Domestic Report

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 9/01/10 THROUGH 9/30/10

DCP SMALL CAP. (EQUITY) (4302) 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 9/30/10 28176E10 EDWARDS LIFESCIENCES CORP. .02
19006 10/05/10 424224 ICAP CORPORATES LLC 9.00 67.000 .09 602.89 514.90

SALE 9/08/10 94770V10 WEBMD HEALTH CORP
49660 9/17/10 424219 TENDERED 1,076.00 52.000 55,952.00 34,343.33

SUBTOTAL STOCK SALES: 1,085.00 .02 56,554.89 34,858.23
.09

TOTAL FUND SALES: 1,085.00 .02 56,554.89 34,858.23
.09

END OF REPORT FOR: DCP SMALL CAP. (EQUITY)

S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 9/01/10 THROUGH 9/30/10

N.J. BEST - POOLED EQUITY FD (4340) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------

PUR 9/22/10 00206R10 AT&T INC
53582 9/27/10 424195 ELECTRONIC BROKERAGE SYSTEM 50,000.00 28.720 250.00 1,436,250.00

PUR 9/24/10 00206R10 AT&T INC
53582 9/29/10 424204 ELECTRONIC BROKERAGE SYSTEM 30,000.00 28.660 150.00 859,950.00

PUR 9/27/10 00206R10 AT&T INC
53582 9/30/10 424208 ELECTRONIC BROKERAGE SYSTEM 10,000.00 28.600 50.00 286,050.00

PUR 9/28/10 00206R10 AT&T INC
53582 10/01/10 424212 ELECTRONIC BROKERAGE SYSTEM 10,000.00 28.890 50.00 288,950.00

PUR 9/17/10 03783310 APPLE INC
36208 9/22/10 424183 LABRANCHE/0TC 500.00 275.31 5.00 137,663.85

PUR 9/09/10 03966610 ARCSIGHT INC
53380 9/14/10 424159 INSTINET (PORTAL) 15,000.00 35.293 105.00 529,506.00

PUR 9/07/10 04622410 ASTEC INDUSTRIES INC
53338 9/10/10 424150 MERRIMAN/OTC 20,000.00 28.406 200.00 568,310.00

PUR 9/16/10 04622410 ASTEC INDUSTRIES INC
53338 9/21/10 424179 MERRIMAN/OTC 1,000.00 28.650 10.00 28,660.00

PUR 9/08/10 05548J10 BJ'S WHOLESALE CLUB INC
52525 9/13/10 424155 ELECTRONIC BROKERAGE SYSTEM 2,000.00 41.950 10.00 83,910.00

PUR 9/03/10 05714910 MICHAEL BAKER CORP
37926 9/09/10 424146 ELECTRONIC BROKERAGE SYSTEM 1,000.00 33.096 5.00 33,100.50

PUR 9/03/10 05714910 MICHAEL BAKER CORP
37926 9/09/10 424146 ELECTRONIC BROKERAGE SYSTEM 2,000.00 33.300 10.00 66,610.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 3,000.00 33.232 99,710.50
15.00

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 9/01/10 THROUGH 9/30/10

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 3
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 9/16/10 05714910 MICHAEL BAKER CORP
37926 9/21/10 424179 ELECTRONIC BROKERAGE SYSTEM 2,000.00 33.600 10.00 67,210.00

PUR 9/21/10 09534T50 BLUE COAT SYSTEMS
53508 9/24/10 424191 ITG (CHANNEL) 5,714.00 24.891 57.14 142,284.89

PUR 9/21/10 09534T50 BLUE COAT SYSTEMS
53508 9/24/10 424191 MERRIMAN/OTC 14,286.00 24.953 142.86 356,619.99

PUR 9/22/10 09534T50 BLUE COAT SYSTEMS
53508 9/27/10 424195 LABRANCHE/0TC 2,000.00 24.649 20.00 49,317.00

PUR 9/13/10 14965A10 CAVIUM NETWORKS INC
52856 9/16/10 424167 MERRIMAN/OTC 2,000.00 24.820 20.00 49,660.00

PUR 9/13/10 16117M30 CHARTER COMMUNICATIONS
52659 9/16/10 424167 MERRIMAN/OTC 1,000.00 34.450 10.00 34,460.00

PUR 9/08/10 17275510 CIRRUS LOGIC
53353 9/13/10 424155 ITG (CHANNEL) 25,000.00 16.103 250.00 402,835.00

PUR 9/09/10 17275510 CIRRUS LOGIC
53353 9/14/10 424159 MERRIMAN/OTC 5,000.00 16.659 50.00 83,344.00

PUR 9/10/10 17275510 CIRRUS LOGIC
53353 9/15/10 424163 MERRIMAN/OTC 6,000.00 15.186 60.00 91,176.60

PUR 9/13/10 17275510 CIRRUS LOGIC
53353 9/16/10 424167 MERRIMAN/OTC 6,000.00 15.590 60.00 93,600.00

PUR 9/14/10 17275510 CIRRUS LOGIC
53353 9/17/10 424171 MERRIMAN/OTC 2,000.00 16.180 20.00 32,380.00

PUR 9/30/10 17275510 CIRRUS LOGIC
53353 10/05/10 424222 LABRANCHE/0TC 10,000.00 17.601 100.00 176,114.00

PUR 9/01/10 20854P10 CONSOL ENERGY INC
51131 9/07/10 424138 ELECTRONIC BROKERAGE SYSTEM 1,000.00 32.754 5.00 32,759.00

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 9/01/10 THROUGH 9/30/10

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 4
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/09/10 21037110 CONSTELLATION ENERGY GROUP
53381 9/14/10 424159 ELECTRONIC BROKERAGE SYSTEM 20,000.00 30.850 100.00 617,100.00

PUR 9/15/10 21037110 CONSTELLATION ENERGY GROUP
53381 9/20/10 424175 ELECTRONIC BROKERAGE SYSTEM 2,000.00 30.813 10.00 61,636.00

PUR 9/17/10 21037110 CONSTELLATION ENERGY GROUP
53381 9/22/10 424183 ELECTRONIC BROKERAGE SYSTEM 2,000.00 30.650 10.00 61,310.00

PUR 9/22/10 22544710 CREE INC
52054 9/27/10 424195 LABRANCHE/0TC 3,000.00 49.580 30.00 148,769.70

PUR 9/21/10 25541310 DIVX INC
52660 9/24/10 424191 LABRANCHE/0TC 2,000.00 8.200 20.00 16,420.00

PUR 9/01/10 26864810 EMC CORP MASS
53021 9/07/10 424138 ELECTRONIC BROKERAGE SYSTEM 2,000.00 18.530 10.00 37,070.00

PUR 9/20/10 26875P10 EOG RESOURCES INC
53495 9/23/10 424187 ELECTRONIC BROKERAGE SYSTEM 6,000.00 87.763 30.00 526,606.80

PUR 9/10/10 27864210 EBAY INC
53391 9/15/10 424163 LABRANCHE/0TC 10,000.00 24.128 100.00 241,379.00

PUR 9/10/10 27864210 EBAY INC
53391 9/15/10 424163 LABRANCHE/0TC 10,000.00 24.365 100.00 243,750.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 24.246 485,129.00
200.00

PUR 9/13/10 27864210 EBAY INC
53391 9/16/10 424167 MERRIMAN/OTC 4,000.00 24.000 40.00 96,040.00

PUR 9/17/10 27864210 EBAY INC
53391 9/22/10 424183 MERRIMAN/OTC 1,000.00 24.090 10.00 24,100.00

S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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 9/07/10 29268T10 ENERGY FOCUS INC
51993 9/10/10 424150 LABRANCHE/0TC 10,000.00 1.700 100.00 17,100.00

PUR 9/08/10 29268T10 ENERGY FOCUS INC
51993 9/13/10 424155 ITG (CHANNEL) 10,000.00 1.717 100.00 17,273.00

PUR 9/03/10 29362U10 ENTERGRIS INC
49651 9/09/10 424146 ITG (CHANNEL) 20,000.00 4.226 200.00 84,710.00

PUR 9/29/10 29380T10 ENTERTAINMENT PROPERTIES TR
43302 10/04/10 424216 ELECTRONIC BROKERAGE SYSTEM 4,000.00 43.347 20.00 173,406.00

PUR 9/14/10 30231G10 EXXON MOBIL CORP.
15201 9/17/10 424171 ELECTRONIC BROKERAGE SYSTEM 2,000.00 60.830 10.00 121,670.00

PUR 9/08/10 34637510 FORMFACTOR INC
52037 9/13/10 424155 ITG (CHANNEL) 20,000.00 7.370 200.00 147,590.00

PUR 9/01/10 35874810 FRISCHS RESTAURANTS, INC.
48545 9/07/10 424138 ELECTRONIC BROKERAGE SYSTEM 1,000.00 19.311 5.00 19,316.40

PUR 9/10/10 38259P50 GOOGLE INC
33645 9/15/10 424163 LABRANCHE/0TC 200.00 477.70 2.00 95,542.00

PUR 9/16/10 38259P50 GOOGLE INC
33645 9/21/10 424179 ITG (CHANNEL) 200.00 481.24 2.00 96,251.00

PUR 9/29/10 39312210 GREEN MOUNTAIN COFFEE
53678 10/04/10 424216 INSTINET (PORTAL) 20,000.00 31.900 140.00 638,140.00

PUR 9/08/10 41651510 HARTFORD FINANCIAL SVCS GRO
53350 9/13/10 424155 WILLIAMS CAPITAL GROUP 25,000.00 21.800 250.00 545,250.00

PUR 9/29/10 42270410 HECLA MINING
53677 10/04/10 424216 ELECTRONIC BROKERAGE SYSTEM 70,000.00 6.400 350.00 448,350.00

PUR 9/29/10 42270410 HECLA MINING
53677 10/04/10 424216 ELECTRONIC BROKERAGE SYSTEM 10,000.00 6.330 50.00 63,350.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 80,000.00 6.391 511,700.00
400.00

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 9/01/10 THROUGH 9/30/10

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 6
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 9/30/10 42270410 HECLA MINING
53677 10/05/10 424222 ELECTRONIC BROKERAGE SYSTEM 10,000.00 6.430 50.00 64,350.00

PUR 9/24/10 45091110 ITT CORP
53623 9/29/10 424204 ELECTRONIC BROKERAGE SYSTEM 11,000.00 47.035 55.00 517,437.80

PUR 9/01/10 45814010 INTEL CORP
53306 9/07/10 424138 ITG (CHANNEL) 34,000.00 17.923 340.00 609,711.80

PUR 9/02/10 46603210 J&J SNACK FOODS CORP
53201 9/08/10 424142 LABRANCHE/0TC 1,000.00 38.279 10.00 38,288.80

PUR 9/03/10 46603210 J&J SNACK FOODS CORP
53201 9/09/10 424146 ITG (CHANNEL) 1,000.00 38.573 10.00 38,583.30

PUR 9/10/10 46603210 J&J SNACK FOODS CORP
53201 9/15/10 424163 MERRIMAN/OTC 1,000.00 38.880 10.00 38,889.90

PUR 9/16/10 50207910 LMI AEROSPACE INC
53470 9/21/10 424179 MERRIMAN/OTC 10,000.00 15.035 100.00 150,454.00

PUR 9/17/10 50207910 LMI AEROSPACE INC
53470 9/22/10 424183 MERRIMAN/OTC 10,000.00 15.212 100.00 152,217.00

PUR 9/20/10 50207910 LMI AEROSPACE INC
53470 9/23/10 424187 ITG (CHANNEL) 5,000.00 15.070 50.00 75,400.00

PUR 9/21/10 50207910 LMI AEROSPACE INC
53470 9/24/10 424191 MERRIMAN/OTC 5,000.00 15.306 50.00 76,578.00

PUR 9/22/10 50207910 LMI AEROSPACE INC
53470 9/27/10 424195 LABRANCHE/0TC 5,000.00 14.780 50.00 73,949.50

PUR 9/23/10 50207910 LMI AEROSPACE INC
53470 9/28/10 424200 INSTINET (PORTAL) 5,000.00 14.743 35.00 73,749.00

PUR 9/24/10 50207910 LMI AEROSPACE INC
53470 9/29/10 424204 LABRANCHE/0TC 2,000.00 14.944 20.00 29,907.20

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 9/01/10 THROUGH 9/30/10

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 9/29/10 50240310 LTX-CREDENCE CORP
53676 10/04/10 424216 ITG (CHANNEL) 36,361.00 2.000 363.61 73,071.07

PUR 9/14/10 50540R40 LABORATORY CORP OF AMERICA
53435 9/17/10 424171 ELECTRONIC BROKERAGE SYSTEM 5,000.00 73.350 25.00 366,775.00

PUR 9/03/10 53245710 ELI LILLY & CO.
44053 9/09/10 424146 ELECTRONIC BROKERAGE SYSTEM 2,000.00 34.400 10.00 68,810.00

PUR 9/03/10 56845T30 MARINER ENERGY INC
52429 9/09/10 424146 ELECTRONIC BROKERAGE SYSTEM 6,000.00 23.080 30.00 138,510.00

PUR 9/14/10 58933Y10 MERCK & CO. INC.
49253 9/17/10 424171 ELECTRONIC BROKERAGE SYSTEM 1,000.00 36.100 5.00 36,105.00

PUR 9/22/10 59156R10 METLIFE, INC.
52889 9/27/10 424195 ELECTRONIC BROKERAGE SYSTEM 2,000.00 39.200 10.00 78,410.00

PUR 9/09/10 59491810 MICROSOFT CORP.
12799 9/14/10 424159 MERRIMAN/OTC 2,000.00 24.200 20.00 48,420.00

PUR 9/07/10 59501710 MICROCHIP TECHNOLOGY INC
53341 9/10/10 424150 MERRIMAN/OTC 18,000.00 28.701 180.00 516,801.60

PUR 9/08/10 59501710 MICROCHIP TECHNOLOGY INC
53341 9/13/10 424155 INSTINET (PORTAL) 3,000.00 28.593 21.00 85,798.50

PUR 9/21/10 59501710 MICROCHIP TECHNOLOGY INC
53341 9/24/10 424191 LABRANCHE/0TC 1,000.00 30.310 10.00 30,319.90

PUR 9/08/10 59511210 MICRON TECHNOLOGY INC
48421 9/13/10 424155 ELECTRONIC BROKERAGE SYSTEM 4,000.00 6.609 20.00 26,456.00

PUR 9/16/10 61945A10 MOSIAC CO
50276 9/21/10 424179 ELECTRONIC BROKERAGE SYSTEM 1,000.00 57.930 5.00 57,935.00

PUR 9/03/10 64107N20 NET 1 UEPS TECHNOLOGIES INC
53329 9/09/10 424146 INSTINET (PORTAL) 20,000.00 11.471 140.00 229,556.00

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 9/01/10 THROUGH 9/30/10

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 8
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 9/03/10 64107N20 NET 1 UEPS TECHNOLOGIES INC
53329 9/09/10 424146 ITG (CHANNEL) 15,000.00 11.490 150.00 172,500.00

PUR 9/07/10 64107N20 NET 1 UEPS TECHNOLOGIES INC
53329 9/10/10 424150 MERRIMAN/OTC 5,000.00 11.223 50.00 56,165.50

PUR 9/07/10 64107N20 NET 1 UEPS TECHNOLOGIES INC
53329 9/10/10 424150 MERRIMAN/OTC 5,000.00 11.547 50.00 57,786.50
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 10,000.00 11.385 113,952.00
100.00

PUR 9/08/10 68389X10 ORACLE CORP
46204 9/13/10 424155 ITG (CHANNEL) 12,000.00 23.988 120.00 287,973.60

PUR 9/30/10 71708110 PFIZER INC
48433 10/05/10 424222 ELECTRONIC BROKERAGE SYSTEM 5,000.00 17.210 25.00 86,073.00

PUR 9/30/10 74432010 PRUDENTIAL FINANCIAL INC
50811 10/05/10 424222 ELECTRONIC BROKERAGE SYSTEM 2,000.00 54.153 10.00 108,316.00

PUR 9/08/10 75043810 RADIOSHACK CORP
51292 9/13/10 424155 ELECTRONIC BROKERAGE SYSTEM 2,000.00 19.140 10.00 38,290.00

PUR 9/17/10 75876610 REGAL ENTERTAINMENT GROUP
53479 9/22/10 424183 ELECTRONIC BROKERAGE SYSTEM 50,000.00 12.002 250.00 600,360.00

PUR 9/22/10 75876610 REGAL ENTERTAINMENT GROUP
53479 9/27/10 424195 ELECTRONIC BROKERAGE SYSTEM 2,000.00 12.810 10.00 25,630.00

PUR 9/08/10 7591EP10 REGIONS FINANCIAL CORP
53351 9/13/10 424155 ELECTRONIC BROKERAGE SYSTEM 50,000.00 6.675 250.00 333,980.00

PUR 9/20/10 7591EP10 REGIONS FINANCIAL CORP
53351 9/23/10 424187 ELECTRONIC BROKERAGE SYSTEM 10,000.00 6.880 50.00 68,851.00

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 9/01/10 THROUGH 9/30/10

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 9
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/27/10 7591EP10 REGIONS FINANCIAL CORP
53351 9/30/10 424208 ELECTRONIC BROKERAGE SYSTEM 20,000.00 6.985 100.00 139,800.00

PUR 9/03/10 79084910 ST JUDE MEDICAL INC
33134 9/09/10 424146 ELECTRONIC BROKERAGE SYSTEM 1,000.00 35.750 5.00 35,755.00

PUR 9/08/10 80090720 SANMINA-SCI CORP
49559 9/13/10 424155 ITG (CHANNEL) 6,000.00 10.399 60.00 62,455.20

PUR 9/09/10 83056610 SKECHERS USA INC CL A
53379 9/14/10 424159 MERIDIAN EQUITY PARTNERS 20,000.00 22.994 200.00 460,086.00

PUR 9/10/10 83056610 SKECHERS USA INC CL A
53379 9/15/10 424163 BMO CAPITAL MARKETS/EXECUTI 4,000.00 23.075 40.00 92,340.00

PUR 9/10/10 83056610 SKECHERS USA INC CL A
53379 9/15/10 424163 ELECTRONIC BROKERAGE SYSTEM 5,000.00 23.170 25.00 115,875.00

PUR 9/13/10 83056610 SKECHERS USA INC CL A
53379 9/16/10 424167 ELECTRONIC BROKERAGE SYSTEM 2,000.00 23.050 10.00 46,110.00

PUR 9/20/10 83269640 SMUCKER JM CO
53497 9/23/10 424187 WILLIAMS CAPITAL GROUP 10,000.00 61.634 100.00 616,440.00

PUR 9/21/10 83269640 SMUCKER JM CO
53497 9/24/10 424191 ELECTRONIC BROKERAGE SYSTEM 1,000.00 61.740 5.00 61,745.00

PUR 9/01/10 86459610 SUCCESSFACTORS INC
51343 9/07/10 424138 LABRANCHE/0TC 2,000.00 20.774 20.00 41,567.40

PUR 9/27/10 87161C10 SYNOVUS FINANCIAL CORP
53638 9/30/10 424208 ELECTRONIC BROKERAGE SYSTEM 150,000.00 2.482 750.00 373,005.00

PUR 9/28/10 87161C10 SYNOVUS FINANCIAL CORP
53638 10/01/10 424212 ELECTRONIC BROKERAGE SYSTEM 50,000.00 2.490 250.00 124,750.00

PUR 9/16/10 87655330 TASTY BAKING CO.
38737 9/21/10 424179 MERRIMAN/OTC 1,000.00 6.615 10.00 6,624.70

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 9/01/10 THROUGH 9/30/10

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 10
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/13/10 88731730 TIME WARNER INC
53415 9/16/10 424167 ELECTRONIC BROKERAGE SYSTEM 10,000.00 31.871 50.00 318,761.00

PUR 9/14/10 88731730 TIME WARNER INC
53415 9/17/10 424171 ELECTRONIC BROKERAGE SYSTEM 2,000.00 31.890 10.00 63,790.00

PUR 9/16/10 88731730 TIME WARNER INC
53415 9/21/10 424179 ELECTRONIC BROKERAGE SYSTEM 2,000.00 31.690 10.00 63,390.00

PUR 9/16/10 88732J20 TIME WARNER CABLE INC
52800 9/21/10 424179 ELECTRONIC BROKERAGE SYSTEM 2,000.00 52.170 10.00 104,350.00

PUR 9/17/10 88732J20 TIME WARNER CABLE INC
52800 9/22/10 424183 ELECTRONIC BROKERAGE SYSTEM 1,000.00 51.050 5.00 51,055.00

PUR 9/07/10 90333E10 USEC INC
50642 9/10/10 424150 ELECTRONIC BROKERAGE SYSTEM 5,000.00 4.774 25.00 23,893.50

PUR 9/24/10 90341W10 US AIRWAYS GROUP INC
53624 9/29/10 424204 ELECTRONIC BROKERAGE SYSTEM 50,000.00 8.995 250.00 450,000.00

PUR 9/08/10 92241710 VEECO INSTRUMENTS INC
50425 9/13/10 424155 ITG (CHANNEL) 1,000.00 33.344 10.00 33,354.30

PUR 9/10/10 92241710 VEECO INSTRUMENTS INC
50425 9/15/10 424163 LABRANCHE/0TC 1,000.00 33.507 10.00 33,516.60

PUR 9/13/10 92241710 VEECO INSTRUMENTS INC
50425 9/16/10 424167 MERRIMAN/OTC 1,000.00 34.199 10.00 34,208.80

PUR 9/13/10 98074510 WOODWARD GOVERNOR CO
53412 9/16/10 424167 MERRIMAN/OTC 18,000.00 29.795 180.00 536,491.80
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 1,202,261.00 19,894,625.00
8,378.61
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 1,202,261.00 19,894,625.00
8,378.61

S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 9/01/10 THROUGH 9/30/10

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 11
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALES OF STOCK AND OTHER EQUITIES
---------------------------------

SALE 9/03/10 00282410 ABBOTT LABS 1.72
49973 9/09/10 424147 ELECTRONIC BROKERAGE SYSTEM 2,000.00 50.810 10.00 101,608.28 -5,724.82

SALE 9/09/10 00817Y10 AETNA INC 1.00
51548 9/14/10 424160 ELECTRONIC BROKERAGE SYSTEM 2,000.00 29.490 10.00 58,969.00 -2,400.69

SALE 9/10/10 00826A10 AFFYMAX INC 1.08
52414 9/15/10 424164 LABRANCHE/0TC 10,000.00 6.370 100.00 63,599.92 -9,602.69

SALE 9/01/10 03076C10 AMERIPRISE FINANCIAL INC 1.51
47265 9/07/10 424139 ELECTRONIC BROKERAGE SYSTEM 2,000.00 44.495 10.00 88,978.49 36,261.80

SALE 9/16/10 03783310 APPLE INC 2.34
36208 9/21/10 424180 ITG (CHANNEL) 500.00 276.52 5.00 138,252.96 48,407.17

SALE 9/20/10 03783310 APPLE INC 4.79
36208 9/23/10 424188 MERRIMAN/OTC 1,000.00 283.24 10.00 283,225.21 101,360.09

SALE 9/24/10 03783310 APPLE INC 1.99
36208 9/29/10 424205 ITG (CHANNEL) 400.00 292.95 4.00 117,177.65 44,431.60

SALE 9/13/10 03966610 ARCSIGHT INC 11.15
53380 9/16/10 424168 MERRIMAN/OTC 15,000.00 43.980 150.00 659,538.85 130,032.85

SALE 9/30/10 04273510 ARROW ELECTRONICS INC .91
52840 10/05/10 424223 ELECTRONIC BROKERAGE SYSTEM 2,000.00 26.890 10.00 53,769.09 3,953.20

SALE 9/28/10 04289L10 ART TECH GROUP INC .66
52247 10/01/10 424213 MERRIMAN/OTC 10,000.00 3.862 100.00 38,519.34 -123.22

SALE 9/01/10 05276910 AUTODESK INC 3.84
52398 9/07/10 424139 ITG (CHANNEL) 8,000.00 28.347 80.00 226,694.56 -4,491.75

SALE 9/16/10 09247X10 BLACKROCK INC .56
51684 9/21/10 424180 ELECTRONIC BROKERAGE SYSTEM 200.00 163.37 1.00 32,672.44 -6,050.27

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 9/01/10 THROUGH 9/30/10

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 12
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 9/01/10 11776U30 BSQUARE CORP .23
48982 9/07/10 424139 LABRANCHE/0TC 5,000.00 2.759 50.00 13,745.27 1,427.70

SALE 9/08/10 11776U30 BSQUARE CORP .24
48982 9/13/10 424156 INSTINET (PORTAL) 5,000.00 2.742 35.00 13,675.76 1,358.19

SALE 9/17/10 11776U30 BSQUARE CORP .27
48982 9/22/10 424184 MERRIMAN/OTC 5,000.00 3.145 50.00 15,675.73 3,358.17

SALE 9/20/10 11776U30 BSQUARE CORP .27
48982 9/23/10 424188 MERRIMAN/OTC 5,000.00 3.129 50.00 15,595.23 3,277.66

SALE 9/21/10 11776U30 BSQUARE CORP .28
48982 9/24/10 424192 MERRIMAN/OTC 5,000.00 3.250 50.00 16,201.72 3,884.16

SALE 9/22/10 11776U30 BSQUARE CORP .27
48982 9/27/10 424196 LABRANCHE/0TC 5,000.00 3.185 50.00 15,875.73 3,558.16

SALE 9/29/10 11776U30 BSQUARE CORP .28
48982 10/04/10 424217 MERRIMAN/OTC 5,000.00 3.201 50.00 15,956.22 3,638.66

SALE 9/30/10 11776U30 BSQUARE CORP .28
48982 10/05/10 424223 LABRANCHE/0TC 5,000.00 3.282 50.00 16,358.22 4,040.65

SALE 9/01/10 12526910 CF INDUSTRIES HOLDINGS INC 1.57
53186 9/07/10 424139 ELECTRONIC BROKERAGE SYSTEM 1,000.00 92.209 5.00 92,202.43 1,695.75

SALE 9/20/10 12526910 CF INDUSTRIES HOLDINGS INC 1.71
53186 9/23/10 424188 ELECTRONIC BROKERAGE SYSTEM 1,000.00 101.14 5.00 101,140.29 10,633.62

SALE 9/08/10 12591930 CPI AEROSTRUCTURES INC .18
51344 9/13/10 424156 ELECTRONIC BROKERAGE SYSTEM 1,000.00 10.328 5.00 10,322.82 1,861.54

SALE 9/29/10 12591930 CPI AEROSTRUCTURES INC .36
51344 10/04/10 424217 ELECTRONIC BROKERAGE SYSTEM 2,000.00 10.467 10.00 20,922.64 4,000.09

SALE 9/22/10 12640810 CSX CORP .95
50905 9/27/10 424196 ELECTRONIC BROKERAGE SYSTEM 1,000.00 55.780 5.00 55,774.05 8,421.55

S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 9/01/10 THROUGH 9/30/10

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 13
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 9/28/10 12665010 CVS CAREMARK CORP 5.84
49562 10/01/10 424213 ELECTRONIC BROKERAGE SYSTEM 11,000.00 31.413 55.00 345,482.16 8,027.02

SALE 9/29/10 12665010 CVS CAREMARK CORP 6.38
49562 10/04/10 424217 ELECTRONIC BROKERAGE SYSTEM 12,000.00 31.454 60.00 377,379.22 9,246.35

SALE 9/01/10 14343640 CARMIKE CINEMAS .53
53156 9/07/10 424139 ITG (CHANNEL) 5,000.00 6.186 50.00 30,877.97 109.40

SALE 9/02/10 14343640 CARMIKE CINEMAS .53
53156 9/08/10 424143 MERRIMAN/OTC 5,000.00 6.176 50.00 30,829.47 60.90

SALE 9/03/10 14343640 CARMIKE CINEMAS .59
53156 9/09/10 424147 ITG (CHANNEL) 5,000.00 6.928 50.00 34,588.41 3,819.84

SALE 9/03/10 14343640 CARMIKE CINEMAS .59
53156 9/09/10 424147 ITG (CHANNEL) 5,000.00 6.867 50.00 34,283.91 3,515.34
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 10,000.00 6.897 1.18 68,872.32 7,335.18
100.00

SALE 9/07/10 14343640 CARMIKE CINEMAS .56
53156 9/10/10 424151 MERRIMAN/OTC 5,000.00 6.579 50.00 32,845.44 2,076.87

SALE 9/09/10 14343640 CARMIKE CINEMAS .62
53156 9/14/10 424160 MERRIMAN/OTC 5,000.00 7.269 50.00 36,295.38 5,526.81

SALE 9/10/10 14343640 CARMIKE CINEMAS .60
53156 9/15/10 424164 LABRANCHE/0TC 5,000.00 7.078 50.00 35,340.40 4,571.83

SALE 9/13/10 14343640 CARMIKE CINEMAS .62
53156 9/16/10 424168 MERRIMAN/OTC 5,000.00 7.230 50.00 36,099.38 5,330.81

SALE 9/16/10 14343640 CARMIKE CINEMAS .62
53156 9/21/10 424180 MERRIMAN/OTC 5,000.00 7.260 50.00 36,249.38 5,480.81

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 9/01/10 THROUGH 9/30/10

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 14
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 9/17/10 14343640 CARMIKE CINEMAS .48
53156 9/22/10 424184 MERRIMAN/OTC 3,817.00 7.406 38.17 28,231.20 4,742.47

SALE 9/17/10 14343640 CARMIKE CINEMAS .63
53156 9/22/10 424184 MERRIMAN/OTC 5,000.00 7.422 50.00 37,060.37 6,291.80
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 8,817.00 7.415 1.11 65,291.57 11,034.27
88.17

SALE 9/20/10 14343640 CARMIKE CINEMAS .62
53156 9/23/10 424188 MERRIMAN/OTC 5,000.00 7.326 50.00 36,580.38 5,811.81

SALE 9/20/10 14343640 CARMIKE CINEMAS .15
53156 9/23/10 424188 MERRIMAN/OTC 1,183.00 7.270 11.83 8,588.43 1,308.58
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 6,183.00 7.315 .77 45,168.81 7,120.39
61.83

SALE 9/21/10 14343640 CARMIKE CINEMAS .64
53156 9/24/10 424192 MERRIMAN/OTC 5,000.00 7.514 50.00 37,518.36 6,749.78

SALE 9/17/10 14965A10 CAVIUM NETWORKS INC .94
52856 9/22/10 424184 MERRIMAN/OTC 2,000.00 27.690 20.00 55,359.06 2,699.81

SALE 9/24/10 14965A10 CAVIUM NETWORKS INC .98
52856 9/29/10 424205 ITG (CHANNEL) 2,000.00 28.758 20.00 57,495.02 4,835.77

SALE 9/27/10 14965A10 CAVIUM NETWORKS INC 1.00
52856 9/30/10 424209 MERRIMAN/OTC 2,000.00 29.432 20.00 58,842.20 6,182.95

SALE 9/10/10 16282510 CHECKPOINT SYSTEMS INC .35
52761 9/15/10 424164 ELECTRONIC BROKERAGE SYSTEM 1,000.00 20.432 5.00 20,426.65 1,333.33

SALE 9/29/10 17275510 CIRRUS LOGIC 3.19
53353 10/04/10 424217 LABRANCHE/0TC 10,000.00 18.883 100.00 188,726.81 28,877.81

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 9/01/10 THROUGH 9/30/10

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 15
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 9/01/10 18683K10 CLIFFS NATURAL RESOURCES 1.11
51098 9/07/10 424139 ELECTRONIC BROKERAGE SYSTEM 1,000.00 64.629 5.00 64,622.89 2,298.55

SALE 9/01/10 18683K10 CLIFFS NATURAL RESOURCES 1.11
51098 9/07/10 424139 ELECTRONIC BROKERAGE SYSTEM 1,000.00 64.660 5.00 64,653.89 2,329.55
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000.00 64.645 2.22 129,276.78 4,628.10
10.00

SALE 9/03/10 20416610 COMMVAULT SYSTEMS INC .89
53187 9/09/10 424147 ITG (CHANNEL) 2,000.00 26.272 20.00 52,523.71 4,962.83

SALE 9/07/10 20416610 COMMVAULT SYSTEMS INC .86
53187 9/10/10 424151 LABRANCHE/0TC 2,000.00 25.530 20.00 51,039.14 3,478.26

SALE 9/14/10 20825C10 CONOCOPHILLIPS 1.88
37805 9/17/10 424172 ELECTRONIC BROKERAGE SYSTEM 2,000.00 55.370 10.00 110,728.12 3,161.60

SALE 9/27/10 23326R10 DG FASTCHANNEL .66
52270 9/30/10 424209 MERRIMAN/OTC 2,000.00 19.280 20.00 38,539.34 -21,315.97

SALE 9/30/10 23326R10 DG FASTCHANNEL 1.47
52270 10/05/10 424223 LABRANCHE/0TC 4,000.00 21.800 40.00 87,158.53 -32,552.09

SALE 9/08/10 24736170 DELTA AIR LINES INC DEL 1.80
52432 9/13/10 424156 ELECTRONIC BROKERAGE SYSTEM 10,000.00 10.637 50.00 106,318.20 -13,485.65

SALE 9/09/10 24736170 DELTA AIR LINES INC DEL 1.78
52432 9/14/10 424160 ELECTRONIC BROKERAGE SYSTEM 10,000.00 10.510 50.00 105,048.22 -14,755.63

SALE 9/10/10 24736170 DELTA AIR LINES INC DEL 2.13
52432 9/15/10 424164 ELECTRONIC BROKERAGE SYSTEM 12,000.00 10.480 60.00 125,697.87 -18,066.74

SALE 9/10/10 24736170 DELTA AIR LINES INC DEL 1.78
52432 9/15/10 424164 ELECTRONIC BROKERAGE SYSTEM 10,000.00 10.510 50.00 105,048.22 -14,755.63

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 9/01/10 THROUGH 9/30/10

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 16
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/10/10 24736170 DELTA AIR LINES INC DEL 1.82
52432 9/15/10 424164 ELECTRONIC BROKERAGE SYSTEM 10,000.00 10.670 50.00 106,648.18 -13,155.66
-------------- ====== ---------- -------------- --------------
3 INTRA-DAY TRANSACTIONS SUBTOTAL: 32,000.00 10.549 5.73 337,394.27 -45,978.03
160.00

SALE 9/09/10 25468710 WALT DISNEY CO 1.16
50280 9/14/10 424160 ELECTRONIC BROKERAGE SYSTEM 2,000.00 34.220 10.00 68,428.84 3,914.83

SALE 9/30/10 25541310 DIVX INC .31
52660 10/05/10 424223 LABRANCHE/0TC 2,000.00 9.212 20.00 18,402.89 3,781.32

SALE 9/29/10 26054310 DOW CHEMICAL .94
51832 10/04/10 424217 ELECTRONIC BROKERAGE SYSTEM 2,000.00 27.787 10.00 55,562.86 -287.14

SALE 9/30/10 26054310 DOW CHEMICAL .94
51832 10/05/10 424223 ELECTRONIC BROKERAGE SYSTEM 2,000.00 27.590 10.00 55,169.06 -680.94

SALE 9/03/10 26168L20 DREW INDUSTRIES INC .70
52334 9/09/10 424147 ELECTRONIC BROKERAGE SYSTEM 2,000.00 20.430 10.00 40,849.30 1,138.80

SALE 9/08/10 26168L20 DREW INDUSTRIES INC 1.39
52334 9/13/10 424156 ELECTRONIC BROKERAGE SYSTEM 4,000.00 20.456 20.00 81,800.61 2,379.61

SALE 9/30/10 26864810 EMC CORP MASS .70
53021 10/05/10 424223 ELECTRONIC BROKERAGE SYSTEM 2,000.00 20.550 10.00 41,089.30 3,824.06

SALE 9/24/10 27864210 EBAY INC 3.76
53391 9/29/10 424205 LABRANCHE/0TC 9,000.00 24.730 90.00 222,476.24 4,579.40

SALE 9/29/10 27864210 EBAY INC 6.72
53391 10/04/10 424217 MERRIMAN/OTC 16,000.00 24.839 160.00 397,249.28 9,877.12

SALE 9/22/10 29100P10 EMERGENCY MEDICAL SVCS CO 2.68
51781 9/27/10 424196 ELECTRONIC BROKERAGE SYSTEM 3,000.00 52.720 15.00 158,142.32 2,741.89

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 9/01/10 THROUGH 9/30/10

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 17
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/20/10 29362U10 ENTERGRIS INC .82
49651 9/23/10 424188 MERRIMAN/OTC 10,000.00 4.826 100.00 48,155.18 4,589.79

SALE 9/22/10 29362U10 ENTERGRIS INC .80
49651 9/27/10 424196 LABRANCHE/0TC 10,000.00 4.725 100.00 47,150.20 3,584.81

SALE 9/29/10 29362U10 ENTERGRIS INC .17
49651 10/04/10 424217 MERRIMAN/OTC 2,000.00 4.841 20.00 9,660.83 947.75

SALE 9/22/10 29363910 ENTERCOM COMMUNICATIONS COR .77
37233 9/27/10 424196 ELECTRONIC BROKERAGE SYSTEM 6,000.00 7.584 30.00 45,471.43 10,760.99

SALE 9/28/10 29363910 ENTERCOM COMMUNICATIONS COR .27
37233 10/01/10 424213 ELECTRONIC BROKERAGE SYSTEM 2,000.00 7.774 10.00 15,537.73 3,967.58

SALE 9/30/10 29363910 ENTERCOM COMMUNICATIONS COR .28
37233 10/05/10 424223 ELECTRONIC BROKERAGE SYSTEM 2,000.00 8.130 10.00 16,249.72 4,679.57

SALE 9/07/10 29380T10 ENTERTAINMENT PROPERTIES TR 1.51
43302 9/10/10 424151 ELECTRONIC BROKERAGE SYSTEM 2,000.00 44.493 10.00 88,974.49 36,286.16

SALE 9/08/10 29380T10 ENTERTAINMENT PROPERTIES TR 1.52
43302 9/13/10 424156 ELECTRONIC BROKERAGE SYSTEM 2,000.00 44.790 10.00 89,568.48 36,880.15

SALE 9/22/10 29380T10 ENTERTAINMENT PROPERTIES TR 1.52
43302 9/27/10 424196 ELECTRONIC BROKERAGE SYSTEM 2,000.00 44.810 10.00 89,608.68 36,920.35

SALE 9/22/10 29380T10 ENTERTAINMENT PROPERTIES TR 1.54
43302 9/27/10 424196 ELECTRONIC BROKERAGE SYSTEM 2,000.00 45.350 10.00 90,688.46 38,000.13
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 45.080 3.06 180,297.14 74,920.48
20.00

SALE 9/03/10 29384R10 ENTROPIC COMMUNICATIONS INC .29
51126 9/09/10 424147 ITG (CHANNEL) 2,000.00 8.356 20.00 16,692.31 6,616.47

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 9/01/10 THROUGH 9/30/10

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 9/09/10 29384R10 ENTROPIC COMMUNICATIONS INC .29
51126 9/14/10 424160 MERRIMAN/OTC 2,000.00 8.550 20.00 17,079.71 7,003.87

SALE 9/13/10 29384R10 ENTROPIC COMMUNICATIONS INC .33
51126 9/16/10 424168 MERRIMAN/OTC 2,000.00 9.480 20.00 18,939.67 8,863.84

SALE 9/24/10 29384R10 ENTROPIC COMMUNICATIONS INC .33
51126 9/29/10 424205 LABRANCHE/0TC 2,000.00 9.773 20.00 19,525.67 9,449.83

SALE 9/03/10 30244510 FLIR SYSTEM .46
53033 9/09/10 424147 ITG (CHANNEL) 1,000.00 26.691 10.00 26,680.54 -42.38

SALE 9/17/10 30244510 FLIR SYSTEM .46
53033 9/22/10 424184 MERRIMAN/OTC 1,000.00 27.186 10.00 27,175.54 452.62

SALE 9/09/10 38141G10 GOLDMAN SACHS GROUP INC 2.53
53240 9/14/10 424160 ELECTRONIC BROKERAGE SYSTEM 1,000.00 149.52 5.00 149,519.47 10,111.17

SALE 9/08/10 38238810 GOODRICH CORP 6.08
51295 9/13/10 424156 ELECTRONIC BROKERAGE SYSTEM 5,000.00 71.874 25.00 359,337.92 5,174.74

SALE 9/09/10 38238810 GOODRICH CORP 7.37
51295 9/14/10 424160 ELECTRONIC BROKERAGE SYSTEM 6,000.00 72.630 30.00 435,742.63 10,746.81

SALE 9/17/10 38259P50 GOOGLE INC 1.66
33645 9/22/10 424184 LABRANCHE/0TC 200.00 489.97 2.00 97,991.40 -2,630.94

SALE 9/03/10 40621610 HALLIBURTON CO 1.03
52553 9/09/10 424147 ELECTRONIC BROKERAGE SYSTEM 2,000.00 30.220 10.00 60,428.97 3,536.33

SALE 9/22/10 40621610 HALLIBURTON CO 1.08
52553 9/27/10 424196 ELECTRONIC BROKERAGE SYSTEM 2,000.00 31.760 10.00 63,508.92 6,616.28

SALE 9/29/10 40621610 HALLIBURTON CO 1.13
52553 10/04/10 424217 ELECTRONIC BROKERAGE SYSTEM 2,000.00 33.220 10.00 66,428.87 9,536.23

SALE 9/17/10 41987910 HAWAIIAN HOLDINGS INC .92
51550 9/22/10 424184 ELECTRONIC BROKERAGE SYSTEM 10,000.00 5.432 50.00 54,265.08 -16,654.25

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 9/01/10 THROUGH 9/30/10

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 9/20/10 41987910 HAWAIIAN HOLDINGS INC .94
51550 9/23/10 424188 ELECTRONIC BROKERAGE SYSTEM 10,000.00 5.507 50.00 55,023.06 -15,896.27

SALE 9/22/10 41987910 HAWAIIAN HOLDINGS INC .96
51550 9/27/10 424196 ELECTRONIC BROKERAGE SYSTEM 10,000.00 5.661 50.00 56,560.04 -14,359.29

SALE 9/24/10 41987910 HAWAIIAN HOLDINGS INC .97
51550 9/29/10 424205 ELECTRONIC BROKERAGE SYSTEM 10,000.00 5.692 50.00 56,870.03 -14,049.30

SALE 9/20/10 42805T10 HERTZ GLOBAL HOLDINGS INC .38
52039 9/23/10 424188 ELECTRONIC BROKERAGE SYSTEM 2,000.00 11.097 10.00 22,182.62 1,520.94

SALE 9/29/10 42805T10 HERTZ GLOBAL HOLDINGS INC .39
52039 10/04/10 424217 ELECTRONIC BROKERAGE SYSTEM 2,000.00 11.360 10.00 22,709.61 2,047.93

SALE 9/07/10 42823610 HEWLETT-PACKARD 2.03
52984 9/10/10 424151 ELECTRONIC BROKERAGE SYSTEM 3,000.00 39.970 15.00 119,892.97 -9,017.03

SALE 9/08/10 42823610 HEWLETT-PACKARD 1.33
52984 9/13/10 424156 ELECTRONIC BROKERAGE SYSTEM 2,000.00 39.310 10.00 78,608.67 -7,331.33

SALE 9/22/10 42823610 HEWLETT-PACKARD 1.35
52984 9/27/10 424196 ELECTRONIC BROKERAGE SYSTEM 2,000.00 39.690 10.00 79,368.65 -6,571.35

SALE 9/24/10 42823610 HEWLETT-PACKARD 9.84
52984 9/29/10 424205 ELECTRONIC BROKERAGE SYSTEM 14,000.00 41.584 70.00 582,091.96 -19,488.04

SALE 9/13/10 45814010 INTEL CORP 6.24
53306 9/16/10 424168 MERRIMAN/OTC 20,000.00 18.460 200.00 368,993.76 10,339.76

SALE 9/14/10 45814010 INTEL CORP 4.39
53306 9/17/10 424172 MERRIMAN/OTC 14,000.00 18.530 140.00 259,275.61 8,217.81

SALE 9/10/10 45920010 INTL BUSINESS MACHINES CORP 1.09
45198 9/15/10 424164 ELECTRONIC BROKERAGE SYSTEM 500.00 128.14 2.50 64,066.41 12,748.09

SALE 9/02/10 46121210 INVENTURE FOODS INC .29
52296 9/08/10 424143 MERRIMAN/OTC 5,000.00 3.420 50.00 17,049.71 1,687.76

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 9/01/10 THROUGH 9/30/10

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 9/03/10 46121210 INVENTURE FOODS INC .30
52296 9/09/10 424147 ITG (CHANNEL) 5,000.00 3.444 50.00 17,167.70 1,805.74

SALE 9/07/10 46121210 INVENTURE FOODS INC .29
52296 9/10/10 424151 MERRIMAN/OTC 5,000.00 3.333 50.00 16,612.21 1,250.26

SALE 9/10/10 46121210 INVENTURE FOODS INC .30
52296 9/15/10 424164 LABRANCHE/0TC 5,000.00 3.512 50.00 17,511.70 2,149.74

SALE 9/16/10 46121210 INVENTURE FOODS INC .31
52296 9/21/10 424180 MERRIMAN/OTC 5,000.00 3.647 50.00 18,182.69 2,820.74

SALE 9/17/10 46121210 INVENTURE FOODS INC .31
52296 9/22/10 424184 MERRIMAN/OTC 5,000.00 3.551 50.00 17,704.69 2,342.73

SALE 9/20/10 46121210 INVENTURE FOODS INC .31
52296 9/23/10 424188 MERRIMAN/OTC 5,000.00 3.616 50.00 18,027.69 2,665.74

SALE 9/21/10 46121210 INVENTURE FOODS INC .31
52296 9/24/10 424192 LABRANCHE/0TC 5,000.00 3.624 50.00 18,069.19 2,707.23

SALE 9/22/10 46121210 INVENTURE FOODS INC .31
52296 9/27/10 424196 LABRANCHE/0TC 5,000.00 3.612 50.00 18,011.69 2,649.74

SALE 9/27/10 46121210 INVENTURE FOODS INC .31
52296 9/30/10 424209 MERRIMAN/OTC 5,000.00 3.660 50.00 18,249.69 2,887.73

SALE 9/30/10 46603210 J&J SNACK FOODS CORP 1.43
53201 10/05/10 424223 LABRANCHE/0TC 2,000.00 42.264 20.00 84,507.37 8,889.69

SALE 9/30/10 47836610 JOHNSON CONTROL 1.05
52249 10/05/10 424223 ELECTRONIC BROKERAGE SYSTEM 2,000.00 30.790 10.00 61,568.95 7,894.95

SALE 9/14/10 48007410 JONES APPAREL 1.58
52801 9/17/10 424172 ELECTRONIC BROKERAGE SYSTEM 5,000.00 18.660 25.00 93,273.42 7,450.22

SALE 9/16/10 48007410 JONES APPAREL 1.57
52801 9/21/10 424180 ELECTRONIC BROKERAGE SYSTEM 5,000.00 18.500 25.00 92,473.43 6,650.23

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 9/01/10 THROUGH 9/30/10

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 9/17/10 48007410 JONES APPAREL 1.60
52801 9/22/10 424184 ELECTRONIC BROKERAGE SYSTEM 5,000.00 18.860 25.00 94,273.40 8,450.20

SALE 9/20/10 48007410 JONES APPAREL 1.61
52801 9/23/10 424188 ELECTRONIC BROKERAGE SYSTEM 5,000.00 18.992 25.00 94,931.39 9,108.19

SALE 9/21/10 48007410 JONES APPAREL 1.62
52801 9/24/10 424192 ELECTRONIC BROKERAGE SYSTEM 5,000.00 19.064 25.00 95,294.88 9,471.68

SALE 9/03/10 48247020 KIT DIGITAL INC .33
47968 9/09/10 424147 ITG (CHANNEL) 2,000.00 9.483 20.00 18,946.27 4,238.33

SALE 9/07/10 48247020 KIT DIGITAL INC .31
47968 9/10/10 424151 LABRANCHE/0TC 2,000.00 9.309 20.00 18,596.69 3,888.75

SALE 9/08/10 48247020 KIT DIGITAL INC .32
47968 9/13/10 424156 INSTINET (PORTAL) 2,000.00 9.176 14.00 18,337.28 3,629.34

SALE 9/09/10 48247020 KIT DIGITAL INC .34
47968 9/14/10 424160 MERRIMAN/OTC 2,000.00 9.843 20.00 19,665.66 4,957.72

SALE 9/17/10 48247020 KIT DIGITAL INC .37
47968 9/22/10 424184 MERRIMAN/OTC 2,000.00 10.760 20.00 21,499.63 6,791.69

SALE 9/21/10 48247020 KIT DIGITAL INC .38
47968 9/24/10 424192 LABRANCHE/0TC 2,000.00 11.226 20.00 22,432.22 7,724.28

SALE 9/22/10 48247020 KIT DIGITAL INC .38
47968 9/27/10 424196 LABRANCHE/0TC 2,000.00 11.161 20.00 22,301.62 7,593.68

SALE 9/27/10 48247020 KIT DIGITAL INC .41
47968 9/30/10 424209 MERRIMAN/OTC 2,000.00 12.014 20.00 24,007.59 9,299.65

SALE 9/08/10 48517030 KANSAS CITY SOUTHERN 1.94
25663 9/13/10 424156 ELECTRONIC BROKERAGE SYSTEM 3,000.00 38.153 15.00 114,441.46 40,748.38

SALE 9/21/10 50540R40 LABORATORY CORP OF AMERICA 2.60
53435 9/24/10 424192 ELECTRONIC BROKERAGE SYSTEM 2,000.00 76.655 10.00 153,296.40 6,586.40

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 9/01/10 THROUGH 9/30/10

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 9/22/10 50540R40 LABORATORY CORP OF AMERICA 3.87
53435 9/27/10 424196 ELECTRONIC BROKERAGE SYSTEM 3,000.00 76.290 15.00 228,851.13 8,786.13

SALE 9/17/10 52466010 LEGGETT & PLATT .74
53254 9/22/10 424184 ELECTRONIC BROKERAGE SYSTEM 2,000.00 21.650 10.00 43,289.26 4,712.84

SALE 9/20/10 52466010 LEGGETT & PLATT .75
53254 9/23/10 424188 ELECTRONIC BROKERAGE SYSTEM 2,000.00 22.020 10.00 44,029.25 5,452.83

SALE 9/21/10 52466010 LEGGETT & PLATT .76
53254 9/24/10 424192 ELECTRONIC BROKERAGE SYSTEM 2,000.00 22.370 10.00 44,729.24 6,152.82

SALE 9/22/10 52466010 LEGGETT & PLATT .76
53254 9/27/10 424196 ELECTRONIC BROKERAGE SYSTEM 2,000.00 22.440 10.00 44,869.24 6,292.82

SALE 9/24/10 52466010 LEGGETT & PLATT 1.52
53254 9/29/10 424205 ELECTRONIC BROKERAGE SYSTEM 4,000.00 22.426 20.00 89,682.48 12,529.64

SALE 9/27/10 52466010 LEGGETT & PLATT 1.54
53254 9/30/10 424209 ELECTRONIC BROKERAGE SYSTEM 4,000.00 22.770 20.00 91,058.46 13,905.62

SALE 9/29/10 52466010 LEGGETT & PLATT 2.33
53254 10/04/10 424217 ELECTRONIC BROKERAGE SYSTEM 6,000.00 22.925 30.00 137,517.67 21,788.40

SALE 9/30/10 52466010 LEGGETT & PLATT 1.17
53254 10/05/10 424223 ELECTRONIC BROKERAGE SYSTEM 3,000.00 23.040 15.00 69,103.83 11,239.20

SALE 9/27/10 53814610 LIVEPERSON INC .15
53020 9/30/10 424209 MERRIMAN/OTC 1,000.00 8.460 10.00 8,449.85 1,941.62

SALE 9/20/10 57636Q10 MASTERCARD INC 3.66
51948 9/23/10 424188 ELECTRONIC BROKERAGE SYSTEM 1,000.00 216.38 5.00 216,376.34 -2,289.85

SALE 9/24/10 57636Q10 MASTERCARD INC 11.22
51948 9/29/10 424205 ELECTRONIC BROKERAGE SYSTEM 3,000.00 221.13 15.00 663,381.78 7,383.22

SALE 9/17/10 58155Q10 MCKESSON CORP 1.07
52798 9/22/10 424184 ELECTRONIC BROKERAGE SYSTEM 1,000.00 62.800 5.00 62,793.93 -2,757.89

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 9/01/10 THROUGH 9/30/10

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 9/24/10 58155Q10 MCKESSON CORP 2.08
52798 9/29/10 424205 ELECTRONIC BROKERAGE SYSTEM 2,000.00 61.463 10.00 122,913.92 -8,189.72

SALE 9/08/10 58446K10 MEDIACOM COMMUNICATIONS 1.08
53272 9/13/10 424156 ITG (CHANNEL) 10,000.00 6.338 100.00 63,274.92 6,017.02

SALE 9/09/10 58446K10 MEDIACOM COMMUNICATIONS 1.11
53272 9/14/10 424160 MERRIMAN/OTC 10,000.00 6.517 100.00 65,066.89 7,808.99

SALE 9/13/10 58446K10 MEDIACOM COMMUNICATIONS 1.10
53272 9/16/10 424168 MERRIMAN/OTC 10,000.00 6.455 100.00 64,451.90 7,194.00

SALE 9/14/10 58446K10 MEDIACOM COMMUNICATIONS 1.08
53272 9/17/10 424172 MERRIMAN/OTC 10,000.00 6.370 100.00 63,598.92 6,341.02

SALE 9/16/10 58446K10 MEDIACOM COMMUNICATIONS 3.18
53272 9/21/10 424180 MERRIMAN/OTC 30,000.00 6.271 300.00 187,823.82 16,050.12

SALE 9/17/10 58446K10 MEDIACOM COMMUNICATIONS 3.17
53272 9/22/10 424184 MERRIMAN/OTC 30,000.00 6.252 300.00 187,250.83 15,477.13

SALE 9/03/10 58469030 MEDICIS PHARMACEUTICAL-CL A .51
51855 9/09/10 424147 ELECTRONIC BROKERAGE SYSTEM 1,000.00 29.940 5.00 29,934.49 5,564.84

SALE 9/08/10 58469030 MEDICIS PHARMACEUTICAL-CL A 7.87
51855 9/13/10 424156 ELECTRONIC BROKERAGE SYSTEM 16,000.00 29.072 80.00 465,070.53 75,156.13

SALE 9/07/10 59156R10 METLIFE, INC. 2.76
52889 9/10/10 424151 ELECTRONIC BROKERAGE SYSTEM 4,000.00 40.702 20.00 162,786.44 -2,113.29

SALE 9/30/10 59501710 MICROCHIP TECHNOLOGY INC .54
53341 10/05/10 424223 LABRANCHE/0TC 1,000.00 31.838 10.00 31,827.66 3,058.57

SALE 9/15/10 59511210 MICRON TECHNOLOGY INC 2.37
48421 9/20/10 424176 ELECTRONIC BROKERAGE SYSTEM 20,000.00 6.990 100.00 139,697.63 -11,141.11

SALE 9/16/10 59511210 MICRON TECHNOLOGY INC 1.18
48421 9/21/10 424180 ELECTRONIC BROKERAGE SYSTEM 10,000.00 6.960 50.00 69,548.82 -5,870.55

S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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 9/17/10 59511210 MICRON TECHNOLOGY INC 2.40
48421 9/22/10 424184 ELECTRONIC BROKERAGE SYSTEM 20,000.00 7.080 100.00 141,497.60 -9,341.14

SALE 9/27/10 59511210 MICRON TECHNOLOGY INC 3.61
48421 9/30/10 424209 ELECTRONIC BROKERAGE SYSTEM 30,000.00 7.103 150.00 212,936.39 -13,321.73

SALE 9/07/10 62886E10 NCR CORP .47
51677 9/10/10 424151 ELECTRONIC BROKERAGE SYSTEM 2,000.00 13.650 10.00 27,289.53 -1,428.38

SALE 9/09/10 62886E10 NCR CORP 2.34
51677 9/14/10 424160 ELECTRONIC BROKERAGE SYSTEM 10,000.00 13.800 50.00 137,947.66 -5,641.90

SALE 9/10/10 62886E10 NCR CORP 2.29
51677 9/15/10 424164 ELECTRONIC BROKERAGE SYSTEM 10,000.00 13.550 50.00 135,447.71 -8,141.85

SALE 9/20/10 62886E10 NCR CORP 1.92
51677 9/23/10 424188 ELECTRONIC BROKERAGE SYSTEM 8,000.00 14.135 40.00 113,034.88 -1,836.76

SALE 9/08/10 62944T10 NVR INC 8.33
48031 9/13/10 424156 ELECTRONIC BROKERAGE SYSTEM 800.00 615.86 4.00 492,676.71 -31,000.79

SALE 9/27/10 67000610 NOVELL INC 1.04
45030 9/30/10 424209 MERRIMAN/OTC 10,000.00 6.150 100.00 61,398.96 9,725.34

SALE 9/09/10 67066G10 NVIDIA CORP 1.73
48849 9/14/10 424160 MERRIMAN/OTC 10,000.00 10.200 100.00 101,900.27 -38,980.43

SALE 9/10/10 67066G10 NVIDIA CORP 1.72
48849 9/15/10 424164 LABRANCHE/0TC 10,000.00 10.161 100.00 101,509.28 -39,371.42

SALE 9/17/10 67066G10 NVIDIA CORP .72
48849 9/22/10 424184 MERRIMAN/OTC 4,000.00 10.606 40.00 42,383.28 -13,969.00

SALE 9/20/10 67066G10 NVIDIA CORP 1.80
48849 9/23/10 424188 INSTINET (CUMBERLAND ADVISO 10,000.00 10.626 500.00 105,754.20 -35,126.50

SALE 9/21/10 67066G10 NVIDIA CORP 1.94
48849 9/24/10 424192 LABRANCHE/0TC 10,000.00 11.450 100.00 114,398.06 -26,482.64

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 9/01/10 THROUGH 9/30/10

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 9/22/10 67066G10 NVIDIA CORP 1.90
48849 9/27/10 424196 LABRANCHE/0TC 10,000.00 11.240 100.00 112,298.10 -28,582.60

SALE 9/29/10 68218910 ON SEMICONDUCTOR CORP 1.23
51851 10/04/10 424217 PULSE (BLOCK CROSS) 10,000.00 7.235 100.00 72,248.77 -4,521.40

SALE 9/07/10 68389X10 ORACLE CORP 2.06
46204 9/10/10 424151 ITG (CHANNEL) 5,000.00 24.375 50.00 121,823.94 16,250.89

SALE 9/07/10 68389X10 ORACLE CORP 2.90
46204 9/10/10 424151 MERRIMAN/OTC 7,000.00 24.477 70.00 171,266.80 23,464.53

SALE 9/10/10 68389X10 ORACLE CORP 1.26
46204 9/15/10 424164 LABRANCHE/0TC 3,000.00 24.940 30.00 74,789.04 9,962.42

SALE 9/07/10 69002720 OUTDOOR CHANNEL HOLDINGS IN .27
29494 9/10/10 424151 MERRIMAN/OTC 3,000.00 5.261 30.00 15,753.03 -5,354.26

SALE 9/03/10 70959W10 PENSKE AUTO GROUP .46
51316 9/09/10 424147 ELECTRONIC BROKERAGE SYSTEM 2,000.00 13.151 10.00 26,292.34 -2,313.11

SALE 9/03/10 70959W10 PENSKE AUTO GROUP .88
51316 9/09/10 424147 ELECTRONIC BROKERAGE SYSTEM 4,000.00 12.970 20.00 51,859.12 -5,351.78
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 6,000.00 13.030 1.34 78,151.46 -7,664.89
30.00

SALE 9/08/10 70959W10 PENSKE AUTO GROUP 2.19
51316 9/13/10 424156 ELECTRONIC BROKERAGE SYSTEM 10,000.00 12.911 50.00 129,053.81 -13,973.45

SALE 9/01/10 74271810 PROCTER & GAMBLE CO. 1.01
33680 9/07/10 424139 ELECTRONIC BROKERAGE SYSTEM 1,000.00 59.646 5.00 59,639.99 983.24

SALE 9/21/10 74346Y10 PROS HOLDINGS INC. .33
38456 9/24/10 424192 ELECTRONIC BROKERAGE SYSTEM 2,000.00 9.561 10.00 19,110.67 476.69

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 9/01/10 THROUGH 9/30/10

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 9/22/10 74346Y10 PROS HOLDINGS INC. .32
38456 9/27/10 424196 ELECTRONIC BROKERAGE SYSTEM 2,000.00 9.417 10.00 18,822.68 188.70

SALE 9/24/10 74346Y10 PROS HOLDINGS INC. .32
38456 9/29/10 424205 ELECTRONIC BROKERAGE SYSTEM 2,000.00 9.398 10.00 18,785.48 151.50

SALE 9/27/10 74346Y10 PROS HOLDINGS INC. .64
38456 9/30/10 424209 ELECTRONIC BROKERAGE SYSTEM 4,000.00 9.364 20.00 37,433.36 165.39

SALE 9/22/10 74752510 QUALCOMM 5.89
50936 9/27/10 424196 LABRANCHE/0TC 8,000.00 43.570 80.00 348,474.91 41,489.48

SALE 9/27/10 75043810 RADIOSHACK CORP .73
51292 9/30/10 424209 ELECTRONIC BROKERAGE SYSTEM 2,000.00 21.400 10.00 42,789.27 -2,229.41

SALE 9/17/10 75091710 RAMBUS INC .67
52461 9/22/10 424184 MERRIMAN/OTC 2,000.00 19.590 20.00 39,159.33 2,514.48

SALE 9/03/10 75102810 RALCORP HOLDINGS INC 5.14
47837 9/09/10 424147 ELECTRONIC BROKERAGE SYSTEM 5,000.00 60.800 25.00 303,969.86 -2,360.07

SALE 9/07/10 75102810 RALCORP HOLDINGS INC 5.08
47837 9/10/10 424151 ELECTRONIC BROKERAGE SYSTEM 5,000.00 59.952 25.00 299,729.92 -6,600.02

SALE 9/09/10 75102810 RALCORP HOLDINGS INC 5.11
47837 9/14/10 424160 ELECTRONIC BROKERAGE SYSTEM 5,000.00 60.380 25.00 301,869.89 -4,460.05

SALE 9/10/10 75190730 RAMTRON INTERNATIONAL CORP. .12
42765 9/15/10 424164 LABRANCHE/0TC 2,000.00 3.460 20.00 6,900.08 1,777.36

SALE 9/20/10 75190730 RAMTRON INTERNATIONAL CORP. .12
42765 9/23/10 424188 MERRIMAN/OTC 2,000.00 3.450 20.00 6,879.88 1,757.16

SALE 9/22/10 75190730 RAMTRON INTERNATIONAL CORP. .12
42765 9/27/10 424196 LABRANCHE/0TC 2,000.00 3.407 20.00 6,793.88 1,671.16

SALE 9/27/10 75190730 RAMTRON INTERNATIONAL CORP. .12
42765 9/30/10 424209 MERRIMAN/OTC 2,000.00 3.510 20.00 6,999.88 1,877.16

S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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 9/22/10 75540810 READING INTERNATIONAL INC .15
50241 9/27/10 424196 ELECTRONIC BROKERAGE SYSTEM 2,000.00 4.410 10.00 8,809.85 764.89

SALE 9/27/10 76011210 RENTECH INC. .32
39062 9/30/10 424209 ELECTRONIC BROKERAGE SYSTEM 20,000.00 .940 100.00 18,699.68 -2,091.49

SALE 9/30/10 79084910 ST JUDE MEDICAL INC .67
33134 10/05/10 424223 ELECTRONIC BROKERAGE SYSTEM 1,000.00 39.200 5.00 39,194.33 2,562.45

SALE 9/21/10 80090720 SANMINA-SCI CORP .40
49559 9/24/10 424192 LABRANCHE/0TC 2,000.00 11.818 20.00 23,616.40 1,432.73

SALE 9/30/10 82706L10 SILICON GRAPHICS INTERNATIO .27
47177 10/05/10 424223 ELECTRONIC BROKERAGE SYSTEM 2,000.00 7.890 10.00 15,769.73 4,148.60

SALE 9/09/10 85206110 SPRINT NEXTEL CORP .75
52950 9/14/10 424160 ELECTRONIC BROKERAGE SYSTEM 10,000.00 4.420 50.00 44,149.25 -1,596.20

SALE 9/10/10 85206110 SPRINT NEXTEL CORP .74
52950 9/15/10 424164 ELECTRONIC BROKERAGE SYSTEM 10,000.00 4.350 50.00 43,449.26 -2,296.20

SALE 9/20/10 85206110 SPRINT NEXTEL CORP .78
52950 9/23/10 424188 ELECTRONIC BROKERAGE SYSTEM 10,000.00 4.580 50.00 45,749.22 3.76

SALE 9/21/10 85206110 SPRINT NEXTEL CORP 1.56
52950 9/24/10 424192 ELECTRONIC BROKERAGE SYSTEM 20,000.00 4.600 100.00 91,898.44 407.53

SALE 9/22/10 85206110 SPRINT NEXTEL CORP 1.54
52950 9/27/10 424196 ELECTRONIC BROKERAGE SYSTEM 20,000.00 4.540 100.00 90,698.46 -792.45

SALE 9/23/10 85206110 SPRINT NEXTEL CORP .74
52950 9/28/10 424201 ELECTRONIC BROKERAGE SYSTEM 10,000.00 4.350 50.00 43,449.26 -2,296.20

SALE 9/17/10 86459610 SUCCESSFACTORS INC .41
51343 9/22/10 424184 MERRIMAN/OTC 1,000.00 24.001 10.00 23,990.59 4,544.85

SALE 9/20/10 86459610 SUCCESSFACTORS INC .43
51343 9/23/10 424188 MERRIMAN/OTC 1,000.00 25.271 10.00 25,260.57 5,814.83

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 9/01/10 THROUGH 9/30/10

N.J. BEST - POOLED EQUITY FD (4340) -Cont. 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/21/10 86459610 SUCCESSFACTORS INC .43
51343 9/24/10 424192 LABRANCHE/0TC 1,000.00 25.458 10.00 25,447.17 6,001.43

SALE 9/24/10 86459610 SUCCESSFACTORS INC .87
51343 9/29/10 424205 LABRANCHE/0TC 2,000.00 25.861 20.00 51,701.13 12,809.65

SALE 9/03/10 86816810 SUPERIOR INDUSTRIES INTL .53
47344 9/09/10 424147 ELECTRONIC BROKERAGE SYSTEM 2,000.00 15.670 10.00 31,329.47 2,723.86

SALE 9/08/10 86816810 SUPERIOR INDUSTRIES INTL .54
47344 9/13/10 424156 ELECTRONIC BROKERAGE SYSTEM 2,000.00 15.741 10.00 31,470.46 2,864.85

SALE 9/09/10 86816810 SUPERIOR INDUSTRIES INTL .55
47344 9/14/10 424160 ELECTRONIC BROKERAGE SYSTEM 2,000.00 16.007 10.00 32,002.45 3,396.84

SALE 9/10/10 86816810 SUPERIOR INDUSTRIES INTL .54
47344 9/15/10 424164 LABRANCHE/0TC 2,000.00 15.940 20.00 31,859.66 3,254.05

SALE 9/17/10 86816810 SUPERIOR INDUSTRIES INTL .57
47344 9/22/10 424184 ELECTRONIC BROKERAGE SYSTEM 2,000.00 16.590 10.00 33,169.43 4,563.82

SALE 9/20/10 86816810 SUPERIOR INDUSTRIES INTL .59
47344 9/23/10 424188 ELECTRONIC BROKERAGE SYSTEM 2,000.00 17.162 10.00 34,313.41 5,707.80

SALE 9/22/10 86816810 SUPERIOR INDUSTRIES INTL .58
47344 9/27/10 424196 ELECTRONIC BROKERAGE SYSTEM 2,000.00 16.890 10.00 33,769.42 5,163.81

SALE 9/27/10 86816810 SUPERIOR INDUSTRIES INTL .58
47344 9/30/10 424209 ELECTRONIC BROKERAGE SYSTEM 2,000.00 16.970 10.00 33,929.42 5,323.81

SALE 9/08/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 1.23
50405 9/13/10 424156 ELECTRONIC BROKERAGE SYSTEM 2,000.00 36.371 10.00 72,729.77 21,698.25

SALE 9/09/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 1.91
50405 9/14/10 424160 ELECTRONIC BROKERAGE SYSTEM 3,000.00 37.560 15.00 112,663.09 36,115.80

SALE 9/07/10 88830R10 TITAN MACHINERY INC .56
47828 9/10/10 424151 MERRIMAN/OTC 2,000.00 16.402 20.00 32,782.44 8,894.58

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 9/01/10 THROUGH 9/30/10

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 29
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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 9/03/10 88870610 TIVO INC. .72
36147 9/09/10 424147 ITG (CHANNEL) 5,000.00 8.459 50.00 42,245.78 -14,759.73

SALE 9/08/10 88870610 TIVO INC. 1.44
36147 9/13/10 424156 ITG (CHANNEL) 10,000.00 8.495 100.00 84,846.56 -29,164.47

SALE 9/09/10 88870610 TIVO INC. 1.46
36147 9/14/10 424160 MERRIMAN/OTC 10,000.00 8.601 100.00 85,905.54 -28,105.49

SALE 9/22/10 89674K10 TRIQUINT SEMICONDUCTOR INC 1.40
51624 9/27/10 424196 LABRANCHE/0TC 10,000.00 8.289 100.00 82,792.60 6,090.28

SALE 9/09/10 91324P10 UNITEDHEALTH GROUP INC 1.15
51611 9/14/10 424160 ELECTRONIC BROKERAGE SYSTEM 2,000.00 33.952 10.00 67,892.85 5,979.40

SALE 9/01/10 93114210 WAL-MART STORES, INC. 1.72
40141 9/07/10 424139 ELECTRONIC BROKERAGE SYSTEM 2,000.00 50.710 101,418.28 -1,070.85

SALE 9/07/10 93114210 WAL-MART STORES, INC. 1.76
40141 9/10/10 424151 ELECTRONIC BROKERAGE SYSTEM 2,000.00 51.970 10.00 103,928.24 1,439.11

SALE 9/08/10 93114210 WAL-MART STORES, INC. 1.75
40141 9/13/10 424156 ELECTRONIC BROKERAGE SYSTEM 2,000.00 51.655 10.00 103,298.25 809.12

SALE 9/08/10 93114210 WAL-MART STORES, INC. 1.76
40141 9/13/10 424156 ELECTRONIC BROKERAGE SYSTEM 2,000.00 51.870 10.00 103,728.24 1,239.11
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 51.763 3.51 207,026.49 2,048.23
20.00

SALE 9/01/10 94733A10 WEB.COM GROUP INC .37
51139 9/07/10 424139 ITG (CHANNEL) 5,000.00 4.355 50.00 21,724.63 -1,542.27

SALE 9/02/10 94733A10 WEB.COM GROUP INC .39
51139 9/08/10 424143 MERRIMAN/OTC 5,000.00 4.547 50.00 22,682.61 -584.29

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 9/01/10 THROUGH 9/30/10

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 30
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/03/10 94733A10 WEB.COM GROUP INC .39
51139 9/09/10 424147 ITG (CHANNEL) 5,000.00 4.559 50.00 22,744.11 -522.79

SALE 9/07/10 94733A10 WEB.COM GROUP INC .39
51139 9/10/10 424151 LABRANCHE/0TC 5,000.00 4.613 50.00 23,014.61 -252.29

SALE 9/08/10 94733A10 WEB.COM GROUP INC .40
51139 9/13/10 424156 ITG (CHANNEL) 5,000.00 4.720 50.00 23,548.10 281.21

SALE 9/09/10 94733A10 WEB.COM GROUP INC .42
51139 9/14/10 424160 MERRIMAN/OTC 5,000.00 4.964 50.00 24,771.58 1,504.68

SALE 9/13/10 94733A10 WEB.COM GROUP INC .82
51139 9/16/10 424168 MERRIMAN/OTC 10,000.00 4.802 100.00 47,915.18 1,381.39

SALE 9/03/10 94974610 WELLS FARGO & CO 2.62
46540 9/09/10 424147 ELECTRONIC BROKERAGE SYSTEM 6,000.00 25.760 30.00 154,527.38 -1,932.12

SALE 9/20/10 96332010 WHIRLPOOL CORP 2.68
52707 9/23/10 424188 ELECTRONIC BROKERAGE SYSTEM 2,000.00 79.223 10.00 158,433.32 -17,765.78

SALE 9/20/10 96332010 WHIRLPOOL CORP 1.33
52707 9/23/10 424188 ELECTRONIC BROKERAGE SYSTEM 1,000.00 78.626 5.00 78,619.67 -9,479.88
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 3,000.00 79.024 4.01 237,052.99 -27,245.66
15.00

SALE 9/21/10 96332010 WHIRLPOOL CORP 6.81
52707 9/24/10 424192 ELECTRONIC BROKERAGE SYSTEM 5,000.00 80.500 25.00 402,468.19 -38,029.56

SALE 9/10/10 H8817H10 TRANSOCEAN INC NEW 2.00
53239 9/15/10 424164 ELECTRONIC BROKERAGE SYSTEM 2,000.00 58.953 10.00 117,893.00 14,242.20

SALE 9/22/10 H8817H10 TRANSOCEAN INC NEW 1.01
53239 9/27/10 424196 ELECTRONIC BROKERAGE SYSTEM 1,000.00 59.680 5.00 59,673.99 7,848.59

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 9/01/10 THROUGH 9/30/10

CASH MANAGEMENT FD (5050) PAGE: 32
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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 9/01/10 03948HJ2 ARCHER DANIELS MIDLAND DISC .2100 .210
53277 9/01/10 289210 JP MORGAN 9/02/10 14,000,000.00 99.999 13,999,918.34

PUR 9/01/10 03948HJ3 ARCHER DANIELS MIDLAND DISC .1900 .190
53274 9/01/10 289210 CITIGROUP GBL MKT(FMLY SALO 9/03/10 15,000,000.00 99.999 14,999,841.66

PUR 9/02/10 03948HJ3 ARCHER DANIELS MIDLAND DISC .2300 .230
53313 9/02/10 289211 CITIGROUP GBL MKT(FMLY SALO 9/03/10 5,067,000.00 99.999 5,066,967.63

PUR 9/01/10 03948HJ7 ARCHER DANIELS MIDLAND DISC .1900 .190
53273 9/01/10 289210 BARCLAYS CAPITAL INC 9/07/10 50,000,000.00 99.997 49,998,416.65

PUR 9/02/10 03948HJ9 ARCHER DANIELS MIDLAND DISC .2000 .200
53308 9/02/10 289211 BARCLAYS CAPITAL INC 9/09/10 30,000,000.00 99.996 29,998,833.33

PUR 9/03/10 03948HJA ARCHER DANIELS MIDLAND DISC .2000 .200
53317 9/03/10 289212 BARCLAYS CAPITAL INC 9/10/10 13,400,000.00 99.996 13,399,478.89

PUR 9/03/10 03948HJA ARCHER DANIELS MIDLAND DISC .2000 .200
53315 9/03/10 289212 CITIGROUP GBL MKT(FMLY SALO 9/10/10 30,000,000.00 99.996 29,998,833.33

PUR 9/07/10 03948HJF ARCHER DANIELS MIDLAND DISC .2000 .200
53331 9/07/10 289213 BARCLAYS CAPITAL INC 9/15/10 75,000,000.00 99.996 74,996,666.70

PUR 9/20/10 03948HJM ARCHER DANIELS MIDLAND DISC .2100 .210
53491 9/20/10 289222 BARCLAYS CAPITAL INC 9/21/10 6,114,000.00 99.999 6,113,964.34

PUR 9/15/10 03948HJV ARCHER DANIELS MIDLAND DISC .2100 .210
53436 9/15/10 289219 CITIGROUP GBL MKT(FMLY SALO 9/29/10 32,300,000.00 99.992 32,297,362.16

PUR 9/15/10 03948HJV ARCHER DANIELS MIDLAND DISC .2200 .220
53440 9/15/10 289219 CITIGROUP GBL MKT(FMLY SALO 9/29/10 37,700,000.00 99.991 37,696,774.54

PUR 9/09/10 03948HK7 ARCHER DANIELS MIDLAND DISC .2000 .200
53357 9/09/10 289215 MESIROW FINANCIAL, INC 10/07/10 14,740,000.00 99.984 14,737,707.11

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 9/01/10 THROUGH 9/30/10

CASH MANAGEMENT FD (5050) -Cont. PAGE: 33
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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 9/20/10 03948HKF ARCHER DANIELS MIDLAND DISC .2100 .210
53481 9/20/10 289222 BARCLAYS CAPITAL INC 10/15/10 50,000,000.00 99.985 49,992,708.35

PUR 9/21/10 03948HKS ARCHER DANIELS MIDLAND DISC .2200 .220
53503 9/21/10 289223 BARCLAYS CAPITAL INC 10/26/10 16,000,000.00 99.979 15,996,577.78

PUR 9/21/10 03948HKS ARCHER DANIELS MIDLAND DISC .2200 .220
53504 9/21/10 289223 BARCLAYS CAPITAL INC 10/26/10 20,000,000.00 99.979 19,995,722.22

PUR 9/29/10 03948HL1 ARCHER DANIELS MIDLAND DISC .2100 .210
53665 9/29/10 289229 BARCLAYS CAPITAL INC 11/01/10 21,410,000.00 99.981 21,405,878.58

PUR 9/02/10 06366F6A BANK OF MONTREAL YANKEE C D .2200 .220
53311 9/02/10 289211 BMO/HARRIS TRUST & SAVINGS 9/17/10 20,000,000.00 100.00 20,000,000.00

PUR 9/03/10 06366F6H BANK OF MONTREAL YANKEE C D .2200 .220
53320 9/03/10 289212 BMO/HARRIS TRUST & SAVINGS 9/21/10 50,000,000.00 100.00 50,000,000.00

PUR 9/17/10 06366UAN BANK OF MONTREAL YANKEE C D .2400 .240
53472 9/17/10 289221 BMO/HARRIS TRUST & SAVINGS 10/19/10 80,000,000.00 100.00 80,000,000.00

PUR 9/22/10 06366UAX BANK OF MONTREAL YANKEE C D .2300 .230
53530 9/22/10 289224 BMO/HARRIS TRUST & SAVINGS 11/01/10 50,000,000.00 100.00 50,000,000.00

PUR 9/01/10 06417DMD BANK OF NOVA SCOTIA YANKEE .2300 .230
53281 9/01/10 289210 BANK OF NOVA SCOTIA 11/01/10 118,000,000.00 100.00 118,000,000.00

PUR 9/03/10 06417DMP BANK OF NOVA SCOTIA YANKEE .1900 .190
53319 9/03/10 289212 BANK OF NOVA SCOTIA 9/14/10 35,000,000.00 100.00 35,000,000.00

PUR 9/14/10 06417DND BANK OF NOVA SCOTIA YANKEE .1800 .180
53428 9/14/10 289218 BANK OF NOVA SCOTIA 9/22/10 47,000,000.00 100.00 47,000,000.00

PUR 9/14/10 06417DNE BANK OF NOVA SCOTIA YANKEE .1800 .180
53429 9/14/10 289218 BANK OF NOVA SCOTIA 9/28/10 30,000,000.00 100.00 30,000,000.00

PUR 9/16/10 06417DNK BANK OF NOVA SCOTIA YANKEE .2300 .230
53458 9/16/10 289220 BANK OF NOVA SCOTIA 11/15/10 25,000,000.00 100.00 25,000,000.00

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 9/01/10 THROUGH 9/30/10

CASH MANAGEMENT FD (5050) -Cont. PAGE: 34
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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 9/23/10 06417DNT BANK OF NOVA SCOTIA YANKEE .1800 .180
53586 9/23/10 289225 BANK OF NOVA SCOTIA 10/01/10 47,000,000.00 100.00 47,000,000.00

PUR 9/28/10 06417DPG BANK OF NOVA SCOTIA YANKEE .2100 .210
53644 9/28/10 289228 BANK OF NOVA SCOTIA 11/01/10 30,000,000.00 100.00 30,000,000.00

PUR 9/01/10 13443DJ3 CAMPBELL SOUP CO DISC C P .1600 .160
53285 9/01/10 289210 JP MORGAN 9/03/10 25,000,000.00 99.999 24,999,777.78

PUR 9/01/10 13607FK7 CANADIAN IMPERIAL HOLDINGS .1900 .190
53283 9/01/10 289210 CANADIAN IMPERIAL HOLDINGS 10/07/10 130,000,000.00 99.981 129,975,300.00

PUR 9/03/10 14178MJ7 CARGILL INC DISC C P .1900 .190
53318 9/03/10 289212 CITIGROUP GBL MKT(FMLY SALO 9/07/10 39,100,000.00 99.998 39,099,174.56

PUR 9/03/10 14178MJ7 CARGILL INC DISC C P .1900 .190
53316 9/03/10 289212 JP MORGAN 9/07/10 17,500,000.00 99.998 17,499,630.56

PUR 9/03/10 14178MJ7 CARGILL INC DISC C P .2300 .230
53322 9/03/10 289212 JP MORGAN 9/07/10 6,928,000.00 99.997 6,927,822.95

PUR 9/07/10 14178MJ8 CARGILL INC DISC C P .1800 .180
53332 9/07/10 289213 BGC FINANCIAL 9/08/10 40,000,000.00 100.00 39,999,800.00

PUR 9/09/10 14178MJA CARGILL INC DISC C P .1900 .190
53359 9/09/10 289215 CITIGROUP GBL MKT(FMLY SALO 9/10/10 12,000,000.00 99.999 11,999,936.66

PUR 9/13/10 14178MJE CARGILL INC DISC CP .1900 .190
53411 9/13/10 289217 BANK OF AMERICA SECURITIES 9/14/10 20,800,000.00 99.999 20,799,890.22

PUR 9/13/10 14178MJE CARGILL INC DISC CP .2000 .200
53409 9/13/10 289217 JP MORGAN 9/14/10 5,399,000.00 99.999 5,398,970.00

PUR 9/15/10 14178MJG CARGILL INC DISC CP .2100 .210
53442 9/15/10 289219 CITIGROUP GBL MKT(FMLY SALO 9/16/10 30,000,000.00 99.999 29,999,825.01

PUR 9/15/10 14178MJG CARGILL INC DISC CP .1900 .190
53444 9/15/10 289219 CREDIT SUISSE SEC (USA) LLC 9/16/10 30,000,000.00 99.999 29,999,841.66

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 9/01/10 THROUGH 9/30/10

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 9/16/10 14178MJH CARGILL INC DISC CP .2000 .200
53464 9/16/10 289220 JP MORGAN 9/17/10 22,071,000.00 99.999 22,070,877.37

PUR 9/16/10 14178MJH CARGILL INC DISC CP .2200 .220
53468 9/16/10 289220 JP MORGAN 9/17/10 7,877,000.00 99.999 7,876,951.86

PUR 9/22/10 14178MJP CARGILL INC DISC CP .2000 .200
53539 9/22/10 289224 JP MORGAN 9/23/10 5,346,000.00 99.999 5,345,970.30

PUR 9/27/10 14178MJU CARGILL INC DISC NOTES .2100 .210
53627 9/27/10 289227 JP MORGAN 9/28/10 1,378,000.00 99.999 1,377,991.96

PUR 9/28/10 14178MJV CARGILL INC DISC NOTES .2000 .200
53645 9/28/10 289228 JP MORGAN 9/29/10 3,139,000.00 99.999 3,138,982.56

PUR 9/28/10 14178MJV CARGILL INC DISC CP .2000 .200
53646 9/28/10 289228 JP MORGAN 9/29/10 2,734,000.00 99.999 2,733,984.81

PUR 9/29/10 14178MJW CARGILL INC DISCOUNT CP .1800 .180
53668 9/29/10 289229 CREDIT SUISSE SEC (USA) LLC 9/30/10 1,000,000.00 100.00 999,995.00

PUR 9/14/10 14178MK4 CARGILL INC DISC CP .2100 .210
53430 9/14/10 289218 CITIGROUP GBL MKT(FMLY SALO 10/04/10 10,000,000.00 99.988 9,998,833.33

PUR 9/15/10 14178MKC CARGILL INC DISC CP .2300 .230
53445 9/15/10 289219 CITIGROUP GBL MKT(FMLY SALO 10/12/10 25,000,000.00 99.983 24,995,687.50

PUR 9/09/10 14178MKL CARGILL INC DISC CP .1900 .190
53358 9/09/10 289215 MESIROW FINANCIAL, INC 10/20/10 50,260,000.00 99.978 50,249,124.30

PUR 9/16/10 14178MKT CARGILL INC DISC CP .1950 .195
53461 9/16/10 289220 TOUSSAINT CAPITAL 10/27/10 20,000,000.00 99.978 19,995,558.33

PUR 9/16/10 14178MKV CARGILL INC DISC CP .2200 .220
53462 9/16/10 289220 CITIGROUP GBL MKT(FMLY SALO 10/29/10 20,000,000.00 99.974 19,994,744.44

PUR 9/17/10 14178ML1 CARGILL INC DISC CP .2200 .220
53471 9/17/10 289221 BARCLAYS CAPITAL INC 11/01/10 54,000,000.00 99.973 53,985,150.00

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 9/01/10 THROUGH 9/30/10

CASH MANAGEMENT FD (5050) -Cont. 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/01/10 16677FFC CHEVRON FUNDING I B N .1800 .180
53275 9/01/10 289210 CHEVRON USA INC 9/08/10 50,000,000.00 100.00 50,000,000.00

PUR 9/14/10 16677FFU CHEVRON FUNDING I B N .1800 .180
53425 9/14/10 289218 CHEVRON USA INC 9/28/10 50,000,000.00 100.00 50,000,000.00

PUR 9/14/10 16677FFV CHEVRON FUNDING I B N .1800 .180
53426 9/14/10 289218 CHEVRON USA INC 9/22/10 50,000,000.00 100.00 50,000,000.00

PUR 9/15/10 16677FFY CHEVRON FUNDING I B N .1800 .180
53438 9/15/10 289219 CHEVRON USA INC 9/22/10 50,000,000.00 100.00 50,000,000.00

PUR 9/15/10 16677FFZ CHEVRON FUNDING I B N .1800 .180
53439 9/15/10 289219 CHEVRON USA INC 9/29/10 50,000,000.00 100.00 50,000,000.00

PUR 9/20/10 16677FGF CHEVRON FUNDING I B N .1700 .170
53484 9/20/10 289222 CHEVRON USA INC 10/12/10 40,000,000.00 100.00 40,000,000.00

PUR 9/29/10 16677FHB CHEVRON CORP IBN .1500 .150
53664 9/29/10 289229 CHEVRON USA INC 10/28/10 20,000,000.00 100.00 20,000,000.00

PUR 9/30/10 16677FHE CHEVRON FUNDING CORP IBN .1600 .160
53687 9/30/10 289230 CHEVRON USA INC 11/01/10 50,000,000.00 100.00 50,000,000.00

PUR 9/30/10 16677FHF CHEVRON FUNDING CORP IBN .1500 .150
53688 9/30/10 289230 CHEVRON USA INC 10/29/10 50,000,000.00 100.00 50,000,000.00

PUR 9/28/10 1667X1L5 CHEVRON CORP DISC C P .1800 .180
53641 9/28/10 289228 TRADITION AISEL SECURITIES 11/05/10 20,000,000.00 99.981 19,996,200.00

PUR 9/15/10 19416FJV COLGATE-PALMOLIVE CO DISC C .1900 .190
53447 9/15/10 289219 CITIGROUP GBL MKT(FMLY SALO 9/29/10 15,000,000.00 99.993 14,998,891.67

PUR 9/14/10 24422MJG JOHN DEERE CAPITAL CORP DIS .1800 .180
53433 9/14/10 289218 BARCLAYS CAPITAL INC 9/16/10 8,685,000.00 99.999 8,684,913.15

PUR 9/15/10 24422MJG JOHN DEERE CAPITAL CORP DIS .1900 .190
53448 9/15/10 289219 BARCLAYS CAPITAL INC 9/16/10 1,172,000.00 99.999 1,171,993.81

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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/13/10 2546R3KE WALT DISNEY CO DISC CP .1800 .180
53402 9/13/10 289217 WILLIAMS CAPITAL GROUP 10/14/10 25,000,000.00 99.985 24,996,125.00

PUR 9/13/10 2546R3KJ WALT DISNEY CO DISC CP .1800 .180
53401 9/13/10 289217 BANK OF AMERICA SECURITIES 10/18/10 5,000,000.00 99.983 4,999,125.00

PUR 9/24/10 2546R3L5 WALT DISNEY CO DISC CP .1700 .170
53607 9/24/10 289226 MESIROW FINANCIAL, INC 11/05/10 35,000,000.00 99.980 34,993,058.33

PUR 9/01/10 2635J5JG DUPONT EI DENEMOURS CO DISC .1900 .190
53278 9/01/10 289210 CREDIT SUISSE SEC (USA) LLC 9/16/10 23,000,000.00 99.992 22,998,179.16

PUR 9/01/10 2635J5JG DUPONT EI DENEMOURS CO DISC .1900 .190
53295 9/01/10 289210 CREDIT SUISSE SEC (USA) LLC 9/16/10 6,666,000.00 99.992 6,665,472.27

PUR 9/01/10 2635J5JG DUPONT EI DENEMOURS CO DISC .1900 .190
53296 9/01/10 289210 CREDIT SUISSE SEC (USA) LLC 9/16/10 11,646,000.00 99.992 11,645,078.02

PUR 9/10/10 2635J5JM E.I. DUPONT DENEMOURS&CO DI .2000 .200
53385 9/10/10 289216 CREDIT SUISSE SEC (USA) LLC 9/21/10 21,959,000.00 99.994 21,957,658.06

PUR 9/21/10 2635J5JP DUPONT EI DENEMOURS CO DISC .1900 .190
53506 9/21/10 289223 CREDIT SUISSE SEC (USA) LLC 9/23/10 5,590,000.00 99.999 5,589,940.99

PUR 9/13/10 2635J5JT DUPONT EI DENEMOURS CO DISC .1900 .190
53400 9/13/10 289217 CREDIT SUISSE SEC (USA) LLC 9/27/10 70,000,000.00 99.993 69,994,827.77

PUR 9/15/10 2635J5JV DUPONT EI DENEMOURS CO DISC .2000 .200
53441 9/15/10 289219 CREDIT SUISSE SEC (USA) LLC 9/29/10 36,729,000.00 99.992 36,726,143.29

PUR 9/17/10 2635J5JV E.I. DUPONT DENEMOURS&CO DI .1800 .180
53475 9/17/10 289221 CREDIT SUISSE SEC (USA) LLC 9/29/10 41,312,000.00 99.994 41,309,521.28

PUR 9/13/10 29101BJQ EMERSON ELECTRIC CO DISC CP .1900 .190
53410 9/13/10 289217 BANK OF AMERICA SECURITIES 9/24/10 17,144,000.00 99.994 17,143,004.69

PUR 9/13/10 29101BKD EMERSON ELECTRIC CO DISC CP .1900 .190
53399 9/13/10 289217 JP MORGAN 10/13/10 40,000,000.00 99.984 39,993,666.68

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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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 9/20/10 313385P9 FEDL HOME LOAN BK CONS DISC .1700 .170
53486 9/20/10 289222 DEUTSCHE BANK SECURITIES IN 11/19/10 30,000,000.00 99.972 29,991,500.01

PUR 9/01/10 313385R5 FEDL HOME LOAN BK CONS DISC .1800 .180
53284 9/01/10 289210 CITIGROUP GBL MKT(FMLY SALO 12/01/10 93,000,000.00 99.955 92,957,685.00

PUR 9/20/10 313589R5 FEDERAL NATL MTG ASSN DISC .1750 .175
53485 9/20/10 289222 CREDIT SUISSE SEC (USA) LLC 12/01/10 145,000,000.00 99.965 144,949,250.00

PUR 9/29/10 36963UVB GENERAL ELEC CAPITAL SERV I .1600 .160
53663 9/29/10 289229 GE CAPITAL SERVICES INC. 11/01/10 83,600,000.00 100.00 83,600,000.00

PUR 9/01/10 3696E3BU GENERAL ELECTRIC CO I B NTS .2100 .210
53282 9/01/10 289210 GENERAL ELECTRIC COMPANY 9/16/10 187,000,000.00 100.00 187,000,000.00

PUR 9/14/10 3696E3CL GENERAL ELECTRIC CO I B NTS .2100 .210
53427 9/14/10 289218 GENERAL ELECTRIC COMPANY 9/22/10 33,000,000.00 100.00 33,000,000.00

PUR 9/27/10 3696E3CV GE COMPANY IBN .1500 .150
53625 9/27/10 289227 GENERAL ELECTRIC COMPANY 11/01/10 100,000,000.00 100.00 100,000,000.00

PUR 9/28/10 3696E3CY GE COMPANY IBN .1500 .150
53642 9/28/10 289228 GENERAL ELECTRIC COMPANY 10/05/10 20,000,000.00 100.00 20,000,000.00

PUR 9/30/10 3696E3DG GE COMPANY IBN .1500 .150
53689 9/30/10 289230 GENERAL ELECTRIC COMPANY 10/01/10 100,000,000.00 100.00 100,000,000.00

PUR 9/07/10 42823KJA HEWLETT PACKARD CO DISC C P .2000 .200
53336 9/07/10 289213 JP MORGAN 9/10/10 5,008,000.00 99.998 5,007,916.53

PUR 9/27/10 42823KK5 HEWLETT PACKARD CO DISC C P .1900 .190
53626 9/27/10 289227 BANK OF AMERICA SECURITIES 10/05/10 20,000,000.00 99.996 19,999,155.56

PUR 9/29/10 42823KK7 HEWLETT PACKARD CO DISC C P .1900 .190
53669 9/29/10 289229 JP MORGAN 10/07/10 3,375,000.00 99.996 3,374,857.50

PUR 9/20/10 42823KK8 HEWLETT PACKARD CO DISC C P .1900 .190
53480 9/20/10 289222 BANK OF AMERICA SECURITIES 10/08/10 115,000,000.00 99.991 114,989,075.00

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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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 9/24/10 42823KKF HEWLETT PACKARD CO DISC C P .1900 .190
53611 9/24/10 289226 BANK OF AMERICA SECURITIES 10/15/10 19,903,000.00 99.989 19,900,794.09

PUR 9/23/10 45920GK1 IBM CORP DISC C P .1550 .155
53588 9/23/10 289225 CITIGROUP GBL MKT(FMLY SALO 10/01/10 150,000,000.00 99.997 149,994,833.40

PUR 9/23/10 45920GK1 IBM CORP DISC C P .1550 .155
53587 9/23/10 289225 CREDIT SUISSE SEC (USA) LLC 10/01/10 70,000,000.00 99.997 69,997,588.89

PUR 9/30/10 4611K1K1 INTESSA FUNDING LLC DISC C .1900 .190
53680 9/30/10 289230 BANK OF AMERICA SECURITIES 10/01/10 170,000,000.00 99.999 169,999,102.74

PUR 9/30/10 4611K1K1 INTESSA FUNDING LLC DISC C .2100 .210
53695 9/30/10 289230 MORGAN STANLEY 10/01/10 35,707,000.00 99.999 35,706,791.72

PUR 9/16/10 47816GKR JOHNSON & JOHNSON DISC C P .1600 .160
53456 9/16/10 289220 CITIGROUP GBL MKT(FMLY SALO 10/25/10 200,000,000.00 99.983 199,965,333.40

PUR 9/16/10 47816GKT JOHNSON & JOHNSON DISC C P .1600 .160
53463 9/16/10 289220 WILLIAMS CAPITAL GROUP 10/27/10 175,000,000.00 99.982 174,968,111.11

PUR 9/07/10 58934BJU MERCK & CO. DISC CP .2000 .200
53334 9/07/10 289213 JP MORGAN 9/28/10 45,000,000.00 99.988 44,994,749.99

PUR 9/15/10 59515DJM MICROSOFT CORP DISC C P .1600 .160
53437 9/15/10 289219 CITIGROUP GBL MKT(FMLY SALO 9/21/10 67,700,000.00 99.997 67,698,194.64

PUR 9/17/10 59515DJM MICROSOFT CORP DISC C P .1600 .160
53476 9/17/10 289221 CREDIT SUISSE SEC (USA) LLC 9/21/10 20,690,000.00 99.998 20,689,632.17

PUR 9/20/10 59515DKK MICROSOFT CORP DISC C P .1600 .160
53483 9/20/10 289222 CITIGROUP GBL MKT(FMLY SALO 10/19/10 46,000,000.00 99.987 45,994,071.11

PUR 9/20/10 59515DKK MICROSOFT CORP DISC C P .1600 .160
53482 9/20/10 289222 JP MORGAN 10/19/10 160,000,000.00 99.987 159,979,377.76

PUR 9/21/10 59515DL1 MICROSOFT CORP DISC C P .1700 .170
53499 9/21/10 289223 CITIGROUP GBL MKT(FMLY SALO 11/01/10 70,000,000.00 99.981 69,986,447.23

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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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 9/21/10 59515DL1 MICROSOFT CORP DISC C P .1700 .170
53500 9/21/10 289223 CREDIT SUISSE SEC (USA) LLC 11/01/10 55,000,000.00 99.981 54,989,351.40

PUR 9/21/10 59515DL1 MICROSOFT CORP DISC C P .1700 .170
53502 9/21/10 289223 CREDIT SUISSE SEC (USA) LLC 11/01/10 29,000,000.00 99.981 28,994,385.28

PUR 9/01/10 63253LJQ NAT'L AUSTRALIA FDG (DE) IN .1700 .170
53280 9/01/10 289210 NATL AUSTRALIA FUNDING DELA 9/02/10 50,000,000.00 100.00 50,000,000.00

PUR 9/01/10 63253LJQ NAT'L AUSTRALIA FDG (DE) IN .1700 .170
53292 9/01/10 289210 NATL AUSTRALIA FUNDING DELA 9/02/10 60,000,000.00 100.00 60,000,000.00

PUR 9/01/10 63253LJR NAT'L AUSTRALIA FDG (DE) IN .1500 .150
53286 9/01/10 289210 NATL AUSTRALIA FUNDING DELA 10/05/10 100,000,000.00 100.00 100,000,000.00

PUR 9/02/10 63253LJS NAT'L AUSTRALIA FDG (DE) IN .1700 .170
53307 9/02/10 289211 NATL AUSTRALIA FUNDING DELA 9/03/10 70,000,000.00 100.00 70,000,000.00

PUR 9/02/10 63253LJS NAT'L AUSTRALIA FDG (DE) IN .1700 .170
53309 9/02/10 289211 NATL AUSTRALIA FUNDING DELA 9/03/10 10,000,000.00 100.00 10,000,000.00

PUR 9/02/10 63253LJS NAT'L AUSTRALIA FDG (DE) IN .1700 .170
53310 9/02/10 289211 NATL AUSTRALIA FUNDING DELA 9/03/10 50,000,000.00 100.00 50,000,000.00

PUR 9/02/10 63253LJS NAT'L AUSTRALIA FDG (DE) IN .1700 .170
53312 9/02/10 289211 NATL AUSTRALIA FUNDING DELA 9/03/10 20,667,000.00 100.00 20,667,000.00

PUR 9/07/10 63253LJT NAT'L AUSTRALIA FDG (DE) IN .1600 .160
53333 9/07/10 289213 NATL AUSTRALIA FUNDING DELA 9/08/10 80,000,000.00 100.00 80,000,000.00

PUR 9/09/10 63253LJU NAT'L AUSTRALIA FDG (DE) IN .1600 .160
53360 9/09/10 289215 NATL AUSTRALIA FUNDING DELA 9/10/10 28,000,000.00 100.00 28,000,000.00

PUR 9/09/10 63253LJU NAT'L AUSTRALIA FDG (DE) IN .1600 .160
53361 9/09/10 289215 NATL AUSTRALIA FUNDING DELA 9/10/10 18,044,000.00 100.00 18,044,000.00

PUR 9/15/10 63253LJV NAT'L AUSTRALIA FDG (DE) IN .1600 .160
53443 9/15/10 289219 NATL AUSTRALIA FUNDING DELA 9/16/10 35,571,000.00 100.00 35,571,000.00

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D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/22/10 63253LJW NAT'L AUSTRALIA FDG (DE) IN .1800 .180
53529 9/22/10 289224 NATL AUSTRALIA FUNDING DELA 9/23/10 30,000,000.00 100.00 30,000,000.00

PUR 9/23/10 63253LJX NAT'L AUSTRALIA FDG (DE) IN .1600 .160
53590 9/23/10 289225 NATL AUSTRALIA FUNDING DELA 10/29/10 33,000,000.00 100.00 33,000,000.00

PUR 9/23/10 63253LJY NAT'L AUSTRALIA FDG (DE) IN .1600 .160
53600 9/23/10 289225 NATL AUSTRALIA FUNDING DELA 9/24/10 12,392,000.00 100.00 12,392,000.00

PUR 9/24/10 63253LJZ NAT'L AUSTRALIA FDG (DE) IN .1600 .160
53609 9/24/10 289226 NATL AUSTRALIA FUNDING DELA 11/01/10 42,000,000.00 100.00 42,000,000.00

PUR 9/01/10 717081CZ PFIZER INC NOTES 4.4500 .741
53330 9/07/10 289213 CREDIT SUISSE SEC (USA) LLC 3/15/12 10,000,000.00 105.60 10,560,400.00

PUR 9/01/10 78009JS8 ROYAL BANK OF CANADA CERT D .1600 .160
53293 9/01/10 289210 ROYAL BANK OF CANADA 10/06/10 105,000,000.00 100.00 105,000,000.00

PUR 9/01/10 78009JS9 ROYAL BANK OF CANADA CERT D .1600 .160
53294 9/01/10 289210 ROYAL BANK OF CANADA 10/08/10 105,000,000.00 100.00 105,000,000.00

PUR 9/30/10 83365SK1 SOCIETE GENERALE N.A. INC D .1500 .150
53679 9/30/10 289230 BANK OF AMERICA SECURITIES 10/01/10 200,000,000.00 100.00 199,999,166.60

PUR 9/30/10 83365SK1 SOCIETE GENERALE N.A. INC D .2100 .210
53684 9/30/10 289230 BARCLAYS CAPITAL INC 10/01/10 34,000,000.00 99.999 33,999,801.68

PUR 9/17/10 89116FKK TORONTO DOMINION DISC C P .2100 .210
53473 9/17/10 289221 TD SECURITIES 10/19/10 52,500,000.00 99.981 52,490,200.00

PUR 9/01/10 9127952B U.S. TREASURY BILLS .1720 .172
53290 9/01/10 289210 CITIGROUP GBL MKT(FMLY SALO 2/17/11 167,000,000.00 99.919 166,865,156.79

PUR 9/16/10 9127952D U.S. TREASURY BILLS .1800 .180
53457 9/16/10 289220 BARCLAYS CAPITAL INC 3/03/11 200,000,000.00 99.916 199,832,000.00

PUR 9/16/10 9127952D U.S. TREASURY BILLS .1800 .180
53466 9/16/10 289220 BARCLAYS CAPITAL INC 3/03/11 55,000,000.00 99.916 54,953,800.00

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D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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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 9/16/10 9127952G U.S. TREASURY BILLS .1880 .188
53455 9/16/10 289220 BNP PARIBAS SECURITIES CORP 3/17/11 200,000,000.00 99.905 199,809,911.12

PUR 9/24/10 9127952G U.S. TREASURY BILLS .1855 .186
53608 9/24/10 289226 NOMURA SECURITIES INT'L (DO 3/17/11 40,000,000.00 99.910 39,964,136.67

PUR 9/29/10 9127952G U.S. TREASURY BILLS .1745 .175
53667 9/29/10 289229 BARCLAYS CAPITAL INC 3/17/11 75,000,000.00 99.918 74,938,561.46

PUR 9/23/10 9127952H U.S. TREASURY BILLS .1865 .187
53595 9/23/10 289225 NOMURA SECURITIES INT'L (DO 3/24/11 90,000,000.00 99.906 89,915,142.50

PUR 9/30/10 9127952J U.S. TREASURY BILLS .1895 .190
53683 9/30/10 289230 BARCLAYS CAPITAL INC 3/31/11 150,000,000.00 99.904 149,856,295.83

PUR 9/30/10 912795UJ U.S. TREASURY BILLS .1145 .115
53681 9/30/10 289230 BARCLAYS CAPITAL INC 11/18/10 150,000,000.00 99.984 149,976,622.92

PUR 9/29/10 912795V9 U.S. TREASURY BILLS .1745 .175
53666 9/29/10 289229 BARCLAYS CAPITAL INC 3/10/11 200,000,000.00 99.921 199,842,950.00

PUR 9/30/10 912795V9 U.S. TREASURY BILLS .1770 .177
53686 9/30/10 289230 JEFFERIES & COMPANY 3/10/11 50,000,000.00 99.921 49,960,420.84

PUR 9/01/10 912795W4 U.S. TREASURY BILLS .1195 .120
53289 9/01/10 289210 NOMURA SECURITIES INT'L (DO 10/28/10 100,000,000.00 99.981 99,981,079.18

PUR 9/30/10 912795X2 U.S. TREASURY BILLS .2045 .205
53694 9/30/10 289230 JP MORGAN 6/30/11 30,000,000.00 99.845 29,953,476.25

PUR 9/17/10 912795X3 U.S. TREASURY BILLS .1425 .143
53474 9/17/10 289221 BANK OF AMERICA SECURITIES 12/09/10 213,500,000.00 99.967 213,429,856.37

PUR 9/20/10 912795X4 U.S. TREASURY BILLS .1550 .155
53490 9/20/10 289222 BARCLAYS CAPITAL INC 12/23/10 45,000,000.00 99.960 44,981,787.50

PUR 9/17/10 91302DJL UNITED TECHOLOGIES CORP DIS .1900 .190
53477 9/17/10 289221 BANK OF AMERICA SECURITIES 9/20/10 7,123,000.00 99.998 7,122,887.22

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D I V I S I O N O F I N V E S T M E N T

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TRXN/ TRADE/ 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 9/10/10 91302DK8 UNITED TECHNOLOGIES CORP DI .2000 .200
53384 9/10/10 289216 BANK OF AMERICA SECURITIES 10/08/10 90,000,000.00 99.984 89,985,999.96

PUR 9/20/10 91302DKL UNITED TECHOLOGIES CORP DIS .1900 .190
53488 9/20/10 289222 BANK OF AMERICA SECURITIES 10/20/10 15,000,000.00 99.984 14,997,625.01

PUR 9/20/10 91302DKL UNITED TECHNOLOGIES CORP DI .1900 .190
53489 9/20/10 289222 MESIROW FINANCIAL, INC 10/20/10 75,000,000.00 99.984 74,988,125.01

PUR 9/08/10 92344SAT CELLCO PARTNERS VERIZON WIR 3.7500 .524
53362 9/10/10 289216 BANK OF AMERICA SECURITIES 5/20/11 11,800,000.00 102.23 12,063,494.00

PUR 9/01/10 93114FJL WALMART STORES INC DISC C P .1800 .180
53279 9/01/10 289210 CREDIT SUISSE SEC (USA) LLC 9/20/10 138,000,000.00 99.991 137,986,890.00

PUR 9/07/10 93114FJT WALMART STORES INC DISC C P .1900 .190
53335 9/07/10 289213 MESIROW FINANCIAL, INC 9/27/10 23,000,000.00 99.989 22,997,572.22

PUR 9/16/10 93114FKS WALMART STORES INC DISC C P .2150 .215
53465 9/16/10 289220 TRADITION AISEL SECURITIES 10/26/10 127,000,000.00 99.976 126,969,661.12

PUR 9/20/10 93114FKS WALMART STORES INC DISC C P .2000 .200
53487 9/20/10 289222 CITIGROUP GBL MKT(FMLY SALO 10/26/10 138,117,000.00 99.980 138,089,376.60

PUR 9/30/10 93114FKT WALMART STORES INC DISC C P .2000 .200
53682 9/30/10 289230 BARCLAYS CAPITAL INC 10/27/10 46,000,000.00 99.985 45,993,100.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 8167863000.00 8166930973.32

-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 8167863000.00 8166930973.32

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 9/01/10 THROUGH 9/30/10

CASH MANAGEMENT FD (5050) -Cont. PAGE: 44
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 9/08/10 912795VA U.S. TREASURY BILLS .1520 .152
51888 9/08/10 289214 BNP PARIBAS SECURITIES CORP 9/09/10 38,502,000.00 100.00 38,501,895.19 57.75
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 38,502,000.00 38,501,895.19 57.75

-------------- ---------- -------------- --------------
TOTAL FUND SALES: 38,502,000.00 38,501,895.19 57.75

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 9/01/10 THROUGH 9/30/10

COMMON PENSION FD A (5140) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------

PUR 9/01/10 00849210 AGREE REALTY CORP
53304 9/07/10 424136 BLAYLOCK ROBERT VAN LLC 6,300.00 24.100 63.00 151,893.00

PUR 9/02/10 00849210 AGREE REALTY CORP
53304 9/08/10 424140 BLAYLOCK ROBERT VAN LLC 3,700.00 24.119 37.00 89,275.82

PUR 9/02/10 00849210 AGREE REALTY CORP
53304 9/08/10 424140 WILLIAMS CAPITAL GROUP 2,170.00 24.128 21.70 52,379.24

PUR 9/03/10 00849210 AGREE REALTY CORP
53304 9/09/10 424144 WILLIAMS CAPITAL GROUP 100.00 24.120 1.00 2,413.00

PUR 9/07/10 00849210 AGREE REALTY CORP
53304 9/10/10 424148 WILLIAMS CAPITAL GROUP 100.00 24.130 1.00 2,414.00

PUR 9/08/10 00849210 AGREE REALTY CORP
53304 9/13/10 424153 WILLIAMS CAPITAL GROUP 7,630.00 24.592 76.30 187,712.50

PUR 9/13/10 00849210 AGREE REALTY CORP
53304 9/16/10 424165 WILLIAMS CAPITAL GROUP 400.00 24.700 4.00 9,884.00

PUR 9/14/10 00849210 AGREE REALTY CORP
53304 9/17/10 424169 WILLIAMS CAPITAL GROUP 4,560.00 25.444 45.60 116,069.78

PUR 9/15/10 00849210 AGREE REALTY CORP
53304 9/20/10 424173 WILLIAMS CAPITAL GROUP 2,303.00 25.450 23.03 58,634.38

PUR 9/16/10 00849210 AGREE REALTY CORP
53304 9/21/10 424177 WILLIAMS CAPITAL GROUP 1,507.00 25.450 15.07 38,368.22

PUR 9/17/10 00849210 AGREE REALTY CORP
53304 9/22/10 424181 WILLIAMS CAPITAL GROUP 1,230.00 25.450 12.30 31,315.80

PUR 9/21/10 00849210 AGREE REALTY CORP
53304 9/24/10 424189 WILLIAMS CAPITAL GROUP 3,800.00 26.306 38.00 99,999.28

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 9/01/10 THROUGH 9/30/10

COMMON PENSION FD A (5140) -Cont. PAGE: 46
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/22/10 00849210 AGREE REALTY CORP
53304 9/27/10 424193 WILLIAMS CAPITAL GROUP 1,200.00 26.338 12.00 31,617.96

PUR 9/29/10 00849210 AGREE REALTY CORP
53304 10/04/10 424214 BLAYLOCK ROBERT VAN LLC 789.00 25.000 7.89 19,732.89

PUR 9/30/10 00849210 AGREE REALTY CORP
53304 10/05/10 424220 BLAYLOCK ROBERT VAN LLC 9,211.00 25.000 92.11 230,367.11

PUR 9/02/10 05722410 BAKER HUGHES INC
14400 9/08/10 424140 GRISWOLD COMPANY 65,000.00 39.466 650.00 2,565,959.50

PUR 9/02/10 05849810 BALL CORP
8982 9/08/10 424140 BLAYLOCK ROBERT VAN LLC 50,000.00 58.231 500.00 2,912,035.00

PUR 9/10/10 05849810 BALL CORP
8982 9/15/10 424161 MURIEL SEIBERT & CO 17,000.00 59.445 170.00 1,010,738.40

PUR 9/10/10 05849810 BALL CORP
8982 9/15/10 424161 STURDIVANT/EXECUTION 30,000.00 59.494 300.00 1,785,123.00

PUR 9/17/10 05874B10 BALLY TECHNOLOGIES INC
42543 9/22/10 424181 BLAYLOCK ROBERT VAN LLC 10,000.00 33.804 100.00 338,143.00

PUR 9/02/10 08143710 BEMIS COMPANY
23170 9/08/10 424140 WILLIAMS CAPITAL GROUP 50,000.00 30.184 500.00 1,509,700.00

PUR 9/10/10 08143710 BEMIS COMPANY
23170 9/15/10 424161 BLAYLOCK ROBERT VAN LLC 150,000.00 30.664 1,500.00 4,601,055.00

PUR 9/29/10 09776J10 BON-TON STORES
53675 10/04/10 424214 ITG (CHANNEL) 1,859.00 9.548 18.59 17,769.07

PUR 9/17/10 10536820 BRANDYWINE REALTY TRUST
41673 9/22/10 424181 BLAYLOCK ROBERT VAN LLC 15,600.00 12.250 156.00 191,256.00

PUR 9/22/10 10536820 BRANDYWINE REALTY TRUST
41673 9/27/10 424193 BLAYLOCK ROBERT VAN LLC 9,400.00 12.116 94.00 113,988.16

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 9/01/10 THROUGH 9/30/10

COMMON PENSION FD A (5140) -Cont. PAGE: 47
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 9/14/10 13313110 CAMDEN PROPERTY TRUST
53223 9/17/10 424169 ICAP CORPORATES LLC 28,000.00 47.769 280.00 1,337,809.20

PUR 9/23/10 13313110 CAMDEN PROPERTY TRUST
53223 9/28/10 424198 BLAYLOCK ROBERT VAN LLC 20,000.00 47.733 200.00 954,852.00

PUR 9/17/10 14365830 CARNIVAL CORP
49668 9/22/10 424181 WILLIAMS CAPITAL GROUP 50,000.00 35.821 500.00 1,791,525.00

PUR 9/08/10 16524010 CHESAPEAKE LODGING TRUST
50989 9/13/10 424153 ITG (CHANNEL) 5,072.00 16.492 50.72 83,699.67

PUR 9/08/10 16524010 CHESAPEAKE LODGING TRUST
50989 9/13/10 424153 LABRANCHE/0TC 7,000.00 16.502 70.00 115,581.20

PUR 9/09/10 16524010 CHESAPEAKE LODGING TRUST
50989 9/14/10 424157 ITG (CHANNEL) 7,228.00 16.563 72.28 119,787.48

PUR 9/09/10 16524010 CHESAPEAKE LODGING TRUST
50989 9/14/10 424157 LIQUIDNET 10,700.00 16.350 214.00 175,159.00

PUR 9/15/10 16524010 CHESAPEAKE LODGING TRUST
50989 9/20/10 424173 LABRANCHE/0TC 20,000.00 17.377 200.00 347,738.00

PUR 9/22/10 16524010 CHESAPEAKE LODGING TRUST
50989 9/27/10 424193 INSTINET (PORTAL) 6,610.00 16.891 46.27 111,695.78

PUR 9/22/10 16524010 CHESAPEAKE LODGING TRUST
50989 9/27/10 424193 ITG (CHANNEL) 1,625.00 16.866 16.25 27,423.18

PUR 9/23/10 16524010 CHESAPEAKE LODGING TRUST
50989 9/28/10 424198 ITG (CHANNEL) 3,988.00 16.867 39.88 67,306.27

PUR 9/23/10 16524010 CHESAPEAKE LODGING TRUST
50989 9/28/10 424198 LABRANCHE/0TC 8,375.00 16.874 83.75 141,401.83

PUR 9/24/10 16524010 CHESAPEAKE LODGING TRUST
50989 9/29/10 424202 ITG (CHANNEL) 2,874.00 16.881 28.74 48,546.17

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 9/01/10 THROUGH 9/30/10

COMMON PENSION FD A (5140) -Cont. PAGE: 48
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 9/27/10 16524010 CHESAPEAKE LODGING TRUST
50989 9/30/10 424206 ITG (CHANNEL) 31,328.00 16.552 313.28 518,860.60

PUR 9/28/10 16524010 CHESAPEAKE LODGING TRUST
50989 10/01/10 424210 CREDIT SUISSE SEC (AES) 5,600.00 16.402 56.00 91,907.20

PUR 9/28/10 16524010 CHESAPEAKE LODGING TRUST
50989 10/01/10 424210 ITG (CHANNEL) 14,600.00 16.532 146.00 241,519.04

PUR 9/01/10 16861510 CHICO'S FAS INC
53129 9/07/10 424136 SANFORD BERNSTEIN & CO. 25,000.00 8.552 1,000.00 214,792.50

PUR 9/02/10 16861510 CHICO'S FAS INC
53129 9/08/10 424140 BLAYLOCK ROBERT VAN LLC 23,000.00 8.861 230.00 204,039.90

PUR 9/08/10 16861510 CHICO'S FAS INC
53129 9/13/10 424153 WILLIAMS CAPITAL GROUP 25,000.00 9.141 250.00 228,785.00

PUR 9/16/10 16861510 CHICO'S FAS INC
53129 9/21/10 424177 WILLIAMS CAPITAL GROUP 25,000.00 9.845 250.00 246,372.50

PUR 9/29/10 17177930 CIENA CORPORATION
35228 10/04/10 424214 LABRANCHE/0TC 25,000.00 15.567 250.00 389,417.50

PUR 9/02/10 17275R10 CISCO SYSTEMS INC
14693 9/08/10 424140 LABRANCHE/0TC 15,000.00 20.567 150.00 308,650.50

PUR 9/02/10 20337210 COMMSCOPE INC.
36771 9/08/10 424140 WILLIAMS CAPITAL GROUP 25,000.00 20.298 250.00 507,700.00

PUR 9/02/10 21037110 CONSTELLATION ENERGY GROUP
13235 9/08/10 424140 BMO CAPITAL MARKETS/EXECUTI 100,000.00 30.945 1,000.00 3,095,530.00

PUR 9/15/10 21037110 CONSTELLATION ENERGY GROUP
13235 9/20/10 424173 BMO CAPITAL MARKETS/EXECUTI 65,000.00 31.211 650.00 2,029,371.50

PUR 9/15/10 21037110 CONSTELLATION ENERGY GROUP
13235 9/20/10 424173 WILLIAMS CAPITAL GROUP 32,000.00 31.150 320.00 997,116.80

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 9/01/10 THROUGH 9/30/10

COMMON PENSION FD A (5140) -Cont. PAGE: 49
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 9/16/10 21037110 CONSTELLATION ENERGY GROUP
13235 9/21/10 424177 WILLIAMS CAPITAL GROUP 33,000.00 31.457 330.00 1,038,411.00

PUR 9/02/10 21683110 COOPER TIRE & RUBBER CO.
08353 9/08/10 424140 BMO CAPITAL MARKETS/EXECUTI 80,000.00 17.902 800.00 1,432,968.00

PUR 9/17/10 21683110 COOPER TIRE & RUBBER CO.
08353 9/22/10 424181 WILLIAMS CAPITAL GROUP 50,000.00 19.856 500.00 993,295.00

PUR 9/22/10 21870Q10 CORESITE REALTY
53594 9/28/10 424197 CITIGROUP/CITIBANK DOMESTIC 6,000.00 16.000 96,000.00

PUR 9/22/10 21870Q10 CORESITE REALTY
53594 9/28/10 424197 CREDIT SUISSE SEC (USA) LLC 3,000.00 16.000 48,000.00

PUR 9/22/10 21870Q10 CORESITE REALTY
53594 9/28/10 424197 KEYBANC CAPITAL MKTS INC 4,000.00 16.000 64,000.00

PUR 9/22/10 21870Q10 CORESITE REALTY
53594 9/28/10 424197 MERRILL LYNCH (RESEARCH) 6,000.00 16.000 96,000.00

PUR 9/22/10 21870Q10 CORESITE REALTY
53594 9/28/10 424197 RBC CAPITAL (DOMESTIC) 6,000.00 16.000 96,000.00

PUR 9/02/10 21935010 CORNING INC.
23978 9/08/10 424140 BLAYLOCK ROBERT VAN LLC 25,000.00 16.606 250.00 415,392.50

PUR 9/02/10 22836810 CROWN HOLDINGS INC
24449 9/08/10 424140 BMO CAPITAL MARKETS/EXECUTI 50,000.00 28.544 500.00 1,427,695.00

PUR 9/10/10 22836810 CROWN HOLDINGS INC
24449 9/15/10 424161 ICAP CORPORATES LLC 78,000.00 29.401 780.00 2,294,050.20

PUR 9/13/10 22836810 CROWN HOLDINGS INC
24449 9/16/10 424165 WILLIAMS CAPITAL GROUP 172,000.00 29.358 1,720.00 5,051,244.40

PUR 9/07/10 23719410 DARDEN RESTAURANTS INC
43149 9/10/10 424148 PRINCETON SECURITIES GROUP 50,000.00 44.402 500.00 2,220,580.00

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 9/01/10 THROUGH 9/30/10

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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/03/10 25271C10 DIAMOND OFFSHORE DRILLING,
31272 9/09/10 424144 MERIDIAN EQUITY PARTNERS 75,000.00 60.421 750.00 4,532,310.00

PUR 9/02/10 26000310 DOVER CORP
53238 9/08/10 424140 BMO CAPITAL MARKETS/EXECUTI 63,000.00 48.076 630.00 3,029,443.20

PUR 9/02/10 26000310 DOVER CORP
53238 9/08/10 424140 ICAP CORPORATES LLC 130,000.00 48.343 1,300.00 6,285,916.00

PUR 9/17/10 26000310 DOVER CORP
53238 9/22/10 424181 ICAP CORPORATES LLC 42,000.00 50.944 420.00 2,140,076.40

PUR 9/20/10 26000310 DOVER CORP
53238 9/23/10 424185 WILLIAMS CAPITAL GROUP 88,000.00 51.580 880.00 4,539,911.20

PUR 9/16/10 29380T10 ENTERTAINMENT PROPERTIES TR
12066 9/21/10 424177 BMO CAPITAL MARKETS/EXECUTI 51,000.00 45.199 510.00 2,305,664.10

PUR 9/29/10 29384R10 ENTROPIC COMMUNICATIONS INC
39007 10/05/10 424218 BARCLAYS CAPITAL (DOMESTIC) 60,000.00 9.700 582,000.00

PUR 9/29/10 29384R10 ENTROPIC COMMUNICATIONS INC
39007 10/05/10 424218 CRAIG-HALLUM CAPITAL GRP LL 7,500.00 9.700 72,750.00

PUR 9/29/10 29384R10 ENTROPIC COMMUNICATIONS INC
39007 10/05/10 424218 JP MORGAN 60,000.00 9.700 582,000.00

PUR 9/29/10 29384R10 ENTROPIC COMMUNICATIONS INC
39007 10/05/10 424218 MERRIMAN/OTC 7,500.00 9.700 72,750.00

PUR 9/29/10 29384R10 ENTROPIC COMMUNICATIONS INC
39007 10/05/10 424218 PACIFIC CREST SECURITIES 7,500.00 9.700 72,750.00

PUR 9/29/10 29384R10 ENTROPIC COMMUNICATIONS INC
39007 10/05/10 424218 SIGNAL HILL CAPITAL 7,500.00 9.700 72,750.00

PUR 9/13/10 30068C10 EXCEL TRUST
52146 9/16/10 424165 ICAP CORPORATES LLC 100,000.00 11.521 1,000.00 1,153,110.00

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 9/01/10 THROUGH 9/30/10

COMMON PENSION FD A (5140) -Cont. PAGE: 51
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/21/10 30068C10 EXCEL TRUST
52146 9/24/10 424189 WILLIAMS CAPITAL GROUP 10,000.00 11.856 100.00 118,660.00

PUR 9/22/10 30068C10 EXCEL TRUST
52146 9/27/10 424193 WILLIAMS CAPITAL GROUP 15,000.00 11.761 150.00 176,565.00

PUR 9/27/10 31792310 FINISH LINE A
53637 9/30/10 424206 MERRIMAN/OTC 75,000.00 14.219 750.00 1,067,160.00

PUR 9/03/10 34484910 FOOT LOCKER INC
48395 9/09/10 424144 WILLIAMS CAPITAL GROUP 25,000.00 12.973 250.00 324,562.50

PUR 9/02/10 34637510 FORMFACTOR INC
25180 9/08/10 424140 LABRANCHE/0TC 15,000.00 7.296 150.00 109,585.50

PUR 9/02/10 34637510 FORMFACTOR INC
25180 9/08/10 424140 LIQUIDNET 10,000.00 7.290 200.00 73,100.00

PUR 9/21/10 34637510 FORMFACTOR INC
25180 9/24/10 424189 INSTINET (CUMBERLAND ADVISO 25,000.00 8.654 1,250.00 217,590.00

PUR 9/27/10 36955010 GENERAL DYNAMICS CORP
53087 9/30/10 424206 CABRERA 115,000.00 63.350 1,150.00 7,286,342.50

PUR 9/28/10 36955010 GENERAL DYNAMICS CORP
53087 10/01/10 424210 JACKSON SECS 85,000.00 62.674 850.00 5,328,165.50

PUR 9/29/10 38255010 GOODYEAR TIRE & RUBBER C0
37850 10/04/10 424214 WILLIAMS CAPITAL GROUP 15,000.00 10.919 150.00 163,932.00

PUR 9/02/10 40161710 GUESS? INC
51303 9/08/10 424140 BLAYLOCK ROBERT VAN LLC 10,000.00 34.049 100.00 340,593.00

PUR 9/02/10 41586410 HARSCO CORP.
17382 9/08/10 424140 ICAP CORPORATES LLC 100,000.00 22.478 1,000.00 2,248,760.00

PUR 9/16/10 42281910 HEIDRICK & STRUGGLES INTL
53469 9/21/10 424177 MERRIMAN/OTC 10,000.00 18.384 100.00 183,937.00

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 9/01/10 THROUGH 9/30/10

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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/02/10 42345210 HELMERICH & PAYNE, INC.
18074 9/08/10 424140 ICAP CORPORATES LLC 60,000.00 38.899 600.00 2,334,510.00

PUR 9/15/10 42782510 HERSHA HOSPITALITY TR
50440 9/20/10 424173 BMO CAPITAL MARKETS/EXECUTI 25,000.00 5.131 250.00 128,525.00

PUR 9/15/10 43707610 HOME DEPOT INC
9428 9/20/10 424173 BLAYLOCK ROBERT VAN LLC 40,000.00 29.840 400.00 1,193,988.00

PUR 9/16/10 43707610 HOME DEPOT INC
9428 9/21/10 424177 BMO CAPITAL MARKETS/EXECUTI 55,000.00 29.862 550.00 1,642,943.50

PUR 9/20/10 43730610 HOME PROPERTIES INC
52372 9/23/10 424185 WILLIAMS CAPITAL GROUP 25,000.00 53.117 250.00 1,328,175.00

PUR 9/21/10 43730610 HOME PROPERTIES INC
52372 9/24/10 424189 WILLIAMS CAPITAL GROUP 12,400.00 53.009 124.00 657,433.12

PUR 9/22/10 43730610 HOME PROPERTIES INC
52372 9/27/10 424193 WILLIAMS CAPITAL GROUP 12,600.00 52.952 126.00 667,314.90

PUR 9/23/10 43730610 HOME PROPERTIES INC
52372 9/28/10 424198 BLAYLOCK ROBERT VAN LLC 20,000.00 51.721 200.00 1,034,618.00

PUR 9/30/10 43730610 HOME PROPERTIES INC
52372 10/05/10 424220 WILLIAMS CAPITAL GROUP 20,000.00 52.948 200.00 1,059,154.00

PUR 9/29/10 44106M10 HOSPITALITY PROPERTIES TRUS
22455 10/04/10 424214 WILLIAMS CAPITAL GROUP 25,000.00 22.416 250.00 560,650.00

PUR 9/10/10 44565810 HUNT (JB) TRANSPORT SVCS IN
53393 9/15/10 424161 ITG (CHANNEL) 80,900.00 33.945 809.00 2,746,959.50

PUR 9/13/10 44565810 HUNT (JB) TRANSPORT SVCS IN
53393 9/16/10 424165 ITG (CHANNEL) 82,200.00 34.920 822.00 2,871,278.88

PUR 9/13/10 44565810 HUNT (JB) TRANSPORT SVCS IN
53393 9/16/10 424165 LIQUIDNET 36,900.00 34.890 738.00 1,288,179.00

S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

COMMON PENSION FD A (5140) -Cont. PAGE: 53
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/15/10 44565810 HUNT (JB) TRANSPORT SVCS IN
53393 9/20/10 424173 MERRIMAN/OTC 100,000.00 34.960 1,000.00 3,497,040.00

PUR 9/17/10 44565810 HUNT (JB) TRANSPORT SVCS IN
53393 9/22/10 424181 INSTINET (CUMBERLAND ADVISO 100,000.00 35.180 5,000.00 3,523,040.00

PUR 9/07/10 47758P30 JO-ANN STORES INC
53157 9/10/10 424148 BMO CAPITAL MARKETS/EXECUTI 8,000.00 42.141 80.00 337,204.00

PUR 9/20/10 48116510 JOY GLOBAL INC
53494 9/23/10 424185 INSTINET (CUMBERLAND ADVISO 38,000.00 68.947 1,900.00 2,621,901.20

PUR 9/22/10 48116510 JOY GLOBAL INC
53494 9/27/10 424193 LABRANCHE/0TC 22,000.00 70.183 220.00 1,544,239.40

PUR 9/24/10 48116510 JOY GLOBAL INC
53494 9/29/10 424202 ITG (CHANNEL) 50,000.00 70.239 500.00 3,512,430.00

PUR 9/24/10 48116510 JOY GLOBAL INC
53494 9/29/10 424202 LIQUIDNET 18,700.00 70.380 374.00 1,316,480.00

PUR 9/24/10 48116510 JOY GLOBAL INC
53494 9/29/10 424202 PULSE (BLOCK CROSS) 31,300.00 69.974 313.00 2,190,499.20

PUR 9/27/10 48116510 JOY GLOBAL INC
53494 9/30/10 424206 ITG (CHANNEL) 50,000.00 70.652 500.00 3,533,090.00

PUR 9/27/10 48116510 JOY GLOBAL INC
53494 9/30/10 424206 LABRANCHE/0TC 90,000.00 70.738 900.00 6,367,338.00

PUR 9/10/10 51509810 LANDSTAR SYSTEM
53394 9/15/10 424161 ITG (CHANNEL) 100.00 37.685 1.00 3,769.50

PUR 9/13/10 51509810 LANDSTAR SYSTEM
53394 9/16/10 424165 ITG (CHANNEL) 59,900.00 38.213 599.00 2,289,551.71

PUR 9/14/10 51509810 LANDSTAR SYSTEM
53394 9/17/10 424169 ITG (CHANNEL) 40,000.00 38.328 400.00 1,533,524.00

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 9/01/10 THROUGH 9/30/10

COMMON PENSION FD A (5140) -Cont. PAGE: 54
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/15/10 51509810 LANDSTAR SYSTEM
53394 9/20/10 424173 LABRANCHE/0TC 40,000.00 38.646 400.00 1,546,224.00

PUR 9/15/10 51509810 LANDSTAR SYSTEM
53394 9/20/10 424173 LIQUIDNET 10,000.00 38.250 200.00 382,700.00

PUR 9/17/10 51509810 LANDSTAR SYSTEM
53394 9/22/10 424181 INSTINET (CUMBERLAND ADVISO 100,000.00 38.917 5,000.00 3,896,650.00

PUR 9/08/10 51794210 LASALLE HOTEL PROPERTIES
43962 9/13/10 424153 WILLIAMS CAPITAL GROUP 25,000.00 22.268 250.00 556,950.00

PUR 9/15/10 52186330 LEAP WIRELESS INTERNATIONAL
35104 9/20/10 424173 LABRANCHE/0TC 150,000.00 11.421 1,500.00 1,714,650.00

PUR 9/15/10 52186330 LEAP WIRELESS INTERNATIONAL
35104 9/20/10 424173 MERRIMAN/OTC 150,000.00 11.460 1,500.00 1,720,500.00

PUR 9/16/10 52186330 LEAP WIRELESS INTERNATIONAL
35104 9/21/10 424177 LABRANCHE/0TC 100,000.00 11.396 1,000.00 1,140,560.00

PUR 9/16/10 52186330 LEAP WIRELESS INTERNATIONAL
35104 9/21/10 424177 MERRIMAN/OTC 100,000.00 11.370 1,000.00 1,137,980.00

PUR 9/28/10 52186330 LEAP WIRELESS INTERNATIONAL
35104 10/01/10 424210 INSTINET (PORTAL) 100,000.00 11.705 700.00 1,171,180.00

PUR 9/30/10 52186330 LEAP WIRELESS INTERNATIONAL
35104 10/05/10 424220 CREDIT SUISSE SEC (AES) 94,900.00 12.279 949.00 1,166,226.10

PUR 9/30/10 52186330 LEAP WIRELESS INTERNATIONAL
35104 10/05/10 424220 INSTINET (PORTAL) 33,100.00 12.032 231.70 398,504.14

PUR 9/30/10 52186330 LEAP WIRELESS INTERNATIONAL
35104 10/05/10 424220 ITG (CHANNEL) 92,000.00 12.171 920.00 1,120,688.80

PUR 9/22/10 53117210 LIBERTY PROPERTY TRUST
52412 9/27/10 424193 WILLIAMS CAPITAL GROUP 50,000.00 32.110 500.00 1,606,010.00

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 9/01/10 THROUGH 9/30/10

COMMON PENSION FD A (5140) -Cont. PAGE: 55
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/07/10 55616P10 MACY'S INC
45230 9/10/10 424148 CABRERA 50,000.00 20.486 500.00 1,024,815.00

PUR 9/17/10 55616P10 MACY'S INC
45230 9/22/10 424181 WILLIAMS CAPITAL GROUP 50,000.00 21.522 500.00 1,076,605.00

PUR 9/16/10 56418H10 MANPOWER INC
50999 9/21/10 424177 WILLIAMS CAPITAL GROUP 50,000.00 48.413 500.00 2,421,135.00

PUR 9/30/10 58333410 MEADWESTVACO CORP.
21865 10/05/10 424220 BMO CAPITAL MARKETS/EXECUTI 58,000.00 24.378 580.00 1,414,492.40

PUR 9/02/10 59513710 MICROSEMI CORP.
22161 9/08/10 424140 LABRANCHE/0TC 25,000.00 14.847 250.00 371,425.00

PUR 9/02/10 60972010 MONMOUTH REAL ESTATE INVT
50986 9/08/10 424140 WILLIAMS CAPITAL GROUP 5,000.00 7.302 50.00 36,559.00

PUR 9/03/10 60972010 MONMOUTH REAL ESTATE INVT
50986 9/09/10 424144 WILLIAMS CAPITAL GROUP 20,000.00 7.401 200.00 148,224.00

PUR 9/13/10 66680710 NORTHROP GRUMMAN CORP.
19452 9/16/10 424165 BMO CAPITAL MARKETS/EXECUTI 60,000.00 59.151 600.00 3,549,678.00

PUR 9/13/10 66680710 NORTHROP GRUMMAN CORP.
19452 9/16/10 424165 GRISWOLD COMPANY 117,000.00 58.990 1,170.00 6,902,941.50

PUR 9/17/10 66680710 NORTHROP GRUMMAN CORP.
19452 9/22/10 424181 MERIDIAN EQUITY PARTNERS 59,000.00 59.198 590.00 3,493,277.90

PUR 9/15/10 67622010 OFFICE DEPOT
51893 9/20/10 424173 WILLIAMS CAPITAL GROUP 50,000.00 4.081 500.00 204,555.00

PUR 9/27/10 67622010 OFFICE DEPOT
51893 9/30/10 424206 BMO CAPITAL MARKETS/EXECUTI 50,000.00 4.584 500.00 229,710.00

PUR 9/10/10 67958010 OLD DOMINION FREIGHT LINE I
53392 9/15/10 424161 LIQUIDNET 28,600.00 24.830 572.00 710,710.00

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 9/01/10 THROUGH 9/30/10

COMMON PENSION FD A (5140) -Cont. PAGE: 56
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/13/10 67958010 OLD DOMINION FREIGHT LINE I
53392 9/16/10 424165 ITG (CHANNEL) 121,400.00 25.411 1,214.00 3,086,133.68

PUR 9/15/10 67958010 OLD DOMINION FREIGHT LINE I
53392 9/20/10 424173 ITG (CHANNEL) 25,000.00 25.365 250.00 634,375.00

PUR 9/15/10 67958010 OLD DOMINION FREIGHT LINE I
53392 9/20/10 424173 LIQUIDNET 25,000.00 25.360 500.00 634,500.00

PUR 9/17/10 67958010 OLD DOMINION FREIGHT LINE I
53392 9/22/10 424181 INSTINET (CUMBERLAND ADVISO 100,000.00 26.155 5,000.00 2,620,540.00

PUR 9/15/10 69515610 PACKAGING CORP OF AMERICA
53454 9/20/10 424173 CABRERA 50,000.00 23.889 500.00 1,194,940.00

PUR 9/15/10 69515610 PACKAGING CORP OF AMERICA
53454 9/20/10 424173 PACIFIC AMERICAN SECURITIES 112,000.00 23.958 1,120.00 2,684,393.60

PUR 9/16/10 69515610 PACKAGING CORP OF AMERICA
53454 9/21/10 424177 GUZMAN & CO. 50,000.00 24.316 500.00 1,216,275.00

PUR 9/07/10 70816010 J.C. PENNEY CO INC
38304 9/10/10 424148 PACIFIC AMERICAN SECURITIES 25,000.00 21.006 250.00 525,402.50

PUR 9/01/10 73179V10 POLYPORE INTL INC
53791 9/02/10 424243 TRANSFERRED FROM 7,725.00 28.460 219,853.50

PUR 9/10/10 82704810 SILGAN HOLDINGS
52985 9/15/10 424161 ITG (CHANNEL) 25,000.00 31.519 250.00 788,215.00

PUR 9/10/10 82704810 SILGAN HOLDINGS
52985 9/15/10 424161 MERRIMAN/OTC 125,000.00 31.746 1,250.00 3,969,500.00

PUR 9/13/10 82704810 SILGAN HOLDINGS
52985 9/16/10 424165 ITG (CHANNEL) 50,000.00 32.118 500.00 1,606,380.00

PUR 9/13/10 84546710 SOUTHWESTERN ENERGY CO
46576 9/16/10 424165 ICAP CORPORATES LLC 100,000.00 33.028 1,000.00 3,303,800.00

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 9/01/10 THROUGH 9/30/10

COMMON PENSION FD A (5140) -Cont. PAGE: 57
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/17/10 85590A40 STARWOOD HOTELS & RESORTS
52413 9/22/10 424181 BMO CAPITAL MARKETS/EXECUTI 7,500.00 51.293 75.00 384,773.25

PUR 9/02/10 85837510 STEIN MART INC
51766 9/08/10 424140 LABRANCHE/0TC 10,000.00 7.949 100.00 79,591.00

PUR 9/02/10 85837510 STEIN MART INC
51766 9/08/10 424140 PULSE (BLOCK CROSS) 15,000.00 8.018 150.00 120,424.50

PUR 9/08/10 85837510 STEIN MART INC
51766 9/13/10 424153 ITG (CHANNEL) 18,000.00 7.933 180.00 142,968.60

PUR 9/08/10 85837510 STEIN MART INC
51766 9/13/10 424153 MERRIMAN/OTC 7,000.00 7.942 70.00 55,661.90

PUR 9/08/10 87416110 TALBOTS INC. (THE)
36685 9/13/10 424153 BMO CAPITAL MARKETS/EXECUTI 50,000.00 10.729 500.00 536,960.00

PUR 9/27/10 88320310 TEXTRON INC
53636 9/30/10 424206 GRISWOLD COMPANY 25,000.00 20.750 250.00 518,995.00

PUR 9/27/10 88320310 TEXTRON INC
53636 9/30/10 424206 ICAP CORPORATES LLC 100,000.00 20.756 1,000.00 2,076,600.00

PUR 9/27/10 88320310 TEXTRON INC
53636 9/30/10 424206 JACKSON SECS 100,000.00 20.746 1,000.00 2,075,600.00

PUR 9/27/10 88320310 TEXTRON INC
53636 9/30/10 424206 MERIDIAN EQUITY PARTNERS 100,000.00 20.772 1,000.00 2,078,220.00

PUR 9/28/10 88320310 TEXTRON INC
53636 10/01/10 424210 GRISWOLD COMPANY 205,000.00 20.640 2,050.00 4,233,209.00

PUR 9/28/10 88320310 TEXTRON INC
53636 10/01/10 424210 PRINCETON SECURITIES GROUP 230,000.00 20.628 2,300.00 4,746,740.00

PUR 9/30/10 88320310 TEXTRON INC
53636 10/05/10 424220 GRISWOLD COMPANY 100,000.00 20.632 1,000.00 2,064,210.00

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 9/01/10 THROUGH 9/30/10

COMMON PENSION FD A (5140) -Cont. PAGE: 58
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/30/10 88320310 TEXTRON INC
53636 10/05/10 424220 ICAP CORPORATES LLC 120,000.00 20.495 1,200.00 2,460,612.00

PUR 9/30/10 88320310 TEXTRON INC
53636 10/05/10 424220 MERIDIAN EQUITY PARTNERS 120,000.00 20.503 1,200.00 2,461,536.00

PUR 9/30/10 88320310 TEXTRON INC
53636 10/05/10 424220 PRINCETON SECURITIES GROUP 100,000.00 20.614 1,000.00 2,062,400.00

PUR 9/17/10 88579Y10 3M CO
22391 9/22/10 424181 BLAYLOCK ROBERT VAN LLC 60,000.00 85.702 600.00 5,142,702.00

PUR 9/20/10 88579Y10 3M CO
22391 9/23/10 424185 MERIDIAN EQUITY PARTNERS 140,000.00 87.195 1,400.00 12,208,700.00

PUR 9/28/10 88579Y10 3M CO
22391 10/01/10 424210 GRISWOLD COMPANY 50,000.00 86.813 500.00 4,341,155.00

PUR 9/30/10 88579Y10 3M CO
22391 10/05/10 424220 BLAYLOCK ROBERT VAN LLC 43,000.00 86.763 430.00 3,731,226.10

PUR 9/08/10 90265310 UDR INC
52558 9/13/10 424152 MERRILL LYNCH (RESEARCH) 12,500.00 20.350 254,375.00

PUR 9/08/10 90265310 UDR INC
52558 9/13/10 424152 WELLS FARGO SECURITIES 12,500.00 20.350 254,375.00

PUR 9/30/10 93114210 WAL-MART STORES, INC.
15929 10/05/10 424220 MERIDIAN EQUITY PARTNERS 100,000.00 53.668 1,000.00 5,367,840.00

PUR 9/30/10 97639130 WINTHROP REALTY TRUST
43956 10/05/10 424220 WILLIAMS CAPITAL GROUP 9,700.00 12.250 97.00 118,922.00

PUR 9/29/10 98156Q10 WORLD WRESTLING ENTERTAINME
36730 10/04/10 424214 WILLIAMS CAPITAL GROUP 10,000.00 13.851 100.00 138,605.00

PUR 9/08/10 98310W10 WYNDHAM WORLDWIDE
50304 9/13/10 424153 BMO CAPITAL MARKETS/EXECUTI 25,000.00 25.643 250.00 641,315.00

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 9/01/10 THROUGH 9/30/10

COMMON PENSION FD A (5140) -Cont. PAGE: 59
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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 9/20/10 98310W10 WYNDHAM WORLDWIDE
50304 9/23/10 424185 BLAYLOCK ROBERT VAN LLC 20,000.00 27.808 200.00 556,350.00

PUR 9/15/10 G2414010 COOPER INDUSTRIES PLC
48445 9/20/10 424173 BLAYLOCK ROBERT VAN LLC 36,000.00 45.185 360.00 1,627,034.40

PUR 9/15/10 G2414010 COOPER INDUSTRIES PLC
48445 9/20/10 424173 ICAP CORPORATES LLC 36,000.00 45.126 360.00 1,624,892.40

PUR 9/16/10 G2414010 COOPER INDUSTRIES PLC
48445 9/21/10 424177 BLAYLOCK ROBERT VAN LLC 40,000.00 45.340 400.00 1,813,984.00

PUR 9/16/10 G2414010 COOPER INDUSTRIES PLC
48445 9/21/10 424177 ICAP CORPORATES LLC 40,000.00 45.581 400.00 1,823,640.00

PUR 9/20/10 G2414010 COOPER INDUSTRIES PLC
48445 9/23/10 424185 ICAP CORPORATES LLC 110,000.00 47.678 1,100.00 5,245,647.00

PUR 9/22/10 G2414010 COOPER INDUSTRIES PLC
48445 9/27/10 424193 CABRERA 88,000.00 47.991 880.00 4,224,070.40

PUR 9/30/10 G2414010 COOPER INDUSTRIES PLC
48445 10/05/10 424220 GRISWOLD COMPANY 64,000.00 48.557 640.00 3,108,281.60

PUR 9/30/10 G2414010 COOPER INDUSTRIES PLC
48445 10/05/10 424220 PRINCETON SECURITIES GROUP 136,000.00 48.896 1,360.00 6,651,148.00

PUR 9/02/10 H8912P10 TYCO ELECTRONICS LTD
47546 9/08/10 424140 WILLIAMS CAPITAL GROUP 30,000.00 25.421 300.00 762,930.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 8,755,784.00 286,065,241.11
101,730.46
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 8,755,784.00 286,065,241.11
101,730.46

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 9/01/10 THROUGH 9/30/10

COMMON PENSION FD A (5140) -Cont. PAGE: 60
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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 9/27/10 00507V10 ACTIVISION BLIZZARD INC. 36.75
41749 9/30/10 424207 CREDIT SUISSE SEC (AES) 200,000.00 10.872 2,000.00 2,172,283.25 1,302,221.36

SALE 9/30/10 00846U10 AGILENT TECHNOLOGIES, INC. 13.94
17142 10/05/10 424221 BLAYLOCK ROBERT VAN LLC 25,000.00 32.976 250.00 824,146.06 202,934.33

SALE 9/17/10 01165910 ALASKA AIR GROUP INC 39.65
17215 9/22/10 424182 BMO CAPITAL MARKETS/EXECUTI 50,000.00 46.923 500.00 2,345,595.35 794,982.56

SALE 9/02/10 01736110 ALLEGHENY ENERGY, INC. 53.63
06156 9/08/10 424141 GRISWOLD COMPANY 135,000.00 23.504 1,350.00 3,171,622.87 -1,117,776.29

SALE 9/09/10 01736110 ALLEGHENY ENERGY, INC. 49.46
06156 9/14/10 424158 MERIDIAN EQUITY PARTNERS 125,000.00 23.412 1,250.00 2,925,250.54 -1,046,415.35

SALE 9/29/10 01736110 ALLEGHENY ENERGY, INC. 20.69
06156 10/04/10 424215 MERIDIAN EQUITY PARTNERS 50,000.00 24.480 500.00 1,223,489.31 -365,177.05

SALE 9/03/10 02360810 AMEREN CORP. 24.12
09159 9/09/10 424145 MERIDIAN EQUITY PARTNERS 50,000.00 28.544 500.00 1,426,655.88 -843,001.33

SALE 9/09/10 02360810 AMEREN CORP. 46.98
09159 9/14/10 424158 BLAYLOCK ROBERT VAN LLC 100,000.00 27.798 1,000.00 2,778,753.02 -1,760,561.40

SALE 9/13/10 02360810 AMEREN CORP. 42.62
09159 9/16/10 424166 JACKSON SECS 90,000.00 28.019 900.00 2,520,767.38 -1,564,615.60

SALE 9/28/10 02360810 AMEREN CORP. 23.90
09159 10/01/10 424211 PACIFIC AMERICAN SECURITIES 50,000.00 28.282 500.00 1,413,581.10 -856,076.11

SALE 9/29/10 02360810 AMEREN CORP. 24.04
09159 10/04/10 424215 GRISWOLD COMPANY 50,000.00 28.443 500.00 1,421,645.96 -848,011.25

SALE 9/28/10 02553710 AMERICAN ELECTRIC POWER CO. 30.92
04799 10/01/10 424211 STURDIVANT/EXECUTION 50,000.00 36.588 500.00 1,828,889.08 51,854.91

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 9/01/10 THROUGH 9/30/10

COMMON PENSION FD A (5140) -Cont. PAGE: 61
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/30/10 02553710 AMERICAN ELECTRIC POWER CO. 45.91
04799 10/05/10 424221 CASTLE OAK SECURITIES 75,000.00 36.216 750.00 2,715,366.59 49,815.33

SALE 9/29/10 03042010 AMERICAN WATER WORKS CO INC 7.86
40887 10/04/10 424215 BLAYLOCK ROBERT VAN LLC 20,000.00 23.246 200.00 464,706.14 39,050.31

SALE 9/02/10 03251110 ANADARKO PETROLEUM CORP 42.40
9798 9/08/10 424141 GRISWOLD COMPANY 50,000.00 50.170 500.00 2,507,967.60 363,624.86

SALE 9/15/10 03251110 ANADARKO PETROLEUM CORP 31.44
9798 9/20/10 424174 BLAYLOCK ROBERT VAN LLC 35,000.00 53.140 350.00 1,859,515.06 358,475.14

SALE 9/29/10 03251110 ANADARKO PETROLEUM CORP 48.67
9798 10/04/10 424215 MERIDIAN EQUITY PARTNERS 50,000.00 57.596 500.00 2,879,261.33 734,918.59

SALE 9/09/10 03265410 ANALOG DEVICES INC 4.87
15593 9/14/10 424158 BMO CAPITAL MARKETS/EXECUTI 10,000.00 28.804 100.00 287,931.13 121,117.93

SALE 9/30/10 03265410 ANALOG DEVICES INC 29.02
15593 10/05/10 424221 BLAYLOCK ROBERT VAN LLC 55,000.00 31.215 550.00 1,716,234.98 798,762.36

SALE 9/14/10 03748R10 APARTMENT INVEST. & MGMT. C 22.91
38056 9/17/10 424170 ICAP CORPORATES LLC 60,539.00 22.389 605.39 1,354,803.59 -148,630.39

SALE 9/30/10 03748R10 APARTMENT INVEST. & MGMT. C 18.14
38056 10/05/10 424221 WILLIAMS CAPITAL GROUP 50,000.00 21.461 500.00 1,072,546.86 -169,160.12

SALE 9/10/10 03761U10 APOLLO INVESTMENT CORP. 35.10
37900 9/15/10 424162 LABRANCHE/0TC 200,000.00 10.384 2,000.00 2,074,844.90 -2,049,120.44

SALE 9/09/10 03783310 APPLE INC 22.37
08785 9/14/10 424158 INSTINET (PORTAL) 5,000.00 264.62 35.00 1,323,070.63 1,074,972.95

SALE 9/29/10 03822210 APPLIED MATERIALS, INC. 4.96
5627 10/04/10 424215 LABRANCHE/0TC 25,000.00 11.731 250.00 293,017.54 101,141.08

SALE 9/30/10 03822210 APPLIED MATERIALS, INC. 19.47
5627 10/05/10 424221 CREDIT SUISSE SEC (AES) 100,000.00 11.520 1,000.00 1,151,000.53 383,494.69

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 9/01/10 THROUGH 9/30/10

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SALE 9/20/10 04622410 ASTEC INDUSTRIES INC. 18.88
38629 9/23/10 424186 INSTINET (CUMBERLAND ADVISO 39,404.00 28.338 1,970.20 1,114,629.65 -556,978.02

SALE 9/21/10 04622410 ASTEC INDUSTRIES INC. 16.43
38629 9/24/10 424190 INSTINET (CUMBERLAND ADVISO 34,170.00 28.446 1,708.50 970,264.64 -479,304.79

SALE 9/22/10 04622410 ASTEC INDUSTRIES INC. 1.86
38629 9/27/10 424194 INSTINET (CUMBERLAND ADVISO 3,995.00 27.500 199.75 109,660.89 -59,816.13

SALE 9/22/10 04622410 ASTEC INDUSTRIES INC. 6.04
38629 9/27/10 424194 LABRANCHE/0TC 13,000.00 27.483 130.00 357,148.16 -194,341.53

SALE 9/23/10 04622410 ASTEC INDUSTRIES INC. .01
38629 9/28/10 424199 LABRANCHE/0TC 10.00 27.500 .10 274.89 -149.33

SALE 9/24/10 04622410 ASTEC INDUSTRIES INC. 5.72
38629 9/29/10 424203 INSTINET (CUMBERLAND ADVISO 12,431.00 27.216 621.55 337,689.85 -189,661.56

SALE 9/24/10 04622410 ASTEC INDUSTRIES INC. 3.23
38629 9/29/10 424203 LABRANCHE/0TC 6,990.00 27.307 69.90 190,800.00 -105,731.76

SALE 9/02/10 04951310 ATMEL CORP. 5.16
14961 9/08/10 424141 MERRIMAN/OTC 50,000.00 6.100 500.00 304,504.84 39,168.10

SALE 9/21/10 04951310 ATMEL CORP. 3.09
14961 9/24/10 424190 INSTINET (CUMBERLAND ADVISO 25,000.00 7.308 1,250.00 181,446.91 48,778.54

SALE 9/28/10 04956010 ATMOS ENERGY CP 24.57
48223 10/01/10 424211 BMO CAPITAL MARKETS/EXECUTI 50,000.00 29.070 500.00 1,452,980.43 64,220.43

SALE 9/28/10 05615F10 BABCOCK & WILCOX CO NEW 36.23
52895 10/01/10 424211 INSTINET (PORTAL) 100,000.00 21.438 700.00 2,143,013.77 1,212,093.61

SALE 9/30/10 05722410 BAKER HUGHES INC 72.18
14400 10/05/10 424221 ICAP CORPORATES LLC 100,000.00 42.710 1,000.00 4,269,877.82 130,603.95

SALE 9/28/10 05849810 BALL CORP 47.33
8982 10/01/10 424211 CABRERA 47,000.00 59.586 470.00 2,800,024.67 291,888.50

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

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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SALE 9/16/10 06405810 BANK OF NEW YORK MELLON COR 25.95
37689 9/21/10 424178 GRISWOLD COMPANY 60,000.00 25.586 600.00 1,534,510.05 451,620.88

SALE 9/28/10 06405810 BANK OF NEW YORK MELLON COR 21.76
37689 10/01/10 424211 ICAP CORPORATES LLC 50,000.00 25.740 500.00 1,286,483.24 384,075.60

SALE 9/28/10 06405810 BANK OF NEW YORK MELLON COR 21.78
37689 10/01/10 424211 MERIDIAN EQUITY PARTNERS 50,000.00 25.769 500.00 1,287,938.22 385,530.58

SALE 9/24/10 07181310 BAXTER INTERNATIONAL INC 101.60
885 9/29/10 424203 STURDIVANT/EXECUTION 125,000.00 48.093 1,250.00 6,010,273.40 2,089,115.37

SALE 9/28/10 10112110 BOSTON PROPERTIES, INC. 18.49
38209 10/01/10 424211 WILLIAMS CAPITAL GROUP 13,000.00 84.141 130.00 1,093,681.91 1,061.81

SALE 9/10/10 10904310 BRIGGS & STRATTON CORP. 12.54
17216 9/15/10 424162 BMO CAPITAL MARKETS/EXECUTI 40,000.00 18.547 400.00 741,447.46 -482,481.69

SALE 9/28/10 10969610 BRINKS CO. (THE) 49.84
24933 10/01/10 424211 ICAP CORPORATES LLC 129,755.00 22.724 1,297.55 2,947,218.21 1,555,340.14

SALE 9/09/10 11132010 BROADCOM CORP. 14.39
10585 9/14/10 424158 INSTINET (PORTAL) 25,000.00 34.045 175.00 850,940.61 406,009.05

SALE 9/07/10 12120820 BURGER KING HOLDINGS, INC. 23.96
43150 9/10/10 424149 GRISWOLD COMPANY 60,000.00 23.620 600.00 1,416,558.04 19,371.04

SALE 9/07/10 12120820 BURGER KING HOLDINGS, INC. 23.96
43150 9/10/10 424149 ICAP CORPORATES LLC 60,000.00 23.620 600.00 1,416,576.04 19,389.04

SALE 9/28/10 12640810 CSX CORP 56.47
47056 10/01/10 424211 LOOP CAPITAL 60,000.00 55.688 600.00 3,340,605.53 833,388.90

SALE 9/27/10 12686C10 CABLEVISION SYSTEMS-NY GRP- 17.46
37985 9/30/10 424207 BLAYLOCK ROBERT VAN LLC 40,000.00 25.827 400.00 1,032,654.54 178,140.04

SALE 9/13/10 13442910 CAMPBELL SOUP CO. 51.64
41904 9/16/10 424166 BMO CAPITAL MARKETS/EXECUTI 85,000.00 35.942 850.00 3,054,185.36 183,831.24

S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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SALE 9/24/10 13442910 CAMPBELL SOUP CO. 33.58
41904 9/29/10 424203 BMO CAPITAL MARKETS/EXECUTI 55,000.00 36.119 550.00 1,985,955.92 128,667.96

SALE 9/27/10 13442910 CAMPBELL SOUP CO. 36.83
41904 9/30/10 424207 BMO CAPITAL MARKETS/EXECUTI 60,000.00 36.321 600.00 2,178,593.17 152,460.85

SALE 9/17/10 14965A10 CAVIUM NETWORKS INC. 4.62
37143 9/22/10 424182 MERRIMAN/OTC 10,000.00 27.283 100.00 272,720.38 51,669.97

SALE 9/09/10 15189T10 CENTERPOINT ENERGY, INC. 19.28
23623 9/14/10 424158 LOOP CAPITAL 75,000.00 15.206 750.00 1,139,665.72 -13,876.31

SALE 9/13/10 15189T10 CENTERPOINT ENERGY, INC. 7.72
23623 9/16/10 424166 CASTLE OAK SECURITIES 30,000.00 15.212 300.00 456,061.28 -5,355.53

SALE 9/28/10 15189T10 CENTERPOINT ENERGY, INC. 13.31
23623 10/01/10 424211 LOOP CAPITAL 50,000.00 15.745 500.00 786,711.69 17,683.67

SALE 9/30/10 16282510 CHECKPOINT SYSTEMS INC 3.36
02586 10/05/10 424221 WILLIAMS CAPITAL GROUP 10,000.00 19.878 100.00 198,675.64 44,232.83

SALE 9/30/10 16676410 CHEVRON CORP. 136.60
21041 10/05/10 424221 JACKSON SECS 100,000.00 80.824 1,000.00 8,081,213.40 4,786,073.81

SALE 9/16/10 17123210 CHUBB CORP. (THE) 58.05
18420 9/21/10 424178 ICAP CORPORATES LLC 60,000.00 57.240 600.00 3,433,723.95 2,341,593.64

SALE 9/28/10 17123210 CHUBB CORP. (THE) 48.40
18420 10/01/10 424211 GRISWOLD COMPANY 50,000.00 57.277 500.00 2,863,301.60 1,953,193.01

SALE 9/30/10 17275R10 CISCO SYSTEMS INC 36.71
14693 10/05/10 424221 CREDIT SUISSE SEC (AES) 100,000.00 21.717 1,000.00 2,170,633.29 1,063,729.85

SALE 9/27/10 18905410 CLOROX CO. (THE) 33.71
40872 9/30/10 424207 BLAYLOCK ROBERT VAN LLC 30,000.00 66.486 300.00 1,994,240.29 387,875.36

SALE 9/02/10 19421W10 COLLECTIVE BRANDS INC 3.33
47287 9/08/10 424141 WILLIAMS CAPITAL GROUP 15,000.00 13.111 150.00 196,514.67 -13,230.45

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

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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SALE 9/03/10 19421W10 COLLECTIVE BRANDS INC 5.36
47287 9/09/10 424145 WILLIAMS CAPITAL GROUP 25,000.00 12.669 250.00 316,459.64 -33,115.56

SALE 9/27/10 19421W10 COLLECTIVE BRANDS INC 17.60
47287 9/30/10 424207 BMO CAPITAL MARKETS/EXECUTI 65,000.00 16.016 650.00 1,040,385.40 131,489.88

SALE 9/30/10 20337210 COMMSCOPE INC. 9.97
36771 10/05/10 424221 WILLIAMS CAPITAL GROUP 25,000.00 23.584 250.00 589,335.03 -87,426.09

SALE 9/24/10 20588710 CONAGRA FOODS, INC. 84.31
9178 9/29/10 424203 ICAP CORPORATES LLC 230,000.00 21.690 2,300.00 4,986,338.69 983,097.48

SALE 9/27/10 20588710 CONAGRA FOODS, INC. 36.85
9178 9/30/10 424207 BLAYLOCK ROBERT VAN LLC 100,000.00 21.805 1,000.00 2,179,433.15 438,893.50

SALE 9/09/10 20825C10 CONOCOPHILLIPS 41.70
23444 9/14/10 424158 LOOP CAPITAL 45,000.00 54.825 450.00 2,466,615.30 752,693.80

SALE 9/28/10 20825C10 CONOCOPHILLIPS 52.34
23444 10/01/10 424211 WILLIAMS CAPITAL GROUP 55,000.00 56.305 550.00 3,096,178.16 1,001,385.22

SALE 9/30/10 20825C10 CONOCOPHILLIPS 53.54
23444 10/05/10 424221 STURDIVANT/EXECUTION 55,000.00 57.591 550.00 3,166,879.46 1,072,086.52

SALE 9/30/10 20854P10 CONSOL ENERGY INC 62.22
48840 10/05/10 424221 MERIDIAN EQUITY PARTNERS 100,000.00 36.814 1,000.00 3,680,337.78 -1,129,968.84

SALE 9/28/10 21037110 CONSTELLATION ENERGY GROUP 54.57
13235 10/01/10 424211 CASTLE OAK SECURITIES 100,000.00 32.290 1,000.00 3,227,915.43 -31,922.54

SALE 9/30/10 21037110 CONSTELLATION ENERGY GROUP 32.80
13235 10/05/10 424221 LOOP CAPITAL 60,000.00 32.347 600.00 1,940,163.20 -15,739.58

SALE 9/17/10 21079530 CONTINENTAL AIR 19.59
47013 9/22/10 424182 WILLIAMS CAPITAL GROUP 50,000.00 23.180 500.00 1,158,455.41 238,587.98

SALE 9/24/10 21079530 CONTINENTAL AIR 10.11
47013 9/29/10 424203 BLAYLOCK ROBERT VAN LLC 25,000.00 23.909 250.00 597,462.39 137,528.68

S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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SALE 9/27/10 21079530 CONTINENTAL AIR 10.27
47013 9/30/10 424207 WILLIAMS CAPITAL GROUP 25,000.00 24.290 250.00 606,979.73 147,046.02

SALE 9/21/10 21935010 CORNING INC. 7.47
23978 9/24/10 424190 BLAYLOCK ROBERT VAN LLC 25,000.00 17.660 250.00 441,242.53 47,878.53

SALE 9/30/10 21935010 CORNING INC. 7.67
23978 10/05/10 424221 BMO CAPITAL MARKETS/EXECUTI 25,000.00 18.139 250.00 453,212.33 59,848.33

SALE 9/28/10 22025Y40 CORRECTIONS CORP OF AMERICA 30.72
20024 10/01/10 424211 CASTLE OAK SECURITIES 76,000.00 23.915 760.00 1,816,779.68 1,029,183.50

SALE 9/15/10 22439910 CRANE CO. 38.33
06987 9/20/10 424174 MERIDIAN EQUITY PARTNERS 60,000.00 37.798 600.00 2,267,229.67 741,558.85

SALE 9/16/10 22439910 CRANE CO. 18.98
06987 9/21/10 424178 MERIDIAN EQUITY PARTNERS 30,000.00 37.418 300.00 1,122,209.02 359,373.61

SALE 9/16/10 22439910 CRANE CO. 41.10
06987 9/21/10 424178 PRINCETON SECURITIES GROUP 65,000.00 37.410 650.00 2,430,926.40 778,116.34

SALE 9/17/10 22439910 CRANE CO. 15.86
06987 9/22/10 424182 PRINCETON SECURITIES GROUP 25,000.00 37.524 250.00 937,821.64 302,125.46

SALE 9/30/10 23257210 CYMER INC 30.88
16861 10/05/10 424221 LABRANCHE/0TC 50,000.00 36.545 500.00 1,826,734.12 14,556.79

SALE 9/17/10 24736170 DELTA AIR LINES INC DEL 19.03
46316 9/22/10 424182 CABRERA 100,000.00 11.256 1,000.00 1,124,530.97 151,835.33

SALE 9/17/10 24736170 DELTA AIR LINES INC DEL 19.07
46316 9/22/10 424182 STURDIVANT/EXECUTION 100,000.00 11.279 1,000.00 1,126,870.93 154,175.29

SALE 9/28/10 25179M10 DEVON ENERGY CORPORATION 81.32
18029 10/01/10 424211 BLAYLOCK ROBERT VAN LLC 75,000.00 64.155 750.00 4,810,808.68 1,020,100.68

SALE 9/28/10 25271C10 DIAMOND OFFSHORE DRILLING, 81.80
31272 10/01/10 424211 WILLIAMS CAPITAL GROUP 75,000.00 64.532 750.00 4,839,053.20 279,157.12

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

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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SALE 9/09/10 25468710 WALT DISNEY CO. (THE) 57.73
15735 9/14/10 424158 BLAYLOCK ROBERT VAN LLC 100,000.00 34.159 1,000.00 3,414,812.27 932,199.81

SALE 9/30/10 25746U10 DOMINION RESOURCES, INC. 37.00
16212 10/05/10 424221 STURDIVANT/EXECUTION 50,000.00 43.783 500.00 2,188,613.00 987,729.75

SALE 9/08/10 27864210 EBAY INC 10.22
14885 9/13/10 424154 INSTINET (PORTAL) 25,000.00 24.186 175.00 604,452.28 -7,989.58

SALE 9/09/10 27874N10 ECHELON CORP. 19.22
16955 9/14/10 424158 MERRIMAN/OTC 140,000.00 8.123 1,400.00 1,135,800.78 -1,885,953.64

SALE 9/29/10 28140H10 EDUCATION REALTY TRUST INC 9.01
50616 10/04/10 424215 BMO CAPITAL MARKETS/EXECUTI 75,000.00 7.101 750.00 531,845.99 129,503.33

SALE 9/28/10 28336L10 EL PASO CORP. 10.30
19272 10/01/10 424211 BMO CAPITAL MARKETS/EXECUTI 50,000.00 12.179 500.00 608,429.70 -73,335.92

SALE 9/29/10 28336L10 EL PASO CORP. 10.50
19272 10/04/10 424215 PRINCETON SECURITIES GROUP 50,000.00 12.418 500.00 620,364.50 -61,401.12

SALE 9/28/10 29084Q10 EMCOR GROUP INC. 4.15
04884 10/01/10 424211 BLAYLOCK ROBERT VAN LLC 10,000.00 24.546 100.00 245,355.85 207,366.74

SALE 9/02/10 29101110 EMERSON ELECTRIC CO. 36.94
18169 9/08/10 424141 MERIDIAN EQUITY PARTNERS 45,000.00 48.566 450.00 2,184,992.06 728,130.48

SALE 9/10/10 29101110 EMERSON ELECTRIC CO. 46.28
18169 9/15/10 424162 STURDIVANT/EXECUTION 55,000.00 49.781 550.00 2,737,331.22 956,722.62

SALE 9/20/10 29101110 EMERSON ELECTRIC CO. 87.56
18169 9/23/10 424186 PRINCETON SECURITIES GROUP 100,000.00 51.808 1,000.00 5,179,712.44 1,942,242.25

SALE 9/22/10 29101110 EMERSON ELECTRIC CO. 87.44
18169 9/27/10 424194 GUZMAN & CO. 100,000.00 51.737 1,000.00 5,172,592.56 1,935,122.37

SALE 9/22/10 29476L10 EQUITY RESIDENTIAL PROPERTY 20.69
43888 9/27/10 424194 BLAYLOCK ROBERT VAN LLC 25,000.00 48.956 250.00 1,223,616.81 577,341.14

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 9/01/10 THROUGH 9/30/10

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SALE 9/23/10 29476L10 EQUITY RESIDENTIAL PROPERTY 12.28
43888 9/28/10 424199 BLAYLOCK ROBERT VAN LLC 15,000.00 48.411 150.00 726,004.22 338,238.82

SALE 9/28/10 29631510 ESCO TECHNOLOGIES INC. 27.70
17520 10/01/10 424211 JACKSON SECS 50,000.00 32.770 500.00 1,637,982.30 1,150,251.89

SALE 9/30/10 29742510 ESTERLINE TECHNOLOGIES CORP 9.66
23464 10/05/10 424221 BMO CAPITAL MARKETS/EXECUTI 10,000.00 57.140 100.00 571,288.34 332,804.49

SALE 9/03/10 30161N10 EXELON CORP. 35.53
18384 9/09/10 424145 MERIDIAN EQUITY PARTNERS 50,000.00 42.044 500.00 2,101,664.47 204,733.01

SALE 9/09/10 30161N10 EXELON CORP. 35.86
18384 9/14/10 424158 BMO CAPITAL MARKETS/EXECUTI 50,000.00 42.432 500.00 2,121,079.14 224,147.68

SALE 9/09/10 30231G10 EXXON MOBIL CORP. 41.29
15200 9/14/10 424158 WILLIAMS CAPITAL GROUP 40,000.00 61.072 400.00 2,442,430.71 1,422,647.41

SALE 9/28/10 30231G10 EXXON MOBIL CORP. 166.26
15200 10/01/10 424211 BLAYLOCK ROBERT VAN LLC 160,000.00 61.484 1,600.00 9,835,737.74 5,756,604.55

SALE 9/30/10 30231G10 EXXON MOBIL CORP. 104.54
15200 10/05/10 424221 PRINCETON SECURITIES GROUP 100,000.00 61.855 1,000.00 6,184,415.46 3,634,957.21

SALE 9/28/10 30249130 FMC CORP 56.73
53169 10/01/10 424211 WILLIAMS CAPITAL GROUP 50,000.00 67.129 500.00 3,355,883.27 254,249.46

SALE 9/29/10 30249U10 FMC TECHNOLOGIES INC 28.86
21639 10/04/10 424215 BMO CAPITAL MARKETS/EXECUTI 25,000.00 68.303 250.00 1,707,306.14 1,325,963.04

SALE 9/09/10 30294110 FTI CONSULTING INC 8.43
25298 9/14/10 424158 WILLIAMS CAPITAL GROUP 15,000.00 33.232 150.00 498,317.07 107,373.78

SALE 9/17/10 31428X10 FEDEX CORP 88.83
52038 9/22/10 424182 ICAP CORPORATES LLC 64,000.00 82.127 640.00 5,255,392.77 222,947.01

SALE 9/02/10 34341210 FLUOR CORP 51.50
26243 9/08/10 424141 BLAYLOCK ROBERT VAN LLC 65,000.00 46.874 650.00 3,046,095.50 887,852.86

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 9/01/10 THROUGH 9/30/10

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SALE 9/20/10 34341210 FLUOR CORP 70.38
26243 9/23/10 424186 BMO CAPITAL MARKETS/EXECUTI 85,000.00 48.993 850.00 4,163,442.12 1,341,124.82

SALE 9/30/10 34341210 FLUOR CORP 48.50
26243 10/05/10 424221 MERIDIAN EQUITY PARTNERS 58,000.00 49.472 580.00 2,868,741.70 942,925.19

SALE 9/29/10 34609170 FOREST OIL CORP. 17.66
32570 10/04/10 424215 BMO CAPITAL MARKETS/EXECUTI 35,000.00 29.847 350.00 1,044,266.84 70,199.52

SALE 9/28/10 35006010 FOSTER (LB) CO. CL A 3.18
37849 10/01/10 424211 ITG (CHANNEL) 6,436.00 29.225 64.36 188,023.27 -18,047.26

SALE 9/29/10 35006010 FOSTER (LB) CO. CL A 5.36
37849 10/04/10 424215 ITG (CHANNEL) 10,964.00 28.919 109.64 316,948.53 -34,101.38

SALE 9/30/10 35006010 FOSTER (LB) CO. CL A 1.27
37849 10/05/10 424221 ITG (CHANNEL) 2,600.00 28.760 26.00 74,747.69 -8,500.19

SALE 9/28/10 36159R10 GEO GROUP INC/THE 19.71
26588 10/01/10 424211 STURDIVANT/EXECUTION 50,000.00 23.315 500.00 1,165,230.29 728,002.11

SALE 9/30/10 36665110 GARTNER, INC. 12.33
11648 10/05/10 424221 BMO CAPITAL MARKETS/EXECUTI 25,000.00 29.182 250.00 729,285.17 211,600.25

SALE 9/09/10 37246010 GENUINE PARTS CO. 10.83
24582 9/14/10 424158 LOOP CAPITAL 15,000.00 42.709 150.00 640,480.17 190,374.91

SALE 9/30/10 37246010 GENUINE PARTS CO. 7.51
24582 10/05/10 424221 BMO CAPITAL MARKETS/EXECUTI 10,000.00 44.403 100.00 443,926.49 143,856.32

SALE 9/24/10 37291710 GENZYME CORP 48.42
06123 9/29/10 424203 LABRANCHE/0TC 40,000.00 71.621 400.00 2,864,375.58 813,926.79

SALE 9/27/10 38259P50 GOOGLE INC 90.40
33648 9/30/10 424207 CREDIT SUISSE SEC (AES) 10,000.00 534.89 100.00 5,348,755.60 1,193,871.91

SALE 9/30/10 39116410 GREAT PLAINS ENERGY INC. 16.01
43169 10/05/10 424221 PACIFIC AMERICAN SECURITIES 50,000.00 18.940 500.00 946,483.99 -11,838.51

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/30/10 41387510 HARRIS CORP. 14.95
04862 10/05/10 424221 BMO CAPITAL MARKETS/EXECUTI 20,000.00 44.221 200.00 884,197.05 519,298.96

SALE 9/29/10 42330P10 HELIX TECHNLGY 6.53
46430 10/04/10 424215 BMO CAPITAL MARKETS/EXECUTI 35,000.00 11.034 350.00 385,836.97 27,406.68

SALE 9/28/10 42345210 HELMERICH & PAYNE, INC. 50.00
18074 10/01/10 424211 ICAP CORPORATES LLC 75,000.00 39.441 750.00 2,957,275.00 643,862.27

SALE 9/15/10 42809H10 HESS CORP. 32.36
34089 9/20/10 424174 BLAYLOCK ROBERT VAN LLC 35,000.00 54.707 350.00 1,914,373.14 675,215.54

SALE 9/28/10 42809H10 HESS CORP. 73.97
34089 10/01/10 424211 GRISWOLD COMPANY 75,000.00 58.358 750.00 4,376,026.03 1,720,688.31

SALE 9/09/10 42823610 HEWLETT-PACKARD CO 32.84
12113 9/14/10 424158 MERIDIAN EQUITY PARTNERS 50,000.00 38.854 500.00 1,942,167.16 348,439.44

SALE 9/30/10 42823610 HEWLETT-PACKARD CO 53.14
12113 10/05/10 424221 GRISWOLD COMPANY 75,000.00 41.920 750.00 3,143,189.36 752,597.79

SALE 9/30/10 42823610 HEWLETT-PACKARD CO 53.10
12113 10/05/10 424221 PRINCETON SECURITIES GROUP 75,000.00 41.891 750.00 3,141,036.90 750,445.33

SALE 9/28/10 43575830 HOLLY CORP. 16.52
32035 10/01/10 424211 BMO CAPITAL MARKETS/EXECUTI 35,000.00 27.923 350.00 976,945.48 7,187.94

SALE 9/09/10 45666Q10 INFORMATICA CORP. 23.32
33384 9/14/10 424158 MERRIMAN/OTC 40,000.00 34.497 400.00 1,379,436.68 790,513.70

SALE 9/29/10 45814010 INTEL CORP 32.79
14861 10/04/10 424215 LABRANCHE/0TC 100,000.00 19.400 1,000.00 1,938,987.21 500,324.23

SALE 9/30/10 45814010 INTEL CORP 16.20
14861 10/05/10 424221 CREDIT SUISSE SEC (AES) 50,000.00 19.169 500.00 957,918.80 238,587.31

SALE 9/28/10 45822P10 INTEGRYS ENERGY GROUP INC 43.84
36551 10/01/10 424211 BLAYLOCK ROBERT VAN LLC 50,000.00 51.876 500.00 2,593,271.16 802,798.34

S T A T E O F N E W J E R S E Y 5140
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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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SALE 9/09/10 45920010 INTL BUSINESS MACHINES CORP 10.69
17139 9/14/10 424158 BMO CAPITAL MARKETS/EXECUTI 5,000.00 126.43 50.00 632,132.81 297,818.98

SALE 9/29/10 45920010 INTL BUSINESS MACHINES CORP 11.42
17139 10/04/10 424215 BLAYLOCK ROBERT VAN LLC 5,000.00 135.14 50.00 675,667.58 341,353.75

SALE 9/17/10 45990210 INTERNATIONAL GAME TECHNOLO 6.27
27625 9/22/10 424182 BLAYLOCK ROBERT VAN LLC 25,000.00 14.829 250.00 370,461.23 -245,051.16

SALE 9/16/10 46625H10 JP MORGAN CHASE & CO 58.64
19046 9/21/10 424178 GRISWOLD COMPANY 85,000.00 40.819 850.00 3,468,723.36 1,193,244.43

SALE 9/30/10 46631310 JABIL CIRCUIT, INC. 3.64
09153 10/05/10 424221 BMO CAPITAL MARKETS/EXECUTI 15,000.00 14.350 150.00 215,094.86 -74,632.75

SALE 9/09/10 47836610 JOHNSON CONTROLS INC 12.01
25520 9/14/10 424158 LOOP CAPITAL 25,000.00 28.422 250.00 710,292.99 195,512.94

SALE 9/30/10 47836610 JOHNSON CONTROLS INC 38.67
25520 10/05/10 424221 ICAP CORPORATES LLC 75,000.00 30.506 750.00 2,287,153.83 742,813.67

SALE 9/02/10 48203R10 JUNIPER NETWORKS, INC. 4.72
27530 9/08/10 424141 MERRIMAN/OTC 10,000.00 27.882 100.00 278,718.28 84,419.33

SALE 9/20/10 48242W10 KBR INC 40.48
37170 9/23/10 424186 WILLIAMS CAPITAL GROUP 100,000.00 23.951 1,000.00 2,394,009.52 1,038,429.87

SALE 9/28/10 48242W10 KBR INC 40.63
37170 10/01/10 424211 INSTINET (PORTAL) 100,000.00 24.041 700.00 2,403,349.37 1,047,769.72

SALE 9/30/10 48242W10 KBR INC 41.78
37170 10/05/10 424221 WILLIAMS CAPITAL GROUP 100,000.00 24.719 1,000.00 2,470,878.22 1,115,298.57

SALE 9/30/10 48248010 KLA-TENCOR CORPORATION 14.67
08730 10/05/10 424221 ITG (CHANNEL) 25,000.00 34.715 250.00 867,610.33 202,613.50

SALE 9/10/10 48658710 KAYDON CORP. 63.05
8467 9/15/10 424162 BLAYLOCK ROBERT VAN LLC 110,000.00 33.916 1,100.00 3,729,596.95 1,671,951.93

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D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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SALE 9/30/10 48658710 KAYDON CORP. 58.81
8467 10/05/10 424221 ICAP CORPORATES LLC 100,000.00 34.797 1,000.00 3,478,611.19 1,608,024.81

SALE 9/07/10 50025510 KOHLS CORP. 9.12
04751 9/10/10 424149 BMO CAPITAL MARKETS/EXECUTI 11,000.00 49.028 110.00 539,185.58 65,253.63

SALE 9/27/10 50104410 KROGER CO. (THE) 83.67
11118 9/30/10 424207 CREDIT SUISSE SEC (AES) 225,000.00 22.003 2,250.00 4,948,386.33 1,154,117.03

SALE 9/17/10 53117210 LIBERTY PROPERTY TRUST 5.44
52412 9/22/10 424182 BLAYLOCK ROBERT VAN LLC 10,000.00 32.166 100.00 321,555.56 7,911.45

SALE 9/13/10 53983010 LOCKHEED MARTIN CORP. 59.03
17689 9/16/10 424166 BLAYLOCK ROBERT VAN LLC 50,000.00 69.846 500.00 3,491,755.97 -89,405.42

SALE 9/17/10 53983010 LOCKHEED MARTIN CORP. 59.04
17689 9/22/10 424182 GRISWOLD COMPANY 50,000.00 69.863 500.00 3,492,610.96 -88,550.43

SALE 9/27/10 53983010 LOCKHEED MARTIN CORP. 122.53
17689 9/30/10 424207 PACIFIC AMERICAN SECURITIES 100,000.00 72.501 1,000.00 7,248,997.47 86,674.70

SALE 9/28/10 53983010 LOCKHEED MARTIN CORP. 73.10
17689 10/01/10 424211 PRINCETON SECURITIES GROUP 60,000.00 72.083 600.00 4,324,300.90 26,907.24

SALE 9/28/10 53983010 LOCKHEED MARTIN CORP. 182.76
17689 10/01/10 424211 STURDIVANT/EXECUTION 150,000.00 72.094 1,500.00 10,812,447.24 68,963.08

SALE 9/30/10 53983010 LOCKHEED MARTIN CORP. 48.31
17689 10/05/10 424221 BMO CAPITAL MARKETS/EXECUTI 40,000.00 71.463 400.00 2,858,051.69 -6,877.42

SALE 9/30/10 53983010 LOCKHEED MARTIN CORP. 120.82
17689 10/05/10 424221 MERIDIAN EQUITY PARTNERS 100,000.00 71.490 1,000.00 7,147,879.18 -14,443.60

SALE 9/30/10 54634710 LOUISIANA-PACIFIC CORP. 10.92
11007 10/05/10 424221 BLAYLOCK ROBERT VAN LLC 85,000.00 7.597 850.00 644,867.08 -1,006,123.86

SALE 9/30/10 54634710 LOUISIANA-PACIFIC CORP. 12.85
11007 10/05/10 424221 ICAP CORPORATES LLC 100,000.00 7.602 1,000.00 759,137.15 -1,183,205.14

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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SALE 9/15/10 54866110 LOWES COMPANIES, INC. 18.05
08635 9/20/10 424174 MERIDIAN EQUITY PARTNERS 50,000.00 21.351 500.00 1,067,046.95 318,032.40

SALE 9/16/10 54866110 LOWES COMPANIES, INC. 62.84
08635 9/21/10 424178 BLAYLOCK ROBERT VAN LLC 175,000.00 21.248 1,750.00 3,716,517.16 1,094,966.23

SALE 9/17/10 54866110 LOWES COMPANIES, INC. 53.63
08635 9/22/10 424182 BMO CAPITAL MARKETS/EXECUTI 150,000.00 21.156 1,500.00 3,171,801.37 924,757.72

SALE 9/28/10 54866110 LOWES COMPANIES, INC. 37.70
08635 10/01/10 424211 BMO CAPITAL MARKETS/EXECUTI 100,000.00 22.306 1,000.00 2,229,592.30 731,563.20

SALE 9/28/10 54866110 LOWES COMPANIES, INC. 18.82
08635 10/01/10 424211 GRISWOLD COMPANY 50,000.00 22.262 500.00 1,112,571.18 363,556.63

SALE 9/28/10 55353010 MSC INDUSTRIAL DIRECT CO., 26.89
26160 10/01/10 424211 WILLIAMS CAPITAL GROUP 30,000.00 53.028 300.00 1,590,507.11 789,039.86

SALE 9/28/10 56584910 MARATHON OIL CORP. 41.00
21604 10/01/10 424211 MERIDIAN EQUITY PARTNERS 75,000.00 32.343 750.00 2,424,949.00 1,247,178.58

SALE 9/15/10 59170810 METROPCS COMMUNICATIONS INC 16.41
40686 9/20/10 424174 GRISWOLD COMPANY 100,000.00 9.705 1,000.00 969,523.59 -721,136.43

SALE 9/15/10 59170810 METROPCS COMMUNICATIONS INC 16.44
40686 9/20/10 424174 ICAP CORPORATES LLC 100,000.00 9.723 1,000.00 971,283.56 -719,376.46

SALE 9/15/10 59170810 METROPCS COMMUNICATIONS INC 27.95
40686 9/20/10 424174 LOOP CAPITAL 170,000.00 9.728 1,700.00 1,652,049.05 -1,222,072.98

SALE 9/15/10 59170810 METROPCS COMMUNICATIONS INC 16.47
40686 9/20/10 424174 MERIDIAN EQUITY PARTNERS 100,000.00 9.745 1,000.00 973,433.53 -717,226.49

SALE 9/15/10 59170810 METROPCS COMMUNICATIONS INC 16.41
40686 9/20/10 424174 PRINCETON SECURITIES GROUP 100,000.00 9.708 1,000.00 969,753.59 -720,906.43

SALE 9/17/10 59170810 METROPCS COMMUNICATIONS INC 18.31
40686 9/22/10 424182 CASTLE OAK SECURITIES 115,000.00 9.417 1,150.00 1,081,832.69 -862,426.33

S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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SALE 9/17/10 59170810 METROPCS COMMUNICATIONS INC 18.34
40686 9/22/10 424182 JACKSON SECS 115,000.00 9.436 1,150.00 1,084,017.66 -860,241.36

SALE 9/24/10 59170810 METROPCS COMMUNICATIONS INC 17.06
40686 9/29/10 424203 CABRERA 100,000.00 10.090 1,000.00 1,008,002.94 -682,657.08

SALE 9/28/10 59170810 METROPCS COMMUNICATIONS INC 60.46
40686 10/01/10 424211 INSTINET (PORTAL) 350,000.00 10.221 2,450.00 3,574,944.54 -2,342,365.52

SALE 9/30/10 59170810 METROPCS COMMUNICATIONS INC 42.57
40686 10/05/10 424221 CREDIT SUISSE SEC (AES) 242,400.00 10.389 2,424.00 2,515,899.75 -1,582,260.13

SALE 9/30/10 59170810 METROPCS COMMUNICATIONS INC 1.35
40686 10/05/10 424221 INSTINET (DOMESTIC) 7,600.00 10.476 53.20 79,565.33 -48,924.83

SALE 9/27/10 59491810 MICROSOFT CORP. 167.81
18102 9/30/10 424207 CREDIT SUISSE SEC (AES) 400,000.00 24.823 4,000.00 9,925,192.19 7,675,118.94

SALE 9/09/10 59501710 MICROCHIP TECHNOLOGY INC 12.29
01561 9/14/10 424158 INSTINET (PORTAL) 25,000.00 29.084 175.00 726,920.21 11,538.34

SALE 9/29/10 59501710 MICROCHIP TECHNOLOGY INC 13.35
01561 10/04/10 424215 LABRANCHE/0TC 25,000.00 31.606 250.00 789,881.65 74,499.79

SALE 9/29/10 59513710 MICROSEMI CORP. 7.29
22161 10/04/10 424215 LABRANCHE/0TC 25,000.00 17.249 250.00 430,955.21 109,457.12

SALE 9/03/10 60467R10 MIRANT CORP. 8.84
37369 9/09/10 424145 BLAYLOCK ROBERT VAN LLC 50,000.00 10.457 500.00 522,351.16 -1,598,483.97

SALE 9/02/10 61023610 MONRO MUFFLER BRAKE INC 7.16
25297 9/08/10 424141 MERRIMAN/OTC 10,000.00 42.348 100.00 423,371.84 208,647.72

SALE 9/29/10 62010710 MOTRICITY 5.11
52337 10/04/10 424215 LABRANCHE/0TC 25,000.00 12.103 250.00 302,324.89 52,324.89

SALE 9/28/10 62671710 MURPHY OIL CORP. 51.64
23055 10/01/10 424211 PRINCETON SECURITIES GROUP 50,000.00 61.111 500.00 3,055,008.36 1,644,827.67

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D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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SALE 9/30/10 62886E10 NCR CORP 3.39
27835 10/05/10 424221 BMO CAPITAL MARKETS/EXECUTI 15,000.00 13.361 150.00 200,266.11 -4,006.78

SALE 9/28/10 62957910 NACCO INDUSTRIES, INC. 15.30
13719 10/01/10 424211 WILLIAMS CAPITAL GROUP 10,000.00 90.507 100.00 904,950.70 19,811.64

SALE 9/29/10 62957910 NACCO INDUSTRIES, INC. .47
13719 10/04/10 424215 ITG (CHANNEL) 305.00 89.374 3.05 27,255.67 258.93

SALE 9/29/10 62957910 NACCO INDUSTRIES, INC. 20.41
13719 10/04/10 424215 WILLIAMS CAPITAL GROUP 13,631.00 88.590 136.31 1,207,412.21 879.16

SALE 9/30/10 62957910 NACCO INDUSTRIES, INC. 3.70
13719 10/05/10 424221 WILLIAMS CAPITAL GROUP 2,460.00 88.962 24.60 218,817.97 1,073.76

SALE 9/29/10 63618010 NATIONAL FUEL GAS CO. 21.83
41779 10/04/10 424215 BLAYLOCK ROBERT VAN LLC 25,000.00 51.664 250.00 1,291,330.67 18,379.67

SALE 9/28/10 63707110 NATIONAL OILWELL VARCO INC 37.17
34243 10/01/10 424211 BMO CAPITAL MARKETS/EXECUTI 50,000.00 43.987 500.00 2,198,792.83 497,283.66

SALE 9/08/10 63741710 NATIONAL RETAIL PROPERTIES 10.55
40627 9/13/10 424154 STURDIVANT/EXECUTION 25,000.00 24.950 250.00 623,496.95 152,612.07

SALE 9/02/10 65122910 NEWELL RUBBERMAID INC. 7.12
22814 9/08/10 424141 WILLIAMS CAPITAL GROUP 27,000.00 15.599 270.00 420,906.68 -21,715.46

SALE 9/20/10 65122910 NEWELL RUBBERMAID INC. 8.93
22814 9/23/10 424186 BLAYLOCK ROBERT VAN LLC 30,000.00 17.602 300.00 527,760.07 35,957.70

SALE 9/27/10 65122910 NEWELL RUBBERMAID INC. 15.02
22814 9/30/10 424207 BMO CAPITAL MARKETS/EXECUTI 50,000.00 17.774 500.00 888,204.98 68,534.36

SALE 9/28/10 65122910 NEWELL RUBBERMAID INC. 22.71
22814 10/01/10 424211 BLAYLOCK ROBERT VAN LLC 75,000.00 17.913 750.00 1,342,724.79 113,218.85

SALE 9/28/10 65122910 NEWELL RUBBERMAID INC. 15.03
22814 10/01/10 424211 BMO CAPITAL MARKETS/EXECUTI 50,000.00 17.782 500.00 888,594.97 68,924.35

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D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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SALE 9/29/10 65129010 NEWFIELD EXPLORATION CO. 33.69
41696 10/04/10 424215 BLAYLOCK ROBERT VAN LLC 35,000.00 56.947 350.00 1,992,771.81 415,201.78

SALE 9/27/10 65248E10 NEWS CORP - CL A 34.53
50697 9/30/10 424207 GRISWOLD COMPANY 150,000.00 13.617 1,500.00 2,041,075.47 9,680.65

SALE 9/27/10 65248E10 NEWS CORP - CL A 34.45
50697 9/30/10 424207 PRINCETON SECURITIES GROUP 150,000.00 13.590 1,500.00 2,036,890.55 5,495.73

SALE 9/09/10 65473P10 NISOURCE INC. 28.86
21076 9/14/10 424158 ICAP CORPORATES LLC 100,000.00 17.074 1,000.00 1,706,381.14 -499,610.26

SALE 9/28/10 65473P10 NISOURCE INC. 21.99
21076 10/01/10 424211 WILLIAMS CAPITAL GROUP 75,000.00 17.348 750.00 1,300,335.51 -354,158.04

SALE 9/30/10 65473P10 NISOURCE INC. 22.06
21076 10/05/10 424221 PRINCETON SECURITIES GROUP 75,000.00 17.403 750.00 1,304,475.44 -350,018.11

SALE 9/28/10 65584410 NORFOLK SOUTHERN CORP. 49.98
44991 10/01/10 424211 BLAYLOCK ROBERT VAN LLC 50,000.00 59.139 500.00 2,956,385.02 778,484.40

SALE 9/28/10 66439710 NORTHEAST UTILITIES 25.06
29097 10/01/10 424211 BLAYLOCK ROBERT VAN LLC 50,000.00 29.652 500.00 1,482,094.94 241,473.70

SALE 9/27/10 66680710 NORTHROP GRUMMAN CORP. 50.99
19452 9/30/10 424207 CASTLE OAK SECURITIES 50,000.00 60.343 500.00 3,016,604.01 221,500.50

SALE 9/27/10 66680710 NORTHROP GRUMMAN CORP. 77.56
19452 9/30/10 424207 LOOP CAPITAL 76,000.00 60.380 760.00 4,588,065.24 339,507.90

SALE 9/27/10 66680710 NORTHROP GRUMMAN CORP. 51.10
19452 9/30/10 424207 STURDIVANT/EXECUTION 50,000.00 60.462 500.00 3,022,538.90 227,435.39

SALE 9/28/10 66680710 NORTHROP GRUMMAN CORP. 121.18
19452 10/01/10 424211 INSTINET (PORTAL) 119,475.00 60.011 836.33 7,168,880.61 489,980.77

SALE 9/28/10 66680710 NORTHROP GRUMMAN CORP. 30.95
19452 10/01/10 424211 PULSE (BLOCK CROSS) 30,525.00 59.989 305.25 1,830,821.92 124,411.23

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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SALE 9/30/10 67020Y10 NUANCE COMMUNICATIONS, INC. 13.10
32148 10/05/10 424221 LABRANCHE/0TC 50,000.00 15.503 500.00 774,636.90 382,766.40

SALE 9/24/10 67066G10 NVIDIA CORP 50.29
34698 9/29/10 424203 INSTINET (PORTAL) 250,000.00 11.903 1,750.00 2,973,874.71 -1,329,312.18

SALE 9/24/10 67066G10 NVIDIA CORP 40.05
34698 9/29/10 424203 ITG (CHANNEL) 200,000.00 11.848 2,000.00 2,367,599.95 -1,074,949.57

SALE 9/24/10 67066G10 NVIDIA CORP 20.07
34698 9/29/10 424203 LIQUIDNET 100,000.00 11.875 2,000.00 1,185,479.93 -535,794.83

SALE 9/29/10 67083710 OGE ENERGY CORP 33.77
49628 10/04/10 424215 BMO CAPITAL MARKETS/EXECUTI 50,000.00 39.954 500.00 1,997,171.23 274,516.23

SALE 9/30/10 67104410 OSI SYSTEMS INC 3.06
38489 10/05/10 424221 LABRANCHE/0TC 5,000.00 36.227 50.00 181,079.44 59,308.90

SALE 9/09/10 67459910 OCCIDENTAL PETROLEUM CORP. 32.81
8422 9/14/10 424158 LOOP CAPITAL 25,000.00 77.656 250.00 1,941,122.19 1,411,765.92

SALE 9/29/10 67459910 OCCIDENTAL PETROLEUM CORP. 84.26
8422 10/04/10 424215 GRISWOLD COMPANY 65,000.00 76.700 650.00 4,984,752.74 3,608,426.43

SALE 9/30/10 67459910 OCCIDENTAL PETROLEUM CORP. 52.44
8422 10/05/10 424221 CABRERA 40,000.00 77.565 400.00 3,102,147.56 2,255,177.52

SALE 9/28/10 67523210 OCEANEERING INTERNATIONAL, 22.43
20025 10/01/10 424211 MERRIMAN/OTC 25,000.00 53.078 250.00 1,326,667.57 203,141.64

SALE 9/29/10 67555N20 OCLARO INC 4.39
51789 10/04/10 424215 LABRANCHE/0TC 16,201.00 16.030 162.01 259,540.49 36,185.71

SALE 9/09/10 68191910 OMNICOM GROUP INC. 6.27
23111 9/14/10 424158 WILLIAMS CAPITAL GROUP 10,000.00 37.080 100.00 370,688.73 63,516.36

SALE 9/30/10 68218910 ON SEMICONDUCTOR CORP. 6.08
35933 10/05/10 424221 PULSE (BLOCK CROSS) 50,000.00 7.185 500.00 358,743.92 -90,872.58

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 9/01/10 THROUGH 9/30/10

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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/28/10 68964810 OTTER TAIL CORP. 8.62
22267 10/01/10 424211 LABRANCHE/0TC 25,000.00 20.408 250.00 509,936.38 -244,136.58

SALE 9/29/10 68964810 OTTER TAIL CORP. 8.62
22267 10/04/10 424215 LABRANCHE/0TC 25,000.00 20.393 250.00 509,561.38 -244,511.57

SALE 9/28/10 69349H10 PNM RESOURCES, INC. 4.83
21606 10/01/10 424211 CABRERA 25,000.00 11.411 250.00 285,012.67 12,381.31

SALE 9/10/10 69642930 PALL CORP. 63.28
02312 9/15/10 424162 ICAP CORPORATES LLC 100,000.00 37.440 1,000.00 3,742,926.72 1,490,674.31

SALE 9/28/10 70348110 PATTERSON-UTI ENERGY INC 14.21
20511 10/01/10 424211 MERRIMAN/OTC 50,000.00 16.811 500.00 840,030.79 115,791.95

SALE 9/10/10 70975410 PENWEST PHARMACEUTICALS CO. 8.42
33477 9/15/10 424162 LABRANCHE/0TC 100,000.00 4.980 1,000.00 496,991.58 -1,738,290.92

SALE 9/03/10 71329110 PEPCO HOLDINGS, INC. 15.57
23236 9/09/10 424145 BLAYLOCK ROBERT VAN LLC 50,000.00 18.424 500.00 920,674.43 -222,747.59

SALE 9/09/10 71329110 PEPCO HOLDINGS, INC. 30.76
23236 9/14/10 424158 BLAYLOCK ROBERT VAN LLC 100,000.00 18.196 1,000.00 1,818,579.24 -468,264.80

SALE 9/28/10 71329110 PEPCO HOLDINGS, INC. 15.76
23236 10/01/10 424211 BMO CAPITAL MARKETS/EXECUTI 50,000.00 18.646 500.00 931,759.24 -211,662.78

SALE 9/29/10 71329110 PEPCO HOLDINGS, INC. 15.87
23236 10/04/10 424215 ICAP CORPORATES LLC 50,000.00 18.769 500.00 937,954.13 -205,467.89

SALE 9/30/10 71404610 PERKINELMER, INC. 7.80
14991 10/05/10 424221 BLAYLOCK ROBERT VAN LLC 20,000.00 23.070 200.00 461,186.20 131,597.27

SALE 9/02/10 74153Q10 PRIDE INTERNATIONAL INC. 34.98
20937 9/08/10 424141 ICAP CORPORATES LLC 80,000.00 25.870 800.00 2,068,773.02 272,467.17

SALE 9/09/10 74153Q10 PRIDE INTERNATIONAL INC. 22.17
20937 9/14/10 424158 GRISWOLD COMPANY 50,000.00 26.229 500.00 1,310,927.83 188,236.67

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 9/01/10 THROUGH 9/30/10

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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/13/10 74271810 PROCTER & GAMBLE CO. 86.74
18451 9/16/10 424166 CABRERA 85,000.00 60.379 850.00 5,131,286.76 3,178,114.89

SALE 9/27/10 74271810 PROCTER & GAMBLE CO. 51.72
18451 9/30/10 424207 WILLIAMS CAPITAL GROUP 50,000.00 61.201 500.00 3,059,498.28 1,910,573.65

SALE 9/09/10 74752510 QUALCOMM INC. 34.42
03288 9/14/10 424158 INSTINET (PORTAL) 50,000.00 40.731 350.00 2,036,160.58 666,556.73

SALE 9/17/10 74752510 QUALCOMM INC. 10.83
03288 9/22/10 424182 MERRIMAN/OTC 15,000.00 42.700 150.00 640,339.17 229,458.01

SALE 9/29/10 74752510 QUALCOMM INC. 7.49
03288 10/04/10 424215 LABRANCHE/0TC 10,000.00 44.312 100.00 443,010.51 169,089.74

SALE 9/30/10 74752510 QUALCOMM INC. 76.50
03288 10/05/10 424221 ITG (CHANNEL) 100,000.00 45.263 1,000.00 4,525,253.50 1,786,045.80

SALE 9/09/10 75025N10 RADIANT SYSTEMS, INC. 29.11
24686 9/14/10 424158 MERRIMAN/OTC 100,000.00 17.221 1,000.00 1,721,020.89 752,374.81

SALE 9/28/10 76075910 REPUBLIC SERVICES, INC. 37.73
43998 10/01/10 424211 INSTINET (PORTAL) 75,000.00 29.767 525.00 2,231,924.77 312,268.52

SALE 9/28/10 77938210 ROWAN COMPANIES INC. 24.99
9463 10/01/10 424211 WILLIAMS CAPITAL GROUP 50,000.00 29.570 500.00 1,477,990.01 284,133.93

SALE 9/01/10 78415310 SFN GROUP INC 9.37
50930 9/07/10 424137 ICAP CORPORATES LLC 100,000.00 5.540 1,000.00 553,030.63 84,840.91

SALE 9/22/10 78440X10 SL GREEN REALTY CORP. 26.87
43964 9/27/10 424194 WILLIAMS CAPITAL GROUP 25,000.00 63.593 250.00 1,589,540.63 607,901.72

SALE 9/28/10 78463510 SPX CORP. 52.62
40941 10/01/10 424211 PACIFIC AMERICAN SECURITIES 50,000.00 62.267 500.00 3,112,797.38 -1,159,005.95

SALE 9/30/10 78463510 SPX CORP. 53.22
40941 10/05/10 424221 MERIDIAN EQUITY PARTNERS 50,000.00 62.980 500.00 3,148,461.78 -1,123,341.56

S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/17/10 78477410 STEC INC 2.24
36683 9/22/10 424182 MERRIMAN/OTC 10,000.00 13.227 100.00 132,170.76 35,440.26

SALE 9/30/10 78477410 STEC INC 3.16
36683 10/05/10 424221 LABRANCHE/0TC 15,000.00 12.468 150.00 186,868.34 41,772.58

SALE 9/30/10 80306210 SAPIENT CORPORATION 2.03
34153 10/05/10 424221 LABRANCHE/0TC 10,000.00 11.985 100.00 119,747.97 65,428.47

SALE 9/13/10 80311110 SARA LEE CORP. 23.71
18079 9/16/10 424166 PRINCETON SECURITIES GROUP 100,000.00 14.025 1,000.00 1,401,446.29 463,161.41

SALE 9/13/10 80311110 SARA LEE CORP. 9.47
18079 9/16/10 424166 STURDIVANT/EXECUTION 40,000.00 13.998 400.00 559,506.53 184,192.58

SALE 9/27/10 80311110 SARA LEE CORP. 17.44
18079 9/30/10 424207 WILLIAMS CAPITAL GROUP 75,000.00 13.755 750.00 1,030,872.56 327,158.90

SALE 9/28/10 81685110 SEMPRA ENERGY 45.38
10435 10/01/10 424211 BLAYLOCK ROBERT VAN LLC 50,000.00 53.697 500.00 2,684,319.62 1,387,778.01

SALE 9/28/10 82028010 SHAW GROUP INC (THE) 34.48
35105 10/01/10 424211 INSTINET (PORTAL) 60,600.00 33.663 424.20 2,039,507.00 569,881.78

SALE 9/28/10 82028010 SHAW GROUP INC (THE) 11.12
35105 10/01/10 424211 LIQUIDNET 19,400.00 33.910 388.00 657,454.88 186,980.80

SALE 9/13/10 82880610 SIMON PROPERTY GROUP, INC. 19.24
15419 9/16/10 424166 BLAYLOCK ROBERT VAN LLC 12,000.00 94.863 120.00 1,138,214.36 418,147.78

SALE 9/16/10 82880610 SIMON PROPERTY GROUP, INC. 40.06
15419 9/21/10 424178 BMO CAPITAL MARKETS/EXECUTI 25,000.00 94.799 250.00 2,369,689.94 869,551.24

SALE 9/20/10 82880610 SIMON PROPERTY GROUP, INC. 40.79
15419 9/23/10 424186 BMO CAPITAL MARKETS/EXECUTI 25,000.00 96.534 250.00 2,413,051.71 912,913.01

SALE 9/21/10 82880610 SIMON PROPERTY GROUP, INC. 8.16
15419 9/24/10 424190 WILLIAMS CAPITAL GROUP 5,000.00 96.556 50.00 482,720.84 182,693.10

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 9/01/10 THROUGH 9/30/10

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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/23/10 82880610 SIMON PROPERTY GROUP, INC. 23.78
15419 9/28/10 424199 BLAYLOCK ROBERT VAN LLC 15,000.00 93.785 150.00 1,406,601.22 506,518.00

SALE 9/24/10 83269640 JM SMUCKER CO/THE 51.60
43751 9/29/10 424203 BMO CAPITAL MARKETS/EXECUTI 50,000.00 61.056 500.00 3,052,223.40 2,352,791.03

SALE 9/10/10 83303410 SNAP-ON INC. 45.12
15482 9/15/10 424162 PRINCETON SECURITIES GROUP 60,000.00 44.487 600.00 2,668,598.88 1,072,923.34

SALE 9/29/10 84546710 SOUTHWESTERN ENERGY CO 28.51
46576 10/04/10 424215 WILLIAMS CAPITAL GROUP 50,000.00 33.738 500.00 1,686,366.49 -284,375.67

SALE 9/28/10 84756010 SPECTRA ENERGY CORP. 33.67
36167 10/01/10 424211 WILLIAMS CAPITAL GROUP 90,000.00 22.136 900.00 1,991,315.33 50,290.94

SALE 9/29/10 84756010 SPECTRA ENERGY CORP. 19.05
36167 10/04/10 424215 MERIDIAN EQUITY PARTNERS 50,000.00 22.541 500.00 1,126,535.95 48,189.06

SALE 9/28/10 85503010 STAPLES, INC. 8.79
11011 10/01/10 424211 MERRIMAN/OTC 25,000.00 20.804 250.00 519,841.21 180,377.30

SALE 9/30/10 86459610 SUCCESSFACTORS INC 10.52
48952 10/05/10 424221 LABRANCHE/0TC 25,000.00 24.897 250.00 622,169.48 228,759.55

SALE 9/28/10 86764P10 SUNOCO, INC. 17.63
32159 10/01/10 424211 CASTLE OAK SECURITIES 30,000.00 34.757 300.00 1,042,377.37 -44,022.04

SALE 9/09/10 86858W10 SUPPORT.COM INC 1.18
47689 9/14/10 424158 LIQUIDNET 15,000.00 4.650 150.00 69,598.82 -32,417.20

SALE 9/09/10 86858W10 SUPPORT.COM INC 6.53
47689 9/14/10 424158 MERRIMAN/OTC 85,000.00 4.542 850.00 385,238.97 -192,851.80

SALE 9/30/10 87237510 TECO ENERGY, INC. 14.56
13054 10/05/10 424221 WILLIAMS CAPITAL GROUP 50,000.00 17.228 500.00 860,860.44 206,315.92

SALE 9/27/10 87254010 TJX COMPANIES, INC. (THE) 3.81
20657 9/30/10 424207 BMO CAPITAL MARKETS/EXECUTI 5,000.00 45.037 50.00 225,131.69 131,161.23

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 9/01/10 THROUGH 9/30/10

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SALE 9/02/10 87612E10 TARGET CORP. 5.35
15577 9/08/10 424141 WILLIAMS CAPITAL GROUP 6,000.00 52.718 60.00 316,244.45 153,541.44

SALE 9/27/10 87612E10 TARGET CORP. 46.03
15577 9/30/10 424207 BLAYLOCK ROBERT VAN LLC 50,000.00 54.470 500.00 2,722,963.97 1,367,105.52

SALE 9/28/10 87612E10 TARGET CORP. 45.60
15577 10/01/10 424211 BMO CAPITAL MARKETS/EXECUTI 50,000.00 53.956 500.00 2,697,264.40 1,341,405.95

SALE 9/29/10 87612E10 TARGET CORP. 9.08
15577 10/04/10 424215 WILLIAMS CAPITAL GROUP 10,000.00 53.680 100.00 536,686.92 265,515.23

SALE 9/30/10 87612E10 TARGET CORP. 90.79
15577 10/05/10 424221 ICAP CORPORATES LLC 100,000.00 53.717 1,000.00 5,370,589.21 2,658,872.32

SALE 9/15/10 87986810 TEMPLE-INLAND INC 16.83
50529 9/20/10 424174 CABRERA 50,000.00 19.907 500.00 994,838.17 67,758.88

SALE 9/15/10 87986810 TEMPLE-INLAND INC 16.80
50529 9/20/10 424174 CASTLE OAK SECURITIES 50,000.00 19.879 500.00 993,423.20 66,343.90

SALE 9/15/10 87986810 TEMPLE-INLAND INC 16.82
50529 9/20/10 424174 GUZMAN & CO. 50,000.00 19.895 500.00 994,243.18 67,163.88

SALE 9/15/10 87986810 TEMPLE-INLAND INC 16.80
50529 9/20/10 424174 JACKSON SECS 50,000.00 19.879 500.00 993,453.20 66,373.91

SALE 9/15/10 87986810 TEMPLE-INLAND INC 16.78
50529 9/20/10 424174 STURDIVANT/EXECUTION 50,000.00 19.856 500.00 992,283.22 65,203.93

SALE 9/30/10 88250810 TEXAS INSTRUMENTS INC. 11.39
18069 10/05/10 424221 BLAYLOCK ROBERT VAN LLC 25,000.00 26.946 250.00 673,396.11 362,787.67

SALE 9/24/10 88338T10 THERAVANCE INC. 52.52
40362 9/29/10 424203 INSTINET (PORTAL) 163,282.00 19.030 1,142.97 3,106,093.63 1,339,562.93

SALE 9/24/10 88338T10 THERAVANCE INC. 4.85
40362 9/29/10 424203 LIQUIDNET 15,000.00 19.110 300.00 286,345.15 124,061.74

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 9/01/10 THROUGH 9/30/10

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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/27/10 88338T10 THERAVANCE INC. 10.16
40362 9/30/10 424207 INSTINET (PORTAL) 31,718.00 18.951 222.03 600,865.14 257,711.45

SALE 9/30/10 88355610 THERMO ELECTRON CORP. 20.27
32882 10/05/10 424221 WILLIAMS CAPITAL GROUP 25,000.00 47.964 250.00 1,198,817.23 387,991.55

SALE 9/30/10 88516010 THOR INDUSTRIES, INC. 2.80
15535 10/05/10 424221 BLAYLOCK ROBERT VAN LLC 5,000.00 33.133 50.00 165,610.70 132,000.82

SALE 9/02/10 88580F10 3PAR INC 27.71
47741 9/08/10 424141 MERIDIAN EQUITY PARTNERS 50,000.00 32.790 500.00 1,638,972.29 1,160,227.04

SALE 9/02/10 88580F10 3PAR INC 83.19
47741 9/08/10 424141 PRINCETON SECURITIES GROUP 150,000.00 32.814 1,500.00 4,920,531.81 3,484,296.05

SALE 9/09/10 88632Q10 TIBCO SOFTWARE INC. 25.78
21669 9/14/10 424158 INSTINET (PORTAL) 100,000.00 15.250 700.00 1,524,284.22 298,106.70

SALE 9/10/10 88738910 TIMKEN CO. (THE) 27.41
25310 9/15/10 424162 BMO CAPITAL MARKETS/EXECUTI 45,000.00 36.041 450.00 1,621,376.59 847,088.09

SALE 9/10/10 89109210 TORO CO. (THE) 53.65
30811 9/15/10 424162 GRISWOLD COMPANY 60,000.00 52.906 600.00 3,173,688.35 607,941.35

SALE 9/16/10 89417E10 TRAVELERS COS INC/THE 26.66
36645 9/21/10 424178 MERIDIAN EQUITY PARTNERS 30,000.00 52.580 300.00 1,577,067.34 535,545.94

SALE 9/28/10 89417E10 TRAVELERS COS INC/THE 44.39
36645 10/01/10 424211 PRINCETON SECURITIES GROUP 50,000.00 52.529 500.00 2,625,905.61 890,036.60

SALE 9/30/10 89591910 TRIDENT MICROSYSTEMS INC. .29
36193 10/05/10 424221 LABRANCHE/0TC 10,000.00 1.690 100.00 16,799.71 -82,160.50

SALE 9/17/10 90254980 UAL CORP 18.68
48745 9/22/10 424182 LABRANCHE/0TC 50,000.00 22.108 500.00 1,104,876.32 714,287.95

SALE 9/24/10 90254980 UAL CORP 19.31
48745 9/29/10 424203 INSTINET (PORTAL) 50,000.00 22.841 350.00 1,141,700.69 751,112.32

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 9/01/10 THROUGH 9/30/10

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SALE 9/27/10 90254980 UAL CORP 17.62
48745 9/30/10 424207 LABRANCHE/0TC 45,000.00 23.166 450.00 1,042,011.38 690,481.85

SALE 9/28/10 90268110 UGI CORP 24.28
50959 10/01/10 424211 BMO CAPITAL MARKETS/EXECUTI 50,000.00 28.731 500.00 1,436,045.72 187,365.72

SALE 9/28/10 90323610 URS CORP 64.50
42779 10/01/10 424211 INSTINET (PORTAL) 100,000.00 38.163 700.00 3,815,515.50 99,642.52

SALE 9/02/10 90781810 UNION PACIFIC CORP 204.18
51676 9/08/10 424141 PRINCETON SECURITIES GROUP 157,000.00 76.951 1,570.00 12,079,501.42 326,080.15

SALE 9/20/10 90781810 UNION PACIFIC CORP 167.76
51676 9/23/10 424186 GRISWOLD COMPANY 123,000.00 80.700 1,230.00 9,924,653.04 716,558.67

SALE 9/24/10 90781810 UNION PACIFIC CORP 106.20
51676 9/29/10 424203 WILLIAMS CAPITAL GROUP 77,000.00 81.608 770.00 6,282,955.20 518,538.40

SALE 9/27/10 90781810 UNION PACIFIC CORP 138.68
51676 9/30/10 424207 BLAYLOCK ROBERT VAN LLC 100,000.00 82.054 1,000.00 8,204,301.32 718,045.74

SALE 9/28/10 90781810 UNION PACIFIC CORP 137.89
51676 10/01/10 424211 INSTINET (PORTAL) 100,000.00 81.590 700.00 8,158,132.11 671,876.53

SALE 9/10/10 91131210 UNITED PARCEL SERVICE-CL B 80.13
51478 9/15/10 424162 GRISWOLD COMPANY 70,000.00 67.735 700.00 4,740,634.87 56,694.62

SALE 9/13/10 91131210 UNITED PARCEL SERVICE-CL B 262.96
51478 9/16/10 424166 GRISWOLD COMPANY 230,000.00 67.650 2,300.00 15,557,029.04 166,939.66

SALE 9/15/10 91131210 UNITED PARCEL SERVICE-CL B 113.94
51478 9/20/10 424174 PRINCETON SECURITIES GROUP 100,000.00 67.416 1,000.00 6,740,506.06 49,162.85

SALE 9/17/10 91131210 UNITED PARCEL SERVICE-CL B 112.44
51478 9/22/10 424182 MERIDIAN EQUITY PARTNERS 100,000.00 66.527 1,000.00 6,651,557.56 -39,785.65

SALE 9/24/10 91131210 UNITED PARCEL SERVICE-CL B 113.78
51478 9/29/10 424203 LOOP CAPITAL 100,000.00 67.325 1,000.00 6,731,406.22 40,063.01

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 9/01/10 THROUGH 9/30/10

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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/13/10 91301710 UNITED TECHNOLOGIES CORP 115.67
14414 9/16/10 424166 MERIDIAN EQUITY PARTNERS 100,000.00 68.442 1,000.00 6,843,044.33 3,393,226.02

SALE 9/30/10 91886610 VALASSIS COMMUNICATIONS INC 14.33
35038 10/05/10 424221 BMO CAPITAL MARKETS/EXECUTI 25,000.00 33.897 250.00 847,153.17 429,823.80

SALE 9/27/10 92046N10 VALUECLICK, INC. 32.99
19483 9/30/10 424207 CREDIT SUISSE SEC (AES) 148,900.00 13.109 1,489.00 1,950,437.89 101,504.93

SALE 9/28/10 92046N10 VALUECLICK, INC. .25
19483 10/01/10 424211 CREDIT SUISSE SEC (AES) 1,100.00 12.974 11.00 14,260.04 601.03

SALE 9/21/10 92220710 VARIAN SEMICONDUCTOR EQUIP 11.90
32229 9/24/10 424190 INSTINET (CUMBERLAND ADVISO 25,000.00 28.155 1,250.00 702,618.10 40,605.89

SALE 9/29/10 92220710 VARIAN SEMICONDUCTOR EQUIP 12.28
32229 10/04/10 424215 LABRANCHE/0TC 25,000.00 29.073 250.00 726,562.72 64,550.51

SALE 9/28/10 92240G10 VECTREN CORPORATION 21.77
50193 10/01/10 424211 JACKSON SECS 50,000.00 25.759 500.00 1,287,403.23 27,521.56

SALE 9/30/10 92552V10 VIASAT, INC. 3.46
15957 10/05/10 424221 LABRANCHE/0TC 5,000.00 40.932 50.00 204,605.54 84,033.12

SALE 9/30/10 92829810 VISHAY INTERTECHNOLOGY, INC 8.24
17381 10/05/10 424221 WILLIAMS CAPITAL GROUP 50,000.00 9.749 500.00 486,931.76 -264,550.72

SALE 9/10/10 92927K10 WABCO HOLDINGS INC. 33.29
41296 9/15/10 424162 ICAP CORPORATES LLC 50,000.00 39.386 500.00 1,968,761.71 -597,137.99

SALE 9/03/10 93114210 WAL-MART STORES, INC. 6.60
15929 9/09/10 424145 WILLIAMS CAPITAL GROUP 7,500.00 52.000 75.00 389,918.40 179,458.24

SALE 9/07/10 93114210 WAL-MART STORES, INC. 22.01
15929 9/10/10 424149 MURIEL SEIBERT & CO 25,000.00 52.091 250.00 1,301,995.49 600,461.62

SALE 9/08/10 93114210 WAL-MART STORES, INC. 30.52
15929 9/13/10 424154 BMO CAPITAL MARKETS/EXECUTI 35,000.00 51.588 350.00 1,805,188.98 823,041.56

S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 9/01/10 THROUGH 9/30/10

COMMON PENSION FD A (5140) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/08/10 93114210 WAL-MART STORES, INC. 3.50
15929 9/13/10 424154 WILLIAMS CAPITAL GROUP 4,000.00 51.750 40.00 206,956.50 94,711.08

SALE 9/09/10 93114210 WAL-MART STORES, INC. 87.79
15929 9/14/10 424158 MERIDIAN EQUITY PARTNERS 100,000.00 51.942 1,000.00 5,193,062.21 2,386,926.72

SALE 9/15/10 93114210 WAL-MART STORES, INC. 17.88
15929 9/20/10 424174 BLAYLOCK ROBERT VAN LLC 20,000.00 52.874 200.00 1,057,264.12 496,037.02

SALE 9/28/10 93114210 WAL-MART STORES, INC. 45.11
15929 10/01/10 424211 BMO CAPITAL MARKETS/EXECUTI 50,000.00 53.383 500.00 2,668,589.89 1,265,522.14

SALE 9/28/10 94106L10 WASTE MANAGEMENT INC 119.74
43803 10/01/10 424211 INSTINET (PORTAL) 200,000.00 35.425 1,400.00 7,083,560.26 873,830.26

SALE 9/30/10 94184810 WATERS CORP. 11.96
19522 10/05/10 424221 BMO CAPITAL MARKETS/EXECUTI 10,000.00 70.740 100.00 707,284.04 282,517.76

SALE 9/10/10 94274910 WATTS WATER TECHNOLOGIES IN 21.58
35084 9/15/10 424162 ICAP CORPORATES LLC 40,000.00 31.915 400.00 1,276,194.42 -159,426.44

SALE 9/13/10 94274910 WATTS WATER TECHNOLOGIES IN 16.21
35084 9/16/10 424166 ICAP CORPORATES LLC 30,000.00 31.967 300.00 958,705.79 -118,009.86

SALE 9/29/10 95980210 WESTERN UNION CO 7.33
35340 10/04/10 424215 WILLIAMS CAPITAL GROUP 25,000.00 17.343 250.00 433,312.67 117,894.96

SALE 9/30/10 97665710 WISCONSIN ENERGY CORP. 29.37
15254 10/05/10 424221 CABRERA 30,000.00 57.926 300.00 1,737,462.63 668,673.43

SALE 9/27/10 98433210 YAHOO! INC. 96.82
19335 9/30/10 424207 CREDIT SUISSE SEC (AES) 400,000.00 14.322 4,000.00 5,724,503.18 -4,047,736.28

SALE 9/17/10 G4779110 INGERSOLL-RAND PLC 36.40
47622 9/22/10 424182 PRINCETON SECURITIES GROUP 62,000.00 34.738 620.00 2,153,112.00 155,632.06

SALE 9/24/10 G4779110 INGERSOLL-RAND PLC 29.92
47622 9/29/10 424203 BMO CAPITAL MARKETS/EXECUTI 50,000.00 35.408 500.00 1,769,850.08 158,979.16

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 9/01/10 THROUGH 9/30/10

COMMON PENSION FD A (5140) -Cont. PAGE: 87
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/28/10 G4779110 INGERSOLL-RAND PLC 59.09
47622 10/01/10 424211 BMO CAPITAL MARKETS/EXECUTI 100,000.00 34.964 1,000.00 3,495,330.91 273,589.08

SALE 9/29/10 G6359F10 NABORS INDUSTRIES LTD. 11.02
22964 10/04/10 424215 BMO CAPITAL MARKETS/EXECUTI 35,000.00 18.614 350.00 651,128.98 -35,561.36

SALE 9/30/10 H8912P10 TYCO ELECTRONICS LTD 24.90
47546 10/05/10 424221 BMO CAPITAL MARKETS/EXECUTI 50,000.00 29.459 500.00 1,472,430.10 -109,192.42
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 21,618,391.00 12,216.05 722,522,960.62 121,878,062.17
217,314.89
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 21,618,391.00 12,216.05 722,522,960.62 121,878,062.17
217,314.89

END OF REPORT FOR: COMMON PENSION FD A

S T A T E O F N E W J E R S E Y 5141
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 9/01/10 THROUGH 9/30/10

COMMON A - SMALL CAP BANKS (5141) PAGE: 88
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------

PUR 9/09/10 06643P10 BANKFINANCIAL CORP
53371 9/14/10 424157 INSTINET (PORTAL) 2,000.00 9.101 14.00 18,215.00

PUR 9/09/10 08468010 BERKSHIRE HILLS BANCORP INC
53377 9/14/10 424157 INSTINET (PORTAL) 2,000.00 18.095 14.00 36,204.00

PUR 9/09/10 12466Q10 C & F FINANCIAL CORP
53373 9/14/10 424157 INSTINET (PORTAL) 200.00 17.913 1.40 3,583.90

PUR 9/10/10 12466Q10 C & F FINANCIAL CORP
53373 9/15/10 424161 INSTINET (PORTAL) 100.00 17.895 .70 1,790.20

PUR 9/14/10 12466Q10 C & F FINANCIAL CORP
53373 9/17/10 424169 INSTINET (PORTAL) 800.00 18.048 5.60 14,443.60

PUR 9/17/10 12466Q10 C & F FINANCIAL CORP
53373 9/22/10 424181 INSTINET (PORTAL) 600.00 17.805 4.20 10,687.20

PUR 9/21/10 12466Q10 C & F FINANCIAL CORP
53373 9/24/10 424189 INSTINET (PORTAL) 300.00 18.101 2.10 5,432.34

PUR 9/09/10 16402410 CHEMUNG FINANACIAL CORP
53370 9/14/10 424157 INSTINET (PORTAL) 2,000.00 21.000 14.00 42,014.00

PUR 9/09/10 26942G10 EAGLE BANCORP MONTANA INC
53368 9/14/10 424157 INSTINET (PORTAL) 2,000.00 9.179 14.00 18,372.00

PUR 9/14/10 29082810 EMCLAIRE FINANCIAL CORP
53434 9/17/10 424169 INSTINET (PORTAL) 485.00 16.150 3.40 7,836.15

PUR 9/20/10 29082810 EMCLAIRE FINANCIAL CORP
53434 9/23/10 424185 INSTINET (PORTAL) 1,515.00 16.482 10.61 24,980.69

PUR 9/09/10 32055Y20 FIRST INTERSTATE BANCSYSTEM
53372 9/14/10 424157 INSTINET (PORTAL) 2,000.00 13.500 14.00 27,014.00

S T A T E O F N E W J E R S E Y 5141
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 9/01/10 THROUGH 9/30/10

COMMON A - SMALL CAP BANKS (5141) -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 9/09/10 34387310 FLUSHING FINANCIAL CORP
53375 9/14/10 424157 INSTINET (PORTAL) 2,000.00 10.823 14.00 21,660.00

PUR 9/13/10 40417210 HF FINL CORP
53420 9/16/10 424165 INSTINET (PORTAL) 2,000.00 9.950 14.00 19,914.00

PUR 9/10/10 43973410 HOPFED BANCORP INC
53395 9/15/10 424161 INSTINET (PORTAL) 2,000.00 9.208 14.00 18,429.60

PUR 9/09/10 44040710 HORIZON BANCORP INDIANA
53367 9/14/10 424157 INSTINET (PORTAL) 700.00 21.933 4.90 15,357.93

PUR 9/13/10 44040710 HORIZON BANCORP INDIANA
53367 9/16/10 424165 INSTINET (PORTAL) 1,300.00 22.256 9.10 28,941.64

PUR 9/09/10 70978910 PEOPLES BANCORP INC
53369 9/14/10 424157 INSTINET (PORTAL) 2,000.00 11.496 14.00 23,005.60

PUR 9/09/10 74386T10 PROVIDENT FINL SVCS INC
53374 9/14/10 424157 INSTINET (PORTAL) 2,000.00 12.158 14.00 24,329.60

PUR 9/09/10 75970E10 RENASANT CORP
53378 9/14/10 424157 INSTINET (PORTAL) 2,000.00 13.840 14.00 27,693.80

PUR 9/10/10 79522610 SALISBURY BANCORP INC
53397 9/15/10 424161 INSTINET (PORTAL) 200.00 23.600 1.40 4,721.40

PUR 9/14/10 79522610 SALISBURY BANCORP INC
53397 9/17/10 424169 INSTINET (PORTAL) 1,800.00 24.792 12.60 44,637.66

PUR 9/09/10 87239110 TF FINANCIAL CORP
53366 9/14/10 424157 INSTINET (PORTAL) 1.00 20.170 .01 20.18

PUR 9/14/10 87239110 TF FINANCIAL CORP
53366 9/17/10 424169 INSTINET (PORTAL) 200.00 20.410 1.40 4,083.40

PUR 9/16/10 87239110 TF FINANCIAL CORP
53366 9/21/10 424177 INSTINET (PORTAL) 125.00 20.536 .88 2,567.88

S T A T E O F N E W J E R S E Y 5141
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 9/01/10 THROUGH 9/30/10

COMMON A - SMALL CAP BANKS (5141) -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 9/29/10 87239110 TF FINANCIAL CORP
53366 10/04/10 424214 INSTINET (PORTAL) 1,674.00 21.425 11.72 35,876.67

PUR 9/13/10 89546L10 TRI-COUNTY FINANCIAL CORP
53421 9/16/10 424165 INSTINET (PORTAL) 200.00 14.000 1.40 2,801.40

PUR 9/14/10 89546L10 TRI-COUNTY FINANCIAL CORP
53421 9/17/10 424169 INSTINET (PORTAL) 200.00 14.000 1.40 2,801.40

PUR 9/16/10 89546L10 TRI-COUNTY FINANCIAL CORP
53421 9/21/10 424177 INSTINET (PORTAL) 900.00 15.000 6.30 13,506.30

PUR 9/09/10 95081010 WESBANCO INC
53376 9/14/10 424157 INSTINET (PORTAL) 2,000.00 15.534 14.00 31,082.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 35,300.00 532,003.54
247.12
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 35,300.00 532,003.54
247.12

END OF REPORT FOR: COMMON A - SMALL CAP BANKS

S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 9/01/10 THROUGH 9/30/10

COMMON PENSION FD B (5142) PAGE: 91
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 9/27/10 010392FC ALABAMA POWER COMPANY SR NO 3.3750 3.394
53633 10/05/10 289233 JP MORGAN 10/01/20 20,000,000.00 99.840 19,968,000.00

PUR 9/14/10 02666QG7 AMERICAN HONDA FINANCE 3.8750 3.907
53446 9/21/10 289223 DEUTSCHE BANK AG (DOMESTIC) 9/01/20 15,000,000.00 99.737 14,960,550.00

PUR 9/13/10 031162BD AMGEN INC SENIOR NOTES 3.4500 3.494
53418 9/16/10 289220 MORGAN STANLEY 10/01/20 40,000,000.00 99.629 39,851,600.00

PUR 9/07/10 12189LAC BURLINGTON NORTHERN SANTE F 5.0500 5.074
53342 9/10/10 289216 WACHOVIA SECURITIES, INC. 3/01/41 10,000,000.00 99.631 9,963,100.00

PUR 9/30/10 196632LE COLORADO SPRINGS CO UTILS B 5.7380 5.738
53710 10/12/10 289237 MERRILL LYNCH (RESEARCH) 11/15/50 17,000,000.00 100.00 17,000,000.00

PUR 9/20/10 263534CB EI DUPONT DENEMOUR SR NOTES 3.6250 3.641
53601 9/23/10 289225 MORGAN STANLEY 1/15/21 20,000,000.00 99.859 19,971,800.00

PUR 9/08/10 29250RAT ENBRIDGE ENERGY PARTNERS NO 5.5000 5.526
53348 9/13/10 289217 RBS GREENWICH 9/15/40 15,000,000.00 99.621 14,943,150.00

PUR 9/30/10 454898QY INDIANA MUNI PWR AGY SUPPLY 5.5940 5.593
53692 10/14/10 289239 CITIGROUP/CITIBANK DOMESTIC 1/01/42 10,000,000.00 100.00 10,000,000.00

PUR 9/20/10 500769BR KFW NOTES 4.475
51197 9/23/10 289225 STIFEL NICOLAUS 4/18/36 5,000,000.00 32.250 1,612,500.00

PUR 9/21/10 500769BR KFW NOTES 4.445
51197 9/24/10 289226 STIFEL NICOLAUS 4/18/36 5,000,000.00 32.500 1,625,000.00

PUR 9/10/10 589331AD MERCK & CO. INC. DEBS 6.4000 4.667
26004 9/15/10 289219 BTIG 3/01/28 10,000,000.00 120.53 12,053,800.00

PUR 9/29/10 63968AQR NEBRASKA PUBLIC PWR & CO BA 5.4230 5.422
53691 10/20/10 1 RAMIREZ 1/01/43 10,000,000.00 100.00 10,000,000.00

S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 9/01/10 THROUGH 9/30/10

COMMON PENSION FD B (5142) -Cont. PAGE: 92
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 9/22/10 642866DP PROVINCE OF NEW BRUNSWICK 8.7500 3.556
52265 9/27/10 289227 JP MORGAN 5/01/22 5,000,000.00 148.99 7,449,600.00

PUR 9/22/10 651333DP NEWFOUNDLAND PROV CDA DEBS 9.0000 3.556
53580 9/27/10 289227 JP MORGAN 10/15/21 7,000,000.00 149.38 10,456,740.00

PUR 9/28/10 666807AW NORTHROP GRUMMAN CORP 7.7500 4.789
43975 10/01/10 289231 BANK OF AMERICA SECURITIES 2/15/31 18,000,000.00 138.24 24,883,920.00

PUR 9/22/10 669827DP NOVA SCOTIA PROV CDA DEBS 8.2500 3.556
53579 9/27/10 289227 JP MORGAN 7/30/22 5,000,000.00 145.03 7,251,700.00

PUR 9/08/10 6832348Z ONTARIO PROVINCE OF BONDS 1.8750 1.883
53343 9/15/10 289219 HSBC (DOMESTIC) 9/15/15 25,000,000.00 99.962 24,990,500.00

PUR 9/09/10 686430EX ORLANDO FL CMNTY REDEV AGY 7.7840 6.989
51464 9/14/10 219218 BANK OF NEW YORK CAPITAL MA 9/01/40 2,000,000.00 109.92 2,198,440.00

PUR 9/10/10 742327DC PRINCETON OH CITY SCH DIST 6.3900 6.389
53398 9/23/10 289225 ROBERT W. BAIRD & CO INC 12/01/47 13,000,000.00 100.00 13,000,000.00

PUR 9/30/10 79575DE6 SALT RIVER POWER PROJECT BA 4.8390 4.839
53696 10/07/10 289235 MORGAN STANLEY 1/01/41 35,000,000.00 100.00 35,000,000.00

PUR 9/15/10 831641ET US SMALL BUSINESS ADMIN DEB 3.2150 3.215
53459 9/22/10 289224 CREDIT SUISSE SEC (USA) LLC 9/10/20 10,000,000.00 100.00 10,000,000.00

PUR 9/02/10 867686NP SUNRISE FLA UTIL SYS REV BD 5.9130 5.913
53321 9/23/10 289225 MORGAN STANLEY 10/01/35 5,000,000.00 100.00 5,000,000.00

PUR 9/09/10 874461GK TALLAHASSEE FLA CONS UTIL B 5.2180 5.218
53382 9/21/10 289223 JP MORGAN 10/01/40 5,000,000.00 100.00 5,000,000.00

PUR 9/20/10 893526DK TRANS CANADA PIPELINES SR N 3.8000 3.831
53505 9/23/10 289225 JP MORGAN 10/01/20 17,500,000.00 99.743 17,455,025.00

PUR 9/21/10 912833RY US TREASURY STRIPS 3.850
53507 9/23/10 289225 CITIGROUP/CITIBANK DOMESTIC 2/15/28 50,000,000.00 51.515 25,757,277.00

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 9/01/10 THROUGH 9/30/10

COMMON PENSION FD B (5142) -Cont. PAGE: 93
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 9/21/10 912833RY US TREASURY STRIPS 3.850
53507 9/23/10 289225 CITIGROUP/CITIBANK DOMESTIC 2/15/28 50,000,000.00 51.515 25,757,277.00

PUR 9/29/10 912833RY US TREASURY STRIPS 3.661
53507 9/30/10 289230 GOLDMAN SACHS & COMPANY 2/15/28 50,000,000.00 53.245 26,622,625.00

PUR 9/22/10 91428LFT UNIVERSITY HAWAII REVENUE B 6.0340 6.034
53578 10/07/10 289235 MERRILL LYNCH (RESEARCH) 10/01/40 25,000,000.00 100.00 25,000,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 499,500,000.00 437,772,604.00

-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 499,500,000.00 437,772,604.00

SALES OF FIXED INCOME SECURITIES
--------------------------------

SALE 9/16/10 13063BFV CALIFORNIA STATE BABS 7.9500 7.798
51268 9/21/10 289223 CITIGROUP/CITIBANK DOMESTIC 3/01/36 10,000,000.00 105.62 10,562,900.00 396,948.64

SALE 9/14/10 13342BAC CAMERON INT'L CORP SR NOTES 6.3750 8.391
43161 9/17/10 289221 JEFFERIES & COMPANY 7/15/18 10,000,000.00 111.73 11,173,100.00 2,314,789.01

SALE 9/13/10 134429AT CAMPBELL SOUP CO SR NOTES 4.5000 4.271
44385 9/16/10 289220 CREDIT SUISSE SEC (USA) LLC 2/15/19 10,000,000.00 110.06 11,006,300.00 846,502.58

SALE 9/24/10 167593AN CHICAGO ILL OHARE INTL ARPT 6.3950 6.394
51570 9/29/10 289229 CITIGROUP/CITIBANK DOMESTIC 1/01/40 20,000,000.00 105.58 21,116,600.00 1,116,600.00

SALE 9/08/10 17275RAF CISCO SYSTEMS INC SR NOTES 5.5000 5.678
49615 9/13/10 289217 CANTOR FITZGERALD SECURITIE 1/15/40 5,000,000.00 109.77 5,488,800.00 615,485.84

SALE 9/09/10 17275RAH CISCO SYSTEMS INC SR NOTES 4.4500 4.468
49614 9/14/10 289218 CREDIT SUISSE SEC (USA) LLC 1/15/20 10,000,000.00 108.97 10,897,000.00 910,869.02

SALE 9/27/10 263534BZ E.I. DUPONT DE NEMOURS NOTE 4.6250 4.676
49238 9/30/10 289230 CITIGROUP/CITIBANK DOMESTIC 1/15/20 10,000,000.00 111.16 11,116,700.00 1,155,366.47

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 9/01/10 THROUGH 9/30/10

COMMON PENSION FD B (5142) -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 9/08/10 263901AC DUKE ENERGY INDIANA INC 1ST 3.7500 3.761
52528 9/13/10 289217 CREDIT SUISSE SEC (USA) LLC 7/15/20 5,000,000.00 103.94 5,197,350.00 202,045.13

SALE 9/08/10 263901AC DUKE ENERGY INDIANA INC 1ST 3.7500 3.761
52528 9/13/10 289217 GOLDMAN SACHS & COMPANY 7/15/20 5,000,000.00 103.88 5,194,350.00 199,045.13

SALE 9/22/10 291011BC EMERSON ELECTRIC CO NOTES 4.2500 4.311
49633 9/27/10 289227 BANK OF AMERICA SECURITIES 11/15/20 15,000,000.00 109.60 16,440,600.00 1,515,762.36

SALE 9/28/10 406216AW HALLIBURTON CO SR NOTES 6.7000 6.856
42833 10/01/10 289231 BARCLAYS CAPITAL INC 9/15/38 5,000,000.00 124.90 6,245,000.00 1,341,957.00

SALE 9/14/10 452024GT ILLINOIS MUN ELEC AGY PWR B 6.8320 6.832
47761 9/17/10 289221 CITIGROUP GBL MKT(FMLY SALO 2/01/35 5,000,000.00 110.75 5,537,600.00 537,600.00

SALE 9/14/10 452024GT ILLINOIS MUN ELEC AGY PWR B 6.8320 6.832
47761 9/17/10 289221 KNIGHT LIBERTAS 2/01/35 5,000,000.00 110.75 5,537,600.00 537,600.00

SALE 9/30/10 452152GS ILLINOIS ST BABS 7.3500 7.349
52627 10/05/10 289233 MORGAN KEEGAN 7/01/35 10,000,000.00 105.15 10,515,800.00 515,800.00

SALE 9/15/10 459200AG IBM CORP DEBENTURES 8.3750 8.696
2678 9/20/10 289222 GOLDMAN SACHS & COMPANY 11/01/19 10,000,000.00 138.24 13,824,700.00 4,025,187.46

SALE 9/01/10 46625HHR JP MORGAN CHASE & CO NOTES 3.4000 3.445
52333 9/07/10 289213 RBC CAPITAL (DOMESTIC) 6/24/15 10,000,000.00 102.70 10,270,900.00 290,984.71

SALE 9/22/10 54438CPA LOS ANGELES CALIF CMNTY COL 6.7500 6.690
52648 9/27/10 289227 CITIGROUP/CITIBANK DOMESTIC 8/01/49 5,000,000.00 111.49 5,574,750.00 534,002.31

SALE 9/23/10 54438CPA LOS ANGELES CALIF CMNTY COL 6.7500 6.690
52648 9/28/10 289228 CITIGROUP/CITIBANK DOMESTIC 8/01/49 5,000,000.00 112.14 5,607,050.00 566,308.71

SALE 9/22/10 544435C3 L0S ANGELES CAL DEPT ARPT B 6.5820 6.582
49731 9/27/10 289227 GOLDMAN SACHS & COMPANY 5/15/39 10,000,000.00 108.88 10,888,800.00 888,800.00

SALE 9/22/10 544495UH LOS ANGELES CA DEPT WTR&PWR 6.1660 6.166
52051 9/27/10 289227 MORGAN STANLEY 7/01/40 40,000,000.00 101.49 40,598,400.00 598,400.00

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 9/01/10 THROUGH 9/30/10

COMMON PENSION FD B (5142) -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 9/22/10 544646A6 LOS ANGELES CALIF UNI SCH D 5.9810 5.981
51673 9/27/10 289227 GOLDMAN SACHS & COMPANY 5/01/27 5,000,000.00 105.90 5,295,100.00 295,100.00

SALE 9/28/10 666807BA NORTHRUP GRUMMAN CORP SR NO 5.0500 5.071
47881 10/01/10 289231 BANK OF AMERICA SECURITIES 8/01/19 10,000,000.00 114.16 11,416,600.00 1,432,073.68

SALE 9/13/10 669827FX NOVA SCOTIA PROVINCE OF BON 2.3750 2.476
52583 9/16/10 289220 BANK OF AMERICA SECURITIES 7/21/15 10,000,000.00 101.65 10,165,900.00 211,897.02

SALE 9/14/10 669827FX NOVA SCOTIA PROVINCE OF BON 2.3750 2.476
52583 9/17/10 289221 TD SECURITIES 7/21/15 10,000,000.00 102.20 10,220,000.00 265,973.84

SALE 9/10/10 68389XAL ORACLE CORP SR NOTES 5.3750 5.454
52570 9/15/10 289219 BARCLAYS CAPITAL INC 7/15/40 10,000,000.00 105.31 10,531,000.00 647,381.86

SALE 9/02/10 694308GN PACIFIC GAS & ELECTRIC SR N 8.2500 7.073
43340 9/08/10 289214 BANK OF AMERICA SECURITIES 10/15/18 15,000,000.00 132.91 19,936,950.00 3,863,341.66

SALE 9/22/10 79765DXK SAN FRANCISCO CA CTY & CNTY 6.4870 6.487
48654 9/27/10 289227 GOLDMAN SACHS & COMPANY 11/01/41 15,000,000.00 103.93 15,590,250.00 590,250.00

SALE 9/29/10 88059FAV TENNESEE VALLEY AUTHORITY S 5.348
37351 10/04/10 289232 MESIROW FINANCIAL, INC 11/01/25 46,000,000.00 54.808 25,211,680.00 2,810,902.63

SALE 9/13/10 88732JAW TIME WARNER CABLE INC GUAR 5.0000 5.267
49950 9/16/10 289220 CREDIT SUISSE SEC (USA) LLC 2/01/20 10,000,000.00 106.19 10,619,800.00 815,650.95

SALE 9/10/10 893830AT TRANSOCEAN INC SENIOR NOTES 6.8000 7.396
42942 9/15/10 289219 CITIGROUP/CITIBANK DOMESTIC 3/15/38 5,000,000.00 97.500 4,875,000.00 223,049.17

SALE 9/10/10 893830AT TRANSOCEAN INC SENIOR NOTES 6.8000 7.396
42942 9/15/10 289219 JEFFERIES & COMPANY 3/15/38 5,000,000.00 97.500 4,875,000.00 223,049.17

SALE 9/21/10 912803BK US TREASURY STRIPS 4.655
39847 9/23/10 289225 CITIGROUP/CITIBANK DOMESTIC 2/15/27 50,000,000.00 55.535 27,767,501.50 4,251,599.58

SALE 9/21/10 912803BK US TREASURY STRIPS 4.655
39847 9/23/10 289225 CITIGROUP/CITIBANK DOMESTIC 2/15/27 50,000,000.00 55.535 27,767,501.50 4,251,599.58

S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 9/01/10 THROUGH 9/30/10

COMMON PENSION FD B (5142) -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 9/29/10 912803BK US TREASURY STRIPS 4.655
39847 9/30/10 289230 GOLDMAN SACHS & COMPANY 2/15/27 50,000,000.00 57.298 28,649,110.00 5,112,616.62

SALE 9/09/10 92857WAQ VODAFONE GROUP PLC BONDS 6.1500 6.183
36581 9/14/10 289218 GOLDMAN SACHS & COMPANY 2/27/37 15,000,000.00 113.64 17,046,900.00 2,111,704.45
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 511,000,000.00 452,762,593.00 46,216,244.58

-------------- ---------- -------------- --------------
TOTAL FUND SALES: 511,000,000.00 452,762,593.00 46,216,244.58

END OF REPORT FOR: COMMON PENSION FD B

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 9/01/10 THROUGH 9/30/10

MULTI SECTOR COMMON A (5162) PAGE: 97
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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 9/22/10 00206R10 AT&T INC
53581 9/27/10 424193 ICAP CORPORATES LLC 100,000.00 28.701 1,000.00 2,871,090.00

PUR 9/22/10 00206R10 AT&T INC
53581 9/27/10 424193 INSTINET (CUMBERLAND ADVISO 1,000,000.00 28.712 50,000.00 28,762,000.00

PUR 9/22/10 00206R10 AT&T INC
53581 9/27/10 424193 MERIDIAN EQUITY PARTNERS 100,000.00 28.693 1,000.00 2,870,250.00

PUR 9/23/10 00206R10 AT&T INC
53581 9/28/10 424198 INSTINET (CUMBERLAND ADVISO 400,000.00 28.525 20,000.00 11,430,120.00

PUR 9/23/10 00206R10 AT&T INC
53581 9/28/10 424198 INSTINET (PORTAL) 400,000.00 28.503 2,800.00 11,404,120.00

PUR 9/23/10 00206R10 AT&T INC
53581 9/28/10 424198 ITG (CHANNEL) 100,000.00 28.534 1,000.00 2,854,410.00

PUR 9/24/10 00206R10 AT&T INC
53581 9/29/10 424202 INSTINET (PORTAL) 600,000.00 28.648 4,200.00 17,193,000.00

PUR 9/24/10 00206R10 AT&T INC
53581 9/29/10 424202 LIQUIDNET 300,000.00 28.690 6,000.00 8,613,000.00

PUR 9/27/10 00206R10 AT&T INC
53581 9/30/10 424206 ICAP CORPORATES LLC 200,000.00 28.588 2,000.00 5,719,620.00

PUR 9/28/10 00206R10 AT&T INC
53581 10/01/10 424210 INSTINET (DOMESTIC) 100,000.00 28.880 700.00 2,888,700.00

PUR 9/28/10 00206R10 AT&T INC
53581 10/01/10 424210 WILLIAMS CAPITAL GROUP 100,000.00 28.816 1,000.00 2,882,630.00

PUR 9/29/10 00206R10 AT&T INC
53581 10/04/10 424214 ICAP CORPORATES LLC 100,000.00 28.644 1,000.00 2,865,370.00

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 9/01/10 THROUGH 9/30/10

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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/08/10 02942910 AMERICAN SCIENCE & ENGINEER
49191 9/13/10 424153 ITG (CHANNEL) 10,000.00 74.208 100.00 742,182.00

PUR 9/17/10 03783310 APPLE INC
39881 9/22/10 424181 LABRANCHE/0TC 10,000.00 275.31 100.00 2,753,277.00

PUR 9/09/10 03966610 ARCSIGHT INC
53365 9/14/10 424157 INSTINET (PORTAL) 50,000.00 35.293 350.00 1,765,020.00

PUR 9/10/10 03966610 ARCSIGHT INC
53365 9/15/10 424161 LABRANCHE/0TC 50,000.00 35.119 500.00 1,756,430.00

PUR 9/08/10 04273510 ARROW ELECTRONICS INC
52841 9/13/10 424153 GRISWOLD COMPANY 30,000.00 24.614 300.00 738,729.00

PUR 9/16/10 04622410 ASTEC INDUSTRIES INC.
40527 9/21/10 424177 INSTINET (PORTAL) 5,000.00 28.349 35.00 141,779.50

PUR 9/16/10 04622410 ASTEC INDUSTRIES INC.
40527 9/21/10 424177 LABRANCHE/0TC 2,500.00 28.732 25.00 71,854.00

PUR 9/16/10 04622410 ASTEC INDUSTRIES INC.
40527 9/21/10 424177 LIQUIDNET 2,500.00 28.895 50.00 72,287.50

PUR 9/08/10 05548J10 BJ'S WHOLESALE CLUB INC
52526 9/13/10 424153 BMO CAPITAL MARKETS/EXECUTI 30,000.00 41.916 300.00 1,257,765.00

PUR 9/07/10 05714910 MICHAEL BAKER CORP
39896 9/10/10 424148 WILLIAMS CAPITAL GROUP 15,754.00 32.952 157.54 519,283.35

PUR 9/08/10 05714910 MICHAEL BAKER CORP
39896 9/13/10 424153 WILLIAMS CAPITAL GROUP 4,246.00 33.489 42.46 142,235.06

PUR 9/21/10 09534T50 BLUE COAT SYSTEMS
53509 9/24/10 424189 ITG (CHANNEL) 14,286.00 24.891 142.86 355,737.11

PUR 9/21/10 09534T50 BLUE COAT SYSTEMS
53509 9/24/10 424189 LABRANCHE/0TC 10,000.00 25.114 100.00 251,235.00

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

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

MULTI SECTOR COMMON A (5162) -Cont. PAGE: 99
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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 9/21/10 09534T50 BLUE COAT SYSTEMS
53509 9/24/10 424189 MERRIMAN/OTC 35,714.00 24.953 357.14 891,525.01

PUR 9/22/10 09534T50 BLUE COAT SYSTEMS
53509 9/27/10 424193 INSTINET (CUMBERLAND ADVISO 50,000.00 24.569 2,500.00 1,230,945.00

PUR 9/22/10 09534T50 BLUE COAT SYSTEMS
53509 9/27/10 424193 ITG (CHANNEL) 20,000.00 24.605 200.00 492,300.00

PUR 9/23/10 09534T50 BLUE COAT SYSTEMS
53509 9/28/10 424198 ITG (CHANNEL) 10,000.00 24.316 100.00 243,264.00

PUR 9/23/10 09534T50 BLUE COAT SYSTEMS
53509 9/28/10 424198 LABRANCHE/0TC 10,000.00 24.260 100.00 242,699.00

PUR 9/24/10 09534T50 BLUE COAT SYSTEMS
53509 9/29/10 424202 LABRANCHE/0TC 20,000.00 24.373 200.00 487,654.00

PUR 9/27/10 09534T50 BLUE COAT SYSTEMS
53509 9/30/10 424206 LABRANCHE/0TC 20,000.00 23.901 200.00 478,222.00

PUR 9/28/10 09534T50 BLUE COAT SYSTEMS
53509 10/01/10 424210 MERRIMAN/OTC 20,000.00 23.725 200.00 474,702.00

PUR 9/29/10 09534T50 BLUE COAT SYSTEMS
53509 10/04/10 424214 LABRANCHE/0TC 30,000.00 24.344 300.00 730,608.00

PUR 9/30/10 09534T50 BLUE COAT SYSTEMS
53509 10/05/10 424220 INSTINET (PORTAL) 4,400.00 24.130 30.80 106,203.68

PUR 9/30/10 09534T50 BLUE COAT SYSTEMS
53509 10/05/10 424220 LABRANCHE/0TC 10,000.00 24.580 100.00 245,904.00

PUR 9/30/10 09534T50 BLUE COAT SYSTEMS
53509 10/05/10 424220 PULSE (BLOCK CROSS) 5,600.00 24.570 56.00 137,648.00

PUR 9/08/10 12960310 CALGON CARBON CORP
46471 9/13/10 424153 WILLIAMS CAPITAL GROUP 20,000.00 12.903 200.00 258,258.00

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 9/01/10 THROUGH 9/30/10

MULTI SECTOR COMMON A (5162) -Cont. PAGE: 100
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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 9/01/10 14204220 CARIBOU COFFEE CO INC
52199 9/07/10 424136 ITG (CHANNEL) 10,000.00 9.636 100.00 96,462.00

PUR 9/02/10 14204220 CARIBOU COFFEE CO INC
52199 9/08/10 424140 LABRANCHE/0TC 2,500.00 9.779 25.00 24,471.75

PUR 9/02/10 14204220 CARIBOU COFFEE CO INC
52199 9/08/10 424140 LIQUIDNET 7,500.00 9.745 150.00 73,237.50

PUR 9/08/10 14204220 CARIBOU COFFEE CO INC
52199 9/13/10 424153 LIQUIDNET 10,000.00 9.750 200.00 97,700.00

PUR 9/09/10 14204220 CARIBOU COFFEE CO INC
52199 9/14/10 424157 ITG (CHANNEL) 10,000.00 9.835 100.00 98,450.00

PUR 9/10/10 14204220 CARIBOU COFFEE CO INC
52199 9/15/10 424161 INSTINET (PORTAL) 21,294.00 9.783 149.06 208,461.87

PUR 9/10/10 14204220 CARIBOU COFFEE CO INC
52199 9/15/10 424161 ITG (CHANNEL) 25,300.00 9.780 253.00 247,687.00

PUR 9/10/10 14204220 CARIBOU COFFEE CO INC
52199 9/15/10 424161 ITG (CHANNEL) 10,000.00 9.825 100.00 98,350.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 35,300.00 9.793 346,037.00
353.00

PUR 9/13/10 14204220 CARIBOU COFFEE CO INC
52199 9/16/10 424165 ITG (CHANNEL) 10,000.00 9.898 100.00 99,077.00

PUR 9/13/10 14965A10 CAVIUM NETWORKS INC
52854 9/16/10 424165 MERRIMAN/OTC 25,000.00 25.625 250.00 640,865.00

PUR 9/13/10 14965A10 CAVIUM NETWORKS INC
52854 9/16/10 424165 PULSE (BLOCK CROSS) 25,000.00 25.170 250.00 629,500.00

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

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/08/10 17275510 CIRRUS LOGIC
53355 9/13/10 424153 ITG (CHANNEL) 200,000.00 16.287 2,000.00 3,259,440.00

PUR 9/09/10 17275510 CIRRUS LOGIC
53355 9/14/10 424157 INSTINET (PORTAL) 200,000.00 16.514 1,400.00 3,304,160.00

PUR 9/10/10 17275510 CIRRUS LOGIC
53355 9/15/10 424161 ITG (CHANNEL) 50,000.00 15.619 500.00 781,445.00

PUR 9/10/10 17275510 CIRRUS LOGIC
53355 9/15/10 424161 LABRANCHE/0TC 150,000.00 15.732 1,500.00 2,361,330.00

PUR 9/13/10 17275510 CIRRUS LOGIC
53355 9/16/10 424165 ITG (CHANNEL) 175,600.00 15.795 1,756.00 2,775,393.12

PUR 9/13/10 17275510 CIRRUS LOGIC
53355 9/16/10 424165 PULSE (BLOCK CROSS) 24,400.00 15.685 244.00 382,958.00

PUR 9/14/10 17275510 CIRRUS LOGIC
53355 9/17/10 424169 INSTINET (PORTAL) 100,000.00 16.294 700.00 1,630,100.00

PUR 9/14/10 17275510 CIRRUS LOGIC
53355 9/17/10 424169 ITG (CHANNEL) 100,000.00 16.319 1,000.00 1,632,940.00

PUR 9/16/10 17275510 CIRRUS LOGIC
53355 9/21/10 424177 INSTINET (CUMBERLAND ADVISO 200,000.00 16.253 10,000.00 3,260,640.00

PUR 9/17/10 17275510 CIRRUS LOGIC
53355 9/22/10 424181 INSTINET (CUMBERLAND ADVISO 100,000.00 16.036 5,000.00 1,608,630.00

PUR 9/02/10 19259P30 COINSTAR INC.
42814 9/08/10 424140 LABRANCHE/0TC 10,000.00 42.476 100.00 424,864.00

PUR 9/10/10 19259P30 COINSTAR INC.
42814 9/15/10 424161 LABRANCHE/0TC 10,000.00 41.621 100.00 416,307.00

PUR 9/13/10 19259P30 COINSTAR INC.
42814 9/16/10 424165 MERRIMAN/OTC 10,000.00 41.303 100.00 413,132.00

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

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/14/10 19259P30 COINSTAR INC.
42814 9/17/10 424169 LABRANCHE/0TC 5,000.00 40.863 50.00 204,363.50

PUR 9/14/10 19259P30 COINSTAR INC.
42814 9/17/10 424169 PULSE (BLOCK CROSS) 5,000.00 40.650 50.00 203,300.00

PUR 9/15/10 19259P30 COINSTAR INC.
42814 9/20/10 424173 MERRIMAN/OTC 10,000.00 41.481 100.00 414,911.00

PUR 9/22/10 19259P30 COINSTAR INC.
42814 9/27/10 424193 LIQUIDNET 10,000.00 39.660 200.00 396,800.00

PUR 9/03/10 19416210 COLGATE-PALMOLIVE CO
49941 9/09/10 424144 BMO CAPITAL MARKETS/EXECUTI 20,000.00 74.694 200.00 1,494,070.00

PUR 9/01/10 20854P10 CONSOL ENERGY INC
51132 9/07/10 424136 BMO CAPITAL MARKETS/EXECUTI 30,000.00 33.431 300.00 1,003,227.00

PUR 9/09/10 21037110 CONSTELLATION ENERGY GROUP
43011 9/14/10 424157 BMO CAPITAL MARKETS/EXECUTI 50,000.00 30.627 500.00 1,531,840.00

PUR 9/10/10 21037110 CONSTELLATION ENERGY GROUP
43011 9/15/10 424161 BMO CAPITAL MARKETS/EXECUTI 50,000.00 30.966 500.00 1,548,795.00

PUR 9/15/10 21037110 CONSTELLATION ENERGY GROUP
43011 9/20/10 424173 WILLIAMS CAPITAL GROUP 30,000.00 31.014 300.00 930,717.00

PUR 9/17/10 21037110 CONSTELLATION ENERGY GROUP
43011 9/22/10 424181 WILLIAMS CAPITAL GROUP 40,000.00 30.446 400.00 1,218,256.00

PUR 9/22/10 22544710 CREE INC
50420 9/27/10 424193 ITG (CHANNEL) 100,000.00 49.906 1,000.00 4,991,640.00

PUR 9/01/10 26864810 EMC CORP/MASS
50998 9/07/10 424136 GRISWOLD COMPANY 90,000.00 18.965 900.00 1,707,759.00

PUR 9/01/10 26864810 EMC CORP/MASS
50998 9/07/10 424136 MERIDIAN EQUITY PARTNERS 10,000.00 19.120 100.00 191,300.00

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

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/20/10 26875P10 EOG RESOURCES INC
53496 9/23/10 424185 BLAYLOCK ROBERT VAN LLC 60,000.00 87.833 600.00 5,270,556.00

PUR 9/20/10 26875P10 EOG RESOURCES INC
53496 9/23/10 424185 BMO CAPITAL MARKETS/EXECUTI 20,000.00 87.462 200.00 1,749,442.00

PUR 9/21/10 26875P10 EOG RESOURCES INC
53496 9/24/10 424189 BMO CAPITAL MARKETS/EXECUTI 40,000.00 88.449 400.00 3,538,364.00

PUR 9/23/10 26875P10 EOG RESOURCES INC
53496 9/28/10 424198 BMO CAPITAL MARKETS/EXECUTI 10,000.00 89.043 100.00 890,525.00

PUR 9/17/10 27864210 EBAY INC
50202 9/22/10 424181 INSTINET (CUMBERLAND ADVISO 50,000.00 24.168 2,500.00 1,210,890.00

PUR 9/14/10 30231G10 EXXON MOBIL CORP.
39995 9/17/10 424169 ICAP CORPORATES LLC 50,000.00 60.908 500.00 3,045,915.00

PUR 9/03/10 38141G10 GOLDMAN SACHS GROUP INC
50531 9/09/10 424144 BMO CAPITAL MARKETS/EXECUTI 20,000.00 144.17 200.00 2,883,722.00

PUR 9/16/10 38259P50 GOOGLE INC
39926 9/21/10 424177 ITG (CHANNEL) 5,000.00 481.24 50.00 2,406,275.00

PUR 9/29/10 39312210 GREEN MOUNTAIN COFFEE
53673 10/04/10 424214 INSTINET (PORTAL) 100,000.00 31.038 700.00 3,104,470.00

PUR 9/29/10 39312210 GREEN MOUNTAIN COFFEE
53673 10/04/10 424214 ITG (CHANNEL) 200,000.00 31.519 2,000.00 6,305,780.00

PUR 9/29/10 39312210 GREEN MOUNTAIN COFFEE
53673 10/04/10 424214 ITG (CHANNEL) 100,000.00 30.799 1,000.00 3,080,850.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 300,000.00 31.279 9,386,630.00
3,000.00

S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/30/10 39312210 GREEN MOUNTAIN COFFEE
53673 10/05/10 424220 INSTINET (PORTAL) 100,000.00 31.650 700.00 3,165,660.00

PUR 9/08/10 41651510 HARTFORD FINANCIAL SVCS GRO
53354 9/13/10 424153 GRISWOLD COMPANY 200,000.00 22.102 2,000.00 4,422,380.00

PUR 9/09/10 41651510 HARTFORD FINANCIAL SVCS GRO
53354 9/14/10 424157 CABRERA 50,000.00 22.355 500.00 1,118,240.00

PUR 9/29/10 42270410 HECLA MINING
53674 10/04/10 424214 ITG (CHANNEL) 300,000.00 6.379 3,000.00 1,916,580.00

PUR 9/29/10 42270410 HECLA MINING
53674 10/04/10 424214 MERIDIAN EQUITY PARTNERS 200,000.00 6.367 2,000.00 1,275,340.00

PUR 9/30/10 42270410 HECLA MINING
53674 10/05/10 424220 INSTINET (PORTAL) 500,000.00 6.359 3,500.00 3,182,850.00

PUR 9/30/10 42270410 HECLA MINING
53674 10/05/10 424220 ITG (CHANNEL) 200,000.00 6.284 2,000.00 1,258,860.00

PUR 9/22/10 45091110 ITT CORP
39934 9/27/10 424193 LOOP CAPITAL 50,000.00 46.632 500.00 2,332,120.00

PUR 9/24/10 45091110 ITT CORP
39934 9/29/10 424202 BLAYLOCK ROBERT VAN LLC 20,000.00 46.915 200.00 938,502.00

PUR 9/27/10 45091110 ITT CORP
39934 9/30/10 424206 BLAYLOCK ROBERT VAN LLC 20,000.00 46.939 200.00 938,972.00

PUR 9/10/10 45678T30 INFOSPACE INC
50678 9/15/10 424161 LABRANCHE/0TC 50,000.00 7.143 500.00 357,625.00

PUR 9/16/10 45678T30 INFOSPACE INC
50678 9/21/10 424177 INSTINET (CUMBERLAND ADVISO 50,000.00 7.464 2,500.00 375,710.00

PUR 9/01/10 45814010 INTEL CORP
53305 9/07/10 424136 ITG (CHANNEL) 1,000,000.00 18.136 10,000.00 18,146,200.00

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

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/02/10 46603210 J&J SNACK FOODS CORP
39938 9/08/10 424140 LABRANCHE/0TC 10,000.00 38.279 100.00 382,888.00

PUR 9/03/10 46603210 J&J SNACK FOODS CORP
39938 9/09/10 424144 ITG (CHANNEL) 10,000.00 38.573 100.00 385,833.00

PUR 9/07/10 46603210 J&J SNACK FOODS CORP
39938 9/10/10 424148 ITG (CHANNEL) 10,000.00 38.385 100.00 383,945.00

PUR 9/22/10 46981410 JACOBS ENGINEERING GROUP IN
47300 9/27/10 424193 STURDIVANT/EXECUTION 60,000.00 37.058 600.00 2,224,098.00

PUR 9/14/10 50540R40 LABORATORY CORP OF AMERICA
39944 9/17/10 424169 BMO CAPITAL MARKETS/EXECUTI 20,000.00 73.686 200.00 1,473,926.00

PUR 9/01/10 52466010 LEGGETT & PLATT
53253 9/07/10 424136 BMO CAPITAL MARKETS/EXECUTI 30,000.00 19.987 300.00 599,904.00

PUR 9/02/10 52466010 LEGGETT & PLATT
53253 9/08/10 424140 BMO CAPITAL MARKETS/EXECUTI 20,000.00 20.452 200.00 409,230.00

PUR 9/17/10 53071M70 LIBERTY MEDIA-STARZ CL A
53478 9/22/10 424181 ITG (CHANNEL) 10,000.00 63.829 100.00 638,392.00

PUR 9/17/10 53071M70 LIBERTY MEDIA-STARZ CL A
53478 9/22/10 424181 LABRANCHE/0TC 10,000.00 63.614 100.00 636,237.00

PUR 9/21/10 53071M70 LIBERTY MEDIA-STARZ CL A
53478 9/24/10 424189 LABRANCHE/0TC 10,000.00 64.484 100.00 644,938.00

PUR 9/21/10 53071M70 LIBERTY MEDIA-STARZ CL A
53478 9/24/10 424189 LIQUIDNET 20,000.00 64.095 400.00 1,282,300.00

PUR 9/22/10 53071M70 LIBERTY MEDIA-STARZ CL A
53478 9/27/10 424193 ITG (CHANNEL) 10,000.00 64.720 100.00 647,299.00

PUR 9/03/10 53245710 ELI LILLY & CO.
39946 9/09/10 424144 BMO CAPITAL MARKETS/EXECUTI 50,000.00 34.519 500.00 1,726,455.00

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 9/01/10 THROUGH 9/30/10

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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/07/10 53591920 LIONS GATE ENTERTAINMENT CO
52708 9/10/10 424148 GRISWOLD COMPANY 30,000.00 7.155 300.00 214,953.00

PUR 9/08/10 53591920 LIONS GATE ENTERTAINMENT CO
52708 9/13/10 424153 ICAP CORPORATES LLC 30,000.00 7.145 300.00 214,662.00

PUR 9/08/10 53591920 LIONS GATE ENTERTAINMENT CO
52708 9/13/10 424153 ICAP CORPORATES LLC 30,000.00 7.166 300.00 215,274.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 60,000.00 7.156 429,936.00
600.00

PUR 9/09/10 53591920 LIONS GATE ENTERTAINMENT CO
52708 9/14/10 424157 BMO CAPITAL MARKETS/EXECUTI 30,000.00 7.203 300.00 216,378.00

PUR 9/10/10 53591920 LIONS GATE ENTERTAINMENT CO
52708 9/15/10 424161 BMO CAPITAL MARKETS/EXECUTI 30,000.00 7.311 300.00 219,618.00

PUR 9/13/10 53591920 LIONS GATE ENTERTAINMENT CO
52708 9/16/10 424165 BMO CAPITAL MARKETS/EXECUTI 30,000.00 7.332 300.00 220,254.00

PUR 9/14/10 53591920 LIONS GATE ENTERTAINMENT CO
52708 9/17/10 424169 BMO CAPITAL MARKETS/EXECUTI 30,000.00 7.348 300.00 220,737.00

PUR 9/15/10 53591920 LIONS GATE ENTERTAINMENT CO
52708 9/20/10 424173 BMO CAPITAL MARKETS/EXECUTI 30,000.00 7.323 300.00 219,993.00

PUR 9/16/10 53591920 LIONS GATE ENTERTAINMENT CO
52708 9/21/10 424177 BMO CAPITAL MARKETS/EXECUTI 30,000.00 7.279 300.00 218,679.00

PUR 9/17/10 53591920 LIONS GATE ENTERTAINMENT CO
52708 9/22/10 424181 WILLIAMS CAPITAL GROUP 30,000.00 7.292 300.00 219,048.00

PUR 9/20/10 53591920 LIONS GATE ENTERTAINMENT CO
52708 9/23/10 424185 BMO CAPITAL MARKETS/EXECUTI 30,000.00 7.272 300.00 218,445.00

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

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

MULTI SECTOR COMMON A (5162) -Cont. PAGE: 107
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/21/10 53591920 LIONS GATE ENTERTAINMENT CO
52708 9/24/10 424189 BMO CAPITAL MARKETS/EXECUTI 30,000.00 7.366 300.00 221,286.00

PUR 9/22/10 53591920 LIONS GATE ENTERTAINMENT CO
52708 9/27/10 424193 BMO CAPITAL MARKETS/EXECUTI 30,000.00 7.341 300.00 220,518.00

PUR 9/27/10 53591920 LIONS GATE ENTERTAINMENT CO
52708 9/30/10 424206 BLAYLOCK ROBERT VAN LLC 30,000.00 7.199 300.00 216,279.00

PUR 9/03/10 56845T30 MARINER ENERGY INC
52430 9/09/10 424144 GRISWOLD COMPANY 100,000.00 23.233 1,000.00 2,324,270.00

PUR 9/08/10 59491810 MICROSOFT CORP.
39954 9/13/10 424153 LIQUIDNET 100,000.00 23.835 2,000.00 2,385,500.00

PUR 9/07/10 59501710 MICROCHIP TECHNOLOGY INC
53340 9/10/10 424148 LABRANCHE/0TC 65,100.00 28.734 651.00 1,871,221.38

PUR 9/07/10 59501710 MICROCHIP TECHNOLOGY INC
53340 9/10/10 424148 LIQUIDNET 34,900.00 28.685 698.00 1,001,804.50

PUR 9/08/10 59501710 MICROCHIP TECHNOLOGY INC
53340 9/13/10 424153 INSTINET (PORTAL) 50,000.00 28.593 350.00 1,429,975.00

PUR 9/08/10 59501710 MICROCHIP TECHNOLOGY INC
53340 9/13/10 424153 ITG (CHANNEL) 50,000.00 28.609 500.00 1,430,925.00

PUR 9/09/10 59501710 MICROCHIP TECHNOLOGY INC
53340 9/14/10 424157 INSTINET (PORTAL) 100,000.00 28.980 700.00 2,898,650.00

PUR 9/21/10 59501710 MICROCHIP TECHNOLOGY INC
53340 9/24/10 424189 INSTINET (CUMBERLAND ADVISO 100,000.00 30.264 5,000.00 3,031,370.00

PUR 9/22/10 59501710 MICROCHIP TECHNOLOGY INC
53340 9/27/10 424193 ITG (CHANNEL) 100,000.00 29.587 1,000.00 2,959,720.00

PUR 9/08/10 68389X10 ORACLE CORP
46205 9/13/10 424153 ITG (CHANNEL) 300,000.00 24.051 3,000.00 7,218,270.00

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 9/01/10 THROUGH 9/30/10

MULTI SECTOR COMMON A (5162) -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 9/08/10 74164M10 PRIMERICA INC
51334 9/13/10 424153 BLAYLOCK ROBERT VAN LLC 20,000.00 20.992 200.00 420,038.00

PUR 9/09/10 74164M10 PRIMERICA INC
51334 9/14/10 424157 BMO CAPITAL MARKETS/EXECUTI 20,000.00 21.516 200.00 430,510.00

PUR 9/10/10 74164M10 PRIMERICA INC
51334 9/15/10 424161 BMO CAPITAL MARKETS/EXECUTI 10,000.00 21.411 100.00 214,209.00

PUR 9/30/10 74432010 PRUDENTIAL FINANCIAL INC
50812 10/05/10 424220 LOOP CAPITAL 60,000.00 54.232 600.00 3,254,526.00

PUR 9/08/10 75043810 RADIOSHACK CORP
51293 9/13/10 424153 WILLIAMS CAPITAL GROUP 50,000.00 19.178 500.00 959,400.00

PUR 9/09/10 75043810 RADIOSHACK CORP
51293 9/14/10 424157 CASTLE OAK SECURITIES 50,000.00 19.515 500.00 976,260.00

PUR 9/09/10 75043810 RADIOSHACK CORP
51293 9/14/10 424157 MERIDIAN EQUITY PARTNERS 50,000.00 19.493 500.00 975,160.00

PUR 9/01/10 75075340 RAILAMERICA INC
48835 9/07/10 424136 DEUTSCHE BANK AG (DOMESTIC) 9,383.00 10.376 375.32 97,736.14

PUR 9/07/10 75876610 REGAL ENTERTAINMENT GROUP-A
41584 9/10/10 424148 ICAP CORPORATES LLC 50,000.00 12.482 500.00 624,620.00

PUR 9/08/10 75876610 REGAL ENTERTAINMENT GROUP-A
41584 9/13/10 424153 PRINCETON SECURITIES GROUP 50,000.00 12.618 500.00 631,400.00

PUR 9/17/10 75876610 REGAL ENTERTAINMENT GROUP-A
41584 9/22/10 424181 ICAP CORPORATES LLC 50,000.00 11.976 500.00 599,275.00

PUR 9/22/10 75876610 REGAL ENTERTAINMENT GROUP-A
41584 9/27/10 424193 CASTLE OAK SECURITIES 50,000.00 12.925 500.00 646,740.00

PUR 9/23/10 75876610 REGAL ENTERTAINMENT GROUP-A
41584 9/28/10 424198 BMO CAPITAL MARKETS/EXECUTI 20,000.00 13.029 200.00 260,770.00

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

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

MULTI SECTOR COMMON A (5162) -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 9/08/10 7591EP10 REGIONS FINANCIAL CORP
53352 9/13/10 424153 BLAYLOCK ROBERT VAN LLC 100,000.00 6.834 1,000.00 684,440.00

PUR 9/08/10 7591EP10 REGIONS FINANCIAL CORP
53352 9/13/10 424153 CABRERA 100,000.00 6.704 1,000.00 671,410.00

PUR 9/08/10 7591EP10 REGIONS FINANCIAL CORP
53352 9/13/10 424153 CASTLE OAK SECURITIES 125,000.00 6.850 1,250.00 857,475.00

PUR 9/08/10 7591EP10 REGIONS FINANCIAL CORP
53352 9/13/10 424153 GRISWOLD COMPANY 100,000.00 6.848 1,000.00 685,840.00

PUR 9/08/10 7591EP10 REGIONS FINANCIAL CORP
53352 9/13/10 424153 JACKSON SECS 125,000.00 6.878 1,250.00 861,000.00

PUR 9/08/10 7591EP10 REGIONS FINANCIAL CORP
53352 9/13/10 424153 PACIFIC AMERICAN SECURITIES 200,000.00 6.876 2,000.00 1,377,100.00

PUR 9/08/10 7591EP10 REGIONS FINANCIAL CORP
53352 9/13/10 424153 PRINCETON SECURITIES GROUP 100,000.00 6.850 1,000.00 686,040.00

PUR 9/08/10 7591EP10 REGIONS FINANCIAL CORP
53352 9/13/10 424153 STURDIVANT/EXECUTION 150,000.00 6.784 1,500.00 1,019,085.00

PUR 9/20/10 7591EP10 REGIONS FINANCIAL CORP
53352 9/23/10 424185 CABRERA 100,000.00 6.909 1,000.00 691,940.00

PUR 9/20/10 7591EP10 REGIONS FINANCIAL CORP
53352 9/23/10 424185 CASTLE OAK SECURITIES 100,000.00 6.947 1,000.00 695,650.00

PUR 9/20/10 7591EP10 REGIONS FINANCIAL CORP
53352 9/23/10 424185 JACKSON SECS 100,000.00 6.905 1,000.00 691,460.00

PUR 9/20/10 7591EP10 REGIONS FINANCIAL CORP
53352 9/23/10 424185 PRINCETON SECURITIES GROUP 100,000.00 6.880 1,000.00 689,000.00

PUR 9/20/10 7591EP10 REGIONS FINANCIAL CORP
53352 9/23/10 424185 STURDIVANT/EXECUTION 100,000.00 6.915 1,000.00 692,500.00

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 9/01/10 THROUGH 9/30/10

MULTI SECTOR COMMON A (5162) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/27/10 7591EP10 REGIONS FINANCIAL CORP
53352 9/30/10 424206 MERIDIAN EQUITY PARTNERS 250,000.00 7.012 2,500.00 1,755,400.00

PUR 9/27/10 7591EP10 REGIONS FINANCIAL CORP
53352 9/30/10 424206 PRINCETON SECURITIES GROUP 250,000.00 7.024 2,500.00 1,758,425.00

PUR 9/28/10 7591EP10 REGIONS FINANCIAL CORP
53352 10/01/10 424210 GRISWOLD COMPANY 250,000.00 6.986 2,500.00 1,749,075.00

PUR 9/28/10 7591EP10 REGIONS FINANCIAL CORP
53352 10/01/10 424210 PRINCETON SECURITIES GROUP 250,000.00 6.981 2,500.00 1,747,750.00

PUR 9/03/10 79084910 ST JUDE MEDICAL INC
39978 9/09/10 424144 BMO CAPITAL MARKETS/EXECUTI 30,000.00 35.752 300.00 1,072,860.00

PUR 9/03/10 79084910 ST JUDE MEDICAL INC
39978 9/09/10 424144 BMO CAPITAL MARKETS/EXECUTI 20,000.00 35.437 200.00 708,932.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 50,000.00 35.626 1,781,792.00
500.00

PUR 9/08/10 80090720 SANMINA-SCI CORP
49560 9/13/10 424153 ITG (CHANNEL) 30,000.00 10.399 300.00 312,276.00

PUR 9/09/10 83056610 SKECHERS USA INC CL A
53364 9/14/10 424157 MERIDIAN EQUITY PARTNERS 50,000.00 22.994 500.00 1,150,215.00

PUR 9/10/10 83056610 SKECHERS USA INC CL A
53364 9/15/10 424161 BMO CAPITAL MARKETS/EXECUTI 50,000.00 23.008 500.00 1,150,895.00

PUR 9/10/10 83056610 SKECHERS USA INC CL A
53364 9/15/10 424161 BMO CAPITAL MARKETS/EXECUTI 50,000.00 23.607 500.00 1,180,860.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 23.308 2,331,755.00
1,000.00

S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

MULTI SECTOR COMMON A (5162) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/13/10 83056610 SKECHERS USA INC CL A
53364 9/16/10 424165 MERIDIAN EQUITY PARTNERS 100,000.00 22.682 1,000.00 2,269,240.00

PUR 9/13/10 83056610 SKECHERS USA INC CL A
53364 9/16/10 424165 PACIFIC AMERICAN SECURITIES 50,000.00 22.507 500.00 1,125,865.00

PUR 9/14/10 83056610 SKECHERS USA INC CL A
53364 9/17/10 424169 GRISWOLD COMPANY 100,000.00 23.096 1,000.00 2,310,610.00

PUR 9/15/10 83056610 SKECHERS USA INC CL A
53364 9/20/10 424173 BLAYLOCK ROBERT VAN LLC 50,000.00 23.375 500.00 1,169,250.00

PUR 9/16/10 83056610 SKECHERS USA INC CL A
53364 9/21/10 424177 WILLIAMS CAPITAL GROUP 50,000.00 23.179 500.00 1,159,460.00

PUR 9/17/10 83056610 SKECHERS USA INC CL A
53364 9/22/10 424181 MERIDIAN EQUITY PARTNERS 50,000.00 23.441 500.00 1,172,565.00

PUR 9/20/10 83269640 SMUCKER JM CO
53498 9/23/10 424185 WILLIAMS CAPITAL GROUP 20,000.00 61.634 200.00 1,232,880.00

PUR 9/21/10 83269640 SMUCKER JM CO
53498 9/24/10 424189 BMO CAPITAL MARKETS/EXECUTI 30,000.00 61.536 300.00 1,846,380.00

PUR 9/22/10 83269640 SMUCKER JM CO
53498 9/27/10 424193 BMO CAPITAL MARKETS/EXECUTI 20,000.00 62.023 200.00 1,240,654.00

PUR 9/27/10 83269640 SMUCKER JM CO
53498 9/30/10 424206 BMO CAPITAL MARKETS/EXECUTI 30,000.00 61.135 300.00 1,834,335.00

PUR 9/28/10 83269640 SMUCKER JM CO
53498 10/01/10 424210 BMO CAPITAL MARKETS/EXECUTI 20,000.00 60.876 200.00 1,217,714.00

PUR 9/29/10 83269640 SMUCKER JM CO
53498 10/04/10 424214 BMO CAPITAL MARKETS/EXECUTI 10,000.00 60.938 100.00 609,482.00

PUR 9/29/10 83269640 SMUCKER JM CO
53498 10/04/10 424214 WILLIAMS CAPITAL GROUP 10,000.00 60.682 100.00 606,923.00

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

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

MULTI SECTOR COMMON A (5162) -Cont. PAGE: 112
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/30/10 83269640 SMUCKER JM CO
53498 10/05/10 424220 BMO CAPITAL MARKETS/EXECUTI 10,000.00 60.660 100.00 606,698.00

PUR 9/30/10 83269640 SMUCKER JM CO
53498 10/05/10 424220 BMO CAPITAL MARKETS/EXECUTI 30,000.00 61.069 300.00 1,832,361.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 60.966 2,439,059.00
400.00

PUR 9/01/10 86459610 SUCCESSFACTORS INC
51407 9/07/10 424136 LABRANCHE/0TC 60,000.00 20.774 600.00 1,247,022.00

PUR 9/02/10 86459610 SUCCESSFACTORS INC
51407 9/08/10 424140 LABRANCHE/0TC 20,000.00 21.384 200.00 427,874.00

PUR 9/07/10 87150310 SYMANTEC CORP
53339 9/10/10 424148 ITG (CHANNEL) 75,000.00 13.989 750.00 1,049,932.50

PUR 9/07/10 87150310 SYMANTEC CORP
53339 9/10/10 424148 LABRANCHE/0TC 325,000.00 13.991 3,250.00 4,550,162.50

PUR 9/08/10 87150310 SYMANTEC CORP
53339 9/13/10 424153 INSTINET (PORTAL) 100,000.00 14.115 700.00 1,412,170.00

PUR 9/08/10 87150310 SYMANTEC CORP
53339 9/13/10 424153 ITG (CHANNEL) 100,000.00 14.045 1,000.00 1,405,530.00

PUR 9/22/10 87150310 SYMANTEC CORP
53339 9/27/10 424193 ITG (CHANNEL) 100,000.00 14.931 1,000.00 1,494,050.00

PUR 9/24/10 87150310 SYMANTEC CORP
53339 9/29/10 424202 LIQUIDNET 100,000.00 15.059 2,000.00 1,507,940.00

PUR 9/27/10 87161C10 SYNOVUS FINANCIAL CORP
53635 9/30/10 424206 ELECTRONIC BROKERAGE SYSTEM 600,000.00 2.482 3,000.00 1,492,020.00

S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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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 9/27/10 87161C10 SYNOVUS FINANCIAL CORP
53635 9/30/10 424206 ICAP CORPORATES LLC 150,000.00 2.479 1,500.00 373,395.00

PUR 9/27/10 87161C10 SYNOVUS FINANCIAL CORP
53635 9/30/10 424206 MERIDIAN EQUITY PARTNERS 150,000.00 2.477 1,500.00 373,050.00

PUR 9/28/10 87161C10 SYNOVUS FINANCIAL CORP
53635 10/01/10 424210 ICAP CORPORATES LLC 250,000.00 2.486 2,500.00 624,050.00

PUR 9/28/10 87161C10 SYNOVUS FINANCIAL CORP
53635 10/01/10 424210 INSTINET (DOMESTIC) 400,000.00 2.497 2,800.00 1,001,680.00

PUR 9/28/10 87161C10 SYNOVUS FINANCIAL CORP
53635 10/01/10 424210 MERIDIAN EQUITY PARTNERS 250,000.00 2.482 2,500.00 622,875.00

PUR 9/29/10 87161C10 SYNOVUS FINANCIAL CORP
53635 10/04/10 424214 INSTINET (DOMESTIC) 600,000.00 2.509 4,200.00 1,509,720.00

PUR 9/08/10 87655330 TASTY BAKING CO.
39980 9/13/10 424153 ITG (CHANNEL) 500.00 6.292 5.00 3,151.00

PUR 9/09/10 87655330 TASTY BAKING CO.
39980 9/14/10 424157 ITG (CHANNEL) 1,725.00 6.178 17.25 10,674.30

PUR 9/10/10 87655330 TASTY BAKING CO.
39980 9/15/10 424161 ITG (CHANNEL) 7,775.00 6.783 77.75 52,812.47

PUR 9/13/10 88731730 TIME WARNER INC
53416 9/16/10 424165 ELECTRONIC BROKERAGE SYSTEM 100,000.00 31.871 500.00 3,187,610.00

PUR 9/14/10 88731730 TIME WARNER INC
53416 9/17/10 424169 PRINCETON SECURITIES GROUP 100,000.00 31.724 1,000.00 3,173,390.00

PUR 9/15/10 88731730 TIME WARNER INC
53416 9/20/10 424173 GRISWOLD COMPANY 100,000.00 31.616 1,000.00 3,162,570.00

PUR 9/16/10 88731730 TIME WARNER INC
53416 9/21/10 424177 BMO CAPITAL MARKETS/EXECUTI 50,000.00 31.440 500.00 1,572,475.00

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 9/01/10 THROUGH 9/30/10

MULTI SECTOR COMMON A (5162) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/16/10 88732J20 TIME WARNER CABLE INC
45483 9/21/10 424177 WILLIAMS CAPITAL GROUP 20,000.00 51.908 200.00 1,038,368.00

PUR 9/17/10 88732J20 TIME WARNER CABLE INC
45483 9/22/10 424181 WILLIAMS CAPITAL GROUP 20,000.00 51.668 200.00 1,033,552.00

PUR 9/24/10 90341W10 US AIRWAYS GROUP INC
53622 9/29/10 424202 MERIDIAN EQUITY PARTNERS 200,000.00 8.986 2,000.00 1,799,280.00

PUR 9/30/10 90341W10 US AIRWAYS GROUP INC
53622 10/05/10 424220 GRISWOLD COMPANY 100,000.00 9.179 1,000.00 918,890.00

PUR 9/22/10 91886610 VALASSIS COMMUNICATIONS INC
42815 9/27/10 424193 BMO CAPITAL MARKETS/EXECUTI 40,000.00 32.901 400.00 1,316,448.00

PUR 9/08/10 92241710 VEECO INSTRUMENTS INC
50424 9/13/10 424153 ITG (CHANNEL) 20,000.00 33.296 200.00 666,128.00

PUR 9/09/10 92241710 VEECO INSTRUMENTS INC
50424 9/14/10 424157 INSTINET (PORTAL) 20,000.00 34.088 140.00 681,906.00

PUR 9/10/10 92241710 VEECO INSTRUMENTS INC
50424 9/15/10 424161 LABRANCHE/0TC 30,000.00 33.507 300.00 1,005,498.00

PUR 9/13/10 92241710 VEECO INSTRUMENTS INC
50424 9/16/10 424165 ITG (CHANNEL) 4,800.00 34.030 48.00 163,390.56

PUR 9/13/10 92241710 VEECO INSTRUMENTS INC
50424 9/16/10 424165 MERRIMAN/OTC 10,000.00 34.199 100.00 342,088.00

PUR 9/13/10 92241710 VEECO INSTRUMENTS INC
50424 9/16/10 424165 PULSE (BLOCK CROSS) 5,200.00 33.935 52.00 176,514.00

PUR 9/08/10 92553P20 VIACOM INC. "B"
53222 9/13/10 424153 WILLIAMS CAPITAL GROUP 50,000.00 32.596 500.00 1,630,290.00

PUR 9/10/10 92553P20 VIACOM INC. "B"
53222 9/15/10 424161 PRINCETON SECURITIES GROUP 50,000.00 33.725 500.00 1,686,760.00

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 9/01/10 THROUGH 9/30/10

MULTI SECTOR COMMON A (5162) -Cont. PAGE: 115
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/13/10 92553P20 VIACOM INC. "B"
53222 9/16/10 424165 PRINCETON SECURITIES GROUP 100,000.00 34.303 1,000.00 3,431,280.00

PUR 9/14/10 92553P20 VIACOM INC. "B"
53222 9/17/10 424169 MERIDIAN EQUITY PARTNERS 100,000.00 34.553 1,000.00 3,456,310.00

PUR 9/15/10 92553P20 VIACOM INC. "B"
53222 9/20/10 424173 PRINCETON SECURITIES GROUP 50,000.00 34.802 500.00 1,740,620.00

PUR 9/13/10 98074510 WOODWARD GOVERNOR CO
41161 9/16/10 424165 ITG (CHANNEL) 5,000.00 29.192 50.00 146,010.50

PUR 9/13/10 98074510 WOODWARD GOVERNOR CO
41161 9/16/10 424165 MERRIMAN/OTC 15,000.00 29.795 150.00 447,076.50
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 19,290,977.00 376,452,992.30
263,188.18
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 19,290,977.00 376,452,992.30
263,188.18
SALES OF STOCK AND OTHER EQUITIES
---------------------------------

SALE 9/03/10 00282410 ABBOTT LABORATORIES 34.19
39882 9/09/10 424145 BLAYLOCK ROBERT VAN LLC 40,000.00 50.572 400.00 2,022,437.81 4,432.65

SALE 9/01/10 00507V10 ACTIVISION BLIZZARD INC 75.49
50387 9/07/10 424137 ITG (CHANNEL) 410,000.00 10.894 4,100.00 4,462,446.51 -4,338.33

SALE 9/01/10 00507V10 ACTIVISION BLIZZARD INC 18.38
50387 9/07/10 424137 LABRANCHE/0TC 100,000.00 10.873 1,000.00 1,086,281.62 -3,178.10

SALE 9/01/10 00507V10 ACTIVISION BLIZZARD INC 16.47
50387 9/07/10 424137 MERRIMAN/OTC 90,000.00 10.827 900.00 973,540.53 -6,973.21

SALE 9/07/10 00507V10 ACTIVISION BLIZZARD INC 18.75
50387 9/10/10 424149 MERRIMAN/OTC 100,000.00 11.093 1,000.00 1,108,291.25 18,831.53

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 9/01/10 THROUGH 9/30/10

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/08/10 00507V10 ACTIVISION BLIZZARD INC 37.70
50387 9/13/10 424154 INSTINET (PORTAL) 200,000.00 11.152 1,400.00 2,228,982.30 50,062.87

SALE 9/24/10 00507V10 ACTIVISION BLIZZARD INC 18.51
50387 9/29/10 424203 INSTINET (PORTAL) 100,000.00 10.951 700.00 1,094,421.49 4,961.77

SALE 9/09/10 00817Y10 AETNA INC 24.91
51549 9/14/10 424158 MURIEL SEIBERT & CO 50,000.00 29.479 500.00 1,473,425.09 -42,269.00

SALE 9/20/10 01964550 ALLIS-CHALMERS ENERGY INC. 6.77
39884 9/23/10 424186 GRISWOLD COMPANY 100,000.00 4.004 1,000.00 399,403.23 -773,777.40

SALE 9/22/10 01964550 ALLIS-CHALMERS ENERGY INC. 3.39
39884 9/27/10 424194 JACKSON SECS 50,000.00 4.000 500.00 199,506.61 -387,083.71

SALE 9/23/10 01964550 ALLIS-CHALMERS ENERGY INC. 6.76
39884 9/28/10 424199 MERIDIAN EQUITY PARTNERS 100,000.00 3.994 1,000.00 398,423.24 -774,757.39

SALE 9/24/10 01964550 ALLIS-CHALMERS ENERGY INC. 6.83
39884 9/29/10 424203 GRISWOLD COMPANY 100,000.00 4.037 1,000.00 402,643.17 -770,537.46

SALE 9/24/10 02040910 ALMOST FAMILY INC 5.12
44961 9/29/10 424203 LABRANCHE/0TC 10,000.00 30.287 100.00 302,759.88 133,561.60

SALE 9/29/10 02040910 ALMOST FAMILY INC 5.05
44961 10/04/10 424215 MERRIMAN/OTC 10,000.00 29.840 100.00 298,298.95 129,100.68

SALE 9/29/10 03251110 ANADARKO PETROLEUM CORP 19.51
39888 10/04/10 424215 BMO CAPITAL MARKETS/EXECUTI 20,000.00 57.706 200.00 1,153,904.49 546,966.18

SALE 9/22/10 03251510 ANADIGICS INC 4.57
42114 9/27/10 424194 INSTINET (PORTAL) 50,000.00 5.405 350.00 269,880.43 105,964.46

SALE 9/24/10 03251510 ANADIGICS INC 4.99
42114 9/29/10 424203 LIQUIDNET 50,000.00 5.900 1,000.00 293,995.01 130,079.04

SALE 9/29/10 03251510 ANADIGICS INC 2.57
42114 10/04/10 424215 LIQUIDNET 25,000.00 6.080 500.00 151,497.43 69,539.45

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 9/01/10 THROUGH 9/30/10

MULTI SECTOR COMMON A (5162) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/29/10 03251510 ANADIGICS INC 1.01
42114 10/04/10 424215 LIQUIDNET 10,000.00 5.975 200.00 59,548.99 26,765.80
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 35,000.00 6.050 3.58 211,046.42 96,305.25
700.00

SALE 9/29/10 03251510 ANADIGICS INC 1.55
42114 10/04/10 424215 MERRIMAN/OTC 15,000.00 6.097 150.00 91,295.95 42,121.16

SALE 9/03/10 03741110 APACHE CORP 47.07
51380 9/09/10 424145 WILLIAMS CAPITAL GROUP 30,000.00 92.821 300.00 2,784,276.93 -389,815.06

SALE 9/16/10 03783310 APPLE INC 46.74
39881 9/21/10 424178 ITG (CHANNEL) 10,000.00 276.52 100.00 2,765,059.26 1,235,087.62

SALE 9/20/10 03783310 APPLE INC 47.85
39881 9/23/10 424186 INSTINET (CUMBERLAND ADVISO 10,000.00 283.11 500.00 2,830,642.15 1,283,440.86

SALE 9/24/10 03783310 APPLE INC 49.38
39881 9/29/10 424203 LABRANCHE/0TC 10,000.00 292.17 100.00 2,921,552.62 1,374,351.33

SALE 9/13/10 03966610 ARCSIGHT INC 37.10
53365 9/16/10 424166 ITG (CHANNEL) 50,000.00 43.902 500.00 2,194,572.90 433,847.90

SALE 9/13/10 03966610 ARCSIGHT INC 37.21
53365 9/16/10 424166 LIQUIDNET 50,000.00 44.030 1,000.00 2,200,462.79 439,737.79

SALE 9/22/10 04951310 ATMEL CORP. 12.32
43167 9/27/10 424194 INSTINET (PORTAL) 100,000.00 7.286 700.00 727,837.68 349,668.87

SALE 9/07/10 05276910 AUTODESK INC 49.80
52373 9/10/10 424149 MERRIMAN/OTC 100,000.00 29.463 1,000.00 2,945,230.20 123,758.19

SALE 9/08/10 05276910 AUTODESK INC 50.71
52373 9/13/10 424154 INSTINET (PORTAL) 100,000.00 30.002 700.00 2,999,449.29 177,977.27

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 9/01/10 THROUGH 9/30/10

MULTI SECTOR COMMON A (5162) -Cont. PAGE: 118
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/09/10 05276910 AUTODESK INC 51.30
52373 9/14/10 424158 INSTINET (PORTAL) 100,000.00 30.354 700.00 3,034,618.70 213,146.68

SALE 9/24/10 07181310 BAXTER INTERNATIONAL INC 41.19
51642 9/29/10 424203 WILLIAMS CAPITAL GROUP 50,000.00 48.742 500.00 2,436,533.81 -16,935.19

SALE 9/27/10 07181310 BAXTER INTERNATIONAL INC 40.45
51642 9/30/10 424207 WILLIAMS CAPITAL GROUP 50,000.00 47.868 500.00 2,392,869.55 -60,599.45

SALE 9/16/10 09247X10 BLACKROCK INC 55.28
51685 9/21/10 424178 BLAYLOCK ROBERT VAN LLC 20,000.00 163.54 200.00 3,270,610.72 -506,812.69

SALE 9/16/10 11162130 BROCADE COMMUNICATIONS SY 19.25
50868 9/21/10 424178 INSTINET (CUMBERLAND ADVISO 200,000.00 5.693 10,000.00 1,128,580.75 2,737.11

SALE 9/22/10 11162130 BROCADE COMMUNICATIONS SY 19.37
50868 9/27/10 424194 LABRANCHE/0TC 185,000.00 6.194 1,850.00 1,144,020.63 102,615.26

SALE 9/22/10 11162130 BROCADE COMMUNICATIONS SY 1.58
50868 9/27/10 424194 PULSE (BLOCK CROSS) 15,000.00 6.218 150.00 93,122.92 8,684.65

SALE 9/23/10 11162130 BROCADE COMMUNICATIONS SY 20.40
50868 9/28/10 424199 ITG (CHANNEL) 200,000.00 6.035 2,000.00 1,204,939.60 79,095.96

SALE 9/01/10 11844010 THE BUCKLE INC 12.35
52550 9/07/10 424137 WILLIAMS CAPITAL GROUP 30,000.00 24.358 300.00 730,418.65 -122,688.59

SALE 9/02/10 11844010 THE BUCKLE INC 8.72
52550 9/08/10 424141 BMO CAPITAL MARKETS/EXECUTI 20,000.00 25.799 200.00 515,765.28 -52,972.88

SALE 9/20/10 12526910 CF INDUSTRIES HOLDINGS INC 17.05
46083 9/23/10 424186 BMO CAPITAL MARKETS/EXECUTI 10,000.00 100.84 100.00 1,008,330.95 185,661.09

SALE 9/22/10 12640810 CSX CORP 75.22
50906 9/27/10 424194 WILLIAMS CAPITAL GROUP 80,000.00 55.632 800.00 4,449,708.78 625,167.78

SALE 9/28/10 12665010 CVS CAREMARK CORP 26.55
49563 10/01/10 424211 ICAP CORPORATES LLC 50,000.00 31.414 500.00 1,570,153.45 46,223.32

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 9/01/10 THROUGH 9/30/10

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/29/10 12665010 CVS CAREMARK CORP 53.23
49563 10/04/10 424215 GRISWOLD COMPANY 100,000.00 31.492 1,000.00 3,148,176.77 100,316.52

SALE 9/30/10 12665010 CVS CAREMARK CORP 53.33
49563 10/05/10 424221 JACKSON SECS 100,000.00 31.554 1,000.00 3,154,386.67 106,526.42

SALE 9/17/10 12686C10 CABLEVISION SYSTEMS-NY GRP- 26.87
39907 9/22/10 424182 BLAYLOCK ROBERT VAN LLC 60,000.00 26.496 600.00 1,589,121.13 269,632.50

SALE 9/17/10 12686C10 CABLEVISION SYSTEMS-NY GRP- 18.00
39907 9/22/10 424182 BLAYLOCK ROBERT VAN LLC 40,000.00 26.622 400.00 1,064,470.00 184,810.91
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 26.546 44.87 2,653,591.13 454,443.41
1,000.00

SALE 9/22/10 12686C10 CABLEVISION SYSTEMS-NY GRP- 25.81
39907 9/27/10 424194 BLAYLOCK ROBERT VAN LLC 60,000.00 25.447 600.00 1,526,218.19 206,729.55

SALE 9/17/10 14965A10 CAVIUM NETWORKS INC 2.33
52854 9/22/10 424182 ITG (CHANNEL) 5,000.00 27.500 50.00 137,446.67 4,883.75

SALE 9/17/10 14965A10 CAVIUM NETWORKS INC 6.93
52854 9/22/10 424182 LABRANCHE/0TC 15,000.00 27.318 150.00 409,613.07 11,924.30

SALE 9/17/10 14965A10 CAVIUM NETWORKS INC 4.61
52854 9/22/10 424182 PULSE (BLOCK CROSS) 10,000.00 27.270 100.00 272,595.39 7,469.54

SALE 9/24/10 14965A10 CAVIUM NETWORKS INC 4.81
52854 9/29/10 424203 LABRANCHE/0TC 10,000.00 28.456 100.00 284,454.19 19,328.34

SALE 9/27/10 14965A10 CAVIUM NETWORKS INC 9.95
52854 9/30/10 424207 MERRIMAN/OTC 20,000.00 29.432 200.00 588,422.05 58,170.36

SALE 9/29/10 18538Q10 CLEARWIRE CORP. CL A 3.33
43953 10/04/10 424215 ITG (CHANNEL) 25,000.00 7.873 250.00 196,579.17 6,593.65

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 9/01/10 THROUGH 9/30/10

MULTI SECTOR COMMON A (5162) -Cont. PAGE: 120
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/29/10 18538Q10 CLEARWIRE CORP. CL A 10.39
43953 10/04/10 424215 MERRIMAN/OTC 75,000.00 8.196 750.00 613,902.11 43,945.56

SALE 9/01/10 18683K10 CLIFFS NATURAL RESOURCES 21.82
51099 9/07/10 424137 BMO CAPITAL MARKETS/EXECUTI 20,000.00 64.545 200.00 1,290,680.18 49,634.00

SALE 9/07/10 18911Q10 CLOUD PEAK ENERGY INC 5.68
49783 9/10/10 424149 GRISWOLD COMPANY 20,000.00 16.798 200.00 335,748.32 53,144.16

SALE 9/29/10 19210850 COEUR D'ALENE MINES CORP ID 33.66
47108 10/04/10 424215 BMO CAPITAL MARKETS/EXECUTI 100,000.00 19.914 1,000.00 1,990,326.34 443,782.03

SALE 9/30/10 19210850 COEUR D'ALENE MINES CORP ID 33.45
47108 10/05/10 424221 STURDIVANT/EXECUTION 100,000.00 19.792 1,000.00 1,978,166.55 431,622.24

SALE 9/24/10 20030N20 COMCAST "A SPL" 14.56
51935 9/29/10 424203 INSTINET (PORTAL) 50,000.00 17.220 350.00 860,625.44 872.94

SALE 9/27/10 20030N20 COMCAST "A SPL" 29.25
51935 9/30/10 424207 INSTINET (PORTAL) 100,000.00 17.304 700.00 1,729,670.75 10,165.75

SALE 9/22/10 20586240 COMVERSE TECHNOLOGY INC 3.82
50585 9/27/10 424194 LABRANCHE/0TC 40,000.00 5.654 400.00 225,752.18 -143,869.82

SALE 9/23/10 20586240 COMVERSE TECHNOLOGY INC 2.84
50585 9/28/10 424199 LABRANCHE/0TC 30,000.00 5.606 300.00 167,883.16 -109,333.34

SALE 9/24/10 20586240 COMVERSE TECHNOLOGY INC 3.91
50585 9/29/10 424203 LABRANCHE/0TC 40,000.00 5.781 400.00 230,820.09 -138,801.91

SALE 9/27/10 20586240 COMVERSE TECHNOLOGY INC 2.01
50585 9/30/10 424207 LABRANCHE/0TC 20,000.00 5.944 200.00 118,675.99 -66,135.01

SALE 9/28/10 20586240 COMVERSE TECHNOLOGY INC 5.87
50585 10/01/10 424211 LABRANCHE/0TC 60,000.00 5.785 600.00 346,482.13 -207,950.87

SALE 9/28/10 20586240 COMVERSE TECHNOLOGY INC 5.88
50585 10/01/10 424211 MERRIMAN/OTC 60,000.00 5.794 600.00 347,016.12 -207,416.88

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D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/28/10 20586240 COMVERSE TECHNOLOGY INC 5.85
50585 10/01/10 424211 MERRIMAN/OTC 60,000.00 5.768 600.00 345,462.15 -208,970.85
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 120,000.00 5.781 11.73 692,478.27 -416,387.73
1,200.00

SALE 9/14/10 20825C10 CONOCOPHILLIPS 46.73
39904 9/17/10 424170 BLAYLOCK ROBERT VAN LLC 50,000.00 55.299 500.00 2,764,423.27 1,067,662.26

SALE 9/22/10 21079530 CONTINENTAL AIR 60.64
51434 9/27/10 424194 GRISWOLD COMPANY 150,000.00 23.919 1,500.00 3,586,229.36 480,518.91

SALE 9/22/10 21079530 CONTINENTAL AIR 20.22
51434 9/27/10 424194 PRINCETON SECURITIES GROUP 50,000.00 23.925 500.00 1,195,744.78 160,507.96

SALE 9/23/10 21079530 CONTINENTAL AIR 120.57
51434 9/28/10 424199 PRINCETON SECURITIES GROUP 300,000.00 23.781 3,000.00 7,131,059.43 919,638.52

SALE 9/24/10 21079530 CONTINENTAL AIR 81.08
51434 9/29/10 424203 CASTLE OAK SECURITIES 200,000.00 23.987 2,000.00 4,795,218.92 654,271.65

SALE 9/27/10 21079530 CONTINENTAL AIR 41.21
51434 9/30/10 424207 BMO CAPITAL MARKETS/EXECUTI 100,000.00 24.379 1,000.00 2,436,838.79 366,365.15

SALE 9/08/10 24736170 DELTA AIR LINES INC DEL 17.98
51738 9/13/10 424154 PRINCETON SECURITIES GROUP 100,000.00 10.637 1,000.00 1,062,642.02 -115,700.52

SALE 9/22/10 24736170 DELTA AIR LINES INC DEL 19.36
51738 9/27/10 424194 PACIFIC AMERICAN SECURITIES 100,000.00 11.450 1,000.00 1,143,960.64 -34,381.90

SALE 9/23/10 24736170 DELTA AIR LINES INC DEL 19.14
51738 9/28/10 424199 GRISWOLD COMPANY 100,000.00 11.321 1,000.00 1,131,080.86 -47,261.68

SALE 9/24/10 24736170 DELTA AIR LINES INC DEL 38.87
51738 9/29/10 424203 JACKSON SECS 200,000.00 11.498 2,000.00 2,297,481.13 -59,203.95

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/27/10 24736170 DELTA AIR LINES INC DEL 38.80
51738 9/30/10 424207 GRISWOLD COMPANY 200,000.00 11.478 2,000.00 2,293,481.20 -63,203.88

SALE 9/28/10 24736170 DELTA AIR LINES INC DEL 19.22
51738 10/01/10 424211 BLAYLOCK ROBERT VAN LLC 100,000.00 11.371 1,000.00 1,136,100.78 -42,241.76

SALE 9/28/10 24736170 DELTA AIR LINES INC DEL 19.36
51738 10/01/10 424211 PRINCETON SECURITIES GROUP 100,000.00 11.454 1,000.00 1,144,340.64 -34,001.90

SALE 9/29/10 24736170 DELTA AIR LINES INC DEL 58.23
51738 10/04/10 424215 INSTINET (DOMESTIC) 300,000.00 11.485 2,100.00 3,443,341.77 -91,685.85

SALE 9/30/10 24736170 DELTA AIR LINES INC DEL 58.74
51738 10/05/10 424221 INSTINET (PORTAL) 300,000.00 11.585 2,100.00 3,473,341.26 -61,686.37

SALE 9/30/10 24736170 DELTA AIR LINES INC DEL 19.58
51738 10/05/10 424221 LIQUIDNET 100,000.00 11.585 2,000.00 1,156,480.42 -21,862.12

SALE 9/13/10 26153C10 DREAMWORKS ANIMATION 20.98
52175 9/16/10 424166 BLAYLOCK ROBERT VAN LLC 40,000.00 31.029 400.00 1,240,727.02 84,218.45

SALE 9/14/10 26153C10 DREAMWORKS ANIMATION 21.96
52175 9/17/10 424170 BLAYLOCK ROBERT VAN LLC 40,000.00 32.480 400.00 1,298,770.04 142,261.47

SALE 9/16/10 26153C10 DREAMWORKS ANIMATION 21.58
52175 9/21/10 424178 BMO CAPITAL MARKETS/EXECUTI 40,000.00 31.920 400.00 1,276,390.42 119,881.85

SALE 9/22/10 26153C10 DREAMWORKS ANIMATION 17.12
52175 9/27/10 424194 BLAYLOCK ROBERT VAN LLC 30,000.00 33.762 300.00 1,012,536.88 145,155.45

SALE 9/24/10 26153C10 DREAMWORKS ANIMATION 16.61
52175 9/29/10 424203 BLAYLOCK ROBERT VAN LLC 30,000.00 32.754 300.00 982,315.39 114,933.96

SALE 9/30/10 26864810 EMC CORP/MASS 34.86
50998 10/05/10 424221 PRINCETON SECURITIES GROUP 100,000.00 20.626 1,000.00 2,061,595.14 208,816.85

SALE 9/22/10 28551210 ELECTRONIC ART 54.66
52246 9/27/10 424194 INSTINET (PORTAL) 200,000.00 16.170 1,400.00 3,232,605.34 14,653.33

S T A T E O F N E W J E R S E Y 5162
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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/23/10 28551210 ELECTRONIC ART 40.75
52246 9/28/10 424199 INSTINET (PORTAL) 150,000.00 16.075 1,050.00 2,410,099.25 -3,364.76

SALE 9/23/10 28551210 ELECTRONIC ART 13.54
52246 9/28/10 424199 ITG (CHANNEL) 50,000.00 16.023 500.00 800,621.46 -3,866.54

SALE 9/22/10 29100P10 EMERGENCY MEDICAL SVCS CO 17.80
51801 9/27/10 424194 WILLIAMS CAPITAL GROUP 20,000.00 52.637 200.00 1,052,524.20 47,356.89

SALE 9/22/10 29380T10 ENTERTAINMENT PROPERTIES TR 15.19
39916 9/27/10 424194 WILLIAMS CAPITAL GROUP 20,000.00 44.934 200.00 898,470.81 300,873.97

SALE 9/07/10 30212P10 EXPEDIA INC CL 20.83
52297 9/10/10 424149 MERRIMAN/OTC 50,000.00 24.650 500.00 1,231,959.17 188,453.57

SALE 9/08/10 30212P10 EXPEDIA INC CL 21.21
52297 9/13/10 424154 ITG (CHANNEL) 50,000.00 25.099 500.00 1,254,408.79 210,903.18

SALE 9/08/10 30212P10 EXPEDIA INC CL 21.28
52297 9/13/10 424154 LIQUIDNET 50,000.00 25.175 1,000.00 1,257,728.72 214,223.12

SALE 9/22/10 30212P10 EXPEDIA INC CL 23.98
52297 9/27/10 424194 INSTINET (PORTAL) 50,000.00 28.371 350.00 1,418,196.02 374,690.41

SALE 9/01/10 35952W10 FUEL SYSTEMS SOLUTIONS INC 16.97
48126 9/07/10 424137 ITG (CHANNEL) 30,000.00 33.461 300.00 1,003,504.03 77,819.79

SALE 9/22/10 35952W10 FUEL SYSTEMS SOLUTIONS INC 12.78
48126 9/27/10 424194 LABRANCHE/0TC 20,000.00 37.798 200.00 755,751.22 138,628.39

SALE 9/24/10 35952W10 FUEL SYSTEMS SOLUTIONS INC 13.02
48126 9/29/10 424203 LABRANCHE/0TC 20,000.00 38.515 200.00 770,088.98 152,966.15

SALE 9/29/10 35952W10 FUEL SYSTEMS SOLUTIONS INC 13.19
48126 10/04/10 424215 MERRIMAN/OTC 20,000.00 39.019 200.00 780,170.81 163,047.98

SALE 9/30/10 35952W10 FUEL SYSTEMS SOLUTIONS INC 3.32
48126 10/05/10 424221 LABRANCHE/0TC 5,000.00 39.254 50.00 196,216.68 41,935.97

S T A T E O F N E W J E R S E Y 5162
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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/30/10 35952W10 FUEL SYSTEMS SOLUTIONS INC 10.00
48126 10/05/10 424221 PULSE (BLOCK CROSS) 15,000.00 39.425 150.00 591,215.00 128,372.88

SALE 9/08/10 38238810 GOODRICH CORP 24.31
51296 9/13/10 424154 BMO CAPITAL MARKETS/EXECUTI 20,000.00 71.896 200.00 1,437,691.69 12,885.98

SALE 9/09/10 38238810 GOODRICH CORP 23.95
51296 9/14/10 424158 BMO CAPITAL MARKETS/EXECUTI 20,000.00 70.852 200.00 1,416,814.05 -7,991.66

SALE 9/10/10 38238810 GOODRICH CORP 23.78
51296 9/15/10 424162 WILLIAMS CAPITAL GROUP 20,000.00 70.351 200.00 1,406,800.22 -18,005.49

SALE 9/17/10 38259P50 GOOGLE INC 41.40
39926 9/22/10 424182 LABRANCHE/0TC 5,000.00 489.97 50.00 2,449,785.10 -81,024.63

SALE 9/03/10 40621610 HALLIBURTON CO 25.73
52551 9/09/10 424145 BLAYLOCK ROBERT VAN LLC 50,000.00 30.439 500.00 1,521,434.27 105,383.64

SALE 9/22/10 40621610 HALLIBURTON CO 54.07
52551 9/27/10 424194 WILLIAMS CAPITAL GROUP 100,000.00 31.990 1,000.00 3,197,975.93 365,874.68

SALE 9/23/10 40621610 HALLIBURTON CO 53.33
52551 9/28/10 424199 ICAP CORPORATES LLC 100,000.00 31.555 1,000.00 3,154,426.67 322,325.42

SALE 9/29/10 40621610 HALLIBURTON CO 56.21
52551 10/04/10 424215 GRISWOLD COMPANY 100,000.00 33.255 1,000.00 3,324,403.79 492,302.54

SALE 9/08/10 42823610 HEWLETT-PACKARD CO 32.85
46749 9/13/10 424154 PRINCETON SECURITIES GROUP 50,000.00 38.864 500.00 1,942,687.15 -288,181.24

SALE 9/22/10 42823610 HEWLETT-PACKARD CO 66.65
46749 9/27/10 424194 GRISWOLD COMPANY 100,000.00 39.436 1,000.00 3,942,493.35 -519,243.43

SALE 9/28/10 42823610 HEWLETT-PACKARD CO 35.09
46749 10/01/10 424211 MERIDIAN EQUITY PARTNERS 50,000.00 41.515 500.00 2,075,214.91 -155,653.48

SALE 9/29/10 42823610 HEWLETT-PACKARD CO 35.84
46749 10/04/10 424215 BLAYLOCK ROBERT VAN LLC 50,000.00 42.412 500.00 2,120,074.16 -110,794.23

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D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/13/10 45814010 INTEL CORP 93.57
53305 9/16/10 424166 ITG (CHANNEL) 300,000.00 18.455 3,000.00 5,533,406.43 89,546.43

SALE 9/14/10 45814010 INTEL CORP 62.75
53305 9/17/10 424170 INSTINET (PORTAL) 200,000.00 18.563 1,400.00 3,711,077.25 81,837.25

SALE 9/14/10 45814010 INTEL CORP 62.43
53305 9/17/10 424170 ITG (CHANNEL) 200,000.00 18.468 2,000.00 3,691,577.57 62,337.57

SALE 9/15/10 45814010 INTEL CORP 94.73
53305 9/20/10 424174 INSTINET (PORTAL) 300,000.00 18.683 2,100.00 5,602,765.27 158,905.27

SALE 9/07/10 45884X10 INTERMUNE INC 9.59
51831 9/10/10 424149 MERRIMAN/OTC 50,000.00 11.347 500.00 566,820.41 47,516.27

SALE 9/08/10 45884X10 INTERMUNE INC 9.67
51831 9/13/10 424154 ITG (CHANNEL) 50,000.00 11.444 500.00 571,665.33 52,361.20

SALE 9/10/10 45884X10 INTERMUNE INC 9.81
51831 9/15/10 424162 MERRIMAN/OTC 50,000.00 11.600 500.00 579,480.19 60,176.05

SALE 9/14/10 45884X10 INTERMUNE INC 4.07
51831 9/17/10 424170 ITG (CHANNEL) 20,000.00 12.038 200.00 240,563.93 32,842.28

SALE 9/14/10 45884X10 INTERMUNE INC 6.11
51831 9/17/10 424170 LABRANCHE/0TC 30,000.00 12.059 300.00 361,460.89 49,878.41

SALE 9/22/10 45884X10 INTERMUNE INC 10.32
51831 9/27/10 424194 INSTINET (PORTAL) 50,000.00 12.212 350.00 610,244.68 90,940.54

SALE 9/01/10 46612K10 JDA SOFTWARE 3.94
50666 9/07/10 424137 ITG (CHANNEL) 10,000.00 23.281 100.00 232,710.06 -39,053.50

SALE 9/02/10 46612K10 JDA SOFTWARE 4.03
50666 9/08/10 424141 MERRIMAN/OTC 10,000.00 23.794 100.00 237,835.97 -33,927.59

SALE 9/07/10 46612K10 JDA SOFTWARE 4.12
50666 9/10/10 424149 LABRANCHE/0TC 10,000.00 24.397 100.00 243,862.88 -27,900.68

S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/08/10 46612K10 JDA SOFTWARE 4.12
50666 9/13/10 424154 ITG (CHANNEL) 10,000.00 24.372 100.00 243,619.88 -28,143.68

SALE 9/09/10 46612K10 JDA SOFTWARE 4.04
50666 9/14/10 424158 INSTINET (PORTAL) 10,000.00 23.898 70.00 238,905.96 -32,857.60

SALE 9/10/10 46612K10 JDA SOFTWARE 6.08
50666 9/15/10 424162 LABRANCHE/0TC 15,000.00 23.968 150.00 359,366.92 -48,278.41

SALE 9/10/10 46612K10 JDA SOFTWARE 2.04
50666 9/15/10 424162 LIQUIDNET 5,000.00 24.095 100.00 120,372.96 -15,508.82

SALE 9/13/10 46612K10 JDA SOFTWARE 4.10
50666 9/16/10 424166 ITG (CHANNEL) 10,000.00 24.208 100.00 241,977.90 -29,785.66

SALE 9/13/10 46612K10 JDA SOFTWARE 4.10
50666 9/16/10 424166 LABRANCHE/0TC 10,000.00 24.266 100.00 242,553.90 -29,209.66

SALE 9/14/10 46612K10 JDA SOFTWARE 8.27
50666 9/17/10 424170 LABRANCHE/0TC 20,000.00 24.459 200.00 488,979.73 -54,547.38

SALE 9/17/10 46612K10 JDA SOFTWARE 8.20
50666 9/22/10 424182 LABRANCHE/0TC 20,000.00 24.271 200.00 485,213.80 -58,313.31

SALE 9/23/10 46612K10 JDA SOFTWARE 8.26
50666 9/28/10 424199 ITG (CHANNEL) 20,000.00 24.425 200.00 488,299.74 -55,227.37

SALE 9/24/10 46612K10 JDA SOFTWARE 8.28
50666 9/29/10 424203 LABRANCHE/0TC 20,000.00 24.499 200.00 489,777.72 -53,749.39

SALE 9/14/10 48007410 JONES APPAREL 15.77
52799 9/17/10 424170 BLAYLOCK ROBERT VAN LLC 50,000.00 18.662 500.00 932,589.23 78,940.66

SALE 9/17/10 48007410 JONES APPAREL 15.69
52799 9/22/10 424182 BLAYLOCK ROBERT VAN LLC 50,000.00 18.567 500.00 927,849.31 74,200.74

SALE 9/20/10 48007410 JONES APPAREL 15.99
52799 9/23/10 424186 BMO CAPITAL MARKETS/EXECUTI 50,000.00 18.923 500.00 945,619.01 91,970.44

S T A T E O F N E W J E R S E Y 5162
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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/22/10 48007410 JONES APPAREL 15.58
52799 9/27/10 424194 BLAYLOCK ROBERT VAN LLC 50,000.00 18.429 500.00 920,939.42 67,290.85

SALE 9/23/10 48007410 JONES APPAREL 15.38
52799 9/28/10 424199 BLAYLOCK ROBERT VAN LLC 50,000.00 18.200 500.00 909,459.62 55,811.05

SALE 9/24/10 48007410 JONES APPAREL 15.89
52799 9/29/10 424203 BLAYLOCK ROBERT VAN LLC 50,000.00 18.795 500.00 939,239.11 85,590.54

SALE 9/08/10 48517030 KANSAS CITY SOUTHERN 12.90
39942 9/13/10 424154 BMO CAPITAL MARKETS/EXECUTI 20,000.00 38.149 200.00 762,765.10 228,658.93

SALE 9/10/10 50540R40 LABORATORY CORP OF AMERICA 25.65
39944 9/15/10 424162 WILLIAMS CAPITAL GROUP 20,000.00 75.887 200.00 1,517,514.35 357,492.74

SALE 9/21/10 50540R40 LABORATORY CORP OF AMERICA 12.94
39944 9/24/10 424190 BLAYLOCK ROBERT VAN LLC 10,000.00 76.533 100.00 765,212.06 173,990.38

SALE 9/22/10 50540R40 LABORATORY CORP OF AMERICA 25.84
39944 9/27/10 424194 WILLIAMS CAPITAL GROUP 20,000.00 76.433 200.00 1,528,424.16 345,980.81

SALE 9/23/10 50540R40 LABORATORY CORP OF AMERICA 25.79
39944 9/28/10 424199 BMO CAPITAL MARKETS/EXECUTI 20,000.00 76.295 200.00 1,525,672.21 343,228.86

SALE 9/24/10 50540R40 LABORATORY CORP OF AMERICA 25.79
39944 9/29/10 424203 WILLIAMS CAPITAL GROUP 20,000.00 76.300 200.00 1,525,770.21 343,326.86

SALE 9/08/10 52186520 LEAR CORP 24.96
49728 9/13/10 424154 BMO CAPITAL MARKETS/EXECUTI 20,000.00 73.829 200.00 1,476,353.04 177,436.18

SALE 9/23/10 52186520 LEAR CORP 25.00
49728 9/28/10 424199 BMO CAPITAL MARKETS/EXECUTI 20,000.00 73.961 200.00 1,478,991.00 180,074.15

SALE 9/24/10 52186520 LEAR CORP 25.24
49728 9/29/10 424203 WILLIAMS CAPITAL GROUP 20,000.00 74.649 200.00 1,492,746.76 193,829.90

SALE 9/24/10 52466010 LEGGETT & PLATT 7.62
53253 9/29/10 424203 WILLIAMS CAPITAL GROUP 20,000.00 22.535 200.00 450,484.38 59,026.95

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/29/10 52466010 LEGGETT & PLATT 11.57
53253 10/04/10 424215 WILLIAMS CAPITAL GROUP 30,000.00 22.803 300.00 683,763.43 96,577.29

SALE 9/30/10 52466010 LEGGETT & PLATT 11.76
53253 10/05/10 424221 BLAYLOCK ROBERT VAN LLC 30,000.00 23.184 300.00 695,205.24 108,019.10

SALE 9/14/10 57632310 MASTEC INC 16.57
46345 9/17/10 424170 MERIDIAN EQUITY PARTNERS 100,000.00 9.804 1,000.00 979,403.43 -185,640.33

SALE 9/20/10 57636Q10 MASTERCARD INC 36.53
47457 9/23/10 424186 BMO CAPITAL MARKETS/EXECUTI 10,000.00 216.13 100.00 2,161,174.47 143,946.48

SALE 9/24/10 58155Q10 MCKESSON CORP. 20.88
44746 9/29/10 424203 WILLIAMS CAPITAL GROUP 20,000.00 61.767 200.00 1,235,111.12 225,914.68

SALE 9/03/10 58469030 MEDICIS PHARMACEUTICAL-CL A 10.08
46431 9/09/10 424145 BMO CAPITAL MARKETS/EXECUTI 20,000.00 29.802 200.00 595,833.92 174,863.12

SALE 9/08/10 58469030 MEDICIS PHARMACEUTICAL-CL A 9.95
46431 9/13/10 424154 WILLIAMS CAPITAL GROUP 20,000.00 29.434 200.00 588,466.05 167,495.25

SALE 9/09/10 58469030 MEDICIS PHARMACEUTICAL-CL A 9.72
46431 9/14/10 424158 BLAYLOCK ROBERT VAN LLC 20,000.00 28.740 200.00 574,586.28 153,615.48

SALE 9/10/10 58469030 MEDICIS PHARMACEUTICAL-CL A 14.52
46431 9/15/10 424162 BMO CAPITAL MARKETS/EXECUTI 30,000.00 28.634 300.00 858,708.48 227,252.27

SALE 9/10/10 58469030 MEDICIS PHARMACEUTICAL-CL A 9.69
46431 9/15/10 424162 WILLIAMS CAPITAL GROUP 20,000.00 28.646 200.00 572,700.31 151,729.51

SALE 9/13/10 58469030 MEDICIS PHARMACEUTICAL-CL A 14.51
46431 9/16/10 424166 BMO CAPITAL MARKETS/EXECUTI 30,000.00 28.613 300.00 858,084.49 226,628.28

SALE 9/16/10 58469030 MEDICIS PHARMACEUTICAL-CL A 15.12
46431 9/21/10 424178 BMO CAPITAL MARKETS/EXECUTI 30,000.00 29.813 300.00 894,083.88 262,627.67

SALE 9/17/10 58469030 MEDICIS PHARMACEUTICAL-CL A 14.89
46431 9/22/10 424182 WILLIAMS CAPITAL GROUP 30,000.00 29.361 300.00 880,509.11 249,052.90

S T A T E O F N E W J E R S E Y 5162
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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/20/10 58469030 MEDICIS PHARMACEUTICAL-CL A 5.04
46431 9/23/10 424186 BMO CAPITAL MARKETS/EXECUTI 10,000.00 29.807 100.00 297,962.96 87,477.56

SALE 9/21/10 58469030 MEDICIS PHARMACEUTICAL-CL A 15.23
46431 9/24/10 424190 WILLIAMS CAPITAL GROUP 30,000.00 30.027 300.00 900,485.77 269,029.56

SALE 9/22/10 58469030 MEDICIS PHARMACEUTICAL-CL A 15.03
46431 9/27/10 424194 WILLIAMS CAPITAL GROUP 30,000.00 29.643 300.00 888,974.97 257,518.77

SALE 9/23/10 58469030 MEDICIS PHARMACEUTICAL-CL A 14.98
46431 9/28/10 424199 BMO CAPITAL MARKETS/EXECUTI 30,000.00 29.538 300.00 885,819.02 254,362.81

SALE 9/15/10 59511210 MICRON TECHNOLOGY INC 11.74
48422 9/20/10 424174 GRISWOLD COMPANY 100,000.00 6.945 1,000.00 693,518.26 -82,801.03

SALE 9/15/10 59511210 MICRON TECHNOLOGY INC 11.75
48422 9/20/10 424174 ICAP CORPORATES LLC 100,000.00 6.950 1,000.00 694,008.25 -82,311.04

SALE 9/15/10 59511210 MICRON TECHNOLOGY INC 11.74
48422 9/20/10 424174 MERIDIAN EQUITY PARTNERS 100,000.00 6.946 1,000.00 693,548.26 -82,771.03

SALE 9/16/10 59511210 MICRON TECHNOLOGY INC 11.82
48422 9/21/10 424178 MERIDIAN EQUITY PARTNERS 100,000.00 6.994 1,000.00 698,388.18 -77,931.11

SALE 9/16/10 59511210 MICRON TECHNOLOGY INC 11.82
48422 9/21/10 424178 PRINCETON SECURITIES GROUP 100,000.00 6.991 1,000.00 698,098.18 -78,221.11

SALE 9/17/10 59511210 MICRON TECHNOLOGY INC 11.50
48422 9/22/10 424182 GRISWOLD COMPANY 100,000.00 6.799 1,000.00 678,888.50 -97,430.79

SALE 9/17/10 59511210 MICRON TECHNOLOGY INC 11.47
48422 9/22/10 424182 PRINCETON SECURITIES GROUP 100,000.00 6.784 1,000.00 677,388.53 -98,930.76

SALE 9/09/10 62886E10 NCR CORP 11.53
46578 9/14/10 424158 MERIDIAN EQUITY PARTNERS 50,000.00 13.642 500.00 681,593.47 43,085.72

SALE 9/10/10 62886E10 NCR CORP 11.50
46578 9/15/10 424162 WILLIAMS CAPITAL GROUP 50,000.00 13.599 500.00 679,418.50 40,910.75

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/20/10 62886E10 NCR CORP 11.93
46578 9/23/10 424186 ICAP CORPORATES LLC 50,000.00 14.111 500.00 705,038.07 66,530.32

SALE 9/24/10 62886E10 NCR CORP 23.28
46578 9/29/10 424203 GRISWOLD COMPANY 100,000.00 13.769 1,000.00 1,375,906.72 98,891.22

SALE 9/28/10 62886E10 NCR CORP 22.95
46578 10/01/10 424211 CABRERA 100,000.00 13.580 1,000.00 1,356,957.05 79,941.55

SALE 9/29/10 62886E10 NCR CORP 23.02
46578 10/04/10 424215 PRINCETON SECURITIES GROUP 100,000.00 13.617 1,000.00 1,360,656.98 83,641.48

SALE 9/08/10 63934E10 NAVISTAR 69.46
48502 9/13/10 424154 MURIEL SEIBERT & CO 100,000.00 41.096 1,000.00 4,108,500.54 57,321.71

SALE 9/13/10 63934E10 NAVISTAR 21.70
48502 9/16/10 424166 BLAYLOCK ROBERT VAN LLC 30,000.00 42.786 300.00 1,283,261.30 67,907.65

SALE 9/14/10 63934E10 NAVISTAR 28.16
48502 9/17/10 424170 WILLIAMS CAPITAL GROUP 40,000.00 41.656 400.00 1,665,799.84 45,328.31

SALE 9/22/10 63934E10 NAVISTAR 43.64
48502 9/27/10 424194 BLAYLOCK ROBERT VAN LLC 60,000.00 43.032 600.00 2,581,246.36 150,539.06

SALE 9/21/10 65248E10 NEWS CORP - CL A 23.34
50283 9/24/10 424190 BMO CAPITAL MARKETS/EXECUTI 100,000.00 13.809 1,000.00 1,379,846.66 80,896.89

SALE 9/22/10 65248E10 NEWS CORP - CL A 45.51
50283 9/27/10 424194 WILLIAMS CAPITAL GROUP 200,000.00 13.464 2,000.00 2,690,654.49 92,754.95

SALE 9/10/10 67066G10 NVIDIA CORP 17.17
48850 9/15/10 424162 LABRANCHE/0TC 100,000.00 10.161 1,000.00 1,015,092.83 -298,280.27

SALE 9/17/10 67066G10 NVIDIA CORP 17.94
48850 9/22/10 424182 INSTINET (CUMBERLAND ADVISO 100,000.00 10.610 5,000.00 1,056,022.06 -257,351.04

SALE 9/20/10 67066G10 NVIDIA CORP 17.96
48850 9/23/10 424186 INSTINET (CUMBERLAND ADVISO 100,000.00 10.626 5,000.00 1,057,542.04 -255,831.06

S T A T E O F N E W J E R S E Y 5162
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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/21/10 67066G10 NVIDIA CORP 19.23
48850 9/24/10 424190 INSTINET (CUMBERLAND ADVISO 100,000.00 11.376 5,000.00 1,132,600.77 -180,772.34

SALE 9/22/10 67066G10 NVIDIA CORP 38.34
48850 9/27/10 424194 INSTINET (CUMBERLAND ADVISO 200,000.00 11.342 10,000.00 2,258,261.66 -368,484.55

SALE 9/23/10 67066G10 NVIDIA CORP 34.42
48850 9/28/10 424199 INSTINET (PORTAL) 175,000.00 11.637 1,225.00 2,035,198.08 -263,204.85

SALE 9/23/10 67066G10 NVIDIA CORP 4.86
48850 9/28/10 424199 ITG (CHANNEL) 25,000.00 11.484 250.00 286,842.64 -41,500.64

SALE 9/24/10 67066G10 NVIDIA CORP 40.24
48850 9/29/10 424203 INSTINET (PORTAL) 200,000.00 11.903 1,400.00 2,379,099.76 -247,646.45

SALE 9/07/10 68389X10 ORACLE CORP 41.20
46205 9/10/10 424149 ITG (CHANNEL) 100,000.00 24.375 1,000.00 2,436,478.80 304,063.29

SALE 9/07/10 68389X10 ORACLE CORP 71.88
46205 9/10/10 424149 LABRANCHE/0TC 175,000.00 24.306 1,750.00 4,251,658.12 519,930.98

SALE 9/07/10 68389X10 ORACLE CORP 10.35
46205 9/10/10 424149 LIQUIDNET 25,000.00 24.495 500.00 611,864.65 78,760.77

SALE 9/10/10 68389X10 ORACLE CORP 42.22
46205 9/15/10 424162 MERRIMAN/OTC 100,000.00 24.977 1,000.00 2,496,657.78 332,664.45

SALE 9/01/10 74271810 PROCTER & GAMBLE CO. 20.26
39964 9/07/10 424137 WILLIAMS CAPITAL GROUP 20,000.00 59.920 200.00 1,198,187.74 713,908.00

SALE 9/22/10 74331510 PROGRESSIVE CORP 35.78
51800 9/27/10 424194 BMO CAPITAL MARKETS/EXECUTI 100,000.00 21.167 1,000.00 2,115,624.22 113,139.22

SALE 9/24/10 74331510 PROGRESSIVE CORP 35.91
51800 9/29/10 424203 PRINCETON SECURITIES GROUP 100,000.00 21.246 1,000.00 2,123,544.09 121,059.09

SALE 9/22/10 74752510 QUALCOMM 73.20
50937 9/27/10 424194 INSTINET (CUMBERLAND ADVISO 100,000.00 43.312 5,000.00 4,326,166.80 447,290.32

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/24/10 74752510 QUALCOMM 30.06
50937 9/29/10 424203 LABRANCHE/0TC 40,000.00 44.465 400.00 1,778,173.94 226,623.35

SALE 9/27/10 74752510 QUALCOMM 89.91
50937 9/30/10 424207 INSTINET (PORTAL) 120,000.00 44.332 840.00 5,318,898.09 664,246.30

SALE 9/03/10 75102810 RALCORP HOLDINGS INC 30.44
47838 9/09/10 424145 BMO CAPITAL MARKETS/EXECUTI 30,000.00 60.039 300.00 1,800,839.56 -60,386.96

SALE 9/09/10 75102810 RALCORP HOLDINGS INC 20.45
47838 9/14/10 424158 BLAYLOCK ROBERT VAN LLC 20,000.00 60.480 200.00 1,209,379.55 -31,438.13

SALE 9/10/10 75102810 RALCORP HOLDINGS INC 20.51
47838 9/15/10 424162 WILLIAMS CAPITAL GROUP 20,000.00 60.656 200.00 1,212,899.49 -27,918.19

SALE 9/13/10 75102810 RALCORP HOLDINGS INC 20.56
47838 9/16/10 424166 BMO CAPITAL MARKETS/EXECUTI 20,000.00 60.817 200.00 1,216,123.44 -24,694.24

SALE 9/14/10 75102810 RALCORP HOLDINGS INC 20.51
47838 9/17/10 424170 WILLIAMS CAPITAL GROUP 20,000.00 60.664 200.00 1,213,057.49 -27,760.19

SALE 9/21/10 75102810 RALCORP HOLDINGS INC 29.80
47838 9/24/10 424190 WILLIAMS CAPITAL GROUP 30,000.00 58.776 300.00 1,762,959.20 -98,267.32

SALE 9/22/10 75102810 RALCORP HOLDINGS INC 19.62
47838 9/27/10 424194 WILLIAMS CAPITAL GROUP 20,000.00 58.019 200.00 1,160,150.38 -80,667.30

SALE 9/21/10 80090720 SANMINA-SCI CORP 3.99
49560 9/24/10 424190 LABRANCHE/0TC 20,000.00 11.818 200.00 236,164.01 14,472.18

SALE 9/20/10 85206110 SPRINT NEXTEL CORP 7.75
52951 9/23/10 424186 BLAYLOCK ROBERT VAN LLC 100,000.00 4.585 1,000.00 457,492.25 2,648.92

SALE 9/20/10 85206110 SPRINT NEXTEL CORP 7.77
52951 9/23/10 424186 LOOP CAPITAL 100,000.00 4.595 1,000.00 458,512.23 3,668.90

SALE 9/20/10 85206110 SPRINT NEXTEL CORP 7.77
52951 9/23/10 424186 MERIDIAN EQUITY PARTNERS 100,000.00 4.595 1,000.00 458,492.23 3,648.90

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/20/10 85206110 SPRINT NEXTEL CORP 7.77
52951 9/23/10 424186 PACIFIC AMERICAN SECURITIES 100,000.00 4.595 1,000.00 458,492.23 3,648.90

SALE 9/20/10 85206110 SPRINT NEXTEL CORP 7.76
52951 9/23/10 424186 PRINCETON SECURITIES GROUP 100,000.00 4.590 1,000.00 457,992.24 3,148.91

SALE 9/21/10 85206110 SPRINT NEXTEL CORP 7.83
52951 9/24/10 424190 GRISWOLD COMPANY 100,000.00 4.630 1,000.00 462,012.17 7,168.84

SALE 9/21/10 85206110 SPRINT NEXTEL CORP 15.64
52951 9/24/10 424190 ICAP CORPORATES LLC 200,000.00 4.625 2,000.00 923,024.36 13,337.69

SALE 9/21/10 85206110 SPRINT NEXTEL CORP 7.82
52951 9/24/10 424190 MERIDIAN EQUITY PARTNERS 100,000.00 4.625 1,000.00 461,492.18 6,648.85

SALE 9/21/10 85206110 SPRINT NEXTEL CORP 7.82
52951 9/24/10 424190 PRINCETON SECURITIES GROUP 100,000.00 4.625 1,000.00 461,492.18 6,648.85

SALE 9/22/10 85206110 SPRINT NEXTEL CORP 7.51
52951 9/27/10 424194 BLAYLOCK ROBERT VAN LLC 100,000.00 4.443 1,000.00 443,292.49 -11,550.84

SALE 9/22/10 85206110 SPRINT NEXTEL CORP 7.51
52951 9/27/10 424194 BMO CAPITAL MARKETS/EXECUTI 100,000.00 4.443 1,000.00 443,302.49 -11,540.85

SALE 9/22/10 85206110 SPRINT NEXTEL CORP 7.51
52951 9/27/10 424194 ICAP CORPORATES LLC 100,000.00 4.440 1,000.00 442,992.49 -11,850.85

SALE 9/22/10 85206110 SPRINT NEXTEL CORP 7.51
52951 9/27/10 424194 MERIDIAN EQUITY PARTNERS 100,000.00 4.440 1,000.00 442,992.49 -11,850.84

SALE 9/22/10 85206110 SPRINT NEXTEL CORP 7.50
52951 9/27/10 424194 PRINCETON SECURITIES GROUP 100,000.00 4.434 1,000.00 442,392.50 -12,450.84

SALE 9/23/10 85206110 SPRINT NEXTEL CORP 7.46
52951 9/28/10 424199 CASTLE OAK SECURITIES 100,000.00 4.410 1,000.00 439,992.54 -14,850.80

SALE 9/23/10 85206110 SPRINT NEXTEL CORP 7.45
52951 9/28/10 424199 JACKSON SECS 100,000.00 4.404 1,000.00 439,352.55 -15,490.79

S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/23/10 85206110 SPRINT NEXTEL CORP 7.35
52951 9/28/10 424199 LOOP CAPITAL 100,000.00 4.349 1,000.00 433,862.65 -20,980.69

SALE 9/23/10 85206110 SPRINT NEXTEL CORP 7.41
52951 9/28/10 424199 PACIFIC AMERICAN SECURITIES 100,000.00 4.383 1,000.00 437,242.59 -17,600.75

SALE 9/23/10 85206110 SPRINT NEXTEL CORP 7.49
52951 9/28/10 424199 STURDIVANT/EXECUTION 100,000.00 4.430 1,000.00 441,992.51 -12,850.83

SALE 9/20/10 86816810 SUPERIOR INDUSTRIES INTL 2.89
47366 9/23/10 424186 WILLIAMS CAPITAL GROUP 10,000.00 17.071 100.00 170,605.11 24,847.17

SALE 9/22/10 86816810 SUPERIOR INDUSTRIES INTL 2.86
47366 9/27/10 424194 WILLIAMS CAPITAL GROUP 10,000.00 16.895 100.00 168,850.14 23,092.20

SALE 9/08/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 18.47
50366 9/13/10 424154 WILLIAMS CAPITAL GROUP 30,000.00 36.418 300.00 1,092,224.53 346,610.24

SALE 9/09/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 19.06
50366 9/14/10 424158 BMO CAPITAL MARKETS/EXECUTI 30,000.00 37.577 300.00 1,126,996.94 381,382.65

SALE 9/29/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 21.09
50366 10/04/10 424215 BLAYLOCK ROBERT VAN LLC 30,000.00 41.583 300.00 1,247,159.91 501,545.62

SALE 9/30/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 21.17
50366 10/05/10 424221 BLAYLOCK ROBERT VAN LLC 30,000.00 41.752 300.00 1,252,250.83 506,636.54

SALE 9/08/10 90297330 US BANCORP 113.23
46667 9/13/10 424154 ICAP CORPORATES LLC 300,000.00 22.333 3,000.00 6,696,726.77 1,309,971.87

SALE 9/01/10 90341W10 US AIRWAYS GROUP INC 15.77
51597 9/07/10 424137 GRISWOLD COMPANY 100,000.00 9.331 1,000.00 932,094.23 245,796.59

SALE 9/02/10 90341W10 US AIRWAYS GROUP INC 16.27
51597 9/08/10 424141 GRISWOLD COMPANY 100,000.00 9.627 1,000.00 961,683.73 275,386.08

SALE 9/09/10 90341W10 US AIRWAYS GROUP INC 30.81
51597 9/14/10 424158 PRINCETON SECURITIES GROUP 200,000.00 9.115 2,000.00 1,820,989.19 448,393.90

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/10/10 90341W10 US AIRWAYS GROUP INC 30.20
51597 9/15/10 424162 MERIDIAN EQUITY PARTNERS 200,000.00 8.934 2,000.00 1,784,809.80 412,214.51

SALE 9/13/10 90341W10 US AIRWAYS GROUP INC 29.83
51597 9/16/10 424166 WILLIAMS CAPITAL GROUP 200,000.00 8.823 2,000.00 1,762,570.17 389,974.88

SALE 9/28/10 91004710 UNITED CONTINENTAL HOLDINGS 40.63
53724 10/01/10 424211 LOOP CAPITAL 105,000.00 22.893 1,000.00 2,402,699.37 332,225.73

SALE 9/28/10 91004710 UNITED CONTINENTAL HOLDINGS 40.61
53724 10/01/10 424211 PACIFIC AMERICAN SECURITIES 105,000.00 22.884 1,000.00 2,401,799.39 331,325.75

SALE 9/09/10 91324P10 UNITEDHEALTH GROUP INC 57.68
51612 9/14/10 424158 MERIDIAN EQUITY PARTNERS 100,000.00 34.125 1,000.00 3,411,472.32 331,334.32

SALE 9/07/10 92165910 VANDA PHARMACEUTICALS INC 5.46
48839 9/10/10 424149 MERRIMAN/OTC 50,000.00 6.450 500.00 321,989.54 -269,513.59

SALE 9/22/10 92165910 VANDA PHARMACEUTICALS INC 2.92
48839 9/27/10 424194 LABRANCHE/0TC 25,000.00 6.917 250.00 172,679.58 -123,071.98

SALE 9/23/10 92165910 VANDA PHARMACEUTICALS INC 2.85
48839 9/28/10 424199 LABRANCHE/0TC 25,000.00 6.741 250.00 168,279.65 -127,471.91

SALE 9/01/10 92343V10 VERIZON COMMUNICATIONS INC 25.38
52562 9/07/10 424137 BLAYLOCK ROBERT VAN LLC 50,000.00 30.027 500.00 1,500,829.62 166,021.06

SALE 9/07/10 92343V10 VERIZON COMMUNICATIONS INC 25.59
52562 9/10/10 424149 PACIFIC AMERICAN SECURITIES 50,000.00 30.282 500.00 1,513,569.41 178,760.86

SALE 9/08/10 92343V10 VERIZON COMMUNICATIONS INC 25.69
52562 9/13/10 424154 WILLIAMS CAPITAL GROUP 50,000.00 30.397 500.00 1,519,309.31 184,500.75

SALE 9/01/10 92929710 WMS INDUSTRIES INC 67.13
48731 9/07/10 424137 PRINCETON SECURITIES GROUP 110,000.00 36.111 1,100.00 3,971,020.87 -526,945.57

SALE 9/01/10 93114210 WAL-MART STORES, INC. 86.01
39992 9/07/10 424137 ICAP CORPORATES LLC 100,000.00 50.888 1,000.00 5,087,713.99 990,850.65

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/08/10 93114210 WAL-MART STORES, INC. 43.69
39992 9/13/10 424154 BLAYLOCK ROBERT VAN LLC 50,000.00 51.700 500.00 2,584,441.31 536,009.64

SALE 9/08/10 93114210 WAL-MART STORES, INC. 43.72
39992 9/13/10 424154 PACIFIC AMERICAN SECURITIES 50,000.00 51.737 500.00 2,586,281.28 537,849.61

SALE 9/03/10 94974610 WELLS FARGO & CO 43.55
46541 9/09/10 424145 MERIDIAN EQUITY PARTNERS 100,000.00 25.765 1,000.00 2,575,476.45 -31,070.75

SALE 9/21/10 96332010 WHIRLPOOL CORP 81.61
52706 9/24/10 424190 WILLIAMS CAPITAL GROUP 60,000.00 80.480 600.00 4,828,130.39 -396,970.94

SALE 9/23/10 96332010 WHIRLPOOL CORP 91.02
52706 9/28/10 424199 BMO CAPITAL MARKETS/EXECUTI 70,000.00 76.932 700.00 5,384,441.98 -711,509.58
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 18,945,000.00 6,419.39 379,558,658.11 24,719,692.03
216,335.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 18,945,000.00 6,419.39 379,558,658.11 24,719,692.03
216,335.00

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
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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

LOGAN CIRCLE (5163) PAGE: 137
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------

PUR 9/13/10 055381AR BE AEROSPACE INC 6.8750 7.000
53512 9/16/10 289210 LOGAN CIRCLE 10/01/20 195,000.00 99.104 193,252.80

PUR 9/20/10 1248EPAR CCO HLDGS LLC/CAP CORP 7.2500 7.248
53524 9/27/10 289210 LOGAN CIRCLE 10/30/17 205,000.00 100.00 205,000.00

PUR 9/22/10 12545DAA CHC HELICOPTER SA 9.2500 9.500
53750 10/04/10 289232 LOGAN CIRCLE 10/15/20 305,000.00 98.399 300,116.95

PUR 9/07/10 15080BAA CEDC FIN CORP INTL INC 9.1250 8.133
49865 9/10/10 289210 LOGAN CIRCLE 12/01/16 100,000.00 104.75 104,750.00

PUR 9/15/10 15089QAA CELANESE US HOLDINGS LLC 6.6250 6.624
53517 9/24/10 289210 LOGAN CIRCLE 10/15/18 160,000.00 100.00 160,000.00

PUR 9/15/10 18451QAC CLEAR CHANNEL WORLDWIDE 9.2500 8.066
53525 9/20/10 289210 LOGAN CIRCLE 12/15/17 175,000.00 106.37 186,156.25

PUR 9/15/10 29273VAC ENERGY TRANSFER EQUITY 7.5000 7.499
53518 9/20/10 289210 LOGAN CIRCLE 10/15/20 325,000.00 100.00 325,000.00

PUR 9/23/10 30040PAA EVERTEC INC 11.0000 11.000
53751 9/30/10 289210 LOGAN CIRCLE 10/01/18 550,000.00 100.00 550,000.00

PUR 9/07/10 319963AT FIRST DATA CORP 10.5500 17.167
50509 9/10/10 289210 LOGAN CIRCLE 9/24/15 275,000.00 78.250 215,187.50

PUR 9/29/10 319963AT FIRST DATA CORP 10.5500 10.549
50509 9/30/10 289210 LOGAN CIRCLE 9/24/15 48,793.00 100.00 48,793.00

PUR 9/16/10 38470RAJ GRAHAM PACK CO LP/GPC 8.2500 7.950
53521 9/23/10 289210 LOGAN CIRCLE 10/01/18 105,000.00 101.75 106,837.50

PUR 9/16/10 38470RAJ GRAHAM PACK CO LP/GPC 8.2500 7.993
53521 9/23/10 289210 LOGAN CIRCLE 10/01/18 50,000.00 101.50 50,750.00

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

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

LOGAN CIRCLE (5163) -Cont. PAGE: 138
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/16/10 38470RAJ GRAHAM PACK CO LP/GPC 8.2500 8.249
53521 9/23/10 289210 LOGAN CIRCLE 10/01/18 105,000.00 100.00 105,000.00

PUR 9/16/10 38470RAJ GRAHAM PACK CO LP/GPC 8.2500 7.908
53521 9/23/10 289210 LOGAN CIRCLE 10/01/18 105,000.00 102.00 107,100.00

PUR 9/15/10 38869PAH GRAPHIC PACKAGING INTL 7.8750 7.496
53519 9/29/10 289210 LOGAN CIRCLE 10/01/18 70,000.00 102.25 71,575.00

PUR 9/15/10 38869PAH GRAPHIC PACKAGING INTL 7.8750 7.496
53519 9/29/10 289210 LOGAN CIRCLE 10/01/18 65,000.00 102.25 66,462.50

PUR 9/15/10 38869PAH GRAPHIC PACKAGING INTL 7.8750 7.496
53519 9/29/10 289210 LOGAN CIRCLE 10/01/18 105,000.00 102.25 107,362.50

PUR 9/15/10 38869PAH GRAPHIC PACKAGING INTL 7.8750 7.875
53519 9/29/10 289210 LOGAN CIRCLE 10/01/18 50,000.00 100.00 50,000.00

PUR 9/15/10 38869PAH GRAPHIC PACKAGING INTL 7.8750 7.517
53519 9/29/10 289210 LOGAN CIRCLE 10/01/18 85,000.00 102.12 86,806.25

PUR 9/16/10 428040CC HERTZ CORP 7.5000 7.499
53523 9/30/10 289210 LOGAN CIRCLE 10/15/18 50,000.00 100.00 50,000.00

PUR 9/29/10 43162RAA HILLMAN GROUP INC 10.8750 9.650
52120 10/04/10 289210 LOGAN CIRCLE 6/01/18 105,000.00 106.50 111,825.00

PUR 9/28/10 44044KAB HORIZON LINES CV 4.2500 9.850
47955 10/01/10 289210 LOGAN CIRCLE 8/15/12 150,000.00 90.625 135,937.50

PUR 9/14/10 44701QAW HUNTSMAN INTERNATIONAL L 8.6250 8.624
53516 9/24/10 289210 LOGAN CIRCLE 3/15/21 50,000.00 100.00 50,000.00

PUR 9/13/10 45661TAJ INERGY LP/INERGY FIN 7.0000 7.000
53513 9/27/10 289210 LOGAN CIRCLE 10/01/18 450,000.00 100.00 450,000.00

PUR 9/16/10 45824TAA INTELSAT JACKSON HLDG 7.2500 7.249
53522 9/30/10 289210 LOGAN CIRCLE 10/15/20 520,000.00 100.00 520,000.00

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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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 9/14/10 466112AC JBS USA LLC/JBS USA FINA 11.6250 6.547
51729 9/17/10 289210 LOGAN CIRCLE 5/01/14 125,000.00 116.12 145,156.25

PUR 9/23/10 531359AA LIBERTY TIRE RECYCLING 11.0000 11.250
53752 9/30/10 289210 LOGAN CIRCLE 10/01/16 385,000.00 98.929 380,876.65

PUR 9/08/10 536022AE LINN ENERGY LLC/FIN CORP 7.7500 7.997
53511 9/13/10 289210 LOGAN CIRCLE 2/01/21 605,000.00 98.264 594,497.20

PUR 9/20/10 552953AL MGM MIRAGE INC 6.7500 10.539
53088 9/23/10 289210 LOGAN CIRCLE 9/01/12 100,000.00 93.500 93,500.00

PUR 9/23/10 552953AL MGM MIRAGE INC 6.7500 10.640
53088 9/28/10 289210 LOGAN CIRCLE 9/01/12 125,000.00 93.375 116,718.75

PUR 9/22/10 56808RAC MARINA DISTRIC FINANCE 9.8750 10.731
52970 9/27/10 289210 LOGAN CIRCLE 8/15/18 25,000.00 95.500 23,875.00

PUR 9/07/10 591709AK METROPCS WIRELESS INC 7.8750 7.998
53510 9/21/10 289210 LOGAN CIRCLE 9/01/18 210,000.00 99.277 208,481.70

PUR 9/22/10 628782AG NBTY INC 9.0000 8.348
53753 10/01/10 289210 LOGAN CIRCLE 10/01/18 105,000.00 103.75 108,937.50

PUR 9/22/10 628782AG NBTY INC 9.0000 8.391
53753 10/01/10 289210 LOGAN CIRCLE 10/01/18 50,000.00 103.50 51,750.00

PUR 9/22/10 628782AG NBTY INC 9.0000 9.000
53753 10/01/10 289210 LOGAN CIRCLE 10/01/18 210,000.00 100.00 210,000.00

PUR 9/21/10 693492AC PINAFORE LLC/INC 9.0000 9.000
53749 9/29/10 289210 LOGAN CIRCLE 10/01/18 155,000.00 100.00 155,000.00

PUR 9/13/10 73179PAH POLYONE CORP 7.3750 7.375
53514 9/24/10 289210 LOGAN CIRCLE 9/15/20 55,000.00 100.00 55,000.00

PUR 9/22/10 762397AS RHODIA SA 6.8750 6.875
53634 9/27/10 289210 LOGAN CIRCLE 9/15/20 265,000.00 100.00 265,000.00

S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

LOGAN CIRCLE (5163) -Cont. PAGE: 140
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/30/10 812350AC SEARS HOLDING CORP 6.6250 6.625
53756 10/12/10 289232 LOGAN CIRCLE 10/15/18 610,000.00 100.00 610,000.00

PUR 9/29/10 88830MAE TITAN INTERNATIONAL INC 7.8750 7.571
53757 10/04/10 289232 LOGAN CIRCLE 10/01/17 380,000.00 101.62 386,175.00

PUR 9/15/10 902730AA UHS ESCROW CORP 7.0000 6.714
53520 9/29/10 289210 LOGAN CIRCLE 10/01/18 150,000.00 101.75 152,625.00

PUR 9/15/10 902730AA UHS ESCROW CORP 7.0000 6.754
53520 9/29/10 289210 LOGAN CIRCLE 10/01/18 65,000.00 101.50 65,975.00

PUR 9/15/10 902730AA UHS ESCROW CORP 7.0000 6.775
53520 9/29/10 289210 LOGAN CIRCLE 10/01/18 65,000.00 101.37 65,893.75

PUR 9/15/10 902730AA UHS ESCROW CORP 7.0000 7.000
53520 9/29/10 289210 LOGAN CIRCLE 10/01/18 150,000.00 100.00 150,000.00

PUR 9/21/10 91911XAM VALEANT PHARMACEUTICALS 7.0000 7.088
53583 9/28/10 289210 LOGAN CIRCLE 10/01/20 200,000.00 99.375 198,750.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 8,438,793.00 8,396,124.55

-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 8,438,793.00 8,396,124.55

SALES OF FIXED INCOME SECURITIES
--------------------------------

SALE 9/15/10 055381AR BE AEROSPACE INC 6.8750 7.000
53512 9/20/10 289210 LOGAN CIRCLE 10/01/20 195,000.00 101.87 198,656.25 5,399.91

SALE 9/02/10 077454AD BELDEN INC 9.2500 9.748
47561 9/08/10 289210 LOGAN CIRCLE 6/15/19 285,000.00 108.50 309,225.00 32,535.49

SALE 9/23/10 09747GAB BOISE PAPER HDG/CO-ISSR 8.0000 8.059
52669 9/28/10 289210 LOGAN CIRCLE 4/01/20 100,000.00 102.50 102,500.00 2,500.00

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

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

LOGAN CIRCLE (5163) -Cont. PAGE: 141
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/23/10 120111BJ BUILDING MATERIALS CORP 7.5000 7.625
51108 9/28/10 289210 LOGAN CIRCLE 3/15/20 115,000.00 101.00 116,150.00 2,111.74

SALE 9/29/10 120111BJ BUILDING MATERIALS CORP 7.5000 7.625
51108 10/04/10 289210 LOGAN CIRCLE 3/15/20 55,000.00 101.00 55,550.00 1,010.46

SALE 9/20/10 1248EPAR CCO HLDGS LLC/CAP CORP 7.2500 7.248
53524 9/27/10 289210 LOGAN CIRCLE 10/30/17 105,000.00 101.25 106,312.50 1,312.50

SALE 9/20/10 1248EPAR CCO HLDGS LLC/CAP CORP 7.2500 7.248
53524 9/27/10 289210 LOGAN CIRCLE 10/30/17 100,000.00 100.62 100,625.00 625.00

SALE 9/30/10 145749AC CARROLS CORPORATION 9.0000 10.397
42153 10/05/10 289210 LOGAN CIRCLE 1/15/13 225,000.00 101.00 227,250.00 8,543.54

SALE 9/28/10 147446AP CASE NEW HOLLAND INC 7.7500 8.625
52151 10/01/10 289232 LOGAN CIRCLE 9/01/13 345,000.00 108.62 374,756.25 37,437.05

SALE 9/15/10 15089QAA CELANESE US HOLDINGS LLC 6.6250 6.624
53517 9/24/10 289210 LOGAN CIRCLE 10/15/18 65,000.00 101.00 65,650.00 650.00

SALE 9/15/10 15089QAA CELANESE US HOLDINGS LLC 6.6250 6.624
53517 9/24/10 289210 LOGAN CIRCLE 10/15/18 95,000.00 101.62 96,543.75 1,543.75

SALE 9/15/10 18451QAD CLEAR CHANNEL WORLDWIDE 9.2500 9.245
53526 9/20/10 289210 LOGAN CIRCLE 12/15/17 175,000.00 107.25 187,687.50 12,687.50

SALE 9/24/10 24823UAG DENBURY RESOURCES INC 8.2500 8.152
50751 9/29/10 289210 LOGAN CIRCLE 2/15/20 343,000.00 108.37 371,726.25 26,597.49

SALE 9/08/10 319963AW FIRST DATA CORPORTATION 8.8750 9.089
53100 9/13/10 289210 LOGAN CIRCLE 8/15/20 350,000.00 101.75 356,125.00 10,989.90

SALE 9/16/10 38869PAH GRAPHIC PACKAGING INTL 7.8750 7.550
53519 9/29/10 289210 LOGAN CIRCLE 10/01/18 375,000.00 102.50 384,375.00 2,168.75

SALE 9/16/10 428040CC HERTZ CORP 7.5000 7.499
53523 9/30/10 289210 LOGAN CIRCLE 10/15/18 50,000.00 100.50 50,250.00 250.00

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

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

LOGAN CIRCLE (5163) -Cont. PAGE: 142
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/30/10 442488BH K HOVNANIAN ENTERPRISES 10.6250 10.754
50865 10/05/10 289210 LOGAN CIRCLE 10/15/16 105,000.00 100.00 105,000.00 596.21

SALE 9/14/10 44701QAW HUNTSMAN INTERNATIONAL L 8.6250 8.624
53516 9/24/10 289210 LOGAN CIRCLE 3/15/21 50,000.00 102.25 51,125.00 1,125.00

SALE 9/16/10 45824TAA INTELSAT JACKSON HLDG 7.2500 7.249
53522 9/30/10 289210 LOGAN CIRCLE 10/15/20 155,000.00 100.75 156,162.50 1,162.50

SALE 9/16/10 45824TAA INTELSAT JACKSON HLDG 7.2500 7.249
53522 9/30/10 289210 LOGAN CIRCLE 10/15/20 105,000.00 100.87 105,918.75 918.75

SALE 9/16/10 45824TAA INTELSAT JACKSON HLDG 7.2500 7.249
53522 9/30/10 289210 LOGAN CIRCLE 10/15/20 105,000.00 101.00 106,050.00 1,050.00

SALE 9/20/10 45824TAA INTELSAT JACKSON HLDG 7.2500 7.249
53522 9/30/10 289210 LOGAN CIRCLE 10/15/20 155,000.00 100.00 155,000.00

SALE 9/20/10 466313AE JABIL CIRCUIT 7.7500 6.813
51074 9/23/10 289210 LOGAN CIRCLE 7/15/16 400,000.00 109.50 438,000.00 20,320.88

SALE 9/20/10 481086AB JOSTENS HLDG CORP 10.2500 12.608
45015 9/22/10 289210 LOGAN CIRCLE 12/01/13 155,000.00 101.54 157,388.55 11,813.08

SALE 9/20/10 51508LAK LANDRY'S RESTAURANT INC 11.6250 10.444
52135 9/23/10 289210 LOGAN CIRCLE 12/01/15 350,000.00 105.75 370,125.00 4,003.04

SALE 9/10/10 536020AB LINN ENERGY LLC 9.8750 11.573
47562 9/15/10 289210 LOGAN CIRCLE 7/01/18 805,000.00 109.25 879,462.50 143,700.14

SALE 9/20/10 552953AE MGM MIRAGE INC 8.3750 12.247
49621 9/21/10 289210 LOGAN CIRCLE 2/01/11 700,000.00 101.20 708,400.00 18,116.84

SALE 9/29/10 62546RAB MULTIPLAN INC 9.8750 9.772
53101 10/04/10 289210 LOGAN CIRCLE 9/01/18 50,000.00 104.00 52,000.00 1,728.49

SALE 9/27/10 62947QAK NXP BV/NXP FUNDING LLC 9.7500 8.854
53037 9/30/10 289210 LOGAN CIRCLE 8/01/18 200,000.00 105.50 211,000.00 1,076.96

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

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/27/10 62947QAK NXP BV/NXP FUNDING LLC 9.7500 8.854
53037 9/29/10 289210 LOGAN CIRCLE 8/01/18 300,000.00 105.25 315,750.00 861.12

SALE 9/29/10 63934EAM NAVISTAR INTERNATIONAL CORP 8.2500 8.503
49017 10/04/10 289232 LOGAN CIRCLE 11/01/21 160,000.00 106.75 170,800.00 13,686.24

SALE 9/29/10 63934EAM NAVISTAR INTERNATIONAL CORP 8.2500 8.503
49017 10/04/10 289210 LOGAN CIRCLE 11/01/21 510,000.00 106.50 543,150.00 42,349.90

SALE 9/28/10 693309AA PE PAPER ESCROW 12.0000 8.762
47921 10/01/10 289210 LOGAN CIRCLE 8/01/14 500,000.00 115.00 575,000.00 23,370.01

SALE 9/23/10 723456AN PINNACLE ENTERTAIMENT 8.7500 8.884
53629 9/28/10 289210 LOGAN CIRCLE 5/15/20 325,000.00 98.555 320,303.75 -1,860.49

SALE 9/28/10 723456AN PINNACLE ENTERTAIMENT 8.7500 8.884
53629 10/01/10 289210 LOGAN CIRCLE 5/15/20 300,000.00 98.250 294,750.00 -2,636.13

SALE 9/14/10 73179PAH POLYONE CORP 7.3750 7.375
53514 9/24/10 289210 LOGAN CIRCLE 9/15/20 55,000.00 102.00 56,100.00 1,100.00

SALE 9/23/10 74819RAK QUEBECOR MEDIA 7.7500 8.998
42541 9/28/10 289210 LOGAN CIRCLE 3/15/16 225,000.00 103.05 231,862.50 18,786.28

SALE 9/27/10 75605EAT REALOGY CORP 10.5000 22.121
42312 9/30/10 289210 LOGAN CIRCLE 4/15/14 300,000.00 85.500 256,500.00 39,201.13

SALE 9/27/10 762397AS RHODIA SA 6.8750 6.875
53634 9/30/10 289210 LOGAN CIRCLE 9/15/20 265,000.00 101.25 268,312.50 3,312.50

SALE 9/21/10 85771TAH STATS CHIPPAC LTD 7.5000 6.865
53467 9/24/10 289210 LOGAN CIRCLE 8/12/15 200,000.00 106.62 213,250.00 8,078.92

SALE 9/22/10 88033GBL TENET HEALTHCARE CORP 8.0000 7.999
53105 9/27/10 289210 LOGAN CIRCLE 8/01/20 350,000.00 100.00 350,000.00

SALE 9/09/10 882330AG TEXAN COMPETITIVE 10.2500 10.246
45626 9/14/10 289210 LOGAN CIRCLE 11/01/15 70,000.00 64.500 45,150.00 -24,850.00

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

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

LOGAN CIRCLE (5163) -Cont. PAGE: 144
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/10/10 882330AH TEXAS COMPETITIVE 11.2500 11.855
45627 9/15/10 289210 LOGAN CIRCLE 11/01/16 941.00 57.000 536.37 -404.63

SALE 9/29/10 896818AF TRIUMPH GROUP INC 8.6250 8.738
53690 10/04/10 289210 LOGAN CIRCLE 7/15/18 240,000.00 107.75 258,600.00 20,157.58

SALE 9/15/10 902730AA UHS ESCROW CORP 7.0000 6.828
53520 9/29/10 289210 LOGAN CIRCLE 10/01/18 150,000.00 101.87 152,812.50 1,244.91

SALE 9/22/10 91911XAM VALEANT PHARMACEUTICALS 7.0000 7.088
53583 9/28/10 289210 LOGAN CIRCLE 10/01/20 200,000.00 100.37 200,750.00 2,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 10,463,941.00 10,852,642.42 496,372.31

-------------- ---------- -------------- --------------
TOTAL FUND SALES: 10,463,941.00 10,852,642.42 496,372.31

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 9/01/10 THROUGH 9/30/10

POST ADVISORY (5164) PAGE: 145
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------

PUR 9/23/10 000305AC AAC GROUP HOLDING CORP 10.2500 11.391
52767 9/28/10 289210 POST ADVISORY 10/01/12 100,000.00 98.000 98,000.00

PUR 9/20/10 00339KAA ABI ESCROW CORP 10.2500 10.249
53538 10/04/10 289210 POST ADVISORY 10/15/18 1,050,000.00 100.00 1,050,000.00

PUR 9/08/10 018804AP ALLIANT TECHSYSTEMS INC 6.8750 6.875
53531 9/13/10 289210 POST ADVISORY 9/15/20 500,000.00 100.00 500,000.00

PUR 9/10/10 028865AA AMERICAN PETROLEUM TAN 10.2500 9.660
53533 9/15/10 289210 POST ADVISORY 5/01/15 850,000.00 102.13 868,168.75

PUR 9/30/10 039686AB ARDAGH PACKAGIN FINANCE 9.1250 9.124
53763 10/08/10 289232 POST ADVISORY 10/15/20 975,000.00 100.00 975,000.00

PUR 9/30/10 25272PAA DIAMOND RESORTS CORP 12.0000 12.144
53062 10/05/10 289210 POST ADVISORY 8/15/18 300,000.00 99.250 297,750.00

PUR 9/23/10 281023AN EDISON MISSION 7.5000 10.629
52901 9/28/10 289210 POST ADVISORY 6/15/13 400,000.00 92.763 371,050.00

PUR 9/15/10 29273VAC ENERGY TRANSFER EQUITY 7.5000 7.499
53536 9/20/10 289210 POST ADVISORY 10/15/20 1,425,000.00 100.00 1,425,000.00

PUR 9/23/10 30040PAA EVERTEC INC 11.0000 11.000
53764 9/30/10 289210 POST ADVISORY 10/01/18 700,000.00 100.00 700,000.00

PUR 9/23/10 30250BAC FMG FINANCE PTY LTD 10.6250 5.909
52096 10/01/10 289232 POST ADVISORY 9/01/16 300,000.00 123.25 369,750.00

PUR 9/23/10 30250BAC FMG FINANCE PTY LTD 10.6250 6.545
52096 9/28/10 289210 POST ADVISORY 9/01/16 400,000.00 119.76 479,050.00

PUR 9/13/10 37932JAC GLOBAL CROSSING LTD 12.0000 8.848
52936 9/16/10 289210 POST ADVISORY 9/15/15 600,000.00 112.51 675,075.00

S T A T E O F N E W J E R S E Y 5164
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

POST ADVISORY (5164) -Cont. PAGE: 146
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/15/10 392485AA GREEKTOWN SUPERHOLDINGS 13.0000 10.416
53537 9/20/10 289210 POST ADVISORY 7/01/15 400,000.00 109.50 438,000.00

PUR 9/14/10 392485AB GREEKTOWN SUPERHOLDINGS 13.0000 10.740
52768 9/17/10 289210 POST ADVISORY 7/01/15 325,000.00 108.25 351,812.50

PUR 9/14/10 44701QAW HUNTSMAN INTERNATIONAL L 8.6250 8.624
53535 9/24/10 289210 POST ADVISORY 3/15/21 800,000.00 100.00 800,000.00

PUR 9/08/10 536022AE LINN ENERGY LLC/FIN CORP 7.7500 7.997
53532 9/13/10 289210 POST ADVISORY 2/01/21 425,000.00 98.264 417,622.00

PUR 9/10/10 69138WAA OXEA FINANCE/CY SCA 9.5000 8.115
52689 9/15/10 289210 POST ADVISORY 7/15/17 250,000.00 107.13 267,843.75

PUR 9/21/10 693492AC PINAFORE LLC/INC 9.0000 9.000
53685 9/29/10 289210 POST ADVISORY 10/01/18 1,175,000.00 100.00 1,175,000.00

PUR 9/13/10 73179PAH POLYONE CORP 7.3750 7.375
53534 9/24/10 289210 POST ADVISORY 9/15/20 550,000.00 100.00 550,000.00

PUR 9/23/10 767754BQ RITE AID 9.3750 13.842
53603 9/28/10 289210 POST ADVISORY 12/15/15 425,000.00 83.750 355,937.50

PUR 9/08/10 83066RAC SKILLED HEALTHCARE GROUP 11.0000 11.775
50752 9/13/10 289210 POST ADVISORY 1/15/14 710,000.00 97.875 694,912.50

PUR 9/10/10 83066RAC SKILLED HEALTHCARE GROUP 11.0000 11.542
50752 9/15/10 289210 POST ADVISORY 1/15/14 175,000.00 98.500 172,375.00

PUR 9/10/10 84762LAF SPECTRUM BRANDS HLDGS 9.5000 8.253
52310 9/15/10 289210 POST ADVISORY 6/15/18 300,000.00 107.01 321,037.50

PUR 9/14/10 874227AB TALECRIS BIOTHERAPEUTICS 7.7500 5.977
52705 9/17/10 289210 POST ADVISORY 11/15/16 300,000.00 109.01 327,037.50

PUR 9/27/10 92532JAA VERTELLUS SPECIALTIES 9.3750 8.747
53765 9/30/10 289210 POST ADVISORY 10/01/15 400,000.00 102.50 410,000.00

S T A T E O F N E W J E R S E Y 5164
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

POST ADVISORY (5164) -Cont. PAGE: 147
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/27/10 92532JAA VERTELLUS SPECIALTIES 9.3750 9.375
53765 9/30/10 289210 POST ADVISORY 10/01/15 500,000.00 100.00 500,000.00

PUR 9/23/10 95058TAB WENDY'S ARBY'S REST LLC 10.0000 8.680
49979 9/28/10 289210 POST ADVISORY 7/15/16 225,000.00 105.88 238,246.88
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 14,560,000.00 14,828,668.88

-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 14,560,000.00 14,828,668.88

SALES OF FIXED INCOME SECURITIES
--------------------------------

SALE 9/08/10 018804AP ALLIANT TECHSYSTEMS INC 6.8750 6.875
53531 9/13/10 289210 POST ADVISORY 9/15/20 500,000.00 100.87 504,375.00 4,375.00

SALE 9/01/10 030210AE AMERICAN TIRE DIST INC 9.7500 10.000
52123 9/07/10 289210 POST ADVISORY 6/01/17 350,000.00 106.50 372,750.00 27,066.70

SALE 9/28/10 20854PAC CONSOL ENERGY INC 8.0000 8.000
51368 10/01/10 289210 POST ADVISORY 4/01/17 1,150,000.00 108.00 1,242,000.00 92,000.00

SALE 9/29/10 25380WAC DIGICEL GROUP LTD 10.5000 10.497
51227 10/04/10 289210 POST ADVISORY 4/15/18 1,500,000.00 109.75 1,646,250.00 146,250.00

SALE 9/21/10 38239AAC GOODMAN GLOBAL INC 13.5000 11.202
50005 9/24/10 289210 POST ADVISORY 2/15/16 900,000.00 110.00 990,000.00 8,244.52

SALE 9/01/10 451102AH ICAHN ENTERPRISES/FIN 8.0000 8.276
52892 9/07/10 289210 POST ADVISORY 1/15/18 450,000.00 100.00 450,000.00 6,824.95

SALE 9/21/10 50178TAA LBI ESCROW CORP 8.0000 7.998
51428 9/24/10 289210 POST ADVISORY 11/01/17 825,000.00 109.37 902,343.75 77,343.75

SALE 9/22/10 527288BC LEUCADIA NATIONAL CORP 7.1250 8.023
45983 9/27/10 289210 POST ADVISORY 3/15/17 150,000.00 100.12 150,187.50 6,887.82

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

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

POST ADVISORY (5164) -Cont. PAGE: 148
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/02/10 527298AM LEVEL 3 FINANCING 9.2500 11.573
50817 9/08/10 289210 POST ADVISORY 11/01/14 150,000.00 89.000 133,500.00 -5,234.33

SALE 9/16/10 527298AM LEVEL 3 FINANCING 9.2500 11.573
50817 9/21/10 289210 POST ADVISORY 11/01/14 275,000.00 93.250 256,437.50 1,937.86

SALE 9/17/10 527298AM LEVEL 3 FINANCING 9.2500 11.573
50817 9/22/10 289210 POST ADVISORY 11/01/14 125,000.00 93.375 116,718.75 1,031.65

SALE 9/08/10 536022AE LINN ENERGY LLC/FIN CORP 7.7500 7.997
53532 9/13/10 289210 POST ADVISORY 2/01/21 225,000.00 99.000 222,750.00 1,656.00

SALE 9/09/10 536022AE LINN ENERGY LLC/FIN CORP 7.7500 7.997
53532 9/14/10 289210 POST ADVISORY 2/01/21 125,000.00 99.000 123,750.00 919.91

SALE 9/10/10 536022AE LINN ENERGY LLC/FIN CORP 7.7500 7.997
53532 9/15/10 289210 POST ADVISORY 2/01/21 75,000.00 99.250 74,437.50 739.38

SALE 9/17/10 629377AU NRG ENERGY INC 7.3750 7.549
45994 9/22/10 289210 POST ADVISORY 2/01/16 560,000.00 103.00 576,800.00 21,107.79

SALE 9/29/10 654679AA NISKA GAS STORAGE US/CAN 8.8750 8.600
51003 10/04/10 289210 POST ADVISORY 3/15/18 1,325,000.00 107.75 1,427,687.50 83,029.25

SALE 9/22/10 693492AC PINAFORE LLC/INC 9.0000 9.000
53685 9/29/10 289210 POST ADVISORY 10/01/18 275,000.00 103.87 285,656.25 10,656.25

SALE 9/23/10 693492AC PINAFORE LLC/INC 9.0000 9.000
53685 9/29/10 289210 POST ADVISORY 10/01/18 300,000.00 103.50 310,500.00 10,500.00

SALE 9/24/10 693492AC PINAFORE LLC/INC 9.0000 9.000
53685 9/29/10 289210 POST ADVISORY 10/01/18 150,000.00 104.25 156,375.00 6,375.00

SALE 9/28/10 693492AC PINAFORE LLC/INC 9.0000 9.000
53685 10/01/10 289232 POST ADVISORY 10/01/18 125,000.00 104.62 130,781.25 5,781.25

SALE 9/29/10 693492AC PINAFORE LLC/INC 9.0000 9.000
53685 10/04/10 289232 POST ADVISORY 10/01/18 325,000.00 105.00 341,250.00 16,250.00

S T A T E O F N E W J E R S E Y 5164
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

POST ADVISORY (5164) -Cont. PAGE: 149
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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 9/28/10 73179PAH POLYONE CORP 7.3750 7.375
53534 10/01/10 289232 POST ADVISORY 9/15/20 550,000.00 102.25 562,375.00 12,375.00

SALE 9/17/10 767754BM RITE AID CORP 8.6250 19.815
46972 9/22/10 289210 POST ADVISORY 3/01/15 1,325,000.00 87.000 1,152,750.00 252,998.12

SALE 9/23/10 767754BM RITE AID CORP 8.6250 19.815
46972 9/28/10 289210 POST ADVISORY 3/01/15 425,000.00 85.000 361,250.00 72,344.30

SALE 9/07/10 893342AA TRANS UNION LLC/TRANSUNI 11.3750 11.375
52285 9/10/10 289210 POST ADVISORY 6/15/18 425,000.00 109.22 464,212.50 39,212.50

SALE 9/02/10 911365AQ UNITED RENTALS NORTH AM 7.0000 9.104
50601 9/08/10 289210 POST ADVISORY 2/15/14 425,000.00 99.750 423,937.50 24,862.60

SALE 9/07/10 911365AQ UNITED RENTALS NORTH AM 7.0000 9.104
50601 9/10/10 289210 POST ADVISORY 2/15/14 325,000.00 100.00 325,000.00 19,799.76
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 13,335,000.00 13,704,075.00 945,335.03

-------------- ---------- -------------- --------------
TOTAL FUND SALES: 13,335,000.00 13,704,075.00 945,335.03

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

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------

PUR 9/15/10 01449JAC ALERE INC 8.6250 8.624
53547 9/21/10 289210 PIMCO 10/01/18 700,000.00 100.00 700,000.00

PUR 9/30/10 039686AA ARDAGH PACKAGING FINANCE 7.3750 7.375
53768 10/08/10 289232 PIMCO 10/15/17 500,000.00 100.00 500,000.00

PUR 9/30/10 039686AB ARDAGH PACKAGIN FINANCE 9.1250 9.124
53769 10/08/10 289232 PIMCO 10/15/20 200,000.00 100.00 200,000.00

PUR 9/13/10 055381AR BE AEROSPACE INC 6.8750 6.684
53542 9/16/10 289210 PIMCO 10/01/20 38,000.00 101.37 38,522.50

PUR 9/13/10 055381AR BE AEROSPACE INC 6.8750 6.701
53542 9/16/10 289210 PIMCO 10/01/20 22,000.00 101.25 22,275.00

PUR 9/13/10 055381AR BE AEROSPACE INC 6.8750 7.000
53542 9/16/10 289210 PIMCO 10/01/20 140,000.00 99.104 138,745.60

PUR 9/14/10 055381AR BE AEROSPACE INC 6.8750 6.684
53542 9/17/10 289210 PIMCO 10/01/20 50,000.00 101.37 50,687.50

PUR 9/16/10 109178AD BRIGHAM EXPLORATION CO 8.7500 8.750
53550 9/27/10 289210 PIMCO 10/01/18 250,000.00 100.00 250,000.00

PUR 9/13/10 212015AE CONTINENTAL RESOURCES 7.1250 7.124
53543 9/16/10 289210 PIMCO 4/01/21 150,000.00 100.00 150,000.00

PUR 9/15/10 29273VAC ENERGY TRANSFER EQUITY 7.5000 7.499
53548 9/20/10 289210 PIMCO 10/15/20 450,000.00 100.00 450,000.00

PUR 9/16/10 38470RAJ GRAHAM PACK CO LP/GPC 8.2500 8.249
53551 9/23/10 289210 PIMCO 10/01/18 50,000.00 100.00 50,000.00

PUR 9/15/10 38869PAH GRAPHIC PACKAGING INTL 7.8750 7.875
53549 9/29/10 289210 PIMCO 10/01/18 525,000.00 100.00 525,000.00

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

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

PIMCO (5166) -Cont. PAGE: 151
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/24/10 41754WAM HARVEST OPERATIONS CORP 6.8750 7.000
53770 10/04/10 289232 PIMCO 10/01/17 175,000.00 99.319 173,808.25

PUR 9/27/10 41754WAM HARVEST OPERATIONS CORP 6.8750 6.425
53770 10/04/10 289232 PIMCO 10/01/17 75,000.00 102.50 76,875.00

PUR 9/14/10 44701QAW HUNTSMAN INTERNATIONAL L 8.6250 8.624
53545 9/24/10 289210 PIMCO 3/15/21 85,000.00 100.00 85,000.00

PUR 9/14/10 44701QAW HUNTSMAN INTERNATIONAL L 8.6250 8.281
53545 9/24/10 289210 PIMCO 3/15/21 12,000.00 102.37 12,285.00

PUR 9/14/10 44701QAW HUNTSMAN INTERNATIONAL L 8.6250 8.299
53545 9/24/10 289210 PIMCO 3/15/21 12,000.00 102.25 12,270.00

PUR 9/14/10 44701QAW HUNTSMAN INTERNATIONAL L 8.6250 8.263
53545 9/24/10 289210 PIMCO 3/15/21 16,000.00 102.50 16,400.00

PUR 9/13/10 45661TAJ INERGY LP/INERGY FIN 7.0000 7.000
53544 9/27/10 289210 PIMCO 10/01/18 175,000.00 100.00 175,000.00

PUR 9/16/10 45824TAA INTELSAT JACKSON HLDG 7.2500 7.249
53552 9/30/10 289210 PIMCO 10/15/20 225,000.00 100.00 225,000.00

PUR 9/22/10 628782AG NBTY INC 9.0000 9.000
53771 10/01/10 289232 PIMCO 10/01/18 275,000.00 100.00 275,000.00

PUR 9/23/10 628782AG NBTY INC 9.0000 8.327
53771 10/01/10 289232 PIMCO 10/01/18 75,000.00 103.87 77,906.25

PUR 9/21/10 693492AC PINAFORE LLC/INC 9.0000 9.000
53584 9/29/10 289210 PIMCO 10/01/18 525,000.00 100.00 525,000.00

PUR 9/22/10 693492AC PINAFORE LLC/INC 9.0000 8.306
53584 9/29/10 289210 PIMCO 10/01/18 75,000.00 104.00 78,000.00

PUR 9/15/10 74837NAC QUIKSILVER INC 6.8750 8.345
53546 9/20/10 289210 PIMCO 4/15/15 250,000.00 94.500 236,250.00

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

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

PIMCO (5166) -Cont. PAGE: 152
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/27/10 76972KAA ROADHOUSE FINANCING INC 10.7500 10.748
53772 10/04/10 289232 PIMCO 10/15/17 500,000.00 100.00 500,000.00

PUR 9/08/10 80874PAH SCIENTIFIC GAMES INTERNA 8.1250 8.125
53540 9/22/10 289210 PIMCO 9/15/18 150,000.00 100.00 150,000.00

PUR 9/21/10 91911XAL VALEANT PHARMACEUTICALS 6.7500 6.841
53774 9/28/10 289210 PIMCO 10/01/17 125,000.00 99.500 124,375.00

PUR 9/21/10 91911XAM VALEANT PHARMACEUTICALS 7.0000 6.912
53775 9/28/10 289210 PIMCO 10/01/20 125,000.00 100.62 125,781.25

PUR 9/21/10 91911XAM VALEANT PHARMACEUTICALS 7.0000 6.930
53775 9/28/10 289210 PIMCO 10/01/20 125,000.00 100.50 125,625.00

PUR 9/21/10 91911XAM VALEANT PHARMACEUTICALS 7.0000 7.088
53775 9/28/10 289210 PIMCO 10/01/20 171,000.00 99.375 169,931.25

PUR 9/21/10 91911XAM VALEANT PHARMACEUTICALS 7.0000 6.791
53775 9/28/10 289210 PIMCO 10/01/20 39,000.00 101.50 39,585.00

PUR 9/21/10 91911XAM VALEANT PHARMACEUTICALS 7.0000 6.860
53775 9/28/10 289210 PIMCO 10/01/20 20,000.00 101.00 20,200.00

PUR 9/21/10 91911XAM VALEANT PHARMACEUTICALS 7.0000 6.808
53775 9/28/10 289210 PIMCO 10/01/20 20,000.00 101.37 20,275.00

PUR 9/27/10 92532JAA VERTELLUS SPECIALTIES 9.3750 9.375
53776 9/30/10 289210 PIMCO 10/01/15 212,000.00 100.00 212,000.00

PUR 9/27/10 92532JAA VERTELLUS SPECIALTIES 9.3750 8.747
53776 9/30/10 289210 PIMCO 10/01/15 53,000.00 102.50 54,325.00

PUR 9/27/10 92532JAA VERTELLUS SPECIALTIES 9.3750 8.685
53776 9/30/10 289210 PIMCO 10/01/15 47,000.00 102.75 48,292.50

PUR 9/27/10 92532JAA VERTELLUS SPECIALTIES 9.3750 8.655
53776 9/30/10 289210 PIMCO 10/01/15 13,000.00 102.87 13,373.75

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

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

PIMCO (5166) -Cont. PAGE: 153
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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 9/28/10 92532JAA VERTELLUS SPECIALTIES 9.3750 8.624
53776 10/01/10 289232 PIMCO 10/01/15 175,000.00 103.00 180,250.00

PUR 9/17/10 92834UAA VISANT CORP 10.0000 9.999
53553 9/22/10 289210 PIMCO 10/01/17 650,000.00 100.00 650,000.00

PUR 9/22/10 92834UAA VISANT CORP 10.0000 9.309
53553 9/27/10 289210 PIMCO 10/01/17 100,000.00 103.50 103,500.00

PUR 9/24/10 93443TAA WARNER CHILCOTT CO LLC 7.7500 7.412
53126 9/29/10 289210 PIMCO 9/15/18 325,000.00 102.00 331,500.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 7,900,000.00 7,913,038.85

-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 7,900,000.00 7,913,038.85

SALES OF FIXED INCOME SECURITIES
--------------------------------

SALE 9/24/10 373298BV GEORGIA PACIFIC CORP 8.1250 8.850
42045 9/29/10 289210 PIMCO 5/15/11 570,000.00 103.62 590,662.50 23,229.28

SALE 9/13/10 494553AB KNIGHT INC 6.5000 8.083
46966 9/16/10 289210 PIMCO 9/01/12 600,000.00 105.75 634,500.00 51,423.52

SALE 9/10/10 581241AA MCJUNKING RED MAN CORP 9.5000 9.428
50353 9/15/10 289210 PIMCO 12/15/16 125,000.00 89.000 111,250.00 -14,135.51

SALE 9/28/10 59833DAA MIDWEST GMNG BOR/MW FINA 11.6250 11.875
51473 10/01/10 289210 PIMCO 4/15/16 500,000.00 101.75 508,750.00 13,780.42

SALE 9/21/10 62941FAH NTL CABLE (VI 9.1250 8.553
45839 9/24/10 289210 PIMCO 8/15/16 815,000.00 107.50 876,125.00 40,042.42

SALE 9/24/10 852060AG SPRINT CAPITAL CORP 6.9000 9.725
42056 9/29/10 289210 PIMCO 5/01/19 750,000.00 98.000 735,000.00 106,588.23

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

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/01/10 878742AM TECK RESOURCES LIMITED 10.2500 10.956
48248 9/01/10 289210 PIMCO 5/15/16 298,000.00 119.75 356,855.00 67,703.33

SALE 9/23/10 878742AQ TECK RESOURCES LIMITED 10.7500 11.080
48247 9/23/10 289210 PIMCO 5/15/19 284,000.00 122.75 348,610.00 69,829.03

SALE 9/29/10 882491AP TEXAS INDUSTRIES INC 9.1250 9.125
53068 10/04/10 289210 PIMCO 8/15/20 75,000.00 104.00 78,000.00 3,000.00

SALE 9/29/10 882491AP TEXAS INDUSTRIES INC 9.1250 9.125
53068 10/04/10 289210 PIMCO 8/15/20 75,000.00 104.25 78,187.50 3,187.50
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 4,092,000.00 4,317,940.00 364,648.22

-------------- ---------- -------------- --------------
TOTAL FUND SALES: 4,092,000.00 4,317,940.00 364,648.22

END OF REPORT FOR: PIMCO

S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

NOMURA (5167) PAGE: 155
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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 9/30/10 008294AA AFFINION GROUP HOLDINGS 11.6250 12.005
53803 10/05/10 289232 NOMURA 11/15/15 700,000.00 98.550 689,850.00

PUR 9/30/10 008294AA AFFINION GROUP HOLDINGS 11.6250 11.617
53803 10/05/10 289210 NOMURA 11/15/15 75,000.00 100.00 75,000.00

PUR 9/28/10 008674AB AHERN RENTALS INC 9.2500 47.718
41993 10/01/10 289210 NOMURA 8/15/13 275,000.00 42.875 117,906.25

PUR 9/10/10 008911AK AIR CANADA 9.2500 9.375
52912 9/15/10 289210 NOMURA 8/01/15 125,000.00 99.500 124,375.00

PUR 9/30/10 026874BE AMERICAN INTL GROUP 6.2500 7.502
48260 10/05/10 289232 NOMURA 3/15/37 75,000.00 85.688 64,265.63

PUR 9/30/10 026874BE AMERICAN INTL GROUP 6.2500 7.447
48260 10/05/10 289232 NOMURA 3/15/37 100,000.00 86.250 86,250.00

PUR 9/30/10 026874BE AMERICAN INTL GROUP 6.2500 7.447
48260 10/05/10 289232 NOMURA 3/15/37 100,000.00 86.250 86,250.00

PUR 9/20/10 026874BS AMERICAN INTL GROUP 8.2500 8.776
48267 9/23/10 289210 NOMURA 5/15+58 200,000.00 93.250 186,500.00

PUR 9/20/10 026874BS AMERICAN INTL GROUP 8.2500 8.776
48267 9/23/10 289210 NOMURA 5/15+58 75,000.00 93.250 69,937.50

PUR 9/20/10 026874BS AMERICAN INTL GROUP 8.2500 8.752
48267 9/23/10 289210 NOMURA 5/15+58 150,000.00 93.500 140,250.00

PUR 9/28/10 026874BS AMERICAN INTL GROUP 8.2500 8.499
48267 10/01/10 289210 NOMURA 5/15+58 75,000.00 96.250 72,187.50

PUR 9/29/10 026874BS AMERICAN INTL GROUP 8.2500 8.454
48267 10/04/10 289210 NOMURA 5/15+58 225,000.00 96.750 217,687.50

S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/29/10 026874BS AMERICAN INTL GROUP 8.2500 8.443
48267 10/04/10 289210 NOMURA 5/15+58 100,000.00 96.875 96,875.00

PUR 9/30/10 039686AB ARDAGH PACKAGIN FINANCE 9.1250 9.124
53790 10/08/10 289232 NOMURA 10/15/20 300,000.00 100.00 300,000.00

PUR 9/30/10 039686AB ARDAGH PACKAGIN FINANCE 9.1250 8.745
53790 10/08/10 289232 NOMURA 10/15/20 200,000.00 102.50 205,000.00

PUR 9/13/10 055381AR BE AEROSPACE INC 6.8750 7.000
53557 9/16/10 289210 NOMURA 10/01/20 225,000.00 99.104 222,984.00

PUR 9/16/10 109178AD BRIGHAM EXPLORATION CO 8.7500 8.750
53565 9/27/10 289210 NOMURA 10/01/18 150,000.00 100.00 150,000.00

PUR 9/15/10 15089QAA CELANESE US HOLDINGS LLC 6.6250 6.624
53562 9/24/10 289210 NOMURA 10/15/18 225,000.00 100.00 225,000.00

PUR 9/13/10 15941RAL CHAPARRAL ENERGY INC 9.8750 10.250
53558 9/16/10 289210 NOMURA 10/01/20 375,000.00 97.672 366,270.00

PUR 9/13/10 212015AE CONTINENTAL RESOURCES 7.1250 6.888
53559 9/16/10 289210 NOMURA 4/01/21 25,000.00 101.75 25,437.50

PUR 9/13/10 212015AE CONTINENTAL RESOURCES 7.1250 6.789
53559 9/16/10 289210 NOMURA 4/01/21 75,000.00 102.50 76,875.00

PUR 9/13/10 212015AE CONTINENTAL RESOURCES 7.1250 6.855
53559 9/16/10 289210 NOMURA 4/01/21 25,000.00 102.00 25,500.00

PUR 9/13/10 212015AE CONTINENTAL RESOURCES 7.1250 6.789
53559 9/16/10 289210 NOMURA 4/01/21 25,000.00 102.50 25,625.00

PUR 9/13/10 212015AE CONTINENTAL RESOURCES 7.1250 7.124
53559 9/16/10 289210 NOMURA 4/01/21 150,000.00 100.00 150,000.00

PUR 9/13/10 212015AE CONTINENTAL RESOURCES 7.1250 6.855
53559 9/16/10 289210 NOMURA 4/01/21 50,000.00 102.00 51,000.00

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

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/10/10 269279AD EXCO RESOURCES INC 7.5000 7.750
53556 9/15/10 289210 NOMURA 9/15/18 575,000.00 98.530 566,547.50

PUR 9/15/10 29273VAC ENERGY TRANSFER EQUITY 7.5000 7.499
53563 9/20/10 289210 NOMURA 10/15/20 225,000.00 100.00 225,000.00

PUR 9/16/10 302941AH FTI CONSULTING INC 6.7500 6.750
53566 9/27/10 289210 NOMURA 10/01/20 225,000.00 100.00 225,000.00

PUR 9/30/10 319963AT FIRST DATA CORP 10.5500 10.549
48980 9/30/10 289210 NOMURA 9/24/15 20,407.00 100.00 20,407.00

PUR 9/22/10 364725AR GANNETT CO INC 6.3750 6.622
53857 9/27/10 289232 NOMURA 9/01/15 225,000.00 98.970 222,682.50

PUR 9/22/10 364725AU GANNETT CO INC 7.1250 7.372
53805 9/27/10 289210 NOMURA 9/01/18 425,000.00 98.527 418,739.75

PUR 9/20/10 37244DAA GENON ESCROW CORP 9.5000 9.750
53815 10/04/10 289232 NOMURA 10/15/18 550,000.00 98.623 542,426.50

PUR 9/20/10 37244DAA GENON ESCROW CORP 9.5000 9.796
53815 10/04/10 289232 NOMURA 10/15/18 75,000.00 98.375 73,781.25

PUR 9/20/10 37244DAD GENON ESCROW CORP 9.8750 10.300
53806 10/04/10 289232 NOMURA 10/15/20 50,000.00 97.375 48,687.50

PUR 9/20/10 37244DAD GENON ESCROW CORP 9.8750 10.250
53806 10/04/10 289232 NOMURA 10/15/20 500,000.00 97.676 488,380.00

PUR 9/20/10 37244DAD GENON ESCROW CORP 9.8750 10.300
53806 10/04/10 289232 NOMURA 10/15/20 50,000.00 97.375 48,687.50

PUR 9/10/10 413627BM HARRAHS OPERATING CO INC 10.0000 14.302
50602 9/15/10 289210 NOMURA 12/15/18 100,000.00 79.500 79,500.00

PUR 9/10/10 413627BM HARRAHS OPERATING CO INC 10.0000 14.302
50602 9/15/10 289210 NOMURA 12/15/18 150,000.00 79.500 119,250.00

S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/14/10 44701QAW HUNTSMAN INTERNATIONAL L 8.6250 8.624
53561 9/24/10 289210 NOMURA 3/15/21 150,000.00 100.00 150,000.00

PUR 9/10/10 536022AE LINN ENERGY LLC/FIN CORP 7.7500 7.855
53555 9/15/10 289210 NOMURA 2/01/21 400,000.00 99.250 397,000.00

PUR 9/10/10 536022AE LINN ENERGY LLC/FIN CORP 7.7500 7.855
53555 9/15/10 289210 NOMURA 2/01/21 150,000.00 99.250 148,875.00

PUR 9/08/10 591709AK METROPCS WIRELESS INC 7.8750 7.917
53349 9/21/10 289210 NOMURA 9/01/18 75,000.00 99.750 74,812.50

PUR 9/08/10 591709AK METROPCS WIRELESS INC 7.8750 7.895
53349 9/21/10 289210 NOMURA 9/01/18 75,000.00 99.875 74,906.25

PUR 9/08/10 591709AK METROPCS WIRELESS INC 7.8750 7.895
53349 9/21/10 289210 NOMURA 9/01/18 100,000.00 99.875 99,875.00

PUR 9/08/10 591709AK METROPCS WIRELESS INC 7.8750 7.874
53349 9/21/10 289210 NOMURA 9/01/18 100,000.00 100.00 100,000.00

PUR 9/09/10 591709AK METROPCS WIRELESS INC 7.8750 7.831
53349 9/21/10 289210 NOMURA 9/01/18 150,000.00 100.25 150,375.00

PUR 9/22/10 628782AG NBTY INC 9.0000 9.000
53792 10/01/10 289232 NOMURA 10/01/18 325,000.00 100.00 325,000.00

PUR 9/29/10 681936AW OMEGA HLTHCARE INVESTORS 6.7500 6.875
53807 10/04/10 289232 NOMURA 10/15/22 175,000.00 98.984 173,222.00

PUR 9/21/10 693492AC PINAFORE LLC/INC 9.0000 9.000
53793 9/29/10 289210 NOMURA 10/01/18 425,000.00 100.00 425,000.00

PUR 9/21/10 693492AC PINAFORE LLC/INC 9.0000 8.306
53793 9/29/10 289210 NOMURA 10/01/18 75,000.00 104.00 78,000.00

PUR 9/21/10 693492AC PINAFORE LLC/INC 9.0000 8.306
53793 9/29/10 289210 NOMURA 10/01/18 150,000.00 104.00 156,000.00

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

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

NOMURA (5167) -Cont. PAGE: 159
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 9/21/10 693492AC PINAFORE LLC/INC 9.0000 8.306
53793 9/29/10 289210 NOMURA 10/01/18 50,000.00 104.00 52,000.00

PUR 9/13/10 73179PAH POLYONE CORP 7.3750 7.375
53560 9/24/10 289210 NOMURA 9/15/20 175,000.00 100.00 175,000.00

PUR 9/16/10 74347AAA PROQUEST LLC/PROQUEST 9.0000 8.998
53567 9/23/10 289210 NOMURA 10/15/18 275,000.00 100.00 275,000.00

PUR 9/27/10 767754BT RITE AID CORP 9.5000 13.091
43874 9/30/10 289210 NOMURA 6/15/17 150,000.00 84.250 126,375.00

PUR 9/08/10 80874PAH SCIENTIFIC GAMES INTERNA 8.1250 8.125
53554 9/22/10 289210 NOMURA 9/15/18 150,000.00 100.00 150,000.00

PUR 9/21/10 829259AD SINCLAIR TELEVISION GROUP 8.3750 8.625
53808 10/04/10 289232 NOMURA 10/15/18 200,000.00 98.567 197,134.00

PUR 9/29/10 852060AT SPRINT CAPITAL CORP 8.7500 8.395
42215 10/04/10 289232 NOMURA 3/15/32 100,000.00 103.50 103,500.00

PUR 9/24/10 86183PAE STONERIDGE INC 9.5000 8.892
53809 10/04/10 289232 NOMURA 10/15/17 25,000.00 103.12 25,781.25

PUR 9/24/10 86183PAE STONERIDGE INC 9.5000 9.499
53809 10/04/10 289232 NOMURA 10/15/17 200,000.00 100.00 200,000.00

PUR 9/24/10 86183PAE STONERIDGE INC 9.5000 8.820
53809 10/04/10 289232 NOMURA 10/15/17 50,000.00 103.50 51,750.00

PUR 9/29/10 87263GAA TPC GROUP LLC 8.2500 8.374
53810 10/05/10 289232 NOMURA 10/01/17 175,000.00 99.350 173,862.50

PUR 9/15/10 902730AA UHS ESCROW CORP 7.0000 7.000
53564 9/29/10 289210 NOMURA 10/01/18 100,000.00 100.00 100,000.00

PUR 9/21/10 91911XAL VALEANT PHARMACEUTICALS 6.7500 6.841
53797 9/28/10 289210 NOMURA 10/01/17 125,000.00 99.500 124,375.00

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

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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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 9/21/10 91911XAM VALEANT PHARMACEUTICALS 7.0000 7.088
53798 9/28/10 289210 NOMURA 10/01/20 150,000.00 99.375 149,062.50

PUR 9/03/10 92531XAF VERSO PAPER HOLDINGS 11.3750 14.531
42306 9/09/10 289210 NOMURA 8/01/16 50,000.00 87.750 43,875.00

PUR 9/03/10 92531XAF VERSO PAPER HOLDINGS 11.3750 14.531
42306 9/09/10 289210 NOMURA 8/01/16 50,000.00 87.750 43,875.00

PUR 9/27/10 92532JAA VERTELLUS SPECIALTIES 9.3750 9.375
53858 9/30/10 289232 NOMURA 10/01/15 100,000.00 100.00 100,000.00

PUR 9/24/10 93443TAA WARNER CHILCOTT CO LLC 7.7500 7.412
53799 9/29/10 289210 NOMURA 9/15/18 400,000.00 102.00 408,000.00

PUR 9/30/10 952355AG WEST CORP 8.6250 8.625
53811 10/05/10 289232 NOMURA 10/01/18 200,000.00 100.00 200,000.00

PUR 9/21/10 966387AF WHITING PETROLEUM CORP 6.5000 6.500
53812 9/24/10 289210 NOMURA 10/01/18 200,000.00 100.00 200,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 12,545,407.00 12,182,771.38

-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 12,545,407.00 12,182,771.38

SALES OF FIXED INCOME SECURITIES
--------------------------------

SALE 9/22/10 00130HBH AES CORPORATION 8.0000 8.616
41992 9/27/10 289210 NOMURA 10/15/17 650,000.00 108.00 702,000.00 72,868.00

SALE 9/21/10 02406PAF AMERICAN AXLE 7.8750 9.509
52194 9/24/10 289210 NOMURA 3/01/17 100,000.00 96.500 96,500.00 4,243.57

SALE 9/21/10 02406PAF AMERICAN AXLE 7.8750 9.509
52194 9/24/10 289210 NOMURA 3/01/17 50,000.00 96.750 48,375.00 2,246.78

S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/15/10 165167CF CHESAPEAKE ENERGY CORP 6.6250 6.625
53130 9/20/10 289210 NOMURA 8/15/20 550,000.00 103.00 566,500.00 16,500.00

SALE 9/20/10 315405AM FERRO CORP 7.8750 7.874
53133 9/23/10 289210 NOMURA 8/15/18 75,000.00 103.75 77,812.50 2,812.50

SALE 9/21/10 36186CBY GMAC INC 8.0000 8.757
50345 9/24/10 289210 NOMURA 11/01/31 425,000.00 107.50 456,875.00 62,639.47

SALE 9/21/10 36186CBY GMAC INC 8.0000 8.757
50345 9/24/10 289210 NOMURA 11/01/31 250,000.00 107.50 268,750.00 36,846.75

SALE 9/28/10 364725AR GANNETT CO INC 6.3750 6.622
53857 10/01/10 289232 NOMURA 9/01/15 225,000.00 99.000 222,750.00 64.88

SALE 9/22/10 37244DAA GENON ESCROW CORP 9.5000 9.756
53815 10/04/10 289232 NOMURA 10/15/18 225,000.00 97.125 218,531.25 -3,303.54

SALE 9/22/10 37244DAA GENON ESCROW CORP 9.5000 9.756
53815 10/04/10 289232 NOMURA 10/15/18 75,000.00 97.500 73,125.00 -819.93

SALE 9/22/10 37244DAA GENON ESCROW CORP 9.5000 9.756
53815 10/04/10 289232 NOMURA 10/15/18 325,000.00 97.250 316,062.50 -4,365.53

SALE 9/22/10 37244DAD GENON ESCROW CORP 9.8750 10.258
53806 10/04/10 289232 NOMURA 10/15/20 75,000.00 97.500 73,125.00 -94.38

SALE 9/22/10 37244DAD GENON ESCROW CORP 9.8750 10.258
53806 10/04/10 289232 NOMURA 10/15/20 25,000.00 97.625 24,406.25 -.21

SALE 9/22/10 37244DAD GENON ESCROW CORP 9.8750 10.258
53806 10/04/10 289232 NOMURA 10/15/20 100,000.00 96.500 96,500.00 -1,125.83

SALE 9/22/10 37244DAD GENON ESCROW CORP 9.8750 10.258
53806 10/04/10 289232 NOMURA 10/15/20 150,000.00 96.250 144,375.00 -2,063.75

SALE 9/13/10 373200AV GEORGIA GULD CORP 9.0000 9.125
50185 9/16/10 289210 NOMURA 1/15/17 200,000.00 105.25 210,500.00 11,731.39

S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/29/10 45823VAE INTELSAT CORP 9.2500 12.072
47813 9/30/10 289210 NOMURA 8/15/14 9,000.00 100.50 9,045.00 815.37

SALE 9/20/10 481086AB JOSTENS HLDG CORP 10.2500 9.084
51671 9/22/10 289210 NOMURA 12/01/13 1,000,000.00 101.54 1,015,410.00 -16,019.95

SALE 9/29/10 579489AE MCCLATCHY CO 11.5000 11.554
53344 10/04/10 289210 NOMURA 2/15/17 300,000.00 106.37 319,125.00 19,930.27

SALE 9/09/10 67090FAD NUVEEN INVESTMENTS INC 10.5000 20.327
50168 9/14/10 289210 NOMURA 11/15/15 100,000.00 97.000 97,000.00 27,631.26

SALE 9/09/10 67090FAD NUVEEN INVESTMENTS INC 10.5000 20.327
50168 9/14/10 289210 NOMURA 11/15/15 150,000.00 96.500 144,750.00 40,696.89

SALE 9/10/10 67090FAD NUVEEN INVESTMENTS INC 10.5000 20.327
50168 9/15/10 289210 NOMURA 11/15/15 50,000.00 97.750 48,875.00 14,185.62

SALE 9/22/10 67090FAD NUVEEN INVESTMENTS INC 10.5000 20.327
50168 9/27/10 289210 NOMURA 11/15/15 125,000.00 99.500 124,375.00 37,499.29

SALE 9/22/10 67090FAD NUVEEN INVESTMENTS INC 10.5000 20.327
50168 9/27/10 289210 NOMURA 11/15/15 50,000.00 99.500 49,750.00 14,999.71

SALE 9/23/10 75281AAF RANGE RESOURCES CORP 6.3750 7.445
45726 9/28/10 289210 NOMURA 3/15/15 80,000.00 102.00 81,600.00 4,805.43

SALE 9/15/10 767754CA RITE AID CORP 8.0000 8.000
53072 9/20/10 289210 NOMURA 8/15/20 150,000.00 101.37 152,062.50 2,062.50

SALE 9/13/10 816074AG SEITEL INC 9.7500 19.720
43143 9/16/10 289210 NOMURA 2/15/14 50,000.00 88.750 44,375.00 6,367.95

SALE 9/01/10 878742AJ TECK RESOURCES LIMITED 9.7500 9.767
48235 9/01/10 289210 NOMURA 5/15/14 172,000.00 121.25 208,550.00 36,689.93

SALE 9/24/10 880779AU TEREX CORP 8.0000 11.578
44603 9/29/10 289210 NOMURA 11/15/17 125,000.00 99.750 124,687.50 21,024.49

S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 9/01/10 THROUGH 9/30/10

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 9/21/10 902730AA UHS ESCROW CORP 7.0000 7.000
53564 9/29/10 289210 NOMURA 10/01/18 100,000.00 102.37 102,375.00 2,375.00

SALE 9/29/10 92532JAA VERTELLUS SPECIALTIES 9.3750 9.375
53858 10/04/10 289232 NOMURA 10/01/15 100,000.00 103.00 103,000.00 3,000.00

SALE 9/14/10 93443TAA WARNER CHILCOTT CO LLC 7.7500 7.749
53141 9/17/10 289210 NOMURA 9/15/18 675,000.00 104.50 705,375.00 30,375.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 6,736,000.00 6,926,542.50 444,618.93

-------------- ---------- -------------- --------------
TOTAL FUND SALES: 6,736,000.00 6,926,542.50 444,618.93

END OF REPORT FOR: NOMURA

S T A T E O F N E W J E R S E Y 5168
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 9/01/10 THROUGH 9/30/10

ALTERNATIVE INVESTMENTS COMMON B (5168) PAGE: 164
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------

PUR 9/10/10 99MSCZAM OCH-ZIFF CAPITAL
51468 9/10/10 ALTERNATIVE INV CAPITAL CAL 18,328,435.00 1.000 18,328,435.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 18,328,435.00 18,328,435.00

-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 18,328,435.00 18,328,435.00

END OF REPORT FOR: ALTERNATIVE INVESTMENTS COMMON B