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 2/01/10 THROUGH 2/28/10
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
SALES OF STOCK AND OTHER EQUITIES
SALE 2/11/10 18987310 COACHMEN INDUSTRIES, INC. .04
06158 2/17/10 423436 INSTINET (PORTAL) 2,000.00 1.390 10.00 2,769.96 -34,580.04
SALE 2/11/10 20590830 COMPUTER HORIZONS CORP. .01
44917 2/17/10 423436 INSTINET (PORTAL) 2,000.00 .090 10.00 169.99 -78,390.01
SALE 2/11/10 30556010 FAIRPOINT COMMUNICATIONS IN .01
40657 2/17/10 423436 INSTINET (PORTAL) 1,885.00 .030 9.43 47.68 -15,394.61
SALE 2/25/10 35351510 FRANKLIN ELECTRONIC PUBLISH
16697 2/26/10 423420 TENDERED 20,000.00 2.500 50,000.00 -80,610.88
SALE 2/11/10 75954320 REMEC, INC. .05
30839 2/17/10 423436 INSTINET (PORTAL) 3,568.00 .886 17.84 3,143.36 -34,661.64
SALE 2/11/10 98156L30 WORLDGATE COMMUNICATIONS, I .26
14271 2/17/10 423436 INSTINET (PORTAL) 40,000.00 .510 200.00 20,199.74 -221,964.02
SUBTOTAL STOCK SALES: 69,453.00 .37 76,330.73 -465,601.20
247.27
TOTAL FUND SALES: 69,453.00 .37 76,330.73 -465,601.20
247.27
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 2/01/10 THROUGH 2/28/10
DCP SMALL CAP. (EQUITY) (4302) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 2/09/10 10969910 BRINKS HOME SECURITY HOLDIN 7.77
43700 2/12/10 423429 BMO CAPITAL MARKETS/EXECUTI 15,000.00 40.749 150.00 611,071.23 465,491.77
SALE 2/09/10 16389310 CHEMTURA CORP. 1.24
31171 2/12/10 423429 INSTINET (PORTAL) 72,232.00 1.348 505.62 96,876.32 -743,779.68
SALE 2/09/10 20590830 COMPUTER HORIZONS CORP. .13
44916 2/12/10 423429 INSTINET (PORTAL) 90,000.00 .106 450.00 9,071.87 -416,504.07
SALE 2/11/10 20590830 COMPUTER HORIZONS CORP. .07
44916 2/17/10 423435 INSTINET (PORTAL) 60,000.00 .090 300.00 5,099.93 -278,617.36
SALE 2/09/10 29742510 ESTERLINE TECHNOLOGIES CORP 2.48
23376 2/12/10 423429 BMO CAPITAL MARKETS/EXECUTI 5,000.00 38.932 50.00 194,609.52 106,827.57
SALE 2/09/10 48836010 KEMET CORP. .25
17387 2/12/10 423429 INSTINET (PORTAL) 12,500.00 1.546 87.50 19,237.25 -309,044.00
SALE 2/09/10 82705710 SILICON STORAGE TECHNOLOGY, .55
18792 2/12/10 423429 INSTINET (PORTAL) 15,000.00 2.840 105.00 42,494.45 -154,068.55
SALE 2/09/10 G2554F10 COVIDIEN PLC 1.48
47189 2/12/10 423429 BMO CAPITAL MARKETS/EXECUTI 2,346.00 49.620 23.46 116,383.58 54,075.78
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 272,078.00 13.97 1,094,844.15 -1,275,618.54
1,671.58
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 272,078.00 13.97 1,094,844.15 -1,275,618.54
1,671.58
END OF REPORT FOR: DCP SMALL CAP. (EQUITY)
S T A T E O F N E W J E R S E Y 4305
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 2/01/10 THROUGH 2/28/10
DCP FIXED INCOME (4305) 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 FIXED INCOME SECURITIES
--------------------------------
SALE 2/09/10 36962G3K GENERAL ELECTRIC CAP CORP M 5.2500 4.588
41157 2/16/10 288625 CANTOR FITZGERALD SECURITIE 10/19/12 2,000,000.00 106.40 2,128,180.00 95,338.67
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 2,000,000.00 2,128,180.00 95,338.67
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 2,000,000.00 2,128,180.00 95,338.67
END OF REPORT FOR: DCP FIXED INCOME
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 2/01/10 THROUGH 2/28/10
N.J. BEST - POOLED EQUITY FD (4340) PAGE: 4
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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 2/22/10 00171210 AMICS INC
50844 2/25/10 423459 MERRIMAN/OTC 90,000.00 5.861 900.00 528,399.00
PUR 2/22/10 00171210 AMICS INC
50844 2/25/10 423459 MERRIMAN/OTC 10,000.00 5.800 100.00 58,100.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 5.855 586,499.00
1,000.00
PUR 1/28/10 00282410 ABBOTT LABS
49973 2/02/10 423392 DEUTSCHE BANK AG (DOMESTIC) 6,000.00 54.160 180.00 325,140.00
PUR 2/01/10 00507V10 ACTIVISION BLIZZARD INC
50386 2/04/10 423400 CREDIT SUISSE SEC (USA) LLC 2,000.00 10.080 60.00 20,220.00
PUR 1/29/10 00817Y10 AETNA INC
50645 2/03/10 423396 COWEN AND CO., LLC 20,000.00 30.114 800.00 603,086.00
PUR 2/01/10 00817Y10 AETNA INC
50645 2/04/10 423400 OPPENHEIMER & CO., INC 2,000.00 29.562 60.00 59,184.00
PUR 2/01/10 00817Y10 AETNA INC
50645 2/04/10 423400 OPPENHEIMER & CO., INC 4,000.00 29.315 120.00 117,381.20
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 6,000.00 29.398 176,565.20
180.00
PUR 2/02/10 00817Y10 AETNA INC
50645 2/05/10 423404 OPPENHEIMER & CO., INC 1,000.00 29.919 30.00 29,949.00
PUR 2/16/10 00817Y10 AETNA INC
50645 2/19/10 423443 ELECTRONIC BROKERAGE SYSTEM 2,000.00 28.543 10.00 57,096.00
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 2/01/10 THROUGH 2/28/10
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 2/16/10 00817Y10 AETNA INC
50645 2/19/10 423443 ELECTRONIC BROKERAGE SYSTEM 1,000.00 29.000 5.00 29,005.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 3,000.00 28.695 86,101.00
15.00
PUR 2/01/10 00949P10 AIRTRAN HOLDINGS INC
50423 2/04/10 423400 OPPENHEIMER & CO., INC 6,000.00 4.886 180.00 29,493.00
PUR 2/02/10 00949P10 AIRTRAN HOLDINGS INC
50423 2/05/10 423404 OPPENHEIMER & CO., INC 10,000.00 4.910 300.00 49,404.00
PUR 2/01/10 02313510 AMAZON.COM INC
50572 2/04/10 423400 UBS WARBURG LLC 3,000.00 115.68 90.00 347,149.50
PUR 1/28/10 03265410 ANALOG DEVICES
50619 2/02/10 423392 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 27.033 600.00 541,268.00
PUR 1/29/10 04289L10 ART TECHNOLOGY GROUP INC
50643 2/03/10 423396 INSTINET/SOFT-FACTSET 50,000.00 4.460 2,500.00 225,505.00
PUR 2/02/10 04289L10 ART TECHNOLOGY GROUP INC
50643 2/05/10 423404 CREDIT SUISSE SEC (AES) 10,000.00 4.116 100.00 41,263.00
PUR 2/05/10 04289L10 ART TECHNOLOGY GROUP INC
50643 2/10/10 423415 DEUTSCHE BANK AG (DOMESTIC) 100,000.00 3.500 350,000.00
PUR 2/08/10 04289L10 ART TECHNOLOGY GROUP INC
50643 2/11/10 423423 CREDIT SUISSE SEC (AES) 1,000.00 3.906 10.00 3,916.00
PUR 2/09/10 04289L10 ART TECHNOLOGY GROUP INC
50643 2/12/10 423427 CREDIT SUISSE SEC (AES) 1,000.00 3.724 10.00 3,733.50
PUR 2/17/10 04951310 ATMEL CORP.
44327 2/22/10 423447 CREDIT SUISSE SEC (AES) 10,000.00 4.788 100.00 47,981.00
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 2/01/10 THROUGH 2/28/10
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 2/16/10 05714910 BAKER (MICHAEL) CORP
37926 2/19/10 423443 ELECTRONIC BROKERAGE SYSTEM 1,000.00 35.170 5.00 35,175.00
PUR 2/23/10 11162130 BROCADE COMMUNICATIONS SY
50867 2/26/10 423463 INSTINET (PORTAL) 100,000.00 5.754 700.00 576,100.00
PUR 2/23/10 11162130 BROCADE COMMUNICATIONS SY
50867 2/26/10 423463 ITG (CHANNEL) 20,000.00 5.645 200.00 113,100.00
PUR 2/16/10 11776U30 BSQUARE CORP
48982 2/19/10 423443 INSTINET (PORTAL) 5,000.00 2.373 35.00 11,899.00
PUR 1/28/10 12526910 CF INDUSTRIES HOLDINGS INC
49564 2/02/10 423392 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 96.080 30.00 96,110.00
PUR 2/05/10 12665010 CVS CORP
49562 2/10/10 423418 ELECTRONIC BROKERAGE SYSTEM 4,000.00 31.000 20.00 124,020.00
PUR 2/01/10 15678210 CERNER CORP
49590 2/04/10 423400 CREDIT SUISSE SEC (USA) LLC 2,000.00 75.453 60.00 150,965.60
PUR 2/16/10 16516710 CHESAPEAKE ENERGY CORP.
41851 2/19/10 423443 ELECTRONIC BROKERAGE SYSTEM 4,000.00 25.860 20.00 103,460.00
PUR 1/28/10 17243V10 CINEMARK HOLDINGS INC
50303 2/02/10 423392 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 14.315 300.00 143,453.00
PUR 1/27/10 18538Q10 CLEARWIRE CORP CL-A
49696 2/01/10 423388 INSTINET/SOFT-FACTSET 4,000.00 6.771 200.00 27,285.60
PUR 1/28/10 18538Q10 CLEARWIRE CORP CL-A
49696 2/02/10 423392 INSTINET/SOFT-FACTSET 4,000.00 6.703 200.00 27,013.20
PUR 1/29/10 18538Q10 CLEARWIRE CORP CL-A
49696 2/03/10 423396 INSTINET/SOFT-FACTSET 4,000.00 6.813 200.00 27,450.00
PUR 2/01/10 18538Q10 CLEARWIRE CORP CL-A
49696 2/04/10 423400 CREDIT SUISSE SEC (USA) LLC 4,000.00 6.571 120.00 26,403.20
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 2/01/10 THROUGH 2/28/10
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 2/01/10 18911Q10 CLOUD PEAK ENERGY INC
49782 2/04/10 423400 OPPENHEIMER & CO., INC 4,000.00 13.836 160.00 55,502.40
PUR 2/02/10 18911Q10 CLOUD PEAK ENERGY INC
49782 2/05/10 423404 OPPENHEIMER & CO., INC 2,000.00 13.774 60.00 27,607.00
PUR 1/28/10 20586240 COMVERSE TECHNOLOGY INC
50584 2/02/10 423392 INSTINET/SOFT-FACTSET 10,000.00 9.473 500.00 95,228.00
PUR 1/29/10 20586240 COMVERSE TECHNOLOGY INC
50584 2/03/10 423396 INSTINET/SOFT-FACTSET 2,000.00 9.300 100.00 18,700.00
PUR 2/05/10 20586240 COMVERSE TECHNOLOGY INC
50584 2/10/10 423418 INSTINET (PORTAL) 5,000.00 8.930 35.00 44,685.00
PUR 2/08/10 20586240 COMVERSE TECHNOLOGY INC
50584 2/11/10 423423 INSTINET (PORTAL) 1,000.00 9.710 7.00 9,717.00
PUR 2/12/10 25468710 WALT DISNEY CO
50280 2/18/10 423439 ELECTRONIC BROKERAGE SYSTEM 2,000.00 30.010 10.00 60,030.00
PUR 2/12/10 25468710 WALT DISNEY CO
50280 2/18/10 423439 ELECTRONIC BROKERAGE SYSTEM 2,000.00 29.950 10.00 59,909.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 29.980 119,939.00
20.00
PUR 2/22/10 25470M10 DISH NETWORKS
48225 2/25/10 423459 ITG (CHANNEL) 1,000.00 19.616 10.00 19,626.00
PUR 2/01/10 28571610 ELECTRONIC GAME CARD INC
50200 2/04/10 423400 INSTINET (DOMESTIC) 20,000.00 .940 100.00 18,890.00
PUR 1/29/10 29362U10 ENTERGRIS INC
49651 2/03/10 423396 INSTINET/SOFT-FACTSET 14,000.00 3.911 700.00 55,459.60
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 2/01/10 THROUGH 2/28/10
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 2/05/10 29362U10 ENTERGRIS INC
49651 2/10/10 423418 CREDIT SUISSE SEC (AES) 50,000.00 4.170 500.00 208,980.00
PUR 2/08/10 29362U10 ENTERGRIS INC
49651 2/11/10 423423 CREDIT SUISSE SEC (AES) 4,000.00 4.288 40.00 17,191.20
PUR 1/27/10 30161N10 EXELON CORP
50595 2/01/10 423388 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 46.444 300.00 464,735.00
PUR 1/28/10 30161N10 EXELON CORP
50595 2/02/10 423392 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 46.600 60.00 93,260.00
PUR 2/11/10 30161N10 EXELON CORP
50595 2/17/10 423433 ELECTRONIC BROKERAGE SYSTEM 3,000.00 43.630 15.00 130,905.00
PUR 2/19/10 35952W10 FUEL SYSTEMS SOLUTIONS INC.
50827 2/24/10 423455 ITG (CHANNEL) 15,000.00 28.633 150.00 429,637.50
PUR 2/22/10 35952W10 FUEL SYSTEMS SOLUTIONS INC.
50827 2/25/10 423459 ITG (CHANNEL) 3,000.00 28.759 30.00 86,307.00
PUR 2/22/10 35952W10 FUEL SYSTEMS SOLUTIONS INC.
50827 2/25/10 423459 ITG (CHANNEL) 1,000.00 28.805 10.00 28,815.40
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 28.771 115,122.40
40.00
PUR 2/23/10 35952W10 FUEL SYSTEMS SOLUTIONS INC.
50827 2/26/10 423463 ITG (CHANNEL) 1,000.00 28.622 10.00 28,632.00
PUR 2/08/10 36159R10 GEO GROUP INC
49652 2/11/10 423423 ELECTRONIC BROKERAGE SYSTEM 2,000.00 18.480 10.00 36,970.00
PUR 2/09/10 36159R10 GEO GROUP INC
49652 2/12/10 423427 ELECTRONIC BROKERAGE SYSTEM 2,000.00 18.054 10.00 36,117.00
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 2/01/10 THROUGH 2/28/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 9
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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 1/27/10 41586410 HARSCO CORP
50596 2/01/10 423388 GOLDMAN SACHS & COMPANY 18,000.00 30.976 720.00 558,280.80
PUR 1/29/10 41586410 HARSCO CORP
50596 2/03/10 423396 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 30.084 60.00 60,228.00
PUR 2/01/10 41586410 HARSCO CORP
50596 2/04/10 423400 OPPENHEIMER & CO., INC 1,000.00 30.022 30.00 30,051.80
PUR 2/17/10 43146610 HILL INTERNATIONAL INC
49784 2/22/10 423447 ELECTRONIC BROKERAGE SYSTEM 4,000.00 5.350 20.00 21,420.00
PUR 2/22/10 43146610 HILL INTERNATIONAL INC
49784 2/25/10 423459 ELECTRONIC BROKERAGE SYSTEM 4,000.00 4.951 20.00 19,825.20
PUR 2/01/10 45678T30 INFOSPACE INC
48854 2/04/10 423400 CREDIT SUISSE SEC (USA) LLC 8,000.00 9.409 240.00 75,512.80
PUR 2/02/10 45678T30 INFOSPACE INC
48854 2/05/10 423404 CREDIT SUISSE SEC (AES) 4,000.00 9.637 40.00 38,588.40
PUR 2/03/10 45678T30 INFOSPACE INC
48854 2/08/10 423408 CREDIT SUISSE SEC (AES) 2,000.00 10.268 20.00 20,555.80
PUR 2/04/10 45678T30 INFOSPACE INC
48854 2/09/10 423413 CREDIT SUISSE SEC (AES) 4,000.00 9.882 40.00 39,566.80
PUR 2/01/10 48887910 KENEXA CORP
50463 2/04/10 423400 CREDIT SUISSE SEC (USA) LLC 7,000.00 10.159 210.00 71,319.50
PUR 2/02/10 48887910 KENEXA CORP
50463 2/05/10 423404 CREDIT SUISSE SEC (AES) 3,000.00 10.337 30.00 31,041.60
PUR 2/18/10 4958B106 FORTRESS INVESTMENT GRP-CL
50808 2/23/10 423451 ELECTRONIC BROKERAGE SYSTEM 100,000.00 4.206 500.00 421,140.00
PUR 2/19/10 4958B106 FORTRESS INVESTMENT GRP-CL
50808 2/24/10 423455 ELECTRONIC BROKERAGE SYSTEM 20,000.00 4.201 100.00 84,120.00
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 2/01/10 THROUGH 2/28/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 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 2/22/10 4958B106 FORTRESS INVESTMENT GRP-CL
50808 2/25/10 423459 ELECTRONIC BROKERAGE SYSTEM 20,000.00 4.191 100.00 83,926.00
PUR 2/05/10 53814610 LIVEPERSON INC
50706 2/10/10 423418 CREDIT SUISSE SEC (AES) 40,000.00 5.818 400.00 233,128.00
PUR 2/08/10 53814610 LIVEPERSON INC
50706 2/11/10 423423 CREDIT SUISSE SEC (AES) 20,000.00 5.949 200.00 119,184.00
PUR 2/16/10 55254110 M & F WORLDWIDE CORP
50781 2/19/10 423443 ELECTRONIC BROKERAGE SYSTEM 10,000.00 33.423 50.00 334,283.00
PUR 2/19/10 55254110 M & F WORLDWIDE CORP
50781 2/24/10 423455 ELECTRONIC BROKERAGE SYSTEM 2,000.00 33.954 10.00 67,917.80
PUR 2/22/10 55254110 M & F WORLDWIDE CORP
50781 2/25/10 423459 ELECTRONIC BROKERAGE SYSTEM 1,000.00 34.049 5.00 34,054.10
PUR 1/28/10 58155Q10 MCKESSON CORP
50367 2/02/10 423392 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 59.970 30.00 60,000.00
PUR 1/29/10 58155Q10 MCKESSON CORP
50367 2/03/10 423396 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 59.217 30.00 59,247.00
PUR 1/29/10 59491810 MICROSOFT CORP.
12799 2/03/10 423396 INSTINET/SOFT-FACTSET 2,000.00 28.293 100.00 56,686.80
PUR 2/01/10 59491810 MICROSOFT CORP.
12799 2/04/10 423400 UBS WARBURG LLC 2,000.00 28.429 60.00 56,918.00
PUR 2/19/10 59511210 MICRON TECHNOLOGY INC
48421 2/24/10 423455 ELECTRONIC BROKERAGE SYSTEM 10,000.00 8.800 50.00 88,050.00
PUR 2/23/10 60107310 MILLIPORE CORP
50869 2/26/10 423463 ELECTRONIC BROKERAGE SYSTEM 6,000.00 89.264 30.00 535,614.60
PUR 2/16/10 61945A10 MOSIAC CO
50276 2/19/10 423443 ELECTRONIC BROKERAGE SYSTEM 1,000.00 59.967 5.00 59,972.00
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 2/01/10 THROUGH 2/28/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 11
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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 2/18/10 63530910 NATIONAL CINEMEDIA INC
49833 2/23/10 423451 ITG (CHANNEL) 1,000.00 16.016 10.00 16,026.00
PUR 1/29/10 65248E10 NEWS CORP - CL A
50282 2/03/10 423396 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 12.680 120.00 50,839.20
PUR 2/01/10 65248E10 NEWS CORP - CL A
50282 2/04/10 423400 OPPENHEIMER & CO., INC 2,000.00 12.680 60.00 25,420.00
PUR 2/02/10 65248E10 NEWS CORP - CL A
50282 2/05/10 423404 OPPENHEIMER & CO., INC 2,000.00 12.540 60.00 25,139.00
PUR 1/27/10 68389X10 ORACLE CORP
46204 2/01/10 423388 INSTINET/SOFT-FACTSET 2,000.00 23.870 100.00 47,839.00
PUR 1/28/10 68389X10 ORACLE CORP
46204 2/02/10 423392 INSTINET/SOFT-FACTSET 4,000.00 23.459 200.00 94,035.20
PUR 2/08/10 68389X10 ORACLE CORP
46204 2/11/10 423423 CREDIT SUISSE SEC (AES) 4,000.00 23.230 40.00 92,960.00
PUR 2/11/10 68389X10 ORACLE CORP
46204 2/17/10 423433 CREDIT SUISSE SEC (AES) 4,000.00 23.048 40.00 92,231.20
PUR 2/16/10 68389X10 ORACLE CORP
46204 2/19/10 423443 CREDIT SUISSE SEC (AES) 2,000.00 23.690 20.00 47,400.20
PUR 2/17/10 68389X10 ORACLE CORP
46204 2/22/10 423447 CREDIT SUISSE SEC (AES) 4,000.00 23.972 40.00 95,926.00
PUR 1/28/10 69002720 OUTDOOR CHANNEL HOLDINGS IN
29494 2/02/10 423392 INSTINET/SOFT-FACTSET 2,000.00 5.232 100.00 10,563.80
PUR 1/28/10 69323K10 PC MALL INC
49869 2/02/10 423392 INSTINET/SOFT-FACTSET 2,000.00 5.021 100.00 10,141.40
PUR 2/18/10 74432010 PRUDENTIAL FINANCIAL INC
50811 2/23/10 423451 ELECTRONIC BROKERAGE SYSTEM 12,000.00 51.068 60.00 612,876.00
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 2/01/10 THROUGH 2/28/10
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 2/19/10 74432010 PRUDENTIAL FINANCIAL INC
50811 2/24/10 423455 ELECTRONIC BROKERAGE SYSTEM 1,000.00 50.620 5.00 50,625.00
PUR 2/18/10 75540810 READING INTERNATIONAL INC
50241 2/23/10 423451 ELECTRONIC BROKERAGE SYSTEM 10,000.00 4.006 50.00 40,106.00
PUR 2/22/10 75540810 READING INTERNATIONAL INC
50241 2/25/10 423459 ELECTRONIC BROKERAGE SYSTEM 10,000.00 3.935 50.00 39,398.00
PUR 1/28/10 76011210 RENTECH INC.
39062 2/02/10 423392 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 1.227 300.00 12,570.00
PUR 1/29/10 76011210 RENTECH INC.
39062 2/03/10 423396 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 1.220 300.00 12,500.00
PUR 2/01/10 76011210 RENTECH INC.
39062 2/04/10 423400 OPPENHEIMER & CO., INC 10,000.00 1.210 300.00 12,400.00
PUR 2/02/10 76011210 RENTECH INC.
39062 2/05/10 423404 OPPENHEIMER & CO., INC 10,000.00 1.210 300.00 12,396.00
PUR 2/05/10 76011210 RENTECH INC.
39062 2/10/10 423418 OPPENHEIMER & CO., INC 10,000.00 1.090 300.00 11,200.00
PUR 2/08/10 76011210 RENTECH INC.
39062 2/11/10 423423 ELECTRONIC BROKERAGE SYSTEM 10,000.00 1.103 50.00 11,075.00
PUR 2/11/10 76011210 RENTECH INC.
39062 2/17/10 423433 ELECTRONIC BROKERAGE SYSTEM 10,000.00 1.030 50.00 10,350.00
PUR 2/16/10 78477410 STEC INC
48520 2/19/10 423443 CREDIT SUISSE SEC (AES) 2,000.00 13.732 20.00 27,483.80
PUR 2/17/10 78477410 STEC INC
48520 2/22/10 423447 MERRIMAN/OTC 1,000.00 13.700 10.00 13,710.00
PUR 2/19/10 78486Q10 SVB FINANCIAL GROUP
50825 2/24/10 423455 ITG (CHANNEL) 14,000.00 43.023 140.00 602,466.20
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 2/01/10 THROUGH 2/28/10
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 2/22/10 78486Q10 SVB FINANCIAL GROUP
50825 2/25/10 423459 ITG (CHANNEL) 1,000.00 43.656 10.00 43,665.70
PUR 2/05/10 80854110 SCHWEITZER MAUD
50707 2/10/10 423418 OPPENHEIMER & CO., INC 10,000.00 70.102 400.00 701,416.00
PUR 2/11/10 80854110 SCHWEITZER MAUD
50707 2/17/10 423433 ELECTRONIC BROKERAGE SYSTEM 3,000.00 49.860 15.00 149,595.00
PUR 2/09/10 83056610 SKECHERS USA INC CL A
50740 2/12/10 423427 ELECTRONIC BROKERAGE SYSTEM 16,000.00 28.034 80.00 448,624.00
PUR 2/11/10 83056610 SKECHERS USA INC CL A
50740 2/17/10 423433 ELECTRONIC BROKERAGE SYSTEM 3,000.00 27.448 15.00 82,359.00
PUR 2/22/10 83211010 SMITH INTERNATIONAL INC
50846 2/25/10 423459 ELECTRONIC BROKERAGE SYSTEM 20,000.00 40.000 100.00 800,100.00
PUR 2/23/10 83211010 SMITH INTERNATIONAL INC
50846 2/26/10 423463 ELECTRONIC BROKERAGE SYSTEM 1,000.00 40.590 5.00 40,595.00
PUR 2/23/10 83211010 SMITH INTERNATIONAL INC
50846 2/26/10 423463 ELECTRONIC BROKERAGE SYSTEM 1,000.00 41.090 5.00 41,095.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000.00 40.840 81,690.00
10.00
PUR 2/05/10 87157D10 SYNAPTICS INCORPORATED
39378 2/10/10 423418 CREDIT SUISSE SEC (AES) 1,000.00 25.996 10.00 26,006.00
PUR 2/16/10 87157D10 SYNAPTICS INCORPORATED
39378 2/19/10 423443 CREDIT SUISSE SEC (AES) 3,000.00 26.802 30.00 80,434.80
PUR 2/17/10 87157D10 SYNAPTICS INCORPORATED
39378 2/22/10 423447 CREDIT SUISSE SEC (AES) 2,000.00 27.179 20.00 54,378.80
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 2/01/10 THROUGH 2/28/10
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 2/16/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR
50405 2/19/10 423443 ELECTRONIC BROKERAGE SYSTEM 1,000.00 22.075 5.00 22,080.00
PUR 1/29/10 90333E10 USEC INC
50642 2/03/10 423396 DEUTSCHE BANK AG (DOMESTIC) 100,000.00 3.991 3,000.00 402,130.00
PUR 2/05/10 90333E10 USEC INC
50642 2/10/10 423418 OPPENHEIMER & CO., INC 10,000.00 3.950 300.00 39,803.00
PUR 2/16/10 91126810 UNITED ONLINE INC
44273 2/19/10 423443 CREDIT SUISSE SEC (AES) 4,000.00 6.198 40.00 24,833.20
PUR 2/23/10 92241710 VEECO INSTRUMENTS INC
50425 2/26/10 423463 ITG (CHANNEL) 1,000.00 35.536 10.00 35,546.20
PUR 2/18/10 92826C83 VISA INC CL A
49000 2/23/10 423451 ELECTRONIC BROKERAGE SYSTEM 2,000.00 86.240 10.00 172,490.00
PUR 2/05/10 94974610 WELLS FARGO & CO
46540 2/10/10 423418 OPPENHEIMER & CO., INC 4,000.00 27.521 120.00 110,205.20
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 1,297,000.00 15,570,277.80
21,172.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 1,297,000.00 15,570,277.80
21,172.00
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 2/11/10 00507V10 ACTIVISION BLIZZARD INC .91
50386 2/17/10 423434 CREDIT SUISSE SEC (AES) 6,640.00 10.759 66.40 71,375.11 -213.56
SALE 2/11/10 00507V10 ACTIVISION BLIZZARD INC 5.55
50386 2/17/10 423434 INSTINET (PORTAL) 40,000.00 10.917 280.00 436,390.45 5,133.42
SALE 2/11/10 00507V10 ACTIVISION BLIZZARD INC 2.11
50386 2/17/10 423434 ITG (CHANNEL) 15,360.00 10.776 153.60 165,355.97 -246.72
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 2/01/10 THROUGH 2/28/10
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/27/10 01964550 ALLIS-CHALMERS ENERGY INC. .97
36840 2/01/10 423389 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 3.784 600.00 75,083.03 10,176.50
SALE 2/05/10 02209S10 ALTRIA GROUP INC. .74
42872 2/10/10 423419 ELECTRONIC BROKERAGE SYSTEM 3,000.00 19.290 15.00 57,854.26 3,757.21
SALE 2/19/10 02209S10 ALTRIA GROUP INC. 1.28
42872 2/24/10 423456 ELECTRONIC BROKERAGE SYSTEM 5,000.00 20.120 25.00 100,573.72 10,411.98
SALE 1/28/10 02313510 AMAZON.COM INC 3.95
50572 2/02/10 423393 INSTINET/SOFT-FACTSET 2,500.00 124.39 125.00 310,868.05 11,735.10
SALE 2/05/10 03042010 AMERICAN WATER WORKS CO INC .55
49725 2/10/10 423419 OPPENHEIMER & CO., INC 2,000.00 21.635 60.00 43,209.45 162.85
SALE 2/19/10 03042010 AMERICAN WATER WORKS CO INC .59
49725 2/24/10 423456 ELECTRONIC BROKERAGE SYSTEM 2,000.00 22.940 10.00 45,869.41 2,822.81
SALE 2/22/10 03042010 AMERICAN WATER WORKS CO INC .59
49725 2/25/10 423460 ELECTRONIC BROKERAGE SYSTEM 2,000.00 22.905 10.00 45,799.41 2,752.81
SALE 2/19/10 03265410 ANALOG DEVICES .76
50619 2/24/10 423456 ELECTRONIC BROKERAGE SYSTEM 2,000.00 29.680 10.00 59,349.24 5,222.44
SALE 2/22/10 03265410 ANALOG DEVICES 6.84
50619 2/25/10 423460 ELECTRONIC BROKERAGE SYSTEM 18,000.00 29.900 90.00 538,103.16 50,961.96
SALE 2/22/10 05722410 BAKER HUGHES INC 8.84
47512 2/25/10 423460 ELECTRONIC BROKERAGE SYSTEM 14,000.00 49.663 70.00 695,197.56 179,498.13
SALE 1/27/10 08442310 W R BERKLEY CORP 1.26
48325 2/01/10 423389 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 24.785 120.00 99,017.94 -3,007.94
SALE 1/28/10 08442310 W R BERKLEY CORP 1.87
48325 2/02/10 423393 DEUTSCHE BANK AG (DOMESTIC) 6,000.00 24.483 240.00 146,656.13 -6,382.70
SALE 2/01/10 09062X10 BIOGEN IDEC INC 2.71
47969 2/04/10 423401 CREDIT SUISSE SEC (USA) LLC 4,000.00 53.176 120.00 212,581.69 20,530.74
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 2/01/10 THROUGH 2/28/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 16
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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 2/23/10 09946950 BOOTS & COOTS INTERNATIONAL .23
42590 2/26/10 423464 ELECTRONIC BROKERAGE SYSTEM 10,000.00 1.751 50.00 17,457.77 -3,339.98
SALE 2/08/10 12665010 CVS CORP .42
49562 2/11/10 423424 ELECTRONIC BROKERAGE SYSTEM 1,000.00 32.860 5.00 32,854.58 3,182.29
SALE 2/16/10 14343640 CARMIKE CINEMAS .20
49214 2/19/10 423444 CREDIT SUISSE SEC (AES) 2,000.00 7.657 20.00 15,292.80 2,203.01
SALE 2/18/10 14343640 CARMIKE CINEMAS .21
49214 2/23/10 423452 ITG (CHANNEL) 2,000.00 8.180 20.00 16,338.79 3,249.00
SALE 2/19/10 14343640 CARMIKE CINEMAS .21
49214 2/24/10 423456 ITG (CHANNEL) 2,000.00 8.092 20.00 16,162.79 3,073.00
SALE 2/22/10 14343640 CARMIKE CINEMAS .22
49214 2/25/10 423460 ITG (CHANNEL) 2,000.00 8.434 20.00 16,847.18 3,757.39
SALE 2/23/10 14343640 CARMIKE CINEMAS .22
49214 2/26/10 423464 ITG (CHANNEL) 2,000.00 8.524 20.00 17,027.18 3,937.39
SALE 2/23/10 15678210 CERNER CORP 2.08
49590 2/26/10 423464 ITG (CHANNEL) 2,000.00 81.790 20.00 163,557.92 8,069.71
SALE 2/22/10 17243V10 CINEMARK HOLDINGS INC .40
50303 2/25/10 423460 ELECTRONIC BROKERAGE SYSTEM 2,000.00 15.400 10.00 30,789.60 1,812.26
SALE 2/23/10 17243V10 CINEMARK HOLDINGS INC .39
50303 2/26/10 423464 ELECTRONIC BROKERAGE SYSTEM 2,000.00 15.353 10.00 30,695.61 1,718.27
SALE 1/29/10 17275R10 CISCO SYSTEMS .58
48983 2/03/10 423397 INSTINET/SOFT-FACTSET 2,000.00 22.760 100.00 45,418.62 -3,056.96
SALE 2/17/10 19259P30 COINSTAR INC .74
47786 2/22/10 423448 CREDIT SUISSE SEC (AES) 2,000.00 28.908 20.00 57,794.66 1,897.18
SALE 2/18/10 19259P30 COINSTAR INC .74
47786 2/23/10 423452 ITG (CHANNEL) 2,000.00 28.761 20.00 57,501.46 1,603.99
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 2/01/10 THROUGH 2/28/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 17
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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 2/18/10 19259P30 COINSTAR INC 1.41
47786 2/23/10 423452 ITG (CHANNEL) 4,000.00 27.740 40.00 110,916.59 -878.36
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 6,000.00 28.080 2.15 168,418.05 725.63
60.00
SALE 2/19/10 19259P30 COINSTAR INC 1.47
47786 2/24/10 423456 ITG (CHANNEL) 4,000.00 28.744 40.00 114,935.73 3,140.78
SALE 2/19/10 19259P30 COINSTAR INC 1.51
47786 2/24/10 423456 LABRANCHE/0TC 4,000.00 29.663 40.00 118,610.49 6,815.54
SALE 2/09/10 24702R10 DELL INC .87
50513 2/12/10 423428 CREDIT SUISSE SEC (AES) 5,000.00 13.546 50.00 67,681.13 -4,965.14
SALE 2/11/10 24702R10 DELL INC 1.76
50513 2/17/10 423434 CREDIT SUISSE SEC (AES) 10,000.00 13.798 100.00 137,873.24 -7,419.29
SALE 2/12/10 24702R10 DELL INC 1.74
50513 2/18/10 423440 LABRANCHE/0TC 10,000.00 13.665 100.00 136,552.26 -8,740.27
SALE 2/16/10 24702R10 DELL INC 1.79
50513 2/19/10 423444 CREDIT SUISSE SEC (AES) 10,000.00 14.074 100.00 140,642.21 -4,650.33
SALE 2/17/10 24702R10 DELL INC 1.81
50513 2/22/10 423448 CREDIT SUISSE SEC (AES) 10,000.00 14.184 100.00 141,735.19 -3,557.35
SALE 1/29/10 25388B10 DIGITAL RIVER INC 7.24
50014 2/03/10 423397 INSTINET/SOFT-FACTSET 22,000.00 25.908 1,100.00 568,866.56 -11,251.04
SALE 2/23/10 25659P40 DOLAN MEDIA CO .28
49620 2/26/10 423464 ELECTRONIC BROKERAGE SYSTEM 2,000.00 10.641 10.00 21,271.72 -891.23
SALE 2/01/10 25674610 DOLLAR TREE INC 1.27
42995 2/04/10 423401 CREDIT SUISSE SEC (USA) LLC 2,000.00 49.832 60.00 99,602.73 16,039.12
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 2/01/10 THROUGH 2/28/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 18
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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 1/27/10 26969P10 EAGLE MATERIALS INC 5.77
48251 2/01/10 423389 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 22.721 800.00 453,620.23 -87,234.70
SALE 1/28/10 27864210 EBAY INC .60
50201 2/02/10 423393 INSTINET/SOFT-FACTSET 2,000.00 23.591 100.00 47,080.80 -354.22
SALE 2/05/10 28238P10 EHEALTH INC 2.28
44779 2/10/10 423419 CREDIT SUISSE SEC (AES) 10,000.00 17.941 100.00 179,305.72 32,214.49
SALE 2/05/10 35874810 FRISCHS RESTAURANTS, INC. .30
48545 2/10/10 423419 ELECTRONIC BROKERAGE SYSTEM 1,000.00 23.342 5.00 23,336.70 -725.49
SALE 1/29/10 36467W10 GAMESTOP CORP 3.02
50329 2/03/10 423397 DEUTSCHE BANK AG (DOMESTIC) 12,000.00 19.813 360.00 237,386.98 -6,328.08
SALE 2/01/10 36467W10 GAMESTOP CORP 2.50
50329 2/04/10 423401 OPPENHEIMER & CO., INC 10,000.00 19.722 300.00 196,917.50 -6,178.38
SALE 2/05/10 38141G10 GOLDMAN SACHS GROUP INC 2.72
50530 2/10/10 423419 ELECTRONIC BROKERAGE SYSTEM 1,400.00 152.50 7.00 213,502.74 -4,253.65
SALE 1/28/10 39312210 GREEN MOUNTAIN COFFEE ROAST 2.60
49930 2/02/10 423393 INSTINET/SOFT-FACTSET 2,395.00 85.348 119.75 204,286.59 58,059.78
SALE 1/29/10 39312210 GREEN MOUNTAIN COFFEE ROAST 2.74
49930 2/03/10 423397 INSTINET/SOFT-FACTSET 2,500.00 86.029 125.00 214,945.76 62,308.18
SALE 2/01/10 39312210 GREEN MOUNTAIN COFFEE ROAST 2.71
49930 2/04/10 423401 CREDIT SUISSE SEC (USA) LLC 2,500.00 85.124 75.00 212,732.54 60,094.95
SALE 1/28/10 42823610 HEWLETT-PACKARD CO 3.69
49846 2/02/10 423393 DEUTSCHE BANK AG (DOMESTIC) 6,000.00 48.338 180.00 289,844.91 -7,220.06
SALE 2/05/10 45920010 INTL BUSINESS MACHINES CORP 1.56
45198 2/10/10 423419 OPPENHEIMER & CO., INC 1,000.00 122.56 30.00 122,529.44 20,542.61
SALE 1/27/10 46603210 J&J SNACK FOOD .11
50327 2/01/10 423389 INSTINET/SOFT-FACTSET 185.00 43.390 9.25 8,017.79 1,054.74
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 2/01/10 THROUGH 2/28/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 19
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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 1/28/10 46603210 J&J SNACK FOOD .41
50327 2/02/10 423393 INSTINET/SOFT-FACTSET 747.00 42.856 37.35 31,975.37 3,859.70
SALE 1/29/10 46603210 J&J SNACK FOOD .91
50327 2/03/10 423397 INSTINET/SOFT-FACTSET 1,682.00 42.135 84.10 70,786.73 7,479.43
SALE 2/01/10 46603210 J&J SNACK FOOD 1.02
50327 2/04/10 423401 INSTINET/SOFT-FACTSET 1,921.00 41.552 96.05 79,724.71 7,421.90
SALE 2/02/10 46603210 J&J SNACK FOOD .88
50327 2/05/10 423405 INSTINET/SOFT-FACTSET 1,650.00 41.609 82.50 68,571.47 6,468.59
SALE 2/05/10 46603210 J&J SNACK FOOD 3.17
50327 2/10/10 423419 CREDIT SUISSE SEC (AES) 6,000.00 41.544 60.00 249,197.83 23,369.17
SALE 2/23/10 46625H10 JP MORGAN CHASE & CO 2.09
28084 2/26/10 423464 ELECTRONIC BROKERAGE SYSTEM 4,000.00 41.000 20.00 163,979.11 33,705.83
SALE 2/01/10 47816010 JOHNSON & JOHNSON 1.60
18884 2/04/10 423401 OPPENHEIMER & CO., INC 2,000.00 63.091 60.00 126,121.00 12,903.53
SALE 2/16/10 48517030 KANSAS CITY SOUTHERN .83
25663 2/19/10 423444 ELECTRONIC BROKERAGE SYSTEM 2,000.00 32.500 10.00 64,989.17 18,345.97
SALE 2/05/10 48887910 KENEXA CORP .53
50463 2/10/10 423419 CREDIT SUISSE SEC (AES) 4,000.00 10.251 40.00 40,965.07 -4,567.51
SALE 2/08/10 48887910 KENEXA CORP 1.33
50463 2/11/10 423424 CREDIT SUISSE SEC (AES) 10,000.00 10.455 100.00 104,443.67 -9,387.77
SALE 2/09/10 48887910 KENEXA CORP .66
50463 2/12/10 423428 CREDIT SUISSE SEC (AES) 5,000.00 10.243 50.00 51,165.34 -5,750.38
SALE 2/09/10 48887910 KENEXA CORP .65
50463 2/12/10 423428 ITG (CHANNEL) 5,000.00 10.228 50.00 51,089.85 -5,825.87
SALE 2/11/10 48887910 KENEXA CORP .67
50463 2/17/10 423434 CREDIT SUISSE SEC (AES) 5,000.00 10.506 50.00 52,478.83 -4,436.89
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 2/01/10 THROUGH 2/28/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 20
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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 2/11/10 48887910 KENEXA CORP .67
50463 2/17/10 423434 ITG (CHANNEL) 5,000.00 10.497 50.00 52,435.33 -4,480.39
SALE 2/12/10 48887910 KENEXA CORP 1.33
50463 2/18/10 423440 ITG (CHANNEL) 10,000.00 10.444 100.00 104,340.67 -9,490.78
SALE 2/16/10 48887910 KENEXA CORP 1.34
50463 2/19/10 423444 CREDIT SUISSE SEC (AES) 10,000.00 10.545 100.00 105,352.66 -8,478.79
SALE 2/17/10 48887910 KENEXA CORP .94
50463 2/22/10 423448 CREDIT SUISSE SEC (AES) 7,000.00 10.525 70.00 73,606.16 -6,075.85
SALE 2/18/10 48887910 KENEXA CORP .93
50463 2/23/10 423452 ITG (CHANNEL) 7,000.00 10.400 70.00 72,727.67 -6,954.34
SALE 2/19/10 50540R40 LABORATORY CORP OF AMERICA .94
21677 2/24/10 423456 ELECTRONIC BROKERAGE SYSTEM 1,000.00 73.755 5.00 73,749.06 10,175.62
SALE 2/17/10 51783410 LAS VEGAS SANDS CORP 7.24
50582 2/22/10 423448 BLAYLOCK ROBERT VAN LLC 32,000.00 17.810 320.00 569,592.76 58,840.76
SALE 1/28/10 53591920 LIONS GATE ENTERTAINMENT CO .69
48350 2/02/10 423393 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 5.366 300.00 53,360.31 -10,087.85
SALE 2/12/10 53591920 LIONS GATE ENTERTAINMENT CO .27
48350 2/18/10 423440 ELECTRONIC BROKERAGE SYSTEM 4,000.00 5.259 20.00 21,014.93 -4,364.34
SALE 2/16/10 53591920 LIONS GATE ENTERTAINMENT CO 1.13
48350 2/19/10 423444 ELECTRONIC BROKERAGE SYSTEM 16,000.00 5.545 80.00 88,632.47 -12,884.59
SALE 2/17/10 53591920 LIONS GATE ENTERTAINMENT CO .28
48350 2/22/10 423448 ELECTRONIC BROKERAGE SYSTEM 4,000.00 5.500 20.00 21,979.72 -3,399.55
SALE 2/23/10 53814610 LIVEPERSON INC .83
50706 2/26/10 423464 ITG (CHANNEL) 10,000.00 6.486 100.00 64,756.17 6,037.50
SALE 1/28/10 57632310 MASTEC INC 2.00
46344 2/02/10 423393 DEUTSCHE BANK AG (DOMESTIC) 13,000.00 12.077 520.00 156,477.70 -3,905.82
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 2/01/10 THROUGH 2/28/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 21
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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 2/05/10 57632310 MASTEC INC 1.99
46344 2/10/10 423419 OPPENHEIMER & CO., INC 13,000.00 12.056 390.00 156,329.51 -4,054.01
SALE 2/19/10 58497720 MEDTOX SCIENTIFIC INC. .22
38052 2/24/10 423456 LABRANCHE/0TC 2,000.00 8.787 20.00 17,554.38 -4,465.42
SALE 2/22/10 58497720 MEDTOX SCIENTIFIC INC. .05
38052 2/25/10 423460 ITG (CHANNEL) 409.00 9.029 4.09 3,688.56 -814.49
SALE 2/23/10 58497720 MEDTOX SCIENTIFIC INC. .19
38052 2/26/10 423464 ITG (CHANNEL) 1,591.00 8.910 15.91 14,160.35 -3,356.40
SALE 2/19/10 60871R20 MOLSON COORS BREWING CO. 1.05
41264 2/24/10 423456 ELECTRONIC BROKERAGE SYSTEM 2,000.00 41.266 10.00 82,520.95 -8,132.32
SALE 2/23/10 60871R20 MOLSON COORS BREWING CO. 1.05
41264 2/26/10 423464 ELECTRONIC BROKERAGE SYSTEM 2,000.00 40.989 10.00 81,965.95 -8,687.32
SALE 1/27/10 61744644 MORGAN STANLEY 1.39
47655 2/01/10 423389 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 27.263 120.00 108,928.61 -2,879.88
SALE 2/23/10 62944T10 NVR INC 1.80
48031 2/26/10 423464 ELECTRONIC BROKERAGE SYSTEM 200.00 708.00 1.00 141,597.20 14,287.62
SALE 1/28/10 67000610 NOVELL INC .59
45030 2/02/10 423393 INSTINET/SOFT-FACTSET 10,000.00 4.590 500.00 45,396.41 9,186.14
SALE 2/18/10 67000610 NOVELL INC .62
45030 2/23/10 423452 ITG (CHANNEL) 10,000.00 4.855 100.00 48,449.38 12,239.12
SALE 2/23/10 71708110 PFIZER INC 6.75
48433 2/26/10 423464 ELECTRONIC BROKERAGE SYSTEM 30,000.00 17.697 150.00 530,744.25 40,542.26
SALE 2/05/10 71817210 PHILIP MORRIS INTERNATIONAL .58
40646 2/10/10 423419 ELECTRONIC BROKERAGE SYSTEM 1,000.00 45.320 5.00 45,314.42 2,865.97
SALE 2/11/10 71817210 PHILIP MORRIS INTERNATIONAL 1.23
40646 2/17/10 423434 ELECTRONIC BROKERAGE SYSTEM 2,000.00 48.340 10.00 96,668.77 11,771.88
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 2/01/10 THROUGH 2/28/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 22
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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 2/16/10 71817210 PHILIP MORRIS INTERNATIONAL 1.27
40646 2/19/10 423444 ELECTRONIC BROKERAGE SYSTEM 2,000.00 49.860 10.00 99,708.73 14,811.84
SALE 2/19/10 71817210 PHILIP MORRIS INTERNATIONAL .64
40646 2/24/10 423456 ELECTRONIC BROKERAGE SYSTEM 1,000.00 49.850 5.00 49,844.36 7,395.91
SALE 1/28/10 75091710 RAMBUS INC .60
49653 2/02/10 423393 INSTINET/SOFT-FACTSET 2,000.00 23.492 100.00 46,884.20 8,131.25
SALE 2/05/10 75102810 RALCORP HOLDINGS INC .81
47837 2/10/10 423419 OPPENHEIMER & CO., INC 1,000.00 63.699 30.00 63,668.19 2,165.39
SALE 2/16/10 75190730 RAMTRON INTERNATIONAL CORP. .06
42765 2/19/10 423444 CREDIT SUISSE SEC (AES) 2,000.00 2.166 20.00 4,310.94 -811.78
SALE 2/17/10 75190730 RAMTRON INTERNATIONAL CORP. .06
42765 2/22/10 423448 CREDIT SUISSE SEC (AES) 2,000.00 2.155 20.00 4,288.94 -833.78
SALE 2/23/10 75190730 RAMTRON INTERNATIONAL CORP. .05
42765 2/26/10 423464 ITG (CHANNEL) 1,715.00 1.901 17.15 3,243.53 -1,149.20
SALE 2/05/10 77669610 ROPER INDUSTRIES INC 2.00
50203 2/10/10 423419 OPPENHEIMER & CO., INC 3,000.00 52.429 90.00 157,195.00 -1,220.02
SALE 2/19/10 77669610 ROPER INDUSTRIES INC 1.41
50203 2/24/10 423456 ELECTRONIC BROKERAGE SYSTEM 2,000.00 55.223 10.00 110,434.59 4,824.57
SALE 1/28/10 78403A10 SCO GROUP INC. (THE) .03
40344 2/02/10 423393 INSTINET (PORTAL) 5,000.00 .380 25.00 1,874.97 727.08
SALE 2/16/10 78403A10 SCO GROUP INC. (THE) .03
40344 2/19/10 423444 INSTINET (PORTAL) 5,000.00 .460 25.00 2,274.97 1,127.07
SALE 2/19/10 78403A10 SCO GROUP INC. (THE) .05
40344 2/24/10 423456 INSTINET (PORTAL) 5,000.00 .670 25.00 3,324.95 2,177.06
SALE 2/22/10 78403A10 SCO GROUP INC. (THE) .05
40344 2/25/10 423460 INSTINET (PORTAL) 5,000.00 .670 25.00 3,324.95 2,177.05
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 2/01/10 THROUGH 2/28/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 23
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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 2/16/10 80090720 SANMINA-SCI CORP .40
49559 2/19/10 423444 CREDIT SUISSE SEC (AES) 2,000.00 15.510 20.00 31,000.20 14,700.63
SALE 2/22/10 80090720 SANMINA-SCI CORP .42
49559 2/25/10 423460 ITG (CHANNEL) 2,000.00 16.532 20.00 33,043.58 16,744.01
SALE 2/23/10 80090720 SANMINA-SCI CORP .42
49559 2/26/10 423464 ITG (CHANNEL) 2,000.00 16.367 20.00 32,712.58 16,413.01
SALE 2/18/10 82028010 SHAW GROUP INC (THE) .89
48841 2/23/10 423452 ITG (CHANNEL) 2,000.00 34.765 20.00 69,508.91 9,023.79
SALE 2/05/10 82706L10 SILICON GRAPHICS INTERNATIO .56
47177 2/10/10 423419 OPPENHEIMER & CO., INC 5,000.00 8.863 150.00 44,166.44 19,929.11
SALE 2/23/10 82706L10 SILICON GRAPHICS INTERNATIO .27
47177 2/26/10 423464 ELECTRONIC BROKERAGE SYSTEM 2,000.00 10.415 10.00 20,818.73 11,123.80
SALE 2/19/10 83056610 SKECHERS USA INC CL A 1.16
50740 2/24/10 423456 ELECTRONIC BROKERAGE SYSTEM 3,000.00 30.380 15.00 91,123.84 7,284.42
SALE 2/22/10 83056610 SKECHERS USA INC CL A 1.15
50740 2/25/10 423460 ELECTRONIC BROKERAGE SYSTEM 3,000.00 30.085 15.00 90,237.95 6,398.53
SALE 2/08/10 83175610 SMITH & WESSON HOLDING CORP .53
48649 2/11/10 423424 CREDIT SUISSE SEC (AES) 10,000.00 4.120 100.00 41,101.47 -8,017.47
SALE 2/18/10 83175610 SMITH & WESSON HOLDING CORP .54
48649 2/23/10 423452 ITG (CHANNEL) 10,000.00 4.246 100.00 42,357.46 -6,761.48
SALE 2/19/10 87113010 SYBASE INC .56
48744 2/24/10 423456 ELECTRONIC BROKERAGE SYSTEM 1,000.00 43.420 5.00 43,414.44 4,357.89
SALE 2/22/10 87113010 SYBASE INC .56
48744 2/25/10 423460 ELECTRONIC BROKERAGE SYSTEM 1,000.00 43.950 5.00 43,944.44 4,887.90
SALE 2/23/10 87113010 SYBASE INC .57
48744 2/26/10 423464 ELECTRONIC BROKERAGE SYSTEM 1,000.00 44.295 5.00 44,289.43 5,232.88
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 2/01/10 THROUGH 2/28/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 24
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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 2/12/10 88553510 3COM CORP .96
49844 2/18/10 423440 MERRIMAN/OTC 10,000.00 7.527 100.00 75,172.04 959.71
SALE 2/19/10 88553510 3COM CORP .96
49844 2/24/10 423456 LABRANCHE/0TC 10,000.00 7.590 100.00 75,801.04 1,588.71
SALE 2/22/10 88553510 3COM CORP .97
49844 2/25/10 423460 ITG (CHANNEL) 10,000.00 7.610 100.00 76,000.03 1,787.70
SALE 2/23/10 88553510 3COM CORP 1.95
49844 2/26/10 423464 ITG (CHANNEL) 20,000.00 7.645 200.00 152,698.05 4,273.38
SALE 2/05/10 88830R10 TITAN MACHINERY INC .29
47828 2/10/10 423419 CREDIT SUISSE SEC (AES) 2,000.00 11.377 20.00 22,733.91 -1,153.96
SALE 2/18/10 88830R10 TITAN MACHINERY INC .32
47828 2/23/10 423452 ITG (CHANNEL) 2,000.00 12.295 20.00 24,568.68 680.81
SALE 1/28/10 91886610 VALASSIS COMMUNICATIONS INC .79
49561 2/02/10 423393 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 20.690 90.00 61,979.21 9,142.20
SALE 2/01/10 91886610 VALASSIS COMMUNICATIONS INC 6.81
49561 2/04/10 423401 OPPENHEIMER & CO., INC 22,000.00 24.359 880.00 535,013.39 147,542.01
SALE 2/01/10 91886610 VALASSIS COMMUNICATIONS INC 3.08
49561 2/04/10 423401 OPPENHEIMER & CO., INC 10,000.00 24.277 300.00 242,466.92 66,343.57
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 32,000.00 24.333 9.89 777,480.31 213,885.58
1,180.00
SALE 2/02/10 91886610 VALASSIS COMMUNICATIONS INC 3.09
49561 2/05/10 423405 OPPENHEIMER & CO., INC 10,000.00 24.320 300.00 242,895.91 66,772.55
SALE 2/16/10 92241710 VEECO INSTRUMENTS INC .94
50425 2/19/10 423444 CREDIT SUISSE SEC (AES) 2,000.00 36.767 20.00 73,513.06 5,123.91
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 2/01/10 THROUGH 2/28/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 25
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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 2/19/10 92241710 VEECO INSTRUMENTS INC .48
50425 2/24/10 423456 ITG (CHANNEL) 1,000.00 37.314 10.00 37,303.12 3,108.55
SALE 1/27/10 92343V10 VERIZON COMMUNICATIONS INC 3.79
49011 2/01/10 423389 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 29.780 300.00 297,497.21 1,566.90
SALE 1/28/10 92826C83 VISA INC CL A 2.15
49000 2/02/10 423393 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 84.430 60.00 168,797.85 28,774.34
SALE 1/27/10 93114210 WAL-MART STORES, INC. 1.37
40141 2/01/10 423389 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 53.610 60.00 107,158.63 5,913.87
SALE 1/29/10 93114210 WAL-MART STORES, INC. 1.37
40141 2/03/10 423397 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 53.682 60.00 107,301.63 6,056.87
SALE 2/05/10 93114210 WAL-MART STORES, INC. 1.36
40141 2/10/10 423419 ELECTRONIC BROKERAGE SYSTEM 2,000.00 53.260 10.00 106,508.64 5,263.88
SALE 2/11/10 93114210 WAL-MART STORES, INC. 2.71
40141 2/17/10 423434 ELECTRONIC BROKERAGE SYSTEM 4,000.00 53.150 20.00 212,577.29 10,087.76
SALE 2/18/10 93114210 WAL-MART STORES, INC. 5.42
40141 2/23/10 423452 ELECTRONIC BROKERAGE SYSTEM 8,000.00 53.250 40.00 425,954.58 20,975.52
SALE 2/19/10 93114210 WAL-MART STORES, INC. 6.76
40141 2/24/10 423456 ELECTRONIC BROKERAGE SYSTEM 10,000.00 53.170 50.00 531,643.24 25,419.42
SALE 2/22/10 93114210 WAL-MART STORES, INC. 1.37
40141 2/25/10 423460 ELECTRONIC BROKERAGE SYSTEM 2,000.00 53.730 10.00 107,448.63 6,203.86
SALE 2/19/10 93455010 WARNER MUSIC GROUP CORP .36
49929 2/24/10 423456 ELECTRONIC BROKERAGE SYSTEM 5,000.00 5.627 25.00 28,108.14 1,351.98
SALE 2/22/10 93455010 WARNER MUSIC GROUP CORP .36
49929 2/25/10 423460 ELECTRONIC BROKERAGE SYSTEM 5,000.00 5.628 25.00 28,112.64 1,356.48
SALE 2/23/10 93455010 WARNER MUSIC GROUP CORP .72
49929 2/26/10 423464 ELECTRONIC BROKERAGE SYSTEM 10,000.00 5.652 50.00 56,472.28 2,959.97
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 2/01/10 THROUGH 2/28/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 26
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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 1/29/10 94974610 WELLS FARGO & CO .74
46540 2/03/10 423397 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 29.120 60.00 58,179.26 7,695.26
SALE 2/01/10 94974610 WELLS FARGO & CO .74
46540 2/04/10 423401 OPPENHEIMER & CO., INC 2,000.00 28.970 60.00 57,879.26 7,395.26
SALE 2/16/10 98074510 WOODWARD GOVERNOR CO 3.27
47833 2/19/10 423444 CREDIT SUISSE SEC (AES) 10,000.00 25.728 100.00 257,175.73 54,268.70
SALE 1/27/10 98884U10 ZAGG INC .71
47586 2/01/10 423389 INSTINET/SOFT-FACTSET 26,000.00 2.147 1,300.00 54,508.29 -101,809.49
SALE 1/28/10 98884U10 ZAGG INC .57
47586 2/02/10 423393 INSTINET/SOFT-FACTSET 20,000.00 2.206 1,000.00 43,125.43 -77,119.01
SALE 1/29/10 98884U10 ZAGG INC .62
47586 2/03/10 423397 INSTINET/SOFT-FACTSET 22,303.00 2.174 1,115.15 47,362.03 -86,728.56
SALE 2/01/10 98884U10 ZAGG INC .21
47586 2/04/10 423401 INSTINET/SOFT-FACTSET 7,697.00 2.065 384.85 15,513.09 -30,762.98
SALE 2/03/10 98884U10 ZAGG INC .69
47586 2/08/10 423409 CREDIT SUISSE SEC (AES) 20,000.00 2.716 200.00 54,125.31 -66,119.14
SALE 2/01/10 G3673810 FRESH DEL MONTE 1.28
48669 2/04/10 423401 OPPENHEIMER & CO., INC 5,000.00 20.140 150.00 100,548.22 -12,925.89
SALE 2/05/10 G3673810 FRESH DEL MONTE .52
48669 2/10/10 423419 ELECTRONIC BROKERAGE SYSTEM 2,000.00 20.262 10.00 40,512.48 -4,877.16
SALE 2/19/10 G3673810 FRESH DEL MONTE .51
48669 2/24/10 423456 ELECTRONIC BROKERAGE SYSTEM 2,000.00 20.040 10.00 40,069.49 -5,320.15
SALE 1/28/10 H8912P10 TYCO ELECTRONICS LTD .34
48848 2/02/10 423393 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 26.320 30.00 26,289.66 2,698.90
SALE 2/08/10 H8912P10 TYCO ELECTRONICS LTD .32
48848 2/11/10 423424 ELECTRONIC BROKERAGE SYSTEM 1,000.00 24.770 5.00 24,764.68 1,173.92
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 2/01/10 THROUGH 2/28/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 27
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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 2/09/10 H8912P10 TYCO ELECTRONICS LTD .64
48848 2/12/10 423428 ELECTRONIC BROKERAGE SYSTEM 2,000.00 24.988 10.00 49,964.36 2,782.85
SALE 2/19/10 H8912P10 TYCO ELECTRONICS LTD .34
48848 2/24/10 423456 ELECTRONIC BROKERAGE SYSTEM 1,000.00 26.240 5.00 26,234.66 2,643.90
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 958,395.00 223.73 17,542,127.45 830,000.47
18,289.15
SALES OF COMINGLED-FUND UNITS
-----------------------------
SALE 1/28/10 18538Q13 CLEARWIRE CORP NEW .19
50556 2/02/10 423393 INSTINET (PORTAL) 30,000.00 .480 150.00 14,258.81 14,258.48
SALE 1/29/10 18538Q13 CLEARWIRE CORP NEW .12
50556 2/03/10 423397 INSTINET (PORTAL) 20,000.00 .470 100.00 9,299.88 9,299.66
SALE 2/01/10 18538Q13 CLEARWIRE CORP NEW .12
50556 2/04/10 423401 INSTINET (DOMESTIC) 20,000.00 .443 100.00 8,749.88 8,749.65
-------------- ---------- -------------- --------------
SUBTOTAL UNIT-ASSET SALES: 70,000.00 .43 32,308.57 32,307.79
350.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 1,028,395.00 224.16 17,574,436.02 862,308.26
18,639.15
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 4805
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 2/01/10 THROUGH 2/28/10
SUPPLEMENTAL ANNUITY COLLECT TR (4805) PAGE: 28
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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 2/15/10 12189T10 BURLINGTON NORTHERN SANTA F
8062 2/16/10 423420 TENDERED 1,162.65 100.00 116,265.40 100,467.12
SALE 2/03/10 17285T10 CITADEL BROADCASTING CORP. .01
37561 2/08/10 423410 INSTINET (PORTAL) 3,357.00 .047 16.79 140.98 -20,261.04
SALE 2/25/10 44993410 IMS HEALTH INC.
10650 2/26/10 423420 TENDERED 15,777.00 22.000 347,094.00 190,498.85
SALE 2/03/10 89705120 TRONOX INC. CL B .01
33751 2/08/10 423410 INSTINET (PORTAL) 1,070.00 .450 5.35 476.14 -8,160.70
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 21,366.65 .02 463,976.52 262,544.23
22.14
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 21,366.65 .02 463,976.52 262,544.23
22.14
END OF REPORT FOR: SUPPLEMENTAL ANNUITY COLLECT TR
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 2/01/10 THROUGH 2/28/10
CASH MANAGEMENT FD (5050) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 2/03/10 00279HKK ABBEY NATIONAL YANKEE CERT .1200 .120
50683 2/03/10 288587 ABBEY NATIONAL 2/11/10 30,000,000.00 100.00 30,000,000.00
PUR 2/03/10 00279HKK ABBEY NATIONAL YANKEE CERT .1200 .120
50684 2/03/10 288587 ABBEY NATIONAL 2/11/10 40,000,000.00 100.00 40,000,000.00
PUR 2/11/10 00279HKU ABBEY NATIONAL YANKEE CERT .1400 .140
50746 2/11/10 288619 ABBEY NATIONAL 3/09/10 110,000,000.00 100.00 110,000,000.00
PUR 2/22/10 00279HKX ABBEY NATIONAL YANKEE CERT .1500 .150
50830 2/22/10 288650 ABBEY NATIONAL 3/31/10 70,000,000.00 100.00 70,000,000.00
PUR 2/22/10 00282DCK ABBOTT LABS DISC C P .1100 .110
50828 2/22/10 288650 BGC FINANCIAL 3/19/10 31,000,000.00 99.992 30,997,631.94
PUR 2/17/10 00282DCQ ABBOTT LABS DISC C P .1200 .120
50789 2/17/10 288632 MESIROW FINANCIAL, INC 3/24/10 59,000,000.00 99.988 58,993,116.67
PUR 2/19/10 0556M4T9 BNP PARIBAS YANKEE CERT DEP .1300 .130
50814 2/19/10 288644 BNP PARIBAS 3/05/10 50,000,000.00 100.00 50,000,000.00
PUR 2/19/10 0556M4U2 BNP PARIBAS YANKEE CERT DEP .1500 .150
50813 2/19/10 288644 BNP PARIBAS 3/19/10 52,000,000.00 100.00 52,000,000.00
PUR 2/03/10 0556N1B4 BNP PARIBAS FINANCE INC DIS .1400 .140
50676 2/03/10 288587 BNP PARIBAS 2/04/10 50,000,000.00 100.00 49,999,805.56
PUR 2/04/10 0556N1B5 BNP PARIBAS FINANCE INC DIS .1400 .140
50696 2/04/10 BNP PARIBAS 2/05/10 8,347,000.00 100.00 8,346,967.54
PUR 2/03/10 0556N1B8 BNP PARIBAS FINANCE INC DIS .1300 .130
50680 2/03/10 288587 BNP PARIBAS 2/08/10 70,000,000.00 99.998 69,998,736.11
PUR 2/17/10 0556N1BJ BNP PARIBAS FINANCE INC DIS .1200 .120
50792 2/17/10 288632 BNP PARIBAS 2/18/10 1,838,000.00 100.00 1,837,993.87
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 2/01/10 THROUGH 2/28/10
CASH MANAGEMENT FD (5050) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/18/10 0556N1BK BNP PARIBAS FINANCE INC DIS .1100 .110
50805 2/18/10 288638 BNP PARIBAS 2/19/10 12,230,000.00 100.00 12,229,962.63
PUR 2/24/10 0556N1BR BNP PARIBAS FINANCE INC DIS .1100 .110
50878 2/24/10 288662 BNP PARIBAS 2/25/10 5,105,000.00 100.00 5,104,984.40
PUR 2/24/10 0556N1BR BNP PARIBAS FINANCE INC DIS .1100 .110
50879 2/24/10 288662 BNP PARIBAS 2/25/10 11,567,000.00 100.00 11,566,964.66
PUR 2/26/10 0556N1C1 BNP PARIBAS FINANCE INC DIS .1200 .120
50908 2/26/10 288673 BNP PARIBAS 3/01/10 30,000,000.00 99.999 29,999,700.00
PUR 2/26/10 0556N1C1 BNP PARIBAS FINANCE INC DIS .1200 .120
50912 2/26/10 288673 BNP PARIBAS 3/01/10 40,000,000.00 99.999 39,999,600.00
PUR 2/22/10 06366FVS BANK OF MONTREAL YANKEE C D .1600 .160
50829 2/22/10 288650 BMO/HARRIS TRUST & SAVINGS 3/29/10 30,000,000.00 100.00 30,000,000.00
PUR 2/09/10 06416P2M BANK OF NOVA SCOTIA YANKEE .1400 .140
50731 2/09/10 288609 BANK OF NOVA SCOTIA 3/03/10 77,000,000.00 100.00 77,000,000.00
PUR 2/09/10 06538APH BK OF TOKYO MITSUBISHI UFJ .1800 .180
50730 2/09/10 288609 BANK OF TOKYO MITSUBUSHI 3/12/10 25,000,000.00 100.00 25,000,000.00
PUR 2/17/10 06538AQB BK OF TOKYO MITSUBISHI UFJ .1700 .170
50787 2/17/10 288632 BANK OF TOKYO MITSUBUSHI 3/08/10 25,000,000.00 100.00 25,000,000.00
PUR 2/01/10 13170MGZ CALYON YANKEE CERT DEP .1700 .170
50664 2/01/10 288572 CALYON NY 3/01/10 60,000,000.00 100.00 60,000,000.00
PUR 2/04/10 13170SB5 CALYON NA INC DISC CP .1500 .150
50695 2/04/10 288592 CALYON NY 2/05/10 45,000,000.00 100.00 44,999,812.50
PUR 2/05/10 13170SB8 CALYON NA INC DISC CP .1400 .140
50700 2/05/10 288598 CALYON NY 2/08/10 15,000,000.00 99.999 14,999,825.00
PUR 2/05/10 13170SB8 CALYON NA INC DISC CP .1500 .150
50702 2/05/10 288598 CALYON NY 2/08/10 15,217,000.00 99.999 15,216,809.79
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 2/01/10 THROUGH 2/28/10
CASH MANAGEMENT FD (5050) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/01/10 13443DB4 CAMPBELL SOUP CO DISC C P .0700 .070
50660 2/01/10 288572 JP MORGAN 2/04/10 30,000,000.00 99.999 29,999,825.01
PUR 2/11/10 13443DBH CAMPBELL SOUP CO DISC C P .0700 .070
50756 2/11/10 288619 JP MORGAN 2/17/10 30,000,000.00 99.999 29,999,649.99
PUR 2/23/10 13443DC2 CAMPBELL SOUP DISC C P .0800 .080
50864 2/23/10 288656 BGC FINANCIAL 3/02/10 10,000,000.00 99.998 9,999,844.44
PUR 2/23/10 13443DC3 CAMPBELL SOUP DISC C P .0800 .080
50851 2/23/10 288656 BGC FINANCIAL 3/03/10 20,000,000.00 99.998 19,999,644.44
PUR 2/23/10 13443DC3 CAMPBELL SOUP DISC C P .0800 .080
50863 2/23/10 288656 BGC FINANCIAL 3/03/10 20,391,000.00 99.998 20,390,637.49
PUR 2/16/10 13508UCN GOV'T OF CANADA DISC C P .1000 .100
50762 2/16/10 288626 ROYAL BANK OF CANADA 3/22/10 45,000,000.00 99.991 44,995,750.00
PUR 2/25/10 13607FCB CANADIAN IMPERIAL HOLDINGS .0900 .090
50899 2/25/10 288667 CIBC Oppenheimer 3/11/10 35,000,000.00 99.997 34,998,775.00
PUR 2/03/10 16677E2U CHEVRON FUNDING IBN .0800 .080
50682 2/03/10 288587 CHEVRON USA INC 2/05/10 20,000,000.00 100.00 20,000,000.00
PUR 2/04/10 16677E2V CHEVRON FUNDING IBN .1000 .100
50694 2/04/10 288592 CHEVRON USA INC 3/02/10 100,000,000.00 100.00 100,000,000.00
PUR 2/11/10 16677E3J CHEVRON FUNDING IBN .1200 .120
50744 2/11/10 288619 CHEVRON USA INC 3/05/10 15,000,000.00 100.00 15,000,000.00
PUR 2/17/10 16677E3N CHEVRON FUNDING IBN .1100 .110
50785 2/17/10 288632 CHEVRON USA INC 3/08/10 25,000,000.00 100.00 25,000,000.00
PUR 2/22/10 16677E3R CHEVRON FUNDING IBN .1000 .100
50832 2/22/10 288650 CHEVRON USA INC 3/09/10 44,000,000.00 100.00 44,000,000.00
PUR 2/24/10 16677E3U CHEVRON FUNDING IBN .0900 .090
50871 2/24/10 288662 CHEVRON USA INC 3/08/10 26,000,000.00 100.00 26,000,000.00
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 2/01/10 THROUGH 2/28/10
CASH MANAGEMENT FD (5050) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/17/10 19416FC9 COLGATE PALMOLIVE CO DISC C .0800 .080
50786 2/17/10 288632 CITIGROUP/CITIBANK DOMESTIC 3/09/10 45,000,000.00 99.996 44,998,000.02
PUR 2/25/10 19416FCJ COLGATE PALMOLIVE CO DISC C .0700 .070
50900 2/25/10 288667 CITIGROUP GBL MKT(FMLY SALO 3/18/10 7,376,000.00 99.996 7,375,698.82
PUR 2/16/10 20259XYK COMMERZE BANK YANKEE CERT D .1800 .180
50767 2/16/10 288626 BGC FINANCIAL 3/16/10 80,000,000.00 100.00 80,000,000.00
PUR 2/19/10 22532CBN CREDIT AGRICOLE NA INC DISC .1200 .120
50822 2/19/10 288644 CREDIT AGRICOLE INDOSUEZ 2/22/10 6,505,000.00 99.999 6,504,934.95
PUR 2/26/10 22532CC1 CREDIT AGRICOLE NA INC DISC .1100 .110
50911 2/26/10 288673 CREDIT AGRICOLE INDOSUEZ 3/01/10 35,000,000.00 99.999 34,999,679.17
PUR 2/19/10 22532YAY CREDIT AGRICOLE CORP INV BK .1300 .130
50821 2/19/10 288644 CREDIT AGRICOLE INDOSUEZ 3/05/10 20,000,000.00 100.00 20,000,000.00
PUR 2/24/10 22536FM9 CREDIT INDUSTRIAL COMM NY Y .2000 .200
50875 2/24/10 288662 CREDIT INDUSTRIAL&COMMERCIA 3/30/10 50,000,000.00 100.00 50,000,000.00
PUR 2/16/10 2363F7CN DANSKE CORP DISC C P .1600 .160
50764 2/16/10 288626 MESIROW FINANCIAL, INC 3/22/10 80,000,000.00 99.985 79,987,911.12
PUR 2/19/10 25154TAW DEUTSCHE BANK YANKEE CERT D .1300 .130
50820 2/19/10 288644 DEUTSCHE BANK 3/17/10 25,000,000.00 100.00 25,000,000.00
PUR 2/24/10 25154TBB DEUTSCHE BANK AG YANKEE CER .1300 .130
50874 2/24/10 288662 DEUTSCHE BANK 3/05/10 55,000,000.00 100.00 55,000,000.00
PUR 2/11/10 3025P1C1 FPL FUELS INC DISC C P .1700 .170
50747 2/11/10 288619 GOLDMAN SACHS & COMPANY 3/01/10 23,000,000.00 99.992 22,998,045.00
PUR 2/09/10 3025P1CA FPL FUELS INC DISC C P .1500 .150
50736 2/09/10 288609 GOLDMAN SACHS & COMPANY 3/10/10 40,000,000.00 99.988 39,995,166.68
PUR 2/16/10 3025P1CK FPL FUELS INC DISC C P .2000 .200
50763 2/16/10 288626 GOLDMAN SACHS & COMPANY 3/19/10 37,000,000.00 99.983 36,993,627.79
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 2/01/10 THROUGH 2/28/10
CASH MANAGEMENT FD (5050) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/11/10 3696E2K7 GENERAL ELECTRIC CO IBN .1300 .130
50745 2/11/10 288619 GENERAL ELECTRIC COMPANY 3/05/10 35,000,000.00 100.00 35,000,000.00
PUR 2/11/10 3696E2K8 GENERAL ELECTRIC CO IBN .1400 .140
50748 2/11/10 288619 GENERAL ELECTRIC COMPANY 3/15/10 87,000,000.00 100.00 87,000,000.00
PUR 2/11/10 3696E2K8 GENERAL ELECTRIC CO IBN .1400 .140
50757 2/11/10 288619 GENERAL ELECTRIC COMPANY 3/15/10 11,673,000.00 100.00 11,673,000.00
PUR 2/26/10 3696E2N5 GENERAL ELECTRIC CO IBN .1400 .140
50915 2/26/10 288673 GENERAL ELECTRIC COMPANY 3/22/10 4,616,000.00 100.00 4,616,000.00
PUR 2/08/10 46115KBH INTESA SAN PAOLO YANKEE C D .1600 .160
50720 2/08/10 288604 TRADITION AISEL SECURITIES 3/10/10 75,000,000.00 100.00 75,000,000.00
PUR 2/01/10 4611K1B8 INTESA FUNDING LLC DISC C P .1200 .120
50648 2/01/10 288572 BARCLAYS CAPITAL INC 2/08/10 50,000,000.00 99.998 49,998,833.35
PUR 2/02/10 4611K1B8 INTESA FUNDING LLC DISC C P .1300 .130
50670 2/02/10 288581 INTESA FUNDING LLC 2/08/10 60,000,000.00 99.998 59,998,700.00
PUR 2/03/10 4611K1B8 INTESA FUNDING LLC DISC C P .1300 .130
50681 2/03/10 288587 INTESA FUNDING LLC 2/08/10 30,000,000.00 99.998 29,999,458.33
PUR 2/26/10 4611K1C1 INTESA FUNDING LLC DISC C P .1100 .110
50913 2/26/10 288673 INTESA FUNDING LLC 3/01/10 50,000,000.00 99.999 49,999,541.67
PUR 2/08/10 4611K1C8 INTESA FUNDING LLC DISC C P .1600 .160
50714 2/08/10 288604 MESIROW FINANCIAL, INC 3/08/10 60,000,000.00 99.988 59,992,533.34
PUR 2/19/10 58934BCH MERCK & CO. DISC C P .1000 .100
50815 2/19/10 288644 MESIROW FINANCIAL, INC 3/17/10 48,000,000.00 99.993 47,996,533.34
PUR 2/01/10 63253LGG NATIONAL AUSTRALIA FUNDING .1200 .120
50661 2/01/10 288572 NATIONAL AUSTRALIA CAPITAL 2/02/10 10,000,000.00 100.00 10,000,000.00
PUR 2/01/10 63253LGG NATIONAL AUSTRALIA FUNDING .1200 .120
50663 2/01/10 288572 NATIONAL AUSTRALIA CAPITAL 2/02/10 23,000,000.00 100.00 23,000,000.00
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 2/01/10 THROUGH 2/28/10
CASH MANAGEMENT FD (5050) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/01/10 63253LGG NATIONAL AUSTRALIA FUNDING .1200 .120
50665 2/01/10 288572 NATIONAL AUSTRALIA CAPITAL 2/02/10 5,379,000.00 100.00 5,379,000.00
PUR 2/02/10 63253LGH NATIONAL AUSTRALIA FUNDING .1200 .120
50671 2/02/10 288581 NATIONAL AUSTRALIA CAPITAL 2/03/10 30,000,000.00 100.00 30,000,000.00
PUR 2/03/10 63253LGJ NATIONAL AUSTRALIA FUNDING .1000 .100
50689 2/03/10 288587 NATIONAL AUSTRALIA CAPITAL 2/04/10 6,705,000.00 100.00 6,705,000.00
PUR 2/24/10 63253LGK NATIONAL AUSTRALIA FD DE IB .0800 .080
50877 2/24/10 288662 NATL AUSTRALIA FUNDING DELA 2/25/10 20,000,000.00 100.00 20,000,000.00
PUR 2/09/10 65556QA2 NORDEA BANK FINLAND NY YANK .1600 .160
50733 2/09/10 288609 BGC FINANCIAL 3/05/10 49,500,000.00 100.00 49,500,000.00
PUR 2/17/10 7426M5CR PRIVATE EXPORT FDG CORP DIS .1000 .100
50788 2/17/10 288632 WILLIAMS CAPITAL GROUP 3/25/10 75,000,000.00 99.990 74,992,500.00
PUR 2/01/10 83365SB2 SOCIETE GENERALE N.A. INC D .1400 .140
50647 2/01/10 288572 BARCLAYS CAPITAL INC 2/02/10 50,000,000.00 100.00 49,999,805.55
PUR 2/03/10 83365SB4 SOCIETE GENERALE NO AMERICA .1400 .140
50677 2/03/10 288587 BARCLAYS CAPITAL INC 2/04/10 50,000,000.00 100.00 49,999,805.55
PUR 2/08/10 83365SB9 SOCIETE GENERALE NA INC DIS .1400 .140
50721 2/08/10 288604 JP MORGAN 2/09/10 2,140,000.00 100.00 2,139,991.68
PUR 2/16/10 83365SBH SOCIETE GENERALE N.A. INC D .1400 .140
50780 2/16/10 288626 JP MORGAN 2/17/10 11,482,000.00 100.00 11,481,955.35
PUR 2/22/10 83365SBP SOCIETE GENERALE NA INC DIS .1600 .160
50834 2/22/10 288650 BARCLAYS CAPITAL INC 2/23/10 35,000,000.00 100.00 34,999,844.46
PUR 2/22/10 83365SBP SOCIETE GENERALE NA INC DIS .1600 .160
50840 2/22/10 288650 JP MORGAN 2/23/10 10,790,000.00 100.00 10,789,952.05
PUR 2/24/10 83365SBR SOCIETE GENERALE NA INC DIS .1300 .130
50873 2/24/10 288662 BARCLAYS CAPITAL INC 2/25/10 19,000,000.00 100.00 18,999,931.39
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 2/01/10 THROUGH 2/28/10
CASH MANAGEMENT FD (5050) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/24/10 83365SBR SOCIETE GENERALE NA INC DIS .1300 .130
50876 2/24/10 288662 BARCLAYS CAPITAL INC 2/25/10 30,000,000.00 100.00 29,999,891.67
PUR 2/26/10 83365SC1 SOCIETE GENERALE NA INC DIS .1500 .150
50909 2/26/10 288673 BARCLAYS CAPITAL INC 3/01/10 20,000,000.00 99.999 19,999,750.00
PUR 2/26/10 83365SC1 SOCIETE GENERALE NA INC DIS .1500 .150
50901 2/26/10 288673 JP MORGAN 3/01/10 30,000,000.00 99.999 29,999,625.00
PUR 2/01/10 8336W0L2 SOCIETE GENERALE YANKEE C D .1800 .180
50649 2/01/10 288572 SOCIETE GENERALE INTERNATIO 3/01/10 50,000,000.00 100.00 50,000,000.00
PUR 2/01/10 8336W0L6 SOCIETE GENERALE YANKEE C D .1500 .150
50662 2/01/10 288572 SOCIETE GENERALE INTERNATIO 2/11/10 30,000,000.00 100.00 30,000,000.00
PUR 2/16/10 8336W0P8 SOCIETE GENERALE YANKEE C D .1700 .170
50766 2/16/10 288626 SOCIETE GENERALE INTERNATIO 3/12/10 33,000,000.00 100.00 33,000,000.00
PUR 2/16/10 8336W0P8 SOCIETE GENERALE YANKEE C D .1700 .170
50771 2/16/10 288626 SOCIETE GENERALE INTERNATIO 3/12/10 47,000,000.00 100.00 47,000,000.00
PUR 2/17/10 90467BCP UNICREDITO DELAWARE INC DIS .2000 .200
50790 2/17/10 288632 BGC FINANCIAL 3/23/10 80,000,000.00 99.981 79,984,888.89
PUR 2/16/10 912795U5 U.S. TREASURY BILLS .1050 .105
50777 2/16/10 288626 BARCLAYS CAPITAL INC 6/03/10 13,000,000.00 99.969 12,995,942.92
PUR 2/09/10 912795UU U.S. TREASURY BILLS .1120 .112
50737 2/10/10 288613 HSBC (DOMESTIC) 6/17/10 120,000,000.00 99.960 119,952,586.68
PUR 2/17/10 912795UW U.S. TREASURY BILLS .1200 .120
50791 2/17/10 288632 BARCLAYS CAPITAL INC 7/08/10 80,000,000.00 99.953 79,962,400.00
PUR 2/22/10 912795UY U.S. TREASURY BILLS .1400 .140
50831 2/22/10 288650 BARCLAYS CAPITAL INC 7/15/10 100,000,000.00 99.944 99,944,388.90
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 3429861000.00 3429630960.71
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 3429861000.00 3429630960.71
END OF REPORT FOR: CASH MANAGEMENT FD
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) PAGE: 36
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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 2/17/10 00423910 ACADIA REALTY TRUST
46114 2/22/10 423445 BLAYLOCK ROBERT VAN LLC 25,000.00 16.291 250.00 407,522.50
PUR 2/19/10 00423910 ACADIA REALTY TRUST
46114 2/24/10 423453 WILLIAMS CAPITAL GROUP 20,000.00 16.642 200.00 333,040.00
PUR 2/12/10 00709410 ADMINISTAFF INC
50759 2/18/10 423437 BLAYLOCK ROBERT VAN LLC 50,000.00 16.843 500.00 842,670.00
PUR 1/28/10 03748R10 APARTMENT INVEST. & MGMT. C
38056 2/02/10 423390 COWEN AND CO., LLC 25,000.00 15.378 1,000.00 385,457.50
PUR 1/28/10 04420910 ASHLAND INC.
31174 2/02/10 423390 DEUTSCHE BANK AG (DOMESTIC) 16,000.00 42.331 640.00 677,928.00
PUR 1/29/10 05874B10 BALLY TECHNOLOGIES INC
42543 2/03/10 423394 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 40.236 400.00 402,759.00
PUR 2/18/10 06050510 BANK OF AMERICA CORP
13225 2/23/10 423449 MERIDIAN EQUITY PARTNERS 150,000.00 15.837 1,500.00 2,376,975.00
PUR 2/18/10 06050510 BANK OF AMERICA CORP
13225 2/23/10 423449 PRINCETON SECURITIES GROUP 150,000.00 15.837 1,500.00 2,376,975.00
PUR 1/28/10 09063H10 BIOMED REALTY TRUST INC
50617 2/02/10 423390 GOLDMAN SACHS & COMPANY 100,000.00 14.609 4,000.00 1,464,860.00
PUR 2/05/10 09063H10 BIOMED REALTY TRUST INC
50617 2/10/10 423416 BLAYLOCK ROBERT VAN LLC 25,000.00 13.854 250.00 346,592.50
PUR 2/11/10 12640810 CSX CORP
47056 2/17/10 423431 GRISWOLD COMPANY 125,000.00 45.100 1,250.00 5,638,787.50
PUR 2/11/10 12640810 CSX CORP
47056 2/17/10 423431 ICAP CORPORATES LLC 125,000.00 45.082 1,250.00 5,636,462.50
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -Cont. PAGE: 37
------------------------------------------------------------------------------------------------------------------------------------
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 2/16/10 12640810 CSX CORP
47056 2/19/10 423441 ICAP CORPORATES LLC 130,000.00 45.853 1,300.00 5,962,216.00
PUR 2/17/10 12640810 CSX CORP
47056 2/22/10 423445 ICAP CORPORATES LLC 225,000.00 45.869 2,250.00 10,322,797.50
PUR 2/17/10 12640810 CSX CORP
47056 2/22/10 423445 WILLIAMS CAPITAL GROUP 110,000.00 46.045 1,100.00 5,066,017.00
PUR 2/19/10 12640810 CSX CORP
47056 2/24/10 423453 MERIDIAN EQUITY PARTNERS 210,000.00 46.849 2,100.00 9,840,474.00
PUR 2/17/10 14365830 CARNIVAL CORP
49668 2/22/10 423445 BLAYLOCK ROBERT VAN LLC 10,000.00 34.000 100.00 340,100.00
PUR 2/12/10 18683K10 CLIFFS NATURAL RESOURCES
46820 2/18/10 423437 ICAP CORPORATES LLC 415,000.00 45.118 4,150.00 18,727,954.00
PUR 2/23/10 18683K10 CLIFFS NATURAL RESOURCES
46820 2/26/10 423461 PACIFIC AMERICAN SECURITIES 35,000.00 52.665 350.00 1,843,607.50
PUR 2/08/10 19238U10 COGDELL SPENCER INC.
40172 2/11/10 423421 GRISWOLD COMPANY 50,000.00 6.091 500.00 305,040.00
PUR 2/09/10 19238U10 COGDELL SPENCER INC.
40172 2/12/10 423425 WILLIAMS CAPITAL GROUP 6,400.00 6.000 64.00 38,464.00
PUR 2/11/10 19238U10 COGDELL SPENCER INC.
40172 2/17/10 423431 WILLIAMS CAPITAL GROUP 2,600.00 6.000 26.00 15,626.00
PUR 2/08/10 20825C10 CONOCOPHILLIPS
23444 2/11/10 423421 MERIDIAN EQUITY PARTNERS 125,000.00 47.766 1,250.00 5,971,987.50
PUR 2/19/10 20825C10 CONOCOPHILLIPS
23444 2/24/10 423453 BMO CAPITAL MARKETS/EXECUTI 75,000.00 48.929 750.00 3,670,455.00
PUR 2/22/10 20825C10 CONOCOPHILLIPS
23444 2/25/10 423457 TOUSSAINT CAPITAL 80,000.00 48.747 800.00 3,900,552.00
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -Cont. PAGE: 38
------------------------------------------------------------------------------------------------------------------------------------
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 1/28/10 20854P10 CONSOL ENERGY INC
48840 2/02/10 423390 COWEN AND CO., LLC 75,000.00 49.059 3,000.00 3,682,410.00
PUR 1/28/10 23282010 CYTEC INDUSTRIES INC.
02381 2/02/10 423390 SANFORD BERNSTEIN & CO. 32,000.00 37.662 1,280.00 1,206,460.80
PUR 1/29/10 23282010 CYTEC INDUSTRIES INC.
02381 2/03/10 423394 SANFORD BERNSTEIN & CO. 35,000.00 39.704 1,400.00 1,391,033.00
PUR 2/22/10 23585110 DANAHER CORP.
13878 2/25/10 423457 PACIFIC AMERICAN SECURITIES 100,000.00 75.691 1,000.00 7,570,060.00
PUR 2/22/10 23585110 DANAHER CORP.
13878 2/25/10 423457 STURDIVANT/EXECUTION 75,000.00 75.785 750.00 5,684,610.00
PUR 2/01/10 23719410 DARDEN RESTAURANTS INC
43149 2/04/10 423398 CITIGROUP/CITIBANK DOMESTIC 25,000.00 37.347 1,000.00 934,670.00
PUR 1/28/10 26054310 DOW CHEMICAL
48222 2/02/10 423390 CAPIS/SOFT 300,000.00 27.493 15,000.00 8,262,930.00
PUR 2/08/10 26613Q10 DUPONT FABROS TECHNOLOGY IN
38678 2/11/10 423421 WILLIAMS CAPITAL GROUP 10,000.00 16.332 100.00 163,415.00
PUR 2/17/10 27805810 EATON CORP.
24066 2/22/10 423445 MURIEL SEIBERT & CO 150,000.00 66.957 1,500.00 10,045,050.00
PUR 1/28/10 28140H10 EDUCATION REALTY TRUST INC
50616 2/02/10 423390 CITIGROUP/CITIBANK DOMESTIC 29,754.00 5.230 1,190.16 156,812.51
PUR 1/29/10 28140H10 EDUCATION REALTY TRUST INC
50616 2/03/10 423394 CITIGROUP/CITIBANK DOMESTIC 5,246.00 5.250 209.84 27,751.34
PUR 2/03/10 28140H10 EDUCATION REALTY TRUST INC
50616 2/08/10 423406 CITIGROUP/CITIBANK DOMESTIC 15,000.00 5.485 600.00 82,873.50
PUR 2/17/10 29101110 EMERSON ELECTRIC CO.
18169 2/22/10 423445 STURDIVANT/EXECUTION 325,000.00 47.068 3,250.00 15,300,285.00
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -Cont. PAGE: 39
------------------------------------------------------------------------------------------------------------------------------------
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 2/18/10 29101110 EMERSON ELECTRIC CO.
18169 2/23/10 423449 STURDIVANT/EXECUTION 50,000.00 47.413 500.00 2,371,140.00
PUR 1/29/10 30231G10 EXXON MOBIL CORP.
15200 2/03/10 423394 BARCLAYS CAPITAL (DOMESTIC) 35,000.00 64.898 1,400.00 2,272,830.00
PUR 1/29/10 30231G10 EXXON MOBIL CORP.
15200 2/03/10 423394 RAYMOND JAMES & ASSOCIATES, 45,000.00 65.012 1,800.00 2,927,335.50
PUR 1/29/10 34484910 FOOT LOCKER INC
48395 2/03/10 423394 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 11.537 400.00 115,773.00
PUR 2/08/10 34484910 FOOT LOCKER INC
48395 2/11/10 423421 WILLIAMS CAPITAL GROUP 25,000.00 11.680 250.00 292,240.00
PUR 2/02/10 34637510 FORMFACTOR, INC.
25180 2/05/10 423402 CREDIT SUISSE SEC (USA) LLC 12,500.00 15.797 375.00 197,831.25
PUR 2/02/10 34637510 FORMFACTOR, INC.
25180 2/05/10 423402 INSTINET/SOFT-FACTSET 12,500.00 15.758 625.00 197,602.50
PUR 2/08/10 36237H10 G-III APPAREL GROUP LTD
48401 2/11/10 423421 CREDIT SUISSE SEC (AES) 10,000.00 18.724 100.00 187,343.00
PUR 1/28/10 37731610 GLATFELTER
49900 2/02/10 423390 BARCLAYS CAPITAL (DOMESTIC) 55,300.00 13.356 2,212.00 740,798.80
PUR 1/29/10 37731610 GLATFELTER
49900 2/03/10 423394 BARCLAYS CAPITAL (DOMESTIC) 114,700.00 13.802 4,588.00 1,587,700.34
PUR 2/01/10 37731610 GLATFELTER
49900 2/04/10 423398 BARCLAYS CAPITAL (DOMESTIC) 71,761.00 13.766 2,870.44 990,739.54
PUR 2/02/10 37731610 GLATFELTER
49900 2/05/10 423402 BARCLAYS CAPITAL (DOMESTIC) 61,445.00 13.918 2,457.80 857,643.17
PUR 2/03/10 37731610 GLATFELTER
49900 2/08/10 423406 BARCLAYS CAPITAL (DOMESTIC) 66,794.00 13.758 2,671.76 921,630.29
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -Cont. PAGE: 40
------------------------------------------------------------------------------------------------------------------------------------
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 2/17/10 38141G10 GOLDMAN SACHS GROUP INC
13025 2/22/10 423445 BLAYLOCK ROBERT VAN LLC 30,000.00 157.28 300.00 4,718,820.00
PUR 1/28/10 42782510 HERSHA HOSPITALITY TR
50440 2/02/10 423390 CITIGROUP/CITIBANK DOMESTIC 40,000.00 3.589 1,600.00 145,144.00
PUR 1/27/10 42823610 HEWLETT-PACKARD CO
12113 2/01/10 423386 MORGAN STANLEY 50,000.00 48.815 2,000.00 2,442,740.00
PUR 2/18/10 42833L10 HHGREGG INC
50809 2/23/10 423449 BMO CAPITAL MARKETS/EXECUTI 10,000.00 19.500 100.00 195,100.00
PUR 2/08/10 43707610 HOME DEPOT INC
9428 2/11/10 423421 PRINCETON SECURITIES GROUP 50,000.00 28.825 500.00 1,441,730.00
PUR 2/17/10 43851610 HONEYWELL INTERNATIONAL INC
15341 2/22/10 423445 PACIFIC AMERICAN SECURITIES 295,000.00 39.090 2,950.00 11,534,529.50
PUR 1/28/10 45920010 INTL BUSINESS MACHINES CORP
17139 2/02/10 423390 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 124.09 400.00 1,241,392.00
PUR 2/02/10 45920010 INTL BUSINESS MACHINES CORP
17139 2/05/10 423402 OPPENHEIMER & CO., INC 15,000.00 124.40 600.00 1,866,595.50
PUR 2/18/10 46625H10 JP MORGAN CHASE & CO
19046 2/23/10 423449 CABRERA 125,000.00 40.179 1,250.00 5,023,575.00
PUR 1/28/10 48007410 JONES APPAREL
50614 2/02/10 423390 DEUTSCHE BANK AG (DOMESTIC) 25,000.00 14.323 1,000.00 359,077.50
PUR 1/28/10 48007410 JONES APPAREL
50614 2/02/10 423390 GOLDMAN SACHS & COMPANY 75,000.00 14.364 3,000.00 1,080,322.50
PUR 1/29/10 48007410 JONES APPAREL
50614 2/03/10 423394 DEUTSCHE BANK AG (DOMESTIC) 2,502.00 14.250 100.08 35,753.58
PUR 2/04/10 48007410 JONES APPAREL
50614 2/09/10 423411 OPPENHEIMER & CO., INC 25,000.00 14.750 1,000.00 369,750.00
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -Cont. PAGE: 41
------------------------------------------------------------------------------------------------------------------------------------
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 2/05/10 48007410 JONES APPAREL
50614 2/10/10 423416 OPPENHEIMER & CO., INC 25,000.00 14.562 1,000.00 365,060.00
PUR 1/27/10 48248010 KLA-TENCOR CORPORATION
08730 2/01/10 423386 JANNEY MONTGOMERY SCOTT 50,000.00 30.472 1,500.00 1,525,090.00
PUR 1/28/10 48248010 KLA-TENCOR CORPORATION
08730 2/02/10 423390 INSTINET/SOFT-FACTSET 20,000.00 29.661 1,000.00 594,214.00
PUR 2/02/10 48248010 KLA-TENCOR CORPORATION
08730 2/05/10 423402 CREDIT SUISSE SEC (USA) LLC 25,000.00 28.950 750.00 724,487.50
PUR 2/02/10 50240310 LTX-CREDENCE CORP
42797 2/05/10 423402 CREDIT SUISSE SEC (USA) LLC 10,000.00 2.519 300.00 25,490.00
PUR 2/02/10 51280710 LAM RESEARCH
50679 2/05/10 423402 CREDIT SUISSE SEC (USA) LLC 50,000.00 33.915 1,500.00 1,697,260.00
PUR 2/04/10 51783410 LAS VEGAS SANDS CORP
50698 2/09/10 423411 OPPENHEIMER & CO., INC 25,000.00 15.410 1,000.00 386,250.00
PUR 2/04/10 51783410 LAS VEGAS SANDS CORP
50698 2/09/10 423411 OPPENHEIMER & CO., INC 50,000.00 15.822 2,000.00 793,085.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 75,000.00 15.684 1,179,335.00
3,000.00
PUR 2/05/10 51783410 LAS VEGAS SANDS CORP
50698 2/10/10 423416 BLAYLOCK ROBERT VAN LLC 50,000.00 15.303 500.00 765,640.00
PUR 2/09/10 51783410 LAS VEGAS SANDS CORP
50698 2/12/10 423425 BMO CAPITAL MARKETS/EXECUTI 10,000.00 15.550 100.00 155,600.00
PUR 2/18/10 51783410 LAS VEGAS SANDS CORP
50698 2/23/10 423449 BLAYLOCK ROBERT VAN LLC 10,000.00 15.979 100.00 159,891.00
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/18/10 53418710 LINCOLN NATIONAL CORP
50810 2/23/10 423449 TOUSSAINT CAPITAL 200,000.00 25.358 2,000.00 5,073,660.00
PUR 2/01/10 55269010 MDU RESOURCES GROUP INC
48822 2/04/10 423398 GOLDMAN SACHS & COMPANY 39,000.00 20.891 1,560.00 816,312.90
PUR 2/01/10 55269010 MDU RESOURCES GROUP INC
48822 2/04/10 423398 SANFORD BERNSTEIN & CO. 61,000.00 20.902 2,440.00 1,277,468.10
PUR 2/01/10 55616P10 MACY'S INC
45230 2/04/10 423398 JP MORGAN 50,000.00 15.710 2,000.00 787,500.00
PUR 2/17/10 57636Q10 MASTERCARD INC
49021 2/22/10 423445 BLAYLOCK ROBERT VAN LLC 30,000.00 224.56 300.00 6,737,322.00
PUR 2/17/10 59156R10 METLIFE, INC.
22268 2/22/10 423445 GRISWOLD COMPANY 150,000.00 34.937 1,500.00 5,241,990.00
PUR 1/29/10 62937750 NRG ENERGY INC
50644 2/03/10 423394 BARCLAYS CAPITAL (DOMESTIC) 200,000.00 24.408 8,000.00 4,889,600.00
PUR 2/01/10 62937750 NRG ENERGY INC
50644 2/04/10 423398 GOLDMAN SACHS & COMPANY 135,000.00 23.771 5,400.00 3,214,539.00
PUR 2/17/10 62937750 NRG ENERGY INC
50644 2/22/10 423445 BMO CAPITAL MARKETS/EXECUTI 85,000.00 22.608 850.00 1,922,496.00
PUR 2/18/10 62937750 NRG ENERGY INC
50644 2/23/10 423449 MERIDIAN EQUITY PARTNERS 135,000.00 22.407 1,350.00 3,026,227.50
PUR 2/03/10 65248E10 NEWS CORP - CL A
50697 2/08/10 423406 JP MORGAN 477,600.00 13.665 19,104.00 6,545,603.52
PUR 2/03/10 65248E10 NEWS CORP - CL A
50697 2/08/10 423406 SANFORD BERNSTEIN & CO. 522,400.00 13.577 20,896.00 7,113,311.84
PUR 2/17/10 65566410 NORDSTROM INC
47646 2/22/10 423445 WILLIAMS CAPITAL GROUP 10,000.00 35.100 100.00 351,100.00
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/19/10 65566410 NORDSTROM INC
47646 2/24/10 423453 BLAYLOCK ROBERT VAN LLC 10,000.00 35.924 100.00 359,342.00
PUR 1/28/10 65584410 NORFOLK SOUTHERN CORP.
44991 2/02/10 423390 FRIEDMAN BILLINGS RAMSEY 27,500.00 48.973 1,100.00 1,347,860.25
PUR 1/28/10 65584410 NORFOLK SOUTHERN CORP.
44991 2/02/10 423390 MORGAN STANLEY 370,500.00 48.456 14,820.00 17,967,805.05
PUR 2/18/10 65584410 NORFOLK SOUTHERN CORP.
44991 2/23/10 423449 CABRERA 157,000.00 49.847 1,570.00 7,827,549.00
PUR 2/17/10 70109410 PARKER HANNIFIN CORP
28903 2/22/10 423445 JACKSON SECS 100,000.00 57.914 1,000.00 5,792,390.00
PUR 2/04/10 70756910 PENN NATIONAL GAMING INC.
42252 2/09/10 423411 CREDIT SUISSE SEC (AES) 10,000.00 23.958 100.00 239,677.00
PUR 1/28/10 74005P10 PRAXAIR INC
50615 2/02/10 423390 CAPIS/SOFT 180,000.00 76.440 9,000.00 13,768,146.00
PUR 1/29/10 74005P10 PRAXAIR INC
50615 2/03/10 423394 CAPIS/SOFT 70,000.00 76.393 3,500.00 5,351,031.00
PUR 2/17/10 74432010 PRUDENTIAL FINANCIAL INC
50800 2/22/10 423445 ICAP CORPORATES LLC 200,000.00 50.537 2,000.00 10,109,360.00
PUR 2/17/10 74432010 PRUDENTIAL FINANCIAL INC
50800 2/22/10 423445 MERIDIAN EQUITY PARTNERS 100,000.00 50.550 1,000.00 5,055,960.00
PUR 2/18/10 74432010 PRUDENTIAL FINANCIAL INC
50800 2/23/10 423449 MERIDIAN EQUITY PARTNERS 100,000.00 50.642 1,000.00 5,065,240.00
PUR 2/01/10 74971X10 RRI ENERGY INC.
46523 2/04/10 423398 OPPENHEIMER & CO., INC 200,000.00 4.843 8,000.00 976,600.00
PUR 1/29/10 77032310 ROBERT HALF INTL INC
43473 2/03/10 423394 JP MORGAN 50,000.00 27.596 2,000.00 1,381,775.00
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/01/10 77032310 ROBERT HALF INTL INC
43473 2/04/10 423398 RAYMOND JAMES & ASSOCIATES, 25,000.00 26.827 1,000.00 671,667.50
PUR 2/17/10 77273920 ROCK-TENN COMPANY-CL A
50799 2/22/10 423445 WILLIAMS CAPITAL GROUP 48,300.00 38.886 483.00 1,878,652.65
PUR 2/18/10 77273920 ROCK-TENN COMPANY-CL A
50799 2/23/10 423449 WILLIAMS CAPITAL GROUP 41,700.00 40.356 417.00 1,683,253.86
PUR 2/19/10 77273920 ROCK-TENN COMPANY-CL A
50799 2/24/10 423453 BMO CAPITAL MARKETS/EXECUTI 59,700.00 40.813 597.00 2,437,127.13
PUR 2/09/10 87986810 TEMPLE INLAND
50529 2/12/10 423425 GRISWOLD COMPANY 100,000.00 17.334 1,000.00 1,734,380.00
PUR 2/09/10 87986810 TEMPLE INLAND
50529 2/12/10 423425 ICAP CORPORATES LLC 110,000.00 17.860 1,100.00 1,965,744.00
PUR 2/09/10 87986810 TEMPLE INLAND
50529 2/12/10 423425 PRINCETON SECURITIES GROUP 110,000.00 17.527 1,100.00 1,929,070.00
PUR 2/16/10 87986810 TEMPLE INLAND
50529 2/19/10 423441 MERIDIAN EQUITY PARTNERS 100,000.00 17.965 1,000.00 1,797,490.00
PUR 2/17/10 87986810 TEMPLE INLAND
50529 2/22/10 423445 MERIDIAN EQUITY PARTNERS 30,000.00 18.341 300.00 550,530.00
PUR 2/19/10 88579Y10 3M CO
22391 2/24/10 423453 BLAYLOCK ROBERT VAN LLC 50,000.00 81.385 500.00 4,069,740.00
PUR 2/03/10 91704710 URBAN OUTFITTER
50693 2/08/10 423406 CREDIT SUISSE SEC (AES) 50,000.00 31.980 500.00 1,599,485.00
PUR 2/05/10 91704710 URBAN OUTFITTER
50693 2/10/10 423416 CREDIT SUISSE SEC (AES) 25,000.00 30.879 250.00 772,225.00
PUR 2/17/10 91704710 URBAN OUTFITTER
50693 2/22/10 423445 CREDIT SUISSE SEC (AES) 10,000.00 31.496 100.00 315,061.00
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/27/10 92220710 VARIAN SEMICONDUCTOR EQUIP
32229 2/01/10 423386 JANNEY MONTGOMERY SCOTT 50,000.00 30.387 1,500.00 1,520,850.00
PUR 1/28/10 92220710 VARIAN SEMICONDUCTOR EQUIP
32229 2/02/10 423390 INSTINET/SOFT-FACTSET 20,000.00 29.284 1,000.00 586,680.00
PUR 2/17/10 92826C83 VISA INC CL A
49022 2/22/10 423445 PRINCETON SECURITIES GROUP 100,000.00 86.150 1,000.00 8,616,000.00
PUR 2/17/10 92930Y10 W.P. CAREY & CO. LLC
42783 2/22/10 423445 BMO CAPITAL MARKETS/EXECUTI 10,000.00 25.400 100.00 254,098.00
PUR 1/27/10 95980210 WESTERN UNION CO
35340 2/01/10 423386 MORGAN STANLEY 50,000.00 18.298 2,000.00 916,875.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 9,779,202.00 348,249,680.92
227,197.08
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 9,779,202.00 348,249,680.92
227,197.08
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 2/04/10 00086T10 A.C. MOORE ARTS & CRAFTS, I 2.09
20474 2/09/10 423412 CREDIT SUISSE SEC (AES) 55,800.00 2.941 558.00 163,525.39 -659,061.18
SALE 2/05/10 00086T10 A.C. MOORE ARTS & CRAFTS, I .46
20474 2/10/10 423417 CREDIT SUISSE SEC (AES) 13,229.00 2.732 132.29 36,008.88 -159,009.00
SALE 2/08/10 00086T10 A.C. MOORE ARTS & CRAFTS, I .38
20474 2/11/10 423422 CREDIT SUISSE SEC (AES) 10,971.00 2.702 109.71 29,529.16 -132,201.98
SALE 2/02/10 00184X10 AOL INC 26.78
50037 2/05/10 423403 CITIGROUP/CITIBANK DOMESTIC 86,364.00 24.410 3,454.56 2,104,681.17 -351,798.86
SALE 2/03/10 00184X10 AOL INC 12.60
50037 2/08/10 423407 CITIGROUP/CITIBANK DOMESTIC 40,000.00 24.787 1,600.00 989,863.40 -147,869.93
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -Cont. PAGE: 46
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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 2/05/10 00244410 AVX CORP. 2.99
17627 2/10/10 423417 WILLIAMS CAPITAL GROUP 20,000.00 11.764 200.00 235,067.01 -294,654.76
SALE 2/16/10 00709410 ADMINISTAFF INC 3.11
50759 2/19/10 423442 BMO CAPITAL MARKETS/EXECUTI 14,400.00 17.000 144.00 244,652.89 1,963.93
SALE 2/18/10 00709410 ADMINISTAFF INC 1.54
50759 2/23/10 423450 BMO CAPITAL MARKETS/EXECUTI 7,100.00 17.000 71.00 120,627.46 968.32
SALE 2/19/10 00709410 ADMINISTAFF INC 6.19
50759 2/24/10 423454 BMO CAPITAL MARKETS/EXECUTI 28,500.00 17.076 285.00 486,377.66 6,055.76
SALE 2/03/10 00751Y10 ADVANCED AUTO PARTS INC 13.07
46747 2/08/10 423407 JP MORGAN 25,000.00 41.141 1,000.00 1,027,504.43 12,299.43
SALE 1/28/10 00915810 AIR PRODUCTS & CHEMICALS IN 98.16
20360 2/02/10 423391 CAPIS/SOFT 100,000.00 77.293 5,000.00 7,724,231.84 2,260,313.73
SALE 1/29/10 00915810 AIR PRODUCTS & CHEMICALS IN 97.60
20360 2/03/10 423395 CAPIS/SOFT 100,000.00 76.847 5,000.00 7,679,612.40 2,215,694.29
SALE 2/01/10 00915810 AIR PRODUCTS & CHEMICALS IN 48.29
20360 2/04/10 423399 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 76.047 2,000.00 3,800,286.71 1,068,327.66
SALE 2/17/10 01265310 ALBEMARLE CORP. 47.96
14176 2/22/10 423446 GRISWOLD COMPANY 100,000.00 37.763 1,000.00 3,775,242.04 1,768,725.63
SALE 2/03/10 03042010 AMERICAN WATER WORKS CO INC 22.47
40887 2/08/10 423407 OPPENHEIMER & CO., INC 80,000.00 22.117 3,200.00 1,766,161.53 42,128.88
SALE 2/17/10 03042010 AMERICAN WATER WORKS CO INC 28.13
40887 2/22/10 423446 MERIDIAN EQUITY PARTNERS 100,000.00 22.145 1,000.00 2,213,421.87 58,381.06
SALE 2/04/10 03073E10 AMERISOURCEBERGEN CORP. 61.54
20695 2/09/10 423412 JP MORGAN 175,000.00 27.687 7,000.00 4,838,093.46 2,145,959.49
SALE 2/05/10 03073E10 AMERISOURCEBERGEN CORP. 36.03
20695 2/10/10 423417 JP MORGAN 105,000.00 27.015 4,200.00 2,832,370.47 1,217,090.09
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -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 2/02/10 03209510 AMPHENOL CORP. 10.30
04092 2/05/10 423403 SANFORD BERNSTEIN & CO. 20,000.00 40.524 800.00 809,677.70 674,929.77
SALE 2/17/10 03251110 ANADARKO PETROLEUM CORP. 65.42
9798 2/22/10 423446 BMO CAPITAL MARKETS/EXECUTI 75,000.00 68.682 750.00 5,150,342.08 2,233,816.05
SALE 2/04/10 03761U10 APOLLO INVESTMENT CORP. 25.12
37900 2/09/10 423412 CREDIT SUISSE SEC (AES) 200,000.00 9.888 2,000.00 1,975,494.88 -2,148,470.46
SALE 2/03/10 03822210 APPLIED MATERIALS, INC. 15.72
5627 2/06/10 423407 UBS WARBURG LLC 100,001.00 12.378 3,000.03 1,234,776.63 467,263.11
SALE 2/05/10 03938010 ARCH COAL, INC. 25.36
26688 2/10/10 423417 ICAP CORPORATES LLC 95,000.00 21.022 950.00 1,996,114.64 218,353.79
SALE 2/05/10 04004910 ARENA RESOURCES INC. 7.43
38240 2/10/10 423417 ICAP CORPORATES LLC 15,000.00 38.981 150.00 584,559.07 110,957.62
SALE 2/05/10 04420910 ASHLAND INC. 52.78
31174 2/10/10 423417 JP MORGAN 100,000.00 41.556 4,000.00 4,151,587.22 480,261.56
SALE 2/11/10 04420910 ASHLAND INC. 26.99
31174 2/17/10 423432 BMO CAPITAL MARKETS/EXECUTI 50,000.00 42.491 500.00 2,124,043.01 288,380.18
SALE 2/02/10 04743P10 ATHEROS COMMUNICATIONS INC. 8.49
33478 2/05/10 423403 CREDIT SUISSE SEC (AES) 20,000.00 33.413 200.00 668,049.51 281,847.77
SALE 2/02/10 05276910 AUTODESK INC. 30.38
1122 2/05/10 423403 CREDIT SUISSE SEC (USA) LLC 100,000.00 23.917 3,000.00 2,388,709.62 -452,423.82
SALE 2/03/10 05333210 AUTOZONE INC. 19.93
29116 2/08/10 423407 JP MORGAN 10,000.00 156.88 400.00 1,568,406.07 689,957.07
SALE 2/05/10 06846N10 BILL BARRETT CORP 25.20
40495 2/10/10 423417 GRISWOLD COMPANY 65,000.00 30.521 650.00 1,983,157.30 -231,003.25
SALE 2/03/10 08915P10 BIG 5 SPORTING GOODS CORP. 9.38
33733 2/08/10 423407 CREDIT SUISSE SEC (AES) 50,000.00 14.767 500.00 737,820.62 -238,412.71
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -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 2/04/10 11132010 BROADCOM CORP. 35.63
10585 2/09/10 423412 CREDIT SUISSE SEC (AES) 100,000.00 28.051 1,000.00 2,804,094.37 1,024,368.13
SALE 2/01/10 12120820 BURGER KING HOLDINGS, INC. 11.26
43150 2/04/10 423399 CITIGROUP/CITIBANK DOMESTIC 50,000.00 17.720 2,000.00 883,993.74 -280,328.76
SALE 1/28/10 12640810 CSX CORP 112.83
47056 2/02/10 423391 SOLEIL SECURITIES CORP. 200,000.00 44.421 8,000.00 8,876,067.17 2,212,006.33
SALE 1/29/10 12640810 CSX CORP 77.69
47056 2/03/10 423395 SOLEIL SECURITIES CORP. 140,000.00 43.690 5,600.00 6,110,950.31 1,446,107.72
SALE 2/01/10 12640810 CSX CORP 55.57
47056 2/04/10 423399 COWEN AND CO., LLC 100,000.00 43.755 4,000.00 4,371,464.43 1,039,434.01
SALE 2/05/10 12640810 CSX CORP 107.58
47056 2/10/10 423417 JP MORGAN 200,000.00 42.352 8,000.00 8,462,192.42 1,798,131.58
SALE 2/02/10 12686C10 CABLEVISION SYSTEMS-NY GRP- 34.01
37985 2/05/10 423403 CITIGROUP/CITIBANK DOMESTIC 100,000.00 26.779 4,000.00 2,673,835.99 86,110.72
SALE 1/28/10 12705510 CABOT CORP. 9.92
23071 2/02/10 423391 CAPIS/SOFT 30,000.00 26.029 1,500.00 779,345.08 -21,178.22
SALE 1/29/10 12705510 CABOT CORP. 23.76
23071 2/03/10 423395 CAPIS/SOFT 70,000.00 26.722 3,500.00 1,867,044.24 -843.47
SALE 1/29/10 12709710 CABOT OIL & GAS 37.21
48172 2/03/10 423395 RAYMOND JAMES & ASSOCIATES, 75,000.00 39.056 3,000.00 2,926,177.79 343,583.07
SALE 1/28/10 13078810 CALIFORNIA WATER SERVICE GR 16.08
29762 2/02/10 423391 CITIGROUP/CITIBANK DOMESTIC 35,000.00 36.174 1,400.00 1,264,666.92 11,614.15
SALE 2/01/10 13078810 CALIFORNIA WATER SERVICE GR 4.71
29762 2/04/10 423399 JP MORGAN 10,200.00 36.314 408.00 369,987.03 4,811.65
SALE 2/02/10 13078810 CALIFORNIA WATER SERVICE GR 13.71
29762 2/05/10 423403 JP MORGAN 29,800.00 36.216 1,192.00 1,078,016.19 11,131.26
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
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -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 2/03/10 13078810 CALIFORNIA WATER SERVICE GR 10.43
29762 2/08/10 423407 OPPENHEIMER & CO., INC 22,600.00 36.322 904.00 819,962.77 10,848.70
SALE 2/02/10 13342B10 CAMERON INTERNATIONAL CORP. 25.06
34072 2/05/10 423403 OPPENHEIMER & CO., INC 50,000.00 39.469 2,000.00 1,971,439.94 1,309,199.52
SALE 2/17/10 14428510 CARPENTER TECHNOLOGY CORP. 26.89
12104 2/22/10 423446 WILLIAMS CAPITAL GROUP 70,000.00 30.246 700.00 2,116,472.11 520,013.35
SALE 2/02/10 14965A10 CAVIUM NETWORKS INC. 7.25
37143 2/05/10 423403 CREDIT SUISSE SEC (AES) 25,000.00 22.826 250.00 570,390.25 95,754.51
SALE 2/11/10 15087010 CELANESE CORPORATION SERIES 75.91
35597 2/17/10 423432 MERIDIAN EQUITY PARTNERS 200,000.00 29.882 2,000.00 5,974,364.09 1,555,214.57
SALE 2/05/10 16282510 CHECKPOINT SYSTEMS, INC. 1.92
02586 2/10/10 423417 WILLIAMS CAPITAL GROUP 10,000.00 15.070 100.00 150,597.08 -3,845.73
SALE 2/05/10 16516710 CHESAPEAKE ENERGY CORP. 24.80
08811 2/10/10 423417 GRISWOLD COMPANY 80,000.00 24.404 800.00 1,951,527.20 280,783.55
SALE 2/03/10 16990510 CHOICE HOTELS 3.09
46442 2/08/10 423407 ITG (CHANNEL) 7,606.00 31.893 76.06 242,502.81 28,135.05
SALE 2/03/10 16990510 CHOICE HOTELS 12.83
46442 2/08/10 423407 SANFORD BERNSTEIN & CO. 31,800.00 31.762 1,272.00 1,008,749.95 112,497.69
SALE 2/04/10 16990510 CHOICE HOTELS 14.24
46442 2/09/10 423412 SANFORD BERNSTEIN & CO. 35,594.00 31.483 1,423.76 1,119,182.14 115,999.66
SALE 2/03/10 17275R10 CISCO SYSTEMS INC 58.64
14693 2/06/10 423407 UBS WARBURG LLC 200,000.00 23.085 6,000.00 4,610,941.36 2,812,203.13
SALE 2/04/10 17275R10 CISCO SYSTEMS INC 14.82
14693 2/09/10 423412 CREDIT SUISSE SEC (AES) 50,000.00 23.330 500.00 1,166,000.18 716,315.62
SALE 2/04/10 17275R10 CISCO SYSTEMS INC 29.80
14693 2/09/10 423412 UBS WARBURG LLC 100,000.00 23.460 3,000.00 2,342,920.20 1,443,551.09
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -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 2/05/10 17275R10 CISCO SYSTEMS INC 37.19
14693 2/10/10 423417 CREDIT SUISSE SEC (AES) 125,000.00 23.425 1,250.00 2,926,887.81 1,802,676.42
SALE 2/02/10 17737610 CITRIX SYSTEMS INC. 80.31
30888 2/05/10 423403 CREDIT SUISSE SEC (USA) LLC 150,000.00 42.155 4,500.00 6,318,684.69 1,747,584.43
SALE 2/03/10 17737610 CITRIX SYSTEMS INC. 53.53
30888 2/08/10 423407 CREDIT SUISSE SEC (AES) 100,000.00 42.142 1,000.00 4,213,186.47 1,165,786.30
SALE 2/03/10 18975410 COACH, INC. 22.46
24924 2/08/10 423407 COWEN AND CO., LLC 50,000.00 35.357 2,000.00 1,765,802.54 703,671.85
SALE 2/03/10 18975410 COACH, INC. 22.56
24924 2/08/10 423407 JP MORGAN 50,000.00 35.514 2,000.00 1,773,657.44 711,526.75
SALE 2/05/10 18975410 COACH, INC. 32.06
24924 2/10/10 423417 WILLIAMS CAPITAL GROUP 75,000.00 33.650 750.00 2,522,952.94 929,756.90
SALE 2/02/10 20030N20 COMCAST CORP. "A SPL" 98.52
23899 2/05/10 423403 CREDIT SUISSE SEC (USA) LLC 500,000.00 15.514 15,000.00 7,742,001.48 -749,991.36
SALE 2/05/10 20337210 COMMSCOPE INC. 8.01
36771 2/10/10 423417 BMO CAPITAL MARKETS/EXECUTI 25,000.00 25.204 250.00 629,849.49 -122,188.22
SALE 2/17/10 21037110 CONSTELLATION ENERGY GROUP 25.67
13235 2/22/10 423446 BLAYLOCK ROBERT VAN LLC 60,000.00 33.685 600.00 2,020,474.33 -51,039.20
SALE 2/05/10 22025Y40 CORRECTIONS CORP OF AMERICA 4.53
20024 2/10/10 423417 BLAYLOCK ROBERT VAN LLC 20,000.00 17.804 200.00 355,877.47 148,615.32
SALE 2/05/10 22822710 CROWN CASTLE INTERNATIONAL 59.56
26670 2/10/10 423417 GRISWOLD COMPANY 135,000.00 34.733 1,350.00 4,687,585.94 1,489,433.85
SALE 2/05/10 22822710 CROWN CASTLE INTERNATIONAL 22.06
26670 2/10/10 423417 ITG (CHANNEL) 50,000.00 34.730 500.00 1,735,957.94 551,457.17
SALE 2/05/10 22822710 CROWN CASTLE INTERNATIONAL 50.68
26670 2/10/10 423417 MERIDIAN EQUITY PARTNERS 115,000.00 34.700 1,150.00 3,989,299.32 1,264,947.54
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -Cont. PAGE: 51
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/28/10 24353710 DECKERS OUTDOOR CORP 2.14
46166 2/02/10 423391 INSTINET/SOFT-FACTSET 1,660.00 101.24 83.00 167,986.54 64,134.69
SALE 1/29/10 24353710 DECKERS OUTDOOR CORP 26.37
46166 2/03/10 423395 INSTINET/SOFT-FACTSET 20,510.00 101.20 1,025.50 2,074,586.79 791,453.38
SALE 2/02/10 24353710 DECKERS OUTDOOR CORP 10.00
46166 2/05/10 423403 INSTINET (PORTAL) 7,830.00 100.51 54.81 786,994.26 297,138.84
SALE 2/02/10 24702R10 DELL INC. 12.70
37381 2/05/10 423403 CREDIT SUISSE SEC (AES) 75,000.00 13.329 750.00 998,927.30 -1,028,409.57
SALE 2/18/10 24736170 DELTA AIR LINES INC DEL 19.86
46316 2/23/10 423450 PACIFIC AMERICAN SECURITIES 125,000.00 12.507 1,250.00 1,562,142.64 743,194.51
SALE 2/18/10 24736170 DELTA AIR LINES INC DEL 19.88
46316 2/23/10 423450 TOUSSAINT CAPITAL 125,000.00 12.518 1,250.00 1,563,530.12 744,582.00
SALE 2/08/10 25179M10 DEVON ENERGY CORP. 34.08
18029 2/11/10 423422 PRINCETON SECURITIES GROUP 40,000.00 67.076 400.00 2,682,609.92 660,898.99
SALE 2/17/10 25179M10 DEVON ENERGY CORP. 66.55
18029 2/22/10 423446 BLAYLOCK ROBERT VAN LLC 75,000.00 69.859 750.00 5,238,578.45 1,447,870.45
SALE 2/02/10 25470F10 DISCOVERY COMMUNICATIONS IN 37.44
43060 2/05/10 423403 CREDIT SUISSE SEC (USA) LLC 100,000.00 29.478 3,000.00 2,944,802.56 763,058.62
SALE 2/03/10 25470F10 DISCOVERY COMMUNICATIONS IN 37.36
43060 2/08/10 423407 CREDIT SUISSE SEC (AES) 100,000.00 29.415 1,000.00 2,940,472.64 758,728.70
SALE 2/05/10 25746U10 DOMINION RESOURCES, INC. 36.89
16212 2/10/10 423417 BMO CAPITAL MARKETS/EXECUTI 80,000.00 36.305 800.00 2,903,587.11 982,173.90
SALE 2/18/10 25746U10 DOMINION RESOURCES, INC. 36.71
16212 2/23/10 423450 BLAYLOCK ROBERT VAN LLC 75,000.00 38.541 750.00 2,889,750.79 1,088,425.91
SALE 1/28/10 26353410 DU PONT (E.I.) DE NEMOURS 51.39
14404 2/02/10 423391 CAPIS/SOFT 125,000.00 32.369 6,250.00 4,039,798.61 -745,576.90
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -Cont. 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/29/10 26353410 DU PONT (E.I.) DE NEMOURS 52.07
14404 2/03/10 423395 CAPIS/SOFT 125,000.00 32.798 6,250.00 4,093,472.93 -691,902.58
SALE 2/05/10 26864810 EMC CORP/MASS 21.06
11325 2/10/10 423417 GRISWOLD COMPANY 100,000.00 16.582 1,000.00 1,657,188.94 -345,387.44
SALE 2/03/10 26875P10 EOG RESOURCES, INC. 24.66
19629 2/08/10 423407 OPPENHEIMER & CO., INC 20,000.00 97.078 800.00 1,940,729.34 1,269,491.94
SALE 2/11/10 27743210 EASTMAN CHEMICAL CO. 36.61
23426 2/17/10 423432 BLAYLOCK ROBERT VAN LLC 50,000.00 57.645 500.00 2,881,733.39 36,339.77
SALE 2/16/10 27743210 EASTMAN CHEMICAL CO. 74.53
23426 2/19/10 423442 BLAYLOCK ROBERT VAN LLC 100,000.00 58.682 1,000.00 5,867,115.47 176,328.24
SALE 2/03/10 27864210 EBAY INC 29.25
14885 2/08/10 423407 UBS WARBURG LLC 100,000.00 23.031 3,000.00 2,300,110.75 -149,656.69
SALE 2/17/10 27886510 ECOLAB INC 92.06
23068 2/22/10 423446 GRISWOLD COMPANY 171,000.00 42.387 1,710.00 7,246,392.04 1,232,730.71
SALE 2/17/10 27886510 ECOLAB INC 53.73
23068 2/22/10 423446 ICAP CORPORATES LLC 100,000.00 42.304 1,000.00 4,229,356.27 712,595.26
SALE 2/05/10 29717810 ESSEX PROPERTY TRUST INC. 4.11
38186 2/10/10 423417 OPPENHEIMER & CO., INC 4,200.00 77.102 168.00 323,657.97 -146,765.62
SALE 2/05/10 30226D10 EXTREME NETWORKS INC. .61
14780 2/10/10 423417 CREDIT SUISSE SEC (AES) 18,622.00 2.551 186.22 47,314.17 -336,745.11
SALE 2/08/10 30231G10 EXXON MOBIL CORP. 33.05
15200 2/11/10 423422 GRISWOLD COMPANY 40,000.00 65.050 400.00 2,601,578.95 1,611,559.56
SALE 2/17/10 30231G10 EXXON MOBIL CORP. 187.95
15200 2/22/10 423446 WILLIAMS CAPITAL GROUP 225,000.00 65.772 2,250.00 14,796,262.05 9,227,402.96
SALE 2/04/10 30241L10 FEI COMPANY 12.55
43274 2/09/10 423412 CREDIT SUISSE SEC (AES) 50,000.00 19.754 500.00 987,177.45 -103,025.00
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -Cont. PAGE: 53
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SALE 2/01/10 30249U10 FMC TECHNOLOGIES INC 17.45
21639 2/04/10 423399 OPPENHEIMER & CO., INC 25,000.00 54.968 1,000.00 1,373,175.05 1,194,842.71
SALE 2/02/10 30249U10 FMC TECHNOLOGIES INC 24.66
21639 2/05/10 423403 OPPENHEIMER & CO., INC 35,000.00 55.478 1,400.00 1,940,305.34 1,690,640.06
SALE 2/12/10 35671D85 FREEPORT-MCMORAN COPPER-B 129.39
26353 2/18/10 423438 GRISWOLD COMPANY 140,000.00 72.770 1,400.00 10,186,312.61 1,735,433.92
SALE 2/17/10 35671D85 FREEPORT-MCMORAN COPPER-B 95.01
26353 2/22/10 423446 STURDIVANT/EXECUTION 100,000.00 74.807 1,000.00 7,479,624.99 1,443,283.07
SALE 2/12/10 36467W10 GAMESTOP CORP 12.05
46208 2/18/10 423438 GRISWOLD COMPANY 50,000.00 18.972 500.00 948,077.95 -367,103.05
SALE 2/05/10 36955010 GENERAL DYNAMICS CORP. 84.70
41748 2/10/10 423417 LEERINK SWANN LLC 100,000.00 66.688 4,000.00 6,664,755.30 -1,429,464.70
SALE 2/03/10 37033410 GENERAL MILLS, INC. 35.85
18438 2/06/10 423407 JP MORGAN 40,000.00 70.555 1,600.00 2,820,552.15 1,325,220.59
SALE 1/28/10 37190110 GENTEX CORP. 11.90
10636 2/02/10 423391 INSTINET/SOFT-FACTSET 50,000.00 18.734 2,500.00 934,188.10 43,133.06
SALE 2/04/10 37246010 GENUINE PARTS CO. 12.16
24582 2/09/10 423412 CITIGROUP/CITIBANK DOMESTIC 25,000.00 38.293 1,000.00 956,320.34 206,144.90
SALE 2/17/10 37731610 GLATFELTER 17.16
49900 2/22/10 423446 MERIDIAN EQUITY PARTNERS 100,000.00 13.504 1,000.00 1,349,382.84 42,869.86
SALE 2/02/10 41316010 HARMONIC INC. 3.87
16748 2/05/10 423403 CREDIT SUISSE SEC (AES) 50,000.00 6.088 500.00 303,901.13 -186,710.98
SALE 2/03/10 42307410 HEINZ (H.J.) CO. 39.07
18453 2/08/10 423407 JP MORGAN 70,000.00 43.946 2,800.00 3,073,408.93 952,994.06
SALE 2/17/10 42809H10 HESS CORP. 38.52
34089 2/22/10 423446 SANDGRAIN SECURITIES 50,000.00 60.658 500.00 3,032,361.48 1,262,136.34
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -Cont. PAGE: 54
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SALE 2/04/10 44993410 IMS HEALTH INC. 97.04
10648 2/09/10 423412 CITIGROUP/CITIBANK DOMESTIC 351,900.00 21.713 14,076.00 7,626,666.85 3,832,171.69
SALE 2/04/10 44993410 IMS HEALTH INC. 33.29
10648 2/09/10 423412 OPPENHEIMER & CO., INC 121,003.00 21.660 4,840.12 2,616,051.57 1,311,290.85
SALE 2/04/10 44993410 IMS HEALTH INC. 4.19
10648 2/09/10 423412 SANFORD BERNSTEIN & CO. 15,200.00 21.660 608.00 328,619.81 164,720.05
SALE 2/04/10 44993410 IMS HEALTH INC. 15.90
10648 2/09/10 423412 UBS WARBURG LLC 57,800.00 21.660 2,312.00 1,249,631.66 626,381.25
SALE 2/02/10 45666Q10 INFORMATICA CORP. 12.32
33384 2/05/10 423403 CREDIT SUISSE SEC (AES) 40,000.00 24.249 400.00 969,559.68 380,636.70
SALE 2/03/10 45814010 INTEL CORP 49.90
14861 2/06/10 423407 UBS WARBURG LLC 200,000.00 19.645 6,000.00 3,922,910.10 1,045,584.15
SALE 2/04/10 45814010 INTEL CORP 12.14
14861 2/09/10 423412 CREDIT SUISSE SEC (AES) 50,000.00 19.106 500.00 954,762.86 235,431.37
SALE 2/04/10 45814010 INTEL CORP 24.34
14861 2/09/10 423412 UBS WARBURG LLC 100,000.00 19.158 3,000.00 1,912,765.66 474,102.68
SALE 2/05/10 45814010 INTEL CORP 30.47
14861 2/10/10 423417 CREDIT SUISSE SEC (AES) 125,000.00 19.190 1,250.00 2,397,469.53 599,140.81
SALE 1/29/10 45822P10 INTEGRYS ENERGY GROUP INC 21.45
36551 2/03/10 423395 BARCLAYS CAPITAL (DOMESTIC) 40,000.00 42.217 1,600.00 1,687,062.55 254,684.30
SALE 2/17/10 45822P10 INTEGRYS ENERGY GROUP INC 63.54
36551 2/22/10 423446 BLAYLOCK ROBERT VAN LLC 115,000.00 43.505 1,150.00 5,001,895.96 883,808.48
SALE 2/02/10 45840J10 INTERACTIVE DATA CORP. 26.07
20207 2/05/10 423403 CITIGROUP/CITIBANK DOMESTIC 70,000.00 29.319 2,800.00 2,049,482.93 1,407,033.24
SALE 1/28/10 46568510 ITC HOLDINGS CORP. 16.99
36443 2/02/10 423391 CITIGROUP/CITIBANK DOMESTIC 25,000.00 53.509 1,000.00 1,336,718.01 237,968.01
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -Cont. PAGE: 55
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SALE 2/02/10 46631310 JABIL CIRCUIT, INC. 19.67
09153 2/05/10 423403 SANFORD BERNSTEIN & CO. 100,000.00 15.482 4,000.00 1,544,130.33 -387,387.10
SALE 2/03/10 47110910 JARDEN CORP 19.82
36727 2/08/10 423407 COWEN AND CO., LLC 50,000.00 31.211 2,000.00 1,558,510.18 -161,507.96
SALE 2/04/10 47836610 JOHNSON CONTROLS INC 18.28
25520 2/09/10 423412 CITIGROUP/CITIBANK DOMESTIC 50,000.00 28.777 2,000.00 1,436,846.72 436,341.36
SALE 2/02/10 48783610 KELLOGG COMPANY 63.01
23109 2/05/10 423403 COWEN AND CO., LLC 90,000.00 55.121 3,600.00 4,957,235.99 1,737,003.77
SALE 2/04/10 48836010 KEMET CORP. .97
17296 2/09/10 423412 INSTINET (PORTAL) 50,000.00 1.517 350.00 75,484.03 -1,241,912.05
SALE 2/03/10 49446R10 KIMCO REALTY CORP. 8.03
03736 2/08/10 423407 OPPENHEIMER & CO., INC 50,000.00 12.646 2,000.00 630,296.97 -11,265.29
SALE 2/17/10 49726610 KIRBY CORP. 28.55
43171 2/22/10 423446 BLAYLOCK ROBERT VAN LLC 68,100.00 33.002 681.00 2,246,699.41 -131,924.59
SALE 2/18/10 49726610 KIRBY CORP. 29.60
43171 2/23/10 423450 ITG (CHANNEL) 71,793.00 32.459 717.93 2,329,602.99 -178,011.59
SALE 2/18/10 49726610 KIRBY CORP. 24.76
43171 2/23/10 423450 PRINCETON SECURITIES GROUP 60,000.00 32.485 600.00 1,948,463.24 -147,240.72
SALE 2/19/10 49726610 KIRBY CORP. 11.58
43171 2/24/10 423454 ITG (CHANNEL) 28,207.00 32.299 282.07 910,767.06 -74,458.30
SALE 2/19/10 49726610 KIRBY CORP. 16.42
43171 2/24/10 423454 PRINCETON SECURITIES GROUP 40,000.00 32.320 400.00 1,292,387.58 -104,748.40
SALE 2/23/10 49726610 KIRBY CORP. 6.15
43171 2/26/10 423462 CABRERA 15,000.00 32.251 150.00 483,605.85 -40,320.14
SALE 2/02/10 49918410 KNOT INC. (THE) 2.13
15215 2/05/10 423403 CREDIT SUISSE SEC (AES) 18,387.00 9.091 183.87 166,962.86 -168,079.12
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -Cont. PAGE: 56
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SALE 2/03/10 49918410 KNOT INC. (THE) 3.63
15215 2/06/10 423407 CREDIT SUISSE SEC (AES) 31,613.00 9.032 316.13 285,196.21 -290,845.68
SALE 2/01/10 50025510 KOHLS CORP. 3.23
04751 2/04/10 423399 RAYMOND JAMES & ASSOCIATES, 5,000.00 50.711 200.00 253,351.77 41,047.78
SALE 2/05/10 50559710 LACLEDE GROUP, INC. (THE) 7.97
20977 2/10/10 423417 BMO CAPITAL MARKETS/EXECUTI 20,000.00 31.375 200.00 627,300.03 105,735.05
SALE 1/28/10 51794210 LASALLE HOTEL PROPERTIES 13.07
43962 2/02/10 423391 GOLDMAN SACHS & COMPANY 50,000.00 20.578 2,000.00 1,026,876.93 566,291.93
SALE 2/05/10 53983010 LOCKHEED MARTIN CORP. 219.31
17689 2/10/10 423417 JP MORGAN 230,000.00 75.079 9,200.00 17,258,773.69 2,748,276.88
SALE 2/05/10 54866110 LOWES COMPANIES, INC. 27.47
08635 2/10/10 423417 JP MORGAN 100,000.00 21.628 4,000.00 2,158,752.53 660,723.43
SALE 2/05/10 55267610 MDC HOLDINGS, INC. 28.27
20400 2/10/10 423417 JP MORGAN 66,400.00 33.523 2,656.00 2,223,216.37 448,004.99
SALE 1/28/10 55448910 MACK-CALI REALTY CORP. 4.20
43336 2/02/10 423391 COWEN AND CO., LLC 10,000.00 33.046 400.00 330,054.80 23,837.52
SALE 2/03/10 55448910 MACK-CALI REALTY CORP. 21.98
43336 2/08/10 423407 CITIGROUP/CITIBANK DOMESTIC 53,000.00 32.655 2,120.00 1,728,546.52 105,594.93
SALE 2/08/10 55448910 MACK-CALI REALTY CORP. 3.61
43336 2/11/10 423422 WILLIAMS CAPITAL GROUP 9,000.00 31.555 90.00 283,897.79 8,302.24
SALE 2/02/10 56584910 MARATHON OIL CORP. 37.12
21604 2/05/10 423403 OPPENHEIMER & CO., INC 95,000.00 30.769 3,800.00 2,919,179.88 1,427,337.34
SALE 2/17/10 56584910 MARATHON OIL CORP. 43.24
21604 2/22/10 423446 CASTLE OAK SECURITIES 115,000.00 29.602 1,150.00 3,403,082.76 1,597,168.11
SALE 2/08/10 56845T30 MARINER ENERGY, INC. 13.29
33504 2/11/10 423422 ICAP CORPORATES LLC 75,000.00 13.957 750.00 1,046,004.21 -31,338.20
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
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DURING THE PERIOD 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -Cont. PAGE: 57
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SALE 2/17/10 56845T30 MARINER ENERGY, INC. 28.85
33504 2/22/10 423446 ICAP CORPORATES LLC 150,000.00 15.143 1,500.00 2,269,951.15 115,266.33
SALE 2/03/10 57190320 MARRIOTT INTERNATIONAL INC. 25.28
09821 2/08/10 423407 SANFORD BERNSTEIN & CO. 75,000.00 26.535 3,000.00 1,987,107.22 891,718.43
SALE 2/02/10 57620610 MASSEY ENERGY CO. 23.73
18929 2/05/10 423403 OPPENHEIMER & CO., INC 45,000.00 41.521 1,800.00 1,866,625.77 1,352,810.73
SALE 2/03/10 57708110 MATTEL INC. 26.43
13394 2/08/10 423407 CITIGROUP/CITIBANK DOMESTIC 100,000.00 20.809 4,000.00 2,076,883.57 258,333.11
SALE 2/03/10 57978020 MCCORMICK & CO., INC. 25.55
16769 2/08/10 423407 JP MORGAN 55,000.00 36.567 2,200.00 2,008,953.95 526,223.64
SALE 2/02/10 58013510 MCDONALD'S CORP. 64.96
14963 2/05/10 423403 COWEN AND CO., LLC 80,000.00 63.935 3,200.00 5,111,511.04 4,590,467.82
SALE 1/28/10 58333410 MEADWESTVACO CORP. 62.41
21865 2/02/10 423391 BARCLAYS CAPITAL (DOMESTIC) 200,000.00 24.569 8,000.00 4,905,657.59 1,264,524.06
SALE 2/05/10 58333410 MEADWESTVACO CORP. 28.85
21865 2/10/10 423417 ICAP CORPORATES LLC 100,000.00 22.713 1,000.00 2,270,281.15 449,714.39
SALE 2/05/10 58333410 MEADWESTVACO CORP. 28.80
21865 2/10/10 423417 PRINCETON SECURITIES GROUP 100,000.00 22.675 1,000.00 2,266,481.20 445,914.44
SALE 2/17/10 58333410 MEADWESTVACO CORP. 44.55
21865 2/22/10 423446 MURIEL SEIBERT & CO 150,000.00 23.385 1,500.00 3,506,235.45 775,385.30
SALE 2/19/10 58333410 MEADWESTVACO CORP. 30.09
21865 2/24/10 423454 PRINCETON SECURITIES GROUP 100,000.00 23.688 1,000.00 2,367,799.91 547,233.14
SALE 2/04/10 58933Y10 MERCK & CO INC NEW 31.41
49251 2/09/10 423412 UBS WARBURG LLC 65,495.00 37.761 2,619.80 2,470,492.39 569,851.86
SALE 2/16/10 58933Y10 MERCK & CO INC NEW 45.47
49251 2/19/10 423442 PRINCETON SECURITIES GROUP 94,505.00 37.881 945.05 3,578,943.93 836,443.99
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -Cont. PAGE: 58
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SALE 2/05/10 59170810 METROPCS COMMUNICATIONS INC 7.41
40686 2/10/10 423417 BLAYLOCK ROBERT VAN LLC 100,000.00 5.833 1,000.00 582,262.59 -1,108,397.43
SALE 2/05/10 59170810 METROPCS COMMUNICATIONS INC 7.40
40686 2/10/10 423417 BMO CAPITAL MARKETS/EXECUTI 100,000.00 5.822 1,000.00 581,152.60 -1,109,507.42
SALE 2/05/10 59170810 METROPCS COMMUNICATIONS INC 7.43
40686 2/10/10 423417 CABRERA 100,000.00 5.843 1,000.00 583,302.57 -1,107,357.45
SALE 2/05/10 59170810 METROPCS COMMUNICATIONS INC 7.37
40686 2/10/10 423417 CASTLE OAK SECURITIES 100,000.00 5.800 1,000.00 579,022.63 -1,111,637.39
SALE 2/05/10 59170810 METROPCS COMMUNICATIONS INC 7.24
40686 2/10/10 423417 JACKSON SECS 100,000.00 5.698 1,000.00 568,782.76 -1,121,877.26
SALE 2/05/10 59170810 METROPCS COMMUNICATIONS INC 7.28
40686 2/10/10 423417 MURIEL SEIBERT & CO 100,000.00 5.730 1,000.00 571,972.72 -1,118,687.30
SALE 2/05/10 59170810 METROPCS COMMUNICATIONS INC 7.19
40686 2/10/10 423417 PACIFIC AMERICAN SECURITIES 100,000.00 5.655 1,000.00 564,462.81 -1,126,197.21
SALE 2/05/10 59170810 METROPCS COMMUNICATIONS INC 7.28
40686 2/10/10 423417 SANDGRAIN SECURITIES 100,000.00 5.729 1,000.00 571,862.72 -1,118,797.30
SALE 2/05/10 59170810 METROPCS COMMUNICATIONS INC 7.38
40686 2/10/10 423417 STURDIVANT/EXECUTION 100,000.00 5.806 1,000.00 579,542.62 -1,111,117.40
SALE 2/05/10 59170810 METROPCS COMMUNICATIONS INC 7.27
40686 2/10/10 423417 WILLIAMS CAPITAL GROUP 100,000.00 5.721 1,000.00 571,052.73 -1,119,607.29
SALE 2/02/10 59491810 MICROSOFT CORP. 144.19
18102 2/05/10 423403 CREDIT SUISSE SEC (USA) LLC 400,000.00 28.384 12,000.00 11,341,335.81 9,091,262.56
SALE 2/02/10 59501710 MICROCHIP TECHNOLOGY INC. 16.81
01561 2/05/10 423403 CREDIT SUISSE SEC (AES) 50,000.00 26.464 500.00 1,322,678.19 -116,934.52
SALE 2/02/10 59511210 MICRON TECHNOLOGY INC 11.92
39154 2/05/10 423403 SANFORD BERNSTEIN & CO. 100,000.00 9.386 4,000.00 934,538.08 194,753.30
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
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -Cont. PAGE: 59
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SALE 2/04/10 59513710 MICROSEMI CORP. 9.56
22161 2/09/10 423412 CREDIT SUISSE SEC (AES) 50,000.00 15.055 500.00 752,230.44 136,174.16
SALE 2/03/10 60871R20 MOLSON COORS BREWING CO. 64.55
41903 2/08/10 423407 JP MORGAN 120,000.00 42.352 4,800.00 5,077,363.45 -1,216,897.76
SALE 2/05/10 62886E10 NCR CORP 8.11
27835 2/10/10 423417 MERIDIAN EQUITY PARTNERS 50,000.00 12.770 500.00 638,001.89 -42,907.76
SALE 2/03/10 63707110 NATIONAL OILWELL VARCO, INC 25.33
34243 2/08/10 423407 OPPENHEIMER & CO., INC 45,000.00 44.319 1,800.00 1,992,525.17 461,166.91
SALE 2/17/10 63707110 NATIONAL OILWELL VARCO, INC 36.47
34243 2/22/10 423446 SANDGRAIN SECURITIES 65,000.00 44.167 650.00 2,870,194.53 658,232.60
SALE 2/02/10 63764010 NATIONAL SEMICONDUCTOR CORP 4.39
15168 2/05/10 423403 SANFORD BERNSTEIN & CO. 25,000.00 13.824 1,000.00 344,583.11 -84,636.84
SALE 2/05/10 63764010 NATIONAL SEMICONDUCTOR CORP 8.55
15168 2/10/10 423417 PRINCETON SECURITIES GROUP 50,000.00 13.463 500.00 672,646.45 -185,793.45
SALE 2/05/10 64110D10 NETAPP INC. 11.30
40618 2/10/10 423417 CREDIT SUISSE SEC (AES) 30,000.00 29.651 300.00 889,206.70 285,098.12
SALE 2/02/10 64602510 NEW JERSEY RESOURCES CORP. 32.39
01172 2/05/10 423403 OPPENHEIMER & CO., INC 70,000.00 36.429 2,800.00 2,547,176.61 641,823.00
SALE 2/03/10 64602510 NEW JERSEY RESOURCES CORP. 2.29
01172 2/08/10 423407 OPPENHEIMER & CO., INC 5,000.00 36.030 200.00 179,947.71 43,851.02
SALE 1/29/10 65129010 NEWFIELD EXPLORATION CO. 38.21
41696 2/03/10 423395 BARCLAYS CAPITAL (DOMESTIC) 60,000.00 50.134 2,400.00 3,005,595.79 301,190.03
SALE 2/05/10 65129010 NEWFIELD EXPLORATION CO. 25.01
41696 2/10/10 423417 ICAP CORPORATES LLC 40,000.00 49.224 400.00 1,968,514.99 165,577.82
SALE 2/17/10 65163910 NEWMONT MINING CORP. 120.20
38331 2/22/10 423446 PACIFIC AMERICAN SECURITIES 200,000.00 47.322 2,000.00 9,462,359.80 430,872.50
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -Cont. PAGE: 60
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/18/10 65163910 NEWMONT MINING CORP. 95.32
38331 2/23/10 423450 GRISWOLD COMPANY 155,000.00 48.419 1,550.00 7,503,361.68 503,959.02
SALE 2/19/10 65163910 NEWMONT MINING CORP. 123.13
38331 2/24/10 423454 ICAP CORPORATES LLC 200,000.00 48.475 2,000.00 9,692,776.87 661,289.56
SALE 2/17/10 66439710 NORTHEAST UTILITIES 24.64
29097 2/22/10 423446 BLAYLOCK ROBERT VAN LLC 75,000.00 25.862 750.00 1,938,905.36 77,973.51
SALE 2/05/10 66680710 NORTHROP GRUMMAN CORP. 61.96
19452 2/10/10 423417 JP MORGAN 85,000.00 57.389 3,400.00 4,874,569.04 999,613.53
SALE 2/02/10 67020Y10 NUANCE COMMUNICATIONS, INC. 9.60
32148 2/05/10 423403 CREDIT SUISSE SEC (AES) 50,000.00 15.110 500.00 754,980.40 363,109.90
SALE 2/02/10 67020Y10 NUANCE COMMUNICATIONS, INC. 9.63
32148 2/05/10 423403 CREDIT SUISSE SEC (AES) 50,000.00 15.158 500.00 757,405.37 365,534.87
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 15.134 19.23 1,512,385.77 728,644.77
1,000.00
SALE 2/12/10 67034610 NUCOR CORP 87.78
46206 2/18/10 423438 MERIDIAN EQUITY PARTNERS 170,000.00 40.657 1,700.00 6,909,834.22 -141,479.02
SALE 2/02/10 67104410 OSI SYSTEMS, INC. 10.18
38489 2/05/10 423403 CREDIT SUISSE SEC (AES) 30,000.00 26.719 300.00 801,244.82 70,621.59
SALE 2/03/10 67104410 OSI SYSTEMS, INC. 13.37
38489 2/08/10 423407 CREDIT SUISSE SEC (AES) 40,000.00 26.300 400.00 1,051,586.63 77,422.32
SALE 2/04/10 67457P30 OCCAM NETWORKS, INC. 1.11
33618 2/09/10 423412 CREDIT SUISSE SEC (AES) 16,400.00 5.310 164.00 86,925.45 -118,229.35
SALE 2/05/10 67457P30 OCCAM NETWORKS, INC. 1.57
33618 2/10/10 423417 CREDIT SUISSE SEC (AES) 23,600.00 5.226 236.00 123,091.31 -172,131.45
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -Cont. PAGE: 61
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/28/10 68066520 OLIN CORP. 6.93
06124 2/02/10 423391 CAPIS/SOFT 32,600.00 16.744 1,630.00 544,227.25 -292,625.13
SALE 1/28/10 68066520 OLIN CORP. 1.57
06124 2/02/10 423391 DEUTSCHE BANK AG (DOMESTIC) 7,400.00 16.700 296.00 123,280.21 -66,680.15
SALE 2/04/10 68191910 OMNICOM GROUP INC. 34.47
23111 2/09/10 423412 CITIGROUP/CITIBANK DOMESTIC 75,000.00 36.181 3,000.00 2,710,540.53 406,747.72
SALE 2/04/10 68218910 ON SEMICONDUCTOR CORP. 9.34
35933 2/09/10 423412 CREDIT SUISSE SEC (AES) 100,000.00 7.348 1,000.00 733,790.66 -165,442.34
SALE 2/05/10 68218910 ON SEMICONDUCTOR CORP. 4.67
35933 2/10/10 423417 CREDIT SUISSE SEC (AES) 50,000.00 7.348 500.00 366,875.33 -82,741.17
SALE 2/02/10 68375710 OPNET TECHNOLOGIES, INC. 2.87
21503 2/05/10 423403 CREDIT SUISSE SEC (AES) 18,700.00 12.062 187.00 225,365.79 29,587.01
SALE 2/03/10 68375710 OPNET TECHNOLOGIES, INC. 4.74
21503 2/08/10 423407 CREDIT SUISSE SEC (AES) 31,300.00 11.910 313.00 372,477.78 44,783.89
SALE 2/05/10 69331C10 P G & E CORP 50.03
7625 2/10/10 423417 PRINCETON SECURITIES GROUP 95,000.00 41.466 950.00 3,938,298.47 1,177,533.75
SALE 2/04/10 69347510 PNC FINANCIAL SERVICES GROU 52.00
05720 2/09/10 423412 JP MORGAN 80,000.00 51.179 3,200.00 4,091,060.00 205,999.20
SALE 2/05/10 69351T10 PPL CORP. 25.57
16376 2/10/10 423417 MERIDIAN EQUITY PARTNERS 70,000.00 28.755 700.00 2,012,117.43 755,487.73
SALE 2/09/10 69515610 PACKAGING CORP OF AMERICA 27.39
31104 2/12/10 423426 MERIDIAN EQUITY PARTNERS 100,000.00 21.565 1,000.00 2,155,472.61 438,954.07
SALE 2/09/10 69515610 PACKAGING CORP OF AMERICA 41.09
31104 2/12/10 423426 PRINCETON SECURITIES GROUP 150,000.00 21.569 1,500.00 3,233,853.91 659,076.10
SALE 2/16/10 69515610 PACKAGING CORP OF AMERICA 27.81
31104 2/19/10 423442 PRINCETON SECURITIES GROUP 100,000.00 21.896 1,000.00 2,188,612.19 472,093.65
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -Cont. PAGE: 62
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/28/10 70788210 PENN VIRGINIA CORP 12.49
49210 2/02/10 423391 CITIGROUP/CITIBANK DOMESTIC 40,000.00 24.569 1,600.00 981,143.51 182,094.05
SALE 2/05/10 70788210 PENN VIRGINIA CORP 24.13
49210 2/10/10 423417 MERIDIAN EQUITY PARTNERS 80,000.00 23.744 800.00 1,898,711.87 300,612.94
SALE 2/01/10 70816010 J.C. PENNEY CO INC 4.77
38304 2/04/10 423399 RAYMOND JAMES & ASSOCIATES, 15,000.00 24.991 600.00 374,260.23 -599,755.94
SALE 2/03/10 70816010 J.C. PENNEY CO INC 24.62
38304 2/06/10 423407 OPPENHEIMER & CO., INC 75,000.00 25.848 3,000.00 1,935,537.88 -2,934,542.96
SALE 2/02/10 71344810 PEPSICO, INC. 62.01
14408 2/05/10 423403 COWEN AND CO., LLC 80,000.00 61.031 3,200.00 4,879,185.99 3,089,485.90
SALE 2/02/10 72378710 PIONEER NATURAL RESOURCES C 38.59
34242 2/05/10 423403 OPPENHEIMER & CO., INC 65,000.00 46.752 2,600.00 3,036,267.41 371,901.38
SALE 2/04/10 72925110 PLUM CREEK TIMBER CO INC 5.65
19523 2/09/10 423412 OPPENHEIMER & CO., INC 12,000.00 37.046 480.00 444,068.75 85,344.42
SALE 2/05/10 72925110 PLUM CREEK TIMBER CO INC 36.71
19523 2/10/10 423417 PRINCETON SECURITIES GROUP 80,000.00 36.124 800.00 2,889,091.29 497,595.77
SALE 2/08/10 72925110 PLUM CREEK TIMBER CO INC 38.79
19523 2/11/10 423422 BLAYLOCK ROBERT VAN LLC 85,000.00 35.929 850.00 3,053,042.21 512,078.22
SALE 2/02/10 73172K10 POLYCOM INC. 14.65
21502 2/05/10 423403 CREDIT SUISSE SEC (AES) 50,000.00 23.063 500.00 1,152,655.35 -469,686.38
SALE 2/05/10 74790620 QUANTUM CORP. 1.50
37668 2/10/10 423417 BLAYLOCK ROBERT VAN LLC 50,000.00 2.353 500.00 117,148.50 -45,819.00
SALE 2/04/10 74834L10 QUEST DIAGNOSTICS INC. 124.26
29102 2/09/10 423412 JP MORGAN 175,000.00 55.906 7,000.00 9,776,478.24 973,982.33
SALE 2/03/10 75102810 RALCORP HOLDINGS INC. 62.66
19248 2/08/10 423407 JP MORGAN 80,000.00 61.667 3,200.00 4,930,057.34 3,204,986.80
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/17/10 75610910 REALTY INCOME CORP. 13.26
39388 2/22/10 423446 WILLIAMS CAPITAL GROUP 37,000.00 28.203 370.00 1,043,109.24 269,739.06
SALE 2/05/10 76075910 REPUBLIC SERVICES, INC. 137.33
43998 2/10/10 423417 LEERINK SWANN LLC 425,000.00 25.442 17,000.00 10,795,797.67 -82,254.41
SALE 2/03/10 76171310 REYNOLDS AMERICAN INC. 23.80
28273 2/08/10 423407 JP MORGAN 35,000.00 53.525 1,400.00 1,871,961.70 488,501.84
SALE 2/05/10 77829610 ROSS STORES, INC. 58.11
37395 2/10/10 423417 CREDIT SUISSE SEC (AES) 100,000.00 45.755 1,000.00 4,574,421.89 1,399,352.28
SALE 2/17/10 77938210 ROWAN COMPANIES INC. 38.60
9463 2/22/10 423446 CABRERA 125,000.00 24.313 1,250.00 3,037,836.40 53,196.19
SALE 2/05/10 80306210 SAPIENT CORPORATION 2.45
34153 2/10/10 423417 CREDIT SUISSE SEC (AES) 25,000.00 7.697 250.00 192,162.55 56,363.80
SALE 2/04/10 80851310 SCHWAB (CHARLES) CORP. (THE 111.41
19300 2/09/10 423412 CREDIT SUISSE SEC (AES) 500,000.00 17.544 5,000.00 8,767,038.59 -909,791.62
SALE 2/17/10 81685110 SEMPRA ENERGY 48.97
10435 2/22/10 423446 BLAYLOCK ROBERT VAN LLC 80,000.00 48.193 800.00 3,854,551.03 1,780,084.46
SALE 2/16/10 81725T10 SENSIENT TECHNOLOGIES CORP. 42.51
18526 2/19/10 423442 GRISWOLD COMPANY 130,000.00 25.748 1,300.00 3,345,884.49 1,004,675.65
SALE 2/17/10 81725T10 SENSIENT TECHNOLOGIES CORP. 32.95
18526 2/22/10 423446 PRINCETON SECURITIES GROUP 100,000.00 25.940 1,000.00 2,592,927.05 791,997.17
SALE 2/18/10 81725T10 SENSIENT TECHNOLOGIES CORP. 32.96
18526 2/23/10 423450 ICAP CORPORATES LLC 100,000.00 25.956 1,000.00 2,594,547.04 793,617.16
SALE 2/04/10 82434810 SHERWIN-WILLIAMS CO. (THE) 6.90
42918 2/09/10 423412 JP MORGAN 8,472.00 64.102 338.88 542,722.13 88,410.42
SALE 2/08/10 82434810 SHERWIN-WILLIAMS CO. (THE) .17
42918 2/11/10 423422 BMO CAPITAL MARKETS/EXECUTI 200.00 64.100 2.00 12,817.83 2,092.81
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -Cont. PAGE: 64
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/09/10 82434810 SHERWIN-WILLIAMS CO. (THE) 29.59
42918 2/12/10 423426 BMO CAPITAL MARKETS/EXECUTI 36,328.00 64.131 363.28 2,329,372.63 381,280.61
SALE 1/29/10 83211010 SMITH INTERNATIONAL INC 25.61
20580 2/03/10 423395 RAYMOND JAMES & ASSOCIATES, 65,000.00 31.020 2,600.00 2,013,648.39 539,887.70
SALE 2/19/10 83211010 SMITH INTERNATIONAL INC 42.86
20580 2/24/10 423454 BMO CAPITAL MARKETS/EXECUTI 90,000.00 37.492 900.00 3,373,355.14 1,332,763.41
SALE 2/22/10 83211010 SMITH INTERNATIONAL INC 50.79
20580 2/25/10 423458 GRISWOLD COMPANY 100,000.00 39.990 3,998,949.21 1,731,625.06
SALE 2/05/10 83546010 SONIC SOLUTIONS 5.32
38465 2/10/10 423417 CREDIT SUISSE SEC (AES) 55,000.00 7.606 550.00 417,769.18 -173,368.14
SALE 2/02/10 83851810 SOUTH JERSEY INDUSTRIES INC 17.03
26192 2/05/10 423403 OPPENHEIMER & CO., INC 35,000.00 38.305 1,400.00 1,339,247.47 73,148.48
SALE 2/03/10 83851810 SOUTH JERSEY INDUSTRIES INC 7.25
26192 2/08/10 423407 OPPENHEIMER & CO., INC 15,000.00 38.083 600.00 570,634.75 28,020.90
SALE 2/05/10 84258710 SOUTHERN CO 37.90
15171 2/10/10 423417 ICAP CORPORATES LLC 95,000.00 31.413 950.00 2,983,218.60 882,816.83
SALE 2/05/10 84761510 SPECTRUM CONTROL, INC. .64
18616 2/10/10 423417 CREDIT SUISSE SEC (AES) 5,000.00 10.035 50.00 50,124.36 -3,226.30
SALE 2/05/10 85503010 STAPLES, INC. 29.77
11011 2/10/10 423417 CREDIT SUISSE SEC (AES) 100,000.00 23.435 1,000.00 2,342,470.23 984,614.57
SALE 2/17/10 85811910 STEEL DYNAMICS INC 49.14
30846 2/22/10 423446 CREDIT SUISSE SEC (AES) 240,000.00 16.121 2,400.00 3,866,470.86 964,180.66
SALE 2/02/10 87160710 SYNOPSYS INC 13.53
22050 2/05/10 423403 CREDIT SUISSE SEC (AES) 50,000.00 21.302 500.00 1,064,591.47 -301,770.58
SALE 2/03/10 87160710 SYNOPSYS INC 13.49
22050 2/08/10 423407 CREDIT SUISSE SEC (AES) 50,000.00 21.244 500.00 1,061,676.51 -304,685.54
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -Cont. PAGE: 65
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/03/10 87254010 TJX COMPANIES, INC. (THE) 16.72
20657 2/08/10 423407 OPPENHEIMER & CO., INC 34,000.00 38.732 1,360.00 1,315,504.48 676,505.32
SALE 2/16/10 87538X10 TANDY LEATHER FACTORY, INC. .09
38483 2/19/10 423442 WILLIAMS CAPITAL GROUP 1,800.00 3.667 18.00 6,581.97 -3,138.94
SALE 2/17/10 87538X10 TANDY LEATHER FACTORY, INC. .07
38483 2/22/10 423446 WILLIAMS CAPITAL GROUP 1,300.00 3.661 13.00 4,745.97 -2,274.69
SALE 2/18/10 87538X10 TANDY LEATHER FACTORY, INC. .01
38483 2/23/10 423450 WILLIAMS CAPITAL GROUP 30.00 3.650 .30 109.19 -52.83
SALE 2/19/10 87538X10 TANDY LEATHER FACTORY, INC. .46
38483 2/24/10 423454 WILLIAMS CAPITAL GROUP 9,730.00 3.658 97.30 35,494.58 -17,052.36
SALE 2/03/10 87612E10 TARGET CORP. 32.28
15577 2/08/10 423407 OPPENHEIMER & CO., INC 50,000.00 50.830 2,000.00 2,539,482.72 1,183,624.27
SALE 2/04/10 87612E10 TARGET CORP. 67.98
15577 2/09/10 423412 CITIGROUP/CITIBANK DOMESTIC 110,000.00 48.660 4,400.00 5,348,176.02 2,365,287.44
SALE 2/05/10 87612E10 TARGET CORP. 87.18
15577 2/10/10 423417 CITIGROUP/CITIBANK DOMESTIC 140,000.00 49.029 5,600.00 6,858,414.82 3,062,011.17
SALE 2/02/10 88076W10 TERADATA CORP. 14.48
38504 2/05/10 423403 CITIGROUP/CITIBANK DOMESTIC 40,000.00 28.492 1,600.00 1,138,049.52 539,124.08
SALE 2/03/10 88250810 TEXAS INSTRUMENTS INC. 29.42
18069 2/08/10 423407 UBS WARBURG LLC 100,000.00 23.158 4,000.00 2,311,810.58 1,069,376.80
SALE 2/05/10 88250810 TEXAS INSTRUMENTS INC. 14.40
18069 2/10/10 423417 ICAP CORPORATES LLC 50,000.00 22.675 500.00 1,133,210.60 511,993.71
SALE 2/11/10 88250810 TEXAS INSTRUMENTS INC. 14.91
18069 2/17/10 423432 ICAP CORPORATES LLC 50,000.00 23.480 500.00 1,173,470.09 552,253.20
SALE 2/05/10 88579Y10 3M CO 231.60
22391 2/10/10 423417 JP MORGAN 232,900.00 78.299 9,316.00 18,226,312.79 5,710,191.91
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -Cont. PAGE: 66
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/05/10 88579Y10 3M CO 7.63
22391 2/10/10 423417 SANFORD BERNSTEIN & CO. 7,600.00 78.956 304.00 599,756.25 191,329.81
SALE 2/02/10 88632Q10 TIBCO SOFTWARE INC. 11.66
21669 2/05/10 423403 CREDIT SUISSE SEC (AES) 100,000.00 9.173 1,000.00 916,318.34 -309,859.18
SALE 2/02/10 88731730 TIME WARNER INC 36.04
45487 2/05/10 423403 CITIGROUP/CITIBANK DOMESTIC 100,000.00 28.371 4,000.00 2,833,013.96 -678,017.79
SALE 2/02/10 88732J20 TIME WARNER CABLE INC 57.55
45482 2/05/10 423403 CITIGROUP/CITIBANK DOMESTIC 100,000.00 45.313 4,000.00 4,527,262.45 -659,012.49
SALE 1/28/10 89235610 TRACTOR SUPPLY CO. 14.44
07254 2/02/10 423391 INSTINET/SOFT-FACTSET 22,000.00 51.652 1,100.00 1,135,236.16 352,577.85
SALE 1/29/10 89235610 TRACTOR SUPPLY CO. 16.38
07254 2/03/10 423395 INSTINET/SOFT-FACTSET 25,000.00 51.562 1,250.00 1,287,773.62 398,389.18
SALE 2/04/10 89674K10 TRIQUINT SEMICONDUCTOR, INC 3.91
20443 2/09/10 423412 CREDIT SUISSE SEC (AES) 50,000.00 6.154 500.00 307,206.09 -294,993.30
SALE 2/17/10 90254980 UAL CORP 30.52
48745 2/22/10 423446 MERRIMAN/OTC 155,000.00 15.503 1,550.00 2,401,430.98 1,190,607.04
SALE 2/18/10 90254980 UAL CORP 19.09
48745 2/23/10 423450 ITG (CHANNEL) 100,000.00 15.028 1,000.00 1,501,770.91 720,594.17
SALE 2/18/10 90254980 UAL CORP 19.06
48745 2/23/10 423450 LABRANCHE/0TC 100,000.00 15.005 1,000.00 1,499,500.94 718,324.20
SALE 2/18/10 90254980 UAL CORP 19.00
48745 2/23/10 423450 MERRIMAN/OTC 100,000.00 14.958 1,000.00 1,494,821.00 713,644.26
SALE 2/18/10 90254980 UAL CORP 32.73
48745 2/23/10 423450 MERRIMAN/OTC 170,000.00 15.155 1,700.00 2,574,668.27 1,246,667.82
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 270,000.00 15.082 51.73 4,069,489.27 1,960,312.08
2,700.00
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -Cont. PAGE: 67
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/05/10 91347P10 UNIVERSAL DISPLAY CORP. 3.33
29655 2/10/10 423417 CREDIT SUISSE SEC (AES) 25,000.00 10.462 250.00 261,286.67 -7,202.28
SALE 2/03/10 91820410 VF CORP. 13.92
40920 2/08/10 423407 COWEN AND CO., LLC 15,000.00 73.019 600.00 1,094,675.58 31,774.46
SALE 2/09/10 91820410 VF CORP. 9.12
40920 2/12/10 423426 BMO CAPITAL MARKETS/EXECUTI 10,000.00 71.770 100.00 717,590.88 8,990.13
SALE 2/02/10 92343E10 VERISIGN INC 23.48
14452 2/05/10 423403 CREDIT SUISSE SEC (AES) 80,000.00 23.103 800.00 1,847,416.52 -331,955.08
SALE 2/17/10 92916010 VULCAN MATERIALS CO. 98.40
34763 2/22/10 423446 WILLIAMS CAPITAL GROUP 175,000.00 44.273 1,750.00 7,745,979.10 -2,834,032.88
SALE 2/18/10 92916010 VULCAN MATERIALS CO. 14.08
34763 2/23/10 423450 WILLIAMS CAPITAL GROUP 25,000.00 44.327 250.00 1,107,913.42 -403,516.86
SALE 2/18/10 93114210 WAL-MART STORES, INC. 33.81
15929 2/23/10 423450 BMO CAPITAL MARKETS/EXECUTI 50,000.00 53.230 500.00 2,660,976.19 1,272,252.74
SALE 2/05/10 94184810 WATERS CORP. 17.99
19522 2/10/10 423417 BMO CAPITAL MARKETS/EXECUTI 25,000.00 56.658 250.00 1,416,172.01 354,256.31
SALE 2/04/10 94973V10 WELLPOINT INC. 100.96
29264 2/09/10 423412 UBS WARBURG LLC 125,000.00 63.591 5,000.00 7,943,749.04 2,370,595.44
SALE 2/01/10 96945710 WILLIAMS COS INC. 36.55
02222 2/04/10 423399 GOLDMAN SACHS & COMPANY 135,000.00 21.317 5,400.00 2,872,331.45 626,904.08
SALE 2/08/10 96945710 WILLIAMS COS INC. 26.21
02222 2/11/10 423422 PRINCETON SECURITIES GROUP 100,000.00 20.637 1,000.00 2,062,663.79 399,384.26
SALE 2/02/10 98385X10 XTO ENERGY INC. 35.37
23110 2/05/10 423403 OPPENHEIMER & CO., INC 60,000.00 46.421 2,400.00 2,782,824.63 1,615,548.68
SALE 2/17/10 98385X10 XTO ENERGY INC. 29.27
23110 2/22/10 423446 SANDGRAIN SECURITIES 50,000.00 46.091 500.00 2,303,995.73 1,331,265.78
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD A (5140) -Cont. PAGE: 68
------------------------------------------------------------------------------------------------------------------------------------
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 2/05/10 98389B10 XCEL ENERGY INC. 50.67
17863 2/10/10 423417 PRINCETON SECURITIES GROUP 200,000.00 19.948 2,000.00 3,987,609.33 -174,874.04
SALE 2/17/10 98389B10 XCEL ENERGY INC. 65.23
17863 2/22/10 423446 GRISWOLD COMPANY 250,000.00 20.544 2,500.00 5,133,459.77 -69,644.44
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 23,383,550.00 9,297.92 731,485,761.76 142,027,656.24
526,394.67
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 23,383,550.00 9,297.92 731,485,761.76 142,027,656.24
526,394.67
END OF REPORT FOR: COMMON PENSION FD A
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD B (5142) PAGE: 69
------------------------------------------------------------------------------------------------------------------------------------
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 1/25/10 00724FAB ADOBE SYSTEMS INC NOTES 4.7500 4.828
50577 2/01/10 288571 BANK OF AMERICA SECURITIES 2/01/20 20,000,000.00 99.387 19,877,400.00
PUR 2/09/10 00724FAB ADOBE SYSTEMS INC NOTES 4.7500 4.878
50577 2/16/10 288624 GOLDMAN SACHS & COMPANY 2/01/20 12,000,000.00 99.000 11,880,000.00
PUR 2/12/10 071813AY BAXTER INTERNATIONAL INC NO 5.3750 4.299
43134 2/18/10 288637 KEYBANC CAPITAL MKTS INC 6/01/18 5,000,000.00 107.42 5,371,350.00
PUR 2/03/10 134429AT CAMPBELL SOUP CO SR NOTES 4.5000 4.177
44385 2/08/10 288603 BARCLAYS CAPITAL INC 2/15/19 10,000,000.00 102.40 10,240,600.00
PUR 1/22/10 358240FC FRESNO CALIF WTR SYS REV BD 6.7500 6.907
50578 2/03/10 288586 MERRILL LYNCH (RESEARCH) 6/01/40 15,000,000.00 98.003 14,700,450.00
PUR 2/02/10 448814EJ HYDRO-QUEBEC DEBS 8.0500 4.986
50672 2/05/10 288597 CIBC Oppenheimer 7/07/24 23,000,000.00 131.24 30,185,430.00
PUR 2/09/10 4581X0BL INTER AMERICAN DEV BANK NOT 3.8750 3.932
50738 2/17/10 288631 JP MORGAN 2/14/20 25,000,000.00 99.533 24,883,250.00
PUR 2/04/10 50075NBA KRAFT FOOD INC SR NOTES 5.3750 5.483
50699 2/08/10 288603 DEUTSCHE BANK SECURITIES IN 2/10/20 15,000,000.00 99.176 14,876,400.00
PUR 1/29/10 6832348H PROVINCE OF ONTARIO NOTES 2.9500 2.975
50641 2/05/10 288597 NATIONAL BNK OF CANADA FINA 2/05/15 5,000,000.00 99.885 4,994,250.00
PUR 1/29/10 6832348H PROVINCE OF ONTARIO NOTES 2.9500 2.975
50641 2/05/10 288597 RBC CAPITAL (DOMESTIC) 2/05/15 25,000,000.00 99.885 24,971,250.00
PUR 1/29/10 691879EY OXNARD CALIF FING AUTH WTR 7.0000 6.999
50669 2/11/10 288618 RBC CAPITAL (DOMESTIC) 6/01/40 10,000,000.00 100.00 10,000,000.00
PUR 2/18/10 911308AA UNITED PARCEL SVC AMER INC 8.3750 4.689
26143 2/23/10 288655 BARCLAYS CAPITAL INC 4/01/20 5,000,000.00 129.39 6,469,550.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 170,000,000.00 178,449,930.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 170,000,000.00 178,449,930.00
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD B (5142) -Cont. PAGE: 70
------------------------------------------------------------------------------------------------------------------------------------
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 FIXED INCOME SECURITIES
--------------------------------
SALE 2/09/10 03040WAB AMERICAN WATER CAP CORP BON 6.0850 6.181
41527 2/16/10 288624 MORGAN STANLEY 10/15/17 10,000,000.00 107.24 10,724,400.00 783,086.96
SALE 2/11/10 03040WAB AMERICAN WATER CAP CORP BON 6.0850 6.181
41527 2/17/10 288631 CANTOR FITZGERALD SECURITIE 10/15/17 10,000,000.00 107.10 10,710,300.00 768,961.60
SALE 2/12/10 071813AW BAXTER INTERNATIONAL INC. N 5.9000 5.943
34809 2/18/10 288637 KEYBANC CAPITAL MKTS INC 9/01/16 5,000,000.00 112.36 5,618,250.00 629,935.08
SALE 2/02/10 134429AU CAMPBELL SOUP CO SR NOTES 3.3750 3.386
47550 2/05/10 288597 JEFFERIES & COMPANY 8/15/14 5,000,000.00 103.55 5,177,900.00 180,319.53
SALE 2/23/10 134429AU CAMPBELL SOUP CO SR NOTES 3.3750 3.386
47550 2/26/10 288672 CREDIT SUISSE SEC (USA) LLC 8/15/14 5,000,000.00 103.61 5,180,700.00 183,094.37
SALE 1/29/10 25156PAD DEUTSCHE TELEKOM INTL FIN B 9.2500 9.476
43724 2/03/10 288586 GOLDMAN SACHS & COMPANY 6/01/32 11,000,000.00 133.45 14,680,490.00 3,912,051.39
SALE 1/29/10 263534BT E.I. DUPONT DE NEMOURS SR N 6.0000 6.365
41845 2/03/10 288586 CANTOR FITZGERALD SECURITIE 7/15/18 10,000,000.00 110.46 11,046,000.00 1,281,940.77
SALE 2/02/10 263534BT E.I. DUPONT DE NEMOURS SR N 6.0000 6.365
41845 2/05/10 288597 CANTOR FITZGERALD SECURITIE 7/15/18 5,000,000.00 110.52 5,526,350.00 644,282.18
SALE 1/29/10 341099CL FLORIDA PWR CORP 1ST MTG BD 6.4000 6.676
43910 2/03/10 288586 BARCLAYS CAPITAL INC 6/15/38 14,000,000.00 110.17 15,423,800.00 1,914,207.39
SALE 2/23/10 428236AS HEWLETT PACKARD CO NOTES 5.5000 5.509
40276 2/26/10 288672 CANTOR FITZGERALD SECURITIE 3/01/18 12,000,000.00 108.25 12,990,240.00 997,194.89
SALE 2/19/10 459200AG IBM CORP DEBENTURES 8.3750 8.696
2678 2/24/10 288661 BARCLAYS CAPITAL INC 11/01/19 15,000,000.00 128.89 19,333,800.00 4,647,400.27
SALE 2/17/10 594918AC MICROSOFT CORP NOTES 4.2000 4.206
46753 2/22/10 288649 JP MORGAN 6/01/19 10,000,000.00 100.86 10,086,000.00 91,092.54
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 2/01/10 THROUGH 2/28/10
COMMON PENSION FD B (5142) -Cont. PAGE: 71
------------------------------------------------------------------------------------------------------------------------------------
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 2/19/10 594918AC MICROSOFT CORP NOTES 4.2000 4.206
46753 2/24/10 288681 UBS WARBURG LLC 6/01/19 10,000,000.00 100.20 10,020,800.00 25,892.50
SALE 2/17/10 670346AH NUCOR CORP NOTES 6.4000 6.564
38948 2/22/10 288649 CANTOR FITZGERALD SECURITIE 12/01/37 13,000,000.00 107.42 13,964,990.00 1,236,603.03
SALE 2/23/10 670346AH NUCOR CORP NOTES 6.4000 6.564
38948 2/26/10 288672 CANTOR FITZGERALD SECURITIE 12/01/37 30,000,000.00 107.91 32,373,900.00 3,000,637.76
SALE 2/03/10 695114CD PACIFICORP IST MTG BONDS 5.7500 5.750
36736 2/08/10 288603 CANTOR FITZGERALD SECURITIE 4/01/37 15,000,000.00 100.85 15,128,700.00 130,044.45
SALE 2/03/10 72447XAD PITNEY BOWES INC. MTN 5.6000 5.748
40349 2/08/10 288603 MORGAN STANLEY 3/15/18 15,000,000.00 107.15 16,072,500.00 1,215,629.66
SALE 2/16/10 842400FA SOUTHERN CALIF EDISON 1ST M 5.3500 5.353
31029 2/19/10 288643 CANTOR FITZGERALD SECURITIE 7/15/35 10,000,000.00 96.156 9,615,600.00 -379,699.51
SALE 2/17/10 842400FL SOUTHERN CALIF ED CO 1ST MT 6.0500 6.110
45210 2/22/10 288649 CREDIT SUISSE SEC (USA) LLC 3/15/39 10,000,000.00 105.46 10,546,600.00 627,967.70
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 215,000,000.00 234,221,320.00 21,890,642.56
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 215,000,000.00 234,221,320.00 21,890,642.56
END OF REPORT FOR: COMMON PENSION FD B
S T A T E O F N E W J E R S E Y 5161
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 2/01/10 THROUGH 2/28/10
REIT COMMON PENSION FD A (5161) PAGE: 72
------------------------------------------------------------------------------------------------------------------------------------
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 2/03/10 03571040 ANNALY CAPITAL MANAGEMENT I
41139 2/08/10 423406 OPPENHEIMER & CO., INC 20,000.00 17.947 800.00 359,746.00
PUR 2/22/10 03734710 ANWORTH MORTGAGE ASSET CP
48004 2/25/10 423457 BMO CAPITAL MARKETS/EXECUTI 25,000.00 6.748 250.00 168,942.50
PUR 1/27/10 19238U10 COGDELL SPENCER INC.
39728 2/01/10 423386 FRIEDMAN BILLINGS RAMSEY 50,000.00 6.131 2,000.00 308,540.00
PUR 2/19/10 19238U10 COGDELL SPENCER INC.
39728 2/24/10 423453 WILLIAMS CAPITAL GROUP 25,000.00 6.922 250.00 173,295.00
PUR 1/27/10 28140H10 EDUCATION REALTY TRUST INC
50581 2/01/10 423386 RAYMOND JAMES & ASSOCIATES, 46,700.00 5.249 1,868.00 246,977.62
PUR 2/09/10 28140H10 EDUCATION REALTY TRUST INC
50581 2/12/10 423425 BMO CAPITAL MARKETS/EXECUTI 20,000.00 5.244 200.00 105,088.00
PUR 2/19/10 28140H10 EDUCATION REALTY TRUST INC
50581 2/24/10 423453 WILLIAMS CAPITAL GROUP 25,000.00 5.626 250.00 140,902.50
PUR 2/04/10 52904310 LEXINGTON REALTY TRUST
50484 2/09/10 423411 OPPENHEIMER & CO., INC 25,000.00 5.672 1,000.00 142,810.00
PUR 2/09/10 52904310 LEXINGTON REALTY TRUST
50484 2/12/10 423425 WILLIAMS CAPITAL GROUP 10,000.00 5.300 100.00 53,100.00
PUR 2/09/10 63741710 NATIONAL RETAIL PROPERTIES
40610 2/12/10 423425 BMO CAPITAL MARKETS/EXECUTI 10,000.00 19.750 100.00 197,600.00
PUR 2/09/10 72019020 PIEDMONT OFFICE REALTY TR I
50742 2/16/10 423430 BMO CAPITAL MARKETS 750.00 14.500 10,875.00
PUR 2/09/10 72019020 PIEDMONT OFFICE REALTY TR I
50742 2/16/10 423430 JP MORGAN 9,375.00 14.500 135,937.50
S T A T E O F N E W J E R S E Y 5161
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 2/01/10 THROUGH 2/28/10
REIT COMMON PENSION FD A (5161) -Cont. PAGE: 73
------------------------------------------------------------------------------------------------------------------------------------
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 2/09/10 72019020 PIEDMONT OFFICE REALTY TR I
50742 2/16/10 423430 MORGAN KEEGAN 875.00 14.500 12,687.50
PUR 2/09/10 72019020 PIEDMONT OFFICE REALTY TR I
50742 2/16/10 423430 MORGAN STANLEY 9,375.00 14.500 135,937.50
PUR 2/09/10 72019020 PIEDMONT OFFICE REALTY TR I
50742 2/16/10 423430 RBC CAPITAL (DOMESTIC) 750.00 14.500 10,875.00
PUR 2/09/10 72019020 PIEDMONT OFFICE REALTY TR I
50742 2/16/10 423430 SCOTIA CAPITAL MARKETS (DOM 625.00 14.500 9,062.50
PUR 2/09/10 72019020 PIEDMONT OFFICE REALTY TR I
50742 2/16/10 423430 WELLS FARGO SECURITIES 3,250.00 14.500 47,125.00
PUR 2/04/10 85571B10 STARWOOD PPTY TRUST INC
48091 2/09/10 423411 CREDIT SUISSE SEC (AES) 25,000.00 18.941 250.00 473,777.50
PUR 2/22/10 85571B10 STARWOOD PPTY TRUST INC
48091 2/25/10 423457 ITG (CHANNEL) 19,296.00 19.108 192.96 368,904.79
PUR 2/23/10 85571B10 STARWOOD PPTY TRUST INC
48091 2/26/10 423461 ITG (CHANNEL) 704.00 19.097 7.04 13,451.47
PUR 2/11/10 90265310 UDR INC
50758 2/17/10 423431 BLAYLOCK ROBERT VAN LLC 20,000.00 14.582 200.00 291,846.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 346,700.00 3,407,481.38
7,468.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 346,700.00 3,407,481.38
7,468.00
S T A T E O F N E W J E R S E Y 5161
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 2/01/10 THROUGH 2/28/10
REIT COMMON PENSION FD A (5161) -Cont. PAGE: 74
------------------------------------------------------------------------------------------------------------------------------------
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 2/03/10 22025Y40 CORRECTIONS CORP OF AMERICA 5.95
40596 2/08/10 423407 OPPENHEIMER & CO., INC 25,100.00 18.661 1,004.00 467,386.17 -216,142.05
SALE 2/02/10 53117210 LIBERTY PROPERTY TRUST 19.71
40597 2/05/10 423403 CITIGROUP/CITIBANK DOMESTIC 50,000.00 31.030 2,000.00 1,549,485.29 71,849.10
SALE 2/03/10 53117210 LIBERTY PROPERTY TRUST 18.14
40597 2/08/10 423407 OPPENHEIMER & CO., INC 47,000.00 30.397 1,880.00 1,426,765.56 37,787.55
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 122,100.00 43.80 3,443,637.02 -106,505.40
4,884.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 122,100.00 43.80 3,443,637.02 -106,505.40
4,884.00
END OF REPORT FOR: REIT COMMON PENSION FD A
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 1/28/10 00282410 ABBOTT LABORATORIES
39882 2/02/10 423390 STIFEL NICOLAUS 50,000.00 53.889 2,000.00 2,696,470.00
PUR 2/01/10 00507V10 ACTIVISION BLIZZARD INC
50387 2/04/10 423398 UBS WARBURG LLC 100,000.00 10.089 3,000.00 1,011,850.00
PUR 1/29/10 00817Y10 AETNA INC
50646 2/03/10 423394 COWEN AND CO., LLC 100,000.00 30.114 4,000.00 3,015,430.00
PUR 2/01/10 00817Y10 AETNA INC
50646 2/04/10 423398 SANFORD BERNSTEIN & CO. 200,000.00 29.761 8,000.00 5,960,280.00
PUR 2/02/10 00817Y10 AETNA INC
50646 2/05/10 423402 SANFORD BERNSTEIN & CO. 200,000.00 30.020 8,000.00 6,011,980.00
PUR 2/03/10 00817Y10 AETNA INC
50646 2/08/10 423406 COWEN AND CO., LLC 100,000.00 30.140 4,000.00 3,017,980.00
PUR 2/16/10 00817Y10 AETNA INC
50646 2/19/10 423441 GRISWOLD COMPANY 100,000.00 28.659 1,000.00 2,866,880.00
PUR 2/16/10 00817Y10 AETNA INC
50646 2/19/10 423441 WILLIAMS CAPITAL GROUP 100,000.00 28.445 1,000.00 2,845,500.00
PUR 2/19/10 00817Y10 AETNA INC
50646 2/24/10 423453 BLAYLOCK ROBERT VAN LLC 50,000.00 28.983 500.00 1,449,660.00
PUR 2/22/10 00817Y10 AETNA INC
50646 2/25/10 423457 BMO CAPITAL MARKETS/EXECUTI 50,000.00 29.138 500.00 1,457,410.00
PUR 1/28/10 00949P10 AIRTRAN HOLDINGS INC
50422 2/02/10 423390 STIFEL NICOLAUS 100,000.00 5.199 4,000.00 523,870.00
PUR 1/29/10 00949P10 AIRTRAN HOLDINGS INC
50422 2/03/10 423394 GOLDMAN SACHS & COMPANY 100,000.00 4.899 4,000.00 493,850.00
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 76
------------------------------------------------------------------------------------------------------------------------------------
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 2/01/10 00949P10 AIRTRAN HOLDINGS INC
50422 2/04/10 423398 CITIGROUP/CITIBANK DOMESTIC 200,000.00 4.843 8,000.00 976,520.00
PUR 2/02/10 00949P10 AIRTRAN HOLDINGS INC
50422 2/05/10 423402 COWEN AND CO., LLC 100,000.00 4.927 4,000.00 496,730.00
PUR 2/17/10 00949P10 AIRTRAN HOLDINGS INC
50422 2/22/10 423445 MERIDIAN EQUITY PARTNERS 200,000.00 4.978 2,000.00 997,680.00
PUR 1/27/10 02313510 AMAZON.COM INC
50573 2/01/10 423386 INSTINET/SOFT-FACTSET 10,000.00 122.20 500.00 1,222,530.00
PUR 2/01/10 02313510 AMAZON.COM INC
50573 2/04/10 423398 UBS WARBURG LLC 20,000.00 117.92 600.00 2,359,188.00
PUR 2/01/10 02313510 AMAZON.COM INC
50573 2/04/10 423398 UBS WARBURG LLC 50,000.00 115.68 1,500.00 5,785,825.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 70,000.00 116.32 8,145,013.00
2,100.00
PUR 2/02/10 02313510 AMAZON.COM INC
50573 2/05/10 423402 CREDIT SUISSE SEC (USA) LLC 10,000.00 117.87 300.00 1,179,019.00
PUR 2/03/10 02313510 AMAZON.COM INC
50573 2/06/10 423406 CREDIT SUISSE SEC (AES) 10,000.00 117.10 100.00 1,171,126.00
PUR 2/11/10 02942910 AMERICAN SCIENCE & ENGIN
49191 2/17/10 423431 LABRANCHE/0TC 10,000.00 73.679 100.00 736,894.00
PUR 2/12/10 02942910 AMERICAN SCIENCE & ENGIN
49191 2/18/10 423437 ITG (CHANNEL) 10,000.00 73.835 100.00 738,452.00
PUR 1/28/10 03265410 ANALOG DEVICES
50618 2/02/10 423390 JP MORGAN 200,000.00 26.891 8,000.00 5,386,180.00
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -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 1/29/10 03265410 ANALOG DEVICES
50618 2/03/10 423394 JP MORGAN 100,000.00 27.670 4,000.00 2,770,960.00
PUR 2/01/10 03265410 ANALOG DEVICES
50618 2/04/10 423398 DEUTSCHE BANK AG (DOMESTIC) 21,200.00 27.442 848.00 582,626.88
PUR 2/01/10 03265410 ANALOG DEVICES
50618 2/04/10 423398 SANFORD BERNSTEIN & CO. 39,800.00 27.444 1,592.00 1,093,855.24
PUR 2/01/10 03265410 ANALOG DEVICES
50618 2/04/10 423398 SOLEIL SECURITIES CORP. 31,500.00 27.487 1,260.00 867,100.50
PUR 2/01/10 03265410 ANALOG DEVICES
50618 2/04/10 423398 STIFEL NICOLAUS 7,500.00 27.540 300.00 206,850.00
PUR 1/27/10 03783310 APPLE INC
39881 2/01/10 423386 INSTINET/SOFT-FACTSET 10,000.00 204.25 500.00 2,043,073.00
PUR 1/27/10 03783310 APPLE INC
39881 2/01/10 423386 JANNEY MONTGOMERY SCOTT 10,000.00 204.67 300.00 2,047,080.00
PUR 1/28/10 03783310 APPLE INC
39881 2/02/10 423390 INSTINET/SOFT-FACTSET 10,000.00 204.76 500.00 2,048,176.00
PUR 1/28/10 03783310 APPLE INC
39881 2/02/10 423390 INSTINET/SOFT-FACTSET 10,000.00 200.70 500.00 2,007,505.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 202.73 4,055,681.00
1,000.00
PUR 1/29/10 03783310 APPLE INC
39881 2/03/10 423394 CREDIT SUISSE SEC (USA) LLC 10,000.00 192.70 300.00 1,927,315.00
PUR 2/01/10 03783310 APPLE INC
39881 2/04/10 423398 UBS WARBURG LLC 10,000.00 194.36 300.00 1,943,982.00
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 78
------------------------------------------------------------------------------------------------------------------------------------
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 2/05/10 04289L10 ART TECHNOLOGY GROUP INC
50701 2/10/10 423414 CRAIG-HALLUM CAPITAL GRP LL 91,000.00 3.500 318,500.00
PUR 2/05/10 04289L10 ART TECHNOLOGY GROUP INC
50701 2/10/10 423414 DEUTSCHE BANK AG (DOMESTIC) 250,000.00 3.500 875,000.00
PUR 2/05/10 04289L10 ART TECHNOLOGY GROUP INC
50701 2/10/10 423414 LAZARD CAPITAL MARKETS 111,000.00 3.500 388,500.00
PUR 2/05/10 04289L10 ART TECHNOLOGY GROUP INC
50701 2/10/10 423414 MORGAN STANLEY 175,000.00 3.500 612,500.00
PUR 2/05/10 04289L10 ART TECHNOLOGY GROUP INC
50701 2/10/10 423414 RAYMOND JAMES & ASSOCIATES, 81,000.00 3.500 283,500.00
PUR 2/05/10 04289L10 ART TECHNOLOGY GROUP INC
50701 2/10/10 423414 THINK EQUITY SECURITIES 81,000.00 3.500 283,500.00
PUR 2/05/10 04289L10 ART TECHNOLOGY GROUP INC
50701 2/10/10 423414 THOMAS WEISEL PARTNERS 111,000.00 3.500 388,500.00
PUR 2/08/10 04289L10 ART TECHNOLOGY GROUP INC
50701 2/11/10 423421 CREDIT SUISSE SEC (AES) 100,000.00 3.906 1,000.00 391,600.00
PUR 2/09/10 04289L10 ART TECHNOLOGY GROUP INC
50701 2/12/10 423425 INSTINET (PORTAL) 25,000.00 3.772 175.00 94,475.00
PUR 2/09/10 04289L10 ART TECHNOLOGY GROUP INC
50701 2/12/10 423425 ITG (CHANNEL) 25,000.00 3.729 250.00 93,485.00
PUR 2/09/10 04289L10 ART TECHNOLOGY GROUP INC
50701 2/12/10 423425 LABRANCHE/0TC 25,000.00 3.794 250.00 95,105.00
PUR 2/09/10 04289L10 ART TECHNOLOGY GROUP INC
50701 2/12/10 423425 MERRIMAN/OTC 25,000.00 3.786 250.00 94,890.00
PUR 2/11/10 04289L10 ART TECHNOLOGY GROUP INC
50701 2/17/10 423431 ITG (CHANNEL) 100,000.00 3.766 1,000.00 377,560.00
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 79
------------------------------------------------------------------------------------------------------------------------------------
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 2/12/10 04289L10 ART TECHNOLOGY GROUP INC
50701 2/18/10 423437 INSTINET (PORTAL) 42,550.00 3.859 297.85 164,502.56
PUR 2/16/10 04289L10 ART TECHNOLOGY GROUP INC
50701 2/19/10 423441 CREDIT SUISSE SEC (AES) 57,450.00 4.046 574.50 233,022.95
PUR 2/01/10 04685W10 ATHENAHEALTH INC
49024 2/04/10 423398 UBS WARBURG LLC 20,000.00 41.078 600.00 822,158.00
PUR 2/11/10 04685W10 ATHENAHEALTH INC
49024 2/17/10 423431 LABRANCHE/0TC 10,000.00 39.704 100.00 397,140.00
PUR 2/23/10 11162130 BROCADE COMMUNICATIONS SY
50868 2/26/10 423461 INSTINET (PORTAL) 2,000,000.00 5.754 14,000.00 11,522,000.00
PUR 2/23/10 11162130 BROCADE COMMUNICATIONS SY
50868 2/26/10 423461 LABRANCHE/0TC 500,000.00 5.527 5,000.00 2,768,550.00
PUR 2/23/10 11162130 BROCADE COMMUNICATIONS SY
50868 2/26/10 423461 MERRIMAN/OTC 500,000.00 5.533 5,000.00 2,771,250.00
PUR 1/28/10 12526910 CF INDUSTRIES HOLDINGS INC
46083 2/02/10 423390 STIFEL NICOLAUS 20,000.00 95.580 800.00 1,912,402.00
PUR 1/29/10 12526910 CF INDUSTRIES HOLDINGS INC
46083 2/03/10 423394 MORGAN STANLEY 20,000.00 94.022 800.00 1,881,234.00
PUR 2/01/10 12526910 CF INDUSTRIES HOLDINGS INC
46083 2/04/10 423398 CITIGROUP/CITIBANK DOMESTIC 10,000.00 94.383 400.00 944,231.00
PUR 2/05/10 12665010 CVS CORP
49563 2/10/10 423416 BMO CAPITAL MARKETS/EXECUTI 30,000.00 31.194 300.00 936,120.00
PUR 2/08/10 12665010 CVS CORP
49563 2/11/10 423421 PRINCETON SECURITIES GROUP 20,000.00 33.164 200.00 663,486.00
PUR 2/01/10 15678210 CERNER CORP.
43671 2/04/10 423398 UBS WARBURG LLC 20,000.00 77.469 600.00 1,549,972.00
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 80
------------------------------------------------------------------------------------------------------------------------------------
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 2/11/10 15678210 CERNER CORP.
43671 2/17/10 423431 MERRIMAN/OTC 10,000.00 76.551 100.00 765,605.00
PUR 2/16/10 16516710 CHESAPEAKE ENERGY CORP.
41852 2/19/10 423441 BMO CAPITAL MARKETS/EXECUTI 50,000.00 25.948 500.00 1,297,920.00
PUR 1/28/10 17243V10 CINEMARK HOLDINGS
50473 2/02/10 423390 STIFEL NICOLAUS 50,000.00 14.651 2,000.00 734,535.00
PUR 1/27/10 18538Q10 CLEARWIRE CORP. CL A
43953 2/01/10 423386 JANNEY MONTGOMERY SCOTT 50,000.00 6.729 1,500.00 337,945.00
PUR 1/28/10 18538Q10 CLEARWIRE CORP. CL A
43953 2/02/10 423390 INSTINET/SOFT-FACTSET 50,000.00 6.703 2,500.00 337,665.00
PUR 1/29/10 18538Q10 CLEARWIRE CORP. CL A
43953 2/03/10 423394 INSTINET/SOFT-FACTSET 50,000.00 6.813 2,500.00 343,125.00
PUR 2/01/10 18911Q10 CLOUD PEAK ENERGY INC
49783 2/04/10 423398 OPPENHEIMER & CO., INC 20,000.00 13.836 800.00 277,512.00
PUR 2/02/10 18911Q10 CLOUD PEAK ENERGY INC
49783 2/05/10 423402 COWEN AND CO., LLC 20,000.00 13.807 800.00 276,930.00
PUR 1/27/10 20586240 COMVERSE TECHNOLOGY INC
50585 2/01/10 423386 JANNEY MONTGOMERY SCOTT 40,000.00 9.317 1,200.00 373,896.00
PUR 1/28/10 20586240 COMVERSE TECHNOLOGY INC
50585 2/02/10 423390 INSTINET/SOFT-FACTSET 40,000.00 9.473 2,000.00 380,912.00
PUR 1/29/10 20586240 COMVERSE TECHNOLOGY INC
50585 2/03/10 423394 INSTINET/SOFT-FACTSET 40,000.00 9.435 2,000.00 379,392.00
PUR 2/01/10 20586240 COMVERSE TECHNOLOGY INC
50585 2/04/10 423398 UBS WARBURG LLC 40,000.00 9.676 1,200.00 388,248.00
PUR 2/02/10 20586240 COMVERSE TECHNOLOGY INC
50585 2/05/10 423402 CREDIT SUISSE SEC (USA) LLC 20,000.00 9.817 600.00 196,930.00
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 81
------------------------------------------------------------------------------------------------------------------------------------
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 2/05/10 20586240 COMVERSE TECHNOLOGY INC
50585 2/10/10 423416 INSTINET (PORTAL) 20,000.00 8.930 140.00 178,740.00
PUR 2/08/10 20586240 COMVERSE TECHNOLOGY INC
50585 2/11/10 423421 INSTINET (PORTAL) 20,000.00 9.200 140.00 184,140.00
PUR 2/08/10 20586240 COMVERSE TECHNOLOGY INC
50585 2/11/10 423421 INSTINET (PORTAL) 20,000.00 9.710 140.00 194,340.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 9.455 378,480.00
280.00
PUR 2/17/10 20586240 COMVERSE TECHNOLOGY INC
50585 2/22/10 423445 MERRIMAN/OTC 40,000.00 8.967 400.00 359,088.00
PUR 1/27/10 21935010 CORNING INC
50365 2/01/10 423386 CAPIS/SOFT 200,000.00 18.946 10,000.00 3,799,180.00
PUR 2/11/10 21935010 CORNING INC
50365 2/17/10 423431 GRISWOLD COMPANY 100,000.00 17.555 1,000.00 1,756,470.00
PUR 2/05/10 22544710 CREE INC
50420 2/10/10 423416 CREDIT SUISSE SEC (AES) 40,000.00 54.988 400.00 2,199,904.00
PUR 2/11/10 22544710 CREE INC
50420 2/17/10 423431 ITG (CHANNEL) 30,000.00 58.972 300.00 1,769,448.00
PUR 2/12/10 25468710 WALT DISNEY CO
50281 2/18/10 423437 MERIDIAN EQUITY PARTNERS 100,000.00 30.021 1,000.00 3,003,080.00
PUR 1/27/10 30161N10 EXELON CORP.
39920 2/01/10 423386 CITIGROUP/CITIBANK DOMESTIC 20,000.00 46.273 800.00 926,264.00
PUR 1/27/10 30161N10 EXELON CORP.
39920 2/01/10 423386 FRIEDMAN BILLINGS RAMSEY 20,000.00 45.990 800.00 920,606.00
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 82
------------------------------------------------------------------------------------------------------------------------------------
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 1/28/10 30161N10 EXELON CORP.
39920 2/02/10 423390 JP MORGAN 20,000.00 46.034 800.00 921,486.00
PUR 1/28/10 30161N10 EXELON CORP.
39920 2/02/10 423390 STIFEL NICOLAUS 20,000.00 46.262 800.00 926,042.00
PUR 1/29/10 30161N10 EXELON CORP.
39920 2/03/10 423394 SANFORD BERNSTEIN & CO. 20,000.00 46.329 800.00 927,386.00
PUR 2/03/10 30161N10 EXELON CORP.
39920 2/08/10 423406 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 45.919 800.00 919,182.00
PUR 2/19/10 35952W10 FUEL SYSTEMS SOLUTIONS INC
48126 2/24/10 423453 ITG (CHANNEL) 20,000.00 28.633 200.00 572,850.00
PUR 2/22/10 35952W10 FUEL SYSTEMS SOLUTIONS INC
48126 2/25/10 423457 ITG (CHANNEL) 20,000.00 28.759 200.00 575,380.00
PUR 2/22/10 35952W10 FUEL SYSTEMS SOLUTIONS INC
48126 2/25/10 423457 ITG (CHANNEL) 20,000.00 28.805 200.00 576,308.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 28.782 1,151,688.00
400.00
PUR 2/23/10 35952W10 FUEL SYSTEMS SOLUTIONS INC
48126 2/26/10 423461 ITG (CHANNEL) 20,000.00 28.311 200.00 566,416.00
PUR 2/23/10 35952W10 FUEL SYSTEMS SOLUTIONS INC
48126 2/26/10 423461 MERRIMAN/OTC 20,000.00 28.500 200.00 570,202.00
PUR 2/09/10 36159R10 GEO GROUP INC
50739 2/12/10 423425 PRINCETON SECURITIES GROUP 100,000.00 18.028 1,000.00 1,803,820.00
PUR 2/11/10 36159R10 GEO GROUP INC
50739 2/17/10 423431 PRINCETON SECURITIES GROUP 50,000.00 18.519 500.00 926,435.00
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 83
------------------------------------------------------------------------------------------------------------------------------------
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 2/12/10 36159R10 GEO GROUP INC
50739 2/18/10 423437 WILLIAMS CAPITAL GROUP 50,000.00 19.095 500.00 955,250.00
PUR 2/19/10 38255010 GOODYEAR TIRE & RUBBER CO (
50271 2/24/10 423453 PRINCETON SECURITIES GROUP 100,000.00 13.412 1,000.00 1,342,150.00
PUR 1/27/10 41586410 HARSCO CORP
50597 2/01/10 423386 GOLDMAN SACHS & COMPANY 30,000.00 30.976 1,200.00 930,468.00
PUR 1/28/10 41586410 HARSCO CORP
50597 2/02/10 423390 STIFEL NICOLAUS 40,000.00 30.763 1,600.00 1,232,116.00
PUR 1/29/10 41586410 HARSCO CORP
50597 2/03/10 423394 MORGAN STANLEY 30,000.00 30.029 1,200.00 902,067.00
PUR 2/01/10 41586410 HARSCO CORP
50597 2/04/10 423398 CITIGROUP/CITIBANK DOMESTIC 30,000.00 30.468 1,200.00 915,225.00
PUR 2/02/10 41586410 HARSCO CORP
50597 2/05/10 423402 COWEN AND CO., LLC 30,000.00 30.994 1,200.00 931,029.00
PUR 2/03/10 41586410 HARSCO CORP
50597 2/08/10 423406 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 31.064 800.00 622,088.00
PUR 2/09/10 41586410 HARSCO CORP
50597 2/12/10 423425 WILLIAMS CAPITAL GROUP 20,000.00 29.249 200.00 585,174.00
PUR 2/11/10 41586410 HARSCO CORP
50597 2/17/10 423431 BMO CAPITAL MARKETS/EXECUTI 20,000.00 28.673 200.00 573,656.00
PUR 2/17/10 41586410 HARSCO CORP
50597 2/22/10 423445 ELECTRONIC BROKERAGE SYSTEM 30,000.00 29.934 150.00 898,173.00
PUR 2/02/10 45678T30 INFOSPACE INC
50678 2/05/10 423402 CREDIT SUISSE SEC (USA) LLC 50,000.00 9.931 1,500.00 498,030.00
PUR 2/03/10 45678T30 INFOSPACE INC
50678 2/08/10 423406 CREDIT SUISSE SEC (AES) 50,000.00 10.268 500.00 513,895.00
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 84
------------------------------------------------------------------------------------------------------------------------------------
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 2/04/10 45678T30 INFOSPACE INC
50678 2/09/10 423411 CREDIT SUISSE SEC (AES) 50,000.00 9.882 500.00 494,585.00
PUR 2/05/10 45678T30 INFOSPACE INC
50678 2/10/10 423416 CREDIT SUISSE SEC (AES) 30,002.00 10.159 300.02 305,102.34
PUR 2/08/10 45678T30 INFOSPACE INC
50678 2/11/10 423421 CREDIT SUISSE SEC (AES) 69,998.00 10.395 699.98 728,357.19
PUR 2/16/10 45678T30 INFOSPACE INC
50678 2/19/10 423441 CREDIT SUISSE SEC (AES) 50,000.00 10.135 500.00 507,240.00
PUR 1/27/10 51783410 LAS VEGAS SANDS CORP
50583 2/01/10 423386 SANFORD BERNSTEIN & CO. 500,000.00 15.982 20,000.00 8,011,100.00
PUR 2/16/10 55254110 M & F WORLDWIDE CORP
50782 2/19/10 423441 ELECTRONIC BROKERAGE SYSTEM 10,000.00 33.423 50.00 334,283.00
PUR 2/18/10 55254110 M & F WORLDWIDE CORP
50782 2/23/10 423449 WILLIAMS CAPITAL GROUP 20,000.00 33.924 200.00 678,678.00
PUR 2/19/10 55254110 M & F WORLDWIDE CORP
50782 2/24/10 423453 ELECTRONIC BROKERAGE SYSTEM 20,000.00 33.954 100.00 679,178.00
PUR 2/22/10 55254110 M & F WORLDWIDE CORP
50782 2/25/10 423457 BMO CAPITAL MARKETS/EXECUTI 20,000.00 33.699 200.00 674,176.00
PUR 2/23/10 55254110 M & F WORLDWIDE CORP
50782 2/26/10 423461 BMO CAPITAL MARKETS/EXECUTI 20,000.00 33.611 200.00 672,410.00
PUR 2/18/10 57636Q10 MASTERCARD INC
47457 2/23/10 423449 BMO CAPITAL MARKETS/EXECUTI 30,000.00 223.26 300.00 6,698,193.00
PUR 1/28/10 58155Q10 MCKESSON CORP.
44746 2/02/10 423390 RAYMOND JAMES & ASSOCIATES, 20,000.00 60.240 800.00 1,205,590.00
PUR 1/29/10 58155Q10 MCKESSON CORP.
44746 2/03/10 423394 MORGAN STANLEY 20,000.00 59.203 800.00 1,184,862.00
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -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 2/11/10 59161R10 METRO BANCORP INC
47377 2/17/10 423431 ITG (CHANNEL) 4,524.00 11.292 45.24 51,132.06
PUR 2/12/10 59161R10 METRO BANCORP INC
47377 2/18/10 423437 INSTINET (PORTAL) 1,120.00 11.389 7.84 12,763.52
PUR 2/12/10 59161R10 METRO BANCORP INC
47377 2/18/10 423437 ITG (CHANNEL) 517.00 11.749 5.17 6,079.40
PUR 2/16/10 59161R10 METRO BANCORP INC
47377 2/19/10 423441 CREDIT SUISSE SEC (AES) 3,839.00 12.118 38.39 46,560.16
PUR 1/29/10 59491810 MICROSOFT CORP.
39954 2/03/10 423394 CREDIT SUISSE SEC (USA) LLC 200,000.00 28.166 6,000.00 5,639,200.00
PUR 2/19/10 59511210 MICRON TECHNOLOGY INC
48422 2/24/10 423453 BLAYLOCK ROBERT VAN LLC 100,000.00 8.771 1,000.00 878,130.00
PUR 2/23/10 60107310 MILLIPORE CORP
50870 2/26/10 423461 ELECTRONIC BROKERAGE SYSTEM 50,000.00 89.264 250.00 4,463,455.00
PUR 1/29/10 62007610 MOTOROLA
50292 2/03/10 423394 SANFORD BERNSTEIN & CO. 200,000.00 6.277 8,000.00 1,263,340.00
PUR 2/11/10 62937750 NRG ENERGY INC.
43551 2/17/10 423431 BMO CAPITAL MARKETS/EXECUTI 10,000.00 21.974 100.00 219,838.00
PUR 2/12/10 62937750 NRG ENERGY INC.
43551 2/18/10 423437 WILLIAMS CAPITAL GROUP 10,000.00 21.888 100.00 218,975.00
PUR 1/27/10 68389X10 ORACLE CORP
46205 2/01/10 423386 JANNEY MONTGOMERY SCOTT 100,000.00 23.873 3,000.00 2,390,290.00
PUR 1/28/10 68389X10 ORACLE CORP
46205 2/02/10 423390 INSTINET/SOFT-FACTSET 200,000.00 23.459 10,000.00 4,701,760.00
PUR 2/08/10 68389X10 ORACLE CORP
46205 2/11/10 423421 LABRANCHE/0TC 50,000.00 23.212 500.00 1,161,110.00
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 86
------------------------------------------------------------------------------------------------------------------------------------
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 2/08/10 68389X10 ORACLE CORP
46205 2/11/10 423421 MERRIMAN/OTC 50,000.00 23.180 500.00 1,159,475.00
PUR 2/11/10 68389X10 ORACLE CORP
46205 2/17/10 423431 ITG (CHANNEL) 100,000.00 23.391 1,000.00 2,340,070.00
PUR 2/11/10 68389X10 ORACLE CORP
46205 2/17/10 423431 MERRIMAN/OTC 100,000.00 23.049 1,000.00 2,305,870.00
PUR 2/17/10 68389X10 ORACLE CORP
46205 2/22/10 423445 MERRIMAN/OTC 100,000.00 24.025 1,000.00 2,403,500.00
PUR 2/18/10 74432010 PRUDENTIAL FINANCIAL INC
50812 2/23/10 423449 ELECTRONIC BROKERAGE SYSTEM 100,000.00 51.068 500.00 5,107,300.00
PUR 2/19/10 74432010 PRUDENTIAL FINANCIAL INC
50812 2/24/10 423453 PRINCETON SECURITIES GROUP 100,000.00 50.414 1,000.00 5,042,400.00
PUR 2/22/10 74432010 PRUDENTIAL FINANCIAL INC
50812 2/25/10 423457 CABRERA 100,000.00 51.655 1,000.00 5,166,510.00
PUR 2/17/10 78477410 STEC INC
48521 2/22/10 423445 CREDIT SUISSE SEC (AES) 100,000.00 13.753 1,000.00 1,376,340.00
PUR 2/19/10 78486Q10 SVB FINANCIAL GROUP
50826 2/24/10 423453 ITG (CHANNEL) 30,000.00 43.023 300.00 1,290,999.00
PUR 2/22/10 78486Q10 SVB FINANCIAL GROUP
50826 2/25/10 423457 ITG (CHANNEL) 30,000.00 43.656 300.00 1,309,971.00
PUR 2/05/10 80854110 SCHWEITZER MAUD
50708 2/10/10 423416 BMO CAPITAL MARKETS/EXECUTI 10,000.00 70.078 100.00 700,879.00
PUR 2/05/10 80854110 SCHWEITZER MAUD
50708 2/10/10 423416 OPPENHEIMER & CO., INC 30,000.00 70.102 1,200.00 2,104,248.00
PUR 2/08/10 80854110 SCHWEITZER MAUD
50708 2/11/10 423421 WILLIAMS CAPITAL GROUP 10,000.00 69.029 100.00 690,392.00
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 87
------------------------------------------------------------------------------------------------------------------------------------
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 2/08/10 80854110 SCHWEITZER MAUD
50708 2/11/10 423421 WILLIAMS CAPITAL GROUP 30,000.00 70.296 300.00 2,109,165.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 69.979 2,799,557.00
400.00
PUR 2/09/10 80854110 SCHWEITZER MAUD
50708 2/12/10 423425 BMO CAPITAL MARKETS/EXECUTI 30,000.00 69.016 300.00 2,070,771.00
PUR 2/11/10 80854110 SCHWEITZER MAUD
50708 2/17/10 423431 BMO CAPITAL MARKETS/EXECUTI 40,000.00 62.667 400.00 2,507,068.00
PUR 2/11/10 80854110 SCHWEITZER MAUD
50708 2/17/10 423431 BMO CAPITAL MARKETS/EXECUTI 40,000.00 50.500 400.00 2,020,408.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 80,000.00 56.583 4,527,476.00
800.00
PUR 2/12/10 80854110 SCHWEITZER MAUD
50708 2/18/10 423437 BMO CAPITAL MARKETS/EXECUTI 40,000.00 47.873 400.00 1,915,332.00
PUR 2/16/10 80854110 SCHWEITZER MAUD
50708 2/19/10 423441 BMO CAPITAL MARKETS/EXECUTI 30,000.00 50.413 300.00 1,512,687.00
PUR 2/16/10 80854110 SCHWEITZER MAUD
50708 2/19/10 423441 WILLIAMS CAPITAL GROUP 10,000.00 50.558 100.00 505,677.00
PUR 2/17/10 80854110 SCHWEITZER MAUD
50708 2/22/10 423445 WILLIAMS CAPITAL GROUP 10,000.00 51.037 100.00 510,469.00
PUR 1/27/10 81211K10 SEALED AIR
50575 2/01/10 423386 CITIGROUP/CITIBANK DOMESTIC 40,000.00 19.806 1,600.00 793,832.00
PUR 2/22/10 83211010 SMITH INTERNATIONAL INC
50845 2/25/10 423457 CABRERA 50,000.00 39.983 500.00 1,999,670.00
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 88
------------------------------------------------------------------------------------------------------------------------------------
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 2/22/10 83211010 SMITH INTERNATIONAL INC
50845 2/25/10 423457 GRISWOLD COMPANY 100,000.00 39.990 3,999,000.00
PUR 2/22/10 83211010 SMITH INTERNATIONAL INC
50845 2/25/10 423457 PACIFIC AMERICAN SECURITIES 150,000.00 40.047 1,500.00 6,008,610.00
PUR 2/22/10 83211010 SMITH INTERNATIONAL INC
50845 2/25/10 423457 PRINCETON SECURITIES GROUP 200,000.00 40.150 2,000.00 8,031,900.00
PUR 2/23/10 83211010 SMITH INTERNATIONAL INC
50845 2/26/10 423461 TOUSSAINT CAPITAL 100,000.00 40.908 1,000.00 4,091,830.00
PUR 2/23/10 83211010 SMITH INTERNATIONAL INC
50845 2/26/10 423461 WILLIAMS CAPITAL GROUP 100,000.00 40.663 1,000.00 4,067,300.00
PUR 2/17/10 87157D10 SYNAPTICS INCORPORATED
40599 2/22/10 423445 LABRANCHE/0TC 50,000.00 27.518 500.00 1,376,375.00
PUR 1/27/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR
50366 2/01/10 423386 CITIGROUP/CITIBANK DOMESTIC 40,000.00 23.633 1,600.00 946,908.00
PUR 1/27/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR
50366 2/01/10 423386 FRIEDMAN BILLINGS RAMSEY 40,000.00 23.227 1,600.00 930,660.00
PUR 1/28/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR
50366 2/02/10 423390 RAYMOND JAMES & ASSOCIATES, 40,000.00 23.627 1,600.00 946,676.00
PUR 1/29/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR
50366 2/03/10 423394 SANFORD BERNSTEIN & CO. 40,000.00 23.712 1,600.00 950,076.00
PUR 2/01/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR
50366 2/04/10 423398 CITIGROUP/CITIBANK DOMESTIC 40,000.00 24.106 1,600.00 965,844.00
PUR 2/05/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR
50366 2/10/10 423416 BMO CAPITAL MARKETS/EXECUTI 40,000.00 22.086 400.00 883,840.00
PUR 2/05/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR
50366 2/10/10 423416 OPPENHEIMER & CO., INC 40,000.00 22.148 1,600.00 887,524.00
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 89
------------------------------------------------------------------------------------------------------------------------------------
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 2/08/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR
50366 2/11/10 423421 BMO CAPITAL MARKETS/EXECUTI 40,000.00 21.830 400.00 873,600.00
PUR 2/16/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR
50366 2/19/10 423441 WILLIAMS CAPITAL GROUP 40,000.00 22.115 400.00 884,992.00
PUR 2/17/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR
50366 2/22/10 423445 WILLIAMS CAPITAL GROUP 40,000.00 22.490 400.00 899,992.00
PUR 2/22/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR
50366 2/25/10 423457 BLAYLOCK ROBERT VAN LLC 20,000.00 23.387 200.00 467,932.00
PUR 2/16/10 91126810 UNITED ONLINE INC
44855 2/19/10 423441 CREDIT SUISSE SEC (AES) 50,000.00 6.198 500.00 310,415.00
PUR 1/27/10 92241710 VEECO INSTRUMENTS INC
50424 2/01/10 423386 INSTINET/SOFT-FACTSET 20,000.00 34.075 1,000.00 682,500.00
PUR 1/28/10 92241710 VEECO INSTRUMENTS INC
50424 2/02/10 423390 INSTINET/SOFT-FACTSET 30,000.00 32.873 1,500.00 987,690.00
PUR 1/29/10 92241710 VEECO INSTRUMENTS INC
50424 2/03/10 423394 INSTINET/SOFT-FACTSET 20,000.00 33.587 1,000.00 672,742.00
PUR 2/02/10 92241710 VEECO INSTRUMENTS INC
50424 2/05/10 423402 CREDIT SUISSE SEC (USA) LLC 20,000.00 33.932 600.00 679,248.00
PUR 2/05/10 92241710 VEECO INSTRUMENTS INC
50424 2/10/10 423416 CREDIT SUISSE SEC (AES) 20,000.00 30.706 200.00 614,322.00
PUR 2/05/10 92241710 VEECO INSTRUMENTS INC
50424 2/10/10 423416 CREDIT SUISSE SEC (AES) 30,000.00 30.766 300.00 923,292.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 50,000.00 30.742 1,537,614.00
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 90
------------------------------------------------------------------------------------------------------------------------------------
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 2/08/10 92241710 VEECO INSTRUMENTS INC
50424 2/11/10 423421 CREDIT SUISSE SEC (AES) 20,000.00 30.712 200.00 614,448.00
PUR 2/23/10 92241710 VEECO INSTRUMENTS INC
50424 2/26/10 423461 ITG (CHANNEL) 20,000.00 35.536 200.00 710,924.00
PUR 2/18/10 92826C83 VISA INC CL A
47944 2/23/10 423449 BMO CAPITAL MARKETS/EXECUTI 20,000.00 86.790 200.00 1,736,004.00
PUR 2/05/10 94974610 WELLS FARGO & CO
46541 2/10/10 423416 UBS WARBURG LLC 100,000.00 27.321 4,000.00 2,736,070.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 13,140,000.00 280,419,848.80
251,163.99
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 13,140,000.00 280,419,848.80
251,163.99
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 2/11/10 00507V10 ACTIVISION BLIZZARD INC 8.25
50387 2/17/10 423432 CREDIT SUISSE SEC (AES) 60,360.00 10.759 603.60 648,825.53 -292.42
SALE 2/11/10 00507V10 ACTIVISION BLIZZARD INC 27.73
50387 2/17/10 423432 INSTINET (PORTAL) 200,000.00 10.917 1,400.00 2,181,952.27 31,130.71
SALE 2/11/10 00507V10 ACTIVISION BLIZZARD INC 19.11
50387 2/17/10 423432 ITG (CHANNEL) 139,640.00 10.776 1,396.40 1,503,275.31 1,571.69
SALE 2/12/10 00507V10 ACTIVISION BLIZZARD INC 27.76
50387 2/18/10 423438 MERRIMAN/OTC 200,000.00 10.927 2,000.00 2,183,312.24 32,490.68
SALE 2/16/10 00507V10 ACTIVISION BLIZZARD INC 28.07
50387 2/19/10 423442 CREDIT SUISSE SEC (AES) 200,000.00 11.049 2,000.00 2,207,731.93 56,910.37
SALE 2/05/10 02209S10 ALTRIA GROUP INC. 24.54
42873 2/10/10 423417 GRISWOLD COMPANY 100,000.00 19.322 1,000.00 1,931,135.46 163,113.14
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 91
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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 1/28/10 02313510 AMAZON.COM INC 63.20
50573 2/02/10 423391 INSTINET/SOFT-FACTSET 40,000.00 124.39 2,000.00 4,973,888.80 156,368.80
SALE 2/22/10 03042010 AMERICAN WATER WORKS CO INC 11.59
47765 2/25/10 423458 BMO CAPITAL MARKETS/EXECUTI 40,000.00 22.813 400.00 912,112.41 107,290.68
SALE 1/27/10 03116210 AMGEN INC. 14.49
39886 2/01/10 423387 INSTINET/SOFT-FACTSET 20,000.00 57.029 1,000.00 1,139,573.51 -17,797.32
SALE 2/05/10 03116210 AMGEN INC. 14.63
39886 2/10/10 423417 CREDIT SUISSE SEC (AES) 20,000.00 57.564 200.00 1,151,059.37 -6,311.46
SALE 2/05/10 03251110 ANADARKO PETROLEUM CORP. 78.68
39888 2/10/10 423417 GRISWOLD COMPANY 100,000.00 61.948 1,000.00 6,193,721.32 3,999,207.55
SALE 1/27/10 03760410 APOLLO GROUP INC CL A 40.65
48570 2/01/10 423387 INSTINET/SOFT-FACTSET 50,000.00 64.011 2,500.00 3,197,984.35 -131,637.93
SALE 1/27/10 03760410 APOLLO GROUP INC CL A 39.95
48570 2/01/10 423387 JANNEY MONTGOMERY SCOTT 50,000.00 62.903 1,500.00 3,143,595.05 -186,027.22
SALE 1/28/10 03760410 APOLLO GROUP INC CL A 55.76
48570 2/02/10 423391 INSTINET/SOFT-FACTSET 70,000.00 62.718 3,500.00 4,386,711.24 -274,759.95
SALE 2/19/10 04622410 ASTEC INDUSTRIES INC. 3.27
40527 2/24/10 423454 LABRANCHE/0TC 10,000.00 25.778 100.00 257,675.73 -100,201.44
SALE 2/22/10 04622410 ASTEC INDUSTRIES INC. 3.33
40527 2/25/10 423458 ITG (CHANNEL) 10,000.00 26.207 100.00 261,969.67 -95,907.50
SALE 1/28/10 04743P10 ATHEROS COMMUNICATIONS IN 8.54
48472 2/02/10 423391 INSTINET/SOFT-FACTSET 20,000.00 33.587 1,000.00 670,733.46 125,324.24
SALE 2/22/10 05722410 BAKER HUGHES INC 93.78
44118 2/25/10 423458 BLAYLOCK ROBERT VAN LLC 150,000.00 49.226 1,500.00 7,382,306.22 2,611,504.17
SALE 2/22/10 05722410 BAKER HUGHES INC 37.91
44118 2/25/10 423458 BMO CAPITAL MARKETS/EXECUTI 60,000.00 49.738 600.00 2,983,654.09 1,075,333.27
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 92
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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 2/22/10 05722410 BAKER HUGHES INC 93.72
44118 2/25/10 423458 WILLIAMS CAPITAL GROUP 150,000.00 49.194 1,500.00 7,377,566.28 2,606,764.23
SALE 1/27/10 08442310 W R BERKLEY CORP 12.50
48324 2/01/10 423387 COWEN AND CO., LLC 40,000.00 24.592 1,600.00 982,075.50 -35,698.52
SALE 1/28/10 08442310 W R BERKLEY CORP 12.44
48324 2/02/10 423391 DEUTSCHE BANK AG (DOMESTIC) 40,000.00 24.483 1,600.00 977,707.56 -40,066.46
SALE 2/16/10 08442310 W R BERKLEY CORP 9.52
48324 2/19/10 423442 BLAYLOCK ROBERT VAN LLC 30,000.00 24.962 300.00 748,553.48 -14,777.04
SALE 2/22/10 08442310 W R BERKLEY CORP 9.74
48324 2/25/10 423458 WILLIAMS CAPITAL GROUP 30,000.00 25.559 300.00 766,472.26 3,141.74
SALE 2/01/10 09062X10 BIOGEN IDEC INC 33.83
47970 2/04/10 423399 UBS WARBURG LLC 50,000.00 53.267 1,500.00 2,661,791.17 267,057.28
SALE 1/28/10 11844010 THE BUCKLE INC 7.75
48866 2/02/10 423391 JP MORGAN 20,000.00 30.481 800.00 608,804.25 -9,808.07
SALE 1/29/10 13442910 CAMPBELL SOUP CO. 21.27
43629 2/03/10 423395 CITIGROUP/CITIBANK DOMESTIC 50,000.00 33.495 2,000.00 1,672,718.73 2,561.23
SALE 2/23/10 13442910 CAMPBELL SOUP CO. 21.13
43629 2/26/10 423462 BMO CAPITAL MARKETS/EXECUTI 50,000.00 33.270 500.00 1,662,953.87 -7,203.63
SALE 2/23/10 15678210 CERNER CORP. 10.38
43671 2/26/10 423462 LABRANCHE/0TC 10,000.00 81.762 100.00 817,510.62 258,772.75
SALE 1/29/10 17275R10 CISCO SYSTEMS INC 28.91
39905 2/03/10 423395 UBS WARBURG LLC 100,000.00 22.761 3,000.00 2,273,051.09 339,214.73
SALE 2/17/10 19259P30 COINSTAR INC. 3.68
42814 2/22/10 423446 CREDIT SUISSE SEC (AES) 10,000.00 28.908 100.00 288,973.32 -10,488.63
SALE 2/18/10 19259P30 COINSTAR INC. 3.66
42814 2/23/10 423450 ITG (CHANNEL) 10,000.00 28.761 100.00 287,507.34 -11,954.61
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 93
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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 2/18/10 19259P30 COINSTAR INC. 7.05
42814 2/23/10 423450 ITG (CHANNEL) 20,000.00 27.740 200.00 554,582.95 -44,340.95
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 30,000.00 28.080 10.71 842,090.29 -56,295.56
300.00
SALE 2/19/10 19259P30 COINSTAR INC. 7.53
42814 2/24/10 423454 ITG (CHANNEL) 20,000.00 29.609 200.00 591,978.47 -6,945.43
SALE 2/19/10 19259P30 COINSTAR INC. 7.31
42814 2/24/10 423454 ITG (CHANNEL) 20,000.00 28.744 200.00 574,678.69 -24,245.21
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 29.177 14.84 1,166,657.16 -31,190.64
400.00
SALE 2/22/10 19259P30 COINSTAR INC. 7.54
42814 2/25/10 423458 ITG (CHANNEL) 20,000.00 29.659 200.00 592,962.46 -5,961.44
SALE 2/19/10 20337210 COMMSCOPE INC. 7.03
39906 2/24/10 423454 ELECTRONIC BROKERAGE SYSTEM 20,000.00 27.660 100.00 553,094.97 -191,841.46
SALE 2/22/10 20337210 COMMSCOPE INC. 7.03
39906 2/25/10 423458 BMO CAPITAL MARKETS/EXECUTI 20,000.00 27.652 200.00 552,824.97 -192,111.46
SALE 2/01/10 24237010 DEAN FOODS 11.24
46444 2/04/10 423399 JP MORGAN 50,000.00 17.697 2,000.00 882,858.76 -36,505.68
SALE 2/08/10 24237010 DEAN FOODS 4.45
46444 2/11/10 423422 WILLIAMS CAPITAL GROUP 20,000.00 17.481 200.00 349,407.55 -18,338.23
SALE 2/09/10 24702R10 DELL INC 5.17
50514 2/12/10 423426 CREDIT SUISSE SEC (AES) 30,000.00 13.546 300.00 406,086.83 -29,196.67
SALE 2/09/10 24702R10 DELL INC 12.04
50514 2/12/10 423426 ITG (CHANNEL) 70,000.00 13.540 700.00 947,059.96 -68,601.54
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 94
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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 2/11/10 24702R10 DELL INC 17.57
50514 2/17/10 423432 LABRANCHE/0TC 100,000.00 13.837 1,000.00 1,382,652.43 -68,292.57
SALE 2/11/10 24702R10 DELL INC 17.67
50514 2/17/10 423432 MERRIMAN/OTC 100,000.00 13.913 1,000.00 1,390,282.33 -60,662.67
SALE 2/12/10 24702R10 DELL INC 34.71
50514 2/18/10 423438 LABRANCHE/0TC 200,000.00 13.665 2,000.00 2,731,045.29 -170,844.71
SALE 2/16/10 24702R10 DELL INC 17.88
50514 2/19/10 423442 CREDIT SUISSE SEC (AES) 100,000.00 14.074 1,000.00 1,406,422.12 -44,522.88
SALE 2/17/10 24702R10 DELL INC 18.02
50514 2/22/10 423446 CREDIT SUISSE SEC (AES) 100,000.00 14.184 1,000.00 1,417,351.98 -33,593.02
SALE 2/18/10 24702R10 DELL INC 4.50
50514 2/23/10 423450 ITG (CHANNEL) 25,000.00 14.142 250.00 353,303.00 -9,433.25
SALE 2/18/10 24702R10 DELL INC 13.62
50514 2/23/10 423450 MERRIMAN/OTC 75,000.00 14.296 750.00 1,071,436.38 -16,772.37
SALE 1/29/10 24736170 DELTA AIR LINES INC DEL 16.02
48281 2/03/10 423395 RAYMOND JAMES & ASSOCIATES, 100,000.00 12.607 4,000.00 1,256,633.98 519,514.77
SALE 2/02/10 24736170 DELTA AIR LINES INC DEL 8.21
48281 2/05/10 423403 CITIGROUP/CITIBANK DOMESTIC 50,000.00 12.925 2,000.00 644,231.79 275,672.19
SALE 2/05/10 24736170 DELTA AIR LINES INC DEL 7.15
48281 2/10/10 423417 BLAYLOCK ROBERT VAN LLC 50,000.00 11.246 500.00 561,807.85 193,248.25
SALE 2/08/10 24736170 DELTA AIR LINES INC DEL 7.19
48281 2/11/10 423422 MERIDIAN EQUITY PARTNERS 50,000.00 11.308 500.00 564,902.81 196,343.21
SALE 2/16/10 24736170 DELTA AIR LINES INC DEL 7.93
48281 2/19/10 423442 MERIDIAN EQUITY PARTNERS 50,000.00 12.474 500.00 623,202.07 254,642.47
SALE 2/18/10 24736170 DELTA AIR LINES INC DEL 8.03
48281 2/23/10 423450 BLAYLOCK ROBERT VAN LLC 50,000.00 12.643 500.00 631,656.97 263,097.37
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 95
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/29/10 25388B10 DIGITAL RIVER INC 16.46
50015 2/03/10 423395 INSTINET/SOFT-FACTSET 50,000.00 25.908 2,500.00 1,292,878.54 -23,498.96
SALE 2/02/10 25388B10 DIGITAL RIVER INC 15.58
50015 2/05/10 423403 CREDIT SUISSE SEC (USA) LLC 50,000.00 24.535 1,500.00 1,225,214.42 -91,163.08
SALE 2/03/10 25388B10 DIGITAL RIVER INC 15.58
50015 2/08/10 423407 CREDIT SUISSE SEC (AES) 50,000.00 24.532 500.00 1,226,104.42 -90,273.08
SALE 2/05/10 25388B10 DIGITAL RIVER INC 15.44
50015 2/10/10 423417 CREDIT SUISSE SEC (AES) 50,000.00 24.305 500.00 1,214,709.56 -101,667.94
SALE 2/01/10 25674610 DOLLAR TREE INC 12.62
42996 2/04/10 423399 UBS WARBURG LLC 20,000.00 49.660 600.00 992,581.38 216,742.03
SALE 1/27/10 26969P10 EAGLE MATERIALS INC 8.66
48402 2/01/10 423387 DEUTSCHE BANK AG (DOMESTIC) 30,000.00 22.721 1,200.00 680,430.34 -87,481.37
SALE 2/08/10 26969P10 EAGLE MATERIALS INC 11.69
48402 2/11/10 423422 BLAYLOCK ROBERT VAN LLC 40,000.00 23.006 400.00 919,808.31 -104,073.98
SALE 1/28/10 27864210 EBAY INC 29.97
50202 2/02/10 423391 INSTINET/SOFT-FACTSET 100,000.00 23.591 5,000.00 2,354,040.03 -3,542.97
SALE 2/08/10 28238P10 EHEALTH INC 4.60
48171 2/11/10 423422 CREDIT SUISSE SEC (AES) 20,000.00 18.073 200.00 361,251.40 39,440.53
SALE 1/27/10 29084610 EMCORE CORP. .05
40342 2/01/10 423387 INSTINET (PORTAL) 3,100.00 1.070 21.70 3,295.25 -17,612.52
SALE 1/28/10 29084610 EMCORE CORP. .14
40342 2/02/10 423391 INSTINET (PORTAL) 10,600.00 1.007 74.20 10,600.92 -60,890.17
SALE 1/29/10 29084610 EMCORE CORP. .05
40342 2/03/10 423395 INSTINET (PORTAL) 3,400.00 1.010 23.80 3,410.15 -19,520.95
SALE 2/01/10 29084610 EMCORE CORP. 1.04
40342 2/04/10 423399 INSTINET (DOMESTIC) 82,900.00 .980 414.50 80,785.01 -478,329.24
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 96
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/08/10 29084610 EMCORE CORP. .62
40342 2/11/10 423422 INSTINET (PORTAL) 46,900.00 1.031 328.30 48,039.05 -268,275.29
SALE 2/09/10 29084610 EMCORE CORP. .71
40342 2/12/10 423426 INSTINET (PORTAL) 53,100.00 1.042 371.70 54,968.41 -303,161.47
SALE 2/18/10 29084610 EMCORE CORP. .40
40342 2/23/10 423450 ITG (CHANNEL) 25,000.00 1.245 250.00 30,869.60 -137,741.45
SALE 2/18/10 29084610 EMCORE CORP. 1.17
40342 2/23/10 423450 LABRANCHE/0TC 75,000.00 1.225 750.00 91,123.83 -414,709.33
SALE 2/18/10 29270J10 ENERGY RECOVERY INC 2.38
46593 2/23/10 423450 ITG (CHANNEL) 30,000.00 6.242 300.00 186,948.62 -29,588.18
SALE 2/01/10 30205120 EXIDE TECHNOLOGIES 2.94
44060 2/04/10 423399 UBS WARBURG LLC 30,000.00 7.709 900.00 230,370.06 119,044.76
SALE 2/02/10 30205120 EXIDE TECHNOLOGIES 2.92
44060 2/05/10 423403 CREDIT SUISSE SEC (USA) LLC 30,000.00 7.645 900.00 228,435.08 117,109.78
SALE 2/03/10 30205120 EXIDE TECHNOLOGIES .36
44060 2/06/10 423407 CREDIT SUISSE SEC (AES) 5,000.00 5.622 50.00 28,059.64 9,505.42
SALE 2/19/10 30205120 EXIDE TECHNOLOGIES 2.16
44060 2/24/10 423454 ITG (CHANNEL) 30,000.00 5.646 300.00 169,080.84 57,755.54
SALE 1/29/10 36467W10 GAMESTOP CORP 12.58
50330 2/03/10 423395 RAYMOND JAMES & ASSOCIATES, 50,000.00 19.808 2,000.00 988,402.42 -28,385.91
SALE 2/01/10 36467W10 GAMESTOP CORP 12.56
50330 2/04/10 423399 JP MORGAN 50,000.00 19.776 2,000.00 986,807.44 -29,980.89
SALE 2/02/10 36467W10 GAMESTOP CORP 12.77
50330 2/05/10 423403 CITIGROUP/CITIBANK DOMESTIC 50,000.00 20.103 2,000.00 1,003,122.23 -13,666.10
SALE 2/03/10 36467W10 GAMESTOP CORP 12.90
50330 2/08/10 423407 CITIGROUP/CITIBANK DOMESTIC 50,000.00 20.300 2,000.00 1,012,992.10 -3,796.23
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 97
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/09/10 36467W10 GAMESTOP CORP 23.90
50330 2/12/10 423426 ICAP CORPORATES LLC 100,000.00 18.818 1,000.00 1,880,786.10 -152,790.57
SALE 2/11/10 36467W10 GAMESTOP CORP 24.59
50330 2/17/10 423432 MERIDIAN EQUITY PARTNERS 100,000.00 19.362 1,000.00 1,935,135.41 -98,441.26
SALE 2/12/10 36467W10 GAMESTOP CORP 24.10
50330 2/18/10 423438 GRISWOLD COMPANY 100,000.00 18.972 1,000.00 1,896,155.90 -137,420.77
SALE 2/16/10 36467W10 GAMESTOP CORP 12.06
50330 2/19/10 423442 MERIDIAN EQUITY PARTNERS 50,000.00 18.987 500.00 948,822.94 -67,965.40
SALE 2/18/10 36467W10 GAMESTOP CORP 12.25
50330 2/23/10 423450 BLAYLOCK ROBERT VAN LLC 50,000.00 19.288 500.00 963,872.75 -52,915.59
SALE 1/29/10 36955010 GENERAL DYNAMICS CORP. 42.56
39922 2/03/10 423395 RAYMOND JAMES & ASSOCIATES, 50,000.00 67.023 2,000.00 3,349,127.44 1,004,890.79
SALE 2/01/10 36955010 GENERAL DYNAMICS CORP. 43.92
39922 2/04/10 423399 JP MORGAN 50,000.00 69.157 2,000.00 3,455,816.08 1,111,579.43
SALE 2/02/10 36955010 GENERAL DYNAMICS CORP. 43.99
39922 2/05/10 423403 CITIGROUP/CITIBANK DOMESTIC 50,000.00 69.275 2,000.00 3,461,686.01 1,117,449.36
SALE 2/23/10 38141G10 GOLDMAN SACHS GROUP INC 39.96
50531 2/26/10 423462 BMO CAPITAL MARKETS/EXECUTI 20,000.00 157.31 200.00 3,146,134.04 29,840.04
SALE 1/28/10 39312210 GREEN MOUNTAIN COFFEE ROAST 6.48
49931 2/02/10 423391 INSTINET/SOFT-FACTSET 5,978.00 85.348 298.90 509,906.16 144,687.35
SALE 1/29/10 39312210 GREEN MOUNTAIN COFFEE ROAST 10.91
49931 2/03/10 423395 UBS WARBURG LLC 10,000.00 85.876 300.00 858,447.09 247,508.96
SALE 2/01/10 39312210 GREEN MOUNTAIN COFFEE ROAST 19.23
49931 2/04/10 423399 UBS WARBURG LLC 18,000.00 84.081 540.00 1,512,905.97 413,217.34
SALE 2/02/10 39312210 GREEN MOUNTAIN COFFEE ROAST 16.20
49931 2/05/10 423403 CREDIT SUISSE SEC (USA) LLC 15,000.00 84.993 450.00 1,274,421.30 358,014.11
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 98
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/03/10 39312210 GREEN MOUNTAIN COFFEE ROAST 16.33
49931 2/08/10 423407 CREDIT SUISSE SEC (AES) 15,000.00 85.671 150.00 1,284,894.17 368,486.97
SALE 1/28/10 42823610 HEWLETT-PACKARD CO 12.18
46749 2/02/10 423391 JP MORGAN 20,000.00 47.922 800.00 957,631.82 75,150.62
SALE 2/08/10 44701110 HUNTSMAN CORP. 14.43
41547 2/11/10 423422 PRINCETON SECURITIES GROUP 100,000.00 11.357 1,000.00 1,134,695.57 248,274.18
SALE 2/16/10 44701110 HUNTSMAN CORP. 15.58
41547 2/19/10 423442 ICAP CORPORATES LLC 100,000.00 12.266 1,000.00 1,225,534.42 339,113.03
SALE 2/05/10 45920010 INTL BUSINESS MACHINES CORP 31.18
39932 2/10/10 423417 OPPENHEIMER & CO., INC 20,000.00 122.76 800.00 2,454,480.82 549,843.54
SALE 2/08/10 46069010 INTERPUBLIC GROUP OF COS IN 8.05
48102 2/11/10 423422 GRISWOLD COMPANY 100,000.00 6.336 1,000.00 632,571.95 10,481.24
SALE 2/09/10 46069010 INTERPUBLIC GROUP OF COS IN 8.15
48102 2/12/10 423426 MERIDIAN EQUITY PARTNERS 100,000.00 6.416 1,000.00 640,551.85 18,461.15
SALE 2/16/10 46069010 INTERPUBLIC GROUP OF COS IN 8.72
48102 2/19/10 423442 PRINCETON SECURITIES GROUP 100,000.00 6.865 1,000.00 685,451.28 63,360.57
SALE 2/18/10 46069010 INTERPUBLIC GROUP OF COS IN 8.91
48102 2/23/10 423450 CABRERA 100,000.00 7.010 1,000.00 700,031.09 77,940.39
SALE 1/29/10 46575420 I2 TECHNOLOGIES
49589 2/01/10 423344 TENDERED 450,000.00 12.700 5,715,000.00 258,241.59
SALE 1/27/10 46603210 J&J SNACK FOODS CORP. .34
39938 2/01/10 423387 INSTINET/SOFT-FACTSET 615.00 43.390 30.75 26,653.76 7,681.52
SALE 1/28/10 46603210 J&J SNACK FOODS CORP. .68
39938 2/02/10 423391 INSTINET/SOFT-FACTSET 1,246.00 42.856 62.30 53,335.10 14,897.03
SALE 1/29/10 46603210 J&J SNACK FOODS CORP. 1.50
39938 2/03/10 423395 INSTINET/SOFT-FACTSET 2,803.00 42.135 140.15 117,963.88 31,493.66
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 99
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/01/10 46603210 J&J SNACK FOODS CORP. 1.69
39938 2/04/10 423399 INSTINET/SOFT-FACTSET 3,201.00 41.552 160.05 132,846.85 34,098.66
SALE 2/02/10 46603210 J&J SNACK FOODS CORP. 1.46
39938 2/05/10 423403 INSTINET/SOFT-FACTSET 2,750.00 41.609 137.50 114,285.79 29,450.57
SALE 2/08/10 46603210 J&J SNACK FOODS CORP. 5.26
39938 2/11/10 423422 CREDIT SUISSE SEC (AES) 10,000.00 41.382 100.00 413,712.74 105,221.04
SALE 2/16/10 46603210 J&J SNACK FOODS CORP. 5.40
39938 2/19/10 423442 CREDIT SUISSE SEC (AES) 10,000.00 42.476 100.00 424,654.60 116,162.90
SALE 2/23/10 46625H10 JP MORGAN CHASE & CO 52.25
39940 2/26/10 423462 PACIFIC AMERICAN SECURITIES 100,000.00 41.135 1,000.00 4,112,477.75 738,831.59
SALE 2/01/10 47816010 JOHNSON & JOHNSON 40.03
39939 2/04/10 423399 JP MORGAN 50,000.00 63.035 2,000.00 3,149,714.97 1,224,184.67
SALE 2/16/10 48517030 KANSAS CITY SOUTHERN 12.45
39942 2/19/10 423442 BMO CAPITAL MARKETS/EXECUTI 30,000.00 32.652 300.00 979,250.55 181,894.69
SALE 2/17/10 51783410 LAS VEGAS SANDS CORP 44.64
50583 2/22/10 423446 GRISWOLD COMPANY 200,000.00 17.575 2,000.00 3,512,875.36 294,665.36
SALE 2/17/10 51783410 LAS VEGAS SANDS CORP 44.61
50583 2/22/10 423446 PRINCETON SECURITIES GROUP 200,000.00 17.559 2,000.00 3,509,795.39 291,585.39
SALE 2/18/10 51783410 LAS VEGAS SANDS CORP 20.30
50583 2/23/10 423450 CABRERA 100,000.00 15.979 1,000.00 1,596,919.70 -12,185.30
SALE 2/18/10 51783410 LAS VEGAS SANDS CORP 20.51
50583 2/23/10 423450 PACIFIC AMERICAN SECURITIES 100,000.00 16.149 1,000.00 1,613,899.49 4,794.49
SALE 2/22/10 51783410 LAS VEGAS SANDS CORP 20.98
50583 2/25/10 423458 BMO CAPITAL MARKETS/EXECUTI 100,000.00 16.518 1,000.00 1,650,779.02 41,674.02
SALE 2/22/10 51783410 LAS VEGAS SANDS CORP 20.98
50583 2/25/10 423458 GRISWOLD COMPANY 100,000.00 16.513 1,000.00 1,650,249.02 41,144.02
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 100
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/23/10 51783410 LAS VEGAS SANDS CORP 10.31
50583 2/26/10 423462 GRISWOLD COMPANY 50,000.00 16.228 500.00 810,899.69 6,347.19
SALE 2/23/10 51783410 LAS VEGAS SANDS CORP 10.27
50583 2/26/10 423462 ICAP CORPORATES LLC 50,000.00 16.176 500.00 808,289.73 3,737.23
SALE 2/23/10 51783410 LAS VEGAS SANDS CORP 10.31
50583 2/26/10 423462 MERIDIAN EQUITY PARTNERS 50,000.00 16.231 500.00 811,034.69 6,482.19
SALE 2/23/10 51783410 LAS VEGAS SANDS CORP 10.32
50583 2/26/10 423462 PRINCETON SECURITIES GROUP 50,000.00 16.247 500.00 811,849.68 7,297.18
SALE 2/16/10 53591920 LIONS GATE ENTERTAINMENT CO 3.50
44270 2/19/10 423442 BLAYLOCK ROBERT VAN LLC 50,000.00 5.507 500.00 274,846.50 -4,416.26
SALE 2/17/10 53591920 LIONS GATE ENTERTAINMENT CO 3.49
44270 2/22/10 423446 BLAYLOCK ROBERT VAN LLC 50,000.00 5.495 500.00 274,261.51 -5,001.25
SALE 2/16/10 54142L10 LOGMEIN INC 1.17
47584 2/19/10 423442 CREDIT SUISSE SEC (AES) 5,240.00 17.578 52.40 92,056.72 -5,499.47
SALE 2/17/10 54142L10 LOGMEIN INC 1.07
47584 2/22/10 423446 CREDIT SUISSE SEC (AES) 4,760.00 17.693 47.60 84,171.44 -4,448.31
SALE 2/19/10 55826P10 MADISON SQUARE GARDEN INC 18.59
50794 2/24/10 423454 BLAYLOCK ROBERT VAN LLC 75,000.00 19.517 750.00 1,463,006.41 120,187.23
SALE 1/28/10 57632310 MASTEC INC 7.67
46345 2/02/10 423391 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 12.077 2,000.00 601,837.33 19,315.45
SALE 2/01/10 57632310 MASTEC INC 7.77
46345 2/04/10 423399 JP MORGAN 50,000.00 12.224 2,000.00 609,177.23 26,655.35
SALE 2/03/10 57632310 MASTEC INC 7.82
46345 2/08/10 423407 CITIGROUP/CITIBANK DOMESTIC 50,000.00 12.300 2,000.00 612,982.18 30,460.30
SALE 2/05/10 57632310 MASTEC INC 7.66
46345 2/10/10 423417 JP MORGAN 50,000.00 12.052 2,000.00 600,597.34 18,075.46
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 101
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/08/10 57632310 MASTEC INC 7.66
46345 2/11/10 423422 ICAP CORPORATES LLC 50,000.00 12.067 500.00 602,862.34 20,340.46
SALE 2/01/10 58013510 MCDONALD'S CORP. 16.22
42619 2/04/10 423399 MORGAN STANLEY 20,000.00 63.823 800.00 1,275,639.78 74,152.80
SALE 2/05/10 58283910 MEAD JOHNSON NUTRITION CO 11.73
50247 2/10/10 423417 BLAYLOCK ROBERT VAN LLC 20,000.00 46.153 200.00 922,842.27 101,725.96
SALE 2/09/10 58283910 MEAD JOHNSON NUTRITION CO 11.69
50247 2/12/10 423426 BMO CAPITAL MARKETS/EXECUTI 20,000.00 46.004 200.00 919,860.31 98,744.00
SALE 2/11/10 58283910 MEAD JOHNSON NUTRITION CO 11.62
50247 2/17/10 423432 BLAYLOCK ROBERT VAN LLC 20,000.00 45.744 200.00 914,658.38 93,542.07
SALE 2/01/10 58469030 MEDICIS PHARM-CL A 5.79
46431 2/04/10 423399 JP MORGAN 20,000.00 22.764 800.00 454,474.21 142,470.08
SALE 2/18/10 58469030 MEDICIS PHARM-CL A 5.80
46431 2/23/10 423450 BMO CAPITAL MARKETS/EXECUTI 20,000.00 22.801 200.00 455,812.20 143,808.06
SALE 2/19/10 60871R20 MOLSON COORS BREWING CO. 20.91
41268 2/24/10 423454 WILLIAMS CAPITAL GROUP 40,000.00 41.155 400.00 1,645,775.09 -453,601.04
SALE 2/23/10 60871R20 MOLSON COORS BREWING CO. 10.44
41268 2/26/10 423462 BLAYLOCK ROBERT VAN LLC 20,000.00 41.065 200.00 821,097.56 -228,590.50
SALE 1/27/10 61744644 MORGAN STANLEY 68.96
47656 2/01/10 423387 CAPIS/SOFT 200,000.00 27.151 10,000.00 5,420,031.04 -71,354.71
SALE 2/05/10 62886E10 NCR CORP 8.20
46578 2/10/10 423417 WILLIAMS CAPITAL GROUP 50,000.00 12.898 500.00 644,381.80 116,220.98
SALE 2/08/10 62886E10 NCR CORP 8.13
46578 2/11/10 423422 PRINCETON SECURITIES GROUP 50,000.00 12.799 500.00 639,441.87 111,281.06
SALE 2/22/10 62886E10 NCR CORP 8.33
46578 2/25/10 423458 WILLIAMS CAPITAL GROUP 50,000.00 13.114 500.00 655,171.67 127,010.85
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 102
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/23/10 62886E10 NCR CORP 8.19
46578 2/26/10 423462 BMO CAPITAL MARKETS/EXECUTI 50,000.00 12.883 500.00 643,651.81 115,491.00
SALE 2/23/10 62944T10 NVR INC 5.38
48032 2/26/10 423462 BMO CAPITAL MARKETS/EXECUTI 600.00 705.69 6.00 423,407.96 39,474.71
SALE 1/27/10 65163910 NEWMONT MINING CORP. 28.07
42997 2/01/10 423387 COWEN AND CO., LLC 50,000.00 44.197 2,000.00 2,207,826.93 203,878.10
SALE 1/28/10 65163910 NEWMONT MINING CORP. 28.04
42997 2/02/10 423391 SANFORD BERNSTEIN & CO. 50,000.00 44.151 2,000.00 2,205,536.96 201,588.13
SALE 2/23/10 65163910 NEWMONT MINING CORP. 59.84
42997 2/26/10 423462 CABRERA 100,000.00 47.113 1,000.00 4,710,230.16 702,332.51
SALE 1/28/10 67000610 NOVELL INC 5.83
39956 2/02/10 423391 INSTINET/SOFT-FACTSET 100,000.00 4.590 5,000.00 453,964.17 -150,090.06
SALE 2/01/10 67018T10 NU SKIN ENTERPRISES INC. 5.85
39958 2/04/10 423399 JP MORGAN 20,000.00 23.026 800.00 459,712.15 152,624.77
SALE 2/23/10 71708110 PFIZER INC 11.25
48435 2/26/10 423462 GRISWOLD COMPANY 50,000.00 17.714 500.00 885,188.75 70,763.75
SALE 2/23/10 71708110 PFIZER INC 11.24
48435 2/26/10 423462 ICAP CORPORATES LLC 50,000.00 17.700 500.00 884,498.76 70,073.76
SALE 2/23/10 71708110 PFIZER INC 22.48
48435 2/26/10 423462 MERIDIAN EQUITY PARTNERS 100,000.00 17.698 1,000.00 1,768,737.52 139,887.52
SALE 2/23/10 71708110 PFIZER INC 22.52
48435 2/26/10 423462 PRINCETON SECURITIES GROUP 100,000.00 17.732 1,000.00 1,772,157.48 143,307.48
SALE 2/11/10 71817210 PHILIP MORRIS INTERNATIONAL 30.69
40653 2/17/10 423432 MERIDIAN EQUITY PARTNERS 50,000.00 48.319 500.00 2,415,439.31 322,828.22
SALE 2/01/10 72925110 PLUM CREEK TIMBER CO INC 9.27
46289 2/04/10 423399 RAYMOND JAMES & ASSOCIATES, 20,000.00 36.468 800.00 728,548.73 89,763.52
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -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 2/08/10 72925110 PLUM CREEK TIMBER CO INC 9.13
46289 2/11/10 423422 BLAYLOCK ROBERT VAN LLC 20,000.00 35.929 200.00 718,362.87 79,577.66
SALE 1/28/10 75091710 RAMBUS INC 5.97
49654 2/02/10 423391 INSTINET/SOFT-FACTSET 20,000.00 23.492 1,000.00 468,842.03 98,875.02
SALE 2/05/10 75102810 RALCORP HOLDINGS INC 8.07
47838 2/10/10 423417 JP MORGAN 10,000.00 63.489 400.00 634,484.93 10,536.30
SALE 1/28/10 75876610 REGAL ENTERTAINMENT GROUP-A 19.18
41584 2/02/10 423391 UBS WARBURG LLC 100,000.00 15.095 4,000.00 1,505,470.82 90,620.69
SALE 1/29/10 75876610 REGAL ENTERTAINMENT GROUP-A 19.02
41584 2/03/10 423395 CITIGROUP/CITIBANK DOMESTIC 100,000.00 14.971 4,000.00 1,493,060.98 78,210.85
SALE 2/08/10 75876610 REGAL ENTERTAINMENT GROUP-A 9.45
41584 2/11/10 423422 MERIDIAN EQUITY PARTNERS 50,000.00 14.871 500.00 743,020.55 35,595.49
SALE 2/16/10 80090720 SANMINA-SCI CORP 5.91
49560 2/19/10 423442 CREDIT SUISSE SEC (AES) 30,000.00 15.510 300.00 465,003.09 214,578.48
SALE 2/22/10 80090720 SANMINA-SCI CORP 4.20
49560 2/25/10 423458 ITG (CHANNEL) 20,000.00 16.532 200.00 330,435.80 163,486.06
SALE 2/23/10 80090720 SANMINA-SCI CORP 4.15
49560 2/26/10 423462 LABRANCHE/0TC 20,000.00 16.326 200.00 326,311.85 159,362.11
SALE 2/01/10 82028010 SHAW GROUP INC (THE) 8.62
48842 2/04/10 423399 UBS WARBURG LLC 20,000.00 33.908 600.00 677,541.38 102,462.58
SALE 2/23/10 82706L10 SILICON GRAPHICS INTERNATIO 2.62
48163 2/26/10 423462 BLAYLOCK ROBERT VAN LLC 20,000.00 10.283 200.00 205,461.38 95,846.21
SALE 1/29/10 83269640 JM SMUCKER CO/THE 15.38
43667 2/03/10 423395 CITIGROUP/CITIBANK DOMESTIC 20,000.00 60.530 800.00 1,209,780.62 374,769.57
SALE 2/01/10 83269640 JM SMUCKER CO/THE 7.70
43667 2/04/10 423399 JP MORGAN 10,000.00 60.589 400.00 605,478.30 187,972.78
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -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 2/03/10 83269640 JM SMUCKER CO/THE 7.85
43667 2/08/10 423407 CITIGROUP/CITIBANK DOMESTIC 10,000.00 61.793 400.00 617,523.15 200,017.63
SALE 2/23/10 87113010 SYBASE INC 27.81
48743 2/26/10 423462 BMO CAPITAL MARKETS/EXECUTI 50,000.00 43.795 500.00 2,189,197.19 206,021.52
SALE 1/27/10 87161C10 SYNOVUS FINANCIAL CORP 10.24
48491 2/01/10 423387 CAPIS/SOFT 300,000.00 2.687 15,000.00 790,939.76 -371,857.00
SALE 1/29/10 87161C10 SYNOVUS FINANCIAL CORP 18.34
48491 2/03/10 423395 JP MORGAN 500,000.00 2.888 20,000.00 1,423,781.66 -514,212.93
SALE 2/12/10 88553510 3COM CORP 9.56
49845 2/18/10 423438 MERRIMAN/OTC 100,000.00 7.527 1,000.00 751,720.44 12,924.19
SALE 1/29/10 90341W10 US AIRWAYS GRP 13.69
48746 2/03/10 423395 MORGAN STANLEY 200,000.00 5.387 8,000.00 1,069,426.31 201,692.02
SALE 2/01/10 90341W10 US AIRWAYS GRP 6.95
48746 2/04/10 423399 RAYMOND JAMES & ASSOCIATES, 100,000.00 5.471 4,000.00 543,123.05 109,255.91
SALE 1/29/10 91886610 VALASSIS COMMUNICATIONS INC 2.71
42815 2/03/10 423395 RAYMOND JAMES & ASSOCIATES, 10,000.00 21.263 400.00 212,226.29 88,862.11
SALE 2/01/10 91886610 VALASSIS COMMUNICATIONS INC 15.27
42815 2/04/10 423399 JP MORGAN 50,000.00 24.033 2,000.00 1,199,609.73 582,788.84
SALE 2/01/10 91886610 VALASSIS COMMUNICATIONS INC 15.47
42815 2/04/10 423399 OPPENHEIMER & CO., INC 50,000.00 24.359 2,000.00 1,215,939.53 599,118.64
SALE 2/02/10 91886610 VALASSIS COMMUNICATIONS INC 30.86
42815 2/05/10 423403 UBS WARBURG LLC 100,000.00 24.296 4,000.00 2,425,519.14 1,191,877.35
SALE 2/03/10 91886610 VALASSIS COMMUNICATIONS INC 15.47
42815 2/08/10 423407 CITIGROUP/CITIBANK DOMESTIC 50,000.00 24.348 2,000.00 1,215,379.53 598,558.64
SALE 2/16/10 91886610 VALASSIS COMMUNICATIONS INC 9.57
42815 2/19/10 423442 BLAYLOCK ROBERT VAN LLC 30,000.00 25.110 300.00 752,984.43 382,891.89
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -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 2/18/10 91886610 VALASSIS COMMUNICATIONS INC 9.99
42815 2/23/10 423450 BMO CAPITAL MARKETS/EXECUTI 30,000.00 26.200 300.00 785,675.01 415,582.47
SALE 2/19/10 92241710 VEECO INSTRUMENTS INC 4.74
50424 2/24/10 423454 ITG (CHANNEL) 10,000.00 37.314 100.00 373,031.26 39,471.67
SALE 1/27/10 92343V10 VERIZON COMMUNICATIONS INC 75.87
49012 2/01/10 423387 CAPIS/SOFT 200,000.00 29.870 10,000.00 5,963,844.13 9,718.13
SALE 1/28/10 92343V10 VERIZON COMMUNICATIONS INC 37.39
49012 2/02/10 423391 JP MORGAN 100,000.00 29.440 4,000.00 2,939,982.61 -37,080.39
SALE 2/01/10 92826C83 VISA INC CL A 10.55
47944 2/04/10 423399 JP MORGAN 10,000.00 83.037 400.00 829,956.45 148,507.21
SALE 1/27/10 93114210 WAL-MART STORES, INC. 33.88
39992 2/01/10 423387 COWEN AND CO., LLC 50,000.00 53.349 2,000.00 2,665,431.12 892,358.49
SALE 1/28/10 93114210 WAL-MART STORES, INC. 13.43
39992 2/02/10 423391 JP MORGAN 20,000.00 52.864 800.00 1,056,468.57 347,239.52
SALE 1/29/10 93114210 WAL-MART STORES, INC. 20.47
39992 2/03/10 423395 RAYMOND JAMES & ASSOCIATES, 30,000.00 53.704 1,200.00 1,609,911.53 546,067.95
SALE 2/08/10 93114210 WAL-MART STORES, INC. 13.56
39992 2/11/10 423422 ELECTRONIC BROKERAGE SYSTEM 20,000.00 53.378 100.00 1,067,444.44 358,215.39
SALE 2/11/10 93114210 WAL-MART STORES, INC. 67.51
39992 2/17/10 423432 ICAP CORPORATES LLC 100,000.00 53.158 1,000.00 5,314,752.49 1,768,607.23
SALE 2/18/10 93114210 WAL-MART STORES, INC. 54.12
39992 2/23/10 423450 BLAYLOCK ROBERT VAN LLC 80,000.00 53.266 800.00 4,260,409.88 1,423,493.67
SALE 2/19/10 93114210 WAL-MART STORES, INC. 67.66
39992 2/24/10 423454 BMO CAPITAL MARKETS/EXECUTI 100,000.00 53.272 1,000.00 5,326,082.34 1,779,937.08
SALE 2/22/10 93114210 WAL-MART STORES, INC. 54.34
39992 2/25/10 423458 BMO CAPITAL MARKETS/EXECUTI 80,000.00 53.480 800.00 4,277,545.66 1,440,629.45
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 2/01/10 THROUGH 2/28/10
MULTI SECTOR COMMON A (5162) -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 2/22/10 93114210 WAL-MART STORES, INC. 13.65
39992 2/25/10 423458 WILLIAMS CAPITAL GROUP 20,000.00 53.723 200.00 1,074,236.35 365,007.30
SALE 2/23/10 93114210 WAL-MART STORES, INC. 68.33
39992 2/26/10 423462 JACKSON SECS 100,000.00 53.797 1,000.00 5,378,671.67 1,832,526.41
SALE 2/05/10 94268310 WATSON PHARMACEUTICALS, INC 9.65
41384 2/10/10 423417 WILLIAMS CAPITAL GROUP 20,000.00 37.980 200.00 759,392.35 211,131.24
SALE 1/29/10 94974610 WELLS FARGO & CO 36.72
46541 2/03/10 423395 RAYMOND JAMES & ASSOCIATES, 100,000.00 28.907 4,000.00 2,886,623.28 385,702.52
SALE 2/01/10 94974610 WELLS FARGO & CO 36.65
46541 2/04/10 423399 RAYMOND JAMES & ASSOCIATES, 100,000.00 28.855 4,000.00 2,881,423.35 380,502.59
SALE 2/18/10 98074510 WOODWARD GOVERNOR CO. 6.92
41161 2/23/10 423450 ITG (CHANNEL) 20,000.00 27.215 200.00 544,085.08 -53,551.35
SALE 2/01/10 G3673810 FRESH DEL MONTE 7.71
48670 2/04/10 423399 JP MORGAN 30,000.00 20.234 1,200.00 605,803.29 -76,562.36
SALE 1/28/10 H8912P10 TYCO ELECTRONICS LTD 16.25
47547 2/02/10 423391 UBS WARBURG LLC 50,000.00 25.590 2,000.00 1,277,468.75 499,408.53
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 12,405,193.00 3,564.43 286,039,995.30 39,153,585.24
263,309.85
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 12,405,193.00 3,564.43 286,039,995.30 39,153,585.24
263,309.85
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 2/01/10 THROUGH 2/28/10
LOGAN CIRCLE (5163) PAGE: 107
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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 2/19/10 01881PAA ALLIANT HOLDINGS 11.0000 10.357
48945 2/24/10 288573 LOGAN CIRCLE 5/01/15 100,000.00 102.50 102,500.00
PUR 2/09/10 090613AD BIOMET INC 10.3750 8.780
48562 2/12/10 288573 LOGAN CIRCLE 10/15/17 250,000.00 108.75 271,875.00
PUR 1/29/10 12502CAS CCH II LLC/CCH II CAPITA 13.5000 9.355
49905 2/03/10 288573 LOGAN CIRCLE 11/30/16 265,000.00 120.50 319,325.00
PUR 2/05/10 12502CAS CCH II LLC/CCH II CAPITA 13.5000 9.504
49905 2/10/10 288573 LOGAN CIRCLE 11/30/16 250,000.00 119.62 299,062.50
PUR 1/29/10 12543DAF COMMUNITY HEALTH SYSTEM 8.8750 8.039
50692 2/03/10 288573 LOGAN CIRCLE 7/15/15 500,000.00 103.62 518,125.00
PUR 2/05/10 12543DAF COMMUNITY HEALTH SYSTEM 8.8750 8.664
50692 2/10/10 288573 LOGAN CIRCLE 7/15/15 250,000.00 100.88 252,220.00
PUR 2/22/10 12543DAF COMMUNITY HEALTH SYS 8.8750 8.058
50917 2/25/10 288573 LOGAN CIRCLE 7/15/15 500,000.00 103.50 517,500.00
PUR 2/05/10 15080BAA CEDC FIN CORP INTL INC 9.1250 8.244
49865 2/10/10 288573 LOGAN CIRCLE 12/01/16 250,000.00 104.50 261,250.00
PUR 2/02/10 21988QAA CORP PESQUERA INCA SAC 9.0000 9.125
50750 2/10/10 288573 LOGAN CIRCLE 2/10/17 220,000.00 99.364 218,600.80
PUR 2/03/10 24823UAG DENBURY RESOURCES INC 8.2500 8.250
50751 2/10/10 288573 LOGAN CIRCLE 2/15/20 215,000.00 100.00 215,000.00
PUR 2/09/10 24823UAG DENBURY RESOURCES INC 8.2500 7.993
50751 2/12/10 288573 LOGAN CIRCLE 2/15/20 130,000.00 101.75 132,275.00
PUR 2/09/10 36186CCB GMAC INC 8.3000 8.500
50776 2/12/10 288573 LOGAN CIRCLE 2/12/15 355,000.00 99.199 352,156.45
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 2/01/10 THROUGH 2/28/10
LOGAN CIRCLE (5163) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/05/10 370290AD GENERAL MARITIME CORP 12.0000 10.830
49647 2/10/10 288573 LOGAN CIRCLE 11/15/17 160,000.00 106.00 169,600.00
PUR 2/18/10 421924BF HEALTHSOUTH CORP 10.7500 9.052
49836 2/23/10 288573 LOGAN CIRCLE 6/15/16 200,000.00 108.00 216,000.00
PUR 1/27/10 422248AA HEALTH NET INC 6.3750 8.289
44821 2/01/10 288573 LOGAN CIRCLE 6/01/17 110,000.00 89.625 98,587.50
PUR 2/03/10 431318AJ HILCORP ENERGY I/HILCORP 8.0000 8.250
50729 2/08/10 288573 LOGAN CIRCLE 2/15/20 425,000.00 98.315 417,838.75
PUR 2/19/10 458204AJ INTELSAT BERMUDA 11.5000 11.819
50880 2/24/10 288573 LOGAN CIRCLE 2/04/17 400,000.00 98.500 394,000.00
PUR 1/29/10 45823VAE INTELSAT CORP 9.2500 8.638
47807 2/03/10 288573 LOGAN CIRCLE 8/15/14 375,000.00 102.25 383,437.50
PUR 2/09/10 466313AD JABIL CIRCUIT INC 8.2500 7.175
50773 2/12/10 288573 LOGAN CIRCLE 3/15/18 500,000.00 106.50 532,500.00
PUR 2/12/10 51508LAJ LANDRYS REST 11.6250 10.672
50816 2/18/10 288573 LOGAN CIRCLE 12/01/15 250,000.00 104.00 260,000.00
PUR 2/19/10 517834AB LAS VEGAS SANDS CORP 6.3750 8.439
42338 2/24/10 288573 LOGAN CIRCLE 2/15/15 125,000.00 91.750 114,687.50
PUR 1/28/10 52989LAD LIBBEY GLASS INC 10.0000 10.500
50728 2/08/10 288573 LOGAN CIRCLE 2/15/15 170,000.00 98.082 166,739.40
PUR 1/28/10 52989LAD LIBBEY GLASS INC 10.0000 9.806
50728 2/08/10 288573 LOGAN CIRCLE 2/15/15 115,000.00 100.75 115,862.50
PUR 2/10/10 552953AE M G M MIRAGE 8.3750 13.230
49621 2/16/10 288573 LOGAN CIRCLE 2/01/11 175,000.00 95.750 167,562.50
PUR 1/29/10 58446VAE MEDIACOM BROADBD LLC 8.5000 8.552
50691 2/03/10 288573 LOGAN CIRCLE 10/15/15 500,000.00 99.750 498,750.00
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 2/01/10 THROUGH 2/28/10
LOGAN CIRCLE (5163) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/01/10 58446VAE MEDIACOM BROADBD LLC 8.5000 8.665
50691 2/04/10 288573 LOGAN CIRCLE 10/15/15 150,000.00 99.250 148,875.00
PUR 2/12/10 629360AB NPC INTERNATIONAL INC 9.5000 10.238
48129 2/18/10 288573 LOGAN CIRCLE 5/01/14 175,000.00 97.500 170,625.00
PUR 2/09/10 62941FAH NTL CABLE PLC 9.1250 8.415
50774 2/12/10 288573 LOGAN CIRCLE 8/15/16 500,000.00 103.50 517,500.00
PUR 2/17/10 693309AA PE PAPER ESCROW 12.0000 9.870
47921 2/22/10 288573 LOGAN CIRCLE 8/01/14 200,000.00 107.50 215,000.00
PUR 1/28/10 72347QAD PINNACLE FOODS FINANCE 10.6250 9.829
42096 2/02/10 288573 LOGAN CIRCLE 4/01/17 150,000.00 104.00 156,000.00
PUR 2/08/10 74439HAH PSYCHIATRIC SOLU 7.7500 9.238
46579 2/11/10 288573 LOGAN CIRCLE 7/15/15 275,000.00 93.750 257,812.50
PUR 2/09/10 750829AA RAINBOW NATL SVCS 8.7500 7.975
50775 2/12/10 288573 LOGAN CIRCLE 9/01/12 250,000.00 101.75 254,375.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 8,490,000.00 8,715,642.90
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 8,490,000.00 8,715,642.90
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 1/27/10 05540KAA BFF INTERNATIONAL LTD 7.2500 7.375
50620 2/01/10 288573 LOGAN CIRCLE 1/28/20 125,000.00 99.150 123,937.50 29.47
SALE 2/18/10 12543DAF COMMUNITY HEALTH SYSTEM 8.8750 8.243
50692 2/23/10 288573 LOGAN CIRCLE 7/15/15 750,000.00 104.00 780,000.00 9,813.19
SALE 2/12/10 216762AD COOPER STANDARD AUTO 8.3750 16.237
42154 2/18/10 288573 LOGAN CIRCLE 12/15/14 315,000.00 47.000 148,050.00 -86,126.17
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 2/01/10 THROUGH 2/28/10
LOGAN CIRCLE (5163) -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 2/03/10 21988QAA CORP PESQUERA INCA SAC 9.0000 9.125
50750 2/10/10 288573 LOGAN CIRCLE 2/10/17 220,000.00 100.15 220,330.00 1,729.20
SALE 2/04/10 226566AK CRICKET COMMUNICATIONS 7.7500 7.444
50566 2/09/10 288573 LOGAN CIRCLE 5/15/16 350,000.00 102.75 359,625.00 4,403.65
SALE 2/19/10 269246AY E TRADE FINL 16.345
48264 2/24/10 288573 LOGAN CIRCLE 8/31/19 46,000.00 150.00 69,000.00 23,000.00
SALE 2/03/10 346091BE FOREST OIL CORPORATION 8.5000 9.680
50539 2/08/10 288573 LOGAN CIRCLE 2/15/14 395,000.00 105.25 415,737.50 35,967.42
SALE 2/09/10 36186CBM GMAC INC 7.2500 6.760
50349 2/12/10 288573 LOGAN CIRCLE 3/02/11 286,000.00 100.25 286,715.00 -673.77
SALE 2/18/10 36318MAA GALAXY ENTERTAINMENT COMPAN 9.8750 15.728
42161 2/23/10 288573 LOGAN CIRCLE 12/15/12 125,000.00 102.37 127,968.75 19,147.08
SALE 2/18/10 382550AZ GOODYEAR TIRE 10.5000 11.075
46644 2/23/10 288573 LOGAN CIRCLE 5/15/16 310,000.00 108.00 334,800.00 32,776.91
SALE 2/19/10 45823VAE INTELSAT CORP 9.2500 9.201
47807 2/24/10 288573 LOGAN CIRCLE 8/15/14 750,000.00 103.25 774,375.00 23,080.21
SALE 1/28/10 471109AD JARDEN CORP 7.5000 7.424
50510 2/02/10 288573 LOGAN CIRCLE 1/15/20 395,000.00 100.50 396,975.00 -102.70
SALE 2/10/10 591709AC METROPCS WIRELESS INC 9.2500 9.590
45586 2/11/10 288573 LOGAN CIRCLE 11/01/14 40,000.00 98.750 39,500.00 17.09
SALE 2/19/10 62941FAH NTL CABLE PLC 9.1250 8.415
50774 2/24/10 288573 LOGAN CIRCLE 8/15/16 500,000.00 103.75 518,750.00 1,332.29
SALE 2/04/10 74837RAE QUICKSILVER RESOURCES INC 8.2500 8.638
49573 2/09/10 288573 LOGAN CIRCLE 8/01/15 150,000.00 102.50 153,750.00 6,255.22
SALE 2/18/10 74837RAE QUICKSILVER RESOURCES INC 8.2500 8.638
49573 2/23/10 288573 LOGAN CIRCLE 8/01/15 210,000.00 100.25 210,525.00 4,024.56
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 2/01/10 THROUGH 2/28/10
LOGAN CIRCLE (5163) -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 1/29/10 90320RAA UPC GERMANY 8.1250 8.332
49774 2/03/10 288573 LOGAN CIRCLE 12/01/17 500,000.00 101.25 506,250.00 12,210.07
SALE 2/18/10 92203PAD VANGUARD HEALTH 8.0000 8.250
50654 2/23/10 288573 LOGAN CIRCLE 2/01/18 275,000.00 98.750 271,562.50 533.94
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 5,742,000.00 5,737,851.25 87,417.66
SALES OF MORTGAGE BACKED SECURITIES
-----------------------------------
SALE 2/19/10 22822RAJ CROWN CASTLE TOWERS LLC 5.4696 8.562
44552 2/24/10 288573 LOGAN CIRCLE 11/15/36 100,000.00 105.50 105,500.00 24,750.00
POOL NUMBER:
-------------- ---------- -------------- --------------
SUBTOTAL MORTGAGE SALES: 100,000.00 105,500.00 24,750.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 5,842,000.00 5,843,351.25 112,167.66
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 2/01/10 THROUGH 2/28/10
POST ADVISORY (5164) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 2/16/10 00828DAC AFFINION GROUP 10.1250 10.033
48457 2/19/10 288574 POST ADVISORY 10/15/13 825,000.00 100.25 827,062.50
PUR 2/19/10 148867AA CATALINA MARKETING CORP 11.2500 10.299
50883 2/24/10 288574 POST ADVISORY 10/01/15 375,000.00 104.00 390,000.00
PUR 1/29/10 15671BAD CENVE0 CORP 8.8750 8.999
50718 2/05/10 288574 POST ADVISORY 2/01/18 900,000.00 99.301 893,709.00
PUR 2/10/10 18451QAB CLEAR CHANNEL WORLDWIDE 9.2500 9.087
50212 2/16/10 288574 POST ADVISORY 12/15/17 300,000.00 100.87 302,625.00
PUR 2/10/10 18451QAB CLEAR CHANNEL WORLDWIDE 9.2500 9.087
50212 2/16/10 288574 POST ADVISORY 12/15/17 300,000.00 100.87 302,625.00
PUR 1/25/10 225310AC CREDIT ACCEPTANCE 9.1250 9.625
50667 2/01/10 288574 POST ADVISORY 2/01/17 750,000.00 97.495 731,212.50
PUR 2/03/10 22764LAA CRTZ ENRG/CRTX ENRG FINC 8.8750 9.250
50753 2/10/10 288574 POST ADVISORY 2/15/18 925,000.00 97.907 905,639.75
PUR 2/04/10 25380QAB DIGICEL GROUP LTD 12.0000 8.593
46693 2/09/10 288574 POST ADVISORY 4/01/14 200,000.00 111.64 223,290.00
PUR 2/04/10 25380QAD DIGICEL GROUP LTD 8.2500 8.843
50741 2/09/10 288574 POST ADVISORY 9/01/17 525,000.00 96.770 508,042.50
PUR 2/10/10 527298AM LEVEL 3 FINANCING 9.2500 12.240
50817 2/16/10 288574 POST ADVISORY 11/01/14 750,000.00 89.500 671,250.00
PUR 2/17/10 527298AM LEVEL 3 FINANCING 9.2500 11.055
50817 2/22/10 288574 POST ADVISORY 11/01/14 925,000.00 93.500 864,875.00
PUR 1/28/10 52989LAD LIBBEY GLASS INC 10.0000 10.500
50727 2/08/10 288574 POST ADVISORY 2/15/15 1,125,000.00 98.082 1,103,422.50
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 2/01/10 THROUGH 2/28/10
POST ADVISORY (5164) -Cont. 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/05/10 584404AB MEDIA GENERAL 11.7500 12.250
50818 2/12/10 288574 POST ADVISORY 2/15/17 150,000.00 97.690 146,535.00
PUR 2/05/10 83066RAC SKILLED HEALTHCARE GROUP 11.0000 9.475
50752 2/10/10 288574 POST ADVISORY 1/15/14 325,000.00 104.89 340,908.75
PUR 2/18/10 97381WAG WINDSTREAM CORP 7.8750 8.409
50872 2/23/10 288574 POST ADVISORY 11/01/17 850,000.00 97.000 824,500.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 9,225,000.00 9,035,697.50
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 9,225,000.00 9,035,697.50
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 2/01/10 023771R7 AMERICAN AIRLINES 13.0000 11.215
50051 2/04/10 288574 POST ADVISORY 8/01/16 66,588.75 100.00 66,588.75 -5,660.04
SALE 2/02/10 27876GBH DISH DBS CORP 7.7500 8.634
42133 2/05/10 288574 POST ADVISORY 5/31/15 1,500,000.00 103.00 1,545,000.00 101,220.18
SALE 2/11/10 29276KAC ENERGY XXI GULF INCORPORATE 10.0000 12.860
42224 2/17/10 288574 POST ADVISORY 6/15/13 723,516.00 99.500 719,898.42 51,262.69
SALE 2/16/10 37252CAA GEOKINETICS HOLDINGS INC 9.7500 10.107
50354 2/19/10 288574 POST ADVISORY 12/15/14 200,000.00 95.500 191,000.00 -6,270.74
SALE 2/04/10 390064AL GREAT ATLANTIC & PACIFIC TE 11.3750 11.999
47983 2/09/10 288574 POST ADVISORY 8/01/15 300,000.00 95.500 286,500.00 -6,120.93
SALE 2/08/10 390064AL GREAT ATLANTIC & PACIFIC TE 11.3750 11.999
47983 2/11/10 288574 POST ADVISORY 8/01/15 316,000.00 94.750 299,410.00 -8,817.81
SALE 2/04/10 45170RAA UNITYMEDIA GMBH 10.3750 9.845
46973 2/04/10 288574 POST ADVISORY 2/15/15 650,000.00 105.58 686,273.25 22,907.51
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 2/01/10 THROUGH 2/28/10
POST ADVISORY (5164) -Cont. 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/10/10 50076XAB KRATON POLYMERS LLC/CAP 8.1250 9.500
50368 2/16/10 288574 POST ADVISORY 1/15/14 675,000.00 98.250 663,187.50 18,028.67
SALE 2/11/10 527288BD LEUCADIA NATIONAL CORP 8.1250 8.029
42228 2/17/10 288574 POST ADVISORY 9/15/15 750,000.00 100.50 753,750.00 636.04
SALE 2/17/10 527298AN LEVEL 3 FIN INC 10.0000 10.375
50506 2/22/10 288574 POST ADVISORY 2/01/18 825,000.00 89.000 734,250.00 -74,174.55
SALE 2/05/10 52989LAC LIBBEY GLASS INC 7.4844 9.604
50128 2/08/10 288574 POST ADVISORY 6/01/11 1,640,000.00 102.75 1,685,100.00 88,093.89
SALE 2/23/10 52989LAD LIBBEY GLASS INC 10.0000 10.500
50727 2/26/10 288692 POST ADVISORY 2/15/15 300,000.00 103.62 310,875.00 16,592.54
SALE 2/22/10 584404AB MEDIA GENERAL 11.7500 12.250
50818 2/25/10 288574 POST ADVISORY 2/15/17 150,000.00 97.875 146,812.50 275.34
SALE 2/18/10 591709AC METROPCS WIRELESS INC 9.2500 9.198
45990 2/23/10 288574 POST ADVISORY 11/01/14 725,000.00 100.75 730,437.50 4,209.35
SALE 2/22/10 60467PAH MIRANT AMERICAS 8.3000 8.227
46670 2/25/10 288574 POST ADVISORY 5/01/11 550,000.00 102.25 562,375.00 12,039.67
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 9,371,104.75 9,381,457.92 214,221.81
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 9,371,104.75 9,381,457.92 214,221.81
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 2/01/10 THROUGH 2/28/10
PIMCO (5166) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 2/02/10 120111BH BUILDING MATERIALS CORP 7.0000 7.000
50717 2/05/10 288575 PIMCO 2/15/20 300,000.00 100.00 300,000.00
PUR 2/05/10 18451QAA CLEAR CHANNEL WORLDWIDE 9.2500 9.065
50222 2/10/10 288575 PIMCO 12/15/17 500,000.00 101.00 505,000.00
PUR 2/03/10 24823UAG DENBURY RESOURCES INC 8.2500 8.250
50749 2/10/10 288575 PIMCO 2/15/20 250,000.00 100.00 250,000.00
PUR 2/22/10 346091AZ FOREST OIL CORP 7.2500 7.493
47041 2/25/10 288575 PIMCO 6/15/19 500,000.00 98.375 491,875.00
PUR 2/09/10 36186CCB GMAC INC 8.3000 8.500
50778 2/12/10 288575 PIMCO 2/12/15 750,000.00 99.199 743,992.50
PUR 2/22/10 36186CCB GMAC INC 8.3000 7.927
50778 2/25/10 288575 PIMCO 2/12/15 250,000.00 101.50 253,750.00
PUR 2/08/10 38470RAG GRAHAM PACK CO LP/GPC 8.2500 8.638
50565 2/11/10 288575 PIMCO 1/01/17 100,000.00 98.000 98,000.00
PUR 2/22/10 45974VA9 INTL LEASE FIN 5.4000 9.966
50918 2/25/10 288575 PIMCO 2/15/12 1,000,000.00 92.000 920,000.00
PUR 2/11/10 479269AE JOHNSONDIVERSEY HOLD INC 8.2500 7.948
50798 2/17/10 288575 PIMCO 11/15/19 150,000.00 102.00 153,000.00
PUR 2/04/10 579489AC MCCLATCHY CO 11.5000 11.750
50765 2/11/10 288575 PIMCO 2/15/17 250,000.00 98.824 247,060.00
PUR 2/09/10 62910TAA NFR ENERGY LLC/FIN CORP 9.7500 10.005
50779 2/12/10 288575 PIMCO 2/15/17 500,000.00 98.733 493,665.00
PUR 2/22/10 72347QAE PINNACLE FOOD FI 9.2500 8.874
50919 2/25/10 288575 PIMCO 4/01/15 1,000,000.00 101.50 1,015,000.00
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 2/01/10 THROUGH 2/28/10
PIMCO (5166) -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 2/12/10 74971XAB RRI ENERGY INC 7.6250 9.412
47424 2/18/10 288575 PIMCO 6/15/14 700,000.00 93.750 656,250.00
PUR 2/23/10 74971XAC RRI ENERGY INC 7.8750 8.814
47425 2/26/10 288575 PIMCO 6/15/17 250,000.00 95.000 237,500.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 6,500,000.00 6,365,092.50
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 6,500,000.00 6,365,092.50
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 2/22/10 02209SAH ALTRIA GROUP 10.2000 10.204
45755 2/25/10 288575 PIMCO 2/06/39 55,000.00 132.59 72,927.80 17,954.57
SALE 2/10/10 31428XAR FEDEX CORP 8.0000 7.997
45800 2/16/10 288575 PIMCO 1/15/19 55,000.00 122.60 67,432.75 12,432.75
SALE 2/08/10 852060AG SPRINT CAPITAL CORP 6.9000 9.725
42056 2/11/10 288575 PIMCO 5/01/19 1,050,000.00 86.500 908,250.00 36,435.90
SALE 2/01/10 969457BF WILLIAMS COS INC 7.1250 7.501
46969 2/17/10 288575 PIMCO 9/01/11 1,000,000.00 109.50 1,095,000.00 100,410.33
SALE 2/01/10 969457BS WILLIAMS COMPANIES INC 8.7500 8.865
48073 2/17/10 288575 PIMCO 1/15/20 75,000.00 128.50 96,375.00 21,945.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 2,235,000.00 2,239,985.55 189,178.55
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 2/01/10 THROUGH 2/28/10
PIMCO (5166) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 2/19/10 02687411 AMERICAN INTL GROUP
48207 2/24/10 288575 PIMCO 100.00 9.906 990.57 178.13
SALE 2/23/10 02687411 AMERICAN INTL GROUP
48207 2/26/10 288575 PIMCO 100.00 10.178 1,017.75 205.31
SALE 2/12/10 25212W10 DEX ONE CORP
50760 2/18/10 288575 PIMCO 11.00 26.633 292.96 31.96
SALE 2/16/10 25212W10 DEX ONE CORP 23.99
50760 2/19/10 288575 PIMCO 264.00 7153.0 1,888,373.29 1,882,109.32
SALE 2/17/10 25212W10 DEX ONE CORP
50760 2/22/10 288575 PIMCO 281.00 27.282 7,666.28 998.95
SALE 2/19/10 25212W10 DEX ONE CORP
50760 2/24/10 288575 PIMCO 1,744.00 28.554 49,797.55 8,417.37
SALE 2/22/10 25212W10 DEX ONE CORP
50760 2/25/10 288575 PIMCO 218.00 29.430 6,415.66 1,243.14
SALE 2/23/10 25212W10 DEX ONE CORP
50760 2/26/10 288575 PIMCO 26.00 29.970 779.21 162.30
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 2,744.00 23.99 1,955,333.27 1,893,346.48
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 2,237,744.00 23.99 4,195,318.82 2,082,525.03
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
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/10 THROUGH 2/28/10
NOMURA (5167) PAGE: 118
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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 2/09/10 00130HBC AES CORP 7.7500 8.042
50768 2/12/10 288576 NOMURA 3/01/14 75,000.00 99.000 74,250.00
PUR 2/08/10 00130HBH AES CORPORATION 8.0000 8.086
41992 2/11/10 288576 NOMURA 10/15/17 75,000.00 99.500 74,625.00
PUR 2/09/10 00130HBH AES CORPORATION 8.0000 8.220
41992 2/12/10 288576 NOMURA 10/15/17 150,000.00 98.750 148,125.00
PUR 2/12/10 00130HBH AES CORPORATION 8.0000 8.424
41992 2/18/10 288576 NOMURA 10/15/17 1,000,000.00 97.625 976,250.00
PUR 2/16/10 00130HBH AES CORPORATION 8.0000 8.424
41992 2/19/10 288576 NOMURA 10/15/17 150,000.00 97.625 146,437.50
PUR 2/16/10 00130HBH AES CORPORATION 8.0000 8.424
41992 2/19/10 288576 NOMURA 10/15/17 125,000.00 97.625 122,031.25
PUR 2/17/10 00130HBH AES CORPORATION 8.0000 8.311
41992 2/22/10 288576 NOMURA 10/15/17 375,000.00 98.250 368,437.50
PUR 2/05/10 023771R5 AMERICAN AIRLINE 10.5000 9.543
48824 2/10/10 288576 NOMURA 10/15/12 125,000.00 102.25 127,812.50
PUR 2/17/10 026874BS AMERICAN INTL GROUP 8.2500 12.261
48267 2/22/10 288576 NOMURA 5/15+58 75,000.00 66.750 50,062.50
PUR 2/16/10 031652AW AMKOR TECH INC 9.2500 8.980
50823 2/19/10 288576 NOMURA 6/01/16 275,000.00 101.25 278,437.50
PUR 1/27/10 080555AH BELO CORP 6.7500 6.916
50668 2/01/10 288576 NOMURA 5/30/13 300,000.00 99.500 298,500.00
PUR 2/05/10 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 8.580
42002 2/10/10 288576 NOMURA 7/15/15 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
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/10 THROUGH 2/28/10
NOMURA (5167) -Cont. PAGE: 119
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/05/10 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 8.580
42002 2/10/10 288576 NOMURA 7/15/15 75,000.00 101.25 75,937.50
PUR 2/05/10 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 8.551
42002 2/10/10 288576 NOMURA 7/15/15 50,000.00 101.37 50,687.50
PUR 2/05/10 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 8.551
42002 2/10/10 288576 NOMURA 7/15/15 100,000.00 101.37 101,375.00
PUR 2/16/10 12686CAX CABLEVISION SYS 8.6250 8.352
48639 2/19/10 288576 NOMURA 9/15/17 500,000.00 101.50 507,500.00
PUR 1/29/10 15671BAD CENVE0 CORP 8.8750 8.999
50716 2/05/10 288576 NOMURA 2/01/18 250,000.00 99.301 248,252.50
PUR 2/04/10 15671BAD CENVE0 CORP 8.8750 9.053
50716 2/09/10 288576 NOMURA 2/01/18 75,000.00 99.000 74,250.00
PUR 2/03/10 22764LAA CROSSTEX ENERGY 8.8750 9.250
50754 2/10/10 288576 NOMURA 2/15/18 250,000.00 97.907 244,767.50
PUR 2/11/10 22764LAA CROSSTEX ENERGY 8.8750 9.189
50754 2/17/10 288576 NOMURA 2/15/18 100,000.00 98.250 98,250.00
PUR 1/28/10 228188AD CROWN AMERS LLC 7.7500 7.053
50673 2/02/10 288576 NOMURA 11/15/15 150,000.00 103.25 154,875.00
PUR 1/28/10 22818TAA CROWN AMERICAS 7.6250 7.110
46595 2/02/10 288576 NOMURA 5/15/17 100,000.00 102.87 102,875.00
PUR 2/03/10 24823UAG DENBURY RESOURCE 8.2500 8.250
50755 2/10/10 288576 NOMURA 2/15/20 375,000.00 100.00 375,000.00
PUR 2/16/10 25470XAB DISH DBC CORP 7.8750 7.855
49605 2/19/10 288576 NOMURA 9/01/19 75,000.00 100.12 75,093.75
PUR 2/16/10 25470XAB DISH DBC CORP 7.8750 7.874
49605 2/19/10 288576 NOMURA 9/01/19 100,000.00 100.00 100,000.00
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 2/01/10 THROUGH 2/28/10
NOMURA (5167) -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
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PUR 1/28/10 27876GAY ECHOSTAR DBS CORP 6.6300 6.817
50674 2/02/10 288576 NOMURA 10/01/14 300,000.00 99.250 297,750.00
PUR 1/28/10 27876GAY ECHOSTAR DBS CORP 6.6300 6.754
50674 2/02/10 288576 NOMURA 10/01/14 200,000.00 99.500 199,000.00
PUR 1/28/10 319963AP FIRST DATA CORP 9.8750 12.315
44687 2/02/10 288576 NOMURA 9/24/15 300,000.00 90.250 270,750.00
PUR 2/16/10 319963AP FIRST DATA CORP 9.8750 13.730
44687 2/19/10 288576 NOMURA 9/24/15 250,000.00 85.250 213,125.00
PUR 1/27/10 345370CA FORD MTR CO 7.4500 8.679
50340 2/01/10 288576 NOMURA 7/16/31 75,000.00 88.125 66,093.75
PUR 1/28/10 345370CA FORD MTR CO 7.4500 8.468
50340 2/02/10 288576 NOMURA 7/16/31 150,000.00 90.000 135,000.00
PUR 2/09/10 345397VM FORD MOTOR CREDIT CO LLC 8.1250 8.273
50008 2/12/10 288576 NOMURA 1/15/20 100,000.00 99.000 99,000.00
PUR 2/09/10 36186CBM GMAC LLC 7.2500 7.494
50769 2/12/10 288576 NOMURA 3/02/11 200,000.00 99.750 199,500.00
PUR 2/10/10 36186CBW GMAC LLC 6.7500 8.557
50783 2/16/10 288576 NOMURA 12/01/14 75,000.00 93.000 69,750.00
PUR 2/10/10 364725AP GANNET CO INC 9.3750 9.096
48754 2/16/10 288576 NOMURA 11/15/17 75,000.00 101.50 76,125.00
PUR 2/10/10 364725AP GANNET CO INC 9.3750 8.917
48754 2/16/10 288576 NOMURA 11/15/17 100,000.00 102.50 102,500.00
PUR 2/11/10 364725AP GANNET CO INC 9.3750 9.096
48754 2/17/10 288576 NOMURA 11/15/17 50,000.00 101.50 50,750.00
PUR 1/27/10 374826AB GIBSON ENERGY/GEP MIDSTR 10.0000 10.232
50461 2/01/10 288576 NOMURA 1/15/18 100,000.00 98.750 98,750.00
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 2/01/10 THROUGH 2/28/10
NOMURA (5167) -Cont. PAGE: 121
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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
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PUR 1/29/10 377316AJ P.H. GLATFELTER 7.1250 8.160
50715 2/05/10 288576 NOMURA 5/01/16 150,000.00 95.000 142,500.00
PUR 2/16/10 404119AF HCA INC 6.3000 6.986
50824 2/19/10 288576 NOMURA 10/01/12 275,000.00 98.375 270,531.25
PUR 2/10/10 404119AU HCA INC 9.1250 8.565
43902 2/16/10 288576 NOMURA 11/15/14 225,000.00 102.12 229,781.25
PUR 2/11/10 451102AF ICAHN ENTER FIN 8.0000 9.846
50796 2/17/10 288576 NOMURA 1/15/18 50,000.00 90.000 45,000.00
PUR 2/11/10 451102AF ICAHN ENTER FIN 8.0000 9.748
50796 2/17/10 288576 NOMURA 1/15/18 25,000.00 90.500 22,625.00
PUR 2/11/10 451102AF ICAHN ENTER FIN 8.0000 9.748
50796 2/17/10 288576 NOMURA 1/15/18 25,000.00 90.500 22,625.00
PUR 2/16/10 451102AF ICAHN ENTER FIN 8.0000 9.554
50796 2/19/10 288576 NOMURA 1/15/18 500,000.00 91.500 457,500.00
PUR 2/11/10 527298AL LEVEL 3 FING INC 8.7500 11.977
50797 2/17/10 288576 NOMURA 2/15/17 500,000.00 85.000 425,000.00
PUR 2/11/10 527298AN LEVEL 3 FIN INC 10.0000 12.524
50491 2/17/10 288576 NOMURA 2/01/18 25,000.00 87.500 21,875.00
PUR 2/11/10 527298AN LEVEL 3 FIN INC 10.0000 13.088
50491 2/17/10 288576 NOMURA 2/01/18 25,000.00 85.000 21,250.00
PUR 1/28/10 52989LAD LIBBEY GLASS INC 10.0000 10.500
50725 2/08/10 288576 NOMURA 2/15/15 150,000.00 98.082 147,123.00
PUR 1/28/10 52989LAD LIBBEY GLASS INC 10.0000 9.742
50725 2/08/10 288576 NOMURA 2/15/15 50,000.00 101.00 50,500.00
PUR 2/03/10 563571AG MANITOWAC COMPANY INC 9.5000 9.499
50726 2/08/10 288576 NOMURA 2/15/18 500,000.00 100.00 500,000.00
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 2/01/10 THROUGH 2/28/10
NOMURA (5167) -Cont. PAGE: 122
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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
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PUR 2/11/10 563571AG MANITOWAC COMPANY INC 9.5000 9.775
50726 2/17/10 288576 NOMURA 2/15/18 500,000.00 98.500 492,500.00
PUR 2/04/10 579489AC MCCLATCHY CO 11.5000 11.552
51034 2/11/10 288576 NOMURA 2/15/17 75,000.00 99.750 74,812.50
PUR 2/04/10 579489AC MCCLATCHY CO 11.5000 11.552
51034 2/11/10 288576 NOMURA 2/15/17 75,000.00 99.750 74,812.50
PUR 2/04/10 579489AC MCCLATCHY CO 11.5000 11.750
51034 2/11/10 288576 NOMURA 2/15/17 575,000.00 98.824 568,238.00
PUR 2/04/10 579489AC MCCLATCHY CO 11.5000 11.579
51034 2/11/10 288576 NOMURA 2/15/17 50,000.00 99.625 49,812.50
PUR 2/04/10 579489AC MCCLATCHY CO 11.5000 11.579
51034 2/11/10 288576 NOMURA 2/15/17 25,000.00 99.625 24,906.25
PUR 2/10/10 579489AC MCCLATCHY CO 11.5000 12.371
51034 2/16/10 288576 NOMURA 2/15/17 25,000.00 96.000 24,000.00
PUR 2/10/10 579489AC MCCLATCHY CO 11.5000 12.371
51034 2/16/10 288576 NOMURA 2/15/17 25,000.00 96.000 24,000.00
PUR 2/11/10 579489AC MCCLATCHY CO 11.5000 12.371
51034 2/16/10 288576 NOMURA 2/15/17 75,000.00 96.000 72,000.00
PUR 2/16/10 579489AC MCCLATCHY CO 11.5000 12.315
51034 2/19/10 288694 NOMURA 2/15/17 300,000.00 96.250 288,750.00
PUR 2/16/10 579489AC MCCLATCHY CO 11.5000 12.204
51034 2/19/10 288576 NOMURA 2/15/17 500,000.00 96.750 483,750.00
PUR 2/17/10 579489AC MCCLATCHY CO 11.5000 12.038
51034 2/22/10 288576 NOMURA 2/15/17 300,000.00 97.500 292,500.00
PUR 2/05/10 584404AB MEDIA GENERAL 11.7500 12.250
50770 2/12/10 288576 NOMURA 2/15/17 150,000.00 97.690 146,535.00
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 2/01/10 THROUGH 2/28/10
NOMURA (5167) -Cont. PAGE: 123
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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
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PUR 1/28/10 58445MAK MEDIACOM LLC 9.1250 9.124
48263 2/02/10 288576 NOMURA 8/15/19 100,000.00 100.00 100,000.00
PUR 2/01/10 60467PAH MIRANT AMERICAS 8.3000 6.477
50712 2/04/10 288576 NOMURA 5/01/11 500,000.00 102.12 510,625.00
PUR 2/17/10 640204AH NEIMAN MARCUS GROUP 10.3750 10.851
50341 2/22/10 288576 NOMURA 10/15/15 150,000.00 98.000 147,000.00
PUR 2/17/10 640204AH NEIMAN MARCUS GROUP 10.3750 10.851
50341 2/22/10 288576 NOMURA 10/15/15 150,000.00 98.000 147,000.00
PUR 2/05/10 651290AK NEWFIELD EXPLORATION CO 7.1250 7.102
45716 2/10/10 288576 NOMURA 5/15/18 125,000.00 100.12 125,156.25
PUR 2/11/10 651290AK NEWFIELD EXPLORATION CO 7.1250 7.327
45716 2/17/10 288576 NOMURA 5/15/18 25,000.00 98.750 24,687.50
PUR 2/11/10 651290AK NEWFIELD EXPLORATION CO 7.1250 7.368
45716 2/17/10 288576 NOMURA 5/15/18 200,000.00 98.500 197,000.00
PUR 2/17/10 67090FAD NUVEEN INVESTMENTS INC 10.5000 13.499
50168 2/22/10 288576 NOMURA 11/15/15 100,000.00 88.250 88,250.00
PUR 1/28/10 68383KAB OPTI CANADA INCORPORATED 8.2500 11.682
45720 2/02/10 288576 NOMURA 12/15/14 75,000.00 87.500 65,625.00
PUR 1/28/10 68383KAB OPTI CANADA INCORPORATED 8.2500 11.795
45720 2/02/10 288576 NOMURA 12/15/14 50,000.00 87.125 43,562.50
PUR 1/28/10 68383KAB OPTI CANADA INCORPORATED 8.2500 11.795
45720 2/02/10 288576 NOMURA 12/15/14 50,000.00 87.125 43,562.50
PUR 1/28/10 68383KAB OPTI CANADA INCORPORATED 8.2500 11.983
45720 2/02/10 288576 NOMURA 12/15/14 150,000.00 86.500 129,750.00
PUR 1/28/10 72347QAE PINNACLE FOODS FINACE L 9.2500 8.998
50208 2/02/10 288576 NOMURA 4/01/15 50,000.00 101.00 50,500.00
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 2/01/10 THROUGH 2/28/10
NOMURA (5167) -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
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PUR 2/16/10 852061AF SPRINT NEXTEL 8.3750 9.513
48110 2/19/10 288576 NOMURA 8/15/17 25,000.00 94.000 23,500.00
PUR 1/28/10 87900YAA TEEKAY CORP 8.5000 8.238
50598 2/02/10 288576 NOMURA 1/15/20 75,000.00 101.75 76,312.50
PUR 2/17/10 881609AW TESORO CORP 9.7500 9.377
47198 2/22/10 288576 NOMURA 6/01/19 100,000.00 102.25 102,250.00
PUR 1/27/10 89236MAA TOYS R US PROP 8.5000 7.932
49770 2/01/10 288576 NOMURA 12/01/17 75,000.00 103.25 77,437.50
PUR 2/10/10 89236MAA TOYS R US PROP 8.5000 8.541
49770 2/16/10 288576 NOMURA 12/01/17 75,000.00 99.750 74,812.50
PUR 2/11/10 89236MAA TOYS R US PROP 8.5000 8.721
49770 2/17/10 288576 NOMURA 12/01/17 50,000.00 98.750 49,375.00
PUR 2/11/10 90338WAK US ONCOLOGY INC 9.1250 8.664
50007 2/17/10 288576 NOMURA 8/15/17 75,000.00 102.50 76,875.00
PUR 2/17/10 909279BF UNITED AIRLINES 9.8750 9.697
50843 2/22/10 288576 NOMURA 8/01/13 200,000.00 100.50 201,000.00
PUR 2/17/10 909279BJ UNITED AIRLINES 12.0000 12.945
50492 2/22/10 288576 NOMURA 11/01/13 425,000.00 97.250 413,312.50
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SUBTOTAL FIXED PURCHASES: 14,975,000.00 14,568,384.75
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 14,975,000.00 14,568,384.75
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 2/01/10 THROUGH 2/28/10
NOMURA (5167) -Cont. 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
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SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 2/18/10 003924AH ABITIBI CONSOLIDATED 8.8500 25.499
42903 2/23/10 288576 NOMURA 8/01/30 250,000.00 20.250 50,625.00 -37,280.55
SALE 2/23/10 031652AW AMKOR TECH INC 9.2500 8.980
50823 2/26/10 288576 NOMURA 6/01/16 275,000.00 103.12 283,593.75 5,165.45
SALE 2/17/10 090572AG BIO-RAD LABORATORIES INC 7.5000 7.500
42321 2/22/10 288576 NOMURA 8/15/13 125,000.00 102.25 127,812.50 2,812.50
SALE 2/09/10 093679AD BLOCKBUSTER INC 11.7500 12.172
50541 2/12/10 288576 NOMURA 10/01/14 25,000.00 61.750 15,437.50 -9,190.13
SALE 2/09/10 093679AD BLOCKBUSTER INC 11.7500 12.172
50541 2/12/10 288576 NOMURA 10/01/14 75,000.00 62.000 46,500.00 -27,382.90
SALE 2/09/10 093679AD BLOCKBUSTER INC 11.7500 12.172
50541 2/12/10 288576 NOMURA 10/01/14 50,000.00 60.000 30,000.00 -19,255.27
SALE 2/04/10 18538TAA CLEARWIRE COMM/FINANCE 12.0000 12.037
49800 2/11/10 NOMURA 12/01/15 50,000.00 98.250 49,125.00 -779.05
SALE 2/04/10 18538TAA CLEARWIRE COMM/FINANCE 12.0000 12.037
49800 2/11/10 NOMURA 12/01/15 75,000.00 98.000 73,500.00 -1,356.08
SALE 2/04/10 18538TAA CLEARWIRE COMM/FINANCE 12.0000 12.037
49800 2/11/10 NOMURA 12/01/15 50,000.00 98.375 49,187.50 -716.55
SALE 2/05/10 18538TAA CLEARWIRE COMM/FINANCE 12.0000 12.037
49800 2/10/10 288576 NOMURA 12/01/15 75,000.00 99.000 74,250.00 -606.21
SALE 2/09/10 256669AF DOLLAR GENERAL CORP 10.6250 10.740
45172 2/12/10 288576 NOMURA 7/15/15 87,000.00 108.50 94,395.00 7,814.58
SALE 2/01/10 471109AC JARDEN CORP 8.0000 8.500
46434 2/04/10 288576 NOMURA 5/01/16 100,000.00 104.25 104,250.00 6,654.53
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 2/01/10 THROUGH 2/28/10
NOMURA (5167) -Cont. 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
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SALE 2/04/10 552953AL MGM MIRAGE INC 6.7500 11.031
49849 2/09/10 288576 NOMURA 9/01/12 25,000.00 94.750 23,687.50 1,022.46
SALE 1/29/10 552953BF MGM MIRAGE INC 10.3750 9.045
46924 2/03/10 288576 NOMURA 5/15/14 100,000.00 110.00 110,000.00 5,390.07
SALE 2/01/10 552953BF MGM MIRAGE INC 10.3750 9.045
46924 2/04/10 288576 NOMURA 5/15/14 175,000.00 110.00 192,500.00 9,437.09
SALE 2/08/10 552953BF MGM MIRAGE INC 10.3750 9.045
46924 2/11/10 NOMURA 5/15/14 150,000.00 107.50 161,250.00 4,365.52
SALE 2/10/10 552953BF MGM MIRAGE INC 10.3750 9.045
46924 2/16/10 288576 NOMURA 5/15/14 625,000.00 106.50 665,625.00 12,017.59
SALE 1/29/10 552953BG MGM MIRAGE INC 11.1250 11.541
46925 2/03/10 288576 NOMURA 11/15/17 400,000.00 112.50 450,000.00 58,552.01
SALE 2/04/10 629377AT NRG ENERGY INC 7.2500 8.243
44623 2/09/10 288576 NOMURA 2/01/14 25,000.00 101.12 25,281.25 1,109.63
SALE 2/23/10 62947QAF NXP BV/NXP FUNDING 7.8750 22.188
42325 2/26/10 288576 NOMURA 10/15/14 637,000.00 92.000 586,040.00 205,303.14
SALE 1/28/10 64110LAC NETFLIX INC 8.5000 8.493
50711 2/05/10 288576 NOMURA 11/15/13 125,000.00 106.25 132,812.50 7,812.50
SALE 2/22/10 749121BZ QUEST COMMUNICATIONS 8.0000 8.375
48522 2/25/10 288576 NOMURA 10/01/15 125,000.00 103.00 128,750.00 5,829.00
SALE 2/04/10 749121CB QWEST COMMS INTL 7.1250 7.379
50390 2/09/10 288576 NOMURA 4/01/18 250,000.00 98.000 245,000.00 -1,132.37
SALE 2/19/10 767754BZ RITE AID CORP 10.2500 10.206
50866 2/24/10 288576 NOMURA 10/15/19 75,000.00 105.62 79,218.75 4,038.75
SALE 2/17/10 832248AM SMITHFIELD FOODS INC 7.0000 10.314
42466 2/22/10 288576 NOMURA 8/01/11 275,000.00 99.750 274,312.50 11,262.95
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 4,224,000.00 4,073,153.75 250,888.66
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 4,224,000.00 4,073,153.75 250,888.66
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 2/01/10 THROUGH 2/28/10
NOMURA (5167) -Cont. PAGE: 127
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END OF REPORT FOR: NOMURA