S T A T E O F N E W J E R S E Y 3690
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
ST LOTTERY FD - INVESTMENT (3690) 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 7/16/10 912803AC US TREASURY STRIPS 1.819
31503 7/20/10 289179 BARCLAYS CAPITAL INC 8/15/15 40,000.00 91.226 36,490.40
PUR 7/16/10 912820GL US TREASURY STRIPS .331
52678 7/20/10 289179 BANK OF AMERICA SECURITIES 8/15/11 40,000.00 99.646 39,858.40
PUR 7/16/10 912820UE US TREASURY STRIPS .610
52677 7/20/10 289179 JP MORGAN 8/15/12 40,000.00 98.746 39,498.40
PUR 7/16/10 9128334S US TREASURY STRIPS 4.163
52664 7/20/10 289179 JP MORGAN 8/15/31 40,000.00 41.967 16,786.80
PUR 7/16/10 9128334U US TREASURY STRIPS 4.177
52663 7/20/10 289179 BANK OF AMERICA SECURITIES 8/15/32 40,000.00 40.151 16,060.40
PUR 7/16/10 9128334W US TREASURY STRIPS 4.194
52662 7/20/10 289179 JP MORGAN 8/15/33 40,000.00 38.381 15,352.40
PUR 7/16/10 9128334Y US TREASURY STRIPS 4.211
52661 7/20/10 289179 JP MORGAN 8/15/34 40,000.00 36.669 14,667.60
PUR 7/16/10 912833DE US TREASURY STRIPS .976
31501 7/20/10 289179 BANK OF AMERICA SECURITIES 8/15/13 40,000.00 97.055 38,822.00
PUR 7/16/10 912833DG US TREASURY STRIPS 1.430
31502 7/20/10 289179 BARCLAYS CAPITAL INC 8/15/14 40,000.00 94.363 37,745.20
PUR 7/16/10 912833KJ US TREASURY STRIPS 2.261
31504 7/20/10 289179 BANK OF AMERICA SECURITIES 8/15/16 40,000.00 87.240 34,896.00
PUR 7/16/10 912833KN US TREASURY STRIPS 2.506
34553 7/20/10 289179 BARCLAYS CAPITAL INC 8/15/17 40,000.00 83.855 33,542.00
PUR 7/16/10 912833KS US TREASURY STRIPS 2.721
31506 7/20/10 289179 BARCLAYS CAPITAL INC 8/15/18 40,000.00 80.398 32,159.20
S T A T E O F N E W J E R S E Y 3690
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
ST LOTTERY FD - INVESTMENT (3690) -Cont. PAGE: 2
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/16/10 912833KW US TREASURY STRIPS 3.066
34554 7/20/10 289179 JP MORGAN 8/15/19 40,000.00 75.880 30,352.00
PUR 7/16/10 912833LA US TREASURY STRIPS 3.334
34555 7/20/10 289179 BARCLAYS CAPITAL INC 8/15/20 40,000.00 71.672 28,668.80
PUR 7/16/10 912833LE US TREASURY STRIPS 3.510
34556 7/20/10 289179 BANK OF AMERICA SECURITIES 8/15/21 40,000.00 68.025 27,210.00
PUR 7/16/10 912833LJ US TREASURY STRIPS 3.635
34557 7/20/10 289179 BANK OF AMERICA SECURITIES 8/15/22 40,000.00 64.732 25,892.80
PUR 7/16/10 912833LM US TREASURY STRIPS 3.762
34558 7/20/10 289179 BARCLAYS CAPITAL INC 8/15/23 40,000.00 61.432 24,572.80
PUR 7/16/10 912833LS US TREASURY STRIPS 3.854
31512 7/20/10 289179 BANK OF AMERICA SECURITIES 8/15/24 40,000.00 58.437 23,374.80
PUR 7/16/10 912833LW US TREASURY STRIPS 3.925
34559 7/20/10 289179 BANK OF AMERICA SECURITIES 8/15/25 40,000.00 55.661 22,264.40
PUR 7/16/10 912833PA US TREASURY STRIPS 3.957
34560 7/20/10 289179 BARCLAYS CAPITAL INC 8/15/26 40,000.00 53.269 21,307.60
PUR 7/16/10 912833PE US TREASURY STRIPS 4.018
31515 7/20/10 289179 BANK OF AMERICA SECURITIES 8/15/27 40,000.00 50.702 20,280.80
PUR 7/16/10 912833RZ US TREASURY STRIPS 4.072
34561 7/20/10 289179 BANK OF AMERICA SECURITIES 8/15/28 40,000.00 48.264 19,305.60
PUR 7/16/10 912833XP US TREASURY STRIPS 4.108
34562 7/20/10 289179 BARCLAYS CAPITAL INC 8/15/29 40,000.00 46.047 18,418.80
PUR 7/16/10 912833XY US TREASURY STRIPS 4.139
31518 7/20/10 289179 BANK OF AMERICA SECURITIES 8/15/30 40,000.00 43.939 17,575.60
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 960,000.00 635,102.80
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 960,000.00 635,102.80
END OF REPORT FOR: ST LOTTERY FD - INVESTMENT
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 7/01/10 THROUGH 7/31/10
DCP EQUITY (4300) PAGE: 3
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 7/27/10 09062X10 BIOGEN IDEC INC. 2.93
26388 7/30/10 424028 CREDIT SUISSE SEC (AES) 3,000.00 57.640 30.00 172,888.27 75,021.42
SALE 7/01/10 45670G10 INFO GROUP INC.
41426 7/07/10 423967 TENDERED 10,000.00 8.000 80,000.00 -20,416.00
SALE 7/01/10 69664310 PALM, INC.
31243 7/07/10 423967 TENDERED 1,502.00 5.700 8,561.40 -215,665.83
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 14,502.00 2.93 261,449.67 -161,060.41
30.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 14,502.00 2.93 261,449.67 -161,060.41
30.00
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 7/01/10 THROUGH 7/31/10
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 7/09/10 71715N10 PHARMASSET INC
52560 7/14/10 423976 INSTINET/SOFT-FACTSET 710.00 25.327 35.50 18,017.88
PUR 7/16/10 71715N10 PHARMASSET INC
52560 7/21/10 423998 CREDIT SUISSE SEC (AES) 9,290.00 24.956 92.90 231,933.21
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 10,000.00 249,951.09
128.40
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 10,000.00 249,951.09
128.40
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 7/01/10 THROUGH 7/31/10
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 7/16/10 9128276T UNITED STATES TREAS NTS 5.0000 3.866
29862 7/20/10 289179 MORGAN STANLEY 2/15/11 500,000.00 102.73 513,670.20 10,508.63
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 500,000.00 513,670.20 10,508.63
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 500,000.00 513,670.20 10,508.63
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 7/01/10 THROUGH 7/31/10
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 7/13/10 00817Y10 AETNA INC
51548 7/16/10 423983 ELECTRONIC BROKERAGE SYSTEM 1,000.00 27.700 5.00 27,705.00
PUR 7/20/10 00817Y10 AETNA INC
51548 7/23/10 424005 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 27.408 60.00 54,876.00
PUR 7/26/10 00817Y10 AETNA INC
51548 7/29/10 424022 OPPENHEIMER & CO., INC 1,000.00 28.130 30.00 28,160.00
PUR 7/02/10 00826A10 AFFYMAX INC
52414 7/08/10 423957 LABRANCHE/SOFT 2,000.00 5.605 100.00 11,309.80
PUR 7/26/10 00949P10 AIRTRAN HOLDINGS INC
50423 7/29/10 424022 OPPENHEIMER & CO., INC 10,000.00 4.739 300.00 47,688.00
PUR 6/29/10 02313510 AMAZON.COM INC
52264 7/02/10 423945 LABRANCHE/0TC 2,000.00 108.28 20.00 216,591.00
PUR 7/01/10 03783310 APPLE INC
36208 7/07/10 423953 LABRANCHE/0TC 500.00 244.75 5.00 122,381.70
PUR 7/16/10 03783310 APPLE INC
36208 7/21/10 423996 CREDIT SUISSE SEC (AES) 500.00 253.06 5.00 126,538.20
PUR 6/28/10 04315B10 ARTIO GLOBAL INVESTORS INC
52371 7/01/10 423941 ELECTRONIC BROKERAGE SYSTEM 1,000.00 17.634 5.00 17,639.20
PUR 7/02/10 04743P10 ATHEROS COMMUNICATIONS IN
52112 7/08/10 423957 MERRIMAN/OTC 2,000.00 27.068 20.00 54,155.00
PUR 7/07/10 04743P10 ATHEROS COMMUNICATIONS IN
52112 7/12/10 423965 LABRANCHE/SOFT 2,000.00 27.744 100.00 55,587.20
PUR 7/20/10 04743P10 ATHEROS COMMUNICATIONS IN
52112 7/23/10 424005 CREDIT SUISSE SEC (AES) 1,000.00 28.016 10.00 28,025.50
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 7/01/10 THROUGH 7/31/10
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 7/26/10 04743P10 ATHEROS COMMUNICATIONS IN
52112 7/29/10 424022 CREDIT SUISSE SEC (AES) 2,000.00 28.048 20.00 56,115.00
PUR 7/27/10 04743P10 ATHEROS COMMUNICATIONS IN
52112 7/30/10 424026 CREDIT SUISSE SEC (AES) 2,000.00 28.724 20.00 57,467.00
PUR 7/02/10 05548J10 BJ'S WHOLESALE CLUB INC
52525 7/08/10 423957 MERIDIAN EQUITY PARTNERS 12,000.00 43.519 120.00 522,344.40
PUR 7/07/10 05548J10 BJ'S WHOLESALE CLUB INC
52525 7/12/10 423965 ELECTRONIC BROKERAGE SYSTEM 1,000.00 42.448 5.00 42,453.00
PUR 7/16/10 06050510 BANK OF AMERICA CORP
46954 7/21/10 423996 BUCKINGHAM RESEARCH GROUP I 2,000.00 14.033 80.00 28,146.80
PUR 7/16/10 06050510 BANK OF AMERICA CORP
46954 7/21/10 423996 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 14.620 60.00 29,300.00
PUR 7/08/10 07401410 BEASLEY BROADCAST GROUP I
51499 7/13/10 423970 INSTINET (DOMESTIC) 2,593.00 3.467 18.15 9,008.08
PUR 7/09/10 07401410 BEASLEY BROADCAST GROUP I
51499 7/14/10 423974 INSTINET (DOMESTIC) 1,100.00 3.686 7.70 4,061.86
PUR 7/12/10 07401410 BEASLEY BROADCAST GROUP I
51499 7/15/10 423979 INSTINET (PORTAL) 15,241.00 3.914 106.69 59,761.49
PUR 7/13/10 07401410 BEASLEY BROADCAST GROUP I
51499 7/16/10 423983 INSTINET (PORTAL) 1,066.00 4.063 7.46 4,338.30
PUR 7/02/10 08578910 BERRY PETROLEUM CO
42924 7/08/10 423957 ELECTRONIC BROKERAGE SYSTEM 2,000.00 25.771 10.00 51,552.00
PUR 7/07/10 08578910 BERRY PETROLEUM CO
42924 7/12/10 423965 ELECTRONIC BROKERAGE SYSTEM 1,000.00 25.340 5.00 25,345.00
PUR 7/23/10 09062X10 BIOGEN IDEC INC
47969 7/28/10 424018 CREDIT SUISSE SEC (AES) 1,000.00 53.567 10.00 53,577.00
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 7/01/10 THROUGH 7/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 8
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/26/10 11012210 BRISTOL-MYERS SQUIBB CO.
37974 7/29/10 424022 OPPENHEIMER & CO., INC 2,000.00 24.640 60.00 49,340.00
PUR 7/08/10 11844010 THE BUCKLE INC
52552 7/13/10 423970 ELECTRONIC BROKERAGE SYSTEM 20,000.00 28.599 100.00 572,070.00
PUR 7/09/10 11844010 THE BUCKLE INC
52552 7/14/10 423974 ELECTRONIC BROKERAGE SYSTEM 1,000.00 28.592 5.00 28,596.50
PUR 6/30/10 12665010 CVS CAREMARK CORP
49562 7/06/10 423949 ELECTRONIC BROKERAGE SYSTEM 2,000.00 29.650 10.00 59,310.00
PUR 7/23/10 12960310 CALGON CARBON CORP
52760 7/28/10 424018 DEUTSCHE BANK AG (DOMESTIC) 38,000.00 13.468 1,140.00 512,912.60
PUR 7/26/10 12960310 CALGON CARBON CORP
52760 7/29/10 424022 OPPENHEIMER & CO., INC 4,000.00 13.630 120.00 54,640.00
PUR 7/27/10 12960310 CALGON CARBON CORP
52760 7/30/10 424026 OPPENHEIMER & CO., INC 4,000.00 13.950 120.00 55,920.00
PUR 7/06/10 14204220 CARIBOU COFFEE CO INC
51581 7/09/10 423961 LABRANCHE/SOFT 2,000.00 8.729 100.00 17,557.00
PUR 7/06/10 14204220 CARIBOU COFFEE CO INC
51581 7/09/10 423961 LABRANCHE/SOFT 2,000.00 9.516 100.00 19,131.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 9.122 36,688.00
200.00
PUR 7/07/10 14204220 CARIBOU COFFEE CO INC
51581 7/12/10 423965 LABRANCHE/SOFT 2,000.00 8.595 100.00 17,289.20
PUR 7/07/10 14204220 CARIBOU COFFEE CO INC
51581 7/12/10 423965 LABRANCHE/SOFT 2,000.00 8.719 100.00 17,537.20
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 8.657 34,826.40
200.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 9
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/29/10 14343640 CARMIKE CINEMAS
49214 7/02/10 423945 INSTINET (DOMESTIC) 1,300.00 6.333 9.10 8,242.13
PUR 7/01/10 14343640 CARMIKE CINEMAS
49214 7/07/10 423953 LABRANCHE/0TC 4,000.00 6.000 40.00 24,041.20
PUR 7/19/10 16117M30 CHARTER COMMUNICATIONS
52659 7/22/10 424001 JANNEY MONTGOMERY SCOTT 10,000.00 35.832 300.00 358,620.00
PUR 7/20/10 16117M30 CHARTER COMMUNICATIONS
52659 7/23/10 424005 JANNEY MONTGOMERY SCOTT 2,000.00 35.750 60.00 71,560.00
PUR 7/21/10 16117M30 CHARTER COMMUNICATIONS
52659 7/26/10 424009 JANNEY MONTGOMERY SCOTT 2,000.00 35.750 60.00 71,560.00
PUR 7/23/10 16117M30 CHARTER COMMUNICATIONS
52659 7/28/10 424018 JANNEY MONTGOMERY SCOTT 1,000.00 35.700 30.00 35,730.00
PUR 7/26/10 16117M30 CHARTER COMMUNICATIONS
52659 7/29/10 424022 JANNEY MONTGOMERY SCOTT 1,000.00 35.398 30.00 35,428.20
PUR 7/23/10 16282510 CHECKPOINT SYSTEMS INC
52761 7/28/10 424018 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 19.817 300.00 198,468.00
PUR 7/21/10 17296710 CITIGROUP INC
51155 7/26/10 424009 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 3.988 300.00 40,175.00
PUR 7/19/10 18538Q10 CLEARWIRE CORP CL-A
52657 7/22/10 424001 JANNEY MONTGOMERY SCOTT 50,000.00 6.592 1,500.00 331,110.00
PUR 7/23/10 18538Q10 CLEARWIRE CORP CL-A
52657 7/28/10 424018 CREDIT SUISSE SEC (AES) 10,000.00 6.492 100.00 65,015.00
PUR 7/23/10 19416210 COLGATE-PALMOLIVE CO
52110 7/28/10 424018 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 82.300 30.00 82,330.00
PUR 7/02/10 23326R10 DG FASTCHANNEL
52270 7/08/10 423957 LABRANCHE/SOFT 1,000.00 32.490 50.00 32,539.90
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 7/01/10 THROUGH 7/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 10
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/07/10 24736170 DELTA AIR LINES INC DEL
52432 7/12/10 423965 ELECTRONIC BROKERAGE SYSTEM 2,000.00 11.390 10.00 22,790.00
PUR 7/15/10 25468710 WALT DISNEY CO
50280 7/20/10 423992 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 34.026 120.00 136,222.40
PUR 7/07/10 25470M10 DISH NETWORKS
48225 7/12/10 423965 LABRANCHE/SOFT 3,000.00 18.471 150.00 55,563.00
PUR 7/20/10 25470M10 DISH NETWORKS
48225 7/23/10 424005 JANNEY MONTGOMERY SCOTT 3,000.00 19.167 90.00 57,591.90
PUR 7/01/10 25490A10 DIRECTV GROUP INC
52520 7/07/10 423953 ELECTRONIC BROKERAGE SYSTEM 15,000.00 34.070 75.00 511,125.00
PUR 7/19/10 25541310 DIVX INC
52660 7/22/10 424001 JANNEY MONTGOMERY SCOTT 30,000.00 7.056 900.00 212,586.00
PUR 7/09/10 26168L20 DREW INDUSTRIES INC
52334 7/14/10 423974 ELECTRONIC BROKERAGE SYSTEM 5,000.00 19.401 25.00 97,030.00
PUR 7/01/10 29100P10 EMERGENCY MEDICAL SVCS CO
51781 7/07/10 423953 ELECTRONIC BROKERAGE SYSTEM 2,000.00 49.000 10.00 98,010.00
PUR 7/26/10 29152510 EMMIS COMMUNICATIONS
51210 7/29/10 424022 CREDIT SUISSE SEC (AES) 10,000.00 1.946 100.00 19,558.00
PUR 7/27/10 29152510 EMMIS COMMUNICATIONS
51210 7/30/10 424026 JANNEY MONTGOMERY SCOTT 10,000.00 1.940 300.00 19,700.00
PUR 7/20/10 29362U10 ENTERGRIS INC
49651 7/23/10 424005 CREDIT SUISSE SEC (AES) 2,000.00 4.211 20.00 8,441.00
PUR 7/06/10 29384R10 ENTROPIC COMMUNICATIONS INC
51126 7/09/10 423961 LABRANCHE/SOFT 2,000.00 6.240 100.00 12,579.80
PUR 7/09/10 30212P10 EXPEDIA INC CL
52298 7/14/10 423974 LABRANCHE/0TC 1,000.00 18.750 10.00 18,760.00
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 7/01/10 THROUGH 7/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 11
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/16/10 34637510 FORMFACTOR INC
52037 7/21/10 423996 CREDIT SUISSE SEC (AES) 6,000.00 10.397 60.00 62,439.60
PUR 7/09/10 35874810 FRISCHS RESTAURANTS, INC.
48545 7/14/10 423974 ELECTRONIC BROKERAGE SYSTEM 1,000.00 19.891 5.00 19,896.00
PUR 7/16/10 35874810 FRISCHS RESTAURANTS, INC.
48545 7/21/10 423996 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 20.165 30.00 20,195.00
PUR 7/20/10 38141G10 GOLDMAN SACHS G
52710 7/23/10 424005 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 141.96 120.00 567,969.20
PUR 7/02/10 38259P50 GOOGLE INC
33645 7/08/10 423957 LABRANCHE/SOFT 100.00 438.86 5.00 43,891.00
PUR 7/02/10 40161710 GUESS? INC
52522 7/08/10 423957 ELECTRONIC BROKERAGE SYSTEM 16,000.00 32.495 80.00 520,000.00
PUR 7/08/10 40621610 HALLIBURTON CO
52553 7/13/10 423970 ELECTRONIC BROKERAGE SYSTEM 17,000.00 28.540 85.00 485,265.00
PUR 7/09/10 40621610 HALLIBURTON CO
52553 7/14/10 423974 ELECTRONIC BROKERAGE SYSTEM 1,000.00 28.522 5.00 28,527.00
PUR 7/12/10 40621610 HALLIBURTON CO
52553 7/15/10 423979 ELECTRONIC BROKERAGE SYSTEM 2,000.00 28.440 10.00 56,890.00
PUR 7/13/10 40621610 HALLIBURTON CO
52553 7/16/10 423983 ELECTRONIC BROKERAGE SYSTEM 1,000.00 28.259 5.00 28,264.00
PUR 7/15/10 40621610 HALLIBURTON CO
52553 7/20/10 423992 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 27.892 90.00 83,765.70
PUR 7/02/10 42805T10 HERTZ GLOBAL HOLDINGS INC
52039 7/08/10 423957 ELECTRONIC BROKERAGE SYSTEM 2,000.00 9.360 10.00 18,730.00
PUR 7/15/10 42805T10 HERTZ GLOBAL HOLDINGS INC
52039 7/20/10 423992 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 10.421 120.00 41,803.20
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 12
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/16/10 42809H10 HESS CORP
52647 7/21/10 423996 BUCKINGHAM RESEARCH GROUP I 10,000.00 51.538 400.00 515,782.00
PUR 7/20/10 42809H10 HESS CORP
52647 7/23/10 424005 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 51.244 30.00 51,274.00
PUR 7/26/10 42809H10 HESS CORP
52647 7/29/10 424022 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 52.511 30.00 52,541.00
PUR 7/27/10 42809H10 HESS CORP
52647 7/30/10 424026 OPPENHEIMER & CO., INC 1,000.00 53.040 30.00 53,070.00
PUR 7/20/10 45920010 INTL BUSINESS MACHINES CORP
45198 7/23/10 424005 DEUTSCHE BANK AG (DOMESTIC) 500.00 124.05 15.00 62,040.00
PUR 7/06/10 46121210 INVENTURE FOODS INC
52296 7/09/10 423961 LABRANCHE/SOFT 10,000.00 2.852 500.00 29,017.00
PUR 7/08/10 46121210 INVENTURE FOODS INC
52296 7/13/10 423970 INSTINET (DOMESTIC) 5,800.00 2.858 40.60 16,618.74
PUR 7/09/10 46121210 INVENTURE FOODS INC
52296 7/14/10 423974 INSTINET (DOMESTIC) 4,200.00 2.974 29.40 12,521.46
PUR 7/09/10 46121210 INVENTURE FOODS INC
52296 7/14/10 423974 LABRANCHE/0TC 10,000.00 2.996 100.00 30,055.00
PUR 7/13/10 46121210 INVENTURE FOODS INC
52296 7/16/10 423983 MERRIMAN/OTC 10,000.00 2.975 100.00 29,854.00
PUR 6/28/10 47189410 JAVELIN PHARMACEUTICALS
52431 7/01/10 423941 ELECTRONIC BROKERAGE SYSTEM 16,900.00 1.399 84.50 23,730.98
PUR 7/27/10 48007410 JONES APPAREL
52801 7/30/10 424026 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 16.600 300.00 166,303.00
PUR 7/15/10 48247020 KIT DIGITAL INC
47968 7/20/10 423992 CREDIT SUISSE SEC (AES) 6,000.00 9.269 60.00 55,676.40
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 7/01/10 THROUGH 7/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 13
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/19/10 48517030 KANSAS CITY SOUTHERN
25663 7/22/10 424001 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 34.891 60.00 69,842.00
PUR 7/20/10 53591920 LIONS GATE ENTERTAINMENT CO
52709 7/23/10 424005 DEUTSCHE BANK AG (DOMESTIC) 44,202.00 6.457 1,326.06 286,756.05
PUR 7/21/10 53591920 LIONS GATE ENTERTAINMENT CO
52709 7/26/10 424009 DEUTSCHE BANK AG (DOMESTIC) 21,048.00 6.496 631.44 137,367.67
PUR 7/22/10 53591920 LIONS GATE ENTERTAINMENT CO
52709 7/27/10 424013 DEUTSCHE BANK AG (DOMESTIC) 1,965.00 6.500 58.95 12,831.45
PUR 6/29/10 56845T30 MARINER ENERGY INC
52429 7/02/10 423945 ELECTRONIC BROKERAGE SYSTEM 1,000.00 21.700 5.00 21,705.00
PUR 7/12/10 56845T30 MARINER ENERGY INC
52429 7/15/10 423979 ELECTRONIC BROKERAGE SYSTEM 1,000.00 22.180 5.00 22,185.00
PUR 7/15/10 56845T30 MARINER ENERGY INC
52429 7/20/10 423992 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 22.173 30.00 22,203.00
PUR 7/15/10 57636Q10 MASTERCARD INC
51948 7/20/10 423992 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 213.22 30.00 213,250.00
PUR 7/27/10 58155Q10 MCKESSON CORP
52798 7/30/10 424026 OPPENHEIMER & CO., INC 10,000.00 65.548 300.00 655,780.00
PUR 6/29/10 59491810 MICROSOFT CORP.
12799 7/02/10 423945 INSTINET (DOMESTIC) 4,000.00 24.050 28.00 96,228.00
PUR 6/29/10 59491810 MICROSOFT CORP.
12799 7/02/10 423945 LABRANCHE/0TC 2,000.00 23.290 20.00 46,600.00
PUR 7/13/10 59491810 MICROSOFT CORP.
12799 7/16/10 423983 MERRIMAN/OTC 2,000.00 25.160 20.00 50,340.00
PUR 7/23/10 59491810 MICROSOFT CORP.
12799 7/28/10 424018 CREDIT SUISSE SEC (AES) 10,000.00 25.460 100.00 254,697.00
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 7/01/10 THROUGH 7/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 14
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/16/10 62007610 MOTOROLA
52644 7/21/10 423996 DEUTSCHE BANK AG (DOMESTIC) 80,000.00 7.501 2,400.00 602,472.00
PUR 7/26/10 62007610 MOTOROLA
52644 7/29/10 424022 OPPENHEIMER & CO., INC 4,000.00 7.750 120.00 31,120.00
PUR 7/02/10 62010710 MOTRICITY INC
52524 7/08/10 423957 INSTINET/SOFT-FACTSET 20,000.00 8.291 1,000.00 166,820.00
PUR 7/09/10 62010710 MOTRICITY INC
52524 7/14/10 423974 LABRANCHE/0TC 10,000.00 6.944 100.00 69,536.00
PUR 7/12/10 62010710 MOTRICITY INC
52524 7/15/10 423979 INSTINET (PORTAL) 10,000.00 6.959 70.00 69,664.00
PUR 7/26/10 62944T10 NVR INC
48031 7/29/10 424022 DEUTSCHE BANK AG (DOMESTIC) 500.00 642.76 15.00 321,396.00
PUR 7/01/10 65011110 NEW YORK TIMES
52336 7/07/10 423953 ELECTRONIC BROKERAGE SYSTEM 2,000.00 8.640 10.00 17,290.00
PUR 7/01/10 67066G10 NVIDIA CORP
48849 7/07/10 423953 MERRIMAN/OTC 4,000.00 10.300 40.00 41,239.20
PUR 7/02/10 67066G10 NVIDIA CORP
48849 7/08/10 423957 LABRANCHE/SOFT 4,000.00 10.337 200.00 41,548.00
PUR 7/13/10 67066G10 NVIDIA CORP
48849 7/16/10 423983 MERRIMAN/OTC 2,000.00 10.900 20.00 21,820.00
PUR 7/14/10 67066G10 NVIDIA CORP
48849 7/19/10 423988 INSTINET/SOFT-FACTSET 2,000.00 11.025 100.00 22,149.80
PUR 7/16/10 67066G10 NVIDIA CORP
48849 7/21/10 423996 CREDIT SUISSE SEC (AES) 2,000.00 10.724 20.00 21,467.00
PUR 7/02/10 69002720 OUTDOOR CHANNEL HOLDINGS IN
29494 7/08/10 423957 LABRANCHE/SOFT 2,000.00 4.741 100.00 9,582.00
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 7/01/10 THROUGH 7/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 15
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/07/10 70959W10 PENSKE AUTO GROUP
51316 7/12/10 423965 ELECTRONIC BROKERAGE SYSTEM 2,000.00 10.970 10.00 21,950.00
PUR 7/09/10 71708110 PFIZER INC
48433 7/14/10 423974 ELECTRONIC BROKERAGE SYSTEM 4,000.00 14.789 20.00 59,177.20
PUR 7/13/10 71708110 PFIZER INC
48433 7/16/10 423983 ELECTRONIC BROKERAGE SYSTEM 4,000.00 14.840 20.00 59,380.00
PUR 7/16/10 74164M10 PRIMERICA INC
51335 7/21/10 423996 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 20.960 60.00 41,980.00
PUR 7/20/10 75043810 RADIOSHACK CORP
51292 7/23/10 424005 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 20.008 60.00 40,076.00
PUR 7/27/10 75043810 RADIOSHACK CORP
51292 7/30/10 424026 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 20.480 60.00 41,020.00
PUR 6/29/10 75091710 RAMBUS INC
52461 7/02/10 423945 INSTINET (DOMESTIC) 25,000.00 18.390 175.00 459,930.00
PUR 6/29/10 75091710 RAMBUS INC
52461 7/02/10 423945 LABRANCHE/0TC 2,000.00 17.875 20.00 35,770.00
PUR 6/30/10 75091710 RAMBUS INC
52461 7/06/10 423949 INSTINET (DOMESTIC) 3,000.00 18.056 21.00 54,187.80
PUR 7/02/10 75091710 RAMBUS INC
52461 7/08/10 423957 LABRANCHE/SOFT 2,000.00 17.735 100.00 35,569.80
PUR 7/09/10 76041610 REPUBLIC FIRST BANCORP INC.
43802 7/14/10 423974 LABRANCHE/0TC 10,000.00 2.094 100.00 21,043.00
PUR 7/02/10 79084910 ST JUDE MEDICAL INC
33134 7/08/10 423957 ELECTRONIC BROKERAGE SYSTEM 2,000.00 35.483 10.00 70,976.00
PUR 7/12/10 79084910 ST JUDE MEDICAL INC
33134 7/15/10 423979 ELECTRONIC BROKERAGE SYSTEM 1,000.00 36.680 5.00 36,685.00
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 7/01/10 THROUGH 7/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 16
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/15/10 79084910 ST JUDE MEDICAL INC
33134 7/20/10 423992 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 36.985 30.00 37,015.00
PUR 7/23/10 79084910 ST JUDE MEDICAL INC
33134 7/28/10 424018 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 36.206 30.00 36,236.00
PUR 6/28/10 80090720 SANMINA-SCI CORP
49559 7/01/10 423941 LABRANCHE/0TC 2,000.00 15.088 20.00 30,196.20
PUR 6/29/10 80090720 SANMINA-SCI CORP
49559 7/02/10 423945 INSTINET (DOMESTIC) 2,000.00 14.574 14.00 29,162.80
PUR 6/29/10 80090720 SANMINA-SCI CORP
49559 7/02/10 423945 MERRIMAN/OTC 2,000.00 13.852 20.00 27,723.00
PUR 7/01/10 80090720 SANMINA-SCI CORP
49559 7/07/10 423953 LABRANCHE/0TC 2,000.00 13.304 20.00 26,628.00
PUR 7/15/10 82028010 SHAW GROUP INC (THE)
48841 7/20/10 423992 CREDIT SUISSE SEC (AES) 1,000.00 34.314 10.00 34,324.00
PUR 7/23/10 82028010 SHAW GROUP INC (THE)
48841 7/28/10 424018 CREDIT SUISSE SEC (AES) 1,000.00 32.440 10.00 32,450.00
PUR 7/06/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR
50405 7/09/10 423961 ELECTRONIC BROKERAGE SYSTEM 2,000.00 27.490 10.00 54,990.00
PUR 7/19/10 88731730 TIME WARNER INC.
52656 7/22/10 424001 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 29.936 300.00 299,658.00
PUR 7/27/10 88732J20 TIME WARNER CABLE INC
52800 7/30/10 424026 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 55.755 300.00 557,846.00
PUR 7/16/10 90323610 URS CORP.
42955 7/21/10 423996 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 39.610 60.00 79,280.00
PUR 6/29/10 91126810 UNITED ONLINE INC
44273 7/02/10 423945 LABRANCHE/0TC 4,000.00 5.960 40.00 23,879.60
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 7/01/10 THROUGH 7/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 17
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/01/10 91126810 UNITED ONLINE INC
44273 7/07/10 423953 LABRANCHE/0TC 6,000.00 5.667 60.00 34,062.60
PUR 7/02/10 91126810 UNITED ONLINE INC
44273 7/08/10 423957 LABRANCHE/SOFT 2,000.00 5.649 100.00 11,397.20
PUR 7/09/10 92343V10 VERIZON COMMUNICATIONS INC
52561 7/14/10 423974 CAPIS/SOFT 20,000.00 26.590 1,000.00 532,798.00
PUR 7/12/10 92343V10 VERIZON COMMUNICATIONS INC
52561 7/15/10 423979 ELECTRONIC BROKERAGE SYSTEM 10,000.00 26.510 50.00 265,150.00
PUR 7/13/10 92343V10 VERIZON COMMUNICATIONS INC
52561 7/16/10 423983 ELECTRONIC BROKERAGE SYSTEM 10,000.00 26.761 50.00 267,664.00
PUR 7/14/10 92343V10 VERIZON COMMUNICATIONS INC
52561 7/19/10 423988 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 26.770 120.00 107,201.60
PUR 7/20/10 92343V10 VERIZON COMMUNICATIONS INC
52561 7/23/10 424005 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 26.620 30.00 26,650.00
PUR 7/02/10 92829810 VISHAY INTERTECHNOLOGY INC
52523 7/08/10 423957 ELECTRONIC BROKERAGE SYSTEM 70,000.00 7.583 350.00 531,181.00
PUR 7/06/10 92829810 VISHAY INTERTECHNOLOGY INC
52523 7/09/10 423961 ELECTRONIC BROKERAGE SYSTEM 1,000.00 7.400 5.00 7,405.00
PUR 7/06/10 92829810 VISHAY INTERTECHNOLOGY INC
52523 7/09/10 423961 ELECTRONIC BROKERAGE SYSTEM 6,000.00 7.630 30.00 45,810.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 7,000.00 7.597 53,215.00
35.00
PUR 7/13/10 96181530 WESTWOOD ONE INC
51695 7/16/10 423983 MERRIMAN/OTC 2,000.00 8.487 20.00 16,993.00
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 7/01/10 THROUGH 7/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 18
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/16/10 96181530 WESTWOOD ONE INC
51695 7/21/10 423996 CREDIT SUISSE SEC (AES) 1,000.00 7.759 10.00 7,769.30
PUR 7/26/10 96181530 WESTWOOD ONE INC
51695 7/29/10 424022 CREDIT SUISSE SEC (AES) 2,000.00 7.156 20.00 14,332.00
PUR 7/27/10 96181530 WESTWOOD ONE INC
51695 7/30/10 424026 JANNEY MONTGOMERY SCOTT 2,000.00 7.000 60.00 14,060.00
PUR 7/12/10 96216610 WEYERHAEUSER CO
52568 7/15/10 423979 ELECTRONIC BROKERAGE SYSTEM 14,000.00 38.742 70.00 542,451.00
PUR 7/20/10 96332010 WHIRLPOOL CORP
52707 7/23/10 424005 DEUTSCHE BANK AG (DOMESTIC) 7,000.00 88.356 280.00 618,773.40
PUR 7/21/10 96332010 WHIRLPOOL CORP
52707 7/26/10 424009 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 85.993 30.00 86,023.00
PUR 7/21/10 98884U10 ZAGG INC
52716 7/26/10 424009 JANNEY MONTGOMERY SCOTT 50,000.00 2.843 1,500.00 143,630.00
PUR 7/22/10 98884U10 ZAGG INC
52716 7/27/10 424013 JANNEY MONTGOMERY SCOTT 10,000.00 2.846 300.00 28,764.00
PUR 7/23/10 98884U10 ZAGG INC
52716 7/28/10 424018 CREDIT SUISSE SEC (AES) 7,633.00 2.765 76.33 21,180.81
PUR 7/26/10 98884U10 ZAGG INC
52716 7/29/10 424022 CREDIT SUISSE SEC (AES) 2,367.00 2.748 23.67 6,527.71
PUR 7/16/10 H8817H10 TRANSOCEAN LTD
52643 7/21/10 423996 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 52.852 300.00 528,823.00
PUR 7/09/10 H8912P10 TYCO ELECTRONICS LTD
48848 7/14/10 423974 ELECTRONIC BROKERAGE SYSTEM 2,000.00 24.649 10.00 49,308.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 1,071,515.00 18,320,303.03
22,978.05
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 1,071,515.00 18,320,303.03
22,978.05
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 19
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 7/20/10 00246W10 AXT INC. .73
51014 7/23/10 424006 CREDIT SUISSE SEC (AES) 10,000.00 4.317 100.00 43,066.27 8,505.99
SALE 7/23/10 00246W10 AXT INC. .79
51014 7/28/10 424019 CREDIT SUISSE SEC (AES) 10,000.00 4.638 100.00 46,276.21 11,715.93
SALE 7/26/10 00246W10 AXT INC. .41
51014 7/29/10 424023 CREDIT SUISSE SEC (AES) 5,000.00 4.839 50.00 24,145.59 6,865.45
SALE 7/26/10 00246W10 AXT INC. .44
51014 7/29/10 424023 JANNEY MONTGOMERY SCOTT 5,000.00 5.175 150.00 25,726.56 8,446.42
SALE 7/27/10 00246W10 AXT INC. .47
51014 7/30/10 424027 CREDIT SUISSE SEC (AES) 5,000.00 5.468 50.00 27,290.03 10,009.89
SALE 7/27/10 00246W10 AXT INC. .44
51014 7/30/10 424027 JANNEY MONTGOMERY SCOTT 5,000.00 5.158 150.00 25,639.56 8,359.42
SALE 7/08/10 00826A10 AFFYMAX INC .21
52414 7/13/10 423971 INSTINET (DOMESTIC) 2,000.00 6.161 14.00 12,307.79 -2,332.73
SALE 7/09/10 02209S10 ALTRIA GROUP INC. .37
42872 7/14/10 423975 ELECTRONIC BROKERAGE SYSTEM 1,000.00 21.336 5.00 21,330.63 3,298.28
SALE 7/15/10 02313510 AMAZON.COM INC 2.07
52264 7/20/10 423993 CREDIT SUISSE SEC (AES) 1,000.00 122.16 10.00 122,154.93 3,346.58
SALE 7/15/10 02313510 AMAZON.COM INC 2.04
52264 7/20/10 423993 CREDIT SUISSE SEC (AES) 1,000.00 120.21 10.00 120,206.46 1,398.11
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000.00 121.19 4.11 242,361.39 4,744.69
20.00
SALE 7/16/10 02313510 AMAZON.COM INC 2.02
52264 7/21/10 423997 CREDIT SUISSE SEC (AES) 1,000.00 119.30 10.00 119,295.98 487.63
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 20
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/19/10 02313510 AMAZON.COM INC 6.06
52264 7/22/10 424002 JANNEY MONTGOMERY SCOTT 3,000.00 119.37 90.00 358,025.64 1,600.59
SALE 7/02/10 02581610 AMERICAN EXPRESS CO .67
51889 7/08/10 423958 ELECTRONIC BROKERAGE SYSTEM 1,000.00 39.274 5.00 39,268.33 -1,427.07
SALE 7/01/10 02942910 AMERICAN SCIENCE & ENGIN 3.85
51891 7/07/10 423954 MERRIMAN/OTC 3,000.00 75.823 30.00 227,435.75 8,013.53
SALE 7/02/10 02942910 AMERICAN SCIENCE & ENGIN 7.56
51891 7/08/10 423958 LABRANCHE/SOFT 6,000.00 74.537 300.00 446,913.24 8,068.80
SALE 7/22/10 03209510 AMPHENOL CORP-CL A 1.45
51955 7/27/10 424014 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 43.000 60.00 85,938.55 -2,354.05
SALE 7/23/10 03209510 AMPHENOL CORP-CL A 1.49
51955 7/28/10 424019 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 43.975 60.00 87,887.51 -405.09
SALE 7/26/10 03209510 AMPHENOL CORP-CL A .77
51955 7/29/10 424023 OPPENHEIMER & CO., INC 1,000.00 45.060 30.00 45,029.23 882.93
SALE 7/27/10 03209510 AMPHENOL CORP-CL A 1.52
51955 7/30/10 424027 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 45.085 60.00 90,108.48 1,815.88
SALE 7/08/10 03251110 ANADARKO PETROLEUM CORP 1.52
52173 7/13/10 423971 ELECTRONIC BROKERAGE SYSTEM 2,000.00 44.960 10.00 89,908.48 3,344.70
SALE 7/21/10 03783310 APPLE INC 2.23
36208 7/26/10 424010 CREDIT SUISSE SEC (AES) 500.00 263.88 5.00 131,936.02 43,716.43
SALE 6/29/10 04685W10 ATHENAHEALTH INC .86
52172 7/02/10 423946 INSTINET (DOMESTIC) 2,000.00 25.212 14.00 50,409.14 -2,753.66
SALE 6/29/10 04685W10 ATHENAHEALTH INC .87
52172 7/02/10 423946 LABRANCHE/0TC 2,000.00 25.798 20.00 51,575.93 -1,586.87
SALE 6/30/10 04685W10 ATHENAHEALTH INC .88
52172 7/06/10 423950 INSTINET (DOMESTIC) 2,000.00 25.878 14.00 51,740.92 -1,421.88
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 21
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/01/10 04685W10 ATHENAHEALTH INC .87
52172 7/07/10 423954 MERRIMAN/OTC 2,000.00 25.708 20.00 51,395.93 -1,766.87
SALE 7/02/10 04685W10 ATHENAHEALTH INC 4.04
52172 7/08/10 423958 MERRIMAN/OTC 10,000.00 23.885 100.00 238,747.96 -27,066.04
SALE 7/20/10 04951310 ATMEL CORP. .85
44327 7/23/10 424006 CREDIT SUISSE SEC (AES) 10,000.00 4.980 100.00 49,700.15 14,156.04
SALE 7/02/10 05275N10 AUTOBYTEL INC .19
51859 7/08/10 423958 MERRIMAN/OTC 10,000.00 1.123 100.00 11,130.81 33.81
SALE 7/19/10 05275N10 AUTOBYTEL INC .20
51859 7/22/10 424002 JANNEY MONTGOMERY SCOTT 10,000.00 1.136 300.00 11,060.80 -36.20
SALE 7/20/10 05275N10 AUTOBYTEL INC .20
51859 7/23/10 424006 CREDIT SUISSE SEC (AES) 10,000.00 1.136 100.00 11,254.80 157.80
SALE 7/21/10 05275N10 AUTOBYTEL INC .20
51859 7/26/10 424010 CREDIT SUISSE SEC (AES) 10,000.00 1.127 100.00 11,164.80 67.80
SALE 7/26/10 05548J10 BJ'S WHOLESALE CLUB INC 1.57
52525 7/29/10 424023 OPPENHEIMER & CO., INC 2,000.00 46.200 60.00 92,338.43 5,446.52
SALE 7/26/10 05714910 MICHAEL BAKER CORP .66
37926 7/29/10 424023 OPPENHEIMER & CO., INC 1,000.00 38.650 30.00 38,619.34 5,438.48
SALE 7/07/10 07181310 BAXTER INTERNATIONAL INC 1.43
51641 7/12/10 423966 ELECTRONIC BROKERAGE SYSTEM 2,000.00 42.229 10.00 84,446.57 -16,565.63
SALE 7/08/10 07181310 BAXTER INTERNATIONAL INC 1.47
51641 7/13/10 423971 ELECTRONIC BROKERAGE SYSTEM 2,000.00 43.312 10.00 86,611.53 -14,400.67
SALE 7/09/10 07181310 BAXTER INTERNATIONAL INC 7.42
51641 7/14/10 423975 ELECTRONIC BROKERAGE SYSTEM 10,000.00 43.852 50.00 438,463.58 -66,597.42
SALE 7/23/10 09062X10 BIOGEN IDEC INC .95
47969 7/28/10 424019 CREDIT SUISSE SEC (AES) 1,000.00 56.120 10.00 56,108.55 7,477.56
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 7/01/10 THROUGH 7/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 22
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/27/10 09062X10 BIOGEN IDEC INC 1.95
47969 7/30/10 424027 JANNEY MONTGOMERY SCOTT 2,000.00 57.597 60.00 115,132.05 17,870.07
SALE 7/06/10 11012210 BRISTOL-MYERS SQUIBB CO. .86
37974 7/09/10 423962 ELECTRONIC BROKERAGE SYSTEM 2,000.00 25.220 10.00 50,429.14 5,157.58
SALE 6/30/10 11161T10 BROADWIND ENERGY INC .97
50442 7/06/10 423950 INSTINET (DOMESTIC) 20,000.00 2.841 140.00 56,675.03 -58,668.72
SALE 7/01/10 11161T10 BROADWIND ENERGY INC .95
50442 7/07/10 423954 MERRIMAN/OTC 20,000.00 2.793 200.00 55,659.05 -59,684.70
SALE 7/02/10 11161T10 BROADWIND ENERGY INC 1.43
50442 7/08/10 423958 INSTINET/SOFT-FACTSET 30,000.00 2.811 1,500.00 82,828.57 -90,187.06
SALE 7/08/10 11776U30 BSQUARE CORP .23
48982 7/13/10 423971 MERRIMAN/OTC 5,000.00 2.618 50.00 13,040.27 722.71
SALE 7/09/10 11776U30 BSQUARE CORP .22
48982 7/14/10 423975 LABRANCHE/0TC 5,000.00 2.557 50.00 12,732.78 415.21
SALE 7/16/10 11776U30 BSQUARE CORP .26
48982 7/21/10 423997 CREDIT SUISSE SEC (AES) 5,000.00 3.014 50.00 15,019.24 2,701.68
SALE 7/19/10 11776U30 BSQUARE CORP .25
48982 7/22/10 424002 JANNEY MONTGOMERY SCOTT 5,000.00 2.957 150.00 14,634.75 2,317.18
SALE 7/20/10 11776U30 BSQUARE CORP .25
48982 7/23/10 424006 JANNEY MONTGOMERY SCOTT 5,000.00 2.950 150.00 14,599.75 2,282.19
SALE 7/23/10 11776U30 BSQUARE CORP .20
48982 7/28/10 424019 CREDIT SUISSE SEC (AES) 3,600.00 3.154 36.00 11,317.84 2,449.19
SALE 7/26/10 11776U30 BSQUARE CORP .02
48982 7/29/10 424023 CREDIT SUISSE SEC (AES) 200.00 3.168 2.00 631.48 138.78
SALE 7/27/10 11776U30 BSQUARE CORP .07
48982 7/30/10 424027 CREDIT SUISSE SEC (AES) 1,200.00 3.026 12.00 3,618.65 662.43
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 7/01/10 THROUGH 7/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 23
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/02/10 12591930 CPI AEROSTRUCTURES INC .18
51344 7/08/10 423958 ELECTRONIC BROKERAGE SYSTEM 1,000.00 10.110 5.00 10,104.82 1,681.38
SALE 7/27/10 14204220 CARIBOU COFFEE CO INC .36
51581 7/30/10 424027 CREDIT SUISSE SEC (AES) 2,000.00 10.528 20.00 21,036.04 5,790.19
SALE 7/09/10 14343640 CARMIKE CINEMAS .50
49214 7/14/10 423975 LABRANCHE/0TC 4,000.00 7.344 40.00 29,336.70 -11,709.25
SALE 7/20/10 14343640 CARMIKE CINEMAS .23
49214 7/23/10 424006 CREDIT SUISSE SEC (AES) 2,000.00 6.627 20.00 13,234.37 -7,288.60
SALE 7/08/10 16516710 CHESAPEAKE ENERGY CORP. 3.63
41851 7/13/10 423971 ELECTRONIC BROKERAGE SYSTEM 10,000.00 21.374 50.00 213,682.37 -39,954.05
SALE 7/12/10 17296710 CITIGROUP INC .69
51155 7/15/10 423980 ELECTRONIC BROKERAGE SYSTEM 10,000.00 4.070 50.00 40,649.31 -976.86
SALE 7/26/10 18683K10 CLIFFS NATURAL RESOURCES .95
51098 7/29/10 424023 OPPENHEIMER & CO., INC 1,000.00 56.100 30.00 56,069.05 -6,255.29
SALE 7/19/10 19416210 COLGATE-PALMOLIVE CO 2.80
52110 7/22/10 424002 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 82.965 60.00 165,867.80 9,348.12
SALE 7/23/10 20586240 COMVERSE TECHNOLOGY INC 1.51
50584 7/28/10 424019 JANNEY MONTGOMERY SCOTT 12,000.00 7.400 360.00 88,438.49 -22,335.83
SALE 7/26/10 20586240 COMVERSE TECHNOLOGY INC 2.50
50584 7/29/10 424023 JANNEY MONTGOMERY SCOTT 20,000.00 7.383 600.00 147,053.50 -37,570.37
SALE 7/27/10 20586240 COMVERSE TECHNOLOGY INC 1.91
50584 7/30/10 424027 JANNEY MONTGOMERY SCOTT 15,000.00 7.505 450.00 112,118.59 -26,349.32
SALE 7/14/10 22544710 CREE INC 1.18
52054 7/19/10 423989 INSTINET/SOFT-FACTSET 1,000.00 69.755 50.00 69,703.42 5,173.99
SALE 7/23/10 22544710 CREE INC 1.19
52054 7/28/10 424019 CREDIT SUISSE SEC (AES) 1,000.00 69.969 10.00 69,957.51 5,428.08
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 7/01/10 THROUGH 7/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 24
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/20/10 23326R10 DG FASTCHANNEL .60
52270 7/23/10 424006 CREDIT SUISSE SEC (AES) 1,000.00 35.419 10.00 35,407.90 -3,684.63
SALE 7/02/10 25674610 DOLLAR TREE INC .37
42995 7/08/10 423958 MERRIMAN/OTC 500.00 43.040 5.00 21,514.63 7,587.36
SALE 7/01/10 26153C10 DREAMWORKS ANIMATION 1.92
52111 7/07/10 423954 ELECTRONIC BROKERAGE SYSTEM 4,000.00 28.271 20.00 113,063.28 -5,001.72
SALE 7/02/10 26153C10 DREAMWORKS ANIMATION .48
52111 7/08/10 423958 ELECTRONIC BROKERAGE SYSTEM 1,000.00 28.180 5.00 28,174.52 -1,341.73
SALE 7/12/10 26153C10 DREAMWORKS ANIMATION 1.02
52111 7/15/10 423980 ELECTRONIC BROKERAGE SYSTEM 2,000.00 30.146 10.00 60,281.78 1,249.28
SALE 7/14/10 26153C10 DREAMWORKS ANIMATION .53
52111 7/19/10 423989 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 31.143 30.00 31,112.47 1,596.22
SALE 7/20/10 26153C10 DREAMWORKS ANIMATION 1.01
52111 7/23/10 424006 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 29.896 60.00 59,729.99 697.49
SALE 7/27/10 26153C10 DREAMWORKS ANIMATION 5.41
52111 7/30/10 424027 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 32.003 300.00 319,723.59 24,561.09
SALE 7/09/10 26864810 EMC CORP/MASS .66
51001 7/14/10 423975 ELECTRONIC BROKERAGE SYSTEM 2,000.00 19.386 10.00 38,761.34 3,396.18
SALE 7/15/10 26864810 EMC CORP/MASS 5.87
51001 7/20/10 423993 DEUTSCHE BANK AG (DOMESTIC) 17,000.00 20.429 510.00 346,778.83 46,175.01
SALE 7/19/10 26864810 EMC CORP/MASS 5.81
51001 7/22/10 424002 DEUTSCHE BANK AG (DOMESTIC) 17,000.00 20.223 510.00 343,281.99 42,678.17
SALE 7/27/10 29362U10 ENTERGRIS INC .99
49651 7/30/10 424027 JANNEY MONTGOMERY SCOTT 12,000.00 4.861 360.00 57,973.41 5,200.09
SALE 7/02/10 29384R10 ENTROPIC COMMUNICATIONS INC .23
51126 7/08/10 423958 MERRIMAN/OTC 2,000.00 6.510 20.00 12,999.77 3,765.21
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 7/01/10 THROUGH 7/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 25
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/26/10 29384R10 ENTROPIC COMMUNICATIONS INC .51
51126 7/29/10 424023 JANNEY MONTGOMERY SCOTT 4,000.00 7.410 120.00 29,519.49 10,910.98
SALE 7/27/10 29384R10 ENTROPIC COMMUNICATIONS INC .85
51126 7/30/10 424027 JANNEY MONTGOMERY SCOTT 7,000.00 7.120 210.00 49,629.15 17,064.26
SALE 7/08/10 34583810 FOREST LABS "A" 3.34
52216 7/13/10 423971 ELECTRONIC BROKERAGE SYSTEM 7,000.00 28.191 35.00 197,296.56 22,553.76
SALE 7/20/10 35952W10 FUEL SYSTEMS SOLUTIONS INC. 1.75
50827 7/23/10 424006 CREDIT SUISSE SEC (AES) 4,000.00 25.850 40.00 103,357.45 -13,080.96
SALE 7/26/10 35952W10 FUEL SYSTEMS SOLUTIONS INC. 1.91
50827 7/29/10 424023 CREDIT SUISSE SEC (AES) 4,000.00 28.194 40.00 112,733.29 -3,705.12
SALE 7/16/10 38141G10 GOLDMAN SACHS GROUP INC 7.50
50530 7/21/10 423997 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 148.00 90.00 443,909.70 -21,407.39
SALE 7/16/10 38141G10 GOLDMAN SACHS GROUP INC 2.51
50530 7/21/10 423997 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 148.48 30.00 148,448.09 -6,657.61
SALE 7/16/10 38141G10 GOLDMAN SACHS GROUP INC 6.17
50530 7/21/10 423997 DEUTSCHE BANK AG (DOMESTIC) 2,400.00 152.00 72.00 364,721.83 -7,531.84
-------------- ====== ---------- -------------- --------------
3 INTRA-DAY TRANSACTIONS SUBTOTAL: 6,400.00 149.57 16.18 957,079.62 -35,596.84
192.00
SALE 7/20/10 38141G10 GOLDMAN SACHS G 10.09
52710 7/23/10 424006 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 149.25 120.00 596,887.51 28,918.31
SALE 7/09/10 38259P50 GOOGLE INC .79
33645 7/14/10 423975 LABRANCHE/0TC 100.00 467.56 1.00 46,754.21 -4,139.63
SALE 7/07/10 39060710 GREAT LAKES DREDGE & DOCK 1.05
52399 7/12/10 423966 LABRANCHE/SOFT 10,000.00 6.209 500.00 61,590.95 -2,023.93
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 7/01/10 THROUGH 7/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 26
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/08/10 39060710 GREAT LAKES DREDGE & DOCK 1.04
52399 7/13/10 423971 INSTINET (DOMESTIC) 10,000.00 6.109 70.00 61,022.96 -2,591.92
SALE 7/12/10 39060710 GREAT LAKES DREDGE & DOCK 1.01
52399 7/15/10 423980 INSTINET (PORTAL) 10,000.00 5.946 70.00 59,388.99 -4,225.89
SALE 7/15/10 39060710 GREAT LAKES DREDGE & DOCK .98
52399 7/20/10 423993 CREDIT SUISSE SEC (AES) 10,000.00 5.781 100.00 57,711.02 -5,903.86
SALE 7/16/10 39060710 GREAT LAKES DREDGE & DOCK .96
52399 7/21/10 423997 CREDIT SUISSE SEC (AES) 10,000.00 5.650 100.00 56,399.04 -7,215.84
SALE 7/19/10 39060710 GREAT LAKES DREDGE & DOCK .93
52399 7/22/10 424002 JANNEY MONTGOMERY SCOTT 10,000.00 5.474 300.00 54,442.07 -9,172.81
SALE 7/20/10 39060710 GREAT LAKES DREDGE & DOCK .93
52399 7/23/10 424006 CREDIT SUISSE SEC (AES) 10,000.00 5.472 100.00 54,614.07 -9,000.81
SALE 7/21/10 39060710 GREAT LAKES DREDGE & DOCK .95
52399 7/26/10 424010 CREDIT SUISSE SEC (AES) 10,000.00 5.618 100.00 56,082.05 -7,532.83
SALE 7/26/10 40161710 GUESS? INC 5.06
52522 7/29/10 424023 OPPENHEIMER & CO., INC 8,000.00 37.410 240.00 299,034.94 39,034.94
SALE 7/27/10 40161710 GUESS? INC 5.24
52522 7/30/10 424027 OPPENHEIMER & CO., INC 8,000.00 38.713 240.00 309,456.36 49,456.36
SALE 7/12/10 44701110 HUNTSMAN CORP .77
52072 7/15/10 423980 ELECTRONIC BROKERAGE SYSTEM 5,000.00 8.998 25.00 44,965.23 1,901.73
SALE 7/13/10 45814010 INTEL CORP 1.07
48017 7/16/10 423984 MERRIMAN/OTC 3,000.00 20.967 30.00 62,869.63 2,205.71
SALE 7/20/10 45814010 INTEL CORP 1.44
48017 7/23/10 424006 CREDIT SUISSE SEC (AES) 4,000.00 21.167 40.00 84,626.16 3,740.93
SALE 7/23/10 45814010 INTEL CORP 8.37
48017 7/28/10 424019 CREDIT SUISSE SEC (AES) 23,000.00 21.520 230.00 494,719.33 29,629.26
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 27
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/02/10 45920010 INTL BUSINESS MACHINES CORP 1.04
45198 7/08/10 423958 ELECTRONIC BROKERAGE SYSTEM 500.00 122.69 2.50 61,344.46 10,351.04
SALE 7/02/10 46612K10 JDA SOFTWARE 3.65
50049 7/08/10 423958 MERRIMAN/OTC 10,000.00 21.592 100.00 215,813.35 -20,856.98
SALE 6/29/10 47189410 JAVELIN PHARMACEUTICALS 2.47
52431 7/02/10 423946 ELECTRONIC BROKERAGE SYSTEM 66,900.00 2.179 334.50 145,438.13 51,732.15
SALE 7/26/10 47836610 JOHNSON CONTROL 1.49
52249 7/29/10 424023 OPPENHEIMER & CO., INC 3,000.00 29.260 90.00 87,688.51 7,177.51
SALE 6/29/10 50540R40 LABORATORY CORP OF AMERICA 2.61
21677 7/02/10 423946 ELECTRONIC BROKERAGE SYSTEM 2,000.00 77.010 10.00 154,007.39 24,636.60
SALE 7/02/10 50540R40 LABORATORY CORP OF AMERICA 2.54
21677 7/08/10 423958 ELECTRONIC BROKERAGE SYSTEM 2,000.00 75.100 10.00 150,187.46 20,816.67
SALE 7/02/10 50540R40 LABORATORY CORP OF AMERICA 1.28
21677 7/08/10 423958 ELECTRONIC BROKERAGE SYSTEM 1,000.00 75.430 5.00 75,423.72 10,738.32
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 3,000.00 75.210 3.82 225,611.18 31,554.99
15.00
SALE 7/27/10 52186520 LEAR CORP 1.28
49723 7/30/10 424027 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 75.927 30.00 75,895.72 8,871.95
SALE 7/08/10 53245710 ELI LILLY & CO. .60
44053 7/13/10 423971 ELECTRONIC BROKERAGE SYSTEM 1,000.00 35.030 5.00 35,024.40 596.79
SALE 7/27/10 53591920 LIONS GATE ENTERTAINMENT CO 4.27
52709 7/30/10 424027 OPPENHEIMER & CO., INC 37,215.00 6.775 1,116.45 250,999.74 9,070.31
SALE 7/02/10 55254110 M & F WORLDWIDE CORP .91
50781 7/08/10 423958 ELECTRONIC BROKERAGE SYSTEM 2,000.00 26.630 10.00 53,249.09 -13,726.61
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 28
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/12/10 55254110 M & F WORLDWIDE CORP 3.26
50781 7/15/10 423980 ELECTRONIC BROKERAGE SYSTEM 7,000.00 27.526 35.00 192,644.44 -41,770.51
SALE 7/23/10 56845T30 MARINER ENERGY INC .79
52429 7/28/10 424019 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 23.298 60.00 46,535.21 2,562.45
SALE 7/02/10 58446K10 MEDIACOM COMMUNICATIONS 1.16
52131 7/08/10 423958 LABRANCHE/SOFT 10,000.00 6.888 500.00 68,375.84 5,344.48
SALE 7/09/10 58446K10 MEDIACOM COMMUNICATIONS 1.13
52131 7/14/10 423975 LABRANCHE/0TC 10,000.00 6.687 100.00 66,770.87 3,739.51
SALE 7/12/10 58446K10 MEDIACOM COMMUNICATIONS 1.17
52131 7/15/10 423980 INSTINET (PORTAL) 10,000.00 6.872 70.00 68,649.83 5,618.46
SALE 7/13/10 58446K10 MEDIACOM COMMUNICATIONS 1.18
52131 7/16/10 423984 MERRIMAN/OTC 10,000.00 6.981 100.00 69,703.82 6,672.46
SALE 7/19/10 58446K10 MEDIACOM COMMUNICATIONS 1.13
52131 7/22/10 424002 JANNEY MONTGOMERY SCOTT 10,000.00 6.655 300.00 66,244.87 3,213.50
SALE 7/20/10 58446K10 MEDIACOM COMMUNICATIONS 1.12
52131 7/23/10 424006 CREDIT SUISSE SEC (AES) 10,000.00 6.580 100.00 65,697.88 2,666.51
SALE 7/20/10 58446K10 MEDIACOM COMMUNICATIONS 1.13
52131 7/23/10 424006 JANNEY MONTGOMERY SCOTT 10,000.00 6.686 300.00 66,556.87 3,525.51
SALE 7/23/10 58446K10 MEDIACOM COMMUNICATIONS 1.15
52131 7/28/10 424019 CREDIT SUISSE SEC (AES) 10,000.00 6.750 100.00 67,394.85 4,363.49
SALE 7/26/10 58446K10 MEDIACOM COMMUNICATIONS 1.22
52131 7/29/10 424023 CREDIT SUISSE SEC (AES) 10,000.00 7.200 100.00 71,902.78 8,871.41
SALE 7/15/10 58469030 MEDICIS PHARMACEUTICAL-CL A .83
51855 7/20/10 423993 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 24.426 60.00 48,791.77 52.47
SALE 6/30/10 58949910 MERGE HEALTHCARE INC .50
47985 7/06/10 423950 INSTINET (DOMESTIC) 10,000.00 2.956 70.00 29,488.50 -4,697.95
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 7/01/10 THROUGH 7/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 29
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/02/10 58949910 MERGE HEALTHCARE INC .50
47985 7/08/10 423958 LABRANCHE/SOFT 10,000.00 2.961 500.00 29,109.50 -5,076.95
SALE 7/07/10 58949910 MERGE HEALTHCARE INC .50
47985 7/12/10 423966 LABRANCHE/SOFT 10,000.00 2.973 500.00 29,225.50 -4,960.95
SALE 7/08/10 58949910 MERGE HEALTHCARE INC .27
47985 7/13/10 423971 MERRIMAN/OTC 5,000.00 3.097 50.00 15,433.73 -1,659.50
SALE 7/09/10 58949910 MERGE HEALTHCARE INC .26
47985 7/14/10 423975 LABRANCHE/0TC 5,000.00 3.103 50.00 15,465.24 -1,627.99
SALE 7/12/10 58949910 MERGE HEALTHCARE INC .27
47985 7/15/10 423980 INSTINET (PORTAL) 5,000.00 3.138 35.00 15,656.73 -1,436.50
SALE 7/15/10 58949910 MERGE HEALTHCARE INC .26
47985 7/20/10 423993 CREDIT SUISSE SEC (AES) 5,000.00 3.064 50.00 15,270.74 -1,822.49
SALE 7/23/10 58949910 MERGE HEALTHCARE INC .53
47985 7/28/10 424019 CREDIT SUISSE SEC (AES) 10,000.00 3.120 100.00 31,102.47 -3,083.98
SALE 7/20/10 59511210 MICRON TECHNOLOGY INC .55
48421 7/23/10 424006 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 8.160 120.00 32,519.45 1,495.79
SALE 7/21/10 61744644 MORGAN STANLEY .92
47655 7/26/10 424010 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 27.230 60.00 54,399.08 -2,771.24
SALE 7/19/10 62010710 MOTRICITY INC .56
52524 7/22/10 424002 JANNEY MONTGOMERY SCOTT 4,000.00 8.258 120.00 32,910.64 2,308.64
SALE 7/20/10 62010710 MOTRICITY INC .55
52524 7/23/10 424006 CREDIT SUISSE SEC (AES) 4,000.00 8.121 40.00 32,442.65 1,840.65
SALE 7/26/10 62010710 MOTRICITY INC .28
52524 7/29/10 424023 JANNEY MONTGOMERY SCOTT 2,000.00 8.200 60.00 16,339.72 1,038.72
SALE 7/27/10 62010710 MOTRICITY INC .28
52524 7/30/10 424027 JANNEY MONTGOMERY SCOTT 2,000.00 8.167 60.00 16,272.72 971.72
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 30
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TRXN/ TRADE/ 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 6/29/10 62886E10 NCR CORP .43
51677 7/02/10 423946 ELECTRONIC BROKERAGE SYSTEM 2,000.00 12.600 10.00 25,189.57 -3,528.34
SALE 7/15/10 62886E10 NCR CORP 1.35
51677 7/20/10 423993 DEUTSCHE BANK AG (DOMESTIC) 6,000.00 13.356 180.00 79,953.45 -6,200.28
SALE 7/02/10 62937750 NRG ENERGY INC .36
50443 7/08/10 423958 ELECTRONIC BROKERAGE SYSTEM 1,000.00 21.040 5.00 21,034.64 -3,374.28
SALE 7/01/10 62944T10 NVR INC 4.39
48031 7/07/10 423954 BMO CAPITAL MARKETS/EXECUTI 400.00 648.65 4.00 259,452.93 -10,255.73
SALE 7/02/10 62944T10 NVR INC 3.31
48031 7/08/10 423958 BMO CAPITAL MARKETS/EXECUTI 300.00 651.36 3.00 195,403.70 -6,877.80
SALE 7/20/10 67000610 NOVELL INC 1.04
45030 7/23/10 424006 CREDIT SUISSE SEC (AES) 10,000.00 6.100 100.00 60,900.96 9,227.34
SALE 7/20/10 68389X10 ORACLE CORP 2.36
46204 7/23/10 424006 CREDIT SUISSE SEC (AES) 6,000.00 23.185 60.00 139,047.04 12,540.69
SALE 7/20/10 68389X10 ORACLE CORP .80
46204 7/23/10 424006 JANNEY MONTGOMERY SCOTT 2,000.00 23.660 60.00 47,259.40 5,090.62
SALE 7/21/10 68389X10 ORACLE CORP .41
46204 7/26/10 424010 CREDIT SUISSE SEC (AES) 1,000.00 23.880 10.00 23,869.59 2,785.20
SALE 7/07/10 69351T10 PPL CORP .88
51764 7/12/10 423966 ELECTRONIC BROKERAGE SYSTEM 2,000.00 25.930 10.00 51,849.12 2,044.86
SALE 7/20/10 69351T10 PPL CORP .44
51764 7/23/10 424006 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 26.070 30.00 26,039.56 1,137.43
SALE 7/20/10 70959W10 PENSKE AUTO GROUP .40
51316 7/23/10 424006 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 11.978 60.00 23,895.60 -4,709.85
SALE 7/09/10 74271810 PROCTER & GAMBLE CO. 1.05
33680 7/14/10 423975 ELECTRONIC BROKERAGE SYSTEM 1,000.00 61.773 5.00 61,766.95 3,110.20
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
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 7/02/10 74432010 PRUDENTIAL FINANCIAL INC .93
50811 7/08/10 423958 ELECTRONIC BROKERAGE SYSTEM 1,000.00 54.520 5.00 54,514.07 3,478.64
SALE 7/26/10 74731Q10 PZENA INVESTMENT MGMT INC .24
46575 7/29/10 424023 OPPENHEIMER & CO., INC 2,000.00 6.952 60.00 13,842.76 1,048.29
SALE 7/27/10 74731Q10 PZENA INVESTMENT MGMT INC .24
46575 7/30/10 424027 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 6.973 60.00 13,884.76 1,090.29
SALE 7/15/10 74752510 QUALCOMM 1.25
50936 7/20/10 423993 CREDIT SUISSE SEC (AES) 2,000.00 36.919 20.00 73,816.75 -2,929.61
SALE 7/16/10 74752510 QUALCOMM 1.83
50936 7/21/10 423997 CREDIT SUISSE SEC (AES) 3,000.00 36.080 30.00 108,206.67 -6,912.87
SALE 7/19/10 74752510 QUALCOMM 2.48
50936 7/22/10 424002 JANNEY MONTGOMERY SCOTT 4,000.00 36.615 120.00 146,336.32 -7,156.39
SALE 7/20/10 75091710 RAMBUS INC 1.21
52461 7/23/10 424006 CREDIT SUISSE SEC (AES) 4,000.00 17.855 40.00 71,376.79 -1,805.41
SALE 7/27/10 75091710 RAMBUS INC .36
52461 7/30/10 424027 CREDIT SUISSE SEC (AES) 1,000.00 21.143 10.00 21,132.14 2,836.59
SALE 7/23/10 75190730 RAMTRON INTERNATIONAL CORP. .10
42765 7/28/10 424019 CREDIT SUISSE SEC (AES) 2,000.00 2.883 20.00 5,745.90 623.18
SALE 7/27/10 75190730 RAMTRON INTERNATIONAL CORP. .11
42765 7/30/10 424027 JANNEY MONTGOMERY SCOTT 2,000.00 3.030 60.00 5,999.89 877.17
SALE 7/02/10 75540810 READING INTERNATIONAL INC .07
50241 7/08/10 423958 ELECTRONIC BROKERAGE SYSTEM 1,000.00 3.920 5.00 3,914.93 -107.55
SALE 7/26/10 75540810 READING INTERNATIONAL INC .15
50241 7/29/10 424023 OPPENHEIMER & CO., INC 2,000.00 4.229 60.00 8,397.05 352.09
SALE 7/16/10 78403A10 SCO GROUP INC. (THE) .01
40344 7/21/10 423997 JANNEY MONTGOMERY SCOTT 5,000.00 .090 50.00 399.99 -747.91
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
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 7/21/10 78403A10 SCO GROUP INC. (THE) .01
40344 7/26/10 424010 JANNEY MONTGOMERY SCOTT 5,000.00 .090 50.00 399.99 -747.91
SALE 6/29/10 78477410 STEC INC 1.10
48520 7/02/10 423946 INSTINET (DOMESTIC) 5,000.00 12.947 35.00 64,696.90 -55,800.83
SALE 7/02/10 78477410 STEC INC 1.09
48520 7/08/10 423958 LABRANCHE/SOFT 5,000.00 12.878 250.00 64,138.41 -56,359.32
SALE 7/06/10 78477410 STEC INC 2.20
48520 7/09/10 423962 LABRANCHE/SOFT 10,000.00 12.994 500.00 129,440.80 -111,554.65
SALE 7/26/10 80090720 SANMINA-SCI CORP 1.34
49559 7/29/10 424023 JANNEY MONTGOMERY SCOTT 5,000.00 15.838 150.00 79,040.66 23,518.20
SALE 7/27/10 80090720 SANMINA-SCI CORP 1.22
49559 7/30/10 424027 CREDIT SUISSE SEC (AES) 5,000.00 14.375 50.00 71,821.78 16,299.32
SALE 7/07/10 80854110 SCHWEITZER MAUD 1.68
50707 7/12/10 423966 ELECTRONIC BROKERAGE SYSTEM 2,000.00 49.500 10.00 98,988.32 -20,634.64
SALE 7/08/10 80854110 SCHWEITZER MAUD 1.71
50707 7/13/10 423971 ELECTRONIC BROKERAGE SYSTEM 2,000.00 50.355 10.00 100,698.29 -18,924.67
SALE 7/08/10 80854110 SCHWEITZER MAUD 1.72
50707 7/13/10 423971 ELECTRONIC BROKERAGE SYSTEM 2,000.00 50.877 10.00 101,742.28 -17,880.68
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 50.616 3.43 202,440.57 -36,805.35
20.00
SALE 7/09/10 80854110 SCHWEITZER MAUD 1.75
50707 7/14/10 423975 ELECTRONIC BROKERAGE SYSTEM 2,000.00 51.669 10.00 103,326.25 -16,296.71
SALE 7/12/10 80854110 SCHWEITZER MAUD 1.74
50707 7/15/10 423980 ELECTRONIC BROKERAGE SYSTEM 2,000.00 51.277 10.00 102,542.26 -17,080.70
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 33
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/01/10 83175610 SMITH & WESSON HOLDING CORP .74
48649 7/07/10 423954 MERRIMAN/OTC 10,000.00 4.338 100.00 43,277.26 -1,981.26
SALE 7/02/10 83175610 SMITH & WESSON HOLDING CORP .73
48649 7/08/10 423958 INSTINET/SOFT-FACTSET 10,000.00 4.274 500.00 42,239.27 -3,019.25
SALE 7/02/10 83175610 SMITH & WESSON HOLDING CORP .73
48649 7/08/10 423958 LABRANCHE/SOFT 10,000.00 4.292 500.00 42,418.27 -2,840.25
SALE 7/12/10 83175610 SMITH & WESSON HOLDING CORP .67
48649 7/15/10 423980 INSTINET (PORTAL) 10,000.00 3.926 70.00 39,184.33 -6,074.19
SALE 7/02/10 83211010 SMITH INTERNATIONAL INC 1.29
50846 7/08/10 423958 BMO CAPITAL MARKETS/EXECUTI 2,000.00 38.090 20.00 76,158.71 -4,260.63
SALE 7/08/10 83211010 SMITH INTERNATIONAL INC 1.34
50846 7/13/10 423971 ELECTRONIC BROKERAGE SYSTEM 2,000.00 39.628 10.00 79,243.66 -1,175.68
SALE 6/29/10 86459610 SUCCESSFACTORS INC .72
51343 7/02/10 423946 INSTINET (DOMESTIC) 2,000.00 21.165 14.00 42,315.08 3,623.83
SALE 7/12/10 86459610 SUCCESSFACTORS INC .37
51343 7/15/10 423980 INSTINET (PORTAL) 1,000.00 21.408 7.00 21,400.13 2,054.51
SALE 6/29/10 86837X10 SUPERIOR WELL SVCS 1.40
51856 7/02/10 423946 INSTINET (DOMESTIC) 5,000.00 16.536 35.00 82,645.10 13,856.10
SALE 7/01/10 86837X10 SUPERIOR WELL SVCS 1.41
51856 7/07/10 423954 MERRIMAN/OTC 5,000.00 16.613 50.00 83,011.59 14,222.59
SALE 7/16/10 86837X10 SUPERIOR WELL SVCS 2.91
51856 7/21/10 423997 CREDIT SUISSE SEC (AES) 10,000.00 17.190 100.00 171,798.09 34,220.09
SALE 7/23/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 4.41
50405 7/28/10 424019 DEUTSCHE BANK AG (DOMESTIC) 8,000.00 32.644 240.00 260,909.99 56,783.88
SALE 7/26/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 1.13
50405 7/29/10 424023 OPPENHEIMER & CO., INC 2,000.00 33.320 60.00 66,578.87 15,547.34
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 7/01/10 THROUGH 7/31/10
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 7/02/10 88830R10 TITAN MACHINERY INC .42
47828 7/08/10 423958 INSTINET/SOFT-FACTSET 2,000.00 12.254 100.00 24,408.18 520.32
SALE 7/08/10 88830R10 TITAN MACHINERY INC .46
47828 7/13/10 423971 INSTINET (DOMESTIC) 2,000.00 13.349 14.00 26,682.54 2,794.67
SALE 7/12/10 88830R10 TITAN MACHINERY INC 1.15
47828 7/15/10 423980 INSTINET (PORTAL) 5,000.00 13.543 35.00 67,679.85 7,960.19
SALE 7/20/10 89674K10 TRIQUINT SEMICONDUCTOR INC 2.21
51624 7/23/10 424006 CREDIT SUISSE SEC (AES) 20,000.00 6.512 200.00 130,043.79 -23,360.84
SALE 7/21/10 89674K10 TRIQUINT SEMICONDUCTOR INC 2.31
51624 7/26/10 424010 CREDIT SUISSE SEC (AES) 20,000.00 6.815 200.00 136,089.69 -17,314.95
SALE 7/09/10 90333E10 USEC INC .87
50642 7/14/10 423975 ELECTRONIC BROKERAGE SYSTEM 10,000.00 5.139 50.00 51,340.13 6,749.70
SALE 7/12/10 90333E10 USEC INC .87
50642 7/15/10 423980 ELECTRONIC BROKERAGE SYSTEM 10,000.00 5.125 50.00 51,199.13 6,608.70
SALE 7/15/10 91126810 UNITED ONLINE INC .21
44273 7/20/10 423993 CREDIT SUISSE SEC (AES) 2,000.00 6.195 20.00 12,370.39 240.62
SALE 7/16/10 91126810 UNITED ONLINE INC .21
44273 7/21/10 423997 CREDIT SUISSE SEC (AES) 2,000.00 5.961 20.00 11,902.19 -227.58
SALE 7/14/10 92241710 VEECO INSTRUMENTS INC .71
50425 7/19/10 423989 INSTINET/SOFT-FACTSET 1,000.00 41.799 50.00 41,747.79 1,905.59
SALE 7/15/10 92241710 VEECO INSTRUMENTS INC 1.34
50425 7/20/10 423993 CREDIT SUISSE SEC (AES) 2,000.00 39.585 20.00 79,147.66 -536.74
SALE 7/20/10 92241710 VEECO INSTRUMENTS INC .64
50425 7/23/10 424006 CREDIT SUISSE SEC (AES) 1,000.00 37.551 10.00 37,539.86 -2,302.34
SALE 7/23/10 92343V10 VERIZON COMMUNICATIONS INC 4.75
52561 7/28/10 424019 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 28.100 300.00 280,690.25 14,142.78
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 7/01/10 THROUGH 7/31/10
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 7/09/10 92829810 VISHAY INTERTECHNOLOGY INC 1.27
52523 7/14/10 423975 ELECTRONIC BROKERAGE SYSTEM 10,000.00 7.480 50.00 74,752.73 6,478.96
SALE 7/09/10 92829810 VISHAY INTERTECHNOLOGY INC .88
52523 7/14/10 423975 ELECTRONIC BROKERAGE SYSTEM 7,000.00 7.371 35.00 51,558.32 3,766.68
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 17,000.00 7.435 2.15 126,311.05 10,245.64
85.00
SALE 7/12/10 92829810 VISHAY INTERTECHNOLOGY INC 2.59
52523 7/15/10 423980 ELECTRONIC BROKERAGE SYSTEM 20,000.00 7.661 100.00 153,123.41 16,575.87
SALE 7/12/10 92829810 VISHAY INTERTECHNOLOGY INC 2.59
52523 7/15/10 423980 ELECTRONIC BROKERAGE SYSTEM 20,000.00 7.661 100.00 153,123.41 16,575.87
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 7.661 5.18 306,246.82 33,151.74
200.00
SALE 7/13/10 92829810 VISHAY INTERTECHNOLOGY INC 2.68
52523 7/16/10 423984 ELECTRONIC BROKERAGE SYSTEM 20,000.00 7.920 100.00 158,297.32 21,749.78
SALE 7/09/10 92835K10 VISHAY PRECISION GROUP-CL B 1.09
52536 7/14/10 423975 ELECTRONIC BROKERAGE SYSTEM 5,499.00 11.699 27.50 64,306.96 5,618.99
SALE 7/13/10 94974610 WELLS FARGO & CO 4.70
46540 7/16/10 423984 ELECTRONIC BROKERAGE SYSTEM 10,000.00 27.763 50.00 277,578.30 13,682.93
SALE 7/20/10 94974610 WELLS FARGO & CO .86
46540 7/23/10 424006 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 25.550 60.00 51,039.14 -1,739.93
SALE 7/21/10 94974610 WELLS FARGO & CO .93
46540 7/26/10 424010 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 27.550 60.00 55,039.07 2,260.00
SALE 7/16/10 96216610 WEYERHAEUSER CO 9.46
52568 7/21/10 423997 DEUTSCHE BANK AG (DOMESTIC) 14,000.00 39.972 420.00 559,177.14 16,726.14
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 7/01/10 THROUGH 7/31/10
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 6/29/10 H8817H10 TRANSOCEAN INC NEW 3.26
52130 7/02/10 423946 ELECTRONIC BROKERAGE SYSTEM 4,000.00 48.183 20.00 192,706.74 -10,553.26
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 1,273,314.00 324.89 19,149,983.11 -26,558.39
22,557.95
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 1,273,314.00 324.89 19,149,983.11 -26,558.39
22,557.95
END OF REPORT FOR: N.J. BEST - POOLED EQUITY FD
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
CASH MANAGEMENT FD (5050) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 7/15/10 0020A3GS AT&T INC DISC C P .1900 .190
52630 7/15/10 289176 JP MORGAN 7/26/10 25,000,000.00 99.994 24,998,548.60
PUR 7/27/10 0020A3GU AT&T INC DISC C P .1800 .180
52784 7/27/10 289184 BANK OF AMERICA SECURITIES 7/28/10 11,461,000.00 100.00 11,460,942.70
PUR 7/15/10 0020A3GW AT&T INC DISC C P .1900 .190
52629 7/15/10 289176 JP MORGAN 7/30/10 17,000,000.00 99.992 16,998,654.16
PUR 7/20/10 0020A3GW AT&T INC DISC C P .1800 .180
52682 7/20/10 289179 WILLIAMS CAPITAL GROUP 7/30/10 75,000,000.00 99.995 74,996,250.00
PUR 7/30/10 0556N1H2 BNP PARIBAS DISC C P .1900 .190
52846 7/30/10 289187 JP MORGAN 8/02/10 150,000,000.00 99.998 149,997,625.05
PUR 7/15/10 05722MGG BAKER HUGHES INC DISC C P .1800 .180
52624 7/15/10 289176 BARCLAYS CAPITAL INC 7/16/10 30,000,000.00 100.00 29,999,850.00
PUR 7/16/10 05722MGK BAKER HUGHES INC DISC C P .2000 .200
52642 7/16/10 289177 BARCLAYS CAPITAL INC 7/19/10 2,670,000.00 99.998 2,669,955.50
PUR 7/15/10 05722MGN BAKER HUGHES INC DISC C P .1900 .190
52625 7/15/10 289176 BARCLAYS CAPITAL INC 7/22/10 15,000,000.00 99.996 14,999,445.84
PUR 7/30/10 05722MH2 BAKER HUGHES INC DISC C P .1700 .170
52843 7/30/10 289187 BANK OF AMERICA SECURITIES 8/02/10 30,000,000.00 99.999 29,999,574.99
PUR 7/15/10 06366F2B BANK OF MONTREAL YANKEE C D .2300 .230
52621 7/15/10 289176 BMO/HARRIS TRUST & SAVINGS 8/13/10 100,000,000.00 100.00 100,000,000.00
PUR 7/20/10 06366F2L BANK OF MONTREAL YANKEE C D .2500 .250
52665 7/20/10 289179 BMO/HARRIS TRUST & SAVINGS 8/20/10 50,000,000.00 100.00 50,000,000.00
PUR 7/13/10 06417DHH BANK OF NOVA SCOTIA YANKEE .1700 .170
52581 7/13/10 289174 BANK OF NOVA SCOTIA 7/26/10 45,000,000.00 100.00 45,000,000.00
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 7/01/10 THROUGH 7/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 38
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/14/10 06417DHM BANK OF NOVA SCOTIA YANKEE .1700 .170
52606 7/14/10 289175 BANK OF NOVA SCOTIA 7/30/10 150,000,000.00 100.00 150,000,000.00
PUR 7/13/10 14178MGE CARGILL INC DISC C P .1800 .180
52582 7/13/10 289174 JP MORGAN 7/14/10 3,995,000.00 100.00 3,994,980.03
PUR 7/14/10 14178MGF CARGILL INC DISC C P .1700 .170
52608 7/14/10 289175 JP MORGAN 7/15/10 12,463,000.00 100.00 12,462,941.15
PUR 7/26/10 14178MGT CARGILL INC DISC CP .2000 .200
52774 7/26/10 289183 BANK OF AMERICA SECURITIES 7/27/10 7,513,000.00 99.999 7,512,958.26
PUR 7/26/10 14178MGT CARGILL INC DISC CP .2100 .210
52775 7/26/10 289183 BARCLAYS CAPITAL INC 7/27/10 3,127,000.00 99.999 3,126,981.76
PUR 7/30/10 14178MH2 CARGILL INC DISC C P .2000 .200
52848 7/30/10 289187 CREDIT SUISSE SEC (USA) LLC 8/02/10 20,000,000.00 99.998 19,999,666.66
PUR 7/30/10 14178MH2 CARGILL INC DISC C P .2000 .200
52852 7/30/10 289187 JP MORGAN 8/02/10 1,445,000.00 99.998 1,444,975.92
PUR 7/30/10 14178MH2 CARGILL INC DISC C P .2000 .200
52853 7/30/10 289187 JP MORGAN 8/02/10 4,469,000.00 99.998 4,468,925.52
PUR 7/29/10 14178MHC CARGILL INC DISC C P .2100 .210
52831 7/29/10 289186 BARCLAYS CAPITAL INC 8/12/10 40,000,000.00 99.992 39,996,733.32
PUR 7/19/10 16677FCN CHEVRON FUNDING I B N .1600 .160
52651 7/19/10 289178 CHEVRON USA INC 8/03/10 60,000,000.00 100.00 60,000,000.00
PUR 7/20/10 16677FCQ CHEVRON FUNDING I B N .1600 .160
52667 7/20/10 289179 CHEVRON USA INC 8/04/10 60,000,000.00 100.00 60,000,000.00
PUR 7/22/10 16677FCU CHEVRON FUNDING I B N .1700 .170
52717 7/22/10 289181 CHEVRON USA INC 8/13/10 45,000,000.00 100.00 45,000,000.00
PUR 7/15/10 2546R3H5 WALT DISNEY CO DISC C P .1800 .180
52626 7/15/10 289176 CREDIT SUISSE SEC (USA) LLC 8/05/10 22,500,000.00 99.990 22,497,637.50
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 7/01/10 THROUGH 7/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 39
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/15/10 2546R3H6 WALT DISNEY CO DISC C P .1800 .180
52618 7/15/10 289176 CREDIT SUISSE SEC (USA) LLC 8/06/10 30,174,000.00 99.989 30,170,680.86
PUR 7/23/10 2546R3HG WALT DISNEY CO DISC C P .1800 .180
52751 7/23/10 289182 CITIGROUP GBL MKT(FMLY SALO 8/16/10 13,198,000.00 99.988 13,196,416.24
PUR 7/26/10 2546R3HH WALT DISNEY CO DISC C P .1800 .180
52773 7/26/10 289183 BANK OF AMERICA SECURITIES 8/17/10 10,000,000.00 99.989 9,998,900.00
PUR 7/26/10 2546R3HS WALT DISNEY CO DISC C P .1700 .170
52772 7/26/10 289183 MESIROW FINANCIAL, INC 8/26/10 50,000,000.00 99.985 49,992,680.56
PUR 7/15/10 2635J5GN DUPONT EI DENEMOURS DISC C .1800 .180
52632 7/15/10 289176 CREDIT SUISSE SEC (USA) LLC 7/22/10 22,000,000.00 99.997 21,999,230.00
PUR 7/20/10 2635J5GV DUPONT EI DENEMOURS DISC C .1800 .180
52688 7/20/10 289179 CREDIT SUISSE SEC (USA) LLC 7/29/10 12,614,000.00 99.996 12,613,432.37
PUR 7/22/10 29101BHK EMERSON ELECTRIC DISC C P .1700 .170
52721 7/22/10 289181 MESIROW FINANCIAL, INC 8/19/10 31,100,000.00 99.987 31,095,887.89
PUR 7/23/10 313385C6 FEDL HOME LOAN BK CONS DISC .1800 .180
52747 7/23/10 289182 MIZUHO SECURITIES 8/20/10 100,000,000.00 99.986 99,986,000.00
PUR 7/29/10 3691E27A GENERAL ELECTRIC CO I B NTS .1300 .130
52824 7/29/10 289186 GENERAL ELECTRIC COMPANY 7/30/10 80,000,000.00 100.00 80,000,000.00
PUR 7/19/10 3696E26E GENERAL ELECTRIC CO I B NTS .1500 .150
52650 7/19/10 289178 GENERAL ELECTRIC COMPANY 8/02/10 100,000,000.00 100.00 100,000,000.00
PUR 7/23/10 3696E26S GENERAL ELECTRIC CO I B NTS .1200 .120
52746 7/23/10 289182 GENERAL ELECTRIC COMPANY 7/26/10 80,000,000.00 100.00 80,000,000.00
PUR 7/30/10 3696E27C GENERAL ELECTRIC CO I B NTS .1400 .140
52847 7/30/10 289187 GENERAL ELECTRIC COMPANY 8/02/10 180,000,000.00 100.00 180,000,000.00
PUR 7/16/10 42823KGT HEWLETT PACKARD CO DISC C P .1800 .180
52640 7/16/10 289177 JP MORGAN 7/27/10 68,000,000.00 99.995 67,996,260.00
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 7/01/10 THROUGH 7/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 40
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/22/10 42823KHG HEWLETT PACKARD CO DISC C P .1900 .190
52718 7/22/10 289181 CITIGROUP GBL MKT(FMLY SALO 8/16/10 27,000,000.00 99.987 26,996,437.51
PUR 7/20/10 42823KHL HEWLETT PACKARD CO DISC C P .1900 .190
52671 7/20/10 289179 CITIGROUP GBL MKT(FMLY SALO 8/20/10 65,000,000.00 99.984 64,989,365.29
PUR 7/27/10 45920GH2 IBM CORP DISC C P .1700 .170
52782 7/27/10 289184 BANK OF AMERICA SECURITIES 8/02/10 22,500,000.00 99.997 22,499,362.51
PUR 7/27/10 45920GH2 IBM CORP DISC C P .1700 .170
52783 7/27/10 289184 BARCLAYS CAPITAL INC 8/02/10 72,500,000.00 99.997 72,497,945.86
PUR 7/26/10 4611K1GT INTESA FUNDING DISC C P .2100 .210
52763 7/26/10 289183 BANK OF AMERICA SECURITIES 7/27/10 65,000,000.00 99.999 64,999,620.86
PUR 7/28/10 4611K1GV INTESA FUNDING DISC C P .2200 .220
52809 7/28/10 289185 JP MORGAN 7/29/10 30,000,000.00 99.999 29,999,816.67
PUR 7/29/10 4611K1GW INTESA FUNDING DISC C P .2100 .210
52835 7/29/10 289186 CREDIT SUISSE SEC (USA) LLC 7/30/10 7,263,000.00 99.999 7,262,957.63
PUR 7/28/10 4611K1H2 INTESA FUNDING DISC C P .2200 .220
52805 7/28/10 289185 BANK OF AMERICA SECURITIES 8/02/10 45,000,000.00 99.997 44,998,624.98
PUR 7/29/10 4611K1H2 INTESA FUNDING DISC C P .2200 .220
52821 7/29/10 289186 BANK OF AMERICA SECURITIES 8/02/10 45,000,000.00 99.998 44,998,900.02
PUR 7/30/10 4611K1H2 INTESA FUNDING DISC C P .2100 .210
52842 7/30/10 289187 MORGAN STANLEY 8/02/10 60,000,000.00 99.998 59,998,950.00
PUR 7/26/10 4611K1H9 INTESA FUNDING DISC C P .3200 .320
52764 7/26/10 289183 MORGAN STANLEY 8/09/10 100,000,000.00 99.988 99,987,555.60
PUR 7/21/10 4662J1HB J.P. MORGAN CHASE CO DISC C .2000 .200
52712 7/21/10 289180 JP MORGAN CHASE 8/11/10 140,000,000.00 99.988 139,983,666.62
PUR 7/15/10 58934BHG MERCK CO DISC C P .2000 .200
52614 7/15/10 289176 JP MORGAN 8/16/10 100,000,000.00 99.982 99,982,222.20
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 7/01/10 THROUGH 7/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 41
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/07/10 59515DH4 MICROSOFT CORP DISC C P .1500 .150
52531 7/07/10 289161 CREDIT SUISSE SEC (USA) LLC 8/04/10 19,132,000.00 99.988 19,129,767.93
PUR 7/15/10 59515DHB MICROSOFT CORP DISC C P .1600 .160
52619 7/15/10 289176 WILLIAMS CAPITAL GROUP 8/11/10 50,000,000.00 99.988 49,994,000.00
PUR 7/08/10 63253LHQ NAT'L AUSTRALIA FDG (DE) IN .1900 .190
52537 7/08/10 289167 NATL AUSTRALIA FUNDING DELA 7/09/10 52,000,000.00 100.00 52,000,000.00
PUR 7/08/10 63253LHR NAT'L AUSTRALIA FDG (DE) IN .1800 .180
52539 7/08/10 289167 NATL AUSTRALIA FUNDING DELA 7/09/10 8,362,000.00 100.00 8,362,000.00
PUR 7/08/10 63253LHR NAT'L AUSTRALIA FDG (DE) IN .1800 .180
52540 7/08/10 289167 NATL AUSTRALIA FUNDING DELA 7/09/10 5,595,000.00 100.00 5,595,000.00
PUR 7/12/10 63253LHS NAT'L AUSTRALIA FDG (DE) IN .1800 .180
52563 7/12/10 289173 NATL AUSTRALIA FUNDING DELA 7/13/10 60,000,000.00 100.00 60,000,000.00
PUR 7/14/10 63253LHT NAT'L AUSTRALIA FDG (DE) IN .1600 .160
52601 7/14/10 289175 NATL AUSTRALIA FUNDING DELA 7/15/10 100,000,000.00 100.00 100,000,000.00
PUR 7/15/10 63253LHU NAT'L AUSTRALIA FDG (DE) IN .1800 .180
52631 7/15/10 289176 NATL AUSTRALIA FUNDING DELA 7/16/10 10,467,000.00 100.00 10,467,000.00
PUR 7/16/10 63253LHV NAT'L AUSTRALIA FDG (DE) IN .2500 .250
52639 7/16/10 289177 NATL AUSTRALIA FUNDING DELA 8/17/10 98,000,000.00 100.00 98,000,000.00
PUR 7/19/10 63253LHW NAT'L AUSTRALIA FDG (DE) IN .1800 .180
52649 7/19/10 289178 NATL AUSTRALIA FUNDING DELA 7/20/10 15,000,000.00 100.00 15,000,000.00
PUR 7/19/10 63253LHW NAT'L AUSTRALIA FDG (DE) IN .1800 .180
52653 7/19/10 289178 NATL AUSTRALIA FUNDING DELA 7/20/10 5,447,000.00 100.00 5,447,000.00
PUR 7/20/10 63253LHX NAT'L AUSTRALIA FDG (DE) IN .2300 .230
52666 7/20/10 289179 NATL AUSTRALIA FUNDING DELA 8/23/10 32,000,000.00 100.00 32,000,000.00
PUR 7/22/10 63253LHY NAT'L AUSTRALIA FDG (DE) IN .2200 .220
52719 7/22/10 289181 NATL AUSTRALIA FUNDING DELA 8/23/10 50,000,000.00 100.00 50,000,000.00
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 42
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/22/10 63253LHZ NAT'L AUSTRALIA FDG (DE) IN .1700 .170
52730 7/22/10 289181 NATL AUSTRALIA FUNDING DELA 7/23/10 46,000,000.00 100.00 46,000,000.00
PUR 7/28/10 63253LJA NAT'L AUSTRALIA FDG (DE) IN .1700 .170
52803 7/28/10 289185 NATL AUSTRALIA FUNDING DELA 7/29/10 130,000,000.00 100.00 130,000,000.00
PUR 7/29/10 63253LJB NAT'L AUSTRALIA FDG (DE) IN .1700 .170
52823 7/29/10 289186 NATL AUSTRALIA FUNDING DELA 7/30/10 130,000,000.00 100.00 130,000,000.00
PUR 7/30/10 63253LJC NAT'L AUSTRALIA FDG (DE) IN .1700 .170
52844 7/30/10 289187 NATL AUSTRALIA FUNDING DELA 8/02/10 130,000,000.00 100.00 130,000,000.00
PUR 7/29/10 6698M5GW NOVARTIS FINANCE DISC C P .1800 .180
52822 7/29/10 289186 CREDIT SUISSE SEC (USA) LLC 7/30/10 7,500,000.00 100.00 7,499,962.50
PUR 7/21/10 74800KHK PROVINCE OF QUEBEC DISC CP .1700 .170
52711 7/21/10 289180 JP MORGAN 8/19/10 50,000,000.00 99.986 49,993,152.80
PUR 7/29/10 83365SGW SOCIETE GENERALE NA INC DIS .2200 .220
52820 7/29/10 289186 JP MORGAN 7/30/10 180,000,000.00 99.999 179,998,900.02
PUR 7/30/10 83365SH2 SOCIETE GENERALE NA INC DIS .2200 .220
52845 7/30/10 289187 BANK OF AMERICA SECURITIES 8/02/10 180,000,000.00 99.998 179,996,700.06
PUR 7/15/10 89112YGQ TORONTO DOMINION BK LTD NY .2100 .210
52623 7/15/10 289176 TD SECURITIES 8/17/10 32,500,000.00 100.00 32,500,000.00
PUR 7/20/10 89112YGU TORONTO DOMINION BK LTD NY .2300 .230
52679 7/20/10 289179 TD SECURITIES 8/23/10 52,500,000.00 100.00 52,500,000.00
PUR 7/20/10 89112YGV TORONTO DOMINION BK LTD NY .2300 .230
52676 7/20/10 289179 TD SECURITIES 8/24/10 52,500,000.00 100.00 52,500,000.00
PUR 7/20/10 89112YGW TORONTO DOMINION BK NY YANK .2300 .230
52681 7/20/10 289179 TD SECURITIES 8/25/10 52,500,000.00 100.00 52,500,000.00
PUR 7/22/10 912795U7 U.S. TREASURY BILLS .1405 .141
52735 7/22/10 BNP PARIBAS SECURITIES CORP 7/29/10 5,586,000.00 99.997 5,585,847.39
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 43
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/21/10 912795UZ U.S. TREASURY BILLS .1395 .140
52714 7/21/10 289180 JP MORGAN 7/22/10 35,000,000.00 100.00 34,999,864.38
PUR 7/20/10 912795X5 U.S. TREASURY BILLS .1855 .186
52674 7/20/10 289179 JP MORGAN 12/30/10 215,000,000.00 99.916 214,819,420.90
PUR 7/29/10 912795X5 U.S. TREASURY BILLS .1855 .186
52828 7/29/10 289186 JP MORGAN 12/30/10 100,000,000.00 99.921 99,920,647.22
PUR 7/22/10 912795X8 U.S. TREASURY BILLS .1900 .190
52723 7/22/10 289181 BARCLAYS CAPITAL INC 1/20/11 60,000,000.00 99.904 59,942,366.66
PUR 7/30/10 912795X9 U.S. TREASURY BILLS .1935 .194
52849 7/30/10 289187 BANK OF AMERICA SECURITIES 1/27/11 200,000,000.00 99.903 199,805,425.00
PUR 7/30/10 912795X9 U.S. TREASURY BILLS .1920 .192
52850 7/30/10 289187 BANK OF AMERICA SECURITIES 1/27/11 75,000,000.00 99.903 74,927,600.01
PUR 7/22/10 93114FGS WALMART STORES INC DISC C P .1700 .170
52720 7/22/10 289181 BARCLAYS CAPITAL INC 7/26/10 25,453,000.00 99.998 25,452,519.22
PUR 7/15/10 93114FGU WALMART STORES INC DISC C P .1700 .170
52612 7/15/10 289176 CITIGROUP GBL MKT(FMLY SALO 7/28/10 20,000,000.00 99.994 19,998,772.22
PUR 7/14/10 93114FGV WALMART STORES INC DISC C P .1700 .170
52602 7/14/10 289175 BARCLAYS CAPITAL INC 7/29/10 85,000,000.00 99.993 84,993,979.20
PUR 7/14/10 93114FGV WALMART STORES INC DISC C P .1700 .170
52607 7/14/10 289175 CITIGROUP GBL MKT(FMLY SALO 7/29/10 25,000,000.00 99.993 24,998,229.18
PUR 7/22/10 93114FGW WALMART STORES INC DISC C P .2000 .200
52722 7/22/10 289181 CREDIT SUISSE SEC (USA) LLC 7/30/10 96,447,000.00 99.996 96,442,713.51
PUR 7/20/10 93114FH2 WALMART STORES INC DISC C P .1900 .190
52673 7/20/10 289179 CITIGROUP GBL MKT(FMLY SALO 8/02/10 22,500,000.00 99.993 22,498,456.25
PUR 7/19/10 93114FH3 WALMART STORES INC DISC C P .1800 .180
52652 7/19/10 289178 BARCLAYS CAPITAL INC 8/03/10 10,000,000.00 99.993 9,999,250.00
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 7/01/10 THROUGH 7/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 44
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/28/10 93114FH9 WALMART STORES INC DISC C P .1900 .190
52810 7/28/10 289185 CITIGROUP/CITIBANK DOMESTIC 8/09/10 5,797,000.00 99.994 5,796,632.86
PUR 7/23/10 9497F1GS WELLS FARGO CO DISC C P .1250 .125
52745 7/23/10 289182 WELLS FARGO SECURITIES 7/26/10 65,000,000.00 99.999 64,999,322.92
PUR 7/15/10 9612C1HD WESTPAC BANKING CORP DISC C .2000 .200
52628 7/15/10 289176 JP MORGAN 8/13/10 23,000,000.00 99.984 22,996,294.45
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 5156278000.00 5155532385.31
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 5156278000.00 5155532385.31
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 7/07/10 9127954Y U.S. TREASURY BILLS .3405 .342
48543 7/07/10 289161 BARCLAYS CAPITAL INC 7/15/10 51,094,000.00 99.997 51,092,291.21 2,157.32
SALE 7/07/10 9127954Y U.S. TREASURY BILLS .3405 .342
48543 7/07/10 289161 BARCLAYS CAPITAL INC 7/15/10 113,906,000.00 99.997 113,902,203.12 4,822.01
SALE 7/07/10 912795U8 U.S. TREASURY BILLS .4095 .411
48320 7/07/10 289161 JP MORGAN 8/26/10 56,000,000.00 99.977 55,987,283.35 19,133.35
SALE 7/07/10 912795U8 U.S. TREASURY BILLS .2795 .280
48760 7/07/10 289161 JP MORGAN 8/26/10 45,000,000.00 99.977 44,989,781.25 7,250.00
SALE 7/09/10 912795U8 U.S. TREASURY BILLS .2805 .281
48802 7/09/10 287172 NOMURA SECURITIES INT'L (DO 8/26/10 20,724,000.00 99.979 20,719,703.22 3,454.00
SALE 7/09/10 912795U8 U.S. TREASURY BILLS .3025 .303
48811 7/09/10 289172 NOMURA SECURITIES INT'L (DO 8/26/10 40,000,000.00 99.979 39,991,706.67 7,840.00
SALE 7/12/10 912795U8 U.S. TREASURY BILLS .1770 .177
49758 7/12/10 289173 NOMURA SECURITIES INT'L (DO 8/26/10 11,362,000.00 99.981 11,359,862.52 376.36
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 7/01/10 THROUGH 7/31/10
CASH MANAGEMENT FD (5050) -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 7/07/10 912795U9 U.S. TREASURY BILLS .3910 .393
48678 7/07/10 289161 JP MORGAN 9/23/10 25,000,000.00 99.965 24,991,143.75 12,322.92
SALE 7/07/10 912795U9 U.S. TREASURY BILLS .3745 .376
48718 7/07/10 289161 JP MORGAN 9/23/10 75,000,000.00 99.965 74,973,431.25 34,287.50
SALE 7/07/10 912795U9 U.S. TREASURY BILLS .3470 .348
48739 7/07/10 289161 JP MORGAN 9/23/10 60,000,000.00 99.965 59,978,745.00 23,855.00
SALE 7/07/10 912795U9 U.S. TREASURY BILLS .3220 .323
48796 7/07/10 289161 JP MORGAN 9/23/10 40,000,000.00 99.965 39,985,830.00 13,736.67
SALE 7/01/10 912795UY U.S. TREASURY BILLS .3400 .341
48461 7/01/10 289141 CREDIT SUISSE SEC (USA) LLC 7/15/10 70,000,000.00 99.995 69,996,746.96 6,002.52
SALE 7/01/10 912795UY U.S. TREASURY BILLS .3445 .346
48481 7/01/10 289141 CREDIT SUISSE SEC (USA) LLC 7/15/10 27,087,000.00 99.995 27,085,741.19 2,370.10
SALE 7/06/10 912795UY U.S. TREASURY BILLS .3445 .346
48481 7/06/10 289156 NOMURA SECURITIES INT'L INC 7/15/10 5,837,000.00 99.996 5,836,787.68 290.39
SALE 7/07/10 912795UY U.S. TREASURY BILLS .3445 .346
48481 7/07/10 289161 BARCLAYS CAPITAL INC 7/15/10 57,076,000.00 99.997 57,074,097.49 2,466.97
SALE 7/07/10 912795UY U.S. TREASURY BILLS .3500 .351
48517 7/07/10 289161 BARCLAYS CAPITAL INC 7/15/10 40,000,000.00 99.997 39,998,666.68 1,777.79
SALE 7/07/10 912795UY U.S. TREASURY BILLS .3420 .343
48532 7/07/10 289161 BARCLAYS CAPITAL INC 7/15/10 39,018,000.00 99.997 39,016,699.41 1,664.78
SALE 7/07/10 912795UY U.S. TREASURY BILLS .3245 .325
48636 7/07/10 289161 BARCLAYS CAPITAL INC 7/15/10 55,000,000.00 99.997 54,998,160.58 2,126.69
SALE 7/07/10 912795UY U.S. TREASURY BILLS .3245 .325
48677 7/07/10 289161 BARCLAYS CAPITAL INC 7/15/10 50,000,000.00 99.997 49,998,327.80 1,933.36
SALE 7/07/10 912795UY U.S. TREASURY BILLS .3055 .306
48701 7/07/10 289161 BARCLAYS CAPITAL INC 7/15/10 11,010,000.00 99.997 11,009,633.00 380.46
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 7/01/10 THROUGH 7/31/10
CASH MANAGEMENT FD (5050) -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 7/07/10 912795UY U.S. TREASURY BILLS .3055 .306
48701 7/07/10 289161 BARCLAYS CAPITAL INC 7/15/10 43,990,000.00 99.997 43,988,528.72 1,515.15
SALE 7/07/10 912795UY U.S. TREASURY BILLS .3095 .310
48716 7/07/10 289161 BARCLAYS CAPITAL INC 7/15/10 52,990,000.00 99.997 52,988,233.67 1,878.20
SALE 7/09/10 912795UY U.S. TREASURY BILLS .3095 .310
48716 7/09/10 289172 NOMURA SECURITIES INT'L INC 7/15/10 147,010,000.00 99.998 147,006,435.01 4,018.28
SALE 7/09/10 912795W3 U.S. TREASURY BILLS .1895 .190
51962 7/09/10 289172 NOMURA SECURITIES INT'L (DO 10/14/10 20,845,000.00 99.959 20,836,547.06 2,190.46
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 1157949000.00 1157806586.59 157,850.28
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 1157949000.00 1157806586.59 157,850.28
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 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 7/01/10 00282410 ABBOTT LABORATORIES
14399 7/07/10 423951 CAPIS/SOFT 215,000.00 46.152 10,750.00 9,933,494.50
PUR 7/01/10 00289620 ABERCROMBIE & FITCH CO-CL A
52015 7/07/10 423951 BLAYLOCK ROBERT VAN LLC 7,500.00 31.083 75.00 233,196.75
PUR 7/26/10 01643710 ALL AMERICAN GROUP INC
52253 7/29/10 424020 INSTINET (DOMESTIC) 25,000.00 .590 125.00 14,875.00
PUR 7/22/10 02385010 AMERICAN APPAREL INC
45496 7/27/10 424011 LANGEN MCALENNEY 25,000.00 1.544 1,000.00 39,602.50
PUR 7/02/10 03571040 ANNALY CAPITAL MANAGEMENT I
50977 7/08/10 423955 BMO CAPITAL MARKETS/EXECUTI 50,000.00 17.352 500.00 868,090.00
PUR 7/12/10 03571040 ANNALY CAPITAL MANAGEMENT I
50977 7/15/10 423977 BLAYLOCK ROBERT VAN LLC 50,000.00 18.075 500.00 904,255.00
PUR 7/14/10 03571040 ANNALY CAPITAL MANAGEMENT I
50977 7/19/10 423985 BARCLAYS CAPITAL (DOMESTIC) 5,000.00 17.600 88,000.00
PUR 7/14/10 03571040 ANNALY CAPITAL MANAGEMENT I
50977 7/19/10 423985 CREDIT SUISSE SEC (USA) LLC 12,500.00 17.600 220,000.00
PUR 7/14/10 03571040 ANNALY CAPITAL MANAGEMENT I
50977 7/19/10 423985 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 17.600 88,000.00
PUR 7/14/10 03571040 ANNALY CAPITAL MANAGEMENT I
50977 7/19/10 423985 RCAP SECURITIES 2,500.00 17.600 44,000.00
PUR 7/01/10 04004710 ARENA PHARMACEUTICALS, INC.
35379 7/07/10 423951 INSTINET/SOFT-FACTSET 285,000.00 3.539 14,250.00 1,022,808.00
PUR 7/15/10 05849810 BALL CORP
8982 7/20/10 423990 PACIFIC CREST SECURITIES 100,000.00 55.190 4,000.00 5,523,010.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 48
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/16/10 05849810 BALL CORP
8982 7/21/10 423994 BUCKINGHAM RESEARCH GROUP I 50,000.00 54.647 2,000.00 2,734,350.00
PUR 7/16/10 05849810 BALL CORP
8982 7/21/10 423994 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 54.012 2,000.00 2,702,600.00
PUR 7/20/10 05849810 BALL CORP
8982 7/23/10 424003 JP MORGAN 50,000.00 55.245 2,000.00 2,764,230.00
PUR 7/21/10 05849810 BALL CORP
8982 7/26/10 424007 ISI - HYMAN 100,000.00 55.549 5,000.00 5,559,930.00
PUR 7/22/10 05849810 BALL CORP
8982 7/27/10 424011 SOLEIL SECURITIES CORP. 150,000.00 55.924 6,000.00 8,394,645.00
PUR 7/15/10 08143710 BEMIS COMPANY
23170 7/20/10 423990 PACIFIC CREST SECURITIES 100,000.00 28.552 4,000.00 2,859,190.00
PUR 7/16/10 08143710 BEMIS COMPANY
23170 7/21/10 423994 BUCKINGHAM RESEARCH GROUP I 50,000.00 28.169 2,000.00 1,410,425.00
PUR 7/16/10 08143710 BEMIS COMPANY
23170 7/21/10 423994 BUCKINGHAM RESEARCH GROUP I 50,000.00 28.341 2,000.00 1,419,060.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 28.255 2,829,485.00
4,000.00
PUR 7/20/10 08143710 BEMIS COMPANY
23170 7/23/10 424003 JP MORGAN 60,000.00 28.956 2,400.00 1,739,730.00
PUR 7/21/10 08143710 BEMIS COMPANY
23170 7/26/10 424007 JP MORGAN 140,000.00 29.071 5,600.00 4,075,582.00
PUR 7/22/10 08143710 BEMIS COMPANY
23170 7/27/10 424011 SOLEIL SECURITIES CORP. 250,000.00 29.732 10,000.00 7,443,025.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 49
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/26/10 09193550 BLACKBOARD, INC.
34287 7/29/10 424020 UBS WARBURG LLC 10,000.00 40.068 300.00 400,979.00
PUR 7/15/10 14365830 CARNIVAL CORP
49668 7/20/10 423990 KAUFMAN BROS L.P. 20,000.00 32.750 800.00 655,800.00
PUR 7/06/10 17177930 CIENA CORPORATION
35228 7/09/10 423959 LABRANCHE/SOFT 50,000.00 12.868 2,500.00 645,880.00
PUR 7/22/10 17177930 CIENA CORPORATION
35228 7/27/10 424011 KEYBANC CAPITAL MKTS INC 40,000.00 12.851 1,600.00 515,648.00
PUR 7/26/10 17243V10 CINEMARK HOLDINGS INC.
37071 7/29/10 424020 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 14.837 800.00 297,532.00
PUR 6/29/10 17275R10 CISCO SYSTEMS INC
14693 7/02/10 423943 LABRANCHE/0TC 50,000.00 21.535 500.00 1,077,250.00
PUR 7/06/10 17275R10 CISCO SYSTEMS INC
14693 7/09/10 423959 LABRANCHE/SOFT 50,000.00 21.546 2,500.00 1,079,820.00
PUR 7/26/10 20337210 COMMSCOPE INC.
36771 7/29/10 424020 CITIGROUP/CITIBANK DOMESTIC 25,000.00 27.149 1,000.00 679,730.00
PUR 7/15/10 22836810 CROWN HOLDINGS INC
24449 7/20/10 423990 PACIFIC CREST SECURITIES 100,000.00 26.074 4,000.00 2,611,360.00
PUR 7/16/10 22836810 CROWN HOLDINGS INC
24449 7/21/10 423994 BUCKINGHAM RESEARCH GROUP I 280,000.00 25.899 11,200.00 7,262,948.00
PUR 7/20/10 22836810 CROWN HOLDINGS INC
24449 7/23/10 424003 JP MORGAN 145,000.00 26.492 5,800.00 3,847,183.50
PUR 7/21/10 22836810 CROWN HOLDINGS INC
24449 7/26/10 424007 JP MORGAN 225,000.00 27.090 9,000.00 6,104,205.00
PUR 7/22/10 22836810 CROWN HOLDINGS INC
24449 7/27/10 424011 SOLEIL SECURITIES CORP. 250,000.00 27.422 10,000.00 6,865,575.00
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 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 50
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/15/10 24736170 DELTA AIR LINES INC DEL
46316 7/20/10 423990 RBC CAPITAL (DOMESTIC) 300,000.00 11.958 12,000.00 3,599,430.00
PUR 7/01/10 24823Q10 DENDREON CORP
52521 7/07/10 423951 INSTINET/SOFT-FACTSET 340,000.00 30.241 17,000.00 10,298,974.00
PUR 6/29/10 25065D10 DESTINATION MATERNITY COR
51857 7/02/10 423943 LABRANCHE/0TC 10,000.00 25.028 100.00 250,375.00
PUR 7/22/10 25271C10 DIAMOND OFFSHORE DRILLING,
31272 7/27/10 424011 LANGEN MCALENNEY 26,500.00 62.610 1,060.00 1,660,232.95
PUR 7/22/10 25271C10 DIAMOND OFFSHORE DRILLING,
31272 7/27/10 424011 LAZARD CAPITAL MARKETS 23,500.00 62.273 940.00 1,464,360.20
PUR 7/23/10 25271C10 DIAMOND OFFSHORE DRILLING,
31272 7/28/10 424016 MACQUARIE CAPITAL USA 50,000.00 60.978 2,000.00 3,050,885.00
PUR 7/26/10 25470F30 DISCOVERY COMMUNICATIONS IN
43061 7/29/10 424020 UBS WARBURG LLC 100,000.00 33.594 3,000.00 3,362,430.00
PUR 7/06/10 25667710 DOLLAR GENERAL
49663 7/09/10 423959 BMO CAPITAL MARKETS/EXECUTI 20,000.00 27.963 200.00 559,456.00
PUR 7/16/10 25667710 DOLLAR GENERAL
49663 7/21/10 423994 BUCKINGHAM RESEARCH GROUP I 20,000.00 29.089 800.00 582,574.00
PUR 7/02/10 29717810 ESSEX PROPERTY TRUST INC.
38186 7/08/10 423955 BLAYLOCK ROBERT VAN LLC 1,000.00 95.135 10.00 95,145.00
PUR 7/07/10 30294110 FTI CONSULTING INC
25298 7/12/10 423963 WILLIAMS CAPITAL GROUP 60,000.00 32.580 600.00 1,955,418.00
PUR 7/12/10 31428X10 FEDEX CORP
52038 7/15/10 423977 CAPIS/SOFT 235,000.00 74.100 11,750.00 17,425,226.50
PUR 7/13/10 31428X10 FEDEX CORP
52038 7/16/10 423981 BLAYLOCK ROBERT VAN LLC 40,000.00 76.020 400.00 3,041,184.00
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 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 51
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/13/10 31428X10 FEDEX CORP
52038 7/16/10 423981 CAPIS/SOFT 100,000.00 76.599 5,000.00 7,664,920.00
PUR 7/13/10 31428X10 FEDEX CORP
52038 7/16/10 423981 GRISWOLD COMPANY 80,000.00 77.368 800.00 6,190,224.00
PUR 7/14/10 31428X10 FEDEX CORP
52038 7/19/10 423986 JP MORGAN 160,000.00 78.815 6,400.00 12,616,864.00
PUR 7/01/10 34537086 FORD MOTOR CO
51546 7/07/10 423951 BMO CAPITAL MARKETS/EXECUTI 50,000.00 10.560 500.00 528,495.00
PUR 7/16/10 35906A10 FRONTIER COMMUNICATIONS COR
52646 7/21/10 423994 BARCLAYS CAPITAL (DOMESTIC) 1,000,000.00 7.399 40,000.00 7,439,000.00
PUR 7/20/10 35906A10 FRONTIER COMMUNICATIONS COR
52646 7/23/10 424003 JP MORGAN 250,000.00 7.490 10,000.00 1,882,500.00
PUR 7/01/10 37555810 GILEAD SCIENCES INC
43170 7/07/10 423951 INSTINET/SOFT-FACTSET 147,005.00 33.854 7,350.25 4,984,042.82
PUR 7/06/10 37555810 GILEAD SCIENCES INC
43170 7/09/10 423959 LABRANCHE/SOFT 487,995.00 34.553 24,399.75 16,886,090.99
PUR 7/16/10 37555810 GILEAD SCIENCES INC
43170 7/21/10 423994 CREDIT SUISSE SEC (AES) 155,000.00 32.152 1,550.00 4,985,125.50
PUR 7/01/10 40161710 GUESS? INC
51303 7/07/10 423951 BLAYLOCK ROBERT VAN LLC 10,000.00 31.674 100.00 316,837.00
PUR 7/02/10 40161710 GUESS? INC
51303 7/08/10 423955 WILLIAMS CAPITAL GROUP 18,000.00 32.501 180.00 585,194.40
PUR 7/09/10 40161710 GUESS? INC
51303 7/14/10 423972 BMO CAPITAL MARKETS/EXECUTI 28,000.00 33.714 280.00 944,263.60
PUR 7/22/10 41034510 HANESBRANDS INC
47865 7/27/10 424011 LANGEN MCALENNEY 20,000.00 24.013 800.00 481,064.00
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 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 52
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/06/10 42217K10 HEALTH CARE REIT INC.
41661 7/09/10 423959 BLAYLOCK ROBERT VAN LLC 27,750.00 42.281 277.50 1,173,583.58
PUR 7/02/10 42782510 HERSHA HOSPITALITY TR
50440 7/08/10 423955 BLAYLOCK ROBERT VAN LLC 25,000.00 4.409 250.00 110,480.00
PUR 6/29/10 42833L10 HHGREGG INC
52460 7/02/10 423943 WILLIAMS CAPITAL GROUP 50,000.00 23.869 500.00 1,193,930.00
PUR 7/09/10 43730610 HOME PROPERTIES INC
52372 7/14/10 423972 BMO CAPITAL MARKETS/EXECUTI 38,000.00 46.587 380.00 1,770,689.80
PUR 7/01/10 44490310 HUMAN GENOME SCIENCES, INC.
47899 7/07/10 423951 INSTINET/SOFT-FACTSET 246,700.00 22.058 12,335.00 5,454,018.93
PUR 7/02/10 44490310 HUMAN GENOME SCIENCES, INC.
47899 7/08/10 423955 INSTINET/SOFT-FACTSET 213,300.00 22.042 10,665.00 4,712,287.59
PUR 7/01/10 47836610 JOHNSON CONTROLS INC
25520 7/07/10 423951 BMO CAPITAL MARKETS/EXECUTI 25,000.00 26.948 250.00 673,955.00
PUR 7/06/10 48007410 JONES APPAREL
50614 7/09/10 423959 BLAYLOCK ROBERT VAN LLC 25,000.00 14.407 250.00 360,420.00
PUR 7/22/10 48007410 JONES APPAREL
50614 7/27/10 424011 LANGEN MCALENNEY 30,000.00 15.424 1,200.00 463,917.00
PUR 7/06/10 48203R10 JUNIPER NETWORKS, INC.
27530 7/09/10 423959 LABRANCHE/SOFT 25,000.00 24.702 1,250.00 618,802.50
PUR 7/26/10 48247020 KIT DIGITAL INC
45475 7/29/10 424020 UBS WARBURG LLC 40,000.00 10.106 1,200.00 405,444.00
PUR 7/23/10 50025510 KOHLS CORP.
04751 7/28/10 424016 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 48.040 200.00 240,400.00
PUR 7/26/10 50064320 KORN/FERRY INTERNATIONAL
48778 7/29/10 424020 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 14.397 400.00 144,371.00
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 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 53
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/21/10 51794210 LASALLE HOTEL PROPERTIES
43962 7/26/10 424007 CL KING (RESEARCH) 5,000.00 22.410 200.00 112,250.00
PUR 7/27/10 53117210 LIBERTY PROPERTY TRUST
52412 7/30/10 424024 BUCKINGHAM RESEARCH GROUP I 25,000.00 31.940 1,000.00 799,510.00
PUR 7/26/10 53814610 LIVEPERSON INC.
35757 7/29/10 424020 UBS WARBURG LLC 20,000.00 7.406 600.00 148,724.00
PUR 7/12/10 55272X10 MFA FINANCIAL INC
50983 7/15/10 423977 CAPIS/SOFT 100,000.00 7.292 5,000.00 734,210.00
PUR 7/02/10 56418H10 MANPOWER INC
50999 7/08/10 423955 BLAYLOCK ROBERT VAN LLC 10,000.00 42.599 100.00 426,085.00
PUR 7/15/10 56418H10 MANPOWER INC
50999 7/20/10 423990 SIDOTI & CO 5,000.00 46.920 200.00 234,798.00
PUR 7/06/10 59513710 MICROSEMI CORP.
22161 7/09/10 423959 LABRANCHE/SOFT 50,000.00 14.415 2,500.00 723,230.00
PUR 7/09/10 61748W10 MORGANS HOTEL GROUP CO
51297 7/14/10 423972 LABRANCHE/0TC 10,000.00 6.085 100.00 60,951.00
PUR 7/21/10 61748W10 MORGANS HOTEL GROUP CO
51297 7/26/10 424007 JANNEY MONTGOMERY SCOTT 20,000.00 6.475 600.00 130,108.00
PUR 7/22/10 65163910 NEWMONT MINING CORP.
38331 7/27/10 424011 SOLEIL SECURITIES CORP. 150,000.00 59.168 6,000.00 8,881,245.00
PUR 7/09/10 65566410 NORDSTROM INC
47646 7/14/10 423972 BMO CAPITAL MARKETS/EXECUTI 15,000.00 34.012 150.00 510,322.50
PUR 7/19/10 65566410 NORDSTROM INC
47646 7/22/10 423999 DEUTSCHE BANK AG (DOMESTIC) 12,000.00 31.501 480.00 378,490.80
PUR 6/28/10 67066G10 NVIDIA CORP
34698 7/01/10 423939 CABRERA 200,000.00 11.122 2,000.00 2,226,360.00
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 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 54
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/01/10 67066G10 NVIDIA CORP
34698 7/07/10 423951 LABRANCHE/0TC 50,000.00 10.339 500.00 517,435.00
PUR 7/13/10 67066G10 NVIDIA CORP
34698 7/16/10 423981 LABRANCHE/0TC 100,000.00 10.797 1,000.00 1,080,730.00
PUR 7/02/10 67622010 OFFICE DEPOT
51893 7/08/10 423955 WILLIAMS CAPITAL GROUP 50,000.00 4.150 500.00 208,010.00
PUR 7/27/10 67622010 OFFICE DEPOT
51893 7/30/10 424024 BUCKINGHAM RESEARCH GROUP I 50,000.00 4.762 2,000.00 240,095.00
PUR 7/26/10 69002720 OUTDOOR CHANNEL HOLDINGS IN
28667 7/29/10 424020 UBS WARBURG LLC 8,907.00 5.494 267.21 49,206.72
PUR 7/27/10 69002720 OUTDOOR CHANNEL HOLDINGS IN
28667 7/30/10 424024 UBS WARBURG LLC 15,393.00 5.948 461.79 92,011.66
PUR 7/26/10 69917320 PARAMETRIC TECHNOLOGY CORP
33500 7/29/10 424020 UBS WARBURG LLC 30,000.00 18.112 900.00 544,257.00
PUR 7/23/10 70509V10 PEBBLEBROOK HOTEL TRUST
50987 7/28/10 424015 CREDIT AGRICOLE SEC(USA) JP 5,000.00 17.000 85,000.00
PUR 7/23/10 70509V10 PEBBLEBROOK HOTEL TRUST
50987 7/28/10 424015 JANNEY MONTGOMERY SCOTT 5,000.00 17.000 85,000.00
PUR 7/23/10 70509V10 PEBBLEBROOK HOTEL TRUST
50987 7/28/10 424015 MERRILL LYNCH (RESEARCH) 42,250.00 17.000 718,250.00
PUR 7/23/10 70509V10 PEBBLEBROOK HOTEL TRUST
50987 7/28/10 424015 PIPER JAFFRAY & CO 500.00 17.000 8,500.00
PUR 7/23/10 70509V10 PEBBLEBROOK HOTEL TRUST
50987 7/28/10 424015 RAYMOND JAMES & ASSOCIATES, 42,250.00 17.000 718,250.00
PUR 7/23/10 70509V10 PEBBLEBROOK HOTEL TRUST
50987 7/28/10 424015 ROBERT W. BAIRD & CO INC 5,000.00 17.000 85,000.00
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 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 55
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/13/10 70788210 PENN VIRGINIA CORP
49210 7/16/10 423981 MERIDIAN EQUITY PARTNERS 100,000.00 19.599 1,000.00 1,960,920.00
PUR 7/01/10 71708110 PFIZER INC
14410 7/07/10 423951 CAPIS/SOFT 715,000.00 14.165 35,750.00 10,164,011.00
PUR 7/09/10 71715N10 PHARMASSET INC
52559 7/14/10 423972 INSTINET/SOFT-FACTSET 5,677.00 25.327 283.85 144,066.93
PUR 7/16/10 71715N10 PHARMASSET INC
52559 7/21/10 423994 CREDIT SUISSE SEC (AES) 74,323.00 24.956 743.23 1,855,540.59
PUR 7/13/10 74153Q10 PRIDE INTERNATIONAL INC.
20937 7/16/10 423981 ICAP CORPORATES LLC 50,000.00 24.812 500.00 1,241,100.00
PUR 7/13/10 74153Q10 PRIDE INTERNATIONAL INC.
20937 7/16/10 423981 PRINCETON SECURITIES GROUP 75,000.00 24.792 750.00 1,860,150.00
PUR 6/29/10 74752510 QUALCOMM INC.
03288 7/02/10 423943 MERRIMAN/OTC 50,000.00 33.158 500.00 1,658,390.00
PUR 7/15/10 75281A10 RANGE RESOURCES CORP
47193 7/20/10 423990 KEYBANC CAPITAL MKTS INC 80,000.00 41.473 3,200.00 3,321,016.00
PUR 7/15/10 75281A10 RANGE RESOURCES CORP
47193 7/20/10 423990 PACIFIC CREST SECURITIES 50,000.00 41.568 2,000.00 2,080,380.00
PUR 7/19/10 75281A10 RANGE RESOURCES CORP
47193 7/22/10 423999 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 39.524 2,000.00 1,978,195.00
PUR 7/27/10 75281A10 RANGE RESOURCES CORP
47193 7/30/10 424024 RAYMOND JAMES & ASSOCIATES, 80,000.00 37.174 3,200.00 2,977,096.00
PUR 7/02/10 76122Q10 RESOURCES CONNECTION INC
51097 7/08/10 423955 INSTINET/SOFT-FACTSET 50,000.00 12.715 2,500.00 638,240.00
PUR 7/15/10 76122Q10 RESOURCES CONNECTION INC
51097 7/20/10 423990 UBS WARBURG LLC 80,000.00 13.133 2,400.00 1,053,048.00
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 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 56
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/16/10 76122Q10 RESOURCES CONNECTION INC
51097 7/21/10 423994 UBS WARBURG LLC 20,000.00 13.009 600.00 260,780.00
PUR 7/26/10 78390X10 SAIC INC
35406 7/29/10 424020 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 16.897 800.00 338,740.00
PUR 7/02/10 85571B10 STARWOOD PROPERTY TRUST INC
50985 7/08/10 423955 INSTINET/SOFT-FACTSET 20,000.00 16.782 1,000.00 336,630.00
PUR 7/06/10 85571B10 STARWOOD PROPERTY TRUST INC
50985 7/09/10 423959 LABRANCHE/SOFT 5,000.00 16.777 250.00 84,133.50
PUR 7/13/10 85571B10 STARWOOD PROPERTY TRUST INC
50985 7/16/10 423981 LABRANCHE/0TC 25,000.00 17.911 250.00 448,020.00
PUR 7/08/10 85837510 STEIN MART INC
51766 7/13/10 423968 LABRANCHE/0TC 6,508.00 6.244 65.08 40,699.73
PUR 7/26/10 87150310 SYMANTEC CORP
8884 7/29/10 424020 UBS WARBURG LLC 100,000.00 14.906 3,000.00 1,493,640.00
PUR 7/26/10 88870610 TIVO INC.
34244 7/29/10 424020 UBS WARBURG LLC 100,000.00 8.983 3,000.00 901,300.00
PUR 7/09/10 90265310 UDR INC
52558 7/14/10 423972 BMO CAPITAL MARKETS/EXECUTI 30,000.00 19.862 300.00 596,154.00
PUR 7/12/10 90265310 UDR INC
52558 7/15/10 423977 BMO CAPITAL MARKETS/EXECUTI 20,000.00 19.893 200.00 398,068.00
PUR 7/01/10 91324P10 UNITEDHEALTH GROUP INC
23825 7/07/10 423951 CAPIS/SOFT 295,000.00 27.768 14,750.00 8,206,339.50
PUR 7/22/10 92220710 VARIAN SEMICONDUCTOR EQUIP
32229 7/27/10 424011 JANNEY MONTGOMERY SCOTT 115,000.00 27.955 3,450.00 3,218,240.50
PUR 7/14/10 92826C83 VISA INC CL A
49022 7/19/10 423986 DEUTSCHE BANK AG (DOMESTIC) 45,000.00 76.556 1,800.00 3,446,829.00
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 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 57
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/22/10 92826C83 VISA INC CL A
49022 7/27/10 424011 DEUTSCHE BANK AG (DOMESTIC) 25,000.00 74.365 1,000.00 1,860,125.00
PUR 7/26/10 92826C83 VISA INC CL A
49022 7/29/10 424020 CITIGROUP/CITIBANK DOMESTIC 25,000.00 76.019 1,000.00 1,901,477.50
PUR 7/15/10 92929710 WMS INDUSTRIES INC
46165 7/20/10 423990 KAUFMAN BROS L.P. 21,000.00 39.948 840.00 839,748.00
PUR 7/06/10 93114210 WAL-MART STORES, INC.
15929 7/09/10 423959 WILLIAMS CAPITAL GROUP 10,000.00 48.609 100.00 486,188.00
PUR 7/26/10 96181530 WESTWOOD ONE INC
48486 7/29/10 424020 UBS WARBURG LLC 8,500.00 7.000 255.00 59,755.00
PUR 7/02/10 98310W10 WYNDHAM WORLDWIDE
50304 7/08/10 423955 BMO CAPITAL MARKETS/EXECUTI 20,000.00 20.171 200.00 403,624.00
PUR 7/21/10 G6359F10 NABORS INDUSTRIES LTD.
22964 7/26/10 424007 LANGEN MCALENNEY 100,000.00 17.820 4,000.00 1,785,990.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 11,087,558.00 300,135,285.54
416,823.66
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 11,087,558.00 300,135,285.54
416,823.66
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 7/14/10 00176510 AMR CORP. 30.31
05963 7/19/10 423987 JP MORGAN 250,000.00 7.172 10,000.00 1,783,044.69 -103,051.17
SALE 7/15/10 00176510 AMR CORP. 58.75
05963 7/20/10 423991 RBC CAPITAL (DOMESTIC) 500,000.00 6.952 20,000.00 3,455,991.25 -316,200.48
SALE 7/16/10 00176510 AMR CORP. 159.76
05963 7/21/10 423995 BARCLAYS CAPITAL (DOMESTIC) 1,365,000.00 6.925 54,600.00 9,398,274.74 -899,808.68
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 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 58
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/20/10 00176510 AMR CORP. 57.68
05963 7/23/10 424004 JP MORGAN 500,000.00 6.826 20,000.00 3,392,742.32 -379,449.41
SALE 7/26/10 00184X10 AOL INC 21.10
50037 7/29/10 424021 BARCLAYS CAPITAL (DOMESTIC) 60,000.00 20.800 2,400.00 1,245,584.90 -461,015.10
SALE 7/26/10 00430U10 ACCELRYS INC. 2.40
27759 7/29/10 424021 JEFFERIES & COMPANY 20,000.00 7.090 600.00 141,197.60 -78,076.16
SALE 7/06/10 00797310 ADVANCED ENERGY INDUSTRIES, 2.12
11465 7/09/10 423960 LABRANCHE/SOFT 10,000.00 12.545 500.00 124,946.88 -15,022.15
SALE 7/21/10 01165910 ALASKA AIR GROUP INC 24.32
17215 7/26/10 424008 MORGAN STANLEY 30,000.00 47.965 1,200.00 1,437,737.68 507,370.01
SALE 7/22/10 01165910 ALASKA AIR GROUP INC 32.73
17215 7/27/10 424012 MORGAN STANLEY 40,000.00 48.411 1,600.00 1,934,823.27 694,333.04
SALE 7/08/10 01736110 ALLEGHENY ENERGY, INC. 25.27
06156 7/13/10 423969 BMO CAPITAL MARKETS/EXECUTI 70,000.00 21.359 700.00 1,494,404.73 -729,728.17
SALE 7/21/10 01736110 ALLEGHENY ENERGY, INC. 29.19
06156 7/26/10 424008 LANGEN MCALENNEY 75,000.00 23.024 3,000.00 1,723,793.31 -659,206.23
SALE 7/27/10 01736110 ALLEGHENY ENERGY, INC. 19.66
06156 7/30/10 424025 RAYMOND JAMES & ASSOCIATES, 50,000.00 23.258 2,000.00 1,160,885.34 -427,781.02
SALE 7/07/10 01880210 ALLIANT ENERGY CORP. 24.57
22413 7/12/10 423964 ICAP CORPORATES LLC 45,000.00 32.299 450.00 1,452,966.93 92,318.88
SALE 7/07/10 02553710 AMERICAN ELECTRIC POWER CO. 49.29
04799 7/12/10 423964 GRISWOLD COMPANY 85,000.00 34.307 850.00 2,915,204.21 -105,753.88
SALE 7/01/10 02553E10 AMERICAN EAGLE OUTFITTERS 9.91
37945 7/07/10 423952 PRINCETON SECURITIES GROUP 50,000.00 11.719 500.00 585,435.09 -621,718.61
SALE 7/02/10 02553E10 AMERICAN EAGLE OUTFITTERS 10.07
37945 7/08/10 423956 PRINCETON SECURITIES GROUP 50,000.00 11.913 500.00 595,119.93 -612,033.77
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 59
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/08/10 02553E10 AMERICAN EAGLE OUTFITTERS 2.55
37945 7/13/10 423969 BLAYLOCK ROBERT VAN LLC 13,000.00 11.563 130.00 150,179.95 -163,680.01
SALE 7/07/10 03251110 ANADARKO PETROLEUM CORP 65.90
9798 7/12/10 423964 MERIDIAN EQUITY PARTNERS 95,000.00 41.042 950.00 3,898,012.10 -176,239.10
SALE 7/23/10 03251110 ANADARKO PETROLEUM CORP 49.21
9798 7/28/10 424017 MACQUARIE CAPITAL USA 60,000.00 48.529 2,400.00 2,909,278.79 336,067.50
SALE 7/06/10 03265410 ANALOG DEVICES INC 11.97
15593 7/09/10 423960 ICAP CORPORATES LLC 25,000.00 28.317 250.00 707,650.53 290,617.52
SALE 7/07/10 03265410 ANALOG DEVICES INC 12.43
15593 7/12/10 423964 MERIDIAN EQUITY PARTNERS 25,000.00 29.401 250.00 734,760.07 317,727.06
SALE 7/01/10 03783310 APPLE INC 41.89
08785 7/07/10 423952 MERRIMAN/OTC 10,000.00 247.81 100.00 2,477,967.11 1,981,771.75
SALE 7/21/10 03783310 APPLE INC 43.52
08785 7/26/10 424008 JANNEY MONTGOMERY SCOTT 10,000.00 257.51 300.00 2,574,787.48 2,078,592.12
SALE 7/07/10 03822210 APPLIED MATERIALS, INC. 10.29
5627 7/12/10 423964 LABRANCHE/0TC 50,000.00 12.181 500.00 608,524.71 224,771.79
SALE 7/07/10 03836W10 AQUA AMERICA INC 24.60
26790 7/12/10 423964 CAPIS/SOFT 80,000.00 18.195 4,000.00 1,451,591.40 556,719.09
SALE 7/07/10 03938010 ARCH COAL, INC. 17.28
26688 7/12/10 423964 MERIDIAN EQUITY PARTNERS 50,000.00 20.442 500.00 1,021,592.72 85,929.11
SALE 7/21/10 04004710 ARENA PHARMACEUTICALS, INC. 42.95
35379 7/26/10 424008 JANNEY MONTGOMERY SCOTT 500,000.00 5.083 15,000.00 2,526,207.05 -66,947.72
SALE 7/26/10 04363210 ASCENT MEDIA CORP. CL A 5.76
43295 7/29/10 424021 JEFFERIES & COMPANY 12,000.00 28.389 360.00 340,301.04 -195,065.61
SALE 7/27/10 04363210 ASCENT MEDIA CORP. CL A 3.77
43295 7/30/10 424025 JEFFERIES & COMPANY 8,000.00 27.842 240.00 222,494.63 -134,416.47
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 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 60
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/22/10 04951310 ATMEL CORP. 4.47
14961 7/27/10 424012 KEYBANC CAPITAL MKTS INC 50,000.00 5.284 2,000.00 262,200.53 -3,136.21
SALE 7/26/10 05366Y10 AVIAT NETWORKS INC 3.58
50685 7/29/10 424021 JEFFERIES & COMPANY 49,683.00 4.256 1,490.49 209,961.75 -3,324.35
SALE 7/09/10 05564E10 BRE PROPERTIES INC 47.34
51437 7/14/10 423973 BMO CAPITAL MARKETS/EXECUTI 75,000.00 37.343 750.00 2,799,912.66 -43,674.84
SALE 7/15/10 05874B10 BALLY TECHNOLOGIES INC 14.04
42543 7/20/10 423991 KAUFMAN BROS L.P. 25,000.00 33.230 1,000.00 829,738.46 121,236.01
SALE 7/07/10 08442310 W R BERKLEY CORP 18.03
04881 7/12/10 423964 PRINCETON SECURITIES GROUP 40,000.00 26.659 400.00 1,065,957.97 404,802.02
SALE 7/01/10 11132010 BROADCOM CORP. 28.10
10585 7/07/10 423952 LABRANCHE/0TC 50,000.00 33.250 500.00 1,661,981.90 772,118.78
SALE 7/14/10 11132010 BROADCOM CORP. 15.65
10585 7/19/10 423987 INSTINET/SOFT-FACTSET 25,000.00 37.027 1,250.00 924,411.85 479,480.29
SALE 7/07/10 12561W10 CLECO CORP. 6.76
19876 7/12/10 423964 BLAYLOCK ROBERT VAN LLC 15,000.00 26.642 150.00 399,470.24 42,922.96
SALE 7/07/10 13342B10 CAMERON INTERNATIONAL CORP. 31.27
34072 7/12/10 423964 GRISWOLD COMPANY 55,000.00 33.638 550.00 1,849,497.73 1,121,033.27
SALE 7/27/10 14028810 CAPLEASE INC 2.16
50976 7/30/10 424025 BUCKINGHAM RESEARCH GROUP I 25,000.00 5.093 1,000.00 126,325.34 -69,217.40
SALE 7/07/10 16516710 CHESAPEAKE ENERGY CORP. 33.89
08811 7/12/10 423964 ICAP CORPORATES LLC 95,000.00 21.104 950.00 2,003,924.61 19,916.52
SALE 7/07/10 16676410 CHEVRON CORP. 98.95
21041 7/12/10 423964 PRINCETON SECURITIES GROUP 85,000.00 68.881 850.00 5,853,927.55 3,053,058.90
SALE 7/21/10 18683K10 CLIFFS NATURAL RESOURCES 200.58
46820 7/26/10 424008 ISI - HYMAN 228,000.00 52.054 11,400.00 11,856,779.82 1,369,049.47
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 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 61
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/21/10 18683K10 CLIFFS NATURAL RESOURCES 43.03
46820 7/26/10 424008 MORGAN STANLEY 50,000.00 50.917 2,000.00 2,543,801.97 243,861.10
SALE 7/07/10 19121610 COCA-COLA CO. (THE) 86.16
14589 7/12/10 423964 CAPIS/SOFT 100,000.00 50.983 5,000.00 5,093,173.84 2,050,916.67
SALE 7/26/10 20563810 COMPUWARE CORP. 13.73
10097 7/29/10 424021 JEFFERIES & COMPANY 100,000.00 8.122 3,000.00 809,136.27 -1,168,258.86
SALE 7/07/10 20825C10 CONOCOPHILLIPS 81.64
23444 7/12/10 423964 MERIDIAN EQUITY PARTNERS 95,000.00 50.846 950.00 4,829,357.36 1,211,078.64
SALE 7/07/10 20854P10 CONSOL ENERGY INC 30.09
48840 7/12/10 423964 MERIDIAN EQUITY PARTNERS 50,000.00 35.599 500.00 1,779,399.91 -625,753.40
SALE 7/22/10 20854P10 CONSOL ENERGY INC 49.78
48840 7/27/10 424012 LAZARD CAPITAL MARKETS 75,000.00 39.272 3,000.00 2,942,335.22 -665,394.75
SALE 7/07/10 20911510 CONSOLIDATED EDISON INC 14.93
07848 7/12/10 423964 WILLIAMS CAPITAL GROUP 20,000.00 44.150 200.00 882,775.07 124,557.05
SALE 7/07/10 20934110 CONSOLIDATED GRAPHICS, INC. 4.44
12843 7/12/10 423964 WILLIAMS CAPITAL GROUP 6,700.00 39.167 67.00 262,344.11 32,648.93
SALE 7/08/10 20934110 CONSOLIDATED GRAPHICS, INC. 8.91
12843 7/13/10 423969 WILLIAMS CAPITAL GROUP 13,300.00 39.605 133.00 526,608.58 70,646.52
SALE 7/20/10 21079530 CONTINENTAL AIR 100.49
47013 7/23/10 424004 JP MORGAN 250,000.00 23.784 10,000.00 5,935,949.51 1,336,612.40
SALE 7/21/10 21079530 CONTINENTAL AIR 19.67
47013 7/26/10 424008 MORGAN STANLEY 50,000.00 23.268 2,000.00 1,161,365.33 241,497.91
SALE 7/26/10 21935010 CORNING INC. 7.56
23978 7/29/10 424021 CITIGROUP/CITIBANK DOMESTIC 25,000.00 17.890 1,000.00 446,242.44 55,035.54
SALE 7/06/10 22160K10 COSTCO WHOLESALE CORP. 9.09
14344 7/09/10 423960 LABRANCHE/SOFT 10,000.00 53.807 500.00 537,557.91 239,506.86
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 62
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/07/10 22463310 CRAWFORD & COMPANY CL B .30
6070 7/12/10 423964 CAPIS/SOFT 5,500.00 3.206 275.00 17,354.95 -56,972.92
SALE 7/08/10 22463310 CRAWFORD & COMPANY CL B 2.94
6070 7/13/10 423969 CAPIS/SOFT 56,000.00 3.107 2,800.00 171,205.86 -585,587.01
SALE 7/09/10 22463310 CRAWFORD & COMPANY CL B 2.12
6070 7/14/10 423973 CAPIS/SOFT 40,000.00 3.140 2,000.00 123,585.88 -416,980.46
SALE 7/12/10 22463310 CRAWFORD & COMPANY CL B 1.75
6070 7/15/10 423978 CAPIS/SOFT 34,300.00 3.025 1,715.00 102,044.18 -361,491.45
SALE 7/13/10 22463310 CRAWFORD & COMPANY CL B .83
6070 7/16/10 423982 CAPIS/SOFT 15,700.00 3.128 785.00 48,330.05 -163,842.24
SALE 7/07/10 22757R10 CROSS TIMBERS ROYALTY TRUST .42
25925 7/12/10 423964 WILLIAMS CAPITAL GROUP 700.00 34.941 7.00 24,451.56 12,485.76
SALE 7/08/10 22757R10 CROSS TIMBERS ROYALTY TRUST 3.10
25925 7/13/10 423969 WILLIAMS CAPITAL GROUP 5,342.00 34.311 53.42 183,233.38 91,917.19
SALE 7/16/10 22822710 CROWN CASTLE INTERNATIONAL 46.24
26670 7/21/10 423995 BARCLAYS CAPITAL (DOMESTIC) 75,000.00 36.478 3,000.00 2,732,826.26 956,075.10
SALE 7/16/10 22822710 CROWN CASTLE INTERNATIONAL 30.85
26670 7/21/10 423995 UBS WARBURG LLC 50,000.00 36.497 1,500.00 1,823,339.15 638,838.38
SALE 7/19/10 22822710 CROWN CASTLE INTERNATIONAL 46.05
26670 7/22/10 424000 BARCLAYS CAPITAL (DOMESTIC) 75,000.00 36.324 3,000.00 2,721,283.95 944,532.79
SALE 7/07/10 22989910 CULLEN/FROST BANKERS, INC. 17.87
10533 7/12/10 423964 WILLIAMS CAPITAL GROUP 20,000.00 52.860 200.00 1,056,984.13 522,362.08
SALE 7/07/10 23333110 DTE ENERGY CO. 19.67
11348 7/12/10 423964 BLAYLOCK ROBERT VAN LLC 25,000.00 46.538 250.00 1,163,182.83 138,009.43
SALE 7/07/10 25179M10 DEVON ENERGY CORPORATION 46.88
18029 7/12/10 423964 WILLIAMS CAPITAL GROUP 45,000.00 61.635 450.00 2,773,087.12 498,662.32
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 63
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/23/10 25386810 DIGITAL REALTY TRUST INC. 4.96
37406 7/28/10 424017 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 58.683 200.00 293,210.04 100,386.64
SALE 7/07/10 25388B10 DIGITAL RIVER INC 40.96
12330 7/12/10 423964 LABRANCHE/SOFT 100,000.00 24.237 5,000.00 2,418,639.04 -332,406.13
SALE 7/07/10 25746U10 DOMINION RESOURCES, INC. 23.40
16212 7/12/10 423964 BLAYLOCK ROBERT VAN LLC 35,000.00 39.550 350.00 1,383,883.60 543,265.32
SALE 7/21/10 26054310 DOW CHEMICAL 214.91
48222 7/26/10 424008 MORGAN STANLEY 500,000.00 25.432 20,000.00 12,695,785.09 649,207.65
SALE 7/07/10 26441C10 DUKE ENERGY CORP. 27.77
33796 7/12/10 423964 CAPIS/SOFT 100,000.00 16.431 5,000.00 1,638,042.23 371,501.30
SALE 7/07/10 28102010 EDISON INTERNATIONAL INC. 24.42
05416 7/12/10 423964 WILLIAMS CAPITAL GROUP 45,000.00 32.098 450.00 1,443,917.58 453,243.56
SALE 7/07/10 28238P10 EHEALTH INC 2.53
40313 7/12/10 423964 LABRANCHE/SOFT 13,601.00 11.010 680.05 149,067.15 -146,904.83
SALE 7/08/10 28238P10 EHEALTH INC 19.72
40313 7/13/10 423969 LABRANCHE/SOFT 106,399.00 10.967 5,319.95 1,161,580.72 -1,153,772.75
SALE 7/26/10 29084610 EMCORE CORP. .46
37407 7/29/10 424021 INSTINET (DOMESTIC) 31,130.00 .866 155.65 26,796.24 -170,563.13
SALE 7/27/10 29084610 EMCORE CORP. .73
37407 7/30/10 424025 INSTINET (PORTAL) 50,270.00 .854 251.35 42,663.42 -276,040.58
SALE 7/16/10 29101110 EMERSON ELECTRIC CO. 34.41
18169 7/21/10 423995 BUCKINGHAM RESEARCH GROUP I 45,000.00 45.239 1,800.00 2,033,902.59 577,041.01
SALE 7/19/10 29101110 EMERSON ELECTRIC CO. 23.00
18169 7/22/10 424000 BUCKINGHAM RESEARCH GROUP I 30,000.00 45.358 1,200.00 1,359,529.00 388,287.94
SALE 7/26/10 29382R10 ENTRAVISION COMMUNICATIONS 1.99
23824 7/29/10 424021 BARCLAYS CAPITAL (DOMESTIC) 51,310.00 2.287 1,026.20 116,297.26 -379,709.34
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 64
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/27/10 29382R10 ENTRAVISION COMMUNICATIONS .34
23824 7/30/10 424025 BARCLAYS CAPITAL (DOMESTIC) 8,690.00 2.287 173.80 19,699.89 -64,305.13
SALE 7/07/10 30161N10 EXELON CORP. 85.50
18384 7/12/10 423964 GRISWOLD COMPANY 130,000.00 38.917 1,300.00 5,057,785.50 125,763.71
SALE 7/08/10 30161N10 EXELON CORP. 67.67
18384 7/13/10 423969 MERIDIAN EQUITY PARTNERS 100,000.00 40.041 1,000.00 4,002,982.33 209,119.41
SALE 7/19/10 30161N10 EXELON CORP. 35.13
18384 7/22/10 424000 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 41.565 2,000.00 2,076,194.87 179,263.41
SALE 7/07/10 30231G10 EXXON MOBIL CORP. 83.38
15200 7/12/10 423964 CAPIS/SOFT 85,000.00 58.041 4,250.00 4,929,185.62 2,807,228.80
SALE 7/13/10 30231G10 EXXON MOBIL CORP. 85.47
15200 7/16/10 423982 GRISWOLD COMPANY 85,000.00 59.499 850.00 5,056,437.03 2,934,480.21
SALE 7/15/10 30294110 FTI CONSULTING INC 1.40
25298 7/20/10 423991 WELLS FARGO SECURITIES 2,500.00 33.048 100.00 82,518.10 17,360.88
SALE 7/16/10 30294110 FTI CONSULTING INC 27.02
25298 7/21/10 423995 WELLS FARGO SECURITIES 47,500.00 33.653 1,900.00 1,596,599.98 358,612.89
SALE 7/21/10 30294110 FTI CONSULTING INC 8.83
25298 7/26/10 424008 CL KING (RESEARCH) 15,000.00 34.807 600.00 521,502.17 130,558.88
SALE 7/08/10 33793210 FIRSTENERGY CORP. 61.11
11347 7/13/10 423969 ICAP CORPORATES LLC 100,000.00 36.154 1,000.00 3,614,328.89 -127,650.94
SALE 7/26/10 35086510 4KIDS ENTERTAINMENT, INC. 1.36
31050 7/29/10 424021 INSTINET (DOMESTIC) 120,000.00 .671 600.00 79,870.64 -2,168,213.82
SALE 7/22/10 35671D85 FREEPORT-MCMORAN COPPER-B 117.35
26353 7/27/10 424012 SOLEIL SECURITIES CORP. 100,000.00 69.435 4,000.00 6,939,412.65 903,070.72
SALE 7/09/10 36476010 GAP INC/THE 15.66
45204 7/14/10 423973 BMO CAPITAL MARKETS/EXECUTI 50,000.00 18.532 500.00 926,084.34 23,035.57
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 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 65
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/26/10 36938510 GENERAL COMMUNICATION INC-A 5.20
32270 7/29/10 424021 JEFFERIES & COMPANY 35,000.00 8.787 1,050.00 306,475.80 -49,164.68
SALE 7/07/10 37246010 GENUINE PARTS CO. 33.99
24582 7/12/10 423964 BMO CAPITAL MARKETS/EXECUTI 50,000.00 40.225 500.00 2,010,701.01 510,350.14
SALE 7/01/10 37291710 GENZYME CORP 100.11
06123 7/07/10 423952 INSTINET/SOFT-FACTSET 120,000.00 49.363 6,000.00 5,917,411.89 -233,934.48
SALE 7/26/10 38937510 GRAY TELEVISION, INC. 3.38
36991 7/29/10 424021 BARCLAYS CAPITAL (DOMESTIC) 80,000.00 2.495 1,600.00 197,988.62 -671,974.38
SALE 7/08/10 40621610 HALLIBURTON CO 47.66
01331 7/13/10 423969 CAPIS/SOFT 100,000.00 28.201 5,000.00 2,815,072.34 484,412.22
SALE 7/08/10 40621610 HALLIBURTON CO 40.51
01331 7/13/10 423969 GRISWOLD COMPANY 85,000.00 28.195 850.00 2,395,718.49 414,657.39
SALE 7/07/10 41387510 HARRIS CORP. 17.98
04862 7/12/10 423964 BMO CAPITAL MARKETS/EXECUTI 25,000.00 42.542 250.00 1,063,289.52 607,166.90
SALE 7/26/10 43146610 HILL INTERNATIONAL INC. .68
36311 7/29/10 424021 BARCLAYS CAPITAL (DOMESTIC) 8,100.00 4.930 324.00 39,606.70 -18,505.62
SALE 7/26/10 45071R10 IXIA 1.93
18299 7/29/10 424021 JANNEY MONTGOMERY SCOTT 10,000.00 11.363 300.00 113,328.07 -75,670.45
SALE 7/26/10 45668X20 INFOLOGIX INC .25
50795 7/29/10 424021 UBS WARBURG LLC 3,000.00 4.879 90.00 14,547.35 -278,403.05
SALE 7/07/10 45814010 INTEL CORP 34.01
14861 7/12/10 423964 LABRANCHE/SOFT 100,000.00 20.122 5,000.00 2,007,155.99 568,493.01
SALE 7/07/10 45822P10 INTEGRYS ENERGY GROUP INC 26.46
36551 7/12/10 423964 BLAYLOCK ROBERT VAN LLC 35,000.00 44.725 350.00 1,565,012.54 311,681.57
SALE 7/07/10 45920010 INTL BUSINESS MACHINES CORP 53.65
17139 7/12/10 423964 BLAYLOCK ROBERT VAN LLC 25,000.00 126.96 250.00 3,173,851.35 1,502,282.19
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 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 66
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
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SALE 7/26/10 46033520 INTL SPEEDWAY CORP. 9.04
06725 7/29/10 424021 UBS WARBURG LLC 20,000.00 26.730 600.00 533,986.96 -115,512.23
SALE 7/07/10 46568510 ITC HOLDINGS CORP. 31.38
36443 7/12/10 423964 ICAP CORPORATES LLC 35,000.00 53.049 350.00 1,856,347.62 318,097.62
SALE 7/14/10 46631310 JABIL CIRCUIT, INC. 2.54
09153 7/19/10 423987 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 15.000 400.00 149,597.46 -43,554.28
SALE 7/01/10 47816010 JOHNSON & JOHNSON 338.09
03544 7/07/10 423952 CAPIS/SOFT 340,000.00 58.840 17,000.00 19,988,227.91 5,812,114.13
SALE 7/14/10 48203R10 JUNIPER NETWORKS, INC. 11.32
27530 7/19/10 423987 INSTINET/SOFT-FACTSET 25,000.00 26.776 1,250.00 668,138.68 182,391.32
SALE 7/20/10 48203R10 JUNIPER NETWORKS, INC. 11.25
27530 7/23/10 424004 JANNEY MONTGOMERY SCOTT 25,000.00 26.624 750.00 664,838.75 179,091.39
SALE 7/23/10 48203R10 JUNIPER NETWORKS, INC. 11.68
27530 7/28/10 424017 JANNEY MONTGOMERY SCOTT 25,000.00 27.625 750.00 689,863.32 204,115.96
SALE 7/07/10 48248010 KLA-TENCOR CORPORATION 9.67
08730 7/12/10 423964 MERRIMAN/OTC 20,000.00 28.605 200.00 571,880.33 39,882.86
SALE 7/07/10 50212A10 L-1 IDENTITY SOLUTIONS INC. 48.36
35066 7/12/10 423964 CAPIS/SOFT 350,000.00 8.176 17,500.00 2,843,876.64 -2,461,743.82
SALE 7/08/10 50212A10 L-1 IDENTITY SOLUTIONS INC. 20.18
35066 7/13/10 423969 CAPIS/SOFT 150,000.00 7.961 7,500.00 1,186,689.82 -1,087,147.52
SALE 7/14/10 50240310 LTX-CREDENCE CORP .80
42797 7/19/10 423987 INSTINET/SOFT-FACTSET 15,000.00 3.140 750.00 46,353.70 6,481.76
SALE 7/07/10 50559710 LACLEDE GROUP, INC. (THE) 19.29
20977 7/12/10 423964 ICAP CORPORATES LLC 35,000.00 32.610 350.00 1,140,991.21 228,252.49
SALE 7/07/10 51280710 LAM RESEARCH 16.78
50679 7/12/10 423964 MERRIMAN/OTC 25,000.00 39.702 250.00 992,278.22 151,046.27
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 67
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/14/10 51280710 LAM RESEARCH 7.15
50679 7/19/10 423987 INSTINET/SOFT-FACTSET 10,000.00 42.267 500.00 422,166.85 85,674.07
SALE 7/01/10 53245710 ELI LILLY & CO. 434.16
16011 7/07/10 423952 CAPIS/SOFT 780,000.00 32.936 39,000.00 25,650,723.84 -7,079,309.94
SALE 7/26/10 53945110 LOJACK CORP. 1.22
15336 7/29/10 424021 UBS WARBURG LLC 20,000.00 3.583 600.00 71,048.78 -222,419.99
SALE 7/27/10 53945110 LOJACK CORP. 1.20
15336 7/30/10 424025 UBS WARBURG LLC 20,000.00 3.534 600.00 70,076.80 -223,391.97
SALE 7/16/10 54866110 LOWES COMPANIES, INC. 6.88
08635 7/21/10 423995 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 20.355 800.00 406,287.12 106,681.30
SALE 7/21/10 54866110 LOWES COMPANIES, INC. 17.04
08635 7/26/10 424008 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 20.163 2,000.00 1,006,137.96 257,123.41
SALE 7/22/10 54866110 LOWES COMPANIES, INC. 17.27
08635 7/27/10 424012 LANGEN MCALENNEY 50,000.00 20.432 2,000.00 1,019,602.73 270,588.18
SALE 7/26/10 55826P10 MADISON SQUARE GARDEN INC 22.40
50793 7/29/10 424021 BARCLAYS CAPITAL (DOMESTIC) 70,000.00 18.931 2,800.00 1,322,333.60 58,304.33
SALE 7/07/10 56584910 MARATHON OIL CORP. 15.99
21604 7/12/10 423964 PRINCETON SECURITIES GROUP 30,000.00 31.525 300.00 945,434.01 474,325.84
SALE 7/07/10 56845T30 MARINER ENERGY, INC. 18.46
33504 7/12/10 423964 PRINCETON SECURITIES GROUP 50,000.00 21.841 500.00 1,091,546.54 373,318.26
SALE 7/07/10 57708110 MATTEL INC. 36.48
13394 7/12/10 423964 CAPIS/SOFT 100,000.00 21.587 5,000.00 2,153,683.52 335,133.06
SALE 7/26/10 58446K10 MEDIACOM COMMUNICATIONS COR 3.71
19478 7/29/10 424021 UBS WARBURG LLC 30,000.00 7.300 900.00 218,084.29 -63,574.10
SALE 7/07/10 58737610 MERCANTILE BANK CORP. 3.88
29758 7/12/10 423964 LABRANCHE/SOFT 41,272.00 5.556 2,063.60 227,239.75 -1,266,729.14
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 68
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/08/10 58737610 MERCANTILE BANK CORP. .10
29758 7/13/10 423969 INSTINET (DOMESTIC) 1,034.00 5.506 7.24 5,685.97 -31,742.89
SALE 7/12/10 58737610 MERCANTILE BANK CORP. .14
29758 7/15/10 423978 INSTINET (PORTAL) 1,402.00 5.584 9.81 7,818.26 -42,931.51
SALE 7/13/10 58737610 MERCANTILE BANK CORP. 2.76
29758 7/16/10 423982 INSTINET (PORTAL) 29,422.00 5.541 205.95 162,818.59 -902,202.55
SALE 7/14/10 58737610 MERCANTILE BANK CORP. .88
29758 7/19/10 423987 INSTINET (PORTAL) 9,400.00 5.506 65.80 51,687.84 -288,574.50
SALE 7/19/10 58737610 MERCANTILE BANK CORP. .12
29758 7/22/10 424000 CREDIT SUISSE SEC (AES) 1,200.00 5.630 12.00 6,743.88 -36,693.87
SALE 7/20/10 58737610 MERCANTILE BANK CORP. .13
29758 7/23/10 424004 CREDIT SUISSE SEC (AES) 1,300.00 5.547 13.00 7,197.84 -39,859.72
SALE 7/21/10 58737610 MERCANTILE BANK CORP. .06
29758 7/26/10 424008 CREDIT SUISSE SEC (AES) 600.00 5.500 6.00 3,293.94 -18,424.93
SALE 7/22/10 58737610 MERCANTILE BANK CORP. .03
29758 7/27/10 424012 CREDIT SUISSE SEC (AES) 300.00 5.511 3.00 1,650.21 -9,209.23
SALE 7/01/10 58933Y10 MERCK & CO. INC. 441.09
49251 7/07/10 423952 CAPIS/SOFT 765,000.00 34.117 38,250.00 26,061,043.41 3,861,028.47
SALE 7/06/10 59501710 MICROCHIP TECHNOLOGY INC. 23.85
01561 7/09/10 423960 LABRANCHE/SOFT 50,000.00 28.220 2,500.00 1,408,466.15 -22,297.58
SALE 7/26/10 59513710 MICROSEMI CORP. 7.09
22161 7/29/10 424021 JANNEY MONTGOMERY SCOTT 25,000.00 16.764 750.00 418,335.41 101,376.13
SALE 7/26/10 59627810 MIDDLEBY CORP 3.86
44277 7/29/10 424021 UBS WARBURG LLC 3,888.00 58.642 116.64 227,879.98 -82,595.56
SALE 7/07/10 62671710 MURPHY OIL CORP. 33.80
23055 7/12/10 423964 PRINCETON SECURITIES GROUP 40,000.00 49.999 400.00 1,999,518.20 871,373.64
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 69
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/26/10 62886E10 NCR CORP 2.41
27835 7/29/10 424021 CITIGROUP/CITIBANK DOMESTIC 10,000.00 14.248 400.00 142,077.59 5,895.66
SALE 7/08/10 62937750 NRG ENERGY INC 28.05
50644 7/13/10 423969 PRINCETON SECURITIES GROUP 75,000.00 22.124 750.00 1,658,514.45 -90,653.40
SALE 7/26/10 62941030 NTN BUZZTIME INC. .29
03676 7/29/10 424021 BARCLAYS CAPITAL (DOMESTIC) 40,000.00 .426 400.00 16,635.71 -137,650.29
SALE 7/02/10 65122910 NEWELL RUBBERMAID INC. 7.24
22814 7/08/10 423956 BMO CAPITAL MARKETS/EXECUTI 30,000.00 14.261 300.00 427,534.76 -64,267.61
SALE 7/07/10 65129010 NEWFIELD EXPLORATION CO. 33.70
41696 7/12/10 423964 PRINCETON SECURITIES GROUP 40,000.00 49.842 400.00 1,993,242.30 190,305.13
SALE 7/14/10 65163910 NEWMONT MINING CORP. 104.42
38331 7/19/10 423987 DEUTSCHE BANK AG (DOMESTIC) 100,000.00 61.787 4,000.00 6,174,585.58 1,658,841.93
SALE 7/27/10 65473P10 NISOURCE INC. 14.18
21076 7/30/10 424025 RAYMOND JAMES & ASSOCIATES, 50,000.00 16.772 2,000.00 836,585.82 -266,409.88
SALE 7/23/10 65566410 NORDSTROM INC 6.78
47646 7/28/10 424017 DEUTSCHE BANK AG (DOMESTIC) 12,000.00 33.423 480.00 400,590.42 57,358.04
SALE 7/07/10 66439710 NORTHEAST UTILITIES 17.73
29097 7/12/10 423964 GRISWOLD COMPANY 40,000.00 26.217 400.00 1,048,262.27 55,765.28
SALE 7/07/10 66765510 NORTHWEST NATURAL GAS CO 33.11
48823 7/12/10 423964 BMO CAPITAL MARKETS/EXECUTI 45,000.00 43.536 450.00 1,958,632.39 38,840.19
SALE 7/14/10 67018T10 NU SKIN ENTERPRISES INC. CL 7.29
33599 7/19/10 423987 WILLIAMS CAPITAL GROUP 15,000.00 28.730 150.00 430,789.71 180,773.86
SALE 7/16/10 67018T10 NU SKIN ENTERPRISES INC. CL 4.26
33599 7/21/10 423995 KAUFMAN BROS L.P. 9,000.00 27.952 360.00 251,200.14 101,190.63
SALE 7/19/10 67018T10 NU SKIN ENTERPRISES INC. CL 7.42
33599 7/22/10 424000 KAUFMAN BROS L.P. 16,000.00 27.426 640.00 438,163.78 171,480.21
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 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 70
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/07/10 67019E10 NSTAR 32.86
49627 7/12/10 423964 PRINCETON SECURITIES GROUP 55,000.00 35.352 550.00 1,943,749.64 48,785.73
SALE 7/07/10 67073Y10 NV ENERGY INC. 10.33
43882 7/12/10 423964 ICAP CORPORATES LLC 50,000.00 12.223 500.00 610,624.67 -232,891.81
SALE 7/07/10 67459910 OCCIDENTAL PETROLEUM CORP. 32.89
8422 7/12/10 423964 LABRANCHE/SOFT 25,000.00 77.847 1,250.00 1,944,887.11 1,645,021.46
SALE 7/07/10 67802610 OIL STATES INTL 20.72
49907 7/12/10 423964 ICAP CORPORATES LLC 30,000.00 40.861 300.00 1,225,515.28 154,851.28
SALE 7/15/10 69331C10 P G & E CORP 58.15
7625 7/20/10 423991 KEYBANC CAPITAL MKTS INC 80,000.00 43.009 3,200.00 3,437,445.85 1,112,591.35
SALE 7/07/10 69349H10 PNM RESOURCES, INC. 9.30
21606 7/12/10 423964 GRISWOLD COMPANY 50,000.00 10.998 500.00 549,385.70 4,122.98
SALE 7/08/10 70088510 PARKE BANCORP, INC. .07
34056 7/13/10 423969 INSTINET (DOMESTIC) 400.00 9.511 2.80 3,801.65 -1,771.65
SALE 7/07/10 71344810 PEPSICO INC 83.88
14408 7/12/10 423964 LOOP CAPITAL 80,000.00 62.039 800.00 4,962,236.12 3,172,536.03
SALE 7/13/10 71859210 PHILLIPS-VAN HEUSEN 8.16
19115 7/16/10 423982 WILLIAMS CAPITAL GROUP 10,000.00 48.271 100.00 482,597.84 264,077.54
SALE 7/07/10 72348410 PINNACLE WEST CAPITAL CORP. 47.70
21077 7/12/10 423964 WILLIAMS CAPITAL GROUP 75,000.00 37.626 750.00 2,821,137.30 -398,975.08
SALE 7/07/10 74326310 PROGRESS ENERGY, INC. 51.76
18756 7/12/10 423964 BLAYLOCK ROBERT VAN LLC 75,000.00 40.835 750.00 3,061,853.24 -140,644.01
SALE 7/26/10 74428520 PROXIM WIRELESS CORP 1.02
52005 7/29/10 424021 UBS WARBURG LLC 8,000.00 7.519 240.00 59,909.38 -1,688,954.66
SALE 7/14/10 74752510 QUALCOMM INC. 30.93
03288 7/19/10 423987 INSTINET/SOFT-FACTSET 50,000.00 36.593 2,500.00 1,827,114.07 457,510.22
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 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 71
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/21/10 74752510 QUALCOMM INC. 15.49
03288 7/26/10 424008 JANNEY MONTGOMERY SCOTT 25,000.00 36.648 750.00 915,427.01 230,625.08
SALE 7/22/10 74752510 QUALCOMM INC. 16.62
03288 7/27/10 424012 KEYBANC CAPITAL MKTS INC 25,000.00 39.324 1,000.00 982,083.38 297,281.45
SALE 7/26/10 74957T10 RHI ENTERTAINMENT INC. .18
41517 7/29/10 424021 INSTINET (DOMESTIC) 120,000.00 .087 600.00 9,875.82 -1,648,884.43
SALE 7/09/10 77829610 ROSS STORES INC 9.11
37395 7/14/10 423973 LABRANCHE/0TC 10,000.00 53.926 100.00 539,148.89 221,641.93
SALE 7/27/10 78440X10 SL GREEN REALTY CORP. 16.45
43964 7/30/10 424025 BUCKINGHAM RESEARCH GROUP I 17,000.00 57.243 680.00 972,441.35 304,926.89
SALE 7/27/10 78440X10 SL GREEN REALTY CORP. 9.76
43964 7/30/10 424025 BUCKINGHAM RESEARCH GROUP I 10,000.00 57.750 400.00 577,090.24 184,434.68
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 27,000.00 57.431 26.21 1,549,531.59 489,361.57
1,080.00
SALE 7/07/10 78463B10 S1 CORPORATION 3.69
15162 7/12/10 423964 LABRANCHE/SOFT 37,902.00 5.764 1,895.10 216,553.18 -970,620.44
SALE 7/22/10 78477410 STEC INC 6.40
36683 7/27/10 424012 KEYBANC CAPITAL MKTS INC 25,000.00 15.144 1,000.00 377,603.60 135,777.34
SALE 7/16/10 79377W10 SAKS INC. 8.83
23054 7/21/10 423995 BUCKINGHAM RESEARCH GROUP I 70,000.00 7.463 2,800.00 519,608.17 -456,669.39
SALE 7/19/10 79377W10 SAKS INC. 6.37
23054 7/22/10 424000 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 7.542 2,000.00 375,093.63 -322,247.49
SALE 7/07/10 81685110 SEMPRA ENERGY 32.15
10435 7/12/10 423964 LABRANCHE/SOFT 40,000.00 47.557 2,000.00 1,900,235.85 863,002.56
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 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 72
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/29/10 82880610 SIMON PROPERTY GROUP, INC. 20.72
15419 7/02/10 423944 BLAYLOCK ROBERT VAN LLC 15,000.00 81.710 150.00 1,225,474.78 325,391.56
SALE 7/02/10 82880610 SIMON PROPERTY GROUP, INC. 6.67
15419 7/08/10 423956 BMO CAPITAL MARKETS/EXECUTI 5,000.00 78.836 50.00 394,123.33 94,095.59
SALE 7/02/10 82880610 SIMON PROPERTY GROUP, INC. 7.42
15419 7/08/10 423956 BMO CAPITAL MARKETS/EXECUTI 5,500.00 79.778 55.00 438,718.78 108,688.27
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 10,500.00 79.330 14.09 832,842.11 202,783.86
105.00
SALE 7/06/10 82880610 SIMON PROPERTY GROUP, INC. 9.29
15419 7/09/10 423960 BMO CAPITAL MARKETS/EXECUTI 7,000.00 78.476 70.00 549,249.91 129,211.07
SALE 7/12/10 82880610 SIMON PROPERTY GROUP, INC. 27.81
15419 7/15/10 423978 BLAYLOCK ROBERT VAN LLC 20,000.00 82.257 200.00 1,644,904.19 444,793.23
SALE 7/07/10 83851810 SOUTH JERSEY INDUSTRIES INC 22.21
26192 7/12/10 423964 GRISWOLD COMPANY 30,000.00 43.797 300.00 1,313,599.79 228,372.08
SALE 7/15/10 84258710 SOUTHERN CO 35.49
15171 7/20/10 423991 PACIFIC CREST SECURITIES 60,000.00 34.993 2,400.00 2,097,150.51 770,580.97
SALE 7/07/10 84403010 SOUTHERN UNION 16.52
48957 7/12/10 423964 LABRANCHE/SOFT 45,000.00 21.718 2,250.00 975,061.48 51,461.68
SALE 7/02/10 85503010 STAPLES, INC. 6.53
11011 7/08/10 423956 INSTINET/SOFT-FACTSET 20,000.00 19.299 1,000.00 384,975.47 113,404.34
SALE 7/02/10 85503010 STAPLES, INC. 16.36
11011 7/08/10 423956 LABRANCHE/SOFT 50,000.00 19.360 2,500.00 965,458.64 286,530.81
SALE 7/07/10 86764P10 SUNOCO, INC. 33.17
32159 7/12/10 423964 LABRANCHE/SOFT 60,000.00 32.711 3,000.00 1,959,620.83 -213,177.99
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 73
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/07/10 86815710 SUPERIOR ENERGY 16.22
47697 7/12/10 423964 LABRANCHE/SOFT 50,000.00 19.196 2,500.00 957,298.78 174,450.78
SALE 7/07/10 86837X10 SUPERIOR WELL SERVICES INC 14.12
38349 7/12/10 423964 LABRANCHE/SOFT 50,000.00 16.707 2,500.00 832,845.88 -47,561.06
SALE 7/27/10 86837X10 SUPERIOR WELL SERVICES INC 16.33
38349 7/30/10 424025 JANNEY MONTGOMERY SCOTT 50,000.00 19.317 1,500.00 964,348.67 83,941.74
SALE 7/26/10 86858W10 SUPPORT.COM INC 6.17
47689 7/29/10 424021 UBS WARBURG LLC 75,000.00 4.867 2,250.00 362,783.83 -147,296.26
SALE 7/07/10 87237510 TECO ENERGY, INC. 19.87
13054 7/12/10 423964 BMO CAPITAL MARKETS/EXECUTI 75,000.00 15.673 750.00 1,174,705.13 192,888.36
SALE 7/22/10 88076W10 TERADATA CORP. 8.12
38504 7/27/10 424012 DEUTSCHE BANK AG (DOMESTIC) 15,000.00 32.031 600.00 479,856.88 255,259.84
SALE 7/26/10 88076W10 TERADATA CORP. 14.18
38504 7/29/10 424021 BARCLAYS CAPITAL (DOMESTIC) 25,000.00 33.547 1,000.00 837,670.82 463,342.42
SALE 7/07/10 88250810 TEXAS INSTRUMENTS INC. 10.23
18069 7/12/10 423964 GRISWOLD COMPANY 25,000.00 24.202 250.00 604,777.27 294,168.82
SALE 7/22/10 88250810 TEXAS INSTRUMENTS INC. 6.40
18069 7/27/10 424012 DEUTSCHE BANK AG (DOMESTIC) 15,000.00 25.253 600.00 378,190.10 191,825.03
SALE 7/14/10 90254980 UAL CORP 76.74
48745 7/19/10 423987 CREDIT SUISSE SEC (USA) LLC 200,000.00 22.703 6,000.00 4,534,423.26 2,972,069.79
SALE 7/20/10 90254980 UAL CORP 88.14
48745 7/23/10 424004 JANNEY MONTGOMERY SCOTT 235,000.00 22.192 7,050.00 5,207,864.36 3,372,099.03
SALE 7/21/10 90254980 UAL CORP 33.16
48745 7/26/10 424008 JEFFERIES & COMPANY 90,000.00 21.801 2,700.00 1,959,392.84 1,256,333.78
SALE 7/22/10 90254980 UAL CORP 28.39
48745 7/27/10 424012 JEFFERIES & COMPANY 75,000.00 22.393 2,250.00 1,677,159.11 1,091,276.56
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 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 74
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/14/10 90385V10 ULTRA CLEAN HOLDINGS, INC. 3.99
29871 7/19/10 423987 INSTINET/SOFT-FACTSET 25,000.00 9.436 1,250.00 234,636.01 25,257.53
SALE 7/26/10 90385V10 ULTRA CLEAN HOLDINGS, INC. 1.59
29871 7/29/10 424021 JANNEY MONTGOMERY SCOTT 10,000.00 9.391 300.00 93,610.41 9,859.02
SALE 7/07/10 90933T10 UNITED AMERICA INDEMNITY, L 1.40
29721 7/12/10 423964 LABRANCHE/SOFT 5,493.00 15.058 274.65 82,440.29 -13,464.93
SALE 7/12/10 91131210 UNITED PARCEL SERVICE-CL B 126.47
51478 7/15/10 423978 CAPIS/SOFT 125,000.00 59.869 6,250.00 7,477,298.53 -886,880.48
SALE 7/12/10 91131210 UNITED PARCEL SERVICE-CL B 166.82
51478 7/15/10 423978 CAPIS/SOFT 165,000.00 59.824 8,250.00 9,862,576.18 -1,178,140.11
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 290,000.00 59.844 293.29 17,339,874.71 -2,065,020.59
14,500.00
SALE 7/13/10 91131210 UNITED PARCEL SERVICE-CL B 103.53
51478 7/16/10 423982 CAPIS/SOFT 100,000.00 61.260 5,000.00 6,120,846.47 -570,496.74
SALE 7/13/10 91131210 UNITED PARCEL SERVICE-CL B 77.65
51478 7/16/10 423982 ICAP CORPORATES LLC 75,000.00 61.258 750.00 4,593,499.85 -425,007.56
SALE 7/13/10 91131210 UNITED PARCEL SERVICE-CL B 103.87
51478 7/16/10 423982 PRINCETON SECURITIES GROUP 100,000.00 61.460 1,000.00 6,144,896.13 -546,447.08
SALE 7/15/10 91301710 UNITED TECHNOLOGIES CORP 183.21
14414 7/20/10 423991 PACIFIC CREST SECURITIES 160,000.00 67.753 6,400.00 10,833,880.79 5,314,171.50
SALE 7/06/10 91820410 VF CORP. 5.89
40920 7/09/10 423960 BLAYLOCK ROBERT VAN LLC 5,000.00 69.593 50.00 347,909.11 -6,391.26
SALE 7/07/10 91886610 VALASSIS COMMUNICATIONS INC 26.33
35038 7/12/10 423964 ICAP CORPORATES LLC 50,000.00 31.152 500.00 1,557,048.67 722,389.92
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 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 75
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/07/10 92046N10 VALUECLICK, INC. 17.71
19483 7/12/10 423964 LABRANCHE/SOFT 100,000.00 10.478 5,000.00 1,042,762.29 -198,965.69
SALE 7/26/10 92047K10 VALUEVISION MEDIA INC CL A 2.30
42546 7/29/10 424021 BARCLAYS CAPITAL (DOMESTIC) 75,000.00 1.814 1,500.00 134,562.70 -38,041.76
SALE 7/27/10 92047K10 VALUEVISION MEDIA INC CL A .76
42546 7/30/10 424025 BARCLAYS CAPITAL (DOMESTIC) 25,000.00 1.777 500.00 43,911.74 -13,623.08
SALE 7/14/10 92220710 VARIAN SEMICONDUCTOR EQUIP 7.67
32229 7/19/10 423987 INSTINET/SOFT-FACTSET 15,000.00 30.245 750.00 452,909.83 66,744.05
SALE 7/06/10 92276F10 VENTAS INC. 19.88
41121 7/09/10 423960 BLAYLOCK ROBERT VAN LLC 25,000.00 47.053 250.00 1,176,060.12 209,075.11
SALE 7/07/10 92552V10 VIASAT, INC. 18.19
15957 7/12/10 423964 MERRIMAN/OTC 33,618.00 32.004 336.18 1,075,556.10 264,875.38
SALE 7/08/10 92552V10 VIASAT, INC. 8.85
15957 7/13/10 423969 MERRIMAN/OTC 16,382.00 31.939 163.82 523,052.03 128,008.56
SALE 7/26/10 92828Q10 VIRTUS INVESTMENT PARTNERS, 1.87
44280 7/29/10 424021 UBS WARBURG LLC 4,500.00 24.505 135.00 110,136.08 -113,646.22
SALE 7/21/10 93114210 WAL-MART STORES, INC. 4.29
15929 7/26/10 424008 CL KING (RESEARCH) 5,000.00 50.670 200.00 253,145.71 112,838.94
SALE 7/23/10 93114210 WAL-MART STORES, INC. 11.22
15929 7/28/10 424017 DEUTSCHE BANK AG (DOMESTIC) 13,000.00 51.064 520.00 663,305.98 298,508.37
SALE 7/07/10 95709T10 WESTAR ENERGY INC 9.26
49010 7/12/10 423964 BLAYLOCK ROBERT VAN LLC 25,000.00 21.901 250.00 547,263.24 52,985.74
SALE 7/07/10 96945710 WILLIAMS COS INC. 24.56
02222 7/12/10 423964 CAPIS/SOFT 80,000.00 18.167 4,000.00 1,449,295.44 118,671.82
SALE 7/14/10 98391910 XILINX, INC. 11.99
30040 7/19/10 423987 INSTINET/SOFT-FACTSET 25,000.00 28.378 1,250.00 708,185.51 11,749.21
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 7/01/10 THROUGH 7/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 76
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/20/10 98391910 XILINX, INC. 11.97
30040 7/23/10 424004 JANNEY MONTGOMERY SCOTT 25,000.00 28.320 750.00 707,243.03 10,806.73
SALE 7/07/10 G0229R10 ALTERRA CAPITAL HOLDINGS LI 27.72
52048 7/12/10 423964 LABRANCHE/SOFT 90,000.00 18.224 4,500.00 1,635,623.28 -592,884.72
SALE 7/16/10 G2414010 COOPER INDUSTRIES PLC 22.49
48445 7/21/10 423995 BARCLAYS CAPITAL (DOMESTIC) 30,000.00 44.346 1,200.00 1,329,160.51 352,694.58
SALE 7/19/10 G2414010 COOPER INDUSTRIES PLC 14.95
48445 7/22/10 424000 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 44.206 800.00 883,297.05 232,319.76
SALE 7/08/10 G3931910 GLOBAL INDEMNITY PLC .08
52538 7/13/10 423969 INSTINET (DOMESTIC) 300.00 15.005 2.10 4,499.32 -738.54
SALE 7/09/10 G3931910 GLOBAL INDEMNITY PLC 1.10
52538 7/14/10 423973 INSTINET (DOMESTIC) 4,302.00 15.030 30.11 64,627.85 -10,483.07
SALE 7/13/10 G3931910 GLOBAL INDEMNITY PLC 9.17
52538 7/16/10 423982 INSTINET (PORTAL) 35,810.00 15.146 250.67 542,114.84 -83,111.08
SALE 7/14/10 G3931910 GLOBAL INDEMNITY PLC 2.07
52538 7/19/10 423987 INSTINET (PORTAL) 8,088.00 15.126 56.62 122,282.02 -18,930.69
SALE 7/15/10 G3931910 GLOBAL INDEMNITY PLC 2.29
52538 7/20/10 423991 CREDIT SUISSE SEC (AES) 9,000.00 15.000 90.00 134,907.71 -22,228.10
SALE 7/21/10 G3931910 GLOBAL INDEMNITY PLC .17
52538 7/26/10 424008 CREDIT SUISSE SEC (AES) 632.00 15.007 6.32 9,477.68 -1,556.75
SALE 7/22/10 G3931910 GLOBAL INDEMNITY PLC .08
52538 7/27/10 424012 CREDIT SUISSE SEC (AES) 300.00 15.000 3.00 4,496.92 -740.94
SALE 7/23/10 G3931910 GLOBAL INDEMNITY PLC 19.75
52538 7/28/10 424017 CREDIT SUISSE SEC (AES) 77,779.00 15.022 777.79 1,167,575.26 -190,409.85
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 16,567,549.00 7,459.13 440,732,182.62 43,199,905.62
569,549.11
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 16,567,549.00 7,459.13 440,732,182.62 43,199,905.62
569,549.11
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 7/01/10 THROUGH 7/31/10
COMMON PENSION FD B (5142) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 7/27/10 00206RAV AT&T INC GLOBAL NOTES 2.5000 2.565
52808 7/30/10 289187 RBS GREENWICH 8/15/15 50,000,000.00 99.694 49,847,000.00
PUR 6/24/10 11502RAC BROWARD CNTY FLA HALF-CENT 6.5560 6.555
52453 7/08/10 289166 MORGAN STANLEY 10/01/40 15,000,000.00 100.00 15,000,000.00
PUR 6/30/10 134429AV CAMPBELL SOUP CO SR NOTES 3.0500 3.096
52501 7/06/10 289155 JP MORGAN 7/15/17 12,000,000.00 99.711 11,965,320.00
PUR 7/09/10 210295DG CONSOLIDATED WYO MUN ELEC P 6.9540 6.953
52557 7/14/10 289175 RBC CAPITAL (DOMESTIC) 6/01/40 5,000,000.00 100.00 5,000,000.00
PUR 7/06/10 263901AC DUKE ENERGY INDIANA INC 1ST 3.7500 3.761
52528 7/09/10 289171 MORGAN STANLEY 7/15/20 10,000,000.00 99.908 9,990,800.00
PUR 6/30/10 30251BAC FIDELITY FMR LLC NOTES 6.5000 6.543
52506 7/06/10 289155 CITIGROUP/CITIBANK DOMESTIC 12/14/40 25,000,000.00 99.428 24,857,000.00
PUR 7/26/10 313370FP FEDERAL HOME LOAN BONDS 1.1250 1.135
52785 7/29/10 289186 FTN Financial Securities 7/29/13 1,500,000.00 99.970 1,499,550.00
PUR 7/23/10 34281PKR FLORIDA ST GOV UTIL BABS 7.0840 7.083
52748 7/30/10 289187 WACHOVIA SECURITIES, INC. 10/01/40 5,000,000.00 100.00 5,000,000.00
PUR 6/25/10 4212902E HAYWARD CALIF UNI SCH DIST 7.3500 7.450
52456 7/01/10 289140 PIPER JAFFRAY & CO 8/01/43 10,000,000.00 98.767 9,876,700.00
PUR 7/15/10 452152GS ILLINOIS ST BABS 7.3500 7.349
52627 7/21/10 289180 CITIGROUP/CITIBANK DOMESTIC 7/01/35 10,000,000.00 100.00 10,000,000.00
PUR 7/15/10 46625HHS JP MORGAN CHASE & CO NOTES 4.4000 4.433
52638 7/22/10 289180 JP MORGAN CHASE 7/22/20 30,000,000.00 99.736 29,920,800.00
PUR 7/26/10 494368BE KIMBERLY CLARK CORP NOTES 3.6250 3.661
52779 7/29/10 289186 JP MORGAN 8/01/20 10,000,000.00 99.700 9,970,000.00
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
COMMON PENSION FD B (5142) -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 7/15/10 54438CPA LOS ANGELES CALIF CMNTY COL 6.7500 6.690
52648 7/22/10 289181 CITIGROUP/CITIBANK DOMESTIC 8/01/49 40,000,000.00 100.82 40,330,000.00
PUR 7/14/10 574300JQ MARYLAND ST TRANSN AUTH BAB 5.7540 5.754
52609 7/28/10 289185 CITIGROUP/CITIBANK DOMESTIC 7/01/41 10,000,000.00 100.00 10,000,000.00
PUR 6/30/10 57582PUS MASSACHUSETTS ST BABS 4.7600 5.100
52486 7/06/10 289155 MORGAN STANLEY 5/01/27 5,000,000.00 96.184 4,809,200.00
PUR 7/01/10 59259YDC METRO TRANSN AUTH NY REV BD 6.6870 6.686
52519 7/07/10 289160 BARCLAYS CAPITAL INC 11/15/40 40,000,000.00 100.00 40,000,000.00
PUR 7/21/10 6174467P MORGAN STANLEY GLOBAL MTN 5.5000 5.567
52726 7/26/10 289183 MORGAN STANLEY 7/24/20 15,000,000.00 99.492 14,923,800.00
PUR 7/21/10 65504LAC NOBLE HOLDINGS INT'L LTD 4.9000 4.935
52732 7/26/10 289183 BARCLAYS CAPITAL INC 8/01/20 5,000,000.00 99.725 4,986,250.00
PUR 7/21/10 65504LAD NOBLE HOLDINGS INT'L LTD 6.2000 6.202
52733 7/26/10 289183 BARCLAYS CAPITAL INC 8/01/40 2,000,000.00 99.972 1,999,440.00
PUR 7/13/10 669827FX NOVA SCOTIA PROVINCE OF BON 2.3750 2.476
52583 7/21/10 289180 BANK OF AMERICA SECURITIES 7/21/15 15,000,000.00 99.528 14,929,200.00
PUR 7/13/10 669827FX NOVA SCOTIA PROVINCE OF BON 2.3750 2.476
52583 7/21/10 289180 BANK OF AMERICA SECURITIES 7/21/15 50,000,000.00 99.528 49,764,000.00
PUR 7/12/10 68389XAJ ORACLE CORP SR NOTES 3.8750 3.902
52569 7/19/10 289178 BANK OF AMERICA SECURITIES 7/15/20 15,000,000.00 99.779 14,966,850.00
PUR 7/12/10 68389XAL ORACLE CORP SR NOTES 5.3750 5.454
52570 7/19/10 289178 BANK OF AMERICA SECURITIES 7/15/40 20,000,000.00 98.841 19,768,200.00
PUR 6/24/10 721799YU PIMA CNTY ARIZ UNI SCH DIST 6.3120 6.312
52457 7/14/10 289175 RBC CAPITAL (DOMESTIC) 7/01/30 3,500,000.00 100.00 3,500,000.00
PUR 7/22/10 748148RU QUEBEC PROVINCE OF NOTES 3.5000 3.547
52736 7/29/10 289186 BANK OF AMERICA SECURITIES 7/29/20 20,000,000.00 99.607 19,921,400.00
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
COMMON PENSION FD B (5142) -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 7/21/10 751028AE RALCORP HOLDINGS CORP INC N 6.6250 6.438
52725 7/26/10 289183 JP MORGAN 8/15/39 5,000,000.00 102.43 5,121,950.00
PUR 7/21/10 751028AF RALCORP HOLDINGS CORP INC N 4.9500 4.970
52727 7/26/10 289183 CREDIT SUISSE SEC (USA) LLC 8/15/20 5,000,000.00 99.840 4,992,000.00
PUR 7/22/10 786005PN SACRAMENTO CA MUN UTIL REV 6.1560 6.155
52734 7/29/10 289186 JP MORGAN 5/15/36 10,000,000.00 100.00 10,000,000.00
PUR 6/16/10 796237VZ SAN ANTONIAO TX BABS 6.0380 6.038
52314 7/13/10 289174 CITIGROUP/CITIBANK DOMESTIC 8/01/40 5,000,000.00 100.00 5,000,000.00
PUR 7/13/10 87612EAV TARGET CORP NOTES 3.8750 3.910
52584 7/16/10 289177 JP MORGAN 7/15/20 75,000,000.00 99.713 74,784,750.00
PUR 6/24/10 898735PQ TUCSON ARIZONA CTFS BAB REV 6.7500 6.750
52459 7/14/10 289175 ROBERT W. BAIRD & CO INC 7/01/30 5,000,000.00 100.00 5,000,000.00
PUR 7/16/10 912810EQ UNITED STATES TREAS BDS 6.2500 3.388
10164 7/20/10 289179 HSBC (DOMESTIC) 8/15/23 10,000,000.00 130.01 13,001,602.50
PUR 7/16/10 912810EQ UNITED STATES TREAS BDS 6.2500 3.388
10164 7/20/10 289179 HSBC (DOMESTIC) 8/15/23 50,000,000.00 130.01 65,008,012.50
PUR 7/19/10 912810EW UNITED STATES TREAS BDS 6.0000 3.562
20919 7/21/10 289180 CITIGROUP/CITIBANK DOMESTIC 2/15/26 50,000,000.00 128.94 64,470,903.13
PUR 7/19/10 912833LV US TREASURY STRIPS 3.946
52781 7/21/10 289180 CITIGROUP/CITIBANK DOMESTIC 5/15/25 50,000,000.00 56.045 28,022,500.00
PUR 7/19/10 912833LV US TREASURY STRIPS 3.951
52781 7/21/10 289180 HSBC SECURITIES INC. 5/15/25 50,000,000.00 56.005 28,002,500.00
PUR 7/19/10 912833LW US TREASURY STRIPS 3.982
50324 7/21/10 289180 JP MORGAN 8/15/25 100,000,000.00 55.204 55,204,000.00
PUR 7/20/10 912833LW US TREASURY STRIPS 3.955
50324 7/22/10 289181 GOLDMAN SACHS & COMPANY 8/15/25 50,000,000.00 55.426 27,713,000.00
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
COMMON PENSION FD B (5142) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/20/10 912833LW US TREASURY STRIPS 3.910
50324 7/21/10 289180 JP MORGAN 8/15/25 100,000,000.00 55.794 55,794,000.00
PUR 7/22/10 912833LX US TREASURY STRIPS 3.944
52780 7/26/10 289183 BARCLAYS CAPITAL INC 11/15/25 35,000,000.00 55.003 19,251,050.00
PUR 7/23/10 912833PD US TREASURY STRIPS 4.037
52750 7/27/10 289184 BARCLAYS CAPITAL INC 5/15/27 50,000,000.00 51.089 25,544,500.00
PUR 7/23/10 912833PD US TREASURY STRIPS 4.037
52750 7/27/10 289184 BARCLAYS CAPITAL INC 5/15/27 150,000,000.00 51.089 76,633,500.00
PUR 6/25/10 914119RE UNIVERSITY CINCINNATI OHIO 6.4840 6.483
52458 7/13/10 289174 RBC CAPITAL (DOMESTIC) 6/01/39 8,000,000.00 100.00 8,000,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 1232000000.00 994,369,778.13
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 1232000000.00 994,369,778.13
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 7/27/10 02580ECG AMERICAN EXPRESS NOTES 5.5500 5.380
40740 7/30/10 289187 CREDIT SUISSE SEC (USA) LLC 10/17/12 10,000,000.00 107.80 10,780,500.00 746,353.33
SALE 6/28/10 031162BB AMGEN INC NOTES 4.5000 4.506
51058 7/01/10 289140 BANK OF AMERICA SECURITIES 3/15/20 5,000,000.00 106.77 5,338,550.00 341,175.48
SALE 7/09/10 032479AD ANADARKO FINANCE CO NTS SER 7.5000 6.180
30498 7/14/10 289175 BARCLAYS CAPITAL INC 5/01/31 5,000,000.00 92.500 4,625,000.00 -1,141,164.75
SALE 7/09/10 032479AD ANADARKO FINANCE CO NTS SER 7.5000 6.180
30498 7/14/10 289175 BARCLAYS CAPITAL INC 5/01/31 5,500,000.00 92.000 5,060,000.00 -1,282,781.22
SALE 6/30/10 04882PCA ATLANTIC RICHFIELD CO MTN 8.3750 7.940
10344 7/06/10 289155 CANTOR FITZGERALD SECURITIE 2/21/12 8,700,000.00 100.40 8,734,800.00 -20,512.93
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 7/01/10 THROUGH 7/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 81
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/01/10 04882PCC ATLANTIC RICHFIELD CO MTN 8.4500 8.450
8757 7/07/10 289160 CANTOR FITZGERALD SECURITIE 2/22/12 5,000,000.00 100.37 5,018,750.00 18,750.00
SALE 7/01/10 04882PCJ ATLANTIC RICHFIELD CO MTN 8.6200 8.620
8987 7/07/10 289160 CANTOR FITZGERALD SECURITIE 3/12/12 11,000,000.00 100.37 11,041,250.00 41,250.00
SALE 7/12/10 05565QBJ BP CAPITAL MARKETS PLC GUAR 4.7500 4.784
45006 7/15/10 289176 BARCLAYS CAPITAL INC 3/10/19 5,000,000.00 92.000 4,600,000.00 -387,759.71
SALE 7/12/10 05565QBJ BP CAPITAL MARKETS PLC GUAR 4.7500 4.784
45006 7/15/10 289176 BARCLAYS CAPITAL INC 3/10/19 5,500,000.00 91.500 5,032,500.00 -454,035.67
SALE 7/13/10 05565QBJ BP CAPITAL MARKETS PLC GUAR 4.7500 4.784
45006 7/16/10 289177 BARCLAYS CAPITAL INC 3/10/19 5,000,000.00 93.050 4,652,500.00 -335,265.87
SALE 7/06/10 135087ZA GOVERNMENT OF CANADA (USD) 2.3750 2.498
48403 7/09/10 289171 MIZUHO SECURITIES 9/10/14 5,000,000.00 103.25 5,162,600.00 186,900.63
SALE 7/21/10 17275RAE CISCO SYSTEMS INC SR NOTES 4.9500 4.969
44784 7/26/10 289183 GOLDMAN SACHS & COMPANY 2/15/19 5,000,000.00 111.01 5,550,500.00 557,215.55
SALE 7/21/10 17275RAE CISCO SYSTEMS INC SR NOTES 4.9500 4.969
44784 7/26/10 289183 HSBC (DOMESTIC) 2/15/19 5,000,000.00 111.01 5,550,900.00 557,615.55
SALE 7/14/10 17275RAH CISCO SYSTEMS INC SR NOTES 4.4500 4.468
49614 7/19/10 289178 BARCLAYS CAPITAL INC 1/15/20 10,000,000.00 105.00 10,500,700.00 514,257.00
SALE 7/14/10 17275RAH CISCO SYSTEMS INC SR NOTES 4.4500 4.468
49614 7/19/10 289178 CANTOR FITZGERALD SECURITIE 1/15/20 5,000,000.00 104.97 5,248,700.00 255,478.50
SALE 7/14/10 17275RAH CISCO SYSTEMS INC SR NOTES 4.4500 4.468
49614 7/19/10 289178 CREDIT SUISSE SEC (USA) LLC 1/15/20 10,000,000.00 104.95 10,495,000.00 508,557.00
SALE 7/21/10 17275RAH CISCO SYSTEMS INC SR NOTES 4.4500 4.468
49614 7/26/10 289183 BNP PARIBAS SECURITIES CORP 1/15/20 5,000,000.00 106.26 5,313,250.00 320,061.03
SALE 7/07/10 26875PAE EOG RESOURCES INC NOTES 4.4000 4.433
51996 7/12/10 289173 CANTOR FITZGERALD SECURITIE 6/01/20 10,000,000.00 103.68 10,368,100.00 394,680.17
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 7/01/10 THROUGH 7/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 82
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/09/10 406216AW HALLIBURTON CO SR NOTES 6.7000 6.856
42833 7/14/10 289175 BANK OF AMERICA SECURITIES 9/15/38 10,000,000.00 111.19 11,119,400.00 1,314,622.05
SALE 7/12/10 406216AW HALLIBURTON CO SR NOTES 6.7000 6.856
42833 7/15/10 289176 JEFFERIES & COMPANY 9/15/38 5,000,000.00 112.69 5,634,650.00 732,252.72
SALE 7/27/10 46625HHP JP MORGAN CHASE & CO NOTES 3.7000 3.515
51177 7/30/10 289187 CREDIT SUISSE SEC (USA) LLC 1/20/15 10,000,000.00 103.45 10,345,100.00 269,229.56
SALE 7/26/10 6174467P MORGAN STANLEY GLOBAL MTN 5.5000 5.567
52726 7/29/10 289186 BARCLAYS CAPITAL INC 7/24/20 5,000,000.00 100.37 5,018,650.00 44,064.22
SALE 7/22/10 65504LAC NOBLE HOLDINGS INT'L LTD 4.9000 4.935
52732 7/27/10 289184 BARCLAYS CAPITAL INC 8/01/20 5,000,000.00 102.21 5,110,750.00 124,489.14
SALE 7/22/10 65504LAD NOBLE HOLDINGS INT'L LTD 6.2000 6.202
52733 7/27/10 289184 JP MORGAN 8/01/40 2,000,000.00 103.90 2,078,140.00 78,694.96
SALE 7/21/10 669827FX NOVA SCOTIA PROVINCE OF BON 2.3750 2.476
52583 7/26/10 289183 RBC CAPITAL (DOMESTIC) 7/21/15 5,000,000.00 101.02 5,051,250.00 74,798.23
SALE 7/13/10 6832348H ONTARIO PROVINCE OF NOTES 2.9500 2.975
50641 7/16/10 289177 MIZUHO SECURITIES 2/05/15 5,000,000.00 102.74 5,137,050.00 142,371.07
SALE 7/13/10 6832348H ONTARIO PROVINCE OF NOTES 2.9500 2.975
50641 7/16/10 289177 NATIONAL BNK OF CANADA FINA 2/05/15 5,000,000.00 102.72 5,136,400.00 141,721.07
SALE 7/13/10 6832348H ONTARIO PROVINCE OF NOTES 2.9500 2.975
50641 7/16/10 289177 RBC CAPITAL (DOMESTIC) 2/05/15 10,000,000.00 102.75 10,275,900.00 286,542.13
SALE 7/15/10 6832348H ONTARIO PROVINCE OF NOTES 2.9500 2.975
50641 7/20/10 289179 BANK OF AMERICA SECURITIES 2/05/15 10,000,000.00 103.62 10,362,800.00 373,398.45
SALE 7/16/10 6832348Y PROVINCE OF ONTARIO BONDS 2.7000 2.710
52218 7/21/10 289180 CIBC Oppenheimer 6/16/15 5,000,000.00 102.65 5,132,650.00 134,979.22
SALE 7/27/10 6832348Y PROVINCE OF ONTARIO BONDS 2.7000 2.710
52218 7/30/10 289187 RBC CAPITAL (DOMESTIC) 6/16/15 10,000,000.00 102.29 10,229,000.00 233,662.37
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 7/01/10 THROUGH 7/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 83
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/09/10 755111BR RAYTHEON CO NOTES 4.4000 4.429
49648 7/14/10 289175 CREDIT SUISSE SEC (USA) LLC 2/15/20 5,000,000.00 106.66 5,333,250.00 344,759.11
SALE 7/16/10 87612EAV TARGET CORP NOTES 3.8750 3.910
52584 7/21/10 289180 JEFFERIES & COMPANY 7/15/20 5,000,000.00 101.17 5,058,700.00 73,058.64
SALE 7/20/10 87612EAV TARGET CORP NOTES 3.8750 3.910
52584 7/23/10 289182 BARCLAYS CAPITAL INC 7/15/20 10,000,000.00 101.44 10,144,800.00 173,523.37
SALE 7/21/10 87612EAV TARGET CORP NOTES 3.8750 3.910
52584 7/26/10 289183 RBC CAPITAL (DOMESTIC) 7/15/20 5,000,000.00 101.69 5,084,900.00 99,265.83
SALE 7/22/10 87612EAV TARGET CORP NOTES 3.8750 3.910
52584 7/27/10 289184 BARCLAYS CAPITAL INC 7/15/20 15,000,000.00 101.40 15,210,750.00 253,851.29
SALE 7/07/10 893830AT TRANSOCEAN INC SENIOR NOTES 6.8000 7.396
42942 7/12/10 289173 GOLDMAN SACHS & COMPANY 3/15/38 2,000,000.00 92.000 1,840,000.00 -20,222.86
SALE 7/23/10 912803BK US TREASURY STRIPS 4.655
39847 7/27/10 289184 BARCLAYS CAPITAL INC 2/15/27 50,000,000.00 52.679 26,339,500.00 2,994,440.72
SALE 7/23/10 912803BK US TREASURY STRIPS 4.655
39847 7/27/10 289184 BARCLAYS CAPITAL INC 2/15/27 150,000,000.00 52.679 79,018,500.00 8,983,322.17
SALE 7/13/10 912810EM UNITED STATES TREAS BDS 7.2500 5.207
13125 7/15/10 289176 BANK OF AMERICA SECURITIES 8/15/22 30,000,000.00 137.45 41,235,817.50 5,790,614.91
SALE 7/16/10 912810EM UNITED STATES TREAS BDS 7.2500 5.207
13125 7/20/10 289179 HSBC (DOMESTIC) 8/15/22 10,000,000.00 139.59 13,958,984.37 2,145,325.98
SALE 7/16/10 912810EM UNITED STATES TREAS BDS 7.2500 5.207
13125 7/20/10 289179 HSBC (DOMESTIC) 8/15/22 50,000,000.00 139.59 69,794,921.85 10,726,629.88
SALE 7/19/10 912810EP UNITED STATES TREAS BDS 7.1250 5.771
13170 7/21/10 289180 CITIGROUP/CITIBANK DOMESTIC 2/15/23 38,000,000.00 138.59 52,665,625.00 10,114,557.12
SALE 7/19/10 912810EP UNITED STATES TREAS BDS 7.1250 5.771
13170 7/21/10 289180 CITIGROUP/CITIBANK DOMESTIC 2/15/23 25,000,000.00 138.67 34,668,945.31 6,674,821.70
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 7/01/10 THROUGH 7/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 84
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/19/10 912810EP UNITED STATES TREAS BDS 7.1250 5.771
13170 7/21/10 289180 HSBC (DOMESTIC) 2/15/23 25,000,000.00 138.50 34,625,000.00 6,630,876.39
SALE 7/22/10 912810EP UNITED STATES TREAS BDS 7.1250 5.771
13170 7/26/10 289183 GOLDMAN SACHS & COMPANY 2/15/23 25,000,000.00 138.75 34,688,376.56 6,696,244.27
SALE 7/26/10 912810EP UNITED STATES TREAS BDS 7.1250 5.771
13170 7/28/10 289185 BARCLAYS CAPITAL INC 2/15/23 25,000,000.00 137.78 34,447,165.63 6,455,824.88
SALE 7/28/10 912810EP UNITED STATES TREAS BDS 7.1250 5.771
13170 7/30/10 289187 BANK OF AMERICA SECURITIES 2/15/23 25,000,000.00 137.45 34,364,157.81 6,373,605.77
SALE 7/19/10 912833LH US TREASURY STRIPS 5.137
43424 7/21/10 289180 JP MORGAN 5/15/22 80,000,000.00 65.178 52,142,400.00 8,211,832.45
SALE 7/20/10 912833LH US TREASURY STRIPS 5.137
43424 7/21/10 289180 JP MORGAN 5/15/22 80,000,000.00 65.679 52,543,200.00 8,612,632.45
SALE 7/20/10 912833LK US TREASURY STRIPS 4.250
43839 7/22/10 289181 GOLDMAN SACHS & COMPANY 11/15/22 30,000,000.00 63.633 19,089,900.00 1,216,985.33
SALE 7/22/10 912833LL US TREASURY STRIPS 4.317
43851 7/26/10 289183 BARCLAYS CAPITAL INC 2/15/23 25,000,000.00 63.005 15,751,250.00 1,128,323.69
SALE 7/27/10 98385XAJ XTO ENERGY INC. SENIOR NOTE 6.1000 7.088
34686 7/27/10 423967 TENDERED 4/01/36 10,500,000.00 121.01 12,706,575.00 3,426,930.10
SALE 7/27/10 98385XAM XTO ENERGY INC. SENIOR NOTE 6.7500 7.236
41911 7/27/10 423967 TENDERED 8/01/37 90,000,000.00 131.47 118,329,300.00 33,485,491.67
SALE 7/27/10 98385XAQ XTO ENERGY INC. SENIOR NOTE 6.3750 6.542
40943 7/27/10 423967 TENDERED 6/15/38 17,000,000.00 126.16 21,448,390.00 4,812,233.64
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 1035200000.00 1004195749.03 140,176,527.78
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 1035200000.00 1004195749.03 140,176,527.78
END OF REPORT FOR: COMMON PENSION FD B
S T A T E O F N E W J E R S E Y 5151
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
COMMON B TIPS (5151) PAGE: 85
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 7/23/10 912810PV US TREASURY TIPS 1.7500 1.772
53052 7/27/10 289184 UBS WARBURG LLC 1/15/28 25,000,000.00 103.78 25,945,396.23
PUR 7/23/10 912810PV US TREASURY TIPS 1.7500 1.791
53052 7/27/10 289184 UBS WARBURG LLC 1/15/28 25,000,000.00 103.49 25,874,212.93
PUR 7/26/10 912810PZ UNITED STATES TREAS TIPS 2.5000 1.829
52778 7/28/10 289185 CITIGROUP/CITIBANK DOMESTIC 1/15/29 25,000,000.00 112.24 28,061,924.22
PUR 7/28/10 912810PZ UNITED STATES TREAS TIPS 2.5000 1.848
52778 7/30/10 289187 UBS WARBURG LLC 1/15/29 25,000,000.00 111.93 27,982,926.02
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 100,000,000.00 107,864,459.40
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 100,000,000.00 107,864,459.40
END OF REPORT FOR: COMMON B TIPS
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) PAGE: 86
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 7/13/10 00817Y10 AETNA INC
51549 7/16/10 423981 CAPIS/SOFT 100,000.00 27.749 5,000.00 2,779,900.00
PUR 6/28/10 00826A10 AFFYMAX INC
52415 7/01/10 423939 INSTINET (DOMESTIC) 200,000.00 6.715 1,400.00 1,344,360.00
PUR 6/29/10 00826A10 AFFYMAX INC
52415 7/02/10 423943 INSTINET (DOMESTIC) 100,000.00 6.338 700.00 634,540.00
PUR 6/28/10 00949P10 AIRTRAN HOLDINGS INC
50422 7/01/10 423939 CABRERA 100,000.00 5.107 1,000.00 511,710.00
PUR 7/02/10 00949P10 AIRTRAN HOLDINGS INC
50422 7/08/10 423955 CAPIS/SOFT 200,000.00 4.797 10,000.00 969,380.00
PUR 7/06/10 00949P10 AIRTRAN HOLDINGS INC
50422 7/09/10 423959 CAPIS/SOFT 100,000.00 4.865 5,000.00 491,480.00
PUR 7/26/10 00949P10 AIRTRAN HOLDINGS INC
50422 7/29/10 424020 MORGAN KEEGAN 100,000.00 4.722 4,000.00 476,200.00
PUR 6/30/10 02313510 AMAZON.COM INC
52263 7/06/10 423947 MERRIMAN/OTC 20,000.00 110.71 200.00 2,214,438.00
PUR 7/01/10 02313510 AMAZON.COM INC
52263 7/07/10 423951 LABRANCHE/0TC 20,000.00 108.65 200.00 2,173,224.00
PUR 7/19/10 03251110 ANADARKO PETROLEUM CORP
39888 7/22/10 423999 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 44.939 800.00 899,582.00
PUR 7/16/10 03529010 ANIXTER INTERNATIONAL INC.
39891 7/21/10 423994 BARCLAYS CAPITAL (DOMESTIC) 40,000.00 44.189 1,600.00 1,769,144.00
PUR 7/01/10 03783310 APPLE INC
39881 7/07/10 423951 LABRANCHE/0TC 10,000.00 244.75 100.00 2,447,634.00
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 87
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/13/10 03783310 APPLE INC
39881 7/16/10 423981 LABRANCHE/0TC 10,000.00 249.94 100.00 2,499,561.00
PUR 7/16/10 03783310 APPLE INC
39881 7/21/10 423994 JANNEY MONTGOMERY SCOTT 10,000.00 252.76 300.00 2,527,901.00
PUR 6/28/10 04289L10 ART TECHNOLOGY GROUP INC
50701 7/01/10 423939 MERRIMAN/OTC 50,000.00 3.781 500.00 189,570.00
PUR 7/01/10 04289L10 ART TECHNOLOGY GROUP INC
50701 7/07/10 423951 LABRANCHE/SOFT 50,000.00 3.407 2,500.00 172,865.00
PUR 7/06/10 04289L10 ART TECHNOLOGY GROUP INC
50701 7/09/10 423959 LABRANCHE/SOFT 50,000.00 3.443 2,500.00 174,655.00
PUR 7/07/10 04289L10 ART TECHNOLOGY GROUP INC
50701 7/12/10 423963 LABRANCHE/SOFT 100,000.00 3.395 5,000.00 344,470.00
PUR 7/19/10 04289L10 ART TECHNOLOGY GROUP INC
50701 7/22/10 423999 JANNEY MONTGOMERY SCOTT 50,000.00 3.767 1,500.00 189,855.00
PUR 7/20/10 04289L10 ART TECHNOLOGY GROUP INC
50701 7/23/10 424003 JEFFERIES & COMPANY 50,000.00 3.754 1,500.00 189,220.00
PUR 6/28/10 04315B10 ARTIO GLOBAL INVESTORS INC
52370 7/01/10 423939 ELECTRONIC BROKERAGE SYSTEM 40,000.00 17.634 200.00 705,568.00
PUR 7/02/10 04315B10 ARTIO GLOBAL INVESTORS INC
52370 7/08/10 423955 BMO CAPITAL MARKETS/EXECUTI 30,000.00 15.390 300.00 462,006.00
PUR 7/06/10 04315B10 ARTIO GLOBAL INVESTORS INC
52370 7/09/10 423959 WILLIAMS CAPITAL GROUP 20,000.00 15.462 200.00 309,448.00
PUR 7/07/10 04315B10 ARTIO GLOBAL INVESTORS INC
52370 7/12/10 423963 BLAYLOCK ROBERT VAN LLC 20,000.00 16.471 200.00 329,624.00
PUR 7/02/10 04743P10 ATHEROS COMMUNICATIONS IN
48472 7/08/10 423955 LABRANCHE/SOFT 20,000.00 27.139 1,000.00 543,786.00
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 88
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/07/10 04743P10 ATHEROS COMMUNICATIONS IN
48472 7/12/10 423963 MERRIMAN/OTC 20,000.00 27.984 200.00 559,888.00
PUR 7/20/10 04743P10 ATHEROS COMMUNICATIONS IN
48472 7/23/10 424003 JEFFERIES & COMPANY 40,000.00 28.724 1,200.00 1,150,160.00
PUR 7/26/10 04743P10 ATHEROS COMMUNICATIONS IN
48472 7/29/10 424020 JANNEY MONTGOMERY SCOTT 40,000.00 28.054 1,200.00 1,123,356.00
PUR 7/27/10 04743P10 ATHEROS COMMUNICATIONS IN
48472 7/30/10 424024 CREDIT SUISSE SEC (AES) 40,000.00 28.709 400.00 1,148,776.00
PUR 7/27/10 04743P10 ATHEROS COMMUNICATIONS IN
48472 7/30/10 424024 JANNEY MONTGOMERY SCOTT 20,000.00 28.529 600.00 571,172.00
PUR 7/02/10 05548J10 BJ'S WHOLESALE CLUB INC
52526 7/08/10 423955 MERIDIAN EQUITY PARTNERS 50,000.00 43.519 500.00 2,176,435.00
PUR 7/06/10 05548J10 BJ'S WHOLESALE CLUB INC
52526 7/09/10 423959 MERIDIAN EQUITY PARTNERS 50,000.00 43.713 500.00 2,186,125.00
PUR 7/07/10 05548J10 BJ'S WHOLESALE CLUB INC
52526 7/12/10 423963 BMO CAPITAL MARKETS/EXECUTI 50,000.00 42.696 500.00 2,135,300.00
PUR 7/07/10 05548J10 BJ'S WHOLESALE CLUB INC
52526 7/12/10 423963 ICAP CORPORATES LLC 50,000.00 42.793 500.00 2,140,155.00
PUR 7/08/10 05548J10 BJ'S WHOLESALE CLUB INC
52526 7/13/10 423968 WILLIAMS CAPITAL GROUP 20,000.00 43.284 200.00 865,870.00
PUR 7/09/10 05548J10 BJ'S WHOLESALE CLUB INC
52526 7/14/10 423972 BMO CAPITAL MARKETS/EXECUTI 20,000.00 44.188 200.00 883,950.00
PUR 7/16/10 06050510 BANK OF AMERICA CORP
46955 7/21/10 423994 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 14.439 4,000.00 1,447,850.00
PUR 7/16/10 06050510 BANK OF AMERICA CORP
46955 7/21/10 423994 BUCKINGHAM RESEARCH GROUP I 100,000.00 14.033 4,000.00 1,407,340.00
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 89
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/19/10 06050510 BANK OF AMERICA CORP
46955 7/22/10 423999 DEUTSCHE BANK AG (DOMESTIC) 100,000.00 13.483 4,000.00 1,352,320.00
PUR 7/23/10 09062X10 BIOGEN IDEC INC
47970 7/28/10 424016 JANNEY MONTGOMERY SCOTT 20,000.00 53.712 600.00 1,074,846.00
PUR 7/26/10 11012210 BRISTOL-MYERS SQUIBB CO.
39897 7/29/10 424020 MIDWOOD SECURITIES, INC. 100,000.00 24.859 5,000.00 2,490,890.00
PUR 7/08/10 11844010 THE BUCKLE INC
52550 7/13/10 423968 ELECTRONIC BROKERAGE SYSTEM 60,000.00 28.599 300.00 1,716,210.00
PUR 7/09/10 11844010 THE BUCKLE INC
52550 7/14/10 423972 BMO CAPITAL MARKETS/EXECUTI 50,000.00 28.509 500.00 1,425,945.00
PUR 7/12/10 11844010 THE BUCKLE INC
52550 7/15/10 423977 WILLIAMS CAPITAL GROUP 40,000.00 28.506 400.00 1,140,640.00
PUR 7/13/10 11844010 THE BUCKLE INC
52550 7/16/10 423981 WILLIAMS CAPITAL GROUP 20,000.00 28.352 200.00 567,238.00
PUR 7/15/10 11844010 THE BUCKLE INC
52550 7/20/10 423990 BLAIR, WILLIAM & COMPANY 20,000.00 28.018 800.00 561,160.00
PUR 7/16/10 11844010 THE BUCKLE INC
52550 7/21/10 423994 BUCKINGHAM RESEARCH GROUP I 20,000.00 28.064 800.00 562,070.00
PUR 7/19/10 11844010 THE BUCKLE INC
52550 7/22/10 423999 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 27.738 800.00 555,550.00
PUR 7/23/10 11844010 THE BUCKLE INC
52550 7/28/10 424016 CRAIG-HALLUM CAPITAL GRP LL 20,000.00 28.981 800.00 580,414.00
PUR 7/07/10 12665010 CVS CAREMARK CORP
49563 7/12/10 423963 MERIDIAN EQUITY PARTNERS 50,000.00 28.834 500.00 1,442,205.00
PUR 7/07/10 12960310 CALGON CARBON CORP
46471 7/12/10 423963 ICAP CORPORATES LLC 50,000.00 13.182 500.00 659,585.00
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 90
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/26/10 12960310 CALGON CARBON CORP
46471 7/29/10 424020 MORGAN KEEGAN 20,000.00 13.762 800.00 276,034.00
PUR 7/27/10 12960310 CALGON CARBON CORP
46471 7/30/10 424024 BUCKINGHAM RESEARCH GROUP I 20,000.00 13.963 800.00 280,060.00
PUR 6/28/10 14204220 CARIBOU COFFEE CO INC
52199 7/01/10 423939 LABRANCHE/0TC 16,647.00 10.356 166.47 172,561.14
PUR 6/29/10 14204220 CARIBOU COFFEE CO INC
52199 7/02/10 423943 LABRANCHE/0TC 7,000.00 10.091 70.00 70,703.50
PUR 6/30/10 14204220 CARIBOU COFFEE CO INC
52199 7/06/10 423947 MERRIMAN/OTC 10,000.00 10.028 100.00 100,375.00
PUR 7/01/10 14204220 CARIBOU COFFEE CO INC
52199 7/07/10 423951 LABRANCHE/0TC 20,000.00 9.106 200.00 182,320.00
PUR 7/01/10 14204220 CARIBOU COFFEE CO INC
52199 7/07/10 423951 LABRANCHE/SOFT 10,000.00 8.977 500.00 90,270.00
PUR 7/02/10 14204220 CARIBOU COFFEE CO INC
52199 7/08/10 423955 LABRANCHE/SOFT 20,000.00 9.124 1,000.00 183,486.00
PUR 7/06/10 14204220 CARIBOU COFFEE CO INC
52199 7/09/10 423959 LABRANCHE/SOFT 10,000.00 8.729 500.00 87,785.00
PUR 7/06/10 14204220 CARIBOU COFFEE CO INC
52199 7/09/10 423959 LABRANCHE/SOFT 10,000.00 9.516 500.00 95,655.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 9.122 183,440.00
1,000.00
PUR 7/07/10 14204220 CARIBOU COFFEE CO INC
52199 7/12/10 423963 LABRANCHE/SOFT 10,000.00 8.595 500.00 86,446.00
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 91
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/07/10 14204220 CARIBOU COFFEE CO INC
52199 7/12/10 423963 MERRIMAN/OTC 10,000.00 8.902 100.00 89,124.00
PUR 7/08/10 14204220 CARIBOU COFFEE CO INC
52199 7/13/10 423968 LABRANCHE/0TC 10,000.00 9.013 100.00 90,226.00
PUR 7/09/10 14204220 CARIBOU COFFEE CO INC
52199 7/14/10 423972 LABRANCHE/0TC 10,000.00 9.164 100.00 91,742.00
PUR 7/12/10 14204220 CARIBOU COFFEE CO INC
52199 7/15/10 423977 INSTINET (PORTAL) 7,208.00 9.182 50.46 66,233.60
PUR 7/13/10 14204220 CARIBOU COFFEE CO INC
52199 7/16/10 423981 INSTINET (PORTAL) 2,792.00 9.470 19.54 26,460.62
PUR 7/16/10 14204220 CARIBOU COFFEE CO INC
52199 7/21/10 423994 JANNEY MONTGOMERY SCOTT 10,000.00 9.514 300.00 95,436.00
PUR 7/19/10 14204220 CARIBOU COFFEE CO INC
52199 7/22/10 423999 JANNEY MONTGOMERY SCOTT 10,000.00 9.372 300.00 94,024.00
PUR 7/20/10 14204220 CARIBOU COFFEE CO INC
52199 7/23/10 424003 JEFFERIES & COMPANY 10,000.00 9.576 300.00 96,058.00
PUR 7/21/10 17296710 CITIGROUP INC
51156 7/26/10 424007 GOLDMAN SACHS & COMPANY 500,000.00 3.988 20,000.00 2,013,900.00
PUR 7/07/10 18538Q10 CLEARWIRE CORP. CL A
43953 7/12/10 423963 MERRIMAN/OTC 50,000.00 7.047 500.00 352,860.00
PUR 7/08/10 18538Q10 CLEARWIRE CORP. CL A
43953 7/13/10 423968 LABRANCHE/0TC 50,000.00 6.987 500.00 349,860.00
PUR 7/07/10 18683K10 CLIFFS NATURAL RESOURCES
51099 7/12/10 423963 BLAYLOCK ROBERT VAN LLC 10,000.00 47.960 100.00 479,700.00
PUR 7/06/10 19259P30 COINSTAR INC.
42814 7/09/10 423959 LABRANCHE/SOFT 10,000.00 44.368 500.00 444,183.00
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 92
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/07/10 19259P30 COINSTAR INC.
42814 7/12/10 423963 MERRIMAN/OTC 10,000.00 44.135 100.00 441,446.00
PUR 7/19/10 19259P30 COINSTAR INC.
42814 7/22/10 423999 JANNEY MONTGOMERY SCOTT 10,000.00 44.154 300.00 441,841.00
PUR 7/20/10 19259P30 COINSTAR INC.
42814 7/23/10 424003 JANNEY MONTGOMERY SCOTT 10,000.00 45.090 300.00 451,203.00
PUR 7/23/10 19416210 COLGATE-PALMOLIVE CO
49941 7/28/10 424016 CRAIG-HALLUM CAPITAL GRP LL 20,000.00 83.012 800.00 1,661,040.00
PUR 6/28/10 23326R10 DG FASTCHANNEL
52269 7/01/10 423939 MERRIMAN/OTC 30,000.00 37.325 300.00 1,120,038.00
PUR 7/01/10 23326R10 DG FASTCHANNEL
52269 7/07/10 423951 LABRANCHE/SOFT 30,000.00 32.091 1,500.00 964,239.00
PUR 7/02/10 23326R10 DG FASTCHANNEL
52269 7/08/10 423955 LABRANCHE/SOFT 20,000.00 32.619 1,000.00 653,386.00
PUR 7/06/10 23326R10 DG FASTCHANNEL
52269 7/09/10 423959 LABRANCHE/SOFT 10,000.00 31.890 500.00 319,400.00
PUR 7/06/10 23326R10 DG FASTCHANNEL
52269 7/09/10 423959 LABRANCHE/SOFT 20,000.00 32.951 1,000.00 660,018.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 30,000.00 32.597 979,418.00
1,500.00
PUR 6/28/10 24736170 DELTA AIR LINES INC DEL
51738 7/01/10 423939 MERIDIAN EQUITY PARTNERS 100,000.00 12.053 1,000.00 1,206,250.00
PUR 7/01/10 24736170 DELTA AIR LINES INC DEL
51738 7/07/10 423951 ICAP CORPORATES LLC 100,000.00 12.020 1,000.00 1,203,030.00
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 93
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/02/10 24736170 DELTA AIR LINES INC DEL
51738 7/08/10 423955 CAPIS/SOFT 100,000.00 10.844 5,000.00 1,089,370.00
PUR 7/07/10 24736170 DELTA AIR LINES INC DEL
51738 7/12/10 423963 CAPIS/SOFT 200,000.00 11.460 10,000.00 2,302,060.00
PUR 7/13/10 24736170 DELTA AIR LINES INC DEL
51738 7/16/10 423981 CAPIS/SOFT 100,000.00 12.148 5,000.00 1,219,840.00
PUR 7/15/10 25468710 WALT DISNEY CO
50281 7/20/10 423990 DEUTSCHE BANK AG (DOMESTIC) 40,000.00 34.026 1,200.00 1,362,224.00
PUR 7/16/10 25468710 WALT DISNEY CO
50281 7/21/10 423994 BUCKINGHAM RESEARCH GROUP I 20,000.00 33.601 800.00 672,820.00
PUR 7/07/10 25470M10 DISH NETWORKS
48191 7/12/10 423963 LABRANCHE/SOFT 100,000.00 18.578 5,000.00 1,862,750.00
PUR 7/20/10 25470M10 DISH NETWORKS
48191 7/23/10 424003 JANNEY MONTGOMERY SCOTT 100,000.00 19.180 3,000.00 1,921,010.00
PUR 7/01/10 25490A10 DIRECTV GROUP INC
51409 7/07/10 423951 BMO CAPITAL MARKETS/EXECUTI 50,000.00 33.735 500.00 1,687,255.00
PUR 7/23/10 26864810 EMC CORP/MASS
50998 7/28/10 424016 LEERINK SWANN LLC 200,000.00 20.044 8,000.00 4,016,880.00
PUR 7/01/10 29100P10 EMERGENCY MEDICAL SVCS CO
51801 7/07/10 423951 BMO CAPITAL MARKETS/EXECUTI 10,000.00 48.984 100.00 489,941.00
PUR 7/02/10 29100P10 EMERGENCY MEDICAL SVCS CO
51801 7/08/10 423955 BMO CAPITAL MARKETS/EXECUTI 10,000.00 48.483 100.00 484,932.00
PUR 7/06/10 29100P10 EMERGENCY MEDICAL SVCS CO
51801 7/09/10 423959 WILLIAMS CAPITAL GROUP 10,000.00 48.207 100.00 482,168.00
PUR 7/07/10 29100P10 EMERGENCY MEDICAL SVCS CO
51801 7/12/10 423963 BLAYLOCK ROBERT VAN LLC 10,000.00 47.538 100.00 475,482.00
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 94
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/09/10 29100P10 EMERGENCY MEDICAL SVCS CO
51801 7/14/10 423972 LABRANCHE/SOFT 10,000.00 47.468 500.00 475,182.00
PUR 7/12/10 29100P10 EMERGENCY MEDICAL SVCS CO
51801 7/15/10 423977 WILLIAMS CAPITAL GROUP 10,000.00 46.740 100.00 467,498.00
PUR 7/13/10 29100P10 EMERGENCY MEDICAL SVCS CO
51801 7/16/10 423981 WILLIAMS CAPITAL GROUP 10,000.00 46.300 100.00 463,103.00
PUR 7/14/10 29100P10 EMERGENCY MEDICAL SVCS CO
51801 7/19/10 423986 WILLIAMS CAPITAL GROUP 10,000.00 46.947 100.00 469,573.00
PUR 7/16/10 29100P10 EMERGENCY MEDICAL SVCS CO
51801 7/21/10 423994 BUCKINGHAM RESEARCH GROUP I 10,000.00 48.329 400.00 483,691.00
PUR 7/19/10 29100P10 EMERGENCY MEDICAL SVCS CO
51801 7/22/10 423999 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 47.663 400.00 477,025.00
PUR 7/20/10 29100P10 EMERGENCY MEDICAL SVCS CO
51801 7/23/10 424003 CL KING (RESEARCH) 10,000.00 47.274 400.00 473,141.00
PUR 7/23/10 29100P10 EMERGENCY MEDICAL SVCS CO
51801 7/28/10 424016 CRAIG-HALLUM CAPITAL GRP LL 10,000.00 45.089 400.00 451,290.00
PUR 7/26/10 29100P10 EMERGENCY MEDICAL SVCS CO
51801 7/29/10 424020 MORGAN KEEGAN 10,000.00 46.143 400.00 461,834.00
PUR 7/06/10 29380T10 ENTERTAINMENT PROPERTIES TR
39916 7/09/10 423959 WILLIAMS CAPITAL GROUP 10,000.00 36.285 100.00 362,947.00
PUR 7/07/10 29380T10 ENTERTAINMENT PROPERTIES TR
39916 7/12/10 423963 BLAYLOCK ROBERT VAN LLC 10,000.00 37.702 100.00 377,120.00
PUR 7/16/10 29380T10 ENTERTAINMENT PROPERTIES TR
39916 7/21/10 423994 BUCKINGHAM RESEARCH GROUP I 10,000.00 39.564 400.00 396,035.00
PUR 7/19/10 29380T10 ENTERTAINMENT PROPERTIES TR
39916 7/22/10 423999 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 38.510 400.00 385,496.00
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 95
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/20/10 29380T10 ENTERTAINMENT PROPERTIES TR
39916 7/23/10 424003 CL KING (RESEARCH) 20,000.00 39.107 800.00 782,944.00
PUR 7/22/10 29380T10 ENTERTAINMENT PROPERTIES TR
39916 7/27/10 424011 LANGEN MCALENNEY 10,000.00 40.919 400.00 409,594.00
PUR 6/28/10 30212P10 EXPEDIA INC CL
52297 7/01/10 423939 INSTINET (DOMESTIC) 100,000.00 19.670 700.00 1,967,700.00
PUR 7/15/10 30212P10 EXPEDIA INC CL
52297 7/20/10 423990 UBS WARBURG LLC 85,000.00 20.114 2,550.00 1,712,274.00
PUR 7/16/10 30212P10 EXPEDIA INC CL
52297 7/21/10 423994 UBS WARBURG LLC 15,000.00 20.461 450.00 307,360.50
PUR 7/02/10 36960410 GENERAL ELECTRIC CO.
39923 7/08/10 423955 CAPIS/SOFT 100,000.00 13.831 5,000.00 1,388,130.00
PUR 7/20/10 38141G10 GOLDMAN SACHS GROUP INC
50531 7/23/10 424003 CL KING (RESEARCH) 15,000.00 143.67 600.00 2,155,654.50
PUR 7/02/10 38259P50 GOOGLE INC
39926 7/08/10 423955 LABRANCHE/SOFT 2,000.00 438.79 100.00 877,680.80
PUR 7/08/10 40621610 HALLIBURTON CO
52551 7/13/10 423968 CAPIS/SOFT 200,000.00 28.671 10,000.00 5,744,260.00
PUR 7/09/10 40621610 HALLIBURTON CO
52551 7/14/10 423972 PRINCETON SECURITIES GROUP 100,000.00 28.166 1,000.00 2,817,610.00
PUR 7/12/10 40621610 HALLIBURTON CO
52551 7/15/10 423977 CAPIS/SOFT 100,000.00 28.007 5,000.00 2,805,650.00
PUR 7/12/10 40621610 HALLIBURTON CO
52551 7/15/10 423977 GRISWOLD COMPANY 100,000.00 28.661 1,000.00 2,867,080.00
PUR 7/13/10 40621610 HALLIBURTON CO
52551 7/16/10 423981 CAPIS/SOFT 100,000.00 28.358 5,000.00 2,840,830.00
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/13/10 40621610 HALLIBURTON CO
52551 7/16/10 423981 GRISWOLD COMPANY 100,000.00 27.950 1,000.00 2,795,970.00
PUR 7/15/10 40621610 HALLIBURTON CO
52551 7/20/10 423990 SANFORD BERNSTEIN & CO. 100,000.00 27.814 4,000.00 2,785,410.00
PUR 6/28/10 41987910 HAWAIIAN HOLDINGS INC
51579 7/01/10 423939 PRINCETON SECURITIES GROUP 50,000.00 5.463 500.00 273,635.00
PUR 7/02/10 41987910 HAWAIIAN HOLDINGS INC
51579 7/08/10 423955 PRINCETON SECURITIES GROUP 50,000.00 5.322 500.00 266,620.00
PUR 7/07/10 41987910 HAWAIIAN HOLDINGS INC
51579 7/12/10 423963 PRINCETON SECURITIES GROUP 50,000.00 5.361 500.00 268,530.00
PUR 6/28/10 42805T10 HERTZ GLOBAL HOLDINGS INC
52040 7/01/10 423939 GRISWOLD COMPANY 100,000.00 9.952 1,000.00 996,180.00
PUR 6/29/10 42805T10 HERTZ GLOBAL HOLDINGS INC
52040 7/02/10 423943 MERIDIAN EQUITY PARTNERS 100,000.00 9.507 1,000.00 951,730.00
PUR 6/30/10 42805T10 HERTZ GLOBAL HOLDINGS INC
52040 7/06/10 423947 MERIDIAN EQUITY PARTNERS 100,000.00 9.486 1,000.00 949,580.00
PUR 7/15/10 42805T10 HERTZ GLOBAL HOLDINGS INC
52040 7/20/10 423990 SANFORD BERNSTEIN & CO. 100,000.00 10.371 4,000.00 1,041,060.00
PUR 7/16/10 42805T10 HERTZ GLOBAL HOLDINGS INC
52040 7/21/10 423994 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 10.441 4,000.00 1,048,110.00
PUR 7/16/10 42809H10 HESS CORP
52215 7/21/10 423994 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 52.390 4,000.00 5,243,000.00
PUR 7/19/10 42809H10 HESS CORP
52215 7/22/10 423999 SANFORD BERNSTEIN & CO. 100,000.00 51.913 4,000.00 5,195,300.00
PUR 6/30/10 42823610 HEWLETT-PACKARD CO
46749 7/06/10 423947 ICAP CORPORATES LLC 50,000.00 43.772 500.00 2,189,120.00
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 97
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/02/10 42823610 HEWLETT-PACKARD CO
46749 7/08/10 423955 ICAP CORPORATES LLC 50,000.00 42.788 500.00 2,139,900.00
PUR 7/20/10 45920010 INTL BUSINESS MACHINES CORP
39932 7/23/10 424003 CL KING (RESEARCH) 10,000.00 123.49 400.00 1,235,327.00
PUR 7/20/10 45920010 INTL BUSINESS MACHINES CORP
39932 7/23/10 424003 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 126.05 400.00 1,260,978.00
PUR 7/27/10 48007410 JONES APPAREL
52799 7/30/10 424024 WELLS FARGO SECURITIES 200,000.00 16.960 8,000.00 3,399,980.00
PUR 7/06/10 50207910 LMI AEROSPACE INC.
40010 7/09/10 423959 LABRANCHE/SOFT 10,000.00 15.638 500.00 156,884.00
PUR 7/07/10 50207910 LMI AEROSPACE INC.
40010 7/12/10 423963 MERRIMAN/OTC 10,000.00 15.937 100.00 159,471.00
PUR 7/20/10 53591920 LIONS GATE ENTERTAINMENT CO
52708 7/23/10 424003 DEUTSCHE BANK AG (DOMESTIC) 110,505.00 6.457 3,315.15 716,890.14
PUR 7/21/10 53591920 LIONS GATE ENTERTAINMENT CO
52708 7/26/10 424007 DEUTSCHE BANK AG (DOMESTIC) 52,620.00 6.496 1,578.60 343,419.17
PUR 7/22/10 53591920 LIONS GATE ENTERTAINMENT CO
52708 7/27/10 424011 DEUTSCHE BANK AG (DOMESTIC) 4,911.00 6.500 147.33 32,068.83
PUR 6/28/10 56845T30 MARINER ENERGY INC
52430 7/01/10 423939 CABRERA 200,000.00 22.045 2,000.00 4,410,900.00
PUR 6/29/10 56845T30 MARINER ENERGY INC
52430 7/02/10 423943 MERIDIAN EQUITY PARTNERS 100,000.00 21.551 1,000.00 2,156,050.00
PUR 7/12/10 56845T30 MARINER ENERGY INC
52430 7/15/10 423977 PRINCETON SECURITIES GROUP 50,000.00 21.768 500.00 1,088,900.00
PUR 7/15/10 56845T30 MARINER ENERGY INC
52430 7/20/10 423990 SIDOTI & CO 50,000.00 22.037 2,000.00 1,103,845.00
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 98
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/15/10 57636Q10 MASTERCARD INC
47457 7/20/10 423990 SIDOTI & CO 10,000.00 212.12 400.00 2,121,668.00
PUR 7/23/10 58155Q10 MCKESSON CORP.
44746 7/28/10 424016 OPPENHEIMER & CO., INC 20,000.00 66.144 800.00 1,323,682.00
PUR 7/27/10 58155Q10 MCKESSON CORP.
44746 7/30/10 424024 BUCKINGHAM RESEARCH GROUP I 20,000.00 64.958 800.00 1,299,964.00
PUR 7/07/10 58469030 MEDICIS PHARMACEUTICAL-CL A
46431 7/12/10 423963 BLAYLOCK ROBERT VAN LLC 20,000.00 22.098 200.00 442,152.00
PUR 6/29/10 59491810 MICROSOFT CORP.
39954 7/02/10 423943 CABRERA 100,000.00 23.294 1,000.00 2,330,350.00
PUR 7/14/10 59491810 MICROSOFT CORP.
39954 7/19/10 423986 INSTINET/SOFT-FACTSET 100,000.00 25.379 5,000.00 2,542,910.00
PUR 7/23/10 59491810 MICROSOFT CORP.
39954 7/28/10 424016 JANNEY MONTGOMERY SCOTT 100,000.00 25.705 3,000.00 2,573,500.00
PUR 7/23/10 59491810 MICROSOFT CORP.
39954 7/28/10 424016 STIFEL NICOLAUS 300,000.00 25.493 12,000.00 7,659,870.00
PUR 7/16/10 62007610 MOTOROLA
52645 7/21/10 423994 DEUTSCHE BANK AG (DOMESTIC) 600,000.00 7.501 18,000.00 4,518,540.00
PUR 7/19/10 62007610 MOTOROLA
52645 7/22/10 423999 CITIGROUP/CITIBANK DOMESTIC 500,000.00 7.745 20,000.00 3,892,700.00
PUR 7/22/10 62007610 MOTOROLA
52645 7/27/10 424011 LAZARD CAPITAL MARKETS 200,000.00 7.819 8,000.00 1,571,700.00
PUR 7/23/10 62007610 MOTOROLA
52645 7/28/10 424016 MORGAN STANLEY 200,000.00 7.786 8,000.00 1,565,180.00
PUR 7/26/10 62007610 MOTOROLA
52645 7/29/10 424020 MORGAN KEEGAN 200,000.00 7.795 8,000.00 1,567,000.00
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 99
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/27/10 62007610 MOTOROLA
52645 7/30/10 424024 MERRILL LYNCH (RESEARCH) 200,000.00 7.761 8,000.00 1,560,260.00
PUR 6/28/10 65011110 NEW YORK TIMES
52335 7/01/10 423939 ICAP CORPORATES LLC 100,000.00 9.683 1,000.00 969,250.00
PUR 6/30/10 65011110 NEW YORK TIMES
52335 7/06/10 423947 PRINCETON SECURITIES GROUP 100,000.00 9.050 1,000.00 906,020.00
PUR 7/02/10 65011110 NEW YORK TIMES
52335 7/08/10 423955 CAPIS/SOFT 100,000.00 8.615 5,000.00 866,520.00
PUR 7/06/10 65011110 NEW YORK TIMES
52335 7/09/10 423959 CAPIS/SOFT 100,000.00 8.735 5,000.00 878,460.00
PUR 7/07/10 65011110 NEW YORK TIMES
52335 7/12/10 423963 CAPIS/SOFT 100,000.00 8.542 5,000.00 859,160.00
PUR 7/19/10 65011110 NEW YORK TIMES
52335 7/22/10 423999 DEUTSCHE BANK AG (DOMESTIC) 100,000.00 8.887 4,000.00 892,710.00
PUR 7/15/10 66680710 NORTHROP GRUMMAN CORP.
40323 7/20/10 423990 SIDOTI & CO 20,000.00 56.645 800.00 1,133,692.00
PUR 7/01/10 67066G10 NVIDIA CORP
48850 7/07/10 423951 LABRANCHE/SOFT 100,000.00 10.357 5,000.00 1,040,710.00
PUR 7/02/10 67066G10 NVIDIA CORP
48850 7/08/10 423955 LABRANCHE/SOFT 100,000.00 10.148 5,000.00 1,019,790.00
PUR 7/07/10 67066G10 NVIDIA CORP
48850 7/12/10 423963 LABRANCHE/SOFT 100,000.00 10.474 5,000.00 1,052,380.00
PUR 7/14/10 67066G10 NVIDIA CORP
48850 7/19/10 423986 CREDIT SUISSE SEC (USA) LLC 100,000.00 10.921 3,000.00 1,095,050.00
PUR 7/14/10 67066G10 NVIDIA CORP
48850 7/19/10 423986 INSTINET/SOFT-FACTSET 100,000.00 11.025 5,000.00 1,107,490.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 100
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/16/10 67066G10 NVIDIA CORP
48850 7/21/10 423994 UBS WARBURG LLC 100,000.00 10.573 3,000.00 1,060,340.00
PUR 6/28/10 70959W10 PENSKE AUTO GROUP
51426 7/01/10 423939 PRINCETON SECURITIES GROUP 50,000.00 12.468 500.00 623,900.00
PUR 6/29/10 70959W10 PENSKE AUTO GROUP
51426 7/02/10 423943 GRISWOLD COMPANY 50,000.00 11.961 500.00 598,525.00
PUR 6/29/10 70959W10 PENSKE AUTO GROUP
51426 7/02/10 423943 ICAP CORPORATES LLC 50,000.00 11.953 500.00 598,125.00
PUR 7/07/10 70959W10 PENSKE AUTO GROUP
51426 7/12/10 423963 CAPIS/SOFT 100,000.00 11.148 5,000.00 1,119,760.00
PUR 7/09/10 71708110 PFIZER INC
48435 7/14/10 423972 MERIDIAN EQUITY PARTNERS 100,000.00 14.753 1,000.00 1,476,250.00
PUR 7/13/10 71708110 PFIZER INC
48435 7/16/10 423981 CAPIS/SOFT 100,000.00 14.856 5,000.00 1,490,590.00
PUR 7/14/10 71708110 PFIZER INC
48435 7/19/10 423986 BARCLAYS CAPITAL (DOMESTIC) 200,000.00 14.826 8,000.00 2,973,100.00
PUR 7/16/10 74164M10 PRIMERICA INC
51334 7/21/10 423994 BUCKINGHAM RESEARCH GROUP I 20,000.00 21.300 800.00 426,806.00
PUR 7/20/10 75043810 RADIOSHACK CORP
51293 7/23/10 424003 COWEN AND CO., LLC 100,000.00 19.690 4,000.00 1,973,030.00
PUR 7/27/10 75043810 RADIOSHACK CORP
51293 7/30/10 424024 MERRILL LYNCH (RESEARCH) 100,000.00 20.595 4,000.00 2,063,480.00
PUR 6/29/10 75091710 RAMBUS INC
49654 7/02/10 423943 INSTINET (DOMESTIC) 50,000.00 18.390 350.00 919,860.00
PUR 6/30/10 75091710 RAMBUS INC
49654 7/06/10 423947 INSTINET (DOMESTIC) 50,000.00 18.056 350.00 903,130.00
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 101
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/01/10 75091710 RAMBUS INC
49654 7/07/10 423951 LABRANCHE/SOFT 50,000.00 17.470 2,500.00 875,995.00
PUR 7/02/10 75091710 RAMBUS INC
49654 7/08/10 423955 LABRANCHE/SOFT 50,000.00 17.583 2,500.00 881,625.00
PUR 7/06/10 75091710 RAMBUS INC
49654 7/09/10 423959 LABRANCHE/SOFT 30,000.00 17.562 1,500.00 528,372.00
PUR 7/07/10 75091710 RAMBUS INC
49654 7/12/10 423963 LABRANCHE/0TC 30,000.00 17.681 300.00 530,715.00
PUR 7/08/10 75091710 RAMBUS INC
49654 7/13/10 423968 LABRANCHE/0TC 30,000.00 17.895 300.00 537,147.00
PUR 7/02/10 79084910 ST JUDE MEDICAL INC
39978 7/08/10 423955 MERIDIAN EQUITY PARTNERS 50,000.00 35.498 500.00 1,775,395.00
PUR 7/07/10 79084910 ST JUDE MEDICAL INC
39978 7/12/10 423963 BLAYLOCK ROBERT VAN LLC 20,000.00 36.056 200.00 721,328.00
PUR 7/12/10 79084910 ST JUDE MEDICAL INC
39978 7/15/10 423977 BLAYLOCK ROBERT VAN LLC 20,000.00 36.669 200.00 733,582.00
PUR 7/13/10 79084910 ST JUDE MEDICAL INC
39978 7/16/10 423981 WILLIAMS CAPITAL GROUP 20,000.00 37.172 200.00 743,636.00
PUR 7/15/10 79084910 ST JUDE MEDICAL INC
39978 7/20/10 423990 SIDOTI & CO 20,000.00 36.743 800.00 735,654.00
PUR 7/23/10 79084910 ST JUDE MEDICAL INC
39978 7/28/10 424016 OPPENHEIMER & CO., INC 20,000.00 36.527 800.00 731,330.00
PUR 6/28/10 80090720 SANMINA-SCI CORP
49560 7/01/10 423939 LABRANCHE/0TC 40,000.00 15.088 400.00 603,924.00
PUR 6/29/10 80090720 SANMINA-SCI CORP
49560 7/02/10 423943 MERRIMAN/OTC 30,000.00 13.852 300.00 415,845.00
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 102
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/30/10 80090720 SANMINA-SCI CORP
49560 7/06/10 423947 LABRANCHE/0TC 30,000.00 14.059 300.00 422,055.00
PUR 7/01/10 80090720 SANMINA-SCI CORP
49560 7/07/10 423951 LABRANCHE/0TC 60,000.00 13.304 600.00 798,840.00
PUR 7/02/10 80090720 SANMINA-SCI CORP
49560 7/08/10 423955 LABRANCHE/SOFT 20,000.00 13.389 1,000.00 268,774.00
PUR 7/07/10 80090720 SANMINA-SCI CORP
49560 7/12/10 423963 LABRANCHE/0TC 40,000.00 13.256 400.00 530,628.00
PUR 7/08/10 80090720 SANMINA-SCI CORP
49560 7/13/10 423968 LABRANCHE/0TC 20,000.00 14.086 200.00 281,910.00
PUR 7/09/10 80090720 SANMINA-SCI CORP
49560 7/14/10 423972 LABRANCHE/0TC 20,000.00 14.219 200.00 284,580.00
PUR 7/12/10 80090720 SANMINA-SCI CORP
49560 7/15/10 423977 INSTINET (PORTAL) 20,000.00 14.151 140.00 283,162.00
PUR 7/12/10 80090720 SANMINA-SCI CORP
49560 7/15/10 423977 INSTINET (PORTAL) 20,000.00 14.450 140.00 289,134.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 14.300 572,296.00
280.00
PUR 7/19/10 80090720 SANMINA-SCI CORP
49560 7/22/10 423999 JANNEY MONTGOMERY SCOTT 40,000.00 14.154 1,200.00 567,340.00
PUR 7/15/10 82028010 SHAW GROUP INC (THE)
48842 7/20/10 423990 JANNEY MONTGOMERY SCOTT 20,000.00 33.794 600.00 676,472.00
PUR 7/16/10 82028010 SHAW GROUP INC (THE)
48842 7/21/10 423994 JANNEY MONTGOMERY SCOTT 10,000.00 33.227 300.00 332,565.00
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 103
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/19/10 82028010 SHAW GROUP INC (THE)
48842 7/22/10 423999 JANNEY MONTGOMERY SCOTT 20,000.00 32.023 600.00 641,054.00
PUR 7/23/10 82028010 SHAW GROUP INC (THE)
48842 7/28/10 424016 JANNEY MONTGOMERY SCOTT 30,000.00 32.913 900.00 988,299.00
PUR 6/28/10 85747710 STATE STREET CORP
51513 7/01/10 423939 BLAYLOCK ROBERT VAN LLC 30,000.00 35.479 300.00 1,064,664.00
PUR 7/07/10 86459610 SUCCESSFACTORS INC
51407 7/12/10 423963 LABRANCHE/0TC 20,000.00 19.592 200.00 392,046.00
PUR 7/06/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR
50366 7/09/10 423959 WILLIAMS CAPITAL GROUP 20,000.00 27.662 200.00 553,430.00
PUR 7/07/10 87655330 TASTY BAKING CO.
39980 7/12/10 423963 MERRIMAN/OTC 5,000.00 6.668 50.00 33,391.50
PUR 7/08/10 87655330 TASTY BAKING CO.
39980 7/13/10 423968 MERRIMAN/OTC 3,200.00 6.703 32.00 21,480.96
PUR 7/09/10 87655330 TASTY BAKING CO.
39980 7/14/10 423972 MERRIMAN/OTC 1,800.00 7.033 18.00 12,677.22
PUR 7/13/10 87655330 TASTY BAKING CO.
39980 7/16/10 423981 MERRIMAN/OTC 4.00 6.530 .04 26.16
PUR 7/14/10 87655330 TASTY BAKING CO.
39980 7/19/10 423986 MERRIMAN/OTC 4,996.00 7.161 49.96 35,828.81
PUR 7/19/10 88731730 TIME WARNER INC.
52658 7/22/10 423999 SANFORD BERNSTEIN & CO. 300,000.00 29.871 12,000.00 8,973,300.00
PUR 7/27/10 88732J20 TIME WARNER CABLE INC
45483 7/30/10 424024 BLAIR, WILLIAM & COMPANY 10,000.00 55.711 400.00 557,514.00
PUR 6/28/10 90323610 URS CORP
42782 7/01/10 423939 BMO CAPITAL MARKETS/EXECUTI 10,000.00 41.507 100.00 415,169.00
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 104
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/01/10 91126810 UNITED ONLINE INC
44855 7/07/10 423951 LABRANCHE/0TC 30,000.00 5.667 300.00 170,313.00
PUR 7/02/10 91126810 UNITED ONLINE INC
44855 7/08/10 423955 LABRANCHE/SOFT 30,000.00 5.621 1,500.00 170,127.00
PUR 7/06/10 91126810 UNITED ONLINE INC
44855 7/09/10 423959 LABRANCHE/SOFT 40,000.00 5.684 2,000.00 229,348.00
PUR 7/01/10 91886610 VALASSIS COMMUNICATIONS INC
42815 7/07/10 423951 BMO CAPITAL MARKETS/EXECUTI 20,000.00 31.594 200.00 632,074.00
PUR 7/09/10 92343V10 VERIZON COMMUNICATIONS INC
52562 7/14/10 423972 CAPIS/SOFT 220,000.00 26.590 11,000.00 5,860,778.00
PUR 7/12/10 92343V10 VERIZON COMMUNICATIONS INC
52562 7/15/10 423977 ICAP CORPORATES LLC 160,000.00 26.497 1,600.00 4,241,136.00
PUR 7/13/10 92343V10 VERIZON COMMUNICATIONS INC
52562 7/16/10 423981 MERIDIAN EQUITY PARTNERS 100,000.00 26.896 1,000.00 2,690,560.00
PUR 7/14/10 92343V10 VERIZON COMMUNICATIONS INC
52562 7/19/10 423986 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 26.796 4,000.00 2,683,580.00
PUR 7/20/10 92343V10 VERIZON COMMUNICATIONS INC
52562 7/23/10 424003 COWEN AND CO., LLC 200,000.00 26.672 8,000.00 5,342,360.00
PUR 7/21/10 92343V10 VERIZON COMMUNICATIONS INC
52562 7/26/10 424007 MORGAN STANLEY 120,000.00 26.695 4,800.00 3,208,140.00
PUR 7/15/10 92826C83 VISA INC CL A
47944 7/20/10 423990 SIDOTI & CO 20,000.00 75.282 800.00 1,506,436.00
PUR 7/20/10 96332010 WHIRLPOOL CORP
52706 7/23/10 424003 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 88.356 2,000.00 4,419,810.00
PUR 7/21/10 96332010 WHIRLPOOL CORP
52706 7/26/10 424007 CL KING (RESEARCH) 50,000.00 87.316 2,000.00 4,367,790.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 105
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/21/10 96332010 WHIRLPOOL CORP
52706 7/26/10 424007 CL KING (RESEARCH) 20,000.00 85.803 800.00 1,716,854.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 70,000.00 86.883 6,084,644.00
2,800.00
PUR 7/22/10 96332010 WHIRLPOOL CORP
52706 7/27/10 424011 LANGEN MCALENNEY 20,000.00 86.691 800.00 1,734,622.00
PUR 7/26/10 96332010 WHIRLPOOL CORP
52706 7/29/10 424020 MORGAN KEEGAN 20,000.00 85.934 800.00 1,719,470.00
PUR 7/27/10 96332010 WHIRLPOOL CORP
52706 7/30/10 424024 BLAIR, WILLIAM & COMPANY 20,000.00 85.798 800.00 1,716,758.00
PUR 6/30/10 H8912P10 TYCO ELECTRONICS LTD
47547 7/06/10 423947 BMO CAPITAL MARKETS/EXECUTI 50,000.00 25.805 500.00 1,290,770.00
PUR 7/07/10 H8912P10 TYCO ELECTRONICS LTD
47547 7/12/10 423963 GRISWOLD COMPANY 50,000.00 24.846 500.00 1,242,815.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 15,113,683.00 301,209,491.45
477,377.55
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 15,113,683.00 301,209,491.45
477,377.55
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 6/28/10 00507V10 ACTIVISION BLIZZARD INC 18.60
50387 7/01/10 423940 MERRIMAN/OTC 100,000.00 11.000 1,000.00 1,099,011.40 9,551.68
SALE 6/30/10 00507V10 ACTIVISION BLIZZARD INC 18.11
50387 7/06/10 423948 INSTINET (DOMESTIC) 100,000.00 10.715 700.00 1,070,811.89 -18,647.83
SALE 7/02/10 00825210 AFFILIATED MANAGERS GROUP 10.16
39885 7/08/10 423956 BLAYLOCK ROBERT VAN LLC 10,000.00 60.070 100.00 600,586.84 -55,996.10
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 106
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/09/10 02209S10 ALTRIA GROUP INC. 35.90
42873 7/14/10 423973 ICAP CORPORATES LLC 100,000.00 21.239 1,000.00 2,122,864.10 354,841.78
SALE 7/15/10 02313510 AMAZON.COM INC 20.65
52263 7/20/10 423991 CREDIT SUISSE SEC (AES) 10,000.00 122.16 100.00 1,221,549.35 18,460.91
SALE 7/15/10 02313510 AMAZON.COM INC 20.31
52263 7/20/10 423991 JANNEY MONTGOMERY SCOTT 10,000.00 120.17 300.00 1,201,377.69 -1,710.75
SALE 7/19/10 02313510 AMAZON.COM INC 40.35
52263 7/22/10 424000 JANNEY MONTGOMERY SCOTT 20,000.00 119.37 600.00 2,386,837.65 -19,339.22
SALE 7/20/10 02313510 AMAZON.COM INC 39.94
52263 7/23/10 424004 JEFFERIES & COMPANY 20,000.00 118.15 600.00 2,362,432.06 -43,744.82
SALE 7/21/10 02313510 AMAZON.COM INC 40.23
52263 7/26/10 424008 JANNEY MONTGOMERY SCOTT 20,000.00 119.01 600.00 2,379,647.77 -26,529.11
SALE 7/22/10 02313510 AMAZON.COM INC 20.10
52263 7/27/10 424012 JANNEY MONTGOMERY SCOTT 10,000.00 118.88 300.00 1,188,573.90 -14,514.54
SALE 7/27/10 02313510 AMAZON.COM INC 19.85
52263 7/30/10 424025 CREDIT SUISSE SEC (AES) 10,000.00 117.45 100.00 1,174,381.15 -28,707.29
SALE 6/28/10 02553E10 AMERICAN EAGLE OUTFITTERS 20.31
51425 7/01/10 423940 STURDIVANT/EXECUTION 100,000.00 12.012 1,000.00 1,200,179.69 -521,636.14
SALE 6/29/10 02553E10 AMERICAN EAGLE OUTFITTERS 19.64
51425 7/02/10 423944 MERIDIAN EQUITY PARTNERS 100,000.00 11.619 1,000.00 1,160,910.36 -560,905.47
SALE 6/30/10 02553E10 AMERICAN EAGLE OUTFITTERS 19.89
51425 7/06/10 423948 GRISWOLD COMPANY 100,000.00 11.765 1,000.00 1,175,520.11 -546,295.72
SALE 7/01/10 02553E10 AMERICAN EAGLE OUTFITTERS 19.77
51425 7/07/10 423952 GRISWOLD COMPANY 100,000.00 11.697 1,000.00 1,168,640.23 -553,175.60
SALE 7/02/10 02553E10 AMERICAN EAGLE OUTFITTERS 20.14
51425 7/08/10 423956 CAPIS/SOFT 100,000.00 11.916 5,000.00 1,186,619.86 -535,195.97
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 107
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/06/10 02553E10 AMERICAN EAGLE OUTFITTERS 19.85
51425 7/09/10 423960 CAPIS/SOFT 100,000.00 11.747 5,000.00 1,169,710.15 -552,105.69
SALE 7/07/10 02553E10 AMERICAN EAGLE OUTFITTERS 20.34
51425 7/12/10 423964 CAPIS/SOFT 100,000.00 12.034 5,000.00 1,198,339.66 -523,476.17
SALE 7/12/10 02553E10 AMERICAN EAGLE OUTFITTERS 20.42
51425 7/15/10 423978 PRINCETON SECURITIES GROUP 100,000.00 12.080 1,000.00 1,206,939.58 -514,876.26
SALE 7/16/10 02553E10 AMERICAN EAGLE OUTFITTERS 20.11
51425 7/21/10 423995 ABEL/NOSER CORP 100,000.00 11.899 5,000.00 1,184,879.89 -536,935.94
SALE 7/23/10 02553E10 AMERICAN EAGLE OUTFITTERS 21.37
51425 7/28/10 424017 CRAIG-HALLUM CAPITAL GRP LL 100,000.00 12.646 4,000.00 1,260,618.63 -461,197.21
SALE 7/06/10 02942910 AMERICAN SCIENCE & ENGIN 12.68
49191 7/09/10 423960 LABRANCHE/SOFT 10,000.00 75.003 500.00 749,516.32 9,143.00
SALE 7/23/10 02942910 AMERICAN SCIENCE & ENGIN 13.35
49191 7/28/10 424017 JANNEY MONTGOMERY SCOTT 10,000.00 78.938 300.00 789,069.65 48,696.33
SALE 7/07/10 02991220 AMERICAN TOWER CORP. CL A 15.64
39887 7/12/10 423964 BMO CAPITAL MARKETS/EXECUTI 20,000.00 46.251 200.00 924,800.36 453,158.58
SALE 6/28/10 03042010 AMERICAN WATER WORKS CO INC 14.21
47765 7/01/10 423940 BLAYLOCK ROBERT VAN LLC 40,000.00 21.015 400.00 840,165.79 35,344.06
SALE 6/29/10 03042010 AMERICAN WATER WORKS CO INC 7.06
47765 7/02/10 423944 BMO CAPITAL MARKETS/EXECUTI 20,000.00 20.877 200.00 417,332.94 14,922.07
SALE 6/30/10 03042010 AMERICAN WATER WORKS CO INC 7.00
47765 7/06/10 423948 BMO CAPITAL MARKETS/EXECUTI 20,000.00 20.708 200.00 413,957.00 11,546.14
SALE 7/01/10 03042010 AMERICAN WATER WORKS CO INC 6.90
47765 7/07/10 423952 BLAYLOCK ROBERT VAN LLC 20,000.00 20.402 200.00 407,829.10 5,418.23
SALE 7/02/10 03042010 AMERICAN WATER WORKS CO INC 6.81
47765 7/08/10 423956 WILLIAMS CAPITAL GROUP 20,000.00 20.135 200.00 402,501.19 90.33
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 108
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/06/10 03042010 AMERICAN WATER WORKS CO INC 6.82
47765 7/09/10 423960 BLAYLOCK ROBERT VAN LLC 20,000.00 20.157 200.00 402,925.18 514.31
SALE 7/07/10 03042010 AMERICAN WATER WORKS CO INC 7.01
47765 7/12/10 423964 BMO CAPITAL MARKETS/EXECUTI 20,000.00 20.730 200.00 414,384.99 11,974.13
SALE 7/08/10 03042010 AMERICAN WATER WORKS CO INC 7.14
47765 7/13/10 423969 WILLIAMS CAPITAL GROUP 20,000.00 21.108 200.00 421,948.86 19,537.99
SALE 7/12/10 03042010 AMERICAN WATER WORKS CO INC 7.16
47765 7/15/10 423978 BLAYLOCK ROBERT VAN LLC 20,000.00 21.177 200.00 423,328.84 20,917.98
SALE 7/13/10 03042010 AMERICAN WATER WORKS CO INC 7.14
47765 7/16/10 423982 WILLIAMS CAPITAL GROUP 20,000.00 21.121 200.00 422,214.86 19,803.99
SALE 7/23/10 03042010 AMERICAN WATER WORKS CO INC 7.20
47765 7/28/10 424017 CRAIG-HALLUM CAPITAL GRP LL 20,000.00 21.304 800.00 425,268.80 22,857.94
SALE 7/22/10 03209510 AMPHENOL CORP-CL A 14.62
51956 7/27/10 424012 LANGEN MCALENNEY 20,000.00 43.245 800.00 864,077.38 -12,827.12
SALE 7/23/10 03209510 AMPHENOL CORP-CL A 14.98
51956 7/28/10 424017 CRAIG-HALLUM CAPITAL GRP LL 20,000.00 44.314 800.00 885,461.02 8,556.52
SALE 7/26/10 03209510 AMPHENOL CORP-CL A 15.25
51956 7/29/10 424021 SOLEIL SECURITIES CORP. 20,000.00 45.091 800.00 900,996.75 24,092.25
SALE 6/30/10 03265410 ANALOG DEVICES 23.96
50618 7/06/10 423948 ICAP CORPORATES LLC 50,000.00 28.345 500.00 1,416,706.04 53,259.46
SALE 7/01/10 03265410 ANALOG DEVICES 23.59
50618 7/07/10 423952 BLAYLOCK ROBERT VAN LLC 50,000.00 27.905 500.00 1,394,746.41 31,299.83
SALE 7/02/10 03265410 ANALOG DEVICES 18.88
50618 7/08/10 423956 BLAYLOCK ROBERT VAN LLC 40,000.00 27.919 400.00 1,116,321.12 25,563.85
SALE 6/28/10 03741110 APACHE CORP 74.59
51380 7/01/10 423940 BMO CAPITAL MARKETS/EXECUTI 50,000.00 88.261 500.00 4,412,485.41 -877,667.91
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 109
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/29/10 03741110 APACHE CORP 72.01
51380 7/02/10 423944 BMO CAPITAL MARKETS/EXECUTI 50,000.00 85.209 500.00 4,259,877.99 -1,030,275.33
SALE 7/23/10 03741110 APACHE CORP 46.96
51380 7/28/10 424017 MORGAN STANLEY 30,000.00 92.614 1,200.00 2,777,167.04 -396,924.95
SALE 7/27/10 03741110 APACHE CORP 32.34
51380 7/30/10 424025 BUCKINGHAM RESEARCH GROUP I 20,000.00 95.663 800.00 1,912,417.66 -203,643.67
SALE 6/28/10 04622410 ASTEC INDUSTRIES INC. 5.03
40527 7/01/10 423940 LABRANCHE/0TC 10,000.00 29.747 100.00 297,362.97 -60,514.20
SALE 6/29/10 04685W10 ATHENAHEALTH INC 8.72
49024 7/02/10 423944 LABRANCHE/0TC 20,000.00 25.798 200.00 515,759.28 -223,729.60
SALE 6/30/10 04685W10 ATHENAHEALTH INC 8.75
49024 7/06/10 423948 INSTINET (DOMESTIC) 20,000.00 25.878 140.00 517,409.25 -222,079.63
SALE 7/01/10 04685W10 ATHENAHEALTH INC 8.69
49024 7/07/10 423952 MERRIMAN/OTC 20,000.00 25.708 200.00 513,959.31 -225,529.57
SALE 7/20/10 04951310 ATMEL CORP. 4.25
43167 7/23/10 424004 JEFFERIES & COMPANY 50,000.00 5.019 1,500.00 249,465.75 60,381.35
SALE 7/23/10 04951310 ATMEL CORP. 4.47
43167 7/28/10 424017 JANNEY MONTGOMERY SCOTT 50,000.00 5.282 1,500.00 262,615.53 73,531.13
SALE 7/26/10 05548J10 BJ'S WHOLESALE CLUB INC 15.61
52526 7/29/10 424021 SOLEIL SECURITIES CORP. 20,000.00 46.179 800.00 922,762.39 57,109.47
SALE 6/28/10 08467010 BERKSHIRE HATHAWAY INC-CL A 30.86
51675 7/01/10 423940 BMO CAPITAL MARKETS/EXECUTI 15.00 121701 .15 1,825,483.99 85,266.66
SALE 7/23/10 09062X10 BIOGEN IDEC INC 18.98
47970 7/28/10 424017 JANNEY MONTGOMERY SCOTT 20,000.00 56.141 600.00 1,122,193.02 158,730.30
SALE 7/27/10 09062X10 BIOGEN IDEC INC 19.51
47970 7/30/10 424025 JANNEY MONTGOMERY SCOTT 20,000.00 57.721 600.00 1,153,802.49 190,339.77
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 110
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/02/10 12485720 CBS CORPORATION 21.46
51515 7/08/10 423956 CAPIS/SOFT 100,000.00 12.700 5,000.00 1,265,018.54 -320,113.96
SALE 7/07/10 12485720 CBS CORPORATION 22.27
51515 7/12/10 423964 CAPIS/SOFT 100,000.00 13.178 5,000.00 1,312,727.73 -272,404.77
SALE 7/08/10 12485720 CBS CORPORATION 23.30
51515 7/13/10 423969 GRISWOLD COMPANY 100,000.00 13.783 1,000.00 1,377,296.70 -207,835.80
SALE 7/23/10 12485720 CBS CORPORATION 24.14
51515 7/28/10 424017 LEERINK SWANN LLC 100,000.00 14.279 4,000.00 1,423,895.86 -161,236.64
SALE 7/26/10 12485720 CBS CORPORATION 24.75
51515 7/29/10 424021 MORGAN KEEGAN 100,000.00 14.644 4,000.00 1,460,415.25 -124,717.25
SALE 7/02/10 12686C10 CABLEVISION SYSTEMS-NY GRP- 20.45
39907 7/08/10 423956 GRISWOLD COMPANY 50,000.00 24.199 500.00 1,209,414.55 109,840.69
SALE 7/06/10 12686C10 CABLEVISION SYSTEMS-NY GRP- 20.48
39907 7/09/10 423960 GRISWOLD COMPANY 50,000.00 24.225 500.00 1,210,724.52 111,150.66
SALE 7/27/10 12686C10 CABLEVISION SYSTEMS-NY GRP- 8.90
39907 7/30/10 424025 BLAIR, WILLIAM & COMPANY 20,000.00 26.305 800.00 525,289.10 85,459.55
SALE 7/14/10 17296710 CITIGROUP INC 35.80
51156 7/19/10 423987 JP MORGAN 500,000.00 4.236 20,000.00 2,098,114.20 4,219.06
SALE 7/26/10 18683K10 CLIFFS NATURAL RESOURCES 9.41
51099 7/29/10 424021 SOLEIL SECURITIES CORP. 10,000.00 55.644 400.00 556,030.59 -64,492.50
SALE 7/19/10 19416210 COLGATE-PALMOLIVE CO 28.07
49941 7/22/10 424000 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 83.040 800.00 1,659,967.93 73,339.10
SALE 7/27/10 20586240 COMVERSE TECHNOLOGY INC 3.79
50585 7/30/10 424025 JANNEY MONTGOMERY SCOTT 30,000.00 7.461 900.00 222,920.21 -54,296.29
SALE 7/07/10 21079530 CONTINENTAL AIR 70.92
51434 7/12/10 423964 CAPIS/SOFT 200,000.00 20.983 10,000.00 4,186,609.08 45,661.81
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 111
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/02/10 21935010 CORNING INC 54.95
50365 7/08/10 423956 CAPIS/SOFT 200,000.00 16.257 10,000.00 3,241,285.05 -758,598.95
SALE 7/06/10 21935010 CORNING INC 28.26
50365 7/09/10 423960 CAPIS/SOFT 100,000.00 16.724 5,000.00 1,667,371.74 -332,570.26
SALE 7/12/10 21935010 CORNING INC 58.66
50365 7/15/10 423978 CAPIS/SOFT 200,000.00 17.354 10,000.00 3,460,821.34 -539,062.66
SALE 7/13/10 21935010 CORNING INC 29.95
50365 7/16/10 423982 PRINCETON SECURITIES GROUP 100,000.00 17.722 1,000.00 1,771,150.05 -228,791.95
SALE 7/13/10 21935010 CORNING INC 22.17
50365 7/16/10 423982 PRINCETON SECURITIES GROUP 75,000.00 17.489 750.00 1,310,895.33 -189,061.17
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 175,000.00 17.622 52.12 3,082,045.38 -417,853.12
1,750.00
SALE 7/13/10 21935010 CORNING INC 7.41
50365 7/16/10 423982 WILLIAMS CAPITAL GROUP 25,000.00 17.529 250.00 437,962.59 -62,022.91
SALE 7/16/10 21935010 CORNING INC 28.89
50365 7/21/10 423995 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 17.091 4,000.00 1,705,051.11 -294,890.89
SALE 7/20/10 21935010 CORNING INC 28.03
50365 7/23/10 424004 JP MORGAN 100,000.00 16.584 4,000.00 1,654,331.97 -345,610.03
SALE 7/14/10 22544710 CREE INC 11.79
50420 7/19/10 423987 INSTINET/SOFT-FACTSET 10,000.00 69.755 500.00 697,034.21 80,640.90
SALE 7/07/10 23257720 CYNOSURE INC. CL A 1.69
40472 7/12/10 423964 MERRIMAN/OTC 10,000.00 9.976 100.00 99,655.31 -66,744.89
SALE 7/08/10 23257720 CYNOSURE INC. CL A 1.71
40472 7/13/10 423969 MERRIMAN/OTC 10,000.00 10.107 100.00 100,965.29 -65,434.91
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 112
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/23/10 23257720 CYNOSURE INC. CL A 1.57
40472 7/28/10 424017 JANNEY MONTGOMERY SCOTT 10,000.00 9.249 300.00 92,188.43 -74,211.77
SALE 7/26/10 23257720 CYNOSURE INC. CL A 1.66
40472 7/29/10 424021 CREDIT SUISSE SEC (AES) 10,000.00 9.809 100.00 97,988.34 -68,411.86
SALE 7/20/10 23326R10 DG FASTCHANNEL 12.09
52269 7/23/10 424004 JEFFERIES & COMPANY 20,000.00 35.762 600.00 714,617.91 -31,052.99
SALE 7/20/10 26153C10 DREAMWORKS ANIMATION 10.07
52175 7/23/10 424004 CL KING (RESEARCH) 20,000.00 29.771 800.00 594,607.93 16,353.64
SALE 7/27/10 26153C10 DREAMWORKS ANIMATION 10.80
52175 7/30/10 424025 BLAIR, WILLIAM & COMPANY 20,000.00 31.933 800.00 637,847.20 59,592.91
SALE 7/15/10 26864810 EMC CORP/MASS 69.13
50998 7/20/10 423991 SANFORD BERNSTEIN & CO. 200,000.00 20.452 8,000.00 4,082,250.87 494,482.42
SALE 7/19/10 26864810 EMC CORP/MASS 68.71
50998 7/22/10 424000 SANFORD BERNSTEIN & CO. 200,000.00 20.326 8,000.00 4,057,171.29 469,402.85
SALE 6/28/10 29084610 EMCORE CORP. 1.53
40342 7/01/10 423940 INSTINET (DOMESTIC) 100,000.00 .901 500.00 89,558.47 -584,885.75
SALE 7/01/10 29267A20 ENER1 INC 2.72
48727 7/07/10 423952 MERIDIAN EQUITY PARTNERS 50,000.00 3.212 500.00 160,087.28 -156,719.97
SALE 7/02/10 29267A20 ENER1 INC 1.63
48727 7/08/10 423956 BLAYLOCK ROBERT VAN LLC 30,000.00 3.205 300.00 95,851.37 -94,232.98
SALE 7/06/10 29267A20 ENER1 INC 2.90
48727 7/09/10 423960 PRINCETON SECURITIES GROUP 50,000.00 3.422 500.00 170,572.10 -146,235.14
SALE 7/06/10 29267A20 ENER1 INC 1.16
48727 7/09/10 423960 WILLIAMS CAPITAL GROUP 20,000.00 3.427 200.00 68,336.84 -58,386.06
SALE 7/07/10 29267A20 ENER1 INC 2.80
48727 7/12/10 423964 PRINCETON SECURITIES GROUP 50,000.00 3.306 500.00 164,782.20 -152,025.05
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 113
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/08/10 29267A20 ENER1 INC 2.75
48727 7/13/10 423969 PRINCETON SECURITIES GROUP 50,000.00 3.253 500.00 162,127.25 -154,680.00
SALE 7/12/10 29267A20 ENER1 INC 2.63
48727 7/15/10 423978 BLAYLOCK ROBERT VAN LLC 50,000.00 3.106 500.00 154,807.37 -161,999.88
SALE 7/13/10 29267A20 ENER1 INC 2.59
48727 7/16/10 423982 WILLIAMS CAPITAL GROUP 50,000.00 3.058 500.00 152,377.41 -164,429.84
SALE 6/28/10 29270J10 ENERGY RECOVERY INC 2.18
46593 7/01/10 423940 LABRANCHE/0TC 30,000.00 4.291 300.00 128,412.82 -88,123.98
SALE 6/30/10 29270J10 ENERGY RECOVERY INC 2.14
46593 7/06/10 423948 MERRIMAN/OTC 30,000.00 4.212 300.00 126,069.86 -90,466.94
SALE 7/01/10 29270J10 ENERGY RECOVERY INC 1.95
46593 7/07/10 423952 MERRIMAN/OTC 30,000.00 3.840 300.00 114,910.05 -101,626.75
SALE 7/02/10 29270J10 ENERGY RECOVERY INC 1.96
46593 7/08/10 423956 LABRANCHE/SOFT 30,000.00 3.874 1,500.00 114,715.04 -101,821.76
SALE 7/06/10 29270J10 ENERGY RECOVERY INC 1.94
46593 7/09/10 423960 LABRANCHE/SOFT 30,000.00 3.836 1,500.00 113,569.06 -102,967.74
SALE 7/01/10 30244510 FLIR SYSTEMS INC 14.79
51852 7/07/10 423952 LABRANCHE/SOFT 30,000.00 29.174 1,500.00 873,699.21 6,788.88
SALE 7/02/10 30244510 FLIR SYSTEMS INC 14.90
51852 7/08/10 423956 LABRANCHE/SOFT 30,000.00 29.381 1,500.00 879,927.10 13,016.77
SALE 7/07/10 30244510 FLIR SYSTEMS INC 15.27
51852 7/12/10 423964 MERRIMAN/OTC 30,000.00 30.111 300.00 903,011.73 36,101.40
SALE 7/16/10 30244510 FLIR SYSTEMS INC 15.34
51852 7/21/10 423995 JANNEY MONTGOMERY SCOTT 30,000.00 30.250 900.00 906,584.66 39,674.33
SALE 7/20/10 35952W10 FUEL SYSTEMS SOLUTIONS INC 8.78
48126 7/23/10 424004 JEFFERIES & COMPANY 20,000.00 25.961 600.00 518,619.22 -98,503.61
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/26/10 35952W10 FUEL SYSTEMS SOLUTIONS INC 9.60
48126 7/29/10 424021 JANNEY MONTGOMERY SCOTT 20,000.00 28.393 600.00 567,256.40 -49,866.43
SALE 7/27/10 35952W10 FUEL SYSTEMS SOLUTIONS INC 9.45
48126 7/30/10 424025 CREDIT SUISSE SEC (AES) 20,000.00 27.933 200.00 558,442.55 -58,680.28
SALE 6/28/10 36159R10 GEO GROUP INC 7.13
50739 7/01/10 423940 WILLIAMS CAPITAL GROUP 20,000.00 21.073 200.00 421,260.87 52,710.37
SALE 6/29/10 36159R10 GEO GROUP INC 6.95
50739 7/02/10 423944 BMO CAPITAL MARKETS/EXECUTI 20,000.00 20.554 200.00 410,879.05 42,328.55
SALE 7/16/10 38141G10 GOLDMAN SACHS GROUP INC 152.41
50531 7/21/10 423995 ABEL/NOSER CORP 60,000.00 150.29 3,000.00 9,014,673.59 -250,621.86
SALE 7/16/10 38141G10 GOLDMAN SACHS GROUP INC 25.02
50531 7/21/10 423995 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 148.00 300.00 1,479,698.98 -64,516.93
SALE 7/19/10 38141G10 GOLDMAN SACHS GROUP INC 49.66
50531 7/22/10 424000 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 146.92 800.00 2,937,542.34 -150,889.48
SALE 7/20/10 38141G10 GOLDMAN SACHS GROUP INC 37.79
50531 7/23/10 424004 DEUTSCHE BANK AG (DOMESTIC) 15,000.00 149.09 600.00 2,235,752.71 -67,543.91
SALE 7/09/10 38259P50 GOOGLE INC 15.74
39926 7/14/10 423973 LABRANCHE/0TC 2,000.00 465.75 20.00 931,466.26 -82,702.59
SALE 6/29/10 39762420 GREIF INC. CL B .28
44059 7/02/10 423944 BMO CAPITAL MARKETS/EXECUTI 300.00 53.367 3.00 16,006.73 6,887.25
SALE 6/30/10 39762420 GREIF INC. CL B 1.07
44059 7/06/10 423948 BMO CAPITAL MARKETS/EXECUTI 1,200.00 52.630 12.00 63,143.29 26,665.37
SALE 7/01/10 39762420 GREIF INC. CL B 1.78
44059 7/07/10 423952 BMO CAPITAL MARKETS/EXECUTI 2,000.00 52.418 20.00 104,814.22 44,017.68
SALE 7/02/10 39762420 GREIF INC. CL B 1.76
44059 7/08/10 423956 BMO CAPITAL MARKETS/EXECUTI 2,000.00 52.057 20.00 104,091.24 43,294.70
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 7/01/10 THROUGH 7/31/10
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/06/10 39762420 GREIF INC. CL B .88
44059 7/09/10 423960 BMO CAPITAL MARKETS/EXECUTI 1,000.00 51.910 10.00 51,899.12 21,500.85
SALE 7/07/10 39762420 GREIF INC. CL B 1.77
44059 7/12/10 423964 BMO CAPITAL MARKETS/EXECUTI 2,000.00 52.194 20.00 104,366.43 43,569.89
SALE 7/12/10 39762420 GREIF INC. CL B 4.55
44059 7/15/10 423978 BMO CAPITAL MARKETS/EXECUTI 5,000.00 53.778 50.00 268,837.45 116,846.11
SALE 7/13/10 39762420 GREIF INC. CL B 4.65
44059 7/16/10 423982 BMO CAPITAL MARKETS/EXECUTI 5,000.00 54.925 50.00 274,567.85 122,576.51
SALE 7/26/10 39762420 GREIF INC. CL B 9.54
44059 7/29/10 424021 SOLEIL SECURITIES CORP. 10,000.00 56.398 400.00 563,570.46 259,587.77
SALE 7/27/10 39762420 GREIF INC. CL B 9.64
44059 7/30/10 424025 BUCKINGHAM RESEARCH GROUP I 10,000.00 57.017 400.00 569,762.36 265,779.67
SALE 7/13/10 45814010 INTEL CORP 35.44
46920 7/16/10 423982 MERRIMAN/OTC 100,000.00 20.967 1,000.00 2,095,654.56 240,679.47
SALE 7/20/10 45814010 INTEL CORP 72.87
46920 7/23/10 424004 JANNEY MONTGOMERY SCOTT 200,000.00 21.557 6,000.00 4,305,367.13 595,416.94
SALE 7/20/10 45814010 INTEL CORP 35.98
46920 7/23/10 424004 JEFFERIES & COMPANY 100,000.00 21.286 3,000.00 2,125,584.02 270,608.93
SALE 7/23/10 45814010 INTEL CORP 145.65
46920 7/28/10 424017 STIFEL NICOLAUS 400,000.00 21.545 16,000.00 8,601,654.35 1,181,753.97
SALE 6/29/10 45884X10 INTERMUNE INC 4.92
51831 7/02/10 423944 MERRIMAN/OTC 31,000.00 9.388 310.00 290,700.68 -31,267.89
SALE 6/30/10 45884X10 INTERMUNE INC 3.04
51831 7/06/10 423948 MERRIMAN/OTC 19,000.00 9.457 190.00 179,486.16 -17,849.41
SALE 7/01/10 45884X10 INTERMUNE INC 7.51
51831 7/07/10 423952 MERRIMAN/OTC 50,000.00 8.879 500.00 443,422.49 -75,881.65
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 116
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/02/10 45884X10 INTERMUNE INC 7.46
51831 7/08/10 423956 MERRIMAN/OTC 50,000.00 8.823 500.00 440,652.54 -78,651.60
SALE 7/12/10 45884X10 INTERMUNE INC 5.28
51831 7/15/10 423978 INSTINET (PORTAL) 34,062.00 9.168 238.43 312,026.49 -41,744.26
SALE 7/13/10 45884X10 INTERMUNE INC 2.49
51831 7/16/10 423982 INSTINET (PORTAL) 15,938.00 9.227 111.57 146,952.24 -18,581.15
SALE 7/16/10 45884X10 INTERMUNE INC 16.61
51831 7/21/10 423995 UBS WARBURG LLC 100,000.00 9.823 3,000.00 979,263.39 -59,344.88
SALE 7/21/10 45884X10 INTERMUNE INC 8.30
51831 7/26/10 424008 JANNEY MONTGOMERY SCOTT 50,000.00 9.811 1,500.00 489,036.70 -30,267.44
SALE 7/01/10 47012E10 JAKKS PACIFIC INC 11.99
41682 7/07/10 423952 LABRANCHE/SOFT 50,000.00 14.184 2,500.00 706,708.01 -158,981.62
SALE 7/02/10 47012E10 JAKKS PACIFIC INC 7.05
41682 7/08/10 423956 LABRANCHE/SOFT 30,000.00 13.914 1,500.00 415,921.95 -103,491.83
SALE 7/07/10 47012E10 JAKKS PACIFIC INC 7.10
41682 7/12/10 423964 LABRANCHE/0TC 30,000.00 14.000 300.00 419,698.90 -99,714.88
SALE 7/08/10 47012E10 JAKKS PACIFIC INC 4.80
41682 7/13/10 423969 MERRIMAN/OTC 20,000.00 14.180 200.00 283,389.20 -62,886.65
SALE 7/12/10 47012E10 JAKKS PACIFIC INC 7.18
41682 7/15/10 423978 INSTINET (PORTAL) 30,000.00 14.151 210.00 424,297.82 -95,115.96
SALE 7/19/10 47012E10 JAKKS PACIFIC INC 4.56
41682 7/22/10 424000 JANNEY MONTGOMERY SCOTT 20,000.00 13.464 600.00 268,681.44 -77,594.41
SALE 7/21/10 47012E10 JAKKS PACIFIC INC 7.02
41682 7/26/10 424008 JANNEY MONTGOMERY SCOTT 30,000.00 13.843 900.00 414,373.98 -105,039.80
SALE 7/22/10 47012E10 JAKKS PACIFIC INC 7.26
41682 7/27/10 424012 JANNEY MONTGOMERY SCOTT 30,000.00 14.301 900.00 428,131.74 -91,282.04
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 117
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/23/10 47012E10 JAKKS PACIFIC INC 4.79
41682 7/28/10 424017 JANNEY MONTGOMERY SCOTT 20,000.00 14.162 600.00 282,625.21 -63,650.64
SALE 7/26/10 47836610 JOHNSON CONTROLS INC 24.76
48030 7/29/10 424021 RBC CAPITAL (DOMESTIC) 50,000.00 29.294 2,000.00 1,462,685.24 173,031.76
SALE 6/29/10 50540R40 LABORATORY CORP OF AMERICA 12.94
39944 7/02/10 423944 BLAYLOCK ROBERT VAN LLC 10,000.00 76.524 100.00 765,127.06 185,116.26
SALE 6/30/10 50540R40 LABORATORY CORP OF AMERICA 51.54
39944 7/06/10 423948 BMO CAPITAL MARKETS/EXECUTI 40,000.00 76.233 400.00 3,048,876.46 728,833.24
SALE 7/07/10 50540R40 LABORATORY CORP OF AMERICA 25.08
39944 7/12/10 423964 BMO CAPITAL MARKETS/EXECUTI 20,000.00 74.178 200.00 1,483,332.92 323,311.31
SALE 7/27/10 52186520 LEAR CORP 25.67
49728 7/30/10 424025 BLAIR, WILLIAM & COMPANY 20,000.00 75.924 800.00 1,517,644.33 218,727.47
SALE 7/27/10 53591920 LIONS GATE ENTERTAINMENT CO 5.46
52708 7/30/10 424025 BUCKINGHAM RESEARCH GROUP I 48,036.00 6.723 1,921.44 321,019.13 8,743.93
SALE 6/28/10 54142L10 LOGMEIN INC 4.86
47584 7/01/10 423940 LABRANCHE/0TC 10,000.00 28.733 100.00 287,224.14 101,048.20
SALE 7/01/10 54142L10 LOGMEIN INC 4.35
47584 7/07/10 423952 MERRIMAN/OTC 10,000.00 25.735 100.00 257,241.65 71,065.70
SALE 7/02/10 54142L10 LOGMEIN INC 4.46
47584 7/08/10 423956 LABRANCHE/SOFT 10,000.00 26.398 500.00 263,479.54 77,303.60
SALE 7/07/10 54142L10 LOGMEIN INC 4.90
47584 7/12/10 423964 LABRANCHE/0TC 10,000.00 29.000 100.00 289,896.10 103,720.15
SALE 7/23/10 55254110 M & F WORLDWIDE CORP 9.19
50782 7/28/10 424017 OPPENHEIMER & CO., INC 20,000.00 27.188 800.00 542,946.81 -122,158.51
SALE 7/02/10 55616P10 MACY'S INC 30.09
39949 7/08/10 423956 CAPIS/SOFT 100,000.00 17.806 5,000.00 1,775,599.91 -102,691.12
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 118
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/06/10 55616P10 MACY'S INC 30.68
39949 7/09/10 423960 CAPIS/SOFT 100,000.00 18.156 5,000.00 1,810,589.32 -67,701.71
SALE 7/07/10 55616P10 MACY'S INC 29.76
39949 7/12/10 423964 CAPIS/SOFT 100,000.00 17.612 5,000.00 1,756,210.24 -122,080.79
SALE 7/07/10 58013510 MCDONALD'S CORP. 11.34
42619 7/12/10 423964 WILLIAMS CAPITAL GROUP 10,000.00 67.083 100.00 670,721.66 69,978.17
SALE 7/16/10 58155Q10 MCKESSON CORP. 23.20
44746 7/21/10 423995 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 68.613 800.00 1,371,444.80 426,922.51
SALE 7/15/10 58469030 MEDICIS PHARMACEUTICAL-CL A 4.12
46431 7/20/10 423991 WELLS FARGO SECURITIES 10,000.00 24.364 400.00 243,237.88 32,752.48
SALE 7/20/10 59511210 MICRON TECHNOLOGY INC 27.83
48422 7/23/10 424004 COWEN AND CO., LLC 200,000.00 8.233 8,000.00 1,638,632.17 65,070.40
SALE 7/21/10 61744644 MORGAN STANLEY 23.01
47656 7/26/10 424008 CL KING (RESEARCH) 50,000.00 27.226 2,000.00 1,359,256.99 -44,691.14
SALE 7/15/10 62886E10 NCR CORP 11.16
46578 7/20/10 423991 WELLS FARGO SECURITIES 50,000.00 13.207 2,000.00 658,328.84 19,821.09
SALE 7/07/10 63530910 NATIONAL CINEMEDIA INC. 2.93
41081 7/12/10 423964 MERRIMAN/OTC 10,000.00 17.330 100.00 173,201.07 32,482.29
SALE 7/09/10 63530910 NATIONAL CINEMEDIA INC. 3.00
41081 7/14/10 423973 LABRANCHE/0TC 10,000.00 17.745 100.00 177,342.00 36,623.22
SALE 7/13/10 63530910 NATIONAL CINEMEDIA INC. 6.11
41081 7/16/10 423982 LABRANCHE/0TC 20,000.00 18.086 200.00 361,509.89 80,072.33
SALE 7/13/10 63530910 NATIONAL CINEMEDIA INC. 3.04
41081 7/16/10 423982 MERRIMAN/OTC 10,000.00 17.955 100.00 179,447.96 38,729.18
SALE 7/20/10 63530910 NATIONAL CINEMEDIA INC. 2.88
41081 7/23/10 424004 JEFFERIES & COMPANY 10,000.00 17.007 300.00 169,764.12 29,045.34
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 119
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/21/10 63530910 NATIONAL CINEMEDIA INC. 2.99
41081 7/26/10 424008 JANNEY MONTGOMERY SCOTT 10,000.00 17.642 300.00 176,118.01 35,399.23
SALE 7/21/10 63530910 NATIONAL CINEMEDIA INC. 2.94
41081 7/26/10 424008 JANNEY MONTGOMERY SCOTT 10,000.00 17.377 300.00 173,463.06 32,744.28
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 17.509 5.93 349,581.07 68,143.51
600.00
SALE 7/22/10 63530910 NATIONAL CINEMEDIA INC. 2.99
41081 7/27/10 424012 JANNEY MONTGOMERY SCOTT 10,000.00 17.689 300.00 176,591.01 35,872.23
SALE 7/27/10 63530910 NATIONAL CINEMEDIA INC. 3.13
41081 7/30/10 424025 CREDIT SUISSE SEC (AES) 10,000.00 18.510 100.00 184,992.87 44,274.09
SALE 7/07/10 63934E10 NAVISTAR 8.28
48502 7/12/10 423964 WILLIAMS CAPITAL GROUP 10,000.00 48.969 100.00 489,576.72 84,458.84
SALE 6/28/10 65339F10 NEXTERA ENERGY INC 41.50
52182 7/01/10 423940 BLAYLOCK ROBERT VAN LLC 50,000.00 49.102 500.00 2,454,558.50 -271,846.40
SALE 7/07/10 65339F10 NEXTERA ENERGY INC 16.99
52182 7/12/10 423964 WILLIAMS CAPITAL GROUP 20,000.00 50.241 200.00 1,004,611.01 -85,950.95
SALE 7/08/10 65339F10 NEXTERA ENERGY INC 25.77
52182 7/13/10 423969 BLAYLOCK ROBERT VAN LLC 30,000.00 50.822 300.00 1,524,322.23 -111,520.71
SALE 7/20/10 67000610 NOVELL INC 10.30
39956 7/23/10 424004 JEFFERIES & COMPANY 100,000.00 6.091 3,000.00 606,049.70 11,581.73
SALE 7/07/10 67000810 NOVELLUS SYSTEMS INC 87.04
52174 7/12/10 423964 LABRANCHE/SOFT 200,000.00 25.750 10,000.00 5,139,932.96 -55,355.04
SALE 7/14/10 67000810 NOVELLUS SYSTEMS INC 46.69
52174 7/19/10 423987 CREDIT SUISSE SEC (USA) LLC 100,000.00 27.623 3,000.00 2,759,203.31 161,559.31
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 120
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/27/10 67000810 NOVELLUS SYSTEMS INC 46.87
52174 7/30/10 424025 JEFFERIES & COMPANY 100,000.00 27.729 3,000.00 2,769,893.13 172,249.13
SALE 7/07/10 67018T10 NU SKIN ENTERPRISES INC. 21.55
39958 7/12/10 423964 GRISWOLD COMPANY 50,000.00 25.496 500.00 1,274,298.45 506,580.01
SALE 7/09/10 67018T10 NU SKIN ENTERPRISES INC. 9.12
39958 7/14/10 423973 BMO CAPITAL MARKETS/EXECUTI 20,000.00 26.982 200.00 539,432.88 232,345.50
SALE 7/12/10 67018T10 NU SKIN ENTERPRISES INC. 23.15
39958 7/15/10 423978 BLAYLOCK ROBERT VAN LLC 50,000.00 27.393 500.00 1,369,131.85 601,413.41
SALE 7/13/10 67018T10 NU SKIN ENTERPRISES INC. 23.87
39958 7/16/10 423982 BLAYLOCK ROBERT VAN LLC 50,000.00 28.238 500.00 1,411,396.13 643,677.69
SALE 7/14/10 67018T10 NU SKIN ENTERPRISES INC. 9.72
39958 7/19/10 423987 WILLIAMS CAPITAL GROUP 20,000.00 28.730 200.00 574,386.28 267,298.91
SALE 7/15/10 67018T10 NU SKIN ENTERPRISES INC. 29.21
39958 7/20/10 423991 WELLS FARGO SECURITIES 60,000.00 28.806 2,400.00 1,725,930.79 804,668.67
SALE 7/16/10 67018T10 NU SKIN ENTERPRISES INC. 8.51
39958 7/21/10 423995 KAUFMAN BROS L.P. 18,000.00 27.952 720.00 502,400.29 226,021.65
SALE 7/19/10 67018T10 NU SKIN ENTERPRISES INC. 14.84
39958 7/22/10 424000 KAUFMAN BROS L.P. 32,000.00 27.426 1,280.00 876,327.56 384,987.76
SALE 7/20/10 68389X10 ORACLE CORP 78.38
46205 7/23/10 424004 JEFFERIES & COMPANY 200,000.00 23.187 6,000.00 4,631,221.62 369,989.36
SALE 7/01/10 71344810 PEPSICO INC 41.41
43552 7/07/10 423952 WILLIAMS CAPITAL GROUP 40,000.00 61.245 400.00 2,449,370.59 245,469.43
SALE 7/08/10 71817210 PHILIP MORRIS INTERNATIONAL 82.03
40653 7/13/10 423969 MERIDIAN EQUITY PARTNERS 100,000.00 48.536 1,000.00 4,852,537.97 611,470.93
SALE 7/02/10 72925110 PLUM CREEK TIMBER CO INC 28.96
46289 7/08/10 423956 BLAYLOCK ROBERT VAN LLC 50,000.00 34.269 500.00 1,712,931.04 115,968.03
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 121
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/12/10 74150340 PRICELINE.COM 68.80
52299 7/15/10 423978 INSTINET (PORTAL) 20,000.00 203.54 140.00 4,070,719.20 173,982.00
SALE 7/13/10 74150340 PRICELINE.COM 69.89
52299 7/16/10 423982 MERRIMAN/OTC 20,000.00 206.76 200.00 4,135,086.11 238,348.91
SALE 7/14/10 74150340 PRICELINE.COM 72.20
52299 7/19/10 423987 INSTINET/SOFT-FACTSET 20,000.00 213.60 1,000.00 4,270,991.80 374,254.60
SALE 7/15/10 74150340 PRICELINE.COM 73.90
52299 7/20/10 423991 JANNEY MONTGOMERY SCOTT 20,000.00 218.61 600.00 4,371,710.10 474,972.90
SALE 7/16/10 74150340 PRICELINE.COM 73.75
52299 7/21/10 423995 JANNEY MONTGOMERY SCOTT 20,000.00 218.19 600.00 4,363,154.25 466,417.05
SALE 7/09/10 74271810 PROCTER & GAMBLE CO. 104.10
39964 7/14/10 423973 CAPIS/SOFT 100,000.00 61.597 5,000.00 6,154,575.90 3,733,177.17
SALE 7/15/10 74752510 QUALCOMM 12.47
50937 7/20/10 423991 JANNEY MONTGOMERY SCOTT 20,000.00 36.893 600.00 737,251.53 -38,523.77
SALE 7/19/10 74752510 QUALCOMM 12.38
50937 7/22/10 424000 JANNEY MONTGOMERY SCOTT 20,000.00 36.615 600.00 731,681.62 -44,093.68
SALE 7/09/10 77669610 ROPER INDUSTRIES INC 19.23
50204 7/14/10 423973 BMO CAPITAL MARKETS/EXECUTI 20,000.00 56.882 200.00 1,137,416.77 77,318.04
SALE 7/01/10 78477410 STEC INC 10.61
48521 7/07/10 423952 LABRANCHE/SOFT 50,000.00 12.554 2,500.00 625,174.39 -564,285.15
SALE 7/02/10 78477410 STEC INC 10.82
48521 7/08/10 423956 LABRANCHE/SOFT 50,000.00 12.799 2,500.00 637,459.18 -552,000.36
SALE 7/06/10 78477410 STEC INC 10.98
48521 7/09/10 423960 LABRANCHE/SOFT 50,000.00 12.994 2,500.00 647,204.02 -542,255.52
SALE 7/07/10 78477410 STEC INC 11.09
48521 7/12/10 423964 LABRANCHE/SOFT 50,000.00 13.125 2,500.00 653,743.91 -535,715.63
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 122
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/08/10 78477410 STEC INC 11.89
48521 7/13/10 423969 MERRIMAN/OTC 50,000.00 14.063 500.00 702,648.11 -486,811.43
SALE 7/09/10 78477410 STEC INC 12.03
48521 7/14/10 423973 LABRANCHE/0TC 50,000.00 14.233 500.00 711,127.97 -478,331.57
SALE 7/12/10 78477410 STEC INC 13.09
48521 7/15/10 423978 INSTINET/SOFT-FACTSET 50,000.00 15.490 2,500.00 772,001.91 -417,457.63
SALE 7/27/10 80090720 SANMINA-SCI CORP 18.87
49560 7/30/10 424025 CREDIT SUISSE SEC (AES) 80,000.00 13.957 800.00 1,115,709.13 232,611.60
SALE 7/07/10 80854110 SCHWEITZER MAUD 16.80
50708 7/12/10 423964 WILLIAMS CAPITAL GROUP 20,000.00 49.694 200.00 993,669.20 -130,049.66
SALE 7/09/10 80854110 SCHWEITZER MAUD 17.38
50708 7/14/10 423973 BMO CAPITAL MARKETS/EXECUTI 20,000.00 51.402 200.00 1,027,824.62 -95,894.24
SALE 7/12/10 80854110 SCHWEITZER MAUD 8.53
50708 7/15/10 423978 WILLIAMS CAPITAL GROUP 10,000.00 50.433 100.00 504,216.47 -57,642.96
SALE 7/13/10 80854110 SCHWEITZER MAUD 8.56
50708 7/16/10 423982 WILLIAMS CAPITAL GROUP 10,000.00 50.628 100.00 506,167.44 -55,691.99
SALE 7/09/10 83416B10 SOLARWINDS INC 5.78
46935 7/14/10 423973 BMO CAPITAL MARKETS/EXECUTI 20,000.00 17.084 200.00 341,478.22 91,478.22
SALE 7/23/10 83416B10 SOLARWINDS INC 10.45
46935 7/28/10 424017 CRAIG-HALLUM CAPITAL GRP LL 50,000.00 12.368 2,000.00 616,399.55 -8,600.45
SALE 7/09/10 85747710 STATE STREET CORP 12.32
51513 7/14/10 423973 BMO CAPITAL MARKETS/EXECUTI 20,000.00 36.426 200.00 728,307.68 -208,256.00
SALE 7/07/10 85811910 STEEL DYNAMICS INC 23.37
43421 7/12/10 423964 LABRANCHE/SOFT 100,000.00 13.830 5,000.00 1,377,966.63 -126,174.81
SALE 7/23/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 16.59
50366 7/28/10 424017 OPPENHEIMER & CO., INC 30,000.00 32.705 1,200.00 979,930.41 234,316.12
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 123
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/26/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 17.00
50366 7/29/10 424021 SOLEIL SECURITIES CORP. 30,000.00 33.530 1,200.00 1,004,689.00 259,074.71
SALE 7/21/10 90341W10 US AIRWAYS GROUP INC 15.79
51597 7/26/10 424008 GOLDMAN SACHS & COMPANY 100,000.00 9.342 4,000.00 930,194.21 243,896.56
SALE 7/21/10 91136310 UNITED RENTALS INC. 19.67
39987 7/26/10 424008 GOLDMAN SACHS & COMPANY 100,000.00 11.634 4,000.00 1,159,420.33 327,486.16
SALE 7/21/10 91136310 UNITED RENTALS INC. 20.31
39987 7/26/10 424008 MORGAN STANLEY 100,000.00 12.012 4,000.00 1,197,169.69 365,235.52
SALE 7/22/10 91136310 UNITED RENTALS INC. 20.83
39987 7/27/10 424012 LAZARD CAPITAL MARKETS 100,000.00 12.322 4,000.00 1,228,159.17 396,225.00
SALE 7/01/10 92165910 VANDA PHARMACEUTICALS INC 8.69
48839 7/07/10 423952 MERRIMAN/OTC 80,000.00 6.421 800.00 512,839.31 -433,565.69
SALE 7/02/10 92165910 VANDA PHARMACEUTICALS INC 2.22
48839 7/08/10 423956 MERRIMAN/OTC 20,000.00 6.549 200.00 130,771.78 -105,829.47
SALE 7/14/10 92241710 VEECO INSTRUMENTS INC 14.13
50424 7/19/10 423987 INSTINET/SOFT-FACTSET 20,000.00 41.799 1,000.00 834,955.87 125,015.10
SALE 7/15/10 92241710 VEECO INSTRUMENTS INC 13.13
50424 7/20/10 423991 JANNEY MONTGOMERY SCOTT 20,000.00 38.821 600.00 775,812.87 65,872.10
SALE 7/20/10 92241710 VEECO INSTRUMENTS INC 6.45
50424 7/23/10 424004 JEFFERIES & COMPANY 10,000.00 38.109 300.00 380,781.55 25,811.16
SALE 7/23/10 92343V10 VERIZON COMMUNICATIONS INC 47.39
52562 7/28/10 424017 MORGAN STANLEY 100,000.00 28.039 4,000.00 2,799,852.61 130,235.50
SALE 6/28/10 92929710 WMS INDUSTRIES INC 72.68
48731 7/01/10 423940 JACKSON SECS 100,000.00 43.001 1,000.00 4,299,037.32 209,976.92
SALE 6/30/10 92929710 WMS INDUSTRIES INC 13.62
48731 7/06/10 423948 WILLIAMS CAPITAL GROUP 20,000.00 40.282 200.00 805,432.38 -12,379.70
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 7/01/10 THROUGH 7/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 124
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/01/10 94268310 WATSON PHARMACEUTICALS, INC 34.03
41384 7/07/10 423952 WILLIAMS CAPITAL GROUP 50,000.00 40.263 500.00 2,012,605.97 641,953.19
SALE 7/13/10 94974610 WELLS FARGO & CO 47.13
46541 7/16/10 423982 ICAP CORPORATES LLC 100,000.00 27.882 1,000.00 2,787,182.87 154,292.95
SALE 7/13/10 94974610 WELLS FARGO & CO 47.11
46541 7/16/10 423982 MERIDIAN EQUITY PARTNERS 100,000.00 27.872 1,000.00 2,786,152.89 153,262.97
SALE 7/20/10 94974610 WELLS FARGO & CO 43.19
46541 7/23/10 424004 COWEN AND CO., LLC 100,000.00 25.555 4,000.00 2,551,416.81 -81,473.11
SALE 7/21/10 94974610 WELLS FARGO & CO 45.63
46541 7/26/10 424008 MORGAN STANLEY 100,000.00 26.998 4,000.00 2,695,744.37 62,854.45
SALE 7/01/10 96216610 WEYERHAEUSER CO 11.85
46168 7/07/10 423952 MERIDIAN EQUITY PARTNERS 20,000.00 35.055 200.00 700,896.15 50,676.21
SALE 7/19/10 96216610 WEYERHAEUSER CO 205.86
46168 7/22/10 424000 JP MORGAN 300,000.00 40.602 12,000.00 12,168,274.14 2,414,974.99
SALE 6/28/10 G3673810 FRESH DEL MONTE 7.21
48670 7/01/10 423940 WILLIAMS CAPITAL GROUP 20,000.00 21.312 200.00 426,022.79 -28,887.64
SALE 6/30/10 G3673810 FRESH DEL MONTE 6.98
48670 7/06/10 423948 BMO CAPITAL MARKETS/EXECUTI 20,000.00 20.628 200.00 412,359.02 -42,551.42
SALE 7/01/10 G3673810 FRESH DEL MONTE 6.73
48670 7/07/10 423952 WILLIAMS CAPITAL GROUP 20,000.00 19.887 200.00 397,531.27 -57,379.17
SALE 7/02/10 G3673810 FRESH DEL MONTE 6.72
48670 7/08/10 423956 BLAYLOCK ROBERT VAN LLC 20,000.00 19.869 200.00 397,173.28 -57,737.16
SALE 7/23/10 G3673810 FRESH DEL MONTE 6.87
48670 7/28/10 424017 CRAIG-HALLUM CAPITAL GRP LL 20,000.00 20.329 800.00 405,771.13 -49,139.31
SALE 7/26/10 G3673810 FRESH DEL MONTE 6.99
48670 7/29/10 424021 SOLEIL SECURITIES CORP. 20,000.00 20.675 800.00 412,693.01 -42,217.43
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 12,383,551.00 5,215.11 308,148,040.90 3,479,049.34
371,966.59
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 12,383,551.00 5,215.11 308,148,040.90 3,479,049.34
371,966.59
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 7/01/10 THROUGH 7/31/10
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
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 7/01/10 THROUGH 7/31/10
LOGAN CIRCLE (5163) PAGE: 126
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 7/22/10 00439TAD ACCURIDE CORP 9.5000 10.000
52863 7/29/10 289142 LOGAN CIRCLE 8/01/18 175,000.00 97.288 170,254.00
PUR 7/07/10 01881PAA ALLIANT HOLDINGS 11.0000 10.719
48945 7/12/10 289142 LOGAN CIRCLE 5/01/15 150,000.00 101.00 151,500.00
PUR 7/15/10 028865AA AMERICAN PETROLEUM TAN 10.2500 10.242
51989 7/20/10 289142 LOGAN CIRCLE 5/01/15 250,000.00 100.00 250,000.00
PUR 7/14/10 06423KAA BANK ONE CAPITAL III 8.7500 7.126
52668 7/19/10 289142 LOGAN CIRCLE 9/01/30 500,000.00 117.20 586,000.00
PUR 7/07/10 090613AE BIOMET INC 11.6250 9.853
52191 7/12/10 289142 LOGAN CIRCLE 10/15/17 75,000.00 109.00 81,750.00
PUR 7/16/10 09747GAB BOISE PAPER HDG/CO-ISSR 8.0000 7.924
52669 7/21/10 289142 LOGAN CIRCLE 4/01/20 100,000.00 100.49 100,490.00
PUR 7/20/10 12502CAS CCH II LLC/CCH II CAPITA 13.5000 9.543
49905 7/23/10 289142 LOGAN CIRCLE 11/30/16 150,000.00 118.50 177,750.00
PUR 7/20/10 131347BS CALPINE CORP 7.8750 7.997
52765 7/23/10 289142 LOGAN CIRCLE 7/31/20 85,000.00 99.146 84,274.10
PUR 6/29/10 26817CAA DYNCORP INTERNTL INC 10.3750 10.272
52633 7/07/10 289142 LOGAN CIRCLE 7/01/17 175,000.00 100.50 175,875.00
PUR 6/29/10 26817CAA DYNCORP INTERNTL INC 10.3750 10.374
52633 7/07/10 289142 LOGAN CIRCLE 7/01/17 85,000.00 100.00 85,000.00
PUR 7/01/10 269246AT E TRADE FINANCIAL CORP 12.5000 11.083
45546 7/07/10 289142 LOGAN CIRCLE 11/30/17 101,125.00 107.00 108,203.75
PUR 7/27/10 269246AT E TRADE FINANCIAL CORP 12.5000 9.999
45546 7/30/10 289142 LOGAN CIRCLE 11/30/17 125,000.00 112.75 140,937.50
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 7/01/10 THROUGH 7/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 127
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/22/10 29382RAC ENTRAVISION COMMUNICATION 8.7500 8.999
52804 7/27/10 289142 LOGAN CIRCLE 8/01/17 85,000.00 98.722 83,913.70
PUR 7/08/10 31620MAA FIDELITY NATIONAL INFORM 7.6250 7.625
52670 7/16/10 289142 LOGAN CIRCLE 7/15/17 170,000.00 100.00 170,000.00
PUR 7/23/10 390064AL GREAT ATLANTIC & PACIFIC TE 11.3750 23.549
49197 7/28/10 289142 LOGAN CIRCLE 8/01/15 150,000.00 65.250 97,875.00
PUR 7/22/10 45579PAA INDOSAT PALAPA CO BV 7.3750 7.450
52866 7/29/10 289142 LOGAN CIRCLE 7/29/20 450,000.00 99.478 447,651.00
PUR 7/27/10 458204AJ INTELSAT BERMUDA 11.5000 10.215
50880 7/30/10 289142 LOGAN CIRCLE 2/04/17 150,000.00 106.00 159,000.00
PUR 7/20/10 45840JAA INTERACTIVE DATA CORP 10.2500 10.250
52867 7/29/10 289142 LOGAN CIRCLE 8/01/18 250,000.00 100.00 250,000.00
PUR 7/22/10 46611CAA JBS FINANCE II LIMITED 8.2500 8.500
52868 7/29/10 289142 LOGAN CIRCLE 1/29/18 450,000.00 98.634 443,853.00
PUR 7/26/10 46611CAA JBS FINANCE II LIMITED 8.2500 8.295
52868 7/29/10 289142 LOGAN CIRCLE 1/29/18 175,000.00 99.750 174,562.50
PUR 7/23/10 536022AB LINN ENERGY LLC 8.6250 7.732
52802 7/28/10 289142 LOGAN CIRCLE 4/15/20 170,000.00 106.00 180,200.00
PUR 7/21/10 58445MAM MEDIACOM LLC/CAPTL CORP 9.1250 9.041
52152 7/26/10 289145 LOGAN CIRCLE 8/15/19 200,000.00 100.50 201,000.00
PUR 7/07/10 594073AA MICHAEL FOODS INC 9.7500 9.091
52464 7/12/10 289142 LOGAN CIRCLE 7/15/18 260,000.00 103.68 269,590.42
PUR 7/22/10 594073AA MICHAEL FOODS INC 9.7500 8.818
52464 7/27/10 289142 LOGAN CIRCLE 7/15/18 50,000.00 105.25 52,625.00
PUR 7/13/10 62947QAG NXP BV NXP FUNDING 9.5000 12.122
51618 7/16/10 289142 LOGAN CIRCLE 10/15/15 125,000.00 90.000 112,500.00
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 128
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/20/10 62947QAK NXP BV/NXP FUNDING LLC 9.7500 9.059
52766 7/23/10 289142 LOGAN CIRCLE 8/01/18 450,000.00 103.87 467,437.50
PUR 7/26/10 676253AA OFFSHORE GROUP INVST LTD 11.5000 12.500
52869 7/30/10 289142 LOGAN CIRCLE 8/01/15 155,000.00 96.361 149,359.55
PUR 7/08/10 717148AA PHARMANET DEVELOPMENT GR 10.8750 10.814
51475 7/13/10 289142 LOGAN CIRCLE 4/15/17 150,000.00 100.25 150,375.00
PUR 7/09/10 723456AL PINNACLE ENTMNT 8.7500 9.459
51871 7/14/10 289142 LOGAN CIRCLE 5/15/20 150,000.00 95.500 143,250.00
PUR 7/21/10 750829AB RAINBOW NATIONAL SERVICES 10.3750 9.176
43046 7/26/10 289142 LOGAN CIRCLE 9/01/14 100,000.00 104.00 104,000.00
PUR 7/15/10 97315LAA WIND ACQUISITION 12.2500 12.250
50017 7/16/10 289142 LOGAN CIRCLE 7/15/17 23,223.00 100.00 23,223.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 5,684,348.00 5,792,450.02
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 5,684,348.00 5,792,450.02
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 7/16/10 057590AA BAKRIE TELECOM 11.5000 11.500
51899 7/21/10 289142 LOGAN CIRCLE 5/07/15 100,000.00 95.750 95,750.00 -4,250.00
SALE 7/14/10 090613AD BIOMET INC 10.3750 9.277
52137 7/19/10 289142 LOGAN CIRCLE 10/15/17 225,000.00 110.25 248,062.50 10,306.95
SALE 7/21/10 090613AE BIOMET INC 11.6250 10.258
52191 7/21/10 289142 LOGAN CIRCLE 10/15/17 165,000.00 112.25 185,212.50 8,952.17
SALE 7/26/10 090613AE BIOMET INC 11.6250 10.258
52191 7/26/10 289142 LOGAN CIRCLE 10/15/17 160,000.00 115.60 184,973.33 14,068.01
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 7/01/10 THROUGH 7/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 129
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/16/10 120468AA BUMI CAPITAL PTE LTD 12.0000 11.023
51007 7/21/10 289142 LOGAN CIRCLE 11/10/16 115,000.00 100.50 115,575.00 -4,392.70
SALE 7/20/10 131347BS CALPINE CORP 7.8750 7.997
52765 7/23/10 289142 LOGAN CIRCLE 7/31/20 85,000.00 100.25 85,212.50 938.40
SALE 7/01/10 247367AP DELTA AIR LINES 7.5700 9.337
42450 7/01/10 289142 LOGAN CIRCLE 11/18/10 500,000.00 101.25 506,250.00 9,651.06
SALE 7/15/10 24869QAB DENNYS HOLDINGS INCORPORATE 10.0000 10.300
42156 7/20/10 289142 LOGAN CIRCLE 10/01/12 525,000.00 100.62 528,281.25 6,469.59
SALE 7/23/10 29382RAC ENTRAVISION COMMUNICATION 8.7500 8.999
52804 7/28/10 289142 LOGAN CIRCLE 8/01/17 85,000.00 100.87 85,743.75 1,829.30
SALE 7/08/10 31620MAA FIDELITY NATIONAL INFORM 7.6250 7.625
52670 7/16/10 289142 LOGAN CIRCLE 7/15/17 170,000.00 102.50 174,250.00 4,250.00
SALE 7/28/10 319963AT FIRST DATA CORP 10.5500 13.496
50509 7/30/10 289142 LOGAN CIRCLE 9/24/15 75,000.00 79.500 59,625.00 -7,332.07
SALE 7/16/10 370290AD GENERAL MARITIME CORP 12.0000 12.093
49647 7/21/10 289142 LOGAN CIRCLE 11/15/17 300,000.00 104.00 312,000.00 13,454.28
SALE 7/21/10 370290AD GENERAL MARITIME CORP 12.0000 12.093
49647 7/26/10 289142 LOGAN CIRCLE 11/15/17 400,000.00 104.25 417,000.00 18,941.66
SALE 7/15/10 38869PAF GRAPHIC PACKAGING INTL 9.5000 8.273
49926 7/20/10 289142 LOGAN CIRCLE 6/15/17 725,000.00 105.77 766,832.50 -4,144.12
SALE 7/27/10 390064AL GREAT ATLANTIC & PACIFIC TE 11.3750 11.204
49197 7/27/10 289142 LOGAN CIRCLE 8/01/15 125,000.00 74.156 92,694.88 -33,105.38
SALE 7/15/10 410345AF HANESBRANDS INC 8.0000 8.005
49972 7/20/10 289142 LOGAN CIRCLE 12/15/16 230,000.00 103.75 238,625.00 8,704.03
SALE 7/13/10 421924BF HEALTHSOUTH CORP 10.7500 8.974
49836 7/16/10 289142 LOGAN CIRCLE 6/15/16 425,000.00 109.25 464,312.50 5,315.12
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 7/01/10 THROUGH 7/31/10
LOGAN CIRCLE (5163) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/15/10 422248AA HEALTH NET INC 6.3750 8.415
44821 7/20/10 289142 LOGAN CIRCLE 6/01/17 800,000.00 94.500 756,000.00 39,903.67
SALE 7/13/10 451102AF ICAHN ENTERPRISES/FIN 8.0000 8.125
50498 7/16/10 289142 LOGAN CIRCLE 1/15/18 175,000.00 98.625 172,593.75 -1,194.91
SALE 7/27/10 46611CAA JBS FINANCE II LIMITED 8.2500 8.442
52868 7/30/10 289142 LOGAN CIRCLE 1/29/18 175,000.00 100.50 175,875.00 2,717.36
SALE 7/20/10 485161AF KANSAS CITY SOUTHERN MEX 12.5000 9.700
49650 7/23/10 289142 LOGAN CIRCLE 4/01/16 450,000.00 119.75 538,875.00 34,923.00
SALE 7/13/10 485188AH KANSAS CITY SOUTH 13.0000 6.834
51735 7/16/10 289142 LOGAN CIRCLE 12/15/13 68,000.00 120.55 81,974.00 1,406.48
SALE 6/30/10 55277BAA MCE FINANCE LTD 10.2500 10.500
51990 7/06/10 289142 LOGAN CIRCLE 5/15/18 250,000.00 105.00 262,500.00 15,848.47
SALE 7/14/10 55277BAA MCE FINANCE LTD 10.2500 10.500
51990 7/19/10 289142 LOGAN CIRCLE 5/15/18 85,000.00 107.50 91,375.00 7,513.06
SALE 7/19/10 55277BAA MCE FINANCE LTD 10.2500 10.500
51990 7/22/10 289142 LOGAN CIRCLE 5/15/18 125,000.00 106.75 133,437.40 10,110.63
SALE 7/22/10 55277BAA MCE FINANCE LTD 10.2500 10.500
51990 7/27/10 289142 LOGAN CIRCLE 5/15/18 165,000.00 107.12 176,756.25 13,963.80
SALE 7/27/10 676253AA OFFSHORE GROUP INVST LTD 11.5000 12.500
52869 7/30/10 289142 LOGAN CIRCLE 8/01/15 155,000.00 100.37 155,581.25 6,221.70
SALE 6/30/10 74439HAJ PSYCHIATRIC SOLUTIONS IN 7.7500 9.805
52243 7/06/10 289142 LOGAN CIRCLE 7/15/15 650,000.00 103.00 669,500.00 71,540.12
SALE 7/19/10 89855VAB TUBE CITY IMS CORP 9.7500 11.563
49622 7/22/10 289142 LOGAN CIRCLE 2/01/15 65,000.00 100.00 65,000.00 4,068.39
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 7,573,000.00 7,839,868.36 256,678.07
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 7,573,000.00 7,839,868.36 256,678.07
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 7/01/10 THROUGH 7/31/10
POST ADVISORY (5164) PAGE: 131
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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 7/19/10 000305AC AAC GROUP HOLDING CORP 10.2500 10.692
52767 7/22/10 289143 POST ADVISORY 10/01/12 1,325,000.00 99.125 1,313,406.25
PUR 7/22/10 00439TAD ACCURIDE CORP 9.5000 10.000
52871 7/29/10 289143 POST ADVISORY 8/01/18 475,000.00 97.288 462,118.00
PUR 6/29/10 06646VAB BANK RATE INC 11.7500 12.000
52636 7/13/10 289143 POST ADVISORY 7/15/15 725,000.00 99.077 718,308.25
PUR 6/30/10 06646VAB BANK RATE INC 11.7500 11.885
52636 7/13/10 289143 POST ADVISORY 7/15/15 475,000.00 99.500 472,625.00
PUR 7/15/10 085790AR BERRY PLASTICS CORP 8.8750 9.164
52683 7/20/10 289143 POST ADVISORY 9/15/14 1,835,000.00 99.000 1,816,650.00
PUR 7/15/10 12686CAX CABLEVISION SYS 8.6250 7.700
52675 7/20/10 289143 POST ADVISORY 9/15/17 475,000.00 105.00 498,750.00
PUR 7/27/10 29276KAL ENERGY XXI GULF COAST IN 16.0000 11.641
51875 7/30/10 289143 POST ADVISORY 6/15/14 250,000.00 113.25 283,125.00
PUR 7/06/10 29380TAQ ENTERTAINMENT PROPERTIES 7.7500 7.988
52684 7/09/10 289143 POST ADVISORY 7/15/20 1,100,000.00 98.375 1,082,125.00
PUR 7/08/10 31620MAA FIDELITY NATIONAL INFORM 7.6250 7.625
52680 7/16/10 289143 POST ADVISORY 7/15/17 950,000.00 100.00 950,000.00
PUR 7/21/10 392485AB GREEKTOWN SUPERHOLDINGS 13.0000 11.048
52768 7/26/10 289143 POST ADVISORY 7/01/15 750,000.00 107.25 804,375.00
PUR 7/13/10 422248AA HEALTH NET INC 6.3750 7.360
48872 7/16/10 289143 POST ADVISORY 6/01/17 300,000.00 94.750 284,250.00
PUR 7/20/10 45840JAA INTERACTIVE DATA CORP 10.2500 10.250
52873 7/29/10 289143 POST ADVISORY 8/01/18 575,000.00 100.00 575,000.00
S T A T E O F N E W J E R S E Y 5164
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
POST ADVISORY (5164) -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 7/15/10 51508LAK LANDRY'S RESTAURANT INC 11.6250 10.469
52139 7/20/10 289143 POST ADVISORY 12/01/15 475,000.00 104.62 496,968.75
PUR 7/08/10 516545AA LANTHEUS MEDICAL IMAGING 9.7500 9.694
52685 7/13/10 289143 POST ADVISORY 5/15/17 250,000.00 100.25 250,625.00
PUR 7/27/10 60741GAA MOBILE SATELLITE VENTURE 14.0000 12.675
51628 7/30/10 289143 POST ADVISORY 4/01/13 175,000.00 102.87 180,031.25
PUR 7/09/10 62947QAE NXP BV/NXP FDG LLC 3.2759 8.222
52635 7/14/10 289143 POST ADVISORY 10/15/13 275,000.00 86.000 236,500.00
PUR 7/09/10 62947QAE NXP BV/NXP FDG LLC 3.2759 7.929
52635 7/14/10 289143 POST ADVISORY 10/15/13 275,000.00 86.763 238,598.81
PUR 7/20/10 637004AC NATIONAL MONEY MART CO 10.3750 9.418
52686 7/23/10 289143 POST ADVISORY 12/15/16 250,000.00 104.50 261,250.00
PUR 7/09/10 69138WAA OXEA FINANCE/CY SCA 9.5000 9.500
52689 7/16/10 289143 POST ADVISORY 7/15/17 950,000.00 100.00 950,000.00
PUR 6/28/10 71742QAQ PHIBRO ANIMAL HEALTH COR 9.2500 9.498
52565 7/09/10 289143 POST ADVISORY 7/01/18 1,300,000.00 98.628 1,282,164.00
PUR 7/16/10 750323AA RADIATION THERAPY SERVIC 9.8750 9.973
51616 7/21/10 289143 POST ADVISORY 4/15/17 225,000.00 99.500 223,875.00
PUR 7/06/10 84762LAE SPECTRUM BRANDS INC 12.0000 10.261
51939 7/09/10 289143 POST ADVISORY 8/28/19 350,000.00 110.12 385,437.50
PUR 7/27/10 874227AB TALECRIS BIOTHERAPEUTICS 7.7500 6.193
52705 7/30/10 289143 POST ADVISORY 11/15/16 550,000.00 108.00 594,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 14,310,000.00 14,360,182.81
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 14,310,000.00 14,360,182.81
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 7/01/10 THROUGH 7/31/10
POST ADVISORY (5164) -Cont. PAGE: 133
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 7/27/10 00208JAC ATP OIL & GAS CORPORATION 11.8750 12.000
51666 7/30/10 289143 POST ADVISORY 5/01/15 150,000.00 74.000 111,000.00 -38,270.53
SALE 7/07/10 226566AK CRICKET COMMUNICATIONS 7.7500 8.400
49980 7/12/10 289143 POST ADVISORY 5/15/16 775,000.00 102.50 794,375.00 42,389.38
SALE 7/07/10 22764LAB CROSSTEX ENERGY LP/CROSS 8.8750 9.250
52433 7/12/10 289143 POST ADVISORY 2/15/18 400,000.00 100.75 403,000.00 11,115.63
SALE 7/14/10 22764LAB CROSSTEX ENERGY LP/CROSS 8.8750 9.250
52433 7/19/10 289143 POST ADVISORY 2/15/18 175,000.00 102.37 179,156.25 7,695.96
SALE 7/15/10 22764LAB CROSSTEX ENERGY LP/CROSS 8.8750 9.250
52433 7/20/10 289143 POST ADVISORY 2/15/18 350,000.00 102.50 358,750.00 15,826.21
SALE 7/08/10 31620MAA FIDELITY NATIONAL INFORM 7.6250 7.625
52680 7/16/10 289143 POST ADVISORY 7/15/17 575,000.00 103.00 592,250.00 17,250.00
SALE 7/09/10 31620MAA FIDELITY NATIONAL INFORM 7.6250 7.625
52680 7/16/10 289143 POST ADVISORY 7/15/17 375,000.00 103.25 387,187.50 12,187.50
SALE 7/26/10 37932JAB GLOBAL CROSSING 12.0000 10.433
48567 7/26/10 289143 POST ADVISORY 9/15/15 750,000.00 115.46 866,000.00 70,388.64
SALE 7/23/10 390064AL GREAT ATLANTIC & PACIFIC TE 11.3750 11.999
47983 7/28/10 289143 POST ADVISORY 8/01/15 24,000.00 69.250 16,620.00 -6,827.74
SALE 7/23/10 390064AL GREAT ATLANTIC & PACIFIC TE 11.3750 11.999
47983 7/28/10 289143 POST ADVISORY 8/01/15 85,000.00 70.000 59,500.00 -23,544.09
SALE 7/23/10 390064AL GREAT ATLANTIC & PACIFIC TE 11.3750 11.999
47983 7/28/10 289143 POST ADVISORY 8/01/15 75,000.00 64.000 48,000.00 -25,274.20
SALE 7/23/10 390064AL GREAT ATLANTIC & PACIFIC TE 11.3750 11.999
47983 7/28/10 289143 POST ADVISORY 8/01/15 50,000.00 64.500 32,250.00 -16,599.46
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 7/01/10 THROUGH 7/31/10
POST ADVISORY (5164) -Cont. PAGE: 134
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/28/10 460690BF INTERPUBLIC GROUP COS 10.0000 8.641
49571 7/01/10 289143 POST ADVISORY 7/15/17 450,000.00 110.62 497,812.50 16,088.69
SALE 7/07/10 527298AM LEVEL 3 FINANCING 9.2500 11.573
50817 7/12/10 289143 POST ADVISORY 11/01/14 325,000.00 91.500 297,375.00 -2,493.76
SALE 7/27/10 527298AM LEVEL 3 FINANCING 9.2500 11.573
50817 7/27/10 289143 POST ADVISORY 11/01/14 475,000.00 96.287 457,362.33 18,823.36
SALE 7/23/10 629377AU NRG ENERGY INC 7.3750 7.549
45994 7/28/10 289143 POST ADVISORY 2/01/16 225,000.00 102.00 229,500.00 6,240.76
SALE 7/14/10 629377BG NRG ENERGY INC 8.5000 8.750
47200 7/19/10 289143 POST ADVISORY 6/15/19 400,000.00 104.25 417,000.00 23,155.68
SALE 7/13/10 62947QAE NXP BV/NXP FDG LLC 3.2759 8.075
52635 7/19/10 289143 POST ADVISORY 10/15/13 275,000.00 91.000 250,250.00 12,639.83
SALE 7/19/10 654679AA NISKA GAS STORAGE US/CAN 8.8750 8.600
51003 7/22/10 289143 POST ADVISORY 3/15/18 225,000.00 104.12 234,281.25 5,902.81
SALE 7/01/10 709600AB PENSON WORLDWIDE 12.5000 12.498
51876 7/07/10 289143 POST ADVISORY 5/15/17 450,000.00 99.625 448,312.50 -1,687.50
SALE 7/07/10 709600AB PENSON WORLDWIDE 12.5000 12.498
51876 7/12/10 289143 POST ADVISORY 5/15/17 150,000.00 100.12 150,187.50 187.50
SALE 7/12/10 709600AB PENSON WORLDWIDE 12.5000 12.498
51876 7/15/10 289143 POST ADVISORY 5/15/17 250,000.00 100.50 251,250.00 1,250.00
SALE 7/08/10 71742QAN PHIBRO ANIMAL HEALTH COR 10.0000 8.761
49861 7/09/10 289143 POST ADVISORY 8/01/13 900,000.00 102.37 921,375.00 -7,916.45
SALE 7/08/10 83066RAC SKILLED HEALTHCARE GROUP 11.0000 9.475
50752 7/19/10 289143 POST ADVISORY 1/15/14 75,000.00 68.000 51,000.00 -27,330.36
SALE 7/08/10 83066RAC SKILLED HEALTHCARE GROUP 11.0000 9.475
50752 7/13/10 289143 POST ADVISORY 1/15/14 75,000.00 68.500 51,375.00 -26,969.84
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 7/01/10 THROUGH 7/31/10
POST ADVISORY (5164) -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 7/15/10 83066RAC SKILLED HEALTHCARE GROUP 11.0000 9.475
50752 7/20/10 289143 POST ADVISORY 1/15/14 50,000.00 85.000 42,500.00 -9,718.41
SALE 7/08/10 87922RAJ TELCORDIA TECHNOLOGIES 11.0000 11.000
51772 7/13/10 289143 POST ADVISORY 5/01/18 525,000.00 97.000 509,250.00 -15,750.00
SALE 7/15/10 87922RAJ TELCORDIA TECHNOLOGIES 11.0000 11.000
51772 7/20/10 289143 POST ADVISORY 5/01/18 725,000.00 97.500 706,875.00 -18,125.00
SALE 7/07/10 893342AA TRANS UNION LLC/TRANSUNI 11.3750 11.375
52285 7/12/10 289143 POST ADVISORY 6/15/18 125,000.00 105.00 131,250.00 6,250.00
SALE 7/26/10 97314XAE WIND ACQUISITION FIN SA 11.7500 12.250
47707 7/26/10 289143 POST ADVISORY 7/15/17 600,000.00 106.75 640,500.00 54,356.53
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 10,084,000.00 10,135,544.83 101,241.14
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 7/01/10 G1008214 ENERGY XXI (BERMUDA) LTD
52465 7/07/10 289143 POST ADVISORY 5,425.00 15.792 85,672.31 80,247.31
SALE 7/06/10 G1008214 ENERGY XXI (BERMUDA) LTD
52465 7/09/10 289143 POST ADVISORY 3,425.00 15.645 102.75 53,481.49 50,056.49
SALE 7/07/10 G1008214 ENERGY XXI (BERMUDA) LTD
52465 7/12/10 289143 POST ADVISORY 10,000.00 16.120 300.00 160,897.27 150,897.27
SALE 7/09/10 G1008214 ENERGY XXI (BERMUDA) LTD
52465 7/14/10 289143 POST ADVISORY 3,500.00 16.576 105.00 57,911.41 54,411.41
SALE 7/19/10 G1008214 ENERGY XXI (BERMUDA) LTD
52465 7/22/10 289143 POST ADVISORY 4,099.00 15.029 61,602.41 57,503.41
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 26,449.00 419,564.89 393,115.89
507.75
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 10,110,449.00 10,555,109.72 494,357.03
507.75
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 7/01/10 THROUGH 7/31/10
PIMCO (5166) PAGE: 136
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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 7/13/10 111621AH BROCADE COM SYS 6.8750 6.731
50501 7/16/10 289144 PIMCO 1/15/20 225,000.00 101.00 227,250.00
PUR 7/20/10 131347BS CALPINE CORP 7.8750 7.997
52769 7/23/10 289144 PIMCO 7/31/20 375,000.00 99.146 371,797.50
PUR 7/20/10 131347BS CALPINE CORP 7.8750 7.762
52769 7/23/10 289144 PIMCO 7/31/20 25,000.00 100.75 25,187.50
PUR 7/20/10 26816LAT DYNEGY HOLDINGS INC 8.3750 13.830
43612 7/23/10 289144 PIMCO 5/01/16 150,000.00 78.750 118,125.00
PUR 7/22/10 29382RAC ENTRAVISION COMMUNICATION 8.7500 8.999
52806 7/27/10 289144 PIMCO 8/01/17 750,000.00 98.722 740,415.00
PUR 6/30/10 45768VAD INSIGHT COMMUNICATIONS 9.3750 9.374
52529 7/07/10 289144 PIMCO 7/15/18 250,000.00 100.00 250,000.00
PUR 7/01/10 45768VAD INSIGHT COMMUNICATIONS 9.3750 9.151
52529 7/07/10 289144 PIMCO 7/15/18 50,000.00 101.25 50,625.00
PUR 7/20/10 45840JAA INTERACTIVE DATA CORP 10.2500 10.250
52874 7/29/10 289144 PIMCO 8/01/18 250,000.00 100.00 250,000.00
PUR 7/20/10 45840JAA INTERACTIVE DATA CORP 10.2500 9.792
52874 7/29/10 289144 PIMCO 8/01/18 100,000.00 102.50 102,500.00
PUR 7/26/10 45840JAA INTERACTIVE DATA CORP 10.2500 9.680
52874 7/29/10 289144 PIMCO 8/01/18 150,000.00 103.12 154,687.50
PUR 7/15/10 62947QAG NXP BV NXP FUNDING 9.5000 10.964
52690 7/20/10 289144 PIMCO 10/15/15 250,000.00 94.250 235,625.00
PUR 7/09/10 69138WAA OXEA FINANCE/CY SCA 9.5000 9.500
52691 7/16/10 289144 PIMCO 7/15/17 500,000.00 100.00 500,000.00
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 7/01/10 THROUGH 7/31/10
PIMCO (5166) -Cont. PAGE: 137
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/12/10 69138WAA OXEA FINANCE/CY SCA 9.5000 9.107
52691 7/16/10 289144 PIMCO 7/15/17 250,000.00 102.00 255,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 3,325,000.00 3,281,212.50
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 3,325,000.00 3,281,212.50
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 7/12/10 02209SAJ ALTRIA GROUP INC 9.2500 9.268
44697 7/15/10 289144 PIMCO 8/06/19 150,000.00 126.48 189,726.00 39,905.11
SALE 7/20/10 15080BAA CEDC FIN CORP INTL INC 9.1250 9.250
49864 7/23/10 289144 PIMCO 12/01/16 1,600,000.00 101.50 1,624,000.00 33,786.99
SALE 7/12/10 226566AC CRICKET COMMUNICATIONS 9.3750 11.974
43577 7/15/10 289144 PIMCO 11/01/14 100,000.00 102.50 102,500.00 11,065.50
SALE 7/12/10 226566AC CRICKET COMMUNICATIONS 9.3750 11.974
43577 7/15/10 289144 PIMCO 11/01/14 345,000.00 102.50 353,625.00 38,175.97
SALE 7/15/10 319963AP FIRST DATA CORP 9.8750 14.053
43448 7/20/10 289144 PIMCO 9/24/15 150,000.00 80.125 120,187.50 -7,235.66
SALE 7/15/10 319963AP FIRST DATA CORP 9.8750 14.053
43448 7/20/10 289144 PIMCO 9/24/15 175,000.00 80.250 140,437.50 -8,222.86
SALE 7/21/10 319963AP FIRST DATA CORP 9.8750 14.053
43448 7/26/10 289144 PIMCO 9/24/15 250,000.00 82.000 205,000.00 -7,459.75
SALE 7/22/10 319963AP FIRST DATA CORP 9.8750 14.053
43448 7/27/10 289144 PIMCO 9/24/15 250,000.00 82.500 206,250.00 -6,224.50
SALE 7/12/10 35671DAS FREEPORT MCMORAN 8.3750 8.845
46497 7/15/10 289144 PIMCO 4/01/17 1,100,000.00 110.50 1,215,500.00 141,492.70
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 7/01/10 THROUGH 7/31/10
PIMCO (5166) -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 7/13/10 80007PAC SANDRIDGE ENERGY INC. 8.0000 8.016
42055 7/16/10 289144 PIMCO 6/01/18 190,000.00 98.000 186,200.00 -3,597.80
SALE 7/14/10 868536AS SUPERVALU INC 7.5000 8.976
43532 7/19/10 289144 PIMCO 11/15/14 475,000.00 100.50 477,375.00 27,125.55
SALE 7/12/10 878742AQ TECK RESOURCES LIMITED 10.7500 11.080
48247 7/15/10 289144 PIMCO 5/15/19 475,000.00 122.25 580,687.50 114,539.49
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 5,260,000.00 5,401,488.50 373,350.74
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 5,260,000.00 5,401,488.50 373,350.74
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 7/01/10 THROUGH 7/31/10
NOMURA (5167) PAGE: 139
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 7/22/10 00439TAD ACCURIDE CORP 9.5000 10.000
52875 7/29/10 289145 NOMURA 8/01/18 50,000.00 97.288 48,644.00
PUR 7/22/10 00439TAD ACCURIDE CORP 9.5000 9.275
52875 7/29/10 289145 NOMURA 8/01/18 25,000.00 101.25 25,312.50
PUR 7/22/10 00439TAD ACCURIDE CORP 9.5000 9.320
52875 7/29/10 289145 NOMURA 8/01/18 50,000.00 101.00 50,500.00
PUR 7/22/10 00439TAD ACCURIDE CORP 9.5000 9.231
52875 7/29/10 289145 NOMURA 8/01/18 50,000.00 101.50 50,750.00
PUR 7/22/10 00439TAD ACCURIDE CORP 9.5000 9.275
52875 7/29/10 289145 NOMURA 8/01/18 25,000.00 101.25 25,312.50
PUR 7/22/10 00439TAD ACCURIDE CORP 9.5000 9.253
52875 7/29/10 289145 NOMURA 8/01/18 25,000.00 101.37 25,343.75
PUR 7/22/10 00439TAD ACCURIDE CORP 9.5000 9.253
52875 7/29/10 289145 NOMURA 8/01/18 50,000.00 101.37 50,687.50
PUR 7/23/10 00439TAD ACCURIDE CORP 9.5000 9.231
52875 7/29/10 289145 NOMURA 8/01/18 75,000.00 101.50 76,125.00
PUR 7/27/10 00928QAA AIRCASTLE LTD 9.7500 10.000
52914 7/30/10 289145 NOMURA 8/01/18 625,000.00 98.645 616,531.25
PUR 7/07/10 023771R5 AMERICAN AIRLINE 10.5000 8.262
52692 7/12/10 289145 NOMURA 10/15/12 250,000.00 104.50 261,250.00
PUR 7/23/10 02406PAF AMERICAN AXLE 7.8750 9.894
52194 7/28/10 289145 NOMURA 3/01/17 75,000.00 90.375 67,781.25
PUR 7/23/10 02406PAF AMERICAN AXLE 7.8750 9.866
52194 7/28/10 289145 NOMURA 3/01/17 100,000.00 90.500 90,500.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
NOMURA (5167) -Cont. PAGE: 140
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/01/10 02406PAG AMERICAN AXLE 9.2500 8.789
50140 7/07/10 289145 NOMURA 1/15/17 50,000.00 102.25 51,125.00
PUR 6/29/10 06646VAB BANK RATE INC 11.7500 12.000
52637 7/13/10 289145 NOMURA 7/15/15 300,000.00 99.077 297,231.00
PUR 7/08/10 06646VAB BANK RATE INC 11.7500 11.481
52637 7/13/10 289145 NOMURA 7/15/15 50,000.00 101.00 50,500.00
PUR 7/08/10 06646VAB BANK RATE INC 11.7500 11.415
52637 7/13/10 289145 NOMURA 7/15/15 25,000.00 101.25 25,312.50
PUR 7/20/10 131347BP CALPINE CORP 7.2500 7.428
52770 7/23/10 289145 NOMURA 10/15/17 275,000.00 99.000 272,250.00
PUR 7/20/10 131347BS CALPINE CORP 7.8750 7.997
52771 7/23/10 289145 NOMURA 7/31/20 425,000.00 99.146 421,370.50
PUR 7/21/10 131347BS CALPINE CORP 7.8750 7.726
52771 7/26/10 289145 NOMURA 7/31/20 225,000.00 101.00 227,250.00
PUR 7/15/10 150191AA CEDAR FAIR LP/CANANDA'S W 9.1250 9.014
53017 7/29/10 289145 NOMURA 8/01/18 250,000.00 100.62 251,562.50
PUR 7/15/10 150191AA CEDAR FAIR LP/CANANDA'S W 9.1250 9.036
53017 7/29/10 289145 NOMURA 8/01/18 25,000.00 100.50 25,125.00
PUR 7/15/10 150191AA CEDAR FAIR LP/CANANDA'S W 9.1250 9.014
53017 7/29/10 289145 NOMURA 8/01/18 75,000.00 100.62 75,468.75
PUR 7/15/10 150191AA CEDAR FAIR LP/CANANDA'S W 9.1250 9.375
53017 7/29/10 289145 NOMURA 8/01/18 250,000.00 98.613 246,532.50
PUR 7/15/10 150191AA CEDAR FAIR LP/CANANDA'S W 9.1250 9.036
53017 7/29/10 289145 NOMURA 8/01/18 25,000.00 100.50 25,125.00
PUR 7/15/10 150191AA CEDAR FAIR LP/CANANDA'S W 9.1250 9.058
53017 7/29/10 289145 NOMURA 8/01/18 50,000.00 100.37 50,187.50
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 7/01/10 THROUGH 7/31/10
NOMURA (5167) -Cont. PAGE: 141
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/15/10 150191AA CEDAR FAIR LP/CANANDA'S W 9.1250 8.991
53017 7/29/10 289145 NOMURA 8/01/18 50,000.00 100.75 50,375.00
PUR 7/15/10 150191AA CEDAR FAIR LP/CANANDA'S W 9.1250 9.014
53017 7/29/10 289145 NOMURA 8/01/18 50,000.00 100.62 50,312.50
PUR 7/27/10 173094AA CITIGROUP CAPITAL XXI 8.3000 8.051
51778 7/30/10 289145 NOMURA 12/21+57 200,000.00 103.00 206,000.00
PUR 7/15/10 26816LAT DYNEGY HOLDINGS INC 8.3750 13.899
42297 7/20/10 289145 NOMURA 5/01/16 150,000.00 78.500 117,750.00
PUR 7/20/10 26816LAT DYNEGY HOLDINGS INC 8.3750 13.830
42297 7/23/10 289145 NOMURA 5/01/16 150,000.00 78.750 118,125.00
PUR 7/22/10 29382RAC ENTRAVISION COMMUNICATION 8.7500 8.999
52807 7/27/10 289145 NOMURA 8/01/17 200,000.00 98.722 197,444.00
PUR 7/22/10 29382RAC ENTRAVISION COMMUNICATION 8.7500 8.509
52807 7/27/10 289145 NOMURA 8/01/17 50,000.00 101.25 50,625.00
PUR 7/22/10 29382RAC ENTRAVISION COMMUNICATION 8.7500 8.485
52807 7/27/10 289145 NOMURA 8/01/17 75,000.00 101.37 76,031.25
PUR 7/08/10 31620MAA FIDELITY NATIONAL INFORM 7.6250 7.625
52694 7/16/10 289145 NOMURA 7/15/17 175,000.00 100.00 175,000.00
PUR 7/08/10 31620MAC FIDELITY NATIONAL INFORM 7.8750 7.875
52699 7/16/10 289145 NOMURA 7/15/20 125,000.00 100.00 125,000.00
PUR 7/22/10 440543AH HORNBECK OFFSHORE SRVCS 8.0000 9.945
50881 7/27/10 289145 NOMURA 9/01/17 75,000.00 90.250 67,687.50
PUR 7/26/10 440543AH HORNBECK OFFSHORE SRVCS 8.0000 9.371
50881 7/29/10 289145 NOMURA 9/01/17 50,000.00 93.000 46,500.00
PUR 7/26/10 440543AH HORNBECK OFFSHORE SRVCS 8.0000 9.578
50881 7/29/10 289145 NOMURA 9/01/17 50,000.00 92.000 46,000.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
NOMURA (5167) -Cont. PAGE: 142
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/26/10 440543AH HORNBECK OFFSHORE SRVCS 8.0000 9.371
50881 7/29/10 289145 NOMURA 9/01/17 150,000.00 93.000 139,500.00
PUR 6/30/10 45768VAD INSIGHT COMMUNICATIONS 9.3750 9.374
52530 7/07/10 289145 NOMURA 7/15/18 350,000.00 100.00 350,000.00
PUR 7/01/10 45768VAD INSIGHT COMMUNICATIONS 9.3750 9.173
52530 7/07/10 289145 NOMURA 7/15/18 75,000.00 101.12 75,843.75
PUR 7/01/10 45768VAD INSIGHT COMMUNICATIONS 9.3750 9.173
52530 7/07/10 289145 NOMURA 7/15/18 75,000.00 101.12 75,843.75
PUR 7/01/10 45768VAD INSIGHT COMMUNICATIONS 9.3750 9.151
52530 7/07/10 289145 NOMURA 7/15/18 150,000.00 101.25 151,875.00
PUR 7/20/10 45840JAA INTERACTIVE DATA CORP 10.2500 9.792
52877 7/29/10 289145 NOMURA 8/01/18 150,000.00 102.50 153,750.00
PUR 7/20/10 45840JAA INTERACTIVE DATA CORP 10.2500 9.747
52877 7/29/10 289145 NOMURA 8/01/18 100,000.00 102.75 102,750.00
PUR 7/20/10 45840JAA INTERACTIVE DATA CORP 10.2500 10.250
52877 7/29/10 289145 NOMURA 8/01/18 175,000.00 100.00 175,000.00
PUR 7/27/10 513075AW LAMAR MEDIA CORP 7.8750 7.398
51646 7/30/10 289145 NOMURA 4/15/18 50,000.00 102.75 51,375.00
PUR 7/30/10 628530AL MYLAN INC 7.8750 7.095
52017 7/30/10 289145 NOMURA 7/15/20 175,000.00 105.50 184,625.00
PUR 7/26/10 676253AA OFFSHORE GROUP INVST LTD 11.5000 12.500
52878 7/30/10 289145 NOMURA 8/01/15 775,000.00 96.361 746,797.75
PUR 7/15/10 68383KAB OPTI CANADA INCORPORATED 8.2500 11.818
45720 7/20/10 289145 NOMURA 12/15/14 50,000.00 88.000 44,000.00
PUR 7/13/10 852060AT SPRINT CAPITAL CORP 8.7500 8.932
42215 7/16/10 289145 NOMURA 3/15/32 75,000.00 98.250 73,687.50
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
NOMURA (5167) -Cont. PAGE: 143
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/13/10 852060AT SPRINT CAPITAL CORP 8.7500 8.905
42215 7/16/10 289145 NOMURA 3/15/32 75,000.00 98.500 73,875.00
PUR 7/13/10 852061AF SPRINT NEXTEL 8.3750 7.882
48110 7/16/10 289145 NOMURA 8/15/17 75,000.00 102.62 76,968.75
PUR 7/27/10 893342AA TRANS UNION LLC/TRANSUNI 11.3750 9.841
52282 7/30/10 289145 NOMURA 6/15/18 125,000.00 108.25 135,312.50
PUR 7/21/10 92531XAC VERSO PAPER HLD 9.1250 9.738
52762 7/26/10 289145 NOMURA 8/01/14 75,000.00 98.000 73,500.00
PUR 7/12/10 97381WAK WINDSTREAM CORP 8.1250 8.251
52704 7/19/10 289145 NOMURA 9/01/18 175,000.00 99.248 173,684.00
PUR 7/13/10 97381WAK WINDSTREAM CORP 8.1250 8.073
52704 7/19/10 289145 NOMURA 9/01/18 75,000.00 100.29 75,218.25
PUR 7/13/10 97381WAK WINDSTREAM CORP 8.1250 8.059
52704 7/19/10 289145 NOMURA 9/01/18 25,000.00 100.37 25,093.75
PUR 7/13/10 97381WAK WINDSTREAM CORP 8.1250 8.059
52704 7/19/10 289145 NOMURA 9/01/18 25,000.00 100.37 25,093.75
PUR 7/13/10 97381WAK WINDSTREAM CORP 8.1250 8.059
52704 7/19/10 289145 NOMURA 9/01/18 75,000.00 100.37 75,281.25
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 7,900,000.00 7,793,703.25
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 7,900,000.00 7,793,703.25
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
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
NOMURA (5167) -Cont. PAGE: 144
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 7/13/10 01741RAC ALLEGHENY TECH 9.3750 9.500
47121 7/16/10 289145 NOMURA 6/01/19 150,000.00 117.00 175,500.00 26,638.57
SALE 7/27/10 02635PSK AMERICAN GENERAL FINANCE 4.0000 22.870
48135 7/30/10 289145 NOMURA 3/15/11 75,000.00 98.500 73,875.00 6,723.35
SALE 7/14/10 031652BB AMKOR TECH INC 7.3750 7.364
51803 7/19/10 289145 NOMURA 5/01/18 250,000.00 100.50 251,250.00 1,129.39
SALE 7/26/10 1248EPAM CCO HOLDINGS LLC 8.1250 7.950
51714 7/26/10 289145 NOMURA 4/30/20 250,000.00 108.30 270,759.55 17,930.25
SALE 7/26/10 25470XAB DISH DBC CORP 7.8750 7.650
49605 7/26/10 289145 NOMURA 9/01/19 625,000.00 106.75 667,187.50 33,171.61
SALE 7/15/10 31620MAC FIDELITY NATIONAL INFORM 7.8750 7.875
52699 7/20/10 289145 NOMURA 7/15/20 125,000.00 103.87 129,843.75 4,843.75
SALE 7/13/10 319963AP FIRST DATA CORP 9.8750 15.708
44687 7/16/10 289145 NOMURA 9/24/15 25,000.00 80.750 20,187.50 246.42
SALE 7/16/10 319963AP FIRST DATA CORP 9.8750 15.708
44687 7/16/10 289145 NOMURA 9/24/15 100,000.00 80.250 80,250.00 485.66
SALE 7/20/10 319963AP FIRST DATA CORP 9.8750 15.708
44687 7/23/10 289145 NOMURA 9/24/15 50,000.00 80.000 40,000.00 91.87
SALE 7/20/10 319963AP FIRST DATA CORP 9.8750 15.708
44687 7/23/10 289145 NOMURA 9/24/15 150,000.00 80.250 120,375.00 650.62
SALE 7/20/10 319963AP FIRST DATA CORP 9.8750 15.708
44687 7/23/10 289145 NOMURA 9/24/15 25,000.00 80.250 20,062.50 108.44
SALE 7/22/10 36186CBV GMAC INC 6.8750 8.661
50343 7/27/10 289145 NOMURA 8/28/12 332,000.00 102.00 338,640.00 17,774.19
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 7/01/10 THROUGH 7/31/10
NOMURA (5167) -Cont. PAGE: 145
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
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SALE 7/27/10 36186RAA GMAC INC 8.0000 8.250
51118 7/30/10 289145 NOMURA 3/15/20 900,000.00 103.50 931,500.00 46,382.88
SALE 7/15/10 404119AX HCA INC 9.2500 9.189
42006 7/20/10 289145 NOMURA 11/15/16 250,000.00 108.25 270,625.00 19,964.09
SALE 7/15/10 404119AX HCA INC 9.2500 9.189
42006 7/20/10 289145 NOMURA 11/15/16 125,000.00 108.37 135,468.75 10,138.29
SALE 7/19/10 404119AX HCA INC 9.2500 9.189
42006 7/22/10 289145 NOMURA 11/15/16 100,000.00 108.50 108,500.00 8,236.14
SALE 7/19/10 404119AX HCA INC 9.2500 9.189
42006 7/22/10 289145 NOMURA 11/15/16 50,000.00 108.50 54,250.00 4,118.07
SALE 7/27/10 63934EAM NAVISTAR INTERNATIONAL CORP 8.2500 8.530
49019 7/30/10 289145 NOMURA 11/01/21 975,000.00 106.25 1,035,937.50 80,672.58
SALE 7/27/10 72347QAE PINNACLE FOODS FINANCE 9.2500 9.202
50208 7/30/10 289145 NOMURA 4/01/15 300,000.00 104.00 312,000.00 11,537.93
SALE 7/07/10 817320AP SEQUA CORP 11.7500 14.810
45734 7/12/10 289145 NOMURA 12/01/15 25,000.00 98.000 24,500.00 2,308.55
SALE 7/07/10 817320AP SEQUA CORP 11.7500 14.810
45734 7/12/10 289145 NOMURA 12/01/15 70,000.00 98.125 68,687.50 6,551.43
SALE 7/09/10 858119AJ STEEL DYNAMICS INC 7.3750 7.702
45739 7/14/10 289145 NOMURA 11/01/12 385,000.00 105.25 405,212.50 22,884.82
SALE 6/29/10 869237AD SUSSER HOLDINGS 8.5000 8.310
51902 7/02/10 289145 NOMURA 5/15/16 325,000.00 100.50 326,625.00 -1,149.46
SALE 7/20/10 881609AW TESORO CORP 9.7500 9.832
47198 7/23/10 289145 NOMURA 6/01/19 200,000.00 106.00 212,000.00 13,008.17
SALE 7/15/10 913405AD UNIVERSAL CITY DEVELOPMENT 8.8750 9.226
49584 7/20/10 289145 NOMURA 11/15/15 700,000.00 102.25 715,750.00 26,046.26
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 7/01/10 THROUGH 7/31/10
NOMURA (5167) -Cont. PAGE: 146
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
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SALE 7/13/10 97381WAC WINDSTREAM CORP 8.1250 8.319
44757 7/16/10 289145 NOMURA 8/01/13 325,000.00 105.50 342,875.00 19,561.66
SALE 7/21/10 97381WAC WINDSTREAM CORP 8.1250 8.319
44757 7/26/10 289145 NOMURA 8/01/13 1,830,000.00 106.25 1,944,375.00 123,721.44
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 8,717,000.00 9,076,237.05 503,776.97
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 8,717,000.00 9,076,237.05 503,776.97
END OF REPORT FOR: NOMURA
S T A T E O F N E W J E R S E Y 5168
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/10 THROUGH 7/31/10
ALTERNATIVE INVESTMENTS COMMON B (5168) PAGE: 147
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 7/12/10 99MSCZAM OCH-ZIFF CAPITAL
51468 7/12/10 ALTERNATIVE INV CAPITAL CAL 23,097,770.00 1.000 23,097,770.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 23,097,770.00 23,097,770.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 23,097,770.00 23,097,770.00
END OF REPORT FOR: ALTERNATIVE INVESTMENTS COMMON B