S T A T E O F N E W J E R S E Y 1862
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
TRUSTEES FOR THE SUP OF PUB SCHS (1862) PAGE: 1
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
PURCHASE OF FIXED INCOME SECURITIES
PUR 3/31/11 9127953K U.S. TREASURY BILLS .1380 .156
56113 4/01/11 289358 BARCLAYS BANK OF NEW YORK 9/15/11 25,250,000.00 99.928 25,231,785.99
SUBTOTAL FIXED PURCHASES: 25,250,000.00 25,231,785.99
TOTAL FUND PURCHASES: 25,250,000.00 25,231,785.99
END OF REPORT FOR: TRUSTEES FOR THE SUP OF PUB SCHS
S T A T E O F N E W J E R S E Y 4300
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
DCP EQUITY (4300) 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 3/11/11 38259P50 GOOGLE INC
55867 3/16/11 424738 MERRIMAN/OTC 2,080.00 575.72 20.80 1,197,528.59
PUR 3/11/11 71708110 PFIZER INC
8063 3/16/11 424738 BMO CAPITAL MARKETS/EXECUTI 155,000.00 19.373 1,550.00 3,004,411.50
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 157,080.00 4,201,940.09
1,570.80
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 157,080.00 4,201,940.09
1,570.80
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 3/11/11 05276910 AUTODESK INC. 7.71
01048 3/16/11 424739 ITG (CHANNEL) 10,000.00 40.108 70.00 401,003.29 312,597.79
SALE 3/11/11 05276910 AUTODESK INC. 23.04
01048 3/16/11 424739 MERRIMAN/OTC 30,000.00 39.987 300.00 1,199,274.96 934,058.46
SALE 3/09/11 24522P10 DEL MONTE FOODS CO.
24101 3/09/11 424694 TENDERED 10,160.00 19.000 193,040.00 116,765.81
SALE 3/11/11 59491810 MICROSOFT CORP. 24.44
18319 3/16/11 424739 MERRIMAN/OTC 50,000.00 25.453 500.00 1,272,105.56 816,188.54
SALE 3/11/11 60786L10 MODUSLINK GLOBAL SOLUTIONS 5.02
43191 3/16/11 424739 MERRIMAN/OTC 40,000.00 6.527 400.00 260,662.98 -7,245,092.16
SALE 3/11/11 64602510 NEW JERSEY RESOURCES CORP. 12.54
01923 3/16/11 424739 WILLIAMS CAPITAL GROUP 15,750.00 41.444 157.50 652,574.54 486,029.54
SALE 3/11/11 88076W10 TERADATA CORP. 18.79
38503 3/16/11 424739 WILLIAMS CAPITAL GROUP 20,000.00 48.920 200.00 978,183.21 670,671.50
S T A T E O F N E W J E R S E Y 4300
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
DCP EQUITY (4300) -Cont. PAGE: 3
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/17/11 88731730 TIME WARNER INC 20.20
45485 3/22/11 424757 BLAYLOCK ROBERT VAN LLC 30,000.00 35.069 300.00 1,051,743.80 306,891.44
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 205,910.00 111.74 6,008,588.34 -3,601,889.08
1,927.50
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 205,910.00 111.74 6,008,588.34 -3,601,889.08
1,927.50
END OF REPORT FOR: DCP EQUITY
S T A T E O F N E W J E R S E Y 4302
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
DCP SMALL CAP. (EQUITY) (4302) PAGE: 4
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 3/17/11 45232710 ILLUMINA, INC. 12.06
18737 3/22/11 424758 INSTINET (PORTAL) 10,000.00 62.812 70.00 628,040.94 538,496.17
SALE 3/11/11 81201R10 SEAHAWK DRILLING INC .17
48257 3/16/11 424740 MERRIMAN/OTC 1,333.00 6.570 13.33 8,744.31 -17,883.61
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 11,333.00 12.23 636,785.25 520,612.56
83.33
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 11,333.00 12.23 636,785.25 520,612.56
83.33
END OF REPORT FOR: DCP SMALL CAP. (EQUITY)
S T A T E O F N E W J E R S E Y 4305
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
DCP FIXED INCOME (4305) PAGE: 5
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TRXN/ TRADE/ 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 3/18/11 912828LC UNITED STATES TREAS NTS 2.6250 2.455
48279 3/21/11 1 BARCLAYS CAPITAL INC 7/31/14 2,000,000.00 104.70 2,094,055.80 83,189.79
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 2,000,000.00 2,094,055.80 83,189.79
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 2,000,000.00 2,094,055.80 83,189.79
END OF REPORT FOR: DCP FIXED INCOME
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) PAGE: 6
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 3/15/11 00105510 AFLAC
55912 3/18/11 424747 BNY CONVERGEX(EXECUTIONS) 15,000.00 48.809 75.00 732,216.00
PUR 3/07/11 00282410 ABBOTT LABS
49973 3/10/11 424720 BMO CAPITAL MARKETS/EXECUTI 1,000.00 48.323 10.00 48,333.00
PUR 3/18/11 00282410 ABBOTT LABS
49973 3/23/11 424761 BNY CONVERGEX(EXECUTIONS) 1,000.00 47.690 5.00 47,695.00
PUR 3/22/11 00282410 ABBOTT LABS
49973 3/25/11 424769 BNY CONVERGEX(EXECUTIONS) 2,000.00 48.000 10.00 96,009.40
PUR 3/01/11 00972810 AKORN INC
55727 3/04/11 424700 WELLS FARGO SECURITIES 50,000.00 5.785 1,500.00 290,760.00
PUR 3/01/11 00972810 AKORN INC
55727 3/04/11 424700 WELLS FARGO SECURITIES 50,000.00 5.513 1,500.00 277,125.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 5.649 567,885.00
3,000.00
PUR 3/02/11 00972810 AKORN INC
55727 3/07/11 424706 CREDIT SUISSE SEC (USA) LLC 20,000.00 5.636 600.00 113,328.00
PUR 3/04/11 00972810 AKORN INC
55727 3/09/11 424716 ITG (CHANNEL) 20,000.00 5.661 140.00 113,358.00
PUR 3/10/11 02313510 AMAZON.COM INC
54816 3/15/11 424732 MERRIMAN/OTC 200.00 167.51 2.00 33,504.48
PUR 3/01/11 02581610 AMERICAN EXPRESS CO
51889 3/04/11 424700 OPPENHEIMER & CO., INC 1,000.00 43.810 30.00 43,840.00
PUR 3/31/11 02581610 AMERICAN EXPRESS CO
51889 4/05/11 424798 BNY CONVERGEX(EXECUTIONS) 2,000.00 45.710 10.00 91,429.60
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 7
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TRXN/ TRADE/ 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 3/21/11 02991220 AMERICAN TOWER CORP. CL-A
43986 3/24/11 424765 BNY CONVERGEX(EXECUTIONS) 9,000.00 46.318 45.00 416,910.60
PUR 3/22/11 02991220 AMERICAN TOWER CORP. CL-A
43986 3/25/11 424769 BNY CONVERGEX(EXECUTIONS) 1,000.00 47.200 5.00 47,205.00
PUR 3/17/11 03265410 ANALOG DEVICES
55941 3/22/11 424755 BNY CONVERGEX(EXECUTIONS) 17,000.00 37.296 85.00 634,122.10
PUR 3/16/11 03741110 APACHE CORP
55412 3/21/11 424751 BNY CONVERGEX(EXECUTIONS) 1,000.00 114.55 5.00 114,556.90
PUR 3/02/11 03967010 ARCTIC CAT INC
55744 3/07/11 424706 GOLDMAN SACHS & COMPANY 602.00 12.371 18.06 7,465.70
PUR 3/10/11 05367P10 AVID TECHNOLOGY INC
55853 3/15/11 424732 ITG (CHANNEL) 15,000.00 22.180 105.00 332,802.00
PUR 3/11/11 05367P10 AVID TECHNOLOGY INC
55853 3/16/11 424736 MERRIMAN/OTC 10,000.00 22.467 100.00 224,766.00
PUR 3/14/11 05367P10 AVID TECHNOLOGY INC
55853 3/17/11 424743 MERRIMAN/OTC 5,000.00 22.345 50.00 111,773.50
PUR 3/15/11 05367P10 AVID TECHNOLOGY INC
55853 3/18/11 424747 BNY CONVERGEX(EXECUTIONS) 2,000.00 22.020 10.00 44,050.00
PUR 3/18/11 05367P10 AVID TECHNOLOGY INC
55853 3/23/11 424761 BNY CONVERGEX(EXECUTIONS) 1,000.00 21.190 5.00 21,195.00
PUR 3/16/11 05380710 AVNET INC
53850 3/21/11 424751 BNY CONVERGEX(EXECUTIONS) 5,000.00 31.960 25.00 159,825.00
PUR 3/01/11 05430310 AVON PRODUCTS
55512 3/04/11 424700 OPPENHEIMER & CO., INC 1,000.00 27.820 30.00 27,850.00
PUR 3/29/11 05548J10 BJ'S WHOLESALE CLUB INC
54979 4/01/11 424790 BNY CONVERGEX(EXECUTIONS) 2,000.00 48.770 10.00 97,550.00
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 8
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/30/11 05548J10 BJ'S WHOLESALE CLUB INC
54979 4/04/11 424794 BNY CONVERGEX(EXECUTIONS) 2,000.00 48.690 10.00 97,390.00
PUR 3/11/11 05851610 BALLANTYNE STRONG INC
55866 3/16/11 424736 WILLIAMS CAPITAL GROUP 90,000.00 6.777 900.00 610,821.00
PUR 3/14/11 05851610 BALLANTYNE STRONG INC
55866 3/17/11 424743 WILLIAMS CAPITAL GROUP 10,000.00 6.659 100.00 66,689.00
PUR 3/15/11 05851610 BALLANTYNE STRONG INC
55866 3/18/11 424747 BNY CONVERGEX(EXECUTIONS) 10,000.00 6.474 50.00 64,787.00
PUR 3/18/11 05851610 BALLANTYNE STRONG INC
55866 3/23/11 424761 BNY CONVERGEX(EXECUTIONS) 10,000.00 6.475 50.00 64,803.00
PUR 3/25/11 06050510 BANK OF AMERICA CORP
46954 3/30/11 424782 BNY CONVERGEX(EXECUTIONS) 4,000.00 13.408 20.00 53,652.40
PUR 3/29/11 06050510 BANK OF AMERICA CORP
46954 4/01/11 424790 BNY CONVERGEX(EXECUTIONS) 2,000.00 13.300 10.00 26,610.00
PUR 3/29/11 08467070 BERKSHIRE HATHAWAY INC-CL B
54955 4/01/11 424790 BNY CONVERGEX(EXECUTIONS) 1,000.00 84.099 5.00 84,104.00
PUR 3/31/11 08467070 BERKSHIRE HATHAWAY INC-CL B
54955 4/05/11 424798 BNY CONVERGEX(EXECUTIONS) 1,000.00 84.043 5.00 84,047.50
PUR 3/14/11 08578910 BERRY PETROLEUM CO
42924 3/17/11 424743 BLAYLOCK ROBERT VAN LLC 2,000.00 45.568 20.00 91,156.00
PUR 3/15/11 08578910 BERRY PETROLEUM CO
42924 3/18/11 424747 BNY CONVERGEX(EXECUTIONS) 1,000.00 45.190 5.00 45,195.00
PUR 3/24/11 08651610 BEST BUY
56049 3/29/11 424777 BNY CONVERGEX(EXECUTIONS) 20,000.00 30.201 100.00 604,120.00
PUR 3/25/11 08651610 BEST BUY
56049 3/30/11 424782 BNY CONVERGEX(EXECUTIONS) 2,000.00 29.059 10.00 58,128.00
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 9
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/28/11 08651610 BEST BUY
56049 3/31/11 424786 BNY CONVERGEX(EXECUTIONS) 1,000.00 29.280 5.00 29,285.00
PUR 3/29/11 08930210 BIG LOTS INC
55549 4/01/11 424790 BNY CONVERGEX(EXECUTIONS) 1,000.00 42.970 5.00 42,975.00
PUR 3/30/11 08930210 BIG LOTS INC
55549 4/04/11 424794 BNY CONVERGEX(EXECUTIONS) 1,000.00 43.210 5.00 43,214.50
PUR 3/17/11 09247X10 BLACKROCK INC
54135 3/22/11 424755 BNY CONVERGEX(EXECUTIONS) 1,000.00 184.17 5.00 184,177.40
PUR 3/08/11 09702310 BOEING COMPANY
55823 3/11/11 424724 WILLIAMS CAPITAL GROUP 10,000.00 71.240 100.00 712,500.00
PUR 3/09/11 09702310 BOEING COMPANY
55823 3/14/11 424728 BMO CAPITAL MARKETS/EXECUTI 1,000.00 72.010 10.00 72,020.00
PUR 3/17/11 11012210 BRISTOL-MYERS SQUIBB CO.
37974 3/22/11 424755 BNY CONVERGEX(EXECUTIONS) 2,896.00 25.240 14.48 73,109.23
PUR 3/11/11 12526910 CF INDUSTRIES HOLDINGS INC
55335 3/16/11 424736 WILLIAMS CAPITAL GROUP 1,000.00 122.10 10.00 122,110.00
PUR 3/22/11 12526910 CF INDUSTRIES HOLDINGS INC
55335 3/25/11 424769 BNY CONVERGEX(EXECUTIONS) 1,000.00 122.40 5.00 122,414.00
PUR 3/11/11 12591930 CPI AEROSTRUCTURES INC
51344 3/16/11 424736 BMO CAPITAL MARKETS/EXECUTI 2,000.00 13.520 20.00 27,059.60
PUR 3/14/11 12591930 CPI AEROSTRUCTURES INC
51344 3/17/11 424743 BLAYLOCK ROBERT VAN LLC 2,000.00 13.357 20.00 26,734.20
PUR 3/02/11 12824610 CALAVO GROWERS INC
53780 3/07/11 424706 OPPENHEIMER & CO., INC 3,000.00 20.445 90.00 61,425.90
PUR 3/03/11 12824610 CALAVO GROWERS INC
53780 3/08/11 424710 GOLDMAN SACHS & COMPANY 3,000.00 20.864 90.00 62,682.90
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 10
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/04/11 12824610 CALAVO GROWERS INC
53780 3/09/11 424716 ITG (CHANNEL) 2,074.00 21.010 14.52 43,588.43
PUR 3/07/11 12824610 CALAVO GROWERS INC
53780 3/10/11 424720 ITG (CHANNEL) 926.00 21.173 6.48 19,612.96
PUR 3/11/11 12960310 CALGON CARBON CORP
52760 3/16/11 424736 WILLIAMS CAPITAL GROUP 4,000.00 14.491 40.00 58,004.00
PUR 3/01/11 14343640 CARMIKE CINEMAS
55594 3/04/11 424700 JEFFERIES & COMPANY 3,235.00 7.000 97.05 22,742.05
PUR 3/02/11 14343640 CARMIKE CINEMAS
55594 3/07/11 424706 GOLDMAN SACHS & COMPANY 9,600.00 6.930 288.00 66,814.08
PUR 3/02/11 14343640 CARMIKE CINEMAS
55594 3/07/11 424706 JEFFERIES & COMPANY 484.00 7.000 14.52 3,402.52
PUR 3/03/11 14343640 CARMIKE CINEMAS
55594 3/08/11 424710 GOLDMAN SACHS & COMPANY 416.00 6.990 12.48 2,920.32
PUR 3/04/11 14343640 CARMIKE CINEMAS
55594 3/09/11 424716 ITG (CHANNEL) 10,000.00 6.881 70.00 68,882.00
PUR 3/07/11 14343640 CARMIKE CINEMAS
55594 3/10/11 424720 SWSQUEHANNA FIN. GRP LLC (D 10,000.00 6.569 300.00 65,994.00
PUR 3/08/11 14343640 CARMIKE CINEMAS
55594 3/11/11 424724 MERRIMAN/OTC 10,000.00 6.751 100.00 67,607.00
PUR 3/23/11 14365830 CARNIVAL CORP
56030 3/28/11 424773 BNY CONVERGEX(EXECUTIONS) 18,000.00 38.944 90.00 701,074.80
PUR 3/24/11 14365830 CARNIVAL CORP
56030 3/29/11 424777 BNY CONVERGEX(EXECUTIONS) 1,000.00 39.070 5.00 39,075.00
PUR 3/25/11 14365830 CARNIVAL CORP
56030 3/30/11 424782 BNY CONVERGEX(EXECUTIONS) 1,000.00 38.889 5.00 38,894.00
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 11
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/15/11 16115Q30 CHART INDUSTRIES
55913 3/18/11 424747 ITG (CHANNEL) 12,000.00 42.215 84.00 506,665.20
PUR 3/07/11 16516710 CHESAPEAKE ENERGY CORP.
41851 3/10/11 424720 BMO CAPITAL MARKETS/EXECUTI 1,000.00 33.840 10.00 33,850.00
PUR 3/14/11 16516710 CHESAPEAKE ENERGY CORP.
41851 3/17/11 424743 BLAYLOCK ROBERT VAN LLC 2,000.00 33.710 20.00 67,440.00
PUR 3/23/11 16516710 CHESAPEAKE ENERGY CORP.
41851 3/28/11 424773 BNY CONVERGEX(EXECUTIONS) 1,000.00 33.750 5.00 33,754.50
PUR 3/14/11 17275510 CIRRUS LOGIC
53353 3/17/11 424743 MERRIMAN/OTC 10,000.00 21.150 100.00 211,601.00
PUR 3/24/11 17275510 CIRRUS LOGIC
53353 3/29/11 424777 BNY CONVERGEX(EXECUTIONS) 2,000.00 20.800 10.00 41,610.00
PUR 3/31/11 17296710 CITIGROUP INC
51155 4/05/11 424798 BNY CONVERGEX(EXECUTIONS) 10,000.00 4.426 50.00 44,310.00
PUR 3/14/11 20825C10 CONOCOPHILLIPS
37805 3/17/11 424743 BLAYLOCK ROBERT VAN LLC 2,000.00 75.498 20.00 151,016.00
PUR 3/14/11 22841110 CROWN MEDIA HOLDINGS-CL A
55895 3/17/11 424743 INSTINET (PORTAL) 75,000.00 2.103 525.00 158,257.50
PUR 3/14/11 22841110 CROWN MEDIA HOLDINGS-CL A
55895 3/17/11 424743 ITG (CHANNEL) 25,000.00 2.097 175.00 52,590.00
PUR 3/14/11 22841110 CROWN MEDIA HOLDINGS-CL A
55895 3/17/11 424743 MERRIMAN/OTC 50,000.00 2.138 500.00 107,390.00
PUR 3/15/11 22841110 CROWN MEDIA HOLDINGS-CL A
55895 3/18/11 424747 BNY CONVERGEX(EXECUTIONS) 50,000.00 2.104 250.00 105,445.00
PUR 3/16/11 22841110 CROWN MEDIA HOLDINGS-CL A
55895 3/21/11 424751 BNY CONVERGEX(EXECUTIONS) 20,000.00 2.141 100.00 42,914.00
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 12
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/16/11 22841110 CROWN MEDIA HOLDINGS-CL A
55895 3/21/11 424751 BNY CONVERGEX(EXECUTIONS) 20,000.00 1.961 100.00 39,312.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 2.051 82,226.00
200.00
PUR 3/17/11 22841110 CROWN MEDIA HOLDINGS-CL A
55895 3/22/11 424755 INSTINET (PORTAL) 20,000.00 1.986 140.00 39,850.00
PUR 3/17/11 22841110 CROWN MEDIA HOLDINGS-CL A
55895 3/22/11 424755 INSTINET (PORTAL) 6,016.00 1.906 42.11 11,509.21
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 26,016.00 1.967 51,359.21
182.11
PUR 3/17/11 22841110 CROWN MEDIA HOLDINGS-CL A
55895 3/22/11 424755 ITG (CHANNEL) 1,238.00 1.915 8.67 2,379.69
PUR 3/18/11 22841110 CROWN MEDIA HOLDINGS-CL A
55895 3/23/11 424761 INSTINET (PORTAL) 2,746.00 1.948 19.22 5,367.88
PUR 3/21/11 22841110 CROWN MEDIA HOLDINGS-CL A
55895 3/24/11 424765 BNY CONVERGEX(EXECUTIONS) 20,000.00 1.977 100.00 39,640.00
PUR 3/22/11 22841110 CROWN MEDIA HOLDINGS-CL A
55895 3/25/11 424769 BNY CONVERGEX(EXECUTIONS) 10,000.00 1.992 50.00 19,974.00
PUR 3/31/11 22841110 CROWN MEDIA HOLDINGS-CL A
55895 4/05/11 424798 BNY CONVERGEX(EXECUTIONS) 10,000.00 2.293 50.00 22,977.00
PUR 3/14/11 23102110 CUMMINS ENGINE
55333 3/17/11 424743 BLAYLOCK ROBERT VAN LLC 1,000.00 97.260 10.00 97,270.00
PUR 3/21/11 25490A10 DIRECTV GROUP INC
55985 3/24/11 424765 BNY CONVERGEX(EXECUTIONS) 1,000.00 44.725 5.00 44,729.90
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/21/11 25490A10 DIRECTV GROUP INC
55985 3/24/11 424765 BNY CONVERGEX(EXECUTIONS) 14,000.00 44.170 70.00 618,450.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 15,000.00 44.207 663,179.90
75.00
PUR 3/04/11 25674610 DOLLAR TREE INC
42995 3/09/11 424716 ITG (CHANNEL) 5,000.00 52.280 35.00 261,433.50
PUR 3/07/11 25674610 DOLLAR TREE INC
42995 3/10/11 424720 ITG (CHANNEL) 910.00 51.698 6.37 47,051.10
PUR 3/07/11 25674610 DOLLAR TREE INC
42995 3/10/11 424720 SWSQUEHANNA FIN. GRP LLC (D 1,090.00 51.935 32.70 56,641.52
PUR 3/30/11 26054310 DOW CHEMICAL
55704 4/04/11 424794 BNY CONVERGEX(EXECUTIONS) 1,000.00 37.920 5.00 37,925.00
PUR 3/10/11 26353410 DUPONT
55120 3/15/11 424732 WILLIAMS CAPITAL GROUP 1,000.00 53.140 10.00 53,150.00
PUR 3/01/11 26924640 E*TRADE FINANCIAL CORP
55688 3/04/11 424700 WELLS FARGO SECURITIES 4,000.00 15.981 120.00 64,042.40
PUR 3/18/11 26924640 E*TRADE FINANCIAL CORP
55688 3/23/11 424761 BNY CONVERGEX(EXECUTIONS) 2,000.00 15.000 10.00 30,010.00
PUR 3/29/11 27864210 EBAY INC
53992 4/01/11 424790 BNY CONVERGEX(EXECUTIONS) 4,000.00 30.910 20.00 123,660.00
PUR 3/17/11 29152510 EMMIS COMMUNICATIONS
51210 3/22/11 424755 BNY CONVERGEX(EXECUTIONS) 10,000.00 .930 50.00 9,350.00
PUR 3/10/11 29363910 ENTERCOM COMMUNICATIONS COR
37233 3/15/11 424732 WILLIAMS CAPITAL GROUP 6,000.00 10.907 60.00 65,504.40
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 3/01/11 THROUGH 3/31/11
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/14/11 29363910 ENTERCOM COMMUNICATIONS COR
37233 3/17/11 424743 WILLIAMS CAPITAL GROUP 4,000.00 10.652 40.00 42,646.00
PUR 3/18/11 29363910 ENTERCOM COMMUNICATIONS COR
37233 3/23/11 424761 BNY CONVERGEX(EXECUTIONS) 2,000.00 10.130 10.00 20,269.00
PUR 3/21/11 29363910 ENTERCOM COMMUNICATIONS COR
37233 3/24/11 424765 BNY CONVERGEX(EXECUTIONS) 2,000.00 10.160 10.00 20,330.00
PUR 3/22/11 29363910 ENTERCOM COMMUNICATIONS COR
37233 3/25/11 424769 BNY CONVERGEX(EXECUTIONS) 2,000.00 10.180 10.00 20,370.00
PUR 3/23/11 29363910 ENTERCOM COMMUNICATIONS COR
37233 3/28/11 424773 BNY CONVERGEX(EXECUTIONS) 2,000.00 10.100 10.00 20,210.00
PUR 3/24/11 29363910 ENTERCOM COMMUNICATIONS COR
37233 3/29/11 424777 BNY CONVERGEX(EXECUTIONS) 2,000.00 10.160 10.00 20,330.00
PUR 3/25/11 29363910 ENTERCOM COMMUNICATIONS COR
37233 3/30/11 424782 BNY CONVERGEX(EXECUTIONS) 2,000.00 10.230 10.00 20,470.00
PUR 3/01/11 29382R10 ENTRAVISION COMMUNICATION
55440 3/04/11 424700 OPPENHEIMER & CO., INC 10,000.00 2.409 300.00 24,392.00
PUR 3/03/11 29382R10 ENTRAVISION COMMUNICATION
55440 3/08/11 424710 BMO CAPITAL MARKETS/EXECUTI 10,000.00 2.192 100.00 22,023.00
PUR 3/03/11 29444U50 EQUINIX INC.
55362 3/08/11 424710 ITG (CHANNEL) 500.00 85.517 3.50 42,762.15
PUR 3/14/11 30231G10 EXXON MOBIL CORP.
15201 3/17/11 424743 BLAYLOCK ROBERT VAN LLC 4,000.00 81.956 40.00 327,862.80
PUR 3/15/11 30231G10 EXXON MOBIL CORP.
15201 3/18/11 424747 BNY CONVERGEX(EXECUTIONS) 3,000.00 80.100 15.00 240,315.00
PUR 3/29/11 30231G10 EXXON MOBIL CORP.
15201 4/01/11 424790 BNY CONVERGEX(EXECUTIONS) 1,000.00 83.116 5.00 83,121.00
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 3/01/11 THROUGH 3/31/11
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/09/11 33582V10 FIRST NIAGRA FINANCIAL
55532 3/14/11 424728 MERRIMAN/OTC 2,000.00 14.290 20.00 28,600.00
PUR 3/18/11 33582V10 FIRST NIAGRA FINANCIAL
55532 3/23/11 424761 BNY CONVERGEX(EXECUTIONS) 2,000.00 13.970 10.00 27,950.00
PUR 3/10/11 35671D85 FREEPORT-MCMORAN COPPER-B
55645 3/15/11 424732 WILLIAMS CAPITAL GROUP 1,000.00 47.100 10.00 47,110.00
PUR 3/10/11 3623E020 GT SOLAR INTL INC
55467 3/15/11 424732 MERRIMAN/OTC 2,000.00 9.810 20.00 19,640.00
PUR 3/14/11 36960410 GENERAL ELECTRIC CO.
12731 3/17/11 424743 BLAYLOCK ROBERT VAN LLC 20,000.00 19.560 200.00 391,400.00
PUR 3/15/11 36960410 GENERAL ELECTRIC CO.
12731 3/18/11 424747 BNY CONVERGEX(EXECUTIONS) 20,000.00 18.800 100.00 376,100.00
PUR 3/22/11 38259P50 GOOGLE INC
33645 3/25/11 424769 BNY CONVERGEX(EXECUTIONS) 200.00 577.06 1.00 115,414.76
PUR 3/29/11 39762420 GREIF INC-CL B
55465 4/01/11 424790 BNY CONVERGEX(EXECUTIONS) 1,000.00 61.500 5.00 61,505.00
PUR 3/16/11 40621610 HALLIBURTON CO
55310 3/21/11 424751 BNY CONVERGEX(EXECUTIONS) 2,000.00 44.150 10.00 88,310.00
PUR 3/16/11 40621610 HALLIBURTON CO
55310 3/21/11 424751 BNY CONVERGEX(EXECUTIONS) 2,000.00 43.370 10.00 86,750.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 43.760 175,060.00
20.00
PUR 3/23/11 42270410 HECLA MINING
56034 3/28/11 424773 BNY CONVERGEX(EXECUTIONS) 60,000.00 9.188 300.00 551,586.00
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 16
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/24/11 42270410 HECLA MINING
56034 3/29/11 424777 BNY CONVERGEX(EXECUTIONS) 2,000.00 9.400 10.00 18,810.00
PUR 3/29/11 42270410 HECLA MINING
56034 4/01/11 424790 BNY CONVERGEX(EXECUTIONS) 2,000.00 8.968 10.00 17,946.00
PUR 3/29/11 42270410 HECLA MINING
56034 4/01/11 424790 BNY CONVERGEX(EXECUTIONS) 4,000.00 8.860 20.00 35,458.40
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 6,000.00 8.896 53,404.40
30.00
PUR 3/03/11 42809H10 HESS CORP
55768 3/08/11 424710 OPPENHEIMER & CO., INC 7,000.00 85.090 210.00 595,838.60
PUR 3/04/11 42809H10 HESS CORP
55768 3/09/11 424716 WILLIAMS CAPITAL GROUP 2,000.00 83.965 20.00 167,950.00
PUR 3/07/11 42809H10 HESS CORP
55768 3/10/11 424720 BMO CAPITAL MARKETS/EXECUTI 1,000.00 85.120 10.00 85,130.00
PUR 3/14/11 42809H10 HESS CORP
55768 3/17/11 424743 BLAYLOCK ROBERT VAN LLC 1,000.00 78.770 10.00 78,780.00
PUR 3/15/11 42809H10 HESS CORP
55768 3/18/11 424747 BNY CONVERGEX(EXECUTIONS) 1,000.00 76.560 5.00 76,565.00
PUR 3/16/11 45920010 INTL BUSINESS MACHINES CORP
45198 3/21/11 424751 BNY CONVERGEX(EXECUTIONS) 1,000.00 155.59 5.00 155,603.00
PUR 3/22/11 45928H10 INTERNATIONAL COAL GRP IN
56002 3/25/11 424769 BNY CONVERGEX(EXECUTIONS) 60,000.00 10.696 300.00 642,072.00
PUR 3/24/11 45928H10 INTERNATIONAL COAL GRP IN
56002 3/29/11 424777 BNY CONVERGEX(EXECUTIONS) 4,000.00 10.870 20.00 43,498.40
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 17
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/16/11 47836610 JOHNSON CONTROL
55307 3/21/11 424751 BNY CONVERGEX(EXECUTIONS) 3,000.00 39.040 15.00 117,135.00
PUR 3/29/11 48247020 KIT DIGITAL INC
47968 4/01/11 424790 BNY CONVERGEX(EXECUTIONS) 2,000.00 11.955 10.00 23,920.80
PUR 3/01/11 49918380 KNOLOGY INC
55547 3/04/11 424700 WELLS FARGO SECURITIES 2,000.00 13.896 60.00 27,852.60
PUR 3/30/11 49918380 KNOLOGY INC
55547 4/04/11 424794 BNY CONVERGEX(EXECUTIONS) 10,000.00 12.853 50.00 128,583.00
PUR 3/04/11 50064320 KORN FERRY INTL
55790 3/09/11 424716 WILLIAMS CAPITAL GROUP 30,000.00 22.091 300.00 663,018.00
PUR 3/07/11 50064320 KORN FERRY INTL
55790 3/10/11 424720 BMO CAPITAL MARKETS/EXECUTI 2,000.00 21.550 20.00 43,120.40
PUR 3/11/11 50064320 KORN FERRY INTL
55790 3/16/11 424736 WILLIAMS CAPITAL GROUP 1,000.00 19.700 10.00 19,710.00
PUR 3/17/11 50064320 KORN FERRY INTL
55790 3/22/11 424755 BNY CONVERGEX(EXECUTIONS) 1,000.00 20.310 5.00 20,314.50
PUR 3/02/11 50240320 LTX-CREDENCE CORP
53881 3/07/11 424706 GOLDMAN SACHS & COMPANY 10,000.00 9.005 300.00 90,352.00
PUR 3/03/11 50240320 LTX-CREDENCE CORP
53881 3/08/11 424710 GOLDMAN SACHS & COMPANY 5,000.00 9.489 150.00 47,595.00
PUR 3/03/11 50240320 LTX-CREDENCE CORP
53881 3/08/11 424710 GOLDMAN SACHS & COMPANY 5,000.00 9.472 150.00 47,511.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 10,000.00 9.481 95,106.00
300.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 18
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/04/11 50240320 LTX-CREDENCE CORP
53881 3/09/11 424716 SWSQUEHANNA FIN. GRP LLC (D 5,000.00 9.410 150.00 47,199.00
PUR 3/09/11 50240320 LTX-CREDENCE CORP
53881 3/14/11 424728 MERRIMAN/OTC 5,000.00 9.158 50.00 45,841.50
PUR 3/10/11 50240320 LTX-CREDENCE CORP
53881 3/15/11 424732 MERRIMAN/OTC 5,000.00 8.553 50.00 42,814.00
PUR 3/10/11 50240320 LTX-CREDENCE CORP
53881 3/15/11 424732 MERRIMAN/OTC 5,000.00 8.900 50.00 44,550.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 10,000.00 8.726 87,364.00
100.00
PUR 3/11/11 50240320 LTX-CREDENCE CORP
53881 3/16/11 424736 MERRIMAN/OTC 10,000.00 8.498 100.00 85,078.00
PUR 3/11/11 50240320 LTX-CREDENCE CORP
53881 3/16/11 424736 MERRIMAN/OTC 10,000.00 8.374 100.00 83,844.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 8.436 168,922.00
200.00
PUR 3/14/11 50240320 LTX-CREDENCE CORP
53881 3/17/11 424743 MERRIMAN/OTC 4,000.00 8.346 40.00 33,423.60
PUR 3/21/11 50240320 LTX-CREDENCE CORP
53881 3/24/11 424765 BNY CONVERGEX(EXECUTIONS) 3,000.00 8.380 15.00 25,155.90
PUR 3/16/11 50540R40 LABORATORY CORP OF AMERICA
55927 3/21/11 424751 BNY CONVERGEX(EXECUTIONS) 8,000.00 88.081 40.00 704,688.00
PUR 3/17/11 50540R40 LABORATORY CORP OF AMERICA
55927 3/22/11 424755 BNY CONVERGEX(EXECUTIONS) 1,000.00 87.470 5.00 87,474.50
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 19
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/21/11 50540R40 LABORATORY CORP OF AMERICA
55927 3/24/11 424765 BNY CONVERGEX(EXECUTIONS) 1,000.00 86.349 5.00 86,353.50
PUR 3/31/11 52490110 LEGG MASON INC
53716 4/05/11 424798 BNY CONVERGEX(EXECUTIONS) 1,000.00 35.670 5.00 35,675.00
PUR 3/08/11 53274610 LIMONEIRA CO
55267 3/11/11 424724 MERRIMAN/OTC 2,000.00 20.490 20.00 41,000.00
PUR 3/15/11 56584910 MARATHON OIL CORP
55911 3/18/11 424747 BNY CONVERGEX(EXECUTIONS) 15,000.00 48.690 75.00 730,420.50
PUR 3/03/11 57620610 MASSEY ENERGY
55766 3/08/11 424710 OPPENHEIMER & CO., INC 12,000.00 63.785 360.00 765,775.20
PUR 3/14/11 57620610 MASSEY ENERGY
55766 3/17/11 424743 BLAYLOCK ROBERT VAN LLC 3,000.00 59.796 30.00 179,417.10
PUR 3/15/11 57620610 MASSEY ENERGY
55766 3/18/11 424747 BNY CONVERGEX(EXECUTIONS) 2,000.00 59.300 10.00 118,610.00
PUR 3/14/11 58933Y10 MERCK & CO. INC.
49253 3/17/11 424743 BLAYLOCK ROBERT VAN LLC 1,000.00 32.260 10.00 32,270.00
PUR 3/02/11 59156R10 METLIFE, INC.
52889 3/07/11 424706 OPPENHEIMER & CO., INC 1,000.00 44.298 30.00 44,328.00
PUR 3/28/11 59491810 MICROSOFT CORP.
12799 3/31/11 424786 BNY CONVERGEX(EXECUTIONS) 2,000.00 25.670 10.00 51,350.00
PUR 3/29/11 59491810 MICROSOFT CORP.
12799 4/01/11 424790 BNY CONVERGEX(EXECUTIONS) 2,000.00 25.460 10.00 50,929.60
PUR 3/28/11 60871R20 MOLSON COORS BREWING CO
56076 3/31/11 424786 BNY CONVERGEX(EXECUTIONS) 12,000.00 45.330 60.00 544,020.00
PUR 3/29/11 60871R20 MOLSON COORS BREWING CO
56076 4/01/11 424790 BNY CONVERGEX(EXECUTIONS) 1,000.00 46.080 5.00 46,085.00
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 20
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/30/11 60871R20 MOLSON COORS BREWING CO
56076 4/04/11 424794 BNY CONVERGEX(EXECUTIONS) 1,000.00 46.540 5.00 46,545.00
PUR 3/01/11 62985Q10 NALCO HOLDING CO
55655 3/04/11 424700 OPPENHEIMER & CO., INC 2,000.00 25.690 60.00 51,440.00
PUR 3/10/11 64126X20 NEUSTAR INC CL A
55851 3/15/11 424732 BMO CAPITAL MARKETS/EXECUTI 16,000.00 25.065 160.00 401,198.40
PUR 3/11/11 64126X20 NEUSTAR INC CL A
55851 3/16/11 424736 WILLIAMS CAPITAL GROUP 10,000.00 25.216 100.00 252,263.00
PUR 3/14/11 64126X20 NEUSTAR INC CL A
55851 3/17/11 424743 WILLIAMS CAPITAL GROUP 4,000.00 25.281 40.00 101,163.20
PUR 3/07/11 67000610 NOVELL INC.
55811 3/10/11 424720 INSTINET (DOMESTIC) 100,000.00 5.800 700.00 580,700.00
PUR 3/07/11 67000610 NOVELL INC.
55811 3/10/11 424720 MERRIMAN/OTC 14,000.00 5.800 140.00 81,340.00
PUR 3/09/11 67000610 NOVELL INC.
55811 3/14/11 424728 MERRIMAN/OTC 6,000.00 5.790 60.00 34,800.00
PUR 3/10/11 67000610 NOVELL INC.
55811 3/15/11 424732 MERRIMAN/OTC 10,000.00 5.780 100.00 57,900.00
PUR 3/14/11 67000610 NOVELL INC.
55811 3/17/11 424743 MERRIMAN/OTC 10,000.00 5.800 100.00 58,100.00
PUR 3/18/11 67000610 NOVELL INC.
55811 3/23/11 424761 BNY CONVERGEX(EXECUTIONS) 10,000.00 5.800 50.00 58,050.00
PUR 3/07/11 67066G10 NVIDIA CORP
55116 3/10/11 424720 MERRIMAN/OTC 2,000.00 20.200 20.00 40,420.00
PUR 3/23/11 68389X10 ORACLE CORP
46204 3/28/11 424773 BNY CONVERGEX(EXECUTIONS) 2,000.00 31.220 10.00 62,450.00
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 3/01/11 THROUGH 3/31/11
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/16/11 69351T10 PPL CORP
51764 3/21/11 424751 BNY CONVERGEX(EXECUTIONS) 2,000.00 24.430 10.00 48,870.00
PUR 3/31/11 71344810 PEPSICO INC
43554 4/05/11 424798 BNY CONVERGEX(EXECUTIONS) 1,000.00 64.909 5.00 64,913.90
PUR 3/04/11 71708110 PFIZER INC
48433 3/09/11 424716 BMO CAPITAL MARKETS/EXECUTI 2,000.00 19.800 20.00 39,620.00
PUR 3/04/11 71708110 PFIZER INC
48433 3/09/11 424716 WILLIAMS CAPITAL GROUP 6,000.00 19.590 60.00 117,600.00
PUR 3/11/11 71708110 PFIZER INC
48433 3/16/11 424736 BMO CAPITAL MARKETS/EXECUTI 10,000.00 19.463 100.00 194,731.00
PUR 3/16/11 71708110 PFIZER INC
48433 3/21/11 424751 BNY CONVERGEX(EXECUTIONS) 4,000.00 19.600 20.00 78,420.00
PUR 3/16/11 71708110 PFIZER INC
48433 3/21/11 424751 BNY CONVERGEX(EXECUTIONS) 3,000.00 19.460 15.00 58,395.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 7,000.00 19.540 136,815.00
35.00
PUR 3/17/11 71708110 PFIZER INC
48433 3/22/11 424755 BNY CONVERGEX(EXECUTIONS) 3,000.00 19.750 15.00 59,264.70
PUR 3/21/11 71708110 PFIZER INC
48433 3/24/11 424765 BNY CONVERGEX(EXECUTIONS) 2,000.00 19.960 10.00 39,929.80
PUR 3/18/11 74731Q10 PZENA INVESTMENT MGMT INC
55961 3/23/11 424761 BNY CONVERGEX(EXECUTIONS) 6,090.00 6.975 30.45 42,510.03
PUR 3/21/11 74731Q10 PZENA INVESTMENT MGMT INC
55961 3/24/11 424765 BNY CONVERGEX(EXECUTIONS) 7,100.00 7.000 35.50 49,735.50
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 22
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/22/11 74731Q10 PZENA INVESTMENT MGMT INC
55961 3/25/11 424769 BNY CONVERGEX(EXECUTIONS) 16,810.00 7.000 84.05 117,754.05
PUR 3/23/11 74731Q10 PZENA INVESTMENT MGMT INC
55961 3/28/11 424773 BNY CONVERGEX(EXECUTIONS) 10,000.00 7.000 50.00 70,050.00
PUR 3/24/11 74731Q10 PZENA INVESTMENT MGMT INC
55961 3/29/11 424777 BNY CONVERGEX(EXECUTIONS) 10,000.00 6.970 50.00 69,753.00
PUR 3/25/11 74731Q10 PZENA INVESTMENT MGMT INC
55961 3/30/11 424782 BNY CONVERGEX(EXECUTIONS) 3,794.00 7.000 18.97 26,576.97
PUR 3/28/11 74731Q10 PZENA INVESTMENT MGMT INC
55961 3/31/11 424786 BNY CONVERGEX(EXECUTIONS) 6,206.00 7.000 31.03 43,473.03
PUR 3/28/11 74731Q10 PZENA INVESTMENT MGMT INC
55961 3/31/11 424786 BNY CONVERGEX(EXECUTIONS) 5,800.00 6.958 29.00 40,383.08
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 12,006.00 6.980 83,856.11
60.03
PUR 3/29/11 74731Q10 PZENA INVESTMENT MGMT INC
55961 4/01/11 424790 BNY CONVERGEX(EXECUTIONS) 4,200.00 7.000 21.00 29,421.00
PUR 3/29/11 74731Q10 PZENA INVESTMENT MGMT INC
55961 4/01/11 424790 BNY CONVERGEX(EXECUTIONS) 4,241.00 6.947 21.21 29,481.74
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 8,441.00 6.973 58,902.74
42.21
PUR 3/30/11 74731Q10 PZENA INVESTMENT MGMT INC
55961 4/04/11 424794 BNY CONVERGEX(EXECUTIONS) 5,759.00 6.999 28.80 40,336.04
PUR 3/01/11 75281A10 RANGE RESOURCES
54946 3/04/11 424700 OPPENHEIMER & CO., INC 1,000.00 50.591 30.00 50,620.50
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 23
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/25/11 76097510 RESEARCH IN MOT
56063 3/30/11 424782 BNY CONVERGEX(EXECUTIONS) 10,000.00 56.821 50.00 568,256.00
PUR 3/28/11 76097510 RESEARCH IN MOT
56063 3/31/11 424786 BNY CONVERGEX(EXECUTIONS) 1,000.00 56.130 5.00 56,135.00
PUR 3/23/11 80004C10 SANDISK CORP
54055 3/28/11 424773 BNY CONVERGEX(EXECUTIONS) 1,000.00 43.269 5.00 43,273.90
PUR 3/24/11 80004C10 SANDISK CORP
54055 3/29/11 424777 BNY CONVERGEX(EXECUTIONS) 1,000.00 44.580 5.00 44,585.00
PUR 3/11/11 80090720 SANMINA-SCI CORP
49559 3/16/11 424736 MERRIMAN/OTC 10,000.00 14.080 100.00 140,900.00
PUR 3/17/11 80090720 SANMINA-SCI CORP
49559 3/22/11 424755 BNY CONVERGEX(EXECUTIONS) 4,000.00 10.990 20.00 43,979.60
PUR 3/01/11 85811910 STEEL DYNAMICS
55381 3/04/11 424700 WELLS FARGO SECURITIES 2,000.00 18.490 60.00 37,040.20
PUR 3/10/11 87612E10 TARGET CORP
55672 3/15/11 424732 ICAP CORPORATES LLC 6,000.00 51.228 60.00 307,430.40
PUR 3/22/11 87612E10 TARGET CORP
56003 3/25/11 424769 BNY CONVERGEX(EXECUTIONS) 12,000.00 50.541 60.00 606,548.40
PUR 3/23/11 87612E10 TARGET CORP
56003 3/28/11 424773 BNY CONVERGEX(EXECUTIONS) 2,000.00 50.250 10.00 100,510.00
PUR 3/25/11 87612E10 TARGET CORP
56003 3/30/11 424782 BNY CONVERGEX(EXECUTIONS) 1,000.00 50.029 5.00 50,034.20
PUR 3/11/11 87655330 TASTY BAKING CO.
38737 3/16/11 424736 MERRIMAN/OTC 2,000.00 2.180 20.00 4,380.00
PUR 3/21/11 87655330 TASTY BAKING CO.
38737 3/24/11 424765 BNY CONVERGEX(EXECUTIONS) 2,000.00 2.240 10.00 4,490.00
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 24
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/22/11 87655330 TASTY BAKING CO.
38737 3/25/11 424769 BNY CONVERGEX(EXECUTIONS) 2,000.00 2.170 10.00 4,350.00
PUR 3/29/11 87655330 TASTY BAKING CO.
38737 4/01/11 424790 BNY CONVERGEX(EXECUTIONS) 6,000.00 1.665 30.00 10,021.20
PUR 3/01/11 90333E10 USEC INC
50642 3/04/11 424700 OPPENHEIMER & CO., INC 10,000.00 5.200 300.00 52,300.00
PUR 3/10/11 90333E10 USEC INC
50642 3/15/11 424732 WILLIAMS CAPITAL GROUP 10,000.00 5.231 100.00 52,411.00
PUR 3/31/11 90341W10 US AIRWAYS GROUP INC
54758 4/05/11 424798 BNY CONVERGEX(EXECUTIONS) 10,000.00 8.668 50.00 86,729.00
PUR 3/31/11 92826C83 VISA INC CL A
49000 4/05/11 424798 BNY CONVERGEX(EXECUTIONS) 1,000.00 74.650 5.00 74,655.00
PUR 3/23/11 93114210 WAL-MART STORES, INC.
40141 3/28/11 424773 BNY CONVERGEX(EXECUTIONS) 5,000.00 51.578 25.00 257,915.00
PUR 3/15/11 94974610 WELLS FARGO & CO
46540 3/18/11 424747 BNY CONVERGEX(EXECUTIONS) 2,000.00 31.840 10.00 63,689.80
PUR 3/16/11 94974610 WELLS FARGO & CO
46540 3/21/11 424751 BNY CONVERGEX(EXECUTIONS) 2,000.00 31.880 10.00 63,770.00
PUR 3/01/11 96181530 WESTWOOD ONE INC
51695 3/04/11 424700 JEFFERIES & COMPANY 1,000.00 6.612 30.00 6,641.80
PUR 3/02/11 96181530 WESTWOOD ONE INC
51695 3/07/11 424706 GOLDMAN SACHS & COMPANY 1,000.00 6.979 30.00 7,009.00
PUR 3/09/11 96181530 WESTWOOD ONE INC
51695 3/14/11 424728 MERRIMAN/OTC 1,000.00 6.933 10.00 6,943.00
PUR 3/09/11 96181530 WESTWOOD ONE INC
51695 3/14/11 424728 MERRIMAN/OTC 1,000.00 6.856 10.00 6,866.30
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000.00 6.895 13,809.30
20.00
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 25
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/10/11 96181530 WESTWOOD ONE INC
51695 3/15/11 424732 MERRIMAN/OTC 2,000.00 7.091 20.00 14,201.20
PUR 3/10/11 96181530 WESTWOOD ONE INC
51695 3/15/11 424732 MERRIMAN/OTC 2,000.00 7.231 20.00 14,481.20
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 7.161 28,682.40
40.00
PUR 3/11/11 96181530 WESTWOOD ONE INC
51695 3/16/11 424736 MERRIMAN/OTC 2,000.00 7.000 20.00 14,020.00
PUR 3/11/11 96181530 WESTWOOD ONE INC
51695 3/16/11 424736 MERRIMAN/OTC 1,000.00 6.906 10.00 6,916.10
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 3,000.00 6.969 20,936.10
30.00
PUR 3/14/11 96181530 WESTWOOD ONE INC
51695 3/17/11 424743 MERRIMAN/OTC 2,000.00 6.987 20.00 13,994.40
PUR 3/14/11 96181530 WESTWOOD ONE INC
51695 3/17/11 424743 MERRIMAN/OTC 2,000.00 6.892 20.00 13,804.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 6.940 27,798.40
40.00
PUR 3/15/11 96181530 WESTWOOD ONE INC
51695 3/18/11 424747 BNY CONVERGEX(EXECUTIONS) 1,000.00 6.910 5.00 6,915.00
PUR 3/21/11 96181530 WESTWOOD ONE INC
51695 3/24/11 424765 BNY CONVERGEX(EXECUTIONS) 1,000.00 6.857 5.00 6,861.80
PUR 3/22/11 96181530 WESTWOOD ONE INC
51695 3/25/11 424769 BNY CONVERGEX(EXECUTIONS) 1,000.00 6.950 5.00 6,955.00
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 26
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/22/11 96181530 WESTWOOD ONE INC
51695 3/25/11 424769 BNY CONVERGEX(EXECUTIONS) 1,000.00 7.000 5.00 7,005.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000.00 6.975 13,960.00
10.00
PUR 3/23/11 96181530 WESTWOOD ONE INC
51695 3/28/11 424773 BNY CONVERGEX(EXECUTIONS) 1,000.00 7.000 5.00 7,005.00
PUR 3/24/11 96181530 WESTWOOD ONE INC
51695 3/29/11 424777 BNY CONVERGEX(EXECUTIONS) 1,000.00 7.000 5.00 7,005.00
PUR 3/25/11 96181530 WESTWOOD ONE INC
51695 3/30/11 424782 BNY CONVERGEX(EXECUTIONS) 1,000.00 7.000 5.00 7,005.00
PUR 3/28/11 96181530 WESTWOOD ONE INC
51695 3/31/11 424786 ITG (CHANNEL) 1,000.00 6.962 7.00 6,968.50
PUR 3/29/11 96181530 WESTWOOD ONE INC
51695 4/01/11 424790 BNY CONVERGEX(EXECUTIONS) 1,000.00 7.000 5.00 7,004.80
PUR 3/29/11 96181530 WESTWOOD ONE INC
51695 4/01/11 424790 BNY CONVERGEX(EXECUTIONS) 1,000.00 6.999 5.00 7,004.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000.00 6.999 14,008.80
10.00
PUR 3/30/11 96181530 WESTWOOD ONE INC
51695 4/04/11 424794 BNY CONVERGEX(EXECUTIONS) 2,000.00 6.399 10.00 12,808.20
PUR 3/31/11 96181530 WESTWOOD ONE INC
51695 4/05/11 424798 BNY CONVERGEX(EXECUTIONS) 3,000.00 6.166 15.00 18,513.90
PUR 3/31/11 96181530 WESTWOOD ONE INC
51695 4/05/11 424798 BNY CONVERGEX(EXECUTIONS) 4,000.00 6.100 20.00 24,420.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 7,000.00 6.128 42,933.90
35.00
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 27
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/17/11 98412110 XEROX CORP
55942 3/22/11 424755 BNY CONVERGEX(EXECUTIONS) 70,000.00 10.090 350.00 706,650.00
PUR 3/03/11 98884U10 ZAGG INC
55495 3/08/11 424710 GOLDMAN SACHS & COMPANY 30,000.00 8.062 900.00 242,769.00
PUR 3/18/11 98884U10 ZAGG INC
55495 3/23/11 424761 BNY CONVERGEX(EXECUTIONS) 2,000.00 6.680 10.00 13,370.00
PUR 3/17/11 H8912P10 TYCO ELECTRONICS LTD
48848 3/22/11 424755 BNY CONVERGEX(EXECUTIONS) 2,000.00 32.936 10.00 65,881.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 1,853,133.00 28,947,726.52
18,782.17
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 1,853,133.00 28,947,726.52
18,782.17
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 3/16/11 00105510 AFLAC 14.92
55912 3/21/11 424752 BNY CONVERGEX(EXECUTIONS) 15,000.00 51.804 75.00 776,967.08 44,751.08
SALE 3/07/11 00206R10 AT&T INC 5.36
54667 3/10/11 424721 BMO CAPITAL MARKETS/EXECUTI 10,000.00 27.910 100.00 278,994.64 -8,759.72
SALE 3/10/11 00206R10 AT&T INC 5.52
54667 3/15/11 424733 BMO CAPITAL MARKETS/EXECUTI 10,000.00 28.750 100.00 287,394.48 -359.89
SALE 3/10/11 00206R10 AT&T INC 4.41
54667 3/15/11 424733 BMO CAPITAL MARKETS/EXECUTI 8,000.00 28.650 80.00 229,116.39 -1,087.10
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 18,000.00 28.706 9.93 516,510.87 -1,446.99
180.00
SALE 3/10/11 00206R10 AT&T INC 1.11
54667 3/15/11 424733 WILLIAMS CAPITAL GROUP 2,000.00 28.690 20.00 57,358.89 -191.98
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 28
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/07/11 02991220 AMERICAN TOWER CORP. CL-A 1.03
43986 3/10/11 424721 BMO CAPITAL MARKETS/EXECUTI 1,000.00 53.177 10.00 53,166.17 22,481.81
SALE 3/08/11 02991220 AMERICAN TOWER CORP. CL-A 1.00
43986 3/11/11 424725 WILLIAMS CAPITAL GROUP 1,000.00 52.000 10.00 51,989.00 21,304.64
SALE 3/23/11 03251110 ANADARKO PETROLEUM CORP 1.58
52173 3/28/11 424774 BNY CONVERGEX(EXECUTIONS) 1,000.00 82.011 5.00 82,003.92 34,219.46
SALE 3/22/11 03741110 APACHE CORP 4.80
55412 3/25/11 424770 BNY CONVERGEX(EXECUTIONS) 2,000.00 124.93 10.00 249,845.20 14,463.95
SALE 3/03/11 03938010 ARCH COAL INC 14.73
55152 3/08/11 424711 OPPENHEIMER & CO., INC 22,000.00 34.869 660.00 766,449.87 16,628.97
SALE 3/03/11 03967010 ARCTIC CAT INC .16
55744 3/08/11 424711 GOLDMAN SACHS & COMPANY 602.00 13.583 18.06 8,158.93 693.23
SALE 3/01/11 05275N10 AUTOBYTEL INC .23
51859 3/04/11 424701 WELLS FARGO SECURITIES 10,000.00 1.147 300.00 11,165.77 68.77
SALE 3/02/11 05275N10 AUTOBYTEL INC .21
51859 3/07/11 424707 GOLDMAN SACHS & COMPANY 10,000.00 1.091 300.00 10,612.79 -484.21
SALE 3/04/11 05275N10 AUTOBYTEL INC .22
51859 3/09/11 424717 ITG (CHANNEL) 10,000.00 1.144 70.00 11,365.78 268.78
SALE 3/07/11 05275N10 AUTOBYTEL INC .23
51859 3/10/11 424721 MERRIMAN/OTC 10,000.00 1.185 100.00 11,747.77 650.77
SALE 3/08/11 05275N10 AUTOBYTEL INC .23
51859 3/11/11 424725 MERRIMAN/OTC 10,000.00 1.170 100.00 11,599.77 502.77
SALE 3/09/11 05275N10 AUTOBYTEL INC .24
51859 3/14/11 424729 MERRIMAN/OTC 10,000.00 1.210 100.00 11,999.76 902.76
SALE 3/10/11 05275N10 AUTOBYTEL INC .24
51859 3/15/11 424733 MERRIMAN/OTC 10,000.00 1.230 100.00 12,199.76 1,102.76
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 29
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/21/11 07330210 B.E. AEROSPACE INC 1.34
55596 3/24/11 424766 BNY CONVERGEX(EXECUTIONS) 2,000.00 34.666 10.00 69,320.86 -5,145.68
SALE 3/07/11 08467070 BERKSHIRE HATHAWAY INC-CL B 3.29
54955 3/10/11 424721 BMO CAPITAL MARKETS/EXECUTI 2,000.00 85.550 20.00 171,076.71 8,084.20
SALE 3/23/11 08467070 BERKSHIRE HATHAWAY INC-CL B 1.63
54955 3/28/11 424774 BNY CONVERGEX(EXECUTIONS) 1,000.00 84.640 5.00 84,633.37 3,137.11
SALE 3/31/11 09247X10 BLACKROCK INC 3.83
54135 4/05/11 424799 BNY CONVERGEX(EXECUTIONS) 1,000.00 199.08 5.00 199,080.17 30,243.24
SALE 3/24/11 09702310 BOEING COMPANY 2.82
55823 3/29/11 424778 BNY CONVERGEX(EXECUTIONS) 2,000.00 73.180 10.00 146,347.18 3,707.18
SALE 3/21/11 12526910 CF INDUSTRIES HOLDINGS INC 4.84
55335 3/24/11 424766 BNY CONVERGEX(EXECUTIONS) 2,000.00 126.01 10.00 252,018.16 -12,131.95
SALE 3/23/11 12526910 CF INDUSTRIES HOLDINGS INC 2.42
55335 3/28/11 424774 BNY CONVERGEX(EXECUTIONS) 1,000.00 125.71 5.00 125,703.08 -5,164.34
SALE 3/01/11 13442910 CAMPBELL SOUP 3.23
54953 3/04/11 424701 OPPENHEIMER & CO., INC 5,000.00 33.586 150.00 167,776.27 -4,349.68
SALE 3/04/11 14204220 CARIBOU COFFEE CO INC .39
51581 3/09/11 424717 SWSQUEHANNA FIN. GRP LLC (D 2,000.00 10.000 60.00 19,939.61 3,811.53
SALE 3/07/11 14204220 CARIBOU COFFEE CO INC .38
51581 3/10/11 424721 MERRIMAN/OTC 2,000.00 9.883 20.00 19,745.62 3,617.54
SALE 3/08/11 14204220 CARIBOU COFFEE CO INC .39
51581 3/11/11 424725 MERRIMAN/OTC 2,000.00 9.906 20.00 19,790.61 3,662.53
SALE 3/09/11 14204220 CARIBOU COFFEE CO INC .39
51581 3/14/11 424729 MERRIMAN/OTC 2,000.00 9.901 20.00 19,780.61 3,652.53
SALE 3/10/11 14204220 CARIBOU COFFEE CO INC .37
51581 3/15/11 424733 MERRIMAN/OTC 2,000.00 9.521 20.00 19,022.43 2,894.35
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 3/01/11 THROUGH 3/31/11
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 3/15/11 14204220 CARIBOU COFFEE CO INC .37
51581 3/18/11 424748 BNY CONVERGEX(EXECUTIONS) 2,000.00 9.411 10.00 18,810.63 2,682.55
SALE 3/21/11 14204220 CARIBOU COFFEE CO INC .37
51581 3/24/11 424766 BNY CONVERGEX(EXECUTIONS) 2,000.00 9.590 10.00 19,169.83 3,041.75
SALE 3/22/11 14204220 CARIBOU COFFEE CO INC .37
51581 3/25/11 424770 BNY CONVERGEX(EXECUTIONS) 2,000.00 9.570 10.00 19,129.63 3,001.55
SALE 3/24/11 14204220 CARIBOU COFFEE CO INC .38
51581 3/29/11 424778 BNY CONVERGEX(EXECUTIONS) 2,000.00 9.709 10.00 19,407.82 3,279.74
SALE 3/30/11 14204220 CARIBOU COFFEE CO INC .38
51581 4/04/11 424795 BNY CONVERGEX(EXECUTIONS) 2,000.00 9.796 10.00 19,581.62 3,453.54
SALE 3/10/11 14343640 CARMIKE CINEMAS 1.42
55594 3/15/11 424733 MERRIMAN/OTC 10,000.00 7.391 100.00 73,810.58 4,675.57
SALE 3/11/11 14343640 CARMIKE CINEMAS 1.38
55594 3/16/11 424737 MERRIMAN/OTC 10,000.00 7.148 100.00 71,377.62 2,242.61
SALE 3/23/11 14343640 CARMIKE CINEMAS 1.37
55594 3/28/11 424774 BNY CONVERGEX(EXECUTIONS) 10,000.00 7.132 50.00 71,268.63 2,133.62
SALE 3/24/11 14343640 CARMIKE CINEMAS 1.38
55594 3/29/11 424778 BNY CONVERGEX(EXECUTIONS) 10,000.00 7.184 50.00 71,792.62 2,657.61
SALE 3/25/11 14343640 CARMIKE CINEMAS 1.40
55594 3/30/11 424783 BNY CONVERGEX(EXECUTIONS) 10,000.00 7.247 50.00 72,415.60 3,280.59
SALE 3/28/11 14343640 CARMIKE CINEMAS 2.09
55594 3/31/11 424787 BNY CONVERGEX(EXECUTIONS) 15,000.00 7.246 75.00 108,615.91 4,913.39
SALE 3/28/11 14343640 CARMIKE CINEMAS .69
55594 3/31/11 424787 BNY CONVERGEX(EXECUTIONS) 5,000.00 7.149 25.00 35,716.81 1,149.31
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 7.222 2.78 144,332.72 6,062.70
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 31
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TRXN/ TRADE/ 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 3/29/11 14343640 CARMIKE CINEMAS 1.37
55594 4/01/11 424791 BNY CONVERGEX(EXECUTIONS) 10,000.00 7.113 50.00 71,078.63 1,943.62
SALE 3/10/11 14754D10 CASH AMERICA INTL INC .81
55157 3/15/11 424733 WILLIAMS CAPITAL GROUP 1,000.00 41.990 10.00 41,979.19 2,650.27
SALE 3/22/11 14754D10 CASH AMERICA INTL INC .84
55157 3/25/11 424770 BNY CONVERGEX(EXECUTIONS) 1,000.00 43.452 5.00 43,445.66 4,116.74
SALE 3/25/11 14754D10 CASH AMERICA INTL INC 1.74
55157 3/30/11 424783 BNY CONVERGEX(EXECUTIONS) 2,000.00 45.108 10.00 90,203.26 11,545.42
SALE 3/16/11 16115Q30 CHART INDUSTRIES 10.04
55913 3/21/11 424752 LIQUIDNET 12,000.00 43.545 240.00 522,289.96 15,624.76
SALE 3/01/11 16516710 CHESAPEAKE ENERGY CORP. .69
41851 3/04/11 424701 OPPENHEIMER & CO., INC 1,000.00 35.420 30.00 35,389.31 11,650.92
SALE 3/16/11 16516710 CHESAPEAKE ENERGY CORP. .67
41851 3/21/11 424752 BNY CONVERGEX(EXECUTIONS) 1,000.00 34.645 5.00 34,639.43 9,898.55
SALE 3/18/11 17240710 CINEDIGM DIGITAL CINEMA C .34
51044 3/23/11 424762 BNY CONVERGEX(EXECUTIONS) 10,000.00 1.745 50.00 17,399.66 -1,954.08
SALE 3/22/11 17240710 CINEDIGM DIGITAL CINEMA C .35
51044 3/25/11 424770 BNY CONVERGEX(EXECUTIONS) 10,000.00 1.795 50.00 17,899.65 -1,454.09
SALE 3/01/11 17275R10 CISCO SYSTEMS 1.44
48983 3/04/11 424701 WELLS FARGO SECURITIES 4,000.00 18.731 120.00 74,802.96 -18,400.55
SALE 3/04/11 17275R10 CISCO SYSTEMS 1.43
48983 3/09/11 424717 ITG (CHANNEL) 4,000.00 18.554 28.00 74,187.77 -19,015.74
SALE 3/07/11 17275R10 CISCO SYSTEMS 1.40
48983 3/10/11 424721 ITG (CHANNEL) 4,000.00 18.155 28.00 72,590.60 -20,612.91
SALE 3/07/11 17275R10 CISCO SYSTEMS 2.79
48983 3/10/11 424721 MERRIMAN/OTC 8,000.00 18.121 80.00 144,885.21 -41,521.81
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/08/11 17275R10 CISCO SYSTEMS 3.49
48983 3/11/11 424725 MERRIMAN/OTC 10,000.00 18.170 100.00 181,596.51 -51,412.26
SALE 3/10/11 17275R10 CISCO SYSTEMS 3.45
48983 3/15/11 424733 ITG (CHANNEL) 10,000.00 17.935 70.00 179,276.55 -53,732.22
SALE 3/21/11 17296710 CITIGROUP INC 1.78
51155 3/24/11 424766 BNY CONVERGEX(EXECUTIONS) 20,000.00 4.611 100.00 92,116.22 7,288.76
SALE 3/22/11 17296710 CITIGROUP INC .85
51155 3/25/11 424770 BNY CONVERGEX(EXECUTIONS) 10,000.00 4.420 50.00 44,151.15 1,737.42
SALE 3/04/11 18538Q10 CLEARWIRE CORP CL-A 4.98
54702 3/09/11 424717 ITG (CHANNEL) 50,000.00 5.180 350.00 258,625.02 -29,374.48
SALE 3/11/11 20586240 COMVERSE TECH I 1.39
55089 3/16/11 424737 MERRIMAN/OTC 10,000.00 7.211 100.00 72,006.61 1,809.11
SALE 3/14/11 20586240 COMVERSE TECH I 1.38
55089 3/17/11 424744 MERRIMAN/OTC 10,000.00 7.187 100.00 71,768.62 1,571.12
SALE 3/15/11 20586240 COMVERSE TECH I 1.35
55089 3/18/11 424748 BNY CONVERGEX(EXECUTIONS) 10,000.00 7.031 50.00 70,260.65 63.15
SALE 3/15/11 20586240 COMVERSE TECH I 1.36
55089 3/18/11 424748 BNY CONVERGEX(EXECUTIONS) 10,000.00 7.071 50.00 70,654.64 457.14
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 7.051 2.71 140,915.29 520.29
100.00
SALE 3/16/11 20586240 COMVERSE TECH I 1.37
55089 3/21/11 424752 BNY CONVERGEX(EXECUTIONS) 10,000.00 7.105 50.00 70,998.63 801.13
SALE 3/17/11 20586240 COMVERSE TECH I 1.36
55089 3/22/11 424756 BNY CONVERGEX(EXECUTIONS) 10,000.00 7.038 50.00 70,328.64 131.14
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 33
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/18/11 20586240 COMVERSE TECH I 1.38
55089 3/23/11 424762 BNY CONVERGEX(EXECUTIONS) 10,000.00 7.188 50.00 71,823.62 1,626.12
SALE 3/18/11 20586240 COMVERSE TECH I 1.36
55089 3/23/11 424762 BNY CONVERGEX(EXECUTIONS) 10,000.00 7.083 50.00 70,779.64 582.14
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 7.135 2.74 142,603.26 2,208.26
100.00
SALE 3/08/11 20854P10 CONSOL ENERGY INC 1.96
51131 3/11/11 424725 WILLIAMS CAPITAL GROUP 2,000.00 50.958 20.00 101,894.04 16,039.81
SALE 3/14/11 20854P10 CONSOL ENERGY INC 13.48
51131 3/17/11 424744 WILLIAMS CAPITAL GROUP 14,000.00 50.135 140.00 701,737.92 100,758.31
SALE 3/14/11 22284P10 COVENANT TRANSPORT INC CL A .35
55247 3/17/11 424744 MERRIMAN/OTC 2,000.00 8.963 20.00 17,904.65 372.92
SALE 3/15/11 22284P10 COVENANT TRANSPORT INC CL A .34
55247 3/18/11 424748 BNY CONVERGEX(EXECUTIONS) 2,000.00 8.790 10.00 17,569.66 37.93
SALE 3/17/11 22284P10 COVENANT TRANSPORT INC CL A .36
55247 3/22/11 424756 BNY CONVERGEX(EXECUTIONS) 2,000.00 9.128 10.00 18,244.64 712.91
SALE 3/18/11 22284P10 COVENANT TRANSPORT INC CL A .36
55247 3/23/11 424762 BNY CONVERGEX(EXECUTIONS) 2,000.00 9.288 10.00 18,565.64 1,033.90
SALE 3/22/11 22284P10 COVENANT TRANSPORT INC CL A .36
55247 3/25/11 424770 BNY CONVERGEX(EXECUTIONS) 2,000.00 9.137 10.00 18,263.64 731.91
SALE 3/23/11 22284P10 COVENANT TRANSPORT INC CL A .35
55247 3/28/11 424774 BNY CONVERGEX(EXECUTIONS) 2,000.00 9.040 10.00 18,069.65 537.91
SALE 3/11/11 22822710 CROWN CASTLE INTL CORP 1.51
54441 3/16/11 424737 BMO CAPITAL MARKETS/EXECUTI 2,000.00 39.248 20.00 78,473.49 -5,248.55
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/14/11 22822710 CROWN CASTLE INTL CORP 1.51
54441 3/17/11 424744 WILLIAMS CAPITAL GROUP 2,000.00 39.110 20.00 78,198.49 -5,523.56
SALE 3/17/11 22822710 CROWN CASTLE INTL CORP 1.54
54441 3/22/11 424756 BNY CONVERGEX(EXECUTIONS) 2,000.00 39.860 10.00 79,708.46 -4,013.59
SALE 3/18/11 22822710 CROWN CASTLE INTL CORP 1.54
54441 3/23/11 424762 BNY CONVERGEX(EXECUTIONS) 2,000.00 39.990 10.00 79,968.46 -3,753.59
SALE 3/21/11 22822710 CROWN CASTLE INTL CORP 7.15
54441 3/24/11 424766 BNY CONVERGEX(EXECUTIONS) 10,000.00 37.199 50.00 371,933.85 -46,676.38
SALE 3/29/11 22841110 CROWN MEDIA HOLDINGS-CL A .46
55895 4/01/11 424791 BNY CONVERGEX(EXECUTIONS) 10,000.00 2.362 50.00 23,573.54 2,752.56
SALE 3/01/11 25468710 WALT DISNEY CO .84
50280 3/04/11 424701 OPPENHEIMER & CO., INC 1,000.00 43.550 30.00 43,519.16 10,733.54
SALE 3/14/11 25468710 WALT DISNEY CO 2.46
50280 3/17/11 424744 WILLIAMS CAPITAL GROUP 3,000.00 42.581 30.00 127,709.64 29,352.79
SALE 3/15/11 25468710 WALT DISNEY CO 2.37
50280 3/18/11 424748 BNY CONVERGEX(EXECUTIONS) 3,000.00 41.120 15.00 123,342.63 24,985.78
SALE 3/14/11 25490A10 DIRECTV GROUP INC 5.27
52520 3/17/11 424744 WILLIAMS CAPITAL GROUP 6,000.00 45.744 60.00 274,398.73 51,232.66
SALE 3/31/11 25490A10 DIRECTV GROUP INC 1.79
55985 4/05/11 424799 BNY CONVERGEX(EXECUTIONS) 2,000.00 46.450 10.00 92,888.21 4,464.22
SALE 3/14/11 25674610 DOLLAR TREE INC 3.11
42995 3/17/11 424744 MERRIMAN/OTC 3,000.00 53.931 30.00 161,761.09 48,172.00
SALE 3/15/11 25674610 DOLLAR TREE INC 1.02
42995 3/18/11 424748 BNY CONVERGEX(EXECUTIONS) 1,000.00 53.060 5.00 53,053.98 15,190.95
SALE 3/23/11 26353410 DUPONT 2.06
55120 3/28/11 424774 BNY CONVERGEX(EXECUTIONS) 2,000.00 53.600 10.00 107,187.94 7,951.37
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 35
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TRXN/ TRADE/ 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 3/24/11 26353410 DUPONT 2.07
55120 3/29/11 424778 BNY CONVERGEX(EXECUTIONS) 2,000.00 53.801 10.00 107,590.73 8,354.15
SALE 3/04/11 27886510 ECOLAB INC 13.84
54053 3/09/11 424717 WILLIAMS CAPITAL GROUP 15,000.00 48.045 150.00 720,508.16 -21,513.94
SALE 3/01/11 29152510 EMMIS COMMUNICATIONS .22
51210 3/04/11 424701 JEFFERIES & COMPANY 10,000.00 1.099 300.00 10,684.78 -8,537.41
SALE 3/10/11 29268T10 ENERGY FOCUS INC .24
51993 3/15/11 424733 MERRIMAN/OTC 10,000.00 1.200 100.00 11,899.76 -501.98
SALE 3/29/11 29268T10 ENERGY FOCUS INC .25
51993 4/01/11 424791 BNY CONVERGEX(EXECUTIONS) 10,000.00 1.251 50.00 12,463.75 62.01
SALE 3/17/11 29384R10 ENTROPIC COMMUNICATIONS INC 1.49
51126 3/22/11 424756 BNY CONVERGEX(EXECUTIONS) 10,000.00 7.740 50.00 77,348.51 22,980.74
SALE 3/29/11 29384R10 ENTROPIC COMMUNICATIONS INC 4.75
51126 4/01/11 424791 BNY CONVERGEX(EXECUTIONS) 30,000.00 8.243 150.00 247,147.25 84,043.92
SALE 3/10/11 29444U50 EQUINIX INC. .83
55362 3/15/11 424733 MERRIMAN/OTC 500.00 85.610 5.00 42,799.17 -1,167.61
SALE 3/17/11 29444U50 EQUINIX INC. 1.62
55362 3/22/11 424756 BNY CONVERGEX(EXECUTIONS) 1,000.00 84.362 5.00 84,355.68 -3,577.89
SALE 3/03/11 30231G10 EXXON MOBIL CORP. 11.53
15201 3/08/11 424711 BMO CAPITAL MARKETS/EXECUTI 7,000.00 85.728 70.00 600,015.17 117,783.44
SALE 3/15/11 31428X10 FEDEX CORP 15.20
53829 3/18/11 424748 BNY CONVERGEX(EXECUTIONS) 9,000.00 87.909 45.00 791,119.00 -29,897.97
SALE 3/04/11 34637510 FORMFACTOR INC 9.05
52037 3/09/11 424717 SWSQUEHANNA FIN. GRP LLC (D 50,000.00 9.423 1,500.00 469,630.95 -69,712.44
SALE 3/21/11 35671D85 FREEPORT-MCMORAN COPPER-B 2.02
55645 3/24/11 424766 BNY CONVERGEX(EXECUTIONS) 2,000.00 52.377 10.00 104,741.58 873.21
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/29/11 35671D85 FREEPORT-MCMORAN COPPER-B 1.05
55645 4/01/11 424791 BNY CONVERGEX(EXECUTIONS) 1,000.00 54.192 5.00 54,185.95 2,251.77
SALE 3/02/11 35874810 FRISCHS RESTAURANTS, INC. .42
48545 3/07/11 424707 OPPENHEIMER & CO., INC 1,000.00 21.378 30.00 21,347.58 -1,391.73
SALE 3/18/11 3623E020 GT SOLAR INTL INC .41
55467 3/23/11 424762 BNY CONVERGEX(EXECUTIONS) 2,000.00 10.440 10.00 20,869.59 -1,648.89
SALE 3/22/11 3623E020 GT SOLAR INTL INC .81
55467 3/25/11 424770 BNY CONVERGEX(EXECUTIONS) 4,000.00 10.540 20.00 42,139.19 -2,897.76
SALE 3/24/11 3623E020 GT SOLAR INTL INC .42
55467 3/29/11 424778 BNY CONVERGEX(EXECUTIONS) 2,000.00 10.920 10.00 21,829.78 -688.70
SALE 3/02/11 38255010 GOODYEAR TIRE & RUBBER CO 2.66
50270 3/07/11 424707 LAZARD CAPITAL MARKETS 10,000.00 13.814 300.00 137,832.34 7,587.62
SALE 3/02/11 38255010 GOODYEAR TIRE & RUBBER CO .54
50270 3/07/11 424707 OPPENHEIMER & CO., INC 2,000.00 13.873 60.00 27,684.46 1,635.52
SALE 3/03/11 38255010 GOODYEAR TIRE & RUBBER CO 8.63
50270 3/08/11 424711 OPPENHEIMER & CO., INC 32,000.00 14.037 960.00 448,202.57 31,419.48
SALE 3/11/11 38526M10 GRAND CANYON EDUCATION INC 2.93
55090 3/16/11 424737 MERRIMAN/OTC 10,000.00 15.250 100.00 152,397.07 -28,551.49
SALE 3/14/11 38526M10 GRAND CANYON EDUCATION INC 1.47
55090 3/17/11 424744 MERRIMAN/OTC 5,000.00 15.228 50.00 76,090.53 -14,383.75
SALE 3/15/11 38526M10 GRAND CANYON EDUCATION INC 1.42
55090 3/18/11 424748 BNY CONVERGEX(EXECUTIONS) 5,000.00 14.754 25.00 73,745.58 -16,728.70
SALE 3/18/11 38526M10 GRAND CANYON EDUCATION INC 1.40
55090 3/23/11 424762 BNY CONVERGEX(EXECUTIONS) 5,000.00 14.534 25.00 72,642.60 -17,831.68
SALE 3/21/11 38526M10 GRAND CANYON EDUCATION INC 1.41
55090 3/24/11 424766 ITG (CHANNEL) 4,905.00 14.941 34.34 73,249.36 -15,505.90
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 37
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/22/11 38526M10 GRAND CANYON EDUCATION INC .03
55090 3/25/11 424770 ITG (CHANNEL) 95.00 14.750 .67 1,400.55 -318.46
SALE 3/23/11 38526M10 GRAND CANYON EDUCATION INC 1.44
55090 3/28/11 424774 BNY CONVERGEX(EXECUTIONS) 5,000.00 14.949 25.00 74,719.06 -15,755.22
SALE 3/23/11 38526M10 GRAND CANYON EDUCATION INC 1.39
55090 3/28/11 424774 BNY CONVERGEX(EXECUTIONS) 5,000.00 14.430 25.00 72,123.61 -18,350.67
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 10,000.00 14.690 2.83 146,842.67 -34,105.89
50.00
SALE 3/24/11 38526M10 GRAND CANYON EDUCATION INC 1.42
55090 3/29/11 424778 BNY CONVERGEX(EXECUTIONS) 5,000.00 14.781 25.00 73,879.08 -16,595.20
SALE 3/01/11 42809H10 HESS CORP 11.63
52647 3/04/11 424701 OPPENHEIMER & CO., INC 7,000.00 86.474 210.00 605,099.17 213,497.48
SALE 3/16/11 42809H10 HESS CORP 1.52
55768 3/21/11 424752 BNY CONVERGEX(EXECUTIONS) 1,000.00 78.770 5.00 78,763.48 -4,925.15
SALE 3/22/11 42809H10 HESS CORP 1.58
55768 3/25/11 424770 BNY CONVERGEX(EXECUTIONS) 1,000.00 82.260 5.00 82,253.42 -1,435.21
SALE 3/17/11 43575830 HOLLY CORP 1.07
49619 3/22/11 424756 BNY CONVERGEX(EXECUTIONS) 1,000.00 55.694 5.00 55,687.53 27,856.45
SALE 3/18/11 43575830 HOLLY CORP 1.06
49619 3/23/11 424762 BNY CONVERGEX(EXECUTIONS) 1,000.00 54.832 5.00 54,825.94 26,994.86
SALE 3/21/11 43575830 HOLLY CORP 2.22
49619 3/24/11 424766 BNY CONVERGEX(EXECUTIONS) 2,000.00 57.698 10.00 115,383.78 59,721.61
SALE 3/21/11 43575830 HOLLY CORP 2.16
49619 3/24/11 424766 BNY CONVERGEX(EXECUTIONS) 2,000.00 56.122 10.00 112,230.84 56,568.67
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 56.910 4.38 227,614.62 116,290.28
20.00
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 38
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/22/11 43575830 HOLLY CORP 4.46
49619 3/25/11 424770 BNY CONVERGEX(EXECUTIONS) 4,000.00 58.020 20.00 232,055.54 120,731.21
SALE 3/23/11 43575830 HOLLY CORP 4.31
49619 3/28/11 424774 BNY CONVERGEX(EXECUTIONS) 4,000.00 56.050 20.00 224,175.69 112,851.36
SALE 3/28/11 47714310 JETBLUE AIRWAYS 1.23
54820 3/31/11 424787 BNY CONVERGEX(EXECUTIONS) 10,000.00 6.370 50.00 63,649.77 -3,246.37
SALE 3/29/11 47714310 JETBLUE AIRWAYS 1.23
54820 4/01/11 424791 BNY CONVERGEX(EXECUTIONS) 10,000.00 6.360 50.00 63,548.77 -3,347.37
SALE 3/30/11 47714310 JETBLUE AIRWAYS 1.24
54820 4/04/11 424795 BNY CONVERGEX(EXECUTIONS) 10,000.00 6.410 50.00 64,048.76 -2,847.38
SALE 3/31/11 47714310 JETBLUE AIRWAYS 2.42
54820 4/05/11 424799 BNY CONVERGEX(EXECUTIONS) 20,000.00 6.290 100.00 125,697.58 -8,094.71
SALE 3/07/11 47836610 JOHNSON CONTROL .79
55307 3/10/11 424721 BMO CAPITAL MARKETS/EXECUTI 1,000.00 41.011 10.00 41,000.21 2,610.71
SALE 3/09/11 47836610 JOHNSON CONTROL 1.61
55307 3/14/11 424729 BMO CAPITAL MARKETS/EXECUTI 2,000.00 41.810 20.00 83,597.39 6,818.39
SALE 3/23/11 47836610 JOHNSON CONTROL .78
55307 3/28/11 424774 BNY CONVERGEX(EXECUTIONS) 1,000.00 40.280 5.00 40,274.32 1,791.18
SALE 3/28/11 50240320 LTX-CREDENCE CORP .83
53881 3/31/11 424787 BNY CONVERGEX(EXECUTIONS) 5,000.00 8.566 25.00 42,803.67 1,369.08
SALE 3/29/11 50240320 LTX-CREDENCE CORP .35
53881 4/01/11 424791 BNY CONVERGEX(EXECUTIONS) 2,000.00 8.910 10.00 17,809.65 1,235.81
SALE 3/29/11 50240320 LTX-CREDENCE CORP .70
53881 4/01/11 424791 BNY CONVERGEX(EXECUTIONS) 4,000.00 8.999 20.00 35,975.30 2,827.63
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 6,000.00 8.969 1.05 53,784.95 4,063.44
30.00
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 39
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/31/11 50240320 LTX-CREDENCE CORP .36
53881 4/05/11 424799 BNY CONVERGEX(EXECUTIONS) 2,000.00 9.133 10.00 18,254.64 1,680.80
SALE 3/23/11 53274610 LIMONEIRA CO .44
55267 3/28/11 424774 BNY CONVERGEX(EXECUTIONS) 1,000.00 22.710 5.00 22,704.56 -2,102.75
SALE 3/01/11 53591920 LIONS GATE ENTERTAINMENT CO 1.18
52709 3/04/11 424701 OPPENHEIMER & CO., INC 10,000.00 6.099 300.00 60,687.82 -7,461.79
SALE 3/04/11 53591920 LIONS GATE ENTERTAINMENT CO 1.21
52709 3/09/11 424717 BMO CAPITAL MARKETS/EXECUTI 10,000.00 6.266 100.00 62,555.79 -5,593.82
SALE 3/07/11 53591920 LIONS GATE ENTERTAINMENT CO 1.20
52709 3/10/11 424721 BMO CAPITAL MARKETS/EXECUTI 10,000.00 6.229 100.00 62,185.80 -5,963.81
SALE 3/08/11 53591920 LIONS GATE ENTERTAINMENT CO 1.18
52709 3/11/11 424725 WILLIAMS CAPITAL GROUP 10,000.00 6.126 100.00 61,161.82 -6,987.79
SALE 3/09/11 53591920 LIONS GATE ENTERTAINMENT CO 1.17
52709 3/14/11 424729 BMO CAPITAL MARKETS/EXECUTI 10,000.00 6.080 100.00 60,693.83 -7,455.78
SALE 3/10/11 53591920 LIONS GATE ENTERTAINMENT CO 2.31
52709 3/15/11 424733 WILLIAMS CAPITAL GROUP 20,000.00 6.002 200.00 119,843.69 -16,455.52
SALE 3/08/11 53814610 LIVEPERSON INC .42
53020 3/11/11 424725 MERRIMAN/OTC 2,000.00 10.760 20.00 21,499.58 4,092.03
SALE 3/22/11 53814610 LIVEPERSON INC .43
53020 3/25/11 424770 BNY CONVERGEX(EXECUTIONS) 2,000.00 11.183 10.00 22,355.57 4,948.02
SALE 3/23/11 53814610 LIVEPERSON INC .43
53020 3/28/11 424774 BNY CONVERGEX(EXECUTIONS) 2,000.00 11.160 10.00 22,309.57 4,902.02
SALE 3/11/11 55271510 MEMC ELECTRONIC MATERIALS 2.31
55003 3/16/11 424737 BMO CAPITAL MARKETS/EXECUTI 10,000.00 12.020 100.00 120,100.69 5,925.69
SALE 3/14/11 55271510 MEMC ELECTRONIC MATERIALS 2.46
55003 3/17/11 424744 WILLIAMS CAPITAL GROUP 10,000.00 12.790 100.00 127,797.54 13,622.54
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 40
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/15/11 55271510 MEMC ELECTRONIC MATERIALS 5.11
55003 3/18/11 424748 BNY CONVERGEX(EXECUTIONS) 20,000.00 13.300 100.00 265,894.89 37,544.89
SALE 3/04/11 56584910 MARATHON OIL CORP 1.98
55245 3/09/11 424717 WILLIAMS CAPITAL GROUP 2,000.00 51.502 20.00 102,981.02 18,472.45
SALE 3/07/11 56584910 MARATHON OIL CORP 2.02
55245 3/10/11 424721 BMO CAPITAL MARKETS/EXECUTI 2,000.00 52.350 20.00 104,677.98 20,169.41
SALE 3/11/11 56584910 MARATHON OIL CORP 13.40
55245 3/16/11 424737 BMO CAPITAL MARKETS/EXECUTI 14,000.00 49.818 140.00 697,298.60 105,738.60
SALE 3/21/11 56584910 MARATHON OIL CORP .99
55911 3/24/11 424766 BNY CONVERGEX(EXECUTIONS) 1,000.00 51.186 5.00 51,179.51 2,484.81
SALE 3/25/11 57620610 MASSEY ENERGY 2.64
55766 3/30/11 424783 BNY CONVERGEX(EXECUTIONS) 2,000.00 68.733 10.00 137,452.36 12,299.15
SALE 3/22/11 59156R10 METLIFE, INC. .86
52889 3/25/11 424770 BNY CONVERGEX(EXECUTIONS) 1,000.00 44.621 5.00 44,614.64 3,416.83
SALE 3/14/11 62937750 NRG ENERGY INC 3.88
50443 3/17/11 424744 WILLIAMS CAPITAL GROUP 10,000.00 20.193 100.00 201,827.12 -13,872.80
SALE 3/18/11 62937750 NRG ENERGY INC .80
50443 3/23/11 424762 BNY CONVERGEX(EXECUTIONS) 2,000.00 20.610 10.00 41,209.80 -1,930.18
SALE 3/22/11 62937750 NRG ENERGY INC 1.62
50443 3/25/11 424770 BNY CONVERGEX(EXECUTIONS) 4,000.00 21.020 20.00 84,058.38 -2,221.59
SALE 3/23/11 62937750 NRG ENERGY INC .81
50443 3/28/11 424774 BNY CONVERGEX(EXECUTIONS) 2,000.00 20.990 10.00 41,969.19 -1,170.79
SALE 3/29/11 62937750 NRG ENERGY INC .83
50443 4/01/11 424791 BNY CONVERGEX(EXECUTIONS) 2,000.00 21.590 10.00 43,169.57 29.59
SALE 3/22/11 65163910 NEWMONT MINING 6.09
54990 3/25/11 424770 BNY CONVERGEX(EXECUTIONS) 6,000.00 52.863 30.00 317,143.71 -45,937.46
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 41
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/25/11 67000610 NOVELL INC. 2.29
55811 3/30/11 424783 BNY CONVERGEX(EXECUTIONS) 20,000.00 5.950 100.00 118,903.71 2,785.04
SALE 3/29/11 67000610 NOVELL INC. 1.15
55811 4/01/11 424791 BNY CONVERGEX(EXECUTIONS) 10,000.00 5.950 50.00 59,448.85 1,389.52
SALE 3/30/11 67000610 NOVELL INC. 1.15
55811 4/04/11 424795 BNY CONVERGEX(EXECUTIONS) 10,000.00 5.960 50.00 59,548.85 1,489.52
SALE 3/31/11 67000610 NOVELL INC. 1.15
55811 4/05/11 424799 BNY CONVERGEX(EXECUTIONS) 10,000.00 5.960 50.00 59,549.85 1,490.52
SALE 3/29/11 67066G10 NVIDIA CORP 3.31
55116 4/01/11 424791 BNY CONVERGEX(EXECUTIONS) 9,000.00 19.135 45.00 172,169.39 -11,591.88
SALE 3/30/11 67066G10 NVIDIA CORP 3.30
55116 4/04/11 424795 BNY CONVERGEX(EXECUTIONS) 9,000.00 19.087 45.00 171,737.40 -12,023.87
SALE 3/25/11 68389X10 ORACLE CORP 1.26
46204 3/30/11 424783 BNY CONVERGEX(EXECUTIONS) 2,000.00 32.802 10.00 65,593.34 18,608.58
SALE 3/14/11 69002720 OUTDOOR CHANNEL HOLDINGS IN .28
29494 3/17/11 424744 MERRIMAN/OTC 2,000.00 7.204 20.00 14,387.72 389.15
SALE 3/23/11 69002720 OUTDOOR CHANNEL HOLDINGS IN .29
29494 3/28/11 424774 BNY CONVERGEX(EXECUTIONS) 2,000.00 7.413 10.00 14,815.71 817.14
SALE 3/02/11 69351T10 PPL CORP .99
51764 3/07/11 424707 OPPENHEIMER & CO., INC 2,000.00 25.530 60.00 50,999.01 606.22
SALE 3/23/11 71817210 PHILIP MORRIS INTERNATIONAL 4.91
40646 3/28/11 424774 BNY CONVERGEX(EXECUTIONS) 4,000.00 63.844 20.00 255,352.29 80,085.40
SALE 3/15/11 74164M10 PRIMERICA INC .97
51335 3/18/11 424748 BNY CONVERGEX(EXECUTIONS) 2,000.00 25.029 10.00 50,046.03 5,628.21
SALE 3/25/11 74973W10 RTI ITNL METALS INC 1.18
54013 3/30/11 424783 BNY CONVERGEX(EXECUTIONS) 2,000.00 30.571 10.00 61,129.82 2,619.00
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 42
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/29/11 74973W10 RTI ITNL METALS INC .60
54013 4/01/11 424791 BNY CONVERGEX(EXECUTIONS) 1,000.00 30.930 5.00 30,924.40 1,668.99
SALE 3/09/11 75075340 RAILAMERICA INC .93
48836 3/14/11 424729 BMO CAPITAL MARKETS/EXECUTI 3,000.00 15.979 30.00 47,907.27 4,021.60
SALE 3/10/11 75075340 RAILAMERICA INC .32
48836 3/15/11 424733 BMO CAPITAL MARKETS/EXECUTI 1,000.00 16.290 10.00 16,279.68 1,651.12
SALE 3/10/11 75075340 RAILAMERICA INC .62
48836 3/15/11 424733 WILLIAMS CAPITAL GROUP 2,000.00 15.950 20.00 31,878.38 2,621.27
SALE 3/11/11 75075340 RAILAMERICA INC .61
48836 3/16/11 424737 WILLIAMS CAPITAL GROUP 2,000.00 15.750 20.00 31,479.39 2,222.28
SALE 3/15/11 75075340 RAILAMERICA INC 1.22
48836 3/18/11 424748 BNY CONVERGEX(EXECUTIONS) 4,000.00 15.800 20.00 63,178.78 4,664.55
SALE 3/15/11 75075340 RAILAMERICA INC 1.29
48836 3/18/11 424748 BNY CONVERGEX(EXECUTIONS) 4,000.00 16.733 20.00 66,911.91 8,397.68
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 8,000.00 16.267 2.51 130,090.69 13,062.23
40.00
SALE 3/16/11 75075340 RAILAMERICA INC 1.30
48836 3/21/11 424752 BNY CONVERGEX(EXECUTIONS) 4,000.00 16.914 20.00 67,632.70 9,118.47
SALE 3/17/11 75075340 RAILAMERICA INC .63
48836 3/22/11 424756 BNY CONVERGEX(EXECUTIONS) 2,000.00 16.220 10.00 32,429.37 3,172.26
SALE 3/17/11 75075340 RAILAMERICA INC .64
48836 3/22/11 424756 BNY CONVERGEX(EXECUTIONS) 2,000.00 16.484 10.00 32,957.36 3,700.25
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 16.352 1.27 65,386.73 6,872.51
20.00
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 43
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/18/11 75075340 RAILAMERICA INC .64
48836 3/23/11 424762 BNY CONVERGEX(EXECUTIONS) 2,000.00 16.640 10.00 33,269.36 4,012.25
SALE 3/18/11 75075340 RAILAMERICA INC .64
48836 3/23/11 424762 BNY CONVERGEX(EXECUTIONS) 2,000.00 16.530 10.00 33,049.36 3,792.25
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 16.585 1.28 66,318.72 7,804.50
20.00
SALE 3/21/11 75075340 RAILAMERICA INC 1.31
48836 3/24/11 424766 BNY CONVERGEX(EXECUTIONS) 4,000.00 16.970 20.00 67,856.69 9,342.46
SALE 3/22/11 75075340 RAILAMERICA INC .66
48836 3/25/11 424770 BNY CONVERGEX(EXECUTIONS) 2,000.00 17.052 10.00 34,093.34 4,836.23
SALE 3/22/11 75075340 RAILAMERICA INC 1.32
48836 3/25/11 424770 BNY CONVERGEX(EXECUTIONS) 4,000.00 17.100 20.00 68,378.68 9,864.45
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 6,000.00 17.084 1.98 102,472.02 14,700.68
30.00
SALE 3/23/11 75075340 RAILAMERICA INC .65
48836 3/28/11 424774 BNY CONVERGEX(EXECUTIONS) 2,000.00 16.864 10.00 33,716.55 4,459.44
SALE 3/25/11 75075340 RAILAMERICA INC 1.30
48836 3/30/11 424783 BNY CONVERGEX(EXECUTIONS) 4,000.00 16.877 20.00 67,488.30 8,974.07
SALE 3/29/11 75075340 RAILAMERICA INC .66
48836 4/01/11 424791 BNY CONVERGEX(EXECUTIONS) 2,000.00 16.976 10.00 33,940.34 4,683.23
SALE 3/11/11 75190730 RAMTRON INTERNATIONAL CORP. 1.69
42765 3/16/11 424737 MERRIMAN/OTC 44,000.00 1.996 440.00 87,364.71 -25,335.02
SALE 3/16/11 75281A10 RANGE RESOURCES 1.01
54946 3/21/11 424752 BNY CONVERGEX(EXECUTIONS) 1,000.00 52.200 5.00 52,193.99 7,221.45
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 44
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/21/11 75281A10 RANGE RESOURCES 1.02
54946 3/24/11 424766 BNY CONVERGEX(EXECUTIONS) 1,000.00 53.036 5.00 53,029.98 8,057.44
SALE 3/24/11 75281A10 RANGE RESOURCES 1.06
54946 3/29/11 424778 BNY CONVERGEX(EXECUTIONS) 1,000.00 55.020 5.00 55,013.94 10,041.40
SALE 3/02/11 7591EP10 REGIONS FINANCIAL CORP 1.45
53351 3/07/11 424707 OPPENHEIMER & CO., INC 10,000.00 7.547 300.00 75,172.55 11,072.43
SALE 3/03/11 7591EP10 REGIONS FINANCIAL CORP 1.47
53351 3/08/11 424711 BMO CAPITAL MARKETS/EXECUTI 10,000.00 7.655 100.00 76,448.53 12,348.40
SALE 3/18/11 77390310 ROCKWELL AUTOMATION 1.69
55002 3/23/11 424762 BNY CONVERGEX(EXECUTIONS) 1,000.00 87.910 5.00 87,903.31 14,499.64
SALE 3/22/11 77390310 ROCKWELL AUTOMATION 3.45
55002 3/25/11 424770 BNY CONVERGEX(EXECUTIONS) 2,000.00 89.684 10.00 179,354.75 32,547.42
SALE 3/29/11 77390310 ROCKWELL AUTOMATION 1.80
55002 4/01/11 424791 BNY CONVERGEX(EXECUTIONS) 1,000.00 93.750 5.00 93,743.20 20,339.53
SALE 3/23/11 82028010 SHAW GROUP INC (THE) 1.32
48841 3/28/11 424774 BNY CONVERGEX(EXECUTIONS) 2,000.00 34.310 10.00 68,608.68 5,951.83
SALE 3/25/11 82028010 SHAW GROUP INC (THE) .69
48841 3/30/11 424783 BNY CONVERGEX(EXECUTIONS) 1,000.00 35.920 5.00 35,914.31 4,585.88
SALE 3/28/11 82028010 SHAW GROUP INC (THE) 11.43
48841 3/31/11 424787 ITG (CHANNEL) 17,000.00 34.990 119.00 594,692.77 62,109.51
SALE 3/11/11 86459610 SUCCESSFACTORS INC 8.06
51343 3/16/11 424737 MERRIMAN/OTC 12,000.00 34.953 120.00 419,309.14 185,960.30
SALE 3/16/11 86816810 SUPERIOR INDUSTRIES INTL .89
47344 3/21/11 424752 BNY CONVERGEX(EXECUTIONS) 2,000.00 23.081 10.00 46,150.51 17,544.90
SALE 3/18/11 86816810 SUPERIOR INDUSTRIES INTL .90
47344 3/23/11 424762 BNY CONVERGEX(EXECUTIONS) 2,000.00 23.180 10.00 46,349.10 17,743.49
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 45
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/22/11 86816810 SUPERIOR INDUSTRIES INTL 3.24
47344 3/25/11 424770 BNY CONVERGEX(EXECUTIONS) 7,000.00 24.083 35.00 168,539.96 68,420.32
SALE 3/23/11 86816810 SUPERIOR INDUSTRIES INTL 3.24
47344 3/28/11 424774 BNY CONVERGEX(EXECUTIONS) 7,000.00 24.040 35.00 168,241.76 68,122.12
SALE 3/02/11 87161C10 SYNOVUS FINANCIAL CORP 4.96
53638 3/07/11 424707 OPPENHEIMER & CO., INC 100,000.00 2.580 3,000.00 255,005.04 8,749.41
SALE 3/03/11 87161C10 SYNOVUS FINANCIAL CORP 1.44
53638 3/08/11 424711 OPPENHEIMER & CO., INC 30,000.00 2.490 900.00 73,798.56 -78.13
SALE 3/04/11 87161C10 SYNOVUS FINANCIAL CORP 4.84
53638 3/09/11 424717 BMO CAPITAL MARKETS/EXECUTI 100,000.00 2.516 1,000.00 250,635.16 4,379.54
SALE 3/17/11 87612E10 TARGET CORP 19.60
55672 3/22/11 424756 BNY CONVERGEX(EXECUTIONS) 20,000.00 51.040 100.00 1,020,680.40 6,851.60
SALE 3/07/11 88870610 TIVO INC. .71
36147 3/10/11 424721 SWSQUEHANNA FIN. GRP LLC (D 4,000.00 9.230 120.00 36,799.29 -7,866.95
SALE 3/15/11 88870610 TIVO INC. 5.01
36147 3/18/11 424748 BNY CONVERGEX(EXECUTIONS) 30,000.00 8.691 150.00 260,571.99 -74,424.85
SALE 3/14/11 90323610 URS CORP. 12.59
42955 3/17/11 424744 WILLIAMS CAPITAL GROUP 15,000.00 43.688 150.00 655,158.91 78,318.33
SALE 3/16/11 90323610 URS CORP. 1.72
42955 3/21/11 424752 BNY CONVERGEX(EXECUTIONS) 2,000.00 44.540 10.00 89,068.28 12,156.20
SALE 3/17/11 90323610 URS CORP. 6.87
42955 3/22/11 424756 BNY CONVERGEX(EXECUTIONS) 8,000.00 44.688 40.00 357,456.33 49,808.02
SALE 3/09/11 90341W10 US AIRWAYS GROUP INC 1.73
54758 3/14/11 424729 BMO CAPITAL MARKETS/EXECUTI 10,000.00 9.010 100.00 89,993.27 -12,622.71
SALE 3/10/11 90341W10 US AIRWAYS GROUP INC 1.77
54758 3/15/11 424733 BMO CAPITAL MARKETS/EXECUTI 10,000.00 9.215 100.00 92,048.23 -10,567.75
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 46
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/15/11 90341W10 US AIRWAYS GROUP INC 1.74
54758 3/18/11 424748 BNY CONVERGEX(EXECUTIONS) 10,000.00 9.042 50.00 90,372.26 -12,243.72
SALE 3/25/11 91126810 UNITED ONLINE INC 1.45
44273 3/30/11 424783 ITG (CHANNEL) 12,000.00 6.254 84.00 74,960.15 2,972.32
SALE 3/29/11 91126810 UNITED ONLINE INC .49
44273 4/01/11 424791 BNY CONVERGEX(EXECUTIONS) 4,000.00 6.369 20.00 25,456.71 1,460.77
SALE 3/30/11 91126810 UNITED ONLINE INC .49
44273 4/04/11 424795 BNY CONVERGEX(EXECUTIONS) 4,000.00 6.324 20.00 25,274.71 1,278.77
SALE 3/23/11 91324P10 UNITEDHEALTH GROUP INC 6.54
51611 3/28/11 424774 BNY CONVERGEX(EXECUTIONS) 8,000.00 42.570 40.00 340,513.46 92,859.64
SALE 3/24/11 91324P10 UNITEDHEALTH GROUP INC 6.74
51611 3/29/11 424778 BNY CONVERGEX(EXECUTIONS) 8,000.00 43.880 40.00 350,993.26 103,339.44
SALE 3/07/11 92241710 VEECO INSTRUMENTS INC .92
50425 3/10/11 424721 MERRIMAN/OTC 1,000.00 47.610 10.00 47,599.08 8,798.09
SALE 3/10/11 93114210 WAL-MART STORES, INC. 5.07
40141 3/15/11 424733 ICAP CORPORATES LLC 5,000.00 52.738 50.00 263,635.43 -1,613.43
SALE 3/15/11 94268310 WATSON PHARMACEUTICALS, INC 7.50
41383 3/18/11 424748 BNY CONVERGEX(EXECUTIONS) 7,000.00 55.768 35.00 390,332.80 199,633.55
SALE 3/07/11 96216610 WEYERHAEUSER CO .90
54327 3/10/11 424721 BMO CAPITAL MARKETS/EXECUTI 2,000.00 23.272 20.00 46,522.10 11,387.91
SALE 3/08/11 96216610 WEYERHAEUSER CO 9.85
54327 3/11/11 424725 WILLIAMS CAPITAL GROUP 22,000.00 23.308 220.00 512,554.95 126,078.86
SALE 3/11/11 98433210 YAHOO! INC 2.62
54317 3/16/11 424737 MERRIMAN/OTC 8,000.00 17.000 80.00 135,917.38 1,075.68
SALE 3/15/11 98433210 YAHOO! INC 3.21
54317 3/18/11 424748 BNY CONVERGEX(EXECUTIONS) 10,000.00 16.680 50.00 166,746.79 -1,805.34
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 3/01/11 THROUGH 3/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 47
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/15/11 98433210 YAHOO! INC 8.82
54317 3/18/11 424748 BNY CONVERGEX(EXECUTIONS) 28,000.00 16.400 140.00 459,051.18 -12,894.79
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 38,000.00 16.474 12.03 625,797.97 -14,700.13
190.00
SALE 3/01/11 98884U10 ZAGG INC .36
55495 3/04/11 424701 JEFFERIES & COMPANY 2,000.00 9.281 60.00 18,500.64 165.20
SALE 3/25/11 98884U10 ZAGG INC .29
55495 3/30/11 424783 BNY CONVERGEX(EXECUTIONS) 2,000.00 7.450 10.00 14,889.71 -2,872.99
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 1,798,102.00 581.23 30,189,386.21 2,303,186.99
20,457.07
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 1,798,102.00 581.23 30,189,386.21 2,303,186.99
20,457.07
END OF REPORT FOR: N.J. BEST - POOLED EQUITY FD
S T A T E O F N E W J E R S E Y 4805
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
SUPPLEMENTAL ANNUITY COLLECT TR (4805) PAGE: 48
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 3/01/11 12572Q10 CME GROUP INC
55726 3/04/11 424702 OPPENHEIMER & CO., INC 1,000.00 304.40 40.00 304,446.00
PUR 3/01/11 59156R10 METLIFE, INC.
22315 3/04/11 424702 OPPENHEIMER & CO., INC 3,000.00 46.069 120.00 138,327.30
PUR 3/03/11 59156R10 METLIFE, INC.
22315 3/08/11 424713 GOLDMAN SACHS & COMPANY 5,000.00 43.250 216,250.00
PUR 3/01/11 74432010 PRUDENTIAL FINANCIAL INC
55725 3/04/11 424702 OPPENHEIMER & CO., INC 15,000.00 65.115 600.00 977,322.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 24,000.00 1,636,345.30
760.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 24,000.00 1,636,345.30
760.00
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 3/01/11 02000210 ALLSTATE CORP. (THE) 6.08
31692 3/04/11 424703 STIFEL NICOLAUS 10,000.00 31.631 400.00 315,907.92 -234,029.08
SALE 3/01/11 36357610 GALLAGHER (ARTHUR J.) & CO. 14.82
21670 3/04/11 424703 STIFEL NICOLAUS 25,000.00 30.864 1,000.00 770,577.68 -16,302.32
SALE 3/01/11 91529Y10 UNUMPROVIDENT CORP. 5.02
13770 3/04/11 424703 STIFEL NICOLAUS 10,000.00 26.138 400.00 260,974.98 39,983.21
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 45,000.00 25.92 1,347,460.58 -210,348.19
1,800.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 45,000.00 25.92 1,347,460.58 -210,348.19
1,800.00
END OF REPORT FOR: SUPPLEMENTAL ANNUITY COLLECT TR
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
CASH MANAGEMENT FD (5050) PAGE: 49
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 3/21/11 00282DS3 ABBOTT LABORATORIES DISC CP .1600 .160
55972 3/21/11 289349 BGC FINANCIAL 5/03/11 35,000,000.00 99.981 34,993,311.11
PUR 3/03/11 01039MQA ALABAMA POWER CO DISC CP .1800 .180
55761 3/03/11 289337 CREDIT SUISSE SEC (USA) LLC 3/10/11 40,000,000.00 99.997 39,998,600.00
PUR 3/04/11 01039MQA ALABAMA POWER CO DISC CP .1800 .180
55786 3/04/11 289338 CREDIT SUISSE SEC (USA) LLC 3/10/11 15,893,000.00 99.997 15,892,523.21
PUR 3/04/11 01039MQA ALABAMA POWER CO DISC CP .1800 .180
55787 3/04/11 289338 CREDIT SUISSE SEC (USA) LLC 3/10/11 20,788,000.00 99.997 20,787,376.36
PUR 3/04/11 01039MQA ALABAMA POWER CO DISC CP .1800 .180
55788 3/04/11 289338 CREDIT SUISSE SEC (USA) LLC 3/10/11 2,014,000.00 99.997 2,013,939.58
PUR 3/18/11 03948HQP ARCHER DANIELS MIDLAND DISC .2000 .200
55959 3/18/11 289348 CITIGROUP GBL MKT(FMLY SALO 3/23/11 18,499,000.00 99.997 18,498,486.13
PUR 3/03/11 0556N1Q4 BNP PARIBAS FINANCE INC DIS .1500 .150
55748 3/03/11 289337 BNP PARIBAS 3/04/11 100,000,000.00 100.00 99,999,583.34
PUR 3/03/11 0556N1Q4 BNP PARIBAS FINANCE INC DIS .1500 .150
55763 3/03/11 289337 BNP PARIBAS 3/04/11 29,000,000.00 100.00 28,999,879.17
PUR 3/07/11 0556N1Q8 BNP PARIBAS FINANCE INC DIS .1500 .150
55793 3/07/11 289339 BNP PARIBAS 3/08/11 50,000,000.00 100.00 49,999,791.67
PUR 3/07/11 0556N1Q8 BNP PARIBAS FINANCE INC DIS .1400 .140
55795 3/07/11 289339 BNP PARIBAS 3/08/11 5,905,000.00 100.00 5,904,977.04
PUR 3/24/11 0556N1QR BNP PARIBAS FINANCE INC DIS .1400 .140
56044 3/24/11 289352 BNP PARIBAS 3/25/11 50,000,000.00 100.00 49,999,805.56
PUR 3/24/11 0556N1QR BNP PARIBAS FINANCE INC DIS .1400 .140
56047 3/24/11 289352 BNP PARIBAS 3/25/11 10,000,000.00 100.00 9,999,961.11
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 3/01/11 THROUGH 3/31/11
CASH MANAGEMENT FD (5050) -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 3/25/11 0556N1QV BNP PARIBAS FINANCE INC DIS .1400 .140
56060 3/25/11 289353 BNP PARIBAS 3/29/11 50,000,000.00 99.998 49,999,222.22
PUR 3/01/11 06366UVR BANK OF MONTREAL YANKEE CD .1900 .190
55721 3/01/11 289335 BMO/HARRIS TRUST & SAVINGS 3/08/11 100,000,000.00 100.00 100,000,000.00
PUR 3/01/11 06366UVR BANK OF MONTREAL YANKEE CD .1900 .190
55722 3/01/11 289335 BMO/HARRIS TRUST & SAVINGS 3/08/11 25,000,000.00 100.00 25,000,000.00
PUR 3/02/11 06366UVY BANK OF MONTREAL YANKEE CD .2200 .220
55735 3/02/11 289336 BMO/HARRIS TRUST & SAVINGS 4/04/11 20,000,000.00 100.00 20,000,000.00
PUR 3/04/11 06366UWW BANK OF MONTREAL YANKEE CD .2000 .200
55784 3/04/11 289338 BMO/HARRIS TRUST & SAVINGS 3/22/11 25,000,000.00 100.00 25,000,000.00
PUR 3/09/11 06366UXH BANK OF MONTREAL YANKEE CD .1700 .170
55831 3/09/11 289341 BMO/HARRIS TRUST & SAVINGS 3/22/11 125,000,000.00 100.00 125,000,000.00
PUR 3/22/11 06366UZN BANK OF MONTREAL YANKEE CD .1800 .180
55990 3/22/11 289350 BMO/HARRIS TRUST & SAVINGS 4/15/11 65,000,000.00 100.00 65,000,000.00
PUR 3/23/11 06366UZR BANK OF MONTREAL YANKEE CD .1800 .180
56020 3/23/11 289351 BMO/HARRIS TRUST & SAVINGS 5/06/11 85,000,000.00 100.00 85,000,000.00
PUR 3/02/11 06417DD8 BANK OF NOVA SCOTIA YANKEE .2000 .200
55736 3/02/11 289336 BANK OF NOVA SCOTIA 4/01/11 88,000,000.00 100.00 88,000,000.00
PUR 3/22/11 06417DJ9 BANK OF NOVA SCOTIA YANKEE .2100 .210
55991 3/22/11 289350 BANK OF NOVA SCOTIA 5/03/11 32,000,000.00 100.00 32,000,000.00
PUR 3/03/11 13606XS8 CANADIAN IMPERIAL BK OF COM .1800 .180
55759 3/03/11 289337 CANADIAN IMPERIAL BANK 4/01/11 65,000,000.00 100.00 65,000,000.00
PUR 3/09/11 13607JHK CANADIAN IMPERIAL IBN .1800 .180
55832 3/09/11 289341 CANADIAN IMPERIAL HOLDINGS 4/01/11 65,000,000.00 100.00 65,000,000.00
PUR 3/21/11 14178MQN CARGILL INC DISC CP .2000 .200
55983 3/21/11 289349 CITIGROUP GBL MKT(FMLY SALO 3/22/11 1,709,000.00 99.999 1,708,990.50
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 3/01/11 THROUGH 3/31/11
CASH MANAGEMENT FD (5050) -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 3/02/11 14178MQV CARGILL INC DISC CP .2100 .210
55734 3/02/11 289336 CITIGROUP GBL MKT(FMLY SALO 3/29/11 24,000,000.00 99.984 23,996,220.00
PUR 3/23/11 14178MQV CARGILL INC DISC CP .2100 .210
56019 3/23/11 289351 CITIGROUP GBL MKT(FMLY SALO 3/29/11 30,000,000.00 99.997 29,998,950.00
PUR 3/02/11 1667MBUB CHEVRON CORP IBN .1500 .150
55737 3/02/11 289336 CHEVRON USA INC 3/08/11 50,000,000.00 100.00 50,000,000.00
PUR 3/04/11 1667MBUE CHEVRON CORP IBN .1600 .160
55781 3/04/11 289338 CHEVRON USA INC 3/22/11 30,000,000.00 100.00 30,000,000.00
PUR 3/09/11 1667MBUH CHEVRON CORP IBN .1300 .130
55829 3/09/11 289341 CHEVRON USA INC 3/22/11 47,000,000.00 100.00 47,000,000.00
PUR 3/10/11 1667MBUK CHEVRON CORP IBN .1300 .130
55846 3/10/11 289343 CHEVRON TEXACO CORP. 3/23/11 75,000,000.00 100.00 75,000,000.00
PUR 3/11/11 1667MBUN CHEVRON CORP IBN .1300 .130
55855 3/11/11 289343 CHEVRON USA INC 4/05/11 55,000,000.00 100.00 55,000,000.00
PUR 3/14/11 1667MBUP CHEVRON CORP IBN .1300 .130
55869 3/14/11 289343 CHEVRON USA INC 4/12/11 43,000,000.00 100.00 43,000,000.00
PUR 3/09/11 1667T1RB CHEVRON CORP DISC CP .1300 .130
55833 3/09/11 289341 TRADITION AISEL SECURITIES 4/11/11 70,000,000.00 99.988 69,991,658.34
PUR 3/10/11 19416FQX COLGATE-PALMOLIVE CO DISC C .1400 .140
55847 3/10/11 289343 CITIGROUP GBL MKT(FMLY SALO 3/31/11 55,000,000.00 99.992 54,995,508.32
PUR 3/21/11 19416FRV COLGATE-PALMOLIVE CO DISC C .1400 .140
55982 3/21/11 289349 WILLIAMS CAPITAL GROUP 4/29/11 20,000,000.00 99.985 19,996,966.67
PUR 3/23/11 2441W1QX DEERE & CO DISC CP .1700 .170
56021 3/23/11 289351 CITIGROUP GBL MKT(FMLY SALO 3/31/11 11,250,000.00 99.996 11,249,575.00
PUR 3/10/11 24422MRC JOHN DEERE CAPITAL CORP DIS .1700 .170
55936 3/17/11 289347 MERRILL LYNCH PIERCE FIXED 4/12/11 11,958,000.00 99.988 11,956,531.82
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 3/01/11 THROUGH 3/31/11
CASH MANAGEMENT FD (5050) -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 3/15/11 24422MRR JOHN DEERE CAPITAL CORP DIS .1900 .190
55898 3/15/11 289345 MERRILL LYNCH PIERCE FIXED 4/25/11 30,000,000.00 99.978 29,993,508.33
PUR 3/21/11 24422MRS JOHN DEERE CAPITAL CORP DIS .1800 .180
55979 3/21/11 289349 BARCLAYS CAPITAL INC 4/26/11 25,000,000.00 99.982 24,995,500.00
PUR 3/21/11 24422MRS JOHN DEERE CAPITAL CORP DIS .1800 .180
55974 3/21/11 289349 BGC FINANCIAL 4/26/11 33,000,000.00 99.982 32,994,060.00
PUR 3/22/11 24422MS4 JOHN DEERE CAPITAL CORP DIS .1800 .180
55992 3/22/11 289350 BGC FINANCIAL 5/04/11 18,000,000.00 99.979 17,996,130.00
PUR 3/24/11 24422MS4 JOHN DEERE CAPITAL CORP DIS .1800 .180
56046 3/24/11 289352 BGC FINANCIAL 5/04/11 50,000,000.00 99.980 49,989,750.00
PUR 3/22/11 2546R3QW WALT DISNEY CO DISC CP .1500 .150
55993 3/22/11 289350 DEUTSCHE BANK SECURITIES IN 3/30/11 8,097,000.00 99.997 8,096,730.10
PUR 3/14/11 2635J5QJ DUPONT EI DENEMOURS CO DISC .1700 .170
55887 3/14/11 289343 CREDIT SUISSE SEC (USA) LLC 3/18/11 12,634,000.00 99.998 12,633,761.36
PUR 3/09/11 2635J5QN DUPONT EI DENEMOURS CO DISC .1800 .180
55828 3/09/11 289341 CREDIT SUISSE SEC (USA) LLC 3/22/11 15,000,000.00 99.994 14,999,025.00
PUR 3/10/11 2635J5QN DUPONT EI DENEUOURS CO DISC .1800 .180
55845 3/10/11 289343 CREDIT SUISSE SEC (USA) LLC 3/22/11 50,000,000.00 99.994 49,997,000.00
PUR 3/21/11 2635J5QN DUPONT EI DENEMOURS CO DISC .1600 .160
55973 3/21/11 289349 CREDIT SUISSE SEC (USA) LLC 3/22/11 40,000,000.00 100.00 39,999,822.24
PUR 3/03/11 3022W1SL EXXON MOBIL CORP IBN .1600 .160
55758 3/03/11 289337 EXXON MOBIL CORP. 4/08/11 79,250,000.00 100.00 79,250,000.00
PUR 3/03/11 3022W1SM EXXON MOBIL CORP IBN .1600 .160
55757 3/03/11 289337 EXXON MOBIL CORP. 4/07/11 79,250,000.00 100.00 79,250,000.00
PUR 3/10/11 3022W1SQ EXXON MOBIL CORP IBN .1400 .140
55844 3/10/11 289343 EXXON MOBIL CORP. 4/04/11 68,000,000.00 100.00 68,000,000.00
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 3/01/11 THROUGH 3/31/11
CASH MANAGEMENT FD (5050) -Cont. PAGE: 53
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/10/11 3022W1SR EXXON MOBIL CORP IBN .1400 .140
55849 3/10/11 289343 EXXON MOBIL CORP. 4/05/11 45,000,000.00 100.00 45,000,000.00
PUR 3/14/11 3022W1SS EXXON MOBIL CORP IBN .1300 .130
55868 3/14/11 289343 EXXON MOBIL CORP. 4/06/11 78,500,000.00 100.00 78,500,000.00
PUR 3/02/11 3696E3MH GENERAL ELECTRIC CO IBN .2000 .200
55732 3/02/11 289336 GENERAL ELECTRIC COMPANY 4/01/11 35,000,000.00 100.00 35,000,000.00
PUR 3/11/11 3696E3MZ GENERAL ELECTRIC CO IBN .1700 .170
55854 3/11/11 289343 GENERAL ELECTRIC COMPANY 3/31/11 65,000,000.00 100.00 65,000,000.00
PUR 3/23/11 45920GR1 IBM CORPORATION DISC CP .1300 .130
56017 3/23/11 289351 BARCLAYS CAPITAL INC 4/01/11 103,750,000.00 99.997 103,746,628.13
PUR 3/23/11 45920GR1 IBM CORPORATION DISC CP .1300 .130
56016 3/23/11 289351 CITIGROUP GBL MKT(FMLY SALO 4/01/11 100,000,000.00 99.997 99,996,750.00
PUR 3/28/11 45920GR6 IBM CORPORATION DISC CP .1200 .120
56074 3/28/11 289354 CITIGROUP/CITIBANK DOMESTIC 4/06/11 5,003,000.00 99.997 5,002,849.91
PUR 3/24/11 4611K1QR INTESA FUNDING LLC DISC CP .1500 .150
56036 3/24/11 289352 MORGAN STANLEY 3/25/11 75,000,000.00 100.00 74,999,687.48
PUR 3/29/11 4611K1QW INTESSA FUNDING LLC DISC CP .1400 .140
56084 3/29/11 289355 CITIGROUP/CITIBANK DOMESTIC 3/30/11 16,230,000.00 100.00 16,229,936.88
PUR 3/29/11 4611K1QW INTESSA FUNDING LLC DISC CP .1400 .140
56083 3/29/11 289355 JP MORGAN 3/30/11 35,000,000.00 100.00 34,999,863.89
PUR 3/31/11 4611K1R1 INTESSA FUNDING LLC DISC CP .1200 .120
56094 3/31/11 289357 BARCLAYS CAPITAL INC 4/01/11 150,000,000.00 100.00 149,999,500.05
PUR 3/09/11 47816GR1 JOHNSON & JOHNSON DISC CP .1300 .130
55834 3/09/11 289341 BGC FINANCIAL 4/01/11 30,000,000.00 99.992 29,997,508.33
PUR 3/10/11 47816GR1 JOHNSON & JOHNSON DISC CP .1400 .140
55850 3/10/11 289343 DEUTSCHE BANK AG (DOMESTIC) 4/01/11 14,483,000.00 99.991 14,481,760.89
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 3/01/11 THROUGH 3/31/11
CASH MANAGEMENT FD (5050) -Cont. PAGE: 54
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/02/11 63253LLZ NAT'L AUSTRALIA FDG DE INC .1800 .180
55733 3/02/11 289336 NATL AUSTRALIA FUNDING DELA 4/01/11 32,875,000.00 100.00 32,875,000.00
PUR 3/03/11 63253LMA NAT'L AUSTRALIA FDG DE INC .1500 .150
55747 3/03/11 289337 NATL AUSTRALIA FUNDING DELA 3/04/11 100,000,000.00 100.00 100,000,000.00
PUR 3/04/11 63253LMB NAT'L AUSTRALIA FDG DE INC .1400 .140
55764 3/04/11 289338 NATL AUSTRALIA FUNDING DELA 3/07/11 60,000,000.00 100.00 60,000,000.00
PUR 3/09/11 63253LMC NAT'L AUSTRALIA FDG DE INC .1800 .180
55830 3/09/11 289341 NATL AUSTRALIA FUNDING DELA 4/08/11 28,000,000.00 100.00 28,000,000.00
PUR 3/09/11 63253LMD NAT'L AUSTRALIA FDG (DE) IN .1400 .140
55835 3/09/11 289341 NATL AUSTRALIA FUNDING DELA 3/10/11 3,135,000.00 100.00 3,135,000.00
PUR 3/11/11 63253LME NAT'L AUSTRALIA FDG DE INC .1300 .130
55856 3/11/11 289343 NATL AUSTRALIA FUNDING DELA 3/14/11 20,000,000.00 100.00 20,000,000.00
PUR 3/10/11 63253LMF NAT'L AUSTRALIA FDG DE INC .1400 .140
55932 3/17/11 289347 NATL AUSTRALIA FUNDING DELA 3/18/11 100,000,000.00 100.00 100,000,000.00
PUR 3/18/11 63253LMG NAT'L AUSTRALIA FDG DE INC .1400 .140
55952 3/18/11 289348 NATL AUSTRALIA FUNDING DELA 3/23/11 114,000,000.00 100.00 114,000,000.00
PUR 3/18/11 63253LMH NAT'L AUSTRALIA FDG DE INC .1400 .140
55953 3/18/11 289348 NATL AUSTRALIA FUNDING DELA 3/21/11 11,000,000.00 100.00 11,000,000.00
PUR 3/24/11 63253LMJ NAT'L AUSTRALIA FDG (DE) IN .1800 .180
56037 3/24/11 289352 NATL AUSTRALIA FUNDING DELA 5/02/11 100,000,000.00 100.00 100,000,000.00
PUR 3/28/11 63253LMK NAT'L AUSTRALIA FDG DE INC .1700 .170
56072 3/28/11 289354 NATL AUSTRALIA FUNDING DELA 4/29/11 80,000,000.00 100.00 80,000,000.00
PUR 3/30/11 63253LML NAT'L AUSTRALIA FDG DE INC .1900 .190
56085 3/30/11 289356 NATL AUSTRALIA FUNDING DELA 5/09/11 19,000,000.00 100.00 19,000,000.00
PUR 3/14/11 7426M5RR PRIVATE EXPORT FDG CORP DIS .1400 .140
55878 3/14/11 289343 WILLIAMS CAPITAL GROUP 4/25/11 25,000,000.00 99.984 24,995,916.67
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 3/01/11 THROUGH 3/31/11
CASH MANAGEMENT FD (5050) -Cont. PAGE: 55
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/16/11 7426M5RV PRIVATE EXPORT FDG CORP DIS .1500 .150
55922 3/16/11 289346 WILLIAMS CAPITAL GROUP 4/29/11 40,000,000.00 99.982 39,992,666.67
PUR 3/23/11 7426M5S6 PRIVATE EXPORT FDG CORP DIS .1500 .150
56018 3/23/11 289351 WILLIAMS CAPITAL GROUP 5/06/11 50,000,000.00 99.982 49,990,833.33
PUR 3/21/11 74271URR PROCTER & GAMBLE DISC CP .1600 .160
55981 3/21/11 289349 MESIROW FINANCIAL, INC 4/25/11 35,960,000.00 99.984 35,954,406.22
PUR 3/03/11 74800KRF QUEBEC PROVINCE DISC CP .1700 .170
55760 3/03/11 289337 BGC FINANCIAL 4/15/11 55,000,000.00 99.980 54,988,831.94
PUR 3/16/11 78009J3S ROYAL BANK OF CANADA YANKEE .1600 .160
55920 3/16/11 289346 ROYAL BANK OF CANADA 4/27/11 50,000,000.00 100.00 50,000,000.00
PUR 3/31/11 78009J4H ROYAL BANK OF CANADA YANKEE .1400 .140
56099 3/31/11 289357 ROYAL BANK OF CANADA 5/11/11 85,000,000.00 100.00 85,000,000.00
PUR 3/31/11 78009J4J ROYAL BANK OF CANADA YANKEE .1400 .140
56100 3/31/11 289357 ROYAL BANK OF CANADA 5/12/11 85,000,000.00 100.00 85,000,000.00
PUR 3/02/11 83365SQ3 SOCIETE GENERALE NA INC DIS .1500 .150
55739 3/02/11 289336 MERRILL LYNCH PIERCE FIXED 3/03/11 16,270,000.00 100.00 16,269,932.20
PUR 3/16/11 83365SQH SOCIETE GENERALE NA INC DIS .1400 .140
55923 3/16/11 289346 JP MORGAN 3/17/11 5,777,000.00 100.00 5,776,977.53
PUR 3/18/11 83365SQM SOICETE GENERALE NA DISC CP .1500 .150
55943 3/18/11 289348 MERRILL LYNCH PIERCE FIXED 3/21/11 150,000,000.00 99.999 149,998,125.00
PUR 3/23/11 83365SQQ SOCIETE GENERALE NA INC DIS .1400 .140
56029 3/23/11 289351 JP MORGAN 3/24/11 2,472,000.00 100.00 2,471,990.39
PUR 3/25/11 83365SQU SOCIETE GENERALE NA INC DIS .1400 .140
56059 3/25/11 289353 BARCLAYS CAPITAL INC 3/28/11 55,000,000.00 99.999 54,999,358.32
PUR 3/25/11 83365SQU SOCIETE GENERALE NA INC DIS .1400 .140
56053 3/25/11 289353 JP MORGAN 3/28/11 85,000,000.00 99.999 84,999,008.34
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 3/01/11 THROUGH 3/31/11
CASH MANAGEMENT FD (5050) -Cont. PAGE: 56
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/29/11 83365SQW SOCIETE GENERALE NA INC DIS .1300 .130
56077 3/29/11 289355 JP MORGAN 3/30/11 90,000,000.00 100.00 89,999,675.01
PUR 3/16/11 89112YXE TORONTO DOMINION BK NY YANK .2000 .200
55918 3/16/11 289346 TD SECURITIES 4/29/11 85,000,000.00 100.00 85,000,000.00
PUR 3/28/11 89112YYD TORONTO DOMINION BK NY YANK .1900 .190
56073 3/28/11 289354 TD SECURITIES 4/29/11 25,000,000.00 100.00 25,000,000.00
PUR 3/30/11 89112YYH TORONTO DOMINION BK NY YANK .1800 .180
56089 3/30/11 289356 TD SECURITIES 5/10/11 100,000,000.00 100.00 100,000,000.00
PUR 3/23/11 9127952F U.S. TREASURY BILLS .1465 .147
56028 3/23/11 289351 BNP PARIBAS SECURITIES CORP 9/22/11 60,000,000.00 99.926 59,955,317.50
PUR 3/30/11 9127952F U.S. TREASURY BILLS .1700 .170
56086 3/30/11 289356 RBC CAPITAL (DOMESTIC) 9/22/11 21,000,000.00 99.917 20,982,546.67
PUR 3/10/11 9127952L U.S. TREASURY BILLS .0200 .024
55925 3/17/11 289347 MIZUHO SECURITIES-DOMESTIC 4/14/11 200,000,000.00 99.998 199,996,222.00
PUR 3/21/11 9127952P U.S. TREASURY BILLS .1500 .150
55977 3/21/11 289349 BNP PARIBAS SECURITIES CORP 11/17/11 100,000,000.00 99.900 99,899,583.34
PUR 3/31/11 9127952P U.S. TREASURY BILLS .1810 .181
56104 3/31/11 289357 MORGAN STANLEY 11/17/11 5,145,000.00 99.884 5,139,024.51
PUR 3/31/11 9127952T US TREASURY BILLS .2000 .200
56103 3/31/11 289357 RBC CAPITAL (DOMESTIC) 12/15/11 70,000,000.00 99.856 69,899,277.78
PUR 3/29/11 9127953D U.S. TREASURY BILLS .1200 .120
56082 3/29/11 289355 JP MORGAN 8/11/11 125,000,000.00 99.955 124,943,750.00
PUR 3/21/11 9127953E U.S. TREASURY BILLS .1215 .122
55978 3/21/11 289349 RBC CAPITAL (DOMESTIC) 8/18/11 87,540,000.00 99.949 87,495,682.88
PUR 3/14/11 9127953J U.S. TREASURY BILLS .1300 .130
55879 3/14/11 289343 BARCLAYS CAPITAL INC 9/08/11 40,000,000.00 99.936 39,974,288.89
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 3/01/11 THROUGH 3/31/11
CASH MANAGEMENT FD (5050) -Cont. PAGE: 57
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/14/11 9127953J U.S. TREASURY BILLS .1250 .125
55870 3/14/11 289343 NOMURA SECURITIES INT'L (DO 9/08/11 28,500,000.00 99.938 28,482,385.42
PUR 3/15/11 9127953J U.S. TREASURY BILLS .1300 .130
55905 3/15/11 289345 DEUTSCHE BANK AG (DOMESTIC) 9/08/11 90,000,000.00 99.936 89,942,475.00
PUR 3/16/11 9127953J U.S. TREASURY BILLS .1300 .130
55919 3/16/11 289346 NOMURA SECURITIES INT'L (DO 9/08/11 60,000,000.00 99.936 59,961,866.66
PUR 3/10/11 9127953K U.S. TREASURY BILLS .1380 .138
55935 3/17/11 289347 DEUTSCHE BANK SECURITIES IN 9/15/11 70,000,000.00 99.930 69,951,163.33
PUR 3/18/11 9127953K U.S. TREASURY BILLS .1315 .132
55958 3/18/11 289348 BARCLAYS CAPITAL INC 9/15/11 45,000,000.00 99.934 44,970,248.12
PUR 3/21/11 9127953K U.S. TREASURY BILLS .1450 .145
55980 3/21/11 289349 DEUTSCHE BANK SECURITIES IN 9/15/11 55,000,000.00 99.928 54,960,568.06
PUR 3/21/11 9127953K U.S. TREASURY BILLS .1400 .140
55976 3/21/11 289349 RBC CAPITAL (DOMESTIC) 9/15/11 200,000,000.00 99.931 199,861,555.56
PUR 3/30/11 9127953K U.S. TREASURY BILLS .1620 .162
56090 3/30/11 289356 DEUTSCHE BANK SECURITIES IN 9/15/11 35,000,000.00 99.924 34,973,382.50
PUR 3/31/11 9127953L U.S. TREASURY BILLS .1650 .165
56095 3/31/11 289357 DEUTSCHE BANK SECURITIES IN 9/29/11 200,000,000.00 99.917 199,833,166.68
PUR 3/31/11 9127953L U.S. TREASURY BILLS .1645 .165
56098 3/31/11 289357 RBC CAPITAL (DOMESTIC) 9/29/11 80,000,000.00 99.917 79,933,468.89
PUR 3/31/11 9127953L U.S. TREASURY BILLS .1660 .166
56101 3/31/11 289357 RBC CAPITAL (DOMESTIC) 9/29/11 80,000,000.00 99.916 79,932,862.22
PUR 3/11/11 91302DQE UNITED TECHNOLOGIES CORP DC .1500 .150
55863 3/11/11 289343 MERRILL LYNCH PIERCE FIXED 3/14/11 35,000,000.00 99.999 34,999,562.50
PUR 3/03/11 91302DQQ UNITED TECHNOLOGIES CORP DC .1600 .160
55762 3/03/11 289337 MERRILL LYNCH PIERCE FIXED 3/24/11 25,000,000.00 99.991 24,997,666.68
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 3/01/11 THROUGH 3/31/11
CASH MANAGEMENT FD (5050) -Cont. PAGE: 58
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/04/11 91302DQR UNITED TECHNOLOGIES CORP DC .1600 .160
55785 3/04/11 289338 MERRILL LYNCH PIERCE FIXED 3/25/11 26,107,000.00 99.991 26,104,563.36
PUR 3/10/11 91302DQX UNITED TECHNOLOGIES CORP DI .1700 .170
55848 3/10/11 289343 MERRILL LYNCH PIERCE FIXED 3/31/11 67,050,000.00 99.990 67,043,350.85
PUR 3/15/11 93114FRC WALMART STORES INC DISC CP .1400 .140
55900 3/15/11 289345 BGC FINANCIAL 4/12/11 75,000,000.00 99.989 74,991,833.34
PUR 3/15/11 93114FRD WALMART STORES INC DISC CP .1400 .140
55899 3/15/11 289345 BGC FINANCIAL 4/13/11 70,000,000.00 99.989 69,992,105.55
PUR 3/16/11 93114FRS WALMART STORES INC DISC CP .1500 .150
55914 3/16/11 289346 CITIGROUP GBL MKT(FMLY SALO 4/26/11 95,000,000.00 99.983 94,983,770.83
PUR 3/21/11 93114FRV WALMART STORES DISC CP .1500 .150
55975 3/21/11 289349 BGC FINANCIAL 4/29/11 63,500,000.00 99.984 63,489,681.25
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 6724544000.00 6723270721.73
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 6724544000.00 6723270721.73
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 3/01/11 9127952D U.S. TREASURY BILLS .1800 .180
53457 3/01/11 289335 NOMURA SECURITIES INT'L INC 3/03/11 45,185,000.00 100.00 45,184,868.21 320.06
SALE 3/11/11 9127952L U.S. TREASURY BILLS .1680 .168
53868 3/11/11 289343 MIZUHO SECURITIES 4/14/11 100,000,000.00 99.998 99,998,111.00 13,977.66
SALE 3/11/11 9127952L U.S. TREASURY BILLS .1675 .168
53890 3/11/11 289343 MIZUHO SECURITIES 4/14/11 95,000,000.00 99.998 94,998,205.45 13,233.92
SALE 3/11/11 9127952L U.S. TREASURY BILLS .1665 .167
53940 3/11/11 289343 MIZUHO SECURITIES 4/14/11 5,000,000.00 99.998 4,999,905.55 691.80
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 3/01/11 THROUGH 3/31/11
CASH MANAGEMENT FD (5050) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/25/11 9127952L U.S. TREASURY BILLS .1665 .167
53940 3/25/11 289353 BARCLAYS CAPITAL INC 4/14/11 5,120,000.00 99.999 5,119,928.89 402.49
SALE 3/08/11 912795V9 U.S. TREASURY BILLS .1745 .175
53666 3/08/11 253666 MERRILL LYNCH PIERCE FIXED 3/10/11 82,466,000.00 100.00 82,465,816.74 616.20
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 332,771,000.00 332,766,835.84 29,242.13
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 332,771,000.00 332,766,835.84 29,242.13
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 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 3/15/11 00105510 AFLAC
55910 3/18/11 424745 BLAYLOCK ROBERT VAN LLC 10,000.00 48.696 100.00 487,064.00
PUR 3/01/11 00108410 AGCO CORP
55693 3/04/11 424698 CREDIT SUISSE SEC (USA) LLC 80,000.00 54.260 2,400.00 4,343,208.00
PUR 3/23/11 00508X20 ACTUANT CORP.
19160 3/28/11 424771 PRINCETON SECURITIES GROUP 66,000.00 27.699 660.00 1,828,767.60
PUR 3/24/11 00508X20 ACTUANT CORP.
19160 3/29/11 424775 PRINCETON SECURITIES GROUP 160,000.00 27.889 1,600.00 4,463,808.00
PUR 3/24/11 02637510 AMERICAN GREETINGS CORP-CL
51643 3/29/11 424775 WILLIAMS CAPITAL GROUP 25,000.00 22.966 250.00 574,405.00
PUR 3/16/11 02991220 AMERICAN TOWER CORP CL-A
55926 3/21/11 424749 BLAYLOCK ROBERT VAN LLC 100,000.00 50.505 1,000.00 5,051,510.00
PUR 3/16/11 02991220 AMERICAN TOWER CORP CL-A
55926 3/21/11 424749 WILLIAMS CAPITAL GROUP 100,000.00 50.471 1,000.00 5,048,080.00
PUR 3/21/11 02991220 AMERICAN TOWER CORP CL-A
55926 3/24/11 424763 BLAYLOCK ROBERT VAN LLC 113,000.00 46.849 1,130.00 5,295,089.60
PUR 3/21/11 02991220 AMERICAN TOWER CORP CL-A
55926 3/24/11 424763 WILLIAMS CAPITAL GROUP 112,000.00 46.955 1,120.00 5,260,124.80
PUR 3/11/11 03611510 ANN TAYLOR
55691 3/16/11 424734 BMO CAPITAL MARKETS/EXECUTI 10,000.00 27.112 100.00 271,216.00
PUR 3/16/11 03611510 ANN TAYLOR
55691 3/21/11 424749 WILLIAMS CAPITAL GROUP 10,000.00 27.893 100.00 279,028.00
PUR 3/03/11 04351G10 ASCENA RETAIL GROUP INC
55123 3/08/11 424708 ITG (CHANNEL) 33,000.00 31.255 231.00 1,031,636.10
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
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/01/11 04410310 ASHFORD HOSPITALITY TRUST
55122 3/04/11 424698 BUCKINGHAM RESEARCH GROUP I 5,500.00 10.250 220.00 56,595.00
PUR 3/14/11 04410310 ASHFORD HOSPITALITY TRUST
55122 3/17/11 424741 BLAYLOCK ROBERT VAN LLC 25,000.00 10.306 250.00 257,907.50
PUR 3/17/11 04410310 ASHFORD HOSPITALITY TRUST
55122 3/22/11 424753 WILLIAMS CAPITAL GROUP 10,000.00 9.996 100.00 100,064.00
PUR 3/18/11 04532710 ASPEN TECHNOLOGY INC.
06523 3/23/11 424759 ITG (CHANNEL) 20,000.00 14.585 140.00 291,838.00
PUR 3/22/11 04532710 ASPEN TECHNOLOGY INC.
06523 3/25/11 424767 ITG (CHANNEL) 12,691.00 14.888 88.84 189,031.18
PUR 3/23/11 04532710 ASPEN TECHNOLOGY INC.
06523 3/28/11 424771 ITG (CHANNEL) 7,309.00 14.776 51.16 108,049.67
PUR 3/17/11 05367P10 AVID TECHNOLOGY INC
09989 3/22/11 424753 ITG (CHANNEL) 20,000.00 21.300 140.00 426,134.00
PUR 3/18/11 05367P10 AVID TECHNOLOGY INC
09989 3/23/11 424759 ITG (CHANNEL) 20,000.00 22.746 140.00 455,050.00
PUR 3/23/11 05548J10 BJ'S WHOLESALE CLUB INC
56033 3/28/11 424771 WILLIAMS CAPITAL GROUP 38,000.00 48.735 380.00 1,852,313.80
PUR 3/17/11 05851610 BALLANTYNE STRONG INC
28675 3/22/11 424753 BLAYLOCK ROBERT VAN LLC 10,000.00 6.462 100.00 64,718.00
PUR 3/22/11 05851610 BALLANTYNE STRONG INC
28675 3/25/11 424767 BLAYLOCK ROBERT VAN LLC 20,000.00 6.453 200.00 129,256.00
PUR 3/23/11 05851610 BALLANTYNE STRONG INC
28675 3/28/11 424771 ICAP CORPORATES LLC 20,000.00 6.443 200.00 129,052.00
PUR 3/17/11 07401410 BEASLEY BROADCAST GROUP INC
15774 3/22/11 424753 ITG (CHANNEL) 2,229.00 6.116 15.60 13,647.05
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 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 62
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/18/11 07401410 BEASLEY BROADCAST GROUP INC
15774 3/23/11 424759 ITG (CHANNEL) 345.00 6.133 2.42 2,118.41
PUR 3/21/11 07401410 BEASLEY BROADCAST GROUP INC
15774 3/24/11 424763 ITG (CHANNEL) 110.00 6.459 .77 711.22
PUR 3/22/11 07401410 BEASLEY BROADCAST GROUP INC
15774 3/25/11 424767 ITG (CHANNEL) 124.00 6.440 .87 799.45
PUR 3/23/11 07401410 BEASLEY BROADCAST GROUP INC
15774 3/28/11 424771 ITG (CHANNEL) 1,117.00 6.437 7.82 7,198.06
PUR 3/24/11 07401410 BEASLEY BROADCAST GROUP INC
15774 3/29/11 424775 ITG (CHANNEL) 2,000.00 6.492 14.00 12,997.60
PUR 3/25/11 07401410 BEASLEY BROADCAST GROUP INC
15774 3/30/11 424780 ITG (CHANNEL) 7.00 6.494 .05 45.51
PUR 3/28/11 07401410 BEASLEY BROADCAST GROUP INC
15774 3/31/11 424784 ITG (CHANNEL) 712.00 6.831 4.98 4,868.30
PUR 3/29/11 07401410 BEASLEY BROADCAST GROUP INC
15774 4/01/11 424788 ITG (CHANNEL) 3,356.00 6.798 23.49 22,835.90
PUR 3/02/11 09534T50 BLUE COAT SYSTEMS, INC.
23366 3/07/11 424704 GOLDMAN SACHS & COMPANY 50,000.00 26.886 1,500.00 1,345,775.00
PUR 3/23/11 11776U30 BSQUARE CORP
47459 3/28/11 424771 ITG (CHANNEL) 10,000.00 7.447 70.00 74,536.00
PUR 3/30/11 16725010 CHICAGO BRIDGE & IRON COM
56093 4/04/11 424792 ICAP CORPORATES LLC 65,000.00 40.955 650.00 2,662,731.50
PUR 3/31/11 16725010 CHICAGO BRIDGE & IRON COM
56093 4/05/11 424796 ICAP CORPORATES LLC 135,000.00 40.959 1,350.00 5,530,828.50
PUR 3/18/11 16934Q10 CHIMERA INVT CORP
55960 3/23/11 424759 BLAYLOCK ROBERT VAN LLC 50,000.00 4.240 500.00 212,500.00
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 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 63
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TRXN/ TRADE/ 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 3/02/11 17275R10 CISCO SYSTEMS INC
14693 3/07/11 424704 GOLDMAN SACHS & COMPANY 50,000.00 18.590 1,500.00 931,000.00
PUR 3/10/11 17275R10 CISCO SYSTEMS INC
14693 3/15/11 424730 ITG (CHANNEL) 100,000.00 17.947 700.00 1,795,370.00
PUR 3/15/11 17275R10 CISCO SYSTEMS INC
14693 3/18/11 424745 MERRIMAN/OTC 50,000.00 17.360 500.00 868,500.00
PUR 3/31/11 17275R10 CISCO SYSTEMS INC
14693 4/05/11 424796 ITG (CHANNEL) 150,000.00 17.168 1,050.00 2,576,265.00
PUR 3/23/11 17285T20 CITADEL BROADCASTING CORP-A
56032 3/28/11 424771 INSTINET (PORTAL) 20,000.00 34.364 140.00 687,416.00
PUR 3/24/11 19238U10 COGDELL SPENCER INC.
40172 3/29/11 424775 BLAYLOCK ROBERT VAN LLC 25,000.00 5.847 250.00 146,420.00
PUR 3/17/11 22841110 CROWN MEDIA HOLDINGS-CL A
55939 3/22/11 424753 INSTINET (PORTAL) 18,046.00 1.906 126.32 34,523.80
PUR 3/17/11 22841110 CROWN MEDIA HOLDINGS-CL A
55939 3/22/11 424753 ITG (CHANNEL) 3,714.00 1.915 26.00 7,139.05
PUR 3/18/11 22841110 CROWN MEDIA HOLDINGS-CL A
55939 3/23/11 424759 INSTINET (PORTAL) 8,240.00 1.948 57.68 16,107.55
PUR 3/22/11 22841110 CROWN MEDIA HOLDINGS-CL A
55939 3/25/11 424767 ITG (CHANNEL) 13,840.00 2.083 96.88 28,918.68
PUR 3/23/11 22841110 CROWN MEDIA HOLDINGS-CL A
55939 3/28/11 424771 ITG (CHANNEL) 18,776.00 2.209 131.43 41,603.86
PUR 3/23/11 22841110 CROWN MEDIA HOLDINGS-CL A
55939 3/28/11 424771 ITG (CHANNEL) 6,160.00 2.153 43.12 13,303.14
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 24,936.00 2.195 54,907.00
174.55
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 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 64
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TRXN/ TRADE/ 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 3/24/11 22841110 CROWN MEDIA HOLDINGS-CL A
55939 3/29/11 424775 ITG (CHANNEL) 11,224.00 2.263 78.57 25,478.48
PUR 3/15/11 23281A30 RESS SHARPRIDGE INVESTMENTS
55908 3/18/11 424745 WILLIAMS CAPITAL GROUP 50,000.00 12.506 500.00 625,820.00
PUR 3/16/11 23281A30 RESS SHARPRIDGE INVESTMENTS
55908 3/21/11 424749 WILLIAMS CAPITAL GROUP 50,000.00 12.500 500.00 625,500.00
PUR 3/24/11 23281A30 RESS SHARPRIDGE INVESTMENTS
55908 3/29/11 424775 BLAYLOCK ROBERT VAN LLC 17,000.00 12.750 170.00 216,920.00
PUR 3/24/11 25159110 DEVELOPERS DIVERSIFIED RLTY
39741 3/29/11 424775 BLAYLOCK ROBERT VAN LLC 10,000.00 13.789 100.00 137,990.00
PUR 3/31/11 29101110 EMERSON ELECTRI
56114 4/05/11 424796 ICAP CORPORATES LLC 155,000.00 58.574 1,550.00 9,080,473.50
PUR 3/31/11 29101110 EMERSON ELECTRI
56114 4/05/11 424796 PRINCETON SECURITIES GROUP 155,000.00 58.597 1,550.00 9,084,131.50
PUR 3/17/11 29363910 ENTERCOM COMMUNICATIONS COR
34991 3/22/11 424753 BLAYLOCK ROBERT VAN LLC 10,000.00 10.286 100.00 102,956.00
PUR 3/22/11 29363910 ENTERCOM COMMUNICATIONS COR
34991 3/25/11 424767 WILLIAMS CAPITAL GROUP 10,000.00 10.064 100.00 100,738.00
PUR 3/23/11 29363910 ENTERCOM COMMUNICATIONS COR
34991 3/28/11 424771 ICAP CORPORATES LLC 10,000.00 10.072 100.00 100,819.00
PUR 3/17/11 29382R10 ENTRAVISION COMMUNICATION
55940 3/22/11 424753 BLAYLOCK ROBERT VAN LLC 50,000.00 2.121 500.00 106,550.00
PUR 3/18/11 29382R10 ENTRAVISION COMMUNICATION
55940 3/23/11 424759 BMO CAPITAL MARKETS/EXECUTI 50,000.00 2.131 500.00 107,025.00
PUR 3/22/11 29382R10 ENTRAVISION COMMUNICATION
55940 3/25/11 424767 BMO CAPITAL MARKETS/EXECUTI 20,000.00 2.199 200.00 44,188.00
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 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 65
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/23/11 29382R10 ENTRAVISION COMMUNICATION
55940 3/28/11 424771 ICAP CORPORATES LLC 30,000.00 2.239 300.00 67,461.00
PUR 3/17/11 30161N10 EXELON CORP.
18384 3/22/11 424753 BLAYLOCK ROBERT VAN LLC 150,000.00 39.351 1,500.00 5,904,120.00
PUR 3/10/11 30231G10 EXXON MOBIL CORP.
15200 3/15/11 424730 CAPIS/SOFT 100,000.00 82.187 5,000.00 8,223,700.00
PUR 3/02/11 34537086 FORD MOTOR CO
51546 3/07/11 424704 GOLDMAN SACHS & COMPANY 50,000.00 14.820 2,000.00 743,000.00
PUR 3/15/11 35671D85 FREEPORT-MCMORAN COPPER-B
55909 3/18/11 424745 GRISWOLD COMPANY 175,000.00 50.056 1,750.00 8,761,480.00
PUR 3/15/11 35671D85 FREEPORT-MCMORAN COPPER-B
55909 3/18/11 424745 ICAP CORPORATES LLC 175,000.00 50.068 1,750.00 8,763,597.50
PUR 3/17/11 35671D85 FREEPORT-MCMORAN COPPER-B
55909 3/22/11 424753 GRISWOLD COMPANY 200,000.00 52.156 2,000.00 10,433,100.00
PUR 3/17/11 35671D85 FREEPORT-MCMORAN COPPER-B
55909 3/22/11 424753 ICAP CORPORATES LLC 200,000.00 52.238 2,000.00 10,449,680.00
PUR 3/21/11 35671D85 FREEPORT-MCMORAN COPPER-B
55909 3/24/11 424763 ICAP CORPORATES LLC 250,000.00 52.080 2,500.00 13,022,400.00
PUR 3/23/11 35671D85 FREEPORT-MCMORAN COPPER-B
55909 3/28/11 424771 PRINCETON SECURITIES GROUP 95,000.00 54.109 950.00 5,141,305.00
PUR 3/30/11 35671D85 FREEPORT-MCMORAN COPPER-B
55909 4/04/11 424792 CASTLE OAK SECURITIES 120,000.00 54.978 1,200.00 6,598,524.00
PUR 3/30/11 35671D85 FREEPORT-MCMORAN COPPER-B
55909 4/04/11 424792 JACKSON SECS 86,000.00 55.014 860.00 4,732,038.20
PUR 3/30/11 35671D85 FREEPORT-MCMORAN COPPER-B
55909 4/04/11 424792 PACIFIC AMERICAN SECURITIES 120,000.00 54.997 1,200.00 6,600,852.00
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 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 66
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/02/11 37045V10 GENERAL MOTORS CO
54469 3/07/11 424704 GOLDMAN SACHS & COMPANY 50,000.00 33.045 2,000.00 1,654,270.00
PUR 3/24/11 38259P50 GOOGLE INC
33648 3/29/11 424775 ITG (CHANNEL) 2,000.00 580.64 14.00 1,161,308.60
PUR 3/01/11 41651510 HARTFORD FINANCIAL SVCS GRO
55724 3/04/11 424698 GOLDMAN SACHS & COMPANY 140,000.00 29.006 5,600.00 4,066,496.00
PUR 3/23/11 42270410 HECLA MINING CO.
25930 3/28/11 424771 CABRERA 100,000.00 9.285 1,000.00 929,480.00
PUR 3/23/11 42270410 HECLA MINING CO.
25930 3/28/11 424771 CASTLE OAK SECURITIES 100,000.00 9.185 1,000.00 919,500.00
PUR 3/23/11 42270410 HECLA MINING CO.
25930 3/28/11 424771 GUZMAN & CO. 100,000.00 9.322 1,000.00 933,240.00
PUR 3/23/11 42270410 HECLA MINING CO.
25930 3/28/11 424771 JACKSON SECS 100,000.00 9.311 1,000.00 932,130.00
PUR 3/23/11 42270410 HECLA MINING CO.
25930 3/28/11 424771 LOOP CAPITAL 100,000.00 9.332 1,000.00 934,190.00
PUR 3/23/11 42270410 HECLA MINING CO.
25930 3/28/11 424771 MURIEL SEIBERT & CO 100,000.00 9.333 1,000.00 934,340.00
PUR 3/23/11 42270410 HECLA MINING CO.
25930 3/28/11 424771 PACIFIC AMERICAN SECURITIES 105,000.00 9.267 1,050.00 974,085.00
PUR 3/23/11 42270410 HECLA MINING CO.
25930 3/28/11 424771 PRINCETON SECURITIES GROUP 200,000.00 9.275 2,000.00 1,857,080.00
PUR 3/23/11 42270410 HECLA MINING CO.
25930 3/28/11 424771 STURDIVANT/EXECUTION 100,000.00 9.154 1,000.00 916,400.00
PUR 3/24/11 42270410 HECLA MINING CO.
25930 3/29/11 424775 CABRERA 100,000.00 9.195 1,000.00 920,530.00
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 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 67
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/24/11 42270410 HECLA MINING CO.
25930 3/29/11 424775 CASTLE OAK SECURITIES 100,000.00 9.210 1,000.00 922,010.00
PUR 3/24/11 42270410 HECLA MINING CO.
25930 3/29/11 424775 GRISWOLD COMPANY 150,000.00 9.452 1,500.00 1,419,225.00
PUR 3/24/11 42270410 HECLA MINING CO.
25930 3/29/11 424775 GUZMAN & CO. 100,000.00 9.193 1,000.00 920,300.00
PUR 3/24/11 42270410 HECLA MINING CO.
25930 3/29/11 424775 ICAP CORPORATES LLC 150,000.00 9.440 1,500.00 1,417,545.00
PUR 3/24/11 42270410 HECLA MINING CO.
25930 3/29/11 424775 LOOP CAPITAL 100,000.00 9.197 1,000.00 920,710.00
PUR 3/24/11 42270410 HECLA MINING CO.
25930 3/29/11 424775 MERIDIAN EQUITY PARTNERS 150,000.00 9.384 1,500.00 1,409,130.00
PUR 3/24/11 42270410 HECLA MINING CO.
25930 3/29/11 424775 MURIEL SEIBERT & CO 100,000.00 9.199 1,000.00 920,870.00
PUR 3/24/11 42270410 HECLA MINING CO.
25930 3/29/11 424775 PRINCETON SECURITIES GROUP 150,000.00 9.447 1,500.00 1,418,490.00
PUR 3/30/11 42270410 HECLA MINING CO.
25930 4/04/11 424792 BLAYLOCK ROBERT VAN LLC 50,000.00 8.957 500.00 448,330.00
PUR 3/30/11 42270410 HECLA MINING CO.
25930 4/04/11 424792 BMO CAPITAL MARKETS/EXECUTI 50,000.00 8.958 500.00 448,420.00
PUR 3/30/11 42270410 HECLA MINING CO.
25930 4/04/11 424792 GRISWOLD COMPANY 100,000.00 8.999 1,000.00 900,860.00
PUR 3/30/11 42270410 HECLA MINING CO.
25930 4/04/11 424792 ICAP CORPORATES LLC 100,000.00 8.994 1,000.00 900,430.00
PUR 3/30/11 42270410 HECLA MINING CO.
25930 4/04/11 424792 MERIDIAN EQUITY PARTNERS 100,000.00 8.983 1,000.00 899,320.00
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 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 68
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/30/11 42270410 HECLA MINING CO.
25930 4/04/11 424792 PRINCETON SECURITIES GROUP 100,000.00 8.988 1,000.00 899,770.00
PUR 3/30/11 42270410 HECLA MINING CO.
25930 4/04/11 424792 WILLIAMS CAPITAL GROUP 95,000.00 8.971 950.00 853,214.00
PUR 3/15/11 43707610 HOME DEPOT INC
9428 3/18/11 424745 BNY CONVERGEX(EXECUTIONS) 18,000.00 36.000 90.00 648,090.00
PUR 3/17/11 43707610 HOME DEPOT INC
9428 3/22/11 424753 BLAYLOCK ROBERT VAN LLC 10,000.00 35.791 100.00 358,007.00
PUR 3/29/11 43851610 HONEYWELL INTERNATIONAL INC
15341 4/01/11 424788 BLAYLOCK ROBERT VAN LLC 50,000.00 59.301 500.00 2,965,540.00
PUR 3/29/11 43851610 HONEYWELL INTERNATIONAL INC
15341 4/01/11 424788 BMO CAPITAL MARKETS/EXECUTI 50,000.00 59.284 500.00 2,964,710.00
PUR 3/29/11 43851610 HONEYWELL INTERNATIONAL INC
15341 4/01/11 424788 CASTLE OAK SECURITIES 81,000.00 58.713 810.00 4,756,546.80
PUR 3/29/11 43851610 HONEYWELL INTERNATIONAL INC
15341 4/01/11 424788 MURIEL SEIBERT & CO 81,000.00 58.818 810.00 4,765,059.90
PUR 3/29/11 43851610 HONEYWELL INTERNATIONAL INC
15341 4/01/11 424788 PRINCETON SECURITIES GROUP 125,000.00 58.185 1,250.00 7,274,412.50
PUR 3/29/11 43851610 HONEYWELL INTERNATIONAL INC
15341 4/01/11 424788 WILLIAMS CAPITAL GROUP 43,000.00 58.916 430.00 2,533,826.60
PUR 3/02/11 45071R10 IXIA
18299 3/07/11 424704 GOLDMAN SACHS & COMPANY 50,000.00 17.593 1,500.00 881,160.00
PUR 3/21/11 45071R10 IXIA
18299 3/24/11 424763 CAPIS/SOFT 53,971.00 15.501 2,698.55 839,292.23
PUR 3/22/11 45071R10 IXIA
18299 3/25/11 424767 CAPIS/SOFT 46,029.00 15.479 2,301.45 714,779.74
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
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 69
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TRXN/ TRADE/ 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 3/11/11 46981410 JACOBS ENGIN GR
55205 3/16/11 424734 MERIDIAN EQUITY PARTNERS 300,000.00 48.652 3,000.00 14,598,600.00
PUR 3/11/11 48242W10 KBR INC
37170 3/16/11 424734 PACIFIC AMERICAN SECURITIES 300,000.00 33.637 3,000.00 10,094,160.00
PUR 3/18/11 48242W10 KBR INC
37170 3/23/11 424759 GRISWOLD COMPANY 47,000.00 35.460 470.00 1,667,080.60
PUR 3/18/11 48242W10 KBR INC
37170 3/23/11 424759 ICAP CORPORATES LLC 47,000.00 35.381 470.00 1,663,381.70
PUR 3/21/11 48242W10 KBR INC
37170 3/24/11 424763 GRISWOLD COMPANY 75,000.00 36.606 750.00 2,746,170.00
PUR 3/21/11 48242W10 KBR INC
37170 3/24/11 424763 ICAP CORPORATES LLC 75,000.00 36.621 750.00 2,747,325.00
PUR 3/28/11 48917010 KENNAMETAL INC.
26062 3/31/11 424784 GRISWOLD COMPANY 200,000.00 38.894 2,000.00 7,780,780.00
PUR 3/29/11 48917010 KENNAMETAL INC.
26062 4/01/11 424788 PACIFIC AMERICAN SECURITIES 135,000.00 38.879 1,350.00 5,249,988.00
PUR 3/15/11 49375T10 KID BRANDS INC
48662 3/18/11 424745 WILLIAMS CAPITAL GROUP 35,000.00 6.995 350.00 245,178.50
PUR 3/16/11 49375T10 KID BRANDS INC
48662 3/21/11 424749 BMO CAPITAL MARKETS/EXECUTI 25,000.00 7.399 250.00 185,220.00
PUR 3/16/11 49375T10 KID BRANDS INC
48662 3/21/11 424749 WILLIAMS CAPITAL GROUP 25,000.00 7.502 250.00 187,792.50
PUR 3/03/11 52605710 LENNAR CORP. CL A
41663 3/08/11 424708 SIDOTI & CO 25,000.00 20.447 1,000.00 512,182.50
PUR 3/24/11 52605710 LENNAR CORP. CL A
41663 3/29/11 424775 BLAYLOCK ROBERT VAN LLC 10,000.00 19.891 100.00 199,014.00
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 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 70
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/16/11 53932010 LIZ CLAIBORNE
55548 3/21/11 424749 WILLIAMS CAPITAL GROUP 25,000.00 5.243 250.00 131,325.00
PUR 3/17/11 53932010 LIZ CLAIBORNE
55548 3/22/11 424753 WILLIAMS CAPITAL GROUP 20,000.00 5.222 200.00 104,644.00
PUR 3/11/11 54634710 LOUISIANA-PACIFIC CORP.
11007 3/16/11 424734 PRINCETON SECURITIES GROUP 600,000.00 9.937 6,000.00 5,968,320.00
PUR 3/14/11 54634710 LOUISIANA-PACIFIC CORP.
11007 3/17/11 424741 GUZMAN & CO. 100,000.00 10.240 1,000.00 1,024,980.00
PUR 3/14/11 54634710 LOUISIANA-PACIFIC CORP.
11007 3/17/11 424741 LOOP CAPITAL 100,000.00 10.146 1,000.00 1,015,620.00
PUR 3/14/11 54634710 LOUISIANA-PACIFIC CORP.
11007 3/17/11 424741 PACIFIC AMERICAN SECURITIES 100,000.00 10.072 1,000.00 1,008,220.00
PUR 3/14/11 54634710 LOUISIANA-PACIFIC CORP.
11007 3/17/11 424741 STURDIVANT/EXECUTION 100,000.00 10.236 1,000.00 1,024,620.00
PUR 3/21/11 54634710 LOUISIANA-PACIFIC CORP.
11007 3/24/11 424763 PRINCETON SECURITIES GROUP 250,000.00 10.120 2,500.00 2,532,375.00
PUR 3/23/11 56275010 MANHATTAN ASSOCIATES INC
20509 3/28/11 424771 ITG (CHANNEL) 10,000.00 30.571 70.00 305,778.00
PUR 3/17/11 58506K10 MEDQUIST HOLDINGS INC
55483 3/22/11 424753 ITG (CHANNEL) 50,000.00 8.954 350.00 448,035.00
PUR 3/23/11 58720010 MENTOR GRAPHICS
56031 3/28/11 424771 ITG (CHANNEL) 40,000.00 15.000 280.00 600,296.00
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 BLAYLOCK ROBERT VAN LLC 1,075.00 43.250 46,493.75
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 BNP PARIBAS SECURITIES CORP 2,400.00 43.250 103,800.00
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 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 71
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 CABRERA 2,400.00 43.250 103,800.00
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 CASTLE OAK SECURITIES 1,713.00 43.250 74,087.25
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 CITIGROUP/CITIBANK DOMESTIC 29,500.00 43.250 1,275,875.00
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 CREDIT SUISSE SEC (USA) LLC 22,125.00 43.250 956,906.25
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 DEUTSCHE BANK AG (DOMESTIC) 17,700.00 43.250 765,525.00
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 GOLDMAN SACHS & COMPANY 73,160.00 43.250 3,164,170.00
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 GUZMAN & CO. 1,713.00 43.250 74,087.25
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 HSBC (DOMESTIC) 1,712.00 43.250 74,044.00
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 JP MORGAN 17,700.00 43.250 765,525.00
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 LEBENTHAL 1,713.00 43.250 74,087.25
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 LOOP CAPITAL 1,713.00 43.250 74,087.25
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 M.R. BEALE 2,400.00 43.250 103,800.00
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 MERRILL LYNCH, PIERCE,FENNE 17,700.00 43.250 765,525.00
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 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 72
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 MFR SECURITIES 1,713.00 43.250 74,087.25
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 MIZUHO SECURITIES-DOMESTIC 2,400.00 43.250 103,800.00
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 MORGAN STANLEY 17,700.00 43.250 765,525.00
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 MURIEL SEIBERT & CO 1,713.00 43.250 74,087.25
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 NOMURA SECURITIES INT'L (DO 2,400.00 43.250 103,800.00
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 PIPER JAFFRAY & CO 1,712.00 43.250 74,044.00
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 PNC CAPITAL MARKETS 2,400.00 43.250 103,800.00
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 RAMIREZ 1,712.00 43.250 74,044.00
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 RBC CAPITAL (DOMESTIC) 2,400.00 43.250 103,800.00
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 RBS GREENWICH 2,400.00 43.250 103,800.00
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 SCOTIA CAPITAL MARKETS (DOM 2,400.00 43.250 103,800.00
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 SG AMERICAS (DOMESTIC) 2,400.00 43.250 103,800.00
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 SMBC 2,400.00 43.250 103,800.00
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 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 73
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 TOUSSAINT CAPITAL 1,713.00 43.250 74,087.25
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 UBS WARBURG LLC 17,700.00 43.250 765,525.00
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 UBS WARBURG LLC 17,700.00 43.250 765,525.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 35,400.00 43.250 1,531,050.00
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 WELLS FARGO SECURITIES 17,700.00 43.250 765,525.00
PUR 3/03/11 59156R10 METLIFE, INC.
22268 3/08/11 424712 WILLIAMS CAPITAL GROUP 1,713.00 43.250 74,087.25
PUR 3/23/11 65163910 NEWMONT MINING CORP.
38331 3/28/11 424771 BLAYLOCK ROBERT VAN LLC 100,001.00 54.549 1,000.01 5,455,904.56
PUR 3/23/11 65163910 NEWMONT MINING CORP.
38331 3/28/11 424771 CAPIS/SOFT 67,300.00 54.587 3,365.00 3,677,083.56
PUR 3/23/11 65163910 NEWMONT MINING CORP.
38331 3/28/11 424771 JACKSON SECS 84,699.00 54.548 846.99 4,621,016.51
PUR 3/23/11 65163910 NEWMONT MINING CORP.
38331 3/28/11 424771 LOOP CAPITAL 100,000.00 54.610 1,000.00 5,461,980.00
PUR 3/24/11 65163910 NEWMONT MINING CORP.
38331 3/29/11 424775 JACKSON SECS 119,000.00 54.464 1,190.00 6,482,358.40
PUR 3/24/11 65163910 NEWMONT MINING CORP.
38331 3/29/11 424775 STURDIVANT/EXECUTION 119,000.00 54.477 1,190.00 6,483,917.30
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 74
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/30/11 65163910 NEWMONT MINING CORP.
38331 4/04/11 424792 BMO CAPITAL MARKETS/EXECUTI 105,000.00 54.030 1,050.00 5,674,168.50
PUR 3/30/11 65163910 NEWMONT MINING CORP.
38331 4/04/11 424792 WILLIAMS CAPITAL GROUP 105,000.00 54.048 1,050.00 5,676,069.00
PUR 3/10/11 65584410 NORFOLK SOUTHERN CORP.
44991 3/15/11 424730 CAPIS/SOFT 300,000.00 64.862 15,000.00 19,473,690.00
PUR 3/10/11 65584410 NORFOLK SOUTHERN CORP.
44991 3/15/11 424730 LOOP CAPITAL 37,000.00 64.737 370.00 2,395,627.90
PUR 3/11/11 65584410 NORFOLK SOUTHERN CORP.
44991 3/16/11 424734 JACKSON SECS 105,000.00 66.622 1,050.00 6,996,381.00
PUR 3/17/11 66680710 NORTHROP GRUMMAN CORP.
19452 3/22/11 424753 CASTLE OAK SECURITIES 125,000.00 66.339 1,250.00 8,293,662.50
PUR 3/17/11 66680710 NORTHROP GRUMMAN CORP.
19452 3/22/11 424753 MURIEL SEIBERT & CO 125,000.00 66.387 1,250.00 8,299,650.00
PUR 3/18/11 66680710 NORTHROP GRUMMAN CORP.
19452 3/23/11 424759 MERIDIAN EQUITY PARTNERS 145,000.00 66.392 1,450.00 9,628,304.50
PUR 3/21/11 66680710 NORTHROP GRUMMAN CORP.
19452 3/24/11 424763 MERIDIAN EQUITY PARTNERS 80,000.00 68.209 800.00 5,457,528.00
PUR 3/24/11 67622010 OFFICE DEPOT
51893 3/29/11 424775 BLAYLOCK ROBERT VAN LLC 25,000.00 4.826 250.00 120,895.00
PUR 3/30/11 69371810 PACCAR INC
56092 4/04/11 424792 INSTINET (PORTAL) 133,987.00 51.857 937.91 6,949,101.77
PUR 3/30/11 69371810 PACCAR INC
56092 4/04/11 424792 ITG (CHANNEL) 211,891.00 51.930 1,483.24 11,004,919.30
PUR 3/31/11 69371810 PACCAR INC
56092 4/05/11 424796 INSTINET (PORTAL) 8,318.00 51.890 58.23 431,680.08
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 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 75
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/31/11 69371810 PACCAR INC
56092 4/05/11 424796 ITG (CHANNEL) 3,109.00 52.043 21.76 161,823.14
PUR 3/31/11 69371810 PACCAR INC
56092 4/05/11 424796 ITG (CHANNEL) 57,695.00 52.401 403.87 3,023,696.87
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 60,804.00 52.383 3,185,520.01
425.63
PUR 3/23/11 69917320 PARAMETRIC TECHNOLOGY CORP
33500 3/28/11 424771 ITG (CHANNEL) 50,000.00 21.600 350.00 1,080,345.00
PUR 3/28/11 70109410 PARKER HANNIFIN
55160 3/31/11 424784 ICAP CORPORATES LLC 196,000.00 93.407 1,960.00 18,309,810.40
PUR 3/29/11 70109410 PARKER HANNIFIN
55160 4/01/11 424788 ICAP CORPORATES LLC 35,000.00 93.120 350.00 3,259,560.50
PUR 3/11/11 71708110 PFIZER INC
14410 3/16/11 424734 BLAYLOCK ROBERT VAN LLC 150,000.00 19.399 1,500.00 2,911,290.00
PUR 3/11/11 71708110 PFIZER INC
14410 3/16/11 424734 CABRERA 150,000.00 19.366 1,500.00 2,906,370.00
PUR 3/11/11 71708110 PFIZER INC
14410 3/16/11 424734 CASTLE OAK SECURITIES 150,000.00 19.397 1,500.00 2,911,110.00
PUR 3/11/11 71708110 PFIZER INC
14410 3/16/11 424734 ICAP CORPORATES LLC 280,000.00 19.409 2,800.00 5,437,376.00
PUR 3/11/11 71708110 PFIZER INC
14410 3/16/11 424734 ITG (CHANNEL) 150,000.00 19.410 1,050.00 2,912,595.00
PUR 3/11/11 71708110 PFIZER INC
14410 3/16/11 424734 MERIDIAN EQUITY PARTNERS 100,000.00 19.410 1,000.00 1,942,000.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 76
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/11/11 71708110 PFIZER INC
14410 3/16/11 424734 MURIEL SEIBERT & CO 100,000.00 19.397 1,000.00 1,940,680.00
PUR 3/11/11 72925110 PLUM CREEK TIMBER CO INC
55865 3/16/11 424734 GRISWOLD COMPANY 140,000.00 41.306 1,400.00 5,784,198.00
PUR 3/14/11 72925110 PLUM CREEK TIMBER CO INC
55865 3/17/11 424741 PRINCETON SECURITIES GROUP 160,000.00 42.129 1,600.00 6,742,192.00
PUR 3/25/11 73179V10 POLYPORE INTL INC
56051 3/25/11 424779 TRANSFERRED FROM 8,755.00 52.540 459,987.70
PUR 3/14/11 75490710 RAYONIER INC
55894 3/17/11 424741 ICAP CORPORATES LLC 150,000.00 60.472 1,500.00 9,072,225.00
PUR 3/14/11 81018610 SCOTTS CO
55893 3/17/11 424741 BLAYLOCK ROBERT VAN LLC 100,000.00 56.505 1,000.00 5,651,500.00
PUR 3/11/11 82554910 SHUFFLE MASTER
55607 3/16/11 424734 MERRIMAN/OTC 25,000.00 9.191 250.00 230,022.50
PUR 3/24/11 85254C30 STAGE STORES INC.
56048 3/29/11 424775 BLAYLOCK ROBERT VAN LLC 50,000.00 18.367 500.00 918,840.00
PUR 3/15/11 85571B10 STARWOOD PROPERTY TRUST INC
50985 3/18/11 424745 ITG (CHANNEL) 22,300.00 22.657 156.10 505,409.43
PUR 3/15/11 85571B10 STARWOOD PROPERTY TRUST INC
50985 3/18/11 424745 MERRIMAN/OTC 30,000.00 22.648 300.00 679,752.00
PUR 3/16/11 85571B10 STARWOOD PROPERTY TRUST INC
50985 3/21/11 424749 ITG (CHANNEL) 27,700.00 22.416 193.90 621,128.18
PUR 3/17/11 85815520 STEELCASE INC-CL A
55511 3/22/11 424753 WILLIAMS CAPITAL GROUP 50,000.00 9.471 500.00 474,065.00
PUR 3/15/11 86765210 SUNPOWER CORP- CLASS A
55907 3/18/11 424745 MERRIMAN/OTC 100,000.00 15.994 1,000.00 1,600,350.00
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 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 77
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/14/11 91131210 UNITED PARCEL SERVICE-CL B
51478 3/17/11 424741 GRISWOLD COMPANY 300,000.00 72.705 3,000.00 21,814,590.00
PUR 3/14/11 91131210 UNITED PARCEL SERVICE-CL B
51478 3/17/11 424741 ICAP CORPORATES LLC 300,000.00 72.617 3,000.00 21,787,950.00
PUR 3/03/11 91274F10 U-STORE-IT TRUST
47345 3/08/11 424708 OPPENHEIMER & CO., INC 7,275.00 10.119 291.00 73,907.45
PUR 3/03/11 91274F10 U-STORE-IT TRUST
47345 3/08/11 424708 RBC CAPITAL (DOMESTIC) 31,025.00 10.170 1,241.00 316,755.94
PUR 3/03/11 91274F10 U-STORE-IT TRUST
47345 3/08/11 424708 SIDOTI & CO 11,700.00 10.100 468.00 118,632.15
PUR 3/29/11 91301710 UNITED TECHNOLOGIES CORP
14414 4/01/11 424788 MERIDIAN EQUITY PARTNERS 100,000.00 83.533 1,000.00 8,354,280.00
PUR 3/29/11 91301710 UNITED TECHNOLOGIES CORP
14414 4/01/11 424788 STURDIVANT/EXECUTION 100,000.00 83.895 1,000.00 8,390,530.00
PUR 3/16/11 93142210 WALGREEN CO.
18216 3/21/11 424749 LOOP CAPITAL 75,000.00 40.887 750.00 3,067,267.50
PUR 3/01/11 94974610 WELLS FARGO & CO
11603 3/04/11 424698 GOLDMAN SACHS & COMPANY 120,000.00 31.749 4,800.00 3,814,656.00
PUR 3/15/11 94974610 WELLS FARGO & CO
11603 3/18/11 424745 CABRERA 100,000.00 31.874 1,000.00 3,188,440.00
PUR 3/15/11 94974610 WELLS FARGO & CO
11603 3/18/11 424745 CASTLE OAK SECURITIES 100,000.00 31.887 1,000.00 3,189,710.00
PUR 3/15/11 94974610 WELLS FARGO & CO
11603 3/18/11 424745 GUZMAN & CO. 100,000.00 31.733 1,000.00 3,174,310.00
PUR 3/15/11 94974610 WELLS FARGO & CO
11603 3/18/11 424745 JACKSON SECS 100,000.00 31.890 1,000.00 3,190,030.00
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 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 78
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TRXN/ TRADE/ 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 3/15/11 94974610 WELLS FARGO & CO
11603 3/18/11 424745 LOOP CAPITAL 100,000.00 31.837 1,000.00 3,184,680.00
PUR 3/15/11 94974610 WELLS FARGO & CO
11603 3/18/11 424745 MERIDIAN EQUITY PARTNERS 100,000.00 31.794 1,000.00 3,180,420.00
PUR 3/15/11 94974610 WELLS FARGO & CO
11603 3/18/11 424745 MURIEL SEIBERT & CO 100,000.00 31.848 1,000.00 3,185,800.00
PUR 3/15/11 94974610 WELLS FARGO & CO
11603 3/18/11 424745 PACIFIC AMERICAN SECURITIES 100,000.00 31.931 1,000.00 3,194,060.00
PUR 3/15/11 94974610 WELLS FARGO & CO
11603 3/18/11 424745 STURDIVANT/EXECUTION 100,000.00 31.877 1,000.00 3,188,690.00
PUR 3/17/11 96181530 WESTWOOD ONE INC
48486 3/22/11 424753 ITG (CHANNEL) 3,273.00 6.799 22.91 22,274.73
PUR 3/18/11 96181530 WESTWOOD ONE INC
48486 3/23/11 424759 ITG (CHANNEL) 6,727.00 6.575 47.09 44,275.10
PUR 3/11/11 96216610 WEYERHAEUSER CO
23118 3/16/11 424734 GUZMAN & CO. 300,000.00 24.377 3,000.00 7,315,980.00
PUR 3/11/11 96216610 WEYERHAEUSER CO
23118 3/16/11 424734 ICAP CORPORATES LLC 200,000.00 24.136 2,000.00 4,829,120.00
PUR 3/11/11 96216610 WEYERHAEUSER CO
23118 3/16/11 424734 MERIDIAN EQUITY PARTNERS 200,000.00 24.246 2,000.00 4,851,220.00
PUR 3/14/11 96216610 WEYERHAEUSER CO
23118 3/17/11 424741 MERIDIAN EQUITY PARTNERS 250,000.00 24.541 2,500.00 6,137,625.00
PUR 3/11/11 H8912810 TYCO INTERNATIONAL LTD
45460 3/16/11 424734 FBR CAPITAL MARKETS 100,000.00 44.705 4,000.00 4,474,500.00
PUR 3/11/11 H8912810 TYCO INTERNATIONAL LTD
45460 3/16/11 424734 LOOP CAPITAL 200,000.00 44.729 2,000.00 8,947,700.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 79
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TRXN/ TRADE/ 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 3/11/11 H8912810 TYCO INTERNATIONAL LTD
45460 3/16/11 424734 MURIEL SEIBERT & CO 200,000.00 44.973 2,000.00 8,996,600.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 18,436,255.00 644,319,155.65
220,962.01
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 18,436,255.00 644,319,155.65
220,962.01
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 3/28/11 00108410 AGCO CORP 28.03
55693 3/31/11 424785 INSTINET (PORTAL) 26,800.00 54.466 187.60 1,459,459.77 16,004.29
SALE 3/28/11 00108410 AGCO CORP 62.68
55693 3/31/11 424785 ITG (CHANNEL) 60,000.00 54.409 420.00 3,264,063.32 32,446.56
SALE 3/29/11 00108410 AGCO CORP 68.34
55693 4/01/11 424789 INSTINET (DOMESTIC) 66,100.00 53.842 462.70 3,558,431.77 -1,732.69
SALE 3/30/11 00108410 AGCO CORP 7.38
55693 4/04/11 424793 INSTINET (DOMESTIC) 7,100.00 54.135 49.70 384,302.13 1,894.15
SALE 3/31/11 00244410 AVX CORP. 4.29
17627 4/05/11 424797 BMO CAPITAL MARKETS/EXECUTI 15,000.00 14.890 150.00 223,189.71 -174,101.62
SALE 3/23/11 00724F10 ADOBE SYSTEMS INC. 59.65
37173 3/28/11 424772 ITG (CHANNEL) 100,000.00 31.066 700.00 3,105,870.35 -1,099,438.74
SALE 3/30/11 00915810 AIR PRODUCTS & CHEMICALS IN 166.39
54732 4/04/11 424793 CABRERA 96,000.00 90.267 960.00 8,664,505.61 205,121.99
SALE 3/01/11 02000210 ALLSTATE CORP. (THE) 75.94
01493 3/04/11 424699 GOLDMAN SACHS & COMPANY 125,000.00 31.640 5,000.00 3,949,924.06 1,216,395.84
SALE 3/14/11 02385010 AMERICAN APPAREL INC 1.97
45496 3/17/11 424742 BMO CAPITAL MARKETS/EXECUTI 100,000.00 1.023 1,000.00 101,258.03 -231,662.97
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 80
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TRXN/ TRADE/ 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 3/11/11 03073E10 AMERISOURCEBERGEN CORP. 70.95
20695 3/16/11 424735 PACIFIC AMERICAN SECURITIES 100,000.00 36.948 1,000.00 3,693,729.05 2,155,366.78
SALE 3/02/11 03209510 AMPHENOL CORP-CL A 5.47
04092 3/07/11 424705 GOLDMAN SACHS & COMPANY 5,000.00 56.958 200.00 284,586.53 250,899.55
SALE 3/10/11 03209510 AMPHENOL CORP-CL A 16.33
04092 3/15/11 424731 ITG (CHANNEL) 15,000.00 56.667 105.00 849,882.17 748,821.22
SALE 3/21/11 04269Q10 ARRIS GROUP INC. 3.51
20521 3/24/11 424764 CAPIS/SOFT 15,000.00 12.193 750.00 182,145.99 79,015.68
SALE 3/02/11 04951310 ATMEL CORP. 1.39
14961 3/07/11 424705 GOLDMAN SACHS & COMPANY 5,000.00 14.421 150.00 71,953.61 45,419.94
SALE 3/02/11 04951310 ATMEL CORP. 26.27
14961 3/07/11 424705 MORGAN STANLEY 95,000.00 14.402 2,850.00 1,365,266.23 861,126.43
SALE 3/14/11 05849810 BALL CORP 66.10
8982 3/17/11 424742 WILLIAMS CAPITAL GROUP 100,000.00 34.425 1,000.00 3,441,383.90 742,227.64
SALE 3/17/11 05849810 BALL CORP 112.02
8982 3/22/11 424754 PRINCETON SECURITIES GROUP 171,656.00 33.988 1,716.56 5,832,432.71 1,199,169.04
SALE 3/18/11 05849810 BALL CORP 38.43
8982 3/23/11 424760 PRINCETON SECURITIES GROUP 58,344.00 34.299 583.44 2,000,507.32 425,711.59
SALE 3/24/11 05849810 BALL CORP 67.72
8982 3/29/11 424776 PACIFIC AMERICAN SECURITIES 100,000.00 35.267 1,000.00 3,525,672.28 826,516.02
SALE 3/30/11 05849810 BALL CORP 47.97
8982 4/04/11 424793 STURDIVANT/EXECUTION 70,000.00 35.691 700.00 2,497,629.03 608,219.64
SALE 3/23/11 08651610 BEST BUY 31.24
51273 3/28/11 424772 BMO CAPITAL MARKETS/EXECUTI 52,000.00 31.282 520.00 1,626,117.96 -575,678.55
SALE 3/17/11 09702310 BOEING COMPANY 196.42
54669 3/22/11 424754 GUZMAN & CO. 150,000.00 68.201 1,500.00 10,228,483.58 433,551.68
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 81
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/15/11 11132010 BROADCOM CORP. 18.94
10585 3/18/11 424746 MERRIMAN/OTC 25,000.00 39.442 250.00 985,786.06 540,854.50
SALE 3/15/11 11161T10 BROADWIND ENERGY INC 2.80
50441 3/18/11 424746 MERRIMAN/OTC 100,000.00 1.455 1,000.00 144,447.20 -430,552.80
SALE 3/16/11 13442910 CAMPBELL SOUP CO. 63.73
41904 3/21/11 424750 CASTLE OAK SECURITIES 100,000.00 33.190 1,000.00 3,317,906.27 -58,980.93
SALE 3/11/11 14233910 CARLISLE COMPANIES INC. 41.48
5630 3/16/11 424735 JONES TRADING INSTITUTIONAL 51,500.00 41.941 515.00 2,159,394.72 1,555,786.36
SALE 3/14/11 14233910 CARLISLE COMPANIES INC. 6.77
5630 3/17/11 424742 JONES TRADING INSTITUTIONAL 8,500.00 41.452 85.00 352,247.68 252,623.00
SALE 3/15/11 14622910 CARTER'S INC 21.36
33598 3/18/11 424746 WILLIAMS CAPITAL GROUP 40,000.00 27.804 400.00 1,111,754.64 -110,006.90
SALE 3/17/11 16516710 CHESAPEAKE ENERGY CORP. 20.08
08811 3/22/11 424754 BMO CAPITAL MARKETS/EXECUTI 30,000.00 34.858 300.00 1,045,404.92 418,876.05
SALE 3/24/11 16934Q10 CHIMERA INVT CORP 4.01
55960 3/29/11 424776 WILLIAMS CAPITAL GROUP 50,000.00 4.174 500.00 208,190.99 -4,309.01
SALE 3/23/11 19210850 COEUR D'ALENE MINES CORP ID 177.08
47106 3/28/11 424772 MERIDIAN EQUITY PARTNERS 262,000.00 35.201 2,620.00 9,219,969.72 2,700,094.72
SALE 3/21/11 20934110 CONSOLIDATED GRAPHICS, INC. 46.66
12843 3/24/11 424764 BMO CAPITAL MARKETS/EXECUTI 47,049.00 51.647 470.49 2,429,422.55 816,448.18
SALE 3/22/11 20934110 CONSOLIDATED GRAPHICS, INC. 2.90
12843 3/25/11 424768 BMO CAPITAL MARKETS/EXECUTI 2,951.00 51.166 29.51 150,959.34 49,790.61
SALE 3/02/11 21683110 COOPER TIRE & RUBBER CO. 11.18
08353 3/07/11 424705 GOLDMAN SACHS & COMPANY 25,000.00 23.273 1,000.00 580,811.32 93,971.16
SALE 3/10/11 21683110 COOPER TIRE & RUBBER CO. 11.53
08353 3/15/11 424731 LIQUIDNET 25,000.00 24.015 500.00 599,863.47 113,023.30
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 82
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/21/11 22025Y40 CORRECTIONS CORP OF AMERICA 132.99
20024 3/24/11 424764 GRISWOLD COMPANY 300,000.00 23.087 3,000.00 6,923,027.01 3,814,094.73
SALE 3/16/11 22822710 CROWN CASTLE INTERNATIONAL 74.80
26670 3/21/11 424750 CASTLE OAK SECURITIES 100,000.00 38.955 1,000.00 3,894,415.20 1,525,413.65
SALE 3/16/11 22822710 CROWN CASTLE INTERNATIONAL 18.73
26670 3/21/11 424750 GORDON HASKETT & COMPANY (I 25,000.00 39.018 1,250.00 974,173.77 381,923.38
SALE 3/16/11 22822710 CROWN CASTLE INTERNATIONAL 93.46
26670 3/21/11 424750 LOOP CAPITAL 125,000.00 38.938 1,250.00 4,865,894.04 1,904,642.10
SALE 3/16/11 22836810 CROWN HOLDINGS INC 70.17
24449 3/21/11 424750 GRISWOLD COMPANY 100,000.00 36.545 1,000.00 3,653,399.83 872,748.37
SALE 3/16/11 22836810 CROWN HOLDINGS INC 70.39
24449 3/21/11 424750 MERIDIAN EQUITY PARTNERS 100,000.00 36.657 1,000.00 3,664,629.61 883,978.15
SALE 3/17/11 22836810 CROWN HOLDINGS INC 71.30
24449 3/22/11 424754 MERIDIAN EQUITY PARTNERS 100,000.00 37.134 1,000.00 3,712,338.70 931,687.24
SALE 3/30/11 23282010 CYTEC INDUSTRIES INC. 65.15
02381 4/04/11 424793 MURIEL SEIBERT & CO 62,000.00 54.723 620.00 3,392,140.85 672,771.04
SALE 3/11/11 23585110 DANAHER CORP. 27.44
13878 3/16/11 424735 ITG (CHANNEL) 28,000.00 51.033 196.00 1,428,694.96 493,454.62
SALE 3/11/11 23585110 DANAHER CORP. 146.87
13878 3/16/11 424735 LIQUIDNET 150,000.00 50.995 3,000.00 7,646,103.13 2,635,887.00
SALE 3/11/11 24419910 DEERE & CO. 342.34
21321 3/16/11 424735 MURIEL SEIBERT & CO 205,000.00 86.975 2,050.00 17,827,564.66 861,479.47
SALE 3/14/11 24419910 DEERE & CO. 83.30
21321 3/17/11 424742 BMO CAPITAL MARKETS/EXECUTI 50,000.00 86.764 500.00 4,337,606.70 199,537.14
SALE 3/23/11 24419910 DEERE & CO. 86.66
21321 3/28/11 424772 STURDIVANT/EXECUTION 50,000.00 90.265 500.00 4,512,658.34 374,588.78
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 83
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/28/11 24419910 DEERE & CO. 270.62
21321 3/31/11 424785 MERIDIAN EQUITY PARTNERS 150,000.00 93.963 1,500.00 14,092,664.38 1,678,455.70
SALE 3/17/11 25470F30 DISCOVERY COMMUNICATIONS IN 13.14
43061 3/22/11 424754 ITG (CHANNEL) 20,000.00 34.198 140.00 683,796.86 168,735.67
SALE 3/17/11 26017410 DOVER MOTORSPORTS INC. .74
22307 3/22/11 424754 BMO CAPITAL MARKETS/EXECUTI 20,000.00 1.912 200.00 38,033.26 -71,411.59
SALE 3/24/11 26224110 DRUGSTORE.COM INC. 21.74
16684 3/29/11 424776 INSTINET (PORTAL) 300,000.00 3.774 2,100.00 1,129,988.26 -186,717.46
SALE 3/17/11 28336L10 EL PASO CORP. 24.88
19272 3/22/11 424754 WILLIAMS CAPITAL GROUP 75,000.00 17.278 750.00 1,295,037.62 272,389.20
SALE 3/03/11 30161Q10 EXELIXIS INC. 40.13
40095 3/08/11 424709 ITG (CHANNEL) 176,477.00 11.843 1,235.34 2,088,741.64 874,765.38
SALE 3/04/11 30161Q10 EXELIXIS INC. 6.45
40095 3/09/11 424715 ITG (CHANNEL) 28,311.00 11.860 198.18 335,575.15 140,825.23
SALE 3/07/11 30161Q10 EXELIXIS INC. 2.11
40095 3/10/11 424719 ITG (CHANNEL) 9,250.00 11.869 64.75 109,716.77 46,086.49
SALE 3/24/11 30161Q10 EXELIXIS INC. .75
40095 3/29/11 424776 ITG (CHANNEL) 3,285.00 11.807 23.00 38,761.92 16,164.57
SALE 3/25/11 30161Q10 EXELIXIS INC. 4.74
40095 3/30/11 424781 ITG (CHANNEL) 20,837.00 11.829 145.86 246,336.52 102,999.86
SALE 3/29/11 30161Q10 EXELIXIS INC. 9.42
40095 4/01/11 424789 ITG (CHANNEL) 41,539.00 11.809 290.77 490,225.55 204,480.90
SALE 3/30/11 30161Q10 EXELIXIS INC. 2.27
40095 4/04/11 424793 ITG (CHANNEL) 10,000.00 11.816 70.00 118,084.73 49,295.24
SALE 3/10/11 30241L10 FEI COMPANY 7.35
43274 3/15/11 424731 ITG (CHANNEL) 11,412.00 33.535 79.88 382,609.63 135,257.75
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 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 84
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SALE 3/11/11 30241L10 FEI COMPANY 8.79
43274 3/16/11 424735 ITG (CHANNEL) 13,588.00 33.670 95.12 457,401.33 162,885.26
SALE 3/21/11 30241L10 FEI COMPANY 9.43
43274 3/24/11 424764 CAPIS/SOFT 15,000.00 32.751 750.00 490,498.07 165,377.30
SALE 3/31/11 30241L10 FEI COMPANY 6.48
43274 4/05/11 424797 MERRIMAN/OTC 10,000.00 33.713 100.00 337,025.52 120,278.34
SALE 3/02/11 30372610 FAIRCHILD SEMICONDUCTOR INT 17.70
19111 3/07/11 424705 GOLDMAN SACHS & COMPANY 50,000.00 18.430 2,000.00 919,457.30 64,740.25
SALE 3/14/11 31428X10 FEDEX CORP 210.53
52038 3/17/11 424742 CABRERA 125,000.00 87.717 1,250.00 10,963,151.97 689,676.43
SALE 3/14/11 31428X10 FEDEX CORP 212.16
52038 3/17/11 424742 CASTLE OAK SECURITIES 125,000.00 88.397 1,250.00 11,048,187.84 774,712.30
SALE 3/14/11 31428X10 FEDEX CORP 211.63
52038 3/17/11 424742 JACKSON SECS 125,000.00 88.177 1,250.00 11,020,650.87 747,175.33
SALE 3/14/11 31428X10 FEDEX CORP 209.63
52038 3/17/11 424742 MURIEL SEIBERT & CO 125,000.00 87.345 1,250.00 10,916,715.37 643,239.83
SALE 3/02/11 31787A50 FINISAR CORP 7.78
48740 3/07/11 424705 GOLDMAN SACHS & COMPANY 10,000.00 40.475 300.00 404,445.22 148,454.12
SALE 3/21/11 36159R10 GEO GROUP INC/THE 92.66
26588 3/24/11 424764 MERIDIAN EQUITY PARTNERS 200,000.00 24.128 2,000.00 4,823,547.34 3,074,634.60
SALE 3/22/11 36159R10 GEO GROUP INC/THE 22.82
26588 3/25/11 424768 MERIDIAN EQUITY PARTNERS 50,000.00 23.762 500.00 1,187,557.18 750,329.00
SALE 3/11/11 36960410 GENERAL ELECTRIC CO 42.04
54731 3/16/11 424735 BMO CAPITAL MARKETS/EXECUTI 108,000.00 20.272 1,080.00 2,188,243.16 302,200.14
SALE 3/11/11 36960410 GENERAL ELECTRIC CO 68.10
54731 3/16/11 424735 WILLIAMS CAPITAL GROUP 175,000.00 20.268 1,750.00 3,544,994.40 488,906.18
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 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 85
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SALE 3/10/11 37291710 GENZYME CORP 220.23
06123 3/15/11 424731 ITG (CHANNEL) 150,800.00 76.061 1,055.60 11,468,738.05 3,738,546.12
SALE 3/17/11 40161710 GUESS? INC 19.15
51303 3/22/11 424754 BLAYLOCK ROBERT VAN LLC 25,000.00 39.894 250.00 997,090.85 12,727.84
SALE 3/11/11 40403010 H&E EQUIPMENT SERVICES INC. 20.76
36923 3/16/11 424735 INSTINET (PORTAL) 61,410.00 17.607 429.87 1,080,782.96 -290,098.61
SALE 3/14/11 40403010 H&E EQUIPMENT SERVICES INC. 2.91
36923 3/17/11 424742 INSTINET (PORTAL) 8,590.00 17.598 60.13 151,106.36 -40,651.87
SALE 3/23/11 42234710 HEARTLAND EXPRESS INC 80.52
55059 3/28/11 424772 CAPIS/SOFT 250,000.00 16.775 12,500.00 4,181,044.48 134,344.78
SALE 3/23/11 42833L10 HHGREGG INC 6.34
52460 3/28/11 424772 WILLIAMS CAPITAL GROUP 25,000.00 13.188 250.00 329,433.66 -252,696.62
SALE 3/11/11 44490310 HUMAN GENOME SCIENCES, INC. 26.80
47899 3/16/11 424735 MERRIMAN/OTC 50,000.00 27.913 500.00 1,395,098.20 343,559.85
SALE 3/23/11 45230810 ILLINOIS TOOL WORKS INC. 119.30
06396 3/28/11 424772 ICAP CORPORATES LLC 114,000.00 54.504 1,140.00 6,212,185.30 1,777,992.12
SALE 3/24/11 45230810 ILLINOIS TOOL WORKS INC. 107.22
06396 3/29/11 424776 MERIDIAN EQUITY PARTNERS 102,000.00 54.748 1,020.00 5,583,117.78 1,615,681.77
SALE 3/28/11 45230810 ILLINOIS TOOL WORKS INC. 60.44
06396 3/31/11 424785 BLAYLOCK ROBERT VAN LLC 58,000.00 54.266 580.00 3,146,787.56 890,794.54
SALE 3/28/11 45230810 ILLINOIS TOOL WORKS INC. 145.87
06396 3/31/11 424785 PRINCETON SECURITIES GROUP 140,000.00 54.267 1,400.00 7,595,764.13 2,150,263.73
SALE 3/29/11 45230810 ILLINOIS TOOL WORKS INC. 129.92
06396 4/01/11 424789 CABRERA 125,000.00 54.130 1,250.00 6,764,895.08 1,902,841.15
SALE 3/29/11 45230810 ILLINOIS TOOL WORKS INC. 130.01
06396 4/01/11 424789 GUZMAN & CO. 125,000.00 54.167 1,250.00 6,769,507.49 1,907,453.56
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 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 86
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SALE 3/30/11 45230810 ILLINOIS TOOL WORKS INC. 51.73
06396 4/04/11 424793 BLAYLOCK ROBERT VAN LLC 50,000.00 53.883 500.00 2,693,573.27 748,751.70
SALE 3/02/11 45814010 INTEL CORP 82.99
14861 3/07/11 424705 MORGAN STANLEY 200,000.00 21.610 6,000.00 4,315,837.01 1,438,511.06
SALE 3/11/11 45884X10 INTERMUNE INC 17.44
43337 3/16/11 424735 MERRIMAN/OTC 20,000.00 45.400 200.00 907,778.56 626,478.56
SALE 3/02/11 46612J50 JDS UNIPHASE CORP. 4.73
35427 3/07/11 424705 GOLDMAN SACHS & COMPANY 10,000.00 24.613 300.00 245,821.27 96,013.37
SALE 3/02/11 46631310 JABIL CIRCUIT, INC. 10.31
09153 3/07/11 424705 GOLDMAN SACHS & COMPANY 25,000.00 21.464 1,000.00 535,582.19 52,702.83
SALE 3/31/11 47836610 JOHNSON CONTROLS INC 11.98
25520 4/05/11 424797 BMO CAPITAL MARKETS/EXECUTI 15,000.00 41.564 150.00 623,296.52 314,428.49
SALE 3/11/11 48116510 JOY GLOBAL INC 85.86
53494 3/16/11 424735 ITG (CHANNEL) 50,000.00 89.432 350.00 4,471,139.14 956,809.51
SALE 3/29/11 48116510 JOY GLOBAL INC 70.34
53494 4/01/11 424789 INSTINET (PORTAL) 38,662.00 94.757 270.63 3,663,138.70 945,718.45
SALE 3/30/11 48116510 JOY GLOBAL INC 112.51
53494 4/04/11 424793 INSTINET (PORTAL) 61,338.00 95.532 429.37 5,859,218.34 1,547,979.32
SALE 3/15/11 50025510 KOHLS CORP. 25.45
04751 3/18/11 424746 WILLIAMS CAPITAL GROUP 25,000.00 53.008 250.00 1,324,919.55 247,801.47
SALE 3/03/11 50064320 KORN/FERRY INTERNATIONAL 12.78
48778 3/08/11 424709 OPPENHEIMER & CO., INC 29,679.00 22.413 1,187.16 664,007.36 203,706.09
SALE 3/10/11 50216110 LSI CORP. 5.96
21913 3/15/11 424731 ITG (CHANNEL) 50,000.00 6.205 350.00 309,904.04 -88,503.81
SALE 3/23/11 51509810 LANDSTAR SYSTEM 84.55
53394 3/28/11 424772 INSTINET (PORTAL) 100,000.00 44.032 700.00 4,402,455.45 408,790.93
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 87
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SALE 3/10/11 52186330 LEAP WIRELESS INTERNATIONAL 49.66
35104 3/15/11 424731 MERRIMAN/OTC 200,000.00 12.931 2,000.00 2,584,210.34 -2,515,019.54
SALE 3/21/11 52186330 LEAP WIRELESS INTERNATIONAL 64.81
35104 3/24/11 424764 ITG (CHANNEL) 250,000.00 13.502 1,750.00 3,373,610.19 -3,000,427.16
SALE 3/24/11 52186330 LEAP WIRELESS INTERNATIONAL 14.31
35104 3/29/11 424776 INSTINET (PORTAL) 50,000.00 14.906 350.00 744,930.69 -529,876.78
SALE 3/24/11 52186330 LEAP WIRELESS INTERNATIONAL 14.26
35104 3/29/11 424776 ITG (CHANNEL) 50,000.00 14.852 350.00 742,215.74 -532,591.73
SALE 3/24/11 52186330 LEAP WIRELESS INTERNATIONAL 28.63
35104 3/29/11 424776 PULSE (BLOCK CROSS) 100,000.00 14.908 1,000.00 1,489,721.37 -1,059,893.57
SALE 3/15/11 55272X10 MFA FINANCIAL INC 11.80
50983 3/18/11 424746 WILLIAMS CAPITAL GROUP 75,000.00 8.190 750.00 613,488.20 46,199.03
SALE 3/18/11 55272X10 MFA FINANCIAL INC 7.80
50983 3/23/11 424760 BMO CAPITAL MARKETS/EXECUTI 50,000.00 8.118 500.00 405,377.20 27,184.42
SALE 3/24/11 55448910 MACK-CALI REALTY CORP. 28.77
43336 3/29/11 424776 WILLIAMS CAPITAL GROUP 46,000.00 32.571 460.00 1,497,772.63 89,173.13
SALE 3/23/11 56069020 MAJESCO ENTERTAINMENT CO. 1.30
31219 3/28/11 424772 ITG (CHANNEL) 30,000.00 2.255 210.00 67,447.70 -30,731.00
SALE 3/17/11 57308310 MARTHA STEWART LIVING CL A .69
32084 3/22/11 424754 BMO CAPITAL MARKETS/EXECUTI 10,000.00 3.590 100.00 35,797.31 -127,368.93
SALE 3/17/11 57308310 MARTHA STEWART LIVING CL A 3.49
32084 3/22/11 424754 WILLIAMS CAPITAL GROUP 50,000.00 3.630 500.00 180,986.51 -634,844.70
SALE 3/31/11 57308310 MARTHA STEWART LIVING CL A 3.57
32084 4/05/11 424797 BLAYLOCK ROBERT VAN LLC 50,000.00 3.708 500.00 184,916.43 -630,914.78
SALE 3/07/11 58446K10 MEDIACOM COMMUNICATIONS COR
19478 3/07/11 424694 TENDERED 120,000.00 8.750 1,050,000.00 -76,633.58
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
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 88
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SALE 3/02/11 59501710 MICROCHIP TECHNOLOGY INC 3.54
01561 3/07/11 424705 GOLDMAN SACHS & COMPANY 5,000.00 36.838 150.00 184,035.96 40,959.59
SALE 3/21/11 59501710 MICROCHIP TECHNOLOGY INC 13.90
01561 3/24/11 424764 CAPIS/SOFT 20,000.00 36.194 1,000.00 722,872.10 150,566.61
SALE 3/03/11 59522J10 MID-AMERICA APARTMENT COMM. 30.09
38184 3/08/11 424709 OPPENHEIMER & CO., INC 25,000.00 62.684 1,000.00 1,566,067.41 298,234.74
SALE 3/17/11 62937750 NRG ENERGY INC 29.43
50644 3/22/11 424754 WILLIAMS CAPITAL GROUP 75,000.00 20.431 750.00 1,531,560.57 -186,857.82
SALE 3/17/11 62941030 NTN BUZZTIME INC. .32
03676 3/22/11 424754 BMO CAPITAL MARKETS/EXECUTI 40,000.00 .410 200.00 16,199.68 -138,086.32
SALE 3/18/11 62941030 NTN BUZZTIME INC. .31
03676 3/23/11 424760 BLAYLOCK ROBERT VAN LLC 40,000.00 .402 200.00 15,895.69 -138,390.31
SALE 3/04/11 64051T10 NEOPHOTONICS 10.93
55431 3/09/11 424715 SWSQUEHANNA FIN. GRP LLC (D 36,400.00 15.633 1,092.00 567,938.27 167,538.27
SALE 3/07/11 64051T10 NEOPHOTONICS 14.70
55431 3/10/11 424719 SWSQUEHANNA FIN. GRP LLC (D 53,600.00 14.276 1,608.00 763,549.46 173,949.46
SALE 3/23/11 66680710 NORTHROP GRUMMAN CORP. 97.06
19452 3/28/11 424772 GRISWOLD COMPANY 75,000.00 67.401 750.00 5,054,250.44 193,030.61
SALE 3/29/11 66680710 NORTHROP GRUMMAN CORP. 214.19
19452 4/01/11 424789 GRISWOLD COMPANY 165,000.00 67.608 1,650.00 11,153,521.81 1,452,264.71
SALE 3/02/11 67555N20 OCLARO INC 8.01
51789 3/07/11 424705 GOLDMAN SACHS & COMPANY 25,000.00 16.685 750.00 416,376.99 71,714.96
SALE 3/02/11 68218910 ON SEMICONDUCTOR CORP. 10.69
35933 3/07/11 424705 GOLDMAN SACHS & COMPANY 50,000.00 11.129 1,500.00 554,924.31 105,307.81
SALE 3/14/11 68823920 OSHKOSH CORP. 31.76
34043 3/17/11 424742 BLAYLOCK ROBERT VAN LLC 50,000.00 33.078 500.00 1,653,358.24 -960,584.26
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 89
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/14/11 68823920 OSHKOSH CORP. 63.61
34043 3/17/11 424742 BMO CAPITAL MARKETS/EXECUTI 100,000.00 33.128 1,000.00 3,311,686.39 -1,916,198.61
SALE 3/14/11 68823920 OSHKOSH CORP. 63.63
34043 3/17/11 424742 WILLIAMS CAPITAL GROUP 100,000.00 33.140 1,000.00 3,312,946.37 -1,914,938.63
SALE 3/10/11 69323K10 PC MALL INC. 2.01
30413 3/15/11 424731 ITG (CHANNEL) 10,000.00 10.421 70.00 104,140.99 17,939.70
SALE 3/23/11 71676810 PETSMART INC 15.55
41637 3/28/11 424772 ITG (CHANNEL) 20,000.00 40.485 140.00 809,540.45 384,716.28
SALE 3/23/11 71676810 PETSMART INC 3.89
41637 3/28/11 424772 LIQUIDNET 5,000.00 40.425 100.00 202,021.11 95,815.07
SALE 3/30/11 72925110 PLUM CREEK TIMBER CO INC 55.37
55865 4/04/11 424793 LOOP CAPITAL 67,000.00 43.042 670.00 2,883,061.83 85,501.40
SALE 3/17/11 74018910 PRECISION CASTPARTS CORP. 118.45
07224 3/22/11 424754 JACKSON SECS 44,000.00 140.21 440.00 6,168,659.55 4,857,571.83
SALE 3/24/11 74018910 PRECISION CASTPARTS CORP. 113.56
07224 3/29/11 424776 BMO CAPITAL MARKETS/EXECUTI 41,000.00 144.25 410.00 5,913,861.74 4,692,166.36
SALE 3/11/11 74341010 PROLOGIS 14.66
13052 3/16/11 424735 WILLIAMS CAPITAL GROUP 50,000.00 15.264 500.00 762,690.34 -989,381.08
SALE 3/18/11 75511150 RAYTHEON CO. 142.29
26895 3/23/11 424760 BLAYLOCK ROBERT VAN LLC 150,000.00 49.403 1,500.00 7,408,822.71 550,585.99
SALE 3/18/11 75511150 RAYTHEON CO. 71.04
26895 3/23/11 424760 BMO CAPITAL MARKETS/EXECUTI 75,000.00 49.330 750.00 3,698,913.96 269,795.60
SALE 3/18/11 75511150 RAYTHEON CO. 71.11
26895 3/23/11 424760 PRINCETON SECURITIES GROUP 75,000.00 49.377 750.00 3,702,438.89 273,320.53
SALE 3/24/11 75657710 RED HAT INC. 17.57
28489 3/29/11 424776 WILLIAMS CAPITAL GROUP 20,000.00 45.746 200.00 914,694.43 434,350.45
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 90
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/14/11 77390310 ROCKWELL AUTOMATION 99.75
55309 3/17/11 424742 BMO CAPITAL MARKETS/EXECUTI 60,000.00 86.584 600.00 5,194,316.25 662,314.23
SALE 3/24/11 77390310 ROCKWELL AUTOMATION 71.28
55309 3/29/11 424776 BMO CAPITAL MARKETS/EXECUTI 40,000.00 92.806 400.00 3,711,756.72 690,422.04
SALE 3/24/11 77390310 ROCKWELL AUTOMATION 88.88
55309 3/29/11 424776 WILLIAMS CAPITAL GROUP 50,000.00 92.580 500.00 4,628,386.12 851,717.77
SALE 3/29/11 77390310 ROCKWELL AUTOMATION 161.82
55309 4/01/11 424789 BMO CAPITAL MARKETS/EXECUTI 90,000.00 93.642 900.00 8,426,736.18 1,628,733.14
SALE 3/30/11 77390310 ROCKWELL AUTOMATION 180.90
55309 4/04/11 424793 MERIDIAN EQUITY PARTNERS 100,000.00 94.218 1,000.00 9,420,589.10 1,867,252.39
SALE 3/03/11 78376410 RYLAND GROUP, INC. (THE) 8.07
6845 3/08/11 424709 OPPENHEIMER & CO., INC 25,000.00 16.805 1,000.00 419,109.43 1,140.19
SALE 3/11/11 79084910 ST JUDE MEDICAL INC 75.12
40101 3/16/11 424735 BLAYLOCK ROBERT VAN LLC 80,000.00 48.902 800.00 3,911,284.88 492,312.08
SALE 3/17/11 79409310 SALEM COMMUNICATIONS CORP. .53
15106 3/22/11 424754 ITG (CHANNEL) 6,900.00 3.959 48.30 27,264.82 -107,843.34
SALE 3/18/11 79409310 SALEM COMMUNICATIONS CORP. .15
15106 3/23/11 424760 ITG (CHANNEL) 1,931.00 3.962 13.52 7,637.72 -30,172.98
SALE 3/21/11 79409310 SALEM COMMUNICATIONS CORP. .02
15106 3/24/11 424764 ITG (CHANNEL) 200.00 3.800 1.40 758.58 -3,157.60
SALE 3/22/11 79409310 SALEM COMMUNICATIONS CORP. .08
15106 3/25/11 424768 ITG (CHANNEL) 969.00 3.788 6.78 3,663.32 -15,310.57
SALE 3/23/11 79409310 SALEM COMMUNICATIONS CORP. .37
15106 3/28/11 424772 ITG (CHANNEL) 4,900.00 3.890 34.30 19,026.82 -76,919.56
SALE 3/25/11 79409310 SALEM COMMUNICATIONS CORP. .06
15106 3/30/11 424781 ITG (CHANNEL) 700.00 3.850 4.90 2,690.04 -11,016.59
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 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 91
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/28/11 79409310 SALEM COMMUNICATIONS CORP. .10
15106 3/31/11 424785 ITG (CHANNEL) 1,300.00 3.865 9.10 5,015.82 -20,439.34
SALE 3/29/11 79409310 SALEM COMMUNICATIONS CORP. .01
15106 4/01/11 424789 ITG (CHANNEL) 2.00 3.850 .01 7.68 -31.48
SALE 3/30/11 79409310 SALEM COMMUNICATIONS CORP. .02
15106 4/04/11 424793 ITG (CHANNEL) 200.00 3.750 1.40 748.58 -3,167.60
SALE 3/31/11 79409310 SALEM COMMUNICATIONS CORP. .03
15106 4/05/11 424797 ITG (CHANNEL) 399.00 3.707 2.79 1,476.47 -6,336.31
SALE 3/30/11 81018610 SCOTTS CO 66.80
55893 4/04/11 424793 GUZMAN & CO. 60,000.00 57.981 600.00 3,478,199.20 87,299.20
SALE 3/31/11 81018610 SCOTTS CO 44.49
55893 4/05/11 424797 GUZMAN & CO. 40,000.00 57.917 400.00 2,316,251.51 55,651.51
SALE 3/11/11 82028010 SHAW GROUP INC (THE) 78.58
35105 3/16/11 424735 ITG (CHANNEL) 107,030.00 38.237 749.21 4,091,699.73 617,788.40
SALE 3/11/11 82028010 SHAW GROUP INC (THE) 256.67
35105 3/16/11 424735 MERRIMAN/OTC 350,000.00 38.194 3,500.00 13,363,968.33 2,003,892.05
SALE 3/14/11 82028010 SHAW GROUP INC (THE) 24.18
35105 3/17/11 424742 ITG (CHANNEL) 42,970.00 29.308 300.79 1,259,031.20 -135,661.59
SALE 3/17/11 82028010 SHAW GROUP INC (THE) 41.78
35105 3/22/11 424754 INSTINET (PORTAL) 66,650.00 32.649 466.55 2,175,520.86 12,237.76
SALE 3/18/11 82028010 SHAW GROUP INC (THE) 83.33
35105 3/23/11 424760 INSTINET (PORTAL) 133,106.00 32.603 931.74 4,338,573.30 18,303.83
SALE 3/18/11 82028010 SHAW GROUP INC (THE) 19.54
35105 3/23/11 424760 ITG (CHANNEL) 31,200.00 32.610 218.40 1,017,206.54 4,536.88
SALE 3/18/11 82028010 SHAW GROUP INC (THE) 36.33
35105 3/23/11 424760 LIQUIDNET 58,000.00 32.615 1,160.00 1,890,473.67 7,946.74
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
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 92
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/21/11 82028010 SHAW GROUP INC (THE) 105.34
35105 3/24/11 424764 INSTINET (PORTAL) 166,800.00 32.890 1,167.60 5,484,745.70 70,857.92
SALE 3/21/11 82028010 SHAW GROUP INC (THE) 31.61
35105 3/24/11 424764 ITG (CHANNEL) 50,244.00 32.764 351.71 1,645,816.12 15,028.49
SALE 3/17/11 84546710 SOUTHWESTERN ENERGY CO 39.40
46576 3/22/11 424754 BMO CAPITAL MARKETS/EXECUTI 50,000.00 41.037 500.00 2,051,290.60 80,548.44
SALE 3/09/11 85206110 SPRINT NEXTEL CORP 17.91
50279 3/14/11 424727 BLAYLOCK ROBERT VAN LLC 200,000.00 4.662 2,000.00 930,342.09 97,448.76
SALE 3/09/11 85206110 SPRINT NEXTEL CORP 8.95
50279 3/14/11 424727 BMO CAPITAL MARKETS/EXECUTI 100,000.00 4.658 1,000.00 464,791.05 48,344.39
SALE 3/09/11 85206110 SPRINT NEXTEL CORP 8.97
50279 3/14/11 424727 GRISWOLD COMPANY 100,000.00 4.670 1,000.00 465,991.03 49,544.37
SALE 3/09/11 85206110 SPRINT NEXTEL CORP 17.94
50279 3/14/11 424727 ICAP CORPORATES LLC 200,000.00 4.671 2,000.00 932,182.06 99,288.73
SALE 3/09/11 85206110 SPRINT NEXTEL CORP 8.96
50279 3/14/11 424727 LOOP CAPITAL 100,000.00 4.665 1,000.00 465,511.04 49,064.38
SALE 3/09/11 85206110 SPRINT NEXTEL CORP 8.98
50279 3/14/11 424727 MERIDIAN EQUITY PARTNERS 100,000.00 4.675 1,000.00 466,491.02 50,044.36
SALE 3/09/11 85206110 SPRINT NEXTEL CORP 8.96
50279 3/14/11 424727 MURIEL SEIBERT & CO 100,000.00 4.667 1,000.00 465,651.04 49,204.38
SALE 3/09/11 85206110 SPRINT NEXTEL CORP 8.94
50279 3/14/11 424727 STURDIVANT/EXECUTION 100,000.00 4.654 1,000.00 464,361.06 47,914.40
SALE 3/11/11 85206110 SPRINT NEXTEL CORP 96.00
50279 3/16/11 424735 INSTINET (PORTAL) 1,000,000.00 5.000 7,000.00 4,992,904.00 828,437.36
SALE 3/18/11 85206110 SPRINT NEXTEL CORP 9.80
50279 3/23/11 424760 BLAYLOCK ROBERT VAN LLC 100,000.00 5.100 1,000.00 508,990.20 92,543.54
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 93
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/18/11 85206110 SPRINT NEXTEL CORP 9.80
50279 3/23/11 424760 BMO CAPITAL MARKETS/EXECUTI 100,000.00 5.100 1,000.00 509,000.20 92,553.54
SALE 3/18/11 85206110 SPRINT NEXTEL CORP 9.80
50279 3/23/11 424760 CASTLE OAK SECURITIES 100,000.00 5.100 1,000.00 508,990.20 92,543.54
SALE 3/18/11 85206110 SPRINT NEXTEL CORP 9.84
50279 3/23/11 424760 GUZMAN & CO. 100,000.00 5.123 1,000.00 511,300.16 94,853.50
SALE 3/18/11 85206110 SPRINT NEXTEL CORP 9.81
50279 3/23/11 424760 ICAP CORPORATES LLC 100,000.00 5.104 1,000.00 509,420.19 92,973.53
SALE 3/18/11 85206110 SPRINT NEXTEL CORP 9.87
50279 3/23/11 424760 LOOP CAPITAL 100,000.00 5.139 1,000.00 512,930.13 96,483.47
SALE 3/18/11 85206110 SPRINT NEXTEL CORP 9.82
50279 3/23/11 424760 MERIDIAN EQUITY PARTNERS 100,000.00 5.110 1,000.00 509,990.18 93,543.52
SALE 3/18/11 85206110 SPRINT NEXTEL CORP 9.80
50279 3/23/11 424760 PACIFIC AMERICAN SECURITIES 100,000.00 5.100 1,000.00 508,990.20 92,543.54
SALE 3/18/11 85206110 SPRINT NEXTEL CORP 9.81
50279 3/23/11 424760 PRINCETON SECURITIES GROUP 100,000.00 5.109 1,000.00 509,890.19 93,443.53
SALE 3/18/11 85206110 SPRINT NEXTEL CORP 9.81
50279 3/23/11 424760 WILLIAMS CAPITAL GROUP 100,000.00 5.105 1,000.00 509,490.19 93,043.53
SALE 3/17/11 85503010 STAPLES, INC. 9.37
11011 3/22/11 424754 INSTINET (PORTAL) 25,000.00 19.509 175.00 487,533.13 112,034.78
SALE 3/24/11 87254010 TJX COMPANIES, INC. (THE) 14.52
20657 3/29/11 424776 WILLIAMS CAPITAL GROUP 15,000.00 50.415 150.00 756,063.48 474,152.09
SALE 3/11/11 87422710 TALECRIS BIO 25.21
48738 3/16/11 424735 MERRIMAN/OTC 50,000.00 26.256 500.00 1,312,264.79 362,264.79
SALE 3/24/11 87612E10 TARGET CORP. 2.43
15577 3/29/11 424776 BMO CAPITAL MARKETS/EXECUTI 2,500.00 50.485 25.00 126,186.07 58,393.15
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 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 94
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/30/11 88579Y10 3M CO 177.92
22391 4/04/11 424793 GRISWOLD COMPANY 100,000.00 92.663 1,000.00 9,265,142.08 2,489,127.60
SALE 3/30/11 88579Y10 3M CO 222.30
22391 4/04/11 424793 PRINCETON SECURITIES GROUP 125,000.00 92.621 1,250.00 11,576,190.20 3,106,172.10
SALE 3/16/11 88654710 TIFFANY & CO. 27.65
8986 3/21/11 424750 WILLIAMS CAPITAL GROUP 25,000.00 57.589 250.00 1,439,442.35 670,230.75
SALE 3/11/11 88738910 TIMKEN CO. (THE) 76.84
25310 3/16/11 424735 GRISWOLD COMPANY 85,000.00 47.081 850.00 4,000,975.16 2,538,430.22
SALE 3/30/11 90323610 URS CORP 157.39
42779 4/04/11 424793 GRISWOLD COMPANY 180,000.00 45.541 1,800.00 8,195,332.61 1,506,761.25
SALE 3/10/11 90781810 UNION PACIFIC CORP 57.31
51676 3/15/11 424731 BMO CAPITAL MARKETS/EXECUTI 32,000.00 93.277 320.00 2,984,496.29 533,216.17
SALE 3/10/11 90781810 UNION PACIFIC CORP 359.95
51676 3/15/11 424731 CAPIS/SOFT 200,000.00 93.736 10,000.00 18,736,920.05 3,416,419.28
SALE 3/08/11 92532F10 VERTEX PHARMACEUTICALS INC. 54.37
06399 3/11/11 424723 ITG (CHANNEL) 60,000.00 47.191 420.00 2,831,009.63 1,724,811.76
SALE 3/08/11 92532F10 VERTEX PHARMACEUTICALS INC. 22.98
06399 3/11/11 424723 MERRIMAN/OTC 25,000.00 47.856 250.00 1,196,137.02 735,221.24
SALE 3/08/11 92532F10 VERTEX PHARMACEUTICALS INC. 4.54
06399 3/11/11 424723 PULSE (BLOCK CROSS) 5,000.00 47.210 50.00 235,995.46 143,812.30
SALE 3/09/11 92532F10 VERTEX PHARMACEUTICALS INC. 9.14
06399 3/14/11 424727 ITG (CHANNEL) 10,000.00 47.598 70.00 475,903.86 291,537.55
SALE 3/02/11 92829810 VISHAY INTERTECHNOLOGY INC 17.29
17381 3/07/11 424705 GOLDMAN SACHS & COMPANY 50,000.00 18.010 2,000.00 898,492.71 147,010.23
SALE 3/31/11 92829810 VISHAY INTERTECHNOLOGY INC 17.03
17381 4/05/11 424797 BMO CAPITAL MARKETS/EXECUTI 50,000.00 17.732 500.00 886,087.97 134,605.48
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 3/01/11 THROUGH 3/31/11
COMMON PENSION FD A (5140) -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 3/11/11 92916010 VULCAN MATERIALS CO. 162.23
34763 3/16/11 424735 GRISWOLD COMPANY 200,000.00 42.247 2,000.00 8,447,197.77 -3,644,244.49
SALE 3/11/11 92916010 VULCAN MATERIALS CO. 163.60
34763 3/16/11 424735 ICAP CORPORATES LLC 200,000.00 42.602 2,000.00 8,518,316.40 -3,573,125.86
SALE 3/23/11 93114210 WAL-MART STORES, INC. 5.93
15929 3/28/11 424772 WILLIAMS CAPITAL GROUP 6,000.00 51.444 60.00 308,597.47 123,990.33
SALE 3/11/11 94268310 WATSON PHARMACEUTICALS, INC 21.85
15599 3/16/11 424735 BMO CAPITAL MARKETS/EXECUTI 20,000.00 56.884 200.00 1,137,448.15 514,468.23
SALE 3/14/11 95075510 WERNER ENTERPRISES INC 48.23
55006 3/17/11 424742 INSTINET (PORTAL) 100,000.00 25.119 700.00 2,511,181.77 183,345.52
SALE 3/23/11 95075510 WERNER ENTERPRISES INC 48.66
55006 3/28/11 424772 INSTINET (PORTAL) 100,000.00 25.340 700.00 2,533,281.34 205,445.09
SALE 3/23/11 95075510 WERNER ENTERPRISES INC 48.53
55006 3/28/11 424772 ITG (CHANNEL) 100,000.00 25.273 700.00 2,526,581.47 198,745.22
SALE 3/31/11 G2414010 COOPER INDUSTRIES PLC 338.52
48445 4/05/11 424797 MERIDIAN EQUITY PARTNERS 275,000.00 64.112 2,750.00 17,627,821.48 5,265,380.64
SALE 3/31/11 H8498910 TE CONNECTIVITY LTD 16.70
55955 4/05/11 424797 WILLIAMS CAPITAL GROUP 25,000.00 34.783 250.00 869,300.80 78,489.54
SALE 3/10/11 H8912P10 TYCO ELECTRONICS LTD 33.19
47546 3/15/11 424731 ITG (CHANNEL) 50,000.00 34.565 350.00 1,727,871.81 146,249.29
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 16,834,179.00 11,430.25 596,110,008.79 90,258,834.20
198,925.16
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 16,834,179.00 11,430.25 596,110,008.79 90,258,834.20
198,925.16
END OF REPORT FOR: COMMON PENSION FD A
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
COMMON PENSION FD B (5142) PAGE: 96
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TRXN/ TRADE/ 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 3/02/11 125509BP CIGNA CORP SR NOTES 4.5000 4.563
55741 3/07/11 289339 MERRILL LYNCH PIERCE FIXED 3/15/21 10,000,000.00 99.497 9,949,700.00
PUR 3/02/11 25746UBL DOMINION RESOURCES INC SR N 4.4500 4.481
55742 3/07/11 289339 CITIGROUP/CITIBANK DOMESTIC 3/15/21 15,000,000.00 99.751 14,962,650.00
PUR 3/22/11 80105NAD SANOFI AVENTIS SR NOTES 2.6250 2.735
56008 3/29/11 289355 MERRILL LYNCH PIERCE FIXED 3/29/16 25,000,000.00 99.489 24,872,250.00
PUR 3/22/11 80105NAG SANOFI AVENTIS SR NOTES 4.0000 4.126
56009 3/29/11 289355 JP MORGAN 3/29/21 30,000,000.00 98.976 29,692,800.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 80,000,000.00 79,477,400.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 80,000,000.00 79,477,400.00
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 3/09/11 02765UEK AMERICAN MUNI PWR BABS 8.0840 8.083
54903 3/14/11 289344 MORGAN STANLEY 2/15/50 10,000,000.00 112.06 11,206,900.00 1,206,900.00
SALE 3/16/11 037411AR APACHE CORPORATION NOTES 6.0000 6.205
38833 3/21/11 289349 DEUTSCHE BANK AG (DOMESTIC) 1/15/37 10,000,000.00 107.92 10,792,800.00 1,056,320.26
SALE 3/07/11 088281CV BEXAR CNTY TEX BABS 5.7550 5.754
52927 3/10/11 289342 MORGAN KEEGAN 6/15/40 3,000,000.00 96.929 2,907,870.00 -92,130.00
SALE 3/02/11 102885GY BOWLING GR ST UNIV OHIO REV 6.7300 6.729
51465 3/07/11 289339 WELLS FARGO SECURITIES 6/01/39 4,000,000.00 101.94 4,077,760.00 77,760.00
SALE 3/21/11 12513TAA CDX STRUCTURED NOTES 7.6250 9.629
38281 3/24/11 289352 GOLDMAN SACHS & COMPANY 6/29/12 39,150,000.00 106.56 41,719,218.75 3,491,088.07
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
COMMON PENSION FD B (5142) -Cont. PAGE: 97
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/21/11 12514CAA CDX HY9 - STRUCTED NOTES 8.7500 4.230
49578 3/24/11 289352 GOLDMAN SACHS & COMPANY 12/29/12 43,000,000.00 110.12 47,353,750.00 1,088,154.29
SALE 3/03/11 126408GK CSX CORP NOTES 6.1500 6.155
37099 3/08/11 289340 FTN Financial Securities 5/01/37 10,000,000.00 105.06 10,506,100.00 513,975.60
SALE 3/17/11 126408GK CSX CORP NOTES 6.1500 6.155
37099 3/22/11 289350 CREDIT SUISSE SEC (USA) LLC 5/01/37 10,000,000.00 107.93 10,793,900.00 801,594.44
SALE 3/07/11 196707HZ COLORADO ST BRD GOV UNIV RE 6.0570 6.057
52839 3/10/11 289342 GOLDMAN SACHS & COMPANY 3/01/40 3,000,000.00 96.905 2,907,150.00 -92,850.00
SALE 3/08/11 196711LZ COLORADO ST CTF PART BLD AM 6.4500 6.520
47816 3/11/11 289343 OPPENHEIMER & CO., INC 9/15/39 8,000,000.00 96.800 7,744,000.00 -183,734.82
SALE 3/08/11 20772G5Q CONNECTICUT ST BABS 5.1570 5.157
51630 3/11/11 289343 M.R. BEALE 4/01/25 2,000,000.00 99.875 1,997,500.00 -2,500.00
SALE 3/08/11 223777CN COWLITZ CNTY WA PUB UTIL RE 6.8840 6.884
50885 3/11/11 289343 GOLDMAN SACHS & COMPANY 9/01/32 4,000,000.00 102.41 4,096,440.00 96,440.00
SALE 3/25/11 25156PAD DEUTSCHE TELEKOM INTL FIN B 9.2500 9.476
43724 3/30/11 289356 RBS GREENWICH 6/01/32 10,000,000.00 141.31 14,131,500.00 4,338,590.27
SALE 3/15/11 25271CAL DIAMOND OFFSHORE DRILLING I 5.7000 5.746
48767 3/18/11 289348 JEFFERIES & COMPANY 10/15/39 10,000,000.00 99.344 9,934,400.00 -881.65
SALE 3/03/11 270618CN EAST BATON ROUGE LA SWR CMM 6.0870 6.086
52056 3/08/11 289340 WELLS FARGO SECURITIES 2/01/45 5,000,000.00 98.028 4,901,400.00 -98,600.00
SALE 3/16/11 3134A2HG FHLMC DEBS 8.446
41102 3/17/11 289347 MESIROW FINANCIAL, INC 12/11/25 30,000,000.00 49.630 14,889,000.00 24,749.12
SALE 3/16/11 3134A2HG FHLMC DEBS 8.446
41102 3/17/11 289347 UBS WARBURG LLC 12/11/25 30,000,000.00 49.744 14,923,200.00 58,949.12
SALE 3/07/11 387883PP GRANT CNTY WASH PUB UTIL RE 5.8300 5.836
51555 3/10/11 289342 GOLDMAN SACHS & COMPANY 1/01/40 17,500,000.00 95.878 16,778,650.00 -705,018.85
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 3/01/11 THROUGH 3/31/11
COMMON PENSION FD B (5142) -Cont. PAGE: 98
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/09/11 413000MT HARLINGEN TEX CONS INDPT SC 5.4700 5.470
53383 3/14/11 289344 RAMIREZ 8/15/40 4,000,000.00 93.471 3,738,840.00 -261,160.00
SALE 3/08/11 4551673Q INDIANA UNIV REV BDS 5.6360 5.636
52050 3/11/11 289343 GOLDMAN SACHS & COMPANY 6/01/35 4,000,000.00 94.145 3,765,800.00 -234,200.00
SALE 3/15/11 459058BB INTERNATIONAL BANK FOR RECO 2.1250 2.207
55242 3/18/11 289348 CITIGROUP/CITIBANK DOMESTIC 3/15/16 40,000,000.00 100.74 40,299,200.00 452,667.90
SALE 3/01/11 48203RAF JUNIPER NETWORKS INC SR NOT 4.6000 4.616
55720 3/04/11 289338 BARCLAYS CAPITAL INC 3/15/21 5,000,000.00 100.67 5,033,500.00 39,942.23
SALE 3/11/11 494368BC KIMBERLY CLARK CORP BONDS 6.6250 6.707
37890 3/16/11 289346 CREDIT SUISSE SEC (USA) LLC 8/01/37 5,000,000.00 119.87 5,993,950.00 1,044,861.75
SALE 3/23/11 500769CH KFW ZERO COUPON 5.133
51195 3/28/11 289354 MITSUBISHI BANK LIMITED 6/29/37 50,000,000.00 27.461 13,730,500.00 -430,459.22
SALE 3/07/11 516823L3 LAREDO TEXAS BUILD AMERICA 6.5660 6.565
48313 3/10/11 289342 MORGAN KEEGAN 2/15/39 4,000,000.00 102.76 4,110,760.00 110,760.00
SALE 3/03/11 59259YBF METROPOLITIAN TRANS AUTH NY 5.8710 5.871
48793 3/08/11 289340 MORGAN STANLEY 11/15/39 10,000,000.00 90.997 9,099,700.00 -900,300.00
SALE 3/07/11 59266TCJ SO CALIFORNIA MET WATER BAB 6.5380 6.537
47953 3/10/11 289342 JP MORGAN 7/01/39 7,500,000.00 100.96 7,572,675.00 72,675.00
SALE 3/09/11 594918AD MICROSOFT CORP NOTES 5.2000 5.214
46754 3/14/11 289344 WELLS FARGO SECURITIES 6/01/39 5,000,000.00 98.796 4,939,800.00 -49,484.70
SALE 3/10/11 594918AD MICROSOFT CORP NOTES 5.2000 5.214
46754 3/15/11 289345 CREDIT SUISSE SEC (USA) LLC 6/01/39 5,000,000.00 99.158 4,957,900.00 -31,386.52
SALE 3/07/11 606092ET MISSOURI JT MUN ELEC UTIL R 6.8900 6.890
49991 3/10/11 289342 RAMIREZ-INTL RESEARCH 1/01/42 3,000,000.00 96.741 2,902,230.00 -97,770.00
SALE 3/23/11 626207YF GA MUNICIPAL ELEC AUTH REV 6.6370 6.605
50992 3/28/11 289354 GOLDMAN SACHS & COMPANY 4/01+57 2,000,000.00 96.935 1,938,700.00 -70,631.32
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 3/01/11 THROUGH 3/31/11
COMMON PENSION FD B (5142) -Cont. PAGE: 99
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/28/11 626207YF GA MUNICIPAL ELEC AUTH REV 6.6370 6.605
50992 3/31/11 259357 DEUTSCHE BANK AG (DOMESTIC) 4/01+57 5,000,000.00 95.323 4,766,150.00 -256,285.47
SALE 3/04/11 646136XT NJ ST TRANS TR FD REV BDS 6.1040 6.103
53887 3/09/11 289341 GOLDMAN SACHS & COMPANY 12/15/28 20,000,000.00 96.801 19,360,200.00 -639,800.00
SALE 3/07/11 646136XT NJ ST TRANS TR FD REV BDS 6.1040 6.103
53887 3/10/11 289342 GOLDMAN SACHS & COMPANY 12/15/28 20,000,000.00 96.750 19,350,000.00 -650,000.00
SALE 3/07/11 646136XT NJ ST TRANS TR FD REV BDS 6.1040 6.103
53887 3/10/11 289342 GOLDMAN SACHS & COMPANY 12/15/28 10,000,000.00 96.237 9,623,700.00 -376,300.00
SALE 3/03/11 64966HYX NEW YORK NY BUILD AMERICA B 6.2460 6.246
52241 3/08/11 289340 MORGAN STANLEY 6/01/35 10,000,000.00 98.822 9,882,200.00 -117,800.00
SALE 3/04/11 650014TF NY ST TWY AUTH REV BDS 5.4490 5.333
51462 3/09/11 289341 GOLDMAN SACHS & COMPANY 4/01/25 14,500,000.00 99.749 14,463,605.00 -200,553.20
SALE 3/04/11 650014TF NY ST TWY AUTH REV BDS 5.4490 5.333
51462 3/09/11 289341 GOLDMAN SACHS & COMPANY 4/01/25 15,500,000.00 99.796 15,468,380.00 -207,099.46
SALE 3/29/11 655844AZ NORFOLK SOUTHERN 5.7500 5.787
41854 4/01/11 1 MITSUBISHI SECURITIES USA(I 4/01/18 12,000,000.00 111.92 13,430,400.00 1,455,527.48
SALE 3/08/11 677521DF OHIO STATE BABS 4.9440 4.856
51537 3/11/11 289343 RAMIREZ 5/01/25 4,000,000.00 100.54 4,021,840.00 -13,546.97
SALE 3/04/11 695114CJ PACIFICORP 1ST MORTGAGE BON 6.3500 6.392
41763 3/09/11 289341 SUSQUEHANNA/OTC 7/15/38 5,000,000.00 111.42 5,571,150.00 598,596.73
SALE 3/03/11 70869PFT PA ECONOMIC DEV CONV CTR RE 6.5320 6.531
51587 3/08/11 289340 BARCLAYS CAPITAL INC 6/15/39 13,000,000.00 94.870 12,333,100.00 -666,900.00
SALE 3/03/11 709223ZZ PENNSYLVANIA ST TPK COMMN R 5.5610 5.560
53276 3/08/11 289340 CITIGROUP/CITIBANK DOMESTIC 12/01/49 25,000,000.00 88.930 22,232,500.00 -2,767,500.00
SALE 3/09/11 713448BP PEPSICO INC NOTES 5.5000 5.574
50377 3/14/11 289344 CREDIT SUISSE SEC (USA) LLC 1/15/40 5,000,000.00 102.40 5,120,350.00 173,560.12
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 3/01/11 THROUGH 3/31/11
COMMON PENSION FD B (5142) -Cont. PAGE: 100
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/09/11 713448BP PEPSICO INC NOTES 5.5000 5.574
50377 3/14/11 289344 CREDIT SUISSE SEC (USA) LLC 1/15/40 5,000,000.00 102.43 5,121,850.00 175,060.12
SALE 3/28/11 78390XAD SAIC INC NOTES 4.4500 4.495
54840 3/31/11 289357 MITSUBISHI SECURITIES USA(I 12/01/20 10,000,000.00 100.83 10,083,600.00 120,652.19
SALE 3/02/11 81170TDT SEACOAST FLA UTILITY AUTH W 6.6800 6.679
48722 3/07/11 289339 LOOP CAPITAL 3/01/39 6,000,000.00 99.960 5,997,600.00 -2,400.00
SALE 3/07/11 833102XE SNOHOMISH CNTY WASH PUB UTI 5.6300 5.638
51944 3/10/11 289342 GOLDMAN SACHS & COMPANY 12/01/35 22,000,000.00 93.640 20,600,800.00 -1,373,707.63
SALE 3/07/11 854502AA STANLEY BLACK & DECKER NOTE 5.2000 5.205
53271 3/10/11 289342 SUSQUEHANNA FINANCIAL GROUP 9/01/40 7,000,000.00 95.408 6,678,560.00 -316,143.46
SALE 3/03/11 871829AJ SYSCO CORP 5.3750 5.572
44384 3/08/11 289340 CREDIT SUISSE SEC (USA) LLC 9/21/35 10,000,000.00 102.57 10,257,600.00 518,899.42
SALE 3/08/11 87354TBG TACOMA WASH RGL WTR SUPPLY 5.6210 5.620
53001 3/11/11 289343 GOLDMAN SACHS & COMPANY 12/01/40 4,000,000.00 92.513 3,700,520.00 -299,480.00
SALE 3/15/11 88059FAV TENNESEE VALLEY AUTHORITY S 5.348
37351 3/16/11 289346 FTN Financial Securities 11/01/25 40,000,000.00 48.976 19,590,400.00 -495,933.48
SALE 3/15/11 88059FAV TENNESEE VALLEY AUTHORITY S 5.348
37351 3/16/11 289346 MITSUBISHI SECURITIES USA(I 11/01/25 60,000,000.00 48.940 29,364,000.00 -765,500.22
SALE 3/16/11 912833LZ US TREASURY STRIPS 4.902
47853 3/17/11 289347 BANK OF AMERICA SECURITIES 5/15/26 40,000,000.00 52.011 20,804,400.00 1,609,819.57
SALE 3/03/11 913017BP UNITED TECHNOLOGIES NOTES 6.1250 6.294
41154 3/08/11 289340 BARCLAYS CAPITAL INC 7/15/38 5,000,000.00 110.59 5,529,900.00 639,959.26
SALE 3/08/11 960470JE WESTLAKE OHIO CITY SCH DIST 6.0280 6.027
53003 3/11/11 289343 GOLDMAN SACHS & COMPANY 12/01/43 4,000,000.00 93.099 3,723,960.00 -276,040.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 765,150,000.00 636,821,858.75 7,091,405.97
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 3/01/11 THROUGH 3/31/11
COMMON PENSION FD B (5142) -Cont. PAGE: 101
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 3/04/11 46428724 ISHARES IBOXX INV GR CORP B 1,350.09
30483 3/09/11 424694 BNY CONVERGEX EX SOLUTIONS( 650,000.00 108.18 6,500.00 70,309,149.91 415,599.91
SALE 3/16/11 46428724 ISHARES IBOXX INV GR CORP B 1,361.73
30483 3/21/11 424694 BNY CONVERGEX EX SOLUTIONS( 650,000.00 109.11 6,500.00 70,915,263.27 1,021,713.27
SALE 3/21/11 72201410 PIMCO HIGH INCOME FUND 66.05
38058 3/24/11 289352 BNY CONVERGEX(EXECUTIONS) 250,000.00 13.760 2,500.00 3,437,433.95 -67,352.97
SALE 3/22/11 72201410 PIMCO HIGH INCOME FUND 13.27
38058 3/25/11 289353 BNY CONVERGEX(EXECUTIONS) 50,000.00 13.816 500.00 690,291.73 -10,665.65
SALE 3/23/11 72201410 PIMCO HIGH INCOME FUND 6.66
38058 3/28/11 289354 BNY CONVERGEX(EXECUTIONS) 25,000.00 13.858 250.00 346,193.34 -4,285.35
SALE 3/25/11 72201410 PIMCO HIGH INCOME FUND 17.22
38058 3/30/11 289356 BNY CONVERGEX(EXECUTIONS) 64,000.00 14.006 640.00 895,733.18 -1,492.27
SALE 3/28/11 72201410 PIMCO HIGH INCOME FUND 4.04
38058 3/31/11 289357 BNY CONVERGEX(EXECUTIONS) 15,000.00 14.002 150.00 209,869.96 -417.26
SALE 3/29/11 72201410 PIMCO HIGH INCOME FUND 3.23
38058 4/01/11 289358 BNY CONVERGEX(EXECUTIONS) 12,000.00 14.000 120.00 167,876.77 -353.00
SALE 3/30/11 72201410 PIMCO HIGH INCOME FUND 9.42
38058 4/04/11 289359 BNY CONVERGEX(EXECUTIONS) 35,000.00 14.004 350.00 489,784.08 -886.09
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 1,751,000.00 2,831.71 147,461,596.19 1,351,860.59
17,510.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 766,901,000.00 2,831.71 784,283,454.94 8,443,266.56
17,510.00
END OF REPORT FOR: COMMON PENSION FD B
S T A T E O F N E W J E R S E Y 5153
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
CPFB - FIXED INCOME HIGH YIELD (5153) PAGE: 102
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PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 3/09/11 06985PAB BASIC ENERGY SERVICES 7.1250 6.653
55840 3/14/11 289344 MERRILL LYNCH PIERCE FIXED 4/15/16 1,000,000.00 102.00 1,020,000.00
PUR 3/09/11 109178AD BRIGHAM EXPLORATION CO 8.7500 6.817
55836 3/14/11 289344 CREDIT SUISSE SEC (USA) LLC 10/01/18 1,000,000.00 111.25 1,112,500.00
PUR 3/07/11 281023AN EDISON MISSION ENERGY 7.5000 7.614
55796 3/10/11 289342 CREDIT SUISSE SEC (USA) LLC 6/15/13 1,000,000.00 99.750 997,500.00
PUR 3/14/11 281023AN EDISON MISSION ENERGY 7.5000 8.614
55796 3/17/11 289347 MERRILL LYNCH PIERCE FIXED 6/15/13 2,000,000.00 97.750 1,955,000.00
PUR 3/16/11 315405AM FERRO CORP 7.8750 6.827
55924 3/21/11 289349 JP MORGAN 8/15/18 1,000,000.00 106.00 1,060,000.00
PUR 3/02/11 37250WAD GEOEYE INC 8.6250 6.974
55743 3/07/11 289339 MORGAN STANLEY - ALGO 10/01/16 1,000,000.00 107.50 1,075,000.00
PUR 3/02/11 531359AA LIBERTY TIRE RECYCLING 11.0000 7.949
55738 3/07/11 289339 MERRILL LYNCH PIERCE FIXED 10/01/16 500,000.00 113.50 567,500.00
PUR 3/03/11 552715AB MEMC ELECTRIC MATERIALS 7.7500 7.749
55782 3/10/11 289342 MERRILL LYNCH PIERCE FIXED 4/01/19 1,000,000.00 100.00 1,000,000.00
PUR 3/02/11 72147KAA PILGRIMS PRIDE CORP 7.8750 8.091
55740 3/07/11 289339 JP MORGAN 12/15/18 500,000.00 98.750 493,750.00
PUR 3/01/11 785583AC SABINE PASS LONG LP 7.2500 6.230
55719 3/04/11 289338 CREDIT SUISSE SEC (USA) LLC 11/30/13 1,000,000.00 102.50 1,025,000.00
PUR 3/03/11 861642AK STONE ENERGY CORP 8.6250 7.634
55756 3/08/11 289340 MERRILL LYNCH PIERCE FIXED 2/01/17 1,000,000.00 104.62 1,046,250.00
PUR 3/28/11 969490AD CLAYTON WILLIAMS ENERGY 7.7500 7.703
56075 3/31/11 289357 JEFFERIES & COMPANY 4/01/19 650,000.00 100.25 651,655.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 11,650,000.00 12,004,155.00
S T A T E O F N E W J E R S E Y 5153
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
CPFB - FIXED INCOME HIGH YIELD (5153) -Cont. PAGE: 103
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PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 3/02/11 36186020 ALLY FIN'L TRUP - GMAC CAP
55765 3/07/11 289339 CITIGROUP/CITIBANK DOMESTIC 200,000.00 25.000 5,000,000.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 200,000.00 5,000,000.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 11,850,000.00 17,004,155.00
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 3/23/11 552715AB MEMC ELECTRIC MATERIALS 7.7500 7.749
55782 3/28/11 289354 MERRILL LYNCH PIERCE FIXED 4/01/19 1,000,000.00 101.50 1,015,000.00 15,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 1,000,000.00 1,015,000.00 15,000.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 1,000,000.00 1,015,000.00 15,000.00
END OF REPORT FOR: CPFB - FIXED INCOME HIGH YIELD
S T A T E O F N E W J E R S E Y 5160
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
COMMON A DERIVITIVES (5160) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASES OF COMINGLED FUND UNITS
---------------------------------
PUR 3/10/11 SPXP1611 SPX 4/16/11 P1250
55676 3/11/11 424694 GOLDMAN SACHS (OPTIONS) 350,000.00 17.886 7,000.00 6,266,995.00
PUR 3/10/11 SPXQ2111 SPX 5/21/11 P 1230
55862 3/11/11 424694 GOLDMAN SACHS (OPTIONS) 500,000.00 24.250 10,000.00 12,135,000.00
PUR 3/22/11 SPXQ2111 SPX 5/21/11 P 1230
55862 3/23/11 424694 MORGAN STANLEY (OPTIONS) 100,000.00 19.380 2,000.00 1,940,000.00
PUR 3/22/11 SPXR1811 SPX 6/18/11 P1240
56006 3/23/11 424694 MORGAN STANLEY (OPTIONS) 100,000.00 30.300 2,000.00 3,032,000.00
-------------- ---------- -------------- --------------
SUBTOTAL UNIT-ASSET PURCHASES: 1,050,000.00 23,373,995.00
21,000.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 1,050,000.00 23,373,995.00
21,000.00
SALES OF COMINGLED-FUND UNITS
-----------------------------
SALE 3/10/11 SPX31911 SPX 3/19/11 P1230
55420 3/11/11 424694 MORGAN STANLEY (OPTIONS) 150,000.00 1.400 3,000.00 207,000.00 -1,370,271.00
SALE 3/10/11 SPX41611 SPX 4/16/11 P1200
55421 3/11/11 424694 BBRCLAYS CAPTIAL - OPTIONS 500,000.00 7.050 10,000.00 3,515,000.00 -2,882,570.00
SALE 3/16/11 SPXP1611 SPX 4/16/11 P1250
55676 3/17/11 424694 GOLDMAN SACHS (OPTIONS) 70,000.00 34.529 1,400.00 2,415,602.00 1,121,356.38
SALE 3/16/11 SPXP1611 SPX 4/16/11 P1250
55676 3/17/11 424694 GOLDMAN SACHS (OPTIONS) 150,000.00 29.340 3,000.00 4,398,000.00 1,624,616.54
-------------- ---------- -------------- --------------
SUBTOTAL UNIT-ASSET SALES: 870,000.00 10,535,602.00 -1,506,868.08
17,400.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 870,000.00 10,535,602.00 -1,506,868.08
17,400.00
END OF REPORT FOR: COMMON A DERIVITIVES
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 3/15/11 00105510 AFLAC
55906 3/18/11 424745 GRISWOLD COMPANY 100,000.00 49.705 1,000.00 4,971,470.00
PUR 3/15/11 00105510 AFLAC
55906 3/18/11 424745 PULSE (BLOCK CROSS) 200,000.00 48.932 2,000.00 9,788,420.00
PUR 3/07/11 00282410 ABBOTT LABORATORIES
39882 3/10/11 424718 BLAYLOCK ROBERT VAN LLC 20,000.00 48.387 200.00 967,948.00
PUR 3/11/11 00282410 ABBOTT LABORATORIES
39882 3/16/11 424734 WILLIAMS CAPITAL GROUP 20,000.00 48.243 200.00 965,052.00
PUR 3/18/11 00282410 ABBOTT LABORATORIES
39882 3/23/11 424759 BMO CAPITAL MARKETS/EXECUTI 20,000.00 47.717 200.00 954,548.00
PUR 3/22/11 00282410 ABBOTT LABORATORIES
39882 3/25/11 424767 CAPIS/SOFT 20,000.00 48.043 1,000.00 961,860.00
PUR 3/24/11 00282410 ABBOTT LABORATORIES
39882 3/29/11 424775 BMO CAPITAL MARKETS/EXECUTI 20,000.00 48.002 200.00 960,248.00
PUR 3/29/11 00282410 ABBOTT LABORATORIES
39882 4/01/11 424788 BLAYLOCK ROBERT VAN LLC 20,000.00 48.000 200.00 960,200.00
PUR 3/22/11 00817Y10 AETNA INC
51549 3/25/11 424767 CAPIS/SOFT 100,000.00 35.310 5,000.00 3,535,960.00
PUR 3/10/11 02313510 AMAZON.COM INC
54819 3/15/11 424730 ITG (CHANNEL) 10,000.00 166.05 70.00 1,660,657.00
PUR 3/01/11 02581610 AMERICAN EXPRESS CO
51479 3/04/11 424698 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 43.575 4,000.00 4,361,460.00
PUR 3/21/11 02991220 AMERICAN TOWER CORP. CL A
39887 3/24/11 424763 CAPIS/SOFT 200,000.00 46.550 10,000.00 9,320,060.00
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 3/01/11 THROUGH 3/31/11
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 3/22/11 02991220 AMERICAN TOWER CORP. CL A
39887 3/25/11 424767 CAPIS/SOFT 200,000.00 48.189 10,000.00 9,647,860.00
PUR 3/17/11 03265410 ANALOG DEVICES
55938 3/22/11 424753 BNY CONVERGEX(EXECUTIONS) 300,000.00 37.296 1,500.00 11,190,390.00
PUR 3/18/11 03265410 ANALOG DEVICES
55938 3/23/11 424759 JACKSON SECS 100,000.00 37.768 1,000.00 3,777,790.00
PUR 3/18/11 03265410 ANALOG DEVICES
55938 3/23/11 424759 STURDIVANT/EXECUTION 100,000.00 37.619 1,000.00 3,762,880.00
PUR 3/02/11 03741110 APACHE CORP
55410 3/07/11 424704 BLAIR, WILLIAM & COMPANY 20,000.00 120.14 800.00 2,403,752.00
PUR 3/03/11 03741110 APACHE CORP
55410 3/08/11 424708 SIDOTI & CO 10,000.00 121.06 400.00 1,211,011.00
PUR 3/07/11 03741110 APACHE CORP
55410 3/10/11 424718 BMO CAPITAL MARKETS/EXECUTI 10,000.00 122.80 100.00 1,228,129.00
PUR 3/16/11 03783310 APPLE INC
39881 3/21/11 424749 ITG (CHANNEL) 10,000.00 333.05 70.00 3,330,573.00
PUR 3/10/11 04273510 ARROW ELECTRONICS INC
52841 3/15/11 424730 BMO CAPITAL MARKETS/EXECUTI 40,000.00 38.942 400.00 1,558,064.00
PUR 3/10/11 05380710 AVNET INC
53849 3/15/11 424730 GRISWOLD COMPANY 50,000.00 33.321 500.00 1,666,570.00
PUR 3/16/11 05380710 AVNET INC
53849 3/21/11 424749 BMO CAPITAL MARKETS/EXECUTI 50,000.00 32.151 500.00 1,608,055.00
PUR 3/29/11 05380710 AVNET INC
53849 4/01/11 424788 WILLIAMS CAPITAL GROUP 50,000.00 33.870 500.00 1,694,015.00
PUR 3/29/11 05548J10 BJ'S WHOLESALE CLUB INC
52526 4/01/11 424788 BLAYLOCK ROBERT VAN LLC 20,000.00 48.820 200.00 976,598.00
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 3/01/11 THROUGH 3/31/11
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 3/30/11 05548J10 BJ'S WHOLESALE CLUB INC
52526 4/04/11 424792 BMO CAPITAL MARKETS/EXECUTI 40,000.00 48.675 400.00 1,947,396.00
PUR 3/31/11 05548J10 BJ'S WHOLESALE CLUB INC
52526 4/05/11 424796 WILLIAMS CAPITAL GROUP 20,000.00 48.594 200.00 972,078.00
PUR 3/29/11 06050510 BANK OF AMERICA CORP
46955 4/01/11 424788 ICAP CORPORATES LLC 100,000.00 13.302 1,000.00 1,331,190.00
PUR 3/01/11 07330210 B.E. AEROSPACE INC
55593 3/04/11 424698 CREDIT SUISSE SEC (USA) LLC 40,000.00 33.668 1,200.00 1,347,936.00
PUR 3/04/11 07330210 B.E. AEROSPACE INC
55593 3/09/11 424714 ITG (CHANNEL) 20,000.00 35.001 140.00 700,150.00
PUR 3/29/11 08467070 BERKSHIRE HATHAWAY INC-CL B
54956 4/01/11 424788 BMO CAPITAL MARKETS/EXECUTI 50,000.00 84.136 500.00 4,207,295.00
PUR 3/31/11 08467070 BERKSHIRE HATHAWAY INC-CL B
54956 4/05/11 424796 WILLIAMS CAPITAL GROUP 50,000.00 84.102 500.00 4,205,580.00
PUR 3/15/11 08578910 BERRY PETROLEUM CO
42925 3/18/11 424745 BMO CAPITAL MARKETS/EXECUTI 20,000.00 46.309 200.00 926,388.00
PUR 3/24/11 08651610 BEST BUY
56050 3/29/11 424775 BNY CONVERGEX(EXECUTIONS) 300,000.00 30.201 1,500.00 9,061,800.00
PUR 3/25/11 08651610 BEST BUY
56050 3/30/11 424780 ICAP CORPORATES LLC 100,000.00 28.979 1,000.00 2,898,910.00
PUR 3/25/11 08651610 BEST BUY
56050 3/30/11 424780 ICAP CORPORATES LLC 100,000.00 29.198 1,000.00 2,920,800.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 200,000.00 29.089 5,819,710.00
2,000.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
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 3/25/11 08651610 BEST BUY
56050 3/30/11 424780 MERIDIAN EQUITY PARTNERS 100,000.00 29.677 1,000.00 2,968,740.00
PUR 3/25/11 08651610 BEST BUY
56050 3/30/11 424780 PRINCETON SECURITIES GROUP 100,000.00 29.364 1,000.00 2,937,430.00
PUR 3/25/11 08651610 BEST BUY
56050 3/30/11 424780 PRINCETON SECURITIES GROUP 100,000.00 29.199 1,000.00 2,920,900.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 200,000.00 29.282 5,858,330.00
2,000.00
PUR 3/28/11 08651610 BEST BUY
56050 3/31/11 424784 GRISWOLD COMPANY 100,000.00 29.452 1,000.00 2,946,180.00
PUR 3/29/11 08930210 BIG LOTS INC
55550 4/01/11 424788 BLAYLOCK ROBERT VAN LLC 30,000.00 43.004 300.00 1,290,414.00
PUR 3/30/11 08930210 BIG LOTS INC
55550 4/04/11 424792 BMO CAPITAL MARKETS/EXECUTI 40,000.00 43.378 400.00 1,735,520.00
PUR 3/31/11 08930210 BIG LOTS INC
55550 4/05/11 424796 WILLIAMS CAPITAL GROUP 20,000.00 43.146 200.00 863,120.00
PUR 3/17/11 09247X10 BLACKROCK INC
51685 3/22/11 424753 BLAYLOCK ROBERT VAN LLC 10,000.00 184.32 100.00 1,843,297.00
PUR 3/18/11 09247X10 BLACKROCK INC
51685 3/23/11 424759 BMO CAPITAL MARKETS/EXECUTI 10,000.00 184.53 100.00 1,845,431.00
PUR 3/07/11 09702310 BOEING COMPANY
55813 3/10/11 424718 CAPIS/SOFT 100,000.00 70.396 5,000.00 7,044,600.00
PUR 3/08/11 09702310 BOEING COMPANY
55813 3/11/11 424722 STURDIVANT/EXECUTION 100,000.00 71.969 1,000.00 7,197,890.00
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 3/01/11 THROUGH 3/31/11
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 3/09/11 09702310 BOEING COMPANY
55813 3/14/11 424726 CAPIS/SOFT 100,000.00 71.995 5,000.00 7,204,510.00
PUR 3/10/11 09702310 BOEING COMPANY
55813 3/15/11 424730 MERIDIAN EQUITY PARTNERS 100,000.00 70.979 1,000.00 7,098,850.00
PUR 3/17/11 11012210 BRISTOL-MYERS SQUIBB CO.
39897 3/22/11 424753 BMO CAPITAL MARKETS/EXECUTI 100,000.00 25.291 1,000.00 2,530,110.00
PUR 3/10/11 12526910 CF INDUSTRIES HOLDINGS INC
46083 3/15/11 424730 WILLIAMS CAPITAL GROUP 20,000.00 121.78 200.00 2,435,876.00
PUR 3/11/11 12526910 CF INDUSTRIES HOLDINGS INC
46083 3/16/11 424734 BMO CAPITAL MARKETS/EXECUTI 20,000.00 125.47 200.00 2,509,754.00
PUR 3/01/11 12824610 CALAVO GROWERS INC
55268 3/04/11 424698 CREDIT SUISSE SEC (USA) LLC 20,000.00 23.150 600.00 463,600.00
PUR 3/02/11 12824610 CALAVO GROWERS INC
55268 3/07/11 424704 GOLDMAN SACHS & COMPANY 60,000.00 21.071 1,800.00 1,266,078.00
PUR 3/03/11 12824610 CALAVO GROWERS INC
55268 3/08/11 424708 GOLDMAN SACHS & COMPANY 10,000.00 21.058 300.00 210,883.00
PUR 3/03/11 12824610 CALAVO GROWERS INC
55268 3/08/11 424708 GOLDMAN SACHS & COMPANY 30,000.00 20.864 900.00 626,829.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 20.913 837,712.00
1,200.00
PUR 3/04/11 12824610 CALAVO GROWERS INC
55268 3/09/11 424714 ITG (CHANNEL) 13,826.00 21.010 96.78 290,575.51
PUR 3/07/11 12824610 CALAVO GROWERS INC
55268 3/10/11 424718 ITG (CHANNEL) 6,174.00 21.173 43.22 130,767.17
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
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 3/08/11 12824610 CALAVO GROWERS INC
55268 3/11/11 424722 ITG (CHANNEL) 8,144.00 21.446 57.01 174,715.68
PUR 3/09/11 12824610 CALAVO GROWERS INC
55268 3/14/11 424726 ITG (CHANNEL) 1,856.00 21.587 12.99 40,079.02
PUR 3/10/11 12824610 CALAVO GROWERS INC
55268 3/15/11 424730 ITG (CHANNEL) 6,548.00 21.106 45.84 138,246.62
PUR 3/11/11 12824610 CALAVO GROWERS INC
55268 3/16/11 424734 ITG (CHANNEL) 3,452.00 21.033 24.16 72,630.42
PUR 3/14/11 12824610 CALAVO GROWERS INC
55268 3/17/11 424741 ITG (CHANNEL) 10,000.00 21.028 70.00 210,347.00
PUR 3/17/11 12824610 CALAVO GROWERS INC
55268 3/22/11 424753 ITG (CHANNEL) 10,000.00 20.727 70.00 207,341.00
PUR 3/21/11 12824610 CALAVO GROWERS INC
55268 3/24/11 424763 ITG (CHANNEL) 6,704.00 21.550 46.93 144,517.46
PUR 3/22/11 12824610 CALAVO GROWERS INC
55268 3/25/11 424767 ITG (CHANNEL) 3,296.00 21.568 23.07 71,110.21
PUR 3/11/11 12960310 CALGON CARBON CORP
46471 3/16/11 424734 BLAYLOCK ROBERT VAN LLC 100,000.00 14.742 1,000.00 1,475,160.00
PUR 3/17/11 12960310 CALGON CARBON CORP
46471 3/22/11 424753 BLAYLOCK ROBERT VAN LLC 50,000.00 14.220 500.00 711,475.00
PUR 3/18/11 12960310 CALGON CARBON CORP
46471 3/23/11 424759 BMO CAPITAL MARKETS/EXECUTI 50,000.00 14.307 500.00 715,835.00
PUR 3/21/11 12960310 CALGON CARBON CORP
46471 3/24/11 424763 CAPIS/SOFT 50,000.00 14.059 2,500.00 705,470.00
PUR 3/22/11 12960310 CALGON CARBON CORP
46471 3/25/11 424767 CAPIS/SOFT 50,000.00 14.051 2,500.00 705,025.00
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 3/01/11 THROUGH 3/31/11
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 3/23/11 12960310 CALGON CARBON CORP
46471 3/28/11 424771 BMO CAPITAL MARKETS/EXECUTI 50,000.00 14.000 500.00 700,500.00
PUR 3/24/11 12960310 CALGON CARBON CORP
46471 3/29/11 424775 BLAYLOCK ROBERT VAN LLC 50,000.00 14.325 500.00 716,770.00
PUR 3/31/11 12960310 CALGON CARBON CORP
46471 4/05/11 424796 GRISWOLD COMPANY 100,000.00 15.863 1,000.00 1,587,260.00
PUR 3/23/11 14365830 CARNIVAL CORP
56035 3/28/11 424771 CAPIS/SOFT 300,000.00 38.848 15,000.00 11,669,490.00
PUR 3/24/11 14365830 CARNIVAL CORP
56035 3/29/11 424775 GRISWOLD COMPANY 100,000.00 38.975 1,000.00 3,898,500.00
PUR 3/24/11 14365830 CARNIVAL CORP
56035 3/29/11 424775 ICAP CORPORATES LLC 100,000.00 38.952 1,000.00 3,896,200.00
PUR 3/24/11 14365830 CARNIVAL CORP
56035 3/29/11 424775 PRINCETON SECURITIES GROUP 100,000.00 39.111 1,000.00 3,912,060.00
PUR 3/25/11 14365830 CARNIVAL CORP
56035 3/30/11 424780 GRISWOLD COMPANY 100,000.00 38.935 1,000.00 3,894,470.00
PUR 3/28/11 14365830 CARNIVAL CORP
56035 3/31/11 424784 MERIDIAN EQUITY PARTNERS 100,000.00 38.579 1,000.00 3,858,870.00
PUR 3/07/11 16516710 CHESAPEAKE ENERGY CORP.
41852 3/10/11 424718 GRISWOLD COMPANY 50,000.00 33.912 500.00 1,696,090.00
PUR 3/23/11 16516710 CHESAPEAKE ENERGY CORP.
41852 3/28/11 424771 BMO CAPITAL MARKETS/EXECUTI 50,000.00 33.784 500.00 1,689,690.00
PUR 3/04/11 17243V10 CINEMARK HOLDINGS
50473 3/09/11 424714 SOLEIL SECURITIES CORP. 20,000.00 19.615 800.00 393,094.00
PUR 3/07/11 17243V10 CINEMARK HOLDINGS
50473 3/10/11 424718 WILLIAMS CAPITAL GROUP 20,000.00 19.448 200.00 389,164.00
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 3/01/11 THROUGH 3/31/11
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 3/09/11 17243V10 CINEMARK HOLDINGS
50473 3/14/11 424726 BMO CAPITAL MARKETS/EXECUTI 20,000.00 19.587 200.00 391,940.00
PUR 3/11/11 17243V10 CINEMARK HOLDINGS
50473 3/16/11 424734 BMO CAPITAL MARKETS/EXECUTI 20,000.00 19.330 200.00 386,800.00
PUR 3/16/11 17243V10 CINEMARK HOLDINGS
50473 3/21/11 424749 WILLIAMS CAPITAL GROUP 20,000.00 18.762 200.00 375,430.00
PUR 3/14/11 17275510 CIRRUS LOGIC
53355 3/17/11 424741 ITG (CHANNEL) 30,000.00 22.278 210.00 668,547.00
PUR 3/24/11 17275510 CIRRUS LOGIC
53355 3/29/11 424775 ITG (CHANNEL) 40,000.00 20.724 280.00 829,252.00
PUR 3/31/11 17275510 CIRRUS LOGIC
53355 4/05/11 424796 INSTINET (PORTAL) 20,000.00 21.157 140.00 423,288.00
PUR 3/31/11 17296710 CITIGROUP INC
51156 4/05/11 424796 INSTINET (CUMBERLAND ADVISO 1,000,000.00 4.428 50,000.00 4,477,500.00
PUR 3/21/11 20366810 COMMUNITY HEALTH SYSTEMS
54817 3/24/11 424763 CAPIS/SOFT 50,000.00 38.102 2,500.00 1,907,580.00
PUR 3/14/11 20825C10 CONOCOPHILLIPS
39904 3/17/11 424741 GUZMAN & CO. 50,000.00 75.683 500.00 3,784,625.00
PUR 3/14/11 23102110 CUMMINS ENGINE
55334 3/17/11 424741 BMO CAPITAL MARKETS/EXECUTI 10,000.00 97.160 100.00 971,702.00
PUR 3/21/11 25490A10 DIRECTV GROUP INC
51409 3/24/11 424763 BMO CAPITAL MARKETS/EXECUTI 40,000.00 44.264 400.00 1,770,976.00
PUR 3/04/11 25674610 DOLLAR TREE INC
42996 3/09/11 424714 ITG (CHANNEL) 30,000.00 52.280 210.00 1,568,601.00
PUR 3/04/11 25674610 DOLLAR TREE INC
42996 3/09/11 424714 LIQUIDNET 10,000.00 52.700 200.00 527,200.00
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
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 113
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/07/11 25674610 DOLLAR TREE INC
42996 3/10/11 424718 ITG (CHANNEL) 9,090.00 51.698 63.63 469,993.91
PUR 3/07/11 25674610 DOLLAR TREE INC
42996 3/10/11 424718 SWSQUEHANNA FIN. GRP LLC (D 10,910.00 51.935 327.30 566,934.88
PUR 3/30/11 26054310 DOW CHEMICAL
51833 4/04/11 424792 ICAP CORPORATES LLC 100,000.00 37.760 1,000.00 3,777,020.00
PUR 3/10/11 26353410 DU PONT (E.I.) DE NEMOURS
40720 3/15/11 424730 BLAYLOCK ROBERT VAN LLC 50,000.00 52.609 500.00 2,630,935.00
PUR 3/10/11 26353410 DU PONT (E.I.) DE NEMOURS
40720 3/15/11 424730 ICAP CORPORATES LLC 30,000.00 52.598 300.00 1,578,225.00
PUR 3/11/11 26353410 DU PONT (E.I.) DE NEMOURS
40720 3/16/11 424734 GRISWOLD COMPANY 50,000.00 52.101 500.00 2,605,540.00
PUR 3/01/11 26924640 E*TRADE FINANCIAL CORP
55689 3/04/11 424698 CREDIT SUISSE SEC (USA) LLC 44,000.00 15.938 1,320.00 702,574.40
PUR 3/01/11 26924640 E*TRADE FINANCIAL CORP
55689 3/04/11 424698 JEFFERIES & COMPANY 41,000.00 15.941 1,230.00 654,811.00
PUR 3/01/11 26924640 E*TRADE FINANCIAL CORP
55689 3/04/11 424698 JP MORGAN 100,000.00 15.673 3,000.00 1,570,270.00
PUR 3/01/11 26924640 E*TRADE FINANCIAL CORP
55689 3/04/11 424698 UBS WARBURG LLC 415,000.00 15.915 12,450.00 6,617,009.00
PUR 3/03/11 26924640 E*TRADE FINANCIAL CORP
55689 3/08/11 424708 DEUTSCHE BANK AG (DOMESTIC) 25,000.00 15.916 750.00 398,647.50
PUR 3/03/11 26924640 E*TRADE FINANCIAL CORP
55689 3/08/11 424708 ITG (CHANNEL) 100,000.00 15.977 700.00 1,598,420.00
PUR 3/03/11 26924640 E*TRADE FINANCIAL CORP
55689 3/08/11 424708 RAYMOND JAMES & ASSOCIATES, 75,000.00 15.932 2,250.00 1,197,172.50
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 114
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/18/11 26924640 E*TRADE FINANCIAL CORP
55689 3/23/11 424759 ITG (CHANNEL) 50,000.00 15.088 350.00 754,735.00
PUR 3/21/11 26924640 E*TRADE FINANCIAL CORP
55689 3/24/11 424763 ITG (CHANNEL) 50,000.00 15.489 350.00 774,785.00
PUR 3/31/11 26924640 E*TRADE FINANCIAL CORP
55689 4/05/11 424796 ITG (CHANNEL) 100,000.00 15.451 700.00 1,545,790.00
PUR 3/11/11 27805810 EATON CORP.
39919 3/16/11 424734 WILLIAMS CAPITAL GROUP 20,000.00 51.183 200.00 1,023,866.00
PUR 3/31/11 27805810 EATON CORP.
39919 4/05/11 424796 WILLIAMS CAPITAL GROUP 20,000.00 55.112 200.00 1,102,436.00
PUR 3/29/11 27864210 EBAY INC
50202 4/01/11 424788 MERRIMAN/OTC 40,000.00 30.937 400.00 1,237,892.00
PUR 3/03/11 29380T10 ENTERTAINMENT PROPERTIES TR
39916 3/08/11 424708 SIDOTI & CO 20,000.00 46.057 800.00 921,932.00
PUR 3/11/11 29380T10 ENTERTAINMENT PROPERTIES TR
39916 3/16/11 424734 BMO CAPITAL MARKETS/EXECUTI 20,000.00 46.727 200.00 934,744.00
PUR 3/03/11 29444U50 EQUINIX INC.
55363 3/08/11 424708 ITG (CHANNEL) 10,000.00 85.517 70.00 855,243.00
PUR 3/04/11 29444U50 EQUINIX INC.
55363 3/09/11 424714 ITG (CHANNEL) 20,000.00 85.120 140.00 1,702,540.00
PUR 3/07/11 29444U50 EQUINIX INC.
55363 3/10/11 424718 PULSE (BLOCK CROSS) 10,000.00 85.093 100.00 851,025.00
PUR 3/08/11 29444U50 EQUINIX INC.
55363 3/11/11 424722 ITG (CHANNEL) 10,000.00 83.971 70.00 839,779.00
PUR 3/04/11 30161N10 EXELON CORP
55789 3/09/11 424714 PRINCETON SECURITIES GROUP 100,000.00 41.304 1,000.00 4,131,380.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 115
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/04/11 30161N10 EXELON CORP
55789 3/09/11 424714 SOLEIL SECURITIES CORP. 100,000.00 41.306 4,000.00 4,134,600.00
PUR 3/07/11 30161N10 EXELON CORP
55789 3/10/11 424718 CAPIS/SOFT 100,000.00 41.785 5,000.00 4,183,480.00
PUR 3/14/11 30161N10 EXELON CORP
55789 3/17/11 424741 CASTLE OAK SECURITIES 100,000.00 42.553 1,000.00 4,256,260.00
PUR 3/16/11 30161N10 EXELON CORP
55789 3/21/11 424749 LOOP CAPITAL 100,000.00 39.968 1,000.00 3,997,800.00
PUR 3/21/11 30161N10 EXELON CORP
55789 3/24/11 424763 PACIFIC AMERICAN SECURITIES 100,000.00 40.323 1,000.00 4,033,330.00
PUR 3/14/11 30231G10 EXXON MOBIL CORP.
39995 3/17/11 424741 PACIFIC AMERICAN SECURITIES 50,000.00 82.238 500.00 4,112,390.00
PUR 3/29/11 30231G10 EXXON MOBIL CORP.
39995 4/01/11 424788 WILLIAMS CAPITAL GROUP 50,000.00 83.121 500.00 4,156,530.00
PUR 3/07/11 31428X10 FEDEX CORP
53828 3/10/11 424718 BMO CAPITAL MARKETS/EXECUTI 10,000.00 88.891 100.00 889,013.00
PUR 3/04/11 33582V10 FIRST NIAGRA FINANCIAL
55533 3/09/11 424714 ITG (CHANNEL) 100,000.00 14.335 700.00 1,434,200.00
PUR 3/09/11 33582V10 FIRST NIAGRA FINANCIAL
55533 3/14/11 424726 INSTINET (PORTAL) 50,000.00 14.314 350.00 716,055.00
PUR 3/10/11 33582V10 FIRST NIAGRA FINANCIAL
55533 3/15/11 424730 ITG (CHANNEL) 50,000.00 14.049 350.00 702,805.00
PUR 3/11/11 33582V10 FIRST NIAGRA FINANCIAL
55533 3/16/11 424734 MERRIMAN/OTC 50,000.00 14.003 500.00 700,635.00
PUR 3/17/11 33582V10 FIRST NIAGRA FINANCIAL
55533 3/22/11 424753 ITG (CHANNEL) 50,000.00 13.948 350.00 697,725.00
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 116
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/21/11 33582V10 FIRST NIAGRA FINANCIAL
55533 3/24/11 424763 ITG (CHANNEL) 50,000.00 14.184 350.00 709,535.00
PUR 3/25/11 33582V10 FIRST NIAGRA FINANCIAL
55533 3/30/11 424780 ITG (CHANNEL) 50,000.00 13.983 350.00 699,515.00
PUR 3/10/11 35671D85 FREEPORT-MCMORAN COPPER-B
54160 3/15/11 424730 GRISWOLD COMPANY 100,000.00 46.738 1,000.00 4,674,770.00
PUR 3/02/11 3623E020 GT SOLAR INTL INC
55480 3/07/11 424704 GOLDMAN SACHS & COMPANY 100,000.00 10.687 3,000.00 1,071,730.00
PUR 3/03/11 3623E020 GT SOLAR INTL INC
55480 3/08/11 424708 GOLDMAN SACHS & COMPANY 155,000.00 11.047 4,650.00 1,716,857.50
PUR 3/03/11 3623E020 GT SOLAR INTL INC
55480 3/08/11 424708 RAYMOND JAMES & ASSOCIATES, 45,000.00 11.150 1,350.00 503,086.50
PUR 3/10/11 3623E020 GT SOLAR INTL INC
55480 3/15/11 424730 ITG (CHANNEL) 100,000.00 9.482 700.00 948,910.00
PUR 3/14/11 3623E020 GT SOLAR INTL INC
55480 3/17/11 424741 ITG (CHANNEL) 100,000.00 10.147 700.00 1,015,380.00
PUR 3/03/11 36955010 GENL DYNAMICS
55769 3/08/11 424708 MACQUARIE CAPITAL USA 134,000.00 77.036 5,360.00 10,328,210.80
PUR 3/04/11 36955010 GENL DYNAMICS
55769 3/09/11 424714 CAPIS/SOFT 100,000.00 75.714 5,000.00 7,576,350.00
PUR 3/04/11 36955010 GENL DYNAMICS
55769 3/09/11 424714 MACQUARIE CAPITAL USA 66,000.00 76.300 2,640.00 5,038,440.00
PUR 3/07/11 36955010 GENL DYNAMICS
55769 3/10/11 424718 ICAP CORPORATES LLC 50,000.00 76.398 500.00 3,820,415.00
PUR 3/08/11 36955010 GENL DYNAMICS
55769 3/11/11 424722 JACKSON SECS 50,000.00 76.252 500.00 3,813,120.00
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 117
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/31/11 36955010 GENL DYNAMICS
55769 4/05/11 424796 LOOP CAPITAL 100,000.00 76.671 1,000.00 7,668,100.00
PUR 3/15/11 36960410 GENERAL ELECTRIC CO.
39923 3/18/11 424745 CASTLE OAK SECURITIES 100,000.00 19.068 1,000.00 1,907,810.00
PUR 3/15/11 36960410 GENERAL ELECTRIC CO.
39923 3/18/11 424745 GRISWOLD COMPANY 100,000.00 19.294 1,000.00 1,930,350.00
PUR 3/15/11 36960410 GENERAL ELECTRIC CO.
39923 3/18/11 424745 GUZMAN & CO. 100,000.00 19.491 1,000.00 1,950,090.00
PUR 3/15/11 36960410 GENERAL ELECTRIC CO.
39923 3/18/11 424745 JACKSON SECS 100,000.00 19.083 1,000.00 1,909,300.00
PUR 3/15/11 36960410 GENERAL ELECTRIC CO.
39923 3/18/11 424745 LOOP CAPITAL 100,000.00 19.251 1,000.00 1,926,140.00
PUR 3/16/11 36960410 GENERAL ELECTRIC CO.
39923 3/21/11 424749 JACKSON SECS 100,000.00 18.991 1,000.00 1,900,110.00
PUR 3/01/11 37045V10 GENERAL MOTORS CO
54470 3/04/11 424698 BUCKINGHAM RESEARCH GROUP I 100,000.00 33.143 4,000.00 3,318,310.00
PUR 3/14/11 38141G10 GOLDMAN SACHS GROUP INC
50531 3/17/11 424741 BLAYLOCK ROBERT VAN LLC 10,000.00 159.70 100.00 1,597,176.00
PUR 3/11/11 38259P50 GOOGLE INC
39926 3/16/11 424734 MERRIMAN/OTC 2,000.00 577.00 20.00 1,154,020.00
PUR 3/22/11 38259P50 GOOGLE INC
39926 3/25/11 424767 ITG (CHANNEL) 2,000.00 577.33 14.00 1,154,683.00
PUR 3/31/11 38259P50 GOOGLE INC
39926 4/05/11 424796 ITG (CHANNEL) 6,000.00 585.22 42.00 3,511,394.40
PUR 3/16/11 40621610 HALLIBURTON CO
55311 3/21/11 424749 CABRERA 100,000.00 43.061 1,000.00 4,307,080.00
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 118
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/16/11 40621610 HALLIBURTON CO
55311 3/21/11 424749 ICAP CORPORATES LLC 100,000.00 43.915 1,000.00 4,392,470.00
PUR 3/10/11 42270410 HECLA MINING
53674 3/15/11 424730 ICAP CORPORATES LLC 100,000.00 8.878 1,000.00 888,760.00
PUR 3/18/11 42270410 HECLA MINING
53674 3/23/11 424759 PRINCETON SECURITIES GROUP 100,000.00 8.204 1,000.00 821,420.00
PUR 3/28/11 42270410 HECLA MINING
53674 3/31/11 424784 ICAP CORPORATES LLC 100,000.00 8.876 1,000.00 888,550.00
PUR 3/29/11 42270410 HECLA MINING
53674 4/01/11 424788 MERIDIAN EQUITY PARTNERS 200,000.00 8.863 2,000.00 1,774,640.00
PUR 3/30/11 42270410 HECLA MINING
53674 4/04/11 424792 ICAP CORPORATES LLC 100,000.00 8.977 1,000.00 898,660.00
PUR 3/07/11 42809H10 HESS CORP
52215 3/10/11 424718 MERIDIAN EQUITY PARTNERS 50,000.00 85.124 500.00 4,256,705.00
PUR 3/15/11 42809H10 HESS CORP
52215 3/18/11 424745 BMO CAPITAL MARKETS/EXECUTI 50,000.00 77.032 500.00 3,852,090.00
PUR 3/10/11 44701110 HUNTSMAN CORP.
41547 3/15/11 424730 STURDIVANT/EXECUTION 100,000.00 16.770 1,000.00 1,678,000.00
PUR 3/14/11 44701110 HUNTSMAN CORP.
41547 3/17/11 424741 BMO CAPITAL MARKETS/EXECUTI 20,000.00 16.485 200.00 329,906.00
PUR 3/14/11 45678T30 INFOSPACE INC
50678 3/17/11 424741 ITG (CHANNEL) 20,000.00 8.385 140.00 167,840.00
PUR 3/15/11 45678T30 INFOSPACE INC
50678 3/18/11 424745 ITG (CHANNEL) 300,000.00 8.210 2,100.00 2,465,130.00
PUR 3/16/11 45920010 INTL BUSINESS MACHINES CORP
39932 3/21/11 424749 BLAYLOCK ROBERT VAN LLC 10,000.00 155.39 100.00 1,554,031.00
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 119
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/22/11 45928H10 INTERNATIONAL COAL GRP IN
56004 3/25/11 424767 CAPIS/SOFT 500,000.00 10.865 25,000.00 5,457,250.00
PUR 3/23/11 45928H10 INTERNATIONAL COAL GRP IN
56004 3/28/11 424771 CAPIS/SOFT 400,000.00 11.104 20,000.00 4,461,400.00
PUR 3/24/11 45928H10 INTERNATIONAL COAL GRP IN
56004 3/29/11 424775 MERIDIAN EQUITY PARTNERS 100,000.00 10.961 1,000.00 1,097,130.00
PUR 3/16/11 47836610 JOHNSON CONTROLS INC
48030 3/21/11 424749 WILLIAMS CAPITAL GROUP 10,000.00 39.033 100.00 390,428.00
PUR 3/01/11 48247020 KIT DIGITAL INC
54479 3/04/11 424698 CREDIT SUISSE SEC (USA) LLC 10,000.00 12.585 300.00 126,149.00
PUR 3/02/11 48247020 KIT DIGITAL INC
54479 3/07/11 424704 GOLDMAN SACHS & COMPANY 10,000.00 12.652 300.00 126,820.00
PUR 3/03/11 48247020 KIT DIGITAL INC
54479 3/08/11 424708 RAYMOND JAMES & ASSOCIATES, 10,000.00 13.273 300.00 133,025.00
PUR 3/04/11 48247020 KIT DIGITAL INC
54479 3/09/11 424714 ITG (CHANNEL) 10,000.00 13.365 70.00 133,717.00
PUR 3/07/11 48247020 KIT DIGITAL INC
54479 3/10/11 424718 ITG (CHANNEL) 10,000.00 13.359 70.00 133,655.00
PUR 3/08/11 48247020 KIT DIGITAL INC
54479 3/11/11 424722 ITG (CHANNEL) 8,926.00 13.214 62.48 118,008.86
PUR 3/09/11 48247020 KIT DIGITAL INC
54479 3/14/11 424726 ITG (CHANNEL) 1,074.00 13.318 7.52 14,310.84
PUR 3/11/11 48247020 KIT DIGITAL INC
54479 3/16/11 424734 ITG (CHANNEL) 10,000.00 13.077 70.00 130,838.00
PUR 3/25/11 48247020 KIT DIGITAL INC
54479 3/30/11 424780 ITG (CHANNEL) 10,000.00 11.659 70.00 116,663.00
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 120
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/28/11 48247020 KIT DIGITAL INC
54479 3/31/11 424784 ITG (CHANNEL) 10,000.00 11.729 70.00 117,356.00
PUR 3/29/11 48247020 KIT DIGITAL INC
54479 4/01/11 424788 MERRIMAN/OTC 10,000.00 11.963 100.00 119,731.00
PUR 3/30/11 48247020 KIT DIGITAL INC
54479 4/04/11 424792 MERRIMAN/OTC 10,000.00 12.163 100.00 121,733.00
PUR 3/31/11 48247020 KIT DIGITAL INC
54479 4/05/11 424796 ITG (CHANNEL) 10,000.00 11.990 70.00 119,970.00
PUR 3/11/11 50540R40 LABORATORY CORP OF AMERICA
39944 3/16/11 424734 BMO CAPITAL MARKETS/EXECUTI 40,000.00 89.869 400.00 3,595,144.00
PUR 3/15/11 50540R40 LABORATORY CORP OF AMERICA
39944 3/18/11 424745 BMO CAPITAL MARKETS/EXECUTI 30,000.00 88.252 300.00 2,647,851.00
PUR 3/16/11 50540R40 LABORATORY CORP OF AMERICA
39944 3/21/11 424749 BLAYLOCK ROBERT VAN LLC 10,000.00 88.212 100.00 882,216.00
PUR 3/17/11 50540R40 LABORATORY CORP OF AMERICA
39944 3/22/11 424753 BLAYLOCK ROBERT VAN LLC 20,000.00 87.499 200.00 1,750,180.00
PUR 3/21/11 50540R40 LABORATORY CORP OF AMERICA
39944 3/24/11 424763 CAPIS/SOFT 10,000.00 86.608 500.00 866,577.00
PUR 3/22/11 50540R40 LABORATORY CORP OF AMERICA
39944 3/25/11 424767 BLAYLOCK ROBERT VAN LLC 10,000.00 87.261 100.00 872,707.00
PUR 3/25/11 50540R40 LABORATORY CORP OF AMERICA
39944 3/30/11 424780 BLAYLOCK ROBERT VAN LLC 10,000.00 88.973 100.00 889,828.00
PUR 3/29/11 50540R40 LABORATORY CORP OF AMERICA
39944 4/01/11 424788 WILLIAMS CAPITAL GROUP 20,000.00 90.541 200.00 1,811,016.00
PUR 3/31/11 52490110 LEGG MASON INC
48853 4/05/11 424796 STURDIVANT/EXECUTION 100,000.00 35.744 1,000.00 3,575,430.00
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 121
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/14/11 57620610 MASSEY ENERGY
54690 3/17/11 424741 BLAYLOCK ROBERT VAN LLC 20,000.00 60.458 200.00 1,209,360.00
PUR 3/15/11 57620610 MASSEY ENERGY
54690 3/18/11 424745 BLAYLOCK ROBERT VAN LLC 20,000.00 60.131 200.00 1,202,826.00
PUR 3/15/11 57620610 MASSEY ENERGY
54690 3/18/11 424745 BMO CAPITAL MARKETS/EXECUTI 80,000.00 59.183 800.00 4,735,424.00
PUR 3/22/11 57620610 MASSEY ENERGY
54690 3/25/11 424767 BLAYLOCK ROBERT VAN LLC 20,000.00 63.081 200.00 1,261,826.00
PUR 3/11/11 58283910 MEAD JOHNSON NUTRITION CO
50247 3/16/11 424734 WILLIAMS CAPITAL GROUP 20,000.00 57.567 200.00 1,151,534.00
PUR 3/15/11 58283910 MEAD JOHNSON NUTRITION CO
50247 3/18/11 424745 BMO CAPITAL MARKETS/EXECUTI 20,000.00 55.905 200.00 1,118,308.00
PUR 3/16/11 58283910 MEAD JOHNSON NUTRITION CO
50247 3/21/11 424749 BMO CAPITAL MARKETS/EXECUTI 20,000.00 56.501 200.00 1,130,214.00
PUR 3/31/11 58933Y10 MERCK & CO. INC.
49254 4/05/11 424796 ICAP CORPORATES LLC 100,000.00 33.139 1,000.00 3,314,860.00
PUR 3/02/11 59156R10 METLIFE, INC.
52890 3/07/11 424704 BLAIR, WILLIAM & COMPANY 20,000.00 44.339 800.00 887,576.00
PUR 3/25/11 59491810 MICROSOFT CORP.
39954 3/30/11 424780 ITG (CHANNEL) 100,000.00 25.623 700.00 2,562,990.00
PUR 3/29/11 59491810 MICROSOFT CORP.
39954 4/01/11 424788 INSTINET (PORTAL) 200,000.00 25.487 1,400.00 5,098,800.00
PUR 3/07/11 60871R20 MOLSON COORS BREWING CO.
41268 3/10/11 424718 BLAYLOCK ROBERT VAN LLC 60,000.00 43.976 600.00 2,639,172.00
PUR 3/28/11 60871R20 MOLSON COORS BREWING CO.
41268 3/31/11 424784 BMO CAPITAL MARKETS/EXECUTI 20,000.00 45.255 200.00 905,308.00
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 122
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/29/11 60871R20 MOLSON COORS BREWING CO.
41268 4/01/11 424788 BLAYLOCK ROBERT VAN LLC 20,000.00 46.141 200.00 923,026.00
PUR 3/30/11 60871R20 MOLSON COORS BREWING CO.
41268 4/04/11 424792 BMO CAPITAL MARKETS/EXECUTI 20,000.00 46.572 200.00 931,634.00
PUR 3/31/11 60871R20 MOLSON COORS BREWING CO.
41268 4/05/11 424796 WILLIAMS CAPITAL GROUP 20,000.00 47.022 200.00 940,632.00
PUR 3/11/11 61945A10 MOSIAC CO
48351 3/16/11 424734 WILLIAMS CAPITAL GROUP 5,000.00 76.438 50.00 382,238.50
PUR 3/31/11 61945A10 MOSIAC CO
48351 4/05/11 424796 BLAYLOCK ROBERT VAN LLC 10,000.00 79.050 100.00 790,597.00
PUR 3/31/11 61945A10 MOSIAC CO
48351 4/05/11 424796 WILLIAMS CAPITAL GROUP 10,000.00 79.488 100.00 794,978.00
PUR 3/01/11 62944T10 NVR INC
48032 3/04/11 424698 DEUTSCHE BANK AG (DOMESTIC) 900.00 722.00 36.00 649,836.00
PUR 3/01/11 62985Q10 NALCO HOLDING CO
55579 3/04/11 424698 BUCKINGHAM RESEARCH GROUP I 50,000.00 25.598 2,000.00 1,281,880.00
PUR 3/02/11 62985Q10 NALCO HOLDING CO
55579 3/07/11 424704 RBC CAPITAL (DOMESTIC) 50,000.00 25.398 2,000.00 1,271,905.00
PUR 3/03/11 62985Q10 NALCO HOLDING CO
55579 3/08/11 424708 SIDOTI & CO 50,000.00 26.594 2,000.00 1,331,705.00
PUR 3/10/11 64110D10 NETAPP INC
55852 3/15/11 424730 INSTINET (PORTAL) 200,000.00 48.312 1,400.00 9,663,700.00
PUR 3/11/11 64110D10 NETAPP INC
55852 3/16/11 424734 ITG (CHANNEL) 100,000.00 47.874 700.00 4,788,060.00
PUR 3/11/11 64110D10 NETAPP INC
55852 3/16/11 424734 MERRIMAN/OTC 100,000.00 48.007 1,000.00 4,801,730.00
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 123
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/07/11 67000610 NOVELL INC.
55812 3/10/11 424718 INSTINET (DOMESTIC) 300,000.00 5.800 2,100.00 1,742,100.00
PUR 3/07/11 67000610 NOVELL INC.
55812 3/10/11 424718 INSTINET (PORTAL) 300,000.00 5.800 2,100.00 1,742,040.00
PUR 3/09/11 67000610 NOVELL INC.
55812 3/14/11 424726 INSTINET (PORTAL) 400,000.00 5.796 2,800.00 2,321,120.00
PUR 3/09/11 67000610 NOVELL INC.
55812 3/14/11 424726 ITG (CHANNEL) 200,000.00 5.785 1,400.00 1,158,400.00
PUR 3/10/11 67000610 NOVELL INC.
55812 3/15/11 424730 ITG (CHANNEL) 185,582.00 5.790 1,299.07 1,075,837.41
PUR 3/10/11 67000610 NOVELL INC.
55812 3/15/11 424730 MERRIMAN/OTC 200,000.00 5.800 2,000.00 1,162,000.00
PUR 3/14/11 67000610 NOVELL INC.
55812 3/17/11 424741 ITG (CHANNEL) 14,418.00 5.796 100.93 83,671.98
PUR 3/15/11 67000610 NOVELL INC.
55812 3/18/11 424745 ITG (CHANNEL) 200,000.00 5.794 1,400.00 1,160,200.00
PUR 3/16/11 67000610 NOVELL INC.
55812 3/21/11 424749 ITG (CHANNEL) 200,000.00 5.795 1,400.00 1,160,400.00
PUR 3/17/11 67000610 NOVELL INC.
55812 3/22/11 424753 INSTINET (PORTAL) 200,000.00 5.800 1,400.00 1,161,400.00
PUR 3/17/11 67000610 NOVELL INC.
55812 3/22/11 424753 ITG (CHANNEL) 200,000.00 5.785 1,400.00 1,158,400.00
PUR 3/18/11 67000610 NOVELL INC.
55812 3/23/11 424759 INSTINET (PORTAL) 200,000.00 5.800 1,400.00 1,161,400.00
PUR 3/18/11 67000610 NOVELL INC.
55812 3/23/11 424759 ITG (CHANNEL) 87,300.00 5.788 611.10 505,886.04
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 124
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/21/11 67000610 NOVELL INC.
55812 3/24/11 424763 CAPIS/SOFT 100,000.00 5.789 5,000.00 583,900.00
PUR 3/21/11 67000610 NOVELL INC.
55812 3/24/11 424763 ITG (CHANNEL) 200,000.00 5.794 1,400.00 1,160,220.00
PUR 3/21/11 67000610 NOVELL INC.
55812 3/24/11 424763 ITG (CHANNEL) 12,700.00 5.795 88.90 73,685.40
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 212,700.00 5.794 1,233,905.40
1,488.90
PUR 3/22/11 67000610 NOVELL INC.
55812 3/25/11 424767 CAPIS/SOFT 100,000.00 5.790 5,000.00 584,000.00
PUR 3/22/11 67000610 NOVELL INC.
55812 3/25/11 424767 CAPIS/SOFT 200,000.00 5.800 10,000.00 1,170,000.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 300,000.00 5.797 1,754,000.00
15,000.00
PUR 3/23/11 67000610 NOVELL INC.
55812 3/28/11 424771 CAPIS/SOFT 200,000.00 5.797 10,000.00 1,169,340.00
PUR 3/23/11 67000610 NOVELL INC.
55812 3/28/11 424771 INSTINET (PORTAL) 100,000.00 5.777 700.00 578,370.00
PUR 3/04/11 67066G10 NVIDIA CORP
55115 3/09/11 424714 ITG (CHANNEL) 100,000.00 20.719 700.00 2,072,600.00
PUR 3/07/11 67066G10 NVIDIA CORP
55115 3/10/11 424718 LIQUIDNET 70,000.00 20.746 1,400.00 1,453,648.00
PUR 3/07/11 67066G10 NVIDIA CORP
55115 3/10/11 424718 SWSQUEHANNA FIN. GRP LLC (D 30,000.00 20.616 900.00 619,365.00
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 125
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/01/11 67069D10 NUTRISYSTEM
55623 3/04/11 424698 WELLS FARGO SECURITIES 200,000.00 13.671 6,000.00 2,740,260.00
PUR 3/02/11 67069D10 NUTRISYSTEM
55623 3/07/11 424704 GOLDMAN SACHS & COMPANY 130,000.00 13.861 3,900.00 1,805,778.00
PUR 3/03/11 67069D10 NUTRISYSTEM
55623 3/08/11 424708 RAYMOND JAMES & ASSOCIATES, 100,000.00 13.944 3,000.00 1,397,430.00
PUR 3/04/11 67069D10 NUTRISYSTEM
55623 3/09/11 424714 ITG (CHANNEL) 93,917.00 13.741 657.42 1,291,208.48
PUR 3/07/11 67069D10 NUTRISYSTEM
55623 3/10/11 424718 SWSQUEHANNA FIN. GRP LLC (D 6,083.00 13.872 182.49 84,565.87
PUR 3/08/11 67069D10 NUTRISYSTEM
55623 3/11/11 424722 INSTINET (PORTAL) 100,000.00 13.778 700.00 1,378,510.00
PUR 3/09/11 67069D10 NUTRISYSTEM
55623 3/14/11 424726 INSTINET (PORTAL) 25,000.00 14.002 175.00 350,230.00
PUR 3/09/11 67069D10 NUTRISYSTEM
55623 3/14/11 424726 ITG (CHANNEL) 75,000.00 14.046 525.00 1,053,982.50
PUR 3/16/11 68389X10 ORACLE CORP
46205 3/21/11 424749 LIQUIDNET 100,000.00 30.875 2,000.00 3,089,500.00
PUR 3/16/11 69351T10 PPL CORP
51765 3/21/11 424749 WILLIAMS CAPITAL GROUP 50,000.00 24.424 500.00 1,221,715.00
PUR 3/31/11 71344810 PEPSICO INC
43552 4/05/11 424796 PRINCETON SECURITIES GROUP 100,000.00 65.042 1,000.00 6,505,180.00
PUR 3/04/11 71708110 PFIZER INC
48435 3/09/11 424714 CAPIS/SOFT 100,000.00 19.568 5,000.00 1,961,800.00
PUR 3/04/11 71708110 PFIZER INC
48435 3/09/11 424714 SOLEIL SECURITIES CORP. 100,000.00 19.742 4,000.00 1,978,230.00
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 126
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/11/11 71708110 PFIZER INC
48435 3/16/11 424734 STURDIVANT/EXECUTION 300,000.00 19.504 3,000.00 5,854,170.00
PUR 3/16/11 71708110 PFIZER INC
48435 3/21/11 424749 CASTLE OAK SECURITIES 100,000.00 19.394 1,000.00 1,940,350.00
PUR 3/16/11 71708110 PFIZER INC
48435 3/21/11 424749 PRINCETON SECURITIES GROUP 100,000.00 19.560 1,000.00 1,956,990.00
PUR 3/17/11 71708110 PFIZER INC
48435 3/22/11 424753 BMO CAPITAL MARKETS/EXECUTI 100,000.00 19.783 1,000.00 1,979,250.00
PUR 3/21/11 71708110 PFIZER INC
48435 3/24/11 424763 CABRERA 100,000.00 20.252 1,000.00 2,026,210.00
PUR 3/21/11 71708110 PFIZER INC
48435 3/24/11 424763 CAPIS/SOFT 100,000.00 19.978 5,000.00 2,002,750.00
PUR 3/31/11 74164M10 PRIMERICA INC
51334 4/05/11 424796 WILLIAMS CAPITAL GROUP 10,000.00 25.301 100.00 253,107.00
PUR 3/01/11 75281A10 RANGE RESOURCES
54947 3/04/11 424698 RBC CAPITAL (DOMESTIC) 10,000.00 50.732 400.00 507,715.00
PUR 3/02/11 75281A10 RANGE RESOURCES
54947 3/07/11 424704 MACQUARIE CAPITAL USA 10,000.00 49.671 400.00 497,112.00
PUR 3/03/11 75281A10 RANGE RESOURCES
54947 3/08/11 424708 MERIDIAN EQUITY PARTNERS 30,000.00 50.137 300.00 1,504,404.00
PUR 3/03/11 75281A10 RANGE RESOURCES
54947 3/08/11 424708 SIDOTI & CO 10,000.00 50.209 400.00 502,486.00
PUR 3/04/11 75281A10 RANGE RESOURCES
54947 3/09/11 424714 SOLEIL SECURITIES CORP. 30,000.00 50.145 1,200.00 1,505,547.00
PUR 3/03/11 79466L30 SALESFORCE.COM INC
55643 3/08/11 424708 SIDOTI & CO 10,000.00 128.80 400.00 1,288,466.00
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 127
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/04/11 79466L30 SALESFORCE.COM INC
55643 3/09/11 424714 BMO CAPITAL MARKETS/EXECUTI 10,000.00 130.21 100.00 1,302,242.00
PUR 3/07/11 79466L30 SALESFORCE.COM INC
55643 3/10/11 424718 WILLIAMS CAPITAL GROUP 10,000.00 130.37 100.00 1,303,827.00
PUR 3/23/11 80004C10 SANDISK CORP
54052 3/28/11 424771 ITG (CHANNEL) 10,000.00 43.258 70.00 432,650.00
PUR 3/24/11 80004C10 SANDISK CORP
54052 3/29/11 424775 ITG (CHANNEL) 10,000.00 44.565 70.00 445,716.00
PUR 3/17/11 80090720 SANMINA-SCI CORP
49560 3/22/11 424753 ITG (CHANNEL) 50,000.00 10.985 350.00 549,585.00
PUR 3/18/11 80090720 SANMINA-SCI CORP
49560 3/23/11 424759 INSTINET (PORTAL) 25,000.00 10.633 175.00 265,997.50
PUR 3/18/11 80090720 SANMINA-SCI CORP
49560 3/23/11 424759 ITG (CHANNEL) 25,000.00 10.751 175.00 268,957.50
PUR 3/02/11 80854110 SCHWEITZER MAUD
55464 3/07/11 424704 MACQUARIE CAPITAL USA 20,000.00 53.481 800.00 1,070,412.00
PUR 3/01/11 85811910 STEEL DYNAMICS
55382 3/04/11 424698 CREDIT SUISSE SEC (USA) LLC 100,000.00 18.147 3,000.00 1,817,690.00
PUR 3/02/11 85811910 STEEL DYNAMICS
55382 3/07/11 424704 CREDIT SUISSE SEC (USA) LLC 20,000.00 18.010 600.00 360,806.00
PUR 3/02/11 85811910 STEEL DYNAMICS
55382 3/07/11 424704 GOLDMAN SACHS & COMPANY 45,000.00 18.464 1,350.00 832,239.00
PUR 3/02/11 85811910 STEEL DYNAMICS
55382 3/07/11 424704 SWSQUEHANNA FIN. GRP LLC (D 35,000.00 18.238 1,050.00 639,380.00
PUR 3/17/11 87264S10 TRW AUTOMOTIVE HOLDINGS COR
55937 3/22/11 424753 WILLIAMS CAPITAL GROUP 50,000.00 52.504 500.00 2,625,685.00
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 128
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/18/11 87264S10 TRW AUTOMOTIVE HOLDINGS COR
55937 3/23/11 424759 BMO CAPITAL MARKETS/EXECUTI 20,000.00 52.539 200.00 1,050,986.00
PUR 3/18/11 87264S10 TRW AUTOMOTIVE HOLDINGS COR
55937 3/23/11 424759 WILLIAMS CAPITAL GROUP 30,000.00 54.249 300.00 1,627,770.00
PUR 3/21/11 87264S10 TRW AUTOMOTIVE HOLDINGS COR
55937 3/24/11 424763 BMO CAPITAL MARKETS/EXECUTI 50,000.00 53.919 500.00 2,696,430.00
PUR 3/22/11 87264S10 TRW AUTOMOTIVE HOLDINGS COR
55937 3/25/11 424767 CAPIS/SOFT 30,000.00 52.919 1,500.00 1,589,067.00
PUR 3/23/11 87264S10 TRW AUTOMOTIVE HOLDINGS COR
55937 3/28/11 424771 BLAYLOCK ROBERT VAN LLC 30,000.00 52.486 300.00 1,574,877.00
PUR 3/24/11 87264S10 TRW AUTOMOTIVE HOLDINGS COR
55937 3/29/11 424775 BLAYLOCK ROBERT VAN LLC 20,000.00 53.444 200.00 1,069,076.00
PUR 3/29/11 87264S10 TRW AUTOMOTIVE HOLDINGS COR
55937 4/01/11 424788 WILLIAMS CAPITAL GROUP 10,000.00 54.220 100.00 542,301.00
PUR 3/10/11 87612E10 TARGET CORP
55673 3/15/11 424730 ICAP CORPORATES LLC 50,000.00 51.228 500.00 2,561,920.00
PUR 3/21/11 87612E10 TARGET CORP
55673 3/24/11 424763 GUZMAN & CO. 100,000.00 50.632 1,000.00 5,064,230.00
PUR 3/22/11 87612E10 TARGET CORP
55673 3/25/11 424767 CAPIS/SOFT 50,000.00 50.769 2,500.00 2,540,940.00
PUR 3/23/11 87612E10 TARGET CORP
55673 3/28/11 424771 BLAYLOCK ROBERT VAN LLC 50,000.00 50.211 500.00 2,511,065.00
PUR 3/23/11 87612E10 TARGET CORP
55673 3/28/11 424771 BMO CAPITAL MARKETS/EXECUTI 50,000.00 50.265 500.00 2,513,740.00
PUR 3/24/11 87612E10 TARGET CORP
55673 3/29/11 424775 BLAYLOCK ROBERT VAN LLC 50,000.00 50.214 500.00 2,511,175.00
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 129
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/25/11 87612E10 TARGET CORP
55673 3/30/11 424780 BLAYLOCK ROBERT VAN LLC 50,000.00 50.031 500.00 2,502,065.00
PUR 3/28/11 87612E10 TARGET CORP
55673 3/31/11 424784 CABRERA 50,000.00 49.626 500.00 2,481,805.00
PUR 3/29/11 87612E10 TARGET CORP
55673 4/01/11 424788 BLAYLOCK ROBERT VAN LLC 50,000.00 49.096 500.00 2,455,275.00
PUR 3/31/11 90341W10 US AIRWAYS GROUP INC
54756 4/05/11 424796 GRISWOLD COMPANY 100,000.00 8.689 1,000.00 869,850.00
PUR 3/31/11 91131210 UNITED PARCEL S
55590 4/05/11 424796 BMO CAPITAL MARKETS/EXECUTI 30,000.00 74.694 300.00 2,241,111.00
PUR 3/07/11 91324T30 UNITEK GLOBAL SERVICES INC
54948 3/10/11 424718 ITG (CHANNEL) 10,000.00 9.551 70.00 95,579.00
PUR 3/01/11 91886610 VALASSIS COMMUNICATIONS INC
42815 3/04/11 424698 JP MORGAN 40,000.00 28.273 1,600.00 1,132,512.00
PUR 3/08/11 91886610 VALASSIS COMMUNICATIONS INC
42815 3/11/11 424722 JACKSON SECS 30,000.00 28.402 300.00 852,372.00
PUR 3/10/11 91886610 VALASSIS COMMUNICATIONS INC
42815 3/15/11 424730 BMO CAPITAL MARKETS/EXECUTI 30,000.00 27.851 300.00 835,827.00
PUR 3/31/11 92826C83 VISA INC CL A
47944 4/05/11 424796 BMO CAPITAL MARKETS/EXECUTI 20,000.00 74.453 200.00 1,489,262.00
PUR 3/23/11 93114210 WAL-MART STORES, INC.
39992 3/28/11 424771 WILLIAMS CAPITAL GROUP 40,000.00 51.581 400.00 2,063,632.00
PUR 3/31/11 93114210 WAL-MART STORES, INC.
39992 4/05/11 424796 BMO CAPITAL MARKETS/EXECUTI 20,000.00 51.965 200.00 1,039,502.00
PUR 3/15/11 94974610 WELLS FARGO & CO
46541 3/18/11 424745 PRINCETON SECURITIES GROUP 100,000.00 31.801 1,000.00 3,181,100.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 130
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/16/11 94974610 WELLS FARGO & CO
46541 3/21/11 424749 MERIDIAN EQUITY PARTNERS 100,000.00 31.622 1,000.00 3,163,180.00
PUR 3/01/11 97180710 WILMINGTON TRUST CORP
55578 3/04/11 424698 FBR CAPITAL MARKETS 18,700.00 4.405 748.00 83,117.76
PUR 3/01/11 97180710 WILMINGTON TRUST CORP
55578 3/04/11 424698 RBC CAPITAL (DOMESTIC) 31,300.00 4.397 1,252.00 138,878.10
PUR 3/02/11 97180710 WILMINGTON TRUST CORP
55578 3/07/11 424704 FBR CAPITAL MARKETS 50,000.00 4.387 2,000.00 221,365.00
PUR 3/03/11 97180710 WILMINGTON TRUST CORP
55578 3/08/11 424708 SIDOTI & CO 50,000.00 4.410 2,000.00 222,490.00
PUR 3/07/11 97180710 WILMINGTON TRUST CORP
55578 3/10/11 424718 GRISWOLD COMPANY 50,000.00 4.408 500.00 220,910.00
PUR 3/11/11 97180710 WILMINGTON TRUST CORP
55578 3/16/11 424734 BMO CAPITAL MARKETS/EXECUTI 40,000.00 4.445 400.00 178,180.00
PUR 3/14/11 97180710 WILMINGTON TRUST CORP
55578 3/17/11 424741 BLAYLOCK ROBERT VAN LLC 20,000.00 4.436 200.00 88,916.00
PUR 3/14/11 97180710 WILMINGTON TRUST CORP
55578 3/17/11 424741 BMO CAPITAL MARKETS/EXECUTI 20,000.00 4.390 200.00 87,992.00
PUR 3/23/11 97180710 WILMINGTON TRUST CORP
55578 3/28/11 424771 WILLIAMS CAPITAL GROUP 20,000.00 4.400 200.00 88,200.00
PUR 3/14/11 98412110 XEROX CORP
55892 3/17/11 424741 CABRERA 300,000.00 10.335 3,000.00 3,103,590.00
PUR 3/14/11 98412110 XEROX CORP
55892 3/17/11 424741 GRISWOLD COMPANY 250,000.00 10.359 2,500.00 2,592,300.00
PUR 3/14/11 98412110 XEROX CORP
55892 3/17/11 424741 MERIDIAN EQUITY PARTNERS 250,000.00 10.365 2,500.00 2,593,675.00
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 131
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/15/11 98412110 XEROX CORP
55892 3/18/11 424745 MERIDIAN EQUITY PARTNERS 200,000.00 10.107 2,000.00 2,023,300.00
PUR 3/16/11 98412110 XEROX CORP
55892 3/21/11 424749 MURIEL SEIBERT & CO 100,000.00 9.872 1,000.00 988,190.00
PUR 3/16/11 98412110 XEROX CORP
55892 3/21/11 424749 PRINCETON SECURITIES GROUP 100,000.00 10.056 1,000.00 1,006,590.00
PUR 3/17/11 98412110 XEROX CORP
55892 3/22/11 424753 BNY CONVERGEX(EXECUTIONS) 100,000.00 10.090 500.00 1,009,500.00
PUR 3/18/11 98412110 XEROX CORP
55892 3/23/11 424759 GRISWOLD COMPANY 100,000.00 10.267 1,000.00 1,027,710.00
PUR 3/31/11 98412110 XEROX CORP
55892 4/05/11 424796 ICAP CORPORATES LLC 100,000.00 10.709 1,000.00 1,071,900.00
PUR 3/03/11 98884U10 ZAGG INC
55767 3/08/11 424708 DEUTSCHE BANK AG (DOMESTIC) 117,500.00 8.224 3,525.00 969,833.25
PUR 3/03/11 98884U10 ZAGG INC
55767 3/08/11 424708 ITG (CHANNEL) 12,500.00 7.744 87.50 96,882.50
PUR 3/03/11 98884U10 ZAGG INC
55767 3/08/11 424708 RAYMOND JAMES & ASSOCIATES, 370,000.00 7.982 11,100.00 2,964,403.00
PUR 3/04/11 98884U10 ZAGG INC
55767 3/09/11 424714 INSTINET (PORTAL) 50,000.00 8.354 350.00 418,030.00
PUR 3/04/11 98884U10 ZAGG INC
55767 3/09/11 424714 ITG (CHANNEL) 100,000.00 8.329 700.00 833,640.00
PUR 3/04/11 98884U10 ZAGG INC
55767 3/09/11 424714 SWSQUEHANNA FIN. GRP LLC (D 50,000.00 8.396 1,500.00 421,315.00
PUR 3/07/11 98884U10 ZAGG INC
55767 3/10/11 424718 INSTINET (PORTAL) 78,328.00 8.157 548.30 639,485.46
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 132
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/07/11 98884U10 ZAGG INC
55767 3/10/11 424718 INSTINET (PORTAL) 100,000.00 7.996 700.00 800,280.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 178,328.00 8.067 1,439,765.46
1,248.30
PUR 3/08/11 98884U10 ZAGG INC
55767 3/11/11 424722 INSTINET (PORTAL) 70,573.00 8.098 494.01 572,001.22
PUR 3/09/11 98884U10 ZAGG INC
55767 3/14/11 424726 ITG (CHANNEL) 50,955.00 8.020 356.69 408,995.41
PUR 3/10/11 98884U10 ZAGG INC
55767 3/15/11 424730 INSTINET (PORTAL) 50,000.00 7.807 350.00 390,695.00
PUR 3/10/11 98884U10 ZAGG INC
55767 3/15/11 424730 ITG (CHANNEL) 50,000.00 7.939 350.00 397,320.00
PUR 3/10/11 98884U10 ZAGG INC
55767 3/15/11 424730 ITG (CHANNEL) 144.00 7.897 1.01 1,138.13
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 50,144.00 7.939 398,458.13
351.01
PUR 3/29/11 98884U10 ZAGG INC
55767 4/01/11 424788 ITG (CHANNEL) 16,800.00 7.370 117.60 123,935.28
PUR 3/30/11 98884U10 ZAGG INC
55767 4/04/11 424792 ITG (CHANNEL) 13,200.00 7.501 92.40 99,102.96
PUR 3/31/11 98884U10 ZAGG INC
55767 4/05/11 424796 ITG (CHANNEL) 30,000.00 7.375 210.00 221,454.00
PUR 3/11/11 H8912P10 TYCO ELECTRONICS LTD
47547 3/16/11 424734 WILLIAMS CAPITAL GROUP 50,000.00 34.595 500.00 1,730,230.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 25,585,900.00 658,601,172.43
484,055.35
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 25,585,900.00 658,601,172.43
484,055.35
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 133
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 3/16/11 00105510 AFLAC 97.87
55906 3/21/11 424750 GRISWOLD COMPANY 100,000.00 50.974 1,000.00 5,096,252.13 176,288.80
SALE 3/16/11 00105510 AFLAC 96.59
55906 3/21/11 424750 GUZMAN & CO. 100,000.00 50.303 1,000.00 5,029,233.41 109,270.08
SALE 3/16/11 00105510 AFLAC 97.77
55906 3/21/11 424750 ICAP CORPORATES LLC 100,000.00 50.919 1,000.00 5,090,752.23 170,788.89
SALE 3/10/11 00206R10 AT&T INC 54.99
54670 3/15/11 424731 JACKSON SECS 100,000.00 28.639 1,000.00 2,862,805.01 -29,347.72
SALE 3/14/11 00206R10 AT&T INC 107.76
54670 3/17/11 424742 JACKSON SECS 200,000.00 28.061 2,000.00 5,610,052.24 -174,253.22
SALE 3/21/11 00206R10 AT&T INC 60.26
54670 3/24/11 424764 CASTLE OAK SECURITIES 110,000.00 28.529 1,100.00 3,136,985.74 -44,382.27
SALE 3/21/11 00206R10 AT&T INC 60.31
54670 3/24/11 424764 JACKSON SECS 110,000.00 28.553 1,100.00 3,139,702.69 -41,665.32
SALE 3/22/11 00206R10 AT&T INC 54.07
54670 3/25/11 424768 CAPIS/SOFT 100,000.00 28.160 5,000.00 2,810,895.93 -81,256.80
SALE 3/23/11 00206R10 AT&T INC 53.82
54670 3/28/11 424772 CAPIS/SOFT 100,000.00 28.032 5,000.00 2,798,166.18 -93,986.55
SALE 3/25/11 00206R10 AT&T INC 55.09
54670 3/30/11 424781 BMO CAPITAL MARKETS/EXECUTI 100,000.00 28.688 1,000.00 2,867,774.91 -24,377.82
SALE 3/28/11 00206R10 AT&T INC 56.67
54670 3/31/11 424785 MURIEL SEIBERT & CO 100,000.00 29.515 1,000.00 2,950,413.33 58,260.60
SALE 3/29/11 00206R10 AT&T INC 57.39
54670 4/01/11 424789 WILLIAMS CAPITAL GROUP 100,000.00 29.889 1,000.00 2,987,852.61 95,699.88
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 134
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/30/11 00206R10 AT&T INC 58.88
54670 4/04/11 424793 WILLIAMS CAPITAL GROUP 100,000.00 30.662 1,000.00 3,065,121.12 172,968.39
SALE 3/31/11 00206R10 AT&T INC 35.39
54670 4/05/11 424797 BMO CAPITAL MARKETS/EXECUTI 60,000.00 30.720 600.00 1,842,564.61 107,272.97
SALE 3/31/11 00206R10 AT&T INC 247.72
54670 4/05/11 424797 INSTINET (CUMBERLAND ADVISO 420,000.00 30.718 21,000.00 12,880,354.28 733,312.79
SALE 3/31/11 00206R10 AT&T INC 58.76
54670 4/05/11 424797 JACKSON SECS 100,000.00 30.602 1,000.00 3,059,141.24 166,988.51
SALE 3/31/11 00206R10 AT&T INC 59.00
54670 4/05/11 424797 LOOP CAPITAL 100,000.00 30.726 1,000.00 3,071,541.00 179,388.27
SALE 3/31/11 00206R10 AT&T INC 41.25
54670 4/05/11 424797 MERIDIAN EQUITY PARTNERS 70,000.00 30.688 700.00 2,147,383.75 122,876.84
SALE 3/31/11 00206R10 AT&T INC 58.99
54670 4/05/11 424797 MURIEL SEIBERT & CO 100,000.00 30.720 1,000.00 3,070,901.01 178,748.28
SALE 3/31/11 00206R10 AT&T INC 41.25
54670 4/05/11 424797 PACIFIC AMERICAN SECURITIES 70,000.00 30.689 700.00 2,147,460.75 122,953.84
SALE 3/31/11 00206R10 AT&T INC 35.31
54670 4/05/11 424797 STURDIVANT/EXECUTION 60,000.00 30.648 600.00 1,838,268.69 102,977.05
SALE 3/07/11 00507V10 ACTIVISION BLIZZARD INC 106.30
55226 3/10/11 424719 MERRIMAN/OTC 500,000.00 11.072 5,000.00 5,530,993.70 -263,876.15
SALE 3/09/11 00507V10 ACTIVISION BLIZZARD INC 21.22
55226 3/14/11 424727 ITG (CHANNEL) 100,000.00 11.049 700.00 1,104,178.78 -54,795.19
SALE 3/09/11 00507V10 ACTIVISION BLIZZARD INC 21.19
55226 3/14/11 424727 LIQUIDNET 100,000.00 11.035 2,000.00 1,101,478.81 -57,495.16
SALE 3/09/11 00507V10 ACTIVISION BLIZZARD INC 21.20
55226 3/14/11 424727 PULSE (BLOCK CROSS) 100,000.00 11.040 1,000.00 1,102,978.80 -55,995.17
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 135
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/10/11 00507V10 ACTIVISION BLIZZARD INC 31.61
55226 3/15/11 424731 ITG (CHANNEL) 150,000.00 10.974 1,050.00 1,645,033.39 -93,427.57
SALE 3/10/11 00507V10 ACTIVISION BLIZZARD INC 8.16
55226 3/15/11 424731 LIQUIDNET 38,700.00 10.975 774.00 423,950.34 -24,572.59
SALE 3/10/11 00507V10 ACTIVISION BLIZZARD INC 42.06
55226 3/15/11 424731 MERRIMAN/OTC 200,000.00 10.953 2,000.00 2,188,477.94 -129,470.00
SALE 3/10/11 00507V10 ACTIVISION BLIZZARD INC 23.47
55226 3/15/11 424731 PULSE (BLOCK CROSS) 111,300.00 10.981 1,113.00 1,221,071.09 -68,866.94
SALE 3/11/11 00507V10 ACTIVISION BLIZZARD INC 31.73
55226 3/16/11 424735 INSTINET (PORTAL) 150,000.00 11.016 1,050.00 1,651,288.27 -87,172.68
SALE 3/11/11 00507V10 ACTIVISION BLIZZARD INC 52.62
55226 3/16/11 424735 ITG (CHANNEL) 250,000.00 10.961 1,750.00 2,738,322.38 -159,112.55
SALE 3/11/11 00507V10 ACTIVISION BLIZZARD INC 21.13
55226 3/16/11 424735 PULSE (BLOCK CROSS) 100,000.00 11.005 1,000.00 1,099,478.87 -59,495.10
SALE 3/01/11 00817Y10 AETNA INC 35.88
51549 3/04/11 424699 GOLDMAN SACHS & COMPANY 50,000.00 37.366 2,000.00 1,866,244.12 345,196.01
SALE 3/24/11 02313510 AMAZON.COM INC 32.91
54819 3/29/11 424776 ITG (CHANNEL) 10,000.00 171.39 70.00 1,713,856.09 -76,644.65
SALE 3/03/11 02991220 AMERICAN TOWER CORP. CL A 20.46
39887 3/08/11 424709 RBC CAPITAL (DOMESTIC) 20,000.00 53.272 800.00 1,064,625.54 561,135.74
SALE 3/04/11 02991220 AMERICAN TOWER CORP. CL A 20.39
39887 3/09/11 424715 SOLEIL SECURITIES CORP. 20,000.00 53.075 800.00 1,060,669.61 557,179.81
SALE 3/07/11 02991220 AMERICAN TOWER CORP. CL A 20.42
39887 3/10/11 424719 WILLIAMS CAPITAL GROUP 20,000.00 53.158 200.00 1,062,929.58 559,439.78
SALE 3/04/11 03265410 ANALOG DEVICES 77.90
55060 3/09/11 424715 CAPIS/SOFT 100,000.00 40.575 5,000.00 4,052,412.10 259,484.24
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 136
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/07/11 03265410 ANALOG DEVICES 76.10
55060 3/10/11 424719 CAPIS/SOFT 100,000.00 39.634 5,000.00 3,958,313.90 165,386.04
SALE 3/09/11 03265410 ANALOG DEVICES 44.59
55060 3/14/11 424727 CASTLE OAK SECURITIES 60,000.00 38.698 600.00 2,321,247.41 45,490.70
SALE 3/22/11 03741110 APACHE CORP 23.98
55410 3/25/11 424768 WILLIAMS CAPITAL GROUP 10,000.00 124.87 100.00 1,248,581.02 61,698.96
SALE 3/03/11 03938010 ARCH COAL INC 33.65
55153 3/08/11 424709 RBC CAPITAL (DOMESTIC) 50,000.00 35.045 2,000.00 1,750,216.35 78,408.15
SALE 3/04/11 03938010 ARCH COAL INC 34.34
55153 3/09/11 424715 MERIDIAN EQUITY PARTNERS 50,000.00 35.768 500.00 1,787,860.66 116,052.46
SALE 3/11/11 03938010 ARCH COAL INC 31.17
55153 3/16/11 424735 BLAYLOCK ROBERT VAN LLC 50,000.00 32.462 500.00 1,622,583.83 -49,224.37
SALE 3/16/11 03938010 ARCH COAL INC 65.38
55153 3/21/11 424750 STURDIVANT/EXECUTION 100,000.00 34.050 1,000.00 3,403,884.62 60,268.22
SALE 3/17/11 03938010 ARCH COAL INC 66.34
55153 3/22/11 424754 GRISWOLD COMPANY 100,000.00 34.551 1,000.00 3,454,063.66 110,447.26
SALE 3/18/11 03938010 ARCH COAL INC 67.35
55153 3/23/11 424760 ICAP CORPORATES LLC 100,000.00 35.076 1,000.00 3,506,532.65 162,916.25
SALE 3/21/11 03938010 ARCH COAL INC 65.97
55153 3/24/11 424764 STURDIVANT/EXECUTION 100,000.00 34.358 1,000.00 3,434,744.03 91,127.63
SALE 3/23/11 03938010 ARCH COAL INC 67.44
55153 3/28/11 424772 PRINCETON SECURITIES GROUP 100,000.00 35.121 1,000.00 3,510,992.56 167,376.16
SALE 3/25/11 03938010 ARCH COAL INC 68.08
55153 3/30/11 424781 GRISWOLD COMPANY 100,000.00 35.457 1,000.00 3,544,631.92 201,015.52
SALE 3/04/11 04420910 ASHLAND INC 76.23
53715 3/09/11 424715 SOLEIL SECURITIES CORP. 70,000.00 56.714 2,800.00 3,967,117.77 473,659.46
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 137
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/09/11 04951310 ATMEL CORP. 6.04
43167 3/14/11 424727 INSTINET (PORTAL) 25,000.00 12.579 175.00 314,286.46 219,744.26
SALE 3/09/11 04951310 ATMEL CORP. 6.11
43167 3/14/11 424727 ITG (CHANNEL) 25,000.00 12.716 175.00 317,728.89 223,186.69
SALE 3/14/11 04951310 ATMEL CORP. 11.56
43167 3/17/11 424742 ITG (CHANNEL) 50,000.00 12.037 350.00 601,503.44 412,419.04
SALE 3/14/11 04951310 ATMEL CORP. 11.22
43167 3/17/11 424742 ITG (CHANNEL) 50,000.00 11.679 350.00 583,573.78 394,489.38
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 11.858 22.78 1,185,077.22 806,908.42
700.00
SALE 3/15/11 04951310 ATMEL CORP. 11.05
43167 3/18/11 424746 ITG (CHANNEL) 50,000.00 11.504 350.00 574,848.95 385,764.55
SALE 3/16/11 04951310 ATMEL CORP. 11.14
43167 3/21/11 424750 ITG (CHANNEL) 50,000.00 11.601 350.00 579,698.86 390,614.46
SALE 3/17/11 04951310 ATMEL CORP. 10.87
43167 3/22/11 424754 ITG (CHANNEL) 50,000.00 11.323 350.00 565,769.13 376,684.73
SALE 3/18/11 04951310 ATMEL CORP. 10.95
43167 3/23/11 424760 LIQUIDNET 50,000.00 11.405 1,000.00 569,239.05 380,154.65
SALE 3/21/11 04951310 ATMEL CORP. 11.75
43167 3/24/11 424764 CAPIS/SOFT 50,000.00 12.241 2,500.00 609,558.25 420,473.85
SALE 3/23/11 04951310 ATMEL CORP. 11.76
43167 3/28/11 424772 INSTINET (PORTAL) 50,000.00 12.242 350.00 611,718.24 422,633.84
SALE 3/24/11 04951310 ATMEL CORP. 12.68
43167 3/29/11 424776 ITG (CHANNEL) 50,000.00 13.199 350.00 659,582.32 470,497.92
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 138
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/25/11 04951310 ATMEL CORP. 12.91
43167 3/30/11 424781 ITG (CHANNEL) 50,000.00 13.447 350.00 671,982.09 482,897.69
SALE 3/07/11 08467070 BERKSHIRE HATHAWAY INC-CL B 81.93
54956 3/10/11 424719 MERIDIAN EQUITY PARTNERS 50,000.00 85.340 500.00 4,266,423.07 181,247.76
SALE 3/23/11 08467070 BERKSHIRE HATHAWAY INC-CL B 81.09
54956 3/28/11 424772 BMO CAPITAL MARKETS/EXECUTI 50,000.00 84.461 500.00 4,222,463.91 137,288.60
SALE 3/31/11 09247X10 BLACKROCK INC 38.21
51685 4/05/11 424797 BMO CAPITAL MARKETS/EXECUTI 10,000.00 199.00 100.00 1,989,875.79 213,646.32
SALE 3/31/11 09534T50 BLUE COAT SYSTEMS 4.83
53509 4/05/11 424797 INSTINET (CUMBERLAND ADVISO 8,753.00 28.724 437.65 250,982.19 37,752.04
SALE 3/31/11 09534T50 BLUE COAT SYSTEMS 3.67
53509 4/05/11 424797 INSTINET (CUMBERLAND ADVISO 6,733.00 28.386 336.65 190,785.31 26,763.99
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 15,486.00 28.577 8.50 441,767.50 64,516.03
774.30
SALE 3/31/11 09534T50 BLUE COAT SYSTEMS 57.37
53509 4/05/11 424797 ITG (CHANNEL) 106,500.00 28.054 745.50 2,986,937.48 392,511.42
SALE 3/24/11 09702310 BOEING COMPANY 70.01
55813 3/29/11 424776 WILLIAMS CAPITAL GROUP 50,000.00 72.920 500.00 3,645,404.99 77,173.74
SALE 3/25/11 09702310 BOEING COMPANY 70.27
55813 3/30/11 424781 BMO CAPITAL MARKETS/EXECUTI 50,000.00 73.196 500.00 3,659,204.73 90,973.48
SALE 3/21/11 12526910 CF INDUSTRIES HOLDINGS INC 48.13
46083 3/24/11 424764 BMO CAPITAL MARKETS/EXECUTI 20,000.00 125.32 200.00 2,506,303.87 172,013.28
SALE 3/01/11 12665010 CVS CAREMARK CORP 32.12
55479 3/04/11 424699 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 33.456 2,000.00 1,670,782.88 34,281.21
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 139
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/02/11 12665010 CVS CAREMARK CORP 12.69
55479 3/07/11 424705 LAZARD CAPITAL MARKETS 20,000.00 33.032 800.00 659,829.31 5,228.64
SALE 3/03/11 12665010 CVS CAREMARK CORP 39.61
55479 3/08/11 424709 LAZARD CAPITAL MARKETS 62,250.00 33.135 2,490.00 2,060,105.47 22,660.90
SALE 3/03/11 12665010 CVS CAREMARK CORP 30.20
55479 3/08/11 424709 LEERINK SWANN LLC 47,500.00 33.110 1,900.00 1,570,794.80 16,118.22
SALE 3/03/11 12665010 CVS CAREMARK CORP 45.69
55479 3/08/11 424709 MACQUARIE CAPITAL USA 71,250.00 33.392 2,850.00 2,376,298.56 44,283.68
SALE 3/03/11 12665010 CVS CAREMARK CORP 86.68
55479 3/08/11 424709 RBC CAPITAL (DOMESTIC) 134,500.00 33.562 5,380.00 4,508,662.67 106,473.19
SALE 3/03/11 12665010 CVS CAREMARK CORP 137.88
55479 3/08/11 424709 STIFEL NICOLAUS 214,500.00 33.477 8,580.00 7,172,162.97 151,570.82
SALE 3/02/11 13442910 CAMPBELL SOUP 12.92
54593 3/07/11 424705 BLAIR, WILLIAM & COMPANY 20,000.00 33.643 800.00 672,049.08 -14,515.55
SALE 3/02/11 13442910 CAMPBELL SOUP 14.09
54593 3/07/11 424705 BUCKINGHAM RESEARCH GROUP I 21,850.00 33.583 874.00 732,909.20 -17,162.65
SALE 3/02/11 13442910 CAMPBELL SOUP 37.42
54593 3/07/11 424705 RBC CAPITAL (DOMESTIC) 58,150.00 33.510 2,326.00 1,946,254.71 -49,931.94
SALE 3/03/11 13442910 CAMPBELL SOUP 64.72
54593 3/08/11 424709 RBC CAPITAL (DOMESTIC) 100,000.00 33.706 4,000.00 3,366,505.28 -66,317.84
SALE 3/04/11 13442910 CAMPBELL SOUP 64.42
54593 3/09/11 424715 SOLEIL SECURITIES CORP. 100,000.00 33.549 4,000.00 3,350,835.58 -81,987.55
SALE 3/07/11 13442910 CAMPBELL SOUP 64.34
54593 3/10/11 424719 CAPIS/SOFT 100,000.00 33.508 5,000.00 3,345,725.66 -87,097.46
SALE 3/08/11 13442910 CAMPBELL SOUP 64.72
54593 3/11/11 424723 PACIFIC AMERICAN SECURITIES 100,000.00 33.703 1,000.00 3,369,255.28 -63,567.85
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 140
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/01/11 16516710 CHESAPEAKE ENERGY CORP. 33.01
41852 3/04/11 424699 FBR CAPITAL MARKETS 50,000.00 34.383 2,000.00 1,717,096.99 258,537.15
SALE 3/01/11 17275R10 CISCO SYSTEMS INC 36.01
39905 3/04/11 424699 WELLS FARGO SECURITIES 100,000.00 18.751 3,000.00 1,872,073.99 -302,347.25
SALE 3/04/11 17275R10 CISCO SYSTEMS INC 31.98
39905 3/09/11 424715 ITG (CHANNEL) 90,000.00 18.503 630.00 1,664,608.02 -292,371.10
SALE 3/04/11 17275R10 CISCO SYSTEMS INC 3.57
39905 3/09/11 424715 PULSE (BLOCK CROSS) 10,000.00 18.545 100.00 185,346.43 -32,095.69
SALE 3/07/11 17275R10 CISCO SYSTEMS INC 69.59
39905 3/10/11 424719 MERRIMAN/OTC 200,000.00 18.122 2,000.00 3,622,330.41 -726,512.07
SALE 3/08/11 17275R10 CISCO SYSTEMS INC 20.17
39905 3/11/11 424723 MERRIMAN/OTC 58,000.00 18.108 580.00 1,049,681.23 -211,483.09
SALE 3/08/11 17275R10 CISCO SYSTEMS INC 14.57
39905 3/11/11 424723 SWSQUEHANNA FIN. GRP LLC (D 42,000.00 18.060 1,260.00 757,258.03 -155,998.89
SALE 3/10/11 17275R10 CISCO SYSTEMS INC 34.50
39905 3/15/11 424731 ITG (CHANNEL) 100,000.00 17.965 700.00 1,795,735.50 -378,685.74
SALE 3/21/11 17296710 CITIGROUP INC 86.83
51156 3/24/11 424764 INSTINET (PORTAL) 1,000,000.00 4.522 7,000.00 4,515,213.17 228,051.04
SALE 3/04/11 18538Q10 CLEARWIRE CORP. CL A 8.96
43953 3/09/11 424715 ITG (CHANNEL) 90,000.00 5.180 630.00 465,525.04 -108,511.57
SALE 3/04/11 18538Q10 CLEARWIRE CORP. CL A .99
43953 3/09/11 424715 LIQUIDNET 10,000.00 5.135 200.00 51,149.01 -12,632.84
SALE 3/07/11 18538Q10 CLEARWIRE CORP. CL A 10.34
43953 3/10/11 424719 ITG (CHANNEL) 100,000.00 5.380 700.00 537,319.66 -100,498.79
SALE 3/10/11 18538Q10 CLEARWIRE CORP. CL A 10.08
43953 3/15/11 424731 LIQUIDNET 100,000.00 5.245 2,000.00 522,489.92 -115,328.53
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -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 3/11/11 18538Q10 CLEARWIRE CORP. CL A 10.61
43953 3/16/11 424735 MERRIMAN/OTC 100,000.00 5.526 1,000.00 551,569.39 -86,249.06
SALE 3/11/11 18538Q10 CLEARWIRE CORP. CL A 10.94
43953 3/16/11 424735 MERRIMAN/OTC 100,000.00 5.696 1,000.00 568,569.06 -69,249.39
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 200,000.00 5.611 21.55 1,120,138.45 -155,498.45
2,000.00
SALE 3/11/11 18538Q10 CLEARWIRE CORP. CL A 10.66
43953 3/16/11 424735 PULSE (BLOCK CROSS) 100,000.00 5.551 1,000.00 554,099.34 -83,719.11
SALE 3/14/11 18538Q10 CLEARWIRE CORP. CL A 21.33
43953 3/17/11 424742 ITG (CHANNEL) 200,000.00 5.553 1,400.00 1,109,198.67 -166,438.23
SALE 3/01/11 19259P30 COINSTAR INC. 8.19
42814 3/04/11 424699 CREDIT SUISSE SEC (USA) LLC 10,000.00 42.618 300.00 425,868.81 36,781.28
SALE 3/03/11 19259P30 COINSTAR INC. 16.58
42814 3/08/11 424709 RAYMOND JAMES & ASSOCIATES, 20,000.00 43.163 600.00 862,641.42 84,466.37
SALE 3/04/11 19259P30 COINSTAR INC. 16.89
42814 3/09/11 424715 ITG (CHANNEL) 20,000.00 43.972 140.00 879,273.11 101,098.06
SALE 3/04/11 19259P30 COINSTAR INC. 17.01
42814 3/09/11 424715 SWSQUEHANNA FIN. GRP LLC (D 20,000.00 44.293 600.00 885,250.99 107,075.94
SALE 3/07/11 19259P30 COINSTAR INC. 8.67
42814 3/10/11 424719 ITG (CHANNEL) 10,000.00 45.133 70.00 451,252.33 62,164.80
SALE 3/08/11 19259P30 COINSTAR INC. 16.51
42814 3/11/11 424723 ITG (CHANNEL) 20,000.00 42.994 140.00 859,715.49 81,540.44
SALE 3/09/11 19259P30 COINSTAR INC. 16.55
42814 3/14/11 424727 INSTINET (PORTAL) 20,000.00 43.087 140.00 861,589.45 83,414.40
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 142
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/10/11 19259P30 COINSTAR INC. 41.58
42814 3/15/11 424731 ITG (CHANNEL) 50,000.00 43.313 350.00 2,165,233.42 219,795.80
SALE 3/10/11 19259P30 COINSTAR INC. 40.68
42814 3/15/11 424731 ITG (CHANNEL) 50,000.00 42.367 350.00 2,117,939.32 172,501.69
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 42.840 82.26 4,283,172.74 392,297.49
700.00
SALE 3/11/11 19259P30 COINSTAR INC. 72.72
42814 3/16/11 424735 ITG (CHANNEL) 90,000.00 42.080 630.00 3,786,461.28 284,673.55
SALE 3/14/11 20854P10 CONSOL ENERGY INC 38.55
51132 3/17/11 424742 BLAYLOCK ROBERT VAN LLC 40,000.00 50.195 400.00 2,007,357.45 291,533.66
SALE 3/16/11 20854P10 CONSOL ENERGY INC 40.23
51132 3/21/11 424750 BLAYLOCK ROBERT VAN LLC 40,000.00 52.379 400.00 2,094,715.77 378,891.98
SALE 3/18/11 20854P10 CONSOL ENERGY INC 10.28
51132 3/23/11 424760 WILLIAMS CAPITAL GROUP 10,000.00 53.498 100.00 534,864.72 105,908.77
SALE 3/22/11 20854P10 CONSOL ENERGY INC 103.74
51132 3/25/11 424768 CAPIS/SOFT 100,000.00 54.033 5,000.00 5,398,236.26 1,108,676.77
SALE 3/23/11 20854P10 CONSOL ENERGY INC 21.16
51132 3/28/11 424772 BLAYLOCK ROBERT VAN LLC 20,000.00 55.099 200.00 1,101,766.84 243,854.94
SALE 3/23/11 20854P10 CONSOL ENERGY INC 104.10
51132 3/28/11 424772 CAPIS/SOFT 100,000.00 54.218 5,000.00 5,416,715.90 1,127,156.41
SALE 3/24/11 20854P10 CONSOL ENERGY INC 53.09
51132 3/29/11 424776 WILLIAMS CAPITAL GROUP 50,000.00 55.296 500.00 2,764,261.91 619,482.17
SALE 3/02/11 21037110 CONSTELLATION ENERGY GROUP 7.69
43011 3/07/11 424705 BLAIR, WILLIAM & COMPANY 13,000.00 30.792 520.00 399,773.51 46,800.96
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 143
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/02/11 21037110 CONSTELLATION ENERGY GROUP 21.70
43011 3/07/11 424705 RBC CAPITAL (DOMESTIC) 37,000.00 30.534 1,480.00 1,128,256.30 123,642.11
SALE 3/04/11 21037110 CONSTELLATION ENERGY GROUP 58.86
43011 3/09/11 424715 GRISWOLD COMPANY 101,300.00 30.260 1,013.00 3,064,256.01 313,785.26
SALE 3/04/11 21037110 CONSTELLATION ENERGY GROUP 57.46
43011 3/09/11 424715 SOLEIL SECURITIES CORP. 98,700.00 30.320 3,948.00 2,988,618.02 308,741.78
SALE 3/07/11 21037110 CONSTELLATION ENERGY GROUP 29.30
43011 3/10/11 424719 BLAYLOCK ROBERT VAN LLC 50,000.00 30.518 500.00 1,525,350.70 167,763.96
SALE 3/25/11 21037110 CONSTELLATION ENERGY GROUP 29.86
43011 3/30/11 424781 BMO CAPITAL MARKETS/EXECUTI 50,000.00 31.100 500.00 1,554,455.14 196,868.39
SALE 3/29/11 21037110 CONSTELLATION ENERGY GROUP 59.25
43011 4/01/11 424789 GRISWOLD COMPANY 100,000.00 30.856 1,000.00 3,084,560.75 369,387.26
SALE 3/29/11 21037110 CONSTELLATION ENERGY GROUP 59.23
43011 4/01/11 424789 LOOP CAPITAL 100,000.00 30.846 1,000.00 3,083,530.77 368,357.28
SALE 3/17/11 22822710 CROWN CASTLE INTL CORP 15.31
54442 3/22/11 424754 WILLIAMS CAPITAL GROUP 20,000.00 39.860 200.00 796,974.69 -43,540.05
SALE 3/18/11 22822710 CROWN CASTLE INTL CORP 15.31
54442 3/23/11 424760 BLAYLOCK ROBERT VAN LLC 20,000.00 39.857 200.00 796,928.69 -43,586.05
SALE 3/21/11 22822710 CROWN CASTLE INTL CORP 143.10
54442 3/24/11 424764 CAPIS/SOFT 200,000.00 37.265 10,000.00 7,442,776.90 -962,370.53
SALE 3/22/11 22822710 CROWN CASTLE INTL CORP 189.67
54442 3/25/11 424768 CAPIS/SOFT 260,000.00 37.994 13,000.00 9,865,276.33 -1,061,415.33
SALE 3/23/11 22822710 CROWN CASTLE INTL CORP 37.22
54442 3/28/11 424772 BLAYLOCK ROBERT VAN LLC 50,000.00 38.768 500.00 1,937,882.78 -163,404.08
SALE 3/23/11 22822710 CROWN CASTLE INTL CORP 72.93
54442 3/28/11 424772 CAPIS/SOFT 100,000.00 37.982 5,000.00 3,793,147.07 -409,426.65
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 144
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/24/11 22822710 CROWN CASTLE INTL CORP 37.86
54442 3/29/11 424776 WILLIAMS CAPITAL GROUP 50,000.00 39.436 500.00 1,971,237.14 -130,049.72
SALE 3/25/11 23326R10 DG FASTCHANNEL 1.37
52269 3/30/11 424781 ITG (CHANNEL) 2,300.00 30.977 16.10 71,228.71 4,701.83
SALE 3/28/11 23326R10 DG FASTCHANNEL 10.40
52269 3/31/11 424785 ITG (CHANNEL) 17,700.00 30.585 123.90 541,211.35 29,243.65
SALE 3/01/11 25468710 WALT DISNEY CO 41.53
50281 3/04/11 424699 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 43.254 2,000.00 2,160,653.47 505,490.10
SALE 3/02/11 25468710 WALT DISNEY CO 41.64
50281 3/07/11 424705 LAZARD CAPITAL MARKETS 50,000.00 43.365 2,000.00 2,166,188.36 511,024.99
SALE 3/14/11 25468710 WALT DISNEY CO 80.92
50281 3/17/11 424742 ICAP CORPORATES LLC 100,000.00 42.144 1,000.00 4,213,359.08 903,032.34
SALE 3/15/11 25468710 WALT DISNEY CO 78.50
50281 3/18/11 424746 PRINCETON SECURITIES GROUP 100,000.00 40.885 1,000.00 4,087,401.50 777,074.76
SALE 3/14/11 25490A10 DIRECTV GROUP INC 35.16
51409 3/17/11 424742 BLAYLOCK ROBERT VAN LLC 40,000.00 45.772 400.00 1,830,452.84 347,712.53
SALE 3/14/11 25674610 DOLLAR TREE INC 20.76
42996 3/17/11 424742 ITG (CHANNEL) 20,000.00 54.049 140.00 1,080,809.24 505,025.56
SALE 3/15/11 25674610 DOLLAR TREE INC 15.36
42996 3/18/11 424746 INSTINET (PORTAL) 15,000.00 53.313 105.00 799,576.14 367,738.38
SALE 3/15/11 25674610 DOLLAR TREE INC 5.12
42996 3/18/11 424746 ITG (CHANNEL) 5,000.00 53.301 35.00 266,466.88 122,520.96
SALE 3/23/11 26353410 DU PONT (E.I.) DE NEMOURS 20.52
40720 3/28/11 424772 WILLIAMS CAPITAL GROUP 20,000.00 53.429 200.00 1,068,365.48 184,446.79
SALE 3/07/11 27886510 ECOLAB INC 45.59
54051 3/10/11 424719 GRISWOLD COMPANY 50,000.00 47.489 500.00 2,373,914.41 -89,106.09
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 145
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/10/11 27886510 ECOLAB INC 45.29
54051 3/15/11 424731 WILLIAMS CAPITAL GROUP 50,000.00 47.175 500.00 2,358,214.71 -104,805.79
SALE 3/18/11 27886510 ECOLAB INC 18.33
54051 3/23/11 424760 WILLIAMS CAPITAL GROUP 20,000.00 47.719 200.00 954,159.67 -31,048.53
SALE 3/25/11 27886510 ECOLAB INC 19.04
54051 3/30/11 424781 BLAYLOCK ROBERT VAN LLC 20,000.00 49.574 200.00 991,264.96 6,056.76
SALE 3/28/11 27886510 ECOLAB INC 19.07
54051 3/31/11 424785 WILLIAMS CAPITAL GROUP 20,000.00 49.643 200.00 992,644.93 7,436.73
SALE 3/17/11 29444U50 EQUINIX INC. 16.18
55363 3/22/11 424754 ITG (CHANNEL) 10,000.00 84.242 70.00 842,330.82 -36,845.06
SALE 3/10/11 30161N10 EXELON CORP 83.02
55789 3/15/11 424731 GRISWOLD COMPANY 100,000.00 43.236 1,000.00 4,322,466.98 172,646.98
SALE 3/03/11 30231G10 EXXON MOBIL CORP. 82.32
39995 3/08/11 424709 GRISWOLD COMPANY 50,000.00 85.750 500.00 4,286,902.68 1,310,048.14
SALE 3/25/11 35671D85 FREEPORT-MCMORAN COPPER-B 21.01
54160 3/30/11 424781 WILLIAMS CAPITAL GROUP 20,000.00 54.711 200.00 1,094,006.99 70,098.55
SALE 3/03/11 38238810 GOODRICH CORP 83.59
51296 3/08/11 424709 ICAP CORPORATES LLC 50,000.00 87.070 500.00 4,352,916.41 772,277.77
SALE 3/10/11 38238810 GOODRICH CORP 32.18
51296 3/15/11 424731 BMO CAPITAL MARKETS/EXECUTI 20,000.00 83.796 200.00 1,675,689.82 243,434.36
SALE 3/11/11 38238810 GOODRICH CORP 16.05
51296 3/16/11 424735 BMO CAPITAL MARKETS/EXECUTI 10,000.00 83.569 100.00 835,571.95 119,444.22
SALE 3/29/11 38238810 GOODRICH CORP 32.63
51296 4/01/11 424789 BMO CAPITAL MARKETS/EXECUTI 20,000.00 84.952 200.00 1,698,801.37 266,545.91
SALE 3/04/11 38255010 GOODYEAR TIRE & RUBBER CO 26.16
50271 3/09/11 424715 CAPIS/SOFT 100,000.00 13.626 5,000.00 1,357,543.84 -14,057.29
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 146
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/15/11 38255010 GOODYEAR TIRE & RUBBER CO 27.98
50271 3/18/11 424746 WILLIAMS CAPITAL GROUP 100,000.00 14.570 1,000.00 1,455,972.02 84,370.89
SALE 3/10/11 39312210 GREEN MOUNTAIN COFFEE 211.20
53673 3/15/11 424731 INSTINET (PORTAL) 200,000.00 55.000 1,400.00 10,998,388.80 4,868,043.70
SALE 3/02/11 41586410 HARSCO CORP 32.38
50597 3/07/11 424705 LEERINK SWANN LLC 50,000.00 33.721 2,000.00 1,684,012.62 195,209.82
SALE 3/03/11 41586410 HARSCO CORP 32.93
50597 3/08/11 424709 RBC CAPITAL (DOMESTIC) 50,000.00 34.296 2,000.00 1,712,772.07 223,969.27
SALE 3/04/11 41586410 HARSCO CORP 33.06
50597 3/09/11 424715 MERIDIAN EQUITY PARTNERS 50,000.00 34.430 500.00 1,720,966.94 232,164.14
SALE 3/08/11 41586410 HARSCO CORP 32.38
50597 3/11/11 424723 CABRERA 50,000.00 33.723 500.00 1,685,612.62 196,809.82
SALE 3/10/11 41586410 HARSCO CORP 31.49
50597 3/15/11 424731 MERIDIAN EQUITY PARTNERS 50,000.00 32.800 500.00 1,639,458.51 150,655.71
SALE 3/11/11 41586410 HARSCO CORP 31.60
50597 3/16/11 424735 WILLIAMS CAPITAL GROUP 50,000.00 32.914 500.00 1,645,143.40 156,340.60
SALE 3/04/11 41987910 HAWAIIAN HOLDINGS INC 6.39
51579 3/09/11 424715 BMO CAPITAL MARKETS/EXECUTI 50,000.00 6.647 500.00 331,853.61 -11,719.17
SALE 3/07/11 41987910 HAWAIIAN HOLDINGS INC 6.24
51579 3/10/11 424719 BMO CAPITAL MARKETS/EXECUTI 50,000.00 6.495 500.00 324,223.76 -19,349.02
SALE 3/09/11 41987910 HAWAIIAN HOLDINGS INC 6.72
51579 3/14/11 424727 BLAYLOCK ROBERT VAN LLC 50,000.00 6.997 500.00 349,353.28 5,780.50
SALE 3/10/11 41987910 HAWAIIAN HOLDINGS INC 6.77
51579 3/15/11 424731 LIQUIDNET 50,000.00 7.045 1,000.00 351,243.23 7,670.45
SALE 3/11/11 41987910 HAWAIIAN HOLDINGS INC 6.71
51579 3/16/11 424735 WILLIAMS CAPITAL GROUP 50,000.00 6.984 500.00 348,703.29 5,130.51
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 147
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/15/11 41987910 HAWAIIAN HOLDINGS INC 6.68
51579 3/18/11 424746 BLAYLOCK ROBERT VAN LLC 50,000.00 6.958 500.00 347,378.32 3,805.54
SALE 3/15/11 41987910 HAWAIIAN HOLDINGS INC 6.73
51579 3/18/11 424746 BMO CAPITAL MARKETS/EXECUTI 50,000.00 7.008 500.00 349,893.27 6,320.49
SALE 3/16/11 41987910 HAWAIIAN HOLDINGS INC 13.17
51579 3/21/11 424750 PRINCETON SECURITIES GROUP 100,000.00 6.859 1,000.00 684,836.83 -2,308.73
SALE 3/29/11 41987910 HAWAIIAN HOLDINGS INC 11.75
51579 4/01/11 424789 PRINCETON SECURITIES GROUP 100,000.00 6.117 1,000.00 610,728.25 -76,417.31
SALE 3/04/11 42805T10 HERTZ GLOBAL HOLDINGS INC 14.43
52040 3/09/11 424715 SOLEIL SECURITIES CORP. 50,000.00 15.027 2,000.00 749,350.57 241,403.36
SALE 3/07/11 42805T10 HERTZ GLOBAL HOLDINGS INC 14.27
52040 3/10/11 424719 ICAP CORPORATES LLC 50,000.00 14.857 500.00 742,315.73 234,368.53
SALE 3/08/11 42805T10 HERTZ GLOBAL HOLDINGS INC 14.36
52040 3/11/11 424723 GUZMAN & CO. 50,000.00 14.953 500.00 747,155.64 239,208.43
SALE 3/22/11 42805T10 HERTZ GLOBAL HOLDINGS INC 15.26
52040 3/25/11 424768 BMO CAPITAL MARKETS/EXECUTI 50,000.00 15.892 500.00 794,069.74 286,122.54
SALE 3/23/11 42805T10 HERTZ GLOBAL HOLDINGS INC 14.85
52040 3/28/11 424772 BLAYLOCK ROBERT VAN LLC 50,000.00 15.462 500.00 772,565.15 264,617.94
SALE 3/24/11 42805T10 HERTZ GLOBAL HOLDINGS INC 15.31
52040 3/29/11 424776 BMO CAPITAL MARKETS/EXECUTI 50,000.00 15.942 500.00 796,594.69 288,647.49
SALE 3/24/11 42805T10 HERTZ GLOBAL HOLDINGS INC 15.59
52040 3/29/11 424776 WILLIAMS CAPITAL GROUP 50,000.00 16.239 500.00 811,409.41 303,462.20
SALE 3/25/11 42805T10 HERTZ GLOBAL HOLDINGS INC 15.61
52040 3/30/11 424781 WILLIAMS CAPITAL GROUP 50,000.00 16.251 500.00 812,014.39 304,067.19
SALE 3/01/11 42809H10 HESS CORP 163.30
52215 3/04/11 424699 FBR CAPITAL MARKETS 100,000.00 85.048 4,000.00 8,500,676.70 3,209,198.46
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -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 3/16/11 42809H10 HESS CORP 75.28
52215 3/21/11 424750 BMO CAPITAL MARKETS/EXECUTI 50,000.00 78.408 500.00 3,919,824.72 992,353.92
SALE 3/15/11 42823610 HEWLETT-PACKARD CO 116.93
46749 3/18/11 424746 MERIDIAN EQUITY PARTNERS 150,000.00 40.599 1,500.00 6,088,248.07 -444,742.52
SALE 3/07/11 43575830 HOLLY CORP. 42.46
39928 3/10/11 424719 BMO CAPITAL MARKETS/EXECUTI 40,000.00 55.274 400.00 2,210,509.54 817,880.78
SALE 3/17/11 43575830 HOLLY CORP. 21.20
39928 3/22/11 424754 WILLIAMS CAPITAL GROUP 20,000.00 55.199 200.00 1,103,758.80 407,444.42
SALE 3/21/11 43575830 HOLLY CORP. 21.65
39928 3/24/11 424764 BMO CAPITAL MARKETS/EXECUTI 20,000.00 56.355 200.00 1,126,872.35 430,557.97
SALE 3/21/11 43575830 HOLLY CORP. 33.18
39928 3/24/11 424764 CAPIS/SOFT 30,000.00 57.605 1,500.00 1,726,610.82 682,139.25
SALE 3/22/11 43575830 HOLLY CORP. 22.16
39928 3/25/11 424768 WILLIAMS CAPITAL GROUP 20,000.00 57.695 200.00 1,153,669.84 457,355.46
SALE 3/23/11 43575830 HOLLY CORP. 21.97
39928 3/28/11 424772 BLAYLOCK ROBERT VAN LLC 20,000.00 57.206 200.00 1,143,898.03 447,583.65
SALE 3/23/11 43575830 HOLLY CORP. 21.49
39928 3/28/11 424772 WILLIAMS CAPITAL GROUP 20,000.00 55.958 200.00 1,118,944.51 422,630.13
SALE 3/24/11 43575830 HOLLY CORP. 21.37
39928 3/29/11 424776 BMO CAPITAL MARKETS/EXECUTI 20,000.00 55.644 200.00 1,112,656.63 416,342.25
SALE 3/25/11 43575830 HOLLY CORP. 23.01
39928 3/30/11 424781 WILLIAMS CAPITAL GROUP 20,000.00 59.897 200.00 1,197,724.99 501,410.61
SALE 3/28/11 43575830 HOLLY CORP. 22.95
39928 3/31/11 424785 WILLIAMS CAPITAL GROUP 20,000.00 59.757 200.00 1,194,907.05 498,592.67
SALE 3/07/11 47836610 JOHNSON CONTROLS INC 15.78
48030 3/10/11 424719 BLAYLOCK ROBERT VAN LLC 20,000.00 41.073 200.00 821,236.22 227,942.64
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 149
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/09/11 47836610 JOHNSON CONTROLS INC 16.11
48030 3/14/11 424727 BLAYLOCK ROBERT VAN LLC 20,000.00 41.929 200.00 838,371.89 245,078.31
SALE 3/23/11 47836610 JOHNSON CONTROLS INC 7.73
48030 3/28/11 424772 BLAYLOCK ROBERT VAN LLC 10,000.00 40.260 100.00 402,489.27 104,764.53
SALE 3/29/11 53591920 LIONS GATE ENTERTAINMENT CO 2.35
52708 4/01/11 424789 BLAYLOCK ROBERT VAN LLC 20,000.00 6.094 200.00 121,683.65 -16,226.62
SALE 3/30/11 53591920 LIONS GATE ENTERTAINMENT CO 2.37
52708 4/04/11 424793 BMO CAPITAL MARKETS/EXECUTI 20,000.00 6.163 200.00 123,049.63 -14,860.64
SALE 3/31/11 53591920 LIONS GATE ENTERTAINMENT CO 2.41
52708 4/05/11 424797 WILLIAMS CAPITAL GROUP 20,000.00 6.274 200.00 125,275.59 -12,634.68
SALE 3/15/11 53803410 LIVE NATION INC 57.66
55535 3/18/11 424746 PRINCETON SECURITIES GROUP 300,000.00 10.010 3,000.00 2,999,942.34 -377,487.66
SALE 3/11/11 55271510 MEMC ELECTRONIC MATERIALS 23.02
55005 3/16/11 424735 PACIFIC AMERICAN SECURITIES 100,000.00 11.987 1,000.00 1,197,706.98 57,669.28
SALE 3/14/11 55271510 MEMC ELECTRONIC MATERIALS 25.76
55005 3/17/11 424742 GRISWOLD COMPANY 100,000.00 13.413 1,000.00 1,340,254.24 200,216.54
SALE 3/14/11 55271510 MEMC ELECTRONIC MATERIALS 25.49
55005 3/17/11 424742 PRINCETON SECURITIES GROUP 100,000.00 13.272 1,000.00 1,326,204.51 186,166.81
SALE 3/15/11 55271510 MEMC ELECTRONIC MATERIALS 74.77
55005 3/18/11 424746 PRINCETON SECURITIES GROUP 300,000.00 12.981 3,000.00 3,891,135.23 471,022.15
SALE 3/16/11 55271510 MEMC ELECTRONIC MATERIALS 23.98
55005 3/21/11 424750 PACIFIC AMERICAN SECURITIES 100,000.00 12.488 1,000.00 1,247,796.02 107,758.32
SALE 3/17/11 55271510 MEMC ELECTRONIC MATERIALS 47.87
55005 3/22/11 424754 ICAP CORPORATES LLC 200,000.00 12.465 2,000.00 2,490,892.13 210,816.74
SALE 3/07/11 56584910 MARATHON OIL CORP 20.10
55246 3/10/11 424719 BLAYLOCK ROBERT VAN LLC 20,000.00 52.318 200.00 1,046,137.90 193,770.23
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 150
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/08/11 56584910 MARATHON OIL CORP 9.57
55246 3/11/11 424723 GUZMAN & CO. 10,000.00 49.805 100.00 497,941.43 71,757.60
SALE 3/25/11 57620610 MASSEY ENERGY 26.39
54690 3/30/11 424781 WILLIAMS CAPITAL GROUP 20,000.00 68.718 200.00 1,374,133.61 281,114.93
SALE 3/08/11 60786L10 MODUSLINK GLOBAL SOLUTIONS 13.14
43194 3/11/11 424723 MERRIMAN/OTC 100,000.00 6.840 1,000.00 682,986.86 -1,516,678.57
SALE 3/09/11 60786L10 MODUSLINK GLOBAL SOLUTIONS 6.56
43194 3/14/11 424727 INSTINET (PORTAL) 50,000.00 6.831 350.00 341,173.44 -758,659.28
SALE 3/09/11 60786L10 MODUSLINK GLOBAL SOLUTIONS 6.52
43194 3/14/11 424727 ITG (CHANNEL) 50,000.00 6.784 350.00 338,828.48 -761,004.24
SALE 3/10/11 60786L10 MODUSLINK GLOBAL SOLUTIONS 6.32
43194 3/15/11 424731 ITG (CHANNEL) 50,000.00 6.575 350.00 328,408.68 -771,424.04
SALE 3/11/11 60786L10 MODUSLINK GLOBAL SOLUTIONS 6.27
43194 3/16/11 424735 ITG (CHANNEL) 50,000.00 6.529 350.00 326,088.73 -773,743.99
SALE 3/14/11 60786L10 MODUSLINK GLOBAL SOLUTIONS 6.24
43194 3/17/11 424742 ITG (CHANNEL) 50,000.00 6.496 350.00 324,418.76 -775,413.96
SALE 3/15/11 60786L10 MODUSLINK GLOBAL SOLUTIONS 4.67
43194 3/18/11 424746 ITG (CHANNEL) 44,300.00 5.487 310.10 242,750.47 -731,701.32
SALE 3/16/11 60786L10 MODUSLINK GLOBAL SOLUTIONS .59
43194 3/21/11 424750 ITG (CHANNEL) 5,700.00 5.351 39.90 30,462.49 -94,918.44
SALE 3/16/11 60786L10 MODUSLINK GLOBAL SOLUTIONS .47
43194 3/21/11 424750 ITG (CHANNEL) 4,615.00 5.285 32.31 24,358.88 -77,155.68
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 10,315.00 5.322 1.06 54,821.37 -172,074.12
72.21
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 151
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/17/11 60786L10 MODUSLINK GLOBAL SOLUTIONS 4.48
43194 3/22/11 424754 ITG (CHANNEL) 45,385.00 5.130 317.70 232,502.87 -765,815.29
SALE 3/29/11 60786L10 MODUSLINK GLOBAL SOLUTIONS 5.01
43194 4/01/11 424789 MERRIMAN/OTC 50,000.00 5.217 500.00 260,334.99 -839,497.72
SALE 3/23/11 62937750 NRG ENERGY INC 8.03
43551 3/28/11 424772 BLAYLOCK ROBERT VAN LLC 20,000.00 20.897 200.00 417,731.97 -1,050.31
SALE 3/24/11 62937750 NRG ENERGY INC 20.17
43551 3/29/11 424776 BMO CAPITAL MARKETS/EXECUTI 50,000.00 21.001 500.00 1,049,509.83 2,554.13
SALE 3/25/11 62937750 NRG ENERGY INC 12.31
43551 3/30/11 424781 WILLIAMS CAPITAL GROUP 30,000.00 21.362 300.00 640,547.69 12,374.27
SALE 3/11/11 62944T10 NVR INC 218.01
48032 3/16/11 424735 WILLIAMS CAPITAL GROUP 15,000.00 756.96 150.00 11,354,150.49 1,253,175.99
SALE 3/01/11 63530910 NATIONAL CINEMEDIA INC. 3.62
41081 3/04/11 424699 CREDIT SUISSE SEC (USA) LLC 10,000.00 18.837 300.00 188,068.38 46,491.49
SALE 3/25/11 65163910 NEWMONT MINING 20.84
54991 3/30/11 424781 WILLIAMS CAPITAL GROUP 20,000.00 54.249 200.00 1,084,755.16 -121,236.61
SALE 3/07/11 65248E10 NEWS CORP - CL A 33.46
54942 3/10/11 424719 CAPIS/SOFT 100,000.00 17.428 5,000.00 1,737,736.54 276,766.54
SALE 3/17/11 65248E10 NEWS CORP - CL A 62.77
54942 3/22/11 424754 CABRERA 200,000.00 16.345 2,000.00 3,266,837.23 344,897.23
SALE 3/21/11 65248E10 NEWS CORP - CL A 65.06
54942 3/24/11 424764 CAPIS/SOFT 200,000.00 16.944 10,000.00 3,378,634.94 456,694.94
SALE 3/22/11 65248E10 NEWS CORP - CL A 32.01
54942 3/25/11 424768 CAPIS/SOFT 100,000.00 16.670 5,000.00 1,662,007.99 201,037.99
SALE 3/29/11 67066G10 NVIDIA CORP 73.30
55115 4/01/11 424789 ITG (CHANNEL) 200,000.00 19.086 1,400.00 3,815,766.70 -319,035.80
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 152
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/30/11 67066G10 NVIDIA CORP 71.06
55115 4/04/11 424793 MERRIMAN/OTC 200,000.00 18.503 2,000.00 3,698,608.94 -436,193.56
SALE 3/31/11 67066G10 NVIDIA CORP 140.46
55115 4/05/11 424797 INSTINET (CUMBERLAND ADVISO 400,000.00 18.288 20,000.00 7,295,139.54 -974,465.46
SALE 3/29/11 67069D10 NUTRISYSTEM 2.62
55623 4/01/11 424789 MERRIMAN/OTC 10,000.00 13.623 100.00 136,127.38 -7,891.09
SALE 3/01/11 68218910 ON SEMICONDUCTOR CORP 21.19
51854 3/04/11 424699 WELLS FARGO SECURITIES 100,000.00 11.032 3,000.00 1,100,168.81 336,106.59
SALE 3/08/11 68218910 ON SEMICONDUCTOR CORP 20.61
51854 3/11/11 424723 MERRIMAN/OTC 100,000.00 10.731 1,000.00 1,072,119.39 308,057.17
SALE 3/09/11 68218910 ON SEMICONDUCTOR CORP 10.05
51854 3/14/11 424727 INSTINET (PORTAL) 50,000.00 10.466 350.00 522,954.95 140,923.84
SALE 3/09/11 68218910 ON SEMICONDUCTOR CORP 5.52
51854 3/14/11 424727 LIQUIDNET 27,500.00 10.443 550.00 286,632.48 76,515.37
SALE 3/09/11 68218910 ON SEMICONDUCTOR CORP 4.49
51854 3/14/11 424727 PULSE (BLOCK CROSS) 22,500.00 10.375 225.00 233,208.01 61,294.01
SALE 3/10/11 68218910 ON SEMICONDUCTOR CORP 19.69
51854 3/15/11 424731 ITG (CHANNEL) 100,000.00 10.251 700.00 1,024,410.31 260,348.09
SALE 3/11/11 68218910 ON SEMICONDUCTOR CORP 19.61
51854 3/16/11 424735 ITG (CHANNEL) 100,000.00 10.211 700.00 1,020,380.39 256,318.17
SALE 3/11/11 68218910 ON SEMICONDUCTOR CORP 19.66
51854 3/16/11 424735 MERRIMAN/OTC 100,000.00 10.239 1,000.00 1,022,830.34 258,768.11
SALE 3/14/11 68218910 ON SEMICONDUCTOR CORP 19.34
51854 3/17/11 424742 ITG (CHANNEL) 100,000.00 10.072 700.00 1,006,440.66 242,378.43
SALE 3/15/11 68218910 ON SEMICONDUCTOR CORP 13.93
51854 3/18/11 424746 INSTINET (PORTAL) 75,000.00 9.669 525.00 724,628.57 151,581.90
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 153
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/15/11 68218910 ON SEMICONDUCTOR CORP 4.65
51854 3/18/11 424746 LIQUIDNET 25,000.00 9.675 500.00 241,370.35 50,354.79
SALE 3/16/11 68218910 ON SEMICONDUCTOR CORP 9.41
51854 3/21/11 424750 INSTINET (PORTAL) 50,000.00 9.793 350.00 489,305.59 107,274.48
SALE 3/16/11 68218910 ON SEMICONDUCTOR CORP 9.35
51854 3/21/11 424750 ITG (CHANNEL) 50,000.00 9.735 350.00 486,390.65 104,359.54
SALE 3/25/11 68389X10 ORACLE CORP 62.80
46205 3/30/11 424781 ITG (CHANNEL) 100,000.00 32.704 700.00 3,269,667.20 887,873.89
SALE 3/01/11 68668810 ORMAT TECHNOLOGIES INC. 37.75
41088 3/04/11 424699 MACQUARIE CAPITAL USA 80,000.00 24.575 3,200.00 1,962,786.25 -1,749,124.09
SALE 3/02/11 68668810 ORMAT TECHNOLOGIES INC. 9.35
41088 3/07/11 424705 MACQUARIE CAPITAL USA 20,000.00 24.324 800.00 485,676.65 -442,300.94
SALE 3/04/11 68668810 ORMAT TECHNOLOGIES INC. 9.26
41088 3/09/11 424715 SOLEIL SECURITIES CORP. 20,000.00 24.092 800.00 481,026.74 -446,950.85
SALE 3/07/11 68668810 ORMAT TECHNOLOGIES INC. 9.21
41088 3/10/11 424719 WILLIAMS CAPITAL GROUP 20,000.00 23.978 200.00 479,344.79 -448,632.80
SALE 3/08/11 68668810 ORMAT TECHNOLOGIES INC. 9.17
41088 3/11/11 424723 WILLIAMS CAPITAL GROUP 20,000.00 23.866 200.00 477,110.83 -450,866.76
SALE 3/09/11 68668810 ORMAT TECHNOLOGIES INC. 9.05
41088 3/14/11 424727 BLAYLOCK ROBERT VAN LLC 20,000.00 23.559 200.00 470,962.95 -457,014.64
SALE 3/10/11 68668810 ORMAT TECHNOLOGIES INC. 8.93
41088 3/15/11 424731 BMO CAPITAL MARKETS/EXECUTI 20,000.00 23.234 200.00 464,473.07 -463,504.52
SALE 3/11/11 68668810 ORMAT TECHNOLOGIES INC. 8.89
41088 3/16/11 424735 WILLIAMS CAPITAL GROUP 20,000.00 23.147 200.00 462,739.11 -465,238.48
SALE 3/25/11 68668810 ORMAT TECHNOLOGIES INC. 9.63
41088 3/30/11 424781 MERIDIAN EQUITY PARTNERS 20,000.00 25.067 200.00 501,132.37 -426,845.22
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 154
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/28/11 68668810 ORMAT TECHNOLOGIES INC. 9.54
41088 3/31/11 424785 BMO CAPITAL MARKETS/EXECUTI 20,000.00 24.832 200.00 496,422.46 -431,555.13
SALE 3/29/11 68668810 ORMAT TECHNOLOGIES INC. 9.49
41088 4/01/11 424789 BLAYLOCK ROBERT VAN LLC 20,000.00 24.698 200.00 493,740.51 -434,237.08
SALE 3/29/11 68668810 ORMAT TECHNOLOGIES INC. 9.57
41088 4/01/11 424789 BMO CAPITAL MARKETS/EXECUTI 20,000.00 24.899 200.00 497,768.43 -430,209.16
SALE 3/30/11 68668810 ORMAT TECHNOLOGIES INC. 14.31
41088 4/04/11 424793 BMO CAPITAL MARKETS/EXECUTI 30,000.00 24.843 300.00 744,966.69 -646,999.69
SALE 3/31/11 68668810 ORMAT TECHNOLOGIES INC. 14.60
41088 4/05/11 424797 WILLIAMS CAPITAL GROUP 30,000.00 25.341 300.00 759,903.40 -632,062.98
SALE 3/02/11 69351T10 PPL CORP 24.52
51765 3/07/11 424705 LAZARD CAPITAL MARKETS 50,000.00 25.536 2,000.00 1,274,770.48 18,832.80
SALE 3/07/11 70959W10 PENSKE AUTO GROUP 18.63
51426 3/10/11 424719 GRISWOLD COMPANY 50,000.00 19.402 500.00 969,566.37 249,377.70
SALE 3/08/11 70959W10 PENSKE AUTO GROUP 18.81
51426 3/11/11 424723 GUZMAN & CO. 50,000.00 19.591 500.00 979,046.19 258,857.52
SALE 3/10/11 70959W10 PENSKE AUTO GROUP 19.37
51426 3/15/11 424731 BMO CAPITAL MARKETS/EXECUTI 50,000.00 20.167 500.00 1,007,830.63 287,641.96
SALE 3/11/11 70959W10 PENSKE AUTO GROUP 19.82
51426 3/16/11 424735 CABRERA 50,000.00 20.645 500.00 1,031,710.18 311,521.52
SALE 3/14/11 70959W10 PENSKE AUTO GROUP 18.71
51426 3/17/11 424742 BLAYLOCK ROBERT VAN LLC 50,000.00 19.488 500.00 973,866.29 253,677.62
SALE 3/15/11 70959W10 PENSKE AUTO GROUP 18.37
51426 3/18/11 424746 BLAYLOCK ROBERT VAN LLC 50,000.00 19.129 500.00 955,916.63 235,727.96
SALE 3/15/11 70959W10 PENSKE AUTO GROUP 18.20
51426 3/18/11 424746 BMO CAPITAL MARKETS/EXECUTI 50,000.00 18.956 500.00 947,281.80 227,093.14
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 155
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/16/11 70959W10 PENSKE AUTO GROUP 36.03
51426 3/21/11 424750 BMO CAPITAL MARKETS/EXECUTI 100,000.00 18.764 1,000.00 1,875,403.97 435,026.64
SALE 3/17/11 70959W10 PENSKE AUTO GROUP 36.54
51426 3/22/11 424754 PRINCETON SECURITIES GROUP 100,000.00 19.027 1,000.00 1,901,703.46 461,326.13
SALE 3/17/11 70959W10 PENSKE AUTO GROUP 18.25
51426 3/22/11 424754 WILLIAMS CAPITAL GROUP 50,000.00 19.005 500.00 949,741.75 229,553.09
SALE 3/18/11 70959W10 PENSKE AUTO GROUP 36.19
51426 3/23/11 424760 MERIDIAN EQUITY PARTNERS 100,000.00 18.844 1,000.00 1,883,363.81 442,986.48
SALE 3/25/11 70959W10 PENSKE AUTO GROUP 19.19
51426 3/30/11 424781 MERIDIAN EQUITY PARTNERS 50,000.00 19.986 500.00 998,775.81 278,587.14
SALE 3/10/11 75075340 RAILAMERICA INC 6.19
48835 3/15/11 424731 BMO CAPITAL MARKETS/EXECUTI 20,000.00 16.112 200.00 322,031.81 35,590.58
SALE 3/11/11 75075340 RAILAMERICA INC 6.08
48835 3/16/11 424735 WILLIAMS CAPITAL GROUP 20,000.00 15.824 200.00 316,277.92 29,836.69
SALE 3/14/11 75075340 RAILAMERICA INC 6.23
48835 3/17/11 424742 BMO CAPITAL MARKETS/EXECUTI 20,000.00 16.202 200.00 323,835.77 37,394.54
SALE 3/15/11 75075340 RAILAMERICA INC 6.18
48835 3/18/11 424746 BLAYLOCK ROBERT VAN LLC 20,000.00 16.080 200.00 321,393.82 34,952.59
SALE 3/15/11 75075340 RAILAMERICA INC 6.37
48835 3/18/11 424746 BMO CAPITAL MARKETS/EXECUTI 20,000.00 16.585 200.00 331,495.63 45,054.40
SALE 3/17/11 75075340 RAILAMERICA INC 6.12
48835 3/22/11 424754 BMO CAPITAL MARKETS/EXECUTI 20,000.00 15.930 200.00 318,385.88 31,944.65
SALE 3/17/11 75075340 RAILAMERICA INC 6.31
48835 3/22/11 424754 WILLIAMS CAPITAL GROUP 20,000.00 16.431 200.00 328,411.69 41,970.46
SALE 3/18/11 75075340 RAILAMERICA INC 6.40
48835 3/23/11 424760 BMO CAPITAL MARKETS/EXECUTI 20,000.00 16.666 200.00 333,121.60 46,680.37
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 156
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/21/11 75075340 RAILAMERICA INC 6.51
48835 3/24/11 424764 BMO CAPITAL MARKETS/EXECUTI 20,000.00 16.946 200.00 338,719.49 52,278.26
SALE 3/22/11 75075340 RAILAMERICA INC 9.76
48835 3/25/11 424768 BLAYLOCK ROBERT VAN LLC 30,000.00 16.943 300.00 507,977.24 78,315.40
SALE 3/23/11 75075340 RAILAMERICA INC 6.47
48835 3/28/11 424772 BLAYLOCK ROBERT VAN LLC 20,000.00 16.831 200.00 336,419.53 49,978.30
SALE 3/24/11 75075340 RAILAMERICA INC 6.30
48835 3/29/11 424776 BMO CAPITAL MARKETS/EXECUTI 20,000.00 16.403 200.00 327,845.70 41,404.47
SALE 3/25/11 75075340 RAILAMERICA INC 3.24
48835 3/30/11 424781 BLAYLOCK ROBERT VAN LLC 10,000.00 16.867 100.00 168,564.76 25,344.15
SALE 3/29/11 75075340 RAILAMERICA INC 6.51
48835 4/01/11 424789 BLAYLOCK ROBERT VAN LLC 20,000.00 16.933 200.00 338,449.49 52,008.26
SALE 3/08/11 75091710 RAMBUS INC 15.38
49654 3/11/11 424723 ITG (CHANNEL) 40,000.00 20.017 280.00 800,396.62 68,941.08
SALE 3/14/11 75091710 RAMBUS INC 18.43
49654 3/17/11 424742 ITG (CHANNEL) 50,000.00 19.192 350.00 959,206.57 44,887.14
SALE 3/15/11 75091710 RAMBUS INC 17.93
49654 3/18/11 424746 INSTINET (PORTAL) 50,000.00 18.670 350.00 933,137.07 18,817.64
SALE 3/15/11 75091710 RAMBUS INC 36.10
49654 3/18/11 424746 INSTINET (PORTAL) 100,000.00 18.797 700.00 1,878,983.90 50,345.05
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 150,000.00 18.755 54.03 2,812,120.97 69,162.69
1,050.00
SALE 3/16/11 75091710 RAMBUS INC 28.38
49654 3/21/11 424750 INSTINET (PORTAL) 74,713.00 19.781 522.99 1,477,331.54 111,100.59
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 157
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/17/11 75091710 RAMBUS INC 31.83
49654 3/22/11 424754 ITG (CHANNEL) 85,287.00 19.437 597.01 1,657,060.46 97,469.24
SALE 3/16/11 75281A10 RANGE RESOURCES 10.00
54947 3/21/11 424750 BLAYLOCK ROBERT VAN LLC 10,000.00 52.067 100.00 520,556.00 63,361.33
SALE 3/17/11 75281A10 RANGE RESOURCES 10.32
54947 3/22/11 424754 WILLIAMS CAPITAL GROUP 10,000.00 53.742 100.00 537,307.68 80,113.01
SALE 3/24/11 75281A10 RANGE RESOURCES 10.56
54947 3/29/11 424776 WILLIAMS CAPITAL GROUP 10,000.00 54.952 100.00 549,408.44 92,213.77
SALE 3/25/11 75281A10 RANGE RESOURCES 10.88
54947 3/30/11 424781 MERIDIAN EQUITY PARTNERS 10,000.00 56.630 100.00 566,191.12 108,996.45
SALE 3/02/11 7591EP10 REGIONS FINANCIAL CORP 14.44
53352 3/07/11 424705 LEERINK SWANN LLC 100,000.00 7.518 4,000.00 747,745.56 72,142.44
SALE 3/18/11 77390310 ROCKWELL AUTOMATION 33.77
55004 3/23/11 424760 WILLIAMS CAPITAL GROUP 20,000.00 87.919 200.00 1,758,148.23 265,902.84
SALE 3/22/11 77390310 ROCKWELL AUTOMATION 17.21
55004 3/25/11 424768 CAPIS/SOFT 10,000.00 89.628 500.00 895,766.79 149,644.10
SALE 3/29/11 77390310 ROCKWELL AUTOMATION 18.02
55004 4/01/11 424789 BMO CAPITAL MARKETS/EXECUTI 10,000.00 93.810 100.00 937,976.98 191,854.29
SALE 3/09/11 78477410 STEC INC 7.87
48521 3/14/11 424727 ITG (CHANNEL) 20,000.00 20.481 140.00 409,478.13 -55,571.69
SALE 3/29/11 78477410 STEC INC 29.07
48521 4/01/11 424789 INSTINET (PORTAL) 78,334.00 19.327 548.34 1,513,407.31 -308,053.33
SALE 3/30/11 78477410 STEC INC 23.12
48521 4/04/11 424793 INSTINET (PORTAL) 61,666.00 19.524 431.66 1,203,530.70 -230,357.42
SALE 3/15/11 78486Q10 SVB FINANCIAL GROUP 66.97
50826 3/18/11 424746 ITG (CHANNEL) 66,100.00 52.766 462.70 3,487,296.32 485,536.68
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
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 158
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/16/11 78486Q10 SVB FINANCIAL GROUP 34.25
50826 3/21/11 424750 ITG (CHANNEL) 33,900.00 52.616 237.30 1,783,410.85 243,930.49
SALE 3/16/11 78486Q10 SVB FINANCIAL GROUP 20.21
50826 3/21/11 424750 ITG (CHANNEL) 20,000.00 52.615 140.00 1,052,137.79 143,889.79
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 53,900.00 52.616 54.46 2,835,548.64 387,820.28
377.30
SALE 3/17/11 78486Q10 SVB FINANCIAL GROUP 40.34
50826 3/22/11 424754 ITG (CHANNEL) 40,000.00 52.518 280.00 2,100,411.66 283,915.66
SALE 3/18/11 78486Q10 SVB FINANCIAL GROUP 81.75
50826 3/23/11 424760 INSTINET (PORTAL) 80,000.00 53.219 560.00 4,256,886.25 623,894.25
SALE 3/18/11 78486Q10 SVB FINANCIAL GROUP 20.45
50826 3/23/11 424760 LIQUIDNET 20,000.00 53.230 400.00 1,064,179.55 155,931.55
SALE 3/25/11 78486Q10 SVB FINANCIAL GROUP 14.68
50826 3/30/11 424781 ITG (CHANNEL) 13,928.00 54.867 97.50 764,071.22 131,567.31
SALE 3/28/11 78486Q10 SVB FINANCIAL GROUP 6.55
50826 3/31/11 424785 ITG (CHANNEL) 6,072.00 56.127 42.50 340,751.06 65,006.97
SALE 3/09/11 80090720 SANMINA-SCI CORP 8.54
49560 3/14/11 424727 INSTINET (PORTAL) 30,000.00 14.822 210.00 444,441.46 109,252.94
SALE 3/09/11 80090720 SANMINA-SCI CORP 8.49
49560 3/14/11 424727 ITG (CHANNEL) 30,000.00 14.730 210.00 441,684.51 106,495.99
SALE 3/23/11 82028010 SHAW GROUP INC (THE) 13.00
48842 3/28/11 424772 INSTINET (PORTAL) 20,000.00 33.854 140.00 676,921.00 83,020.32
SALE 3/01/11 83056610 SKECHERS USA INC CL A 39.15
53364 3/04/11 424699 MACQUARIE CAPITAL USA 100,000.00 20.387 4,000.00 2,034,650.85 -80,977.32
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/04/11 83056610 SKECHERS USA INC CL A 38.16
53364 3/09/11 424715 SOLEIL SECURITIES CORP. 100,000.00 19.870 4,000.00 1,983,001.84 -132,626.33
SALE 3/21/11 83056610 SKECHERS USA INC CL A 36.98
53364 3/24/11 424764 CAPIS/SOFT 100,000.00 19.260 5,000.00 1,921,003.02 -194,625.15
SALE 3/22/11 83056610 SKECHERS USA INC CL A 10.97
53364 3/25/11 424768 CAPIS/SOFT 30,000.00 19.039 1,500.00 569,653.03 -65,035.42
SALE 3/23/11 83056610 SKECHERS USA INC CL A 17.95
53364 3/28/11 424772 BLAYLOCK ROBERT VAN LLC 50,000.00 18.693 500.00 934,137.05 -123,677.04
SALE 3/24/11 83056610 SKECHERS USA INC CL A 18.21
53364 3/29/11 424776 BLAYLOCK ROBERT VAN LLC 50,000.00 18.959 500.00 947,426.79 -110,387.29
SALE 3/24/11 83056610 SKECHERS USA INC CL A 14.41
53364 3/29/11 424776 BMO CAPITAL MARKETS/EXECUTI 40,000.00 18.758 400.00 749,917.59 -96,333.68
SALE 3/25/11 83056610 SKECHERS USA INC CL A 2.12
53364 3/30/11 424781 ITG (CHANNEL) 5,855.00 18.854 40.99 110,349.40 -13,520.63
SALE 3/28/11 83056610 SKECHERS USA INC CL A 8.77
53364 3/31/11 424785 BLAYLOCK ROBERT VAN LLC 24,145.00 18.899 241.45 456,068.55 -54,749.87
SALE 3/15/11 86459610 SUCCESSFACTORS INC 6.62
51407 3/18/11 424746 INSTINET (PORTAL) 10,000.00 34.437 70.00 344,290.38 138,114.99
SALE 3/22/11 86816810 SUPERIOR INDUSTRIES INTL 4.63
47366 3/25/11 424768 CAPIS/SOFT 10,000.00 24.095 500.00 240,445.37 94,687.43
SALE 3/25/11 86816810 SUPERIOR INDUSTRIES INTL 9.67
47366 3/30/11 424781 BMO CAPITAL MARKETS/EXECUTI 20,000.00 25.180 200.00 503,384.33 211,868.46
SALE 3/31/11 86816810 SUPERIOR INDUSTRIES INTL 4.84
47366 4/05/11 424797 GRISWOLD COMPANY 10,000.00 25.206 100.00 251,956.16 106,198.22
SALE 3/02/11 87161C10 SYNOVUS FINANCIAL CORP 6.31
53635 3/07/11 424705 MORGAN KEEGAN 126,225.00 2.602 5,049.00 323,356.90 8,567.08
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 160
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/02/11 87161C10 SYNOVUS FINANCIAL CORP 3.69
53635 3/07/11 424705 RBC CAPITAL (DOMESTIC) 73,775.00 2.600 2,951.00 188,860.31 4,874.42
SALE 3/04/11 87161C10 SYNOVUS FINANCIAL CORP 9.62
53635 3/09/11 424715 SOLEIL SECURITIES CORP. 200,000.00 2.505 8,000.00 492,930.38 -5,845.33
SALE 3/04/11 87264S10 TRW AUTOMOTIVE HOLDINGS COR 33.89
55690 3/09/11 424715 SOLEIL SECURITIES CORP. 30,000.00 58.828 1,200.00 1,763,594.11 115,227.61
SALE 3/07/11 87264S10 TRW AUTOMOTIVE HOLDINGS COR 22.36
55690 3/10/11 424719 PRINCETON SECURITIES GROUP 20,000.00 58.214 200.00 1,164,055.64 65,144.64
SALE 3/10/11 87264S10 TRW AUTOMOTIVE HOLDINGS COR 21.72
55690 3/15/11 424731 WILLIAMS CAPITAL GROUP 20,000.00 56.547 200.00 1,130,716.28 31,805.28
SALE 3/14/11 87264S10 TRW AUTOMOTIVE HOLDINGS COR 21.80
55690 3/17/11 424742 BMO CAPITAL MARKETS/EXECUTI 20,000.00 56.759 200.00 1,134,956.20 36,045.20
SALE 3/15/11 87264S10 TRW AUTOMOTIVE HOLDINGS COR 31.31
55690 3/18/11 424746 BLAYLOCK ROBERT VAN LLC 30,000.00 54.351 300.00 1,630,207.69 -18,158.81
SALE 3/17/11 87612E10 TARGET CORP 97.82
55673 3/22/11 424754 MERIDIAN EQUITY PARTNERS 100,000.00 50.948 1,000.00 5,093,682.18 -16,944.96
SALE 3/17/11 88870610 TIVO INC. 16.37
39983 3/22/11 424754 INSTINET (PORTAL) 100,000.00 8.523 700.00 851,543.63 -93,528.44
SALE 3/23/11 88870610 TIVO INC. 8.22
39983 3/28/11 424772 INSTINET (PORTAL) 50,000.00 8.554 350.00 427,336.78 -45,199.25
SALE 3/14/11 90323610 URS CORP 16.48
42782 3/17/11 424742 BMO CAPITAL MARKETS/EXECUTI 20,000.00 42.915 200.00 858,075.52 57,387.59
SALE 3/14/11 90323610 URS CORP 17.22
42782 3/17/11 424742 WILLIAMS CAPITAL GROUP 20,000.00 44.819 200.00 896,162.78 95,474.85
SALE 3/16/11 90323610 URS CORP 17.14
42782 3/21/11 424750 BLAYLOCK ROBERT VAN LLC 20,000.00 44.618 200.00 892,146.86 91,458.93
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 161
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/16/11 90323610 URS CORP 17.17
42782 3/21/11 424750 BMO CAPITAL MARKETS/EXECUTI 20,000.00 44.690 200.00 893,574.83 92,886.90
SALE 3/17/11 90323610 URS CORP 17.12
42782 3/22/11 424754 WILLIAMS CAPITAL GROUP 20,000.00 44.566 200.00 891,110.88 90,422.95
SALE 3/24/11 90323610 URS CORP 17.34
42782 3/29/11 424776 BLAYLOCK ROBERT VAN LLC 20,000.00 45.135 200.00 902,490.66 101,802.73
SALE 3/24/11 90323610 URS CORP 17.72
42782 3/29/11 424776 BMO CAPITAL MARKETS/EXECUTI 20,000.00 46.122 200.00 922,218.28 121,530.35
SALE 3/09/11 90341W10 US AIRWAYS GROUP INC 17.15
54756 3/14/11 424727 MURIEL SEIBERT & CO 100,000.00 8.931 1,000.00 892,112.85 -154,704.68
SALE 3/22/11 91324P10 UNITEDHEALTH GROUP INC 82.11
51612 3/25/11 424768 CAPIS/SOFT 100,000.00 42.764 5,000.00 4,271,327.89 1,070,505.49
SALE 3/24/11 91324P10 UNITEDHEALTH GROUP INC 42.03
51612 3/29/11 424776 BLAYLOCK ROBERT VAN LLC 50,000.00 43.777 500.00 2,188,322.97 587,911.77
SALE 3/24/11 91324P10 UNITEDHEALTH GROUP INC 41.53
51612 3/29/11 424776 BLAYLOCK ROBERT VAN LLC 50,000.00 43.260 500.00 2,162,463.47 562,052.27
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 43.519 83.56 4,350,786.44 1,149,964.04
1,000.00
SALE 3/25/11 91324P10 UNITEDHEALTH GROUP INC 25.24
51612 3/30/11 424781 BMO CAPITAL MARKETS/EXECUTI 30,000.00 43.819 300.00 1,314,232.76 353,986.04
SALE 3/28/11 91324P10 UNITEDHEALTH GROUP INC 92.45
51612 3/31/11 424785 PRINCETON SECURITIES GROUP 110,000.00 43.771 1,100.00 4,813,562.55 1,292,657.91
SALE 3/29/11 91324P10 UNITEDHEALTH GROUP INC 93.06
51612 4/01/11 424789 JACKSON SECS 110,000.00 44.060 1,100.00 4,845,362.94 1,324,458.30
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 162
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/01/11 91819410 VCA ANTECH INC 9.61
55537 3/04/11 424699 CREDIT SUISSE SEC (USA) LLC 20,000.00 25.004 600.00 499,462.39 24,983.76
SALE 3/01/11 91819410 VCA ANTECH INC 4.81
55537 3/04/11 424699 JEFFERIES & COMPANY 10,000.00 25.000 300.00 249,697.19 12,457.87
SALE 3/02/11 91819410 VCA ANTECH INC 9.64
55537 3/07/11 424705 GOLDMAN SACHS & COMPANY 20,000.00 25.085 600.00 501,080.36 26,601.73
SALE 3/03/11 91819410 VCA ANTECH INC 9.76
55537 3/08/11 424709 RAYMOND JAMES & ASSOCIATES, 20,000.00 25.410 600.00 507,588.24 33,109.60
SALE 3/04/11 91819410 VCA ANTECH INC 9.68
55537 3/09/11 424715 SWSQUEHANNA FIN. GRP LLC (D 20,000.00 25.185 600.00 503,086.32 28,607.69
SALE 3/07/11 91819410 VCA ANTECH INC 9.61
55537 3/10/11 424719 INSTINET (PORTAL) 20,000.00 25.011 140.00 500,062.39 25,583.75
SALE 3/08/11 91819410 VCA ANTECH INC 19.21
55537 3/11/11 424723 ITG (CHANNEL) 40,000.00 25.003 280.00 999,828.79 50,871.52
SALE 3/07/11 92241710 VEECO INSTRUMENTS INC 9.10
50424 3/10/11 424719 MERRIMAN/OTC 10,000.00 47.346 100.00 473,349.90 121,692.57
SALE 3/11/11 92241710 VEECO INSTRUMENTS INC 8.96
50424 3/16/11 424735 ITG (CHANNEL) 10,000.00 46.623 70.00 466,150.04 114,492.71
SALE 3/14/11 92241710 VEECO INSTRUMENTS INC 9.21
50424 3/17/11 424742 MERRIMAN/OTC 10,000.00 47.947 100.00 479,358.79 127,701.46
SALE 3/10/11 93114210 WAL-MART STORES, INC. 40.51
39992 3/15/11 424731 ICAP CORPORATES LLC 40,000.00 52.738 400.00 2,109,083.49 232,099.18
SALE 3/04/11 93439040 WARNACO GROUP INC 21.49
54992 3/09/11 424715 BMO CAPITAL MARKETS/EXECUTI 20,000.00 55.953 200.00 1,118,846.51 45,835.73
SALE 3/17/11 93439040 WARNACO GROUP INC 41.85
54992 3/22/11 424754 WILLIAMS CAPITAL GROUP 40,000.00 54.482 400.00 2,178,850.15 32,828.58
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 163
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/18/11 93439040 WARNACO GROUP INC 41.00
54992 3/23/11 424760 WILLIAMS CAPITAL GROUP 40,000.00 53.384 400.00 2,134,931.00 -11,090.57
SALE 3/24/11 93439040 WARNACO GROUP INC 62.08
54992 3/29/11 424776 BLAYLOCK ROBERT VAN LLC 60,000.00 53.885 600.00 3,232,443.92 13,411.57
SALE 3/24/11 93439040 WARNACO GROUP INC 31.13
54992 3/29/11 424776 BMO CAPITAL MARKETS/EXECUTI 30,000.00 54.034 300.00 1,620,700.87 11,184.70
SALE 3/25/11 93439040 WARNACO GROUP INC 20.68
54992 3/30/11 424781 BLAYLOCK ROBERT VAN LLC 20,000.00 53.849 200.00 1,076,751.32 3,740.54
SALE 3/28/11 93439040 WARNACO GROUP INC 21.54
54992 3/31/11 424785 BLAYLOCK ROBERT VAN LLC 20,000.00 56.078 200.00 1,121,342.46 48,331.68
SALE 3/29/11 93439040 WARNACO GROUP INC 31.94
54992 4/01/11 424789 BLAYLOCK ROBERT VAN LLC 30,000.00 55.445 300.00 1,663,015.06 53,498.88
SALE 3/01/11 96216610 WEYERHAEUSER CO 45.67
54092 3/04/11 424699 SOLEIL SECURITIES CORP. 100,000.00 23.783 4,000.00 2,374,234.33 671,807.70
SALE 3/08/11 96216610 WEYERHAEUSER CO 22.47
54092 3/11/11 424723 LOOP CAPITAL 50,000.00 23.404 500.00 1,169,697.53 318,484.22
SALE 3/10/11 96216610 WEYERHAEUSER CO 22.15
54092 3/15/11 424731 WILLIAMS CAPITAL GROUP 50,000.00 23.071 500.00 1,153,032.85 301,819.54
SALE 3/16/11 96216610 WEYERHAEUSER CO 23.52
54092 3/21/11 424750 BLAYLOCK ROBERT VAN LLC 50,000.00 24.495 500.00 1,224,246.48 373,033.17
SALE 3/11/11 98433210 YAHOO! INC 33.15
54314 3/16/11 424735 ITG (CHANNEL) 100,000.00 17.262 700.00 1,725,496.85 55,918.96
SALE 3/15/11 98433210 YAHOO! INC 62.33
54314 3/18/11 424746 INSTINET (PORTAL) 200,000.00 16.231 1,400.00 3,244,817.67 -94,338.12
SALE 3/29/11 98433210 YAHOO! INC 32.10
54314 4/01/11 424789 INSTINET (PORTAL) 100,000.00 16.716 700.00 1,670,817.90 1,240.00
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 3/01/11 THROUGH 3/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 164
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/30/11 98433210 YAHOO! INC 32.24
54314 4/04/11 424793 MERRIMAN/OTC 100,000.00 16.788 1,000.00 1,677,727.76 8,149.86
SALE 3/31/11 98433210 YAHOO! INC 32.11
54314 4/05/11 424797 INSTINET (CUMBERLAND ADVISO 100,000.00 16.719 5,000.00 1,666,897.89 -2,680.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 25,116,986.00 12,458.57 648,328,089.45 42,312,858.75
445,890.25
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 25,116,986.00 12,458.57 648,328,089.45 42,312,858.75
445,890.25
END OF REPORT FOR: MULTI SECTOR COMMON A
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
LOGAN CIRCLE (5163) PAGE: 165
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 3/21/11 184496AG CLEAN HARBORS INC 7.6250 6.401
55998 3/24/11 289335 LOGAN CIRCLE 8/15/16 150,000.00 105.50 158,250.00
PUR 3/21/11 184496AG CLEAN HARBORS INC 7.6250 6.617
55998 3/24/11 289335 LOGAN CIRCLE 8/15/16 500,000.00 104.50 522,500.00
PUR 3/11/11 197677AD COLUMBIA /HCA HEALTHCARE CO 7.1900 6.995
55876 3/16/11 289335 LOGAN CIRCLE 11/15/15 275,000.00 100.75 277,062.50
PUR 3/28/11 226566AM CRICKET COMMUNICATIONS I 7.7500 7.746
56081 3/31/11 289335 LOGAN CIRCLE 10/15/20 405,000.00 100.00 405,000.00
PUR 3/31/11 23833NAG DAVE AND BUSTER'S INC 11.0000 9.316
54558 4/05/11 289335 LOGAN CIRCLE 6/01/18 125,000.00 108.62 135,781.25
PUR 3/02/11 26817CAA DYNCORP INTERNTL INC 10.3750 8.598
52633 3/07/11 289335 LOGAN CIRCLE 7/01/17 190,000.00 108.50 206,150.00
PUR 3/24/11 319963AP FIRST DATA CORP 9.8750 9.080
56054 3/29/11 289335 LOGAN CIRCLE 9/24/15 475,000.00 102.87 488,656.25
PUR 3/24/11 319963AP FIRST DATA CORP 9.8750 9.148
56054 3/29/11 289335 LOGAN CIRCLE 9/24/15 125,000.00 102.62 128,281.25
PUR 3/14/11 398433AE GRIFFON CORPORATION 7.1250 7.124
55915 3/17/11 289335 LOGAN CIRCLE 4/01/18 130,000.00 100.00 130,000.00
PUR 3/04/11 446413AA HUNTINGTON INGALLS INDUS 6.8750 6.875
55816 3/11/11 289335 LOGAN CIRCLE 3/15/18 130,000.00 100.00 130,000.00
PUR 3/04/11 446413AC HUNTINGTON INGALLS INDS INC 7.1250 7.125
55820 3/11/11 289335 LOGAN CIRCLE 3/15/21 130,000.00 100.00 130,000.00
PUR 3/17/11 44890CAA HYVA GLOBAL BV 8.6250 8.625
55945 3/24/11 289335 LOGAN CIRCLE 3/24/16 300,000.00 100.00 300,000.00
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
LOGAN CIRCLE (5163) -Cont. PAGE: 166
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/22/11 45824TAD INTELSAT JACKSON HLDG 7.2500 7.250
56042 4/05/11 289335 LOGAN CIRCLE 4/01/19 255,000.00 100.00 255,000.00
PUR 3/02/11 46122EAA INVENTIV HEALTH INC 10.0000 9.335
55752 3/07/11 289335 LOGAN CIRCLE 8/15/18 225,000.00 103.50 232,875.00
PUR 3/01/11 46612HAD CHINOS ACQUISITION CORP 8.1250 8.125
55751 3/07/11 289335 LOGAN CIRCLE 3/01/19 175,000.00 100.00 175,000.00
PUR 3/01/11 492914AS KEY ENERGY SERVICES INC 6.7500 6.543
55730 3/04/11 289335 LOGAN CIRCLE 3/01/21 195,000.00 101.50 197,925.00
PUR 3/01/11 492914AS KEY ENERGY SERVICES INC 6.7500 6.750
55730 3/04/11 289335 LOGAN CIRCLE 3/01/21 195,000.00 100.00 195,000.00
PUR 3/01/11 492914AS KEY ENERGY SERVICES INC 6.7500 6.577
55730 3/04/11 289335 LOGAN CIRCLE 3/01/21 105,000.00 101.25 106,312.50
PUR 3/03/11 552715AB MEMC ELECTRONICS MATERIALS 7.7500 7.749
55797 3/10/11 289335 LOGAN CIRCLE 4/01/19 325,000.00 100.00 325,000.00
PUR 3/21/11 55303QAD MGM RESORTS INTERNATIONAL 9.0000 7.488
56011 3/24/11 289335 LOGAN CIRCLE 3/15/20 175,000.00 109.75 192,062.50
PUR 3/08/11 59156RAV METLIFE INC 10.7500 7.448
55827 3/11/11 289335 LOGAN CIRCLE 8/01/39 290,000.00 138.75 402,375.00
PUR 3/23/11 59156RAV METLIFE INC 10.7500 7.439
55827 3/28/11 289335 LOGAN CIRCLE 8/01/39 110,000.00 138.87 152,762.50
PUR 3/24/11 67021BAE NII CAPITAL CORP 7.6250 7.625
56064 3/29/11 289335 LOGAN CIRCLE 4/01/21 305,000.00 100.00 305,000.00
PUR 3/30/11 67090FAD NUVEEN INVESTMENTS INC 10.5000 9.807
55255 4/04/11 289335 LOGAN CIRCLE 11/15/15 140,000.00 102.50 143,500.00
PUR 3/03/11 68555GAA ORASCOM TELECOM FINANCE 7.8750 7.871
55800 3/08/11 289335 LOGAN CIRCLE 2/08/14 110,000.00 100.00 110,000.00
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
LOGAN CIRCLE (5163) -Cont. PAGE: 167
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/03/11 68555GAA ORASCOM TELECOM FINANCE 7.8750 8.067
55800 3/08/11 289335 LOGAN CIRCLE 2/08/14 265,000.00 99.500 263,675.00
PUR 3/07/11 68555GAA ORASCOM TELECOM FINANCE 7.8750 7.969
55800 3/10/11 289335 LOGAN CIRCLE 2/08/14 100,000.00 99.750 99,750.00
PUR 3/14/11 68555GAA ORASCOM TELECOM FINANCE 7.8750 8.067
55800 3/17/11 289335 LOGAN CIRCLE 2/08/14 175,000.00 99.500 174,125.00
PUR 3/07/11 72347QAD PINNACLE FOODS FIN LLC 10.6250 8.938
55694 3/10/11 289335 LOGAN CIRCLE 4/01/17 625,000.00 107.75 673,437.50
PUR 3/24/11 726505AK PLAINS EXPLORATION + PRO 6.6250 6.470
56055 3/29/11 289335 LOGAN CIRCLE 5/01/21 130,000.00 101.12 131,462.50
PUR 3/24/11 726505AK PLAINS EXPLORATION + PRO 6.6250 6.624
56055 3/29/11 289335 LOGAN CIRCLE 5/01/21 310,000.00 100.00 310,000.00
PUR 3/30/11 758753AD REGAL CINEMAS CORP 8.6250 7.356
56119 4/04/11 289335 LOGAN CIRCLE 7/15/19 250,000.00 107.75 269,375.00
PUR 3/11/11 78477JAA STHI HOLDING CORP 8.0000 7.999
55873 3/25/11 289335 LOGAN CIRCLE 3/15/18 160,000.00 100.00 160,000.00
PUR 3/02/11 80007PAM SANDRIDGE ENERGY INC 7.5000 7.500
55773 3/15/11 289335 LOGAN CIRCLE 3/15/21 265,000.00 100.00 265,000.00
PUR 3/03/11 80007PAM SANDRIDGE ENERGY INC 7.5000 7.339
55773 3/15/11 289335 LOGAN CIRCLE 3/15/21 105,000.00 101.12 106,181.25
PUR 3/21/11 80007PAM SANDRIDGE ENERGY INC 7.5000 7.145
55773 3/24/11 289335 LOGAN CIRCLE 3/15/21 35,000.00 102.50 35,875.00
PUR 3/02/11 832724AB SMURFIT CAPTIAL 7.5000 8.055
54695 3/07/11 289335 LOGAN CIRCLE 11/20/25 350,000.00 95.250 333,375.00
PUR 3/03/11 91911XAS VALEANT PHARMACEUTICALS 7.2500 7.396
55801 3/08/11 289335 LOGAN CIRCLE 7/15/22 95,000.00 98.875 93,931.25
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
LOGAN CIRCLE (5163) -Cont. PAGE: 168
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/03/11 91911XAS VALEANT PHARMACEUTICALS 7.2500 7.496
55801 3/08/11 289335 LOGAN CIRCLE 7/15/22 325,000.00 98.125 318,906.25
PUR 3/11/11 969490AD CLAYTON WILLIAMS ENERGY 7.7500 7.728
55874 3/16/11 289335 LOGAN CIRCLE 4/01/19 160,000.00 100.12 160,200.00
PUR 3/11/11 969490AD CLAYTON WILLIAMS ENERGY 7.7500 7.749
55874 3/16/11 289335 LOGAN CIRCLE 4/01/19 375,000.00 100.00 375,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 9,265,000.00 9,574,787.50
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 3/02/11 36186020 GMAC CAPITAL TRUST I
55776 3/07/11 289335 LOGAN CIRCLE 8,100.00 25.000 202,500.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 8,100.00 202,500.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 9,273,100.00 9,777,287.50
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 3/15/11 057590AA BAKRIE TELECOM 11.5000 11.500
51899 3/18/11 289335 LOGAN CIRCLE 5/07/15 100,000.00 108.00 108,000.00 8,000.00
SALE 3/16/11 057590AA BAKRIE TELECOM 11.5000 11.500
51899 3/21/11 289335 LOGAN CIRCLE 5/07/15 200,000.00 108.25 216,500.00 16,500.00
SALE 3/17/11 085789AE BERRY PETROLEUM CORP 6.7500 6.750
54197 3/22/11 289335 LOGAN CIRCLE 11/01/20 190,000.00 103.25 196,175.00 6,175.00
SALE 3/23/11 107342AA BRESNAN BROADBAND HOLDINGS 8.0000 8.000
54714 3/28/11 289335 LOGAN CIRCLE 12/15/18 200,000.00 106.00 212,000.00 12,000.00
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
LOGAN CIRCLE (5163) -Cont. PAGE: 169
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/23/11 107342AA BRESNAN BROADBAND HOLDINGS 8.0000 8.000
54714 3/28/11 289335 LOGAN CIRCLE 12/15/18 175,000.00 106.00 185,500.00 10,500.00
SALE 3/15/11 12621PAC CRC HEALTH CORP 10.7500 17.021
42082 3/18/11 289335 LOGAN CIRCLE 2/01/16 50,000.00 101.12 50,562.50 10,689.94
SALE 3/17/11 12621PAC CRC HEALTH CORP 10.7500 17.021
42082 3/22/11 289335 LOGAN CIRCLE 2/01/16 150,000.00 101.12 151,687.50 32,027.86
SALE 3/10/11 147448AF CASELLA WASTE SYSTEMS IN 7.7500 7.750
55371 3/15/11 289335 LOGAN CIRCLE 2/15/19 350,000.00 102.25 357,875.00 7,875.00
SALE 3/15/11 15672WAA CEQUEL COM HLDG I/CAP CP 8.6250 8.065
55182 3/18/11 289335 LOGAN CIRCLE 11/15/17 275,000.00 104.25 286,687.50 3,923.69
SALE 3/21/11 184496AF CLEAN HARBORS INC 7.6250 7.652
50130 3/24/11 289335 LOGAN CIRCLE 8/15/16 700,000.00 105.50 738,500.00 39,410.31
SALE 3/28/11 199300AA COLUMBUS INTL 11.5000 11.500
49772 3/31/11 289335 LOGAN CIRCLE 11/20/14 350,000.00 115.25 403,375.00 53,375.00
SALE 3/07/11 204755AD COMPTON PETROLEUM 10.0000 13.339
53995 3/10/11 289335 LOGAN CIRCLE 9/15/17 45,000.00 75.250 33,862.50 -4,728.39
SALE 3/07/11 204755AD COMPTON PETROLEUM 10.0000 13.339
53995 3/10/11 289335 LOGAN CIRCLE 9/15/17 45,000.00 74.000 33,300.00 -5,290.89
SALE 3/11/11 204755AD COMPTON PETROLEUM 10.0000 13.339
53995 3/16/11 289335 LOGAN CIRCLE 9/15/17 70,000.00 71.500 50,050.00 -9,999.02
SALE 3/11/11 204755AD COMPTON PETROLEUM 10.0000 13.339
53995 3/16/11 289335 LOGAN CIRCLE 9/15/17 90,000.00 71.500 64,350.00 -12,855.88
SALE 3/18/11 204755AD COMPTON PETROLEUM 10.0000 13.339
53995 3/23/11 289335 LOGAN CIRCLE 9/15/17 210,406.00 71.000 149,388.26 -31,151.87
SALE 3/07/11 254423AA DINEEQUITY INC 9.5000 8.933
53783 3/10/11 289335 LOGAN CIRCLE 10/30/18 225,000.00 108.75 244,687.50 12,778.58
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
LOGAN CIRCLE (5163) -Cont. PAGE: 170
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/10/11 29276KAN ENERGY XXI GULF COAST 7.7500 7.737
55554 3/15/11 289335 LOGAN CIRCLE 6/15/19 360,000.00 99.500 358,200.00 -2,017.01
SALE 3/24/11 319963AZ FIRST DATA CORPORATION 8.7500 9.856
54985 3/29/11 289335 LOGAN CIRCLE 1/15/22 425,000.00 99.375 422,343.75 28,262.38
SALE 3/07/11 390607AA GREAT LAKES DREDGE + DOCK 7.3750 7.199
55340 3/10/11 289335 LOGAN CIRCLE 2/01/19 405,000.00 102.25 414,112.50 4,912.81
SALE 3/18/11 398433AE GRIFFON CORPORATION 7.1250 7.124
55915 3/23/11 289335 LOGAN CIRCLE 4/01/18 130,000.00 101.00 131,300.00 1,300.00
SALE 3/04/11 446413AA HUNTINGTON INGALLS INDUS 6.8750 6.875
55816 3/11/11 289335 LOGAN CIRCLE 3/15/18 130,000.00 103.25 134,225.00 4,225.00
SALE 3/04/11 446413AC HUNTINGTON INGALLS INDS INC 7.1250 7.125
55820 3/11/11 289335 LOGAN CIRCLE 3/15/21 130,000.00 103.00 133,900.00 3,900.00
SALE 3/22/11 45824TAD INTELSAT JACKSON HLDG 7.2500 7.250
56042 4/05/11 289335 LOGAN CIRCLE 4/01/19 125,000.00 100.37 125,468.75 468.75
SALE 3/22/11 45824TAD INTELSAT JACKSON HLDG 7.2500 7.250
56042 4/05/11 289335 LOGAN CIRCLE 4/01/19 130,000.00 100.50 130,650.00 650.00
SALE 3/01/11 46612HAD CHINOS ACQUISITION CORP 8.1250 8.125
55751 3/07/11 289335 LOGAN CIRCLE 3/01/19 175,000.00 100.37 175,656.25 656.25
SALE 3/22/11 656533AB NORSKE SKOGIND 6.1250 12.934
42093 3/24/11 289335 LOGAN CIRCLE 10/15/15 100,000.00 90.000 90,000.00 12,922.34
SALE 3/30/11 67090FAD NUVEEN INVESTMENTS INC 10.5000 9.670
55255 4/04/11 289335 LOGAN CIRCLE 11/15/15 140,000.00 102.62 143,675.00 -537.57
SALE 3/01/11 674215AA OASIS PETROLEUM INC 7.2500 7.096
55402 3/04/11 289335 LOGAN CIRCLE 2/01/19 245,000.00 102.50 251,125.00 3,900.24
SALE 3/07/11 72347QAG PINNACLE FOODS FINANCE L 8.2500 7.446
55360 3/10/11 289335 BROKER CODE UNDEFINED 9/01/17 725,000.00 104.50 757,625.00 3,142.58
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
LOGAN CIRCLE (5163) -Cont. PAGE: 171
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/30/11 758766AE REGAL ENTERTAINMENT CORP 9.1250 8.229
53059 4/04/11 289335 LOGAN CIRCLE 8/15/18 200,000.00 107.25 214,500.00 4,782.06
SALE 3/18/11 78108AAD RSC EQUIP RENT / RSC HLDGS 8.2500 8.156
55197 3/23/11 289335 LOGAN CIRCLE 2/01/21 275,000.00 103.50 284,625.00 7,947.78
SALE 3/11/11 78477JAA STHI HOLDING CORP 8.0000 7.999
55873 3/25/11 289335 LOGAN CIRCLE 3/15/18 160,000.00 103.00 164,800.00 4,800.00
SALE 3/22/11 87264MAE TRW AUTOMOTIVE INC 8.8750 8.757
49793 3/25/11 289335 LOGAN CIRCLE 12/01/17 350,000.00 112.25 392,875.00 40,899.17
SALE 3/02/11 87952VAF TELESAT CANADA/TELESAT L 12.5000 14.751
47980 3/07/11 289335 LOGAN CIRCLE 11/01/17 175,000.00 122.25 213,937.50 55,362.43
SALE 3/23/11 880349AQ TENNECO INC 6.8750 6.873
55921 3/24/11 289335 LOGAN CIRCLE 12/15/20 95,000.00 103.50 98,325.00 3,325.00
SALE 3/29/11 880349AQ TENNECO INC 6.8750 6.873
55921 4/01/11 289335 LOGAN CIRCLE 12/15/20 170,000.00 103.00 175,100.00 5,100.00
SALE 3/30/11 91911XAS VALEANT PHARMACEUTICALS 7.2500 7.474
55801 4/04/11 289335 LOGAN CIRCLE 7/15/22 235,000.00 97.500 229,125.00 -1,878.40
SALE 3/30/11 91911XAS VALEANT PHARMACEUTICALS 7.2500 7.474
55801 4/04/11 289335 LOGAN CIRCLE 7/15/22 105,000.00 97.500 102,375.00 -839.28
SALE 3/30/11 91911XAS VALEANT PHARMACEUTICALS 7.2500 7.474
55801 4/04/11 289335 LOGAN CIRCLE 7/15/22 80,000.00 97.750 78,200.00 -439.45
SALE 3/11/11 969490AD CLAYTON WILLIAMS ENERGY 7.7500 7.743
55874 3/16/11 289335 LOGAN CIRCLE 4/01/19 160,000.00 100.25 160,400.00 340.19
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 8,650,406.00 8,865,044.51 330,414.60
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
LOGAN CIRCLE (5163) -Cont. PAGE: 172
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TRXN/ TRADE/ 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 3/04/11 36186020 GMAC CAPITAL TRUST I
55776 3/09/11 289335 LOGAN CIRCLE 8,100.00 25.740 208,490.00 5,990.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 8,100.00 208,490.00 5,990.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 8,658,506.00 9,073,534.51 336,404.60
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 3/01/11 THROUGH 3/31/11
POST ADVISORY (5164) PAGE: 173
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TRXN/ TRADE/ 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 3/22/11 00826KAD AFFINITY GROUP INC 11.5000 10.137
55663 3/25/11 289335 POST ADVISORY 12/01/16 225,000.00 105.75 237,937.50
PUR 3/09/11 023771R8 AMERICAN AIRLINES INC 7.5000 7.500
55858 3/15/11 289335 POST ADVISORY 3/15/16 1,325,000.00 100.00 1,325,000.00
PUR 3/28/11 023771R8 AMERICAN AIRLINES INC 7.5000 7.647
55858 3/31/11 289335 POST ADVISORY 3/15/16 475,000.00 99.375 472,031.25
PUR 3/14/11 029263AA AMERICAN REPROGRAPHICS C 10.5000 8.584
54633 3/17/11 289335 POST ADVISORY 12/15/16 250,000.00 108.52 271,300.00
PUR 3/03/11 037933AE APRIA HEALTHCARE GROUP I 11.2500 8.445
55783 3/08/11 289335 POST ADVISORY 11/01/14 400,000.00 108.62 434,500.00
PUR 3/02/11 121579AF BURLINGTON COAT FACTORY 10.0000 9.813
55680 3/07/11 289335 POST ADVISORY 2/15/19 225,000.00 101.00 227,250.00
PUR 3/10/11 121579AF BURLINGTON COAT FACTORY 10.0000 10.160
55680 3/15/11 289335 POST ADVISORY 2/15/19 200,000.00 99.125 198,250.00
PUR 3/18/11 125581FU CIT GROUP INC NEW 7.0000 6.462
55968 3/23/11 289335 POST ADVISORY 5/01/14 1,050,000.00 101.50 1,065,750.00
PUR 3/28/11 12561EAK CKE RESTAURANTS INC 11.3750 9.390
56087 3/31/11 289335 POST ADVISORY 7/15/18 975,000.00 110.25 1,074,937.50
PUR 3/29/11 12561EAK CKE RESTAURANTS INC 11.3750 9.440
56087 4/01/11 289335 POST ADVISORY 7/15/18 650,000.00 110.00 715,000.00
PUR 3/04/11 15080BAA CEDC FIN CORP INTL INC 9.1250 12.214
55821 3/09/11 289335 POST ADVISORY 12/01/16 475,000.00 87.500 415,625.00
PUR 3/08/11 17285TAD CITADEL BROADCASTING COR 7.7500 6.462
55838 3/11/11 289335 POST ADVISORY 12/15/18 1,380,000.00 107.75 1,486,950.00
S T A T E O F N E W J E R S E Y 5164
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
POST ADVISORY (5164) -Cont. PAGE: 174
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TRXN/ TRADE/ 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 3/14/11 255099AA DIVERSEY HOLDINGS INC 10.5000 8.668
53109 3/17/11 289335 POST ADVISORY 5/15/20 288,715.62 111.39 321,614.77
PUR 3/14/11 265516AA DUNKIN FINANCE CORP 9.6250 9.343
55133 3/17/11 289335 POST ADVISORY 12/01/18 625,000.00 101.50 634,375.00
PUR 3/11/11 29843XAA EURAMAX INTERNATIONAL IN 9.5000 9.498
55902 3/18/11 289335 POST ADVISORY 4/01/16 1,350,000.00 100.00 1,350,000.00
PUR 3/17/11 345140AC FORBES ENERGY SVCS LLC 11.0000 9.889
55967 3/22/11 289335 POST ADVISORY 2/15/15 940,000.00 103.50 972,900.00
PUR 3/28/11 41146AAA HARBINGER GROUP INC 10.6250 9.654
54308 3/31/11 289335 POST ADVISORY 11/15/15 525,000.00 103.50 543,375.00
PUR 3/08/11 412690AB HARLAND CLARKE HLDGS CORP 9.5000 9.865
55826 3/11/11 289335 POST ADVISORY 5/15/15 325,000.00 98.750 320,937.50
PUR 3/22/11 45824TAF INTELSAT JACKSON HLDG 7.5000 7.500
56015 4/05/11 289335 POST ADVISORY 4/01/21 2,250,000.00 100.00 2,250,000.00
PUR 3/28/11 51508LAK LANDRY'S RESTAURANT INC 11.6250 9.546
52139 3/31/11 289335 POST ADVISORY 12/01/15 321,000.00 107.62 345,476.25
PUR 3/16/11 516545AD LANTHEUS MEDICAL IMAGING 9.7500 9.418
55966 3/21/11 289335 POST ADVISORY 5/15/17 1,200,000.00 101.50 1,218,000.00
PUR 3/03/11 74959GAC REYNOLDS GRP ISS/REYNOLD 9.0000 8.184
54213 3/08/11 289335 POST ADVISORY 4/15/19 625,000.00 104.75 654,687.50
PUR 3/08/11 75040PAK RADIO ONE INC 12.5000 11.155
55857 3/11/11 289335 POST ADVISORY 5/24/16 500,000.00 105.25 526,250.00
PUR 3/10/11 75040PAK RADIO ONE INC 12.5000 11.121
55857 3/15/11 289335 POST ADVISORY 5/24/16 475,000.00 105.37 500,531.25
PUR 3/22/11 75040PAK RADIO ONE INC 12.5000 11.084
55857 3/25/11 289335 POST ADVISORY 5/24/16 325,000.00 105.50 342,875.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 17,379,715.62 17,905,553.52
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 17,379,715.62 17,905,553.52
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 3/01/11 THROUGH 3/31/11
POST ADVISORY (5164) -Cont. PAGE: 175
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TRXN/ TRADE/ 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 3/30/11 00828DAM AFFINION GROUP INC 7.8750 8.305
54351 4/04/11 289335 POST ADVISORY 12/15/18 225,000.00 94.500 212,625.00 -6,916.20
SALE 3/11/11 12502CAS CCH II LLC CCH II CAPITAL C 13.5000 9.435
54916 3/16/11 289335 POST ADVISORY 11/30/16 1,450,000.00 120.87 1,752,687.50 48,149.90
SALE 3/07/11 15080BAA CEDC FIN CORP INTL INC 9.1250 12.214
55821 3/10/11 289335 POST ADVISORY 12/01/16 475,000.00 91.250 433,437.50 17,792.11
SALE 3/18/11 184502BF CLEAR CHANNEL COMMUNICATION 9.0000 8.999
55605 3/23/11 289335 POST ADVISORY 3/01/21 575,000.00 98.000 563,500.00 -11,500.00
SALE 3/17/11 18451QAC CLEAR CHANNEL WORLDWIDE 9.2500 8.732
53605 3/22/11 289335 POST ADVISORY 12/15/17 525,000.00 108.25 568,312.50 29,812.31
SALE 3/15/11 254423AA DINEEQUITY INC 9.5000 9.463
53784 3/18/11 289335 POST ADVISORY 10/30/18 900,000.00 108.25 974,250.00 72,665.19
SALE 3/08/11 281023AN EDISON MISSION 7.5000 13.009
52901 3/11/11 289335 POST ADVISORY 6/15/13 175,000.00 98.250 171,937.50 15,366.42
SALE 3/16/11 281023AN EDISON MISSION 7.5000 13.009
52901 3/21/11 289335 POST ADVISORY 6/15/13 450,000.00 98.375 442,687.50 39,573.35
SALE 3/17/11 444433AJ HUGHES NTWK SYS/HNS FIN 9.5000 10.585
48162 3/22/11 289335 POST ADVISORY 4/15/14 1,000,000.00 103.87 1,038,750.00 66,655.18
SALE 3/17/11 444433AJ HUGHES NTWK SYS/HNS FIN 9.5000 10.585
48162 3/22/11 289335 POST ADVISORY 4/15/14 400,000.00 103.87 415,500.00 26,662.07
SALE 3/07/11 492914AR KEY ENERGY SVCS INC 8.3750 5.700
55665 3/07/11 289335 POST ADVISORY 12/01/14 1,650,000.00 106.00 1,749,000.00 -47,303.53
SALE 3/17/11 527288BD LEUCADIA NATIONAL CORP 8.1250 8.029
42228 3/22/11 289335 POST ADVISORY 9/15/15 1,000,000.00 110.87 1,108,750.00 105,218.96
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 3/01/11 THROUGH 3/31/11
POST ADVISORY (5164) -Cont. PAGE: 176
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TRXN/ TRADE/ 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 3/24/11 62704PAA MURRAY ENERGY 10.2500 10.405
49228 3/29/11 289335 POST ADVISORY 10/15/15 325,000.00 108.00 351,000.00 27,827.23
SALE 3/25/11 62704PAA MURRAY ENERGY 10.2500 10.405
49228 3/30/11 289335 POST ADVISORY 10/15/15 75,000.00 108.12 81,093.75 6,514.77
SALE 3/29/11 62704PAA MURRAY ENERGY 10.2500 10.405
49228 4/01/11 289335 POST ADVISORY 10/15/15 375,000.00 108.25 405,937.50 33,039.32
SALE 3/17/11 74387UAD PROVIDENT FUNDING 10.1250 10.125
55557 3/22/11 289335 POST ADVISORY 2/15/15 650,000.00 102.37 665,437.50 15,437.50
SALE 3/03/11 761735AE REYNOLDS GROUP HOLDINGS 8.2500 8.249
55401 3/08/11 289335 POST ADVISORY 2/15/21 650,000.00 100.62 654,062.50 4,062.50
SALE 3/07/11 778669AB ROTECH HEALTHCARE INC 9.5000 16.023
51686 3/08/11 289335 POST ADVISORY 4/01/12 1,100,000.00 100.40 1,104,400.00 72,358.11
SALE 3/14/11 874227AB TALECRIS BIOTHERAPEUTICS 7.7500 6.484
52705 3/17/11 289335 POST ADVISORY 11/15/16 425,000.00 109.12 463,781.25 13,672.09
SALE 3/17/11 874227AB TALECRIS BIOTHERAPEUTICS 7.7500 6.484
52705 3/22/11 289335 POST ADVISORY 11/15/16 525,000.00 109.37 574,218.75 18,261.46
SALE 3/03/11 89421EAC TRAVELPORT LLC 11.8750 11.702
49810 3/08/11 289335 POST ADVISORY 9/01/16 400,000.00 94.000 376,000.00 -26,712.34
SALE 3/11/11 91728CAD US FOODSERVICE 10.2500 10.294
50155 3/16/11 289335 POST ADVISORY 6/30/15 900,000.00 106.25 956,250.00 57,869.40
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 14,250,000.00 15,063,618.75 578,505.80
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 14,250,000.00 15,063,618.75 578,505.80
END OF REPORT FOR: POST ADVISORY
S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
PIMCO (5166) PAGE: 177
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TRXN/ TRADE/ 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 3/21/11 014477AL ALERIS INTL INC 7.6250 7.528
55491 3/24/11 289335 PIMCO 2/15/18 250,000.00 100.50 251,250.00
PUR 3/31/11 053499AE AVAYA INC 9.7500 9.608
56120 4/05/11 289335 PIMCO 11/01/15 500,000.00 100.50 502,500.00
PUR 3/07/11 12046QAA BUMBLE BEE HOLDCO SCA 9.6250 10.000
55822 3/10/11 289335 PIMCO 3/15/18 500,000.00 98.138 490,690.00
PUR 3/03/11 20854PAD CONSOL ENERGY INC 8.0000 7.896
55807 3/03/11 289315 PIMCO 4/01/17 400,000.00 100.48 401,944.21
PUR 3/14/11 398433AE GRIFFON CORPORATION 7.1250 7.124
55903 3/17/11 289335 PIMCO 4/01/18 150,000.00 100.00 150,000.00
PUR 3/18/11 428303AK HEXION 9.0000 8.384
54236 3/23/11 289335 PIMCO 11/15/20 250,000.00 104.00 260,000.00
PUR 3/04/11 446413AC HUNTINGTON INGALLS INDS INC 7.1250 7.125
55803 3/11/11 289335 PIMCO 3/15/21 100,000.00 100.00 100,000.00
PUR 3/17/11 44890CAA HYVA GLOBAL BV 8.6250 8.625
55944 3/24/11 289335 PIMCO 3/24/16 250,000.00 100.00 250,000.00
PUR 3/11/11 458204AJ INTELSAT BERMUDA 11.5000 9.411
51124 3/16/11 289335 PIMCO 2/04/17 500,000.00 109.25 546,250.00
PUR 3/18/11 458204AJ INTELSAT BERMUDA 11.5000 9.620
51124 3/23/11 289335 PIMCO 2/04/17 250,000.00 108.25 270,625.00
PUR 3/22/11 45824TAD INTELSAT JACKSON HLDG 7.2500 7.250
56013 4/05/11 289335 PIMCO 4/01/19 400,000.00 100.00 400,000.00
PUR 3/22/11 45824TAF INTELSAT JACKSON HLDG 7.5000 7.500
56014 4/05/11 289335 PIMCO 4/01/21 300,000.00 100.00 300,000.00
S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
PIMCO (5166) -Cont. PAGE: 178
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/04/11 47759YAA JMC STEEL GROUP 8.2500 8.250
55804 3/11/11 289335 PIMCO 3/15/18 500,000.00 100.00 500,000.00
PUR 3/23/11 48283GAA KABEL BW ERSTE BETEILIGU 7.5000 7.496
56052 3/31/11 289358 PIMCO 3/15/19 500,000.00 100.00 500,000.00
PUR 3/23/11 48283GAA KABEL BW ERSTE BETEILIGU 7.5000 7.496
56052 3/31/11 289335 PIMCO 3/15/19 500,000.00 100.00 500,000.00
PUR 3/24/11 726505AK PLAINS EXPLORATION + PRO 6.6250 6.624
56056 3/29/11 289335 PIMCO 5/01/21 250,000.00 100.00 250,000.00
PUR 3/11/11 78477JAA STHI HOLDING CORP 8.0000 7.999
55877 3/25/11 289335 PIMCO 3/15/18 91,000.00 100.00 91,000.00
PUR 3/11/11 78477JAA STHI HOLDING CORP 8.0000 7.326
55877 3/25/11 289335 PIMCO 3/15/18 33,000.00 103.62 34,196.25
PUR 3/11/11 78477JAA STHI HOLDING CORP 8.0000 7.372
55877 3/25/11 289335 PIMCO 3/15/18 26,000.00 103.37 26,877.50
PUR 3/17/11 78477JAA STHI HOLDING CORP 8.0000 7.394
55877 3/25/11 289335 PIMCO 3/15/18 100,000.00 103.25 103,250.00
PUR 3/02/11 80007PAM SANDRIDGE ENERGY INC 7.5000 7.500
55753 3/15/11 289335 PIMCO 3/15/21 300,000.00 100.00 300,000.00
PUR 3/03/11 91911XAR VALEANT PHARMACEUTICALS 6.5000 6.498
55779 3/08/11 289335 PIMCO 7/15/16 500,000.00 100.00 500,000.00
PUR 3/03/11 91911XAS VALEANT PHARMACEUTICALS 7.2500 7.496
55780 3/08/11 289335 PIMCO 7/15/22 500,000.00 98.125 490,625.00
PUR 3/14/11 97381WAR WINDSTREAM CORP 7.7500 7.875
55904 3/28/11 289335 PIMCO 10/01/21 500,000.00 99.116 495,580.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 7,650,000.00 7,714,787.96
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 7,650,000.00 7,714,787.96
S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
PIMCO (5166) -Cont. PAGE: 179
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TRXN/ TRADE/ 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 3/25/11 039686AA ARDAGH PACKAGING FINANCE 7.3750 7.375
53768 3/30/11 289335 PIMCO 10/15/17 500,000.00 107.00 535,000.00 35,000.00
SALE 3/31/11 125581FT CIT GROUP INC 7.0000 6.999
49983 3/31/11 289335 PIMCO 5/01/13 28,249.19 100.00 28,249.19
SALE 3/28/11 125896BE CMS ENERGY CORP 6.2500 6.326
50446 3/31/11 289335 PIMCO 2/01/20 250,000.00 104.16 260,420.00 11,763.62
SALE 3/31/11 494553AC KNIGHT INC. 5.1500 6.916
42679 4/05/11 289335 PIMCO 3/01/15 50,000.00 104.00 52,000.00 4,981.14
SALE 3/14/11 80007PAF SANDRIDGE ENERGY INC 8.6250 15.659
44473 3/14/11 289335 PIMCO 4/01/15 500,000.00 101.68 508,440.00 111,089.85
SALE 3/10/11 852060AD SPRINT CAPITAL CORP 6.8750 8.403
45868 3/15/11 289335 PIMCO 11/15/28 55,000.00 93.750 51,562.50 4,234.67
SALE 3/17/11 852060AS SPRINT CAPITAL CORP 8.3750 9.696
46560 3/22/11 289335 PIMCO 3/15/12 375,000.00 106.12 397,968.75 27,511.76
SALE 3/09/11 87264MAA TRW AUTOMOTIVE INC 7.0000 9.817
42058 3/14/11 289335 PIMCO 3/15/14 500,000.00 110.00 550,000.00 85,878.06
SALE 3/24/11 92769XAC VIRGIN MEDIA SECURED FIN 6.5000 6.747
52980 3/29/11 289335 PIMCO 1/15/18 500,000.00 109.75 548,750.00 55,444.52
SALE 3/11/11 97381WAD WINDSTREAM CORP 8.6250 9.029
42477 3/11/11 289335 PIMCO 8/01/16 1,500,000.00 103.50 1,552,500.00 78,159.09
SALE 3/16/11 97381WAD WINDSTREAM CORP 8.6250 9.029
42477 3/21/11 289335 PIMCO 8/01/16 1,000,000.00 106.50 1,065,000.00 82,064.28
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 5,258,249.19 5,549,890.44 496,126.99
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 5,258,249.19 5,549,890.44 496,126.99
END OF REPORT FOR: PIMCO
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
NOMURA (5167) PAGE: 180
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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 3/09/11 023771R8 AMERICAN AIRLINES INC 7.5000 7.500
55859 3/15/11 289335 NOMURA 3/15/16 500,000.00 100.00 500,000.00
PUR 3/03/11 02637VAA AMERICAN GEN INSTL CAP A 7.5700 7.214
54764 3/08/11 289335 NOMURA 12/01/45 475,000.00 104.50 496,375.00
PUR 3/31/11 03070QAM AMERICAN CASINOS INC 7.5000 7.627
56134 4/14/11 289358 NOMURA 4/15/21 325,000.00 99.125 322,156.25
PUR 3/25/11 03754HAA APERAM 7.7500 7.333
56078 3/30/11 289335 NOMURA 4/01/18 25,000.00 102.25 25,562.50
PUR 3/25/11 03754HAA APERAM 7.7500 7.750
56078 3/30/11 289335 NOMURA 4/01/18 150,000.00 100.00 150,000.00
PUR 3/25/11 03754HAB APERAM 7.3750 6.955
56079 3/30/11 289335 NOMURA 4/01/16 25,000.00 101.75 25,437.50
PUR 3/25/11 03754HAB APERAM 7.3750 6.955
56079 3/30/11 289335 NOMURA 4/01/16 25,000.00 101.75 25,437.50
PUR 3/25/11 03754HAB APERAM 7.3750 6.836
56079 3/30/11 289335 NOMURA 4/01/16 150,000.00 102.25 153,375.00
PUR 3/25/11 03754HAB APERAM 7.3750 7.375
56079 3/30/11 289335 NOMURA 4/01/16 150,000.00 100.00 150,000.00
PUR 3/22/11 053810AA AVIV HEALTHCARE PROPERTI 7.7500 7.282
55395 4/05/11 289335 NOMURA 2/15/19 100,000.00 102.75 102,750.00
PUR 3/18/11 09664PAA BOART LONGYEAR MANAGEMENT 7.0000 6.774
55996 3/28/11 289335 NOMURA 4/01/21 25,000.00 101.62 25,406.25
PUR 3/18/11 09664PAA BOART LONGYEAR MANAGEMENT 7.0000 7.000
55996 3/28/11 289335 NOMURA 4/01/21 175,000.00 100.00 175,000.00
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 3/01/11 THROUGH 3/31/11
NOMURA (5167) -Cont. PAGE: 181
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/07/11 12046QAA BUMBLE BEE HOLDCO SCA 9.6250 10.000
55825 3/10/11 289335 NOMURA 3/15/18 150,000.00 98.138 147,207.00
PUR 3/15/11 121579AF BURLINGTON COAT FACTORY 10.0000 10.326
55640 3/18/11 289335 NOMURA 2/15/19 125,000.00 98.250 122,812.50
PUR 3/23/11 125577BA CIT GROUP INC 5.2500 5.250
56057 3/30/11 289335 NOMURA 4/01/14 1,000,000.00 100.00 1,000,000.00
PUR 3/29/11 151290BD CEMEX SAB DE CV 1.0000 1.228
56102 4/05/11 289335 NOMURA 9/30/15 150,000.00 99.001 148,501.50
PUR 3/21/11 184496AG CLEAN HARBORS INC 7.6250 6.617
56010 3/24/11 289335 NOMURA 8/15/16 100,000.00 104.50 104,500.00
PUR 3/15/11 18538TAA CLEARWIRE COMM/FINANCE 12.0000 9.761
49800 3/18/11 289335 NOMURA 12/01/15 75,000.00 108.25 81,187.50
PUR 3/15/11 18538TAA CLEARWIRE COMM/FINANCE 12.0000 9.761
49800 3/18/11 289335 NOMURA 12/01/15 75,000.00 108.25 81,187.50
PUR 3/15/11 18538TAD CLEARWIRE COMM/FINANCE 12.0000 10.235
54743 3/18/11 289335 NOMURA 12/01/17 75,000.00 108.37 81,281.25
PUR 3/02/11 20854PAG CONSOL ENERGY INC 6.3750 6.375
55772 3/09/11 289335 NOMURA 3/01/21 150,000.00 100.00 150,000.00
PUR 3/22/11 217203AE COPANO ENERGY LLC/FIN CO 7.1250 7.125
56038 4/05/11 289335 NOMURA 4/01/21 200,000.00 100.00 200,000.00
PUR 3/25/11 226373AA CRESTWOOD MIDSTREAM PART 7.7500 7.750
56080 4/01/11 289335 NOMURA 4/01/19 175,000.00 100.00 175,000.00
PUR 3/29/11 226566AM CRICKET COMMUNICATIONS I 7.7500 7.730
56088 4/01/11 289335 NOMURA 10/15/20 200,000.00 100.12 200,250.00
PUR 3/29/11 226566AM CRICKET COMMUNICATIONS I 7.7500 7.712
56088 4/01/11 289335 NOMURA 10/15/20 150,000.00 100.25 150,375.00
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 3/01/11 THROUGH 3/31/11
NOMURA (5167) -Cont. PAGE: 182
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/09/11 248019AM DELUXE CORP 7.0000 7.000
55860 3/15/11 289335 NOMURA 3/15/19 250,000.00 100.00 250,000.00
PUR 3/17/11 26816LAT DYNEGY HOLDINGS INC 8.3750 13.656
42297 3/22/11 289335 NOMURA 5/01/16 50,000.00 81.000 40,500.00
PUR 3/17/11 26816LAT DYNEGY HOLDINGS INC 8.3750 13.656
42297 3/22/11 289335 NOMURA 5/01/16 50,000.00 81.000 40,500.00
PUR 3/18/11 26816LAT DYNEGY HOLDINGS INC 8.3750 13.187
42297 3/23/11 289335 NOMURA 5/01/16 75,000.00 82.500 61,875.00
PUR 3/21/11 26816LAT DYNEGY HOLDINGS INC 8.3750 13.034
42297 3/24/11 289335 NOMURA 5/01/16 75,000.00 83.000 62,250.00
PUR 3/22/11 26816LAT DYNEGY HOLDINGS INC 8.3750 12.921
42297 3/25/11 289335 NOMURA 5/01/16 25,000.00 83.375 20,843.75
PUR 3/22/11 26816LAT DYNEGY HOLDINGS INC 8.3750 12.883
42297 3/25/11 289335 NOMURA 5/01/16 50,000.00 83.500 41,750.00
PUR 3/24/11 26938NAA EACCESS LTD 8.2500 8.250
56065 4/01/11 289335 NOMURA 4/01/18 125,000.00 100.00 125,000.00
PUR 3/21/11 281023AU EDISON MISSION ENERGY 7.0000 11.845
55999 3/24/11 289335 NOMURA 5/15/17 50,000.00 79.250 39,625.00
PUR 3/21/11 281023AU EDISON MISSION ENERGY 7.0000 11.577
55999 3/24/11 289335 NOMURA 5/15/17 75,000.00 80.250 60,187.50
PUR 3/21/11 281023AX EDISON MISSION 7.2000 11.305
43298 3/24/11 289335 NOMURA 5/15/19 75,000.00 78.500 58,875.00
PUR 3/21/11 281023AX EDISON MISSION 7.2000 11.305
43298 3/24/11 289335 NOMURA 5/15/19 75,000.00 78.500 58,875.00
PUR 3/15/11 29269QAA ENERGY FUTURE/EFIH FINANCE 10.0000 9.614
55928 3/18/11 289335 NOMURA 12/01/20 175,000.00 102.37 179,156.25
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 3/01/11 THROUGH 3/31/11
NOMURA (5167) -Cont. PAGE: 183
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/15/11 29269QAA ENERGY FUTURE/EFIH FINANCE 10.0000 9.515
55928 3/18/11 289335 NOMURA 12/01/20 125,000.00 103.00 128,750.00
PUR 3/15/11 292757AA ENERGYSOLUTIONS INC/LLC 10.7500 8.572
53069 3/18/11 289335 NOMURA 8/15/18 200,000.00 111.75 223,500.00
PUR 3/31/11 31529TAB FERREXPO FINANCE PLC 7.8750 7.875
56138 4/07/11 289358 NOMURA 4/07/16 200,000.00 100.00 200,000.00
PUR 3/18/11 319963AP FIRST DATA CORP 9.8750 9.117
55946 3/23/11 289335 NOMURA 9/24/15 50,000.00 102.75 51,375.00
PUR 3/18/11 319963AP FIRST DATA CORP 9.8750 9.184
55946 3/23/11 289335 NOMURA 9/24/15 75,000.00 102.50 76,875.00
PUR 3/18/11 319963AV FIRST DATA CORP 11.2500 11.915
55997 3/23/11 289335 NOMURA 3/31/16 50,000.00 97.500 48,750.00
PUR 3/30/11 319963AV FIRST DATA CORP 11.2500 11.316
55997 4/04/11 289358 NOMURA 3/31/16 50,000.00 99.750 49,875.00
PUR 3/30/11 319963AV FIRST DATA CORP 11.2500 11.316
55997 4/04/11 289335 NOMURA 3/31/16 50,000.00 99.750 49,875.00
PUR 3/03/11 319963BA FIRST DATA CORPORATION 12.6250 11.582
54987 3/08/11 289335 NOMURA 1/15/21 100,000.00 106.00 106,000.00
PUR 3/03/11 319963BA FIRST DATA CORPORATION 12.6250 11.582
54987 3/08/11 289335 NOMURA 1/15/21 100,000.00 106.00 106,000.00
PUR 3/30/11 319963BC FIRST DATA CORPORATION 7.3750 7.373
56118 4/13/11 289335 NOMURA 6/15/19 175,000.00 100.00 175,000.00
PUR 3/31/11 319963BC FIRST DATA CORPORATION 7.3750 7.087
56118 4/13/11 289335 NOMURA 6/15/19 125,000.00 101.75 127,187.50
PUR 3/21/11 37244DAD GENON ESCROW CORP 9.8750 9.234
53806 3/24/11 289335 NOMURA 10/15/20 250,000.00 104.00 260,000.00
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 3/01/11 THROUGH 3/31/11
NOMURA (5167) -Cont. PAGE: 184
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/10/11 40432FAA HOA RESTAURANT GP/FINANC 11.2500 11.247
55871 3/21/11 289335 NOMURA 4/01/14 250,000.00 100.00 250,000.00
PUR 3/14/11 40432FAA HOA RESTAURANT GP/FINANC 11.2500 10.703
55871 3/21/11 289335 NOMURA 4/01/14 50,000.00 101.37 50,687.50
PUR 3/14/11 40432FAA HOA RESTAURANT GP/FINANC 11.2500 10.557
55871 3/21/11 289335 NOMURA 4/01/14 75,000.00 101.75 76,312.50
PUR 3/02/11 421924BH HEALTHSOUTH CORP 7.2500 6.694
54944 3/07/11 289335 NOMURA 10/01/18 50,000.00 103.25 51,625.00
PUR 3/02/11 421924BJ HEALTHSOUTH CORP 7.7500 7.295
55774 3/07/11 289335 NOMURA 9/15/22 50,000.00 103.50 51,750.00
PUR 3/08/11 42210PAP HEADWATERS INC 7.6250 7.624
55839 3/11/11 289335 NOMURA 4/01/19 150,000.00 100.00 150,000.00
PUR 3/04/11 446413AA HUNTINGTON INGALLS INDUS 6.8750 6.294
55818 3/11/11 289335 NOMURA 3/15/18 25,000.00 103.25 25,812.50
PUR 3/04/11 446413AA HUNTINGTON INGALLS INDUS 6.8750 6.382
55818 3/11/11 289335 NOMURA 3/15/18 25,000.00 102.75 25,687.50
PUR 3/04/11 446413AA HUNTINGTON INGALLS INDUS 6.8750 6.875
55818 3/11/11 289335 NOMURA 3/15/18 125,000.00 100.00 125,000.00
PUR 3/04/11 446413AA HUNTINGTON INGALLS INDUS 6.8750 6.294
55818 3/11/11 289335 NOMURA 3/15/18 25,000.00 103.25 25,812.50
PUR 3/04/11 446413AA HUNTINGTON INGALLS INDUS 6.8750 6.207
55818 3/11/11 289335 NOMURA 3/15/18 25,000.00 103.75 25,937.50
PUR 3/04/11 446413AA HUNTINGTON INGALLS INDUS 6.8750 6.426
55818 3/11/11 289335 NOMURA 3/15/18 25,000.00 102.50 25,625.00
PUR 3/04/11 446413AC HUNTINGTON INGALLS INDS INC 7.1250 6.675
55819 3/11/11 289335 NOMURA 3/15/21 50,000.00 103.25 51,625.00
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 3/01/11 THROUGH 3/31/11
NOMURA (5167) -Cont. PAGE: 185
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/04/11 446413AC HUNTINGTON INGALLS INDS INC 7.1250 6.709
55819 3/11/11 289335 NOMURA 3/15/21 25,000.00 103.00 25,750.00
PUR 3/04/11 446413AC HUNTINGTON INGALLS INDS INC 7.1250 7.125
55819 3/11/11 289335 NOMURA 3/15/21 125,000.00 100.00 125,000.00
PUR 3/04/11 446413AC HUNTINGTON INGALLS INDS INC 7.1250 6.607
55819 3/11/11 289335 NOMURA 3/15/21 25,000.00 103.75 25,937.50
PUR 3/04/11 446413AC HUNTINGTON INGALLS INDS INC 7.1250 6.675
55819 3/11/11 289335 NOMURA 3/15/21 25,000.00 103.25 25,812.50
PUR 3/22/11 45824TAD INTELSAT JACKSON HLDG 7.2500 7.250
56039 4/05/11 289335 NOMURA 4/01/19 500,000.00 100.00 500,000.00
PUR 3/22/11 45824TAF INTELSAT JACKSON HLDG 7.5000 7.500
56040 4/05/11 289335 NOMURA 4/01/21 175,000.00 100.00 175,000.00
PUR 3/02/11 464592AK ISLE OF CAPRI CASINOS 7.7500 7.875
55770 3/07/11 289335 NOMURA 3/15/19 200,000.00 99.264 198,528.00
PUR 3/24/11 470357AA JAMES RIVER ESCROW INC 7.8750 7.331
56066 3/29/11 289335 NOMURA 4/01/19 200,000.00 103.25 206,500.00
PUR 3/24/11 470357AA JAMES RIVER ESCROW INC 7.8750 7.875
56066 3/29/11 289335 NOMURA 4/01/19 75,000.00 100.00 75,000.00
PUR 3/04/11 47759YAA JMC STEEL GROUP 8.2500 8.250
55817 3/11/11 289335 NOMURA 3/15/18 250,000.00 100.00 250,000.00
PUR 3/04/11 47759YAA JMC STEEL GROUP 8.2500 7.966
55817 3/11/11 289335 NOMURA 3/15/18 75,000.00 101.50 76,125.00
PUR 3/04/11 47759YAA JMC STEEL GROUP 8.2500 7.920
55817 3/11/11 289335 NOMURA 3/15/18 250,000.00 101.75 254,375.00
PUR 3/08/11 47759YAA JMC STEEL GROUP 8.2500 7.943
55817 3/11/11 289335 NOMURA 3/15/18 125,000.00 101.62 127,031.25
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 3/01/11 THROUGH 3/31/11
NOMURA (5167) -Cont. PAGE: 186
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TRXN/ TRADE/ 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 3/23/11 48283GAA KABEL BW ERSTE BETEILIGU 7.5000 7.496
56058 3/31/11 289335 NOMURA 3/15/19 150,000.00 100.00 150,000.00
PUR 3/31/11 489399AB KENNEDY WILSON INC 8.7500 8.874
56135 4/05/11 289358 NOMURA 4/01/19 175,000.00 99.297 173,769.75
PUR 3/01/11 492914AS KEY ENERGY SERVICES INC 6.7500 6.750
55750 3/04/11 289335 NOMURA 3/01/21 125,000.00 100.00 125,000.00
PUR 3/22/11 532716AT LIMITED BRANDS INC 6.6250 6.625
56041 3/25/11 289335 NOMURA 4/01/21 350,000.00 100.00 350,000.00
PUR 3/14/11 552704AA MEG ENERGY CORP 6.5000 6.500
55916 3/18/11 289335 NOMURA 3/15/21 225,000.00 100.00 225,000.00
PUR 3/03/11 552715AB MEMC ELECTRONICS MATERIALS 7.7500 7.749
55798 3/10/11 289335 NOMURA 4/01/19 250,000.00 100.00 250,000.00
PUR 3/21/11 56808RAC MARINA DISTRICT FINANCE 9.8750 9.116
56012 3/24/11 289335 NOMURA 8/15/18 150,000.00 104.00 156,000.00
PUR 3/22/11 581241AA MCJUNKIN RED MAN CORP 9.5000 9.236
54474 3/25/11 289335 NOMURA 12/15/16 75,000.00 101.12 75,843.75
PUR 3/22/11 581241AA MCJUNKIN RED MAN CORP 9.5000 9.208
54474 3/25/11 289335 NOMURA 12/15/16 100,000.00 101.25 101,250.00
PUR 3/31/11 599908AF MILLAR WESTERN FOREST 8.5000 8.500
56136 4/07/11 289358 NOMURA 4/01/21 225,000.00 100.00 225,000.00
PUR 3/03/11 639888AA NEEDLE MERGER SUB CORP 8.1250 8.125
55799 3/18/11 289335 NOMURA 3/15/19 425,000.00 100.00 425,000.00
PUR 3/04/11 639888AA NEEDLE MERGER SUB CORP 8.1250 7.911
55799 3/18/11 289335 NOMURA 3/15/19 100,000.00 101.25 101,250.00
PUR 3/09/11 639888AA NEEDLE MERGER SUB CORP 8.1250 7.932
55799 3/18/11 289335 NOMURA 3/15/19 75,000.00 101.12 75,843.75
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 3/01/11 THROUGH 3/31/11
NOMURA (5167) -Cont. PAGE: 187
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/03/11 651715AD NEWPAGE CORP 10.0000 47.071
54278 3/08/11 289335 NOMURA 5/01/12 25,000.00 69.625 17,406.25
PUR 3/03/11 651715AD NEWPAGE CORP 10.0000 47.071
54278 3/08/11 289335 NOMURA 5/01/12 25,000.00 69.625 17,406.25
PUR 3/21/11 651715AD NEWPAGE CORP 10.0000 51.824
54278 3/24/11 289335 NOMURA 5/01/12 75,000.00 67.750 50,812.50
PUR 3/31/11 700677AM PARK OHIO INDUSTRIES INC 8.1250 8.125
56137 4/07/11 289358 NOMURA 4/01/21 225,000.00 100.00 225,000.00
PUR 3/02/11 714615AA PERRY ELLIS INTL INC 7.8750 7.874
55775 3/08/11 289335 NOMURA 4/01/19 175,000.00 100.00 175,000.00
PUR 3/24/11 726505AK PLAINS EXPLORATION + PRO 6.6250 6.624
56067 3/29/11 289335 NOMURA 5/01/21 300,000.00 100.00 300,000.00
PUR 3/25/11 767754BQ RITE AID CORP 9.3750 11.694
55451 3/30/11 289335 NOMURA 12/15/15 100,000.00 91.750 91,750.00
PUR 3/25/11 767754BT RITE AID CORP 9.5000 12.123
43874 3/30/11 289335 NOMURA 6/15/17 100,000.00 88.750 88,750.00
PUR 3/10/11 778669AF ROTECH HEALTHCARE INC 10.5000 10.874
55861 3/17/11 289335 NOMURA 3/15/18 150,000.00 98.197 147,295.50
PUR 3/11/11 78477JAA STHI HOLDING CORP 8.0000 7.999
55901 3/25/11 289335 NOMURA 3/15/18 125,000.00 100.00 125,000.00
PUR 3/02/11 80007PAM SANDRIDGE ENERGY INC 7.5000 7.500
55771 3/15/11 289335 NOMURA 3/15/21 250,000.00 100.00 250,000.00
PUR 3/03/11 80007PAM SANDRIDGE ENERGY INC 7.5000 7.269
55771 3/15/11 289335 NOMURA 3/15/21 125,000.00 101.62 127,031.25
PUR 3/10/11 816074AG SEITEL INC 9.7500 9.344
55872 3/15/11 289335 NOMURA 2/15/14 75,000.00 101.00 75,750.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 3/01/11 THROUGH 3/31/11
NOMURA (5167) -Cont. PAGE: 188
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/10/11 816074AG SEITEL INC 9.7500 9.295
55872 3/15/11 289335 NOMURA 2/15/14 75,000.00 101.12 75,843.75
PUR 3/21/11 816074AG SEITEL INC 9.7500 9.945
55872 3/24/11 289335 NOMURA 2/15/14 125,000.00 99.500 124,375.00
PUR 3/08/11 852060AT SPRINT CAPITAL CORP 8.7500 7.913
42215 3/11/11 289335 NOMURA 3/15/32 50,000.00 108.50 54,250.00
PUR 3/08/11 852060AT SPRINT CAPITAL CORP 8.7500 8.007
42215 3/11/11 289335 NOMURA 3/15/32 25,000.00 107.50 26,875.00
PUR 3/08/11 852060AT SPRINT CAPITAL CORP 8.7500 7.960
42215 3/11/11 289335 NOMURA 3/15/32 75,000.00 108.00 81,000.00
PUR 3/08/11 852060AT SPRINT CAPITAL CORP 8.7500 7.983
42215 3/11/11 289335 NOMURA 3/15/32 75,000.00 107.75 80,812.50
PUR 3/08/11 852060AT SPRINT CAPITAL CORP 8.7500 7.913
42215 3/11/11 289335 NOMURA 3/15/32 75,000.00 108.50 81,375.00
PUR 3/18/11 882330AF TEXAS COMPETITIVE 10.7500 29.777
44548 3/23/11 289335 NOMURA 11/01/15 25,000.00 52.625 13,156.25
PUR 3/18/11 882330AF TEXAS COMPETITIVE 10.7500 29.539
44548 3/23/11 289335 NOMURA 11/01/15 75,000.00 53.000 39,750.00
PUR 3/03/11 91911XAS VALEANT PHARMACEUTICALS 7.2500 7.496
55802 3/08/11 289335 NOMURA 7/15/22 150,000.00 98.125 147,187.50
PUR 3/31/11 92839UAE VISTEON CORP 6.7500 6.750
56139 4/06/11 289358 NOMURA 4/15/19 325,000.00 100.00 325,000.00
PUR 3/14/11 97381WAR WINDSTREAM CORP 7.7500 7.875
55917 3/28/11 289335 NOMURA 10/01/21 250,000.00 99.116 247,790.00
PUR 3/15/11 97381WAR WINDSTREAM CORP 7.7500 7.999
55917 3/28/11 289335 NOMURA 10/01/21 50,000.00 98.250 49,125.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 15,975,000.00 15,909,060.50
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 15,975,000.00 15,909,060.50
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 3/01/11 THROUGH 3/31/11
NOMURA (5167) -Cont. PAGE: 189
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SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 3/09/11 00088JAA ACL I CORP 10.6250 11.090
55574 3/14/11 289335 NOMURA 2/15/16 75,000.00 102.75 77,062.50 3,373.42
SALE 3/10/11 023771R8 AMERICAN AIRLINES INC 7.5000 7.500
55859 3/15/11 289335 NOMURA 3/15/16 225,000.00 100.25 225,562.50 562.50
SALE 3/21/11 023771R8 AMERICAN AIRLINES INC 7.5000 7.500
55859 3/24/11 289335 NOMURA 3/15/16 250,000.00 100.00 250,000.00
SALE 3/29/11 043353AJ ARVINMERITOR INC 10.6300 10.738
50949 4/01/11 289335 NOMURA 3/15/18 75,000.00 113.25 84,937.50 10,335.24
SALE 3/07/11 047650AA ATKORE INTERNATIONAL INC 9.8750 9.874
54899 3/10/11 289335 NOMURA 1/01/18 100,000.00 108.50 108,500.00 8,500.00
SALE 3/07/11 120462AA BUMBLE BEE ACQUISITON CO 9.0000 8.782
54779 3/10/11 289335 NOMURA 12/15/17 350,000.00 107.75 377,125.00 23,372.55
SALE 3/18/11 12489LAG CB RICHARD ELLIS SERVICE 6.6250 6.623
55791 3/23/11 289335 NOMURA 10/15/20 275,000.00 103.25 283,937.50 8,937.50
SALE 3/10/11 12686CAZ CABLEVISION SYSTEMS CORP 7.7500 7.750
51552 3/15/11 289335 NOMURA 4/15/18 500,000.00 107.75 538,750.00 38,750.00
SALE 3/07/11 171871AN CINCINNATI BELL INC 8.3750 8.264
54264 3/10/11 289335 NOMURA 10/15/20 825,000.00 99.875 823,968.75 -6,912.48
SALE 3/08/11 179583AA CLAIRES ESCROW CORP 8.8750 8.874
55638 3/11/11 289335 NOMURA 3/15/19 350,000.00 98.250 343,875.00 -6,125.00
SALE 3/07/11 184502BE CLEAR CHANNEL COMMUNICATION 11.0000 12.043
55487 3/10/11 289335 NOMURA 8/01/16 50,000.00 94.250 47,125.00 -837.10
SALE 3/07/11 203372AH COMMSCOPE INC 8.2500 7.955
55138 3/10/11 289335 NOMURA 1/15/19 100,000.00 104.50 104,500.00 2,817.48
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
NOMURA (5167) -Cont. PAGE: 190
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SALE 3/08/11 205768AH COMSTOCK RESOURCES INC 7.7500 7.749
55729 3/14/11 289335 NOMURA 4/01/19 100,000.00 100.75 100,750.00 750.00
SALE 3/21/11 226566AM CRICKET COMMUNICATIONS 7.7500 8.217
55330 3/24/11 289335 NOMURA 10/15/20 25,000.00 98.500 24,625.00 390.20
SALE 3/29/11 235825AB DANA HOLDING CORP 6.7500 6.749
55350 4/01/11 289335 NOMURA 2/15/21 100,000.00 100.12 100,125.00 125.00
SALE 3/07/11 23833TAA DAVE AND BUSTERS PARENT IN 12.250
55632 3/10/11 289335 NOMURA 2/15/16 25,000.00 57.500 14,375.00 464.30
SALE 3/07/11 281023AN EDISON MISSION 7.5000 10.203
47724 3/10/11 289335 NOMURA 6/15/13 325,000.00 99.250 322,562.50 15,004.83
SALE 3/07/11 281023AU EDISON MISSION 7.0000 10.188
42218 3/10/11 289335 NOMURA 5/15/17 200,000.00 76.000 152,000.00 -19,237.23
SALE 3/15/11 281023AU EDISON MISSION 7.0000 10.188
42218 3/18/11 289335 NOMURA 5/15/17 68,000.00 73.500 49,980.00 -8,266.95
SALE 3/07/11 281023AX EDISON MISSION 7.2000 10.639
43298 3/10/11 289335 NOMURA 5/15/19 275,000.00 75.000 206,250.00 -17,871.53
SALE 3/10/11 281023AX EDISON MISSION 7.2000 10.639
43298 3/15/11 289335 NOMURA 5/15/19 150,000.00 71.000 106,500.00 -15,779.20
SALE 3/10/11 281023AX EDISON MISSION 7.2000 10.639
43298 3/15/11 289335 NOMURA 5/15/19 125,000.00 71.000 88,750.00 -13,149.33
SALE 3/08/11 319963AP FIRST DATA CORP 9.8750 13.496
44687 3/11/11 289335 NOMURA 9/24/15 148,000.00 101.75 150,590.00 20,357.80
SALE 3/10/11 319963AV FIRST DATA CORP 11.2500 16.740
51626 3/15/11 289335 NOMURA 3/31/16 200,000.00 97.750 195,500.00 32,037.46
SALE 3/15/11 319963AV FIRST DATA CORP 11.2500 16.740
51626 3/18/11 289335 NOMURA 3/31/16 200,000.00 95.750 191,500.00 27,992.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
NOMURA (5167) -Cont. PAGE: 191
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SALE 3/31/11 319963AY FIRST DATA CORPORATION 8.2500 10.876
54989 4/05/11 289358 NOMURA 1/15/21 341,000.00 100.00 341,000.00 53,192.20
SALE 3/10/11 37932JAD GLOBAL CROSSING 9.0000 9.000
54398 3/15/11 289335 NOMURA 11/15/19 150,000.00 101.25 151,875.00 1,875.00
SALE 3/18/11 37946SAB GLOBAL GEOPHYSICAL 10.5000 11.120
53999 3/23/11 289335 NOMURA 5/01/17 175,000.00 107.00 187,250.00 17,010.77
SALE 3/18/11 410345AF HANESBRANDS INC 8.0000 7.909
49971 3/23/11 289335 NOMURA 12/15/16 675,000.00 108.50 732,375.00 54,729.20
SALE 3/22/11 410345AG HAINESBRAND INC 6.3750 6.374
55558 3/25/11 289335 NOMURA 12/15/20 400,000.00 97.250 389,000.00 -11,000.00
SALE 3/22/11 410345AG HAINESBRAND INC 6.3750 6.374
55558 3/25/11 289335 NOMURA 12/15/20 75,000.00 97.280 72,960.00 -2,040.00
SALE 3/07/11 413627BM HARRAHS OPERATING CO INC 10.0000 15.350
50602 3/10/11 289335 NOMURA 12/15/18 50,000.00 92.500 46,250.00 8,171.87
SALE 3/07/11 413627BM HARRAHS OPERATING CO INC 10.0000 15.350
50602 3/10/11 289335 NOMURA 12/15/18 75,000.00 92.250 69,187.50 12,070.31
SALE 3/01/11 42210PAN HEADWATERS INC 11.3750 10.892
51691 3/01/11 289335 NOMURA 11/01/14 550,000.00 115.00 632,500.00 74,829.99
SALE 3/04/11 44984WAA INEOS FINANCE PLC 9.0000 6.211
55602 3/09/11 289335 NOMURA 5/15/15 540,000.00 109.25 589,950.00 -4,706.02
SALE 3/29/11 47759YAA JMC STEEL GROUP 8.2500 8.045
55817 4/01/11 289335 NOMURA 3/15/18 50,000.00 102.00 51,000.00 466.45
SALE 3/24/11 48283GAA KABEL BW ERSTE BETEILIGU 7.5000 7.496
56058 3/31/11 289335 NOMURA 3/15/19 100,000.00 102.50 102,500.00 2,500.00
SALE 3/24/11 48283GAA KABEL BW ERSTE BETEILIGU 7.5000 7.496
56058 3/31/11 289335 NOMURA 3/15/19 50,000.00 102.37 51,187.50 1,187.50
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
NOMURA (5167) -Cont. PAGE: 192
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SALE 3/17/11 552704AA MEG ENERGY CORP 6.5000 6.500
55916 3/22/11 289335 NOMURA 3/15/21 75,000.00 101.00 75,750.00 750.00
SALE 3/08/11 552715AB MEMC ELECTRONICS MATERIALS 7.7500 7.749
55798 3/11/11 289335 NOMURA 4/01/19 50,000.00 102.12 51,062.50 1,062.50
SALE 3/10/11 552953BP MGM MIRAGE INC 9.0000 8.871
51136 3/15/11 289335 NOMURA 3/15/20 350,000.00 110.00 385,000.00 32,241.66
SALE 3/15/11 59841RAA MIDWEST VANADIUM PTY LTD 11.5000 11.500
55552 3/18/11 289335 NOMURA 2/15/18 25,000.00 102.37 25,593.75 593.75
SALE 3/15/11 59841RAA MIDWEST VANADIUM PTY LTD 11.5000 11.500
55552 3/18/11 289335 NOMURA 2/15/18 25,000.00 102.50 25,625.00 625.00
SALE 3/30/11 639888AA NEEDLE MERGER SUB CORP 8.1250 8.065
55799 4/04/11 289335 NOMURA 3/15/19 225,000.00 101.25 227,812.50 2,042.10
SALE 3/07/11 651715AD NEWPAGE CORP 10.0000 51.544
54278 3/10/11 289335 NOMURA 5/01/12 50,000.00 70.000 35,000.00 1,485.08
SALE 3/07/11 651715AD NEWPAGE CORP 10.0000 51.544
54278 3/10/11 289335 NOMURA 5/01/12 75,000.00 70.000 52,500.00 2,227.62
SALE 3/09/11 651715AF NEWPAGE CORP 12.0000 73.953
54152 3/14/11 289335 NOMURA 5/01/13 50,000.00 37.000 18,500.00 -480.18
SALE 3/10/11 651715AF NEWPAGE CORP 12.0000 73.953
54152 3/15/11 289335 NOMURA 5/01/13 75,000.00 35.750 26,812.50 -1,688.40
SALE 3/17/11 651715AK NEWPAGE CORPORATION 11.3750 12.319
54279 3/22/11 289335 NOMURA 12/31/14 125,000.00 99.625 124,531.25 3,059.88
SALE 3/17/11 651715AK NEWPAGE CORPORATION 11.3750 12.319
54279 3/22/11 289335 NOMURA 12/31/14 150,000.00 99.625 149,437.50 3,671.85
SALE 3/18/11 651715AK NEWPAGE CORPORATION 11.3750 12.319
54279 3/23/11 289335 NOMURA 12/31/14 75,000.00 100.12 75,093.75 2,209.77
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
NOMURA (5167) -Cont. PAGE: 193
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SALE 3/21/11 651715AK NEWPAGE CORPORATION 11.3750 12.319
54279 3/24/11 289335 NOMURA 12/31/14 100,000.00 100.50 100,500.00 3,319.81
SALE 3/15/11 65409QAX NIELSEN FINANCE LLC CO 7.7500 7.245
54130 3/18/11 289335 NOMURA 10/15/18 475,000.00 107.75 511,812.50 23,053.14
SALE 3/07/11 67090FAD NUVEEN INVESTMENTS INC 10.5000 19.325
50168 3/10/11 289335 NOMURA 11/15/15 200,000.00 101.50 203,000.00 55,926.94
SALE 3/07/11 709600AB PENSON WORLDWIDE 12.5000 12.364
51866 3/10/11 289335 NOMURA 5/15/17 325,000.00 103.37 335,968.75 9,244.08
SALE 3/15/11 74756TAQ QUALITY DISTRIB QD CAP 9.8750 9.501
55067 3/18/11 289335 NOMURA 11/01/18 100,000.00 103.75 103,750.00 1,776.94
SALE 3/10/11 78454LAA SM ENERGY CO 6.6250 6.625
55433 3/15/11 289335 NOMURA 2/15/19 125,000.00 102.00 127,500.00 2,500.00
SALE 3/14/11 78477JAA STHI HOLDING CORP 8.0000 7.999
55901 3/25/11 289335 NOMURA 3/15/18 125,000.00 103.25 129,062.50 4,062.50
SALE 3/08/11 80007PAC SANDRIDGE ENERGY INC. 8.0000 8.167
42016 3/11/11 289335 NOMURA 6/01/18 255,000.00 105.87 269,981.25 17,323.52
SALE 3/15/11 852060AT SPRINT CAPITAL CORP 8.7500 8.959
42215 3/18/11 289335 NOMURA 3/15/32 75,000.00 110.25 82,687.50 9,157.80
SALE 3/07/11 85375CAY STANDARD PACIFIC CORP 8.3750 7.964
54827 3/10/11 289335 NOMURA 5/15/18 100,000.00 106.37 106,375.00 4,179.99
SALE 3/22/11 88033GBG TENET HEALTHCARE CORP 10.0000 11.690
53140 3/25/11 289335 NOMURA 5/01/18 394,000.00 117.37 462,465.38 100,089.01
SALE 3/04/11 882330AF TEXAS COMPETITIVE 10.7500 17.654
44548 3/09/11 289335 NOMURA 11/01/15 200,000.00 56.500 113,000.00 -41,263.32
SALE 3/07/11 882330AF TEXAS COMPETITIVE 10.7500 17.654
44548 3/10/11 289335 NOMURA 11/01/15 100,000.00 55.750 55,750.00 -21,391.16
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
NOMURA (5167) -Cont. PAGE: 194
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SALE 3/08/11 882330AF TEXAS COMPETITIVE 10.7500 17.654
44548 3/11/11 289335 NOMURA 11/01/15 75,000.00 53.500 40,125.00 -17,738.00
SALE 3/08/11 882330AF TEXAS COMPETITIVE 10.7500 17.654
44548 3/11/11 289335 NOMURA 11/01/15 75,000.00 54.000 40,500.00 -17,363.00
SALE 3/08/11 882330AF TEXAS COMPETITIVE 10.7500 17.654
44548 3/11/11 289335 NOMURA 11/01/15 100,000.00 55.000 55,000.00 -22,150.67
SALE 3/10/11 882330AF TEXAS COMPETITIVE 10.7500 17.654
44548 3/15/11 289335 NOMURA 11/01/15 25,000.00 51.500 12,875.00 -6,422.23
SALE 3/14/11 90320LAC UPC HOLDING BV 9.8750 10.483
47112 3/17/11 289335 NOMURA 4/15/18 150,000.00 111.37 167,062.50 21,562.22
SALE 3/10/11 909440AP UNITED AUTO GROUP 7.7500 11.005
42287 3/15/11 289335 NOMURA 12/15/16 150,000.00 103.50 155,250.00 25,691.33
SALE 3/14/11 909440AP UNITED AUTO GROUP 7.7500 11.005
42287 3/17/11 289335 NOMURA 12/15/16 350,000.00 103.37 361,812.50 59,475.63
SALE 3/07/11 911358AF UNITED REFNG CO 10.5000 20.074
43142 3/07/11 289335 NOMURA 8/15/12 25,000.00 97.500 24,375.00 2,250.52
SALE 3/11/11 97381WAD WINDSTREAM CORP 8.6250 9.454
42307 3/11/11 289335 NOMURA 8/01/16 455,000.00 103.50 470,925.00 31,650.62
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SUBTOTAL FIXED SALES: 13,676,000.00 13,588,382.88 606,615.03
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 3/25/11 36186R20 ALLY FINANCIAL INC
55066 3/30/11 289335 NOMURA 260.00 922.50 239,850.00 -5,664.29
SALE 3/29/11 36186R20 ALLY FINANCIAL INC
55066 4/01/11 289335 NOMURA 137.00 925.00 126,725.00 -2,642.14
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 397.00 366,575.00 -8,306.43
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 13,676,397.00 13,954,957.88 598,308.60
END OF REPORT FOR: NOMURA
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/11 THROUGH 3/31/11
NOMURA (5167) -Cont. PAGE: 195
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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 3/01/11 THROUGH 3/31/11
ALTERNATIVE INVESTMENTS COMMON B (5168) PAGE: 196
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PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 3/28/11 99MSCZAM OCH-ZIFF CAPITAL
51468 3/28/11 ALTERNATIVE INV CAPITAL CAL 22,729,167.00 1.000 22,729,167.00
PUR 3/03/11 S8632179 CANYON SPECIAL OPPOR.FD(CAY
46363 3/03/11 ALTERNATIVE INV CAPITAL CAL 70,000,000.00 1.000 70,000,000.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 92,729,167.00 92,729,167.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 92,729,167.00 92,729,167.00
END OF REPORT FOR: ALTERNATIVE INVESTMENTS COMMON B