUR 12/21/10 74973W10 RTI ITNL METALS INC
54011 12/27/10 424495 BLAYLOCK ROBERT VAN LLC 20,000.00 26.846 200.00 537,116.00
PUR 12/29/10 74973W10 RTI ITNL METALS INC
54011 1/03/11 424511 WILLIAMS CAPITAL GROUP 20,000.00 26.910 200.00 538,392.00
PUR 12/30/10 74973W10 RTI ITNL METALS INC
54011 1/04/11 424515 WILLIAMS CAPITAL GROUP 20,000.00 27.127 200.00 542,740.00
PUR 12/31/10 74973W10 RTI ITNL METALS INC
54011 1/05/11 424519 BLAYLOCK ROBERT VAN LLC 20,000.00 27.246 200.00 545,126.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 150
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/01/10 75043810 RADIOSHACK CORP
51293 12/06/10 424423 PRINCETON SECURITIES GROUP 100,000.00 18.549 1,000.00 1,855,880.00
PUR 12/29/10 75043810 RADIOSHACK CORP
51293 1/03/11 424511 WILLIAMS CAPITAL GROUP 50,000.00 18.516 500.00 926,320.00
PUR 12/22/10 75281A10 RANGE RESOURCES
54947 12/28/10 424499 ICAP CORPORATES LLC 100,000.00 44.539 1,000.00 4,454,920.00
PUR 12/23/10 75281A10 RANGE RESOURCES
54947 12/29/10 424503 MERIDIAN EQUITY PARTNERS 100,000.00 44.653 1,000.00 4,466,320.00
PUR 12/28/10 75281A10 RANGE RESOURCES
54947 12/31/10 424507 MERIDIAN EQUITY PARTNERS 100,000.00 44.965 1,000.00 4,497,500.00
PUR 12/29/10 75281A10 RANGE RESOURCES
54947 1/03/11 424511 WILLIAMS CAPITAL GROUP 50,000.00 44.904 500.00 2,245,690.00
PUR 12/30/10 75281A10 RANGE RESOURCES
54947 1/04/11 424515 WILLIAMS CAPITAL GROUP 50,000.00 44.835 500.00 2,242,240.00
PUR 12/31/10 75281A10 RANGE RESOURCES
54947 1/05/11 424519 BLAYLOCK ROBERT VAN LLC 50,000.00 45.099 500.00 2,255,430.00
PUR 12/29/10 80004C10 SANDISK CORP
54052 1/03/11 424511 LABRANCHE/0TC 20,000.00 49.741 200.00 995,020.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 151
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/21/10 80090720 SANMINA-SCI CORP
49560 12/27/10 424495 LABRANCHE/0TC 50,000.00 11.543 500.00 577,670.00
PUR 12/29/10 80090720 SANMINA-SCI CORP
49560 1/03/11 424511 LABRANCHE/0TC 20,000.00 11.523 200.00 230,660.00
PUR 12/30/10 80090720 SANMINA-SCI CORP
49560 1/04/11 424515 LABRANCHE/0TC 20,000.00 11.451 200.00 229,216.00
PUR 12/31/10 80090720 SANMINA-SCI CORP
49560 1/05/11 424519 MERRIMAN/OTC 20,000.00 11.510 200.00 230,394.00
PUR 12/21/10 83056610 SKECHERS USA INC CL A
53364 12/27/10 424495 BLAYLOCK ROBERT VAN LLC 20,000.00 19.791 200.00 396,016.00
PUR 12/22/10 83056610 SKECHERS USA INC CL A
53364 12/28/10 424499 BMO CAPITAL MARKETS/EXECUTI 20,000.00 19.390 200.00 388,008.00
PUR 12/29/10 83056610 SKECHERS USA INC CL A
53364 1/03/11 424511 WILLIAMS CAPITAL GROUP 20,000.00 20.007 200.00 400,344.00
PUR 12/29/10 83056610 SKECHERS USA INC CL A
53364 1/03/11 424511 WILLIAMS CAPITAL GROUP 30,000.00 19.975 300.00 599,556.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 50,000.00 19.988 999,900.00
500.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 152
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/30/10 83056610 SKECHERS USA INC CL A
53364 1/04/11 424515 WILLIAMS CAPITAL GROUP 40,000.00 20.120 400.00 805,184.00
PUR 12/31/10 83056610 SKECHERS USA INC CL A
53364 1/05/11 424519 BLAYLOCK ROBERT VAN LLC 10,000.00 19.982 100.00 199,915.00
PUR 12/13/10 85206110 SPRINT NEXTEL CORP
54838 12/16/10 424463 CABRERA 200,000.00 4.422 2,000.00 886,400.00
PUR 12/13/10 85206110 SPRINT NEXTEL CORP
54838 12/16/10 424463 CASTLE OAK SECURITIES 200,000.00 4.426 2,000.00 887,140.00
PUR 12/13/10 85206110 SPRINT NEXTEL CORP
54838 12/16/10 424463 JACKSON SECS 200,000.00 4.414 2,000.00 884,880.00
PUR 12/13/10 85206110 SPRINT NEXTEL CORP
54838 12/16/10 424463 LOOP CAPITAL 200,000.00 4.367 2,000.00 875,440.00
PUR 12/13/10 85206110 SPRINT NEXTEL CORP
54838 12/16/10 424463 MURIEL SEIBERT & CO 200,000.00 4.415 2,000.00 884,940.00
PUR 12/14/10 85206110 SPRINT NEXTEL CORP
54838 12/17/10 424470 BLAYLOCK ROBERT VAN LLC 200,000.00 4.405 2,000.00 882,980.00
PUR 12/14/10 85206110 SPRINT NEXTEL CORP
54838 12/17/10 424470 CASTLE OAK SECURITIES 200,000.00 4.377 2,000.00 877,380.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 153
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/14/10 85206110 SPRINT NEXTEL CORP
54838 12/17/10 424470 JACKSON SECS 100,000.00 4.374 1,000.00 438,390.00
PUR 12/14/10 85206110 SPRINT NEXTEL CORP
54838 12/17/10 424470 LOOP CAPITAL 100,000.00 4.348 1,000.00 435,760.00
PUR 12/14/10 85206110 SPRINT NEXTEL CORP
54838 12/17/10 424470 MURIEL SEIBERT & CO 200,000.00 4.373 2,000.00 876,580.00
PUR 12/14/10 85206110 SPRINT NEXTEL CORP
54838 12/17/10 424470 PACIFIC AMERICAN SECURITIES 100,000.00 4.350 1,000.00 436,000.00
PUR 12/14/10 85206110 SPRINT NEXTEL CORP
54838 12/17/10 424470 STURDIVANT/EXECUTION 100,000.00 4.386 1,000.00 439,600.00
PUR 12/20/10 85206110 SPRINT NEXTEL CORP
54838 12/23/10 424491 ITG (CHANNEL) 489,400.00 4.231 3,425.80 2,074,224.02
PUR 12/20/10 85206110 SPRINT NEXTEL CORP
54838 12/23/10 424491 PULSE (BLOCK CROSS) 10,600.00 4.205 106.00 44,679.00
PUR 12/01/10 88355610 THERMO ELECTRON
54668 12/06/10 424423 BMO CAPITAL MARKETS/EXECUTI 100,000.00 51.548 1,000.00 5,155,820.00
PUR 12/02/10 88355610 THERMO ELECTRON
54668 12/07/10 424429 WILLIAMS CAPITAL GROUP 100,000.00 52.311 1,000.00 5,232,100.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 154
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/03/10 88355610 THERMO ELECTRON
54668 12/08/10 424433 BMO CAPITAL MARKETS/EXECUTI 20,000.00 52.433 200.00 1,048,850.00
PUR 12/01/10 90297330 US BANCORP
46667 12/06/10 424423 GUZMAN & CO. 100,000.00 24.152 1,000.00 2,416,220.00
PUR 12/09/10 90297330 US BANCORP
46667 12/14/10 424453 BMO CAPITAL MARKETS/EXECUTI 150,000.00 25.546 1,500.00 3,833,325.00
PUR 12/09/10 90297330 US BANCORP
46667 12/14/10 424453 WILLIAMS CAPITAL GROUP 50,000.00 25.832 500.00 1,292,100.00
PUR 12/22/10 90297330 US BANCORP
46667 12/28/10 424499 PRINCETON SECURITIES GROUP 200,000.00 26.990 2,000.00 5,400,000.00
PUR 12/23/10 90297330 US BANCORP
46667 12/29/10 424503 MERIDIAN EQUITY PARTNERS 100,000.00 26.954 1,000.00 2,696,400.00
PUR 12/23/10 90297330 US BANCORP
46667 12/29/10 424503 PRINCETON SECURITIES GROUP 100,000.00 26.917 1,000.00 2,692,720.00
PUR 12/07/10 90341W10 US AIRWAYS GROUP INC
54756 12/10/10 424441 BLAYLOCK ROBERT VAN LLC 200,000.00 10.743 2,000.00 2,150,680.00
PUR 12/08/10 90341W10 US AIRWAYS GROUP INC
54756 12/13/10 424449 ICAP CORPORATES LLC 900,000.00 10.773 9,000.00 9,704,790.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 155
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/14/10 90341W10 US AIRWAYS GROUP INC
54756 12/17/10 424470 ICAP CORPORATES LLC 200,000.00 10.648 2,000.00 2,131,580.00
PUR 12/15/10 90341W10 US AIRWAYS GROUP INC
54756 12/20/10 424475 BLAYLOCK ROBERT VAN LLC 200,000.00 10.418 2,000.00 2,085,560.00
PUR 12/17/10 90341W10 US AIRWAYS GROUP INC
54756 12/22/10 424487 MERIDIAN EQUITY PARTNERS 200,000.00 10.172 2,000.00 2,036,300.00
PUR 12/20/10 90341W10 US AIRWAYS GROUP INC
54756 12/23/10 424491 MERIDIAN EQUITY PARTNERS 200,000.00 10.217 2,000.00 2,045,460.00
PUR 12/21/10 90341W10 US AIRWAYS GROUP INC
54756 12/27/10 424495 MERIDIAN EQUITY PARTNERS 200,000.00 10.371 2,000.00 2,076,220.00
PUR 12/29/10 90341W10 US AIRWAYS GROUP INC
54756 1/03/11 424511 GRISWOLD COMPANY 200,000.00 10.051 2,000.00 2,012,100.00
PUR 12/31/10 90341W10 US AIRWAYS GROUP INC
54756 1/05/11 424519 BMO CAPITAL MARKETS/EXECUTI 100,000.00 10.092 1,000.00 1,010,220.00
PUR 12/10/10 91324T20 UNITEK GLOBAL SERVICES INC
54334 12/15/10 424458 MERRIMAN/OTC 20,000.00 4.699 200.00 94,186.00
PUR 12/21/10 91324T20 UNITEK GLOBAL SERVICES INC
54334 12/27/10 424495 MERRIMAN/OTC 20,000.00 4.450 200.00 89,192.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 156
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/22/10 91324T30 UNITEK GLOBAL SVCS
54948 12/28/10 424499 ITG (CHANNEL) 5,305.00 9.703 37.14 51,513.15
PUR 12/23/10 91324T30 UNITEK GLOBAL SVCS
54948 12/29/10 424503 ITG (CHANNEL) 4,695.00 9.862 32.87 46,336.84
PUR 12/10/10 91390310 UNIVERSAL HEALTH SERVICES-B
50486 12/15/10 424458 WILLIAMS CAPITAL GROUP 20,000.00 42.062 200.00 841,448.00
PUR 12/17/10 92826C83 VISA INC CL A
47944 12/22/10 424487 BLAYLOCK ROBERT VAN LLC 60,000.00 67.573 600.00 4,054,956.00
PUR 12/20/10 92826C83 VISA INC CL A
47944 12/23/10 424491 BMO CAPITAL MARKETS/EXECUTI 20,000.00 67.619 200.00 1,352,584.00
PUR 12/21/10 92826C83 VISA INC CL A
47944 12/27/10 424495 BLAYLOCK ROBERT VAN LLC 20,000.00 68.097 200.00 1,362,134.00
PUR 12/21/10 92826C83 VISA INC CL A
47944 12/27/10 424495 BMO CAPITAL MARKETS/EXECUTI 40,000.00 68.567 400.00 2,743,076.00
PUR 12/23/10 92826C83 VISA INC CL A
47944 12/29/10 424503 BMO CAPITAL MARKETS/EXECUTI 20,000.00 68.628 200.00 1,372,764.00
PUR 12/30/10 93439040 WARNACO GROUP INC
54992 1/04/11 424515 PRINCETON SECURITIES GROUP 100,000.00 55.357 1,000.00 5,536,720.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 157
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/31/10 93439040 WARNACO GROUP INC
54992 1/05/11 424519 PRINCETON SECURITIES GROUP 100,000.00 55.432 1,000.00 5,544,150.00
PUR 12/15/10 94974610 WELLS FARGO & CO
46541 12/20/10 424475 GRISWOLD COMPANY 100,000.00 29.870 1,000.00 2,988,020.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 23,897,099.00 659,735,913.76
239,080.80
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 23,897,099.00 659,735,913.76
239,080.80
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 12/17/10 00206R10 AT&T INC 48.93
54670 12/22/10 424488 BLAYLOCK ROBERT VAN LLC 100,000.00 28.952 1,000.00 2,894,101.07 47,748.93
SALE 12/01/10 00826A10 AFFYMAX INC 5.65
52415 12/06/10 424424 MERRIMAN/OTC 50,000.00 6.678 500.00 333,389.35 -14,048.15
SALE 12/02/10 00826A10 AFFYMAX INC 5.42
52415 12/07/10 424430 LABRANCHE/0TC 50,000.00 6.416 500.00 320,304.58 -27,132.92
SALE 12/10/10 00826A10 AFFYMAX INC 30.77
52415 12/15/10 424459 LABRANCHE/0TC 300,000.00 6.070 3,000.00 1,817,819.23 -266,805.77
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 158
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/02/10 00949P10 AIRTRAN HOLDINGS INC 25.19
50422 12/07/10 424430 MURIEL SEIBERT & CO 200,000.00 7.451 2,000.00 1,488,114.81 430,904.04
SALE 12/14/10 00949P10 AIRTRAN HOLDINGS INC 25.05
50422 12/17/10 424471 MERIDIAN EQUITY PARTNERS 200,000.00 7.409 2,000.00 1,479,854.95 422,644.18
SALE 12/15/10 00949P10 AIRTRAN HOLDINGS INC 12.51
50422 12/20/10 424476 LOOP CAPITAL 100,000.00 7.400 1,000.00 739,007.49 210,402.10
SALE 12/21/10 00949P10 AIRTRAN HOLDINGS INC 12.48
50422 12/27/10 424496 JACKSON SECS 100,000.00 7.383 1,000.00 737,247.52 208,642.13
SALE 12/21/10 00949P10 AIRTRAN HOLDINGS INC 12.53
50422 12/27/10 424496 PACIFIC AMERICAN SECURITIES 100,000.00 7.410 1,000.00 739,987.47 211,382.08
SALE 12/21/10 00949P10 AIRTRAN HOLDINGS INC 12.48
50422 12/27/10 424496 STURDIVANT/EXECUTION 100,000.00 7.385 1,000.00 737,437.52 208,832.13
SALE 12/22/10 00949P10 AIRTRAN HOLDINGS INC 12.50
50422 12/28/10 424500 JACKSON SECS 100,000.00 7.392 1,000.00 738,207.50 209,602.11
SALE 12/22/10 00949P10 AIRTRAN HOLDINGS INC 12.50
50422 12/28/10 424500 PACIFIC AMERICAN SECURITIES 100,000.00 7.394 1,000.00 738,387.50 209,782.11
SALE 12/22/10 00949P10 AIRTRAN HOLDINGS INC 12.50
50422 12/28/10 424500 STURDIVANT/EXECUTION 100,000.00 7.396 1,000.00 738,547.50 209,942.11
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 159
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/23/10 00949P10 AIRTRAN HOLDINGS INC 12.48
50422 12/29/10 424504 CASTLE OAK SECURITIES 100,000.00 7.380 1,000.00 736,947.52 208,342.13
SALE 12/23/10 00949P10 AIRTRAN HOLDINGS INC 12.48
50422 12/29/10 424504 GRISWOLD COMPANY 100,000.00 7.383 1,000.00 737,327.52 208,722.13
SALE 12/23/10 00949P10 AIRTRAN HOLDINGS INC 12.47
50422 12/29/10 424504 MURIEL SEIBERT & CO 100,000.00 7.378 1,000.00 736,747.53 208,142.14
SALE 12/28/10 00949P10 AIRTRAN HOLDINGS INC 24.96
50422 12/31/10 424508 MERIDIAN EQUITY PARTNERS 200,000.00 7.384 2,000.00 1,474,735.04 417,524.27
SALE 12/29/10 00949P10 AIRTRAN HOLDINGS INC 24.95
50422 1/03/11 424512 GRISWOLD COMPANY 200,000.00 7.380 2,000.00 1,473,995.05 416,784.28
SALE 12/29/10 00949P10 AIRTRAN HOLDINGS INC 24.99
50422 1/03/11 424512 GUZMAN & CO. 200,000.00 7.393 2,000.00 1,476,575.01 419,364.24
SALE 12/30/10 00949P10 AIRTRAN HOLDINGS INC 24.97
50422 1/04/11 424516 BMO CAPITAL MARKETS/EXECUTI 200,000.00 7.385 2,000.00 1,474,975.03 417,764.26
SALE 12/30/10 00949P10 AIRTRAN HOLDINGS INC 37.49
50422 1/04/11 424516 PRINCETON SECURITIES GROUP 300,000.00 7.394 3,000.00 2,215,222.51 629,406.35
SALE 12/31/10 00949P10 AIRTRAN HOLDINGS INC 18.71
50422 1/05/11 424520 CABRERA 150,000.00 7.380 1,500.00 1,105,526.29 312,618.21
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 160
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/31/10 00949P10 AIRTRAN HOLDINGS INC 12.48
50422 1/05/11 424520 CASTLE OAK SECURITIES 100,000.00 7.380 1,000.00 736,997.52 208,392.13
SALE 12/31/10 00949P10 AIRTRAN HOLDINGS INC 18.72
50422 1/05/11 424520 GUZMAN & CO. 150,000.00 7.383 1,500.00 1,105,901.28 312,993.20
SALE 12/31/10 00949P10 AIRTRAN HOLDINGS INC 18.72
50422 1/05/11 424520 JACKSON SECS 150,000.00 7.385 1,500.00 1,106,156.28 313,248.20
SALE 12/31/10 00949P10 AIRTRAN HOLDINGS INC 12.48
50422 1/05/11 424520 LOOP CAPITAL 100,000.00 7.380 1,000.00 737,027.52 208,422.13
SALE 12/31/10 00949P10 AIRTRAN HOLDINGS INC 18.73
50422 1/05/11 424520 MURIEL SEIBERT & CO 150,000.00 7.388 1,500.00 1,106,606.27 313,698.19
SALE 12/31/10 00949P10 AIRTRAN HOLDINGS INC 18.73
50422 1/05/11 424520 PACIFIC AMERICAN SECURITIES 150,000.00 7.385 1,500.00 1,106,231.27 313,323.19
SALE 12/31/10 00949P10 AIRTRAN HOLDINGS INC 18.71
50422 1/05/11 424520 STURDIVANT/EXECUTION 150,000.00 7.381 1,500.00 1,105,571.29 312,663.21
SALE 12/01/10 02040910 ALMOST FAMILY INC 5.98
44961 12/06/10 424424 LABRANCHE/0TC 10,000.00 35.364 100.00 353,533.02 184,334.75
SALE 12/02/10 02040910 ALMOST FAMILY INC 5.94
44961 12/07/10 424430 LABRANCHE/0TC 10,000.00 35.138 100.00 351,273.06 182,074.78
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 161
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/03/10 02040910 ALMOST FAMILY INC 5.65
44961 12/08/10 424434 ITG (CHANNEL) 10,000.00 33.376 100.00 333,656.35 164,458.08
SALE 12/06/10 02040910 ALMOST FAMILY INC 5.63
44961 12/09/10 424438 MERRIMAN/OTC 10,000.00 33.300 100.00 332,889.37 163,691.09
SALE 12/14/10 02040910 ALMOST FAMILY INC 11.67
44961 12/17/10 424471 LABRANCHE/0TC 20,000.00 34.527 200.00 690,332.33 351,935.78
SALE 12/14/10 02406110 AMERICAN AXLE 10.57
54158 12/17/10 424471 BMO CAPITAL MARKETS/EXECUTI 50,000.00 12.508 500.00 624,879.43 110,636.47
SALE 12/21/10 02406110 AMERICAN AXLE 2.23
54158 12/27/10 424496 BLAYLOCK ROBERT VAN LLC 10,000.00 13.189 100.00 131,785.77 28,937.18
SALE 12/22/10 02406110 AMERICAN AXLE 2.23
54158 12/28/10 424500 BLAYLOCK ROBERT VAN LLC 10,000.00 13.153 100.00 131,425.77 28,577.18
SALE 12/21/10 02581610 AMERICAN EXPRESS CO 72.80
51479 12/27/10 424496 ICAP CORPORATES LLC 100,000.00 43.076 1,000.00 4,306,507.20 179,354.02
SALE 12/01/10 02942910 AMERICAN SCIENCE & ENGINEER 13.81
49191 12/06/10 424424 LABRANCHE/0TC 10,000.00 81.710 100.00 816,990.19 76,512.99
SALE 12/02/10 02942910 AMERICAN SCIENCE & ENGINEER 40.88
49191 12/07/10 424430 LABRANCHE/0TC 30,000.00 80.625 300.00 2,418,400.12 196,968.51
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 162
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/20/10 03251510 ANADIGICS INC 6.38
42114 12/23/10 424492 LABRANCHE/0TC 50,000.00 7.546 500.00 376,798.62 212,882.65
SALE 12/21/10 03251510 ANADIGICS INC 6.31
42114 12/27/10 424496 LABRANCHE/0TC 50,000.00 7.462 500.00 372,578.69 208,662.72
SALE 12/22/10 03251510 ANADIGICS INC 6.06
42114 12/28/10 424500 LABRANCHE/0TC 50,000.00 7.173 500.00 358,163.94 194,247.97
SALE 12/23/10 03251510 ANADIGICS INC 6.01
42114 12/29/10 424504 MERRIMAN/OTC 50,000.00 7.101 500.00 354,548.99 190,633.02
SALE 12/28/10 03251510 ANADIGICS INC 5.95
42114 12/31/10 424508 LABRANCHE/0TC 50,000.00 7.039 500.00 351,449.05 187,533.09
SALE 12/29/10 03251510 ANADIGICS INC 5.93
42114 1/03/11 424512 MERRIMAN/OTC 50,000.00 7.006 500.00 349,794.07 185,878.10
SALE 12/30/10 03251510 ANADIGICS INC 5.89
42114 1/04/11 424516 LABRANCHE/0TC 50,000.00 6.965 500.00 347,744.11 183,828.15
SALE 12/10/10 03529010 ANIXTER INTERNATIONAL INC. 19.70
39891 12/15/10 424459 WILLIAMS CAPITAL GROUP 20,000.00 58.275 200.00 1,165,280.30 196,113.76
SALE 12/10/10 03529010 ANIXTER INTERNATIONAL INC. 39.25
39891 12/15/10 424459 WILLIAMS CAPITAL GROUP 40,000.00 58.061 400.00 2,322,000.75 383,667.66
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 60,000.00 58.132 58.95 3,487,281.05 579,781.42
600.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 163
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/21/10 03529010 ANIXTER INTERNATIONAL INC. 20.19
39891 12/27/10 424496 BLAYLOCK ROBERT VAN LLC 20,000.00 59.712 200.00 1,194,023.81 224,857.27
SALE 12/22/10 03529010 ANIXTER INTERNATIONAL INC. 30.28
39891 12/28/10 424500 BLAYLOCK ROBERT VAN LLC 30,000.00 59.706 300.00 1,790,849.72 337,099.90
SALE 12/29/10 03529010 ANIXTER INTERNATIONAL INC. 46.85
39891 1/03/11 424512 BLAYLOCK ROBERT VAN LLC 46,057.00 60.181 460.57 2,771,235.08 539,389.91
SALE 12/30/10 03529010 ANIXTER INTERNATIONAL INC. 24.33
39891 1/04/11 424516 BLAYLOCK ROBERT VAN LLC 23,943.00 60.108 239.43 1,438,897.30 278,659.57
SALE 12/21/10 03783310 APPLE INC 54.51
39881 12/27/10 424496 LABRANCHE/0TC 10,000.00 322.54 100.00 3,225,264.49 1,598,887.25
SALE 12/22/10 03783310 APPLE INC 21.98
39881 12/28/10 424500 LABRANCHE/0TC 4,000.00 325.17 40.00 1,300,645.62 650,094.72
SALE 12/23/10 03783310 APPLE INC 142.27
39881 12/29/10 424504 MERRIMAN/OTC 26,000.00 323.77 260.00 8,417,802.33 4,189,221.51
SALE 12/29/10 03783310 APPLE INC 55.07
39881 1/03/11 424512 MERRIMAN/OTC 10,000.00 325.81 100.00 3,258,011.93 1,631,634.69
SALE 12/31/10 03783310 APPLE INC 54.42
39881 1/05/11 424520 MERRIMAN/OTC 10,000.00 321.99 100.00 3,219,833.58 1,593,456.34
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 164
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/01/10 04289L10 ART TECHNOLOGY GROUP INC 80.72
50701 12/06/10 424424 INSTINET (CUMBERLAND ADVISO 800,000.00 5.970 40,000.00 4,735,919.28 1,828,729.64
SALE 12/02/10 04622410 ASTEC INDUSTRIES INC. 5.21
40527 12/07/10 424430 LABRANCHE/0TC 10,000.00 30.831 100.00 308,205.79 -47,101.52
SALE 12/10/10 04622410 ASTEC INDUSTRIES INC. 5.44
40527 12/15/10 424459 LABRANCHE/0TC 10,000.00 32.180 100.00 321,695.56 -33,611.75
SALE 12/14/10 04622410 ASTEC INDUSTRIES INC. 5.47
40527 12/17/10 424471 LABRANCHE/0TC 10,000.00 32.353 100.00 323,420.53 -31,886.78
SALE 12/20/10 04622410 ASTEC INDUSTRIES INC. 5.43
40527 12/23/10 424492 LABRANCHE/0TC 10,000.00 32.119 100.00 321,080.57 -34,226.74
SALE 12/21/10 04622410 ASTEC INDUSTRIES INC. 5.47
40527 12/27/10 424496 LABRANCHE/0TC 10,000.00 32.394 100.00 323,832.53 -31,474.78
SALE 12/22/10 04622410 ASTEC INDUSTRIES INC. 5.55
40527 12/28/10 424500 LABRANCHE/0TC 10,000.00 32.866 100.00 328,549.45 -26,757.86
SALE 12/29/10 04622410 ASTEC INDUSTRIES INC. 5.55
40527 1/03/11 424512 MERRIMAN/OTC 10,000.00 32.797 100.00 327,865.45 -27,441.86
SALE 12/30/10 04622410 ASTEC INDUSTRIES INC. 5.60
40527 1/04/11 424516 LABRANCHE/0TC 10,000.00 33.110 100.00 330,992.40 -24,314.91
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 165
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/09/10 04951310 ATMEL CORP. 11.97
43167 12/14/10 424454 LABRANCHE/0TC 60,000.00 11.800 600.00 707,394.03 480,492.75
SALE 12/09/10 04951310 ATMEL CORP. 8.00
43167 12/14/10 424454 PULSE (BLOCK CROSS) 40,000.00 11.824 400.00 472,544.00 321,276.48
SALE 12/10/10 04951310 ATMEL CORP. 10.60
43167 12/15/10 424459 MERRIMAN/OTC 50,000.00 12.533 500.00 626,129.40 437,045.00
SALE 12/14/10 04951310 ATMEL CORP. 10.22
43167 12/17/10 424471 LABRANCHE/0TC 50,000.00 12.098 500.00 604,369.78 415,285.38
SALE 12/20/10 04951310 ATMEL CORP. 10.31
43167 12/23/10 424492 LABRANCHE/0TC 50,000.00 12.199 500.00 609,444.69 420,360.29
SALE 12/21/10 04951310 ATMEL CORP. 10.13
43167 12/27/10 424496 LABRANCHE/0TC 50,000.00 11.987 500.00 598,849.87 409,765.47
SALE 12/22/10 04951310 ATMEL CORP. 10.23
43167 12/28/10 424500 LABRANCHE/0TC 50,000.00 12.112 500.00 605,099.77 416,015.37
SALE 12/10/10 08578910 BERRY PETROLEUM CO 34.56
42925 12/15/10 424459 WILLIAMS CAPITAL GROUP 50,000.00 40.890 500.00 2,043,985.44 1,151,583.11
SALE 12/14/10 08578910 BERRY PETROLEUM CO 28.94
42925 12/17/10 424471 BMO CAPITAL MARKETS/EXECUTI 40,000.00 42.808 400.00 1,711,871.06 997,949.20
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 166
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/20/10 08578910 BERRY PETROLEUM CO 14.42
42925 12/23/10 424492 BLAYLOCK ROBERT VAN LLC 20,000.00 42.661 200.00 853,003.58 496,042.65
SALE 12/21/10 08578910 BERRY PETROLEUM CO 14.82
42925 12/27/10 424496 BLAYLOCK ROBERT VAN LLC 20,000.00 43.840 200.00 876,577.18 519,616.25
SALE 12/22/10 08578910 BERRY PETROLEUM CO 14.97
42925 12/28/10 424500 BLAYLOCK ROBERT VAN LLC 20,000.00 44.281 200.00 885,399.03 528,438.10
SALE 12/07/10 09534T50 BLUE COAT SYSTEMS 4.93
53509 12/10/10 424442 ITG (CHANNEL) 10,000.00 29.150 100.00 291,391.07 47,782.99
SALE 12/31/10 09534T50 BLUE COAT SYSTEMS 5.10
53509 1/05/11 424520 MERRIMAN/OTC 10,000.00 30.143 100.00 301,320.90 57,712.82
SALE 12/01/10 12526910 CF INDUSTRIES HOLDINGS INC 20.75
46083 12/06/10 424424 BLAYLOCK ROBERT VAN LLC 10,000.00 122.74 100.00 1,227,330.25 404,660.39
SALE 12/02/10 12526910 CF INDUSTRIES HOLDINGS INC 21.15
46083 12/07/10 424430 BLAYLOCK ROBERT VAN LLC 10,000.00 125.13 100.00 1,251,208.85 428,538.99
SALE 12/09/10 12526910 CF INDUSTRIES HOLDINGS INC 41.11
46083 12/14/10 424454 WILLIAMS CAPITAL GROUP 20,000.00 121.62 200.00 2,432,280.89 786,941.18
SALE 12/10/10 12526910 CF INDUSTRIES HOLDINGS INC 20.71
46083 12/15/10 424459 BMO CAPITAL MARKETS/EXECUTI 10,000.00 122.48 100.00 1,224,763.29 402,093.43
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 167
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/13/10 12526910 CF INDUSTRIES HOLDINGS INC 20.67
46083 12/16/10 424464 BMO CAPITAL MARKETS/EXECUTI 10,000.00 122.30 100.00 1,222,882.33 400,212.47
SALE 12/20/10 12526910 CF INDUSTRIES HOLDINGS INC 21.43
46083 12/23/10 424492 BLAYLOCK ROBERT VAN LLC 10,000.00 126.76 100.00 1,267,566.57 444,896.72
SALE 12/22/10 12526910 CF INDUSTRIES HOLDINGS INC 21.50
46083 12/28/10 424500 BMO CAPITAL MARKETS/EXECUTI 10,000.00 127.19 100.00 1,271,855.50 449,185.64
SALE 12/29/10 12640810 CSX CORP 87.07
50906 1/03/11 424512 BLAYLOCK ROBERT VAN LLC 80,000.00 64.401 800.00 5,151,176.93 1,326,635.93
SALE 12/30/10 12640810 CSX CORP 54.42
50906 1/04/11 424516 BLAYLOCK ROBERT VAN LLC 50,000.00 64.394 500.00 3,219,155.58 828,817.46
SALE 12/31/10 12640810 CSX CORP 54.36
50906 1/05/11 424520 GRISWOLD COMPANY 50,000.00 64.331 500.00 3,216,000.64 825,662.51
SALE 12/14/10 12665010 CVS CAREMARK CORP 86.03
49563 12/17/10 424471 GRISWOLD COMPANY 150,000.00 33.935 1,500.00 5,088,678.97 474,665.74
SALE 12/15/10 12665010 CVS CAREMARK CORP 114.38
49563 12/20/10 424476 PRINCETON SECURITIES GROUP 200,000.00 33.839 2,000.00 6,765,685.62 613,667.98
SALE 12/17/10 12665010 CVS CAREMARK CORP 116.20
49563 12/22/10 424488 GRISWOLD COMPANY 200,000.00 34.378 2,000.00 6,873,523.80 721,506.17
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 168
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/20/10 12665010 CVS CAREMARK CORP 116.06
49563 12/23/10 424492 PRINCETON SECURITIES GROUP 200,000.00 34.335 2,000.00 6,864,883.94 712,866.30
SALE 12/15/10 13342B10 CAMERON INTERNATIONAL CORP 33.47
52882 12/20/10 424476 WILLIAMS CAPITAL GROUP 40,000.00 49.497 400.00 1,979,454.53 327,944.20
SALE 12/17/10 13342B10 CAMERON INTERNATIONAL CORP 16.72
52882 12/22/10 424488 WILLIAMS CAPITAL GROUP 20,000.00 49.451 200.00 988,809.28 163,054.11
SALE 12/20/10 13342B10 CAMERON INTERNATIONAL CORP 33.78
52882 12/23/10 424492 BLAYLOCK ROBERT VAN LLC 40,000.00 49.958 400.00 1,997,870.22 346,359.89
SALE 12/21/10 13342B10 CAMERON INTERNATIONAL CORP 17.07
52882 12/27/10 424496 BLAYLOCK ROBERT VAN LLC 20,000.00 50.501 200.00 1,009,806.93 184,051.76
SALE 12/22/10 13342B10 CAMERON INTERNATIONAL CORP 34.44
52882 12/28/10 424500 BLAYLOCK ROBERT VAN LLC 40,000.00 50.945 400.00 2,037,377.56 385,867.23
SALE 12/23/10 13342B10 CAMERON INTERNATIONAL CORP 34.10
52882 12/29/10 424504 BLAYLOCK ROBERT VAN LLC 40,000.00 50.436 400.00 2,017,017.90 365,507.57
SALE 12/29/10 13342B10 CAMERON INTERNATIONAL CORP 34.43
52882 1/03/11 424512 BLAYLOCK ROBERT VAN LLC 40,000.00 50.920 400.00 2,036,349.57 384,839.23
SALE 12/29/10 13342B10 CAMERON INTERNATIONAL CORP 50.69
52882 1/03/11 424512 BLAYLOCK ROBERT VAN LLC 60,000.00 49.981 600.00 2,998,221.31 520,955.81
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 50.357 85.12 5,034,570.88 905,795.04
1,000.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 169
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/30/10 13342B10 CAMERON INTERNATIONAL CORP 51.36
52882 1/04/11 424516 BLAYLOCK ROBERT VAN LLC 60,000.00 50.650 600.00 3,038,366.64 561,101.14
SALE 12/01/10 14965A10 CAVIUM NETWORKS INC 6.45
52854 12/06/10 424424 LABRANCHE/0TC 10,000.00 38.161 100.00 381,507.55 116,381.70
SALE 12/02/10 14965A10 CAVIUM NETWORKS INC 13.05
52854 12/07/10 424430 LABRANCHE/0TC 20,000.00 38.598 200.00 771,742.95 241,491.26
SALE 12/22/10 14965A10 CAVIUM NETWORKS INC 12.78
52854 12/28/10 424500 LABRANCHE/0TC 20,000.00 37.808 200.00 755,955.22 225,703.53
SALE 12/02/10 15678210 CERNER CORP. 30.93
43671 12/07/10 424430 LABRANCHE/0TC 20,000.00 91.506 200.00 1,829,895.07 617,628.68
SALE 12/14/10 15678210 CERNER CORP. 15.67
43671 12/17/10 424471 LABRANCHE/0TC 10,000.00 92.736 100.00 927,242.33 321,109.14
SALE 12/22/10 15678210 CERNER CORP. 16.10
43671 12/28/10 424500 LABRANCHE/0TC 10,000.00 95.268 100.00 952,566.90 346,433.71
SALE 12/29/10 16516710 CHESAPEAKE ENERGY CORP. 43.74
41852 1/03/11 424512 PRINCETON SECURITIES GROUP 100,000.00 25.877 1,000.00 2,586,646.26 -330,473.43
SALE 12/02/10 18538Q10 CLEARWIRE CORP. CL A 11.85
43953 12/07/10 424430 INSTINET (CUMBERLAND ADVISO 105,653.00 6.632 5,282.65 695,353.93 -100,081.61
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 170
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/02/10 18538Q10 CLEARWIRE CORP. CL A 18.05
43953 12/07/10 424430 ITG (CHANNEL) 163,040.00 6.548 1,630.40 1,065,986.38 -161,501.83
SALE 12/30/10 18683K10 CLIFFS NATURAL RESOURCES 263.08
51099 1/04/11 424516 MERIDIAN EQUITY PARTNERS 200,000.00 77.832 2,000.00 15,564,156.92 3,153,695.10
SALE 12/31/10 18683K10 CLIFFS NATURAL RESOURCES 264.74
51099 1/05/11 424520 WILLIAMS CAPITAL GROUP 200,000.00 78.323 2,000.00 15,662,395.26 3,251,933.44
SALE 12/10/10 20366810 COMMUNITY HEALTH SYSTEMS 31.46
54817 12/15/10 424459 ICAP CORPORATES LLC 50,000.00 37.223 500.00 1,860,638.54 292,678.54
SALE 12/22/10 21037110 CONSTELLATION ENERGY GROUP 20.47
43011 12/28/10 424500 BLAYLOCK ROBERT VAN LLC 40,000.00 30.266 400.00 1,210,231.53 124,162.13
SALE 12/29/10 21037110 CONSTELLATION ENERGY GROUP 10.54
43011 1/03/11 424512 BLAYLOCK ROBERT VAN LLC 20,000.00 31.181 200.00 623,403.46 80,368.76
SALE 12/01/10 22544710 CREE INC 11.29
50420 12/06/10 424424 LABRANCHE/0TC 10,000.00 66.781 100.00 667,699.71 98,765.99
SALE 12/02/10 22544710 CREE INC 11.41
50420 12/07/10 424430 MERRIMAN/OTC 10,000.00 67.467 100.00 674,562.59 105,628.87
SALE 12/03/10 22544710 CREE INC 11.32
50420 12/08/10 424434 ITG (CHANNEL) 10,000.00 66.950 100.00 669,389.68 100,455.96
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 171
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/03/10 22544710 CREE INC 11.54
50420 12/08/10 424434 ITG (CHANNEL) 10,000.00 68.227 100.00 682,153.46 113,219.74
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 67.588 22.86 1,351,543.14 213,675.70
200.00
SALE 12/06/10 22544710 CREE INC 11.45
50420 12/09/10 424438 MERRIMAN/OTC 10,000.00 67.750 100.00 677,388.55 108,454.83
SALE 12/14/10 22544710 CREE INC 11.57
50420 12/17/10 424471 LABRANCHE/0TC 10,000.00 68.460 100.00 684,488.43 115,554.71
SALE 12/15/10 22544710 CREE INC 2.82
50420 12/20/10 424476 ITG (CHANNEL) 2,500.00 66.539 17.50 166,326.93 24,093.50
SALE 12/15/10 22544710 CREE INC 8.40
50420 12/20/10 424476 MERRIMAN/OTC 7,500.00 66.199 75.00 496,406.85 69,706.56
SALE 12/22/10 22544710 CREE INC 11.33
50420 12/28/10 424500 LABRANCHE/0TC 10,000.00 67.057 100.00 670,459.67 101,525.96
SALE 12/23/10 22544710 CREE INC 11.52
50420 12/29/10 424504 LIQUIDNET 10,000.00 68.125 200.00 681,038.48 112,104.77
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 172
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/28/10 22544710 CREE INC 11.34
50420 12/31/10 424508 LABRANCHE/0TC 10,000.00 67.104 100.00 670,932.66 101,998.94
SALE 12/29/10 22544710 CREE INC 11.25
50420 1/03/11 424512 MERRIMAN/OTC 10,000.00 66.554 100.00 665,431.75 96,498.03
SALE 12/29/10 22544710 CREE INC 11.26
50420 1/03/11 424512 MERRIMAN/OTC 10,000.00 66.605 100.00 665,940.74 97,007.03
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 66.580 22.51 1,331,372.49 193,505.06
200.00
SALE 12/30/10 22544710 CREE INC 44.82
50420 1/04/11 424516 LABRANCHE/0TC 40,000.00 66.302 400.00 2,651,627.18 375,892.32
SALE 12/31/10 22544710 CREE INC 44.32
50420 1/05/11 424520 MERRIMAN/OTC 40,000.00 65.560 400.00 2,621,967.68 346,232.82
SALE 12/31/10 23326R10 DG FASTCHANNEL 4.92
52269 1/05/11 424520 LABRANCHE/0TC 10,000.00 29.091 100.00 290,803.08 1,555.79
SALE 12/13/10 24522P10 DEL MONTE FOODS 31.81
54486 12/16/10 424464 GRISWOLD COMPANY 100,000.00 18.818 1,000.00 1,880,778.19 147,197.42
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 173
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/22/10 24522P10 DEL MONTE FOODS 31.68
54486 12/28/10 424500 GRISWOLD COMPANY 100,000.00 18.744 1,000.00 1,873,368.32 139,787.55
SALE 12/23/10 24522P10 DEL MONTE FOODS 31.69
54486 12/29/10 424504 GRISWOLD COMPANY 100,000.00 18.750 1,000.00 1,873,968.31 140,387.54
SALE 12/28/10 24522P10 DEL MONTE FOODS 31.74
54486 12/31/10 424508 GRISWOLD COMPANY 100,000.00 18.780 1,000.00 1,876,968.26 143,387.49
SALE 12/29/10 24522P10 DEL MONTE FOODS 31.76
54486 1/03/11 424512 CASTLE OAK SECURITIES 100,000.00 18.790 1,000.00 1,877,968.24 144,387.47
SALE 12/29/10 24522P10 DEL MONTE FOODS 31.75
54486 1/03/11 424512 JACKSON SECS 100,000.00 18.782 1,000.00 1,877,148.25 143,567.48
SALE 12/29/10 24522P10 DEL MONTE FOODS 31.74
54486 1/03/11 424512 LOOP CAPITAL 100,000.00 18.780 1,000.00 1,876,968.26 143,387.49
SALE 12/29/10 24522P10 DEL MONTE FOODS 31.75
54486 1/03/11 424512 STURDIVANT/EXECUTION 100,000.00 18.785 1,000.00 1,877,508.25 143,927.48
SALE 12/30/10 24522P10 DEL MONTE FOODS 23.81
54486 1/04/11 424516 CABRERA 75,000.00 18.780 750.00 1,407,726.19 107,540.61
SALE 12/30/10 24522P10 DEL MONTE FOODS 23.80
54486 1/04/11 424516 GRISWOLD COMPANY 75,000.00 18.770 750.00 1,406,976.20 106,790.63
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 174
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/30/10 24522P10 DEL MONTE FOODS 23.80
54486 1/04/11 424516 GUZMAN & CO. 75,000.00 18.770 750.00 1,406,976.20 106,790.62
SALE 12/30/10 24522P10 DEL MONTE FOODS 23.81
54486 1/04/11 424516 JACKSON SECS 75,000.00 18.782 750.00 1,407,846.19 107,660.61
SALE 12/30/10 24522P10 DEL MONTE FOODS 19.84
54486 1/04/11 424516 LOOP CAPITAL 62,500.00 18.780 625.00 1,173,105.16 89,617.18
SALE 12/30/10 24522P10 DEL MONTE FOODS 19.84
54486 1/04/11 424516 MURIEL SEIBERT & CO 62,500.00 18.774 625.00 1,172,742.66 89,254.68
SALE 12/30/10 24522P10 DEL MONTE FOODS 23.80
54486 1/04/11 424516 PACIFIC AMERICAN SECURITIES 75,000.00 18.770 750.00 1,406,976.20 106,790.62
SALE 12/02/10 26353410 DU PONT (E.I.) DE NEMOURS 81.74
40720 12/07/10 424430 GRISWOLD COMPANY 100,000.00 48.367 1,000.00 4,835,598.26 1,194,174.65
SALE 12/03/10 26353410 DU PONT (E.I.) DE NEMOURS 82.89
40720 12/08/10 424434 ICAP CORPORATES LLC 100,000.00 49.042 1,000.00 4,903,077.11 1,261,653.50
SALE 12/30/10 26864810 EMC CORP/MASS 29.00
50998 1/04/11 424516 CASTLE OAK SECURITIES 75,000.00 22.876 750.00 1,714,928.50 325,344.78
SALE 12/30/10 26864810 EMC CORP/MASS 164.61
50998 1/04/11 424516 GRISWOLD COMPANY 425,000.00 22.917 4,250.00 9,735,310.39 1,861,002.66
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 175
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/31/10 26864810 EMC CORP/MASS 57.89
50998 1/05/11 424520 GRISWOLD COMPANY 150,000.00 22.835 1,500.00 3,423,722.11 644,554.68
SALE 12/22/10 29100P10 EMERGENCY MEDICAL SVCS CO 21.67
51801 12/28/10 424500 BMO CAPITAL MARKETS/EXECUTI 20,000.00 64.098 200.00 1,281,736.33 276,569.02
SALE 12/30/10 29100P10 EMERGENCY MEDICAL SVCS CO 21.89
51801 1/04/11 424516 BLAYLOCK ROBERT VAN LLC 20,000.00 64.736 200.00 1,294,504.11 289,336.80
SALE 12/29/10 29266R10 ENERGIZER HOLDINGS INC. 38.57
40547 1/03/11 424512 PRINCETON SECURITIES GROUP 31,000.00 73.618 310.00 2,281,821.83 -308,188.67
SALE 12/30/10 29266R10 ENERGIZER HOLDINGS INC. 89.20
40547 1/04/11 424516 PRINCETON SECURITIES GROUP 71,920.00 73.384 719.20 5,276,990.46 -731,833.90
SALE 12/31/10 29266R10 ENERGIZER HOLDINGS INC. 58.11
40547 1/05/11 424520 PRINCETON SECURITIES GROUP 47,080.00 73.032 470.80 3,437,836.48 -495,637.53
SALE 12/22/10 30161N10 EXELON CORP. 28.03
39920 12/28/10 424500 BMO CAPITAL MARKETS/EXECUTI 40,000.00 41.464 400.00 1,658,119.97 -20,013.46
SALE 12/01/10 31428X10 FEDEX CORP 31.78
53828 12/06/10 424424 BLAYLOCK ROBERT VAN LLC 20,000.00 94.014 200.00 1,880,042.22 99,757.48
SALE 12/07/10 31428X10 FEDEX CORP 31.53
53828 12/10/10 424442 BMO CAPITAL MARKETS/EXECUTI 20,000.00 93.274 200.00 1,865,252.47 84,967.73
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 176
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/07/10 35671D85 FREEPORT-MCMORAN COPPER-B 19.03
54160 12/10/10 424442 WILLIAMS CAPITAL GROUP 10,000.00 112.56 100.00 1,125,554.97 85,438.79
SALE 12/14/10 35671D85 FREEPORT-MCMORAN COPPER-B 58.45
54160 12/17/10 424471 WILLIAMS CAPITAL GROUP 30,000.00 115.28 300.00 3,458,110.55 337,762.01
SALE 12/01/10 36955010 GENERAL DYNAMICS CORP 68.53
53032 12/06/10 424424 BMO CAPITAL MARKETS/EXECUTI 60,000.00 67.581 600.00 4,054,215.47 375,764.36
SALE 12/09/10 38141G10 GOLDMAN SACHS GROUP INC 28.18
50531 12/14/10 424454 WILLIAMS CAPITAL GROUP 10,000.00 166.74 100.00 1,667,292.82 170,489.64
SALE 12/22/10 38255010 GOODYEAR TIRE & RUBBER CO 20.04
50271 12/28/10 424500 CABRERA 100,000.00 11.852 1,000.00 1,184,189.96 -187,411.17
SALE 12/07/10 39312210 GREEN MOUNTAIN COFFEE 12.76
53673 12/10/10 424442 ITG (CHANNEL) 20,000.00 37.747 200.00 754,725.24 151,948.60
SALE 12/02/10 41586410 HARSCO CORP 42.02
50597 12/07/10 424430 MURIEL SEIBERT & CO 100,000.00 24.864 1,000.00 2,485,327.98 -492,277.62
SALE 12/14/10 41987910 HAWAIIAN HOLDINGS INC 7.10
51579 12/17/10 424471 MERIDIAN EQUITY PARTNERS 50,000.00 8.401 500.00 419,542.90 75,970.12
SALE 12/02/10 42270410 HECLA MINING 16.67
53674 12/07/10 424430 MERIDIAN EQUITY PARTNERS 100,000.00 9.859 1,000.00 984,893.33 338,537.66
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 177
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/03/10 42270410 HECLA MINING 17.54
53674 12/08/10 424434 GRISWOLD COMPANY 100,000.00 10.376 1,000.00 1,036,562.46 390,206.79
SALE 12/03/10 42270410 HECLA MINING 16.63
53674 12/08/10 424434 MERIDIAN EQUITY PARTNERS 100,000.00 9.839 1,000.00 982,863.37 336,507.70
SALE 12/06/10 42270410 HECLA MINING 18.32
53674 12/09/10 424438 PACIFIC AMERICAN SECURITIES 100,000.00 10.839 1,000.00 1,082,831.68 436,476.01
SALE 12/01/10 42805T10 HERTZ GLOBAL HOLDINGS INC 10.70
52040 12/06/10 424424 WILLIAMS CAPITAL GROUP 50,000.00 12.656 500.00 632,289.30 124,342.09
SALE 12/22/10 42805T10 HERTZ GLOBAL HOLDINGS INC 24.32
52040 12/28/10 424500 GUZMAN & CO. 100,000.00 14.388 1,000.00 1,437,725.68 421,831.27
SALE 12/23/10 42805T10 HERTZ GLOBAL HOLDINGS INC 11.99
52040 12/29/10 424504 WILLIAMS CAPITAL GROUP 50,000.00 14.185 500.00 708,728.01 200,780.80
SALE 12/28/10 42805T10 HERTZ GLOBAL HOLDINGS INC 11.92
52040 12/31/10 424508 PRINCETON SECURITIES GROUP 50,000.00 14.095 500.00 704,238.08 196,290.87
SALE 12/10/10 46428777 ISHARES DJ FINANCIAL 48.15
54325 12/15/10 424459 BMO CAPITAL MARKETS/EXECUTI 50,000.00 56.976 500.00 2,848,251.85 135,884.65
SALE 12/14/10 46428777 ISHARES DJ FINANCIAL 115.47
54325 12/17/10 424471 PRINCETON SECURITIES GROUP 120,000.00 56.937 1,200.00 6,831,088.53 321,407.25
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 178
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/23/10 46428777 ISHARES DJ FINANCIAL 77.59
54325 12/29/10 424504 WILLIAMS CAPITAL GROUP 80,000.00 57.388 800.00 4,590,178.41 250,390.89
SALE 12/07/10 46603210 J&J SNACK FOODS CORP 2.92
39938 12/10/10 424442 ITG (CHANNEL) 3,480.00 49.527 34.80 172,315.89 60,045.58
SALE 12/08/10 46603210 J&J SNACK FOODS CORP 7.94
39938 12/13/10 424450 ITG (CHANNEL) 9,701.00 48.426 97.01 469,677.62 156,708.00
SALE 12/09/10 46603210 J&J SNACK FOODS CORP 13.61
39938 12/14/10 424454 MERRIMAN/OTC 16,819.00 47.864 168.19 804,844.50 262,236.94
SALE 12/02/10 47836610 JOHNSON CONTROLS INC 19.46
48030 12/07/10 424430 BLAYLOCK ROBERT VAN LLC 30,000.00 38.366 300.00 1,150,663.54 376,871.45
SALE 12/20/10 48020T10 JONES GROUP INC 13.25
53984 12/23/10 424492 BLAYLOCK ROBERT VAN LLC 50,000.00 15.672 500.00 783,066.75 22,484.09
SALE 12/22/10 48020T10 JONES GROUP INC 13.41
53984 12/28/10 424500 PRINCETON SECURITIES GROUP 50,000.00 15.866 500.00 792,776.59 32,193.93
SALE 12/23/10 48020T10 JONES GROUP INC 13.06
53984 12/29/10 424504 WILLIAMS CAPITAL GROUP 50,000.00 15.449 500.00 771,946.94 11,364.28
SALE 12/28/10 48020T10 JONES GROUP INC 12.96
53984 12/31/10 424508 PRINCETON SECURITIES GROUP 50,000.00 15.336 500.00 766,282.04 5,699.38
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 179
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/20/10 48247020 KIT DIGITAL INC 2.59
54479 12/23/10 424492 LABRANCHE/0TC 10,000.00 15.322 100.00 153,119.41 33,021.93
SALE 12/13/10 48517030 KANSAS CITY SOUTHERN 24.87
39942 12/16/10 424464 BMO CAPITAL MARKETS/EXECUTI 30,000.00 49.036 300.00 1,470,767.13 669,607.87
SALE 12/01/10 52186520 LEAR CORP 30.34
49728 12/06/10 424424 BLAYLOCK ROBERT VAN LLC 20,000.00 89.756 200.00 1,794,889.66 495,972.81
SALE 12/02/10 52186520 LEAR CORP 46.72
49728 12/07/10 424430 BLAYLOCK ROBERT VAN LLC 30,000.00 92.141 300.00 2,763,871.28 815,496.00
SALE 12/03/10 52186520 LEAR CORP 31.36
49728 12/08/10 424434 BLAYLOCK ROBERT VAN LLC 20,000.00 92.762 200.00 1,855,010.64 556,093.78
SALE 12/06/10 52186520 LEAR CORP 31.89
49728 12/09/10 424438 BLAYLOCK ROBERT VAN LLC 20,000.00 94.324 200.00 1,886,242.11 587,325.25
SALE 12/20/10 52186520 LEAR CORP 16.63
49728 12/23/10 424492 BLAYLOCK ROBERT VAN LLC 10,000.00 98.362 100.00 983,502.37 334,043.94
SALE 12/29/10 52186520 LEAR CORP 49.27
49728 1/03/11 424512 BLAYLOCK ROBERT VAN LLC 30,000.00 97.161 300.00 2,914,465.73 966,090.45
SALE 12/30/10 52186520 LEAR CORP 49.16
49728 1/04/11 424516 BLAYLOCK ROBERT VAN LLC 30,000.00 96.952 300.00 2,908,195.84 959,820.56
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 180
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/10/10 53418710 LINCOLN NATIONAL CORP 18.87
54417 12/15/10 424459 BMO CAPITAL MARKETS/EXECUTI 40,000.00 27.911 400.00 1,116,025.13 148,122.91
SALE 12/01/10 55254110 M & F WORLDWIDE CORP 4.85
50782 12/06/10 424424 BMO CAPITAL MARKETS/EXECUTI 12,000.00 23.868 120.00 286,289.95 -112,773.24
SALE 12/02/10 55254110 M & F WORLDWIDE CORP 3.20
50782 12/07/10 424430 BMO CAPITAL MARKETS/EXECUTI 8,000.00 23.610 80.00 188,794.40 -77,247.73
SALE 12/14/10 55254110 M & F WORLDWIDE CORP 8.05
50782 12/17/10 424471 WILLIAMS CAPITAL GROUP 20,000.00 23.797 200.00 475,727.95 -189,377.37
SALE 12/22/10 55254110 M & F WORLDWIDE CORP 7.66
50782 12/28/10 424500 BLAYLOCK ROBERT VAN LLC 20,000.00 22.641 200.00 452,602.34 -212,502.98
SALE 12/23/10 55254110 M & F WORLDWIDE CORP 7.82
50782 12/29/10 424504 WILLIAMS CAPITAL GROUP 20,000.00 23.131 200.00 462,410.18 -202,695.14
SALE 12/28/10 55254110 M & F WORLDWIDE CORP 7.81
50782 12/31/10 424508 BMO CAPITAL MARKETS/EXECUTI 20,000.00 23.088 200.00 461,546.19 -203,559.13
SALE 12/30/10 55254110 M & F WORLDWIDE CORP 3.70
50782 1/04/11 424516 BLAYLOCK ROBERT VAN LLC 9,380.00 23.320 93.80 218,639.41 -93,294.99
SALE 12/31/10 55254110 M & F WORLDWIDE CORP 4.13
50782 1/05/11 424520 BLAYLOCK ROBERT VAN LLC 10,620.00 22.960 106.20 243,723.81 -109,447.11
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 181
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/31/10 55295310 MGM RESORTS INTERNATIONAL 31.24
54922 1/05/11 424520 GRISWOLD COMPANY 125,000.00 14.784 1,250.00 1,846,768.76 88,138.76
SALE 12/31/10 55295310 MGM RESORTS INTERNATIONAL 31.26
54922 1/05/11 424520 ICAP CORPORATES LLC 125,000.00 14.795 1,250.00 1,848,131.24 89,501.24
SALE 12/31/10 55295310 MGM RESORTS INTERNATIONAL 31.24
54922 1/05/11 424520 MERIDIAN EQUITY PARTNERS 125,000.00 14.787 1,250.00 1,847,106.26 88,476.26
SALE 12/31/10 55295310 MGM RESORTS INTERNATIONAL 31.22
54922 1/05/11 424520 PRINCETON SECURITIES GROUP 125,000.00 14.776 1,250.00 1,845,668.78 87,038.78
SALE 12/01/10 57632310 MASTEC INC 24.44
46345 12/06/10 424424 ICAP CORPORATES LLC 100,000.00 14.458 1,000.00 1,444,805.56 279,761.80
SALE 12/02/10 57632310 MASTEC INC 24.32
46345 12/07/10 424430 ICAP CORPORATES LLC 100,000.00 14.387 1,000.00 1,437,625.68 272,581.92
SALE 12/21/10 57632310 MASTEC INC 12.03
46345 12/27/10 424496 WILLIAMS CAPITAL GROUP 50,000.00 14.229 500.00 710,947.97 128,426.09
SALE 12/22/10 57632310 MASTEC INC 11.96
46345 12/28/10 424500 PRINCETON SECURITIES GROUP 50,000.00 14.151 500.00 707,023.04 124,501.16
SALE 12/23/10 58013510 MCDONALD'S CORP. 52.07
42619 12/29/10 424504 BLAYLOCK ROBERT VAN LLC 40,000.00 77.022 400.00 3,080,419.93 677,445.97
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 182
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/29/10 58013510 MCDONALD'S CORP. 91.42
42619 1/03/11 424512 BLAYLOCK ROBERT VAN LLC 70,000.00 77.276 700.00 5,408,500.58 1,203,296.15
SALE 12/20/10 58505510 MEDTRONIC 320.33
54594 12/23/10 424492 ITG (CHANNEL) 500,000.00 37.908 3,500.00 18,950,079.67 1,950,451.10
SALE 12/21/10 58505510 MEDTRONIC 62.34
54594 12/27/10 424496 GRISWOLD COMPANY 100,000.00 36.884 1,000.00 3,687,297.66 287,371.95
SALE 12/22/10 58505510 MEDTRONIC 62.46
54594 12/28/10 424500 ICAP CORPORATES LLC 100,000.00 36.954 1,000.00 3,694,287.54 294,361.82
SALE 12/10/10 59156R10 METLIFE, INC. 14.87
52890 12/15/10 424459 BMO CAPITAL MARKETS/EXECUTI 20,000.00 43.985 200.00 879,481.13 59,335.13
SALE 12/02/10 59501710 MICROCHIP TECHNOLOGY INC 29.35
53340 12/07/10 424430 MERRIMAN/OTC 50,000.00 34.731 500.00 1,735,995.65 273,629.06
SALE 12/03/10 59501710 MICROCHIP TECHNOLOGY INC 29.91
53340 12/08/10 424434 ITG (CHANNEL) 50,000.00 35.387 500.00 1,768,795.09 306,428.50
SALE 12/07/10 61945A10 MOSIAC CO 23.49
48351 12/10/10 424442 BMO CAPITAL MARKETS/EXECUTI 20,000.00 69.490 200.00 1,389,568.51 346,731.73
SALE 12/08/10 61945A10 MOSIAC CO 23.17
48351 12/13/10 424450 WILLIAMS CAPITAL GROUP 20,000.00 68.521 200.00 1,370,200.83 327,364.06
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 183
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/10/10 61945A10 MOSIAC CO 23.12
48351 12/15/10 424459 BMO CAPITAL MARKETS/EXECUTI 20,000.00 68.397 200.00 1,367,718.88 324,882.10
SALE 12/03/10 62007610 MOTOROLA 13.87
52645 12/08/10 424434 MURIEL SEIBERT & CO 100,000.00 8.205 1,000.00 819,516.13 40,187.68
SALE 12/03/10 62007610 MOTOROLA 13.87
52645 12/08/10 424434 STURDIVANT/EXECUTION 100,000.00 8.207 1,000.00 819,676.13 40,347.67
SALE 12/06/10 62007610 MOTOROLA 27.81
52645 12/09/10 424438 BLAYLOCK ROBERT VAN LLC 200,000.00 8.228 2,000.00 1,643,472.19 84,815.28
SALE 12/06/10 62007610 MOTOROLA 27.82
52645 12/09/10 424438 GRISWOLD COMPANY 200,000.00 8.228 2,000.00 1,643,612.18 84,955.27
SALE 12/06/10 62007610 MOTOROLA 13.93
52645 12/09/10 424438 ICAP CORPORATES LLC 100,000.00 8.238 1,000.00 822,736.07 43,407.62
SALE 12/06/10 62007610 MOTOROLA 13.91
52645 12/09/10 424438 MERIDIAN EQUITY PARTNERS 100,000.00 8.225 1,000.00 821,486.09 42,157.63
SALE 12/06/10 62007610 MOTOROLA 27.82
52645 12/09/10 424438 PRINCETON SECURITIES GROUP 200,000.00 8.229 2,000.00 1,643,732.18 85,075.27
SALE 12/06/10 62007610 MOTOROLA 27.85
52645 12/09/10 424438 WILLIAMS CAPITAL GROUP 200,000.00 8.240 2,000.00 1,645,892.15 87,235.24
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 184
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/07/10 62007610 MOTOROLA 20.61
52645 12/10/10 424442 BLAYLOCK ROBERT VAN LLC 150,000.00 8.130 1,500.00 1,217,934.39 48,941.71
SALE 12/07/10 62007610 MOTOROLA 20.54
52645 12/10/10 424442 CABRERA 150,000.00 8.101 1,500.00 1,213,584.46 44,591.78
SALE 12/07/10 62007610 MOTOROLA 20.75
52645 12/10/10 424442 GRISWOLD COMPANY 150,000.00 8.185 1,500.00 1,226,199.25 57,206.57
SALE 12/07/10 62007610 MOTOROLA 20.52
52645 12/10/10 424442 JACKSON SECS 150,000.00 8.092 1,500.00 1,212,219.48 43,226.80
SALE 12/07/10 62007610 MOTOROLA 17.18
52645 12/10/10 424442 LOOP CAPITAL 125,000.00 8.131 1,250.00 1,015,082.82 40,922.25
SALE 12/07/10 62007610 MOTOROLA 20.59
52645 12/10/10 424442 MERIDIAN EQUITY PARTNERS 150,000.00 8.119 1,500.00 1,216,389.41 47,396.73
SALE 12/07/10 62007610 MOTOROLA 17.18
52645 12/10/10 424442 PACIFIC AMERICAN SECURITIES 125,000.00 8.128 1,250.00 1,014,770.32 40,609.75
SALE 12/08/10 62007610 MOTOROLA 24.08
52645 12/13/10 424450 BMO CAPITAL MARKETS/EXECUTI 175,000.00 8.142 1,750.00 1,423,075.92 59,251.12
SALE 12/08/10 62007610 MOTOROLA 13.87
52645 12/13/10 424450 CABRERA 100,000.00 8.204 1,000.00 819,426.13 40,097.67
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 185
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/08/10 62007610 MOTOROLA 13.91
52645 12/13/10 424450 CASTLE OAK SECURITIES 100,000.00 8.228 1,000.00 821,736.09 42,407.63
SALE 12/08/10 62007610 MOTOROLA 17.19
52645 12/13/10 424450 GRISWOLD COMPANY 125,000.00 8.137 1,250.00 1,015,870.31 41,709.74
SALE 12/08/10 62007610 MOTOROLA 27.79
52645 12/13/10 424450 ICAP CORPORATES LLC 200,000.00 8.219 2,000.00 1,641,772.21 83,115.30
SALE 12/02/10 63530910 NATIONAL CINEMEDIA INC. 1.77
41081 12/07/10 424430 MERRIMAN/OTC 5,500.00 19.027 55.00 104,593.93 26,726.64
SALE 12/21/10 63530910 NATIONAL CINEMEDIA INC. 3.38
41081 12/27/10 424496 MERRIMAN/OTC 10,000.00 20.000 100.00 199,896.62 58,319.73
SALE 12/22/10 63530910 NATIONAL CINEMEDIA INC. 3.33
41081 12/28/10 424500 LABRANCHE/0TC 10,000.00 19.701 100.00 196,906.67 55,329.78
SALE 12/23/10 63530910 NATIONAL CINEMEDIA INC. 3.33
41081 12/29/10 424504 MERRIMAN/OTC 10,000.00 19.674 100.00 196,638.67 55,061.78
SALE 12/28/10 63530910 NATIONAL CINEMEDIA INC. 3.28
41081 12/31/10 424508 LABRANCHE/0TC 10,000.00 19.392 100.00 193,812.72 52,235.83
SALE 12/01/10 65011110 NEW YORK TIMES 15.52
52335 12/06/10 424424 PRINCETON SECURITIES GROUP 100,000.00 9.179 1,000.00 916,854.48 -34,449.27
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 186
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/10/10 65011110 NEW YORK TIMES 8.00
52335 12/15/10 424459 BLAYLOCK ROBERT VAN LLC 50,000.00 9.462 500.00 472,572.00 -3,079.88
SALE 12/22/10 65011110 NEW YORK TIMES 8.28
52335 12/28/10 424500 PRINCETON SECURITIES GROUP 50,000.00 9.787 500.00 488,856.72 13,204.84
SALE 12/13/10 68218910 ON SEMICONDUCTOR CORP 30.92
51854 12/16/10 424464 LABRANCHE/0TC 200,000.00 9.149 2,000.00 1,827,769.08 299,644.64
SALE 12/14/10 68218910 ON SEMICONDUCTOR CORP 15.40
51854 12/17/10 424471 LABRANCHE/0TC 100,000.00 9.114 1,000.00 910,424.60 146,362.38
SALE 12/15/10 68218910 ON SEMICONDUCTOR CORP 15.16
51854 12/20/10 424476 ITG (CHANNEL) 100,000.00 8.970 700.00 896,324.84 132,262.62
SALE 12/20/10 68389X10 ORACLE CORP 53.22
46205 12/23/10 424492 MERRIMAN/OTC 100,000.00 31.486 1,000.00 3,147,536.78 836,897.30
SALE 12/28/10 70959W10 PENSKE AUTO GROUP 14.51
51426 12/31/10 424508 BMO CAPITAL MARKETS/EXECUTI 50,000.00 17.163 500.00 857,610.49 137,421.82
SALE 12/01/10 74331510 PROGRESSIVE CORP 34.68
51800 12/06/10 424424 PACIFIC AMERICAN SECURITIES 100,000.00 20.515 1,000.00 2,050,485.32 48,000.32
SALE 12/02/10 74331510 PROGRESSIVE CORP 34.95
51800 12/07/10 424430 PRINCETON SECURITIES GROUP 100,000.00 20.676 1,000.00 2,066,555.05 64,070.05
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 187
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/03/10 74331510 PROGRESSIVE CORP 35.01
51800 12/08/10 424434 BLAYLOCK ROBERT VAN LLC 100,000.00 20.713 1,000.00 2,070,304.99 67,819.99
SALE 12/21/10 74346Y10 PROS HOLDINGS INC. 2.01
39967 12/27/10 424496 BLAYLOCK ROBERT VAN LLC 10,000.00 11.876 100.00 118,661.99 -31,068.86
SALE 12/22/10 74346Y10 PROS HOLDINGS INC. 1.92
39967 12/28/10 424500 BLAYLOCK ROBERT VAN LLC 10,000.00 11.326 100.00 113,157.08 -36,573.77
SALE 12/07/10 75043810 RADIOSHACK CORP 16.19
51293 12/10/10 424442 WILLIAMS CAPITAL GROUP 50,000.00 19.152 500.00 957,078.81 -143,206.19
SALE 12/01/10 75091710 RAMBUS INC 13.63
49654 12/06/10 424424 MERRIMAN/OTC 40,000.00 20.149 400.00 805,562.37 74,106.83
SALE 12/03/10 75091710 RAMBUS INC 17.28
49654 12/08/10 424434 ITG (CHANNEL) 50,000.00 20.441 500.00 1,021,512.72 107,193.29
SALE 12/22/10 75091710 RAMBUS INC 33.02
49654 12/28/10 424500 LABRANCHE/0TC 100,000.00 19.539 1,000.00 1,952,876.98 124,238.13
SALE 12/03/10 75876610 REGAL ENTERTAINMENT GROUP-A 24.57
41584 12/08/10 424434 BMO CAPITAL MARKETS/EXECUTI 100,000.00 14.537 1,000.00 1,452,685.43 64,866.81
SALE 12/06/10 75876610 REGAL ENTERTAINMENT GROUP-A 12.42
41584 12/09/10 424438 WILLIAMS CAPITAL GROUP 50,000.00 14.698 500.00 734,397.58 40,488.27
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 188
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/07/10 75876610 REGAL ENTERTAINMENT GROUP-A 24.57
41584 12/10/10 424442 ICAP CORPORATES LLC 100,000.00 14.535 1,000.00 1,452,485.43 64,666.81
SALE 12/08/10 75876610 REGAL ENTERTAINMENT GROUP-A 24.66
41584 12/13/10 424450 ICAP CORPORATES LLC 100,000.00 14.589 1,000.00 1,457,895.34 70,076.72
SALE 12/09/10 75876610 REGAL ENTERTAINMENT GROUP-A 12.24
41584 12/14/10 424454 WILLIAMS CAPITAL GROUP 50,000.00 14.484 500.00 723,697.76 29,788.45
SALE 12/10/10 75876610 REGAL ENTERTAINMENT GROUP-A 24.56
41584 12/15/10 424459 MERIDIAN EQUITY PARTNERS 100,000.00 14.530 1,000.00 1,451,975.44 64,156.81
SALE 12/13/10 75876610 REGAL ENTERTAINMENT GROUP-A 14.76
41584 12/16/10 424464 WILLIAMS CAPITAL GROUP 60,000.00 14.550 600.00 872,379.24 39,688.07
SALE 12/15/10 75876610 REGAL ENTERTAINMENT GROUP-A 14.79
41584 12/20/10 424476 BMO CAPITAL MARKETS/EXECUTI 60,000.00 14.578 600.00 874,065.21 41,374.03
SALE 12/13/10 7591EP10 REGIONS FINANCIAL CORP 21.52
53352 12/16/10 424464 MERIDIAN EQUITY PARTNERS 200,000.00 6.365 2,000.00 1,270,978.48 -80,227.77
SALE 12/30/10 77669610 ROPER INDUSTRIES INC 103.23
50204 1/04/11 424516 BLAYLOCK ROBERT VAN LLC 79,286.00 77.037 792.86 6,107,019.85 1,904,470.43
SALE 12/31/10 77669610 ROPER INDUSTRIES INC 104.51
50204 1/05/11 424520 BLAYLOCK ROBERT VAN LLC 80,714.00 76.614 807.14 6,182,870.39 1,904,629.93
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 189
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/22/10 78477410 STEC INC 14.43
48521 12/28/10 424500 LABRANCHE/0TC 50,000.00 17.080 500.00 853,470.57 -309,153.99
SALE 12/28/10 78477410 STEC INC 14.38
48521 12/31/10 424508 LABRANCHE/0TC 50,000.00 17.015 500.00 850,215.62 -312,408.94
SALE 12/23/10 80004C10 SANDISK CORP 17.03
54052 12/29/10 424504 MERRIMAN/OTC 20,000.00 50.372 200.00 1,007,218.97 252,418.30
SALE 12/01/10 80854110 SCHWEITZER MAUD 21.19
50708 12/06/10 424424 BMO CAPITAL MARKETS/EXECUTI 20,000.00 62.674 200.00 1,253,256.81 129,537.95
SALE 12/10/10 80854110 SCHWEITZER MAUD 19.82
50708 12/15/10 424459 WILLIAMS CAPITAL GROUP 20,000.00 58.629 200.00 1,172,356.18 48,637.32
SALE 12/13/10 80854110 SCHWEITZER MAUD 20.07
50708 12/16/10 424464 BMO CAPITAL MARKETS/EXECUTI 20,000.00 59.353 200.00 1,186,837.93 63,119.07
SALE 12/14/10 80854110 SCHWEITZER MAUD 20.44
50708 12/17/10 424471 WILLIAMS CAPITAL GROUP 20,000.00 60.453 200.00 1,208,841.56 85,122.70
SALE 12/15/10 80854110 SCHWEITZER MAUD 20.64
50708 12/20/10 424476 BMO CAPITAL MARKETS/EXECUTI 20,000.00 61.052 200.00 1,220,809.36 97,090.50
SALE 12/17/10 80854110 SCHWEITZER MAUD 21.07
50708 12/22/10 424488 WILLIAMS CAPITAL GROUP 20,000.00 62.323 200.00 1,246,242.93 122,524.07
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 190
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/21/10 80854110 SCHWEITZER MAUD 21.45
50708 12/27/10 424496 BLAYLOCK ROBERT VAN LLC 20,000.00 63.435 200.00 1,268,478.55 144,759.68
SALE 12/23/10 80854110 SCHWEITZER MAUD 21.48
50708 12/29/10 424504 BLAYLOCK ROBERT VAN LLC 20,000.00 63.523 200.00 1,270,234.52 146,515.66
SALE 12/28/10 80854110 SCHWEITZER MAUD 21.42
50708 12/31/10 424508 BMO CAPITAL MARKETS/EXECUTI 20,000.00 63.344 200.00 1,266,660.58 142,941.71
SALE 12/29/10 80854110 SCHWEITZER MAUD 23.44
50708 1/03/11 424512 BLAYLOCK ROBERT VAN LLC 21,722.00 63.830 217.22 1,386,263.74 165,792.68
SALE 12/30/10 80854110 SCHWEITZER MAUD 43.79
50708 1/04/11 424516 BLAYLOCK ROBERT VAN LLC 40,878.00 63.386 408.78 2,590,640.34 293,871.35
SALE 12/31/10 80854110 SCHWEITZER MAUD 18.60
50708 1/05/11 424520 BLAYLOCK ROBERT VAN LLC 17,400.00 63.229 174.00 1,099,985.04 122,349.63
SALE 12/15/10 82706L10 SILICON GRAPHICS INTERNATIO 4.52
48163 12/20/10 424476 WILLIAMS CAPITAL GROUP 30,000.00 8.901 300.00 266,737.48 89,986.98
SALE 12/17/10 82706L10 SILICON GRAPHICS INTERNATIO 3.01
48163 12/22/10 424488 WILLIAMS CAPITAL GROUP 20,000.00 8.888 200.00 177,554.99 59,721.32
SALE 12/21/10 82706L10 SILICON GRAPHICS INTERNATIO 3.02
48163 12/27/10 424496 BLAYLOCK ROBERT VAN LLC 20,000.00 8.924 200.00 178,282.98 60,449.31
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 191
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/22/10 82706L10 SILICON GRAPHICS INTERNATIO 3.02
48163 12/28/10 424500 BLAYLOCK ROBERT VAN LLC 20,000.00 8.910 200.00 177,994.98 60,161.31
SALE 12/29/10 82706L10 SILICON GRAPHICS INTERNATIO 1.51
48163 1/03/11 424512 BLAYLOCK ROBERT VAN LLC 10,000.00 8.891 100.00 88,806.49 29,889.66
SALE 12/30/10 82706L10 SILICON GRAPHICS INTERNATIO 1.50
48163 1/04/11 424516 BLAYLOCK ROBERT VAN LLC 10,000.00 8.839 100.00 88,284.50 29,367.67
SALE 12/01/10 83056610 SKECHERS USA INC CL A 15.79
53364 12/06/10 424424 WILLIAMS CAPITAL GROUP 40,000.00 23.346 400.00 933,440.21 72,834.51
SALE 12/06/10 83269640 SMUCKER JM CO 10.95
53498 12/09/10 424438 BLAYLOCK ROBERT VAN LLC 10,000.00 64.787 100.00 647,760.05 35,981.41
SALE 12/23/10 83269640 SMUCKER JM CO 33.22
53498 12/29/10 424504 BLAYLOCK ROBERT VAN LLC 30,000.00 65.504 300.00 1,964,786.78 129,450.86
SALE 12/28/10 83269640 SMUCKER JM CO 22.22
53498 12/31/10 424508 BMO CAPITAL MARKETS/EXECUTI 20,000.00 65.729 200.00 1,314,351.78 90,794.50
SALE 12/03/10 86459610 SUCCESSFACTORS INC 5.24
51407 12/08/10 424434 ITG (CHANNEL) 10,000.00 30.949 100.00 309,386.76 103,211.37
SALE 12/06/10 86459610 SUCCESSFACTORS INC 5.22
51407 12/09/10 424438 MERRIMAN/OTC 10,000.00 30.832 100.00 308,214.78 102,039.39
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 192
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/01/10 87157D10 SYNAPTICS INCORPORATED 24.51
40599 12/06/10 424424 INSTINET (CUMBERLAND ADVISO 50,000.00 28.996 2,500.00 1,447,280.49 192,502.08
SALE 12/23/10 87157D10 SYNAPTICS INCORPORATED 39.82
40599 12/29/10 424504 MERRIMAN/OTC 79,400.00 29.671 794.00 2,355,043.58 362,455.46
SALE 12/23/10 87157D10 SYNAPTICS INCORPORATED 10.40
40599 12/29/10 424504 PULSE (BLOCK CROSS) 20,600.00 29.845 206.00 614,590.60 97,621.89
SALE 12/28/10 87157D10 SYNAPTICS INCORPORATED 12.27
40599 12/31/10 424508 INSTINET (DOMESTIC) 25,000.00 29.033 175.00 725,640.23 98,251.03
SALE 12/28/10 87157D10 SYNAPTICS INCORPORATED 36.85
40599 12/31/10 424508 LABRANCHE/0TC 75,000.00 29.075 750.00 2,179,815.65 297,648.03
SALE 12/29/10 87157D10 SYNAPTICS INCORPORATED 15.18
40599 1/03/11 424512 MERRIMAN/OTC 30,000.00 29.940 300.00 897,878.82 145,011.77
SALE 12/30/10 87157D10 SYNAPTICS INCORPORATED 20.03
40599 1/04/11 424516 LABRANCHE/0TC 40,000.00 29.634 400.00 1,184,919.97 181,097.24
SALE 12/10/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 26.51
50366 12/15/10 424459 ELECTRONIC BROKERAGE SYSTEM 30,000.00 52.279 150.00 1,568,181.49 695,223.82
SALE 12/13/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 26.72
50366 12/16/10 424464 WILLIAMS CAPITAL GROUP 30,000.00 52.698 300.00 1,580,607.28 707,649.61
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 193
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/28/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 17.69
50366 12/31/10 424508 BMO CAPITAL MARKETS/EXECUTI 20,000.00 52.332 200.00 1,046,414.31 464,442.53
SALE 12/01/10 87655330 TASTY BAKING CO. .22
39980 12/06/10 424424 JANNEY MONTGOMERY SCOTT 2,000.00 6.450 60.00 12,839.78 -9,967.28
SALE 12/20/10 88355610 THERMO ELECTRON 18.74
54668 12/23/10 424492 BLAYLOCK ROBERT VAN LLC 20,000.00 55.442 200.00 1,108,619.26 68,912.90
SALE 12/21/10 88355610 THERMO ELECTRON 18.72
54668 12/27/10 424496 BLAYLOCK ROBERT VAN LLC 20,000.00 55.384 200.00 1,107,453.28 67,746.92
SALE 12/22/10 88355610 THERMO ELECTRON 18.76
54668 12/28/10 424500 BLAYLOCK ROBERT VAN LLC 20,000.00 55.482 200.00 1,109,427.24 69,720.88
SALE 12/23/10 88355610 THERMO ELECTRON 18.73
54668 12/29/10 424504 BLAYLOCK ROBERT VAN LLC 20,000.00 55.386 200.00 1,107,495.27 67,788.91
SALE 12/28/10 88355610 THERMO ELECTRON 37.50
54668 12/31/10 424508 BMO CAPITAL MARKETS/EXECUTI 40,000.00 55.460 400.00 2,217,978.50 138,565.77
SALE 12/29/10 88355610 THERMO ELECTRON 37.75
54668 1/03/11 424512 BLAYLOCK ROBERT VAN LLC 40,000.00 55.842 400.00 2,233,258.25 153,845.52
SALE 12/30/10 88355610 THERMO ELECTRON 56.24
54668 1/04/11 424516 BLAYLOCK ROBERT VAN LLC 60,000.00 55.455 600.00 3,326,643.76 207,524.66
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 194
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/01/10 88579Y10 3M COMPANY 145.98
54444 12/06/10 424424 GUZMAN & CO. 100,000.00 86.373 1,000.00 8,636,154.02 220,434.02
SALE 12/01/10 88579Y10 3M COMPANY 145.63
54444 12/06/10 424424 MURIEL SEIBERT & CO 100,000.00 86.171 1,000.00 8,615,904.37 200,184.37
SALE 12/02/10 88731730 TIME WARNER INC 102.99
53416 12/07/10 424430 GUZMAN & CO. 200,000.00 30.468 2,000.00 6,091,577.01 -299,851.32
SALE 12/03/10 88731730 TIME WARNER INC 51.67
53416 12/08/10 424434 ICAP CORPORATES LLC 100,000.00 30.568 1,000.00 3,055,758.33 -139,955.84
SALE 12/09/10 88731730 TIME WARNER INC 52.97
53416 12/14/10 424454 GRISWOLD COMPANY 100,000.00 31.340 1,000.00 3,132,977.03 -62,737.14
SALE 12/09/10 88731730 TIME WARNER INC 53.03
53416 12/14/10 424454 ICAP CORPORATES LLC 100,000.00 31.376 1,000.00 3,136,576.97 -59,137.20
SALE 12/10/10 88731730 TIME WARNER INC 53.65
53416 12/15/10 424459 BMO CAPITAL MARKETS/EXECUTI 100,000.00 31.744 1,000.00 3,173,346.35 -22,367.82
SALE 12/01/10 90341W10 US AIRWAYS GROUP INC 18.90
53622 12/06/10 424424 GRISWOLD COMPANY 100,000.00 11.180 1,000.00 1,117,021.10 200,811.10
SALE 12/01/10 90341W10 US AIRWAYS GROUP INC 18.93
53622 12/06/10 424424 MERIDIAN EQUITY PARTNERS 100,000.00 11.196 1,000.00 1,118,621.07 202,411.07
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 195
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/13/10 91136310 UNITED RENTALS INC. 38.57
39987 12/16/10 424464 ICAP CORPORATES LLC 100,000.00 22.817 1,000.00 2,280,671.43 1,448,737.26
SALE 12/21/10 91136310 UNITED RENTALS INC. 19.33
39987 12/27/10 424496 WILLIAMS CAPITAL GROUP 50,000.00 22.869 500.00 1,142,945.67 726,978.59
SALE 12/13/10 92241710 VEECO INSTRUMENTS INC 17.05
50424 12/16/10 424464 LABRANCHE/0TC 20,000.00 50.433 200.00 1,008,438.95 313,957.25
SALE 12/14/10 92241710 VEECO INSTRUMENTS INC 23.50
50424 12/17/10 424471 MERRIMAN/OTC 30,000.00 46.343 300.00 1,389,963.50 348,240.95
SALE 12/29/10 92343V10 VERIZON COMMUNICATIONS INC 30.13
53897 1/03/11 424512 BMO CAPITAL MARKETS/EXECUTI 50,000.00 35.647 500.00 1,781,799.87 150,969.51
SALE 12/29/10 92343V10 VERIZON COMMUNICATIONS INC 90.33
53897 1/03/11 424512 ICAP CORPORATES LLC 150,000.00 35.631 1,500.00 5,343,014.67 450,523.60
SALE 12/29/10 92343V10 VERIZON COMMUNICATIONS INC 90.35
53897 1/03/11 424512 MERIDIAN EQUITY PARTNERS 150,000.00 35.639 1,500.00 5,344,259.65 451,768.58
SALE 12/29/10 92343V10 VERIZON COMMUNICATIONS INC 90.29
53897 1/03/11 424512 MURIEL SEIBERT & CO 150,000.00 35.617 1,500.00 5,340,959.71 448,468.64
SALE 12/30/10 92343V10 VERIZON COMMUNICATIONS INC 541.38
53897 1/04/11 424516 ELECTRONIC BROKERAGE SYSTEM 900,000.00 35.594 4,500.00 32,029,108.62 2,674,162.19
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 196
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/10/10 92553P20 VIACOM INC CL B 33.25
53222 12/15/10 424459 BMO CAPITAL MARKETS/EXECUTI 50,000.00 39.342 500.00 1,966,551.75 224,981.38
SALE 12/15/10 92553P20 VIACOM INC CL B 98.13
53222 12/20/10 424476 ICAP CORPORATES LLC 150,000.00 38.708 1,500.00 5,804,631.87 579,920.74
SALE 12/17/10 92553P20 VIACOM INC CL B 65.26
53222 12/22/10 424488 PRINCETON SECURITIES GROUP 100,000.00 38.613 1,000.00 3,860,254.74 377,113.99
SALE 12/21/10 92553P20 VIACOM INC CL B 65.24
53222 12/27/10 424496 CABRERA 100,000.00 38.599 1,000.00 3,858,794.76 375,654.01
SALE 12/21/10 92553P20 VIACOM INC CL B 65.24
53222 12/27/10 424496 GUZMAN & CO. 100,000.00 38.600 1,000.00 3,858,884.76 375,744.01
SALE 12/13/10 92826C83 VISA INC CL A 27.19
47944 12/16/10 424464 BMO CAPITAL MARKETS/EXECUTI 20,000.00 80.430 200.00 1,608,378.81 163,871.24
SALE 12/07/10 93114210 WAL-MART STORES, INC. 18.64
39992 12/10/10 424442 BLAYLOCK ROBERT VAN LLC 20,000.00 55.141 200.00 1,102,591.36 168,262.23
SALE 12/21/10 93114210 WAL-MART STORES, INC. 27.22
39992 12/27/10 424496 BLAYLOCK ROBERT VAN LLC 30,000.00 53.686 300.00 1,610,264.78 208,771.08
SALE 12/09/10 94974610 WELLS FARGO & CO 50.15
46541 12/14/10 424454 CABRERA 100,000.00 29.673 1,000.00 2,966,199.85 337,258.49
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 197
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/09/10 94974610 WELLS FARGO & CO 50.21
46541 12/14/10 424454 GRISWOLD COMPANY 100,000.00 29.709 1,000.00 2,969,859.79 340,918.43
SALE 12/09/10 94974610 WELLS FARGO & CO 50.27
46541 12/14/10 424454 GUZMAN & CO. 100,000.00 29.745 1,000.00 2,973,399.73 344,458.37
SALE 12/09/10 94974610 WELLS FARGO & CO 50.14
46541 12/14/10 424454 JACKSON SECS 100,000.00 29.667 1,000.00 2,965,599.86 336,658.50
SALE 12/03/10 98074510 WOODWARD GOVERNOR CO 12.75
41161 12/08/10 424434 ITG (CHANNEL) 20,000.00 37.713 200.00 754,041.25 156,818.41
SALE 12/03/10 98074510 WOODWARD GOVERNOR CO 12.43
41161 12/08/10 424434 LABRANCHE/0TC 20,000.00 36.777 200.00 735,329.57 138,106.73
SALE 12/06/10 98074510 WOODWARD GOVERNOR CO 25.40
41161 12/09/10 424438 MERRIMAN/OTC 40,000.00 37.571 400.00 1,502,426.60 307,980.92
SALE 12/07/10 98074510 WOODWARD GOVERNOR CO 13.19
41161 12/10/10 424442 ITG (CHANNEL) 20,000.00 39.011 200.00 780,002.81 182,779.97
SALE 12/08/10 98074510 WOODWARD GOVERNOR CO 12.95
41161 12/13/10 424450 ITG (CHANNEL) 20,000.00 38.313 200.00 766,037.05 168,814.21
SALE 12/09/10 98074510 WOODWARD GOVERNOR CO 12.92
41161 12/14/10 424454 MERRIMAN/OTC 20,000.00 38.205 200.00 763,891.08 166,668.24
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 198
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/10/10 98074510 WOODWARD GOVERNOR CO 12.63
41161 12/15/10 424459 LABRANCHE/0TC 20,000.00 37.380 200.00 747,395.37 150,172.53
SALE 12/13/10 98074510 WOODWARD GOVERNOR CO 38.54
41161 12/16/10 424464 LABRANCHE/0TC 60,000.00 38.007 600.00 2,279,793.46 488,124.93
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 25,276,193.00 11,164.32 660,220,745.26 101,133,476.11
284,595.55
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 25,276,193.00 11,164.32 660,220,745.26 101,133,476.11
284,595.55
END OF REPORT FOR: MULTI SECTOR COMMON A
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
LOGAN CIRCLE (5163) PAGE: 199
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 12/03/10 03841XAB AQUILEX HDG AQUILEX FIN 11.1250 11.066
54058 12/08/10 289273 LOGAN CIRCLE 12/15/16 30,000.00 100.25 30,075.00
PUR 12/15/10 047650AA ATKORE INTERNATIONAL INC 9.8750 9.429
54898 12/22/10 289273 LOGAN CIRCLE 1/01/18 80,000.00 102.25 81,800.00
PUR 12/15/10 047650AA ATKORE INTERNATIONAL INC 9.8750 9.527
54898 12/22/10 289273 LOGAN CIRCLE 1/01/18 105,000.00 101.75 106,837.50
PUR 12/15/10 047650AA ATKORE INTERNATIONAL INC 9.8750 9.478
54898 12/22/10 289273 LOGAN CIRCLE 1/01/18 105,000.00 102.00 107,100.00
PUR 12/15/10 047650AA ATKORE INTERNATIONAL INC 9.8750 9.874
54898 12/22/10 289273 LOGAN CIRCLE 1/01/18 105,000.00 100.00 105,000.00
PUR 12/01/10 107342AA BRESNAN BROADBAND HOLDINGS 8.0000 8.000
54714 12/14/10 289273 LOGAN CIRCLE 12/15/18 425,000.00 100.00 425,000.00
PUR 12/16/10 117777AA SYNIVERSE HOLDINGS INC 9.1250 9.123
54900 12/22/10 289273 LOGAN CIRCLE 1/15/19 160,000.00 100.00 160,000.00
PUR 12/16/10 117777AA SYNIVERSE HOLDINGS INC 9.1250 8.600
54900 12/22/10 289273 LOGAN CIRCLE 1/15/19 160,000.00 103.00 164,800.00
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 200
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/09/10 18538TAD CLEARWIRE COMM/FINANCE 12.0000 11.054
54829 12/14/10 289273 LOGAN CIRCLE 12/01/17 90,000.00 104.50 94,050.00
PUR 12/14/10 18538TAD CLEARWIRE COMM/FINANCE 12.0000 11.155
54829 12/17/10 289273 LOGAN CIRCLE 12/01/17 90,000.00 104.00 93,600.00
PUR 12/14/10 18538TAD CLEARWIRE COMM/FINANCE 12.0000 11.155
54829 12/17/10 289273 LOGAN CIRCLE 12/01/17 200,000.00 104.00 208,000.00
PUR 12/02/10 23833NAG DAVE AND BUSTER'S INC 11.0000 9.259
54558 12/07/10 289273 LOGAN CIRCLE 6/01/18 75,000.00 109.25 81,937.50
PUR 12/01/10 254423AA DINEEQUITY INC 9.5000 8.784
53783 12/06/10 289273 LOGAN CIRCLE 10/30/18 100,000.00 104.00 104,000.00
PUR 12/03/10 29276KAM ENERGY XXI GULF COAST IN 9.2500 9.250
54761 12/17/10 289273 LOGAN CIRCLE 12/15/17 320,000.00 100.00 320,000.00
PUR 12/06/10 29276KAM ENERGY XXI GULF COAST IN 9.2500 8.860
54761 12/17/10 289273 LOGAN CIRCLE 12/15/17 80,000.00 102.00 81,600.00
PUR 12/02/10 459745GF INTERNATIONAL LEASE FIN COR 8.2500 8.375
54742 12/07/10 289273 LOGAN CIRCLE 12/15/20 150,000.00 99.160 148,740.00
PUR 12/14/10 485161AJ KANSAS CITY SOUTHERN MEX 6.6250 6.625
54869 12/20/10 289273 LOGAN CIRCLE 12/15/20 500,000.00 100.00 500,000.00
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 201
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/06/10 552953AG MGM MIRAGE INC 5.8750 9.557
54747 12/09/10 289273 LOGAN CIRCLE 2/27/14 275,000.00 89.990 247,472.50
PUR 12/08/10 552953AG MGM MIRAGE INC 5.8750 9.173
54747 12/13/10 289273 LOGAN CIRCLE 2/27/14 325,000.00 91.000 295,750.00
PUR 12/09/10 552953AG MGM MIRAGE INC 5.8750 9.079
54747 12/14/10 289273 LOGAN CIRCLE 2/27/14 300,000.00 91.250 273,750.00
PUR 12/07/10 58445MAM MEDIACOM LLC/CAPTL CORP 9.1250 8.870
52152 12/10/10 289273 LOGAN CIRCLE 8/15/19 150,000.00 101.50 152,250.00
PUR 12/08/10 62546RAB MULTIPLAN INC 9.8750 8.871
53101 12/13/10 289273 LOGAN CIRCLE 9/01/18 200,000.00 105.50 211,000.00
PUR 12/09/10 629855AQ NALCO CO 6.6250 6.423
54831 12/21/10 289273 LOGAN CIRCLE 1/15/19 110,000.00 101.25 111,375.00
PUR 12/09/10 629855AQ NALCO CO 6.6250 6.624
54831 12/21/10 289273 LOGAN CIRCLE 1/15/19 165,000.00 100.00 165,000.00
PUR 12/09/10 629855AQ NALCO CO 6.6250 6.383
54831 12/21/10 289273 LOGAN CIRCLE 1/15/19 165,000.00 101.50 167,475.00
PUR 12/09/10 72147KAA PILGRIMS PRIDE CORP 7.8750 7.896
54844 12/14/10 289273 LOGAN CIRCLE 12/15/18 115,000.00 99.875 114,856.25
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 202
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/09/10 72147KAA PILGRIMS PRIDE CORP 7.8750 8.000
54844 12/14/10 289273 LOGAN CIRCLE 12/15/18 190,000.00 99.271 188,614.90
PUR 12/14/10 72147KAA PILGRIMS PRIDE CORP 7.8750 7.961
54844 12/17/10 289273 LOGAN CIRCLE 12/15/18 195,000.00 99.500 194,025.00
PUR 12/03/10 72347QAD PINNACLE FOODS FIN LLC 10.6250 9.035
54059 12/08/10 289273 LOGAN CIRCLE 4/01/17 175,000.00 107.50 188,125.00
PUR 12/03/10 72347QAD PINNACLE FOODS FIN LLC 10.6250 9.035
54059 12/08/10 289273 LOGAN CIRCLE 4/01/17 275,000.00 107.50 295,625.00
PUR 12/09/10 72347QAD PINNACLE FOODS FIN LLC 10.6250 9.184
54059 12/14/10 289273 LOGAN CIRCLE 4/01/17 150,000.00 106.75 160,125.00
PUR 12/20/10 72347QAD PINNACLE FOODS FIN LLC 10.6250 9.077
54059 12/23/10 289273 LOGAN CIRCLE 4/01/17 150,000.00 107.25 160,875.00
PUR 12/02/10 832724AB SMURFIT CAPTIAL 7.5000 8.420
54695 12/07/10 289273 LOGAN CIRCLE 11/20/25 225,000.00 92.250 207,562.50
PUR 12/14/10 832724AB SMURFIT CAPTIAL 7.5000 8.452
54695 12/17/10 289273 LOGAN CIRCLE 11/20/25 125,000.00 92.000 115,000.00
PUR 12/22/10 832724AB SMURFIT CAPTIAL 7.5000 8.421
54695 12/28/10 289273 LOGAN CIRCLE 11/20/25 150,000.00 92.250 138,375.00
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 203
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/09/10 880349AP TENNECO INC 6.8750 6.875
54834 12/23/10 289273 LOGAN CIRCLE 12/15/20 265,000.00 100.00 265,000.00
PUR 12/09/10 896356AD TRINIDAD DRILLING LTD 7.8750 8.002
54846 12/16/10 289273 LOGAN CIRCLE 1/15/19 130,000.00 99.246 129,019.80
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 6,610,000.00 6,593,815.95
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 6,610,000.00 6,593,815.95
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 12/02/10 144577AB CARRIZO OIL 8.6250 8.747
54151 12/07/10 289273 LOGAN CIRCLE 10/15/18 260,000.00 100.50 261,300.00 3,128.17
SALE 12/20/10 147446AQ CASE NEW HOLLAND INC 7.8750 7.996
52446 12/23/10 289273 LOGAN CIRCLE 12/01/17 60,000.00 110.00 66,000.00 6,387.29
SALE 12/16/10 171871AM CINCINNATI BELL 8.7500 9.000
51122 12/21/10 289273 LOGAN CIRCLE 3/15/18 330,000.00 92.750 306,075.00 -19,529.10
SALE 12/09/10 18538AAA CLEARWIRE COMM 12.0000 10.975
53031 12/14/10 289273 LOGAN CIRCLE 12/01/15 90,000.00 107.75 96,975.00 3,524.51
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 204
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/14/10 18538TAA CLEARWIRE COMM/FINANCE 12.0000 12.390
49801 12/17/10 289273 LOGAN CIRCLE 12/01/15 90,000.00 107.50 96,750.00 8,033.14
SALE 12/14/10 18538TAA CLEARWIRE COMM/FINANCE 12.0000 12.390
49801 12/17/10 289273 LOGAN CIRCLE 12/01/15 135,000.00 107.50 145,125.00 12,049.71
SALE 12/16/10 19190AAA COFFEYVILLE RESOURCE 9.0000 8.693
51393 12/21/10 289273 LOGAN CIRCLE 4/01/15 165,000.00 106.87 176,343.75 9,604.40
SALE 12/13/10 25380WAA DIGICEL GROUP LTD 8.8750 11.922
45541 12/16/10 289273 LOGAN CIRCLE 1/15/15 40,000.00 101.25 40,500.00 4,357.20
SALE 12/16/10 254423AA DINEEQUITY INC 9.5000 8.933
53783 12/17/10 289273 LOGAN CIRCLE 10/30/18 150,000.00 105.12 157,687.50 2,982.73
SALE 12/09/10 26816LBB DYNEGY HOLDINGS 7.5000 10.530
54338 12/14/10 289273 LOGAN CIRCLE 6/01/15 605,000.00 73.500 444,675.00 -96,312.94
SALE 12/22/10 319963AY FIRST DATA CORPORATION 8.2500 10.471
54984 12/22/10 289273 LOGAN CIRCLE 1/15/21 463.00 100.14 463.65 63.74
SALE 12/22/10 319963AZ FIRST DATA CORPORATION 8.7500 10.779
54985 12/22/10 289273 LOGAN CIRCLE 1/15/22 36.00 100.00 36.00 4.66
SALE 12/22/10 319963BA FIRST DATA CORPORATION 12.6250 15.883
54986 12/22/10 289273 LOGAN CIRCLE 1/15/21 500.00 100.00 500.00 80.66
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 205
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/16/10 35168XAA FRAC TECH SVCS FRAC TECH 7.1250 7.125
54295 12/21/10 289273 LOGAN CIRCLE 11/15/18 155,000.00 101.25 156,937.50 1,937.50
SALE 12/07/10 43162RAB HILLMAN GROUP INC 10.8750 10.496
54821 12/10/10 289273 LOGAN CIRCLE 6/01/18 85,000.00 108.00 91,800.00 5,165.13
SALE 12/02/10 459745GF INTERNATIONAL LEASE FIN COR 8.2500 8.375
54742 12/07/10 289273 LOGAN CIRCLE 12/15/20 150,000.00 100.62 150,937.50 2,197.50
SALE 12/08/10 45974VB8 INTL LEASE FIN 6.6250 8.110
51900 12/13/10 289273 LOGAN CIRCLE 11/15/13 500,000.00 101.50 507,500.00 26,523.32
SALE 12/15/10 46611CAA JBS FINANCE II LIMITED 8.2500 8.442
52868 12/20/10 289273 LOGAN CIRCLE 1/29/18 450,000.00 100.80 453,600.00 8,220.58
SALE 12/06/10 552953AR MGM MIRAGE 6.6250 10.005
54137 12/09/10 289273 LOGAN CIRCLE 7/15/15 275,000.00 88.550 243,512.50 2,156.71
SALE 12/08/10 552953AR MGM MIRAGE 6.6250 10.005
54137 12/13/10 289273 LOGAN CIRCLE 7/15/15 325,000.00 89.750 291,687.50 6,369.16
SALE 12/09/10 552953AR MGM MIRAGE 6.6250 10.005
54137 12/14/10 289273 LOGAN CIRCLE 7/15/15 300,000.00 90.000 270,000.00 6,610.78
SALE 12/03/10 72347QAG PINNACLE FOODS FINANCE 8.2500 8.195
54595 12/08/10 289273 LOGAN CIRCLE 9/01/17 225,000.00 102.87 231,468.75 5,882.69
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 206
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/03/10 72347QAG PINNACLE FOODS FINANCE 8.2500 8.195
54595 12/08/10 289273 LOGAN CIRCLE 9/01/17 175,000.00 102.87 180,031.25 4,575.43
SALE 12/09/10 72347QAG PINNACLE FOODS FINANCE 8.2500 8.195
54595 12/14/10 289273 LOGAN CIRCLE 9/01/17 500,000.00 101.75 508,750.00 7,448.79
SALE 12/09/10 896356AD TRINIDAD DRILLING LTD 7.8750 8.002
54846 12/16/10 289273 LOGAN CIRCLE 1/15/19 130,000.00 101.00 131,300.00 2,280.20
SALE 12/03/10 91911XAN VALEANT PHARMACEUTICALS 6.8750 7.001
54572 12/08/10 289273 LOGAN CIRCLE 12/01/18 150,000.00 99.375 149,062.50 196.98
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 5,345,999.00 5,159,018.40 13,938.94
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 5,345,999.00 5,159,018.40 13,938.94
END OF REPORT FOR: LOGAN CIRCLE
S T A T E O F N E W J E R S E Y 5164
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
POST ADVISORY (5164) PAGE: 207
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 12/16/10 09776NAB BON-TON DEPT STORES 10.2500 9.551
51429 12/21/10 289273 POST ADVISORY 3/15/14 350,000.00 101.87 356,562.50
PUR 12/21/10 09776NAB BON-TON DEPT STORES 10.2500 9.549
51429 12/27/10 289273 POST ADVISORY 3/15/14 250,000.00 101.87 254,687.50
PUR 12/16/10 12502CAS CCH II LLC CCH II CAPITAL C 13.5000 9.435
54916 12/21/10 289273 POST ADVISORY 11/30/16 1,450,000.00 118.12 1,712,812.50
PUR 12/23/10 12612DAA CNG HOLDINGS INC 12.2500 9.482
52935 12/29/10 289273 POST ADVISORY 2/15/15 325,000.00 109.25 355,062.50
PUR 12/16/10 14055XAH CAPITAL SOURCE INC 12.7500 6.888
47867 12/21/10 289273 POST ADVISORY 7/15/14 350,000.00 118.25 413,875.00
PUR 12/15/10 29276KAL ENERGY XXI GULF COAST IN 16.0000 16.000
51875 12/15/10 289273 POST ADVISORY 6/15/14 11,629.00 100.00 11,629.00
PUR 12/16/10 41146AAA HARBINGER GROUP INC 10.6250 10.686
54308 12/21/10 289273 POST ADVISORY 11/15/15 325,000.00 99.750 324,187.50
PUR 12/17/10 45823VAF INTELSAT CORP 9.2500 7.397
54943 12/22/10 289273 POST ADVISORY 6/15/16 1,600,000.00 108.22 1,731,600.00
S T A T E O F N E W J E R S E Y 5164
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
POST ADVISORY (5164) -Cont. PAGE: 208
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/16/10 760943AK RES CARE INC 10.7500 10.747
54902 12/22/10 289273 POST ADVISORY 1/15/19 1,450,000.00 100.00 1,450,000.00
PUR 12/08/10 81180WAB SEAGATE HDD CAYMAN 7.7500 7.750
54841 12/14/10 289273 POST ADVISORY 12/15/18 1,800,000.00 100.00 1,800,000.00
PUR 12/16/10 868536AT SUPERVALUE INC 8.0000 9.013
54927 12/21/10 289273 POST ADVISORY 5/01/16 500,000.00 95.750 478,750.00
PUR 12/15/10 90264RAB UCI HOLDCO INC 9.7500 9.750
54302 12/15/10 289273 POST ADVISORY 12/15/13 19,656.00 100.00 19,656.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 8,431,285.00 8,908,822.50
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 8,431,285.00 8,908,822.50
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 12/01/10 04570VAA ASSOCIATED MATERIALS INC 9.1250 9.123
54207 12/06/10 289273 POST ADVISORY 11/01/17 500,000.00 102.62 513,125.00 13,125.00
SALE 12/16/10 29276KAL ENERGY XXI GULF COAST IN 16.0000 15.314
51875 12/16/10 289273 POST ADVISORY 6/15/14 1,174,618.00 111.07 1,304,718.69 108,921.94
S T A T E O F N E W J E R S E Y 5164
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
POST ADVISORY (5164) -Cont. PAGE: 209
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/02/10 37611VAA GIRAFFE ACQUISITION CORP 9.1250 9.124
54510 12/07/10 289273 POST ADVISORY 12/01/18 300,000.00 101.62 304,875.00 4,875.00
SALE 12/01/10 527298AM LEVEL 3 FINANCING 9.2500 11.573
50817 12/06/10 289273 POST ADVISORY 11/01/14 250,000.00 96.500 241,250.00 9,131.54
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 2,224,618.00 2,363,968.69 136,053.48
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 2,224,618.00 2,363,968.69 136,053.48
END OF REPORT FOR: POST ADVISORY
S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
PIMCO (5166) PAGE: 210
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 12/16/10 117777AA SYNIVERSE HOLDINGS INC 9.1250 8.664
54901 12/22/10 289273 PIMCO 1/15/19 8,000.00 102.62 8,210.00
PUR 12/16/10 117777AA SYNIVERSE HOLDINGS INC 9.1250 8.643
54901 12/22/10 289273 PIMCO 1/15/19 55,000.00 102.75 56,512.50
PUR 12/16/10 117777AA SYNIVERSE HOLDINGS INC 9.1250 8.600
54901 12/22/10 289273 PIMCO 1/15/19 16,000.00 103.00 16,480.00
PUR 12/16/10 117777AA SYNIVERSE HOLDINGS INC 9.1250 9.123
54901 12/22/10 289273 PIMCO 1/15/19 71,000.00 100.00 71,000.00
PUR 12/21/10 117777AA SYNIVERSE HOLDINGS INC 9.1250 8.685
54901 12/27/10 289273 PIMCO 1/15/19 100,000.00 102.50 102,500.00
PUR 12/06/10 120462AA BUMBLE BEE ACQUISITON CO 9.0000 9.000
54765 12/15/10 289273 PIMCO 12/15/17 200,000.00 100.00 200,000.00
PUR 12/07/10 120462AA BUMBLE BEE ACQUISITON CO 9.0000 8.471
54765 12/15/10 289273 PIMCO 12/15/17 30,000.00 102.75 30,825.00
PUR 12/07/10 120462AA BUMBLE BEE ACQUISITON CO 9.0000 8.448
54765 12/15/10 289273 PIMCO 12/15/17 20,000.00 102.87 20,575.00
S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
PIMCO (5166) -Cont. PAGE: 211
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/09/10 20605PAB CONCHO RESOURCES INC 7.0000 6.999
54830 12/14/10 289273 PIMCO 1/15/21 250,000.00 100.00 250,000.00
PUR 12/02/10 25380QAD DIGICEL GROUP LTD 8.2500 7.715
51378 12/07/10 289273 PIMCO 9/01/17 250,000.00 102.75 256,875.00
PUR 12/16/10 458204AJ INTELSAT BERMUDA 11.5000 9.391
51124 12/21/10 289273 PIMCO 2/04/17 250,000.00 109.62 274,062.50
PUR 12/15/10 552953AR MGM MIRAGE INC 6.6250 9.657
50357 12/20/10 289273 PIMCO 7/15/15 150,000.00 89.000 133,500.00
PUR 12/09/10 629855AQ NALCO CO 6.6250 6.624
54832 12/21/10 289273 PIMCO 1/15/19 300,000.00 100.00 300,000.00
PUR 12/10/10 67000XAG NOVELIS INC 8.3750 8.375
54850 12/17/10 289273 PIMCO 12/15/17 500,000.00 100.00 500,000.00
PUR 12/14/10 67000XAG NOVELIS INC 8.3750 7.903
54850 12/17/10 289273 PIMCO 12/15/17 250,000.00 102.50 256,250.00
PUR 12/10/10 67000XAH NOVELIS INC 8.7500 8.750
54852 12/17/10 289273 PIMCO 12/15/20 500,000.00 100.00 500,000.00
PUR 12/09/10 72147KAA PILGRIMS PRIDE CORP 7.8750 7.875
54833 12/14/10 289273 PIMCO 12/15/18 16,000.00 100.00 16,000.00
S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
PIMCO (5166) -Cont. PAGE: 212
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/09/10 72147KAA PILGRIMS PRIDE CORP 7.8750 7.896
54833 12/14/10 289273 PIMCO 12/15/18 23,000.00 99.875 22,971.25
PUR 12/09/10 72147KAA PILGRIMS PRIDE CORP 7.8750 8.000
54833 12/14/10 289273 PIMCO 12/15/18 211,000.00 99.271 209,461.81
PUR 12/22/10 72147KAA PILGRIMS PRIDE CORP 7.8750 7.982
54833 12/28/10 289273 PIMCO 12/15/18 250,000.00 99.375 248,437.50
PUR 12/06/10 75524DAN RBS GLOBAL & REXNORD COR 8.5000 7.645
53652 12/09/10 289273 PIMCO 5/01/18 300,000.00 104.75 314,250.00
PUR 12/01/10 893647AN TRANSDIGM INC 7.7500 7.750
54694 12/14/10 289273 PIMCO 12/15/18 500,000.00 100.00 500,000.00
PUR 12/03/10 893647AN TRANSDIGM INC 7.7500 7.644
54694 12/14/10 289273 PIMCO 12/15/18 250,000.00 100.62 251,562.50
PUR 12/15/10 914906AK UNIVISION COMMUNICATIONS 8.5000 8.683
54870 12/20/10 289273 PIMCO 5/15/21 250,000.00 98.750 246,875.00
PUR 12/23/10 914906AK UNIVISION COMMUNICATIONS 8.5000 8.352
54870 12/29/10 289273 PIMCO 5/15/21 250,000.00 101.00 252,500.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 5,000,000.00 5,038,848.06
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 5,000,000.00 5,038,848.06
S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
PIMCO (5166) -Cont. PAGE: 213
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 12/13/10 28336LBT EL PASO CORP 8.2500 8.990
45795 12/13/10 289273 PIMCO 2/15/16 55,000.00 114.50 62,975.00 9,641.18
SALE 12/16/10 28368EAA EL PASO ENERGY CORP 8.0500 10.223
47166 12/21/10 289273 PIMCO 10/15/30 100,000.00 103.00 103,000.00 21,331.70
SALE 12/16/10 35802QAB FRESENIUS MEDICAL CARE 7.8750 6.711
42044 12/21/10 289273 PIMCO 6/15/11 650,000.00 102.00 663,000.00 9,438.49
SALE 12/08/10 67000XAB NOVELIS INC 7.2500 8.598
50505 12/08/10 289273 PIMCO 2/15/15 600,000.00 100.25 601,500.00 29,549.55
SALE 12/20/10 708160BQ JC PENNEY CORP 7.9500 8.210
47033 12/23/10 289273 PIMCO 4/01/17 250,000.00 109.51 273,777.50 26,964.02
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 1,655,000.00 1,704,252.50 96,924.94
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 1,655,000.00 1,704,252.50 96,924.94
END OF REPORT FOR: PIMCO
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 12/01/10 THROUGH 12/31/10
NOMURA (5167) PAGE: 214
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 12/01/10 00130HBH AES CORPORATION 8.0000 7.156
41992 12/06/10 289273 NOMURA 10/15/17 75,000.00 104.50 78,375.00
PUR 12/01/10 00165AAC AMC ENTERTAINMENT 9.7500 9.749
54713 12/15/10 289273 NOMURA 12/01/20 625,000.00 100.00 625,000.00
PUR 12/01/10 00165AAC AMC ENTERTAINMENT 9.7500 9.532
54713 12/15/10 289273 NOMURA 12/01/20 125,000.00 101.37 126,718.75
PUR 12/01/10 00165AAC AMC ENTERTAINMENT 9.7500 9.551
54713 12/15/10 289273 NOMURA 12/01/20 50,000.00 101.25 50,625.00
PUR 12/02/10 00165AAC AMC ENTERTAINMENT 9.7500 9.474
54713 12/15/10 289273 NOMURA 12/01/20 25,000.00 101.75 25,437.50
PUR 12/02/10 00165AAC AMC ENTERTAINMENT 9.7500 9.493
54713 12/15/10 289273 NOMURA 12/01/20 50,000.00 101.62 50,812.50
PUR 12/02/10 00165AAC AMC ENTERTAINMENT 9.7500 9.474
54713 12/15/10 289273 NOMURA 12/01/20 50,000.00 101.75 50,875.00
PUR 12/03/10 00165AAC AMC ENTERTAINMENT 9.7500 9.474
54713 12/15/10 289273 NOMURA 12/01/20 125,000.00 101.75 127,187.50
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 12/01/10 THROUGH 12/31/10
NOMURA (5167) -Cont. PAGE: 215
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/06/10 00165AAC AMC ENTERTAINMENT 9.7500 9.415
54713 12/15/10 289273 NOMURA 12/01/20 125,000.00 102.12 127,656.25
PUR 12/06/10 02637VAA AMERICAN GEN INSTL CAP A 7.5700 7.652
54764 12/09/10 289273 NOMURA 12/01/45 100,000.00 99.000 99,000.00
PUR 12/15/10 047650AA ATKORE INTERNATIONAL INC 9.8750 9.874
54899 12/22/10 289273 NOMURA 1/01/18 475,000.00 100.00 475,000.00
PUR 12/01/10 107342AA BRESNAN BROADBAND HOLDINGS 8.0000 8.000
54716 12/14/10 289273 NOMURA 12/15/18 150,000.00 100.00 150,000.00
PUR 12/02/10 107342AA BRESNAN BROADBAND HOLDINGS 8.0000 7.619
54716 12/14/10 289273 NOMURA 12/15/18 75,000.00 102.25 76,687.50
PUR 12/16/10 117777AA SYNIVERSE HOLDINGS INC 9.1250 9.123
54917 12/22/10 289273 NOMURA 1/15/19 100,000.00 100.00 100,000.00
PUR 12/06/10 120462AA BUMBLE BEE ACQUISITON CO 9.0000 9.000
54779 12/15/10 289273 NOMURA 12/15/17 225,000.00 100.00 225,000.00
PUR 12/07/10 120462AA BUMBLE BEE ACQUISITON CO 9.0000 8.401
54779 12/15/10 289273 NOMURA 12/15/17 125,000.00 103.12 128,906.25
PUR 12/03/10 12513GAU CDW LLC/CDW FINANCE 8.0000 8.000
54762 12/17/10 289273 NOMURA 12/15/18 250,000.00 100.00 250,000.00
S T A T E O F N E W J E R S E Y 5167
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DURING THE PERIOD 12/01/10 THROUGH 12/31/10
NOMURA (5167) -Cont. PAGE: 216
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/10/10 12543DAF CHS CMNTY HEALTH SYS INC 8.8750 7.593
54848 12/15/10 289273 NOMURA 7/15/15 500,000.00 104.87 524,375.00
PUR 12/10/10 12543DAF CHS CMNTY HEALTH SYS INC 8.8750 7.593
54848 12/15/10 289273 NOMURA 7/15/15 500,000.00 104.87 524,375.00
PUR 12/01/10 131347BS CALPINE CORP 7.8750 7.537
52771 12/06/10 289273 NOMURA 7/31/20 75,000.00 102.25 76,687.50
PUR 12/06/10 17285TAD CITADEL BROADCASTING COR 7.7500 7.750
54780 12/10/10 289273 NOMURA 12/15/18 125,000.00 100.00 125,000.00
PUR 12/14/10 184502AV CLEAR CHANNEL COMMUNICATION 5.5000 12.914
54863 12/17/10 289273 NOMURA 9/15/14 125,000.00 78.500 98,125.00
PUR 12/02/10 18538TAA CLEARWIRE COMM/FINANCE 12.0000 10.631
49800 12/09/10 289273 NOMURA 12/01/15 225,000.00 105.18 236,659.50
PUR 12/02/10 18538TAD CLEARWIRE COMM/FINANCE 12.0000 11.998
54743 12/09/10 289273 NOMURA 12/01/17 550,000.00 100.00 550,000.00
PUR 12/09/10 20605PAB CONCHO RESOURCES INC 7.0000 6.999
54842 12/14/10 289273 NOMURA 1/15/21 225,000.00 100.00 225,000.00
PUR 12/03/10 237266AB DARLING INTERNATIONAL IN 8.5000 8.069
54760 12/17/10 289273 NOMURA 12/15/18 25,000.00 102.50 25,625.00
S T A T E O F N E W J E R S E Y 5167
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DURING THE PERIOD 12/01/10 THROUGH 12/31/10
NOMURA (5167) -Cont. PAGE: 217
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/03/10 237266AB DARLING INTERNATIONAL IN 8.5000 8.500
54760 12/17/10 289273 NOMURA 12/15/18 125,000.00 100.00 125,000.00
PUR 12/03/10 237266AB DARLING INTERNATIONAL IN 8.5000 7.901
54760 12/17/10 289273 NOMURA 12/15/18 25,000.00 103.50 25,875.00
PUR 12/03/10 237266AB DARLING INTERNATIONAL IN 8.5000 7.985
54760 12/17/10 289273 NOMURA 12/15/18 25,000.00 103.00 25,750.00
PUR 12/08/10 237266AB DARLING INTERNATIONAL IN 8.5000 7.891
54760 12/17/10 289273 NOMURA 12/15/18 75,000.00 103.56 77,671.88
PUR 12/09/10 242370AB DEAN FOODS CO 9.7500 9.750
54843 12/16/10 289273 NOMURA 12/15/18 225,000.00 100.00 225,000.00
PUR 12/02/10 25380QAD DIGICEL GROUP LTD 8.2500 7.715
54718 12/07/10 289273 NOMURA 9/01/17 100,000.00 102.75 102,750.00
PUR 12/03/10 29276KAM ENERGY XXI GULF COAST IN 9.2500 9.250
54763 12/17/10 289273 NOMURA 12/15/17 325,000.00 100.00 325,000.00
PUR 12/07/10 302203AA EXPRO FINANCE LUXEMBOURG 8.5000 9.048
54626 12/10/10 289273 NOMURA 12/15/16 175,000.00 97.500 170,625.00
PUR 12/10/10 30251GAC FMG RESOURCES AUG 2006 6.8750 6.870
54849 12/15/10 289273 NOMURA 2/01/18 325,000.00 100.00 325,000.00
S T A T E O F N E W J E R S E Y 5167
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NOMURA (5167) -Cont. PAGE: 218
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/13/10 319963AP FIRST DATA CORP 9.8750 11.827
44687 12/16/10 289273 NOMURA 9/24/15 75,000.00 93.000 69,750.00
PUR 12/13/10 319963AT FIRST DATA CORP 10.5500 12.681
48980 12/16/10 289273 NOMURA 9/24/15 175,000.00 92.500 161,875.00
PUR 12/13/10 319963AV FIRST DATA CORP 11.2500 15.880
51626 12/16/10 289273 NOMURA 3/31/16 50,000.00 83.750 41,875.00
PUR 12/13/10 319963AV FIRST DATA CORP 11.2500 16.122
51626 12/16/10 289273 NOMURA 3/31/16 50,000.00 83.000 41,500.00
PUR 12/14/10 319963AV FIRST DATA CORP 11.2500 15.801
51626 12/17/10 289273 NOMURA 3/31/16 175,000.00 84.000 147,000.00
PUR 12/01/10 35687MAU FREESCALE SEMICONDUCTOR 10.7500 10.745
54673 12/06/10 289273 NOMURA 8/01/20 75,000.00 100.00 75,000.00
PUR 12/13/10 35687MAU FREESCALE SEMICONDUCTOR 10.7500 9.987
54673 12/16/10 289273 NOMURA 8/01/20 300,000.00 104.62 313,875.00
PUR 12/01/10 37244DAA GENON ESCROW CORP 9.5000 10.105
54672 12/06/10 289273 NOMURA 10/15/18 100,000.00 96.750 96,750.00
PUR 12/06/10 37244DAD GENON ESCROW CORP 9.8750 10.074
53806 12/09/10 289273 NOMURA 10/15/20 75,000.00 98.750 74,062.50
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 12/01/10 THROUGH 12/31/10
NOMURA (5167) -Cont. PAGE: 219
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/07/10 413627BM HARRAHS OPERATING CO INC 10.0000 12.188
50602 12/10/10 289273 NOMURA 12/15/18 100,000.00 89.000 89,000.00
PUR 12/20/10 421924BH HEALTHSOUTH CORP 7.2500 6.890
54944 12/23/10 289273 NOMURA 10/01/18 220,000.00 102.12 224,675.00
PUR 12/02/10 427093AB HERCULES OFFSHORE LLC 10.5000 15.163
54717 12/07/10 289273 NOMURA 10/15/17 100,000.00 80.500 80,500.00
PUR 12/02/10 459745GF INTERNATIONAL LEASE FIN COR 8.2500 8.375
54746 12/07/10 289273 NOMURA 12/15/20 375,000.00 99.160 371,850.00
PUR 12/02/10 62875FAA NAI ENTER HOLDINGS LLC 8.2500 8.250
54744 12/10/10 289273 NOMURA 12/15/17 125,000.00 100.00 125,000.00
PUR 12/10/10 67000XAG NOVELIS INC 8.3750 8.375
54851 12/17/10 289273 NOMURA 12/15/17 525,000.00 100.00 525,000.00
PUR 12/10/10 67000XAH NOVELIS INC 8.7500 8.750
54853 12/17/10 289273 NOMURA 12/15/20 400,000.00 100.00 400,000.00
PUR 12/07/10 67090FAD NUVEEN INVESTMENTS INC 10.5000 10.037
50168 12/10/10 289273 NOMURA 11/15/15 25,000.00 101.75 25,437.50
PUR 12/07/10 67090FAD NUVEEN INVESTMENTS INC 10.5000 10.167
50168 12/10/10 289273 NOMURA 11/15/15 75,000.00 101.25 75,937.50
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 12/01/10 THROUGH 12/31/10
NOMURA (5167) -Cont. PAGE: 220
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/07/10 67090FAD NUVEEN INVESTMENTS INC 10.5000 10.102
50168 12/10/10 289273 NOMURA 11/15/15 50,000.00 101.50 50,750.00
PUR 12/01/10 745310AA PUGET ENERGY INC 6.5000 6.500
54715 12/06/10 289273 NOMURA 12/15/20 175,000.00 99.997 174,994.75
PUR 12/16/10 760943AK RES CARE INC 10.7500 10.747
54918 12/22/10 289273 NOMURA 1/15/19 350,000.00 100.00 350,000.00
PUR 12/07/10 85375CAY STANDARD PACIFIC CORP 8.3750 7.964
54827 12/22/10 289273 NOMURA 5/15/18 225,000.00 102.25 230,062.50
PUR 12/07/10 85375CBA STANDARD PACIFIC CORP 8.3750 8.500
54828 12/22/10 289273 NOMURA 1/15/21 175,000.00 99.154 173,519.50
PUR 12/09/10 880349AP TENNECO INC 6.8750 6.875
54845 12/23/10 289273 NOMURA 12/15/20 225,000.00 100.00 225,000.00
PUR 12/02/10 893647AN TRANSDIGM INC 7.7500 7.623
54745 12/14/10 289273 NOMURA 12/15/18 100,000.00 100.75 100,750.00
PUR 12/02/10 893647AN TRANSDIGM INC 7.7500 7.623
54745 12/14/10 289273 NOMURA 12/15/18 150,000.00 100.75 151,125.00
PUR 12/09/10 896356AD TRINIDAD DRILLING LTD 7.8750 8.002
54847 12/16/10 289273 NOMURA 1/15/19 175,000.00 99.246 173,680.50
S T A T E O F N E W J E R S E Y 5167
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DURING THE PERIOD 12/01/10 THROUGH 12/31/10
NOMURA (5167) -Cont. PAGE: 221
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 12/01/10 91911XAM VALEANT PHARMACEUTICALS 7.0000 7.070
53798 12/06/10 289273 NOMURA 10/01/20 100,000.00 99.500 99,500.00
PUR 12/01/10 98375YAZ XM SATELLITE RADIO INC 7.6250 7.432
54288 12/06/10 289273 NOMURA 11/01/18 50,000.00 101.12 50,562.50
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 11,295,000.00 11,274,832.38
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 11,295,000.00 11,274,832.38
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 12/13/10 009127AA AMGH MERGER SUB 9.2500 9.249
54256 12/16/10 289273 NOMURA 11/01/18 150,000.00 105.00 157,500.00 7,500.00
SALE 12/07/10 02005NAC ALLY FINANCIAL INC 6.2500 6.500
54456 12/10/10 289273 NOMURA 12/01/17 125,000.00 98.500 123,125.00 -140.76
SALE 12/01/10 02406PAF AMERICAN AXLE 7.8750 9.509
52194 12/06/10 289273 NOMURA 3/01/17 375,000.00 100.00 375,000.00 28,421.27
SALE 12/14/10 026874BE AMERICAN INTL GROUP 6.2500 9.440
48260 12/17/10 289273 NOMURA 3/15/37 100,000.00 87.000 87,000.00 17,808.33
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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NOMURA (5167) -Cont. PAGE: 222
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/14/10 026874BE AMERICAN INTL GROUP 6.2500 9.440
48260 12/17/10 289273 NOMURA 3/15/37 100,000.00 87.000 87,000.00 17,808.33
SALE 12/01/10 029263AA AMERICAN REPROGRAPHICS C 10.5000 10.842
54634 12/06/10 289273 NOMURA 12/15/16 75,000.00 102.25 76,687.50 2,804.59
SALE 12/14/10 029263AA AMERICAN REPROGRAPHICS C 10.5000 10.842
54634 12/17/10 289273 NOMURA 12/15/16 250,000.00 105.00 262,500.00 16,197.35
SALE 12/14/10 103304BE BOYD GAMING CORPORATION 9.1250 9.123
54260 12/17/10 289273 NOMURA 12/01/18 275,000.00 98.000 269,500.00 -5,500.00
SALE 12/03/10 125581FX CIT GROUP INC 7.0000 7.917
51806 12/08/10 289273 NOMURA 5/01/17 75,000.00 99.000 74,250.00 2,680.46
SALE 12/06/10 125581FX CIT GROUP INC 7.0000 7.917
51806 12/09/10 289273 NOMURA 5/01/17 75,000.00 99.250 74,437.50 2,866.84
SALE 12/03/10 18538AAA CLEARWIRE COMM/FINANCE 12.0000 11.946
51908 12/08/10 289273 NOMURA 12/01/15 100,000.00 108.25 108,250.00 8,058.36
SALE 12/03/10 18538AAA CLEARWIRE COMM/FINANCE 12.0000 11.946
51908 12/08/10 289273 NOMURA 12/01/15 50,000.00 108.50 54,250.00 4,154.18
SALE 12/10/10 20605PAB CONCHO RESOURCES INC 7.0000 6.999
54842 12/15/10 289273 NOMURA 1/15/21 50,000.00 102.00 51,000.00 1,000.00
S T A T E O F N E W J E R S E Y 5167
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NOMURA (5167) -Cont. PAGE: 223
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/10/10 20605PAB CONCHO RESOURCES INC 7.0000 6.999
54842 12/15/10 289273 NOMURA 1/15/21 50,000.00 101.87 50,937.50 937.50
SALE 12/10/10 20605PAB CONCHO RESOURCES INC 7.0000 6.999
54842 12/15/10 289273 NOMURA 1/15/21 25,000.00 102.00 25,500.00 500.00
SALE 12/10/10 20605PAB CONCHO RESOURCES INC 7.0000 6.999
54842 12/15/10 289273 NOMURA 1/15/21 25,000.00 102.00 25,500.00 500.00
SALE 12/10/10 20605PAB CONCHO RESOURCES INC 7.0000 6.999
54842 12/15/10 289273 NOMURA 1/15/21 75,000.00 102.00 76,500.00 1,500.00
SALE 12/03/10 212015AE CONTINENTAL RESOURCES 7.1250 6.952
53559 12/08/10 289273 NOMURA 4/01/21 125,000.00 106.00 132,500.00 5,945.27
SALE 12/01/10 265516AA DUNKIN FINANCE CORP 9.6250 9.788
54454 12/06/10 289273 NOMURA 12/01/18 300,000.00 100.75 302,250.00 4,927.30
SALE 12/02/10 265516AA DUNKIN FINANCE CORP 9.6250 9.788
54454 12/07/10 289273 NOMURA 12/01/18 75,000.00 101.12 75,843.75 1,513.37
SALE 12/03/10 265516AA DUNKIN FINANCE CORP 9.6250 9.788
54454 12/08/10 289273 NOMURA 12/01/18 125,000.00 101.37 126,718.75 2,835.26
SALE 12/13/10 28336LBT EL PASO CORP 8.2500 10.263
45173 12/13/10 289273 NOMURA 2/15/16 145,000.00 114.50 166,025.00 32,548.74
S T A T E O F N E W J E R S E Y 5167
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NOMURA (5167) -Cont. PAGE: 224
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/15/10 29264FAC ENDO PHARMACEUT HLDGS IN 7.0000 7.125
54570 12/20/10 289273 NOMURA 12/15/20 125,000.00 102.25 127,812.50 3,919.34
SALE 12/14/10 297425AG ESTERLINE TECHNOLOGIES C 7.0000 7.000
52876 12/17/10 289273 NOMURA 8/01/20 150,000.00 104.00 156,000.00 6,000.00
SALE 12/13/10 30251GAC FMG RESOURCES AUG 2006 6.8750 6.870
54849 12/16/10 289273 NOMURA 2/01/18 75,000.00 99.375 74,531.25 -468.75
SALE 12/14/10 30251GAC FMG RESOURCES AUG 2006 6.8750 6.870
54849 12/17/10 289273 NOMURA 2/01/18 250,000.00 99.625 249,062.50 -937.50
SALE 12/20/10 319963AV FIRST DATA CORP 11.2500 16.740
51626 12/23/10 289273 NOMURA 3/31/16 25,000.00 84.750 21,187.50 895.06
SALE 12/22/10 319963AY FIRST DATA CORPORATION 8.2500 10.876
54989 12/22/10 289273 NOMURA 1/15/21 106.00 100.28 106.30 17.12
SALE 12/22/10 319963AY FIRST DATA CORPORATION 8.2500 9.566
54989 12/22/10 289273 NOMURA 1/15/21 200.00 100.05 200.10 16.89
SALE 12/22/10 319963AZ FIRST DATA CORPORATION 8.7500 11.171
54988 12/22/10 289273 NOMURA 1/15/22 893.00 100.07 893.69 136.45
SALE 12/22/10 319963AZ FIRST DATA CORPORATION 8.7500 9.905
54988 12/22/10 289273 NOMURA 1/15/22 299.00 100.29 299.89 23.82
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
NOMURA (5167) -Cont. PAGE: 225
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/22/10 319963BA FIRST DATA CORPORATION 12.6250 16.385
54987 12/22/10 289273 NOMURA 1/15/21 500.00 100.00 500.00 91.35
SALE 12/22/10 370290AF GENERAL MARITIME CORP 12.0000 11.635
52898 12/28/10 289273 NOMURA 11/15/17 325,000.00 96.375 313,218.75 -17,189.41
SALE 12/07/10 37611VAA GIRAFFE ACQUISITION CORP 9.1250 8.982
54568 12/10/10 289273 NOMURA 12/01/18 125,000.00 102.87 128,593.75 2,598.32
SALE 12/07/10 37611VAA GIRAFFE ACQUISITION CORP 9.1250 8.982
54568 12/10/10 289273 NOMURA 12/01/18 50,000.00 102.50 51,250.00 851.83
SALE 12/03/10 44107TAJ HOST HOTELS + RESORTS 6.0000 5.966
54161 12/08/10 289273 NOMURA 11/01/20 75,000.00 98.750 74,062.50 -1,120.10
SALE 12/07/10 44107TAJ HOST HOTELS + RESORTS 6.0000 5.966
54161 12/10/10 289273 NOMURA 11/01/20 375,000.00 99.125 371,718.75 -4,192.79
SALE 12/07/10 44107TAJ HOST HOTELS + RESORTS 6.0000 5.966
54161 12/10/10 289273 NOMURA 11/01/20 175,000.00 99.125 173,468.75 -1,956.64
SALE 12/03/10 459745GF INTERNATIONAL LEASE FIN COR 8.2500 8.375
54746 12/08/10 289273 NOMURA 12/15/20 50,000.00 101.00 50,500.00 919.71
SALE 12/08/10 466313AF JABIL CIRCUIT INC 5.6250 5.624
54275 12/13/10 289273 NOMURA 12/15/20 100,000.00 96.750 96,750.00 -3,250.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
NOMURA (5167) -Cont. PAGE: 226
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/08/10 466313AF JABIL CIRCUIT INC 5.6250 5.624
54275 12/13/10 289273 NOMURA 12/15/20 75,000.00 97.000 72,750.00 -2,250.00
SALE 12/09/10 471109AB JARDEN CORP 7.5000 9.251
42905 12/14/10 289273 NOMURA 5/01/17 220,000.00 106.00 233,200.00 31,492.98
SALE 12/07/10 591709AL METROPCS WIRELESS INC 6.6250 6.634
54307 12/10/10 289273 NOMURA 11/15/20 125,000.00 97.000 121,250.00 -3,659.79
SALE 12/07/10 591709AL METROPCS WIRELESS INC 6.6250 6.634
54307 12/10/10 289273 NOMURA 11/15/20 75,000.00 97.250 72,937.50 -2,008.37
SALE 12/07/10 591709AL METROPCS WIRELESS INC 6.6250 6.634
54307 12/10/10 289273 NOMURA 11/15/20 75,000.00 97.500 73,125.00 -1,820.87
SALE 12/09/10 651290AK NEWFIELD EXPLORATION CO 7.1250 7.450
45716 12/14/10 289273 NOMURA 5/15/18 150,000.00 105.25 157,875.00 10,628.83
SALE 12/08/10 67000XAB NOVELIS INC 7.2500 20.140
45245 12/08/10 289273 NOMURA 2/15/15 500,000.00 100.25 501,250.00 178,148.68
SALE 12/08/10 681936AW OMEGA HLTHCARE INVESTORS 6.7500 6.875
53807 12/13/10 289273 NOMURA 10/15/22 100,000.00 100.00 100,000.00 1,014.62
SALE 12/08/10 681936AW OMEGA HLTHCARE INVESTORS 6.7500 6.875
53807 12/13/10 289273 NOMURA 10/15/22 75,000.00 100.25 75,187.50 948.47
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
NOMURA (5167) -Cont. PAGE: 227
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/10/10 75079RAA RAIN CII CARBON LLC/CII 8.0000 8.000
54635 12/15/10 289273 NOMURA 12/01/18 150,000.00 103.25 154,875.00 4,875.00
SALE 12/01/10 75605EAT REALOGY CORP 10.5000 62.581
45253 12/06/10 289273 NOMURA 4/15/14 25,000.00 91.000 22,750.00 15,248.70
SALE 12/08/10 76009NAF RENT A CENTER INCORPORATED 6.6250 6.538
54285 12/13/10 289273 NOMURA 11/15/20 125,000.00 99.500 124,375.00 -1,398.14
SALE 12/08/10 76009NAF RENT A CENTER INCORPORATED 6.6250 6.538
54285 12/13/10 289273 NOMURA 11/15/20 50,000.00 99.500 49,750.00 -559.25
SALE 12/08/10 76009NAF RENT A CENTER INCORPORATED 6.6250 6.538
54285 12/13/10 289273 NOMURA 11/15/20 125,000.00 99.750 124,687.50 -1,085.64
SALE 12/07/10 852061AF SPRINT NEXTEL CORP 8.3750 7.325
54630 12/10/10 289273 NOMURA 8/15/17 225,000.00 108.00 243,000.00 5,732.78
SALE 12/06/10 85375CAT STANDARD PACIFIC CORPORATIO 7.0000 14.011
42598 12/06/10 289273 NOMURA 8/15/15 475,000.00 102.50 486,875.00 123,775.81
SALE 12/08/10 85375CAW STANDARD PACIFIC CORPORATIO 10.7500 11.777
50540 12/13/10 289273 NOMURA 9/15/16 525,000.00 115.12 604,406.25 101,698.34
SALE 12/09/10 880349AM TENNECO INC 7.7500 7.749
52919 12/14/10 289273 NOMURA 8/15/18 125,000.00 106.00 132,500.00 7,500.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
NOMURA (5167) -Cont. PAGE: 228
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 12/14/10 880349AP TENNECO INC 6.8750 6.875
54845 12/23/10 289273 NOMURA 12/15/20 225,000.00 101.25 227,812.50 2,812.50
SALE 12/13/10 893647AJ TRANSDIGM INC 7.7500 8.017
42019 12/13/10 289273 NOMURA 7/15/14 250,000.00 101.20 253,000.00 5,073.63
SALE 12/13/10 893647AM TRANSDIGM INC 7.7500 8.611
52703 12/13/10 289273 NOMURA 7/15/14 125,000.00 101.20 126,500.00 4,778.28
SALE 12/07/10 893647AN TRANSDIGM INC 7.7500 7.623
54745 12/14/10 289273 NOMURA 12/15/18 150,000.00 101.75 152,625.00 1,500.00
SALE 12/07/10 893647AN TRANSDIGM INC 7.7500 7.623
54745 12/14/10 289273 NOMURA 12/15/18 100,000.00 101.75 101,750.00 1,000.00
SALE 12/01/10 92531XAF VERSO PAPER HOLDINGS 11.3750 14.584
42306 12/06/10 289273 NOMURA 8/01/16 125,000.00 99.000 123,750.00 13,896.30
SALE 12/03/10 92531XAF VERSO PAPER HOLDINGS 11.3750 14.584
42306 12/08/10 289273 NOMURA 8/01/16 125,000.00 99.250 124,062.50 14,197.99
SALE 12/09/10 92531XAF VERSO PAPER HOLDINGS 11.3750 14.584
42306 12/14/10 289273 NOMURA 8/01/16 175,000.00 100.50 175,875.00 22,018.67
SALE 12/08/10 966387AF WHITING PETROLEUM CORP 6.5000 6.500
53812 12/13/10 289273 NOMURA 10/01/18 200,000.00 101.00 202,000.00 2,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 9,341,998.00 9,510,599.98 676,780.61
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 9,341,998.00 9,510,599.98 676,780.61
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
NOMURA (5167) -Cont. PAGE: 229
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
END OF REPORT FOR: NOMURA
S T A T E O F N E W J E R S E Y 5168
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 12/01/10 THROUGH 12/31/10
ALTERNATIVE INVESTMENTS COMMON B (5168) PAGE: 230
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 12/08/10 99MSCZAM OCH-ZIFF CAPITAL
51468 12/08/10 ALTERNATIVE INV CAPITAL CAL 16,569,558.00 1.000 16,569,558.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 16,569,558.00 16,569,558.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 16,569,558.00 16,569,558.00
END OF REPORT FOR: ALTERNATIVE INVESTMENTS COMMON B