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 6/01/10 THROUGH 6/30/10
DCP EQUITY (4300) PAGE: 1
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
PURCHASE OF STOCK AND OTHER EQUITIES
PUR 6/18/10 01642T10 ALKERMES INC
52355 6/23/10 423915 INSTINET (PORTAL) 18,866.00 12.486 132.06 235,689.16
PUR 6/22/10 01642T10 ALKERMES INC
52355 6/25/10 423924 INSTINET (PORTAL) 6,134.00 12.474 42.94 76,558.46
PUR 6/18/10 03234610 AMYLIN PHARMACEUTICALS INC
52353 6/23/10 423915 INSTINET (PORTAL) 50,000.00 19.167 350.00 958,715.00
PUR 6/18/10 12665010 CVS CAREMARK CORP
52352 6/23/10 423915 BLAYLOCK ROBERT VAN LLC 15,000.00 32.946 150.00 494,341.50
SUBTOTAL STOCK PURCHASES: 90,000.00 1,765,304.12
675.00
TOTAL FUND PURCHASES: 90,000.00 1,765,304.12
675.00
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 6/01/10 THROUGH 6/30/10
DCP SMALL CAP. (EQUITY) (4302) PAGE: 2
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 6/18/10 01642T10 ALKERMES INC
16567 6/23/10 423914 INSTINET (PORTAL) 7,546.00 12.486 52.82 94,270.67
PUR 6/22/10 01642T10 ALKERMES INC
16567 6/25/10 423925 INSTINET (PORTAL) 2,454.00 12.474 17.18 30,628.38
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 10,000.00 124,899.05
70.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 10,000.00 124,899.05
70.00
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 6/01/10 THROUGH 6/30/10
DCP FIXED INCOME (4305) PAGE: 3
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 6/18/10 912828ND UNITED STATES TREAS NTS 3.5000 3.210
52369 6/23/10 289109 RBS GREENWICH 5/15/20 43,750,000.00 102.43 44,816,581.25
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 43,750,000.00 44,816,581.25
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 43,750,000.00 44,816,581.25
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 6/18/10 3137EAAB FHLMC NOTES 5.1250 4.786
36709 6/22/10 289102 JP MORGAN 4/18/11 30,000,000.00 103.84 31,153,230.00 1,074,339.21
SALE 6/18/10 9128276T UNITED STATES TREAS NTS 5.0000 3.866
29862 6/22/10 289102 GOLDMAN SACHS & COMPANY 2/15/11 13,000,000.00 103.07 13,399,097.08 306,132.19
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 43,000,000.00 44,552,327.08 1,380,471.40
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 43,000,000.00 44,552,327.08 1,380,471.40
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 6/01/10 THROUGH 6/30/10
N.J. BEST - POOLED EQUITY FD (4340) PAGE: 4
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 6/23/10 00826A10 AFFYMAX INC
52414 6/28/10 423928 INSTINET (PORTAL) 60,000.00 7.440 420.00 446,838.00
PUR 6/25/10 00826A10 AFFYMAX INC
52414 6/30/10 423937 INSTINET (PORTAL) 10,000.00 6.884 70.00 68,911.00
PUR 6/18/10 00949P10 AIRTRAN HOLDINGS INC
50423 6/23/10 423912 ELECTRONIC BROKERAGE SYSTEM 20,000.00 5.392 100.00 107,938.00
PUR 6/14/10 02313510 AMAZON.COM INC
52264 6/17/10 423894 INSTINET (PORTAL) 3,000.00 124.07 21.00 372,259.20
PUR 6/14/10 02313510 AMAZON.COM INC
52264 6/17/10 423894 LABRANCHE/0TC 1,000.00 123.99 10.00 123,999.90
PUR 5/28/10 02553E10 AMERICAN EAGLE OUTFITTERS
51424 6/03/10 423856 WILLIAMS CAPITAL GROUP 2,000.00 12.788 20.00 25,596.00
PUR 5/28/10 03209510 AMPHENOL CORP-CL A
51955 6/03/10 423856 WILLIAMS CAPITAL GROUP 1,000.00 42.539 10.00 42,549.00
PUR 6/03/10 03251110 ANADARKO PETROLEUM CORP
52173 6/08/10 423870 ELECTRONIC BROKERAGE SYSTEM 12,000.00 44.565 60.00 534,838.80
PUR 6/09/10 03251110 ANADARKO PETROLEUM CORP
52173 6/14/10 423881 ELECTRONIC BROKERAGE SYSTEM 1,000.00 42.770 5.00 42,775.00
PUR 6/10/10 03251110 ANADARKO PETROLEUM CORP
52173 6/15/10 423886 ELECTRONIC BROKERAGE SYSTEM 2,000.00 37.212 10.00 74,434.00
PUR 6/16/10 03251110 ANADARKO PETROLEUM CORP
52173 6/21/10 423903 ELECTRONIC BROKERAGE SYSTEM 1,000.00 43.700 5.00 43,705.00
PUR 6/16/10 03251110 ANADARKO PETROLEUM CORP
52173 6/21/10 423903 ELECTRONIC BROKERAGE SYSTEM 2,000.00 43.683 10.00 87,375.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 3,000.00 43.688 131,080.00
15.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 5
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/18/10 03251110 ANADARKO PETROLEUM CORP
52173 6/23/10 423912 ELECTRONIC BROKERAGE SYSTEM 2,000.00 41.250 10.00 82,510.00
PUR 6/10/10 03783310 APPLE INC
36208 6/15/10 423886 INSTINET (PORTAL) 500.00 244.71 3.50 122,361.50
PUR 6/11/10 04289L10 ART TECH GROUP INC
52247 6/16/10 423890 INSTINET (PORTAL) 100,000.00 3.845 700.00 385,230.00
PUR 6/14/10 04289L10 ART TECH GROUP INC
52247 6/17/10 423894 INSTINET (PORTAL) 20,000.00 3.886 140.00 77,860.00
PUR 6/15/10 04289L10 ART TECH GROUP INC
52247 6/18/10 423899 INSTINET (PORTAL) 20,000.00 3.866 140.00 77,456.00
PUR 6/16/10 04289L10 ART TECH GROUP INC
52247 6/21/10 423903 INSTINET (PORTAL) 10,000.00 3.873 70.00 38,799.00
PUR 6/17/10 04289L10 ART TECH GROUP INC
52247 6/22/10 423907 INSTINET (PORTAL) 10,000.00 3.887 70.00 38,936.00
PUR 6/21/10 04315B10 ARTIO GLOBAL INVESTORS INC
52371 6/24/10 423918 ELECTRONIC BROKERAGE SYSTEM 30,000.00 17.980 150.00 539,538.00
PUR 6/22/10 04315B10 ARTIO GLOBAL INVESTORS INC
52371 6/25/10 423922 ELECTRONIC BROKERAGE SYSTEM 1,000.00 17.564 5.00 17,569.10
PUR 6/23/10 04315B10 ARTIO GLOBAL INVESTORS INC
52371 6/28/10 423928 ELECTRONIC BROKERAGE SYSTEM 1,000.00 17.150 5.00 17,155.00
PUR 6/25/10 04315B10 ARTIO GLOBAL INVESTORS INC
52371 6/30/10 423937 ELECTRONIC BROKERAGE SYSTEM 2,000.00 17.061 10.00 34,131.20
PUR 6/03/10 04685W10 ATHENAHEALTH INC
52172 6/08/10 423870 INSTINET (PORTAL) 17,000.00 26.638 119.00 452,958.20
PUR 6/04/10 04685W10 ATHENAHEALTH INC
52172 6/09/10 423874 INSTINET (PORTAL) 1,000.00 25.500 7.00 25,507.00
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 6/01/10 THROUGH 6/30/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 6
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/28/10 04743P10 ATHEROS COMMUNICATIONS IN
52112 6/03/10 423856 INSTINET (PORTAL) 15,000.00 34.226 105.00 513,495.00
PUR 6/09/10 04743P10 ATHEROS COMMUNICATIONS IN
52112 6/14/10 423881 INSTINET (PORTAL) 2,000.00 30.430 14.00 60,874.00
PUR 6/10/10 04743P10 ATHEROS COMMUNICATIONS IN
52112 6/15/10 423886 INSTINET (PORTAL) 1,000.00 30.562 7.00 30,569.20
PUR 6/22/10 05276910 AUTODESK INC
52398 6/25/10 423922 INSTINET (PORTAL) 14,186.00 29.126 99.30 413,282.15
PUR 6/22/10 05276910 AUTODESK INC
52398 6/25/10 423922 ITG (CHANNEL) 3,814.00 29.156 38.14 111,239.12
PUR 6/23/10 05276910 AUTODESK INC
52398 6/28/10 423928 INSTINET (PORTAL) 2,000.00 28.002 14.00 56,018.80
PUR 6/25/10 05276910 AUTODESK INC
52398 6/30/10 423937 INSTINET (PORTAL) 1,000.00 26.317 7.00 26,324.00
PUR 6/03/10 06050510 BANK OF AMERICA CORP
46954 6/08/10 423870 ELECTRONIC BROKERAGE SYSTEM 2,000.00 15.920 10.00 31,850.00
PUR 6/03/10 07401410 BEASLEY BROADCAST GROUP I
51499 6/08/10 423870 INSTINET (PORTAL) 502.00 5.353 3.51 2,690.77
PUR 6/04/10 07401410 BEASLEY BROADCAST GROUP I
51499 6/09/10 423874 INSTINET (PORTAL) 200.00 5.360 1.40 1,073.40
PUR 6/11/10 07401410 BEASLEY BROADCAST GROUP I
51499 6/16/10 423890 INSTINET (PORTAL) 298.00 6.550 2.09 1,953.99
PUR 6/09/10 08578910 BERRY PETROLEUM CO
42924 6/14/10 423881 ELECTRONIC BROKERAGE SYSTEM 2,000.00 30.210 10.00 60,430.00
PUR 6/09/10 12665010 CVS CAREMARK CORP
49562 6/14/10 423881 ELECTRONIC BROKERAGE SYSTEM 2,000.00 30.790 10.00 61,590.00
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 6/01/10 THROUGH 6/30/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 7
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/18/10 12665010 CVS CAREMARK CORP
49562 6/23/10 423912 ELECTRONIC BROKERAGE SYSTEM 3,000.00 32.670 15.00 98,025.00
PUR 6/10/10 14204220 CARIBOU COFFEE CO INC
51581 6/15/10 423886 INSTINET (PORTAL) 1,820.00 8.868 12.74 16,151.59
PUR 6/11/10 14204220 CARIBOU COFFEE CO INC
51581 6/16/10 423890 INSTINET (PORTAL) 10.00 8.830 .07 88.37
PUR 6/14/10 14204220 CARIBOU COFFEE CO INC
51581 6/17/10 423894 ITG (CHANNEL) 62.00 9.434 .62 585.51
PUR 6/15/10 14204220 CARIBOU COFFEE CO INC
51581 6/18/10 423899 ITG (CHANNEL) 103.00 9.934 1.03 1,024.27
PUR 6/16/10 14204220 CARIBOU COFFEE CO INC
51581 6/21/10 423903 ITG (CHANNEL) 5.00 10.066 .05 50.38
PUR 6/03/10 14343640 CARMIKE CINEMAS
49214 6/08/10 423870 INSTINET (PORTAL) 2,000.00 9.975 14.00 19,963.20
PUR 6/10/10 14343640 CARMIKE CINEMAS
49214 6/15/10 423886 INSTINET (PORTAL) 2,000.00 7.941 14.00 15,895.00
PUR 6/15/10 14343640 CARMIKE CINEMAS
49214 6/18/10 423899 INSTINET (PORTAL) 6,700.00 8.246 46.90 55,293.09
PUR 6/14/10 17240710 CINEDIGM DIGITAL CINEMA C
51044 6/17/10 423894 INSTINET (PORTAL) 10,000.00 1.425 70.00 14,317.00
PUR 6/25/10 17240710 CINEDIGM DIGITAL CINEMA C
51044 6/30/10 423937 INSTINET (PORTAL) 10,000.00 1.390 70.00 13,974.00
PUR 5/27/10 17275R10 CISCO SYSTEMS
48983 6/02/10 423852 LABRANCHE/0TC 2,000.00 23.400 20.00 46,820.00
PUR 5/28/10 19416210 COLGATE-PALMOLI
52110 6/03/10 423856 WILLIAMS CAPITAL GROUP 9,000.00 78.401 90.00 705,695.40
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 6/01/10 THROUGH 6/30/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 8
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/02/10 19416210 COLGATE-PALMOLI
52110 6/07/10 423865 ELECTRONIC BROKERAGE SYSTEM 1,000.00 76.898 5.00 76,903.00
PUR 6/15/10 23326R10 DG FASTCHANNEL
52270 6/18/10 423899 INSTINET (PORTAL) 3,333.00 39.218 23.33 130,737.59
PUR 6/15/10 23326R10 DG FASTCHANNEL
52270 6/18/10 423899 ITG (CHANNEL) 6,667.00 39.610 66.67 264,147.21
PUR 6/16/10 23326R10 DG FASTCHANNEL
52270 6/21/10 423903 INSTINET (PORTAL) 2,000.00 39.462 14.00 78,938.20
PUR 6/21/10 23326R10 DG FASTCHANNEL
52270 6/24/10 423918 INSTINET (PORTAL) 1,000.00 40.926 7.00 40,932.50
PUR 6/25/10 24736170 DELTA AIR LINES INC DEL
52432 6/30/10 423937 BMO CAPITAL MARKETS/EXECUTI 50,000.00 11.994 500.00 600,190.00
PUR 6/03/10 25179M10 DEVON ENERGY CORPORATION
35210 6/08/10 423870 ELECTRONIC BROKERAGE SYSTEM 1,000.00 64.418 5.00 64,423.00
PUR 6/25/10 25468710 WALT DISNEY CO
50280 6/30/10 423937 ELECTRONIC BROKERAGE SYSTEM 1,000.00 33.550 5.00 33,555.00
PUR 5/28/10 26153C10 DREAMWORKS ANIMATION
52111 6/03/10 423856 WILLIAMS CAPITAL GROUP 20,000.00 29.845 200.00 597,102.00
PUR 6/04/10 26153C10 DREAMWORKS ANIMATION
52111 6/09/10 423874 ELECTRONIC BROKERAGE SYSTEM 1,000.00 29.080 5.00 29,085.00
PUR 6/09/10 26153C10 DREAMWORKS ANIMATION
52111 6/14/10 423881 ELECTRONIC BROKERAGE SYSTEM 1,000.00 28.250 5.00 28,255.00
PUR 6/17/10 26153C10 DREAMWORKS ANIMATION
52111 6/22/10 423907 ELECTRONIC BROKERAGE SYSTEM 2,000.00 26.969 10.00 53,948.00
PUR 6/17/10 26168L20 DREW INDUSTRIES INC
52334 6/22/10 423907 ELECTRONIC BROKERAGE SYSTEM 4,700.00 20.000 23.50 94,023.50
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 6/01/10 THROUGH 6/30/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 9
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/18/10 26168L20 DREW INDUSTRIES INC
52334 6/23/10 423912 ELECTRONIC BROKERAGE SYSTEM 900.00 20.000 4.50 18,004.50
PUR 6/22/10 26168L20 DREW INDUSTRIES INC
52334 6/25/10 423922 ELECTRONIC BROKERAGE SYSTEM 4,400.00 20.000 22.00 88,022.00
PUR 6/23/10 26168L20 DREW INDUSTRIES INC
52334 6/28/10 423928 ELECTRONIC BROKERAGE SYSTEM 5,000.00 20.000 25.00 100,025.00
PUR 5/28/10 27864210 EBAY INC
51858 6/03/10 423856 INSTINET (PORTAL) 2,000.00 21.650 14.00 43,313.60
PUR 6/03/10 27864210 EBAY INC
51858 6/08/10 423870 INSTINET (PORTAL) 1,000.00 21.650 7.00 21,657.00
PUR 6/11/10 28551210 ELECTRONIC ART
52248 6/16/10 423890 LABRANCHE/0TC 15,000.00 16.184 150.00 242,913.00
PUR 6/11/10 28551210 ELECTRONIC ART
52248 6/16/10 423890 MERRIMAN/OTC 15,000.00 16.172 150.00 242,731.50
PUR 6/15/10 28551210 ELECTRONIC ART
52248 6/18/10 423899 INSTINET (PORTAL) 2,000.00 16.240 14.00 32,494.00
PUR 6/16/10 29152510 EMMIS COMMUNICATIONS
51210 6/21/10 423903 INSTINET (PORTAL) 10,000.00 2.277 70.00 22,835.00
PUR 6/16/10 29152510 EMMIS COMMUNICATIONS
51210 6/21/10 423903 ITG (CHANNEL) 10,000.00 2.280 100.00 22,900.00
PUR 6/18/10 29152510 EMMIS COMMUNICATIONS
51210 6/23/10 423912 INSTINET (PORTAL) 10,000.00 2.290 70.00 22,970.00
PUR 5/28/10 29268T10 ENERGY FOCUS INC
51993 6/03/10 423856 INSTINET (PORTAL) 10,000.00 1.127 70.00 11,343.00
PUR 6/02/10 29268T10 ENERGY FOCUS INC
51993 6/07/10 423865 INSTINET (DOMESTIC) 10,000.00 1.114 70.00 11,209.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
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 6/08/10 29362U10 ENTERGRIS INC
49651 6/11/10 423878 INSTINET (PORTAL) 10,000.00 4.290 70.00 42,969.00
PUR 6/10/10 29362U10 ENTERGRIS INC
49651 6/15/10 423886 INSTINET (PORTAL) 4,000.00 4.287 28.00 17,177.20
PUR 6/14/10 29363910 ENTERCOM COMMUNICATIONS COR
37233 6/17/10 423894 ELECTRONIC BROKERAGE SYSTEM 4,000.00 9.970 20.00 39,900.00
PUR 6/16/10 30212P10 EXPEDIA INC CL
52298 6/21/10 423903 MERRIMAN/OTC 30,000.00 21.620 300.00 648,906.00
PUR 6/17/10 30212P10 EXPEDIA INC CL
52298 6/22/10 423907 INSTINET (PORTAL) 2,000.00 20.800 14.00 41,614.00
PUR 6/25/10 30212P10 EXPEDIA INC CL
52298 6/30/10 423937 INSTINET (PORTAL) 1,000.00 19.346 7.00 19,352.90
PUR 6/09/10 31385510 FEDERAL SIGNAL CORP
51890 6/14/10 423881 ELECTRONIC BROKERAGE SYSTEM 10,000.00 5.970 50.00 59,754.00
PUR 6/09/10 34583810 FOREST LABS "A"
52216 6/14/10 423881 MERRILL LYNCH (RESEARCH) 20,000.00 24.876 800.00 498,314.00
PUR 6/10/10 34583810 FOREST LABS "A"
52216 6/15/10 423886 ELECTRONIC BROKERAGE SYSTEM 3,000.00 25.275 15.00 75,840.90
PUR 6/22/10 39060710 GREAT LAKES DREDGE & DOCK
52399 6/25/10 423922 ITG (CHANNEL) 70,000.00 6.403 700.00 448,917.00
PUR 6/23/10 39060710 GREAT LAKES DREDGE & DOCK
52399 6/28/10 423928 INSTINET (PORTAL) 10,000.00 5.993 70.00 60,002.00
PUR 6/25/10 41987910 HAWAIIAN HOLDINGS INC
51550 6/30/10 423937 ELECTRONIC BROKERAGE SYSTEM 10,000.00 5.357 50.00 53,622.00
PUR 6/09/10 42805T10 HERTZ GLOBAL HOLDINGS INC
52039 6/14/10 423881 ELECTRONIC BROKERAGE SYSTEM 2,000.00 9.650 10.00 19,310.00
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 6/01/10 THROUGH 6/30/10
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 6/25/10 42805T10 HERTZ GLOBAL HOLDINGS INC
52039 6/30/10 423937 ELECTRONIC BROKERAGE SYSTEM 2,000.00 9.900 10.00 19,810.00
PUR 6/16/10 46121210 INVENTURE FOODS INC
52296 6/21/10 423903 INSTINET (PORTAL) 50,000.00 3.110 350.00 155,850.00
PUR 6/16/10 46121210 INVENTURE FOODS INC
52296 6/21/10 423903 ITG (CHANNEL) 10,000.00 3.096 100.00 31,059.00
PUR 6/17/10 46121210 INVENTURE FOODS INC
52296 6/22/10 423907 INSTINET (PORTAL) 15,674.00 3.181 109.72 49,976.55
PUR 6/18/10 46121210 INVENTURE FOODS INC
52296 6/23/10 423912 INSTINET (PORTAL) 2,204.00 3.140 15.43 6,936.65
PUR 6/21/10 46121210 INVENTURE FOODS INC
52296 6/24/10 423918 INSTINET (PORTAL) 2,122.00 3.197 14.85 6,798.46
PUR 6/25/10 47189410 JAVELIN PHARMACEUTICALS
52431 6/30/10 423937 ELECTRONIC BROKERAGE SYSTEM 50,000.00 1.395 250.00 69,975.00
PUR 6/11/10 47836610 JOHNSON CONTROL
52249 6/16/10 423890 ELECTRONIC BROKERAGE SYSTEM 20,000.00 26.832 100.00 536,740.00
PUR 6/09/10 48247020 KIT DIGITAL INC
47968 6/14/10 423881 INSTINET (PORTAL) 4,000.00 9.587 28.00 38,375.60
PUR 6/25/10 56845T30 MARINER ENERGY INC
52429 6/30/10 423937 ELECTRONIC BROKERAGE SYSTEM 28,000.00 21.977 140.00 615,484.80
PUR 5/28/10 57636Q10 MASTERCARD INC
51948 6/03/10 423856 WILLIAMS CAPITAL GROUP 1,000.00 204.30 10.00 204,317.50
PUR 6/01/10 58446K10 MEDIACOM COMMUNICATIONS
52131 6/04/10 423861 LABRANCHE/0TC 100,000.00 6.293 1,000.00 630,340.00
PUR 6/02/10 58446K10 MEDIACOM COMMUNICATIONS
52131 6/07/10 423865 INSTINET (DOMESTIC) 10,000.00 6.294 70.00 63,005.00
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 6/01/10 THROUGH 6/30/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 12
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/27/10 59491810 MICROSOFT CORP.
12799 6/02/10 423852 LABRANCHE/0TC 2,000.00 25.740 20.00 51,500.00
PUR 6/01/10 59491810 MICROSOFT CORP.
12799 6/04/10 423861 LABRANCHE/0TC 4,000.00 25.570 40.00 102,320.00
PUR 6/11/10 59491810 MICROSOFT CORP.
12799 6/16/10 423890 INSTINET (PORTAL) 6,000.00 24.841 42.00 149,089.80
PUR 6/15/10 59491810 MICROSOFT CORP.
12799 6/18/10 423899 INSTINET (PORTAL) 6,000.00 25.906 42.00 155,479.20
PUR 6/25/10 59491810 MICROSOFT CORP.
12799 6/30/10 423937 INSTINET (PORTAL) 2,000.00 24.790 14.00 49,593.00
PUR 5/28/10 60786L10 MODUSLINK GLOBAL SOLUTIONS
50935 6/03/10 423856 INSTINET (PORTAL) 10,000.00 7.624 70.00 76,309.00
PUR 6/10/10 61945A10 MOSIAC CO
50276 6/15/10 423886 ELECTRONIC BROKERAGE SYSTEM 1,000.00 43.850 5.00 43,855.00
PUR 6/23/10 61945A10 MOSIAC CO
50276 6/28/10 423928 ELECTRONIC BROKERAGE SYSTEM 1,000.00 43.470 5.00 43,475.00
PUR 6/17/10 65011110 NEW YORK TIMES
52336 6/22/10 423907 GORDON HASKETT & COMPANY (I 50,000.00 9.733 2,500.00 489,155.00
PUR 6/18/10 65011110 NEW YORK TIMES
52336 6/23/10 423912 ELECTRONIC BROKERAGE SYSTEM 10,000.00 9.970 50.00 99,750.00
PUR 6/21/10 65011110 NEW YORK TIMES
52336 6/24/10 423918 ELECTRONIC BROKERAGE SYSTEM 2,000.00 9.985 10.00 19,980.00
PUR 6/11/10 68218910 ON SEMICONDUCTOR CORP
51851 6/16/10 423890 INSTINET (PORTAL) 10,000.00 6.519 70.00 65,264.00
PUR 5/28/10 68389X10 ORACLE CORP
46204 6/03/10 423856 INSTINET (PORTAL) 2,000.00 22.440 14.00 44,893.60
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 6/01/10 THROUGH 6/30/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 13
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/01/10 68389X10 ORACLE CORP
46204 6/04/10 423861 LABRANCHE/0TC 2,000.00 22.547 20.00 45,113.80
PUR 6/25/10 69002720 OUTDOOR CHANNEL HOLDINGS IN
29494 6/30/10 423937 MERRIMAN/OTC 2,000.00 4.682 20.00 9,383.00
PUR 5/28/10 69917320 PARAMETRIC TECHNOLOGY CORP
51712 6/03/10 423856 INSTINET (PORTAL) 4,000.00 16.570 28.00 66,306.40
PUR 5/28/10 69917320 PARAMETRIC TECHNOLOGY CORP
51712 6/03/10 423856 INSTINET (PORTAL) 2,000.00 16.650 14.00 33,314.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 6,000.00 16.596 99,620.40
42.00
PUR 6/25/10 70959W10 PENSKE AUTO GROUP
51316 6/30/10 423937 ELECTRONIC BROKERAGE SYSTEM 10,000.00 12.373 50.00 123,778.00
PUR 5/27/10 71708110 PFIZER INC
48433 6/02/10 423852 ELECTRONIC BROKERAGE SYSTEM 2,000.00 15.370 10.00 30,750.00
PUR 5/28/10 71708110 PFIZER INC
48433 6/03/10 423856 WILLIAMS CAPITAL GROUP 2,000.00 15.340 20.00 30,700.00
PUR 6/01/10 71708110 PFIZER INC
48433 6/04/10 423861 ELECTRONIC BROKERAGE SYSTEM 2,000.00 15.100 10.00 30,210.00
PUR 6/21/10 71708110 PFIZER INC
48433 6/24/10 423918 ELECTRONIC BROKERAGE SYSTEM 8,000.00 15.275 40.00 122,236.00
PUR 6/21/10 71708110 PFIZER INC
48433 6/24/10 423918 ELECTRONIC BROKERAGE SYSTEM 2,000.00 15.050 10.00 30,110.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 10,000.00 15.230 152,346.00
50.00
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 6/01/10 THROUGH 6/30/10
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 5/28/10 74164M10 PRIMERICA INC
51335 6/03/10 423856 WILLIAMS CAPITAL GROUP 1,000.00 23.823 10.00 23,833.00
PUR 6/17/10 74164M10 PRIMERICA INC
51335 6/22/10 423907 ELECTRONIC BROKERAGE SYSTEM 2,000.00 21.484 10.00 42,978.00
PUR 5/28/10 74331510 PROGRESSIVE CORP
51802 6/03/10 423856 WILLIAMS CAPITAL GROUP 2,000.00 19.692 20.00 39,403.00
PUR 5/28/10 75043810 RADIOSHACK CORP
51292 6/03/10 423856 WILLIAMS CAPITAL GROUP 4,000.00 20.275 40.00 81,141.20
PUR 6/01/10 75043810 RADIOSHACK CORP
51292 6/04/10 423861 ELECTRONIC BROKERAGE SYSTEM 2,000.00 21.900 10.00 43,810.00
PUR 6/02/10 75043810 RADIOSHACK CORP
51292 6/07/10 423865 ELECTRONIC BROKERAGE SYSTEM 2,000.00 21.310 10.00 42,630.00
PUR 6/17/10 75102810 RALCORP HOLDINGS INC
47837 6/22/10 423907 ELECTRONIC BROKERAGE SYSTEM 1,000.00 61.280 5.00 61,285.00
PUR 6/21/10 75102810 RALCORP HOLDINGS INC
47837 6/24/10 423918 ELECTRONIC BROKERAGE SYSTEM 2,000.00 57.117 10.00 114,244.00
PUR 6/10/10 75540810 READING INTERNATIONAL INC
50241 6/15/10 423886 ELECTRONIC BROKERAGE SYSTEM 5,000.00 3.859 25.00 19,321.00
PUR 6/10/10 79084910 ST JUDE MEDICAL INC
33134 6/15/10 423886 ELECTRONIC BROKERAGE SYSTEM 1,000.00 36.518 5.00 36,523.00
PUR 6/18/10 79084910 ST JUDE MEDICAL INC
33134 6/23/10 423912 ELECTRONIC BROKERAGE SYSTEM 2,000.00 37.754 10.00 75,518.00
PUR 6/18/10 80090720 SANMINA-SCI CORP
49559 6/23/10 423912 ITG (CHANNEL) 2,000.00 15.647 20.00 31,314.00
PUR 6/21/10 80090720 SANMINA-SCI CORP
49559 6/24/10 423918 INSTINET (PORTAL) 2,000.00 16.137 14.00 32,288.00
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 6/01/10 THROUGH 6/30/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 15
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/23/10 80090720 SANMINA-SCI CORP
49559 6/28/10 423928 INSTINET (PORTAL) 6,000.00 15.702 42.00 94,251.00
PUR 6/24/10 80090720 SANMINA-SCI CORP
49559 6/29/10 423934 INSTINET (PORTAL) 2,000.00 15.600 14.00 31,214.00
PUR 6/25/10 80090720 SANMINA-SCI CORP
49559 6/30/10 423937 INSTINET (PORTAL) 2,000.00 15.075 14.00 30,163.00
PUR 6/09/10 82028010 SHAW GROUP INC (THE)
48841 6/14/10 423881 INSTINET (PORTAL) 2,000.00 32.970 14.00 65,954.00
PUR 5/28/10 83211010 SMITH INTERNATIONAL INC
50846 6/03/10 423856 BMO CAPITAL MARKETS/EXECUTI 1,000.00 37.753 10.00 37,763.00
PUR 6/01/10 83211010 SMITH INTERNATIONAL INC
50846 6/04/10 423861 ELECTRONIC BROKERAGE SYSTEM 2,000.00 34.630 10.00 69,270.00
PUR 6/01/10 85747710 STATE STREET CORP
51512 6/04/10 423861 ELECTRONIC BROKERAGE SYSTEM 1,000.00 37.730 5.00 37,735.00
PUR 6/11/10 87655330 TASTY BAKING CO.
38737 6/16/10 423890 INSTINET (PORTAL) 1,000.00 6.690 7.00 6,697.00
PUR 6/14/10 87655330 TASTY BAKING CO.
38737 6/17/10 423894 ITG (CHANNEL) 300.00 6.888 3.00 2,069.49
PUR 6/15/10 87655330 TASTY BAKING CO.
38737 6/18/10 423899 ITG (CHANNEL) 700.00 6.923 7.00 4,853.38
PUR 5/28/10 89674K10 TRIQUINT SEMICONDUCTOR INC
51624 6/03/10 423856 INSTINET (PORTAL) 10,000.00 7.030 70.00 70,365.00
PUR 6/02/10 89674K10 TRIQUINT SEMICONDUCTOR INC
51624 6/07/10 423865 INSTINET (DOMESTIC) 10,000.00 6.751 70.00 67,576.00
PUR 6/01/10 90323610 URS CORP.
42955 6/04/10 423861 ELECTRONIC BROKERAGE SYSTEM 1,000.00 44.190 5.00 44,195.00
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 6/01/10 THROUGH 6/30/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 16
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/03/10 90323610 URS CORP.
42955 6/08/10 423870 ELECTRONIC BROKERAGE SYSTEM 1,000.00 43.820 5.00 43,825.00
PUR 6/25/10 90323610 URS CORP.
42955 6/30/10 423937 ELECTRONIC BROKERAGE SYSTEM 1,000.00 40.804 5.00 40,809.00
PUR 5/28/10 91301710 UNITED TECHNOLOGIES CORP
51253 6/03/10 423856 WILLIAMS CAPITAL GROUP 1,000.00 67.849 10.00 67,859.00
PUR 6/17/10 91324P10 UNITEDHEALTH GROUP INC
51611 6/22/10 423907 ELECTRONIC BROKERAGE SYSTEM 2,000.00 31.370 10.00 62,750.00
PUR 6/10/10 92241710 VEECO INSTRUMENTS INC
50425 6/15/10 423886 INSTINET (PORTAL) 1,000.00 33.636 7.00 33,642.90
PUR 5/28/10 93114210 WAL-MART STORES, INC.
40141 6/03/10 423856 WILLIAMS CAPITAL GROUP 4,000.00 50.660 40.00 202,680.00
PUR 5/28/10 94733A10 WEB.COM GROUP INC
51139 6/03/10 423856 INSTINET (PORTAL) 5,000.00 3.816 35.00 19,117.00
PUR 5/28/10 94733A10 WEB.COM GROUP INC
51139 6/03/10 423856 INSTINET (PORTAL) 2,000.00 3.860 14.00 7,734.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 7,000.00 3.829 26,851.00
49.00
PUR 6/01/10 94733A10 WEB.COM GROUP INC
51139 6/04/10 423861 LABRANCHE/0TC 3,000.00 3.780 30.00 11,370.00
PUR 6/17/10 94733A10 WEB.COM GROUP INC
51139 6/22/10 423907 INSTINET (PORTAL) 10,000.00 3.899 70.00 39,057.00
PUR 6/01/10 H8817H10 TRANSOCEAN INC NEW
52130 6/04/10 423861 ELECTRONIC BROKERAGE SYSTEM 12,000.00 50.810 60.00 609,780.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 1,334,200.00 17,925,091.07
12,664.35
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 1,334,200.00 17,925,091.07
12,664.35
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 6/04/10 00246W10 AXT INC. .41
51014 6/09/10 423875 INSTINET (PORTAL) 5,000.00 4.807 35.00 23,997.59 6,717.45
SALE 6/11/10 00282410 ABBOTT LABS 1.60
49973 6/16/10 423891 ELECTRONIC BROKERAGE SYSTEM 2,000.00 47.285 10.00 94,558.40 -12,774.70
SALE 5/28/10 00507V10 ACTIVISION BLIZZARD INC 7.26
51780 6/03/10 423857 INSTINET (PORTAL) 40,000.00 10.738 280.00 429,224.74 -15,293.26
SALE 6/01/10 00949P10 AIRTRAN HOLDINGS INC 1.15
50423 6/04/10 423862 ELECTRONIC BROKERAGE SYSTEM 12,000.00 5.644 60.00 67,666.85 1,650.52
SALE 6/14/10 02553E10 AMERICAN EAGLE OUTFITTERS .46
51424 6/17/10 423895 ELECTRONIC BROKERAGE SYSTEM 2,000.00 13.325 10.00 26,639.54 -8,000.41
SALE 6/21/10 02553E10 AMERICAN EAGLE OUTFITTERS 5.22
51424 6/24/10 423919 ELECTRONIC BROKERAGE SYSTEM 24,000.00 12.855 120.00 308,387.58 -107,291.86
SALE 6/22/10 02553E10 AMERICAN EAGLE OUTFITTERS 3.62
51424 6/25/10 423923 ELECTRONIC BROKERAGE SYSTEM 17,000.00 12.580 85.00 213,771.38 -80,668.23
SALE 6/21/10 02991220 AMERICAN TOWER CORP. CL-A .77
43986 6/24/10 423919 ELECTRONIC BROKERAGE SYSTEM 1,000.00 45.560 5.00 45,554.23 16,116.79
SALE 6/21/10 02991220 AMERICAN TOWER CORP. CL-A .77
43986 6/24/10 423919 ELECTRONIC BROKERAGE SYSTEM 1,000.00 45.230 5.00 45,224.23 15,786.79
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000.00 45.395 1.54 90,778.46 31,903.58
10.00
SALE 6/25/10 03741110 APACHE CORP 10.52
51379 6/30/10 423938 ELECTRONIC BROKERAGE SYSTEM 7,000.00 88.848 35.00 621,887.68 -121,788.32
SALE 5/28/10 03783310 APPLE INC 2.18
36208 6/03/10 423857 INSTINET (PORTAL) 500.00 257.62 3.50 128,804.32 43,228.40
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 6/01/10 THROUGH 6/30/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 18
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/16/10 03783310 APPLE INC 2.26
36208 6/21/10 423904 INSTINET (PORTAL) 500.00 267.38 3.50 133,688.24 47,236.47
SALE 6/14/10 05275N10 AUTOBYTEL INC .19
51859 6/17/10 423895 INSTINET (PORTAL) 9,251.00 1.197 64.76 11,008.50 742.67
SALE 6/15/10 05275N10 AUTOBYTEL INC .22
51859 6/18/10 423900 INSTINET (PORTAL) 10,749.00 1.176 75.24 12,561.06 632.89
SALE 5/26/10 07401410 BEASLEY BROADCAST GROUP I .09
51499 6/01/10 423849 INSTINET (PORTAL) 774.00 6.132 5.42 4,740.89 1,395.57
SALE 5/27/10 07401410 BEASLEY BROADCAST GROUP I .08
51499 6/02/10 423853 INSTINET (PORTAL) 758.00 6.212 5.31 4,703.38 1,427.21
SALE 5/28/10 07401410 BEASLEY BROADCAST GROUP I .03
51499 6/03/10 423857 INSTINET (PORTAL) 254.00 6.250 1.78 1,585.66 487.84
SALE 6/14/10 07401410 BEASLEY BROADCAST GROUP I .24
51499 6/17/10 423895 LABRANCHE/0TC 2,000.00 7.042 20.00 14,062.76 5,108.29
SALE 6/16/10 07401410 BEASLEY BROADCAST GROUP I .04
51499 6/21/10 423904 INSTINET (PORTAL) 300.00 6.827 2.10 2,045.87 702.70
SALE 6/17/10 07401410 BEASLEY BROADCAST GROUP I .05
51499 6/22/10 423908 INSTINET (PORTAL) 381.00 6.780 2.67 2,580.46 874.63
SALE 6/18/10 07401410 BEASLEY BROADCAST GROUP I .04
51499 6/23/10 423913 INSTINET (PORTAL) 319.00 6.741 2.23 2,147.95 719.71
SALE 6/14/10 08467010 BERKSHIRE HATHAWAY INC-CL A 1.91
51674 6/17/10 423895 BMO CAPITAL MARKETS/EXECUTI 1.00 112482 .01 112,480.90 -4,827.58
SALE 6/16/10 08467010 BERKSHIRE HATHAWAY INC-CL A 3.90
51674 6/21/10 423904 BMO CAPITAL MARKETS/EXECUTI 2.00 115157 .02 230,311.17 -4,305.79
SALE 6/17/10 08467010 BERKSHIRE HATHAWAY INC-CL A 3.95
51674 6/22/10 423908 BMO CAPITAL MARKETS/EXECUTI 2.00 116773 .02 233,543.30 -1,073.66
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 6/01/10 THROUGH 6/30/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 19
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/17/10 08467010 BERKSHIRE HATHAWAY INC-CL A 5.99
51674 6/22/10 423908 BMO CAPITAL MARKETS/EXECUTI 3.00 117962 .03 353,882.93 1,957.48
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 5.00 117487 9.94 587,426.23 883.82
.05
SALE 6/03/10 08578910 BERRY PETROLEUM CO 1.08
42924 6/08/10 423871 ELECTRONIC BROKERAGE SYSTEM 2,000.00 31.930 10.00 63,848.92 16,519.90
SALE 6/25/10 11161T10 BROADWIND ENERGY INC .40
50442 6/30/10 423938 INSTINET (PORTAL) 10,000.00 2.360 70.00 23,529.60 -34,142.28
SALE 6/01/10 11776U30 BSQUARE CORP .21
48982 6/04/10 423862 MERRIMAN/OTC 5,000.00 2.415 50.00 12,025.79 -291.78
SALE 5/28/10 14204220 CARIBOU COFFEE CO INC .35
51581 6/03/10 423857 INSTINET (PORTAL) 2,000.00 10.351 14.00 20,688.25 5,686.57
SALE 6/18/10 19210850 COEUR D'ALENE MINES CORP 1.41
49193 6/23/10 423913 ELECTRONIC BROKERAGE SYSTEM 5,000.00 16.673 25.00 83,337.59 -2,879.83
SALE 6/25/10 19210850 COEUR D'ALENE MINES CORP 2.76
49193 6/30/10 423938 ELECTRONIC BROKERAGE SYSTEM 10,000.00 16.278 50.00 162,723.24 -9,711.59
SALE 6/10/10 19416210 COLGATE-PALMOLI 1.35
52110 6/15/10 423887 ELECTRONIC BROKERAGE SYSTEM 1,000.00 79.616 5.00 79,609.65 1,349.81
SALE 5/26/10 20030N20 COMCAST "A SPL" 2.31
51957 6/01/10 423849 INSTINET/SOFT-FACTSET 8,000.00 17.049 400.00 135,985.69 978.49
SALE 5/28/10 20030N20 COMCAST "A SPL" 6.42
51957 6/03/10 423857 INSTINET (PORTAL) 22,000.00 17.257 154.00 379,500.18 8,230.38
SALE 6/01/10 20825C10 CONOCOPHILLIPS 1.74
37805 6/04/10 423862 ELECTRONIC BROKERAGE SYSTEM 2,000.00 51.440 10.00 102,868.26 -4,698.26
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 6/01/10 THROUGH 6/30/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 20
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/25/10 21079530 CONTINENTAL AIR 9.41
51433 6/30/10 423938 ELECTRONIC BROKERAGE SYSTEM 25,000.00 22.268 125.00 556,563.09 41,769.68
SALE 6/16/10 21935010 CORNING INC 3.15
50364 6/21/10 423904 ELECTRONIC BROKERAGE SYSTEM 10,000.00 18.600 50.00 185,946.85 -21,085.62
SALE 6/23/10 21935010 CORNING INC 6.11
50364 6/28/10 423929 ELECTRONIC BROKERAGE SYSTEM 20,000.00 18.049 100.00 360,875.89 -53,189.06
SALE 6/02/10 24736170 DELTA AIR LINES INC DEL 1.18
51739 6/07/10 423866 ELECTRONIC BROKERAGE SYSTEM 5,000.00 13.910 25.00 69,523.82 8,465.74
SALE 6/03/10 24736170 DELTA AIR LINES INC DEL 1.21
51739 6/08/10 423871 ELECTRONIC BROKERAGE SYSTEM 5,000.00 14.230 25.00 71,123.79 10,065.70
SALE 6/11/10 24736170 DELTA AIR LINES INC DEL 2.24
51739 6/16/10 423891 ELECTRONIC BROKERAGE SYSTEM 10,000.00 13.204 50.00 131,986.76 9,870.59
SALE 6/21/10 25468710 WALT DISNEY CO 1.81
50280 6/24/10 423919 ELECTRONIC BROKERAGE SYSTEM 3,000.00 35.604 15.00 106,794.29 11,257.35
SALE 6/22/10 25468710 WALT DISNEY CO .60
50280 6/25/10 423923 ELECTRONIC BROKERAGE SYSTEM 1,000.00 35.160 5.00 35,154.40 3,308.75
SALE 5/27/10 26017410 DOVER MOTORSPORTS INC .07
47763 6/02/10 423853 ELECTRONIC BROKERAGE SYSTEM 2,000.00 1.930 10.00 3,849.93 1,041.48
SALE 6/22/10 26017410 DOVER MOTORSPORTS INC .07
47763 6/25/10 423923 ELECTRONIC BROKERAGE SYSTEM 2,000.00 2.000 10.00 3,989.93 1,181.48
SALE 6/09/10 29100P10 EMERGENCY MEDICAL SVCS CO .92
51781 6/14/10 423882 ELECTRONIC BROKERAGE SYSTEM 1,000.00 53.600 5.00 53,594.08 1,328.08
SALE 6/10/10 29100P10 EMERGENCY MEDICAL SVCS CO .93
51781 6/15/10 423887 ELECTRONIC BROKERAGE SYSTEM 1,000.00 54.443 5.00 54,437.07 2,171.07
SALE 6/16/10 29100P10 EMERGENCY MEDICAL SVCS CO .95
51781 6/21/10 423904 ELECTRONIC BROKERAGE SYSTEM 1,000.00 55.660 5.00 55,654.05 3,388.05
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 6/01/10 THROUGH 6/30/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 21
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/16/10 29362U10 ENTERGRIS INC .48
49651 6/21/10 423904 INSTINET (PORTAL) 6,000.00 4.658 42.00 27,907.92 1,503.53
SALE 6/01/10 29384R10 ENTROPIC COMMUNICATIONS INC .36
51126 6/04/10 423862 MERRIMAN/OTC 4,000.00 5.260 40.00 20,999.64 2,530.52
SALE 6/17/10 29384R10 ENTROPIC COMMUNICATIONS INC .39
51126 6/22/10 423908 INSTINET (PORTAL) 4,000.00 5.670 28.00 22,653.21 4,184.09
SALE 6/01/10 30231G10 EXXON MOBIL CORP. 8.08
15201 6/04/10 423862 ELECTRONIC BROKERAGE SYSTEM 8,000.00 59.710 40.00 477,631.92 -57,342.71
SALE 5/28/10 30257110 FPL GROUP INC 11.91
48535 6/03/10 423857 BLAYLOCK ROBERT VAN LLC 14,000.00 50.300 140.00 704,050.89 -63,152.11
SALE 5/27/10 31385510 FEDERAL SIGNAL CORP 1.12
51890 6/02/10 423853 ELECTRONIC BROKERAGE SYSTEM 10,000.00 6.590 50.00 65,848.88 1,105.88
SALE 5/28/10 31385510 FEDERAL SIGNAL CORP 1.18
51890 6/03/10 423857 WILLIAMS CAPITAL GROUP 10,000.00 6.968 100.00 69,582.82 4,839.82
SALE 6/01/10 31385510 FEDERAL SIGNAL CORP 1.12
51890 6/04/10 423862 ELECTRONIC BROKERAGE SYSTEM 10,000.00 6.625 50.00 66,198.88 1,455.88
SALE 6/15/10 31385510 FEDERAL SIGNAL CORP 1.12
51890 6/18/10 423900 ELECTRONIC BROKERAGE SYSTEM 10,000.00 6.588 50.00 65,826.88 2,331.13
SALE 6/16/10 31385510 FEDERAL SIGNAL CORP 1.11
51890 6/21/10 423904 ELECTRONIC BROKERAGE SYSTEM 10,000.00 6.537 50.00 65,313.89 1,818.14
SALE 6/17/10 31385510 FEDERAL SIGNAL CORP 1.09
51890 6/22/10 423908 ELECTRONIC BROKERAGE SYSTEM 10,000.00 6.419 50.00 64,138.91 643.16
SALE 6/18/10 31385510 FEDERAL SIGNAL CORP 1.10
51890 6/23/10 423913 ELECTRONIC BROKERAGE SYSTEM 10,000.00 6.493 50.00 64,882.90 1,387.15
SALE 6/17/10 34583810 FOREST LABS "A" 3.22
52216 6/22/10 423908 ELECTRONIC BROKERAGE SYSTEM 7,000.00 27.190 35.00 190,291.78 15,548.98
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 22
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/23/10 34583810 FOREST LABS "A" .92
52216 6/28/10 423929 ELECTRONIC BROKERAGE SYSTEM 2,000.00 27.120 10.00 54,229.08 4,302.57
SALE 6/25/10 34583810 FOREST LABS "A" 3.22
52216 6/30/10 423938 ELECTRONIC BROKERAGE SYSTEM 7,000.00 27.180 35.00 190,219.68 15,476.89
SALE 5/28/10 34958B10 FORTRESS INVESTMENT GRP-CL .69
50808 6/03/10 423857 BMO CAPITAL MARKETS/EXECUTI 10,000.00 4.063 100.00 40,533.31 -1,403.43
SALE 6/01/10 34958B10 FORTRESS INVESTMENT GRP-CL .69
50808 6/04/10 423862 ELECTRONIC BROKERAGE SYSTEM 10,000.00 4.030 50.00 40,249.31 -1,687.43
SALE 6/03/10 34958B10 FORTRESS INVESTMENT GRP-CL .69
50808 6/08/10 423871 ELECTRONIC BROKERAGE SYSTEM 10,000.00 4.030 50.00 40,249.31 -1,687.43
SALE 6/04/10 34958B10 FORTRESS INVESTMENT GRP-CL .67
50808 6/09/10 423875 ELECTRONIC BROKERAGE SYSTEM 10,000.00 3.950 50.00 39,449.33 -2,487.41
SALE 6/01/10 36159R10 GEO GROUP INC .71
49652 6/04/10 423862 ELECTRONIC BROKERAGE SYSTEM 2,000.00 20.890 10.00 41,769.29 1,165.00
SALE 6/09/10 36159R10 GEO GROUP INC .68
49652 6/14/10 423882 ELECTRONIC BROKERAGE SYSTEM 2,000.00 19.670 10.00 39,329.32 -1,274.97
SALE 6/10/10 36159R10 GEO GROUP INC .67
49652 6/15/10 423887 ELECTRONIC BROKERAGE SYSTEM 2,000.00 19.578 10.00 39,144.33 -1,459.96
SALE 6/16/10 36159R10 GEO GROUP INC .69
49652 6/21/10 423904 ELECTRONIC BROKERAGE SYSTEM 2,000.00 20.160 10.00 40,309.31 -294.98
SALE 6/17/10 36159R10 GEO GROUP INC .73
49652 6/22/10 423908 ELECTRONIC BROKERAGE SYSTEM 2,000.00 21.380 10.00 42,749.27 2,144.99
SALE 6/17/10 36159R10 GEO GROUP INC .73
49652 6/22/10 423908 ELECTRONIC BROKERAGE SYSTEM 2,000.00 21.348 10.00 42,684.27 2,079.98
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 21.364 1.46 85,433.54 4,224.97
20.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 23
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/18/10 36159R10 GEO GROUP INC 2.18
49652 6/23/10 423913 ELECTRONIC BROKERAGE SYSTEM 6,000.00 21.440 30.00 128,607.82 6,794.96
SALE 5/28/10 38141G10 GOLDMAN SACHS GROUP INC .74
50530 6/03/10 423857 BLAYLOCK ROBERT VAN LLC 300.00 144.78 3.00 43,432.27 -3,099.44
SALE 6/03/10 39312210 GREEN MOUNTAIN COFFEE ROAST 2.39
51782 6/08/10 423871 MERRIMAN/OTC 5,908.00 23.838 59.08 140,771.07 -2,871.29
SALE 6/09/10 39312210 GREEN MOUNTAIN COFFEE ROAST 3.91
51782 6/14/10 423882 INSTINET (PORTAL) 10,000.00 23.130 70.00 231,228.09 -11,903.86
SALE 6/10/10 39312210 GREEN MOUNTAIN COFFEE ROAST 3.97
51782 6/15/10 423887 INSTINET (PORTAL) 10,000.00 23.483 70.00 234,755.03 -8,376.92
SALE 6/03/10 43146610 HILL INTERNATIONAL INC .39
49784 6/08/10 423871 ELECTRONIC BROKERAGE SYSTEM 5,000.00 4.500 25.00 22,474.61 -9,603.47
SALE 6/09/10 43146610 HILL INTERNATIONAL INC .70
49784 6/14/10 423882 ELECTRONIC BROKERAGE SYSTEM 10,000.00 4.134 50.00 41,292.30 -22,863.86
SALE 6/11/10 43146610 HILL INTERNATIONAL INC .72
49784 6/16/10 423891 ELECTRONIC BROKERAGE SYSTEM 10,000.00 4.250 50.00 42,450.28 -21,705.89
SALE 6/14/10 43146610 HILL INTERNATIONAL INC .79
49784 6/17/10 423895 ELECTRONIC BROKERAGE SYSTEM 10,000.00 4.616 50.00 46,112.21 -18,043.96
SALE 6/15/10 43146610 HILL INTERNATIONAL INC .75
49784 6/18/10 423900 ELECTRONIC BROKERAGE SYSTEM 10,000.00 4.421 50.00 44,163.25 -19,992.92
SALE 6/17/10 43146610 HILL INTERNATIONAL INC .75
49784 6/22/10 423908 ELECTRONIC BROKERAGE SYSTEM 10,000.00 4.383 50.00 43,779.25 -20,376.92
SALE 6/18/10 43146610 HILL INTERNATIONAL INC .76
49784 6/23/10 423913 ELECTRONIC BROKERAGE SYSTEM 10,000.00 4.480 50.00 44,752.24 -19,403.93
SALE 6/21/10 43146610 HILL INTERNATIONAL INC .75
49784 6/24/10 423919 ELECTRONIC BROKERAGE SYSTEM 10,000.00 4.405 50.00 43,996.25 -20,159.92
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 24
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/17/10 43575830 HOLLY CORP .93
49619 6/22/10 423908 ELECTRONIC BROKERAGE SYSTEM 2,000.00 27.350 10.00 54,689.07 -973.10
SALE 5/28/10 44701110 HUNTSMAN CORP .86
52072 6/03/10 423857 BLAYLOCK ROBERT VAN LLC 5,000.00 10.140 50.00 50,650.14 7,586.64
SALE 5/28/10 44701110 HUNTSMAN CORP .86
52072 6/03/10 423857 WILLIAMS CAPITAL GROUP 5,000.00 10.103 50.00 50,462.14 7,398.64
SALE 6/09/10 44701110 HUNTSMAN CORP .79
52072 6/14/10 423882 ELECTRONIC BROKERAGE SYSTEM 5,000.00 9.230 25.00 46,124.21 3,060.71
SALE 6/11/10 44701110 HUNTSMAN CORP .78
52072 6/16/10 423891 ELECTRONIC BROKERAGE SYSTEM 5,000.00 9.201 25.00 45,978.22 2,914.72
SALE 6/25/10 44701110 HUNTSMAN CORP .77
52072 6/30/10 423938 ELECTRONIC BROKERAGE SYSTEM 5,000.00 9.030 25.00 45,123.23 2,059.73
SALE 6/16/10 45884X10 INTERMUNE INC 5.40
51830 6/21/10 423904 INSTINET (PORTAL) 32,000.00 9.974 224.00 318,929.00 -12,918.13
SALE 6/01/10 47816010 JOHNSON & JOHNSON 2.00
18884 6/04/10 423862 ELECTRONIC BROKERAGE SYSTEM 2,000.00 59.060 10.00 118,108.00 3,919.83
SALE 6/14/10 48247020 KIT DIGITAL INC .38
47968 6/17/10 423895 INSTINET (PORTAL) 2,000.00 11.023 14.00 22,030.62 7,647.40
SALE 6/09/10 50540R40 LABORATORY CORP OF AMERICA 1.30
21677 6/14/10 423882 ELECTRONIC BROKERAGE SYSTEM 1,000.00 75.913 5.00 75,906.70 11,221.30
SALE 6/09/10 50540R40 LABORATORY CORP OF AMERICA 1.28
21677 6/14/10 423882 ELECTRONIC BROKERAGE SYSTEM 1,000.00 75.650 5.00 75,643.72 10,958.32
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000.00 75.782 2.58 151,550.42 22,179.62
10.00
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 6/01/10 THROUGH 6/30/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 25
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/14/10 50540R40 LABORATORY CORP OF AMERICA 1.34
21677 6/17/10 423895 ELECTRONIC BROKERAGE SYSTEM 1,000.00 78.912 5.00 78,905.66 14,220.26
SALE 6/15/10 50540R40 LABORATORY CORP OF AMERICA 1.34
21677 6/18/10 423900 ELECTRONIC BROKERAGE SYSTEM 1,000.00 79.240 5.00 79,233.66 14,548.26
SALE 6/16/10 50540R40 LABORATORY CORP OF AMERICA 1.36
21677 6/21/10 423904 ELECTRONIC BROKERAGE SYSTEM 1,000.00 80.421 5.00 80,414.64 15,729.24
SALE 6/23/10 50540R40 LABORATORY CORP OF AMERICA 1.34
21677 6/28/10 423929 ELECTRONIC BROKERAGE SYSTEM 1,000.00 78.720 5.00 78,713.66 14,028.27
SALE 6/10/10 52490110 LEGG MASON INC 1.04
48852 6/15/10 423887 ELECTRONIC BROKERAGE SYSTEM 2,000.00 30.712 10.00 61,412.96 -1,720.85
SALE 6/11/10 52490110 LEGG MASON INC 2.13
48852 6/16/10 423891 ELECTRONIC BROKERAGE SYSTEM 4,000.00 31.403 20.00 125,589.87 -677.75
SALE 6/14/10 52490110 LEGG MASON INC 2.20
48852 6/17/10 423895 ELECTRONIC BROKERAGE SYSTEM 4,000.00 32.491 20.00 129,941.00 3,673.38
SALE 6/15/10 52490110 LEGG MASON INC 2.20
48852 6/18/10 423900 ELECTRONIC BROKERAGE SYSTEM 4,000.00 32.490 20.00 129,937.80 3,670.18
SALE 6/23/10 52490110 LEGG MASON INC 5.26
48852 6/28/10 423929 ELECTRONIC BROKERAGE SYSTEM 10,000.00 31.110 50.00 311,044.74 -4,624.31
SALE 5/28/10 55254110 M & F WORLDWIDE CORP 1.07
50781 6/03/10 423857 WILLIAMS CAPITAL GROUP 2,000.00 31.376 20.00 62,730.93 -4,244.77
SALE 6/11/10 55254110 M & F WORLDWIDE CORP .47
50781 6/16/10 423891 ELECTRONIC BROKERAGE SYSTEM 1,000.00 27.446 5.00 27,440.53 -6,047.32
SALE 6/21/10 57636Q10 MASTERCARD INC 3.76
51948 6/24/10 423919 ELECTRONIC BROKERAGE SYSTEM 1,000.00 222.45 5.00 222,447.54 1,975.96
SALE 6/03/10 58155Q10 MCKESSON CORP 7.20
50367 6/08/10 423871 ELECTRONIC BROKERAGE SYSTEM 6,000.00 70.933 30.00 425,559.60 57,292.31
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 6/01/10 THROUGH 6/30/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 26
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/09/10 58155Q10 MCKESSON CORP 1.16
50367 6/14/10 423882 ELECTRONIC BROKERAGE SYSTEM 1,000.00 68.420 5.00 68,413.84 7,035.96
SALE 6/11/10 58155Q10 MCKESSON CORP 3.50
50367 6/16/10 423891 ELECTRONIC BROKERAGE SYSTEM 3,000.00 68.881 15.00 206,624.50 22,490.85
SALE 6/11/10 58446K10 MEDIACOM COMMUNICATIONS 1.11
52131 6/16/10 423891 INSTINET (PORTAL) 10,000.00 6.556 70.00 65,489.89 2,458.53
SALE 6/15/10 58446K10 MEDIACOM COMMUNICATIONS 1.20
52131 6/18/10 423900 INSTINET (PORTAL) 10,000.00 7.083 70.00 70,761.80 7,730.44
SALE 6/11/10 58933Y10 MERCK & CO. INC. 2.35
49253 6/16/10 423891 ELECTRONIC BROKERAGE SYSTEM 4,000.00 34.706 20.00 138,801.65 8,462.15
SALE 6/14/10 58949910 MERGE HEALTHCARE INC .47
47985 6/17/10 423895 MERRIMAN/OTC 10,000.00 2.770 100.00 27,598.53 -6,587.92
SALE 6/16/10 59511210 MICRON TECHNOLOGY INC .65
48421 6/21/10 423904 ELECTRONIC BROKERAGE SYSTEM 4,000.00 9.520 20.00 38,059.35 7,035.69
SALE 6/17/10 59511210 MICRON TECHNOLOGY INC .34
48421 6/22/10 423908 ELECTRONIC BROKERAGE SYSTEM 2,000.00 10.000 10.00 19,989.66 4,477.83
SALE 6/23/10 59511210 MICRON TECHNOLOGY INC 1.63
48421 6/28/10 423929 ELECTRONIC BROKERAGE SYSTEM 10,000.00 9.640 50.00 96,348.37 18,789.21
SALE 5/28/10 62886E10 NCR CORP .45
51677 6/03/10 423857 WILLIAMS CAPITAL GROUP 2,000.00 13.300 20.00 26,579.55 -2,138.36
SALE 6/01/10 62886E10 NCR CORP .45
51677 6/04/10 423862 ELECTRONIC BROKERAGE SYSTEM 2,000.00 13.080 10.00 26,149.55 -2,568.36
SALE 6/03/10 62886E10 NCR CORP .45
51677 6/08/10 423871 ELECTRONIC BROKERAGE SYSTEM 2,000.00 13.170 10.00 26,329.55 -2,388.36
SALE 6/09/10 62886E10 NCR CORP .41
51677 6/14/10 423882 ELECTRONIC BROKERAGE SYSTEM 2,000.00 12.080 10.00 24,149.59 -4,568.32
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 27
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/11/10 62886E10 NCR CORP .43
51677 6/16/10 423891 ELECTRONIC BROKERAGE SYSTEM 2,000.00 12.606 10.00 25,201.57 -3,516.34
SALE 6/25/10 62886E10 NCR CORP .44
51677 6/30/10 423938 ELECTRONIC BROKERAGE SYSTEM 2,000.00 12.750 10.00 25,489.56 -3,228.35
SALE 5/28/10 62937750 NRG ENERGY INC .40
50443 6/03/10 423857 BLAYLOCK ROBERT VAN LLC 1,000.00 23.515 10.00 23,504.60 -904.32
SALE 6/01/10 63934E10 NAVISTAR 2.68
48501 6/04/10 423862 ELECTRONIC BROKERAGE SYSTEM 3,000.00 52.810 15.00 158,412.32 36,031.22
SALE 6/11/10 65248E10 NEWS CORP - CLA .45
52073 6/16/10 423891 ELECTRONIC BROKERAGE SYSTEM 2,000.00 13.050 10.00 26,089.55 1,048.55
SALE 6/14/10 65248E10 NEWS CORP - CLA 2.24
52073 6/17/10 423895 ELECTRONIC BROKERAGE SYSTEM 10,000.00 13.250 50.00 132,447.76 7,242.76
SALE 6/15/10 65248E10 NEWS CORP - CLA 6.10
52073 6/18/10 423900 ELECTRONIC BROKERAGE SYSTEM 28,000.00 12.889 140.00 360,748.70 10,174.70
SALE 6/11/10 67000610 NOVELL INC 1.03
45030 6/16/10 423891 INSTINET (PORTAL) 10,000.00 6.053 70.00 60,462.97 8,789.35
SALE 6/18/10 68218910 ON SEMICONDUCTOR CORP .49
51851 6/23/10 423913 INSTINET (PORTAL) 4,000.00 7.230 28.00 28,891.51 -1,816.56
SALE 6/11/10 71708110 PFIZER INC 3.14
48433 6/16/10 423891 ELECTRONIC BROKERAGE SYSTEM 12,000.00 15.460 60.00 185,456.86 -15,232.28
SALE 5/28/10 74731Q10 PZENA INVESTMENT MGMT INC .24
46575 6/03/10 423857 BLAYLOCK ROBERT VAN LLC 2,000.00 7.013 20.00 14,005.76 1,211.29
SALE 6/09/10 74731Q10 PZENA INVESTMENT MGMT INC .24
46575 6/14/10 423882 ELECTRONIC BROKERAGE SYSTEM 2,000.00 6.670 10.00 13,329.76 535.29
SALE 6/11/10 74731Q10 PZENA INVESTMENT MGMT INC .22
46575 6/16/10 423891 ELECTRONIC BROKERAGE SYSTEM 2,000.00 6.474 10.00 12,936.78 142.31
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 6/01/10 THROUGH 6/30/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 28
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/14/10 74731Q10 PZENA INVESTMENT MGMT INC .24
46575 6/17/10 423895 ELECTRONIC BROKERAGE SYSTEM 2,000.00 6.842 10.00 13,673.76 879.29
SALE 6/15/10 74731Q10 PZENA INVESTMENT MGMT INC .24
46575 6/18/10 423900 ELECTRONIC BROKERAGE SYSTEM 2,000.00 6.850 10.00 13,689.76 895.29
SALE 6/16/10 74731Q10 PZENA INVESTMENT MGMT INC .24
46575 6/21/10 423904 ELECTRONIC BROKERAGE SYSTEM 2,000.00 6.960 10.00 13,909.76 1,115.29
SALE 6/17/10 74731Q10 PZENA INVESTMENT MGMT INC .24
46575 6/22/10 423908 ELECTRONIC BROKERAGE SYSTEM 2,000.00 6.990 10.00 13,969.76 1,175.29
SALE 6/01/10 75091710 RAMBUS INC 1.18
49653 6/04/10 423862 MERRIMAN/OTC 3,000.00 23.111 30.00 69,301.82 11,172.39
SALE 5/28/10 78403A10 SCO GROUP INC. (THE) .01
40344 6/03/10 423857 INSTINET (PORTAL) 5,000.00 .110 25.00 524.99 -622.91
SALE 6/01/10 78403A10 SCO GROUP INC. (THE) .01
40344 6/04/10 423862 INSTINET (DOMESTIC) 5,000.00 .110 25.00 524.99 -622.91
SALE 6/03/10 78403A10 SCO GROUP INC. (THE) .01
40344 6/08/10 423871 MERRIMAN/OTC 5,000.00 .110 50.00 499.99 -647.91
SALE 6/09/10 78403A10 SCO GROUP INC. (THE) .01
40344 6/14/10 423882 INSTINET (PORTAL) 5,000.00 .110 25.00 524.99 -622.91
SALE 6/10/10 78403A10 SCO GROUP INC. (THE) .02
40344 6/15/10 423887 INSTINET (PORTAL) 5,000.00 .120 25.00 574.98 -572.92
SALE 6/09/10 78477410 STEC INC 1.88
48520 6/14/10 423882 INSTINET (PORTAL) 10,000.00 11.080 70.00 110,724.12 -130,271.34
SALE 6/16/10 78477410 STEC INC 1.04
48520 6/21/10 423904 INSTINET (PORTAL) 5,000.00 12.296 35.00 61,445.46 -59,052.27
SALE 6/17/10 78477410 STEC INC 1.06
48520 6/22/10 423908 INSTINET (PORTAL) 5,000.00 12.524 35.00 62,584.94 -57,912.79
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 6/01/10 THROUGH 6/30/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 29
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/18/10 78477410 STEC INC 1.08
48520 6/23/10 423913 INSTINET (PORTAL) 5,000.00 12.764 35.00 63,784.92 -56,712.81
SALE 6/22/10 78477410 STEC INC 1.10
48520 6/25/10 423923 INSTINET (PORTAL) 5,000.00 13.014 35.00 65,032.40 -55,465.33
SALE 5/28/10 80854110 SCHWEITZER MAUD 1.87
50707 6/03/10 423857 BLAYLOCK ROBERT VAN LLC 2,000.00 55.165 20.00 110,308.13 -9,314.83
SALE 6/01/10 83175610 SMITH & WESSON HOLDING CORP .37
48649 6/04/10 423862 MERRIMAN/OTC 5,000.00 4.306 50.00 21,481.13 -1,148.13
SALE 6/03/10 83175610 SMITH & WESSON HOLDING CORP .37
48649 6/08/10 423871 MERRIMAN/OTC 5,000.00 4.343 50.00 21,666.63 -962.63
SALE 6/14/10 83175610 SMITH & WESSON HOLDING CORP .73
48649 6/17/10 423895 INSTINET (PORTAL) 10,000.00 4.297 70.00 42,895.27 -2,363.25
SALE 6/15/10 83175610 SMITH & WESSON HOLDING CORP .73
48649 6/18/10 423900 INSTINET (PORTAL) 10,000.00 4.286 70.00 42,790.27 -2,468.25
SALE 6/21/10 83175610 SMITH & WESSON HOLDING CORP .72
48649 6/24/10 423919 INSTINET (PORTAL) 10,000.00 4.246 70.00 42,390.28 -2,868.24
SALE 6/09/10 83211010 SMITH INTERNATIONAL INC 1.30
50846 6/14/10 423882 ELECTRONIC BROKERAGE SYSTEM 2,000.00 37.870 10.00 75,728.70 -4,690.64
SALE 6/11/10 83211010 SMITH INTERNATIONAL INC 1.34
50846 6/16/10 423891 ELECTRONIC BROKERAGE SYSTEM 2,000.00 39.482 10.00 78,952.66 -1,466.68
SALE 6/14/10 83211010 SMITH INTERNATIONAL INC 1.37
50846 6/17/10 423895 ELECTRONIC BROKERAGE SYSTEM 2,000.00 40.522 10.00 81,032.63 613.29
SALE 6/01/10 86837X10 SUPERIOR WELL SVCS 1.27
51856 6/04/10 423862 MERRIMAN/OTC 5,000.00 14.921 50.00 74,551.73 5,762.73
SALE 6/03/10 86837X10 SUPERIOR WELL SVCS 1.35
51856 6/08/10 423871 MERRIMAN/OTC 5,000.00 15.947 50.00 79,683.15 10,894.15
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 6/01/10 THROUGH 6/30/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 30
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/03/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 1.04
50405 6/08/10 423871 ELECTRONIC BROKERAGE SYSTEM 2,000.00 30.736 10.00 61,460.96 10,733.93
SALE 6/21/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR .57
50405 6/24/10 423919 ELECTRONIC BROKERAGE SYSTEM 1,000.00 33.639 5.00 33,633.43 8,269.92
SALE 6/23/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR .54
50405 6/28/10 423929 ELECTRONIC BROKERAGE SYSTEM 1,000.00 31.510 5.00 31,504.46 6,140.95
SALE 5/28/10 88731730 TIME WARNER INC 2.11
45489 6/03/10 423857 BLAYLOCK ROBERT VAN LLC 4,000.00 31.200 40.00 124,757.89 21,141.87
SALE 5/28/10 88731730 TIME WARNER INC 7.38
45489 6/03/10 423857 BMO CAPITAL MARKETS/EXECUTI 14,000.00 31.171 140.00 436,249.42 73,593.35
SALE 5/28/10 88731730 TIME WARNER INC 1.06
45489 6/03/10 423857 WILLIAMS CAPITAL GROUP 2,000.00 31.115 20.00 62,208.94 10,400.93
SALE 6/11/10 88830R10 TITAN MACHINERY INC .44
47828 6/16/10 423891 INSTINET (PORTAL) 2,000.00 12.869 14.00 25,722.56 1,834.70
SALE 6/15/10 88830R10 TITAN MACHINERY INC .48
47828 6/18/10 423900 INSTINET (PORTAL) 2,000.00 14.056 14.00 28,097.92 4,210.05
SALE 5/28/10 90333E10 USEC INC .90
50642 6/03/10 423857 BMO CAPITAL MARKETS/EXECUTI 10,000.00 5.270 100.00 52,599.10 8,008.67
SALE 6/03/10 90333E10 USEC INC .47
50642 6/08/10 423871 ELECTRONIC BROKERAGE SYSTEM 5,000.00 5.522 25.00 27,585.03 5,289.81
SALE 6/22/10 90333E10 USEC INC .45
50642 6/25/10 423923 ELECTRONIC BROKERAGE SYSTEM 5,000.00 5.249 25.00 26,217.55 3,922.33
SALE 5/27/10 90341W10 US AIRWAYS GROUP INC .74
51596 6/02/10 423853 ELECTRONIC BROKERAGE SYSTEM 5,000.00 8.700 25.00 43,474.26 8,496.15
SALE 5/28/10 90341W10 US AIRWAYS GROUP INC .75
51596 6/03/10 423857 WILLIAMS CAPITAL GROUP 5,000.00 8.794 50.00 43,921.25 8,943.14
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 6/01/10 THROUGH 6/30/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 31
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/01/10 90341W10 US AIRWAYS GROUP INC .73
51596 6/04/10 423862 ELECTRONIC BROKERAGE SYSTEM 5,000.00 8.570 25.00 42,824.27 7,846.16
SALE 6/02/10 90341W10 US AIRWAYS GROUP INC .76
51596 6/07/10 423866 ELECTRONIC BROKERAGE SYSTEM 5,000.00 8.900 25.00 44,474.24 9,496.13
SALE 6/03/10 90341W10 US AIRWAYS GROUP INC .78
51596 6/08/10 423871 ELECTRONIC BROKERAGE SYSTEM 5,000.00 9.230 25.00 46,124.22 11,146.10
SALE 6/16/10 92241710 VEECO INSTRUMENTS INC 1.28
50425 6/21/10 423904 INSTINET (PORTAL) 2,000.00 37.686 14.00 75,357.52 -4,326.88
SALE 6/18/10 92241710 VEECO INSTRUMENTS INC .71
50425 6/23/10 423913 INSTINET (PORTAL) 1,000.00 41.925 7.00 41,917.69 2,075.49
SALE 6/21/10 92241710 VEECO INSTRUMENTS INC .74
50425 6/24/10 423919 INSTINET (PORTAL) 1,000.00 43.310 7.00 43,302.26 3,460.06
SALE 5/28/10 96181530 WESTWOOD ONE INC .23
51695 6/03/10 423857 INSTINET (PORTAL) 1,000.00 13.082 7.00 13,074.27 1,321.68
SALE 6/01/10 96181530 WESTWOOD ONE INC .22
51695 6/04/10 423862 MERRIMAN/OTC 1,000.00 12.610 10.00 12,599.48 846.89
SALE 6/09/10 96181530 WESTWOOD ONE INC .24
51695 6/14/10 423882 INSTINET (PORTAL) 1,000.00 13.616 7.00 13,609.06 1,856.47
SALE 6/11/10 96181530 WESTWOOD ONE INC .24
51695 6/16/10 423891 INSTINET (PORTAL) 1,000.00 14.000 7.00 13,992.76 2,240.17
SALE 6/14/10 96181530 WESTWOOD ONE INC .24
51695 6/17/10 423895 INSTINET (PORTAL) 1,000.00 14.154 7.00 14,147.16 2,394.57
SALE 6/14/10 H8817H10 TRANSOCEAN INC NEW 1.54
52130 6/17/10 423895 ELECTRONIC BROKERAGE SYSTEM 2,000.00 45.272 10.00 90,532.46 -11,097.54
SALE 6/18/10 H8817H10 TRANSOCEAN INC NEW .91
52130 6/23/10 423913 ELECTRONIC BROKERAGE SYSTEM 1,000.00 53.706 5.00 53,700.09 2,885.09
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 6/01/10 THROUGH 6/30/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 32
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/18/10 H8817H10 TRANSOCEAN INC NEW .87
52130 6/23/10 423913 ELECTRONIC BROKERAGE SYSTEM 1,000.00 51.000 5.00 50,994.13 179.13
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000.00 52.353 1.78 104,694.22 3,064.22
10.00
SALE 6/21/10 H8817H10 TRANSOCEAN INC NEW .92
52130 6/24/10 423919 ELECTRONIC BROKERAGE SYSTEM 1,000.00 54.096 5.00 54,090.08 3,275.08
SALE 6/22/10 H8817H10 TRANSOCEAN INC NEW .91
52130 6/25/10 423923 ELECTRONIC BROKERAGE SYSTEM 1,000.00 53.450 5.00 53,444.09 2,629.09
SALE 6/25/10 H8817H10 TRANSOCEAN INC NEW .85
52130 6/30/10 423938 ELECTRONIC BROKERAGE SYSTEM 1,000.00 49.750 5.00 49,744.15 -1,070.85
SALE 6/25/10 H8817H10 TRANSOCEAN INC NEW .84
52130 6/30/10 423938 ELECTRONIC BROKERAGE SYSTEM 1,000.00 49.490 5.00 49,484.16 -1,330.84
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000.00 49.620 1.69 99,228.31 -2,401.69
10.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 1,030,002.00 289.85 17,085,112.98 -349,565.19
6,776.67
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 1,030,002.00 289.85 17,085,112.98 -349,565.19
6,776.67
END OF REPORT FOR: N.J. BEST - POOLED EQUITY FD
S T A T E O F N E W J E R S E Y 4805
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
SUPPLEMENTAL ANNUITY COLLECT TR (4805) PAGE: 33
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 6/23/10 06050510 BANK OF AMERICA CORP
21147 6/28/10 423930 ELECTRONIC BROKERAGE SYSTEM 30,000.00 15.330 150.00 460,047.00
PUR 6/23/10 46625H10 JP MORGAN CHASE & CO
19043 6/28/10 423930 ELECTRONIC BROKERAGE SYSTEM 20,000.00 38.713 100.00 774,364.00
PUR 6/23/10 57636Q10 MASTERCARD INC
52416 6/28/10 423930 ELECTRONIC BROKERAGE SYSTEM 2,000.00 219.28 10.00 438,585.00
PUR 6/23/10 92826C83 VISA INC-CLASS A SHARES
52417 6/28/10 423930 ELECTRONIC BROKERAGE SYSTEM 5,000.00 77.737 25.00 388,708.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 57,000.00 2,061,704.00
285.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 57,000.00 2,061,704.00
285.00
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 6/23/10 00790310 ADVANCED MICRO DEVICES, INC 3.61
11236 6/28/10 423931 ELECTRONIC BROKERAGE SYSTEM 25,000.00 8.524 125.00 212,978.89 -26,535.00
SALE 6/23/10 02209S10 ALTRIA GROUP INC. 3.35
24278 6/28/10 423931 ELECTRONIC BROKERAGE SYSTEM 10,000.00 19.786 50.00 197,804.65 135,597.36
SALE 6/23/10 54866110 LOWES COMPANIES, INC. 11.08
11409 6/28/10 423931 ELECTRONIC BROKERAGE SYSTEM 30,000.00 21.829 150.00 654,693.92 349,103.87
SALE 6/23/10 74271810 PROCTER & GAMBLE CO. 5.20
2116 6/28/10 423931 ELECTRONIC BROKERAGE SYSTEM 5,000.00 61.358 25.00 306,760.80 260,831.63
SALE 6/23/10 75102810 RALCORP HOLDINGS INC 1.22
42731 6/28/10 423931 ELECTRONIC BROKERAGE SYSTEM 1,284.00 55.830 6.42 71,678.21 52,839.58
S T A T E O F N E W J E R S E Y 4805
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
SUPPLEMENTAL ANNUITY COLLECT TR (4805) -Cont. PAGE: 34
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/23/10 80311110 SARA LEE CORP. 5.39
1259 6/28/10 423931 ELECTRONIC BROKERAGE SYSTEM 21,500.00 14.809 107.50 318,269.86 145,510.84
SALE 6/23/10 83269640 JM SMUCKER CO/THE 4.02
43929 6/28/10 423931 ELECTRONIC BROKERAGE SYSTEM 3,868.00 61.493 19.34 237,832.72 216,091.28
SALE 6/23/10 Y9369110 VERIGY LTD. .28
35596 6/28/10 423931 INSTINET (PORTAL) 1,727.00 9.591 12.09 16,551.11 7,348.38
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 98,379.00 34.15 2,016,570.16 1,140,787.94
495.35
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 98,379.00 34.15 2,016,570.16 1,140,787.94
495.35
END OF REPORT FOR: SUPPLEMENTAL ANNUITY COLLECT TR
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
CASH MANAGEMENT FD (5050) PAGE: 35
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 6/18/10 0020A3FU AT&T INC DISC C P .1800 .180
52338 6/18/10 289093 CREDIT SUISSE SEC (USA) LLC 6/28/10 101,000,000.00 99.995 100,994,950.00
PUR 6/14/10 0020A3G6 AT&T INC DISC C P .1900 .190
52252 6/14/10 289071 BGC FINANCIAL 7/06/10 48,392,000.00 99.988 48,386,381.15
PUR 6/17/10 00282DGC ABBOTT LABORATORIES DISC C .1800 .180
52332 6/17/10 289088 BGC FINANCIAL 7/12/10 60,000,000.00 99.988 59,992,500.00
PUR 6/18/10 01039MFR ALABAMA POWER CO DISC C P .1800 .180
52347 6/18/10 289093 CREDIT SUISSE SEC (USA) LLC 6/25/10 25,000,000.00 99.997 24,999,125.00
PUR 6/09/10 05722MFG BAKER HUGHES INC DISC C P .2100 .210
52200 6/09/10 289056 BARCLAYS CAPITAL INC 6/16/10 50,000,000.00 99.996 49,997,958.35
PUR 6/17/10 05722MG7 BAKER HUGHES INC DISC C P .1900 .190
52308 6/17/10 289088 MESIROW FINANCIAL, INC 7/07/10 24,500,000.00 99.989 24,497,413.89
PUR 6/01/10 06366FM9 BANK OF MONTREAL YANKEE C D .2800 .280
52126 6/01/10 289021 BMO/HARRIS TRUST & SAVINGS 7/01/10 79,000,000.00 100.00 79,000,000.00
PUR 6/17/10 06366FR9 BANK OF MONTREAL YANKEE C D .2800 .280
52304 6/17/10 289088 BMO/HARRIS TRUST & SAVINGS 7/19/10 30,000,000.00 100.00 30,000,000.00
PUR 6/03/10 06417DEH BANK OF NOVA SCOTIA CERT DE .2000 .200
52155 6/03/10 289036 BANK OF NOVA SCOTIA 6/24/10 25,000,000.00 100.00 25,000,000.00
PUR 6/10/10 06417DFB BANK OF NOVA SCOTIA CERT DE .2000 .200
52227 6/10/10 289061 BANK OF NOVA SCOTIA 6/24/10 50,000,000.00 100.00 50,000,000.00
PUR 6/24/10 06417DGE BANK OF NOVA SCOTIA CERT DE .1400 .140
52423 6/24/10 289115 BANK OF NOVA SCOTIA 7/01/10 70,000,000.00 100.00 70,000,000.00
PUR 6/24/10 06417DGE BANK OF NOVA SCOTIA CERT DE .1400 .140
52424 6/24/10 289115 BANK OF NOVA SCOTIA 7/01/10 40,000,000.00 100.00 40,000,000.00
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 6/01/10 THROUGH 6/30/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 36
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/29/10 06417DGP BANK OF NOVA SCOTIA CERT DE .1400 .140
52452 6/29/10 289131 BANK OF NOVA SCOTIA 7/06/10 90,000,000.00 100.00 90,000,000.00
PUR 6/03/10 13508UK4 GOVERNMENT OF CANADA DISC C .2000 .200
52164 6/03/10 289036 RBC CAPITAL (DOMESTIC) 10/04/10 50,000,000.00 99.932 49,965,833.33
PUR 6/10/10 13606XZE CANADIAN IMPERIAL BK OF COM .3400 .340
52222 6/10/10 289061 BANK OF AMERICA SECURITIES 8/10/10 104,000,000.00 100.00 104,000,000.00
PUR 6/17/10 13607FFJ CIBC HOLDING DISC C P .1200 .120
52307 6/17/10 289088 CANADIAN IMPERIAL BANK 6/18/10 50,000,000.00 100.00 49,999,833.33
PUR 6/03/10 16677FAA CHEVRON FUNDING CORP IBN .1800 .180
52156 6/03/10 289036 CHEVRON USA INC 6/24/10 50,000,000.00 100.00 50,000,000.00
PUR 6/03/10 16677FAB CHEVRON FUNDING CORP IBN .1800 .180
52157 6/03/10 289036 CHEVRON USA INC 6/25/10 50,000,000.00 100.00 50,000,000.00
PUR 6/14/10 16677FAR CHEVRON FUNDING CORP IBN .1600 .160
52256 6/14/10 289071 CHEVRON USA INC 7/01/10 20,000,000.00 100.00 20,000,000.00
PUR 6/17/10 16677FAS CHEVRON FUNDING CORP IBN .1200 .120
52301 6/17/10 289088 CHEVRON USA INC 6/18/10 25,000,000.00 100.00 25,000,000.00
PUR 6/17/10 16677FAT CHEVRON FUNDING CORP IBN .1400 .140
52302 6/17/10 289088 CHEVRON USA INC 7/01/10 25,000,000.00 100.00 25,000,000.00
PUR 6/23/10 16677FAX CHEVRON FUNDING CORP IBN .1400 .140
52403 6/23/10 289110 CHEVRON USA INC 7/14/10 15,000,000.00 100.00 15,000,000.00
PUR 6/25/10 16677FBN CHEVRON FUNDING CORP IBN .1100 .110
52426 6/25/10 289122 CHEVRON USA INC 7/01/10 50,000,000.00 100.00 50,000,000.00
PUR 6/28/10 16677FBQ CHEVRON FUNDING CORP IBN .0900 .090
52435 6/28/10 289126 CHEVRON USA INC 7/01/10 40,000,000.00 100.00 40,000,000.00
PUR 6/30/10 1667X1G6 CHEVRON FDG DISC CP .0750 .075
52483 6/30/10 289136 TRADITION AISEL SECURITIES 7/06/10 25,000,000.00 99.999 24,999,687.50
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
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DURING THE PERIOD 6/01/10 THROUGH 6/30/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 37
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/30/10 1667X1GC CHEVRON FDG DISC CP .0750 .075
52482 6/30/10 289136 TRADITION AISEL SECURITIES 7/12/10 15,000,000.00 99.998 14,999,625.00
PUR 6/17/10 19416FFW COLGATE PALMOLIVE CO DISC C .1600 .160
52324 6/17/10 289088 WILLIAMS CAPITAL GROUP 6/30/10 33,350,000.00 99.994 33,348,073.11
PUR 6/02/10 2082M3F3 CONOCO PHILLIPS DISC C P .2100 .210
52142 6/02/10 289031 JP MORGAN 6/03/10 5,172,000.00 99.999 5,171,969.83
PUR 6/01/10 2082M3F8 CONOCO PHILLIPS DISC C P .2100 .210
52124 6/01/10 289021 JP MORGAN 6/08/10 11,000,000.00 99.996 10,999,550.84
PUR 6/17/10 2082M3FJ CONOCO PHILLIPS DISC C P .1800 .180
52329 6/17/10 289088 JP MORGAN 6/18/10 37,000,000.00 100.00 36,999,815.00
PUR 6/07/10 2546R3FM WALT DISNEY CO DISC C P .1900 .190
52186 6/07/10 289046 DEUTSCHE BANK SECURITIES IN 6/21/10 20,000,000.00 99.993 19,998,522.22
PUR 6/03/10 2635J5FM DUPONT E.I.DENEMOURS CO DIS .1800 .180
52162 6/03/10 289036 CREDIT SUISSE SEC (USA) LLC 6/21/10 30,000,000.00 99.991 29,997,300.00
PUR 6/04/10 2635J5FP DUPONT E.I.DENEMOURS CO DIS .1800 .180
52184 6/04/10 289041 CREDIT SUISSE SEC (USA) LLC 6/23/10 20,781,000.00 99.991 20,779,025.81
PUR 6/09/10 2635J5FQ DUPONT E.I.DENEMOURS CO DIS .1800 .180
52201 6/09/10 289056 CREDIT SUISSE SEC (USA) LLC 6/24/10 75,000,000.00 99.993 74,994,375.00
PUR 6/14/10 2635J5FU DUPONT E.I.DENEMOURS CO DIS .1800 .180
52260 6/14/10 289071 CREDIT SUISSE SEC (USA) LLC 6/28/10 13,086,000.00 99.993 13,085,083.98
PUR 6/21/10 2635J5FV DUPONT E.I.DENEMOURS CO DIS .1800 .180
52359 6/21/10 289098 CREDIT SUISSE SEC (USA) LLC 6/29/10 41,133,000.00 99.996 41,131,354.68
PUR 6/03/10 29101BFR EMERSON ELECTRIC CO DISC C .2000 .200
52165 6/03/10 289036 JP MORGAN 6/25/10 50,000,000.00 99.988 49,993,888.90
PUR 6/18/10 29101BFW EMERSON ELECTRIC CO DISC C .1700 .170
52340 6/18/10 289093 BGC FINANCIAL 6/30/10 21,000,000.00 99.994 20,998,810.00
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
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DURING THE PERIOD 6/01/10 THROUGH 6/30/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 38
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/03/10 29101BG8 EMERSON ELECTRIC CO DISC C .2100 .210
52161 6/03/10 289036 JP MORGAN 7/08/10 25,000,000.00 99.980 24,994,895.83
PUR 6/03/10 29101BG8 EMERSON ELECTRIC CO DISC C .2100 .210
52168 6/03/10 289036 JP MORGAN 7/08/10 8,126,000.00 99.980 8,124,340.94
PUR 6/17/10 313385F8 FED HOME LOAN BK CONS DISC .1500 .150
52325 6/17/10 289088 GOLDMAN SACHS & COMPANY 9/15/10 100,000,000.00 99.963 99,962,500.00
PUR 6/17/10 313385F8 FED HOME LOAN BK CONS DISC .1530 .153
52323 6/17/10 289088 HSBC (DOMESTIC) 9/15/10 42,652,000.00 99.962 42,635,685.61
PUR 6/10/10 313385XY FED HOME LOAN BK CONS DISC .1000 .100
52232 6/10/10 289061 GOLDMAN SACHS & COMPANY 6/11/10 4,211,000.00 100.00 4,210,988.30
PUR 6/10/10 313385YN FED HOME LOAN BK CONS DISC .1300 .130
52225 6/10/10 289061 JEFFERIES & COMPANY 6/25/10 46,800,000.00 99.995 46,797,464.98
PUR 6/09/10 313589YJ FEDERAL NATL MTG ASSN DISC .1400 .140
52213 6/09/10 289056 CREDIT SUISSE SEC (USA) LLC 6/21/10 17,802,000.00 99.995 17,801,169.23
PUR 6/10/10 313589YL FEDERAL NATL MTG ASSN DISC .1300 .130
52226 6/10/10 289061 BANK OF AMERICA SECURITIES 6/23/10 71,500,000.00 99.995 71,496,643.50
PUR 6/10/10 313589YL FEDERAL NATL MTG ASSN DISC .1300 .130
52230 6/10/10 289061 HSBC (DOMESTIC) 6/23/10 82,200,000.00 99.995 82,196,141.20
PUR 6/10/10 313589YL FEDERAL NATL MTG ASSN DISC .1300 .130
52231 6/10/10 289061 HSBC (DOMESTIC) 6/23/10 35,000,000.00 99.995 34,998,356.96
PUR 6/01/10 3696E23N GENERAL ELECTRIC CO IBN .2500 .250
52125 6/01/10 289021 GENERAL ELECTRIC COMPANY 6/22/10 30,000,000.00 100.00 30,000,000.00
PUR 6/01/10 3696E23P GENERAL ELECTRIC CO IBN .2500 .250
52127 6/01/10 289021 GENERAL ELECTRIC COMPANY 6/23/10 14,203,000.00 100.00 14,203,000.00
PUR 6/03/10 3696E23W GENERAL ELECTRIC CO IBN .2500 .250
52167 6/03/10 289036 GENERAL ELECTRIC COMPANY 6/23/10 25,000,000.00 100.00 25,000,000.00
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 6/01/10 THROUGH 6/30/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 39
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/04/10 3696E23Y GENERAL ELECTRIC CO IBN .2400 .240
52183 6/04/10 289041 GENERAL ELECTRIC COMPANY 6/23/10 30,000,000.00 100.00 30,000,000.00
PUR 6/08/10 3696E24A GENERAL ELECTRIC CO IBN .1600 .160
52192 6/08/10 289051 GENERAL ELECTRIC COMPANY 6/11/10 100,000,000.00 100.00 100,000,000.00
PUR 6/14/10 3696E24G GENERAL ELECTRIC CO IBN .1700 .170
52257 6/14/10 289071 GENERAL ELECTRIC COMPANY 6/23/10 50,000,000.00 100.00 50,000,000.00
PUR 6/16/10 3696E24M GENERAL ELECTRIC CO IBN .1500 .150
52283 6/16/10 289082 GENERAL ELECTRIC COMPANY 6/18/10 50,000,000.00 100.00 50,000,000.00
PUR 6/30/10 3696E24W GENERAL ELECTRIC CO I B NTS .1400 .140
52473 6/30/10 289136 GENERAL ELECTRIC COMPANY 7/30/10 100,000,000.00 100.00 100,000,000.00
PUR 6/30/10 3696E24Y GENERAL ELECTRIC CO I B NTS .0800 .080
52475 6/30/10 289136 GENERAL ELECTRIC COMPANY 7/16/10 100,000,000.00 100.00 100,000,000.00
PUR 6/17/10 4662J1FJ J.P. MORGAN CHASE CO DISC C .0600 .060
52322 6/17/10 289088 JP MORGAN CHASE 6/18/10 50,000,000.00 100.00 49,999,916.65
PUR 6/09/10 47816GFA JOHNSON & JOHNSON DISC C P .1600 .160
52212 6/09/10 289056 CITIGROUP GBL MKT(FMLY SALO 6/10/10 3,700,000.00 100.00 3,699,983.56
PUR 6/21/10 47816GH5 JOHNSON & JOHNSON DISC C P .1700 .170
52357 6/21/10 289098 DEUTSCHE BANK SECURITIES IN 8/05/10 58,272,000.00 99.979 58,259,617.20
PUR 6/17/10 58934BGM MERCK CO DISC C P .1800 .180
52321 6/17/10 289088 MESIROW FINANCIAL, INC 7/21/10 15,700,000.00 99.983 15,697,331.00
PUR 6/14/10 59515DG6 MICROSOFT CORP DISC C P .1400 .140
52250 6/14/10 289071 CREDIT SUISSE SEC (USA) LLC 7/06/10 11,608,000.00 99.991 11,607,006.87
PUR 6/16/10 63253LHA NAT'L AUSTRALIA FDG (DE) IN .1700 .170
52284 6/16/10 289082 NATL AUSTRALIA FUNDING DELA 6/17/10 25,000,000.00 100.00 25,000,000.00
PUR 6/16/10 63253LHA NAT'L AUSTRALIA FDG (DE) IN .1700 .170
52287 6/16/10 289082 NATL AUSTRALIA FUNDING DELA 6/17/10 19,091,000.00 100.00 19,091,000.00
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
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DURING THE PERIOD 6/01/10 THROUGH 6/30/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 40
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/17/10 63253LHB NAT'L AUSTRALIA FDG (DE) IN .1600 .160
52303 6/17/10 289088 NATIONAL AUSTRALIA CAPITAL 6/18/10 90,000,000.00 100.00 90,000,000.00
PUR 6/18/10 63253LHC NAT'L AUSTRALIA FDG (DE) IN .1600 .160
52339 6/18/10 289093 NATL AUSTRALIA FUNDING DELA 6/21/10 18,000,000.00 100.00 18,000,000.00
PUR 6/18/10 63253LHC NAT'L AUSTRALIA FDG (DE) IN .1600 .160
52346 6/18/10 289093 NATL AUSTRALIA FUNDING DELA 6/21/10 15,000,000.00 100.00 15,000,000.00
PUR 6/18/10 63253LHC NAT'L AUSTRALIA FDG (DE) IN .1600 .160
52349 6/18/10 289093 NATL AUSTRALIA FUNDING DELA 6/21/10 8,000,000.00 100.00 8,000,000.00
PUR 6/18/10 63253LHD NAT'L AUSTRALIA FDG (DE) IN .2300 .230
52348 6/18/10 289093 NATL AUSTRALIA FUNDING DELA 7/19/10 32,000,000.00 100.00 32,000,000.00
PUR 6/18/10 63253LHE NATIONAL AUSTRALIA FD DE IN .1400 .140
52350 6/18/10 289093 NATIONAL AUSTRALIA CAPITAL 6/21/10 9,080,000.00 100.00 9,080,000.00
PUR 6/22/10 63253LHF NAT'L AUSTRALIA FDG (DE) IN .2300 .230
52377 6/22/10 289103 NATIONAL AUSTRALIA CAPITAL 7/22/10 50,000,000.00 100.00 50,000,000.00
PUR 6/22/10 63253LHG NAT'L AUSTRALIA FDG (DE) IN .2300 .230
52378 6/22/10 289103 NATIONAL AUSTRALIA CAPITAL 7/23/10 40,000,000.00 100.00 40,000,000.00
PUR 6/22/10 63253LHH NAT'L AUSTRALIA FDG (DE) IN .1400 .140
52396 6/22/10 289103 NATIONAL AUSTRALIA CAPITAL 6/23/10 10,096,000.00 100.00 10,096,000.00
PUR 6/23/10 63253LHJ NAT'L AUSTRALIA FDG (DE) IN .1400 .140
52410 6/23/10 289110 NATIONAL AUSTRALIA CAPITAL 6/24/10 20,660,000.00 100.00 20,660,000.00
PUR 6/24/10 63253LHK NAT'L AUSTRALIA FDG (DE) IN .1100 .110
52425 6/24/10 289115 NATIONAL AUSTRALIA CAPITAL 6/25/10 65,000,000.00 100.00 65,000,000.00
PUR 6/25/10 63253LHL NAT'L AUSTRALIA FDG (DE) IN .1300 .130
52427 6/25/10 289122 NATIONAL AUSTRALIA CAPITAL 6/28/10 58,000,000.00 100.00 58,000,000.00
PUR 6/28/10 63253LHM NAT'L AUSTRALIA FDG (DE) IN .1600 .160
52434 6/28/10 289126 NATIONAL AUSTRALIA CAPITAL 6/29/10 85,000,000.00 100.00 85,000,000.00
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
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DURING THE PERIOD 6/01/10 THROUGH 6/30/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 41
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/28/10 63253LHM NAT'L AUSTRALIA FDG (DE) IN .1600 .160
52437 6/28/10 289126 NATIONAL AUSTRALIA CAPITAL 6/29/10 20,000,000.00 100.00 20,000,000.00
PUR 6/28/10 63253LHN NAT'L AUSTRALIA FDG (DE) IN .1300 .130
52438 6/28/10 289126 NATIONAL AUSTRALIA CAPITAL 6/29/10 9,662,000.00 100.00 9,662,000.00
PUR 6/29/10 63253LHP NAT'L AUSTRALIA FDG (DE) IN .1500 .150
52450 6/29/10 289131 NATIONAL AUSTRALIA CAPITAL 6/30/10 188,000,000.00 100.00 188,000,000.00
PUR 6/09/10 74271UFM PROCTER & GAMBLE DISC C P .1900 .190
52202 6/09/10 289056 JP MORGAN 6/21/10 75,000,000.00 99.994 74,995,250.03
PUR 6/02/10 89112YDX TORONTO DOMINION BK YANKEE .2500 .250
52140 6/02/10 289031 TD SECURITIES 7/02/10 35,000,000.00 100.00 35,000,000.00
PUR 6/03/10 89112YEE TORONTO DOMINION BK YANKEE .2000 .200
52160 6/03/10 289036 TD SECURITIES 6/24/10 155,000,000.00 100.00 155,000,000.00
PUR 6/10/10 9113A3FQ UNITED PARCEL SERVICE INC D .1300 .130
52221 6/10/10 289061 BANK OF AMERICA SECURITIES 6/24/10 50,000,000.00 99.995 49,997,472.20
PUR 6/21/10 9113A3G2 UNITED PARCEL SERVICE INC D .1000 .100
52358 6/21/10 289098 BANK OF AMERICA SECURITIES 7/02/10 48,500,000.00 99.997 48,498,518.03
PUR 6/17/10 9113A3GK UNITED PARCEL SERVICE INC D .1200 .120
52311 6/17/10 289088 JP MORGAN 7/19/10 50,000,000.00 99.989 49,994,666.65
PUR 6/21/10 912795U9 U.S. TREASURY BILLS .1045 .105
52356 6/21/10 289098 JP MORGAN 9/23/10 50,000,000.00 99.973 49,986,356.95
PUR 6/21/10 912795U9 U.S. TREASURY BILLS .1145 .115
52365 6/21/10 289098 JP MORGAN 9/23/10 12,030,000.00 99.970 12,026,403.36
PUR 6/17/10 912795UJ U.S. TREASURY BILLS .1450 .145
52330 6/17/10 289088 BARCLAYS CAPITAL INC 11/18/10 116,798,000.00 99.938 116,725,552.79
PUR 6/17/10 912795UJ U.S. TREASURY BILLS .1445 .145
52326 6/17/10 289088 HSBC (DOMESTIC) 11/18/10 200,000,000.00 99.938 199,876,372.24
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 6/01/10 THROUGH 6/30/10
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 6/21/10 912795UJ U.S. TREASURY BILLS .1520 .152
52361 6/21/10 289098 HSBC (DOMESTIC) 11/18/10 152,500,000.00 99.937 152,403,416.66
PUR 6/23/10 912795UJ U.S. TREASURY BILLS .1550 .155
52406 6/23/10 289110 BARCLAYS CAPITAL INC 11/18/10 65,000,000.00 99.936 64,958,580.56
PUR 6/17/10 912795UK U.S. TREASURY BILLS .1570 .157
52327 6/17/10 289088 HSBC (DOMESTIC) 12/16/10 200,000,000.00 99.921 199,841,255.56
PUR 6/22/10 912795UK U.S. TREASURY BILLS .1705 .171
52395 6/22/10 289103 BARCLAYS CAPITAL INC 12/16/10 60,000,000.00 99.916 59,949,702.50
PUR 6/23/10 912795UK U.S. TREASURY BILLS .1770 .177
52409 6/23/10 289110 HSBC (DOMESTIC) 12/16/10 60,000,000.00 99.913 59,948,080.00
PUR 6/02/10 912795UV U.S. TREASURY BILLS .1450 .145
52134 6/02/10 289031 BARCLAYS CAPITAL INC 6/24/10 135,000,000.00 99.991 134,988,037.49
PUR 6/07/10 912795UV U.S. TREASURY BILLS .1000 .100
52187 6/07/10 289046 BANK OF AMERICA SECURITIES 6/24/10 54,520,000.00 99.995 54,517,425.45
PUR 6/07/10 912795UV U.S. TREASURY BILLS .1100 .110
52185 6/07/10 289046 BARCLAYS CAPITAL INC 6/24/10 150,000,000.00 99.995 149,992,208.34
PUR 6/10/10 912795UV U.S. TREASURY BILLS .0775 .078
52220 6/10/10 289061 UBS WARBURG LLC 6/24/10 250,000,000.00 99.997 249,992,465.30
PUR 6/30/10 912795UY U.S. TREASURY BILLS .0845 .085
52489 6/30/10 289136 BARCLAYS CAPITAL INC 7/15/10 4,162,000.00 99.996 4,161,853.46
PUR 6/29/10 912795V6 U.S. TREASURY BILLS .1370 .137
52455 6/29/10 289131 NOMURA SECURITIES INT'L (DO 8/19/10 5,607,000.00 99.981 5,605,911.77
PUR 6/03/10 912795V7 U.S. TREASURY BILLS .1300 .130
52159 6/03/10 289036 GOLDMAN SACHS & COMPANY 9/02/10 60,000,000.00 99.967 59,980,283.33
PUR 6/21/10 912795VB U.S. TREASURY BILLS .1145 .115
52364 6/21/10 289098 JP MORGAN 9/16/10 65,000,000.00 99.972 64,982,013.96
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 6/01/10 THROUGH 6/30/10
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 6/21/10 912795VB U.S. TREASURY BILLS .1045 .105
52362 6/21/10 289098 RBC CAPITAL (DOMESTIC) 9/16/10 250,000,000.00 99.975 249,936,864.60
PUR 6/25/10 912795VB U.S. TREASURY BILLS .1205 .121
52428 6/25/10 289122 NOMURA SECURITIES INT'L (DO 9/16/10 23,330,000.00 99.972 23,323,518.47
PUR 6/03/10 912795W5 U.S. TREASURY BILLS .1795 .180
52158 6/03/10 289036 JP MORGAN 11/04/10 165,000,000.00 99.923 164,873,302.93
PUR 6/17/10 912795W5 U.S. TREASURY BILLS .1275 .128
52320 6/17/10 289088 JP MORGAN 11/04/10 100,000,000.00 99.950 99,950,416.68
PUR 6/14/10 912795W7 U.S. TREASURY BILLS .1195 .120
52258 6/14/10 289071 JP MORGAN 11/12/10 55,000,000.00 99.950 54,972,432.01
PUR 6/21/10 912795W9 U.S. TREASURY BILLS .1620 .162
52360 6/21/10 289098 HSBC (DOMESTIC) 12/02/10 150,000,000.00 99.926 149,889,300.00
PUR 6/22/10 912795W9 U.S. TREASURY BILLS .1650 .165
52380 6/22/10 289103 BARCLAYS CAPITAL INC 12/02/10 110,000,000.00 99.925 109,917,820.85
PUR 6/23/10 912795W9 U.S. TREASURY BILLS .1655 .166
52407 6/23/10 289110 JP MORGAN 12/02/10 200,000,000.00 99.926 199,851,050.00
PUR 6/23/10 912795X3 U.S. TREASURY BILLS .1705 .171
52408 6/23/10 289110 NOMURA SECURITIES INT'L INC 12/09/10 200,000,000.00 99.920 199,839,919.44
PUR 6/29/10 912795X4 U.S. TREASURY BILLS .1945 .195
52454 6/29/10 289131 NOMURA SECURITIES INT'L (DO 12/23/10 60,000,000.00 99.904 59,942,622.50
PUR 6/30/10 912795X4 U.S. TREASURY BILLS .2000 .200
52488 6/30/10 289136 BARCLAYS CAPITAL INC 12/23/10 25,000,000.00 99.902 24,975,555.56
PUR 6/30/10 912795X4 U.S. TREASURY BILLS .2045 .205
52484 6/30/10 289136 JP MORGAN 12/23/10 125,000,000.00 99.900 124,875,027.78
PUR 6/30/10 912795X4 U.S. TREASURY BILLS .1995 .200
52487 6/30/10 289136 NOMURA SECURITIES INT'L (DO 12/23/10 12,721,000.00 99.902 12,708,592.79
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
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 6/17/10 912828JJ UNITED STATES TREAS NTS 2.3750 .110
52331 6/17/10 289088 JP MORGAN 8/31/10 31,803,000.00 100.46 31,949,698.49
PUR 6/10/10 912828JL UNITED STATES TREAS NTS 2.0000 .134
52224 6/10/10 289061 BARCLAYS CAPITAL INC 9/30/10 50,000,000.00 100.57 50,285,323.75
PUR 6/10/10 912828JS UNITED STATES TREAS NTS 1.2500 .199
52229 6/10/10 289061 BARCLAYS CAPITAL INC 11/30/10 50,000,000.00 100.49 50,248,214.38
PUR 6/10/10 912828JY UNITED STATES TREAS NTS .8750 .276
52228 6/10/10 289061 CITIGROUP GBL MKT(FMLY SALO 1/31/11 50,000,000.00 100.38 50,191,573.75
PUR 6/11/10 91302DFE UNITED TECHNOLOGIES CORP DI .2200 .220
52242 6/11/10 289066 BANK OF AMERICA SECURITIES 6/14/10 1,921,000.00 99.998 1,920,964.78
PUR 6/10/10 91302DFQ UNITED TECHNOLOGIES CORP DI .1800 .180
52219 6/10/10 289061 BANK OF AMERICA SECURITIES 6/24/10 120,000,000.00 99.993 119,991,600.00
PUR 6/08/10 91302DFV UNITED TECHNOLOGIES CORP DI .1900 .190
52195 6/08/10 289051 BANK OF AMERICA SECURITIES 6/29/10 40,000,000.00 99.989 39,995,566.68
PUR 6/03/10 93114FFE WALMART STORES INC DISC C P .1800 .180
52163 6/03/10 289036 CREDIT SUISSE SEC (USA) LLC 6/14/10 125,000,000.00 99.995 124,993,125.00
PUR 6/08/10 93114FFN WALMART STORES INC DISC C P .1800 .180
52196 6/08/10 289051 BARCLAYS CAPITAL INC 6/22/10 10,322,000.00 99.993 10,321,277.46
PUR 6/10/10 93114FFN WALMART STORES INC DISC C P .1800 .180
52223 6/10/10 289061 CREDIT SUISSE SEC (USA) LLC 6/22/10 24,678,000.00 99.994 24,676,519.32
PUR 6/09/10 93114FFP WALMART STORES INC DISC C P .1800 .180
52211 6/09/10 289056 BARCLAYS CAPITAL INC 6/23/10 20,000,000.00 99.993 19,998,600.00
PUR 6/09/10 93114FFQ WALMART STORES INC DISC C P .1800 .180
52208 6/09/10 289056 CREDIT SUISSE SEC (USA) LLC 6/24/10 60,000,000.00 99.993 59,995,500.00
PUR 6/14/10 93114FFW WALMART STORES INC DISC C P .1800 .180
52251 6/14/10 289071 BGC FINANCIAL 6/30/10 100,000,000.00 99.992 99,992,000.00
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 6/01/10 THROUGH 6/30/10
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/22/10 93114FG2 WALMART STORES INC DISC C P .1500 .150
52379 6/22/10 289103 MESIROW FINANCIAL, INC 7/02/10 60,000,000.00 99.996 59,997,500.00
PUR 6/23/10 93114FGC WALMART STORES INC DISC C P .1700 .170
52404 6/23/10 289110 BARCLAYS CAPITAL INC 7/12/10 20,000,000.00 99.991 19,998,205.56
PUR 6/30/10 93114FGK WALMART STORES INC DISC C P .0900 .090
52470 6/30/10 289136 BARCLAYS CAPITAL INC 7/19/10 100,000,000.00 99.995 99,995,250.00
PUR 6/30/10 93114FGL WALMART STORES INC DISC C P .0900 .090
52471 6/30/10 289136 CREDIT SUISSE SEC (USA) LLC 7/20/10 60,000,000.00 99.995 59,997,000.00
PUR 6/29/10 9497F1FW WELLS FARGO & CO DISC CP .1000 .100
52451 6/29/10 289131 WELLS FARGO 6/30/10 12,000,000.00 100.00 11,999,966.67
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 7869669000.00 7868631254.83
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 7869669000.00 7868631254.83
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 6/15/10 912795U6 U.S. TREASURY BILLS .4405 .442
47797 6/15/10 289076 JP MORGAN 7/01/10 16,327,000.00 99.999 16,326,851.24 3,047.70
SALE 6/11/10 912795UU U.S. TREASURY BILLS .3955 .397
48226 6/11/10 289066 BANK OF AMERICA SECURITIES 6/17/10 79,280,000.00 99.999 79,279,293.08 4,518.95
SALE 6/17/10 912795UZ U.S. TREASURY BILLS .1450 .145
51589 6/17/10 289088 GOLDMAN SACHS & COMPANY 7/22/10 60,000,000.00 99.996 59,997,608.33 6,066.66
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 155,607,000.00 155,603,752.65 13,633.31
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 155,607,000.00 155,603,752.65 13,633.31
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 6/01/10 THROUGH 6/30/10
COMMON PENSION FD A (5140) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 6/15/10 52517PC4 LEHMAN BROTHERS HOLDINGS 981.00
52273 6/16/10 289082 TRANSFERRED TO 12/31/10 50,000,000.00 14.750 7,375,010.00
PUR 6/15/10 52517PW5 LEHMAN BROTHERS HOLDINGS 981.00
52274 6/16/10 289082 TRANSFERRED TO 12/31/10 50,000,000.00 14.750 7,375,010.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 100,000,000.00 14,750,020.00
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 6/18/10 01642T10 ALKERMES INC
52354 6/23/10 423910 INSTINET (PORTAL) 124,512.00 12.486 871.58 1,555,503.51
PUR 6/22/10 01642T10 ALKERMES INC
52354 6/25/10 423920 INSTINET (PORTAL) 40,488.00 12.474 283.42 505,330.73
PUR 6/18/10 03234610 AMYLIN PHARMACEUTICALS INC
23557 6/23/10 423910 INSTINET (PORTAL) 210,000.00 19.167 1,470.00 4,026,603.00
PUR 6/09/10 03251110 ANADARKO PETROLEUM CORP
9798 6/14/10 423879 MERRILL LYNCH (RESEARCH) 100,000.00 40.399 4,000.00 4,043,860.00
PUR 6/22/10 05874B10 BALLY TECHNOLOGIES INC
42543 6/25/10 423920 BLAYLOCK ROBERT VAN LLC 25,000.00 36.380 250.00 909,750.00
PUR 6/15/10 08651610 BEST BUY
51273 6/18/10 423897 BMO CAPITAL MARKETS/EXECUTI 10,000.00 38.607 100.00 386,170.00
PUR 6/15/10 08651610 BEST BUY
51273 6/18/10 423897 WILLIAMS CAPITAL GROUP 10,000.00 38.520 100.00 385,300.00
PUR 6/15/10 12503M10 CBOE HOLDINGS
52267 6/18/10 423896 BARCLAYS CAPITAL (DOMESTIC) 375.00 29.000 10,875.00
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 6/01/10 THROUGH 6/30/10
COMMON PENSION FD A (5140) -Cont. PAGE: 47
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/15/10 12503M10 CBOE HOLDINGS
52267 6/18/10 423896 BMO CAPITAL MARKETS 150.00 29.000 4,350.00
PUR 6/15/10 12503M10 CBOE HOLDINGS
52267 6/18/10 423896 CABRERA 16.00 29.000 464.00
PUR 6/15/10 12503M10 CBOE HOLDINGS
52267 6/18/10 423896 CITADEL SECURITIES 250.00 29.000 7,250.00
PUR 6/15/10 12503M10 CBOE HOLDINGS
52267 6/18/10 423896 CITIGROUP/CITIBANK DOMESTIC 250.00 29.000 7,250.00
PUR 6/15/10 12503M10 CBOE HOLDINGS
52267 6/18/10 423896 CREDIT SUISSE SEC (USA) LLC 150.00 29.000 4,350.00
PUR 6/15/10 12503M10 CBOE HOLDINGS
52267 6/18/10 423896 GOLDMAN SACHS & COMPANY 1,750.00 29.000 50,750.00
PUR 6/15/10 12503M10 CBOE HOLDINGS
52267 6/18/10 423896 JP MORGAN 375.00 29.000 10,875.00
PUR 6/15/10 12503M10 CBOE HOLDINGS
52267 6/18/10 423896 KEEFE BRUYETTE & WOODS INC. 50.00 29.000 1,450.00
PUR 6/15/10 12503M10 CBOE HOLDINGS
52267 6/18/10 423896 LOOP CAPITAL 17.00 29.000 493.00
PUR 6/15/10 12503M10 CBOE HOLDINGS
52267 6/18/10 423896 MACQUARIE CAPITAL USA INC-J 50.00 29.000 1,450.00
PUR 6/15/10 12503M10 CBOE HOLDINGS
52267 6/18/10 423896 MERRILL LYNCH (RESEARCH) 725.00 29.000 21,025.00
PUR 6/15/10 12503M10 CBOE HOLDINGS
52267 6/18/10 423896 MORGAN STANLEY 150.00 29.000 4,350.00
PUR 6/15/10 12503M10 CBOE HOLDINGS
52267 6/18/10 423896 OPPENHEIMER & CO., INC 125.00 29.000 3,625.00
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 6/01/10 THROUGH 6/30/10
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 6/15/10 12503M10 CBOE HOLDINGS
52267 6/18/10 423896 RAYMOND JAMES & ASSOCIATES, 125.00 29.000 3,625.00
PUR 6/15/10 12503M10 CBOE HOLDINGS
52267 6/18/10 423896 ROSENBLATT SECURITIES 17.00 29.000 493.00
PUR 6/15/10 12503M10 CBOE HOLDINGS
52267 6/18/10 423896 SANDLER O'NEILL & PARTNERS 50.00 29.000 1,450.00
PUR 6/15/10 12503M10 CBOE HOLDINGS
52267 6/18/10 423896 UBS WARBURG LLC 375.00 29.000 10,875.00
PUR 5/26/10 13313110 CAMDEN PROPERTY TRUST
52084 6/01/10 423847 WILLIAMS CAPITAL GROUP 23,000.00 45.534 230.00 1,047,500.50
PUR 5/27/10 14965A10 CAVIUM NETWORKS INC.
37143 6/02/10 423850 MERRIMAN/OTC 50,000.00 26.981 500.00 1,349,530.00
PUR 6/04/10 14965A10 CAVIUM NETWORKS INC.
37143 6/09/10 423872 INSTINET (PORTAL) 50,000.00 26.984 350.00 1,349,530.00
PUR 6/22/10 16113310 CHARMING SHOPPES
45492 6/25/10 423920 LABRANCHE/0TC 10,000.00 4.000 100.00 40,100.00
PUR 5/26/10 16208T10 CHATHAM LOOSING TRUST
51551 6/01/10 423847 INSTINET/SOFT-FACTSET 12,500.00 17.989 625.00 225,486.25
PUR 5/26/10 16208T10 CHATHAM LOOSING TRUST
51551 6/01/10 423847 ITG (CHANNEL) 12,500.00 18.016 125.00 225,325.00
PUR 6/16/10 16524010 CHESAPEAKE LODGING TRUST
50989 6/21/10 423901 LIQUIDNET 33,000.00 17.435 660.00 576,015.00
PUR 5/27/10 17275R10 CISCO SYSTEMS INC
14693 6/02/10 423850 MERRIMAN/OTC 50,000.00 23.488 500.00 1,174,895.00
PUR 6/04/10 17275R10 CISCO SYSTEMS INC
14693 6/09/10 423872 INSTINET (PORTAL) 75,000.00 23.283 525.00 1,746,780.00
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 6/01/10 THROUGH 6/30/10
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 6/21/10 18538Q10 CLEARWIRE CORP. CL A
43951 6/22/10 423858 TENDERED 242,816.00 7.330 1,779,841.28
PUR 6/17/10 20825C10 CONOCOPHILLIPS
23444 6/22/10 423905 STURDIVANT/EXECUTION 50,000.00 54.506 500.00 2,725,790.00
PUR 6/02/10 25386810 DIGITAL REALTY TRUST INC.
37406 6/08/10 423867 CITIGROUP/CITIBANK DOMESTIC 7,125.00 57.000 406,125.00
PUR 6/02/10 25386810 DIGITAL REALTY TRUST INC.
37406 6/08/10 423867 CREDIT SUISSE SEC (USA) LLC 7,125.00 57.000 406,125.00
PUR 6/02/10 25386810 DIGITAL REALTY TRUST INC.
37406 6/08/10 423867 DEUTSCHE BANK AG (DOMESTIC) 1,625.00 57.000 92,625.00
PUR 6/02/10 25386810 DIGITAL REALTY TRUST INC.
37406 6/08/10 423867 JMP SECURITIES 500.00 57.000 28,500.00
PUR 6/02/10 25386810 DIGITAL REALTY TRUST INC.
37406 6/08/10 423867 JP MORGAN 500.00 57.000 28,500.00
PUR 6/02/10 25386810 DIGITAL REALTY TRUST INC.
37406 6/08/10 423867 MERRILL LYNCH (RESEARCH) 3,750.00 57.000 213,750.00
PUR 6/02/10 25386810 DIGITAL REALTY TRUST INC.
37406 6/08/10 423867 MORGAN STANLEY 2,125.00 57.000 121,125.00
PUR 6/02/10 25386810 DIGITAL REALTY TRUST INC.
37406 6/08/10 423867 RAYMOND JAMES & ASSOCIATES, 1,250.00 57.000 71,250.00
PUR 6/02/10 25386810 DIGITAL REALTY TRUST INC.
37406 6/08/10 423867 RBC CAPITAL (DOMESTIC) 500.00 57.000 28,500.00
PUR 6/02/10 25386810 DIGITAL REALTY TRUST INC.
37406 6/08/10 423867 RBS GREENWICH 500.00 57.000 28,500.00
PUR 5/26/10 25765110 DONALDSON CO
52071 6/01/10 423847 CAPIS/SOFT 77,000.00 43.177 3,850.00 3,328,486.70
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
COMMON PENSION FD A (5140) -Cont. PAGE: 50
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/02/10 30068C10 EXCEL TRUST
52146 6/07/10 423863 PACIFIC AMERICAN SECURITIES 200.00 12.450 2.00 2,492.00
PUR 6/03/10 30068C10 EXCEL TRUST
52146 6/08/10 423868 PACIFIC AMERICAN SECURITIES 54,800.00 12.450 548.00 682,797.04
PUR 6/04/10 30068C10 EXCEL TRUST
52146 6/09/10 423872 PACIFIC AMERICAN SECURITIES 45,000.00 12.401 450.00 558,504.00
PUR 6/17/10 31428X10 FEDEX CORP
52038 6/22/10 423905 BLAYLOCK ROBERT VAN LLC 80,000.00 77.999 800.00 6,240,696.00
PUR 6/18/10 31428X10 FEDEX CORP
52038 6/23/10 423910 STURDIVANT/EXECUTION 115,000.00 78.425 1,150.00 9,020,002.00
PUR 6/21/10 31428X10 FEDEX CORP
52038 6/24/10 423916 PRINCETON SECURITIES GROUP 78,000.00 79.790 780.00 6,224,384.40
PUR 6/23/10 31428X10 FEDEX CORP
52038 6/28/10 423926 MURIEL SEIBERT & CO 77,000.00 76.364 770.00 5,880,782.60
PUR 6/09/10 36237H10 G-III APPAREL GROUP LTD
48401 6/14/10 423879 MERRIMAN/OTC 7,200.00 25.500 72.00 183,669.84
PUR 6/22/10 37002110 GENERAL GROWTH PROPERTIES
38049 6/25/10 423920 WILLIAMS CAPITAL GROUP 10,000.00 14.452 100.00 144,624.00
PUR 6/04/10 42823610 HEWLETT-PACKARD CO
12113 6/09/10 423872 JACKSON SECS 50,000.00 46.470 500.00 2,323,985.00
PUR 6/17/10 43575830 HOLLY CORP.
32035 6/22/10 423905 BMO CAPITAL MARKETS/EXECUTI 25,000.00 27.273 250.00 682,080.00
PUR 6/21/10 43730610 HOME PROPERTIES INC
52372 6/24/10 423916 BMO CAPITAL MARKETS/EXECUTI 22,000.00 50.674 220.00 1,115,041.40
PUR 6/08/10 47836610 JOHNSON CONTROLS INC
25520 6/11/10 423877 MERRILL LYNCH (RESEARCH) 25,000.00 25.806 1,000.00 646,152.50
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
COMMON PENSION FD A (5140) -Cont. PAGE: 51
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/22/10 48007410 JONES APPAREL
50614 6/25/10 423920 WILLIAMS CAPITAL GROUP 55,000.00 18.546 550.00 1,020,596.50
PUR 6/25/10 48203R10 JUNIPER NETWORKS, INC.
27530 6/30/10 423935 LABRANCHE/0TC 25,000.00 23.791 250.00 595,027.50
PUR 6/10/10 49375T10 KID BRANDS INC
48662 6/15/10 423883 ROTH CAPITAL PARTNERS LLC 50,000.00 7.250 362,500.00
PUR 6/23/10 49375T10 KID BRANDS INC
48662 6/28/10 423926 WILLIAMS CAPITAL GROUP 10,000.00 7.618 100.00 76,279.00
PUR 6/23/10 53117210 LIBERTY PROP
52412 6/28/10 423926 STURDIVANT/EXECUTION 19,000.00 30.544 190.00 580,524.10
PUR 6/08/10 59501710 MICROCHIP TECHNOLOGY INC.
01561 6/11/10 423877 INSTINET (PORTAL) 50,000.00 26.662 350.00 1,333,425.00
PUR 6/02/10 61748W10 MORGANS HOTEL GROUP CO
51297 6/07/10 423863 MERRIMAN/OTC 25,000.00 7.000 250.00 175,250.00
PUR 6/17/10 61748W10 MORGANS HOTEL GROUP CO
51297 6/22/10 423905 INSTINET (PORTAL) 8,900.00 7.100 62.30 63,251.41
PUR 6/18/10 61748W10 MORGANS HOTEL GROUP CO
51297 6/23/10 423910 INSTINET (PORTAL) 1,100.00 7.093 7.70 7,809.89
PUR 6/23/10 61748W10 MORGANS HOTEL GROUP CO
51297 6/28/10 423926 LABRANCHE/0TC 4,200.00 6.550 42.00 27,552.00
PUR 6/24/10 61748W10 MORGANS HOTEL GROUP CO
51297 6/29/10 423932 LABRANCHE/0TC 15,800.00 6.550 158.00 103,648.00
PUR 6/17/10 62010710 MOTRICITY
52337 6/23/10 423909 DEUTSCHE BANK AG (DOMESTIC) 54,000.00 10.000 540,000.00
PUR 6/17/10 62010710 MOTRICITY
52337 6/23/10 423909 GOLDMAN SACHS & COMPANY 157,500.00 10.000 1,575,000.00
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 6/01/10 THROUGH 6/30/10
COMMON PENSION FD A (5140) -Cont. PAGE: 52
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/17/10 62010710 MOTRICITY
52337 6/23/10 423909 JP MORGAN 157,500.00 10.000 1,575,000.00
PUR 6/17/10 62010710 MOTRICITY
52337 6/23/10 423909 NEEDHAM & CO. 18,000.00 10.000 180,000.00
PUR 6/17/10 62010710 MOTRICITY
52337 6/23/10 423909 PACIFIC CREST SECURITIES 18,000.00 10.000 180,000.00
PUR 6/17/10 62010710 MOTRICITY
52337 6/23/10 423909 RBC CAPITAL (DOMESTIC) 27,000.00 10.000 270,000.00
PUR 6/17/10 62010710 MOTRICITY
52337 6/23/10 423909 ROBERT W. BAIRD & CO INC 18,000.00 10.000 180,000.00
PUR 6/22/10 70509V10 PEBBLEBROOK HOTEL TRUST
50987 6/25/10 423920 WILLIAMS CAPITAL GROUP 10,000.00 19.326 100.00 193,359.00
PUR 6/04/10 73172K10 POLYCOM INC.
21502 6/09/10 423872 INSTINET (PORTAL) 25,000.00 29.645 175.00 741,287.50
PUR 6/09/10 74153Q10 PRIDE INTERNATIONAL INC.
20937 6/14/10 423879 ICAP CORPORATES LLC 125,000.00 22.776 1,250.00 2,848,250.00
PUR 5/27/10 74752510 QUALCOMM INC.
03288 6/02/10 423850 MERRIMAN/OTC 50,000.00 35.385 500.00 1,769,740.00
PUR 6/03/10 77441510 ROCKWOOD HOLDINGS INC
51917 6/08/10 423868 ICAP CORPORATES LLC 90,000.00 25.227 900.00 2,271,330.00
PUR 6/03/10 77441510 ROCKWOOD HOLDINGS INC
51917 6/08/10 423868 MERIDIAN EQUITY PARTNERS 90,000.00 25.217 900.00 2,270,394.00
PUR 6/17/10 77441510 ROCKWOOD HOLDINGS INC
51917 6/22/10 423905 GORDON HASKETT & COMPANY (I 170,000.00 26.048 8,500.00 4,436,711.00
PUR 6/18/10 77441510 ROCKWOOD HOLDINGS INC
51917 6/23/10 423910 GORDON HASKETT & COMPANY (I 30,000.00 26.375 1,500.00 792,735.00
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 6/01/10 THROUGH 6/30/10
COMMON PENSION FD A (5140) -Cont. PAGE: 53
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/22/10 85571B10 STARWOOD PROPERTY TRUST INC
50985 6/25/10 423920 ITG (CHANNEL) 5,000.00 17.967 50.00 89,884.50
PUR 6/23/10 85590A40 STARWOOD HOTELS & RESORTS
52413 6/28/10 423926 BLAYLOCK ROBERT VAN LLC 75,000.00 46.257 750.00 3,470,040.00
PUR 6/22/10 86564610 SUMMER INFANT INC
51784 6/25/10 423920 ITG (CHANNEL) 9,200.00 6.991 92.00 64,404.60
PUR 6/23/10 86564610 SUMMER INFANT INC
51784 6/28/10 423926 INSTINET (PORTAL) 800.00 6.990 5.60 5,597.60
PUR 6/23/10 86564610 SUMMER INFANT INC
51784 6/28/10 423926 ITG (CHANNEL) 10,000.00 6.913 100.00 69,226.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 3,229,016.00 90,525,830.35
38,464.60
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 103,229,016.00 105,275,850.35
38,464.60
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 6/17/10 52517PC4 LEHMAN BROTHERS HOLDINGS 981.00
52273 6/22/10 289102 GOLDMAN SACHS & COMPANY 12/31/10 50,000,000.00 20.070 10,035,000.00 2,659,990.00
SALE 6/17/10 52517PW5 LEHMAN BROTHERS HOLDINGS 981.00
52274 6/22/10 289102 GOLDMAN SACHS & COMPANY 12/31/10 50,000,000.00 20.150 10,075,000.00 2,699,990.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 100,000,000.00 20,110,000.00 5,359,980.00
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 6/01/10 THROUGH 6/30/10
COMMON PENSION FD A (5140) -Cont. PAGE: 54
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 6/15/10 00176510 AMR CORP. 22.33
05963 6/18/10 423898 GRISWOLD COMPANY 150,000.00 8.807 1,500.00 1,319,482.67 187,825.15
SALE 6/16/10 00176510 AMR CORP. 14.76
05963 6/21/10 423902 CASTLE OAK SECURITIES 100,000.00 8.733 1,000.00 872,315.24 117,876.89
SALE 6/16/10 00176510 AMR CORP. 14.75
05963 6/21/10 423902 MURIEL SEIBERT & CO 100,000.00 8.725 1,000.00 871,445.25 117,006.90
SALE 6/16/10 00176510 AMR CORP. 14.75
05963 6/21/10 423902 PRINCETON SECURITIES GROUP 100,000.00 8.723 1,000.00 871,265.25 116,826.90
SALE 6/25/10 00289620 ABERCROMBIE & FITCH CO-CL A 13.47
52015 6/30/10 423936 WILLIAMS CAPITAL GROUP 25,000.00 31.858 250.00 796,186.53 -119,333.47
SALE 6/15/10 01165910 ALASKA AIR GROUP INC 26.27
17215 6/18/10 423898 PRINCETON SECURITIES GROUP 30,000.00 51.813 300.00 1,554,060.73 623,693.06
SALE 6/16/10 01165910 ALASKA AIR GROUP INC 51.90
17215 6/21/10 423902 PRINCETON SECURITIES GROUP 60,000.00 51.177 600.00 3,069,992.10 1,209,256.75
SALE 6/17/10 01165910 ALASKA AIR GROUP INC 36.08
17215 6/22/10 423906 WILLIAMS CAPITAL GROUP 40,000.00 53.361 400.00 2,133,987.92 893,497.69
SALE 6/04/10 03209510 AMPHENOL CORP-CL A 17.40
04092 6/09/10 423873 BLAYLOCK ROBERT VAN LLC 25,000.00 41.175 250.00 1,029,107.60 860,672.68
SALE 6/15/10 03209510 AMPHENOL CORP-CL A 18.15
04092 6/18/10 423898 STURDIVANT/EXECUTION 25,000.00 42.950 250.00 1,073,486.85 905,051.93
SALE 6/04/10 03265410 ANALOG DEVICES, INC. 12.42
15593 6/09/10 423873 SANDGRAIN SECURITIES 25,000.00 29.377 250.00 734,155.08 317,122.07
SALE 6/15/10 03265410 ANALOG DEVICES, INC. 25.68
15593 6/18/10 423898 BMO CAPITAL MARKETS/EXECUTI 50,000.00 30.388 500.00 1,518,869.32 684,803.30
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
COMMON PENSION FD A (5140) -Cont. PAGE: 55
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/09/10 03741110 APACHE CORP. 69.14
05297 6/14/10 423880 MERRILL LYNCH (RESEARCH) 45,000.00 90.917 1,800.00 4,089,377.86 2,522,808.93
SALE 6/23/10 03760410 APOLLO GROUP INC CL A 3.92
44470 6/28/10 423927 INSTINET (PORTAL) 5,000.00 46.328 35.00 231,601.58 -100,494.88
SALE 6/04/10 03822210 APPLIED MATERIALS, INC. 10.74
5627 6/09/10 423873 LABRANCHE/0TC 50,000.00 12.716 500.00 635,274.26 251,521.34
SALE 6/21/10 05564E10 BRE PROPERTIES INC 17.76
51437 6/24/10 423917 BMO CAPITAL MARKETS/EXECUTI 25,000.00 42.030 250.00 1,050,477.24 102,614.74
SALE 6/15/10 06405810 BANK OF NEW YORK MELLON COR 11.18
37689 6/18/10 423898 MERIDIAN EQUITY PARTNERS 25,000.00 26.450 250.00 660,988.82 209,785.00
SALE 6/16/10 06405810 BANK OF NEW YORK MELLON COR 33.43
37689 6/21/10 423902 MERIDIAN EQUITY PARTNERS 75,000.00 26.369 750.00 1,976,921.57 623,310.10
SALE 6/14/10 09367920 BLOCKBUSTER INC. CL B .13
32820 6/17/10 423893 INSTINET (DOMESTIC) 50,000.00 .144 250.00 6,924.87 -161,512.41
SALE 6/22/10 10112110 BOSTON PROPERTIES, INC. 13.36
38209 6/25/10 423921 BLAYLOCK ROBERT VAN LLC 10,000.00 79.020 100.00 790,086.64 -50,390.36
SALE 6/02/10 10536820 BRANDYWINE REALTY TRUST 9.61
41673 6/07/10 423864 BMO CAPITAL MARKETS/EXECUTI 50,000.00 11.370 500.00 568,010.39 -124,304.51
SALE 6/23/10 10536820 BRANDYWINE REALTY TRUST 9.62
41673 6/28/10 423927 JACKSON SECS 50,000.00 11.379 500.00 568,440.38 -123,874.52
SALE 6/15/10 13313110 CAMDEN PROPERTY TRUST 18.80
52084 6/18/10 423898 BMO CAPITAL MARKETS/EXECUTI 23,000.00 48.356 230.00 1,111,946.10 64,445.60
SALE 6/23/10 14028810 CAPLEASE INC 3.43
50976 6/28/10 423927 PRINCETON SECURITIES GROUP 40,500.00 5.003 405.00 202,196.87 -114,582.36
SALE 6/25/10 14028810 CAPLEASE INC 5.03
50976 6/30/10 423936 PRINCETON SECURITIES GROUP 59,500.00 5.002 595.00 297,007.07 -168,384.65
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
COMMON PENSION FD A (5140) -Cont. PAGE: 56
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/15/10 17123210 CHUBB CORP. (THE) 35.51
18420 6/18/10 423898 WILLIAMS CAPITAL GROUP 40,000.00 52.521 400.00 2,100,404.49 1,372,317.62
SALE 6/15/10 17737610 CITRIX SYSTEMS INC. 45.24
30888 6/18/10 423898 MERRIMAN/OTC 60,000.00 44.610 600.00 2,675,942.76 847,502.66
SALE 6/15/10 21079530 CONTINENTAL AIR 41.78
47013 6/18/10 423898 ICAP CORPORATES LLC 100,000.00 24.720 1,000.00 2,470,928.22 631,193.37
SALE 6/15/10 21935010 CORNING INC. 7.92
23978 6/18/10 423898 JACKSON SECS 25,000.00 18.732 250.00 468,044.58 76,837.68
SALE 6/15/10 22160K10 COSTCO WHOLESALE CORP. 24.96
14344 6/18/10 423898 MERRIMAN/OTC 25,000.00 59.058 250.00 1,476,165.04 731,037.41
SALE 5/26/10 29717810 ESSEX PROPERTY TRUST INC. 17.75
38186 6/01/10 423848 WILLIAMS CAPITAL GROUP 10,000.00 105.02 100.00 1,050,162.25 -36,860.36
SALE 6/15/10 29717810 ESSEX PROPERTY TRUST INC. 18.15
38186 6/18/10 423898 BMO CAPITAL MARKETS/EXECUTI 10,000.00 107.34 100.00 1,073,304.85 -13,717.76
SALE 6/02/10 31374720 FEDERAL REALTY INVESTMENT T 6.16
38884 6/07/10 423864 BMO CAPITAL MARKETS/EXECUTI 5,000.00 72.843 50.00 364,157.84 -15,326.98
SALE 6/15/10 37190110 GENTEX CORP. 8.54
10636 6/18/10 423898 MERRIMAN/OTC 25,000.00 20.203 250.00 504,806.46 59,278.94
SALE 6/15/10 37246010 GENUINE PARTS CO. 17.56
24582 6/18/10 423898 BMO CAPITAL MARKETS/EXECUTI 25,000.00 41.548 250.00 1,038,442.44 288,267.01
SALE 6/16/10 37246010 GENUINE PARTS CO. 17.46
24582 6/21/10 423902 BMO CAPITAL MARKETS/EXECUTI 25,000.00 41.313 250.00 1,032,557.54 282,382.10
SALE 6/15/10 40377710 GYMBOREE CORP 15.37
48455 6/18/10 423898 MERRIMAN/OTC 20,000.00 45.449 200.00 908,764.63 5,449.49
SALE 6/16/10 44106M10 HOSPITALITY PROPERTIES TRUS 9.77
22455 6/21/10 423902 BLAYLOCK ROBERT VAN LLC 25,000.00 23.123 250.00 577,812.73 117,660.46
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
COMMON PENSION FD A (5140) -Cont. PAGE: 57
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/23/10 44106M10 HOSPITALITY PROPERTIES TRUS 18.49
22455 6/28/10 423927 WILLIAMS CAPITAL GROUP 50,000.00 21.875 500.00 1,093,231.51 172,926.98
SALE 6/15/10 45814010 INTEL CORP 36.37
14861 6/18/10 423898 MERRIMAN/OTC 100,000.00 21.520 1,000.00 2,150,973.63 712,310.65
SALE 6/15/10 45920010 INTL BUSINESS MACHINES CORP 120.71
17139 6/18/10 423898 PACIFIC AMERICAN SECURITIES 55,000.00 129.85 550.00 7,141,436.79 3,463,984.65
SALE 6/23/10 47110910 JARDEN CORP 12.22
36727 6/28/10 423927 WILLIAMS CAPITAL GROUP 25,000.00 28.906 250.00 722,375.28 -137,633.79
SALE 5/27/10 48248010 KLA-TENCOR CORPORATION 26.09
08730 6/02/10 423851 LABRANCHE/0TC 50,000.00 30.878 500.00 1,543,358.91 213,365.25
SALE 6/04/10 48248010 KLA-TENCOR CORPORATION 25.59
08730 6/09/10 423873 LABRANCHE/0TC 50,000.00 30.286 500.00 1,513,764.41 183,770.75
SALE 6/25/10 48248010 KLA-TENCOR CORPORATION 12.72
08730 6/30/10 423936 MERRIMAN/OTC 25,000.00 30.083 250.00 751,814.78 86,817.95
SALE 6/15/10 49427F10 KILROY REALTY 31.45
51436 6/18/10 423898 BMO CAPITAL MARKETS/EXECUTI 55,000.00 33.834 550.00 1,860,310.55 -727.89
SALE 6/15/10 49427F10 KILROY REALTY 13.91
51436 6/18/10 423898 WILLIAMS CAPITAL GROUP 25,000.00 32.906 250.00 822,378.59 -23,547.97
SALE 6/04/10 51280710 LAM RESEARCH 33.41
50679 6/09/10 423873 MERRIMAN/OTC 50,000.00 39.528 500.00 1,975,846.59 293,382.69
SALE 6/02/10 52904310 LEXINGTON REALTY TRUST 2.52
50988 6/07/10 423864 BMO CAPITAL MARKETS/EXECUTI 25,000.00 5.960 250.00 148,747.48 -4,520.88
SALE 6/15/10 57174810 MARSH & MCLENNAN COMPANIES, 19.49
15505 6/18/10 423898 BLAYLOCK ROBERT VAN LLC 50,000.00 23.061 500.00 1,152,510.51 -1,244,866.04
SALE 6/04/10 59511210 MICRON TECHNOLOGY INC 7.66
39154 6/09/10 423873 MURIEL SEIBERT & CO 50,000.00 9.062 500.00 452,567.34 82,674.95
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 6/01/10 THROUGH 6/30/10
COMMON PENSION FD A (5140) -Cont. PAGE: 58
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/04/10 64110D10 NETAPP INC. 16.32
40618 6/09/10 423873 LABRANCHE/0TC 25,000.00 38.625 250.00 965,366.18 461,942.36
SALE 6/15/10 64110D10 NETAPP INC. 17.48
40618 6/18/10 423898 MERRIMAN/OTC 25,000.00 41.352 250.00 1,033,530.02 530,106.20
SALE 6/15/10 65163910 NEWMONT MINING CORP. 47.55
38331 6/18/10 423898 BLAYLOCK ROBERT VAN LLC 50,000.00 56.271 500.00 2,812,977.45 555,105.62
SALE 6/16/10 65163910 NEWMONT MINING CORP. 28.58
38331 6/21/10 423902 BLAYLOCK ROBERT VAN LLC 30,000.00 56.367 300.00 1,690,672.42 335,949.32
SALE 6/17/10 65163910 NEWMONT MINING CORP. 60.26
38331 6/22/10 423906 CASTLE OAK SECURITIES 60,000.00 59.425 600.00 3,564,851.74 855,405.55
SALE 6/17/10 65163910 NEWMONT MINING CORP. 60.27
38331 6/22/10 423906 ICAP CORPORATES LLC 60,000.00 59.429 600.00 3,565,103.73 855,657.54
SALE 6/17/10 65163910 NEWMONT MINING CORP. 50.41
38331 6/22/10 423906 MERIDIAN EQUITY PARTNERS 50,000.00 59.651 500.00 2,981,984.59 724,112.76
SALE 6/18/10 65163910 NEWMONT MINING CORP. 102.53
38331 6/23/10 423911 JACKSON SECS 100,000.00 60.664 1,000.00 6,065,287.47 1,549,543.82
SALE 6/18/10 65163910 NEWMONT MINING CORP. 51.21
38331 6/23/10 423911 MURIEL SEIBERT & CO 50,000.00 60.601 500.00 3,029,488.79 771,616.96
SALE 6/21/10 65163910 NEWMONT MINING CORP. 51.32
38331 6/24/10 423917 ICAP CORPORATES LLC 50,000.00 60.732 500.00 3,036,038.68 778,166.85
SALE 6/21/10 65163910 NEWMONT MINING CORP. 51.33
38331 6/24/10 423917 MERIDIAN EQUITY PARTNERS 50,000.00 60.744 500.00 3,036,643.67 778,771.84
SALE 6/23/10 65163910 NEWMONT MINING CORP. 99.34
38331 6/28/10 423927 ICAP CORPORATES LLC 100,000.00 58.777 1,000.00 5,876,610.66 1,360,867.01
SALE 6/15/10 69347510 PNC FINANCIAL SERVICES GROU 41.90
05720 6/18/10 423898 MERRIMAN/OTC 40,000.00 61.970 400.00 2,478,350.10 535,819.70
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
COMMON PENSION FD A (5140) -Cont. PAGE: 59
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/22/10 71859210 PHILLIPS-VAN HEUSEN 17.84
19115 6/25/10 423921 BMO CAPITAL MARKETS/EXECUTI 20,000.00 52.764 200.00 1,055,064.16 618,023.56
SALE 6/17/10 78462F10 SPDR TRUST SERIES 1 189.24
51892 6/22/10 423906 GRISWOLD COMPANY 100,000.00 111.97 1,000.00 11,196,250.76 95,980.76
SALE 6/18/10 78462F10 SPDR TRUST SERIES 1 188.73
51892 6/23/10 423911 PRINCETON SECURITIES GROUP 100,000.00 111.67 1,000.00 11,166,171.27 65,901.27
SALE 6/15/10 82880610 SIMON PROPERTY GROUP, INC. 22.79
15419 6/18/10 423898 BMO CAPITAL MARKETS/EXECUTI 15,000.00 89.865 150.00 1,347,805.21 447,721.99
SALE 6/17/10 83211010 SMITH INTERNATIONAL INC 21.58
20580 6/22/10 423906 MURIEL SEIBERT & CO 31,000.00 41.185 310.00 1,276,400.32 573,529.84
SALE 6/09/10 84546710 SOUTHWESTERN ENERGY CO 46.26
46576 6/14/10 423880 BLAYLOCK ROBERT VAN LLC 65,000.00 42.108 650.00 2,736,304.24 76,811.24
SALE 6/03/10 85206110 SPRINT NEXTEL CORP 83.17
50279 6/08/10 423869 ITG (CHANNEL) 1,000,000.00 4.921 10,000.00 4,911,016.83 859,108.05
SALE 6/15/10 85503010 STAPLES, INC. 9.34
11011 6/18/10 423898 MERRIMAN/OTC 25,000.00 22.094 250.00 552,093.16 212,629.25
SALE 6/17/10 87237510 TECO ENERGY, INC. 12.32
13054 6/22/10 423906 BMO CAPITAL MARKETS/EXECUTI 45,000.00 16.190 450.00 728,069.68 138,979.62
SALE 6/15/10 87986810 TEMPLE INLAND 19.54
50529 6/18/10 423898 BMO CAPITAL MARKETS/EXECUTI 50,000.00 23.116 500.00 1,155,275.46 250,159.84
SALE 6/16/10 87986810 TEMPLE INLAND 15.44
50529 6/21/10 423902 BMO CAPITAL MARKETS/EXECUTI 40,000.00 22.840 400.00 913,192.56 189,100.06
SALE 6/15/10 88250810 TEXAS INSTRUMENTS INC. 21.73
18069 6/18/10 423898 CASTLE OAK SECURITIES 50,000.00 25.714 500.00 1,285,178.27 663,961.38
SALE 6/15/10 88580F10 3PAR INC 4.55
47741 6/18/10 423898 MURIEL SEIBERT & CO 25,000.00 10.754 250.00 268,585.45 29,212.82
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 6/01/10 THROUGH 6/30/10
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 6/15/10 88731730 TIME WARNER INC 55.17
45487 6/18/10 423898 GRISWOLD COMPANY 100,000.00 32.640 1,000.00 3,262,904.83 -248,126.92
SALE 6/15/10 88731730 TIME WARNER INC 55.15
45487 6/18/10 423898 PRINCETON SECURITIES GROUP 100,000.00 32.633 1,000.00 3,262,234.85 -248,796.90
SALE 6/15/10 89417E10 TRAVELERS COMPANIES, INC. ( 34.61
36645 6/18/10 423898 BLAYLOCK ROBERT VAN LLC 40,000.00 51.186 400.00 2,047,021.39 658,326.18
SALE 6/15/10 90254980 UAL CORP 40.31
48745 6/18/10 423898 ITG (CHANNEL) 100,000.00 23.851 1,000.00 2,384,079.69 1,602,902.95
SALE 6/04/10 90385V10 ULTRA CLEAN HOLDINGS, INC. 2.51
29871 6/09/10 423873 MERRIMAN/OTC 17,650.00 8.403 176.50 148,139.24 318.03
SALE 6/07/10 90385V10 ULTRA CLEAN HOLDINGS, INC. 1.02
29871 6/10/10 423876 MERRIMAN/OTC 7,350.00 8.182 73.50 60,059.51 -1,497.76
SALE 6/22/10 91820410 VF CORP. 13.22
40920 6/25/10 423921 BMO CAPITAL MARKETS/EXECUTI 10,000.00 78.207 100.00 781,952.78 73,352.03
SALE 5/27/10 92220710 VARIAN SEMICONDUCTOR EQUIP 13.12
32229 6/02/10 423851 LABRANCHE/0TC 25,000.00 31.051 250.00 776,009.38 132,399.75
SALE 6/04/10 92220710 VARIAN SEMICONDUCTOR EQUIP 13.41
32229 6/09/10 423873 LABRANCHE/0TC 25,000.00 31.739 250.00 793,209.09 149,599.46
SALE 6/15/10 93114210 WAL-MART STORES, INC. 17.38
15929 6/18/10 423898 BLAYLOCK ROBERT VAN LLC 20,000.00 51.413 200.00 1,028,034.62 470,458.93
SALE 6/15/10 93142210 WALGREEN CO. 17.74
18216 6/18/10 423898 BLAYLOCK ROBERT VAN LLC 35,000.00 29.983 350.00 1,049,033.76 504,239.37
SALE 6/15/10 93142210 WALGREEN CO. 50.63
18216 6/18/10 423898 CASTLE OAK SECURITIES 100,000.00 29.953 1,000.00 2,994,249.37 1,437,693.96
SALE 6/15/10 93142210 WALGREEN CO. 50.61
18216 6/18/10 423898 MURIEL SEIBERT & CO 100,000.00 29.942 1,000.00 2,993,119.39 1,436,563.99
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 6/01/10 THROUGH 6/30/10
COMMON PENSION FD A (5140) -Cont. PAGE: 61
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/15/10 93142210 WALGREEN CO. 50.63
18216 6/18/10 423898 PACIFIC AMERICAN SECURITIES 100,000.00 29.956 1,000.00 2,994,509.37 1,437,953.97
SALE 6/17/10 97665710 WISCONSIN ENERGY CORP. 13.01
15254 6/22/10 423906 JACKSON SECS 15,000.00 51.296 150.00 769,269.49 234,874.89
SALE 6/17/10 98389B10 XCEL ENERGY INC. 12.57
17863 6/22/10 423906 JACKSON SECS 35,000.00 21.246 350.00 743,257.93 14,823.34
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 5,329,000.00 2,873.03 169,919,815.95 38,958,471.29
54,375.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 105,329,000.00 2,873.03 190,029,815.95 44,318,451.29
54,375.00
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 6/01/10 THROUGH 6/30/10
COMMON PENSION FD B (5142) PAGE: 62
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 6/16/10 040484DY ARIZONA BRD REGENTS UNIV BA 6.6430 6.642
52295 6/23/10 289109 JP MORGAN 8/01/44 14,000,000.00 100.00 14,000,000.00
PUR 5/27/10 155675CL CENTRAL UTAH WTR CONS DIST 5.7000 5.699
52102 6/02/10 289030 JP MORGAN 10/01/40 22,000,000.00 100.00 22,000,000.00
PUR 6/11/10 213185DV COOK CNTY ILL BABS 6.2290 6.228
52259 6/23/10 289109 LOOP CAPITAL 11/15/34 15,000,000.00 100.00 15,000,000.00
PUR 6/02/10 26442CAJ DUKE ENERGY CAROLINAS 1ST M 4.3000 4.329
52144 6/07/10 289045 JP MORGAN 6/15/20 10,000,000.00 99.765 9,976,500.00
PUR 5/24/10 373334JR GEORGIA POWER CO SR NOTES 5.4000 5.445
52064 6/03/10 289035 TOUSSAINT CAPITAL 6/01/40 12,000,000.00 99.339 11,920,680.00
PUR 6/17/10 46625HHR JP MORGAN CHASE & CO NOTES 3.4000 3.445
52333 6/24/10 289114 JP MORGAN CHASE 6/24/15 20,000,000.00 99.795 19,959,000.00
PUR 6/15/10 52517PG2 LEHMAN BROTHERS HOLDINGS 981.00
52277 6/16/10 289082 TRANSFERRED TO 12/31/10 10,700,000.00 14.750 1,578,252.00
PUR 6/15/10 52517PW3 LEHMAN BROTHERS HOLDINGS 981.00
52276 6/16/10 289082 TRANSFERRED TO 12/31/10 40,000,000.00 14.750 5,900,008.00
PUR 6/15/10 52517PW5 LEHMAN BROTHERS HOLDINGS 981.00
52275 6/16/10 289082 TRANSFERRED TO 12/31/10 50,000,000.00 14.750 7,375,010.00
PUR 5/20/10 544495UH LOS ANGELES CA DEPT WTR&PWR 6.1660 6.166
52051 6/02/10 289030 MORGAN STANLEY 7/01/40 40,000,000.00 100.00 40,000,000.00
PUR 6/16/10 584556EB MEDICAL CTR EDL BLDG CORP R 6.8420 6.842
52313 6/22/10 289102 MORGAN STANLEY 6/01/35 5,000,000.00 100.00 5,000,000.00
PUR 6/22/10 595620AE MIDAMERICAN ENERGY CO NOTES 5.7500 5.345
34765 6/25/10 289121 CANTOR FITZGERALD SECURITIE 11/01/35 4,635,000.00 105.58 4,893,633.00
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 6/01/10 THROUGH 6/30/10
COMMON PENSION FD B (5142) -Cont. PAGE: 63
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/14/10 642866DP NEW BRUNSWICK PROV CDA 8.7500 4.273
52265 6/18/10 289092 CHAPDELAINE 5/01/22 16,000,000.00 141.33 22,613,280.00
PUR 6/10/10 64966HYX NEW YORK NY BUILD AMERICA B 6.2460 6.246
52241 6/16/10 289082 MORGAN STANLEY 6/01/35 30,000,000.00 100.00 30,000,000.00
PUR 6/23/10 64972FT4 NY CITY WATER FIN AUTH REV 6.1240 6.124
52411 6/30/10 289135 MORGAN KEEGAN 6/15/42 20,000,000.00 100.00 20,000,000.00
PUR 6/09/10 6832348Y PROVINCE OF ONTARIO BONDS 2.7000 2.710
52218 6/16/10 289082 RBC CAPITAL (DOMESTIC) 6/16/15 50,000,000.00 99.954 49,977,000.00
PUR 6/16/10 74432QBM PRUDENTIAL FIN INC NOTES 5.3750 5.455
52312 6/21/10 289097 JP MORGAN 6/21/20 7,000,000.00 99.390 6,957,300.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 366,335,000.00 287,150,663.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 366,335,000.00 287,150,663.00
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 6/14/10 032479AD ANADARKO FINANCE CO NTS SER 7.5000 6.180
30498 6/17/10 289087 BTIG 5/01/31 1,000,000.00 85.625 856,250.00 -297,286.46
SALE 6/17/10 032479AD ANADARKO FINANCE CO NTS SER 7.5000 6.180
30498 6/22/10 289102 CITIGROUP GBL MKT(FMLY SALO 5/01/31 3,500,000.00 89.250 3,123,750.00 -913,424.47
SALE 6/18/10 032479AD ANADARKO FINANCE CO NTS SER 7.5000 6.180
30498 6/23/10 289109 BARCLAYS CAPITAL INC 5/01/31 5,000,000.00 91.000 4,550,000.00 -1,217,334.56
SALE 6/18/10 032479AD ANADARKO FINANCE CO NTS SER 7.5000 6.180
30498 6/23/10 289109 CANTOR FITZGERALD SECURITIE 5/01/31 7,000,000.00 90.000 6,300,000.00 -1,774,268.38
SALE 6/04/10 046353AD ASTRAZENECA PLC SR NOTES 6.4500 6.124
38194 6/09/10 289055 BARCLAYS CAPITAL INC 9/15/37 25,000,000.00 114.50 28,627,250.00 2,555,998.64
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 6/01/10 THROUGH 6/30/10
COMMON PENSION FD B (5142) -Cont. PAGE: 64
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/02/10 04882PBP ATLANTIC RICHFIELD CO MTN 8.3900 8.390
8725 6/07/10 289045 CHAPDELAINE 2/13/12 12,000,000.00 103.50 12,420,000.00 420,000.00
SALE 6/21/10 04882PCC ATLANTIC RICHFIELD CO MTN 8.4500 8.450
8757 6/24/10 289114 ROBERT W. BAIRD & CO INC 2/22/12 5,000,000.00 100.60 5,030,000.00 30,000.00
SALE 5/27/10 05565QBJ BP CAPITAL MARKETS PLC GUAR 4.7500 4.784
45006 6/02/10 289030 UBS WARBURG LLC 3/10/19 5,000,000.00 100.25 5,012,800.00 25,223.06
SALE 6/01/10 05565QBJ BP CAPITAL MARKETS PLC GUAR 4.7500 4.784
45006 6/04/10 289040 BARCLAYS CAPITAL INC 3/10/19 8,500,000.00 95.628 8,128,380.00 -350,509.18
SALE 6/02/10 05565QBJ BP CAPITAL MARKETS PLC GUAR 4.7500 4.784
45006 6/07/10 289045 BARCLAYS CAPITAL INC 3/10/19 5,000,000.00 89.809 4,490,450.00 -497,139.91
SALE 6/02/10 05565QBJ BP CAPITAL MARKETS PLC GUAR 4.7500 4.784
45006 6/07/10 289045 ROBERT W. BAIRD & CO INC 3/10/19 5,000,000.00 90.000 4,500,000.00 -487,589.91
SALE 6/03/10 05565QBJ BP CAPITAL MARKETS PLC GUAR 4.7500 4.784
45006 6/08/10 289050 CANTOR FITZGERALD SECURITIE 3/10/19 5,000,000.00 92.389 4,619,450.00 -368,142.77
SALE 6/09/10 05565QBJ BP CAPITAL MARKETS PLC GUAR 4.7500 4.784
45006 6/14/10 289070 KNIGHT LIBERTAS 3/10/19 4,000,000.00 89.702 3,588,080.00 -402,009.39
SALE 6/10/10 05565QBJ BP CAPITAL MARKETS PLC GUAR 4.7500 4.784
45006 6/15/10 289075 CREDIT SUISSE SEC (USA) LLC 3/10/19 5,000,000.00 90.000 4,500,000.00 -487,615.20
SALE 6/09/10 25243YAH DIAGEO CAPITAL PLC NOTES 5.8750 5.937
35217 6/14/10 289070 BARCLAYS CAPITAL INC 9/30/36 15,000,000.00 108.90 16,336,350.00 1,460,875.27
SALE 6/21/10 26442CAJ DUKE ENERGY CAROLINAS 1ST M 4.3000 4.329
52144 6/24/10 289114 CANTOR FITZGERALD SECURITIE 6/15/20 10,000,000.00 102.04 10,204,900.00 228,322.53
SALE 6/02/10 377372AE GLAXOSMITHKLINE CAP INC NTS 6.3750 6.854
41072 6/08/10 289050 BARCLAYS CAPITAL INC 5/15/38 25,000,000.00 112.28 28,071,500.00 4,554,385.31
SALE 6/01/10 406216AW HALLIBURTON CO SR NOTES 6.7000 6.856
42833 6/04/10 289040 MORGAN STANLEY 9/15/38 5,000,000.00 106.52 5,326,000.00 423,799.56
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 6/01/10 THROUGH 6/30/10
COMMON PENSION FD B (5142) -Cont. PAGE: 65
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/15/10 406216AW HALLIBURTON CO SR NOTES 6.7000 6.856
42833 6/18/10 289092 BANK OF AMERICA SECURITIES 9/15/38 10,000,000.00 105.27 10,527,600.00 723,130.87
SALE 5/28/10 415864AJ HARSCO CORP NOTES 5.7500 5.746
41116 6/03/10 289035 JEFFERIES & COMPANY 5/15/18 13,000,000.00 108.57 14,114,490.00 1,111,972.30
SALE 6/17/10 415864AJ HARSCO CORP NOTES 5.7500 5.746
41116 6/22/10 289102 JEFFERIES & COMPANY 5/15/18 10,000,000.00 110.23 11,023,700.00 1,022,073.44
SALE 6/17/10 52517PG2 LEHMAN BROTHERS HOLDINGS 981.00
52277 6/22/10 289102 GOLDMAN SACHS & COMPANY 12/31/10 10,700,000.00 20.250 2,166,750.00 588,498.00
SALE 6/17/10 52517PW3 LEHMAN BROTHERS HOLDINGS 981.00
52276 6/22/10 289102 GOLDMAN SACHS & COMPANY 12/31/10 40,000,000.00 20.250 8,100,000.00 2,199,992.00
SALE 6/17/10 52517PW5 LEHMAN BROTHERS HOLDINGS 981.00
52275 6/22/10 289102 GOLDMAN SACHS & COMPANY 12/31/10 50,000,000.00 20.150 10,075,000.00 2,699,990.00
SALE 6/02/10 771196AS ROCHE HOLDINGS INC NOTES 6.0000 5.516
44880 6/07/10 289045 BARCLAYS CAPITAL INC 3/01/19 10,000,000.00 113.27 11,327,300.00 996,286.72
SALE 6/02/10 771196AS ROCHE HOLDINGS INC NOTES 6.0000 5.516
44880 6/07/10 289045 BARCLAYS CAPITAL INC 3/01/19 9,000,000.00 113.80 10,242,630.00 944,718.05
SALE 6/04/10 771196AS ROCHE HOLDINGS INC NOTES 6.0000 5.516
44880 6/09/10 289055 CANTOR FITZGERALD SECURITIE 3/01/19 5,000,000.00 114.30 5,715,200.00 549,774.16
SALE 6/24/10 88579EAC 3M COMPANY MTN 5.7000 5.679
36836 6/29/10 289130 CANTOR FITZGERALD SECURITIE 3/15/37 2,500,000.00 111.82 2,795,550.00 288,663.02
SALE 6/18/10 893830AF TRANSOCEAN INC NOTES 7.5000 6.745
41590 6/23/10 289109 BARCLAYS CAPITAL INC 4/15/31 5,000,000.00 91.500 4,575,000.00 -843,533.47
SALE 6/02/10 893830AT TRANSOCEAN INC SENIOR NOTES 6.8000 7.396
42942 6/07/10 289045 BANK OF AMERICA SECURITIES 3/15/38 2,000,000.00 82.000 1,640,000.00 -220,046.32
SALE 6/02/10 893830AT TRANSOCEAN INC SENIOR NOTES 6.8000 7.396
42942 6/07/10 289045 BARCLAYS CAPITAL INC 3/15/38 6,000,000.00 84.000 5,040,000.00 -540,138.95
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 6/01/10 THROUGH 6/30/10
COMMON PENSION FD B (5142) -Cont. PAGE: 66
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/02/10 893830AT TRANSOCEAN INC SENIOR NOTES 6.8000 7.396
42942 6/07/10 289045 STIFEL NICOLAUS 3/15/38 5,000,000.00 83.000 4,150,000.00 -500,115.79
SALE 6/03/10 893830AT TRANSOCEAN INC SENIOR NOTES 6.8000 7.396
42942 6/08/10 289050 JEFFERIES & COMPANY 3/15/38 5,000,000.00 85.750 4,287,500.00 -362,625.13
SALE 6/04/10 893830AT TRANSOCEAN INC SENIOR NOTES 6.8000 7.396
42942 6/09/10 289055 CANTOR FITZGERALD SECURITIE 3/15/38 2,500,000.00 87.000 2,175,000.00 -150,067.32
SALE 6/04/10 893830AT TRANSOCEAN INC SENIOR NOTES 6.8000 7.396
42942 6/09/10 289055 GOLDMAN SACHS & COMPANY 3/15/38 5,000,000.00 88.000 4,400,000.00 -250,134.65
SALE 6/11/10 893830AT TRANSOCEAN INC SENIOR NOTES 6.8000 7.396
42942 6/16/10 289082 CANTOR FITZGERALD SECURITIE 3/15/38 2,500,000.00 84.875 2,121,875.00 -203,228.36
SALE 6/14/10 893830AT TRANSOCEAN INC SENIOR NOTES 6.8000 7.396
42942 6/17/10 289087 GOLDMAN SACHS & COMPANY 3/15/38 5,000,000.00 85.375 4,268,750.00 -381,467.78
SALE 6/15/10 893830AT TRANSOCEAN INC SENIOR NOTES 6.8000 7.396
42942 6/18/10 289092 JEFFERIES & COMPANY 3/15/38 3,000,000.00 86.875 2,606,250.00 -183,887.42
SALE 6/18/10 893830AT TRANSOCEAN INC SENIOR NOTES 6.8000 7.396
42942 6/23/10 289109 CANTOR FITZGERALD SECURITIE 3/15/38 5,000,000.00 90.000 4,500,000.00 -150,288.21
SALE 6/04/10 904764AH UNILEVER CAP CORP NOTES 5.9000 6.458
43144 6/09/10 289055 BARCLAYS CAPITAL INC 11/15/32 10,000,000.00 110.65 11,065,600.00 1,722,521.20
SALE 6/11/10 931142CK WAL-MART STORES INC. NOTES 6.5000 6.292
39717 6/16/10 289082 CANTOR FITZGERALD SECURITIE 8/15/37 10,000,000.00 116.87 11,687,500.00 1,419,135.69
SALE 6/16/10 931142CK WAL-MART STORES INC. NOTES 6.5000 6.292
39717 6/21/10 289097 CANTOR FITZGERALD SECURITIE 8/15/37 12,000,000.00 117.04 14,045,760.00 1,723,724.18
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 389,200,000.00 318,336,615.00 15,108,230.37
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 389,200,000.00 318,336,615.00 15,108,230.37
END OF REPORT FOR: COMMON PENSION FD B
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) PAGE: 67
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 6/23/10 00826A10 AFFYMAX INC
52415 6/28/10 423926 INSTINET (PORTAL) 200,000.00 7.440 1,400.00 1,489,460.00
PUR 6/24/10 00826A10 AFFYMAX INC
52415 6/29/10 423932 ITG (CHANNEL) 200,000.00 7.003 2,000.00 1,402,520.00
PUR 6/25/10 00826A10 AFFYMAX INC
52415 6/30/10 423935 INSTINET (PORTAL) 100,000.00 6.874 700.00 688,120.00
PUR 6/21/10 00949P10 AIRTRAN HOLDINGS INC
50422 6/24/10 423916 GORDON HASKETT & COMPANY (I 200,000.00 5.362 10,000.00 1,082,300.00
PUR 6/22/10 00949P10 AIRTRAN HOLDINGS INC
50422 6/25/10 423920 GORDON HASKETT & COMPANY (I 200,000.00 5.200 10,000.00 1,050,080.00
PUR 6/23/10 00949P10 AIRTRAN HOLDINGS INC
50422 6/28/10 423926 ABEL/NOSER CORP 200,000.00 5.172 10,000.00 1,044,380.00
PUR 6/25/10 00949P10 AIRTRAN HOLDINGS INC
50422 6/30/10 423935 ABEL/NOSER CORP 100,000.00 5.076 5,000.00 512,590.00
PUR 6/14/10 02313510 AMAZON.COM INC
52263 6/17/10 423892 INSTINET (PORTAL) 50,000.00 124.07 350.00 6,204,320.00
PUR 6/14/10 02313510 AMAZON.COM INC
52263 6/17/10 423892 LABRANCHE/0TC 50,000.00 123.94 500.00 6,197,885.00
PUR 6/15/10 02313510 AMAZON.COM INC
52263 6/18/10 423897 LABRANCHE/0TC 20,000.00 122.96 200.00 2,459,548.00
PUR 5/28/10 02553E10 AMERICAN EAGLE OUTFITTERS
51425 6/03/10 423854 MERIDIAN EQUITY PARTNERS 100,000.00 13.018 1,000.00 1,302,770.00
PUR 5/28/10 03209510 AMPHENOL CORP-CL A
51956 6/03/10 423854 BMO CAPITAL MARKETS/EXECUTI 50,000.00 42.749 500.00 2,137,945.00
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 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 68
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/03/10 03251110 ANADARKO PETROLEUM CORP
39888 6/08/10 423868 WILLIAMS CAPITAL GROUP 40,000.00 45.277 400.00 1,811,488.00
PUR 6/09/10 03251110 ANADARKO PETROLEUM CORP
39888 6/14/10 423879 BMO CAPITAL MARKETS/EXECUTI 10,000.00 43.024 100.00 430,336.00
PUR 6/09/10 03251110 ANADARKO PETROLEUM CORP
39888 6/14/10 423879 WILLIAMS CAPITAL GROUP 20,000.00 39.191 200.00 784,026.00
PUR 6/10/10 03251110 ANADARKO PETROLEUM CORP
39888 6/15/10 423884 BMO CAPITAL MARKETS/EXECUTI 10,000.00 38.506 100.00 385,159.00
PUR 6/16/10 03251110 ANADARKO PETROLEUM CORP
39888 6/21/10 423901 JACKSON SECS 80,000.00 43.335 800.00 3,467,584.00
PUR 6/16/10 03251110 ANADARKO PETROLEUM CORP
39888 6/21/10 423901 WILLIAMS CAPITAL GROUP 20,000.00 43.737 200.00 874,932.00
PUR 6/18/10 03251110 ANADARKO PETROLEUM CORP
39888 6/23/10 423910 WILLIAMS CAPITAL GROUP 80,000.00 42.150 800.00 3,372,776.00
PUR 6/09/10 03783310 APPLE INC
39881 6/14/10 423879 MERRIMAN/OTC 10,000.00 246.42 100.00 2,464,334.00
PUR 6/10/10 03783310 APPLE INC
39881 6/15/10 423884 LABRANCHE/0TC 10,000.00 249.27 100.00 2,492,884.00
PUR 6/18/10 04289L10 ART TECHNOLOGY GROUP INC
50701 6/23/10 423910 MERRIMAN/OTC 40,000.00 3.857 400.00 154,676.00
PUR 6/18/10 04289L10 ART TECHNOLOGY GROUP INC
50701 6/23/10 423910 PULSE (BLOCK CROSS) 10,000.00 3.835 100.00 38,450.00
PUR 6/21/10 04289L10 ART TECHNOLOGY GROUP INC
50701 6/24/10 423916 INSTINET (PORTAL) 2,000.00 3.691 14.00 7,396.00
PUR 6/21/10 04289L10 ART TECHNOLOGY GROUP INC
50701 6/24/10 423916 PULSE (BLOCK CROSS) 48,000.00 3.729 480.00 179,476.80
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 69
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/23/10 04289L10 ART TECHNOLOGY GROUP INC
50701 6/28/10 423926 LABRANCHE/0TC 50,000.00 3.792 500.00 190,110.00
PUR 6/24/10 04289L10 ART TECHNOLOGY GROUP INC
50701 6/29/10 423932 LABRANCHE/0TC 40,000.00 3.741 400.00 150,056.00
PUR 6/24/10 04289L10 ART TECHNOLOGY GROUP INC
50701 6/29/10 423932 LIQUIDNET 10,000.00 3.765 100.00 37,750.00
PUR 6/25/10 04289L10 ART TECHNOLOGY GROUP INC
50701 6/30/10 423935 LABRANCHE/0TC 50,000.00 3.785 500.00 189,770.00
PUR 6/21/10 04315B10 ARTIO GLOBAL INVESTORS INC
52370 6/24/10 423916 ELECTRONIC BROKERAGE SYSTEM 40,000.00 17.980 200.00 719,384.00
PUR 6/22/10 04315B10 ARTIO GLOBAL INVESTORS INC
52370 6/25/10 423920 ELECTRONIC BROKERAGE SYSTEM 40,000.00 17.564 200.00 702,764.00
PUR 6/23/10 04315B10 ARTIO GLOBAL INVESTORS INC
52370 6/28/10 423926 BMO CAPITAL MARKETS/EXECUTI 40,000.00 17.305 400.00 692,604.00
PUR 6/24/10 04315B10 ARTIO GLOBAL INVESTORS INC
52370 6/29/10 423932 BLAYLOCK ROBERT VAN LLC 40,000.00 17.201 400.00 688,456.00
PUR 6/25/10 04315B10 ARTIO GLOBAL INVESTORS INC
52370 6/30/10 423935 BMO CAPITAL MARKETS/EXECUTI 40,000.00 17.367 400.00 695,064.00
PUR 6/04/10 04685W10 ATHENAHEALTH INC
49024 6/09/10 423872 INSTINET (PORTAL) 10,000.00 23.589 70.00 235,961.00
PUR 6/04/10 04685W10 ATHENAHEALTH INC
49024 6/09/10 423872 LABRANCHE/0TC 10,000.00 25.105 100.00 251,145.00
PUR 6/09/10 04743P10 ATHEROS COMMUNICATIONS IN
48472 6/14/10 423879 MERRIMAN/OTC 20,000.00 30.428 200.00 608,756.00
PUR 6/10/10 04743P10 ATHEROS COMMUNICATIONS IN
48472 6/15/10 423884 LABRANCHE/0TC 20,000.00 30.568 200.00 611,556.00
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 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 70
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/14/10 04743P10 ATHEROS COMMUNICATIONS IN
48472 6/17/10 423892 LABRANCHE/0TC 20,000.00 32.446 200.00 649,118.00
PUR 6/21/10 05276910 AUTODESK INC
52373 6/24/10 423916 INSTINET (PORTAL) 100,000.00 29.721 700.00 2,972,830.00
PUR 6/22/10 05276910 AUTODESK INC
52373 6/25/10 423920 INSTINET (PORTAL) 78,814.00 29.126 551.70 2,296,096.15
PUR 6/22/10 05276910 AUTODESK INC
52373 6/25/10 423920 ITG (CHANNEL) 21,186.00 29.156 211.86 617,910.88
PUR 6/23/10 05276910 AUTODESK INC
52373 6/28/10 423926 INSTINET (PORTAL) 100,000.00 28.002 700.00 2,800,940.00
PUR 6/23/10 05276910 AUTODESK INC
52373 6/28/10 423926 ITG (CHANNEL) 93,600.00 27.649 936.00 2,588,873.04
PUR 6/23/10 05276910 AUTODESK INC
52373 6/28/10 423926 PULSE (BLOCK CROSS) 6,400.00 27.615 64.00 176,800.00
PUR 6/25/10 05276910 AUTODESK INC
52373 6/30/10 423935 INSTINET (PORTAL) 50,000.00 26.386 350.00 1,319,660.00
PUR 6/25/10 05276910 AUTODESK INC
52373 6/30/10 423935 ITG (CHANNEL) 50,000.00 26.675 500.00 1,334,250.00
PUR 6/03/10 06050510 BANK OF AMERICA CORP
46955 6/08/10 423868 PRINCETON SECURITIES GROUP 100,000.00 15.960 1,000.00 1,597,000.00
PUR 6/10/10 06050510 BANK OF AMERICA CORP
46955 6/15/10 423884 GRISWOLD COMPANY 100,000.00 15.266 1,000.00 1,527,590.00
PUR 6/03/10 08467010 BERKSHIRE HATHAWAY INC-CL A
51675 6/08/10 423868 WILLIAMS CAPITAL GROUP 20.00 107848 .20 2,156,964.18
PUR 6/09/10 08578910 BERRY PETROLEUM CO
42925 6/14/10 423879 MERRILL LYNCH (RESEARCH) 100,000.00 30.663 4,000.00 3,070,340.00
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 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 71
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/03/10 11162130 BROCADE COMMUNICATIONS SY
50868 6/08/10 423868 INSTINET (PORTAL) 200,000.00 5.371 1,400.00 1,075,600.00
PUR 6/04/10 11162130 BROCADE COMMUNICATIONS SY
50868 6/09/10 423872 INSTINET (PORTAL) 200,000.00 5.351 1,400.00 1,071,600.00
PUR 6/10/10 12526910 CF INDUSTRIES HOLDINGS INC
46083 6/15/10 423884 BMO CAPITAL MARKETS/EXECUTI 20,000.00 62.763 200.00 1,255,466.00
PUR 6/09/10 12665010 CVS CAREMARK CORP
49563 6/14/10 423879 WILLIAMS CAPITAL GROUP 20,000.00 30.719 200.00 614,570.00
PUR 6/18/10 12665010 CVS CAREMARK CORP
49563 6/23/10 423910 WILLIAMS CAPITAL GROUP 50,000.00 32.627 500.00 1,631,845.00
PUR 6/11/10 12686C10 CABLEVISION SYSTEMS-NY GRP-
39907 6/16/10 423888 MERIDIAN EQUITY PARTNERS 100,000.00 23.100 1,000.00 2,310,970.00
PUR 6/08/10 14204220 CARIBOU COFFEE CO INC
52199 6/11/10 423877 INSTINET (PORTAL) 5,051.00 8.508 35.36 43,010.28
PUR 6/08/10 14204220 CARIBOU COFFEE CO INC
52199 6/11/10 423877 ITG (CHANNEL) 23,296.00 8.827 232.96 205,857.43
PUR 6/09/10 14204220 CARIBOU COFFEE CO INC
52199 6/14/10 423879 INSTINET (PORTAL) 6,807.00 8.888 47.65 60,548.95
PUR 6/09/10 14204220 CARIBOU COFFEE CO INC
52199 6/14/10 423879 ITG (CHANNEL) 1,704.00 9.142 17.04 15,595.52
PUR 6/10/10 14204220 CARIBOU COFFEE CO INC
52199 6/15/10 423884 INSTINET (PORTAL) 11,922.00 8.868 83.45 105,801.79
PUR 6/11/10 14204220 CARIBOU COFFEE CO INC
52199 6/16/10 423888 INSTINET (PORTAL) 90.00 8.830 .63 795.33
PUR 6/14/10 14204220 CARIBOU COFFEE CO INC
52199 6/17/10 423892 ITG (CHANNEL) 18,609.00 9.434 186.09 175,737.81
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 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 72
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/15/10 14204220 CARIBOU COFFEE CO INC
52199 6/18/10 423897 ITG (CHANNEL) 31,010.00 9.934 310.10 308,375.84
PUR 6/16/10 14204220 CARIBOU COFFEE CO INC
52199 6/21/10 423901 ITG (CHANNEL) 1,511.00 10.065 15.11 15,223.78
PUR 6/17/10 14204220 CARIBOU COFFEE CO INC
52199 6/22/10 423905 LABRANCHE/0TC 25,000.00 10.171 250.00 254,525.00
PUR 6/18/10 14204220 CARIBOU COFFEE CO INC
52199 6/23/10 423910 LABRANCHE/0TC 5,000.00 10.340 50.00 51,749.00
PUR 6/23/10 14204220 CARIBOU COFFEE CO INC
52199 6/28/10 423926 ITG (CHANNEL) 5,400.00 9.950 54.00 53,782.38
PUR 6/23/10 14204220 CARIBOU COFFEE CO INC
52199 6/28/10 423926 LABRANCHE/0TC 20,000.00 9.878 200.00 197,752.00
PUR 6/24/10 14204220 CARIBOU COFFEE CO INC
52199 6/29/10 423932 INSTINET (PORTAL) 4,600.00 9.883 32.20 45,495.84
PUR 6/25/10 14204220 CARIBOU COFFEE CO INC
52199 6/30/10 423935 LABRANCHE/0TC 16,353.00 9.966 163.53 163,144.07
PUR 6/14/10 18538Q10 CLEARWIRE CORP. CL A
43953 6/17/10 423892 MERRIMAN/OTC 50,000.00 7.810 500.00 391,000.00
PUR 6/09/10 19259P30 COINSTAR INC.
42814 6/14/10 423879 MERRIMAN/OTC 10,000.00 50.803 100.00 508,127.00
PUR 6/14/10 19259P30 COINSTAR INC.
42814 6/17/10 423892 LABRANCHE/0TC 10,000.00 51.926 100.00 519,361.00
PUR 6/15/10 19259P30 COINSTAR INC.
42814 6/18/10 423897 MERRIMAN/OTC 10,000.00 52.334 100.00 523,440.00
PUR 6/18/10 19259P30 COINSTAR INC.
42814 6/23/10 423910 INSTINET (PORTAL) 10,000.00 49.201 70.00 492,077.00
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 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 73
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/22/10 19259P30 COINSTAR INC.
42814 6/25/10 423920 LABRANCHE/0TC 10,000.00 47.774 100.00 477,842.00
PUR 6/23/10 19259P30 COINSTAR INC.
42814 6/28/10 423926 LABRANCHE/0TC 10,000.00 46.857 100.00 468,667.00
PUR 6/24/10 19259P30 COINSTAR INC.
42814 6/29/10 423932 MERRIMAN/OTC 10,000.00 46.343 100.00 463,528.00
PUR 5/28/10 19416210 COLGATE-PALMOLIVE CO
49941 6/03/10 423854 BMO CAPITAL MARKETS/EXECUTI 50,000.00 78.599 500.00 3,930,460.00
PUR 6/01/10 19416210 COLGATE-PALMOLIVE CO
49941 6/04/10 423859 BMO CAPITAL MARKETS/EXECUTI 30,000.00 77.645 300.00 2,329,635.00
PUR 6/02/10 19416210 COLGATE-PALMOLIVE CO
49941 6/07/10 423863 GRISWOLD COMPANY 100,000.00 76.994 1,000.00 7,700,360.00
PUR 6/03/10 19416210 COLGATE-PALMOLIVE CO
49941 6/08/10 423868 WILLIAMS CAPITAL GROUP 50,000.00 78.477 500.00 3,924,335.00
PUR 6/10/10 22544710 CREE INC
50420 6/15/10 423884 LABRANCHE/0TC 10,000.00 62.750 100.00 627,595.00
PUR 6/15/10 23326R10 DG FASTCHANNEL
52269 6/18/10 423897 INSTINET (PORTAL) 16,667.00 39.218 116.67 653,766.41
PUR 6/15/10 23326R10 DG FASTCHANNEL
52269 6/18/10 423897 ITG (CHANNEL) 33,333.00 39.610 333.33 1,320,656.79
PUR 6/16/10 23326R10 DG FASTCHANNEL
52269 6/21/10 423901 INSTINET (PORTAL) 25,000.00 39.509 175.00 987,895.00
PUR 6/16/10 23326R10 DG FASTCHANNEL
52269 6/21/10 423901 ITG (CHANNEL) 22,796.00 39.584 227.96 902,577.99
PUR 6/17/10 23326R10 DG FASTCHANNEL
52269 6/22/10 423905 INSTINET (PORTAL) 2,204.00 39.389 15.43 86,828.79
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 74
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/17/10 23326R10 DG FASTCHANNEL
52269 6/22/10 423905 LABRANCHE/0TC 25,000.00 39.217 250.00 980,680.00
PUR 6/18/10 23326R10 DG FASTCHANNEL
52269 6/23/10 423910 ITG (CHANNEL) 25,000.00 39.419 250.00 985,735.00
PUR 6/21/10 23326R10 DG FASTCHANNEL
52269 6/24/10 423916 ITG (CHANNEL) 20,000.00 40.854 200.00 817,274.00
PUR 6/25/10 23326R10 DG FASTCHANNEL
52269 6/30/10 423935 LABRANCHE/0TC 30,000.00 36.837 300.00 1,105,404.00
PUR 6/25/10 24736170 DELTA AIR LINES INC DEL
51738 6/30/10 423935 BLAYLOCK ROBERT VAN LLC 50,000.00 12.150 500.00 608,000.00
PUR 6/03/10 25179M10 DEVON ENERGY CORPORATION
39912 6/08/10 423868 BLAYLOCK ROBERT VAN LLC 20,000.00 64.726 200.00 1,294,726.00
PUR 5/28/10 25468710 WALT DISNEY CO
50281 6/03/10 423854 MERIDIAN EQUITY PARTNERS 100,000.00 33.649 1,000.00 3,365,880.00
PUR 6/18/10 25490A10 DIRECTV GROUP INC
51409 6/23/10 423910 BMO CAPITAL MARKETS/EXECUTI 50,000.00 37.454 500.00 1,873,190.00
PUR 6/03/10 26054310 DOW CHEMICAL
51833 6/08/10 423868 ICAP CORPORATES LLC 30,000.00 25.831 300.00 775,221.00
PUR 6/03/10 26153C10 DREAMWORKS ANIMATION
52175 6/08/10 423868 CASTLE OAK SECURITIES 200,000.00 29.387 2,000.00 5,879,400.00
PUR 6/04/10 26153C10 DREAMWORKS ANIMATION
52175 6/09/10 423872 MERRILL LYNCH (RESEARCH) 200,000.00 29.450 8,000.00 5,897,980.00
PUR 6/09/10 26153C10 DREAMWORKS ANIMATION
52175 6/14/10 423879 MERRILL LYNCH (RESEARCH) 100,000.00 28.568 4,000.00 2,860,810.00
PUR 6/10/10 26153C10 DREAMWORKS ANIMATION
52175 6/15/10 423884 MERRILL LYNCH (RESEARCH) 100,000.00 28.922 4,000.00 2,896,190.00
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 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 75
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/17/10 26153C10 DREAMWORKS ANIMATION
52175 6/22/10 423905 CASTLE OAK SECURITIES 100,000.00 27.035 1,000.00 2,704,520.00
PUR 5/28/10 27864210 EBAY INC
50202 6/03/10 423854 INSTINET/SOFT-FACTSET 100,000.00 21.448 5,000.00 2,149,840.00
PUR 5/28/10 27864210 EBAY INC
50202 6/03/10 423854 INSTINET/SOFT-FACTSET 100,000.00 21.700 5,000.00 2,174,980.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 200,000.00 21.574 4,324,820.00
10,000.00
PUR 6/03/10 27864210 EBAY INC
50202 6/08/10 423868 INSTINET (PORTAL) 100,000.00 21.824 700.00 2,183,140.00
PUR 6/11/10 28551210 ELECTRONIC ART
52246 6/16/10 423888 LABRANCHE/0TC 50,000.00 16.184 500.00 809,710.00
PUR 6/11/10 28551210 ELECTRONIC ART
52246 6/16/10 423888 MERRIMAN/OTC 50,000.00 16.172 500.00 809,105.00
PUR 6/14/10 28551210 ELECTRONIC ART
52246 6/17/10 423892 INSTINET (PORTAL) 50,000.00 16.315 350.00 816,085.00
PUR 6/14/10 28551210 ELECTRONIC ART
52246 6/17/10 423892 ITG (CHANNEL) 40,200.00 16.539 402.00 665,277.84
PUR 6/14/10 28551210 ELECTRONIC ART
52246 6/17/10 423892 PULSE (BLOCK CROSS) 9,800.00 16.130 98.00 158,172.00
PUR 6/15/10 28551210 ELECTRONIC ART
52246 6/18/10 423897 LABRANCHE/0TC 100,000.00 16.445 1,000.00 1,645,450.00
PUR 6/15/10 28551210 ELECTRONIC ART
52246 6/18/10 423897 LABRANCHE/0TC 100,000.00 16.194 1,000.00 1,620,390.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 200,000.00 16.319 3,265,840.00
2,000.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 76
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/16/10 28551210 ELECTRONIC ART
52246 6/21/10 423901 ITG (CHANNEL) 50,000.00 16.002 500.00 800,585.00
PUR 6/16/10 28551210 ELECTRONIC ART
52246 6/21/10 423901 LABRANCHE/0TC 50,000.00 15.987 500.00 799,825.00
PUR 6/16/10 28551210 ELECTRONIC ART
52246 6/21/10 423901 MERRIMAN/OTC 100,000.00 16.192 1,000.00 1,620,220.00
PUR 6/21/10 28551210 ELECTRONIC ART
52246 6/24/10 423916 ITG (CHANNEL) 100,000.00 16.174 1,000.00 1,618,370.00
PUR 6/25/10 28551210 ELECTRONIC ART
52246 6/30/10 423935 ITG (CHANNEL) 6,000.00 15.095 60.00 90,628.20
PUR 6/25/10 28551210 ELECTRONIC ART
52246 6/30/10 423935 PULSE (BLOCK CROSS) 94,000.00 15.075 940.00 1,417,990.00
PUR 6/17/10 30161N10 EXELON CORP.
39920 6/22/10 423905 BLAYLOCK ROBERT VAN LLC 20,000.00 40.677 200.00 813,740.00
PUR 6/25/10 30161N10 EXELON CORP.
39920 6/30/10 423935 BMO CAPITAL MARKETS/EXECUTI 20,000.00 38.282 200.00 765,848.00
PUR 6/25/10 30161N10 EXELON CORP.
39920 6/30/10 423935 WILLIAMS CAPITAL GROUP 20,000.00 38.470 200.00 769,604.00
PUR 6/16/10 30212P10 EXPEDIA INC CL
52297 6/21/10 423901 MERRIMAN/OTC 200,000.00 21.620 2,000.00 4,326,040.00
PUR 6/17/10 30212P10 EXPEDIA INC CL
52297 6/22/10 423905 INSTINET (PORTAL) 200,000.00 21.494 1,400.00 4,300,260.00
PUR 6/17/10 30212P10 EXPEDIA INC CL
52297 6/22/10 423905 MERRIMAN/OTC 100,000.00 20.801 1,000.00 2,081,130.00
PUR 6/18/10 30212P10 EXPEDIA INC CL
52297 6/23/10 423910 LABRANCHE/0TC 200,000.00 21.049 2,000.00 4,211,880.00
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 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 77
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/21/10 30212P10 EXPEDIA INC CL
52297 6/24/10 423916 ITG (CHANNEL) 100,000.00 21.225 1,000.00 2,123,520.00
PUR 6/22/10 30212P10 EXPEDIA INC CL
52297 6/25/10 423920 INSTINET (PORTAL) 100,000.00 20.632 700.00 2,063,850.00
PUR 6/25/10 30212P10 EXPEDIA INC CL
52297 6/30/10 423935 INSTINET (PORTAL) 100,000.00 19.494 700.00 1,950,120.00
PUR 5/28/10 30244510 FLIR SYSTEMS INC
51852 6/03/10 423854 INSTINET/SOFT-FACTSET 50,000.00 28.578 2,500.00 1,431,405.00
PUR 6/10/10 30244510 FLIR SYSTEMS INC
51852 6/15/10 423884 LABRANCHE/0TC 50,000.00 27.159 500.00 1,358,425.00
PUR 6/09/10 34583810 FOREST LABS "A"
52217 6/14/10 423879 MERRILL LYNCH (RESEARCH) 80,000.00 24.876 3,200.00 1,993,256.00
PUR 6/10/10 34583810 FOREST LABS "A"
52217 6/15/10 423884 MERIDIAN EQUITY PARTNERS 80,000.00 25.592 800.00 2,048,128.00
PUR 6/11/10 34583810 FOREST LABS "A"
52217 6/16/10 423888 BMO CAPITAL MARKETS/EXECUTI 40,000.00 25.648 400.00 1,026,324.00
PUR 6/14/10 34583810 FOREST LABS "A"
52217 6/17/10 423892 WILLIAMS CAPITAL GROUP 20,000.00 26.025 200.00 520,692.00
PUR 6/10/10 41987910 HAWAIIAN HOLDINGS INC
51579 6/15/10 423884 PRINCETON SECURITIES GROUP 50,000.00 6.826 500.00 341,810.00
PUR 6/11/10 41987910 HAWAIIAN HOLDINGS INC
51579 6/16/10 423888 PRINCETON SECURITIES GROUP 50,000.00 6.767 500.00 338,850.00
PUR 6/14/10 41987910 HAWAIIAN HOLDINGS INC
51579 6/17/10 423892 PRINCETON SECURITIES GROUP 50,000.00 7.032 500.00 352,085.00
PUR 6/15/10 41987910 HAWAIIAN HOLDINGS INC
51579 6/18/10 423897 BLAYLOCK ROBERT VAN LLC 50,000.00 7.018 500.00 351,390.00
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 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 78
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/25/10 41987910 HAWAIIAN HOLDINGS INC
51579 6/30/10 423935 BLAYLOCK ROBERT VAN LLC 50,000.00 5.344 500.00 267,705.00
PUR 5/26/10 42805T10 HERTZ GLOBAL HOLDINGS INC
52040 6/01/10 423847 CAPIS/SOFT 100,000.00 10.893 5,000.00 1,094,250.00
PUR 6/09/10 42805T10 HERTZ GLOBAL HOLDINGS INC
52040 6/14/10 423879 MERRILL LYNCH (RESEARCH) 200,000.00 10.040 8,000.00 2,015,980.00
PUR 6/10/10 42805T10 HERTZ GLOBAL HOLDINGS INC
52040 6/15/10 423884 MERRILL LYNCH (RESEARCH) 100,000.00 10.215 4,000.00 1,025,470.00
PUR 6/25/10 42805T10 HERTZ GLOBAL HOLDINGS INC
52040 6/30/10 423935 ICAP CORPORATES LLC 100,000.00 9.830 1,000.00 984,010.00
PUR 6/09/10 42809H10 HESS CORP
52215 6/14/10 423879 MERRILL LYNCH (RESEARCH) 230,000.00 50.684 9,200.00 11,666,520.00
PUR 6/10/10 42809H10 HESS CORP
52215 6/15/10 423884 ICAP CORPORATES LLC 70,000.00 51.735 700.00 3,622,129.00
PUR 6/11/10 42809H10 HESS CORP
52215 6/16/10 423888 ICAP CORPORATES LLC 100,000.00 52.768 1,000.00 5,277,760.00
PUR 6/02/10 42823610 HEWLETT-PACKARD CO
46749 6/07/10 423863 PRINCETON SECURITIES GROUP 100,000.00 46.356 1,000.00 4,636,630.00
PUR 6/11/10 45678T30 INFOSPACE INC
50678 6/16/10 423888 LABRANCHE/0TC 50,000.00 7.866 500.00 393,795.00
PUR 6/25/10 45678T30 INFOSPACE INC
50678 6/30/10 423935 LABRANCHE/0TC 50,000.00 7.789 500.00 389,945.00
PUR 6/11/10 46612K10 JDA SOFTWARE
50666 6/16/10 423888 LABRANCHE/0TC 10,000.00 26.809 100.00 268,190.00
PUR 6/14/10 46612K10 JDA SOFTWARE
50666 6/17/10 423892 LABRANCHE/0TC 10,000.00 27.569 100.00 275,794.00
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 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 79
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/15/10 46612K10 JDA SOFTWARE
50666 6/18/10 423897 LABRANCHE/0TC 10,000.00 27.263 100.00 272,732.00
PUR 6/15/10 46612K10 JDA SOFTWARE
50666 6/18/10 423897 MERRIMAN/OTC 10,000.00 27.258 100.00 272,679.00
PUR 6/16/10 46612K10 JDA SOFTWARE
50666 6/21/10 423901 LABRANCHE/0TC 10,000.00 25.148 100.00 251,579.00
PUR 6/11/10 47836610 JOHNSON CONTROLS INC
48030 6/16/10 423888 GRISWOLD COMPANY 100,000.00 27.147 1,000.00 2,715,730.00
PUR 6/11/10 47836610 JOHNSON CONTROLS INC
48030 6/16/10 423888 PRINCETON SECURITIES GROUP 50,000.00 27.008 500.00 1,350,900.00
PUR 5/28/10 50207910 LMI AEROSPACE INC.
40010 6/03/10 423854 INSTINET/SOFT-FACTSET 10,000.00 17.568 500.00 176,176.00
PUR 6/25/10 56845T30 MARINER ENERGY INC
52430 6/30/10 423935 PRINCETON SECURITIES GROUP 200,000.00 22.055 2,000.00 4,412,920.00
PUR 5/28/10 57636Q10 MASTERCARD INC
47457 6/03/10 423854 BLAYLOCK ROBERT VAN LLC 10,000.00 204.69 100.00 2,047,001.00
PUR 5/27/10 58469030 MEDICIS PHARMACEUTICAL-CL A
46431 6/02/10 423850 BMO CAPITAL MARKETS/EXECUTI 20,000.00 22.919 200.00 458,576.00
PUR 6/11/10 59491810 MICROSOFT CORP.
39954 6/16/10 423888 MERRIMAN/OTC 100,000.00 25.085 1,000.00 2,509,460.00
PUR 6/15/10 59491810 MICROSOFT CORP.
39954 6/18/10 423897 MERRIMAN/OTC 300,000.00 25.912 3,000.00 7,776,690.00
PUR 6/25/10 59491810 MICROSOFT CORP.
39954 6/30/10 423935 ITG (CHANNEL) 100,000.00 24.821 1,000.00 2,483,130.00
PUR 6/10/10 61945A10 MOSIAC CO
48351 6/15/10 423884 BMO CAPITAL MARKETS/EXECUTI 20,000.00 44.344 200.00 887,078.00
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 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 80
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/23/10 61945A10 MOSIAC CO
48351 6/28/10 423926 BMO CAPITAL MARKETS/EXECUTI 20,000.00 43.243 200.00 865,050.00
PUR 6/25/10 61945A10 MOSIAC CO
48351 6/30/10 423935 BLAYLOCK ROBERT VAN LLC 20,000.00 42.344 200.00 847,070.00
PUR 6/17/10 65011110 NEW YORK TIMES
52335 6/22/10 423905 GORDON HASKETT & COMPANY (I 300,000.00 9.733 15,000.00 2,934,930.00
PUR 6/18/10 65011110 NEW YORK TIMES
52335 6/23/10 423910 GORDON HASKETT & COMPANY (I 300,000.00 9.850 15,000.00 2,970,000.00
PUR 6/21/10 65011110 NEW YORK TIMES
52335 6/24/10 423916 GORDON HASKETT & COMPANY (I 200,000.00 10.278 10,000.00 2,065,540.00
PUR 6/25/10 65011110 NEW YORK TIMES
52335 6/30/10 423935 JACKSON SECS 100,000.00 9.354 1,000.00 936,380.00
PUR 6/25/10 65011110 NEW YORK TIMES
52335 6/30/10 423935 STURDIVANT/EXECUTION 100,000.00 9.409 1,000.00 941,890.00
PUR 5/26/10 65248E10 NEWS CORP - CL A
50283 6/01/10 423847 CAPIS/SOFT 200,000.00 12.989 10,000.00 2,607,820.00
PUR 6/02/10 66680710 NORTHROP GRUMMAN CORP.
40323 6/07/10 423863 JACKSON SECS 200,000.00 60.286 2,000.00 12,059,240.00
PUR 5/28/10 67000610 NOVELL INC
39956 6/03/10 423854 INSTINET/SOFT-FACTSET 100,000.00 5.880 5,000.00 593,040.00
PUR 6/25/10 67000610 NOVELL INC
39956 6/30/10 423935 INSTINET (PORTAL) 100,000.00 5.998 700.00 600,500.00
PUR 6/03/10 67000810 NOVELLUS SYSTEMS INC
52174 6/08/10 423868 INSTINET (PORTAL) 200,000.00 26.760 1,400.00 5,353,320.00
PUR 6/04/10 67000810 NOVELLUS SYSTEMS INC
52174 6/09/10 423872 INSTINET (PORTAL) 100,000.00 26.496 700.00 2,650,300.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 81
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/08/10 67000810 NOVELLUS SYSTEMS INC
52174 6/11/10 423877 INSTINET (PORTAL) 100,000.00 24.133 700.00 2,414,020.00
PUR 6/10/10 67000810 NOVELLUS SYSTEMS INC
52174 6/15/10 423884 MERRILL LYNCH (RESEARCH) 100,000.00 25.666 4,000.00 2,570,580.00
PUR 5/28/10 68389X10 ORACLE CORP
46205 6/03/10 423854 INSTINET/SOFT-FACTSET 100,000.00 22.489 5,000.00 2,253,880.00
PUR 6/01/10 68389X10 ORACLE CORP
46205 6/04/10 423859 LABRANCHE/0TC 100,000.00 22.547 1,000.00 2,255,690.00
PUR 5/28/10 69351T10 PPL CORP
51765 6/03/10 423854 PRINCETON SECURITIES GROUP 50,000.00 25.695 500.00 1,285,250.00
PUR 6/23/10 69351T10 PPL CORP
51765 6/28/10 423926 MERIDIAN EQUITY PARTNERS 50,000.00 24.483 500.00 1,224,635.00
PUR 5/28/10 70959W10 PENSKE AUTO GROUP
51426 6/03/10 423854 ICAP CORPORATES LLC 100,000.00 13.116 1,000.00 1,312,640.00
PUR 6/25/10 70959W10 PENSKE AUTO GROUP
51426 6/30/10 423935 ABEL/NOSER CORP 50,000.00 12.219 2,500.00 613,445.00
PUR 5/26/10 71708110 PFIZER INC
48435 6/01/10 423847 CAPIS/SOFT 100,000.00 15.170 5,000.00 1,522,020.00
PUR 5/27/10 71708110 PFIZER INC
48435 6/02/10 423850 ICAP CORPORATES LLC 100,000.00 15.334 1,000.00 1,534,350.00
PUR 5/28/10 71708110 PFIZER INC
48435 6/03/10 423854 PRINCETON SECURITIES GROUP 100,000.00 15.306 1,000.00 1,531,590.00
PUR 6/21/10 71708110 PFIZER INC
48435 6/24/10 423916 JACKSON SECS 50,000.00 15.046 500.00 752,775.00
PUR 6/21/10 71708110 PFIZER INC
48435 6/24/10 423916 MURIEL SEIBERT & CO 50,000.00 15.054 500.00 753,210.00
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 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 82
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/16/10 74150340 PRICELINE.COM
52299 6/21/10 423901 MERRIMAN/OTC 50,000.00 194.86 500.00 9,743,580.00
PUR 6/17/10 74150340 PRICELINE.COM
52299 6/22/10 423905 MERRIMAN/OTC 30,000.00 196.62 300.00 5,898,960.00
PUR 6/18/10 74150340 PRICELINE.COM
52299 6/23/10 423910 MERRIMAN/OTC 10,000.00 194.94 100.00 1,949,591.00
PUR 6/25/10 74150340 PRICELINE.COM
52299 6/30/10 423935 LABRANCHE/0TC 10,000.00 189.14 100.00 1,891,555.00
PUR 5/28/10 74164M10 PRIMERICA INC
51334 6/03/10 423854 BMO CAPITAL MARKETS/EXECUTI 20,000.00 23.844 200.00 477,074.00
PUR 6/10/10 74164M10 PRIMERICA INC
51334 6/15/10 423884 BMO CAPITAL MARKETS/EXECUTI 20,000.00 21.298 200.00 426,150.00
PUR 6/17/10 74164M10 PRIMERICA INC
51334 6/22/10 423905 BLAYLOCK ROBERT VAN LLC 10,000.00 21.521 100.00 215,310.00
PUR 6/18/10 74164M10 PRIMERICA INC
51334 6/23/10 423910 BLAYLOCK ROBERT VAN LLC 10,000.00 21.592 100.00 216,023.00
PUR 6/21/10 74164M10 PRIMERICA INC
51334 6/24/10 423916 BLAYLOCK ROBERT VAN LLC 10,000.00 21.665 100.00 216,747.00
PUR 6/22/10 74164M10 PRIMERICA INC
51334 6/25/10 423920 BLAYLOCK ROBERT VAN LLC 20,000.00 21.808 200.00 436,368.00
PUR 5/28/10 74331510 PROGRESSIVE CORP
51800 6/03/10 423854 ICAP CORPORATES LLC 100,000.00 19.704 1,000.00 1,971,360.00
PUR 6/01/10 75043810 RADIOSHACK CORP
51293 6/04/10 423859 ICAP CORPORATES LLC 100,000.00 21.721 1,000.00 2,173,050.00
PUR 6/02/10 75043810 RADIOSHACK CORP
51293 6/07/10 423863 ICAP CORPORATES LLC 100,000.00 21.550 1,000.00 2,155,980.00
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 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 83
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/17/10 75102810 RALCORP HOLDINGS INC
47838 6/22/10 423905 WILLIAMS CAPITAL GROUP 10,000.00 61.525 100.00 615,346.00
PUR 6/21/10 75102810 RALCORP HOLDINGS INC
47838 6/24/10 423916 ELECTRONIC BROKERAGE SYSTEM 20,000.00 57.117 100.00 1,142,440.00
PUR 6/25/10 75102810 RALCORP HOLDINGS INC
47838 6/30/10 423935 BLAYLOCK ROBERT VAN LLC 20,000.00 56.001 200.00 1,120,214.00
PUR 6/18/10 79084910 ST JUDE MEDICAL INC
39978 6/23/10 423910 WILLIAMS CAPITAL GROUP 50,000.00 37.717 500.00 1,886,325.00
PUR 6/18/10 80090720 SANMINA-SCI CORP
49560 6/23/10 423910 ITG (CHANNEL) 20,000.00 15.647 200.00 313,140.00
PUR 6/21/10 80090720 SANMINA-SCI CORP
49560 6/24/10 423916 LABRANCHE/0TC 20,000.00 16.261 200.00 325,420.00
PUR 6/23/10 80090720 SANMINA-SCI CORP
49560 6/28/10 423926 LABRANCHE/0TC 40,000.00 15.631 400.00 625,632.00
PUR 6/24/10 80090720 SANMINA-SCI CORP
49560 6/29/10 423932 ITG (CHANNEL) 40,000.00 15.814 400.00 632,956.00
PUR 6/25/10 80090720 SANMINA-SCI CORP
49560 6/30/10 423935 LABRANCHE/0TC 60,000.00 14.999 600.00 900,516.00
PUR 6/09/10 82028010 SHAW GROUP INC (THE)
48842 6/14/10 423879 MERRIMAN/OTC 20,000.00 33.673 200.00 673,662.00
PUR 5/28/10 83211010 SMITH INTERNATIONAL INC
50845 6/03/10 423854 BMO CAPITAL MARKETS/EXECUTI 50,000.00 37.884 500.00 1,894,720.00
PUR 6/01/10 83211010 SMITH INTERNATIONAL INC
50845 6/04/10 423859 WILLIAMS CAPITAL GROUP 50,000.00 34.692 500.00 1,735,105.00
PUR 6/14/10 88732J20 TIME WARNER CABLE INC
45483 6/17/10 423892 MURIEL SEIBERT & CO 49,998.00 54.952 499.98 2,748,005.08
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 84
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/14/10 88732J20 TIME WARNER CABLE INC
45483 6/17/10 423892 WILLIAMS CAPITAL GROUP 20,000.00 54.775 200.00 1,095,694.00
PUR 6/15/10 88732J20 TIME WARNER CABLE INC
45483 6/18/10 423897 BLAYLOCK ROBERT VAN LLC 20,000.00 55.096 200.00 1,102,110.00
PUR 6/23/10 88732J20 TIME WARNER CABLE INC
45483 6/28/10 423926 BLAYLOCK ROBERT VAN LLC 10,000.00 54.417 100.00 544,268.00
PUR 6/01/10 90323610 URS CORP
42782 6/04/10 423859 BMO CAPITAL MARKETS/EXECUTI 20,000.00 44.365 200.00 887,502.00
PUR 6/03/10 90323610 URS CORP
42782 6/08/10 423868 WILLIAMS CAPITAL GROUP 20,000.00 43.926 200.00 878,718.00
PUR 6/25/10 90323610 URS CORP
42782 6/30/10 423935 WILLIAMS CAPITAL GROUP 20,000.00 40.789 200.00 815,970.00
PUR 6/25/10 91126810 UNITED ONLINE INC
44855 6/30/10 423935 ITG (CHANNEL) 40,000.00 6.000 400.00 240,400.00
PUR 6/25/10 91126810 UNITED ONLINE INC
44855 6/30/10 423935 LABRANCHE/0TC 10,000.00 6.000 100.00 60,098.00
PUR 5/28/10 91301710 UNITED TECHNOLOGIES CORP
51254 6/03/10 423854 BLAYLOCK ROBERT VAN LLC 50,000.00 67.831 500.00 3,392,050.00
PUR 6/17/10 91324P10 UNITEDHEALTH GROUP INC
51612 6/22/10 423905 PACIFIC AMERICAN SECURITIES 100,000.00 31.374 1,000.00 3,138,380.00
PUR 6/09/10 93114210 WAL-MART STORES, INC.
39992 6/14/10 423879 MERRILL LYNCH (RESEARCH) 50,000.00 51.045 2,000.00 2,554,225.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 14,436,371.00 361,552,555.17
271,394.25
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 14,436,371.00 361,552,555.17
271,394.25
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 85
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 6/11/10 00282410 ABBOTT LABORATORIES 31.89
39882 6/16/10 423889 WILLIAMS CAPITAL GROUP 40,000.00 47.171 400.00 1,886,392.11 -131,613.05
SALE 6/09/10 00507V10 ACTIVISION BLIZZARD INC 17.79
50387 6/14/10 423880 MERRILL LYNCH (RESEARCH) 100,000.00 10.529 4,000.00 1,048,832.21 -40,627.51
SALE 6/25/10 00507V10 ACTIVISION BLIZZARD INC 18.62
50387 6/30/10 423936 INSTINET (PORTAL) 100,000.00 11.014 700.00 1,100,661.38 11,201.66
SALE 6/21/10 02553E10 AMERICAN EAGLE OUTFITTERS 10.85
51425 6/24/10 423917 BMO CAPITAL MARKETS/EXECUTI 50,000.00 12.831 500.00 641,034.15 -219,873.77
SALE 6/23/10 02553E10 AMERICAN EAGLE OUTFITTERS 21.40
51425 6/28/10 423927 ABEL/NOSER CORP 100,000.00 12.662 5,000.00 1,261,198.60 -460,617.23
SALE 6/25/10 02553E10 AMERICAN EAGLE OUTFITTERS 10.13
51425 6/30/10 423936 CASTLE OAK SECURITIES 50,000.00 11.980 500.00 598,479.87 -262,428.05
SALE 6/21/10 02991220 AMERICAN TOWER CORP. CL A 7.63
39887 6/24/10 423917 BLAYLOCK ROBERT VAN LLC 10,000.00 45.123 100.00 451,119.37 215,298.48
SALE 6/02/10 03042010 AMERICAN WATER WORKS CO INC 6.80
47765 6/07/10 423864 BMO CAPITAL MARKETS/EXECUTI 20,000.00 20.102 200.00 401,835.20 -575.66
SALE 6/03/10 03042010 AMERICAN WATER WORKS CO INC 6.87
47765 6/08/10 423869 BMO CAPITAL MARKETS/EXECUTI 20,000.00 20.321 200.00 406,215.13 3,804.27
SALE 6/04/10 03042010 AMERICAN WATER WORKS CO INC 6.78
47765 6/09/10 423873 BMO CAPITAL MARKETS/EXECUTI 20,000.00 20.037 200.00 400,529.22 -1,881.64
SALE 6/09/10 03042010 AMERICAN WATER WORKS CO INC 6.83
47765 6/14/10 423880 BMO CAPITAL MARKETS/EXECUTI 20,000.00 20.192 200.00 403,623.17 1,212.31
SALE 6/21/10 03042010 AMERICAN WATER WORKS CO INC 7.30
47765 6/24/10 423917 ICAP CORPORATES LLC 20,000.00 21.569 200.00 431,178.70 28,767.83
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 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 86
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/25/10 03042010 AMERICAN WATER WORKS CO INC 7.00
47765 6/30/10 423936 BMO CAPITAL MARKETS/EXECUTI 20,000.00 20.697 200.00 413,729.00 11,318.14
SALE 6/18/10 03251510 ANADIGICS INC 3.89
42114 6/23/10 423911 MERRIMAN/OTC 50,000.00 4.598 500.00 229,391.11 65,475.14
SALE 6/25/10 03251510 ANADIGICS INC 3.63
42114 6/30/10 423936 MERRIMAN/OTC 50,000.00 4.294 500.00 214,181.37 50,265.40
SALE 5/28/10 03265410 ANALOG DEVICES 19.85
50618 6/03/10 423855 SANDGRAIN SECURITIES 40,000.00 29.362 400.00 1,174,040.15 83,282.89
SALE 6/18/10 03265410 ANALOG DEVICES 10.38
50618 6/23/10 423911 BMO CAPITAL MARKETS/EXECUTI 20,000.00 30.685 200.00 613,483.62 68,104.99
SALE 6/25/10 03741110 APACHE CORP 75.06
51380 6/30/10 423936 BLAYLOCK ROBERT VAN LLC 50,000.00 88.819 500.00 4,440,384.94 -849,768.38
SALE 5/28/10 03783310 APPLE INC 43.55
39881 6/03/10 423855 MERRIMAN/OTC 10,000.00 257.66 100.00 2,576,477.45 1,132,765.14
SALE 6/16/10 03783310 APPLE INC 45.20
39881 6/21/10 423902 MERRIMAN/OTC 10,000.00 267.40 100.00 2,673,946.80 1,199,796.35
SALE 5/28/10 04622410 ASTEC INDUSTRIES INC. 5.07
40527 6/03/10 423855 MERRIMAN/OTC 10,000.00 29.964 100.00 299,536.93 -58,340.24
SALE 6/09/10 04622410 ASTEC INDUSTRIES INC. 4.68
40527 6/14/10 423880 MERRIMAN/OTC 10,000.00 27.673 100.00 276,625.32 -81,251.85
SALE 6/25/10 04622410 ASTEC INDUSTRIES INC. 4.97
40527 6/30/10 423936 MERRIMAN/OTC 10,000.00 29.406 100.00 293,953.03 -63,924.14
SALE 6/14/10 08467010 BERKSHIRE HATHAWAY INC-CL A 19.01
51675 6/17/10 423893 BMO CAPITAL MARKETS/EXECUTI 10.00 112482 .10 1,124,809.07 -35,335.81
SALE 6/16/10 08467010 BERKSHIRE HATHAWAY INC-CL A 38.93
51675 6/21/10 423902 BMO CAPITAL MARKETS/EXECUTI 20.00 115157 .20 2,303,111.78 -17,177.99
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 6/01/10 THROUGH 6/30/10
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/17/10 08467010 BERKSHIRE HATHAWAY INC-CL A 39.47
51675 6/22/10 423906 BMO CAPITAL MARKETS/EXECUTI 20.00 116773 .20 2,335,433.06 15,143.29
SALE 6/17/10 08467010 BERKSHIRE HATHAWAY INC-CL A 39.88
51675 6/22/10 423906 BMO CAPITAL MARKETS/EXECUTI 20.00 117962 .20 2,359,219.57 38,929.80
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40.00 117368 79.35 4,694,652.63 54,073.09
.40
SALE 6/18/10 08467010 BERKSHIRE HATHAWAY INC-CL A 40.30
51675 6/23/10 423911 BMO CAPITAL MARKETS/EXECUTI 20.00 119219 .20 2,384,352.50 64,062.73
SALE 6/18/10 08467010 BERKSHIRE HATHAWAY INC-CL A 40.36
51675 6/23/10 423911 BMO CAPITAL MARKETS/EXECUTI 20.00 119384 .20 2,387,654.44 67,364.67
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40.00 119302 80.66 4,772,006.94 131,427.40
.40
SALE 6/21/10 08467010 BERKSHIRE HATHAWAY INC-CL A 40.67
51675 6/24/10 423917 BMO CAPITAL MARKETS/EXECUTI 20.00 120316 .20 2,406,298.23 86,008.46
SALE 6/22/10 08467010 BERKSHIRE HATHAWAY INC-CL A 40.33
51675 6/25/10 423921 BMO CAPITAL MARKETS/EXECUTI 20.00 119306 .20 2,386,081.47 65,791.71
SALE 6/25/10 08467010 BERKSHIRE HATHAWAY INC-CL A 30.34
51675 6/30/10 423936 BMO CAPITAL MARKETS/EXECUTI 15.00 119681 .15 1,795,196.51 54,979.19
SALE 6/10/10 12485720 CBS CORPORATION 24.07
51515 6/15/10 423885 MERRILL LYNCH (RESEARCH) 100,000.00 14.240 4,000.00 1,419,995.93 -165,136.57
SALE 6/25/10 12589610 CMS ENERGY CORP. 12.84
43755 6/30/10 423936 BMO CAPITAL MARKETS/EXECUTI 50,000.00 15.195 500.00 759,237.16 234,297.87
SALE 6/14/10 12686C10 CABLEVISION SYSTEMS-NY GRP- 41.64
39907 6/17/10 423893 STURDIVANT/EXECUTION 100,000.00 24.639 1,000.00 2,462,808.36 263,660.63
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 6/01/10 THROUGH 6/30/10
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/10/10 12960310 CALGON CARBON CORP 11.59
46471 6/15/10 423885 BLAYLOCK ROBERT VAN LLC 50,000.00 13.714 500.00 685,188.41 9,927.79
SALE 6/01/10 18538Q10 CLEARWIRE CORP. CL A 6.89
43953 6/04/10 423860 MERRIMAN/OTC 50,000.00 8.149 500.00 406,953.11 23,902.53
SALE 6/02/10 18538Q10 CLEARWIRE CORP. CL A 6.68
43953 6/07/10 423864 LABRANCHE/0TC 50,000.00 7.901 500.00 394,543.32 11,492.75
SALE 6/02/10 18911Q10 CLOUD PEAK ENERGY INC 4.81
49783 6/07/10 423864 BMO CAPITAL MARKETS/EXECUTI 20,000.00 14.226 200.00 284,323.19 1,719.03
SALE 6/03/10 18911Q10 CLOUD PEAK ENERGY INC 10.36
49783 6/08/10 423869 BMO CAPITAL MARKETS/EXECUTI 40,000.00 15.316 400.00 612,225.64 47,017.33
SALE 6/25/10 19210850 COEUR D'ALENE MINES CORP ID 11.00
47108 6/30/10 423936 CASTLE OAK SECURITIES 40,000.00 16.267 400.00 650,265.00 31,647.28
SALE 5/28/10 19259P30 COINSTAR INC. 9.29
42814 6/03/10 423855 MERRIMAN/OTC 10,000.00 54.925 100.00 549,137.71 249,675.76
SALE 6/03/10 19259P30 COINSTAR INC. 9.76
42814 6/08/10 423869 INSTINET (PORTAL) 10,000.00 57.725 70.00 577,168.24 277,706.29
SALE 6/04/10 19259P30 COINSTAR INC. 9.51
42814 6/09/10 423873 MERRIMAN/OTC 10,000.00 56.225 100.00 562,136.49 262,674.54
SALE 6/10/10 19416210 COLGATE-PALMOLIVE CO 13.43
49941 6/15/10 423885 WILLIAMS CAPITAL GROUP 10,000.00 79.451 100.00 794,397.57 1,083.16
SALE 5/26/10 20030N20 COMCAST "A SPL" 14.41
51935 6/01/10 423848 INSTINET/SOFT-FACTSET 50,000.00 17.049 2,500.00 849,910.59 -9,841.91
SALE 5/28/10 20337210 COMMSCOPE INC. 42.91
39906 6/03/10 423855 STURDIVANT/EXECUTION 90,000.00 28.208 900.00 2,537,741.09 -814,472.85
SALE 6/01/10 20825C10 CONOCOPHILLIPS 87.03
39904 6/04/10 423860 GRISWOLD COMPANY 100,000.00 51.494 1,000.00 5,148,312.97 1,754,790.96
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/25/10 21037110 CONSTELLATION ENERGY GROUP, 11.62
43011 6/30/10 423936 WILLIAMS CAPITAL GROUP 20,000.00 34.363 200.00 687,038.38 194,532.14
SALE 6/25/10 21079530 CONTINENTAL AIR 37.32
51434 6/30/10 423936 ICAP CORPORATES LLC 100,000.00 22.080 1,000.00 2,206,922.68 136,449.04
SALE 6/16/10 21935010 CORNING INC 31.25
50365 6/21/10 423902 MERIDIAN EQUITY PARTNERS 100,000.00 18.487 1,000.00 1,847,698.75 -152,243.25
SALE 6/23/10 21935010 CORNING INC 30.41
50365 6/28/10 423927 MERIDIAN EQUITY PARTNERS 100,000.00 17.992 1,000.00 1,798,169.59 -201,772.41
SALE 6/24/10 21935010 CORNING INC 30.19
50365 6/29/10 423933 GRISWOLD COMPANY 100,000.00 17.863 1,000.00 1,785,229.81 -214,712.19
SALE 6/25/10 21935010 CORNING INC 29.51
50365 6/30/10 423936 PRINCETON SECURITIES GROUP 100,000.00 17.457 1,000.00 1,744,630.49 -255,311.51
SALE 6/04/10 23257720 CYNOSURE INC. CL A 1.92
40472 6/09/10 423873 MERRIMAN/OTC 10,000.00 11.341 100.00 113,312.08 -53,088.12
SALE 5/28/10 23280610 CYPRESS SEMICONDUCTOR CORP 19.52
47084 6/03/10 423855 MURIEL SEIBERT & CO 100,000.00 11.547 1,000.00 1,153,630.48 271,535.94
SALE 6/25/10 23280610 CYPRESS SEMICONDUCTOR CORP 17.77
47084 6/30/10 423936 GRISWOLD COMPANY 100,000.00 10.514 1,000.00 1,050,392.23 168,297.68
SALE 6/02/10 24237010 DEAN FOODS 18.12
46444 6/07/10 423864 BLAYLOCK ROBERT VAN LLC 100,000.00 10.721 1,000.00 1,071,081.88 -767,647.00
SALE 6/03/10 24237010 DEAN FOODS 18.52
46444 6/08/10 423869 MURIEL SEIBERT & CO 100,000.00 10.954 1,000.00 1,094,331.48 -744,397.40
SALE 6/04/10 24237010 DEAN FOODS 18.22
46444 6/09/10 423873 MERRILL LYNCH (RESEARCH) 100,000.00 10.780 4,000.00 1,073,971.78 -764,757.10
SALE 5/28/10 24736170 DELTA AIR LINES INC DEL 11.66
51738 6/03/10 423855 CASTLE OAK SECURITIES 50,000.00 13.790 500.00 688,988.34 75,000.48
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 6/01/10 THROUGH 6/30/10
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/02/10 24736170 DELTA AIR LINES INC DEL 23.70
51738 6/07/10 423864 MERIDIAN EQUITY PARTNERS 100,000.00 14.019 1,000.00 1,400,826.30 172,850.59
SALE 6/03/10 24736170 DELTA AIR LINES INC DEL 12.11
51738 6/08/10 423869 BLAYLOCK ROBERT VAN LLC 50,000.00 14.321 500.00 715,512.89 101,525.03
SALE 6/21/10 25468710 WALT DISNEY CO 60.22
50281 6/24/10 423917 GRISWOLD COMPANY 100,000.00 35.628 1,000.00 3,561,709.78 339,056.87
SALE 5/28/10 25490A10 DIRECTV GROUP INC 32.07
51409 6/03/10 423855 BMO CAPITAL MARKETS/EXECUTI 50,000.00 37.948 500.00 1,896,857.93 158,903.64
SALE 6/17/10 25490A10 DIRECTV GROUP INC 32.05
51409 6/22/10 423906 MERIDIAN EQUITY PARTNERS 50,000.00 37.920 500.00 1,895,447.95 157,493.67
SALE 6/09/10 26875P10 EOG RESOURCES, INC. 53.26
43747 6/14/10 423880 BMO CAPITAL MARKETS/EXECUTI 30,000.00 105.04 300.00 3,151,062.74 995,513.39
SALE 6/09/10 26875P10 EOG RESOURCES, INC. 54.20
43747 6/14/10 423880 WILLIAMS CAPITAL GROUP 30,000.00 106.90 300.00 3,206,726.80 1,051,177.46
SALE 6/10/10 26875P10 EOG RESOURCES, INC. 127.54
43747 6/15/10 423885 BMO CAPITAL MARKETS/EXECUTI 70,000.00 107.80 700.00 7,545,508.46 2,515,893.32
SALE 6/14/10 26875P10 EOG RESOURCES, INC. 37.04
43747 6/17/10 423893 BMO CAPITAL MARKETS/EXECUTI 20,000.00 109.58 200.00 2,191,408.96 754,376.06
SALE 6/15/10 26875P10 EOG RESOURCES, INC. 92.91
43747 6/18/10 423898 WILLIAMS CAPITAL GROUP 50,000.00 109.94 500.00 5,496,667.09 1,904,084.85
SALE 6/21/10 26875P10 EOG RESOURCES, INC. 57.21
43747 6/24/10 423917 WILLIAMS CAPITAL GROUP 30,000.00 112.83 300.00 3,384,527.79 1,228,978.45
SALE 6/02/10 29084610 EMCORE CORP. 1.71
40342 6/07/10 423864 INSTINET (DOMESTIC) 100,000.00 1.012 700.00 100,458.29 -573,985.93
SALE 6/25/10 29084610 EMCORE CORP. 1.60
40342 6/30/10 423936 ITG (CHANNEL) 100,000.00 .942 500.00 93,698.40 -580,745.82
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 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 91
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/10/10 29100P10 EMERGENCY MEDICAL SVCS CO 9.18
51801 6/15/10 423885 WILLIAMS CAPITAL GROUP 10,000.00 54.305 100.00 542,936.82 8,563.51
SALE 5/28/10 29267A20 ENER1 INC 3.08
48727 6/03/10 423855 PACIFIC AMERICAN SECURITIES 50,000.00 3.639 500.00 181,456.92 -135,350.33
SALE 6/15/10 29267A20 ENER1 INC 2.95
48727 6/18/10 423898 PRINCETON SECURITIES GROUP 50,000.00 3.486 500.00 173,787.05 -143,020.20
SALE 6/16/10 29267A20 ENER1 INC 3.09
48727 6/21/10 423902 BMO CAPITAL MARKETS/EXECUTI 50,000.00 3.645 500.00 181,761.91 -135,045.34
SALE 6/18/10 29267A20 ENER1 INC 3.03
48727 6/23/10 423911 WILLIAMS CAPITAL GROUP 50,000.00 3.577 500.00 178,351.97 -138,455.28
SALE 6/21/10 29267A20 ENER1 INC 3.04
48727 6/24/10 423917 MERIDIAN EQUITY PARTNERS 50,000.00 3.591 500.00 179,051.96 -137,755.29
SALE 6/22/10 29267A20 ENER1 INC 2.99
48727 6/25/10 423921 GORDON HASKETT & COMPANY (I 50,000.00 3.528 2,500.00 173,882.01 -142,925.24
SALE 6/25/10 29270J10 ENERGY RECOVERY INC 1.87
46593 6/30/10 423936 MERRIMAN/OTC 30,000.00 3.678 300.00 110,050.13 -106,486.67
SALE 5/28/10 30257110 FPL GROUP INC 25.47
48536 6/03/10 423855 BMO CAPITAL MARKETS/EXECUTI 30,000.00 50.231 300.00 1,506,616.53 -129,226.41
SALE 6/17/10 34583810 FOREST LABS "A" 22.81
52217 6/22/10 423906 MERIDIAN EQUITY PARTNERS 50,000.00 26.993 500.00 1,349,107.19 79,016.28
SALE 6/23/10 34583810 FOREST LABS "A" 13.74
52217 6/28/10 423927 WILLIAMS CAPITAL GROUP 30,000.00 27.081 300.00 812,116.26 50,061.71
SALE 6/01/10 36159R10 GEO GROUP INC 3.52
50739 6/04/10 423860 BMO CAPITAL MARKETS/EXECUTI 10,000.00 20.787 100.00 207,761.48 23,486.23
SALE 6/10/10 36159R10 GEO GROUP INC 3.32
50739 6/15/10 423885 WILLIAMS CAPITAL GROUP 10,000.00 19.621 100.00 196,105.68 11,830.43
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 92
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/17/10 36159R10 GEO GROUP INC 3.62
50739 6/22/10 423906 BMO CAPITAL MARKETS/EXECUTI 10,000.00 21.365 100.00 213,544.38 29,269.13
SALE 6/18/10 36159R10 GEO GROUP INC 7.19
50739 6/23/10 423911 WILLIAMS CAPITAL GROUP 20,000.00 21.259 200.00 424,972.81 56,422.31
SALE 6/21/10 36159R10 GEO GROUP INC 7.15
50739 6/24/10 423917 ICAP CORPORATES LLC 20,000.00 21.146 200.00 422,704.85 54,154.35
SALE 6/22/10 36159R10 GEO GROUP INC 3.52
50739 6/25/10 423921 WILLIAMS CAPITAL GROUP 10,000.00 20.823 100.00 208,126.48 23,851.23
SALE 6/23/10 36159R10 GEO GROUP INC 3.51
50739 6/28/10 423927 BLAYLOCK ROBERT VAN LLC 10,000.00 20.768 100.00 207,573.49 23,298.24
SALE 6/24/10 36159R10 GEO GROUP INC 7.11
50739 6/29/10 423933 WILLIAMS CAPITAL GROUP 20,000.00 21.021 200.00 420,202.89 51,652.39
SALE 6/25/10 36159R10 GEO GROUP INC 7.05
50739 6/30/10 423936 WILLIAMS CAPITAL GROUP 20,000.00 20.852 200.00 416,834.95 48,284.45
SALE 5/28/10 38141G10 GOLDMAN SACHS GROUP INC 24.46
50531 6/03/10 423855 BMO CAPITAL MARKETS/EXECUTI 10,000.00 144.69 100.00 1,446,774.54 -97,441.37
SALE 6/09/10 39312210 GREEN MOUNTAIN COFFEE ROAST 7.46
51779 6/14/10 423880 MERRIMAN/OTC 19,092.00 23.116 190.92 441,126.56 -23,060.78
SALE 6/10/10 39312210 GREEN MOUNTAIN COFFEE ROAST 8.09
51779 6/15/10 423885 LABRANCHE/0TC 20,000.00 23.945 200.00 478,697.91 -7,565.81
SALE 6/14/10 39312210 GREEN MOUNTAIN COFFEE ROAST 8.35
51779 6/17/10 423893 LIQUIDNET 20,000.00 24.690 400.00 493,391.65 7,127.93
SALE 6/15/10 39312210 GREEN MOUNTAIN COFFEE ROAST 8.98
51779 6/18/10 423898 LABRANCHE/0TC 20,000.00 26.564 200.00 531,071.02 44,807.30
SALE 6/15/10 39312210 GREEN MOUNTAIN COFFEE ROAST 8.67
51779 6/18/10 423898 MERRIMAN/OTC 20,000.00 25.644 200.00 512,669.33 26,405.61
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 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 93
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/16/10 39312210 GREEN MOUNTAIN COFFEE ROAST 8.96
51779 6/21/10 423902 LABRANCHE/0TC 20,000.00 26.513 200.00 530,055.04 43,791.33
SALE 6/17/10 39312210 GREEN MOUNTAIN COFFEE ROAST 9.03
51779 6/22/10 423906 LABRANCHE/0TC 20,000.00 26.710 200.00 533,980.97 47,717.25
SALE 6/18/10 39312210 GREEN MOUNTAIN COFFEE ROAST 9.17
51779 6/23/10 423911 MERRIMAN/OTC 20,000.00 27.118 200.00 542,140.83 55,877.12
SALE 6/21/10 39312210 GREEN MOUNTAIN COFFEE ROAST 9.41
51779 6/24/10 423917 ITG (CHANNEL) 20,000.00 27.835 200.00 556,490.59 70,226.87
SALE 6/22/10 39312210 GREEN MOUNTAIN COFFEE ROAST 9.14
51779 6/25/10 423921 MERRIMAN/OTC 20,000.00 27.037 200.00 540,528.86 54,265.15
SALE 6/23/10 39312210 GREEN MOUNTAIN COFFEE ROAST 26.57
51779 6/28/10 423927 MERRIMAN/OTC 60,000.00 26.194 600.00 1,571,019.43 112,228.28
SALE 6/10/10 39762420 GREIF INC. CL B 6.20
44059 6/15/10 423885 WILLIAMS CAPITAL GROUP 6,900.00 53.098 69.00 366,301.69 156,553.64
SALE 6/11/10 39762420 GREIF INC. CL B 2.81
44059 6/16/10 423889 WILLIAMS CAPITAL GROUP 3,100.00 53.598 31.00 166,119.06 71,884.43
SALE 6/17/10 39762420 GREIF INC. CL B 5.24
44059 6/22/10 423906 BMO CAPITAL MARKETS/EXECUTI 5,500.00 56.302 55.00 309,600.76 142,410.28
SALE 6/18/10 39762420 GREIF INC. CL B 1.52
44059 6/23/10 423911 BMO CAPITAL MARKETS/EXECUTI 1,600.00 55.894 16.00 89,413.52 40,776.29
SALE 6/21/10 39762420 GREIF INC. CL B 2.76
44059 6/24/10 423917 BMO CAPITAL MARKETS/EXECUTI 2,900.00 56.233 29.00 163,044.23 74,889.25
SALE 6/22/10 39762420 GREIF INC. CL B 1.45
44059 6/25/10 423921 BMO CAPITAL MARKETS/EXECUTI 1,500.00 57.053 15.00 85,563.50 39,966.10
SALE 6/25/10 41308610 HARMAN INTERNATIONAL 21.95
51740 6/30/10 423936 CASTLE OAK SECURITIES 40,000.00 32.459 400.00 1,297,918.05 -313,095.95
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 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 94
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/16/10 45884X10 INTERMUNE INC 16.78
51831 6/21/10 423902 MERRIMAN/OTC 100,000.00 9.929 1,000.00 991,873.22 -46,735.05
SALE 6/17/10 45884X10 INTERMUNE INC 7.54
51831 6/22/10 423906 INSTINET (PORTAL) 44,727.00 9.967 313.09 445,491.27 -19,047.05
SALE 6/18/10 45884X10 INTERMUNE INC 8.38
51831 6/23/10 423911 INSTINET (PORTAL) 50,400.00 9.837 352.80 495,413.54 -28,045.03
SALE 6/21/10 45884X10 INTERMUNE INC .48
51831 6/24/10 423917 INSTINET (PORTAL) 2,800.00 10.068 19.60 28,171.44 -909.59
SALE 6/22/10 45884X10 INTERMUNE INC .34
51831 6/25/10 423921 INSTINET (PORTAL) 2,073.00 9.523 14.51 19,726.54 -1,803.81
SALE 6/10/10 46428777 ISHARES DJ FINANCIAL 88.20
51860 6/15/10 423885 MERRILL LYNCH (RESEARCH) 100,000.00 52.191 4,000.00 5,215,051.80 -610,568.20
SALE 6/16/10 46428777 ISHARES DJ FINANCIAL 90.73
51860 6/21/10 423902 ICAP CORPORATES LLC 100,000.00 53.682 1,000.00 5,367,069.27 -458,550.73
SALE 6/02/10 50242410 L-3 COMMUNICATIONS HOLDINGS 220.50
39945 6/07/10 423864 SANDGRAIN SECURITIES 160,000.00 81.543 1,600.00 13,045,075.50 -1,831,641.93
SALE 6/09/10 50540R40 LABORATORY CORP OF AMERICA 25.62
39944 6/14/10 423880 ICAP CORPORATES LLC 20,000.00 75.793 200.00 1,515,632.38 355,610.77
SALE 6/16/10 50540R40 LABORATORY CORP OF AMERICA 27.17
39944 6/21/10 423902 BLAYLOCK ROBERT VAN LLC 20,000.00 80.370 200.00 1,607,168.83 447,147.22
SALE 6/23/10 50540R40 LABORATORY CORP OF AMERICA 13.32
39944 6/28/10 423927 BLAYLOCK ROBERT VAN LLC 10,000.00 78.784 100.00 787,727.68 207,716.88
SALE 6/11/10 52490110 LEGG MASON INC 53.34
48853 6/16/10 423889 MERRILL LYNCH (RESEARCH) 100,000.00 31.563 4,000.00 3,152,196.66 33,967.04
SALE 6/14/10 52490110 LEGG MASON INC 55.22
48853 6/17/10 423893 GRISWOLD COMPANY 100,000.00 32.673 1,000.00 3,266,224.78 147,995.15
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 6/01/10 THROUGH 6/30/10
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/15/10 52490110 LEGG MASON INC 54.39
48853 6/18/10 423898 PACIFIC AMERICAN SECURITIES 100,000.00 32.181 1,000.00 3,216,995.61 98,765.98
SALE 6/23/10 52490110 LEGG MASON INC 26.20
48853 6/28/10 423927 MERIDIAN EQUITY PARTNERS 50,000.00 30.995 500.00 1,549,243.80 -9,871.01
SALE 6/25/10 52490110 LEGG MASON INC 25.51
48853 6/30/10 423936 MURIEL SEIBERT & CO 50,000.00 30.179 500.00 1,508,439.49 -50,675.32
SALE 6/10/10 54142L10 LOGMEIN INC 4.50
47584 6/15/10 423885 LABRANCHE/0TC 10,000.00 26.620 100.00 266,093.50 79,917.56
SALE 6/25/10 54142L10 LOGMEIN INC 4.70
47584 6/30/10 423936 MERRIMAN/OTC 10,000.00 27.767 100.00 277,562.30 91,386.36
SALE 6/21/10 57636Q10 MASTERCARD INC 37.60
47457 6/24/10 423917 ELECTRONIC BROKERAGE SYSTEM 10,000.00 222.45 50.00 2,224,475.40 215,950.75
SALE 6/03/10 58155Q10 MCKESSON CORP. 23.98
44746 6/08/10 423869 BLAYLOCK ROBERT VAN LLC 20,000.00 70.939 200.00 1,418,550.02 474,027.74
SALE 6/04/10 58155Q10 MCKESSON CORP. 23.65
44746 6/09/10 423873 BMO CAPITAL MARKETS/EXECUTI 20,000.00 69.964 200.00 1,399,050.35 454,528.07
SALE 6/09/10 58155Q10 MCKESSON CORP. 23.26
44746 6/14/10 423880 ICAP CORPORATES LLC 20,000.00 68.796 200.00 1,375,704.74 431,182.45
SALE 6/10/10 58155Q10 MCKESSON CORP. 23.51
44746 6/15/10 423885 WILLIAMS CAPITAL GROUP 20,000.00 69.545 200.00 1,390,678.49 446,156.21
SALE 6/11/10 58155Q10 MCKESSON CORP. 23.36
44746 6/16/10 423889 WILLIAMS CAPITAL GROUP 20,000.00 69.105 200.00 1,381,880.64 437,358.35
SALE 6/14/10 58155Q10 MCKESSON CORP. 23.58
44746 6/17/10 423893 WILLIAMS CAPITAL GROUP 20,000.00 69.755 200.00 1,394,880.42 450,358.14
SALE 6/11/10 58933Y10 MERCK & CO. INC. 58.88
49254 6/16/10 423889 MERRILL LYNCH (RESEARCH) 100,000.00 34.841 4,000.00 3,480,031.12 209,731.04
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 6/01/10 THROUGH 6/30/10
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/16/10 59511210 MICRON TECHNOLOGY INC 16.30
48422 6/21/10 423902 MERIDIAN EQUITY PARTNERS 100,000.00 9.643 1,000.00 963,273.70 176,492.81
SALE 6/17/10 59511210 MICRON TECHNOLOGY INC 16.84
48422 6/22/10 423906 PRINCETON SECURITIES GROUP 100,000.00 9.959 1,000.00 994,873.16 208,092.27
SALE 6/23/10 59511210 MICRON TECHNOLOGY INC 16.29
48422 6/28/10 423927 GRISWOLD COMPANY 100,000.00 9.635 1,000.00 962,443.71 175,662.82
SALE 6/02/10 61166W10 MONSANTO CO 101.90
51128 6/07/10 423864 STURDIVANT/EXECUTION 120,000.00 50.243 1,200.00 6,027,882.10 -2,630,809.10
SALE 6/01/10 62886E10 NCR CORP 11.05
46578 6/04/10 423860 BLAYLOCK ROBERT VAN LLC 50,000.00 13.072 500.00 653,108.95 14,601.20
SALE 5/27/10 63934E10 NAVISTAR 18.18
48502 6/02/10 423851 BMO CAPITAL MARKETS/EXECUTI 20,000.00 53.784 200.00 1,075,469.82 265,234.05
SALE 6/04/10 63934E10 NAVISTAR 18.17
48502 6/09/10 423873 BMO CAPITAL MARKETS/EXECUTI 20,000.00 53.746 200.00 1,074,697.83 264,462.06
SALE 6/14/10 63934E10 NAVISTAR 18.29
48502 6/17/10 423893 BLAYLOCK ROBERT VAN LLC 20,000.00 54.098 200.00 1,081,731.71 271,495.94
SALE 6/16/10 63934E10 NAVISTAR 18.27
48502 6/21/10 423902 WILLIAMS CAPITAL GROUP 20,000.00 54.046 200.00 1,080,695.73 270,459.96
SALE 6/14/10 65248E10 NEWS CORP - CL A 22.30
50283 6/17/10 423893 CASTLE OAK SECURITIES 100,000.00 13.195 1,000.00 1,318,487.70 -40,969.24
SALE 6/14/10 65248E10 NEWS CORP - CL A 22.33
50283 6/17/10 423893 JACKSON SECS 100,000.00 13.210 1,000.00 1,319,947.67 -39,509.27
SALE 6/15/10 65248E10 NEWS CORP - CL A 23.15
50283 6/18/10 423898 GRISWOLD COMPANY 100,000.00 13.695 1,000.00 1,368,466.85 9,009.91
SALE 6/15/10 65248E10 NEWS CORP - CL A 23.40
50283 6/18/10 423898 ICAP CORPORATES LLC 100,000.00 13.845 1,000.00 1,383,516.60 24,059.65
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 6/01/10 THROUGH 6/30/10
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/15/10 65248E10 NEWS CORP - CL A 24.13
50283 6/18/10 423898 JACKSON SECS 100,000.00 14.274 1,000.00 1,426,345.87 66,888.92
SALE 6/15/10 65248E10 NEWS CORP - CL A 22.87
50283 6/18/10 423898 MERIDIAN EQUITY PARTNERS 100,000.00 13.530 1,000.00 1,351,987.13 -7,469.82
SALE 6/15/10 65248E10 NEWS CORP - CL A 23.43
50283 6/18/10 423898 PRINCETON SECURITIES GROUP 100,000.00 13.863 1,000.00 1,385,296.57 25,839.63
SALE 6/15/10 65248E10 NEWS CORP - CL A 24.10
50283 6/18/10 423898 STURDIVANT/EXECUTION 100,000.00 14.259 1,000.00 1,424,855.90 65,398.95
SALE 6/16/10 65248E10 NEWS CORP - CL A 47.60
50283 6/21/10 423902 ICAP CORPORATES LLC 200,000.00 14.082 2,000.00 2,814,352.40 95,438.51
SALE 6/18/10 65248E10 NEWS CORP - CL A 47.43
50283 6/23/10 423911 ABEL/NOSER CORP 200,000.00 14.031 10,000.00 2,796,052.57 77,138.68
SALE 6/24/10 65248E10 NEWS CORP - CL A 21.79
50283 6/29/10 423933 ABEL/NOSER CORP 100,000.00 12.891 5,000.00 1,284,078.21 -75,378.74
SALE 6/09/10 65339F10 NEXTERA ENERGY INC 41.34
52182 6/14/10 423880 MERIDIAN EQUITY PARTNERS 50,000.00 48.919 500.00 2,445,393.66 -281,011.24
SALE 6/25/10 74271810 PROCTER & GAMBLE CO. 61.26
39964 6/30/10 423936 MURIEL SEIBERT & CO 60,000.00 60.410 600.00 3,623,926.74 2,171,087.50
SALE 6/10/10 77669610 ROPER INDUSTRIES INC 9.78
50204 6/15/10 423885 WILLIAMS CAPITAL GROUP 10,000.00 57.813 100.00 578,016.22 47,966.85
SALE 6/04/10 77938210 ROWAN COMPANIES INC. 19.49
39970 6/09/10 423873 BLAYLOCK ROBERT VAN LLC 50,000.00 23.062 500.00 1,152,600.51 -14,688.02
SALE 5/28/10 78462F10 SPDR TRUST SERIES 1 186.48
51850 6/03/10 423855 GRISWOLD COMPANY 100,000.00 110.33 1,000.00 11,032,563.52 -160,139.82
SALE 6/02/10 78462F10 SPDR TRUST SERIES 1 91.33
51850 6/07/10 423864 WILLIAMS CAPITAL GROUP 50,000.00 108.07 500.00 5,403,093.67 -193,258.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 98
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TRXN/ TRADE/ 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 6/03/10 78462F10 SPDR TRUST SERIES 1 92.99
51850 6/08/10 423869 BMO CAPITAL MARKETS/EXECUTI 50,000.00 110.04 500.00 5,501,492.01 -94,859.66
SALE 6/09/10 78477410 STEC INC 9.19
48521 6/14/10 423880 MERRIMAN/OTC 50,000.00 10.869 500.00 542,940.81 -646,518.73
SALE 6/16/10 78477410 STEC INC 10.39
48521 6/21/10 423902 LABRANCHE/0TC 50,000.00 12.295 500.00 614,224.61 -575,234.93
SALE 6/17/10 78477410 STEC INC 10.56
48521 6/22/10 423906 LABRANCHE/0TC 50,000.00 12.493 500.00 624,129.44 -565,330.10
SALE 6/18/10 78477410 STEC INC 10.74
48521 6/23/10 423911 MERRIMAN/OTC 50,000.00 12.706 500.00 634,789.26 -554,670.28
SALE 6/22/10 78477410 STEC INC 10.99
48521 6/25/10 423921 LABRANCHE/0TC 50,000.00 13.003 500.00 649,629.01 -539,830.53
SALE 6/25/10 78477410 STEC INC 10.79
48521 6/30/10 423936 MERRIMAN/OTC 50,000.00 12.767 500.00 637,819.21 -551,640.33
SALE 6/09/10 83211010 SMITH INTERNATIONAL INC 32.45
50845 6/14/10 423880 BLAYLOCK ROBERT VAN LLC 50,000.00 38.392 500.00 1,919,057.55 -110,682.79
SALE 6/11/10 83211010 SMITH INTERNATIONAL INC 33.61
50845 6/16/10 423889 BLAYLOCK ROBERT VAN LLC 50,000.00 39.764 500.00 1,987,681.39 -42,058.95
SALE 6/14/10 83211010 SMITH INTERNATIONAL INC 34.35
50845 6/17/10 423893 BLAYLOCK ROBERT VAN LLC 50,000.00 40.642 500.00 2,031,580.65 1,840.31
SALE 6/04/10 85811910 STEEL DYNAMICS INC 24.54
43421 6/09/10 423873 INSTINET (PORTAL) 100,000.00 14.518 700.00 1,451,095.46 -53,045.98
SALE 5/26/10 87150310 SYMANTEC CORP 48.75
48728 6/01/10 423848 INSTINET/SOFT-FACTSET 200,000.00 14.423 10,000.00 2,874,451.25 -495,985.40
SALE 6/23/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 10.60
50366 6/28/10 423927 BLAYLOCK ROBERT VAN LLC 20,000.00 31.353 200.00 626,855.40 131,059.98
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 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 99
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/28/10 88731730 TIME WARNER INC 52.75
45488 6/03/10 423855 GRISWOLD COMPANY 100,000.00 31.211 1,000.00 3,120,027.25 203,431.60
SALE 5/28/10 88731730 TIME WARNER INC 26.41
45488 6/03/10 423855 JACKSON SECS 50,000.00 31.249 500.00 1,561,913.59 103,615.76
SALE 5/28/10 88731730 TIME WARNER INC 52.81
45488 6/03/10 423855 PRINCETON SECURITIES GROUP 100,000.00 31.248 1,000.00 3,123,767.19 207,171.54
SALE 6/03/10 88731730 TIME WARNER INC 52.80
45488 6/08/10 423869 PACIFIC AMERICAN SECURITIES 100,000.00 31.238 1,000.00 3,122,697.20 206,101.55
SALE 6/03/10 88731730 TIME WARNER INC 52.82
45488 6/08/10 423869 STURDIVANT/EXECUTION 100,000.00 31.251 1,000.00 3,124,067.18 207,471.53
SALE 6/22/10 88731730 TIME WARNER INC 38.13
45488 6/25/10 423921 GRISWOLD COMPANY 70,000.00 32.231 700.00 2,255,410.87 213,793.91
SALE 6/23/10 88731730 TIME WARNER INC 53.37
45488 6/28/10 423927 CASTLE OAK SECURITIES 100,000.00 31.574 1,000.00 3,156,376.63 239,780.98
SALE 6/23/10 88731730 TIME WARNER INC 15.96
45488 6/28/10 423927 GRISWOLD COMPANY 30,000.00 31.466 300.00 943,673.04 68,694.34
SALE 6/25/10 88731730 TIME WARNER INC 51.81
45488 6/30/10 423936 PACIFIC AMERICAN SECURITIES 100,000.00 30.656 1,000.00 3,064,508.19 147,912.53
SALE 5/26/10 90341W10 US AIRWAYS GROUP INC 13.98
51597 6/01/10 423848 CAPIS/SOFT 100,000.00 8.270 5,000.00 821,966.02 135,668.37
SALE 5/27/10 90341W10 US AIRWAYS GROUP INC 14.67
51597 6/02/10 423851 GRISWOLD COMPANY 100,000.00 8.677 1,000.00 866,705.33 180,407.68
SALE 5/28/10 90341W10 US AIRWAYS GROUP INC 14.97
51597 6/03/10 423855 PRINCETON SECURITIES GROUP 100,000.00 8.855 1,000.00 884,515.03 198,217.38
SALE 6/01/10 90341W10 US AIRWAYS GROUP INC 14.75
51597 6/04/10 423860 PRINCETON SECURITIES GROUP 100,000.00 8.725 1,000.00 871,445.25 185,147.60
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 6/01/10 THROUGH 6/30/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 100
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/02/10 90341W10 US AIRWAYS GROUP INC 15.47
51597 6/07/10 423864 GRISWOLD COMPANY 100,000.00 9.153 1,000.00 914,264.53 227,966.88
SALE 6/03/10 90341W10 US AIRWAYS GROUP INC 15.57
51597 6/08/10 423869 GRISWOLD COMPANY 100,000.00 9.211 1,000.00 920,074.43 233,776.78
SALE 6/04/10 90341W10 US AIRWAYS GROUP INC 14.88
51597 6/09/10 423873 MERRILL LYNCH (RESEARCH) 100,000.00 8.807 4,000.00 876,725.12 190,427.47
SALE 6/11/10 90341W10 US AIRWAYS GROUP INC 16.64
51597 6/16/10 423889 MURIEL SEIBERT & CO 100,000.00 9.845 1,000.00 983,473.36 297,175.71
SALE 6/23/10 91136310 UNITED RENTALS INC. 18.66
39987 6/28/10 423927 PACIFIC AMERICAN SECURITIES 100,000.00 11.037 1,000.00 1,102,711.34 270,777.17
SALE 6/25/10 91390310 UNIVERSAL HEALTH SERVICES-B 13.57
50486 6/30/10 423936 WILLIAMS CAPITAL GROUP 20,000.00 40.120 200.00 802,190.43 204,349.10
SALE 6/16/10 92241710 VEECO INSTRUMENTS INC 12.77
50424 6/21/10 423902 LABRANCHE/0TC 20,000.00 37.782 200.00 755,425.23 45,484.46
SALE 6/18/10 92241710 VEECO INSTRUMENTS INC 7.09
50424 6/23/10 423911 INSTINET (PORTAL) 10,000.00 41.925 70.00 419,176.91 64,206.52
SALE 6/21/10 92241710 VEECO INSTRUMENTS INC 7.32
50424 6/24/10 423917 MERRIMAN/OTC 10,000.00 43.302 100.00 432,909.68 77,939.29
SALE 6/25/10 92929710 WMS INDUSTRIES INC 14.50
48731 6/30/10 423936 BLAYLOCK ROBERT VAN LLC 20,000.00 42.893 200.00 857,647.50 39,835.42
SALE 6/01/10 98385X10 XTO ENERGY INC. 28.52
39996 6/04/10 423860 BMO CAPITAL MARKETS/EXECUTI 40,000.00 42.186 400.00 1,687,019.48 412,818.94
SALE 6/04/10 98385X10 XTO ENERGY INC. 29.06
39996 6/09/10 423873 WILLIAMS CAPITAL GROUP 40,000.00 42.982 400.00 1,718,834.94 444,634.41
SALE 6/09/10 98385X10 XTO ENERGY INC. 71.97
39996 6/14/10 423880 MERIDIAN EQUITY PARTNERS 100,000.00 42.581 1,000.00 4,257,008.03 1,071,506.69
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 6/01/10 THROUGH 6/30/10
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/09/10 98385X10 XTO ENERGY INC. 146.30
39996 6/14/10 423880 MERRILL LYNCH (RESEARCH) 200,000.00 43.284 8,000.00 8,648,553.70 2,277,551.02
SALE 6/10/10 98385X10 XTO ENERGY INC. 36.86
39996 6/15/10 423885 MERRILL LYNCH (RESEARCH) 50,000.00 43.627 2,000.00 2,179,313.14 586,562.47
SALE 6/11/10 98385X10 XTO ENERGY INC. 73.41
39996 6/16/10 423889 MERRILL LYNCH (RESEARCH) 100,000.00 43.437 4,000.00 4,339,666.59 1,154,165.25
SALE 6/14/10 98385X10 XTO ENERGY INC. 55.70
39996 6/17/10 423893 ICAP CORPORATES LLC 75,000.00 43.941 750.00 3,294,754.30 905,628.30
SALE 6/14/10 98385X10 XTO ENERGY INC. 55.74
39996 6/17/10 423893 MERIDIAN EQUITY PARTNERS 75,000.00 43.974 750.00 3,297,274.26 908,148.26
SALE 6/02/10 G3673810 FRESH DEL MONTE 6.64
48670 6/07/10 423864 WILLIAMS CAPITAL GROUP 20,000.00 19.626 200.00 392,319.36 -62,591.07
SALE 6/03/10 G3673810 FRESH DEL MONTE 6.82
48670 6/08/10 423869 BMO CAPITAL MARKETS/EXECUTI 20,000.00 20.163 200.00 403,045.18 -51,865.25
SALE 6/25/10 G3673810 FRESH DEL MONTE 7.23
48670 6/30/10 423936 WILLIAMS CAPITAL GROUP 20,000.00 21.388 200.00 427,546.77 -27,363.66
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 11,100,757.00 5,558.93 328,698,335.28 18,858,338.01
172,897.57
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 11,100,757.00 5,558.93 328,698,335.28 18,858,338.01
172,897.57
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 6/01/10 THROUGH 6/30/10
LOGAN CIRCLE (5163) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 5/26/10 090613AD BIOMET INC 10.3750 9.277
52137 6/01/10 289022 LOGAN CIRCLE 10/15/17 225,000.00 105.75 237,937.50
PUR 6/02/10 090613AE BIOMET INC 11.6250 10.383
52191 6/07/10 289022 LOGAN CIRCLE 10/15/17 250,000.00 106.25 265,625.00
PUR 6/08/10 12429TAA BWAY HOLDING CO 10.0000 10.250
52422 6/16/10 289022 LOGAN CIRCLE 6/15/18 85,000.00 98.658 83,859.30
PUR 6/22/10 147446AQ CASE NEW HOLLAND INC 7.8750 7.996
52446 6/28/10 289022 LOGAN CIRCLE 12/01/17 225,000.00 99.320 223,470.00
PUR 5/19/10 36467YAA GAMES MERGER 11.0000 11.000
52138 6/01/10 289022 LOGAN CIRCLE 6/01/18 375,000.00 100.00 375,000.00
PUR 6/22/10 594073AA MICHAEL FOODS INC 9.7500 9.748
52464 6/29/10 289022 LOGAN CIRCLE 7/15/18 90,000.00 100.00 90,000.00
PUR 6/02/10 72347QAD PINNACLE FOODS FINANCE 10.6250 9.751
42096 6/07/10 289022 LOGAN CIRCLE 4/01/17 150,000.00 104.25 156,375.00
PUR 6/09/10 74837NAC QUICKSILVER INC 6.8750 10.282
52262 6/14/10 289022 LOGAN CIRCLE 4/15/15 480,000.00 87.250 418,800.00
PUR 6/02/10 750829AB RAINBOW NATIONAL SERVICES 10.3750 9.063
43046 6/07/10 289022 LOGAN CIRCLE 9/01/14 120,000.00 104.50 125,400.00
PUR 6/04/10 84762LAF SPECTRUM BRANDS HLDGS 9.5000 9.750
52421 6/16/10 289022 LOGAN CIRCLE 6/15/18 410,000.00 98.634 404,399.40
PUR 6/08/10 896818AE TRIUMPH GROUP INC 8.6250 8.751
52419 6/16/10 289022 LOGAN CIRCLE 7/15/18 120,000.00 99.270 119,124.00
PUR 6/08/10 896818AE TRIUMPH GROUP INC 8.6250 8.732
52419 6/16/10 289022 LOGAN CIRCLE 7/15/18 120,000.00 99.375 119,250.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 2,650,000.00 2,619,240.20
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 2,650,000.00 2,619,240.20
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 6/01/10 THROUGH 6/30/10
LOGAN CIRCLE (5163) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 6/22/10 00104CAA AES CORPORATION 9.3750 14.810
44198 6/24/10 289022 LOGAN CIRCLE 9/15/10 75,000.00 101.12 75,843.75 1,793.67
SALE 6/04/10 121579AB BURLINGTON COAT 11.1250 20.247
47119 6/09/10 289022 LOGAN CIRCLE 4/15/14 230,000.00 102.25 235,175.00 59,613.00
SALE 6/18/10 12429TAA BWAY HOLDING CO 10.0000 10.250
52422 6/23/10 289022 LOGAN CIRCLE 6/15/18 85,000.00 102.25 86,912.50 3,055.28
SALE 6/21/10 22234XAD COUNTRY GARDEN 11.2500 11.375
51645 6/24/10 289022 LOGAN CIRCLE 4/22/17 190,000.00 97.000 184,300.00 -4,527.15
SALE 6/21/10 35906AAE NEW COMMUNICATIONS HLDGS 8.2500 8.250
51485 6/24/10 289022 LOGAN CIRCLE 4/15/17 455,000.00 101.00 459,550.00 4,550.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 1,035,000.00 1,041,781.25 64,484.80
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 1,035,000.00 1,041,781.25 64,484.80
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 6/01/10 THROUGH 6/30/10
POST ADVISORY (5164) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 6/16/10 00506TAJ ACTIVANT SOLUTIONS 9.5000 10.754
52374 6/21/10 289023 POST ADVISORY 5/01/16 700,000.00 94.625 662,375.00
PUR 5/28/10 00828DAJ AFFINION GROUP INC 11.5000 10.621
52176 6/03/10 289023 POST ADVISORY 10/15/15 395,000.00 103.50 408,825.00
PUR 6/08/10 12429TAA BWAY HOLDING CO 10.0000 10.250
52309 6/16/10 289023 POST ADVISORY 6/15/18 475,000.00 98.658 468,625.50
PUR 6/28/10 148867AB CATALINA MARKETING 11.6250 10.818
50465 6/30/10 LOGAN CIRCLE 10/01/17 300,000.00 104.02 312,060.00
PUR 5/26/10 281023AU EDISON MISSION ENERGY 7.0000 14.366
52098 6/01/10 289023 POST ADVISORY 5/15/17 1,350,000.00 68.250 921,375.00
PUR 6/21/10 29276KAL ENERGY XXI GULF COAST IN 16.0000 15.997
51875 6/21/10 289023 POST ADVISORY 6/15/14 15,240.00 100.00 15,240.00
PUR 5/28/10 428303AH HEXION US FIN/NOVA SCOTI 9.7500 10.905
52177 6/03/10 289023 POST ADVISORY 11/15/14 1,125,000.00 96.000 1,080,000.00
PUR 6/11/10 428303AH HEXION US FIN/NOVA SCOTI 9.7500 11.628
52177 6/16/10 289023 POST ADVISORY 11/15/14 500,000.00 93.638 468,187.50
PUR 6/04/10 84762LAF SPECTRUM BRANDS HLDGS 9.5000 9.750
52310 6/16/10 289023 POST ADVISORY 6/15/18 300,000.00 98.634 295,902.00
PUR 6/07/10 874227AA TALECRIS BIOTHER 7.7500 7.062
52234 6/10/10 289023 POST ADVISORY 11/15/16 575,000.00 103.50 595,125.00
PUR 6/10/10 893342AA TRANS UNION LLC/TRANSUNI 11.3750 11.375
52285 6/15/10 289023 POST ADVISORY 6/15/18 700,000.00 100.00 700,000.00
PUR 5/27/10 950590AJ WENDYS INTERNATIONAL 6.2500 1.200
52154 6/02/10 289023 POST ADVISORY 11/15/11 1,000,000.00 107.25 1,072,500.00
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 6/01/10 THROUGH 6/30/10
POST ADVISORY (5164) -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 6/09/10 950590AJ WENDYS INTERNATIONAL 6.2500 1.253
52154 6/10/10 289023 POST ADVISORY 11/15/11 500,000.00 107.06 535,312.50
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 7,935,240.00 7,535,527.50
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 7,935,240.00 7,535,527.50
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 5/27/10 00208JAC ATP OIL & GAS CORPORATION 11.8750 12.000
51666 6/02/10 289023 POST ADVISORY 5/01/15 75,000.00 80.000 60,000.00 -14,640.96
SALE 5/27/10 00208JAC ATP OIL & GAS CORPORATION 11.8750 12.000
51666 6/02/10 289023 POST ADVISORY 5/01/15 100,000.00 87.000 87,000.00 -12,521.28
SALE 6/02/10 00208JAC ATP OIL & GAS CORPORATION 11.8750 12.000
51666 6/07/10 289023 POST ADVISORY 5/01/15 125,000.00 73.250 91,562.50 -32,836.53
SALE 6/03/10 00208JAC ATP OIL & GAS CORPORATION 11.8750 12.000
51666 6/08/10 289023 POST ADVISORY 5/01/15 125,000.00 77.500 96,875.00 -27,523.55
SALE 6/03/10 00208JAC ATP OIL & GAS CORPORATION 11.8750 12.000
51666 6/08/10 289023 POST ADVISORY 5/01/15 125,000.00 75.500 94,375.00 -30,023.55
SALE 6/10/10 00208JAC ATP OIL & GAS CORPORATION 11.8750 12.000
51666 6/15/10 289023 POST ADVISORY 5/01/15 100,000.00 67.000 67,000.00 -32,516.47
SALE 6/11/10 00208JAC ATP OIL & GAS CORPORATION 11.8750 12.000
51666 6/16/10 289023 POST ADVISORY 5/01/15 75,000.00 67.750 50,812.50 -23,824.63
SALE 6/15/10 00208JAC ATP OIL & GAS CORPORATION 11.8750 12.000
51666 6/18/10 289023 POST ADVISORY 5/01/15 75,000.00 69.500 52,125.00 -22,511.71
SALE 6/15/10 00208JAC ATP OIL & GAS CORPORATION 11.8750 12.000
51666 6/17/10 289023 POST ADVISORY 5/01/15 75,000.00 67.875 50,906.25 -23,730.67
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 6/01/10 THROUGH 6/30/10
POST ADVISORY (5164) -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 6/15/10 00208JAC ATP OIL & GAS CORPORATION 11.8750 12.000
51666 6/17/10 289023 POST ADVISORY 5/01/15 100,000.00 69.000 69,000.00 -30,515.89
SALE 6/15/10 00208JAC ATP OIL & GAS CORPORATION 11.8750 12.000
51666 6/17/10 289023 POST ADVISORY 5/01/15 50,000.00 68.500 34,250.00 -15,507.95
SALE 5/24/10 056039AH BWAY CORP 10.0000 6.381
51969 6/16/10 289023 POST ADVISORY 4/15/14 1,425,000.00 112.50 1,603,125.00 5,533.07
SALE 6/10/10 12429TAA BWAY HOLDING CO 10.0000 10.250
52309 6/16/10 289023 POST ADVISORY 6/15/18 475,000.00 100.62 477,968.75 9,343.25
SALE 5/26/10 13134YAD CALPINE CONSTRUCTION 8.0000 8.875
46930 6/01/10 289023 POST ADVISORY 6/01/16 1,600,000.00 100.75 1,612,000.00 76,063.80
SALE 6/07/10 15135BAB CENTENE CORP DEL 7.2500 7.537
51159 6/10/10 289023 POST ADVISORY 4/01/14 750,000.00 100.11 750,843.75 7,968.36
SALE 5/27/10 226566AK CRICKET COMMUNICATIONS 7.7500 8.400
49980 6/02/10 289023 POST ADVISORY 5/15/16 475,000.00 101.37 481,531.25 20,794.12
SALE 5/26/10 281023AN EDISON MISSION 7.5000 11.660
46583 6/01/10 289023 POST ADVISORY 6/15/13 1,085,000.00 87.750 952,087.50 -20,044.50
SALE 6/07/10 390064AL GREAT ATLANTIC & PACIFIC TE 11.3750 11.999
47983 6/09/10 289023 POST ADVISORY 8/01/15 325,000.00 87.750 285,187.50 -32,083.55
SALE 6/08/10 390064AL GREAT ATLANTIC & PACIFIC TE 11.3750 11.999
47983 6/11/10 289023 POST ADVISORY 8/01/15 150,000.00 87.250 130,875.00 -15,561.75
SALE 6/09/10 390064AL GREAT ATLANTIC & PACIFIC TE 11.3750 11.999
47983 6/14/10 289023 POST ADVISORY 8/01/15 50,000.00 87.625 43,812.50 -5,001.77
SALE 5/26/10 457030AG INGLES MARKETS INC 8.8750 9.500
48119 6/01/10 289023 POST ADVISORY 5/15/17 825,000.00 101.62 838,406.25 39,290.20
SALE 6/10/10 629377AU NRG ENERGY INC 7.3750 7.549
45994 6/15/10 289023 POST ADVISORY 2/01/16 500,000.00 96.250 481,250.00 -14,754.57
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 6/01/10 THROUGH 6/30/10
POST ADVISORY (5164) -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 6/15/10 629377BG NRG ENERGY INC 8.5000 8.750
47200 6/17/10 289023 POST ADVISORY 6/15/19 300,000.00 98.000 294,000.00 -1,391.57
SALE 6/22/10 87922RAJ TELCORDIA TECHNOLOGIES 11.0000 11.000
51772 6/25/10 289023 POST ADVISORY 5/01/18 350,000.00 96.000 336,000.00 -14,000.00
SALE 6/10/10 893342AA TRANS UNION LLC/TRANSUNI 11.3750 11.375
52285 6/15/10 289023 POST ADVISORY 6/15/18 150,000.00 101.75 152,625.00 2,625.00
SALE 5/27/10 98375YAW XM SATELLITE RADIO INC 11.2500 11.692
47580 6/02/10 289023 POST ADVISORY 6/15/13 325,000.00 108.00 351,000.00 29,622.65
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 9,810,000.00 9,544,618.75 -177,750.45
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 9,810,000.00 9,544,618.75 -177,750.45
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 6/01/10 THROUGH 6/30/10
PIMCO (5166) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 5/28/10 125581FV CIT GROUP INC 7.0000 8.768
49985 6/03/10 289024 PIMCO 5/01/15 322,000.00 93.000 299,460.00
PUR 5/27/10 125581FW CIT GROUP INC 7.0000 9.152
49982 6/02/10 289024 PIMCO 5/01/16 703,000.00 90.250 634,457.50
PUR 6/02/10 12629YAA COOPER-STANDARD AUTOMOTIVE 8.5000 8.675
51915 6/07/10 289024 PIMCO 5/01/18 300,000.00 99.000 297,000.00
PUR 6/21/10 13959RAA CAPELLA HEALTHCARE 9.2500 9.500
52449 6/28/10 289024 PIMCO 7/01/17 250,000.00 98.740 246,850.00
PUR 6/22/10 13959RAA CAPELLA HEALTHCARE 9.2500 9.054
52449 6/28/10 289024 PIMCO 7/01/17 125,000.00 101.00 126,250.00
PUR 6/22/10 13959RAA CAPELLA HEALTHCARE 9.2500 9.151
52449 6/28/10 289024 PIMCO 7/01/17 125,000.00 100.50 125,625.00
PUR 6/25/10 479269AE JOHNSONDIVERSEY HOLD INC 8.2500 7.791
50798 6/30/10 289024 PIMCO 11/15/19 350,000.00 103.00 360,500.00
PUR 6/22/10 594073AA MICHAEL FOODS INC 9.7500 9.125
52466 6/29/10 289024 PIMCO 7/15/18 33,000.00 103.50 34,155.00
PUR 6/22/10 594073AA MICHAEL FOODS INC 9.7500 9.169
52466 6/29/10 289024 PIMCO 7/15/18 77,000.00 103.25 79,502.50
PUR 6/22/10 594073AA MICHAEL FOODS INC 9.7500 9.212
52466 6/29/10 289024 PIMCO 7/15/18 97,000.00 103.00 99,910.00
PUR 6/22/10 594073AA MICHAEL FOODS INC 9.7500 9.190
52466 6/29/10 289024 PIMCO 7/15/18 43,000.00 103.12 44,343.75
PUR 6/22/10 594073AA MICHAEL FOODS INC 9.7500 9.748
52466 6/29/10 289024 PIMCO 7/15/18 200,000.00 100.00 200,000.00
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 6/01/10 THROUGH 6/30/10
PIMCO (5166) -Cont. PAGE: 109
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/22/10 594073AA MICHAEL FOODS INC 9.7500 9.234
52466 6/29/10 289024 PIMCO 7/15/18 25,000.00 102.87 25,718.75
PUR 6/23/10 594073AA MICHAEL FOODS INC 9.7500 9.234
52466 6/29/10 289024 PIMCO 7/15/18 275,000.00 102.87 282,906.25
PUR 6/01/10 65409QAU NIELSEN FINANCE 11.5000 9.902
50504 6/04/10 289024 PIMCO 5/01/16 500,000.00 107.00 535,000.00
PUR 6/01/10 67000XAB NOVELIS INC 7.2500 8.902
50505 6/04/10 289024 PIMCO 2/15/15 500,000.00 93.750 468,750.00
PUR 6/03/10 810186AH SCOTTS MIRACLE-GRO CO/TH 7.2500 7.162
50444 6/08/10 289024 PIMCO 1/15/18 200,000.00 100.50 201,000.00
PUR 6/04/10 84762LAF SPECTRUM BRANDS HLDGS 9.5000 9.500
52305 6/16/10 289024 PIMCO 6/15/18 75,000.00 100.00 75,000.00
PUR 6/04/10 84762LAF SPECTRUM BRANDS HLDGS 9.5000 9.523
52305 6/16/10 289024 PIMCO 6/15/18 25,000.00 99.875 24,968.75
PUR 6/04/10 84762LAF SPECTRUM BRANDS HLDGS 9.5000 9.750
52305 6/16/10 289024 PIMCO 6/15/18 475,000.00 98.634 468,511.50
PUR 6/03/10 858119AQ STEEL DYNAMICS INC 7.6250 7.733
51170 6/08/10 289024 PIMCO 3/15/20 200,000.00 99.250 198,500.00
PUR 6/10/10 893342AA TRANS UNION LLC/TRANSUNI 11.3750 11.375
52286 6/15/10 289024 PIMCO 6/15/18 275,000.00 100.00 275,000.00
PUR 6/08/10 896818AE TRIUMPH GROUP INC 8.6250 8.751
52306 6/16/10 289024 PIMCO 7/15/18 400,000.00 99.270 397,080.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 5,575,000.00 5,500,489.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 5,575,000.00 5,500,489.00
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 6/01/10 THROUGH 6/30/10
PIMCO (5166) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 6/04/10 65332VBG NEXTEL COMMUNICATIONS INC 7.3750 22.997
45841 6/09/10 289024 PIMCO 8/01/15 35,000.00 93.250 32,637.50 13,669.15
SALE 6/04/10 65332VBH NEXTEL COMMUNICATIONS INC 6.8750 25.515
45842 6/09/10 289024 PIMCO 10/31/13 10,000.00 95.250 9,525.00 3,602.52
SALE 6/24/10 878742AJ TECK RESOURCES LIMITED 9.7500 11.000
48249 6/29/10 289024 PIMCO 5/15/14 525,000.00 118.75 623,437.50 118,837.62
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 570,000.00 665,600.00 136,109.29
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 570,000.00 665,600.00 136,109.29
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 6/01/10 THROUGH 6/30/10
NOMURA (5167) PAGE: 111
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 6/09/10 00208JAC ATP OIL & GAS CORPORATION 11.8750 23.592
51669 6/14/10 289025 NOMURA 5/01/15 50,000.00 67.000 33,500.00
PUR 6/16/10 00208JAC ATP OIL & GAS CORPORATION 11.8750 21.188
51669 6/21/10 289025 NOMURA 5/01/15 50,000.00 72.500 36,250.00
PUR 6/15/10 01660NAA ALGOMA ACQUISITION CORP 9.8750 13.696
52363 6/18/10 289025 NOMURA 6/15/15 250,000.00 86.500 216,250.00
PUR 6/02/10 02406PAF AMERICAN AXLE 7.8750 10.392
52194 6/07/10 289025 NOMURA 3/01/17 50,000.00 88.000 44,000.00
PUR 6/02/10 02406PAF AMERICAN AXLE 7.8750 10.335
52194 6/07/10 289025 NOMURA 3/01/17 25,000.00 88.250 22,062.50
PUR 6/16/10 02406PAF AMERICAN AXLE 7.8750 9.980
52194 6/21/10 289025 NOMURA 3/01/17 175,000.00 89.875 157,281.25
PUR 6/18/10 09747FAA BOISE PAPER HOLDINGS 9.0000 8.260
48997 6/23/10 289025 NOMURA 11/01/17 50,000.00 104.00 52,000.00
PUR 6/08/10 12429TAA BWAY HOLDING CO 10.0000 10.250
52300 6/16/10 289025 NOMURA 6/15/18 175,000.00 98.658 172,651.50
PUR 6/01/10 125581FW CIT GROUP INC 7.0000 8.979
51805 6/04/10 289025 NOMURA 5/01/16 125,000.00 91.000 113,750.00
PUR 6/21/10 13959RAA CAPELLA HEALTHCARE 9.2500 9.500
52447 6/28/10 289025 NOMURA 7/01/17 300,000.00 98.740 296,220.00
PUR 6/08/10 145749AC CARROLS CORPORATION 9.0000 9.492
52244 6/11/10 289025 NOMURA 1/15/13 75,000.00 98.875 74,156.25
PUR 6/08/10 145749AC CARROLS CORPORATION 9.0000 9.325
52244 6/11/10 289025 NOMURA 1/15/13 100,000.00 99.250 99,250.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
NOMURA (5167) -Cont. PAGE: 112
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/22/10 147446AQ CASE NEW HOLLAND INC 7.8750 7.996
52448 6/28/10 289025 NOMURA 12/01/17 175,000.00 99.320 173,810.00
PUR 5/27/10 319963AP FIRST DATA CORP 9.8750 15.045
44687 6/02/10 289025 NOMURA 9/24/15 75,000.00 81.500 61,125.00
PUR 6/03/10 319963AP FIRST DATA CORP 9.8750 15.056
44687 6/08/10 289025 NOMURA 9/24/15 50,000.00 81.500 40,750.00
PUR 6/02/10 345370CA FORD MTR CO 7.4500 8.671
52099 6/07/10 289025 NOMURA 7/16/31 100,000.00 88.250 88,250.00
PUR 6/02/10 345370CA FORD MTR CO 7.4500 8.700
52099 6/07/10 289025 NOMURA 7/16/31 125,000.00 88.000 110,000.00
PUR 6/21/10 35687MAK FREESCALE SEMICONDUCTOR 9.1250 9.124
52100 6/21/10 289025 NOMURA 12/15/14 2,468.00 100.00 2,468.00
PUR 5/27/10 35687MAP FREESCALE SEMICONDUCTOR 10.1250 14.891
52147 6/02/10 289025 NOMURA 12/15/16 50,000.00 80.500 40,250.00
PUR 6/02/10 413622AC HARRAHS OPER CO 12.7500 14.478
51715 6/07/10 289025 NOMURA 4/15/18 50,000.00 92.000 46,000.00
PUR 6/16/10 526057BB LENNAR CORP 6.9500 9.398
52376 6/21/10 289025 NOMURA 6/01/18 125,000.00 86.500 108,125.00
PUR 5/28/10 532776AS LIN TELEVISION CORP 8.3750 8.594
51482 6/03/10 289025 NOMURA 4/15/18 125,000.00 98.750 123,437.50
PUR 6/03/10 538034AC LIVE NATION ENT 8.1250 8.386
51865 6/08/10 289025 NOMURA 5/15/18 100,000.00 98.500 98,500.00
PUR 5/26/10 552953BP MGM MIRAGE INC 9.0000 8.919
51136 6/01/10 289025 NOMURA 3/15/20 75,000.00 100.50 75,375.00
PUR 6/15/10 55377WAA MTS INTL FUNDING LTD 8.6250 8.625
52400 6/22/10 289025 NOMURA 6/22/20 100,000.00 100.00 100,000.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/10 THROUGH 6/30/10
NOMURA (5167) -Cont. PAGE: 113
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/22/10 594073AA MICHAEL FOODS INC 9.7500 9.748
52463 6/29/10 289025 NOMURA 7/15/18 275,000.00 100.00 275,000.00
PUR 5/27/10 68383KAB OPTI CANADA INCORPORATED 8.2500 12.946
45720 6/02/10 289025 NOMURA 12/15/14 25,000.00 84.250 21,062.50
PUR 5/27/10 68383KAD OPTI CANADA INC 7.8750 12.861
50334 6/02/10 289025 NOMURA 12/15/14 75,000.00 83.250 62,437.50
PUR 6/16/10 695459AD PAETEC HOLDING CORP 8.8750 8.947
49231 6/21/10 289025 NOMURA 6/30/17 50,000.00 99.625 49,812.50
PUR 5/26/10 726505AH PLAINS EXPLORATION 8.6250 8.942
48458 6/01/10 289025 NOMURA 10/15/19 75,000.00 98.000 73,500.00
PUR 6/18/10 726505AH PLAINS EXPLORATION 8.6250 8.271
48458 6/23/10 289025 NOMURA 10/15/19 25,000.00 102.25 25,562.50
PUR 6/18/10 726505AH PLAINS EXPLORATION 8.6250 8.309
48458 6/23/10 289025 NOMURA 10/15/19 25,000.00 102.00 25,500.00
PUR 6/18/10 726505AH PLAINS EXPLORATION 8.6250 8.309
48458 6/23/10 289025 NOMURA 10/15/19 25,000.00 102.00 25,500.00
PUR 6/17/10 767754BT RITE AID CORP 9.5000 14.160
43874 6/22/10 289025 NOMURA 6/15/17 75,000.00 79.750 59,812.50
PUR 5/27/10 81180WAA SEAGATE HDD CAYMAN 6.8750 7.601
51973 6/02/10 289025 NOMURA 5/01/20 75,000.00 95.000 71,250.00
PUR 5/27/10 81180WAA SEAGATE HDD CAYMAN 6.8750 7.601
51973 6/02/10 289025 NOMURA 5/01/20 75,000.00 95.000 71,250.00
PUR 5/27/10 81180WAA SEAGATE HDD CAYMAN 6.8750 7.601
51973 6/02/10 289025 NOMURA 5/01/20 25,000.00 95.000 23,750.00
PUR 5/27/10 81180WAA SEAGATE HDD CAYMAN 6.8750 7.714
51973 6/02/10 289025 NOMURA 5/01/20 125,000.00 94.250 117,812.50
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 6/01/10 THROUGH 6/30/10
NOMURA (5167) -Cont. PAGE: 114
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/27/10 81180WAA SEAGATE HDD CAYMAN 6.8750 7.695
51973 6/02/10 289025 NOMURA 5/01/20 100,000.00 94.375 94,375.00
PUR 6/17/10 81180WAA SEAGATE HDD CAYMAN 6.8750 7.565
51973 6/22/10 289025 NOMURA 5/01/20 100,000.00 95.250 95,250.00
PUR 6/02/10 852061AF SPRINT NEXTEL 8.3750 8.704
48110 6/07/10 289025 NOMURA 8/15/17 50,000.00 98.250 49,125.00
PUR 6/02/10 852061AF SPRINT NEXTEL 8.3750 8.656
48110 6/07/10 289025 NOMURA 8/15/17 25,000.00 98.500 24,625.00
PUR 6/10/10 893342AA TRANS UNION LLC/TRANSUNI 11.3750 11.375
52282 6/15/10 289025 NOMURA 6/15/18 150,000.00 100.00 150,000.00
PUR 6/10/10 893342AA TRANS UNION LLC/TRANSUNI 11.3750 11.040
52282 6/15/10 289025 NOMURA 6/15/18 25,000.00 101.75 25,437.50
PUR 6/10/10 893342AA TRANS UNION LLC/TRANSUNI 11.3750 11.040
52282 6/15/10 289025 NOMURA 6/15/18 50,000.00 101.75 50,875.00
PUR 6/09/10 90338WAK US ONCOLOGY INC 9.1250 9.266
50007 6/14/10 289025 NOMURA 8/15/17 75,000.00 99.250 74,437.50
PUR 6/16/10 97314XAE WIND ACQUISITION FIN 11.7500 11.224
52375 6/21/10 289025 NOMURA 7/15/17 300,000.00 102.50 307,500.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 4,402,468.00 4,159,337.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 4,402,468.00 4,159,337.00
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 6/01/10 THROUGH 6/30/10
NOMURA (5167) -Cont. PAGE: 115
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 5/27/10 00208JAC ATP OIL & GAS CORPORATION 11.8750 11.797
51669 6/02/10 289025 NOMURA 5/01/15 50,000.00 84.000 42,000.00 -8,131.17
SALE 5/27/10 00208JAC ATP OIL & GAS CORPORATION 11.8750 11.797
51669 6/02/10 289025 NOMURA 5/01/15 25,000.00 82.500 20,625.00 -4,440.59
SALE 6/02/10 00208JAC ATP OIL & GAS CORPORATION 11.8750 11.797
51669 6/07/10 289025 NOMURA 5/01/15 50,000.00 66.000 33,000.00 -17,129.39
SALE 6/03/10 00208JAC ATP OIL & GAS CORPORATION 11.8750 11.797
51669 6/08/10 289025 NOMURA 5/01/15 75,000.00 76.750 57,562.50 -17,631.07
SALE 5/27/10 125581FT CIT GROUP INC 7.0000 9.033
50020 6/02/10 289025 NOMURA 5/01/13 325,000.00 96.125 312,406.25 4,178.93
SALE 6/04/10 345397VM FORD MOTOR CREDIT CO LLC 8.1250 8.206
50008 6/09/10 289025 NOMURA 1/15/20 325,000.00 100.00 325,000.00 1,769.13
SALE 5/28/10 36186CBQ GMAC LLC 6.8750 7.531
50652 6/03/10 289025 NOMURA 9/15/11 75,000.00 100.12 75,093.75 696.92
SALE 6/04/10 36186CBY GMAC INC 8.0000 8.757
50345 6/09/10 289025 NOMURA 11/01/31 400,000.00 90.500 362,000.00 -8,904.73
SALE 6/04/10 428040BZ HERTZ CORP 8.8750 12.639
46480 6/09/10 289025 NOMURA 1/01/14 350,000.00 100.50 351,750.00 38,663.91
SALE 6/18/10 552741AA M FOODS HOLDINGS 9.7500 11.875
47252 6/29/10 289025 NOMURA 10/01/13 250,000.00 103.50 258,750.00 22,844.77
SALE 6/04/10 68383KAB OPTI CANADA INCORPORATED 8.2500 10.297
45720 6/09/10 289025 NOMURA 12/15/14 75,000.00 85.750 64,312.50 -5,250.10
SALE 6/17/10 68383KAB OPTI CANADA INCORPORATED 8.2500 10.297
45720 6/22/10 289025 NOMURA 12/15/14 100,000.00 89.000 89,000.00 -3,795.52
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 6/01/10 THROUGH 6/30/10
NOMURA (5167) -Cont. PAGE: 116
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/01/10 729416AJ PLY GEM INDUSTRIES 11.7500 16.203
43661 6/04/10 289025 NOMURA 6/15/13 100,000.00 103.87 103,875.00 14,230.41
SALE 6/01/10 729416AJ PLY GEM INDUSTRIES 11.7500 16.203
43661 6/04/10 289025 NOMURA 6/15/13 100,000.00 104.00 104,000.00 14,355.40
SALE 6/17/10 852060AS SPRINT CAPITAL CORP 8.3750 10.282
43558 6/22/10 289025 NOMURA 3/15/12 590,000.00 104.62 617,287.50 44,869.37
SALE 6/17/10 852060AS SPRINT CAPITAL CORP 8.3750 10.282
43558 6/22/10 289025 NOMURA 3/15/12 925,000.00 104.75 968,937.50 71,502.29
SALE 6/08/10 874227AA TALECRIS BIOTHER 7.7500 7.876
48946 6/11/10 289025 NOMURA 11/15/16 300,000.00 103.62 310,875.00 12,773.45
SALE 5/26/10 88830MAD TITAN INTERNATIONAL 8.0000 8.168
45742 6/07/10 289025 NOMURA 1/15/12 155,000.00 105.00 162,750.00 8,154.66
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 4,270,000.00 4,259,225.00 168,756.67
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 4,270,000.00 4,259,225.00 168,756.67
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 6/01/10 THROUGH 6/30/10
ALTERNATIVE INVESTMENTS COMMON B (5168) PAGE: 117
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 6/09/10 99MSCZAM OCH-ZIFF CAPITAL
51468 6/09/10 29 ALTERNATIVE INV CAPITAL CAL 45,475,150.00 1.000 45,475,150.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 45,475,150.00 45,475,150.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 45,475,150.00 45,475,150.00
END OF REPORT FOR: ALTERNATIVE INVESTMENTS COMMON B