S T A T E O F N E W J E R S E Y 4300
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
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 3/26/10 37291710 GENZYME CORP
51294 3/31/10 423666 LIQUIDNET 15,000.00 52.505 300.00 787,875.00
PUR 3/02/10 45884X10 INTERMUNE PHARMACEUTICALS
50934 3/05/10 423488 ITG (CHANNEL) 55,000.00 14.985 550.00 824,719.50
SUBTOTAL STOCK PURCHASES: 70,000.00 1,612,594.50
850.00
TOTAL FUND PURCHASES: 70,000.00 1,612,594.50
850.00
SALES OF STOCK AND OTHER EQUITIES
SALE 3/26/10 09062X10 BIOGEN IDEC INC. 5.22
26388 3/31/10 423667 INSTINET (PORTAL) 7,000.00 58.639 49.00 410,418.08 182,062.10
SALE 2/25/10 35351510 FRANKLIN ELECTRONIC PUBLISH
16697 3/10/10 423420 TENDERED 20,000.00 2.500 50,000.00 -80,610.88
SALE 3/08/10 45884X10 INTERMUNE PHARMACEUTICALS 5.96
50934 3/11/10 423508 INSTINET (PORTAL) 20,000.00 23.426 140.00 468,382.04 168,484.04
SALE 3/01/10 71340910 PEPSI BOTTLING GROUP, INC.
23326 3/10/10 423478 TENDERED 10,000.00 18.048 180,484.67 50,668.32
SUBTOTAL STOCK SALES: 57,000.00 11.18 1,109,284.79 320,603.58
189.00
TOTAL FUND SALES: 57,000.00 11.18 1,109,284.79 320,603.58
189.00
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 3/01/10 THROUGH 3/31/10
DCP SMALL CAP. (EQUITY) (4302) PAGE: 2
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 3/02/10 45884X10 INTERMUNE PHARMACEUTICALS
50933 3/05/10 423489 ITG (CHANNEL) 55,000.00 14.985 550.00 824,719.50
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 55,000.00 824,719.50
550.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 55,000.00 824,719.50
550.00
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 3/04/10 00960610 AIXTRON AG 4.37
30127 3/09/10 423499 MERRIMAN/OTC 11,000.00 31.216 110.00 343,264.93 252,529.38
SALE 3/08/10 45884X10 INTERMUNE PHARMACEUTICALS 7.41
50933 3/11/10 423507 LIQUIDNET 25,000.00 23.325 500.00 582,617.59 207,745.09
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 36,000.00 11.78 925,882.52 460,274.47
610.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 36,000.00 11.78 925,882.52 460,274.47
610.00
END OF REPORT FOR: DCP SMALL CAP. (EQUITY)
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) PAGE: 3
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 3/08/10 00246W10 AXT INC.
51014 3/11/10 423505 ITG (CHANNEL) 28,800.00 3.491 288.00 100,825.92
PUR 3/09/10 00246W10 AXT INC.
51014 3/12/10 423611 ITG (CHANNEL) 71,200.00 3.500 712.00 249,904.88
PUR 3/10/10 00246W10 AXT INC.
51014 3/15/10 423615 ITG (CHANNEL) 20,000.00 3.470 200.00 69,592.00
PUR 3/12/10 00246W10 AXT INC.
51014 3/17/10 423619 ITG (CHANNEL) 10,000.00 3.411 100.00 34,206.00
PUR 3/15/10 00246W10 AXT INC.
51014 3/18/10 423623 ITG (CHANNEL) 10,000.00 3.401 100.00 34,111.00
PUR 3/16/10 00246W10 AXT INC.
51014 3/19/10 423627 MERRIMAN/OTC 10,000.00 3.236 100.00 32,460.00
PUR 3/19/10 00246W10 AXT INC.
51014 3/24/10 423641 ITG (CHANNEL) 10,000.00 3.277 100.00 32,870.00
PUR 3/09/10 00949P10 AIRTRAN HOLDINGS INC
50423 3/12/10 423611 ELECTRONIC BROKERAGE SYSTEM 4,000.00 5.100 20.00 20,420.00
PUR 3/22/10 04004710 ARENA PHARMACEUTICALS INC
49009 3/25/10 423645 INSTINET (PORTAL) 20,000.00 3.200 140.00 64,138.00
PUR 3/04/10 05714910 BAKER (MICHAEL) CORP
37926 3/09/10 423497 ELECTRONIC BROKERAGE SYSTEM 1,000.00 34.810 5.00 34,815.00
PUR 3/22/10 05714910 BAKER (MICHAEL) CORP
37926 3/25/10 423645 ELECTRONIC BROKERAGE SYSTEM 2,000.00 33.734 10.00 67,478.00
PUR 3/24/10 05714910 BAKER (MICHAEL) CORP
37926 3/29/10 423655 ELECTRONIC BROKERAGE SYSTEM 1,000.00 33.676 5.00 33,681.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 4
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/10/10 05851610 BALLANTYNE STRONG INC
51045 3/15/10 423615 ELECTRONIC BROKERAGE SYSTEM 1,100.00 4.298 5.50 4,733.52
PUR 3/22/10 05851610 BALLANTYNE STRONG INC
51045 3/25/10 423645 ELECTRONIC BROKERAGE SYSTEM 15,400.00 4.500 77.00 69,377.00
PUR 3/23/10 09702310 BOEING COMPANY
51217 3/26/10 423649 GRISWOLD COMPANY 9,000.00 72.208 90.00 649,964.70
PUR 3/24/10 09702310 BOEING COMPANY
51217 3/29/10 423655 ELECTRONIC BROKERAGE SYSTEM 1,000.00 72.770 5.00 72,775.00
PUR 3/15/10 10113710 BOSTON SCIENTIFIC CORP
51129 3/18/10 423623 ELECTRONIC BROKERAGE SYSTEM 100,000.00 6.749 500.00 675,370.00
PUR 3/12/10 12526910 CF INDUSTRIES HOLDINGS INC
49564 3/17/10 423619 BMO CAPITAL MARKETS/EXECUTI 3,000.00 95.448 30.00 286,374.60
PUR 2/25/10 12640810 CSX CORP
50905 3/02/10 423472 ELECTRONIC BROKERAGE SYSTEM 14,000.00 47.348 70.00 662,935.00
PUR 3/03/10 12665010 CVS CORP
49562 3/08/10 423493 BLAYLOCK ROBERT VAN LLC 3,000.00 34.698 30.00 104,124.30
PUR 3/12/10 12665010 CVS CORP
49562 3/17/10 423619 ELECTRONIC BROKERAGE SYSTEM 1,000.00 34.470 5.00 34,475.00
PUR 3/10/10 17240710 CINEDIGM DIGITAL CINEMA C
51044 3/15/10 423615 INSTINET (DOMESTIC) 15,000.00 1.500 105.00 22,605.00
PUR 3/11/10 17240710 CINEDIGM DIGITAL CINEMA C
51044 3/16/10 423619 INSTINET (PORTAL) 1,200.00 1.500 8.40 1,808.40
PUR 3/15/10 17240710 CINEDIGM DIGITAL CINEMA C
51044 3/18/10 423623 ITG (CHANNEL) 1,000.00 1.500 10.00 1,510.00
PUR 3/24/10 17240710 CINEDIGM DIGITAL CINEMA C
51044 3/29/10 423655 ITG (CHANNEL) 9,300.00 1.500 93.00 14,043.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
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 3/25/10 17240710 CINEDIGM DIGITAL CINEMA C
51044 3/30/10 423659 INSTINET (PORTAL) 5,194.00 1.500 36.36 7,827.36
PUR 3/26/10 17240710 CINEDIGM DIGITAL CINEMA C
51044 3/31/10 423664 INSTINET (PORTAL) 10,615.00 1.500 74.31 15,996.81
PUR 3/12/10 17243V10 CINEMARK HOLDINGS INC
50303 3/17/10 423619 BMO CAPITAL MARKETS/EXECUTI 2,000.00 17.201 20.00 34,421.00
PUR 3/17/10 17296710 CITIGROUP INC
51155 3/22/10 423631 ELECTRONIC BROKERAGE SYSTEM 150,000.00 4.080 750.00 612,750.00
PUR 3/18/10 17296710 CITIGROUP INC
51155 3/23/10 423635 JACKSON SECS 50,000.00 4.059 500.00 203,465.00
PUR 3/19/10 17296710 CITIGROUP INC
51155 3/24/10 423641 ELECTRONIC BROKERAGE SYSTEM 50,000.00 4.030 250.00 201,750.00
PUR 3/22/10 17296710 CITIGROUP INC
51155 3/25/10 423645 ELECTRONIC BROKERAGE SYSTEM 20,000.00 3.900 100.00 78,100.00
PUR 3/12/10 18683K10 CLIFFS NATURAL RESOURCES
51098 3/17/10 423619 PRINCETON SECURITIES GROUP 12,000.00 63.881 120.00 766,696.80
PUR 2/24/10 19210850 COEUR D'ALENE MINES CORP
49193 3/01/10 423467 ELECTRONIC BROKERAGE SYSTEM 10,000.00 13.964 50.00 139,692.00
PUR 3/09/10 19210850 COEUR D'ALENE MINES CORP
49193 3/12/10 423611 ELECTRONIC BROKERAGE SYSTEM 4,000.00 15.640 20.00 62,580.00
PUR 3/22/10 19210850 COEUR D'ALENE MINES CORP
49193 3/25/10 423645 ELECTRONIC BROKERAGE SYSTEM 2,000.00 15.400 10.00 30,810.00
PUR 3/22/10 19210850 COEUR D'ALENE MINES CORP
49193 3/25/10 423645 ELECTRONIC BROKERAGE SYSTEM 1,000.00 15.206 5.00 15,211.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 3,000.00 15.335 46,021.00
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 3/01/10 THROUGH 3/31/10
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 2/25/10 20586240 COMVERSE TECHNOLOGY INC
50584 3/02/10 423472 LABRANCHE/0TC 2,000.00 8.600 20.00 17,220.00
PUR 3/15/10 20854P10 CONSOL ENERGY INC
51131 3/18/10 423623 BLAYLOCK ROBERT VAN LLC 12,000.00 48.999 120.00 588,102.00
PUR 3/16/10 20854P10 CONSOL ENERGY INC
51131 3/19/10 423627 ELECTRONIC BROKERAGE SYSTEM 1,000.00 49.320 5.00 49,325.00
PUR 3/22/10 20854P10 CONSOL ENERGY INC
51131 3/25/10 423645 ELECTRONIC BROKERAGE SYSTEM 3,000.00 44.570 15.00 133,724.10
PUR 3/03/10 24869P10 DENNYS CORP
50960 3/08/10 423493 INSTINET (PORTAL) 50,000.00 2.914 350.00 146,070.00
PUR 3/04/10 24869P10 DENNYS CORP
50960 3/09/10 423497 MERRIMAN/OTC 50,000.00 2.923 500.00 146,660.00
PUR 3/05/10 24869P10 DENNYS CORP
50960 3/10/10 423501 ITG (CHANNEL) 20,000.00 2.916 200.00 58,524.00
PUR 3/09/10 24869P10 DENNYS CORP
50960 3/12/10 423611 ITG (CHANNEL) 20,000.00 2.974 200.00 59,680.00
PUR 3/05/10 25468710 WALT DISNEY CO
50280 3/10/10 423501 ELECTRONIC BROKERAGE SYSTEM 4,000.00 32.830 20.00 131,340.00
PUR 3/04/10 25470M10 DISH NETWORKS
48225 3/09/10 423497 MERRIMAN/OTC 1,000.00 21.052 10.00 21,062.40
PUR 3/05/10 26864810 EMC CORP/MASS
51001 3/10/10 423501 PRINCETON SECURITIES GROUP 40,000.00 17.617 400.00 705,096.00
PUR 3/22/10 29152510 EMMIS COMMUNICATIONS
51210 3/25/10 423645 INSTINET (PORTAL) 42,559.00 1.035 297.91 44,333.71
PUR 3/23/10 29152510 EMMIS COMMUNICATIONS
51210 3/26/10 423649 INSTINET (PORTAL) 15,718.00 1.050 110.03 16,612.36
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 7
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/24/10 29152510 EMMIS COMMUNICATIONS
51210 3/29/10 423655 INSTINET (PORTAL) 4,000.00 1.050 28.00 4,228.00
PUR 3/15/10 29384R10 ENTROPIC COMMUNICATIONS INC
51126 3/18/10 423623 MERRIMAN/OTC 120,000.00 4.600 1,200.00 553,200.00
PUR 3/19/10 35874810 FRISCHS RESTAURANTS, INC.
48545 3/24/10 423641 ELECTRONIC BROKERAGE SYSTEM 1,000.00 22.797 5.00 22,801.70
PUR 3/19/10 35874810 FRISCHS RESTAURANTS, INC.
48545 3/24/10 423641 ELECTRONIC BROKERAGE SYSTEM 1,000.00 22.820 5.00 22,825.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000.00 22.808 45,626.70
10.00
PUR 3/22/10 35874810 FRISCHS RESTAURANTS, INC.
48545 3/25/10 423645 ELECTRONIC BROKERAGE SYSTEM 1,000.00 23.037 5.00 23,042.00
PUR 2/24/10 35952W10 FUEL SYSTEMS SOLUTIONS INC.
50827 3/01/10 423467 ITG (CHANNEL) 1,000.00 28.251 10.00 28,261.20
PUR 2/25/10 35952W10 FUEL SYSTEMS SOLUTIONS INC.
50827 3/02/10 423472 ITG (CHANNEL) 1,000.00 27.744 10.00 27,754.10
PUR 3/23/10 35952W10 FUEL SYSTEMS SOLUTIONS INC.
50827 3/26/10 423649 INSTINET (PORTAL) 3,000.00 31.684 21.00 95,072.10
PUR 3/24/10 35952W10 FUEL SYSTEMS SOLUTIONS INC.
50827 3/29/10 423655 MERRIMAN/OTC 1,000.00 31.360 10.00 31,370.00
PUR 3/03/10 36159R10 GEO GROUP INC
49652 3/08/10 423493 ELECTRONIC BROKERAGE SYSTEM 2,000.00 18.600 10.00 37,210.00
PUR 3/26/10 38238810 GOODRICH CORP
51295 3/31/10 423664 ELECTRONIC BROKERAGE SYSTEM 10,000.00 70.790 50.00 707,954.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 8
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/03/10 38255010 GOODYEAR TIRE & RUBBER CO
50270 3/08/10 423493 ELECTRONIC BROKERAGE SYSTEM 2,000.00 13.430 10.00 26,870.00
PUR 3/16/10 46625H10 JP MORGAN CHASE & CO
28084 3/19/10 423627 ELECTRONIC BROKERAGE SYSTEM 2,000.00 42.950 10.00 85,910.00
PUR 3/22/10 47816010 JOHNSON & JOHNSON
18884 3/25/10 423645 ELECTRONIC BROKERAGE SYSTEM 2,000.00 65.340 10.00 130,690.00
PUR 3/22/10 50540R40 LABORATORY CORP OF AMERICA
21677 3/25/10 423645 ELECTRONIC BROKERAGE SYSTEM 1,000.00 75.800 5.00 75,805.00
PUR 2/25/10 51783410 LAS VEGAS SANDS CORP
50902 3/02/10 423472 ELECTRONIC BROKERAGE SYSTEM 40,000.00 15.706 200.00 628,436.00
PUR 3/03/10 52490110 LEGG MASON INC
48852 3/08/10 423493 BLAYLOCK ROBERT VAN LLC 3,000.00 26.898 30.00 80,722.80
PUR 2/24/10 53245710 ELI LILLY & CO.
44053 3/01/10 423467 ELECTRONIC BROKERAGE SYSTEM 2,000.00 34.160 10.00 68,330.00
PUR 2/25/10 55254110 M & F WORLDWIDE CORP
50781 3/02/10 423472 ELECTRONIC BROKERAGE SYSTEM 1,000.00 32.570 5.00 32,575.00
PUR 3/23/10 57776J10 MAXLINEAR A
51235 3/29/10 423652 MORGAN STANLEY 10,000.00 14.000 140,000.00
PUR 3/26/10 58933Y10 MERCK & CO. INC.
49253 3/31/10 423664 ELECTRONIC BROKERAGE SYSTEM 2,000.00 37.550 10.00 75,110.00
PUR 3/02/10 58949910 MERGE HEALTHCARE INC
47985 3/05/10 423486 MERRIMAN/OTC 20,000.00 2.032 200.00 40,834.00
PUR 3/09/10 58949910 MERGE HEALTHCARE INC
47985 3/12/10 423611 ITG (CHANNEL) 10,000.00 2.178 100.00 21,876.00
PUR 3/10/10 58949910 MERGE HEALTHCARE INC
47985 3/15/10 423615 MERRIMAN/OTC 10,000.00 2.207 100.00 22,166.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 9
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/12/10 58949910 MERGE HEALTHCARE INC
47985 3/17/10 423619 ITG (CHANNEL) 10,000.00 2.163 100.00 21,730.00
PUR 3/22/10 58949910 MERGE HEALTHCARE INC
47985 3/25/10 423645 INSTINET (PORTAL) 10,000.00 2.200 70.00 22,070.00
PUR 3/03/10 59491810 MICROSOFT CORP.
12799 3/08/10 423493 ITG (CHANNEL) 4,000.00 28.597 40.00 114,428.00
PUR 3/02/10 60786L10 MODUSLINK GLOBAL SOLUTIONS
50935 3/05/10 423486 MERRIMAN/OTC 30,000.00 10.749 300.00 322,764.00
PUR 3/03/10 60786L10 MODUSLINK GLOBAL SOLUTIONS
50935 3/08/10 423493 ITG (CHANNEL) 20,000.00 10.728 200.00 214,764.00
PUR 3/04/10 60786L10 MODUSLINK GLOBAL SOLUTIONS
50935 3/09/10 423497 LABRANCHE/0TC 10,000.00 10.727 100.00 107,365.00
PUR 3/05/10 60786L10 MODUSLINK GLOBAL SOLUTIONS
50935 3/10/10 423501 ITG (CHANNEL) 2,000.00 10.857 20.00 21,733.60
PUR 3/09/10 60786L10 MODUSLINK GLOBAL SOLUTIONS
50935 3/12/10 423611 ITG (CHANNEL) 2,000.00 9.835 20.00 19,690.00
PUR 3/15/10 61166W10 MONSANTO CO
51127 3/18/10 423623 ELECTRONIC BROKERAGE SYSTEM 7,000.00 72.159 35.00 505,145.90
PUR 3/16/10 61166W10 MONSANTO CO
51127 3/19/10 423627 ELECTRONIC BROKERAGE SYSTEM 1,000.00 72.289 5.00 72,294.00
PUR 3/24/10 61744644 MORGAN STANLEY
47655 3/29/10 423655 ELECTRONIC BROKERAGE SYSTEM 3,000.00 29.606 15.00 88,832.10
PUR 3/25/10 61744644 MORGAN STANLEY
47655 3/30/10 423659 ELECTRONIC BROKERAGE SYSTEM 3,000.00 29.400 15.00 88,215.00
PUR 3/16/10 62937750 NRG ENERGY INC
50443 3/19/10 423627 ELECTRONIC BROKERAGE SYSTEM 3,000.00 22.350 15.00 67,065.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 10
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/05/10 67020Y10 NUANCE COMMUNICATIONS INC
51002 3/10/10 423501 ITG (CHANNEL) 6,438.00 14.967 64.38 96,424.50
PUR 3/03/10 67066G10 NVIDIA CORP
48849 3/08/10 423493 INSTINET (PORTAL) 5,769.00 16.932 40.38 97,720.51
PUR 3/03/10 67066G10 NVIDIA CORP
48849 3/08/10 423493 ITG (CHANNEL) 2,231.00 16.968 22.31 37,878.59
PUR 2/24/10 69323K10 PC MALL INC
49869 3/01/10 423467 ITG (CHANNEL) 2,000.00 5.386 20.00 10,792.60
PUR 3/19/10 69865710 PANTRY INC
51191 3/24/10 423641 INSTINET (PORTAL) 20,000.00 12.841 140.00 256,960.00
PUR 3/19/10 69865710 PANTRY INC
51191 3/24/10 423641 ITG (CHANNEL) 10,000.00 12.887 100.00 128,968.00
PUR 3/22/10 69865710 PANTRY INC
51191 3/25/10 423645 INSTINET (PORTAL) 10,000.00 12.759 70.00 127,663.00
PUR 3/22/10 69865710 PANTRY INC
51191 3/25/10 423645 ITG (CHANNEL) 10,000.00 12.907 100.00 129,165.00
PUR 3/16/10 71344810 PEPSICO, INC.
43554 3/19/10 423627 ELECTRONIC BROKERAGE SYSTEM 2,000.00 66.010 10.00 132,030.00
PUR 3/12/10 71708110 PFIZER INC
48433 3/17/10 423619 ICAP CORPORATES LLC 10,000.00 17.108 100.00 171,178.00
PUR 3/16/10 71708110 PFIZER INC
48433 3/19/10 423627 ELECTRONIC BROKERAGE SYSTEM 2,000.00 17.150 10.00 34,310.00
PUR 3/22/10 71708110 PFIZER INC
48433 3/25/10 423645 ELECTRONIC BROKERAGE SYSTEM 10,000.00 17.170 50.00 171,750.00
PUR 3/22/10 71708110 PFIZER INC
48433 3/25/10 423645 ELECTRONIC BROKERAGE SYSTEM 10,000.00 17.250 50.00 172,550.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 17.210 344,300.00
100.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 11
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/24/10 71708110 PFIZER INC
48433 3/29/10 423655 ELECTRONIC BROKERAGE SYSTEM 10,000.00 17.600 50.00 176,050.00
PUR 3/25/10 71708110 PFIZER INC
48433 3/30/10 423659 ELECTRONIC BROKERAGE SYSTEM 8,000.00 17.643 40.00 141,187.20
PUR 3/26/10 71708110 PFIZER INC
48433 3/31/10 423664 ELECTRONIC BROKERAGE SYSTEM 4,000.00 17.200 20.00 68,820.00
PUR 3/26/10 71708110 PFIZER INC
48433 3/31/10 423664 ELECTRONIC BROKERAGE SYSTEM 2,000.00 17.270 10.00 34,550.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 6,000.00 17.223 103,370.00
30.00
PUR 2/24/10 74432010 PRUDENTIAL FINANCIAL INC
50811 3/01/10 423467 ELECTRONIC BROKERAGE SYSTEM 1,000.00 50.990 5.00 50,995.00
PUR 2/25/10 74731Q10 PZENA INVESTMENT MGMT INC
46575 3/02/10 423472 ELECTRONIC BROKERAGE SYSTEM 2,000.00 6.065 10.00 12,140.00
PUR 3/01/10 74731Q10 PZENA INVESTMENT MGMT INC
46575 3/04/10 423481 ELECTRONIC BROKERAGE SYSTEM 2,000.00 6.137 10.00 12,284.00
PUR 3/19/10 74731Q10 PZENA INVESTMENT MGMT INC
46575 3/24/10 423641 ELECTRONIC BROKERAGE SYSTEM 2,000.00 6.886 10.00 13,781.00
PUR 3/22/10 74731Q10 PZENA INVESTMENT MGMT INC
46575 3/25/10 423645 ELECTRONIC BROKERAGE SYSTEM 2,000.00 6.891 10.00 13,792.00
PUR 3/22/10 74731Q10 PZENA INVESTMENT MGMT INC
46575 3/25/10 423645 ELECTRONIC BROKERAGE SYSTEM 2,000.00 6.834 10.00 13,678.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 6.863 27,470.00
20.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
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 3/23/10 74731Q10 PZENA INVESTMENT MGMT INC
46575 3/26/10 423649 ELECTRONIC BROKERAGE SYSTEM 2,000.00 7.049 10.00 14,107.00
PUR 3/02/10 74752510 QUALCOMM
50936 3/05/10 423486 ITG (CHANNEL) 9,474.00 36.808 94.74 348,810.89
PUR 3/16/10 74752510 QUALCOMM
50936 3/19/10 423627 ITG (CHANNEL) 1,626.00 39.005 16.26 63,438.55
PUR 3/17/10 74834T10 QUEST SOFTWARE INC
51154 3/22/10 423631 INSTINET (PORTAL) 10,000.00 18.340 70.00 183,470.00
PUR 3/17/10 74834T10 QUEST SOFTWARE INC
51154 3/22/10 423631 ITG (CHANNEL) 20,000.00 18.384 200.00 367,882.00
PUR 3/26/10 75043810 RADIOSHACK CORP
51292 3/31/10 423664 ELECTRONIC BROKERAGE SYSTEM 2,000.00 23.740 10.00 47,490.00
PUR 3/26/10 75043810 RADIOSHACK CORP
51292 3/31/10 423664 ELECTRONIC BROKERAGE SYSTEM 30,000.00 23.160 150.00 694,950.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 32,000.00 23.196 742,440.00
160.00
PUR 3/16/10 75075340 RAILAMERICA INC
48836 3/19/10 423627 ELECTRONIC BROKERAGE SYSTEM 2,000.00 11.594 10.00 23,198.00
PUR 2/24/10 75540810 READING INTERNATIONAL INC
50241 3/01/10 423467 ELECTRONIC BROKERAGE SYSTEM 10,000.00 3.981 50.00 39,858.00
PUR 2/25/10 75540810 READING INTERNATIONAL INC
50241 3/02/10 423472 ELECTRONIC BROKERAGE SYSTEM 10,000.00 4.019 50.00 40,241.00
PUR 2/26/10 75540810 READING INTERNATIONAL INC
50241 3/03/10 423476 ELECTRONIC BROKERAGE SYSTEM 10,000.00 4.145 50.00 41,500.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
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 3/01/10 75540810 READING INTERNATIONAL INC
50241 3/04/10 423481 ELECTRONIC BROKERAGE SYSTEM 10,000.00 4.323 50.00 43,281.00
PUR 3/24/10 76011210 RENTECH INC.
39062 3/29/10 423655 ELECTRONIC BROKERAGE SYSTEM 10,000.00 1.050 50.00 10,550.00
PUR 3/16/10 76041610 REPUBLIC FIRST BANCORP INC.
43802 3/19/10 423627 ITG (CHANNEL) 10,000.00 3.241 100.00 32,506.00
PUR 3/09/10 80854110 SCHWEITZER MAUD
50707 3/12/10 423611 ELECTRONIC BROKERAGE SYSTEM 1,000.00 42.812 5.00 42,817.00
PUR 3/16/10 80854110 SCHWEITZER MAUD
50707 3/19/10 423627 ELECTRONIC BROKERAGE SYSTEM 1,000.00 46.469 5.00 46,474.00
PUR 3/15/10 83175610 SMITH & WESSON HOLDING CORP
48649 3/18/10 423623 ITG (CHANNEL) 10,000.00 4.082 100.00 40,919.00
PUR 3/16/10 83175610 SMITH & WESSON HOLDING CORP
48649 3/19/10 423627 MERRIMAN/OTC 10,000.00 4.052 100.00 40,620.00
PUR 3/17/10 83175610 SMITH & WESSON HOLDING CORP
48649 3/22/10 423631 ITG (CHANNEL) 10,000.00 4.025 100.00 40,350.00
PUR 3/18/10 83175610 SMITH & WESSON HOLDING CORP
48649 3/23/10 423635 ITG (CHANNEL) 10,000.00 3.974 100.00 39,843.00
PUR 2/24/10 83211010 SMITH INTERNATIONAL INC
50846 3/01/10 423467 ELECTRONIC BROKERAGE SYSTEM 2,000.00 40.750 10.00 81,510.00
PUR 2/25/10 83211010 SMITH INTERNATIONAL INC
50846 3/02/10 423472 ELECTRONIC BROKERAGE SYSTEM 1,000.00 40.043 5.00 40,047.50
PUR 3/22/10 83211010 SMITH INTERNATIONAL INC
50846 3/25/10 423645 ELECTRONIC BROKERAGE SYSTEM 3,000.00 42.174 15.00 126,536.10
PUR 3/16/10 83269640 JM SMUCKER CO/THE
51140 3/19/10 423627 ELECTRONIC BROKERAGE SYSTEM 10,000.00 59.822 50.00 598,272.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 14
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/25/10 86816810 SUPERIOR INDUSTRIES INTL
47344 3/02/10 423472 ELECTRONIC BROKERAGE SYSTEM 2,000.00 14.316 10.00 28,641.00
PUR 3/05/10 87150310 SYMANTEC CORP
51000 3/10/10 423501 ITG (CHANNEL) 30,000.00 16.950 300.00 508,800.00
PUR 3/08/10 87150310 SYMANTEC CORP
51000 3/11/10 423505 ITG (CHANNEL) 2,000.00 16.887 20.00 33,794.40
PUR 3/12/10 87150310 SYMANTEC CORP
51000 3/17/10 423619 ITG (CHANNEL) 1,000.00 17.462 10.00 17,472.10
PUR 3/16/10 87150310 SYMANTEC CORP
51000 3/19/10 423627 MERRIMAN/OTC 2,000.00 17.370 20.00 34,760.00
PUR 3/05/10 87157D10 SYNAPTICS INCORPORATED
39378 3/10/10 423501 ITG (CHANNEL) 5,000.00 26.545 50.00 132,773.50
PUR 3/12/10 87612E10 TARGET CORP
51095 3/17/10 423619 ICAP/SOFT 8,000.00 52.974 400.00 424,190.40
PUR 3/15/10 87612E10 TARGET CORP
51095 3/18/10 423623 ELECTRONIC BROKERAGE SYSTEM 2,000.00 53.235 10.00 106,480.00
PUR 3/16/10 87612E10 TARGET CORP
51095 3/19/10 423627 ELECTRONIC BROKERAGE SYSTEM 2,000.00 53.377 10.00 106,764.00
PUR 3/19/10 88870610 TIVO INC.
36147 3/24/10 423641 MERRIMAN/OTC 8,000.00 15.803 80.00 126,500.00
PUR 3/24/10 91301710 UNITED TECHNOLOGIES CORP
51253 3/29/10 423655 GRISWOLD COMPANY 2,727.00 73.141 27.27 199,483.60
PUR 3/24/10 91301710 UNITED TECHNOLOGIES CORP
51253 3/29/10 423655 MERIDIAN EQUITY PARTNERS 7,273.00 73.168 72.73 532,223.59
PUR 2/25/10 92241710 VEECO INSTRUMENTS INC
50425 3/02/10 423472 ITG (CHANNEL) 1,000.00 33.584 10.00 33,593.60
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
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 2/25/10 92241710 VEECO INSTRUMENTS INC
50425 3/02/10 423472 ITG (CHANNEL) 1,000.00 33.395 10.00 33,404.80
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000.00 33.489 66,998.40
20.00
PUR 3/16/10 94733A10 WEB.COM GROUP INC
51139 3/19/10 423627 ITG (CHANNEL) 20,000.00 4.997 200.00 100,132.00
PUR 3/16/10 94733A10 WEB.COM GROUP INC
51139 3/19/10 423627 ITG (CHANNEL) 20,000.00 4.940 200.00 99,000.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 4.968 199,132.00
400.00
PUR 3/16/10 94733A10 WEB.COM GROUP INC
51139 3/19/10 423627 MERRIMAN/OTC 30,000.00 4.947 300.00 148,710.00
PUR 3/19/10 98975F10 ZORAN CORP
51192 3/24/10 423641 LABRANCHE/0TC 25,000.00 10.656 250.00 266,645.00
PUR 3/22/10 98975F10 ZORAN CORP
51192 3/25/10 423645 ITG (CHANNEL) 15,000.00 10.865 150.00 163,120.50
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 1,809,624.00 20,560,613.29
14,454.58
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 1,809,624.00 20,560,613.29
14,454.58
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 3/15/10 00171210 AMICS INC 7.62
50844 3/18/10 423624 ITG (CHANNEL) 100,000.00 5.995 1,000.00 598,492.38 11,993.38
SALE 3/02/10 00817Y10 AETNA INC .77
50645 3/05/10 423487 ELECTRONIC BROKERAGE SYSTEM 2,000.00 30.110 10.00 60,209.23 495.82
SALE 3/04/10 00817Y10 AETNA INC 2.38
50645 3/09/10 423498 ELECTRONIC BROKERAGE SYSTEM 6,000.00 31.151 30.00 186,876.02 7,735.78
SALE 3/05/10 00817Y10 AETNA INC 8.59
50645 3/10/10 423502 ELECTRONIC BROKERAGE SYSTEM 22,000.00 30.710 110.00 675,501.41 18,653.86
SALE 3/02/10 02209S10 ALTRIA GROUP INC. .52
42872 3/05/10 423487 ELECTRONIC BROKERAGE SYSTEM 2,000.00 20.400 10.00 40,789.48 4,724.78
SALE 3/02/10 02313510 AMAZON.COM INC 4.77
50572 3/05/10 423487 MERRIMAN/OTC 3,000.00 125.10 30.00 375,291.03 22,236.51
SALE 3/03/10 02313510 AMAZON.COM INC 1.60
50572 3/08/10 423494 INSTINET (PORTAL) 1,000.00 125.50 7.00 125,492.40 7,807.56
SALE 3/12/10 02313510 AMAZON.COM INC 3.35
50572 3/17/10 423620 ITG (CHANNEL) 2,000.00 131.71 20.00 263,409.85 28,040.16
SALE 3/15/10 02991220 AMERICAN TOWER CORP. CL-A 1.11
43986 3/18/10 423624 ELECTRONIC BROKERAGE SYSTEM 2,000.00 43.498 10.00 86,983.89 28,109.01
SALE 3/15/10 03042010 AMERICAN WATER WORKS CO INC .54
49725 3/18/10 423624 ELECTRONIC BROKERAGE SYSTEM 2,000.00 21.240 10.00 42,469.46 -577.14
SALE 3/16/10 03042010 AMERICAN WATER WORKS CO INC .54
49725 3/19/10 423628 ELECTRONIC BROKERAGE SYSTEM 2,000.00 20.950 10.00 41,889.46 -1,157.14
SALE 3/16/10 03042010 AMERICAN WATER WORKS CO INC .54
49725 3/19/10 423628 ELECTRONIC BROKERAGE SYSTEM 2,000.00 21.004 10.00 41,997.46 -1,049.14
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 20.977 1.08 83,886.92 -2,206.28
20.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 17
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/17/10 03042010 AMERICAN WATER WORKS CO INC .54
49725 3/22/10 423632 ELECTRONIC BROKERAGE SYSTEM 2,000.00 21.130 10.00 42,249.46 -797.14
SALE 3/19/10 03042010 AMERICAN WATER WORKS CO INC 3.22
49725 3/24/10 423642 ELECTRONIC BROKERAGE SYSTEM 12,000.00 21.104 60.00 253,187.18 -5,092.42
SALE 3/15/10 03251510 ANADIGICS INC 1.12
48937 3/18/10 423624 ITG (CHANNEL) 20,000.00 4.403 200.00 87,854.88 7,298.79
SALE 3/26/10 03251510 ANADIGICS INC 1.21
48937 3/31/10 423665 INSTINET (PORTAL) 20,000.00 4.744 140.00 94,736.79 14,180.70
SALE 3/05/10 03783310 APPLE INC 1.40
36208 3/10/10 423502 ITG (CHANNEL) 500.00 219.27 5.00 109,631.10 33,592.22
SALE 3/12/10 03783310 APPLE INC 1.45
36208 3/17/10 423620 ITG (CHANNEL) 500.00 226.91 5.00 113,451.20 37,412.32
SALE 3/26/10 03783310 APPLE INC 2.93
36208 3/31/10 423665 INSTINET (PORTAL) 1,000.00 230.13 7.00 230,122.97 78,045.21
SALE 3/09/10 04289L10 ART TECHNOLOGY GROUP INC .67
50643 3/12/10 423612 ITG (CHANNEL) 12,000.00 4.380 120.00 52,438.13 6,184.98
SALE 3/12/10 04289L10 ART TECHNOLOGY GROUP INC .55
50643 3/17/10 423620 ITG (CHANNEL) 10,000.00 4.287 100.00 42,771.45 4,227.16
SALE 3/15/10 04289L10 ART TECHNOLOGY GROUP INC .55
50643 3/18/10 423624 ITG (CHANNEL) 10,000.00 4.311 100.00 43,008.45 4,464.16
SALE 3/16/10 04289L10 ART TECHNOLOGY GROUP INC .55
50643 3/19/10 423628 MERRIMAN/OTC 10,000.00 4.296 100.00 42,861.45 4,317.16
SALE 3/24/10 04289L10 ART TECHNOLOGY GROUP INC .56
50643 3/29/10 423656 MERRIMAN/OTC 10,000.00 4.400 100.00 43,896.44 5,352.15
SALE 3/15/10 04951310 ATMEL CORP. .65
44327 3/18/10 423624 ITG (CHANNEL) 10,000.00 5.116 100.00 51,058.35 15,514.24
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 18
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/16/10 04951310 ATMEL CORP. .66
44327 3/19/10 423628 ITG (CHANNEL) 10,000.00 5.143 100.00 51,330.34 15,786.23
SALE 3/24/10 04951310 ATMEL CORP. .66
44327 3/29/10 423656 MERRIMAN/OTC 10,000.00 5.120 100.00 51,099.34 15,555.23
SALE 3/26/10 05851610 BALLANTYNE STRONG INC 1.20
51045 3/31/10 423665 ELECTRONIC BROKERAGE SYSTEM 16,500.00 5.704 82.50 94,025.70 19,915.18
SALE 3/15/10 06212810 BANK OF FLORIDA CORP. .42
40773 3/18/10 423624 ITG (CHANNEL) 30,535.00 1.074 305.35 32,482.71 -109,010.34
SALE 3/16/10 06212810 BANK OF FLORIDA CORP. .18
40773 3/19/10 423628 ITG (CHANNEL) 13,465.00 1.001 134.65 13,342.29 -49,051.81
SALE 3/22/10 06212810 BANK OF FLORIDA CORP. .67
40773 3/25/10 423646 INSTINET (PORTAL) 56,890.00 .924 284.45 52,292.62 -211,324.19
SALE 3/23/10 06212810 BANK OF FLORIDA CORP. .46
40773 3/26/10 423650 INSTINET (PORTAL) 43,110.00 .830 215.55 35,582.53 -164,180.54
SALE 3/16/10 08651610 BEST BUY 4.51
50012 3/19/10 423628 ELECTRONIC BROKERAGE SYSTEM 9,000.00 39.419 45.00 354,723.29 -24,666.11
SALE 3/17/10 08651610 BEST BUY 4.56
50012 3/22/10 423632 ELECTRONIC BROKERAGE SYSTEM 9,000.00 39.830 45.00 358,420.44 -20,968.96
SALE 3/02/10 09946950 BOOTS & COOTS INTERNATIONAL .23
42590 3/05/10 423487 ELECTRONIC BROKERAGE SYSTEM 10,000.00 1.782 50.00 17,769.77 -3,027.98
SALE 3/09/10 09946950 BOOTS & COOTS INTERNATIONAL .26
42590 3/12/10 423612 ELECTRONIC BROKERAGE SYSTEM 10,000.00 2.000 50.00 19,949.74 -848.01
SALE 3/12/10 09946950 BOOTS & COOTS INTERNATIONAL .28
42590 3/17/10 423620 ELECTRONIC BROKERAGE SYSTEM 10,000.00 2.170 50.00 21,649.72 851.97
SALE 3/24/10 09946950 BOOTS & COOTS INTERNATIONAL .28
42590 3/29/10 423656 ELECTRONIC BROKERAGE SYSTEM 10,000.00 2.170 50.00 21,649.72 851.97
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 19
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/26/10 09946950 BOOTS & COOTS INTERNATIONAL .29
42590 3/31/10 423665 BLAYLOCK ROBERT VAN LLC 10,000.00 2.276 100.00 22,657.71 1,859.96
SALE 3/22/10 10113710 BOSTON SCIENTIFIC CORP .91
51129 3/25/10 423646 ELECTRONIC BROKERAGE SYSTEM 10,000.00 7.110 50.00 71,049.09 3,512.09
SALE 3/12/10 11776U30 BSQUARE CORP .14
48982 3/17/10 423620 ITG (CHANNEL) 3,955.00 2.734 39.55 10,773.68 1,030.49
SALE 3/15/10 11776U30 BSQUARE CORP .01
48982 3/18/10 423624 ITG (CHANNEL) 300.00 2.578 3.00 770.48 31.43
SALE 3/16/10 11776U30 BSQUARE CORP .03
48982 3/19/10 423628 ITG (CHANNEL) 745.00 2.713 7.45 2,014.00 178.68
SALE 3/25/10 11776U30 BSQUARE CORP .18
48982 3/30/10 423660 MERRIMAN/OTC 5,000.00 2.800 50.00 13,949.82 1,632.26
SALE 3/03/10 12526910 CF INDUSTRIES HOLDINGS INC 5.32
49564 3/08/10 423494 ELECTRONIC BROKERAGE SYSTEM 4,000.00 104.55 20.00 418,174.68 60,144.11
SALE 3/15/10 12640810 CSX CORP .65
50905 3/18/10 423624 ELECTRONIC BROKERAGE SYSTEM 1,000.00 50.950 5.00 50,944.35 3,591.85
SALE 3/26/10 12640810 CSX CORP 1.30
50905 3/31/10 423665 ELECTRONIC BROKERAGE SYSTEM 2,000.00 50.953 10.00 101,894.70 7,189.70
SALE 3/26/10 12665010 CVS CORP .47
49562 3/31/10 423665 ELECTRONIC BROKERAGE SYSTEM 1,000.00 36.820 5.00 36,814.53 6,345.83
SALE 3/22/10 12673P10 CA INC .89
50154 3/25/10 423646 ELECTRONIC BROKERAGE SYSTEM 3,000.00 23.350 15.00 70,034.11 1,803.82
SALE 3/03/10 12960310 CALGON CARBON CORP .63
46470 3/08/10 423494 BMO CAPITAL MARKETS/EXECUTI 3,000.00 16.346 30.00 49,007.37 6,549.40
SALE 3/08/10 12960310 CALGON CARBON CORP .41
46470 3/11/10 423506 ELECTRONIC BROKERAGE SYSTEM 2,000.00 15.997 10.00 31,982.59 3,677.28
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 20
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/15/10 12960310 CALGON CARBON CORP 1.04
46470 3/18/10 423624 ELECTRONIC BROKERAGE SYSTEM 5,000.00 16.226 25.00 81,102.96 10,339.68
SALE 3/16/10 12960310 CALGON CARBON CORP 1.04
46470 3/19/10 423628 ELECTRONIC BROKERAGE SYSTEM 5,000.00 16.313 25.00 81,536.96 10,773.68
SALE 3/17/10 12960310 CALGON CARBON CORP 1.04
46470 3/22/10 423632 ELECTRONIC BROKERAGE SYSTEM 5,000.00 16.330 25.00 81,623.96 10,860.68
SALE 3/19/10 12960310 CALGON CARBON CORP 1.06
46470 3/24/10 423642 ELECTRONIC BROKERAGE SYSTEM 5,000.00 16.550 25.00 82,723.94 11,960.65
SALE 2/24/10 14343640 CARMIKE CINEMAS .22
49214 3/01/10 423468 ITG (CHANNEL) 2,000.00 8.374 20.00 16,728.18 3,638.39
SALE 2/26/10 14343640 CARMIKE CINEMAS .23
49214 3/03/10 423477 ITG (CHANNEL) 2,000.00 9.050 20.00 18,078.77 4,988.98
SALE 3/01/10 14343640 CARMIKE CINEMAS .23
49214 3/04/10 423482 LABRANCHE/0TC 2,000.00 9.108 20.00 18,195.17 5,105.38
SALE 3/02/10 14343640 CARMIKE CINEMAS .26
49214 3/05/10 423487 MERRIMAN/OTC 2,000.00 10.101 20.00 20,180.94 7,091.15
SALE 3/04/10 14343640 CARMIKE CINEMAS .28
49214 3/09/10 423498 MERRIMAN/OTC 2,000.00 10.744 20.00 21,466.92 8,377.13
SALE 3/09/10 14343640 CARMIKE CINEMAS .63
49214 3/12/10 423612 ITG (CHANNEL) 4,000.00 12.315 40.00 49,220.57 23,040.99
SALE 3/10/10 14343640 CARMIKE CINEMAS .32
49214 3/15/10 423616 ITG (CHANNEL) 2,000.00 12.336 20.00 24,650.68 11,560.89
SALE 3/12/10 14343640 CARMIKE CINEMAS .33
49214 3/17/10 423620 ITG (CHANNEL) 2,000.00 12.809 20.00 25,597.67 12,507.88
SALE 3/15/10 14343640 CARMIKE CINEMAS .33
49214 3/18/10 423624 ITG (CHANNEL) 2,000.00 12.713 20.00 25,406.27 12,316.48
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 21
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/16/10 14343640 CARMIKE CINEMAS .33
49214 3/19/10 423628 MERRIMAN/OTC 2,000.00 12.790 20.00 25,559.67 12,469.88
SALE 3/18/10 14343640 CARMIKE CINEMAS .32
49214 3/23/10 423636 ITG (CHANNEL) 2,000.00 12.518 20.00 25,014.88 11,925.09
SALE 3/19/10 14343640 CARMIKE CINEMAS .32
49214 3/24/10 423642 ITG (CHANNEL) 2,000.00 12.538 20.00 25,054.68 11,964.89
SALE 3/22/10 14343640 CARMIKE CINEMAS .30
49214 3/25/10 423646 ITG (CHANNEL) 2,000.00 11.751 20.00 23,481.50 10,391.71
SALE 3/23/10 14343640 CARMIKE CINEMAS .31
49214 3/26/10 423650 ITG (CHANNEL) 2,000.00 11.975 20.00 23,928.89 10,839.10
SALE 3/24/10 14343640 CARMIKE CINEMAS .32
49214 3/29/10 423656 MERRIMAN/OTC 2,000.00 12.479 20.00 24,937.68 11,847.89
SALE 3/26/10 14343640 CARMIKE CINEMAS .36
49214 3/31/10 423665 INSTINET (PORTAL) 2,000.00 14.032 14.00 28,049.64 14,959.85
SALE 3/05/10 15678210 CERNER CORP 3.18
49590 3/10/10 423502 ITG (CHANNEL) 3,000.00 83.302 30.00 249,873.42 16,641.10
SALE 2/24/10 17243V10 CINEMARK HOLDINGS INC .39
50303 3/01/10 423468 ELECTRONIC BROKERAGE SYSTEM 2,000.00 15.290 10.00 30,569.61 1,592.27
SALE 2/25/10 17243V10 CINEMARK HOLDINGS INC .41
50303 3/02/10 423473 ELECTRONIC BROKERAGE SYSTEM 2,000.00 16.057 10.00 32,102.59 3,125.25
SALE 2/25/10 17243V10 CINEMARK HOLDINGS INC .41
50303 3/02/10 423473 ELECTRONIC BROKERAGE SYSTEM 2,000.00 15.941 10.00 31,871.59 2,894.25
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 15.999 .82 63,974.18 6,019.50
20.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 22
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/01/10 17243V10 CINEMARK HOLDINGS INC .41
50303 3/04/10 423482 ELECTRONIC BROKERAGE SYSTEM 2,000.00 16.120 10.00 32,228.59 3,251.25
SALE 3/02/10 17243V10 CINEMARK HOLDINGS INC .43
50303 3/05/10 423487 ELECTRONIC BROKERAGE SYSTEM 2,000.00 16.924 10.00 33,837.57 4,860.23
SALE 3/09/10 17243V10 CINEMARK HOLDINGS INC .45
50303 3/12/10 423612 ELECTRONIC BROKERAGE SYSTEM 2,000.00 17.460 10.00 34,909.55 5,932.21
SALE 3/09/10 17275R10 CISCO SYSTEMS .67
48983 3/12/10 423612 ITG (CHANNEL) 2,000.00 26.265 20.00 52,509.33 4,033.75
SALE 3/16/10 17275R10 CISCO SYSTEMS .67
48983 3/19/10 423628 ITG (CHANNEL) 2,000.00 26.226 20.00 52,430.33 3,954.75
SALE 2/24/10 18538Q10 CLEARWIRE CORP CL-A .92
49696 3/01/10 423468 ITG (CHANNEL) 10,000.00 7.189 100.00 71,787.08 8,703.69
SALE 3/09/10 18538Q10 CLEARWIRE CORP CL-A .98
49696 3/12/10 423612 ITG (CHANNEL) 10,000.00 7.694 100.00 76,838.02 13,754.63
SALE 3/15/10 18538Q10 CLEARWIRE CORP CL-A 1.04
49696 3/18/10 423624 ITG (CHANNEL) 10,000.00 8.129 100.00 81,190.96 18,107.57
SALE 3/16/10 18538Q10 CLEARWIRE CORP CL-A 1.03
49696 3/19/10 423628 ITG (CHANNEL) 10,000.00 8.091 100.00 80,807.97 17,724.58
SALE 3/16/10 18538Q10 CLEARWIRE CORP CL-A 1.04
49696 3/19/10 423628 MERRIMAN/OTC 10,000.00 8.130 100.00 81,196.96 18,113.56
SALE 3/17/10 18538Q10 CLEARWIRE CORP CL-A 1.04
49696 3/22/10 423632 ITG (CHANNEL) 10,000.00 8.125 100.00 81,146.96 18,063.56
SALE 3/19/10 18538Q10 CLEARWIRE CORP CL-A 1.00
49696 3/24/10 423642 ITG (CHANNEL) 10,000.00 7.833 100.00 78,224.00 15,140.61
SALE 3/24/10 18538Q10 CLEARWIRE CORP CL-A 1.01
49696 3/29/10 423656 MERRIMAN/OTC 10,000.00 7.913 100.00 79,030.99 15,947.59
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 23
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/26/10 18683K10 CLIFFS NATURAL RESOURCES 1.79
51098 3/31/10 423665 ELECTRONIC BROKERAGE SYSTEM 2,000.00 70.403 10.00 140,794.21 13,011.41
SALE 3/15/10 18911Q10 CLOUD PEAK ENERGY INC 1.65
49782 3/18/10 423624 ELECTRONIC BROKERAGE SYSTEM 8,000.00 16.148 40.00 129,138.35 13,952.50
SALE 3/22/10 18911Q10 CLOUD PEAK ENERGY INC 1.97
49782 3/25/10 423646 ELECTRONIC BROKERAGE SYSTEM 10,000.00 15.495 50.00 154,897.03 10,914.71
SALE 3/24/10 18911Q10 CLOUD PEAK ENERGY INC 2.05
49782 3/29/10 423656 ELECTRONIC BROKERAGE SYSTEM 10,000.00 16.080 50.00 160,743.95 16,761.63
SALE 3/26/10 18911Q10 CLOUD PEAK ENERGY INC 2.04
49782 3/31/10 423665 ELECTRONIC BROKERAGE SYSTEM 10,000.00 16.057 50.00 160,515.96 16,533.64
SALE 2/24/10 19259P30 COINSTAR INC .75
47786 3/01/10 423468 ITG (CHANNEL) 2,000.00 29.206 20.00 58,391.25 2,493.77
SALE 2/25/10 19259P30 COINSTAR INC .75
47786 3/02/10 423473 ITG (CHANNEL) 2,000.00 29.288 20.00 58,555.85 2,658.38
SALE 3/15/10 19259P30 COINSTAR INC 2.37
47786 3/18/10 423624 ITG (CHANNEL) 6,000.00 30.989 60.00 185,870.43 18,178.00
SALE 3/16/10 19416210 COLGATE-PALMOLIVE CO 1.08
49940 3/19/10 423628 ELECTRONIC BROKERAGE SYSTEM 1,000.00 84.293 5.00 84,286.92 1,901.42
SALE 3/22/10 20825C10 CONOCOPHILLIPS 2.64
37805 3/25/10 423646 ELECTRONIC BROKERAGE SYSTEM 4,000.00 51.890 20.00 207,538.56 -7,594.48
SALE 3/26/10 20825C10 CONOCOPHILLIPS 1.31
37805 3/31/10 423665 ELECTRONIC BROKERAGE SYSTEM 2,000.00 51.310 10.00 102,608.69 -4,957.83
SALE 3/17/10 24869P10 DENNYS CORP .43
50960 3/22/10 423632 ITG (CHANNEL) 10,000.00 3.328 100.00 33,183.57 3,831.14
SALE 3/18/10 24869P10 DENNYS CORP 1.35
50960 3/23/10 423636 ITG (CHANNEL) 30,000.00 3.534 300.00 105,730.65 17,673.36
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 24
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/19/10 24869P10 DENNYS CORP 2.31
50960 3/24/10 423642 ITG (CHANNEL) 50,000.00 3.632 500.00 181,112.69 34,350.55
SALE 3/22/10 24869P10 DENNYS CORP 2.29
50960 3/25/10 423646 MERRIMAN/OTC 50,000.00 3.592 500.00 179,077.71 32,315.57
SALE 3/15/10 25659P40 DOLAN MEDIA CO 1.28
49620 3/18/10 423624 ELECTRONIC BROKERAGE SYSTEM 10,000.00 10.062 50.00 100,564.72 -10,250.03
SALE 3/16/10 25659P40 DOLAN MEDIA CO 1.28
49620 3/19/10 423628 ELECTRONIC BROKERAGE SYSTEM 10,000.00 10.025 50.00 100,194.72 -10,620.03
SALE 3/17/10 25659P40 DOLAN MEDIA CO 1.28
49620 3/22/10 423632 ELECTRONIC BROKERAGE SYSTEM 10,000.00 10.014 50.00 100,085.72 -10,729.03
SALE 3/22/10 25674610 DOLLAR TREE INC .75
42995 3/25/10 423646 MERRIMAN/OTC 1,000.00 59.010 10.00 58,999.25 17,217.44
SALE 3/09/10 26017410 DOVER MOTORSPORTS INC .06
47763 3/12/10 423612 ELECTRONIC BROKERAGE SYSTEM 2,000.00 2.160 10.00 4,309.94 1,501.49
SALE 3/12/10 26017410 DOVER MOTORSPORTS INC .06
47763 3/17/10 423620 ELECTRONIC BROKERAGE SYSTEM 2,000.00 2.147 10.00 4,282.94 1,474.49
SALE 3/15/10 26017410 DOVER MOTORSPORTS INC .06
47763 3/18/10 423624 ELECTRONIC BROKERAGE SYSTEM 2,000.00 2.150 10.00 4,289.94 1,481.49
SALE 3/16/10 26017410 DOVER MOTORSPORTS INC .06
47763 3/19/10 423628 ELECTRONIC BROKERAGE SYSTEM 2,000.00 2.112 10.00 4,213.94 1,405.49
SALE 3/17/10 26017410 DOVER MOTORSPORTS INC .06
47763 3/22/10 423632 ELECTRONIC BROKERAGE SYSTEM 2,000.00 2.040 10.00 4,069.94 1,261.49
SALE 3/24/10 26017410 DOVER MOTORSPORTS INC .06
47763 3/29/10 423656 ELECTRONIC BROKERAGE SYSTEM 2,000.00 2.071 10.00 4,130.94 1,322.49
SALE 3/26/10 26017410 DOVER MOTORSPORTS INC .06
47763 3/31/10 423665 ELECTRONIC BROKERAGE SYSTEM 2,000.00 2.040 10.00 4,069.94 1,261.49
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 25
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/12/10 27864210 EBAY INC .66
50201 3/17/10 423620 ITG (CHANNEL) 2,000.00 25.679 20.00 51,337.94 3,902.92
SALE 3/15/10 27864210 EBAY INC 1.01
50201 3/18/10 423624 ITG (CHANNEL) 3,000.00 26.284 30.00 78,821.89 7,669.36
SALE 3/16/10 27864210 EBAY INC .34
50201 3/19/10 423628 MERRIMAN/OTC 1,000.00 26.500 10.00 26,489.66 2,772.15
SALE 3/24/10 28571610 ELECTRONIC GAME CARD INC .50
50200 3/29/10 423656 MERRIMAN/OTC 240,000.00 .163 1,200.00 37,991.50 -264,813.50
SALE 3/15/10 29362U10 ENTERGRIS INC 1.59
49651 3/18/10 423624 ITG (CHANNEL) 24,000.00 5.190 240.00 124,316.01 25,923.00
SALE 3/15/10 29380T10 ENTERTAINMENT PROPERTIES TR 1.06
43302 3/18/10 423624 ELECTRONIC BROKERAGE SYSTEM 2,000.00 41.669 10.00 83,326.94 37,537.32
SALE 3/17/10 29380T10 ENTERTAINMENT PROPERTIES TR 1.09
43302 3/22/10 423632 ELECTRONIC BROKERAGE SYSTEM 2,000.00 42.780 10.00 85,548.91 39,759.29
SALE 3/18/10 29380T10 ENTERTAINMENT PROPERTIES TR 1.09
43302 3/23/10 423636 ELECTRONIC BROKERAGE SYSTEM 2,000.00 42.862 10.00 85,712.91 39,923.29
SALE 3/24/10 29380T10 ENTERTAINMENT PROPERTIES TR 1.10
43302 3/29/10 423656 ELECTRONIC BROKERAGE SYSTEM 2,000.00 43.232 10.00 86,451.90 40,662.28
SALE 3/18/10 29384R10 ENTROPIC COMMUNICATIONS INC 1.22
51126 3/23/10 423636 ITG (CHANNEL) 20,000.00 4.802 200.00 95,838.78 3,638.78
SALE 3/03/10 35874810 FRISCHS RESTAURANTS, INC. .32
48545 3/08/10 423494 ELECTRONIC BROKERAGE SYSTEM 1,000.00 24.888 5.00 24,882.68 820.49
SALE 3/15/10 35952W10 FUEL SYSTEMS SOLUTIONS INC. .89
50827 3/18/10 423624 ITG (CHANNEL) 2,000.00 34.765 20.00 69,509.71 12,290.87
SALE 3/24/10 36960410 GENERAL ELECTRIC CO. .96
12731 3/29/10 423656 ELECTRONIC BROKERAGE SYSTEM 4,000.00 18.740 20.00 74,939.04 4,363.88
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 26
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/24/10 38141G10 GOLDMAN SACHS GROUP INC 4.01
50530 3/01/10 423468 BMO CAPITAL MARKETS/EXECUTI 2,000.00 157.61 20.00 315,213.39 4,132.83
SALE 3/11/10 38259P50 GOOGLE INC 2.93
33645 3/16/10 423620 ITG (CHANNEL) 400.00 576.65 4.00 230,653.27 30,504.81
SALE 3/12/10 38259P50 GOOGLE INC 1.48
33645 3/17/10 423620 ITG (CHANNEL) 200.00 581.16 2.00 116,229.02 16,154.79
SALE 2/25/10 39762420 GREIF INC. CL B .63
37621 3/02/10 423473 ELECTRONIC BROKERAGE SYSTEM 1,000.00 48.870 5.00 48,864.37 -1,803.96
SALE 3/02/10 39762420 GREIF INC. CL B .67
37621 3/05/10 423487 ELECTRONIC BROKERAGE SYSTEM 1,000.00 52.619 5.00 52,613.33 1,945.00
SALE 3/03/10 39762420 GREIF INC. CL B .67
37621 3/08/10 423494 ELECTRONIC BROKERAGE SYSTEM 1,000.00 52.510 5.00 52,504.33 1,836.01
SALE 3/04/10 39762420 GREIF INC. CL B .69
37621 3/09/10 423498 ELECTRONIC BROKERAGE SYSTEM 1,000.00 53.720 5.00 53,714.31 3,045.98
SALE 3/05/10 39762420 GREIF INC. CL B .69
37621 3/10/10 423502 ELECTRONIC BROKERAGE SYSTEM 1,000.00 53.868 5.00 53,862.31 3,193.99
SALE 3/09/10 39762420 GREIF INC. CL B .68
37621 3/12/10 423612 ELECTRONIC BROKERAGE SYSTEM 1,000.00 53.101 5.00 53,095.32 2,426.99
SALE 3/12/10 39762420 GREIF INC. CL B .81
37621 3/17/10 423620 ELECTRONIC BROKERAGE SYSTEM 1,200.00 52.545 6.00 63,047.19 2,245.20
SALE 3/24/10 40521710 HAIN CELESTIAL GROUP .90
50230 3/29/10 423656 MERRIMAN/OTC 4,000.00 17.582 40.00 70,285.10 3,279.14
SALE 3/22/10 43146610 HILL INTERNATIONAL INC .16
49784 3/25/10 423646 ELECTRONIC BROKERAGE SYSTEM 2,000.00 6.013 10.00 12,014.84 -816.39
SALE 3/24/10 45091110 ITT CORP 3.37
48790 3/29/10 423656 ELECTRONIC BROKERAGE SYSTEM 5,000.00 52.950 25.00 264,721.63 13,684.51
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 27
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/09/10 45678T30 INFOSPACE INC 1.49
48854 3/12/10 423612 ITG (CHANNEL) 10,000.00 11.710 100.00 116,997.51 30,038.69
SALE 3/12/10 45678T30 INFOSPACE INC 1.47
48854 3/17/10 423620 ITG (CHANNEL) 10,000.00 11.534 100.00 115,241.53 28,282.71
SALE 3/15/10 45678T30 INFOSPACE INC 1.46
48854 3/18/10 423624 ITG (CHANNEL) 10,000.00 11.478 100.00 114,674.54 27,715.72
SALE 3/22/10 45678T30 INFOSPACE INC 1.40
48854 3/25/10 423646 ITG (CHANNEL) 10,000.00 10.980 100.00 109,699.60 22,740.78
SALE 3/26/10 46059C20 INTERNET CAPITAL GROUP INC 1.06
49832 3/31/10 423665 INSTINET (PORTAL) 10,000.00 8.317 70.00 83,097.94 20,290.19
SALE 3/09/10 48247020 KIT DIGITAL INC .27
47968 3/12/10 423612 ITG (CHANNEL) 2,000.00 10.436 20.00 20,851.93 6,687.11
SALE 3/12/10 48247020 KIT DIGITAL INC .27
47968 3/17/10 423620 ITG (CHANNEL) 2,000.00 10.542 20.00 21,063.33 6,898.51
SALE 3/16/10 48247020 KIT DIGITAL INC .31
47968 3/19/10 423628 ITG (CHANNEL) 2,000.00 12.013 20.00 24,005.69 9,840.87
SALE 3/16/10 48247020 KIT DIGITAL INC .30
47968 3/19/10 423628 MERRIMAN/OTC 2,000.00 11.500 20.00 22,979.70 8,814.88
SALE 3/22/10 48247020 KIT DIGITAL INC .31
47968 3/25/10 423646 INSTINET (PORTAL) 2,000.00 11.919 14.00 23,824.29 9,659.47
SALE 3/24/10 48247020 KIT DIGITAL INC .31
47968 3/29/10 423656 MERRIMAN/OTC 2,000.00 11.853 20.00 23,685.69 9,520.87
SALE 3/26/10 48247020 KIT DIGITAL INC .32
47968 3/31/10 423665 INSTINET (PORTAL) 2,000.00 12.520 14.00 25,025.68 10,860.86
SALE 3/15/10 48517030 KANSAS CITY SOUTHERN .46
25663 3/18/10 423624 ELECTRONIC BROKERAGE SYSTEM 1,000.00 35.709 5.00 35,703.54 12,381.94
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 28
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/24/10 48517030 KANSAS CITY SOUTHERN .46
25663 3/29/10 423656 ELECTRONIC BROKERAGE SYSTEM 1,000.00 35.691 5.00 35,685.54 12,363.94
SALE 3/26/10 48517030 KANSAS CITY SOUTHERN .46
25663 3/31/10 423665 ELECTRONIC BROKERAGE SYSTEM 1,000.00 35.731 5.00 35,725.54 12,403.94
SALE 3/02/10 51783410 LAS VEGAS SANDS CORP 2.21
50902 3/05/10 423487 ELECTRONIC BROKERAGE SYSTEM 10,000.00 17.397 50.00 173,919.79 16,810.79
SALE 3/09/10 51783410 LAS VEGAS SANDS CORP 3.57
50902 3/12/10 423612 ELECTRONIC BROKERAGE SYSTEM 15,000.00 18.740 75.00 281,021.43 45,357.93
SALE 3/10/10 51783410 LAS VEGAS SANDS CORP 3.66
50902 3/15/10 423616 ELECTRONIC BROKERAGE SYSTEM 15,000.00 19.165 75.00 287,402.34 51,738.84
SALE 3/19/10 52186520 LEAR CORP .97
49723 3/24/10 423642 ELECTRONIC BROKERAGE SYSTEM 1,000.00 76.030 5.00 76,024.03 9,000.27
SALE 3/22/10 52186520 LEAR CORP .99
49723 3/25/10 423646 ELECTRONIC BROKERAGE SYSTEM 1,000.00 77.450 5.00 77,444.01 10,420.25
SALE 3/24/10 52186520 LEAR CORP 1.02
49723 3/29/10 423656 ELECTRONIC BROKERAGE SYSTEM 1,000.00 80.120 5.00 80,113.98 13,090.22
SALE 3/09/10 53591920 LIONS GATE ENTERTAINMENT CO .29
48350 3/12/10 423612 ELECTRONIC BROKERAGE SYSTEM 4,000.00 5.623 20.00 22,469.71 -2,909.56
SALE 3/15/10 53591920 LIONS GATE ENTERTAINMENT CO 2.39
48350 3/18/10 423624 ELECTRONIC BROKERAGE SYSTEM 32,000.00 5.869 160.00 187,655.21 -15,378.91
SALE 2/25/10 53814610 LIVEPERSON INC .88
50706 3/02/10 423473 ITG (CHANNEL) 10,000.00 6.859 100.00 68,493.12 9,774.46
SALE 2/25/10 53814610 LIVEPERSON INC .84
50706 3/02/10 423473 ITG (CHANNEL) 10,000.00 6.592 100.00 65,821.16 7,102.49
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 6.726 1.72 134,314.28 16,876.95
200.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 29
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/26/10 53814610 LIVEPERSON INC .88
50706 3/03/10 423477 ITG (CHANNEL) 10,000.00 6.929 100.00 69,189.12 10,470.45
SALE 3/01/10 53814610 LIVEPERSON INC .90
50706 3/04/10 423482 LABRANCHE/0TC 10,000.00 7.094 100.00 70,839.10 12,120.44
SALE 3/02/10 53814610 LIVEPERSON INC .91
50706 3/05/10 423487 MERRIMAN/OTC 10,000.00 7.140 100.00 71,294.09 12,575.42
SALE 3/26/10 57776J10 MAXLINEAR A .47
51235 3/31/10 423665 ELECTRONIC BROKERAGE SYSTEM 2,000.00 18.238 10.00 36,465.53 8,465.53
SALE 2/25/10 58497720 MEDTOX SCIENTIFIC INC. .23
38052 3/02/10 423473 ITG (CHANNEL) 2,000.00 8.846 20.00 17,670.77 -4,349.03
SALE 3/01/10 58497720 MEDTOX SCIENTIFIC INC. .11
38052 3/04/10 423482 LABRANCHE/0TC 1,000.00 8.858 10.00 8,847.39 -2,162.51
SALE 3/02/10 58497720 MEDTOX SCIENTIFIC INC. .12
38052 3/05/10 423487 MERRIMAN/OTC 1,000.00 8.951 10.00 8,940.88 -2,069.02
SALE 3/12/10 58497720 MEDTOX SCIENTIFIC INC. .13
38052 3/17/10 423620 ITG (CHANNEL) 1,000.00 9.536 10.00 9,525.37 -1,484.53
SALE 3/15/10 58497720 MEDTOX SCIENTIFIC INC. .12
38052 3/18/10 423624 ITG (CHANNEL) 1,000.00 9.382 10.00 9,371.88 -1,638.02
SALE 3/16/10 58497720 MEDTOX SCIENTIFIC INC. .13
38052 3/19/10 423628 MERRIMAN/OTC 1,000.00 9.500 10.00 9,489.87 -1,520.03
SALE 3/17/10 58497720 MEDTOX SCIENTIFIC INC. .10
38052 3/22/10 423632 ITG (CHANNEL) 800.00 9.577 8.00 7,653.18 -1,154.74
SALE 3/18/10 58497720 MEDTOX SCIENTIFIC INC. .03
38052 3/23/10 423636 ITG (CHANNEL) 200.00 9.513 2.00 1,900.47 -301.51
SALE 3/22/10 58497720 MEDTOX SCIENTIFIC INC. .13
38052 3/25/10 423646 INSTINET (PORTAL) 1,000.00 9.815 7.00 9,808.17 -1,201.73
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 30
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/24/10 58497720 MEDTOX SCIENTIFIC INC. .13
38052 3/29/10 423656 MERRIMAN/OTC 1,000.00 9.900 10.00 9,889.87 -1,120.03
SALE 3/26/10 58497720 MEDTOX SCIENTIFIC INC. .13
38052 3/31/10 423665 INSTINET (PORTAL) 1,000.00 9.654 7.00 9,646.87 -1,363.03
SALE 3/26/10 59491810 MICROSOFT CORP. .76
12799 3/31/10 423665 INSTINET (PORTAL) 2,000.00 29.711 14.00 59,406.24 9,490.43
SALE 3/09/10 59511210 MICRON TECHNOLOGY INC 1.20
48421 3/12/10 423612 ELECTRONIC BROKERAGE SYSTEM 10,000.00 9.436 50.00 94,304.80 16,745.64
SALE 3/22/10 59511210 MICRON TECHNOLOGY INC .52
48421 3/25/10 423646 ELECTRONIC BROKERAGE SYSTEM 4,000.00 10.210 20.00 40,819.88 9,796.22
SALE 3/24/10 59511210 MICRON TECHNOLOGY INC .54
48421 3/29/10 423656 ELECTRONIC BROKERAGE SYSTEM 4,000.00 10.580 20.00 42,299.46 11,275.80
SALE 3/26/10 59511210 MICRON TECHNOLOGY INC .27
48421 3/31/10 423665 ELECTRONIC BROKERAGE SYSTEM 2,000.00 10.510 10.00 21,009.73 5,497.90
SALE 2/25/10 60107310 MILLIPORE CORP 4.81
50869 3/02/10 423473 ELECTRONIC BROKERAGE SYSTEM 4,000.00 94.541 20.00 378,140.39 21,063.99
SALE 2/25/10 60107310 MILLIPORE CORP 2.38
50869 3/02/10 423473 ELECTRONIC BROKERAGE SYSTEM 2,000.00 93.678 10.00 187,343.62 8,805.42
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 6,000.00 94.254 7.19 565,484.01 29,869.41
30.00
SALE 3/24/10 62007610 MOTOROLA 1.86
50293 3/29/10 423656 ELECTRONIC BROKERAGE SYSTEM 20,000.00 7.290 100.00 145,698.14 -17,422.86
SALE 3/22/10 62944T10 NVR INC .95
48031 3/25/10 423646 ELECTRONIC BROKERAGE SYSTEM 100.00 741.60 .50 74,158.55 10,503.76
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 31
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/26/10 62944T10 NVR INC .96
48031 3/31/10 423665 ELECTRONIC BROKERAGE SYSTEM 100.00 748.67 .50 74,865.54 11,210.75
SALE 3/15/10 63530910 NATIONAL CINEMEDIA INC .45
49833 3/18/10 423624 ITG (CHANNEL) 2,000.00 17.485 20.00 34,949.55 5,565.04
SALE 3/24/10 63530910 NATIONAL CINEMEDIA INC 1.17
49833 3/29/10 423656 MERRIMAN/OTC 5,000.00 18.311 50.00 91,505.83 18,044.56
SALE 3/26/10 63530910 NATIONAL CINEMEDIA INC .24
49833 3/31/10 423665 INSTINET (PORTAL) 1,000.00 18.115 7.00 18,107.76 3,415.51
SALE 3/16/10 65248E10 NEWS CORP - CL A 2.14
50282 3/19/10 423628 ELECTRONIC BROKERAGE SYSTEM 12,000.00 14.030 60.00 168,297.86 3,750.16
SALE 3/17/10 65248E10 NEWS CORP - CL A 1.80
50282 3/22/10 423632 ELECTRONIC BROKERAGE SYSTEM 10,000.00 14.099 50.00 140,941.20 3,818.12
SALE 3/22/10 65248E10 NEWS CORP - CL A 1.78
50282 3/25/10 423646 ELECTRONIC BROKERAGE SYSTEM 10,000.00 13.990 50.00 139,846.22 2,723.14
SALE 3/03/10 67000610 NOVELL INC .78
45030 3/08/10 423494 INSTINET (PORTAL) 10,000.00 6.080 70.00 60,730.22 24,519.96
SALE 3/03/10 67000610 NOVELL INC .46
45030 3/08/10 423494 INSTINET (PORTAL) 5,882.00 6.101 41.17 35,845.63 14,546.75
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 15,882.00 6.088 1.24 96,575.85 39,066.71
111.17
SALE 3/03/10 67000610 NOVELL INC 3.36
45030 3/08/10 423494 ITG (CHANNEL) 44,118.00 5.997 441.18 264,109.05 104,356.60
SALE 3/04/10 67000610 NOVELL INC .77
45030 3/09/10 423498 MERRIMAN/OTC 10,000.00 6.051 100.00 60,407.23 24,196.96
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 32
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/10/10 67020Y10 NUANCE COMMUNICATIONS INC 1.38
51002 3/15/10 423616 MERRIMAN/OTC 6,438.00 16.841 64.38 108,355.95 11,931.45
SALE 3/16/10 69002720 OUTDOOR CHANNEL HOLDINGS IN .16
29494 3/19/10 423628 ITG (CHANNEL) 1,900.00 6.558 19.00 12,441.42 -1,108.18
SALE 3/17/10 69002720 OUTDOOR CHANNEL HOLDINGS IN .01
29494 3/22/10 423632 ITG (CHANNEL) 100.00 6.770 1.00 675.99 -37.15
SALE 3/22/10 69002720 OUTDOOR CHANNEL HOLDINGS IN .17
29494 3/25/10 423646 INSTINET (PORTAL) 2,000.00 6.639 14.00 13,262.83 -999.91
SALE 3/24/10 69002720 OUTDOOR CHANNEL HOLDINGS IN .17
29494 3/29/10 423656 MERRIMAN/OTC 2,000.00 6.647 20.00 13,273.83 -988.91
SALE 3/26/10 69002720 OUTDOOR CHANNEL HOLDINGS IN .17
29494 3/31/10 423665 INSTINET (PORTAL) 2,000.00 6.547 14.00 13,079.83 -1,182.91
SALE 3/12/10 69323K10 PC MALL INC .27
49869 3/17/10 423620 ITG (CHANNEL) 4,000.00 5.296 40.00 21,144.93 -2,734.28
SALE 3/15/10 69323K10 PC MALL INC .64
49869 3/18/10 423624 ITG (CHANNEL) 9,500.00 5.250 95.00 49,775.56 -6,937.57
SALE 3/16/10 69323K10 PC MALL INC .04
49869 3/19/10 423628 ITG (CHANNEL) 500.00 5.155 5.00 2,572.46 -412.44
SALE 3/16/10 69323K10 PC MALL INC .14
49869 3/19/10 423628 ITG (CHANNEL) 2,058.00 5.235 20.58 10,753.53 -1,532.33
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,558.00 5.220 .18 13,325.99 -1,944.77
25.58
SALE 3/16/10 69323K10 PC MALL INC .65
49869 3/19/10 423628 MERRIMAN/OTC 10,000.00 5.113 100.00 51,025.35 -8,672.68
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 33
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/17/10 69323K10 PC MALL INC .45
49869 3/22/10 423632 ITG (CHANNEL) 6,645.00 5.294 66.45 35,112.39 -4,556.95
SALE 3/18/10 69323K10 PC MALL INC .09
49869 3/23/10 423636 ITG (CHANNEL) 1,297.00 5.213 12.97 6,748.20 -994.63
SALE 3/22/10 69323K10 PC MALL INC .26
49869 3/25/10 423646 ITG (CHANNEL) 3,953.00 5.163 39.53 20,368.36 -3,230.27
SALE 3/23/10 69323K10 PC MALL INC .38
49869 3/26/10 423650 ITG (CHANNEL) 5,803.00 5.074 58.03 29,383.69 -5,259.08
SALE 3/24/10 69323K10 PC MALL INC .02
49869 3/29/10 423656 ITG (CHANNEL) 244.00 5.076 2.44 1,236.11 -220.52
SALE 3/26/10 69323K10 PC MALL INC .65
49869 3/31/10 423665 INSTINET (PORTAL) 10,000.00 5.114 70.00 51,073.35 -8,624.69
SALE 3/26/10 71344810 PEPSICO, INC. 1.69
43554 3/31/10 423665 ELECTRONIC BROKERAGE SYSTEM 2,000.00 66.535 10.00 133,058.31 24,032.36
SALE 3/24/10 74346Y10 PROS HOLDINGS INC. .25
38456 3/29/10 423656 ELECTRONIC BROKERAGE SYSTEM 2,000.00 9.679 10.00 19,346.75 712.77
SALE 3/26/10 74346Y10 PROS HOLDINGS INC. .25
38456 3/31/10 423665 ELECTRONIC BROKERAGE SYSTEM 2,000.00 9.741 10.00 19,470.75 836.77
SALE 2/24/10 75190730 RAMTRON INTERNATIONAL CORP. .01
42765 3/01/10 423468 ITG (CHANNEL) 100.00 1.930 1.00 191.99 -64.15
SALE 2/25/10 75190730 RAMTRON INTERNATIONAL CORP. .01
42765 3/02/10 423473 ITG (CHANNEL) 185.00 1.945 1.85 357.89 -115.96
SALE 3/09/10 75190730 RAMTRON INTERNATIONAL CORP. .08
42765 3/12/10 423612 ITG (CHANNEL) 2,000.00 2.770 20.00 5,520.52 397.80
SALE 3/12/10 75190730 RAMTRON INTERNATIONAL CORP. .08
42765 3/17/10 423620 ITG (CHANNEL) 2,000.00 2.803 20.00 5,584.92 462.20
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 34
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/15/10 75190730 RAMTRON INTERNATIONAL CORP. .08
42765 3/18/10 423624 ITG (CHANNEL) 2,000.00 2.970 20.00 5,918.92 796.20
SALE 3/16/10 75190730 RAMTRON INTERNATIONAL CORP. .08
42765 3/19/10 423628 MERRIMAN/OTC 2,000.00 2.978 20.00 5,935.92 813.20
SALE 3/17/10 75190730 RAMTRON INTERNATIONAL CORP. .08
42765 3/22/10 423632 ITG (CHANNEL) 2,000.00 2.957 20.00 5,894.72 772.00
SALE 3/18/10 75190730 RAMTRON INTERNATIONAL CORP. .08
42765 3/23/10 423636 ITG (CHANNEL) 2,000.00 2.990 20.00 5,959.92 837.20
SALE 2/25/10 77669610 ROPER INDUSTRIES INC 1.38
50203 3/02/10 423473 ELECTRONIC BROKERAGE SYSTEM 2,000.00 54.125 10.00 108,238.62 2,628.61
SALE 3/05/10 77669610 ROPER INDUSTRIES INC 4.28
50203 3/10/10 423502 ELECTRONIC BROKERAGE SYSTEM 6,000.00 56.090 30.00 336,504.52 19,674.47
SALE 3/09/10 78403A10 SCO GROUP INC. (THE) .06
40344 3/12/10 423612 INSTINET (PORTAL) 5,000.00 .820 25.00 4,074.94 2,927.05
SALE 3/15/10 78403A10 SCO GROUP INC. (THE) .05
40344 3/18/10 423624 INSTINET (PORTAL) 5,000.00 .710 25.00 3,524.95 2,377.05
SALE 3/12/10 80090720 SANMINA-SCI CORP .45
49559 3/17/10 423620 ITG (CHANNEL) 2,000.00 17.626 20.00 35,231.55 18,931.98
SALE 3/15/10 80090720 SANMINA-SCI CORP .45
49559 3/18/10 423624 ITG (CHANNEL) 2,000.00 17.563 20.00 35,104.55 18,804.98
SALE 3/24/10 80090720 SANMINA-SCI CORP .44
49559 3/29/10 423656 MERRIMAN/OTC 2,000.00 16.975 20.00 33,928.56 17,628.99
SALE 3/26/10 80090720 SANMINA-SCI CORP .43
49559 3/31/10 423665 INSTINET (PORTAL) 2,000.00 16.768 14.00 33,520.97 17,221.40
SALE 3/26/10 81211K10 SEALED AIR .55
50574 3/31/10 423665 ELECTRONIC BROKERAGE SYSTEM 2,000.00 21.342 10.00 42,672.45 2,261.68
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 35
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/24/10 82028010 SHAW GROUP INC (THE) .46
48841 3/29/10 423656 MERRIMAN/OTC 1,000.00 35.779 10.00 35,768.54 5,525.98
SALE 3/12/10 82706L10 SILICON GRAPHICS INTERNATIO .32
47177 3/17/10 423620 BLAYLOCK ROBERT VAN LLC 2,000.00 12.281 20.00 24,542.48 14,847.55
SALE 3/16/10 82706L10 SILICON GRAPHICS INTERNATIO .60
47177 3/19/10 423628 ELECTRONIC BROKERAGE SYSTEM 4,000.00 11.640 20.00 46,539.40 27,149.54
SALE 3/26/10 82706L10 SILICON GRAPHICS INTERNATIO .28
47177 3/31/10 423665 ELECTRONIC BROKERAGE SYSTEM 2,000.00 10.680 10.00 21,349.72 11,654.79
SALE 2/25/10 83056610 SKECHERS USA INC CL A .78
50740 3/02/10 423473 ELECTRONIC BROKERAGE SYSTEM 2,000.00 30.350 10.00 60,689.22 4,796.27
SALE 2/25/10 83056610 SKECHERS USA INC CL A 1.13
50740 3/02/10 423473 ELECTRONIC BROKERAGE SYSTEM 3,000.00 29.562 15.00 88,670.77 4,831.35
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 5,000.00 29.877 1.91 149,359.99 9,627.62
25.00
SALE 3/01/10 83056610 SKECHERS USA INC CL A .80
50740 3/04/10 423482 ELECTRONIC BROKERAGE SYSTEM 2,000.00 31.135 10.00 62,259.20 6,366.25
SALE 3/02/10 83056610 SKECHERS USA INC CL A 2.41
50740 3/05/10 423487 ELECTRONIC BROKERAGE SYSTEM 6,000.00 31.595 30.00 189,535.79 21,856.95
SALE 3/12/10 83211010 SMITH INTERNATIONAL INC 1.67
50846 3/17/10 423620 ELECTRONIC BROKERAGE SYSTEM 3,000.00 43.690 15.00 131,053.33 10,651.63
SALE 3/26/10 85453210 STANLEY INC .72
48707 3/31/10 423665 ELECTRONIC BROKERAGE SYSTEM 2,000.00 28.300 10.00 56,589.28 4,115.19
SALE 3/26/10 86816810 SUPERIOR INDUSTRIES INTL .42
47344 3/31/10 423665 ELECTRONIC BROKERAGE SYSTEM 2,000.00 16.200 10.00 32,389.58 3,783.97
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 36
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/19/10 87113010 SYBASE INC 2.41
48744 3/24/10 423642 ELECTRONIC BROKERAGE SYSTEM 4,000.00 47.336 20.00 189,322.39 33,096.21
SALE 3/22/10 87113010 SYBASE INC 3.01
48744 3/25/10 423646 ELECTRONIC BROKERAGE SYSTEM 5,000.00 47.308 25.00 236,509.99 41,227.27
SALE 3/24/10 87113010 SYBASE INC 1.22
48744 3/29/10 423656 ELECTRONIC BROKERAGE SYSTEM 2,000.00 47.870 10.00 95,728.78 17,615.69
SALE 3/09/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR .35
50405 3/12/10 423612 ELECTRONIC BROKERAGE SYSTEM 1,000.00 27.335 5.00 27,329.65 2,503.24
SALE 3/16/10 87655330 TASTY BAKING CO. .09
38737 3/19/10 423628 MERRIMAN/OTC 1,000.00 6.979 10.00 6,968.91 -259.79
SALE 3/24/10 87655330 TASTY BAKING CO. .10
38737 3/29/10 423656 MERRIMAN/OTC 1,000.00 7.518 10.00 7,507.90 279.20
SALE 3/25/10 87655330 TASTY BAKING CO. .10
38737 3/30/10 423660 MERRIMAN/OTC 1,000.00 7.474 10.00 7,463.90 235.20
SALE 2/24/10 88553510 3COM CORP .98
49844 3/01/10 423468 ITG (CHANNEL) 10,000.00 7.647 100.00 76,370.02 2,157.69
SALE 2/25/10 88553510 3COM CORP .97
49844 3/02/10 423473 ITG (CHANNEL) 10,000.00 7.617 100.00 76,065.03 1,852.69
SALE 2/26/10 88553510 3COM CORP .97
49844 3/03/10 423477 ITG (CHANNEL) 10,000.00 7.629 100.00 76,188.03 1,975.70
SALE 3/02/10 88553510 3COM CORP .98
49844 3/05/10 423487 MERRIMAN/OTC 10,000.00 7.670 100.00 76,599.02 2,386.68
SALE 3/12/10 88731730 TIME WARNER INC .39
45489 3/17/10 423620 BLAYLOCK ROBERT VAN LLC 1,000.00 30.510 10.00 30,499.71 6,186.13
SALE 3/24/10 88731730 TIME WARNER INC .40
45489 3/29/10 423656 ELECTRONIC BROKERAGE SYSTEM 1,000.00 31.250 5.00 31,244.60 6,931.02
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 37
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/16/10 88830R10 TITAN MACHINERY INC .66
47828 3/19/10 423628 MERRIMAN/OTC 4,000.00 12.881 40.00 51,483.34 3,707.61
SALE 3/26/10 88830R10 TITAN MACHINERY INC .33
47828 3/31/10 423665 INSTINET (PORTAL) 2,000.00 12.897 14.00 25,778.67 1,890.80
SALE 3/04/10 88870610 TIVO INC. .79
36147 3/09/10 423498 MERRIMAN/OTC 4,000.00 15.482 40.00 61,888.01 25,932.96
SALE 3/05/10 88870610 TIVO INC. .90
36147 3/10/10 423502 ITG (CHANNEL) 4,000.00 17.645 40.00 70,537.10 34,582.05
SALE 3/15/10 88870610 TIVO INC. .44
36147 3/18/10 423624 ITG (CHANNEL) 2,000.00 16.987 20.00 33,952.76 15,975.24
SALE 3/02/10 90333E10 USEC INC .65
50642 3/05/10 423487 ELECTRONIC BROKERAGE SYSTEM 10,000.00 5.066 50.00 50,609.35 10,433.62
SALE 3/15/10 91126810 UNITED ONLINE INC .38
44273 3/18/10 423624 ITG (CHANNEL) 4,000.00 7.428 40.00 29,672.02 5,183.20
SALE 3/24/10 91126810 UNITED ONLINE INC .96
44273 3/29/10 423656 LABRANCHE/0TC 10,000.00 7.565 100.00 75,549.04 14,327.00
SALE 3/26/10 91126810 UNITED ONLINE INC .39
44273 3/31/10 423665 INSTINET (PORTAL) 4,000.00 7.603 28.00 30,382.01 5,893.19
SALE 3/26/10 91126810 UNITED ONLINE INC .30
44273 3/31/10 423665 INSTINET (PORTAL) 3,000.00 7.640 21.00 22,898.70 4,532.09
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 7,000.00 7.619 .69 53,280.71 10,425.28
49.00
SALE 3/16/10 91136310 UTD RENTALS 3.14
47396 3/19/10 423628 BMO CAPITAL MARKETS/EXECUTI 30,000.00 8.224 300.00 246,410.86 58,929.41
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 38
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/05/10 91390310 UNIVERSAL HEALTH SERVICES-B 4.62
50485 3/10/10 423502 ELECTRONIC BROKERAGE SYSTEM 11,000.00 33.002 55.00 362,961.28 32,937.98
SALE 3/05/10 91390310 UNIVERSAL HEALTH SERVICES-B 4.63
50485 3/10/10 423502 WILLIAMS CAPITAL GROUP 11,000.00 33.096 110.00 363,943.57 33,920.27
SALE 3/24/10 92241710 VEECO INSTRUMENTS INC 1.11
50425 3/29/10 423656 MERRIMAN/OTC 2,000.00 43.340 20.00 86,658.89 18,273.00
SALE 3/24/10 92241710 VEECO INSTRUMENTS INC 1.65
50425 3/29/10 423656 MERRIMAN/OTC 3,000.00 43.263 30.00 129,757.35 27,178.52
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 5,000.00 43.294 2.76 216,416.24 45,451.52
50.00
SALE 3/26/10 92241710 VEECO INSTRUMENTS INC .56
50425 3/31/10 423665 INSTINET (PORTAL) 1,000.00 43.721 7.00 43,713.14 9,520.19
SALE 3/04/10 92929710 WMS INDUSTRIES INC .98
49880 3/09/10 423498 ELECTRONIC BROKERAGE SYSTEM 2,000.00 38.371 10.00 76,730.02 -3,245.04
SALE 3/09/10 92929710 WMS INDUSTRIES INC 1.00
49880 3/12/10 423612 ELECTRONIC BROKERAGE SYSTEM 2,000.00 39.200 10.00 78,389.00 -1,586.06
SALE 3/10/10 92929710 WMS INDUSTRIES INC 2.98
49880 3/15/10 423616 ELECTRONIC BROKERAGE SYSTEM 6,000.00 39.018 30.00 234,075.02 -5,850.15
SALE 3/10/10 93114210 WAL-MART STORES, INC. 1.37
40141 3/15/10 423616 ELECTRONIC BROKERAGE SYSTEM 2,000.00 53.780 10.00 107,548.63 6,303.87
SALE 3/15/10 93114210 WAL-MART STORES, INC. .70
40141 3/18/10 423624 ELECTRONIC BROKERAGE SYSTEM 1,000.00 54.880 5.00 54,874.30 4,251.92
SALE 2/24/10 93455010 WARNER MUSIC GROUP CORP .73
49929 3/01/10 423468 ELECTRONIC BROKERAGE SYSTEM 10,000.00 5.670 50.00 56,645.27 3,132.96
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 39
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/25/10 93455010 WARNER MUSIC GROUP CORP .71
49929 3/02/10 423473 ELECTRONIC BROKERAGE SYSTEM 10,000.00 5.579 50.00 55,734.29 2,221.98
SALE 2/26/10 93455010 WARNER MUSIC GROUP CORP .73
49929 3/03/10 423477 ELECTRONIC BROKERAGE SYSTEM 10,000.00 5.703 50.00 56,974.27 3,461.95
SALE 3/26/10 94268310 WATSON PHARMACEUTICALS, INC .53
41383 3/31/10 423665 ELECTRONIC BROKERAGE SYSTEM 1,000.00 41.210 5.00 41,204.47 13,961.72
SALE 3/24/10 94733A10 WEB.COM GROUP INC .34
51139 3/29/10 423656 MERRIMAN/OTC 5,000.00 5.324 50.00 26,571.66 1,725.80
SALE 3/26/10 94733A10 WEB.COM GROUP INC .35
51139 3/31/10 423665 INSTINET (PORTAL) 5,000.00 5.404 35.00 26,986.15 2,140.29
SALE 3/10/10 94974610 WELLS FARGO & CO .76
46540 3/15/10 423616 ELECTRONIC BROKERAGE SYSTEM 2,000.00 29.620 10.00 59,229.24 8,548.71
SALE 3/11/10 94974610 WELLS FARGO & CO .75
46540 3/16/10 423620 ELECTRONIC BROKERAGE SYSTEM 2,000.00 29.460 10.00 58,909.25 8,228.72
SALE 3/12/10 94974610 WELLS FARGO & CO 3.78
46540 3/17/10 423620 ICAP CORPORATES LLC 10,000.00 29.755 100.00 297,447.22 44,044.56
SALE 3/16/10 94974610 WELLS FARGO & CO .77
46540 3/19/10 423628 ELECTRONIC BROKERAGE SYSTEM 2,000.00 30.070 10.00 60,129.23 9,448.70
SALE 3/17/10 94974610 WELLS FARGO & CO 3.87
46540 3/22/10 423632 ELECTRONIC BROKERAGE SYSTEM 10,000.00 30.450 50.00 304,446.13 51,043.46
SALE 3/23/10 94974610 WELLS FARGO & CO 3.95
46540 3/26/10 423650 GRISWOLD COMPANY 10,000.00 31.086 100.00 310,756.05 57,353.39
SALE 3/22/10 98385X10 XTO ENERGY INC 6.01
50139 3/25/10 423646 ELECTRONIC BROKERAGE SYSTEM 10,000.00 47.300 50.00 472,943.99 2,750.66
SALE 3/25/10 98385X10 XTO ENERGY INC 3.00
50139 3/30/10 423660 ELECTRONIC BROKERAGE SYSTEM 5,000.00 47.100 25.00 235,472.00 375.33
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 40
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/25/10 G3673810 FRESH DEL MONTE .50
48669 3/02/10 423473 ELECTRONIC BROKERAGE SYSTEM 2,000.00 19.389 10.00 38,766.50 -6,623.14
SALE 3/12/10 G3673810 FRESH DEL MONTE 4.14
48669 3/17/10 423620 ELECTRONIC BROKERAGE SYSTEM 16,000.00 20.349 80.00 325,498.26 -37,618.89
SALE 2/25/10 H8912P10 TYCO ELECTRONICS LTD .33
48848 3/02/10 423473 ELECTRONIC BROKERAGE SYSTEM 1,000.00 25.806 5.00 25,800.67 2,209.91
SALE 3/12/10 H8912P10 TYCO ELECTRONICS LTD .68
48848 3/17/10 423620 BLAYLOCK ROBERT VAN LLC 2,000.00 26.516 20.00 53,011.52 5,830.01
SALE 3/15/10 H8912P10 TYCO ELECTRONICS LTD .34
48848 3/18/10 423624 ELECTRONIC BROKERAGE SYSTEM 1,000.00 26.650 5.00 26,644.66 3,053.90
SALE 3/16/10 H8912P10 TYCO ELECTRONICS LTD 1.02
48848 3/19/10 423628 ELECTRONIC BROKERAGE SYSTEM 3,000.00 26.660 15.00 79,963.98 9,191.71
SALE 3/24/10 H8912P10 TYCO ELECTRONICS LTD .72
48848 3/29/10 423656 ELECTRONIC BROKERAGE SYSTEM 2,000.00 28.190 10.00 56,369.28 9,187.77
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 2,074,223.00 316.42 24,784,568.96 2,005,155.20
15,523.08
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 2,074,223.00 316.42 24,784,568.96 2,005,155.20
15,523.08
END OF REPORT FOR: N.J. BEST - POOLED EQUITY FD
S T A T E O F N E W J E R S E Y 4805
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
SUPPLEMENTAL ANNUITY COLLECT TR (4805) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 3/04/10 53803410 LIVE NATION, INC.
32914 3/05/10 423478 TENDERED 1,116.00 12.000 13,392.00 -12,280.67
SALE 2/24/10 88706M10 TIM HORTONS INC. 12.55
35343 3/01/10 423469 BMO CAPITAL MARKETS/EXECUTI 32,502.00 30.404 325.02 987,849.99 820,916.67
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 33,618.00 12.55 1,001,241.99 808,636.00
325.02
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 33,618.00 12.55 1,001,241.99 808,636.00
325.02
END OF REPORT FOR: SUPPLEMENTAL ANNUITY COLLECT TR
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
CASH MANAGEMENT FD (5050) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 3/11/10 00279HLH ABBEY NATIONAL YANKEE CERT .1600 .160
51052 3/11/10 288723 ABBEY NATIONAL 3/31/10 104,400,000.00 100.00 104,400,000.00
PUR 3/15/10 00279HLN ABBEY NATIONAL YANKEE CERT .1900 .190
51111 3/15/10 288732 ABBEY NATIONAL 4/15/10 65,600,000.00 100.00 65,600,000.00
PUR 3/17/10 0556M42N BNP PARIBAS YANKEE CERT DEP .1900 .190
51150 3/17/10 288742 BNP PARIBAS 4/08/10 28,900,000.00 100.00 28,900,000.00
PUR 3/19/10 0556M42W BNP PARIBAS YANKEE CERT DEP .1900 .190
51178 3/19/10 288753 BNP PARIBAS 4/07/10 81,000,000.00 100.00 81,000,000.00
PUR 3/30/10 0556M43T BNP PARIBAS YANKEE CERT DEP .2100 .210
51313 3/30/10 288785 BNP PARIBAS 5/03/10 110,000,000.00 100.00 110,000,000.00
PUR 3/11/10 0556M4Z5 BNP PARIBAS YANKEE CERT DEP .1600 .160
51051 3/11/10 288723 BNP PARIBAS 3/29/10 110,000,000.00 100.00 110,000,000.00
PUR 3/04/10 0556N1C5 BNP PARIBAS FINANCE INC DIS .1400 .140
50963 3/04/10 288699 GOLDMAN SACHS & COMPANY 3/05/10 45,000,000.00 100.00 44,999,825.00
PUR 3/04/10 0556N1C5 BNP PARIBAS FINANCE INC DIS .1400 .140
50966 3/04/10 288699 JP MORGAN 3/05/10 35,000,000.00 100.00 34,999,863.89
PUR 3/04/10 0556N1C5 BNP PARIBAS FINANCE INC DIS .1500 .150
50967 3/04/10 288699 JP MORGAN 3/05/10 2,734,000.00 100.00 2,733,988.61
PUR 3/05/10 0556N1C8 BNP PARIBAS FINANCE INC DIS .1700 .170
50993 3/05/10 288704 BNP PARIBAS 3/08/10 50,000,000.00 99.999 49,999,291.67
PUR 3/05/10 0556N1C8 BNP PARIBAS FINANCE INC DIS .1700 .170
50994 3/05/10 288704 BNP PARIBAS 3/08/10 15,000,000.00 99.999 14,999,787.50
PUR 3/03/10 0556N1CH BNP PARIBAS FINANCE INC DIS .1300 .130
50940 3/03/10 288690 BANK OF AMERICA SECURITIES 3/17/10 58,000,000.00 99.995 57,997,067.75
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 43
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/17/10 0556N1CJ BNP PARIBAS FINANCE INC DIS .1800 .180
51151 3/17/10 288742 BNP PARIBAS 3/18/10 5,912,000.00 100.00 5,911,970.44
PUR 3/24/10 0556N1CR BNP PARIBAS FINANCE INC DIS .1600 .160
51249 3/24/10 288767 JP MORGAN 3/25/10 3,389,000.00 100.00 3,388,984.94
PUR 3/25/10 0556N1CS BNP PARIBAS FINANCE INC DIS .1600 .160
51261 3/25/10 288772 JP MORGAN 3/26/10 6,009,000.00 100.00 6,008,973.30
PUR 3/26/10 0556N1CV BNP PARIBAS FINANCE INC DIS .1800 .180
51264 3/26/10 288776 BNP PARIBAS 3/29/10 90,000,000.00 99.999 89,998,650.00
PUR 3/29/10 0556N1CW BNP PARIBAS FINANCE INC DIS .1600 .160
51288 3/29/10 288780 GOLDMAN SACHS & COMPANY 3/30/10 110,100,000.00 100.00 110,099,510.72
PUR 3/30/10 0556N1D1 BNP PARIBAS FINANCE INC DIS .1600 .160
51311 3/30/10 288785 BNP PARIBAS 4/01/10 70,000,000.00 99.999 69,999,377.78
PUR 3/01/10 05722MCX BAKER HUGHES INC DISC C P .1000 .100
50924 3/01/10 288679 MESIROW FINANCIAL, INC 3/31/10 40,000,000.00 99.992 39,996,666.66
PUR 3/09/10 05722MD9 BAKER HUGHES INC DISC C P .1400 .140
51022 3/09/10 288714 BARCLAYS CAPITAL INC 4/09/10 35,000,000.00 99.988 34,995,780.54
PUR 3/18/10 05722MDG BAKER HUGHES INC DISC C P .1400 .140
51166 3/18/10 288747 BARCLAYS CAPITAL INC 4/16/10 43,000,000.00 99.989 42,995,150.55
PUR 3/03/10 06366FWT BANK OF MONTREAL YANKEE C D .1500 .150
50945 3/03/10 288690 BMO/NESBITT(BK OF MONTREAL) 4/06/10 24,000,000.00 100.00 24,000,000.00
PUR 3/10/10 06366FXG BANK OF MONTREAL YANKEE C D .1900 .190
51038 3/10/10 288719 BMO/HARRIS TRUST & SAVINGS 4/12/10 55,000,000.00 100.00 55,000,000.00
PUR 3/17/10 06366FXW BANK OF MONTREAL YANKEE C D .2000 .200
51149 3/17/10 288742 BMO/HARRIS TRUST & SAVINGS 4/19/10 30,000,000.00 100.00 30,000,000.00
PUR 3/31/10 06366FZD BANK OF MONTREAL YANKEE C D .1800 .180
51322 3/31/10 288790 BMO/HARRIS TRUST & SAVINGS 5/05/10 41,000,000.00 100.00 41,000,000.00
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 44
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/03/10 06416KCH BANK OF NOVA SCOTIA DISC C .1300 .130
50938 3/03/10 288690 JP MORGAN 3/17/10 140,000,000.00 99.995 139,992,922.16
PUR 3/26/10 06416KCV BANK OF NOVA SCOTIA DISC C .1600 .160
51265 3/26/10 288776 BANK OF NOVA SCOTIA 3/29/10 40,000,000.00 99.999 39,999,466.67
PUR 3/26/10 06416KCV BANK OF NOVA SCOTIA DISC C .1600 .160
51271 3/26/10 288776 JP MORGAN 3/29/10 10,000,000.00 99.999 9,999,866.67
PUR 3/29/10 06416KCW BANK OF NOVA SCOTIA DISC C .1600 .160
51286 3/29/10 288780 BARCLAYS CAPITAL INC 3/30/10 44,900,000.00 100.00 44,899,800.46
PUR 3/29/10 06416KCW BANK OF NOVA SCOTIA DISC C .1600 .160
51301 3/29/10 288780 BARCLAYS CAPITAL INC 3/30/10 35,000,000.00 100.00 34,999,844.46
PUR 3/12/10 06416KDE BANK OF NOVA SCOTIA DISC C .1600 .160
51076 3/12/10 288728 JP MORGAN 4/14/10 43,000,000.00 99.985 42,993,693.32
PUR 3/18/10 06416P5P BANK OF NOVA SCOTIA YANKEE .1900 .190
51174 3/18/10 288747 BANK OF NOVA SCOTIA 4/30/10 100,000,000.00 100.00 100,000,000.00
PUR 3/19/10 06416P5R BANK OF NOVA SCOTIA YANKEE .1700 .170
51179 3/19/10 288753 BANK OF NOVA SCOTIA 4/09/10 19,000,000.00 100.00 19,000,000.00
PUR 3/22/10 06416P5S BANK OF NOVA SCOTIA YANKEE .1900 .190
51204 3/22/10 288758 BANK OF NOVA SCOTIA 5/05/10 38,000,000.00 100.00 38,000,000.00
PUR 3/01/10 06538ARK BK OF TOKYO MITSUBISHI UFJ .1900 .190
50921 3/01/10 288679 BANK OF TOKYO MITSUBUSHI 3/31/10 40,000,000.00 100.00 40,000,000.00
PUR 3/09/10 06538ARY BK OF TOKYO MITSUBISHI UFJ .2000 .200
51019 3/09/10 288714 BANK OF TOKYO MITSUBUSHI 4/07/10 65,000,000.00 100.00 65,000,000.00
PUR 3/18/10 06538ASQ BK OF TOKYO MITSUBISHI UFJ .2000 .200
51157 3/18/10 288747 BANK OF TOKYO MITSUBUSHI 4/23/10 25,000,000.00 100.00 25,000,000.00
PUR 3/31/10 06538ATU BK OF TOKYO MITSUBISHI UFJ .1800 .180
51321 3/31/10 288790 BANK OF TOKYO MITSUBUSHI 4/08/10 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
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DURING THE PERIOD 3/01/10 THROUGH 3/31/10
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/18/10 13606XVP CANADIAN IMPERIAL BK OF COM .1700 .170
51169 3/18/10 288747 CANADIAN IMPERIAL BANK 4/19/10 50,000,000.00 100.00 50,000,000.00
PUR 3/25/10 13607FCS CANADIAN IMPERIAL HOLD DISC .1300 .130
51260 3/25/10 288772 CIBC Oppenheimer 3/26/10 20,000,000.00 100.00 19,999,927.78
PUR 3/15/10 16677E4K CHEVRON FUNDING CORP IBN .1400 .140
51104 3/15/10 288732 CHEVRON USA INC 3/29/10 30,000,000.00 100.00 30,000,000.00
PUR 3/17/10 16677E4P CHEVRON FUNDING CORP IBN .1300 .130
51144 3/17/10 288742 CHEVRON USA INC 4/08/10 60,000,000.00 100.00 60,000,000.00
PUR 3/24/10 16677E5A CHEVRON FUNDING CORP IBN .1600 .160
51237 3/24/10 288767 CHEVRON USA INC 4/19/10 50,000,000.00 100.00 50,000,000.00
PUR 3/24/10 16677E5B CHEVRON FUNDING CORP IBN .1600 .160
51236 3/24/10 288767 CHEVRON USA INC 4/20/10 50,000,000.00 100.00 50,000,000.00
PUR 3/01/10 19416FCN COLGATE PALMOLIVE CO DISC C .0900 .090
50926 3/01/10 288679 CITIGROUP GBL MKT(FMLY SALO 3/22/10 9,856,000.00 99.995 9,855,482.56
PUR 3/01/10 19416FCP COLGATE PALMOLIVE CO DISC C .0900 .090
50925 3/01/10 288679 CITIGROUP/CITIBANK DOMESTIC 3/23/10 45,000,000.00 99.995 44,997,525.00
PUR 3/11/10 19416FCW COLGATE PALMOLIVE CO DISC C .1100 .110
51047 3/11/10 288723 CITIGROUP GBL MKT(FMLY SALO 3/30/10 34,000,000.00 99.994 33,998,026.10
PUR 3/11/10 19416FCX COLGATE PALMOLIVE CO DISC C .1100 .110
51048 3/11/10 288723 CITIGROUP GBL MKT(FMLY SALO 3/31/10 52,600,000.00 99.994 52,596,785.55
PUR 3/09/10 20259XYX COMMERZE BANK YANKEE CERT D .1900 .190
51026 3/09/10 288714 BGC FINANCIAL 4/08/10 40,000,000.00 100.00 40,000,000.00
PUR 3/16/10 20259XZB COMMERZBANK AG YANKEE CERT .2100 .210
51134 3/16/10 288737 BGC FINANCIAL 4/15/10 60,000,000.00 100.00 60,000,000.00
PUR 3/17/10 20259XZC COMMERZBANK AG YANKEE CERT .2100 .210
51147 3/17/10 288742 BGC FINANCIAL 4/19/10 20,000,000.00 100.00 20,000,000.00
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 3/01/10 THROUGH 3/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 46
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/02/10 2082M3C3 CONOCO PHILLIPS DISC C P .1100 .110
50932 3/02/10 288685 JP MORGAN 3/03/10 8,726,000.00 100.00 8,725,973.33
PUR 3/03/10 22532CC4 CREDIT AGRICOLE NA INC DISC .1600 .160
50948 3/03/10 288690 CREDIT AGRICOLE INDOSUEZ 3/04/10 7,893,000.00 100.00 7,892,964.92
PUR 3/05/10 22532CC8 CREDIT AGRICOLE NA INC DISC .1800 .180
50971 3/05/10 288704 CREDIT AGRICOLE INDOSUEZ 3/08/10 25,000,000.00 99.999 24,999,625.00
PUR 3/03/10 22532CCF CREDIT AGRICOLE NA INC DISC .1400 .140
50946 3/03/10 288690 CREDIT AGRICOLE INDOSUEZ 3/15/10 37,000,000.00 99.995 36,998,273.33
PUR 3/03/10 22532CCG CREDIT AGRICOLE NA INC DISC .1400 .140
50947 3/03/10 288690 CREDIT AGRICOLE INDOSUEZ 3/16/10 12,000,000.00 99.995 11,999,393.33
PUR 3/01/10 22536FT9 CREDIT INDUSTRIAL COMM NY Y .2000 .200
50922 3/01/10 288679 CREDIT INDUSTRIAL&COMMERCIA 3/31/10 60,000,000.00 100.00 60,000,000.00
PUR 3/09/10 22536FZ9 CREDIT INDUSTRIAL COMM NY Y .2000 .200
51020 3/09/10 288714 CREDIT INDUSTRIAL&COMMERCIA 4/06/10 40,000,000.00 100.00 40,000,000.00
PUR 3/15/10 2363F7CX DANSKE CORP DISC C P .1900 .190
51105 3/15/10 288732 CITIGROUP/CITIBANK DOMESTIC 3/31/10 40,000,000.00 99.992 39,996,622.24
PUR 3/23/10 2363F7D6 DANSKE CORP DISC C P .1700 .170
51216 3/23/10 288762 BARCLAYS CAPITAL INC 4/06/10 16,945,000.00 99.993 16,943,879.75
PUR 3/31/10 2363F7D6 DANSKE CORP DISC C P .1500 .150
51325 3/31/10 288790 JP MORGAN CHASE 4/06/10 4,674,000.00 99.998 4,673,883.15
PUR 3/22/10 2363F7DS DANSKE CORP DISC C P .2000 .200
51205 3/22/10 288758 BGC FINANCIAL 4/26/10 25,000,000.00 99.981 24,995,138.89
PUR 3/22/10 2363F7DT DANSKE CORP DISC C P .1900 .190
51208 3/22/10 288758 MESIROW FINANCIAL, INC 4/27/10 25,000,000.00 99.981 24,995,250.00
PUR 3/03/10 24422DD5 JOHN DEERE CREDIT INC DISC .1200 .120
50944 3/03/10 288690 TOUSSAINT CAPITAL 4/05/10 23,000,000.00 99.989 22,997,470.00
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
CASH MANAGEMENT FD (5050) -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 3/15/10 2546R3CV WALT DISNEY CO DISC C P .1800 .180
51116 3/15/10 288732 WILLIAMS CAPITAL GROUP 3/29/10 5,921,000.00 99.993 5,920,585.53
PUR 3/11/10 34108BCW FLORIDA POWER & LIGHT CORP .2300 .230
51046 3/11/10 288723 CITIGROUP GBL MKT(FMLY SALO 3/30/10 39,000,000.00 99.988 38,995,265.83
PUR 3/03/10 34108BCX FLORIDA POWER & LIGHT CORP .2300 .230
50939 3/03/10 288690 CITIGROUP/CITIBANK DOMESTIC 3/31/10 23,000,000.00 99.982 22,995,885.55
PUR 3/16/10 3696E203 GENERAL ELECTRIC CO IBN .1600 .160
51125 3/16/10 288737 GENERAL ELECTRIC COMPANY 3/22/10 60,000,000.00 100.00 60,000,000.00
PUR 3/15/10 3696E2P9 GENERAL ELECTRIC CO IBN .1600 .160
51112 3/15/10 288732 GENERAL ELECTRIC COMPANY 3/24/10 134,950,000.00 100.00 134,950,000.00
PUR 3/30/10 42823KDT HEWLETT PACKARD CO DISC C P .1600 .160
51314 3/30/10 288785 CITIGROUP GBL MKT(FMLY SALO 4/27/10 25,000,000.00 99.988 24,996,888.90
PUR 3/30/10 42823KDU HEWLETT PACKARD CO DISC C P .1700 .170
51315 3/30/10 288785 CITIGROUP GBL MKT(FMLY SALO 4/28/10 8,734,000.00 99.986 8,732,803.93
PUR 3/10/10 46115KBW INTESA SAN PAOLO YANKEE C D .1850 .185
51039 3/10/10 288719 BGC FINANCIAL 4/13/10 50,000,000.00 100.00 50,000,000.00
PUR 3/10/10 46115KBX INTESA SAN PAOLO YANKEE C D .1850 .185
51041 3/10/10 288719 BGC FINANCIAL 4/16/10 50,000,000.00 100.00 50,000,000.00
PUR 3/05/10 4611K1C8 INTESA FUNDING LLC DISC C P .1500 .150
50995 3/05/10 288704 INTESA FUNDING LLC 3/08/10 10,898,000.00 99.999 10,897,863.78
PUR 3/08/10 4611K1C9 INTESA FUNDING LLC DISC C P .1600 .160
51009 3/08/10 288708 INTESA FUNDING LLC 3/09/10 7,005,000.00 100.00 7,004,968.87
PUR 3/10/10 4611K1CB INTESA FUNDING LLC DISC C P .1200 .120
51042 3/10/10 288719 CREDIT SUISSE SEC (USA) LLC 3/11/10 17,353,000.00 100.00 17,352,942.16
PUR 3/17/10 4611K1CJ INTESA FUNDING LLC DISC C P .1700 .170
51142 3/17/10 288742 INTESA FUNDING LLC 3/18/10 70,000,000.00 100.00 69,999,669.45
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 48
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/22/10 4611K1CP INTESA FUNDING LLC DISC C P .1800 .180
51209 3/22/10 288758 SAN PAOLO IMI 3/23/10 20,491,000.00 100.00 20,490,897.55
PUR 3/11/10 4611K1CW INTESA FUNDING LLC DISC C P .1600 .160
51050 3/11/10 288723 INTESA FUNDING LLC 3/30/10 45,000,000.00 99.992 44,996,200.00
PUR 3/29/10 4611K1CW INTESA FUNDING LLC DISC C P .1700 .170
51299 3/29/10 288780 MORGAN STANLEY 3/30/10 70,000,000.00 100.00 69,999,669.46
PUR 3/30/10 4611K1D1 INTESA FUNDING LLC DISC C P .1600 .160
51305 3/30/10 287785 JP MORGAN 4/01/10 45,000,000.00 99.999 44,999,600.00
PUR 3/09/10 4611K1D7 INTESA FUNDING LLC DISC C P .1800 .180
51024 3/09/10 288714 INTESA FUNDING LLC 4/07/10 45,000,000.00 99.986 44,993,475.00
PUR 3/18/10 4662J1CR JP MORGAN CHASE CO DISC C P .1600 .160
51173 3/18/10 288747 JP MORGAN CHASE 3/25/10 52,000,000.00 99.997 51,998,382.22
PUR 3/24/10 4662J1DP JP MORGAN CHASE CO DISC C P .1700 .170
51219 3/24/10 288767 JP MORGAN CHASE 4/23/10 88,000,000.00 99.986 87,987,533.30
PUR 3/26/10 4662J1DT JP MORGAN CHASE CO DISC C P .1700 .170
51275 3/26/10 288776 JP MORGAN CHASE 4/27/10 35,000,000.00 99.985 34,994,711.12
PUR 3/24/10 4823T0NZ KBC BANK NV NY YANKEE C D .2000 .200
51247 3/24/10 288767 BGC FINANCIAL 4/30/10 120,000,000.00 100.00 120,000,000.00
PUR 3/17/10 58934BDK MERCK & CO. DISC C P .1400 .140
51148 3/17/10 288742 MESIROW FINANCIAL, INC 4/19/10 31,100,000.00 99.987 31,096,008.83
PUR 3/15/10 58934BDS MERCK & CO. DISC C P .1400 .140
51107 3/15/10 288732 MESIROW FINANCIAL, INC 4/26/10 75,000,000.00 99.984 74,987,750.01
PUR 3/12/10 63253KD5 NATIONAL AUSTRALIA FUNDING .1700 .170
51083 3/12/10 288728 NATIONAL AUSTRALIA CAPITAL 4/05/10 10,512,000.00 99.989 10,510,808.64
PUR 3/11/10 63253LGL NATIONAL AUSTRALIA FUNDING .1300 .130
51056 3/11/10 288723 NATIONAL AUSTRALIA CAPITAL 3/12/10 21,537,000.00 100.00 21,537,000.00
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 49
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/26/10 63253LGM NATIONAL AUSTRALIA FDG DE I .1200 .120
51276 3/26/10 288776 NATL AUSTRALIA FUNDING DELA 3/29/10 4,308,000.00 100.00 4,308,000.00
PUR 3/31/10 63253LGN NATIONAL AUSTRALIA FDG DE I .0300 .030
51318 3/31/10 288790 NATL AUSTRALIA FUNDING DELA 4/01/10 299,000,000.00 100.00 299,000,000.00
PUR 3/22/10 63306VG6 NATIONAL BANK OF CANADA YAN .1500 .150
51206 3/22/10 288758 TRADITION AISEL SECURITIES 4/30/10 130,000,000.00 100.00 130,000,000.00
PUR 3/15/10 65556QE3 NORDEA BK FINLAND NY YANKEE .1800 .180
51115 3/15/10 288732 BGC FINANCIAL 4/19/10 125,000,000.00 100.00 125,000,000.00
PUR 3/31/10 65556QG6 NORDEA BK FINLAND NY YANKEE .1900 .190
51323 3/31/10 288790 BGC FINANCIAL 5/04/10 125,000,000.00 100.00 125,000,000.00
PUR 3/26/10 68323KDW ONTARIO PROVINCE DISC C P .1700 .170
51272 3/26/10 288776 CANADIAN IMPERIAL BANK 4/30/10 40,000,000.00 99.983 39,993,388.89
PUR 3/01/10 7426M5D5 PRIVATE EXPORT FDG CORP DIS .1100 .110
50923 3/01/10 288679 JP MORGAN 4/05/10 50,000,000.00 99.989 49,994,652.80
PUR 3/09/10 7426M5DC PRIVATE EXPORT FDG CORP DIS .1300 .130
51025 3/09/10 288714 WILLIAMS CAPITAL GROUP 4/12/10 35,000,000.00 99.988 34,995,702.78
PUR 3/09/10 7426M5DC PRIVATE EXPORT FDG CORP DIS .1300 .130
51031 3/09/10 288714 WILLIAMS CAPITAL GROUP 4/12/10 30,000,000.00 99.988 29,996,316.67
PUR 3/15/10 74271UD5 PROCTER & GAMBLE CO DISC C .1600 .160
51109 3/15/10 288732 JP MORGAN 4/05/10 49,450,000.00 99.991 49,445,384.68
PUR 3/11/10 74800KDW QUEBEC PROVINCE DISC C P .1500 .150
51049 3/11/10 288723 CIBC Oppenheimer 4/30/10 90,000,000.00 99.979 89,981,250.00
PUR 3/15/10 74977JFK RABOBANK NEDERLAND YANKEE C .2000 .200
51113 3/15/10 288732 RABOBANK NEDERLAND 3/29/10 50,000,000.00 100.00 50,000,000.00
PUR 3/15/10 74977JKL RABOBANK NEDERLAND YANKEE C .2000 .200
51114 3/15/10 288732 RABOBANK NEDERLAND 3/30/10 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
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DURING THE PERIOD 3/01/10 THROUGH 3/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 50
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/10/10 78009JZU ROYAL BANK OF CANADA YANKEE .1400 .140
51040 3/10/10 288719 ROYAL BANK OF CANADA 4/14/10 50,000,000.00 100.00 50,000,000.00
PUR 3/10/10 78009JZW ROYAL BANK OF CANADA YANKEE .1400 .140
51037 3/10/10 288719 ROYAL BANK OF CANADA 4/09/10 60,000,000.00 100.00 60,000,000.00
PUR 3/04/10 83365SC5 SOCIETE GENERALE NA DISC C .1700 .170
50962 3/04/10 288699 SOCIETE GENERALE INTERNATIO 3/05/10 50,000,000.00 100.00 49,999,763.89
PUR 3/02/10 83365SC8 SOCIETE GENERALE NA DISC C .1500 .150
50931 3/02/10 288685 SOCIETE GENERALE INTERNATIO 3/08/10 50,000,000.00 99.998 49,998,750.00
PUR 3/05/10 83365SC8 SOCIETE GENERALE NA DISC C .1800 .180
50970 3/05/10 288704 BARCLAYS CAPITAL INC 3/08/10 50,000,000.00 99.999 49,999,250.00
PUR 3/24/10 83365SCB SOCIETE GENERALE NA INC DIS .1800 .180
51248 3/24/10 288767 JP MORGAN 3/25/10 53,000,000.00 100.00 52,999,735.00
PUR 3/11/10 83365SCC SOCIETE GENERALE NA DISC C .1600 .160
51055 3/11/10 288723 JP MORGAN 3/12/10 20,000,000.00 100.00 19,999,911.12
PUR 3/08/10 83365SCF SOCIETE GENERALE NA DISC C .1700 .170
51006 3/08/10 288708 BARCLAYS CAPITAL INC 3/15/10 50,000,000.00 99.997 49,998,347.20
PUR 3/17/10 83365SCJ SOCIETE GENERALE NA INC DIS .1900 .190
51138 3/17/10 288742 JP MORGAN 3/18/10 70,000,000.00 99.999 69,999,630.54
PUR 3/18/10 83365SCK SOCIETE GENERALE NA INC DIS .1900 .190
51176 3/18/10 288747 JP MORGAN 3/19/10 6,802,000.00 99.999 6,801,964.10
PUR 3/19/10 83365SCN SOCIETE GENERALE NA INC DIS .1900 .190
51180 3/19/10 288753 JP MORGAN 3/22/10 50,000,000.00 99.998 49,999,208.35
PUR 3/19/10 83365SCN SOCIETE GENERALE NA INC DIS .1800 .180
51181 3/19/10 288753 JP MORGAN 3/22/10 5,475,000.00 99.999 5,474,917.88
PUR 3/16/10 83365SCP SOCIETE GENERALE NA INC DIS .1900 .190
51135 3/16/10 288737 SOCIETE GENERALE INTERNATIO 3/23/10 35,000,000.00 99.996 34,998,706.94
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 3/01/10 THROUGH 3/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 51
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/24/10 83365SCR SOCIETE GENERALE NA INC DIS .1800 .180
51238 3/24/10 288767 JP MORGAN 3/25/10 17,000,000.00 100.00 16,999,915.00
PUR 3/26/10 83365SCV SOCIETE GENERALE NA INC DIS .1700 .170
51266 3/26/10 288776 BARCLAYS CAPITAL INC 3/29/10 70,000,000.00 99.999 69,999,008.31
PUR 3/29/10 83365SCW SOCIETE GENERALE NA INC DIS .1800 .180
51287 3/29/10 288780 BARCLAYS CAPITAL INC 3/30/10 70,000,000.00 100.00 69,999,650.00
PUR 3/30/10 83365SCX SOCIETE GENERALE NA INC DIS .1800 .180
51312 3/30/10 288785 BARCLAYS CAPITAL INC 3/31/10 15,000,000.00 100.00 14,999,925.00
PUR 3/30/10 83365SCX SOCIETE GENERALE NA INC DIS .1700 .170
51304 3/30/10 288785 JP MORGAN 3/31/10 55,000,000.00 100.00 54,999,740.29
PUR 3/17/10 8336W02C SOCIETE GENERALE YANKEE C D .1900 .190
51146 3/17/10 288742 SOCIETE GENERALE INTERNATIO 4/06/10 80,000,000.00 100.00 80,000,000.00
PUR 3/23/10 8336W02Q SOCIETE GENERALE YANKEE C D .1900 .190
51214 3/23/10 288762 SOCIETE GENERALE INTERNATIO 4/08/10 50,000,000.00 100.00 50,000,000.00
PUR 3/15/10 8336W0U6 SOCIETE GENERALE YANKEE C D .1800 .180
51106 3/15/10 288732 SOCIETE GENERALE INTERNATIO 3/30/10 50,000,000.00 100.00 50,000,000.00
PUR 3/12/10 86959BAN SVENSKA HANDELSBANKEN YANKE .1600 .160
51072 3/12/10 288728 SVENSKAHANDELSBANKEN 4/05/10 35,000,000.00 100.00 35,000,000.00
PUR 3/22/10 86959BBA SVENSKA HANDELSBANKEN YANKE .1800 .180
51207 3/22/10 288758 SVENSKAHANDLESBANKEN 4/27/10 72,000,000.00 100.00 72,000,000.00
PUR 3/26/10 86959BBF SVENSKA HANDELSBANKEN YANKE .1800 .180
51274 3/26/10 288776 SVENSKAHANDLESBANKEN 5/03/10 70,000,000.00 100.00 70,000,000.00
PUR 3/18/10 90467BDK UNICREDITO DELAWARE INC DIS .2000 .200
51164 3/18/10 288747 MESIROW FINANCIAL, INC 4/19/10 40,000,000.00 99.982 39,992,888.88
PUR 3/23/10 90467BDS UNICREDITO DELAWARE INC DIS .2200 .220
51213 3/23/10 288762 CREDIT SUISSE SEC (USA) LLC 4/26/10 60,000,000.00 99.979 59,987,533.32
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 52
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/29/10 90477ECW UNILEVER CAPITAL CORP DISC .1500 .150
51300 3/29/10 288780 JP MORGAN 3/30/10 15,000,000.00 100.00 14,999,937.50
PUR 3/29/10 912795U8 U.S. TREASURY BILLS .1950 .195
51302 3/29/10 288780 BARCLAYS CAPITAL INC 8/26/10 21,391,000.00 99.919 21,373,619.81
PUR 3/08/10 912795UN U.S. TREASURY BILLS .1345 .135
51008 3/08/10 288708 NOMURA SECURITIES INT'L INC 4/22/10 30,000,000.00 99.983 29,994,956.25
PUR 3/09/10 912795UN U.S. TREASURY BILLS .1355 .136
51023 3/09/10 288714 NOMURA SECURITIES INT'L (DO 4/22/10 200,000,000.00 99.983 199,966,877.76
PUR 3/15/10 912795UP U.S. TREASURY BILLS .1255 .126
51110 3/15/10 288732 JP MORGAN 4/29/10 200,000,000.00 99.984 199,968,625.00
PUR 3/18/10 912795UU U.S. TREASURY BILLS .1495 .150
51175 3/18/10 288747 HSBC (DOMESTIC) 6/17/10 90,000,000.00 99.962 89,965,988.75
PUR 3/31/10 912795V2 U.S. TREASURY BILLS .1695 .170
51326 3/31/10 288790 GOLDMAN SACHS & COMPANY 8/05/10 5,003,000.00 99.940 5,000,008.41
PUR 3/31/10 912795V2 U.S. TREASURY BILLS .1595 .160
51324 3/31/10 288790 NOMURA SECURITIES INT'L INC 8/05/10 35,000,000.00 99.944 34,980,306.18
PUR 3/17/10 93114FCS WAL-MART STORES INC DISC C .1300 .130
51145 3/17/10 288742 CREDIT SUISSE SEC (USA) LLC 3/26/10 50,000,000.00 99.997 49,998,375.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 6854568000.00 6854227850.45
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 6854568000.00 6854227850.45
END OF REPORT FOR: CASH MANAGEMENT FD
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 2/25/10 00176510 AMR CORP.
05963 3/02/10 423470 LABRANCHE/SOFT 720,000.00 8.851 36,000.00 6,408,864.00
PUR 3/15/10 00176510 AMR CORP.
05963 3/18/10 423621 ICAP/SOFT 35,000.00 9.668 1,750.00 340,119.50
PUR 3/15/10 00176510 AMR CORP.
05963 3/18/10 423621 INSTINET/SOFT-FACTSET 450,000.00 9.755 22,500.00 4,412,025.00
PUR 3/01/10 01165910 ALASKA AIR GROUP, INC.
17215 3/04/10 423479 SANDGRAIN SECURITIES 150,000.00 37.091 1,500.00 5,565,090.00
PUR 3/10/10 01165910 ALASKA AIR GROUP, INC.
17215 3/15/10 423613 MERIDIAN EQUITY PARTNERS 65,000.00 39.955 650.00 2,597,731.50
PUR 3/12/10 01165910 ALASKA AIR GROUP, INC.
17215 3/17/10 423617 LABRANCHE/SOFT 63,000.00 40.446 3,150.00 2,551,254.30
PUR 3/15/10 01165910 ALASKA AIR GROUP, INC.
17215 3/18/10 423621 LABRANCHE/SOFT 67,000.00 40.619 3,350.00 2,724,829.70
PUR 3/26/10 02385010 AMERICAN APPAREL INC
45496 3/31/10 423662 WILLIAMS CAPITAL GROUP 50,000.00 3.192 500.00 160,110.00
PUR 3/01/10 03042010 AMERICAN WATER WORKS CO INC
40887 3/04/10 423479 CABRERA 150,000.00 21.377 1,500.00 3,208,020.00
PUR 3/02/10 03042010 AMERICAN WATER WORKS CO INC
40887 3/05/10 423484 MERIDIAN EQUITY PARTNERS 100,000.00 20.822 1,000.00 2,083,240.00
PUR 2/25/10 06985P10 BASIC ENERGY
47025 3/02/10 423470 BMO CAPITAL MARKETS/EXECUTI 50,000.00 9.609 500.00 480,970.00
PUR 2/26/10 06985P10 BASIC ENERGY
47025 3/03/10 423474 BMO CAPITAL MARKETS/EXECUTI 50,000.00 9.776 500.00 489,310.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 54
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/03/10 08930210 BIG LOTS INC
46468 3/08/10 423491 WILLIAMS CAPITAL GROUP 10,000.00 35.000 100.00 350,100.00
PUR 2/25/10 11162130 BROCADE COMMUNICATIONS SY
50904 3/02/10 423470 ITG (CHANNEL) 9,200.00 5.675 92.00 52,302.00
PUR 2/25/10 11162130 BROCADE COMMUNICATIONS SY
50904 3/02/10 423470 MERRIMAN/OTC 90,800.00 5.674 908.00 516,089.04
PUR 3/08/10 12640810 CSX CORP
47056 3/11/10 423503 CASTLE OAK SECURITIES 75,000.00 49.018 750.00 3,677,107.50
PUR 3/08/10 12640810 CSX CORP
47056 3/11/10 423503 JACKSON SECS 100,000.00 49.008 1,000.00 4,901,760.00
PUR 3/03/10 13134730 CALPINE CORP
50958 3/08/10 423491 BARCLAYS CAPITAL (DOMESTIC) 25,000.00 11.000 275,000.00
PUR 3/19/10 16890510 CHILDREN S PLAC
49976 3/24/10 423639 LABRANCHE/0TC 20,000.00 43.369 200.00 867,586.00
PUR 2/24/10 18683K10 CLIFFS NATURAL RESOURCES
46820 3/01/10 423465 PACIFIC AMERICAN SECURITIES 100,000.00 53.752 1,000.00 5,376,180.00
PUR 2/25/10 18683K10 CLIFFS NATURAL RESOURCES
46820 3/02/10 423470 CASTLE OAK SECURITIES 25,000.00 54.699 250.00 1,367,722.50
PUR 2/25/10 18683K10 CLIFFS NATURAL RESOURCES
46820 3/02/10 423470 JACKSON SECS 25,000.00 54.145 250.00 1,353,865.00
PUR 2/25/10 18683K10 CLIFFS NATURAL RESOURCES
46820 3/02/10 423470 MURIEL SEIBERT & CO 50,000.00 54.475 500.00 2,724,270.00
PUR 2/25/10 18683K10 CLIFFS NATURAL RESOURCES
46820 3/02/10 423470 SANDGRAIN SECURITIES 35,000.00 54.857 350.00 1,920,327.50
PUR 2/25/10 18683K10 CLIFFS NATURAL RESOURCES
46820 3/02/10 423470 STURDIVANT/EXECUTION 30,000.00 54.621 300.00 1,638,939.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 55
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/26/10 18683K10 CLIFFS NATURAL RESOURCES
46820 3/03/10 423474 CASTLE OAK SECURITIES 25,000.00 55.123 250.00 1,378,327.50
PUR 2/26/10 18683K10 CLIFFS NATURAL RESOURCES
46820 3/03/10 423474 SANDGRAIN SECURITIES 40,000.00 55.196 400.00 2,208,240.00
PUR 2/26/10 18683K10 CLIFFS NATURAL RESOURCES
46820 3/03/10 423474 STURDIVANT/EXECUTION 20,000.00 55.225 200.00 1,104,706.00
PUR 3/03/10 20825C10 CONOCOPHILLIPS
23444 3/08/10 423491 PRINCETON SECURITIES GROUP 125,000.00 49.709 1,250.00 6,214,925.00
PUR 3/15/10 20854P10 CONSOL ENERGY INC
48840 3/18/10 423621 ELECTRONIC BROKERAGE SYSTEM 100,000.00 49.415 500.00 4,942,040.00
PUR 3/15/10 20854P10 CONSOL ENERGY INC
48840 3/18/10 423621 WILLIAMS CAPITAL GROUP 80,000.00 48.917 800.00 3,914,160.00
PUR 3/16/10 20854P10 CONSOL ENERGY INC
48840 3/19/10 423625 BMO CAPITAL MARKETS/EXECUTI 95,000.00 48.625 950.00 4,620,363.00
PUR 3/25/10 20854P10 CONSOL ENERGY INC
48840 3/30/10 423657 MERIDIAN EQUITY PARTNERS 75,000.00 44.752 750.00 3,357,135.00
PUR 3/26/10 20854P10 CONSOL ENERGY INC
48840 3/31/10 423662 JACKSON SECS 50,000.00 42.309 500.00 2,115,965.00
PUR 3/24/10 34341210 FLUOR CORP
26243 3/29/10 423653 BLAYLOCK ROBERT VAN LLC 40,000.00 46.798 400.00 1,872,300.00
PUR 3/24/10 34341210 FLUOR CORP
26243 3/29/10 423653 WILLIAMS CAPITAL GROUP 100,000.00 46.844 1,000.00 4,685,420.00
PUR 3/25/10 34341210 FLUOR CORP
26243 3/30/10 423657 BLAYLOCK ROBERT VAN LLC 60,000.00 47.162 600.00 2,830,296.00
PUR 3/26/10 37291710 GENZYME CORP
06123 3/31/10 423662 INSTINET (PORTAL) 235,000.00 52.787 1,645.00 12,406,566.50
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 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 56
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/25/10 38255010 GOODYEAR TIRE & RUBBER C0
37850 3/30/10 423657 ICAP CORPORATES LLC 100,000.00 13.342 1,000.00 1,335,180.00
PUR 3/15/10 42217K10 HEALTH CARE REIT INC.
41661 3/18/10 423621 GRISWOLD COMPANY 100,000.00 44.749 1,000.00 4,475,900.00
PUR 2/25/10 42330P10 HELIX TECHNLGY
46430 3/02/10 423470 PACIFIC AMERICAN SECURITIES 80,000.00 10.807 800.00 865,344.00
PUR 2/26/10 42330P10 HELIX TECHNLGY
46430 3/03/10 423474 PACIFIC AMERICAN SECURITIES 70,000.00 11.250 700.00 788,172.00
PUR 3/01/10 42345210 HELMERICH & PAYNE, INC.
18074 3/04/10 423479 TOUSSAINT CAPITAL 100,000.00 40.258 1,000.00 4,026,760.00
PUR 3/08/10 42345210 HELMERICH & PAYNE, INC.
18074 3/11/10 423503 ICAP CORPORATES LLC 125,000.00 39.578 1,250.00 4,948,450.00
PUR 3/19/10 42782510 HERSHA HOSPITALITY TR
50440 3/24/10 423637 BARCLAYS CAPITAL (DOMESTIC) 2,858.00 4.250 12,146.50
PUR 3/19/10 42782510 HERSHA HOSPITALITY TR
50440 3/24/10 423637 CITADEL SECURITIES 2,857.00 4.250 12,142.25
PUR 3/19/10 42782510 HERSHA HOSPITALITY TR
50440 3/24/10 423637 FRIEDMAN BILLINGS RAMSEY 2,857.00 4.250 12,142.25
PUR 3/19/10 42782510 HERSHA HOSPITALITY TR
50440 3/24/10 423637 JMP SECURITIES 2,857.00 4.250 12,142.25
PUR 3/19/10 42782510 HERSHA HOSPITALITY TR
50440 3/24/10 423637 KEEFE BRUYETTE & WOODS INC. 2,857.00 4.250 12,142.25
PUR 3/19/10 42782510 HERSHA HOSPITALITY TR
50440 3/24/10 423637 MERRILL LYNCH (RESEARCH) 40,000.00 4.250 170,000.00
PUR 3/19/10 42782510 HERSHA HOSPITALITY TR
50440 3/24/10 423637 OPPENHEIMER & CO., INC 2,857.00 4.250 12,142.25
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 57
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/19/10 42782510 HERSHA HOSPITALITY TR
50440 3/24/10 423637 RAYMOND JAMES & ASSOCIATES, 17,500.00 4.250 74,375.00
PUR 3/19/10 42782510 HERSHA HOSPITALITY TR
50440 3/24/10 423637 ROBERT W. BAIRD & CO INC 5,000.00 4.250 21,250.00
PUR 3/19/10 42782510 HERSHA HOSPITALITY TR
50440 3/24/10 423637 STIFEL NICOLAUS 2,857.00 4.250 12,142.25
PUR 3/19/10 42782510 HERSHA HOSPITALITY TR
50440 3/24/10 423637 UBS WARBURG LLC 17,500.00 4.250 74,375.00
PUR 3/17/10 48007410 JONES APPAREL
50614 3/22/10 423629 GRISWOLD COMPANY 100,000.00 18.831 1,000.00 1,884,070.00
PUR 3/02/10 50240310 LTX-CREDENCE CORP
42797 3/08/10 423490 BARCLAYS CAPITAL (DOMESTIC) 151,250.00 2.850 431,062.50
PUR 3/02/10 50240310 LTX-CREDENCE CORP
42797 3/08/10 423490 CRAIG-HALLUM CAPITAL GRP LL 22,000.00 2.850 62,700.00
PUR 3/02/10 50240310 LTX-CREDENCE CORP
42797 3/08/10 423490 NEEDHAM & CO. 68,750.00 2.850 195,937.50
PUR 3/02/10 50240310 LTX-CREDENCE CORP
42797 3/08/10 423490 STIFEL NICOLAUS 33,000.00 2.850 94,050.00
PUR 2/25/10 51280710 LAM RESEARCH
50679 3/02/10 423470 ITG (CHANNEL) 300.00 33.095 3.00 9,931.50
PUR 2/25/10 51280710 LAM RESEARCH
50679 3/02/10 423470 LABRANCHE/0TC 49,700.00 33.210 497.00 1,651,019.09
PUR 2/26/10 51280710 LAM RESEARCH
50679 3/03/10 423474 MERRIMAN/OTC 50,000.00 33.661 500.00 1,683,565.00
PUR 3/18/10 51280710 LAM RESEARCH
50679 3/23/10 423633 MERRIMAN/OTC 50,000.00 33.752 500.00 1,688,080.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 58
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/25/10 51783410 LAS VEGAS SANDS CORP
50698 3/02/10 423470 BLAYLOCK ROBERT VAN LLC 5,000.00 15.800 50.00 79,048.00
PUR 3/02/10 51794210 LASALLE HOTEL PROPERTIES
43962 3/05/10 423483 DEUTSCHE BANK AG (DOMESTIC) 3,750.00 18.500 69,375.00
PUR 3/02/10 51794210 LASALLE HOTEL PROPERTIES
43962 3/05/10 423483 RAYMOND JAMES & ASSOCIATES, 11,250.00 18.500 208,125.00
PUR 3/26/10 52904310 LEXINGTON REALTY TRUST
50988 3/31/10 423661 WELLS FARGO SECURITIES 50,000.00 6.600 330,000.00
PUR 3/05/10 56418H10 MANPOWER INC
50999 3/10/10 423499 WILLIAMS CAPITAL GROUP 20,000.00 55.561 200.00 1,111,412.00
PUR 3/26/10 61748W10 MORGANS HOTEL GROUP CO
51297 3/31/10 423662 INSTINET (PORTAL) 5,694.00 5.673 39.86 32,340.21
PUR 3/26/10 61748W10 MORGANS HOTEL GROUP CO
51297 3/31/10 423662 ITG (CHANNEL) 44,306.00 5.685 443.06 252,304.95
PUR 3/18/10 65566410 NORDSTROM INC
47646 3/23/10 423633 BMO CAPITAL MARKETS/EXECUTI 40,000.00 39.966 400.00 1,599,052.00
PUR 3/04/10 65584410 NORFOLK SOUTHERN CORP.
44991 3/09/10 423495 JACKSON SECS 100,000.00 52.432 1,000.00 5,244,170.00
PUR 3/04/10 65584410 NORFOLK SOUTHERN CORP.
44991 3/09/10 423495 STURDIVANT/EXECUTION 100,000.00 52.418 1,000.00 5,242,840.00
PUR 3/08/10 65584410 NORFOLK SOUTHERN CORP.
44991 3/11/10 423503 CABRERA 100,000.00 52.840 1,000.00 5,284,970.00
PUR 3/18/10 70816010 J.C. PENNEY CO INC
38304 3/23/10 423633 ICAP CORPORATES LLC 50,000.00 31.154 500.00 1,558,175.00
PUR 3/11/10 71708110 PFIZER INC
14410 3/16/10 423617 ICAP CORPORATES LLC 200,000.00 17.217 2,000.00 3,445,480.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 59
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/11/10 71708110 PFIZER INC
14410 3/16/10 423617 MERIDIAN EQUITY PARTNERS 265,000.00 17.206 2,650.00 4,562,160.50
PUR 3/19/10 71708110 PFIZER INC
14410 3/24/10 423639 MERIDIAN EQUITY PARTNERS 290,000.00 16.950 2,900.00 4,918,342.00
PUR 3/19/10 71708110 PFIZER INC
14410 3/24/10 423639 PRINCETON SECURITIES GROUP 300,000.00 16.953 3,000.00 5,088,990.00
PUR 3/17/10 71859210 PHILLIPS-VAN HEUSEN
19115 3/22/10 423629 BMO CAPITAL MARKETS/EXECUTI 5,000.00 53.503 50.00 267,566.50
PUR 3/12/10 76122Q10 RESOURCES CONNECTION INC
51097 3/17/10 423617 ITG (CHANNEL) 10,000.00 17.486 100.00 174,961.00
PUR 3/15/10 76122Q10 RESOURCES CONNECTION INC
51097 3/18/10 423621 ITG (CHANNEL) 15,000.00 17.630 150.00 264,604.50
PUR 3/15/10 76122Q10 RESOURCES CONNECTION INC
51097 3/18/10 423621 MERRIMAN/OTC 10,000.00 16.991 100.00 170,010.00
PUR 3/16/10 76122Q10 RESOURCES CONNECTION INC
51097 3/19/10 423625 ITG (CHANNEL) 50,000.00 17.000 500.00 850,480.00
PUR 3/17/10 76122Q10 RESOURCES CONNECTION INC
51097 3/22/10 423629 INSTINET (PORTAL) 6,459.00 16.955 45.21 109,559.49
PUR 3/18/10 76122Q10 RESOURCES CONNECTION INC
51097 3/23/10 423633 ITG (CHANNEL) 30,000.00 17.566 300.00 527,280.00
PUR 3/09/10 86837X10 SUPERIOR WELL SERVICES INC
38349 3/12/10 423609 ITG (CHANNEL) 15,000.00 16.518 150.00 247,921.50
PUR 3/09/10 86837X10 SUPERIOR WELL SERVICES INC
38349 3/12/10 423609 LABRANCHE/0TC 10,000.00 16.501 100.00 165,105.00
PUR 3/09/10 86837X10 SUPERIOR WELL SERVICES INC
38349 3/12/10 423609 MERRIMAN/OTC 25,000.00 17.522 250.00 438,305.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 60
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/10/10 86837X10 SUPERIOR WELL SERVICES INC
38349 3/15/10 423613 ITG (CHANNEL) 25,000.00 15.938 250.00 398,692.50
PUR 3/25/10 86837X10 SUPERIOR WELL SERVICES INC
38349 3/30/10 423657 INSTINET (PORTAL) 10,000.00 14.175 70.00 141,820.00
PUR 3/25/10 86837X10 SUPERIOR WELL SERVICES INC
38349 3/30/10 423657 ITG (CHANNEL) 20,000.00 14.557 200.00 291,346.00
PUR 3/25/10 86837X10 SUPERIOR WELL SERVICES INC
38349 3/30/10 423657 MERRIMAN/OTC 20,000.00 14.593 200.00 292,050.00
PUR 3/26/10 86837X10 SUPERIOR WELL SERVICES INC
38349 3/31/10 423662 LABRANCHE/0TC 50,000.00 13.341 500.00 667,565.00
PUR 3/22/10 88654710 TIFFANY & CO.
8986 3/25/10 423643 WILLIAMS CAPITAL GROUP 10,000.00 46.173 100.00 461,826.00
PUR 3/03/10 90268110 UGI CORP
50959 3/08/10 423491 WILLIAMS CAPITAL GROUP 50,000.00 24.964 500.00 1,248,680.00
PUR 3/08/10 91704710 URBAN OUTFITTER
50693 3/11/10 423503 ITG (CHANNEL) 35,000.00 35.189 350.00 1,231,954.50
PUR 3/16/10 91704710 URBAN OUTFITTER
50693 3/19/10 423625 LABRANCHE/0TC 25,000.00 36.291 250.00 907,512.50
PUR 2/26/10 92220710 VARIAN SEMICONDUCTOR EQUIP
32229 3/03/10 423474 LABRANCHE/0TC 50,000.00 29.900 500.00 1,495,495.00
PUR 3/05/10 93114210 WAL-MART STORES, INC.
15929 3/10/10 423499 BMO CAPITAL MARKETS/EXECUTI 10,000.00 54.062 100.00 540,724.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 6,856,459.00 182,178,721.28
116,043.13
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 6,856,459.00 182,178,721.28
116,043.13
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 3/04/10 00154710 AK STEEL HOLDING CORP. 30.43
14758 3/09/10 423496 CABRERA 100,000.00 23.953 1,000.00 2,394,309.57 509,455.17
SALE 3/04/10 00154710 AK STEEL HOLDING CORP. 15.25
14758 3/09/10 423496 MURIEL SEIBERT & CO 50,000.00 24.013 500.00 1,200,149.75 257,722.55
SALE 3/04/10 00154710 AK STEEL HOLDING CORP. 30.45
14758 3/09/10 423496 PACIFIC AMERICAN SECURITIES 100,000.00 23.969 1,000.00 2,395,899.55 511,045.15
SALE 3/19/10 00484M10 ACORDA THERAPEUTICS INC 24.49
45415 3/24/10 423640 LABRANCHE/0TC 55,000.00 35.066 550.00 1,928,055.51 819,426.42
SALE 3/04/10 00724F10 ADOBE SYSTEMS INC. 88.16
37173 3/09/10 423496 LABRANCHE/SOFT 200,000.00 34.710 10,000.00 6,931,991.84 -1,478,626.34
SALE 3/04/10 01880210 ALLIANT ENERGY CORP. 24.61
22413 3/09/10 423496 BLAYLOCK ROBERT VAN LLC 60,000.00 32.289 600.00 1,936,739.39 122,542.00
SALE 3/08/10 02991220 AMERICAN TOWER CORP. CL A 54.88
10934 3/11/10 423504 PACIFIC AMERICAN SECURITIES 100,000.00 43.208 1,000.00 4,319,785.12 2,137,824.59
SALE 3/11/10 03073E10 AMERISOURCEBERGEN CORP. 49.60
20695 3/16/10 423618 MERIDIAN EQUITY PARTNERS 140,000.00 27.896 1,400.00 3,903,962.40 1,750,255.23
SALE 3/05/10 03209510 AMPHENOL CORP. 16.65
04092 3/10/10 423500 BLAYLOCK ROBERT VAN LLC 30,000.00 43.685 300.00 1,310,242.35 1,108,120.45
SALE 3/05/10 03265410 ANALOG DEVICES, INC. 37.45
15593 3/10/10 423500 PRINCETON SECURITIES GROUP 100,000.00 29.485 1,000.00 2,947,482.55 1,279,350.51
SALE 3/10/10 03265410 ANALOG DEVICES, INC. 19.11
15593 3/15/10 423614 WILLIAMS CAPITAL GROUP 50,000.00 30.089 500.00 1,503,910.89 669,844.87
SALE 3/04/10 03662Q10 ANSYS, INC. 44.20
14525 3/09/10 423496 MERRIMAN/OTC 78,869.00 44.123 788.69 3,479,119.77 2,891,192.50
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 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 62
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/11/10 03734710 ANWORTH MORTGAGE ASSET CP 10.76
50984 3/16/10 423618 ICAP CORPORATES LLC 125,000.00 6.778 1,250.00 845,964.24 -75,985.76
SALE 3/05/10 03783310 APPLE INC 55.59
08785 3/10/10 423500 ITG (CHANNEL) 20,000.00 218.83 200.00 4,376,498.41 3,418,725.52
SALE 3/10/10 03783310 APPLE INC 285.05
08785 3/15/10 423614 LABRANCHE/0TC 100,000.00 224.45 1,000.00 22,443,904.95 17,655,040.52
SALE 3/04/10 03836W10 AQUA AMERICA INC 10.63
26790 3/09/10 423496 WILLIAMS CAPITAL GROUP 50,000.00 16.736 500.00 836,309.37 277,014.18
SALE 3/04/10 04420910 ASHLAND INC. 43.79
31174 3/09/10 423496 JACKSON SECS 68,900.00 50.039 689.00 3,446,954.31 917,410.93
SALE 3/10/10 04420910 ASHLAND INC. 32.58
31174 3/15/10 423614 BLAYLOCK ROBERT VAN LLC 50,000.00 51.302 500.00 2,564,582.42 728,919.59
SALE 3/04/10 05276910 AUTODESK INC. 18.03
1122 3/09/10 423496 MERRIMAN/OTC 50,000.00 28.379 500.00 1,418,441.97 -2,124.75
SALE 3/10/10 05430310 AVON PRODUCTS, INC. 63.37
00342 3/15/10 423614 GRISWOLD COMPANY 160,000.00 31.186 1,600.00 4,988,032.63 1,437,618.34
SALE 3/05/10 05548210 BJ SERVICES CO. 29.10
20570 3/10/10 423500 MURIEL SEIBERT & CO 100,000.00 22.907 1,000.00 2,289,640.90 214,253.06
SALE 3/05/10 05548210 BJ SERVICES CO. 29.05
20570 3/10/10 423500 SANDGRAIN SECURITIES 100,000.00 22.868 1,000.00 2,285,760.95 210,373.11
SALE 3/05/10 05548J10 BJ'S WHOLESALE CLUB, INC. 15.26
24138 3/10/10 423500 BLAYLOCK ROBERT VAN LLC 35,000.00 34.315 350.00 1,200,652.74 390,714.88
SALE 3/10/10 05722410 BAKER HUGHES INC 31.73
14400 3/15/10 423614 PRINCETON SECURITIES GROUP 50,000.00 49.965 500.00 2,497,733.27 1,030,723.48
SALE 3/12/10 05849810 BALL CORP. 13.83
8982 3/17/10 423618 BMO CAPITAL MARKETS/EXECUTI 20,000.00 54.436 200.00 1,088,514.17 689,598.45
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 63
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/11/10 06738310 BARD (C.R.), INC. 26.18
21839 3/16/10 423618 WILLIAMS CAPITAL GROUP 25,000.00 82.433 250.00 2,060,551.32 1,098,993.31
SALE 3/04/10 09193550 BLACKBOARD, INC. 26.03
34287 3/09/10 423496 MERRIMAN/OTC 50,000.00 40.978 500.00 2,048,373.97 673,445.93
SALE 3/12/10 10536820 BRANDYWINE REALTY TRUST 7.45
41673 3/17/10 423618 GRISWOLD COMPANY 50,000.00 11.728 500.00 585,882.55 -106,432.35
SALE 3/19/10 11679410 BRUKER BIOSCIENCES CORP 33.74
25378 3/24/10 423640 MERRIMAN/OTC 200,000.00 13.283 2,000.00 2,654,626.26 -1,311,066.90
SALE 3/26/10 12561W10 CLECO CORP. 8.30
19876 3/31/10 423663 SANDGRAIN SECURITIES 25,000.00 26.122 250.00 652,786.70 58,541.23
SALE 3/10/10 12709710 CABOT OIL & GAS 23.73
48172 3/15/10 423614 BMO CAPITAL MARKETS/EXECUTI 45,000.00 41.507 450.00 1,867,332.27 317,775.44
SALE 3/04/10 12738710 CADENCE DESIGN SYSTEMS, INC 7.79
8035 3/09/10 423496 LABRANCHE/0TC 100,000.00 6.136 1,000.00 612,602.21 -1,045,979.76
SALE 3/10/10 13342B10 CAMERON INTERNATIONAL CORP. 25.06
34072 3/15/10 423614 BMO CAPITAL MARKETS/EXECUTI 45,000.00 43.838 450.00 1,972,225.94 1,376,209.56
SALE 3/04/10 13442910 CAMPBELL SOUP CO. 40.91
41904 3/09/10 423496 BLAYLOCK ROBERT VAN LLC 95,000.00 33.906 950.00 3,220,088.59 12,045.75
SALE 3/04/10 13442910 CAMPBELL SOUP CO. 43.06
41904 3/09/10 423496 BMO CAPITAL MARKETS/EXECUTI 100,000.00 33.902 1,000.00 3,389,186.94 12,299.74
SALE 3/04/10 13442910 CAMPBELL SOUP CO. 43.04
41904 3/09/10 423496 WILLIAMS CAPITAL GROUP 100,000.00 33.885 1,000.00 3,387,496.96 10,609.76
SALE 3/26/10 14028810 CAPLEASE INC 6.51
50976 3/31/10 423663 BLAYLOCK ROBERT VAN LLC 100,000.00 5.125 1,000.00 511,443.49 -270,727.46
SALE 3/26/10 14028810 CAPLEASE INC 6.13
50976 3/31/10 423663 PRINCETON SECURITIES GROUP 100,000.00 4.824 1,000.00 481,363.87 -300,807.08
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 64
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/11/10 14149Y10 CARDINAL HEALTH, INC. 50.77
27551 3/16/10 423618 GRISWOLD COMPANY 115,000.00 34.759 1,150.00 3,996,130.23 -1,002,047.30
SALE 3/05/10 14965A10 CAVIUM NETWORKS INC. 7.78
37143 3/10/10 423500 LABRANCHE/0TC 25,000.00 24.511 250.00 612,512.22 137,876.48
SALE 3/12/10 15087010 CELANESE CORPORATION SERIES 16.61
35597 3/17/10 423618 ELECTRONIC BROKERAGE SYSTEM 40,000.00 32.692 200.00 1,307,475.39 423,645.49
SALE 3/11/10 15102010 CELGENE CORP. 50.33
19811 3/16/10 423618 ITG (CHANNEL) 65,000.00 60.966 650.00 3,962,115.67 1,280,424.24
SALE 3/19/10 15102010 CELGENE CORP. 61.35
19811 3/24/10 423640 LABRANCHE/0TC 75,000.00 64.405 750.00 4,829,586.15 1,735,326.81
SALE 3/19/10 15670810 CEPHALON INC 23.02
19577 3/24/10 423640 MERRIMAN/OTC 25,000.00 72.500 250.00 1,812,226.98 440,477.77
SALE 3/19/10 15678210 CERNER CORP. 33.14
23879 3/24/10 423640 LABRANCHE/0TC 30,000.00 86.983 300.00 2,609,150.86 2,144,552.22
SALE 2/25/10 17275510 CIRRUS LOGIC INC. 3.58
16440 3/02/10 423471 ITG (CHANNEL) 40,000.00 7.046 400.00 281,448.42 -181,460.99
SALE 3/05/10 17275R10 CISCO SYSTEMS INC 39.68
14693 3/10/10 423500 ITG (CHANNEL) 125,000.00 24.993 1,250.00 3,122,835.32 1,998,623.93
SALE 3/10/10 17275R10 CISCO SYSTEMS INC 65.80
14693 3/15/10 423614 MERRIMAN/OTC 200,000.00 25.903 2,000.00 5,178,594.20 3,379,855.97
SALE 3/09/10 17296710 CITIGROUP INC. 2.40
48460 3/12/10 423610 BLAYLOCK ROBERT VAN LLC 50,000.00 3.770 500.00 187,997.60 25,479.01
SALE 3/09/10 17296710 CITIGROUP INC. 4.81
48460 3/12/10 423610 CABRERA 100,000.00 3.785 1,000.00 377,495.19 52,458.02
SALE 3/09/10 17296710 CITIGROUP INC. 2.39
48460 3/12/10 423610 JACKSON SECS 50,000.00 3.760 500.00 187,497.61 24,979.02
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 65
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/09/10 17296710 CITIGROUP INC. 4.79
48460 3/12/10 423610 MURIEL SEIBERT & CO 100,000.00 3.771 1,000.00 376,085.21 51,048.04
SALE 3/09/10 17296710 CITIGROUP INC. 4.84
48460 3/12/10 423610 PACIFIC AMERICAN SECURITIES 100,000.00 3.810 1,000.00 379,995.16 54,957.99
SALE 3/09/10 17296710 CITIGROUP INC. 4.80
48460 3/12/10 423610 SANDGRAIN SECURITIES 100,000.00 3.773 1,000.00 376,245.20 51,208.03
SALE 3/10/10 17296710 CITIGROUP INC. 5.08
48460 3/15/10 423614 CABRERA 100,000.00 3.995 1,000.00 398,494.92 73,457.75
SALE 3/10/10 17296710 CITIGROUP INC. 5.11
48460 3/15/10 423614 CASTLE OAK SECURITIES 100,000.00 4.021 1,000.00 401,124.89 76,087.72
SALE 3/10/10 17296710 CITIGROUP INC. 2.54
48460 3/15/10 423614 JACKSON SECS 50,000.00 3.991 500.00 199,047.46 36,528.87
SALE 3/10/10 17296710 CITIGROUP INC. 5.15
48460 3/15/10 423614 PACIFIC AMERICAN SECURITIES 100,000.00 4.053 1,000.00 404,244.85 79,207.68
SALE 3/10/10 17296710 CITIGROUP INC. 5.11
48460 3/15/10 423614 SANDGRAIN SECURITIES 100,000.00 4.018 1,000.00 400,744.89 75,707.72
SALE 3/10/10 17296710 CITIGROUP INC. 2.54
48460 3/15/10 423614 STURDIVANT/EXECUTION 50,000.00 3.990 500.00 198,997.46 36,478.87
SALE 3/11/10 17296710 CITIGROUP INC. 26.12
48460 3/16/10 423618 ELECTRONIC BROKERAGE SYSTEM 500,000.00 4.113 2,500.00 2,053,973.88 428,788.02
SALE 3/04/10 17737610 CITRIX SYSTEMS INC. 55.75
30888 3/09/10 423496 LABRANCHE/0TC 100,000.00 43.901 1,000.00 4,388,994.25 1,341,594.08
SALE 3/04/10 18683K10 CLIFFS NATURAL RESOURCES 72.40
46820 3/09/10 423496 MERIDIAN EQUITY PARTNERS 100,000.00 57.008 1,000.00 5,699,677.60 2,071,680.24
SALE 3/10/10 18683K10 CLIFFS NATURAL RESOURCES 75.69
46820 3/15/10 423614 GRISWOLD COMPANY 100,000.00 59.592 1,000.00 5,958,114.31 2,330,116.95
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 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 66
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/10/10 20030N20 COMCAST CORP. "A SPL" 42.60
23899 3/15/10 423614 MERRIMAN/OTC 200,000.00 16.768 2,000.00 3,351,577.40 -45,219.73
SALE 3/01/10 20854P10 CONSOL ENERGY INC 49.38
48840 3/04/10 423480 CASTLE OAK SECURITIES 75,000.00 51.835 750.00 3,886,855.62 184,050.60
SALE 3/04/10 20854P10 CONSOL ENERGY INC 63.72
48840 3/09/10 423496 PRINCETON SECURITIES GROUP 95,000.00 52.807 950.00 5,015,689.28 325,469.59
SALE 3/04/10 20911510 CONSOLIDATED EDISON, INC. 49.58
07848 3/09/10 423496 MERIDIAN EQUITY PARTNERS 90,000.00 43.371 900.00 3,902,458.42 490,477.34
SALE 3/15/10 20911510 CONSOLIDATED EDISON, INC. 25.10
07848 3/18/10 423622 BMO CAPITAL MARKETS/EXECUTI 45,000.00 43.913 450.00 1,975,627.90 269,637.36
SALE 3/12/10 22025Y40 CORRECTIONS CORP OF AMERICA 6.62
20024 3/17/10 423618 GRISWOLD COMPANY 25,000.00 20.835 250.00 520,628.38 261,550.69
SALE 3/18/10 22025Y40 CORRECTIONS CORP OF AMERICA 6.49
20024 3/23/10 423634 BMO CAPITAL MARKETS/EXECUTI 25,000.00 20.424 250.00 510,353.51 251,275.82
SALE 3/05/10 22160K10 COSTCO WHOLESALE CORP. 14.69
14344 3/10/10 423500 ITG (CHANNEL) 19,000.00 60.866 190.00 1,156,255.01 589,958.01
SALE 3/08/10 22822710 CROWN CASTLE INTERNATIONAL 49.39
26670 3/11/10 423504 MURIEL SEIBERT & CO 100,000.00 38.888 1,000.00 3,887,790.61 1,518,789.06
SALE 3/08/10 22822710 CROWN CASTLE INTERNATIONAL 48.97
26670 3/11/10 423504 SANDGRAIN SECURITIES 100,000.00 38.557 1,000.00 3,854,651.03 1,485,649.48
SALE 3/08/10 22822710 CROWN CASTLE INTERNATIONAL 24.61
26670 3/11/10 423504 STURDIVANT/EXECUTION 50,000.00 38.753 500.00 1,937,105.39 752,604.62
SALE 3/04/10 22836810 CROWN HOLDINGS, INC. 27.28
24449 3/09/10 423496 MURIEL SEIBERT & CO 80,000.00 26.841 800.00 2,146,476.72 1,607,689.91
SALE 3/10/10 22836810 CROWN HOLDINGS, INC. 24.21
24449 3/15/10 423614 WILLIAMS CAPITAL GROUP 70,000.00 27.227 700.00 1,905,193.79 1,433,755.33
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 67
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/12/10 22836810 CROWN HOLDINGS, INC. 6.95
24449 3/17/10 423618 ELECTRONIC BROKERAGE SYSTEM 20,000.00 27.368 100.00 547,243.05 412,546.35
SALE 3/04/10 23282010 CYTEC INDUSTRIES INC. 57.35
02381 3/09/10 423496 STURDIVANT/EXECUTION 100,000.00 45.153 1,000.00 4,514,252.65 1,141,587.71
SALE 3/04/10 23333110 DTE ENERGY CO. 25.45
11348 3/09/10 423496 ICAP CORPORATES LLC 45,000.00 44.516 450.00 2,002,758.05 157,445.93
SALE 2/25/10 24736170 DELTA AIR LINES INC DEL 80.13
46316 3/02/10 423471 LABRANCHE/SOFT 500,000.00 12.619 25,000.00 6,284,519.87 3,008,727.37
SALE 3/04/10 24736170 DELTA AIR LINES INC DEL 20.16
46316 3/09/10 423496 BLAYLOCK ROBERT VAN LLC 125,000.00 12.695 1,250.00 1,585,592.34 766,644.21
SALE 3/04/10 24736170 DELTA AIR LINES INC DEL 20.17
46316 3/09/10 423496 BMO CAPITAL MARKETS/EXECUTI 125,000.00 12.704 1,250.00 1,586,717.33 767,769.21
SALE 3/19/10 24903010 DENTSPLY INTERNATIONAL INC. 24.67
17051 3/24/10 423640 MERRIMAN/OTC 57,000.00 34.070 570.00 1,941,378.23 507,153.38
SALE 3/22/10 24903010 DENTSPLY INTERNATIONAL INC. 12.21
17051 3/25/10 423644 MERRIMAN/OTC 28,000.00 34.323 280.00 960,757.39 256,225.89
SALE 3/10/10 25339310 DICKS SPORTING GOODS INC. 32.94
40322 3/15/10 423614 PRINCETON SECURITIES GROUP 100,000.00 25.932 1,000.00 2,592,197.06 231,993.48
SALE 3/10/10 25470M10 DISH NETWORKS 27.31
49806 3/15/10 423614 MERRIMAN/OTC 100,000.00 21.501 1,000.00 2,149,072.69 71,805.69
SALE 3/04/10 26054310 DOW CHEMICAL 41.30
48222 3/09/10 423496 CASTLE OAK SECURITIES 110,000.00 29.556 1,100.00 3,250,051.70 631,761.94
SALE 3/04/10 26054310 DOW CHEMICAL 41.24
48222 3/09/10 423496 SANDGRAIN SECURITIES 110,000.00 29.518 1,100.00 3,245,882.76 627,593.00
SALE 3/12/10 26353410 DU PONT (E.I.) DE NEMOURS 11.13
14404 3/17/10 423618 ELECTRONIC BROKERAGE SYSTEM 24,702.00 35.491 123.51 876,576.39 -69,090.38
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 68
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/05/10 26441C10 DUKE ENERGY CORP. 20.78
33796 3/10/10 423500 STURDIVANT/EXECUTION 100,000.00 16.359 1,000.00 1,634,879.22 368,338.29
SALE 3/10/10 26441C10 DUKE ENERGY CORP. 25.06
33796 3/15/10 423614 ICAP CORPORATES LLC 120,000.00 16.442 1,200.00 1,971,754.94 451,905.82
SALE 3/15/10 26441C10 DUKE ENERGY CORP. 18.69
33796 3/18/10 423622 GRISWOLD COMPANY 90,000.00 16.348 900.00 1,470,383.31 330,496.47
SALE 3/04/10 26875P10 EOG RESOURCES, INC. 24.32
19629 3/09/10 423496 BMO CAPITAL MARKETS/EXECUTI 20,000.00 95.724 200.00 1,914,259.68 1,243,022.28
SALE 3/04/10 26969P10 EAGLE MATERIALS INC. 18.35
26872 3/09/10 423496 BLAYLOCK ROBERT VAN LLC 60,000.00 24.081 600.00 1,444,229.65 -272,692.57
SALE 3/12/10 26969P10 EAGLE MATERIALS INC. 16.29
26872 3/17/10 423618 MERIDIAN EQUITY PARTNERS 50,000.00 25.638 500.00 1,281,378.71 -149,389.81
SALE 3/15/10 28102010 EDISON INTERNATIONAL INC. 25.77
05416 3/18/10 423622 BMO CAPITAL MARKETS/EXECUTI 60,000.00 33.808 600.00 2,027,866.23 706,967.54
SALE 3/19/10 28238P10 EHEALTH INC 5.08
40313 3/24/10 423640 LABRANCHE/0TC 21,894.00 18.306 218.94 400,578.49 -75,857.84
SALE 3/22/10 28238P10 EHEALTH INC 6.44
40313 3/25/10 423644 LABRANCHE/0TC 28,106.00 18.104 281.06 508,543.52 -103,072.42
SALE 3/10/10 29266R10 ENERGIZER HOLDINGS INC. 63.75
40387 3/15/10 423614 BMO CAPITAL MARKETS/EXECUTI 85,000.00 59.051 850.00 5,018,429.75 -464,840.57
SALE 3/04/10 30231G10 EXXON MOBIL CORP. 62.10
15200 3/09/10 423496 JACKSON SECS 75,000.00 65.190 750.00 4,888,467.90 3,032,181.54
SALE 3/08/10 30231G10 EXXON MOBIL CORP. 63.39
15200 3/11/10 423504 MERIDIAN EQUITY PARTNERS 75,000.00 66.548 750.00 4,990,279.11 3,133,992.75
SALE 3/09/10 30231G10 EXXON MOBIL CORP. 12.72
15200 3/12/10 423610 WILLIAMS CAPITAL GROUP 15,000.00 66.750 150.00 1,001,081.28 629,824.01
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 69
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/10/10 30231G10 EXXON MOBIL CORP. 64.02
15200 3/15/10 423614 PRINCETON SECURITIES GROUP 75,000.00 67.210 750.00 5,039,950.98 3,183,664.62
SALE 3/25/10 30231G10 EXXON MOBIL CORP. 55.06
15200 3/30/10 423658 PRINCETON SECURITIES GROUP 65,000.00 66.698 650.00 4,334,645.44 2,725,863.93
SALE 3/04/10 30241L10 FEI COMPANY 7.01
43274 3/09/10 423496 ITG (CHANNEL) 24,300.00 22.693 243.00 551,189.89 21,351.50
SALE 3/05/10 30241L10 FEI COMPANY 14.49
43274 3/10/10 423500 INSTINET (PORTAL) 50,000.00 22.805 350.00 1,139,865.51 49,663.06
SALE 3/05/10 30241L10 FEI COMPANY 11.29
43274 3/10/10 423500 ITG (CHANNEL) 38,974.00 22.798 389.74 888,136.02 38,345.02
SALE 3/08/10 30241L10 FEI COMPANY 7.68
43274 3/11/10 423504 ITG (CHANNEL) 26,326.00 22.952 263.26 603,966.04 29,952.65
SALE 3/08/10 30241L10 FEI COMPANY 3.04
43274 3/11/10 423504 LIQUIDNET 10,400.00 22.970 208.00 238,676.96 11,914.85
SALE 3/18/10 30241L10 FEI COMPANY 11.03
43274 3/23/10 423634 MERRIMAN/OTC 39,000.00 22.255 390.00 867,540.07 17,182.16
SALE 3/19/10 30241L10 FEI COMPANY 1.87
43274 3/24/10 423640 MERRIMAN/OTC 6,654.00 22.029 66.54 146,515.88 1,431.74
SALE 3/22/10 30241L10 FEI COMPANY 1.21
43274 3/25/10 423644 MERRIMAN/OTC 4,346.00 21.903 43.46 95,144.46 384.06
SALE 3/04/10 30249U10 FMC TECHNOLOGIES INC 22.94
21639 3/09/10 423496 BLAYLOCK ROBERT VAN LLC 30,000.00 60.201 300.00 1,805,698.06 1,591,699.25
SALE 3/04/10 30257110 FPL GROUP INC 23.94
01472 3/09/10 423496 GRISWOLD COMPANY 40,000.00 47.124 400.00 1,884,548.06 774,877.85
SALE 3/10/10 30257110 FPL GROUP INC 50.69
01472 3/15/10 423614 WILLIAMS CAPITAL GROUP 85,000.00 46.954 850.00 3,990,206.31 1,632,157.11
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 70
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/11/10 30303Q10 FACET BIOTECH CORP. 16.81
44219 3/16/10 423618 ITG (CHANNEL) 49,000.00 27.013 490.00 1,323,105.69 -486,128.18
SALE 3/05/10 30700010 FAMILY DOLLAR STORES, INC. 6.75
43155 3/10/10 423500 WILLIAMS CAPITAL GROUP 15,000.00 35.383 150.00 530,594.25 166,115.43
SALE 3/04/10 33793210 FIRSTENERGY CORP. 49.28
11347 3/09/10 423496 GRISWOLD COMPANY 100,000.00 38.801 1,000.00 3,879,030.72 137,050.89
SALE 3/10/10 33793210 FIRSTENERGY CORP. 50.21
11347 3/15/10 423614 GRISWOLD COMPANY 100,000.00 39.535 1,000.00 3,952,459.79 210,479.97
SALE 3/09/10 35351510 FRANKLIN ELECTRONIC PUBLISH
11646 3/10/10 423478 TENDERED 80,000.00 2.500 200,000.00 -287,845.40
SALE 3/04/10 36238G10 GSI COMMERCE INC. 33.31
22768 3/09/10 423496 MERRIMAN/OTC 100,000.00 26.228 1,000.00 2,621,726.69 1,487,228.38
SALE 3/05/10 36467W10 GAMESTOP CORP 5.68
46208 3/10/10 423500 BLAYLOCK ROBERT VAN LLC 25,000.00 17.859 250.00 446,224.32 -211,366.18
SALE 3/04/10 36955010 GENERAL DYNAMICS CORP. 137.90
41748 3/09/10 423496 ICAP CORPORATES LLC 150,000.00 72.387 1,500.00 10,856,472.10 -1,284,857.90
SALE 3/04/10 37033410 GENERAL MILLS, INC. 128.10
18438 3/09/10 423496 WILLIAMS CAPITAL GROUP 140,000.00 72.047 1,400.00 10,084,981.90 4,851,321.43
SALE 3/19/10 37555810 GILEAD SCIENCES, INC. 51.74
43170 3/24/10 423640 MERRIMAN/OTC 85,000.00 47.927 850.00 4,072,867.76 86,019.26
SALE 3/04/10 37731610 GLATFELTER 17.02
49900 3/09/10 423496 BMO CAPITAL MARKETS/EXECUTI 100,000.00 13.398 1,000.00 1,338,752.98 32,240.00
SALE 3/10/10 37731610 GLATFELTER 9.34
49900 3/15/10 423614 ICAP CORPORATES LLC 50,000.00 14.704 500.00 734,690.66 81,434.17
SALE 3/11/10 37731610 GLATFELTER 9.29
49900 3/16/10 423618 ICAP CORPORATES LLC 50,000.00 14.619 500.00 730,415.71 77,159.22
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 71
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/12/10 37731610 GLATFELTER 9.21
49900 3/17/10 423618 BMO CAPITAL MARKETS/EXECUTI 50,000.00 14.493 500.00 724,120.79 70,864.30
SALE 3/04/10 38259P50 GOOGLE INC 210.59
33648 3/09/10 423496 MERRIMAN/OTC 30,000.00 552.71 300.00 16,580,978.41 4,116,327.34
SALE 3/15/10 38487110 GRAMERCY CAPITAL CORP. .85
39660 3/18/10 423622 BMO CAPITAL MARKETS/EXECUTI 25,000.00 2.650 250.00 66,004.15 -477,537.11
SALE 3/16/10 38487110 GRAMERCY CAPITAL CORP. .35
39660 3/19/10 423626 BMO CAPITAL MARKETS/EXECUTI 10,000.00 2.740 100.00 27,299.65 -190,116.86
SALE 3/19/10 38487110 GRAMERCY CAPITAL CORP. 1.20
39660 3/24/10 423640 BMO CAPITAL MARKETS/EXECUTI 35,000.00 2.698 350.00 94,075.30 -666,882.47
SALE 3/03/10 40621610 HALLIBURTON CO. 22.36
01331 3/08/10 423492 GRISWOLD COMPANY 55,000.00 32.010 550.00 1,759,961.14 518,280.44
SALE 3/03/10 40621610 HALLIBURTON CO. 27.23
01331 3/08/10 423492 MERIDIAN EQUITY PARTNERS 66,900.00 32.047 669.00 2,143,228.00 632,892.74
SALE 3/05/10 40621610 HALLIBURTON CO. 18.31
01331 3/10/10 423500 GRISWOLD COMPANY 45,000.00 32.034 450.00 1,441,057.19 425,136.61
SALE 3/05/10 40621610 HALLIBURTON CO. 7.36
01331 3/10/10 423500 MERIDIAN EQUITY PARTNERS 18,100.00 32.000 181.00 579,011.64 170,385.81
SALE 3/10/10 41805610 HASBRO, INC. 47.86
03684 3/15/10 423614 ICAP CORPORATES LLC 100,000.00 37.680 1,000.00 3,766,972.14 1,594,027.10
SALE 3/11/10 42222G10 HEALTH NET, INC. 25.27
20950 3/16/10 423618 BMO CAPITAL MARKETS/EXECUTI 80,000.00 24.863 800.00 1,988,230.73 270,326.94
SALE 3/04/10 42307410 HEINZ (H.J.) CO. 64.23
18453 3/09/10 423496 ICAP CORPORATES LLC 110,000.00 45.977 1,100.00 5,056,261.77 1,724,181.27
SALE 3/10/10 42307410 HEINZ (H.J.) CO. 64.58
18453 3/15/10 423614 ICAP CORPORATES LLC 110,000.00 46.224 1,100.00 5,083,442.42 1,751,361.92
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 72
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/16/10 42345210 HELMERICH & PAYNE, INC. 41.53
18074 3/19/10 423626 WILLIAMS CAPITAL GROUP 80,000.00 40.875 800.00 3,269,142.47 1,051,841.07
SALE 3/05/10 42823610 HEWLETT-PACKARD CO 66.00
12113 3/10/10 423500 ICAP CORPORATES LLC 100,000.00 51.964 1,000.00 5,195,334.00 2,166,954.24
SALE 3/25/10 42833L10 HHGREGG INC 3.34
50809 3/30/10 423658 WILLIAMS CAPITAL GROUP 10,000.00 26.295 100.00 262,846.66 67,746.66
SALE 3/10/10 43575830 HOLLY CORP. 5.50
32035 3/15/10 423614 BLAYLOCK ROBERT VAN LLC 15,000.00 28.825 150.00 432,218.00 13,072.97
SALE 3/04/10 45110710 IDACORP, INC. 21.39
11580 3/09/10 423496 WILLIAMS CAPITAL GROUP 50,000.00 33.684 500.00 1,683,673.61 34,315.46
SALE 3/04/10 45814010 INTEL CORP 96.74
14861 3/09/10 423496 ITG (CHANNEL) 375,000.00 20.312 3,750.00 7,613,265.76 2,218,279.60
SALE 3/10/10 45814010 INTEL CORP 134.47
14861 3/15/10 423614 LABRANCHE/SOFT 500,000.00 21.177 25,000.00 10,563,115.53 3,369,800.65
SALE 3/05/10 45990210 INTERNATIONAL GAME TECHNOLO 13.17
27625 3/10/10 423500 BMO CAPITAL MARKETS/EXECUTI 60,000.00 17.271 600.00 1,035,634.83 -441,594.90
SALE 3/11/10 47110910 JARDEN CORP 21.99
36727 3/16/10 423618 BMO CAPITAL MARKETS/EXECUTI 50,000.00 34.616 500.00 1,730,268.01 10,249.87
SALE 3/19/10 47110910 JARDEN CORP 10.67
36727 3/24/10 423640 WILLIAMS CAPITAL GROUP 25,000.00 33.595 250.00 839,616.83 -20,392.24
SALE 3/01/10 47714310 JETBLUE AIRWAYS 67.70
47014 3/04/10 423480 LABRANCHE/SOFT 1,000,000.00 5.331 50,000.00 5,281,032.30 -372,070.20
SALE 3/04/10 47714310 JETBLUE AIRWAYS 32.55
47014 3/09/10 423496 LABRANCHE/SOFT 500,000.00 5.126 25,000.00 2,537,817.45 -288,733.80
SALE 3/10/10 47714310 JETBLUE AIRWAYS 33.65
47014 3/15/10 423614 LABRANCHE/SOFT 500,000.00 5.300 25,000.00 2,624,916.35 -201,634.90
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 73
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/05/10 48203R10 JUNIPER NETWORKS, INC. 9.18
27530 3/10/10 423500 LABRANCHE/0TC 25,000.00 28.900 250.00 722,245.82 251,644.41
SALE 3/04/10 48783610 KELLOGG COMPANY 66.72
23109 3/09/10 423496 GRISWOLD COMPANY 100,000.00 52.535 1,000.00 5,252,443.28 1,674,407.49
SALE 3/04/10 48783610 KELLOGG COMPANY 59.79
23109 3/09/10 423496 PRINCETON SECURITIES GROUP 90,000.00 52.308 900.00 4,706,769.21 1,486,536.99
SALE 2/25/10 48836010 KEMET CORP. .46
17296 3/02/10 423471 ITG (CHANNEL) 25,000.00 1.433 250.00 35,564.54 -623,133.50
SALE 3/04/10 49436810 KIMBERLY-CLARK CORP. 64.54
04801 3/09/10 423496 MERIDIAN EQUITY PARTNERS 85,000.00 59.783 850.00 5,080,606.46 215,531.81
SALE 3/12/10 49446R10 KIMCO REALTY CORP. 9.62
03736 3/17/10 423618 GRISWOLD COMPANY 50,000.00 15.141 500.00 756,540.38 -209,014.42
SALE 2/24/10 49726610 KIRBY CORP. 24.54
43171 3/01/10 423466 CABRERA 60,000.00 32.201 600.00 1,931,429.46 -164,274.50
SALE 2/25/10 49726610 KIRBY CORP. 54.28
43171 3/02/10 423471 CABRERA 132,521.00 32.251 1,325.21 4,272,555.28 -356,191.14
SALE 2/26/10 49726610 KIRBY CORP. 3.07
43171 3/03/10 423475 CABRERA 7,479.00 32.267 74.79 241,247.78 -19,981.72
SALE 3/04/10 49726610 KIRBY CORP. 65.33
43171 3/09/10 423496 BMO CAPITAL MARKETS/EXECUTI 150,000.00 34.292 1,500.00 5,142,249.67 -97,010.24
SALE 3/15/10 49726610 KIRBY CORP. 32.65
43171 3/18/10 423622 PRINCETON SECURITIES GROUP 70,600.00 36.406 706.00 2,569,503.77 103,558.78
SALE 3/16/10 49726610 KIRBY CORP. 29.59
43171 3/19/10 423626 PRINCETON SECURITIES GROUP 64,400.00 36.174 644.00 2,328,944.89 79,555.97
SALE 3/18/10 50025510 KOHLS CORP. 34.57
04751 3/23/10 423634 ICAP CORPORATES LLC 50,000.00 54.436 500.00 2,721,255.43 598,215.53
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 74
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SALE 3/22/10 50025510 KOHLS CORP. 5.28
04751 3/25/10 423644 WILLIAMS CAPITAL GROUP 7,500.00 55.406 75.00 415,466.97 97,010.99
SALE 3/10/10 50075N10 KRAFT FOODS INC. 63.23
36908 3/15/10 423614 MERIDIAN EQUITY PARTNERS 170,000.00 29.282 1,700.00 4,976,193.77 2,529,964.92
SALE 3/19/10 50540R40 LABORATORY CORP OF AMERICA 38.31
22897 3/24/10 423640 WILLIAMS CAPITAL GROUP 40,000.00 75.409 400.00 3,015,905.69 11,007.98
SALE 3/12/10 53117210 LIBERTY PROPERTY TRUST 10.28
39080 3/17/10 423618 BNY CONVERGEEX EXEC SOLUTIO 25,000.00 32.372 1,250.00 808,049.72 144,605.93
SALE 3/11/10 53245710 ELI LILLY & CO. 62.90
16011 3/16/10 423618 ICAP CORPORATES LLC 140,000.00 35.376 1,400.00 4,951,135.10 -923,486.35
SALE 3/19/10 53245710 ELI LILLY & CO. 75.78
16011 3/24/10 423640 GRISWOLD COMPANY 165,000.00 36.163 1,650.00 5,965,202.22 -958,458.77
SALE 3/24/10 53591920 LIONS GATE ENTERTAINMENT CO 8.01
35302 3/29/10 423654 ICAP CORPORATES LLC 100,000.00 6.306 1,000.00 629,571.99 -291,370.01
SALE 3/24/10 53591920 LIONS GATE ENTERTAINMENT CO 15.72
35302 3/29/10 423654 MERIDIAN EQUITY PARTNERS 200,000.00 6.185 2,000.00 1,235,024.28 -606,859.72
SALE 3/24/10 53591920 LIONS GATE ENTERTAINMENT CO 15.82
35302 3/29/10 423654 PRINCETON SECURITIES GROUP 200,000.00 6.228 2,000.00 1,243,604.18 -598,279.82
SALE 3/10/10 55269010 MDU RESOURCES GROUP INC 24.44
48822 3/15/10 423614 BLAYLOCK ROBERT VAN LLC 90,000.00 21.381 900.00 1,923,401.56 22,651.45
SALE 3/12/10 55448910 MACK-CALI REALTY CORP. 22.00
43336 3/17/10 423618 BNY CONVERGEEX EXEC SOLUTIO 50,000.00 34.644 2,500.00 1,729,693.00 198,606.59
SALE 3/18/10 55616P10 MACY'S INC 6.76
45230 3/23/10 423634 BMO CAPITAL MARKETS/EXECUTI 25,000.00 21.286 250.00 531,880.74 268,339.60
SALE 3/04/10 57174810 MARSH & MCLENNAN COMPANIES, 37.02
15505 3/09/10 423496 CASTLE OAK SECURITIES 125,000.00 23.319 1,250.00 2,913,587.98 -3,079,853.40
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 75
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SALE 3/04/10 57174810 MARSH & MCLENNAN COMPANIES, 29.60
15505 3/09/10 423496 GRISWOLD COMPANY 100,000.00 23.304 1,000.00 2,329,400.40 -2,465,352.70
SALE 3/04/10 57174810 MARSH & MCLENNAN COMPANIES, 29.54
15505 3/09/10 423496 MERIDIAN EQUITY PARTNERS 100,000.00 23.257 1,000.00 2,324,690.46 -2,470,062.64
SALE 3/04/10 57174810 MARSH & MCLENNAN COMPANIES, 29.57
15505 3/09/10 423496 PRINCETON SECURITIES GROUP 100,000.00 23.278 1,000.00 2,326,740.43 -2,468,012.67
SALE 3/05/10 57190320 MARRIOTT INTERNATIONAL INC. 17.39
09821 3/10/10 423500 BLAYLOCK ROBERT VAN LLC 50,000.00 27.375 500.00 1,368,217.61 637,958.41
SALE 3/10/10 57620610 MASSEY ENERGY CO. 25.20
18929 3/15/10 423614 BMO CAPITAL MARKETS/EXECUTI 40,000.00 49.589 400.00 1,983,142.80 1,526,418.32
SALE 3/10/10 57906410 MCAFEE, INC. 52.27
28090 3/15/10 423614 PRINCETON SECURITIES GROUP 100,000.00 41.153 1,000.00 4,114,197.73 1,260,362.41
SALE 3/04/10 58013510 MCDONALD'S CORP. 60.44
14963 3/09/10 423496 CABRERA 75,000.00 63.448 750.00 4,757,789.56 4,269,311.54
SALE 3/10/10 58013510 MCDONALD'S CORP. 62.00
14963 3/15/10 423614 WILLIAMS CAPITAL GROUP 75,000.00 65.086 750.00 4,880,615.50 4,392,137.48
SALE 3/04/10 58333410 MEADWESTVACO CORP. 30.31
21865 3/09/10 423496 ICAP CORPORATES LLC 100,000.00 23.864 1,000.00 2,385,389.69 564,822.93
SALE 3/11/10 58933Y10 MERCK & CO. INC. 46.54
49251 3/16/10 423618 CABRERA 100,000.00 36.640 1,000.00 3,662,993.46 761,030.66
SALE 3/11/10 58933Y10 MERCK & CO. INC. 46.47
49251 3/16/10 423618 CASTLE OAK SECURITIES 100,000.00 36.584 1,000.00 3,657,363.53 755,400.73
SALE 3/11/10 58933Y10 MERCK & CO. INC. 46.51
49251 3/16/10 423618 JACKSON SECS 100,000.00 36.616 1,000.00 3,660,593.49 758,630.69
SALE 3/11/10 58933Y10 MERCK & CO. INC. 46.55
49251 3/16/10 423618 MURIEL SEIBERT & CO 100,000.00 36.651 1,000.00 3,664,053.45 762,090.65
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 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 76
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SALE 3/11/10 58933Y10 MERCK & CO. INC. 46.45
49251 3/16/10 423618 PACIFIC AMERICAN SECURITIES 100,000.00 36.572 1,000.00 3,656,193.55 754,230.75
SALE 3/11/10 58933Y10 MERCK & CO. INC. 46.53
49251 3/16/10 423618 SANDGRAIN SECURITIES 100,000.00 36.634 1,000.00 3,662,313.47 760,350.67
SALE 3/11/10 58933Y10 MERCK & CO. INC. 37.15
49251 3/16/10 423618 STURDIVANT/EXECUTION 80,000.00 36.556 800.00 2,923,650.85 602,080.61
SALE 3/04/10 59491810 MICROSOFT CORP. 180.48
18102 3/09/10 423496 INSTINET (DOMESTIC) 500,000.00 28.421 3,500.00 14,206,669.52 11,394,077.95
SALE 3/10/10 59491810 MICROSOFT CORP. 367.44
18102 3/15/10 423614 LABRANCHE/SOFT 1,000,000.00 28.933 50,000.00 28,882,132.56 23,256,949.43
SALE 3/05/10 59501710 MICROCHIP TECHNOLOGY INC. 17.32
01561 3/10/10 423500 ITG (CHANNEL) 50,000.00 27.267 500.00 1,362,852.68 -76,760.03
SALE 3/04/10 59511210 MICRON TECHNOLOGY INC 17.59
39154 3/09/10 423496 ICAP CORPORATES LLC 150,000.00 9.229 1,500.00 1,382,832.41 273,155.23
SALE 3/04/10 59511210 MICRON TECHNOLOGY INC 17.59
39154 3/09/10 423496 PRINCETON SECURITIES GROUP 150,000.00 9.230 1,500.00 1,382,952.41 273,275.23
SALE 3/10/10 59511210 MICRON TECHNOLOGY INC 12.44
39154 3/15/10 423614 PRINCETON SECURITIES GROUP 100,000.00 9.791 1,000.00 978,127.56 238,342.78
SALE 3/25/10 59511210 MICRON TECHNOLOGY INC 6.69
39154 3/30/10 423658 MERIDIAN EQUITY PARTNERS 50,000.00 10.535 500.00 526,238.31 156,345.92
SALE 3/05/10 59513710 MICROSEMI CORP. 10.68
22161 3/10/10 423500 ITG (CHANNEL) 50,000.00 16.806 500.00 839,769.32 223,713.04
SALE 3/19/10 60107310 MILLIPORE CORP. 254.08
22409 3/24/10 423640 PRINCETON SECURITIES GROUP 190,000.00 105.29 1,900.00 20,003,439.92 11,067,435.14
SALE 3/11/10 62853020 MYLAN LABS 33.46
44046 3/11/10 423618 GOLDMAN SACHS & COMPANY 2,000.00 1317.1 2,634,354.34 1,432,304.34
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 77
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/19/10 62853020 MYLAN LABS 34.36
44046 3/24/10 423638 JP MORGAN 2,000.00 1352.5 2,704,965.64 1,502,915.64
SALE 3/01/10 63618010 NATIONAL FUEL GAS CO. 38.75
41779 3/04/10 423480 BLAYLOCK ROBERT VAN LLC 60,000.00 50.845 600.00 3,050,067.25 -5,015.15
SALE 3/04/10 63618010 NATIONAL FUEL GAS CO. 61.46
41779 3/09/10 423496 GRISWOLD COMPANY 95,000.00 50.936 950.00 4,837,870.54 656.74
SALE 3/05/10 63764010 NATIONAL SEMICONDUCTOR CORP 9.31
15168 3/10/10 423500 MERIDIAN EQUITY PARTNERS 50,000.00 14.654 500.00 732,185.69 -126,254.21
SALE 3/19/10 64026810 NEKTAR THERAPEUTICS 22.56
25606 3/24/10 423640 LABRANCHE/0TC 118,780.00 14.957 1,187.80 1,775,393.98 568,026.58
SALE 3/22/10 64026810 NEKTAR THERAPEUTICS 2.10
25606 3/25/10 423644 LABRANCHE/0TC 11,220.00 14.762 112.20 165,516.46 51,468.12
SALE 3/10/10 64602510 NEW JERSEY RESOURCES CORP. 23.39
01172 3/15/10 423614 WILLIAMS CAPITAL GROUP 50,000.00 36.827 500.00 1,840,826.61 479,859.74
SALE 3/04/10 65163910 NEWMONT MINING CORP. 125.34
38331 3/09/10 423496 TOUSSAINT CAPITAL 195,000.00 50.609 1,950.00 9,866,757.66 1,061,057.54
SALE 3/10/10 65408610 NICOR INC. 24.25
07250 3/15/10 423614 BMO CAPITAL MARKETS/EXECUTI 45,000.00 42.417 450.00 1,908,299.75 322,137.50
SALE 3/05/10 66439710 NORTHEAST UTILITIES 25.13
29097 3/10/10 423500 BMO CAPITAL MARKETS/EXECUTI 75,000.00 26.374 750.00 1,977,289.87 116,358.02
SALE 3/12/10 66680710 NORTHROP GRUMMAN CORP. 89.37
19452 3/17/10 423618 LABRANCHE/SOFT 110,000.00 63.971 5,500.00 7,031,242.63 2,016,594.33
SALE 3/15/10 66680710 NORTHROP GRUMMAN CORP. 40.69
19452 3/18/10 423622 LABRANCHE/SOFT 50,000.00 64.086 2,500.00 3,201,744.31 922,358.72
SALE 3/04/10 66765510 NORTHWEST NATURAL GAS CO 23.43
48823 3/09/10 423496 MERIDIAN EQUITY PARTNERS 40,000.00 46.112 400.00 1,844,064.57 137,582.61
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 78
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/04/10 67000610 NOVELL INC 15.37
21826 3/09/10 423496 LABRANCHE/0TC 200,000.00 6.051 2,000.00 1,208,144.63 37,004.95
SALE 3/10/10 67000610 NOVELL INC 36.99
21826 3/15/10 423614 LABRANCHE/0TC 500,000.00 5.825 5,000.00 2,907,363.01 -20,486.19
SALE 3/05/10 67020Y10 NUANCE COMMUNICATIONS, INC. 9.97
32148 3/10/10 423500 ITG (CHANNEL) 50,000.00 15.692 500.00 784,085.03 392,214.53
SALE 3/19/10 67104010 OSI PHARMACEUTICALS, INC. 45.17
17943 3/24/10 423640 LABRANCHE/0TC 60,000.00 59.275 600.00 3,555,860.83 1,110,711.88
SALE 3/04/10 67459910 OCCIDENTAL PETROLEUM CORP. 61.91
8422 3/09/10 423496 CABRERA 60,000.00 81.242 600.00 4,873,876.09 4,154,198.54
SALE 3/05/10 68215910 ON ASSIGNMENT INC. 6.21
23218 3/10/10 423500 ITG (CHANNEL) 70,000.00 6.978 700.00 487,746.79 -1,013.88
SALE 3/05/10 69331C10 P G & E CORP 24.23
7625 3/10/10 423500 WILLIAMS CAPITAL GROUP 45,000.00 42.396 450.00 1,907,336.77 599,606.11
SALE 3/26/10 69331C10 P G & E CORP 10.93
7625 3/31/10 423663 BLAYLOCK ROBERT VAN LLC 20,000.00 43.029 200.00 860,377.07 279,163.45
SALE 3/26/10 69349H10 PNM RESOURCES, INC. 3.97
21606 3/31/10 423663 CABRERA 25,000.00 12.482 250.00 311,793.53 39,162.17
SALE 3/12/10 69525710 PACTIV CORPORATION 34.78
22878 3/17/10 423618 ICAP/SOFT 110,000.00 24.894 5,500.00 2,732,750.22 458,551.99
SALE 3/10/10 70348110 PATTERSON-UTI ENERGY INC 15.80
20511 3/15/10 423614 ITG (CHANNEL) 80,000.00 15.542 800.00 1,242,576.20 83,794.05
SALE 3/11/10 70816010 J.C. PENNEY CO INC 38.34
38304 3/16/10 423618 MERIDIAN EQUITY PARTNERS 100,000.00 30.184 1,000.00 3,017,351.66 -3,476,089.46
SALE 3/04/10 71344810 PEPSICO, INC. 61.11
14408 3/09/10 423496 TOUSSAINT CAPITAL 75,000.00 64.153 750.00 4,810,663.89 3,132,820.05
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 79
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/10/10 71344810 PEPSICO, INC. 61.26
14408 3/15/10 423614 BLAYLOCK ROBERT VAN LLC 75,000.00 64.306 750.00 4,822,101.24 3,144,257.40
SALE 3/19/10 71404610 PERKINELMER, INC. 87.35
14991 3/24/10 423640 ICAP CORPORATES LLC 290,000.00 23.717 2,900.00 6,874,884.65 2,095,845.25
SALE 3/10/10 71676810 PETSMART, INC. 19.56
41637 3/15/10 423614 LABRANCHE/0TC 50,000.00 30.801 500.00 1,539,525.44 477,465.02
SALE 3/04/10 71709820 PFSWEB, INC. 1.03
41398 3/09/10 423496 MERRIMAN/OTC 29,787.00 2.700 297.87 80,111.11 -416,755.93
SALE 3/04/10 71817210 PHILIP MORRIS INTERNATIONAL 64.23
40650 3/09/10 423496 SANDGRAIN SECURITIES 100,000.00 50.569 1,000.00 5,055,815.77 2,803,115.12
SALE 3/10/10 71817210 PHILIP MORRIS INTERNATIONAL 63.56
40650 3/15/10 423614 PRINCETON SECURITIES GROUP 100,000.00 50.045 1,000.00 5,003,476.44 2,750,775.79
SALE 3/04/10 72018610 PIEDMONT NATURAL GAS CO., I 25.11
06727 3/09/10 423496 BMO CAPITAL MARKETS/EXECUTI 75,000.00 26.360 750.00 1,976,247.39 979,623.12
SALE 3/10/10 72378710 PIONEER NATURAL RESOURCES C 51.18
34242 3/15/10 423614 PRINCETON SECURITIES GROUP 80,000.00 50.372 800.00 4,028,868.82 749,649.09
SALE 3/05/10 72925110 PLUM CREEK TIMBER CO INC 23.21
19523 3/10/10 423500 BLAYLOCK ROBERT VAN LLC 50,000.00 36.547 500.00 1,826,816.79 326,186.03
SALE 3/12/10 72925110 PLUM CREEK TIMBER CO INC 23.52
19523 3/17/10 423618 BMO CAPITAL MARKETS/EXECUTI 50,000.00 37.024 500.00 1,850,671.48 350,040.72
SALE 3/04/10 74005P10 PRAXAIR INC 73.33
50615 3/09/10 423496 BLAYLOCK ROBERT VAN LLC 75,000.00 76.987 750.00 5,773,164.17 37,411.07
SALE 3/04/10 74005P10 PRAXAIR INC 73.32
50615 3/09/10 423496 WILLIAMS CAPITAL GROUP 75,000.00 76.969 750.00 5,771,874.18 36,121.08
SALE 3/10/10 74005P10 PRAXAIR INC 75.12
50615 3/15/10 423614 MERIDIAN EQUITY PARTNERS 75,000.00 78.861 750.00 5,913,727.38 177,974.28
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 80
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/11/10 74005P10 PRAXAIR INC 24.95
50615 3/16/10 423618 MERIDIAN EQUITY PARTNERS 25,000.00 78.583 250.00 1,964,290.05 52,372.35
SALE 3/04/10 74271810 PROCTER & GAMBLE CO. 64.65
18451 3/09/10 423496 PRINCETON SECURITIES GROUP 80,000.00 63.628 800.00 5,089,383.35 3,251,103.94
SALE 3/10/10 74271810 PROCTER & GAMBLE CO. 64.17
18451 3/15/10 423614 MERIDIAN EQUITY PARTNERS 80,000.00 63.154 800.00 5,051,455.83 3,213,176.42
SALE 3/05/10 74326310 PROGRESS ENERGY, INC. 24.70
18756 3/10/10 423500 BMO CAPITAL MARKETS/EXECUTI 50,000.00 38.888 500.00 1,943,875.30 -191,122.87
SALE 3/12/10 74341010 PROLOGIS 13.47
13052 3/17/10 423618 BNY CONVERGEEX EXEC SOLUTIO 76,000.00 13.953 3,800.00 1,056,637.33 -1,606,511.23
SALE 3/05/10 74457310 PUBLIC SVC ENTERPRISE GROUP 25.65
13584 3/10/10 423500 BLAYLOCK ROBERT VAN LLC 65,000.00 31.065 650.00 2,018,516.85 261,241.62
SALE 3/10/10 74457310 PUBLIC SVC ENTERPRISE GROUP 50.30
13584 3/15/10 423614 MERIDIAN EQUITY PARTNERS 130,000.00 30.463 1,300.00 3,958,800.70 444,250.23
SALE 3/05/10 74752510 QUALCOMM INC. 98.62
03288 3/10/10 423500 ITG (CHANNEL) 200,000.00 38.823 2,000.00 7,762,481.38 2,716,090.11
SALE 3/25/10 74752510 QUALCOMM INC. 26.86
03288 3/30/10 423658 LABRANCHE/0TC 50,000.00 42.302 500.00 2,114,573.14 852,975.32
SALE 3/19/10 74834L10 QUEST DIAGNOSTICS INC. 50.76
29102 3/24/10 423640 BMO CAPITAL MARKETS/EXECUTI 70,000.00 57.094 700.00 3,995,815.24 474,816.87
SALE 3/05/10 74936120 RCN CORPORATION 3.84
35126 3/10/10 423500 ITG (CHANNEL) 20,000.00 15.110 200.00 301,996.16 -272,247.97
SALE 3/10/10 75102810 RALCORP HOLDINGS INC. 64.37
19248 3/15/10 423614 BLAYLOCK ROBERT VAN LLC 75,000.00 67.572 750.00 5,067,115.63 3,449,862.00
SALE 2/25/10 75281A10 RANGE RESOURCES CORP 32.10
47193 3/02/10 423471 WILLIAMS CAPITAL GROUP 50,000.00 50.536 500.00 2,526,277.90 270,317.90
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 81
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/10/10 75281A10 RANGE RESOURCES CORP 22.76
47193 3/15/10 423614 BMO CAPITAL MARKETS/EXECUTI 35,000.00 51.203 350.00 1,791,725.24 212,553.24
SALE 3/12/10 75490710 RAYONIER INC. 21.13
25738 3/17/10 423618 BMO CAPITAL MARKETS/EXECUTI 38,000.00 43.763 380.00 1,662,600.47 776,080.13
SALE 3/12/10 75610910 REALTY INCOME CORP. 18.42
39388 3/17/10 423618 BNY CONVERGEEX EXEC SOLUTIO 50,000.00 28.995 2,500.00 1,447,226.58 402,131.74
SALE 3/10/10 75876610 REGAL ENTERTAINMENT GROUP-A 21.21
28183 3/15/10 423614 GRISWOLD COMPANY 100,000.00 16.695 1,000.00 1,668,498.79 -217,802.79
SALE 3/19/10 77829610 ROSS STORES, INC. 4.66
37395 3/24/10 423640 ITG (CHANNEL) 7,000.00 52.375 70.00 366,547.54 144,292.67
SALE 3/12/10 78440X10 SL GREEN REALTY CORP. 19.45
43964 3/17/10 423618 BMO CAPITAL MARKETS/EXECUTI 27,000.00 56.721 270.00 1,531,169.45 470,999.43
SALE 3/15/10 80589M10 SCANA CORP. 44.56
22411 3/18/10 423622 MERIDIAN EQUITY PARTNERS 95,000.00 36.930 950.00 3,507,345.94 274,938.88
SALE 3/19/10 80640710 HENRY SCHEIN, INC. 25.51
12266 3/24/10 423640 MERRIMAN/OTC 35,000.00 57.374 350.00 2,007,714.49 1,314,776.65
SALE 3/10/10 81211K10 SEALED AIR CORP. 26.43
22867 3/15/10 423614 PRINCETON SECURITIES GROUP 100,000.00 20.808 1,000.00 2,079,813.57 -30,242.10
SALE 3/12/10 81211K10 SEALED AIR CORP. 26.63
22867 3/17/10 423618 ICAP/SOFT 100,000.00 20.968 5,000.00 2,091,763.37 -18,292.30
SALE 3/05/10 82880610 SIMON PROPERTY GROUP, INC. 30.21
15419 3/10/10 423500 WILLIAMS CAPITAL GROUP 30,225.00 78.698 302.25 2,378,308.55 564,640.86
SALE 3/12/10 82880610 SIMON PROPERTY GROUP, INC. 25.01
15419 3/17/10 423618 WILLIAMS CAPITAL GROUP 24,000.00 82.028 240.00 1,968,402.19 528,269.04
SALE 3/10/10 83211010 SMITH INTERNATIONAL INC 27.38
20580 3/15/10 423614 PRINCETON SECURITIES GROUP 50,000.00 43.103 500.00 2,154,642.62 1,020,980.55
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 82
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/09/10 83357010 SOAPSTONE NETWORKS INC. .98
40521 3/12/10 423610 INSTINET (DOMESTIC) 100,000.00 .768 500.00 76,279.02 -585,805.80
SALE 3/12/10 83549510 SONOCO PRODUCTS CO. 19.45
23168 3/17/10 423618 WILLIAMS CAPITAL GROUP 50,000.00 30.623 500.00 1,530,615.55 326,340.55
SALE 3/10/10 84258710 SOUTHERN CO 24.58
15171 3/15/10 423614 BLAYLOCK ROBERT VAN LLC 60,000.00 32.256 600.00 1,934,729.42 608,159.88
SALE 3/04/10 84533110 SOUTHWEST WATER CO. 1.32
30314 3/09/10 423496 MERRIMAN/OTC 10,000.00 10.360 100.00 103,498.68 2,416.05
SALE 3/11/10 85503010 STAPLES, INC. 29.11
11011 3/16/10 423618 MERRIMAN/OTC 100,000.00 22.916 1,000.00 2,290,530.89 932,675.23
SALE 3/16/10 85503010 STAPLES, INC. 14.92
11011 3/19/10 423626 LABRANCHE/0TC 50,000.00 23.498 500.00 1,174,395.08 495,467.25
SALE 3/17/10 85503010 STAPLES, INC. 6.61
11011 3/22/10 423630 ITG (CHANNEL) 22,000.00 23.655 220.00 520,192.19 221,463.95
SALE 2/25/10 85811910 STEEL DYNAMICS INC 175.62
30846 3/02/10 423471 LABRANCHE/SOFT 870,000.00 15.895 43,500.00 13,784,800.38 3,263,998.39
SALE 3/04/10 85811910 STEEL DYNAMICS INC 28.22
30846 3/09/10 423496 ITG (CHANNEL) 130,000.00 17.087 1,300.00 2,219,955.78 647,881.92
SALE 3/12/10 85811910 STEEL DYNAMICS INC 30.26
30846 3/17/10 423618 ITG (CHANNEL) 132,100.00 18.035 1,321.00 2,381,085.45 783,616.55
SALE 3/15/10 85811910 STEEL DYNAMICS INC 15.25
30846 3/18/10 423622 ITG (CHANNEL) 67,900.00 17.679 679.00 1,199,696.27 378,590.00
SALE 3/10/10 87182910 SYSCO CORP. 63.47
18152 3/15/10 423614 PRINCETON SECURITIES GROUP 175,000.00 28.557 1,750.00 4,995,626.53 4,338,797.99
SALE 2/24/10 87538X10 TANDY LEATHER FACTORY, INC. .04
38483 3/01/10 423466 WILLIAMS CAPITAL GROUP 800.00 3.621 8.00 2,889.00 -1,431.41
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 83
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
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SALE 2/25/10 87538X10 TANDY LEATHER FACTORY, INC. .08
38483 3/02/10 423471 WILLIAMS CAPITAL GROUP 1,620.00 3.613 16.20 5,835.97 -2,912.85
SALE 2/26/10 87538X10 TANDY LEATHER FACTORY, INC. .05
38483 3/03/10 423475 WILLIAMS CAPITAL GROUP 1,000.00 3.650 10.00 3,639.95 -1,760.56
SALE 3/04/10 87538X10 TANDY LEATHER FACTORY, INC. .91
38483 3/09/10 423496 WILLIAMS CAPITAL GROUP 18,720.00 3.788 187.20 70,721.38 -30,376.13
SALE 3/12/10 87612E10 TARGET CORP. 6.72
15577 3/17/10 423618 BMO CAPITAL MARKETS/EXECUTI 10,000.00 52.837 100.00 528,261.28 257,089.59
SALE 3/12/10 87986810 TEMPLE INLAND 39.43
50529 3/17/10 423618 BNY CONVERGEEX EXEC SOLUTIO 160,000.00 19.401 8,000.00 3,096,168.57 199,798.57
SALE 3/15/10 87986810 TEMPLE INLAND 24.61
50529 3/18/10 423622 BNY CONVERGEEX EXEC SOLUTIO 100,000.00 19.373 5,000.00 1,932,255.39 122,024.14
SALE 3/04/10 88249110 TEXAS INDUSTRIES, INC. 9.00
10716 3/09/10 423496 BLAYLOCK ROBERT VAN LLC 20,000.00 35.414 200.00 708,067.00 -106,935.27
SALE 3/12/10 88249110 TEXAS INDUSTRIES, INC. 7.09
10716 3/17/10 423618 MERIDIAN EQUITY PARTNERS 15,000.00 37.196 150.00 557,779.91 -53,471.79
SALE 3/12/10 88249110 TEXAS INDUSTRIES, INC. 26.19
10716 3/17/10 423618 WILLIAMS CAPITAL GROUP 55,000.00 37.487 550.00 2,061,208.81 -180,047.43
SALE 2/25/10 88250810 TEXAS INSTRUMENTS INC. 15.35
18069 3/02/10 423471 BLAYLOCK ROBERT VAN LLC 50,000.00 24.160 500.00 1,207,464.65 586,247.76
SALE 3/05/10 88250810 TEXAS INSTRUMENTS INC. 15.87
18069 3/10/10 423500 GRISWOLD COMPANY 50,000.00 24.977 500.00 1,248,324.13 627,107.24
SALE 2/25/10 89674K10 TRIQUINT SEMICONDUCTOR, INC 4.50
20443 3/02/10 423471 ITG (CHANNEL) 50,000.00 7.085 500.00 353,730.50 -248,468.89
SALE 3/24/10 90323610 URS CORP 31.40
42779 3/29/10 423654 BMO CAPITAL MARKETS/EXECUTI 50,000.00 49.443 500.00 2,471,628.60 613,692.11
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 84
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/24/10 90323610 URS CORP 31.31
42779 3/29/10 423654 GRISWOLD COMPANY 50,000.00 49.306 500.00 2,464,783.69 606,847.20
SALE 3/25/10 90323610 URS CORP 31.63
42779 3/30/10 423658 BMO CAPITAL MARKETS/EXECUTI 50,000.00 49.800 500.00 2,489,468.37 631,531.88
SALE 3/25/10 90323610 URS CORP 31.72
42779 3/30/10 423658 GRISWOLD COMPANY 50,000.00 49.944 500.00 2,496,653.28 638,716.79
SALE 3/17/10 91820410 VF CORP. 25.51
40920 3/22/10 423630 BMO CAPITAL MARKETS/EXECUTI 25,000.00 80.338 250.00 2,008,184.49 236,682.62
SALE 3/04/10 92046N10 VALUECLICK, INC. 6.26
19483 3/09/10 423496 MERRIMAN/OTC 50,000.00 9.846 500.00 491,793.74 -129,070.25
SALE 3/12/10 92276F10 VENTAS INC. 8.57
41121 3/17/10 423618 BNY CONVERGEEX EXEC SOLUTIO 14,500.00 46.504 725.00 673,578.78 112,727.47
SALE 3/15/10 92276F10 VENTAS INC. 57.42
41121 3/18/10 423622 ICAP CORPORATES LLC 98,000.00 46.134 980.00 4,520,045.58 729,464.35
SALE 3/26/10 92276F10 VENTAS INC. 3.10
41121 3/31/10 423663 WILLIAMS CAPITAL GROUP 5,000.00 48.734 50.00 243,615.90 50,218.90
SALE 3/04/10 92535G10 VERTRO INC .10
47269 3/09/10 423496 LABRANCHE/0TC 20,810.00 .376 208.10 7,624.68 -186,633.34
SALE 3/05/10 92535G10 VERTRO INC .54
47269 3/10/10 423500 INSTINET (PORTAL) 123,600.00 .344 618.00 41,875.14 -1,111,911.09
SALE 3/08/10 92535G10 VERTRO INC .12
47269 3/11/10 423504 INSTINET (PORTAL) 26,400.00 .349 132.00 9,078.84 -237,360.94
SALE 3/10/10 92553P20 VIACOM INC CL B 39.28
32872 3/15/10 423614 MERIDIAN EQUITY PARTNERS 100,000.00 30.925 1,000.00 3,091,410.72 -272,747.84
SALE 2/25/10 92829810 VISHAY INTERTECHNOLOGY, INC 6.27
17381 3/02/10 423471 WILLIAMS CAPITAL GROUP 50,000.00 9.868 500.00 492,873.73 -342,501.29
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/04/10 92916010 VULCAN MATERIALS CO. 55.51
34763 3/09/10 423496 PACIFIC AMERICAN SECURITIES 100,000.00 43.707 1,000.00 4,369,594.49 -1,676,126.64
SALE 3/12/10 92916010 VULCAN MATERIALS CO. 91.96
34763 3/17/10 423618 ICAP/SOFT 160,000.00 45.253 8,000.00 7,232,372.04 -2,440,781.77
SALE 3/05/10 93114210 WAL-MART STORES, INC. 61.79
15929 3/10/10 423500 BMO CAPITAL MARKETS/EXECUTI 90,000.00 54.053 900.00 4,863,817.21 2,354,726.62
SALE 3/05/10 93114210 WAL-MART STORES, INC. 137.28
15929 3/10/10 423500 LABRANCHE/SOFT 200,000.00 54.045 10,000.00 10,798,942.72 5,223,185.84
SALE 3/05/10 93114210 WAL-MART STORES, INC. 41.16
15929 3/10/10 423500 TOUSSAINT CAPITAL 60,000.00 54.007 600.00 3,239,766.84 1,567,039.78
SALE 3/08/10 93114210 WAL-MART STORES, INC. 20.61
15929 3/11/10 423504 WILLIAMS CAPITAL GROUP 30,000.00 54.094 300.00 1,622,490.39 786,126.86
SALE 3/10/10 93114210 WAL-MART STORES, INC. 204.71
15929 3/15/10 423614 GRISWOLD COMPANY 300,000.00 53.728 3,000.00 16,115,135.29 7,751,499.98
SALE 3/19/10 94184810 WATERS CORP. 49.56
19522 3/24/10 423640 BLAYLOCK ROBERT VAN LLC 60,000.00 65.039 600.00 3,901,708.44 1,353,110.76
SALE 3/11/10 94268310 WATSON PHARMACEUTICALS, INC 38.67
15599 3/16/10 423618 WILLIAMS CAPITAL GROUP 75,000.00 40.598 750.00 3,044,023.83 707,849.11
SALE 3/19/10 94268310 WATSON PHARMACEUTICALS, INC 35.90
15599 3/24/10 423640 BLAYLOCK ROBERT VAN LLC 70,000.00 40.374 700.00 2,825,430.10 645,000.36
SALE 3/11/10 94973V10 WELLPOINT INC. 128.92
29264 3/16/10 423618 GRISWOLD COMPANY 162,500.00 62.467 1,625.00 10,149,101.08 2,904,001.41
SALE 3/11/10 94973V10 WELLPOINT INC. 129.18
29264 3/16/10 423618 PRINCETON SECURITIES GROUP 162,500.00 62.590 1,625.00 10,169,153.32 2,924,053.65
SALE 3/26/10 95709T10 WESTAR ENERGY INC 6.96
49010 3/31/10 423663 CASTLE OAK SECURITIES 25,000.00 21.908 250.00 547,443.04 53,165.54
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD A (5140) -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 3/05/10 95980210 WESTERN UNION CO 31.04
35340 3/10/10 423500 BMO CAPITAL MARKETS/EXECUTI 150,000.00 16.289 1,500.00 2,441,848.96 549,342.71
SALE 3/12/10 96216610 WEYERHAEUSER CO 45.96
23118 3/17/10 423618 PRINCETON SECURITIES GROUP 83,000.00 43.598 830.00 3,617,782.94 113,361.79
SALE 3/02/10 96945710 WILLIAMS COS INC. 25.58
02222 3/05/10 423485 PRINCETON SECURITIES GROUP 90,000.00 22.374 900.00 2,012,707.42 515,755.84
SALE 3/03/10 97665710 WISCONSIN ENERGY CORP. 14.57
15254 3/08/10 423492 WILLIAMS CAPITAL GROUP 22,900.00 50.072 229.00 1,146,398.36 330,555.94
SALE 3/05/10 97665710 WISCONSIN ENERGY CORP. 7.69
15254 3/10/10 423500 WILLIAMS CAPITAL GROUP 12,100.00 50.000 121.00 604,871.31 173,793.00
SALE 3/08/10 97665710 WISCONSIN ENERGY CORP. 9.53
15254 3/11/10 423504 WILLIAMS CAPITAL GROUP 15,000.00 50.001 150.00 749,850.97 215,456.37
SALE 3/12/10 98181110 WORTHINGTON INDUSTRIES, INC 13.02
15932 3/17/10 423618 BLAYLOCK ROBERT VAN LLC 60,000.00 17.083 600.00 1,024,354.98 -138,252.56
SALE 3/10/10 98385X10 XTO ENERGY INC. 39.03
23110 3/15/10 423614 MERIDIAN EQUITY PARTNERS 65,000.00 47.276 650.00 3,072,250.97 1,807,702.03
SALE 3/04/10 98389B10 XCEL ENERGY INC. 37.41
17863 3/09/10 423496 STURDIVANT/EXECUTION 140,000.00 21.040 1,400.00 2,944,204.59 30,466.23
SALE 3/05/10 98391910 XILINX, INC. 16.97
30040 3/10/10 423500 ITG (CHANNEL) 50,000.00 26.712 500.00 1,335,063.03 -57,809.58
SALE 3/10/10 G6359F10 NABORS INDUSTRIES LTD. 24.32
22964 3/15/10 423614 MERIDIAN EQUITY PARTNERS 85,000.00 22.523 850.00 1,913,589.18 164,573.35
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 30,599,433.00 11,932.62 939,105,601.95 257,996,166.14
550,454.82
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 30,599,433.00 11,932.62 939,105,601.95 257,996,166.14
550,454.82
END OF REPORT FOR: COMMON PENSION FD A
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD B (5142) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 3/15/10 00209TAB AT&T BROADBAND CORP NOTES 9.4550 5.606
24902 3/18/10 288746 CANTOR FITZGERALD SECURITIE 11/15/22 4,000,000.00 134.54 5,381,800.00
PUR 3/08/10 03076CAE AMERIPRISE FIN'L INC SR NOT 5.3000 5.331
51018 3/11/10 288722 GOLDMAN SACHS & COMPANY 3/15/20 20,000,000.00 99.761 19,952,200.00
PUR 3/09/10 031162BB AMGEN INC SR NOTES 4.5000 4.506
51058 3/12/10 288727 MORGAN STANLEY 3/15/20 5,000,000.00 99.952 4,997,600.00
PUR 3/04/10 045167BF ASIAN DEVELOPMENT BK BDS 7.5000 2.770
50972 3/09/10 288713 CHAPDELAINE 6/15/15 25,000,000.00 123.02 30,756,250.00
PUR 3/25/10 059206AM BALTIMORE MD CITY HSG AUTH 6.5600 6.557
51267 3/31/10 288789 RBC CAPITAL (DOMESTIC) 1/01/32 5,000,000.00 100.00 5,000,000.00
PUR 3/04/10 071813BC BAXTER INT'L INC 4.2500 4.298
50969 3/09/10 288713 DEUTSCHE BANK AG (DOMESTIC) 3/15/20 7,000,000.00 99.612 6,972,840.00
PUR 3/10/10 100873AK BOSTON MASS HSG AUTH REV BD 6.9800 6.979
51066 3/16/10 288736 RBC CAPITAL (DOMESTIC) 1/01/33 5,000,000.00 100.00 5,000,000.00
PUR 2/24/10 20030NBA COMCAST CORP NOTES 5.1500 5.163
50884 3/01/10 288678 RBS GREENWICH 3/01/20 15,000,000.00 99.899 14,984,850.00
PUR 2/24/10 223777CN COWLITZ CNTY WA PUB UTIL RE 6.8840 6.884
50885 3/17/10 288741 BARCLAYS CAPITAL INC 9/01/32 4,000,000.00 100.00 4,000,000.00
PUR 3/03/10 251799AA DEVON ENERGY CORP DEBS 7.9500 5.820
30598 3/08/10 288708 CREDIT SUISSE SEC (USA) LLC 4/15/32 6,000,000.00 126.29 7,577,400.00
PUR 3/05/10 251799AA DEVON ENERGY CORP DEBS 7.9500 5.795
30598 3/10/10 288718 CREDIT SUISSE SEC (USA) LLC 4/15/32 6,000,000.00 126.65 7,599,300.00
PUR 3/25/10 251799AA DEVON ENERGY CORP DEBS 7.9500 5.895
30598 3/30/10 288784 CREDIT SUISSE SEC (USA) LLC 4/15/32 5,000,000.00 125.16 6,258,450.00
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 3/01/10 THROUGH 3/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 88
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/09/10 25179SAD DEVON FINANCING CORP DEBS 7.8750 5.875
30499 3/12/10 288727 CREDIT SUISSE SEC (USA) LLC 9/30/31 16,000,000.00 124.24 19,879,840.00
PUR 2/25/10 29250RAS ENBRIDGE ENERGY PARTNERS 5.2000 5.205
50907 3/02/10 288684 CITIGROUP/CITIBANK DOMESTIC 3/15/20 7,000,000.00 99.959 6,997,130.00
PUR 2/25/10 31200CAP FLA ATL UNIV FIN CORP BAB 7.6390 7.638
50916 3/04/10 288698 RBC CAPITAL (DOMESTIC) 7/01/40 4,000,000.00 100.00 4,000,000.00
PUR 3/22/10 341099CM FLORIDA POWER CORP 1ST MTG 4.5500 4.557
51212 3/25/10 288771 BANK OF AMERICA SECURITIES 4/01/20 12,000,000.00 99.943 11,993,160.00
PUR 3/22/10 341099CN FLORIDA POWER CORP 1ST MTG 5.6500 5.679
51211 3/25/10 288771 JP MORGAN 4/01/40 35,000,000.00 99.583 34,854,050.00
PUR 2/26/10 341507ZP FLORIDA ST BRD ED LOTTERY R 6.5840 6.583
51057 3/11/10 288722 CITIGROUP/CITIBANK DOMESTIC 7/01/29 5,000,000.00 100.00 5,000,000.00
PUR 3/18/10 46625HHP JP MORGAN CHASE & CO NOTES 3.7000 3.515
51177 3/25/10 288771 JP MORGAN CHASE 1/20/15 20,000,000.00 100.81 20,162,000.00
PUR 3/03/10 581557AX MCKESSON CORP NOTES 7.5000 4.744
48092 3/08/10 288708 UBS WARBURG LLC 2/15/19 2,155,000.00 119.88 2,583,414.00
PUR 3/11/10 585055AS MEDTRONIC INC SR NOTES 4.4500 4.470
51062 3/16/10 288736 JP MORGAN 3/15/20 25,000,000.00 99.840 24,960,000.00
PUR 3/10/10 60534RTM MISSISSIPPI DEV BK SPL REV 6.4130 6.412
51064 3/24/10 288766 MORGAN STANLEY 1/01/40 10,000,000.00 100.00 10,000,000.00
PUR 3/04/10 626207YF GA MUNICIPAL ELEC AUTH REV 6.6370 6.451
50992 3/11/10 288722 GOLDMAN SACHS & COMPANY 4/01+57 10,000,000.00 102.73 10,273,300.00
PUR 3/04/10 626207YF GA MUNICIPAL ELEC AUTH REV 6.6370 6.637
50992 3/11/10 288722 GOLDMAN SACHS & COMPANY 4/01+57 11,000,000.00 100.00 11,000,000.00
PUR 3/09/10 666807AW NORTHROP GRUMMAN CORP 7.7500 5.823
43975 3/12/10 288727 STIFEL NICOLAUS 2/15/31 5,000,000.00 123.12 6,156,450.00
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 3/01/10 THROUGH 3/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 89
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/09/10 66989HAD NOVARTIS CAPITAL CORP NTS 4.4000 4.494
51063 3/16/10 288736 JP MORGAN 4/24/20 25,000,000.00 99.237 24,809,250.00
PUR 3/11/10 67021CAF NSTAR ELECTRIC CO DEBS 5.5000 5.611
51060 3/16/10 288736 JP MORGAN 3/15/40 25,000,000.00 98.398 24,599,500.00
PUR 3/02/10 74456QAV PSE&G FIRST MTG BONDS 5.5000 5.533
50961 3/08/10 288708 RBS GREENWICH 3/01/40 10,000,000.00 99.521 9,952,100.00
PUR 3/12/10 748148QR QUEBEC PROVINCE OF CANADA 7.5000 5.089
48048 3/17/10 288741 STIFEL NICOLAUS 9/15/29 3,000,000.00 129.58 3,887,670.00
PUR 3/08/10 771196AS ROCHE HOLDINGS INC NOTES 6.0000 4.418
44880 3/11/10 288722 KNIGHT LIBERTAS 3/01/19 14,000,000.00 111.61 15,625,820.00
PUR 3/10/10 826200AD SIEMENS FIN CO GUAR NTS 6.1250 5.498
51068 3/16/10 288736 CANTOR FITZGERALD SECURITIE 8/17/26 12,500,000.00 106.71 13,339,750.00
PUR 3/12/10 826200AD SIEMENS FIN CO GUAR NTS 6.1250 5.452
51068 3/17/10 288741 CREDIT SUISSE SEC (USA) LLC 8/17/26 2,500,000.00 107.23 2,680,850.00
PUR 3/25/10 826200AD SIEMENS FIN CO GUAR NTS 6.1250 5.545
51068 3/30/10 288784 CANTOR FITZGERALD SECURITIE 8/17/26 10,000,000.00 106.18 10,618,200.00
PUR 3/17/10 893526BY TRANS-CANADA PIPELINES DEBS 9.8750 5.231
46303 3/22/10 288757 BARCLAYS CAPITAL INC 1/01/21 10,000,000.00 137.86 13,786,800.00
PUR 3/05/10 893830AF TRANSOCEAN INC NOTES 7.5000 6.035
41590 3/10/10 288718 JEFFERIES & COMPANY 4/15/31 8,000,000.00 117.34 9,387,360.00
PUR 2/25/10 912810PS UNITED STATES TREAS TIPS 2.3750 2.086
36742 3/01/10 288678 BARCLAYS CAPITAL INC 1/15/27 25,000,000.00 111.46 27,866,677.58
PUR 2/25/10 912810PS UNITED STATES TREAS TIPS 2.3750 2.095
36742 3/01/10 288678 GOLDMAN SACHS & COMPANY 1/15/27 25,000,000.00 111.33 27,833,214.14
PUR 2/25/10 912810PS UNITED STATES TREAS TIPS 2.3750 2.095
36742 3/01/10 288678 GOLDMAN SACHS & COMPANY 1/15/27 25,000,000.00 111.33 27,833,314.14
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 90
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/05/10 912810PS UNITED STATES TREAS TIPS 2.3750 2.077
36742 3/09/10 288713 CITIGROUP/CITIBANK DOMESTIC 1/15/27 25,000,000.00 111.59 27,898,826.46
PUR 3/02/10 912810PV UNITED STATES TREAS TIPS 1.7500 2.111
39732 3/03/10 288689 GOLDMAN SACHS & COMPANY 1/15/28 25,000,000.00 97.562 24,390,403.44
PUR 3/10/10 914720WF UNIV OF NC SYS POOL REV BDS 6.7270 6.726
51065 3/31/10 288789 WACHOVIA SECURITIES, INC. 10/01/39 5,000,000.00 100.00 5,000,000.00
PUR 2/25/10 940839BA WASHOE CNTY NEV HWY REV BDS 7.2380 7.237
50898 3/17/10 288741 JP MORGAN 2/01/40 5,000,000.00 100.00 5,000,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 524,155,000.00 560,849,769.76
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 524,155,000.00 560,849,769.76
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 3/22/10 035229CR ANHEUSER BUSCH CO INC NOTES 4.6250 4.686
24302 3/25/10 288771 CREDIT SUISSE SEC (USA) LLC 2/01/15 9,000,000.00 105.48 9,493,290.00 517,366.06
SALE 2/22/10 039483AM ARCHER DANIELS MIDLAND CO 7.5000 6.524
44152 3/12/10 423478 TENDERED 3/15/27 5,787,000.00 118.76 6,873,162.03 511,012.06
SALE 3/16/10 05565QBH BP CAPITAL MKTS PLC NOTES 3.8750 3.444
48047 3/19/10 288752 JEFFERIES & COMPANY 3/10/15 10,000,000.00 104.39 10,439,200.00 243,763.95
SALE 3/16/10 05565QBH BP CAPITAL MKTS PLC NOTES 3.8750 3.444
48047 3/19/10 288752 RBC CAPITAL (DOMESTIC) 3/10/15 10,000,000.00 104.33 10,433,000.00 237,563.95
SALE 3/08/10 071813AW BAXTER INTERNATIONAL INC. N 5.9000 5.943
34809 3/11/10 288722 KNIGHT LIBERTAS 9/01/16 10,000,000.00 113.18 11,318,500.00 1,341,619.66
SALE 3/17/10 20030NAU COMCAST CORP BONDS 6.3000 6.286
38111 3/22/10 288757 BARCLAYS CAPITAL INC 11/15/17 10,000,000.00 111.52 11,152,400.00 1,144,885.73
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 91
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/02/10 210371AF CONSTELLATION ENERGY GROUP 7.6000 6.183
30431 3/05/10 288703 CREDIT SUISSE SEC (USA) LLC 4/01/32 10,000,000.00 114.71 11,471,100.00 -221,757.66
SALE 3/02/10 29250RAS ENBRIDGE ENERGY PARTNERS 5.2000 5.205
50907 3/05/10 288703 CITIGROUP/CITIBANK DOMESTIC 3/15/20 2,000,000.00 101.60 2,032,140.00 32,949.77
SALE 3/12/10 29250RAS ENBRIDGE ENERGY PARTNERS 5.2000 5.205
50907 3/17/10 288741 CREDIT SUISSE SEC (USA) LLC 3/15/20 5,000,000.00 100.79 5,039,700.00 41,649.81
SALE 3/09/10 36962GXZ GENERAL ELECTRIC CAP CORP M 6.7500 6.466
30183 3/12/10 288727 TOUSSAINT CAPITAL 3/15/32 5,000,000.00 102.57 5,128,650.00 -36,916.77
SALE 3/09/10 36962GXZ GENERAL ELECTRIC CAP CORP M 6.7500 6.466
30183 3/12/10 288727 TOUSSAINT CAPITAL 3/15/32 7,000,000.00 102.62 7,183,400.00 -48,393.48
SALE 3/16/10 863667AB STRYKER CORP NOTES 4.3750 4.459
50384 3/19/10 288752 CANTOR FITZGERALD SECURITIE 1/15/20 7,000,000.00 100.33 7,023,520.00 70,278.42
SALE 3/17/10 89352HAD TRANS-CANADA PIPELINES BOND 6.2000 6.323
38461 3/22/10 288757 RBC CAPITAL (DOMESTIC) 10/15/37 10,000,000.00 105.77 10,577,900.00 737,974.29
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 100,787,000.00 108,165,962.03 4,571,995.79
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 100,787,000.00 108,165,962.03 4,571,995.79
END OF REPORT FOR: COMMON PENSION FD B
S T A T E O F N E W J E R S E Y 5161
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
REIT COMMON PENSION FD A (5161) PAGE: 92
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 3/03/10 16524010 CHESAPEAKE LODGING TRUST
50527 3/08/10 423491 INSTINET (PORTAL) 24,200.00 19.766 169.40 478,494.50
PUR 3/03/10 16524010 CHESAPEAKE LODGING TRUST
50527 3/08/10 423491 ITG (CHANNEL) 800.00 19.840 8.00 15,880.00
PUR 3/03/10 55272X10 MFA FINANCIAL INC
47925 3/08/10 423491 WILLIAMS CAPITAL GROUP 25,000.00 7.315 250.00 183,132.50
PUR 3/03/10 91274F10 U-STORE-IT TRUST
41428 3/08/10 423491 WILLIAMS CAPITAL GROUP 50,000.00 6.783 500.00 339,665.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 100,000.00 1,017,172.00
927.40
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 100,000.00 1,017,172.00
927.40
END OF REPORT FOR: REIT COMMON PENSION FD A
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) PAGE: 93
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 3/22/10 00282410 ABBOTT LABORATORIES
39882 3/25/10 423643 BMO CAPITAL MARKETS/EXECUTI 20,000.00 54.147 200.00 1,083,138.00
PUR 3/26/10 00282410 ABBOTT LABORATORIES
39882 3/31/10 423662 BLAYLOCK ROBERT VAN LLC 20,000.00 52.925 200.00 1,058,700.00
PUR 3/05/10 00507V10 ACTIVISION BLIZZARD INC
50387 3/10/10 423499 ITG (CHANNEL) 200,000.00 11.037 2,000.00 2,209,460.00
PUR 3/05/10 00507V10 ACTIVISION BLIZZARD INC
50387 3/10/10 423499 ITG (CHANNEL) 100,000.00 11.000 1,000.00 1,100,990.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 300,000.00 11.025 3,310,450.00
3,000.00
PUR 3/12/10 00507V10 ACTIVISION BLIZZARD INC
50387 3/17/10 423617 ITG (CHANNEL) 100,000.00 11.417 1,000.00 1,142,720.00
PUR 3/09/10 00949P10 AIRTRAN HOLDINGS INC
50422 3/12/10 423609 MERIDIAN EQUITY PARTNERS 100,000.00 5.311 1,000.00 532,110.00
PUR 3/24/10 00949P10 AIRTRAN HOLDINGS INC
50422 3/29/10 423653 GRISWOLD COMPANY 100,000.00 5.067 1,000.00 507,740.00
PUR 3/24/10 00949P10 AIRTRAN HOLDINGS INC
50422 3/29/10 423653 GRISWOLD COMPANY 100,000.00 5.066 1,000.00 507,570.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 200,000.00 5.067 1,015,310.00
2,000.00
PUR 3/03/10 02942910 AMERICAN SCIENCE & ENGIN
49191 3/08/10 423491 MERRIMAN/OTC 10,000.00 73.464 100.00 734,741.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 94
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/05/10 02942910 AMERICAN SCIENCE & ENGIN
49191 3/10/10 423499 LABRANCHE/0TC 10,000.00 74.916 100.00 749,263.00
PUR 3/12/10 02942910 AMERICAN SCIENCE & ENGIN
49191 3/17/10 423617 ITG (CHANNEL) 10,000.00 75.603 100.00 756,127.00
PUR 3/19/10 02942910 AMERICAN SCIENCE & ENGIN
49191 3/24/10 423639 ITG (CHANNEL) 10,000.00 75.399 100.00 754,087.00
PUR 3/22/10 02942910 AMERICAN SCIENCE & ENGIN
49191 3/25/10 423643 MERRIMAN/OTC 4,449.00 75.894 44.49 337,696.01
PUR 3/23/10 02942910 AMERICAN SCIENCE & ENGIN
49191 3/26/10 423647 MERRIMAN/OTC 5,551.00 76.835 55.51 426,564.37
PUR 3/26/10 02942910 AMERICAN SCIENCE & ENGIN
49191 3/31/10 423662 INSTINET (PORTAL) 9,022.00 74.730 63.15 674,279.92
PUR 3/23/10 09702310 BOEING COMPANY
51218 3/26/10 423647 GRISWOLD COMPANY 50,000.00 72.208 500.00 3,610,915.00
PUR 3/24/10 09702310 BOEING COMPANY
51218 3/29/10 423653 MERIDIAN EQUITY PARTNERS 100,000.00 72.559 1,000.00 7,256,900.00
PUR 3/25/10 09702310 BOEING COMPANY
51218 3/30/10 423657 MERIDIAN EQUITY PARTNERS 50,000.00 72.892 500.00 3,645,090.00
PUR 3/26/10 09702310 BOEING COMPANY
51218 3/31/10 423662 MERIDIAN EQUITY PARTNERS 50,000.00 72.515 500.00 3,626,245.00
PUR 3/15/10 10113710 BOSTON SCIENTIFIC CORP
51130 3/18/10 423621 ELECTRONIC BROKERAGE SYSTEM 500,000.00 6.749 2,500.00 3,376,850.00
PUR 3/16/10 10113710 BOSTON SCIENTIFIC CORP
51130 3/19/10 423625 INSTINET (DOMESTIC) 150,000.00 6.928 7,500.00 1,046,745.00
PUR 3/17/10 10113710 BOSTON SCIENTIFIC CORP
51130 3/22/10 423629 INSTINET/SOFT-FACTSET 350,000.00 6.987 17,500.00 2,462,915.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 95
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/12/10 12526910 CF INDUSTRIES HOLDINGS INC
46083 3/17/10 423617 BMO CAPITAL MARKETS/EXECUTI 30,000.00 95.448 300.00 2,863,746.00
PUR 2/25/10 12640810 CSX CORP
50906 3/02/10 423470 GRISWOLD COMPANY 100,000.00 47.435 1,000.00 4,744,450.00
PUR 2/26/10 12640810 CSX CORP
50906 3/03/10 423474 ICAP CORPORATES LLC 100,000.00 47.534 1,000.00 4,754,390.00
PUR 3/01/10 12640810 CSX CORP
50906 3/04/10 423479 ICAP CORPORATES LLC 100,000.00 47.972 1,000.00 4,798,170.00
PUR 3/02/10 12640810 CSX CORP
50906 3/05/10 423484 MERIDIAN EQUITY PARTNERS 50,000.00 48.412 500.00 2,421,115.00
PUR 3/03/10 12640810 CSX CORP
50906 3/08/10 423491 CABRERA 50,000.00 48.082 500.00 2,404,580.00
PUR 3/03/10 12665010 CVS CORP
49563 3/08/10 423491 BLAYLOCK ROBERT VAN LLC 50,000.00 34.698 500.00 1,735,405.00
PUR 3/04/10 12665010 CVS CORP
49563 3/09/10 423495 BLAYLOCK ROBERT VAN LLC 50,000.00 34.915 500.00 1,746,225.00
PUR 3/12/10 17243V10 CINEMARK HOLDINGS
50473 3/17/10 423617 BMO CAPITAL MARKETS/EXECUTI 20,000.00 17.201 200.00 344,210.00
PUR 3/17/10 17296710 CITIGROUP INC
51156 3/22/10 423629 CABRERA 200,000.00 4.034 2,000.00 808,820.00
PUR 3/17/10 17296710 CITIGROUP INC
51156 3/22/10 423629 JACKSON SECS 200,000.00 4.012 2,000.00 804,340.00
PUR 3/17/10 17296710 CITIGROUP INC
51156 3/22/10 423629 MURIEL SEIBERT & CO 200,000.00 4.040 2,000.00 810,000.00
PUR 3/17/10 17296710 CITIGROUP INC
51156 3/22/10 423629 PACIFIC AMERICAN SECURITIES 100,000.00 4.040 1,000.00 405,000.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 96
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/17/10 17296710 CITIGROUP INC
51156 3/22/10 423629 SANDGRAIN SECURITIES 200,000.00 4.025 2,000.00 806,980.00
PUR 3/17/10 17296710 CITIGROUP INC
51156 3/22/10 423629 STURDIVANT/EXECUTION 100,000.00 4.050 1,000.00 406,000.00
PUR 3/18/10 17296710 CITIGROUP INC
51156 3/23/10 423633 CABRERA 150,000.00 4.063 1,500.00 610,950.00
PUR 3/18/10 17296710 CITIGROUP INC
51156 3/23/10 423633 CASTLE OAK SECURITIES 300,000.00 4.039 3,000.00 1,214,550.00
PUR 3/18/10 17296710 CITIGROUP INC
51156 3/23/10 423633 ELECTRONIC BROKERAGE SYSTEM 50,000.00 4.090 250.00 204,750.00
PUR 3/18/10 17296710 CITIGROUP INC
51156 3/23/10 423633 JACKSON SECS 100,000.00 4.059 1,000.00 406,930.00
PUR 3/18/10 17296710 CITIGROUP INC
51156 3/23/10 423633 MURIEL SEIBERT & CO 100,000.00 4.045 1,000.00 405,540.00
PUR 3/18/10 17296710 CITIGROUP INC
51156 3/23/10 423633 PACIFIC AMERICAN SECURITIES 100,000.00 4.050 1,000.00 406,000.00
PUR 3/18/10 17296710 CITIGROUP INC
51156 3/23/10 423633 SANDGRAIN SECURITIES 100,000.00 4.055 1,000.00 406,500.00
PUR 3/18/10 17296710 CITIGROUP INC
51156 3/23/10 423633 STURDIVANT/EXECUTION 100,000.00 4.042 1,000.00 405,170.00
PUR 3/19/10 17296710 CITIGROUP INC
51156 3/24/10 423639 CABRERA 150,000.00 3.962 1,500.00 595,755.00
PUR 3/19/10 17296710 CITIGROUP INC
51156 3/24/10 423639 CASTLE OAK SECURITIES 150,000.00 3.987 1,500.00 599,475.00
PUR 3/19/10 17296710 CITIGROUP INC
51156 3/24/10 423639 ELECTRONIC BROKERAGE SYSTEM 1,000,000.00 3.975 5,000.00 3,980,000.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 97
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/19/10 17296710 CITIGROUP INC
51156 3/24/10 423639 ELECTRONIC BROKERAGE SYSTEM 1,000,000.00 3.998 5,000.00 4,003,000.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000,000.00 3.987 7,983,000.00
10,000.00
PUR 3/19/10 17296710 CITIGROUP INC
51156 3/24/10 423639 JACKSON SECS 150,000.00 3.990 1,500.00 599,970.00
PUR 3/19/10 17296710 CITIGROUP INC
51156 3/24/10 423639 MURIEL SEIBERT & CO 150,000.00 3.976 1,500.00 597,945.00
PUR 3/19/10 17296710 CITIGROUP INC
51156 3/24/10 423639 PACIFIC AMERICAN SECURITIES 150,000.00 3.967 1,500.00 596,505.00
PUR 3/19/10 17296710 CITIGROUP INC
51156 3/24/10 423639 SANDGRAIN SECURITIES 100,000.00 3.990 1,000.00 400,000.00
PUR 3/19/10 17296710 CITIGROUP INC
51156 3/24/10 423639 STURDIVANT/EXECUTION 150,000.00 3.990 1,500.00 599,955.00
PUR 3/22/10 17296710 CITIGROUP INC
51156 3/25/10 423643 ELECTRONIC BROKERAGE SYSTEM 1,000,000.00 4.011 5,000.00 4,016,000.00
PUR 3/23/10 17296710 CITIGROUP INC
51156 3/26/10 423647 MURIEL SEIBERT & CO 50,000.00 4.130 500.00 207,000.00
PUR 3/23/10 17296710 CITIGROUP INC
51156 3/26/10 423647 PACIFIC AMERICAN SECURITIES 125,000.00 4.095 1,250.00 513,162.50
PUR 3/24/10 17296710 CITIGROUP INC
51156 3/29/10 423653 CASTLE OAK SECURITIES 150,000.00 4.162 1,500.00 625,815.00
PUR 3/24/10 17296710 CITIGROUP INC
51156 3/29/10 423653 MURIEL SEIBERT & CO 75,000.00 4.125 750.00 310,125.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 98
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/24/10 17296710 CITIGROUP INC
51156 3/29/10 423653 STURDIVANT/EXECUTION 100,000.00 4.154 1,000.00 416,370.00
PUR 3/12/10 18683K10 CLIFFS NATURAL RESOURCES
51099 3/17/10 423617 PRINCETON SECURITIES GROUP 80,000.00 63.881 800.00 5,111,312.00
PUR 3/15/10 18683K10 CLIFFS NATURAL RESOURCES
51099 3/18/10 423621 BMO CAPITAL MARKETS/EXECUTI 50,000.00 63.326 500.00 3,166,810.00
PUR 3/16/10 18683K10 CLIFFS NATURAL RESOURCES
51099 3/19/10 423625 BLAYLOCK ROBERT VAN LLC 50,000.00 66.011 500.00 3,301,040.00
PUR 3/19/10 18683K10 CLIFFS NATURAL RESOURCES
51099 3/24/10 423639 BLAYLOCK ROBERT VAN LLC 50,000.00 64.223 500.00 3,211,655.00
PUR 3/22/10 18683K10 CLIFFS NATURAL RESOURCES
51099 3/25/10 423643 BMO CAPITAL MARKETS/EXECUTI 50,000.00 64.725 500.00 3,236,740.00
PUR 3/22/10 18683K10 CLIFFS NATURAL RESOURCES
51099 3/25/10 423643 BMO CAPITAL MARKETS/EXECUTI 50,000.00 62.820 500.00 3,141,520.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 63.773 6,378,260.00
1,000.00
PUR 3/23/10 18683K10 CLIFFS NATURAL RESOURCES
51099 3/26/10 423647 BMO CAPITAL MARKETS/EXECUTI 27,500.00 67.390 275.00 1,853,497.25
PUR 3/25/10 18683K10 CLIFFS NATURAL RESOURCES
51099 3/30/10 423657 BMO CAPITAL MARKETS/EXECUTI 10,500.00 69.474 105.00 729,579.90
PUR 2/24/10 19210850 COEUR D'ALENE MINES CORP ID
47108 3/01/10 423465 WILLIAMS CAPITAL GROUP 20,000.00 14.067 200.00 281,540.00
PUR 3/09/10 19210850 COEUR D'ALENE MINES CORP ID
47108 3/12/10 423609 WILLIAMS CAPITAL GROUP 80,000.00 15.821 800.00 1,266,512.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 99
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/10/10 19210850 COEUR D'ALENE MINES CORP ID
47108 3/15/10 423613 BMO CAPITAL MARKETS/EXECUTI 40,000.00 16.036 400.00 641,836.00
PUR 3/12/10 19210850 COEUR D'ALENE MINES CORP ID
47108 3/17/10 423617 BMO CAPITAL MARKETS/EXECUTI 20,000.00 16.460 200.00 329,398.00
PUR 3/15/10 19210850 COEUR D'ALENE MINES CORP ID
47108 3/18/10 423621 BMO CAPITAL MARKETS/EXECUTI 90,000.00 16.251 900.00 1,463,490.00
PUR 3/16/10 19210850 COEUR D'ALENE MINES CORP ID
47108 3/19/10 423625 BMO CAPITAL MARKETS/EXECUTI 30,000.00 16.639 300.00 499,464.00
PUR 3/17/10 19210850 COEUR D'ALENE MINES CORP ID
47108 3/22/10 423629 BLAYLOCK ROBERT VAN LLC 20,000.00 16.889 200.00 337,986.00
PUR 3/22/10 19210850 COEUR D'ALENE MINES CORP ID
47108 3/25/10 423643 BLAYLOCK ROBERT VAN LLC 40,000.00 15.500 400.00 620,380.00
PUR 3/22/10 19210850 COEUR D'ALENE MINES CORP ID
47108 3/25/10 423643 BMO CAPITAL MARKETS/EXECUTI 50,000.00 15.197 500.00 760,365.00
PUR 3/25/10 19210850 COEUR D'ALENE MINES CORP ID
47108 3/30/10 423657 PRINCETON SECURITIES GROUP 60,000.00 14.939 600.00 896,928.00
PUR 2/25/10 20586240 COMVERSE TECHNOLOGY INC
50585 3/02/10 423470 LABRANCHE/0TC 20,000.00 8.600 200.00 172,200.00
PUR 3/01/10 20586240 COMVERSE TECHNOLOGY INC
50585 3/04/10 423479 MERRIMAN/OTC 20,000.00 8.956 200.00 179,310.00
PUR 3/15/10 20854P10 CONSOL ENERGY INC
51132 3/18/10 423621 BLAYLOCK ROBERT VAN LLC 40,000.00 48.999 400.00 1,960,340.00
PUR 3/16/10 20854P10 CONSOL ENERGY INC
51132 3/19/10 423625 BLAYLOCK ROBERT VAN LLC 60,000.00 48.170 600.00 2,890,782.00
PUR 3/16/10 20854P10 CONSOL ENERGY INC
51132 3/19/10 423625 BMO CAPITAL MARKETS/EXECUTI 20,000.00 48.625 200.00 972,708.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 100
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/17/10 20854P10 CONSOL ENERGY INC
51132 3/22/10 423629 BLAYLOCK ROBERT VAN LLC 40,000.00 49.476 400.00 1,979,436.00
PUR 3/18/10 20854P10 CONSOL ENERGY INC
51132 3/23/10 423633 WILLIAMS CAPITAL GROUP 20,000.00 48.594 200.00 972,086.00
PUR 3/22/10 20854P10 CONSOL ENERGY INC
51132 3/25/10 423643 BMO CAPITAL MARKETS/EXECUTI 20,000.00 44.776 200.00 895,720.00
PUR 3/22/10 20854P10 CONSOL ENERGY INC
51132 3/25/10 423643 BMO CAPITAL MARKETS/EXECUTI 40,000.00 43.693 400.00 1,748,104.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 60,000.00 44.054 2,643,824.00
600.00
PUR 3/04/10 25468710 WALT DISNEY CO
50281 3/09/10 423495 MERIDIAN EQUITY PARTNERS 100,000.00 32.553 1,000.00 3,256,310.00
PUR 3/05/10 25468710 WALT DISNEY CO
50281 3/10/10 423499 MERIDIAN EQUITY PARTNERS 100,000.00 32.987 1,000.00 3,299,650.00
PUR 3/04/10 25470M10 DISH NETWORKS
48191 3/09/10 423495 MERRIMAN/OTC 100,000.00 21.052 1,000.00 2,106,240.00
PUR 3/05/10 26864810 EMC CORP/MASS
50998 3/10/10 423499 CABRERA 100,000.00 17.776 1,000.00 1,778,560.00
PUR 3/05/10 26864810 EMC CORP/MASS
50998 3/10/10 423499 GRISWOLD COMPANY 100,000.00 17.874 1,000.00 1,788,410.00
PUR 3/05/10 26864810 EMC CORP/MASS
50998 3/10/10 423499 JACKSON SECS 100,000.00 17.695 1,000.00 1,770,450.00
PUR 3/05/10 26864810 EMC CORP/MASS
50998 3/10/10 423499 PACIFIC AMERICAN SECURITIES 100,000.00 17.756 1,000.00 1,776,590.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 101
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/05/10 26864810 EMC CORP/MASS
50998 3/10/10 423499 PRINCETON SECURITIES GROUP 100,000.00 17.617 1,000.00 1,762,740.00
PUR 3/08/10 26864810 EMC CORP/MASS
50998 3/11/10 423503 GRISWOLD COMPANY 100,000.00 18.353 1,000.00 1,836,280.00
PUR 3/08/10 26864810 EMC CORP/MASS
50998 3/11/10 423503 MERIDIAN EQUITY PARTNERS 100,000.00 18.056 1,000.00 1,806,620.00
PUR 3/08/10 26864810 EMC CORP/MASS
50998 3/11/10 423503 PRINCETON SECURITIES GROUP 100,000.00 18.187 1,000.00 1,819,700.00
PUR 3/12/10 26864810 EMC CORP/MASS
50998 3/17/10 423617 ICAP/SOFT 100,000.00 18.858 5,000.00 1,890,750.00
PUR 3/16/10 30161N10 EXELON CORP.
39920 3/19/10 423625 BMO CAPITAL MARKETS/EXECUTI 20,000.00 45.207 200.00 904,348.00
PUR 2/24/10 35952W10 FUEL SYSTEMS SOLUTIONS INC
48126 3/01/10 423465 ITG (CHANNEL) 20,000.00 28.251 200.00 565,224.00
PUR 2/25/10 35952W10 FUEL SYSTEMS SOLUTIONS INC
48126 3/02/10 423470 ITG (CHANNEL) 20,000.00 27.744 200.00 555,082.00
PUR 2/26/10 35952W10 FUEL SYSTEMS SOLUTIONS INC
48126 3/03/10 423474 ITG (CHANNEL) 20,000.00 28.395 200.00 568,104.00
PUR 3/23/10 35952W10 FUEL SYSTEMS SOLUTIONS INC
48126 3/26/10 423647 INSTINET (PORTAL) 20,000.00 31.684 140.00 633,814.00
PUR 3/24/10 35952W10 FUEL SYSTEMS SOLUTIONS INC
48126 3/29/10 423653 INSTINET (PORTAL) 20,000.00 31.403 140.00 628,208.00
PUR 3/24/10 35952W10 FUEL SYSTEMS SOLUTIONS INC
48126 3/29/10 423653 MERRIMAN/OTC 20,000.00 31.255 200.00 625,294.00
PUR 3/25/10 35952W10 FUEL SYSTEMS SOLUTIONS INC
48126 3/30/10 423657 INSTINET (PORTAL) 20,000.00 31.532 140.00 630,788.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 102
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/26/10 35952W10 FUEL SYSTEMS SOLUTIONS INC
48126 3/31/10 423662 INSTINET (PORTAL) 8,447.00 30.199 59.13 255,153.46
PUR 3/26/10 35952W10 FUEL SYSTEMS SOLUTIONS INC
48126 3/31/10 423662 INSTINET (PORTAL) 20,000.00 30.732 140.00 614,780.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 28,447.00 30.574 869,933.46
199.13
PUR 3/26/10 38238810 GOODRICH CORP
51296 3/31/10 423662 PACIFIC AMERICAN SECURITIES 100,000.00 71.124 1,000.00 7,113,440.00
PUR 3/03/10 38255010 GOODYEAR TIRE & RUBBER CO
50271 3/08/10 423491 ICAP CORPORATES LLC 100,000.00 13.329 1,000.00 1,333,870.00
PUR 3/04/10 38255010 GOODYEAR TIRE & RUBBER CO
50271 3/09/10 423495 ICAP CORPORATES LLC 100,000.00 13.222 1,000.00 1,323,150.00
PUR 3/04/10 38255010 GOODYEAR TIRE & RUBBER CO
50271 3/09/10 423495 PACIFIC AMERICAN SECURITIES 100,000.00 13.325 1,000.00 1,333,540.00
PUR 3/05/10 38255010 GOODYEAR TIRE & RUBBER CO
50271 3/10/10 423499 ICAP CORPORATES LLC 100,000.00 13.470 1,000.00 1,348,000.00
PUR 3/26/10 38255010 GOODYEAR TIRE & RUBBER CO
50271 3/31/10 423662 MERIDIAN EQUITY PARTNERS 100,000.00 12.916 1,000.00 1,292,580.00
PUR 2/24/10 41586410 HARSCO CORP
50597 3/01/10 423465 WILLIAMS CAPITAL GROUP 20,000.00 30.080 200.00 601,806.00
PUR 2/25/10 41586410 HARSCO CORP
50597 3/02/10 423470 WILLIAMS CAPITAL GROUP 30,000.00 29.960 300.00 899,109.00
PUR 2/25/10 41586410 HARSCO CORP
50597 3/02/10 423470 WILLIAMS CAPITAL GROUP 30,000.00 29.537 300.00 886,407.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 60,000.00 29.749 1,785,516.00
600.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 103
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/26/10 41586410 HARSCO CORP
50597 3/03/10 423474 WILLIAMS CAPITAL GROUP 30,000.00 29.722 300.00 891,969.00
PUR 3/01/10 41586410 HARSCO CORP
50597 3/04/10 423479 BMO CAPITAL MARKETS/EXECUTI 20,000.00 30.478 200.00 609,754.00
PUR 2/25/10 43575830 HOLLY CORP.
39928 3/02/10 423470 WILLIAMS CAPITAL GROUP 20,000.00 25.972 200.00 519,646.00
PUR 3/05/10 46612K10 JDA SOFTWARE
50666 3/10/10 423499 ITG (CHANNEL) 19,710.00 29.429 197.10 580,250.57
PUR 3/15/10 46612K10 JDA SOFTWARE
50666 3/18/10 423621 LABRANCHE/0TC 15,000.00 28.649 150.00 429,888.00
PUR 3/16/10 46612K10 JDA SOFTWARE
50666 3/19/10 423625 MERRIMAN/OTC 10,000.00 28.184 100.00 281,941.00
PUR 3/17/10 46612K10 JDA SOFTWARE
50666 3/22/10 423629 ITG (CHANNEL) 10,000.00 28.330 100.00 283,400.00
PUR 3/22/10 46612K10 JDA SOFTWARE
50666 3/25/10 423643 MERRIMAN/OTC 10,000.00 27.820 100.00 278,298.00
PUR 3/23/10 46612K10 JDA SOFTWARE
50666 3/26/10 423647 LABRANCHE/0TC 10,000.00 28.030 100.00 280,400.00
PUR 3/16/10 46625H10 JP MORGAN CHASE & CO
39940 3/19/10 423625 GRISWOLD COMPANY 100,000.00 42.885 1,000.00 4,289,520.00
PUR 3/22/10 47816010 JOHNSON & JOHNSON
39939 3/25/10 423643 MERIDIAN EQUITY PARTNERS 60,000.00 65.301 600.00 3,918,648.00
PUR 3/22/10 50540R40 LABORATORY CORP OF AMERICA
39944 3/25/10 423643 BMO CAPITAL MARKETS/EXECUTI 20,000.00 76.174 200.00 1,523,682.00
PUR 2/25/10 51783410 LAS VEGAS SANDS CORP
50903 3/02/10 423470 GRISWOLD COMPANY 75,000.00 15.875 750.00 1,191,397.50
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 104
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/25/10 51783410 LAS VEGAS SANDS CORP
50903 3/02/10 423470 ICAP CORPORATES LLC 100,000.00 15.834 1,000.00 1,584,400.00
PUR 2/25/10 51783410 LAS VEGAS SANDS CORP
50903 3/02/10 423470 MERIDIAN EQUITY PARTNERS 100,000.00 15.829 1,000.00 1,583,880.00
PUR 2/25/10 51783410 LAS VEGAS SANDS CORP
50903 3/02/10 423470 PRINCETON SECURITIES GROUP 75,000.00 15.857 750.00 1,190,002.50
PUR 3/09/10 52186520 LEAR CORP
49728 3/12/10 423609 BMO CAPITAL MARKETS/EXECUTI 10,000.00 74.237 100.00 742,466.00
PUR 3/03/10 52490110 LEGG MASON INC
48853 3/08/10 423491 BLAYLOCK ROBERT VAN LLC 50,000.00 26.898 500.00 1,345,380.00
PUR 3/04/10 52490110 LEGG MASON INC
48853 3/09/10 423495 WILLIAMS CAPITAL GROUP 50,000.00 27.996 500.00 1,400,295.00
PUR 2/24/10 55254110 M & F WORLDWIDE CORP
50782 3/01/10 423465 WILLIAMS CAPITAL GROUP 20,000.00 33.688 200.00 673,954.00
PUR 2/25/10 55254110 M & F WORLDWIDE CORP
50782 3/02/10 423470 WILLIAMS CAPITAL GROUP 20,000.00 33.251 200.00 665,220.00
PUR 2/26/10 55254110 M & F WORLDWIDE CORP
50782 3/03/10 423474 WILLIAMS CAPITAL GROUP 20,000.00 32.332 200.00 646,836.00
PUR 3/01/10 55254110 M & F WORLDWIDE CORP
50782 3/04/10 423479 BMO CAPITAL MARKETS/EXECUTI 500.00 34.074 5.00 17,042.00
PUR 3/02/10 55254110 M & F WORLDWIDE CORP
50782 3/05/10 423484 BMO CAPITAL MARKETS/EXECUTI 100.00 34.000 1.00 3,401.00
PUR 3/03/10 55254110 M & F WORLDWIDE CORP
50782 3/08/10 423491 BMO CAPITAL MARKETS/EXECUTI 300.00 33.990 3.00 10,200.00
PUR 3/04/10 55254110 M & F WORLDWIDE CORP
50782 3/09/10 423495 BMO CAPITAL MARKETS/EXECUTI 273.00 34.000 2.73 9,284.73
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 105
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/09/10 55254110 M & F WORLDWIDE CORP
50782 3/12/10 423609 BMO CAPITAL MARKETS/EXECUTI 18,827.00 33.840 188.27 637,292.07
PUR 3/16/10 55254110 M & F WORLDWIDE CORP
50782 3/19/10 423625 BMO CAPITAL MARKETS/EXECUTI 30,000.00 32.736 300.00 982,386.00
PUR 3/17/10 55254110 M & F WORLDWIDE CORP
50782 3/22/10 423629 BLAYLOCK ROBERT VAN LLC 20,000.00 33.554 200.00 671,280.00
PUR 3/18/10 55254110 M & F WORLDWIDE CORP
50782 3/23/10 423633 WILLIAMS CAPITAL GROUP 20,000.00 33.838 200.00 676,956.00
PUR 3/19/10 55254110 M & F WORLDWIDE CORP
50782 3/24/10 423639 WILLIAMS CAPITAL GROUP 20,000.00 32.707 200.00 654,338.00
PUR 3/22/10 55254110 M & F WORLDWIDE CORP
50782 3/25/10 423643 BMO CAPITAL MARKETS/EXECUTI 20,000.00 33.388 200.00 667,956.00
PUR 3/24/10 55254110 M & F WORLDWIDE CORP
50782 3/29/10 423653 BMO CAPITAL MARKETS/EXECUTI 10,000.00 31.587 100.00 315,968.00
PUR 3/23/10 57776J10 MAXLINEAR A
51231 3/29/10 423651 DEUTSCHE BANK AG (DOMESTIC) 13,000.00 14.000 182,000.00
PUR 3/23/10 57776J10 MAXLINEAR A
51231 3/29/10 423651 MORGAN STANLEY 10,000.00 14.000 140,000.00
PUR 3/23/10 57776J10 MAXLINEAR A
51231 3/29/10 423651 NEEDHAM & CO. 4,500.00 14.000 63,000.00
PUR 3/23/10 57776J10 MAXLINEAR A
51231 3/29/10 423651 THOMAS WEISEL PARTNERS 5,750.00 14.000 80,500.00
PUR 3/23/10 57776J10 MAXLINEAR A
51231 3/29/10 423651 UBS WARBURG LLC 6,750.00 14.000 94,500.00
PUR 3/26/10 58933Y10 MERCK & CO. INC.
49254 3/31/10 423662 ICAP CORPORATES LLC 100,000.00 37.496 1,000.00 3,750,560.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 106
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/03/10 59491810 MICROSOFT CORP.
39954 3/08/10 423491 LABRANCHE/0TC 100,000.00 28.458 1,000.00 2,846,770.00
PUR 3/05/10 60786L10 MODUSLINK GLOBAL SOLUTIONS
43194 3/10/10 423499 ITG (CHANNEL) 20,000.00 10.857 200.00 217,336.00
PUR 3/09/10 60786L10 MODUSLINK GLOBAL SOLUTIONS
43194 3/12/10 423609 ITG (CHANNEL) 40,000.00 9.835 400.00 393,800.00
PUR 3/10/10 60786L10 MODUSLINK GLOBAL SOLUTIONS
43194 3/15/10 423613 ITG (CHANNEL) 20,000.00 9.919 200.00 198,570.00
PUR 3/10/10 60786L10 MODUSLINK GLOBAL SOLUTIONS
43194 3/15/10 423613 LIQUIDNET 20,000.00 9.950 400.00 199,400.00
PUR 3/15/10 61166W10 MONSANTO CO
51128 3/18/10 423621 PRINCETON SECURITIES GROUP 100,000.00 72.007 1,000.00 7,201,670.00
PUR 3/16/10 61166W10 MONSANTO CO
51128 3/19/10 423625 GRISWOLD COMPANY 100,000.00 72.033 1,000.00 7,204,310.00
PUR 3/17/10 61166W10 MONSANTO CO
51128 3/22/10 423629 BLAYLOCK ROBERT VAN LLC 50,000.00 72.649 500.00 3,632,960.00
PUR 3/16/10 62937750 NRG ENERGY INC.
43551 3/19/10 423625 BMO CAPITAL MARKETS/EXECUTI 20,000.00 22.428 200.00 448,764.00
PUR 3/17/10 62937750 NRG ENERGY INC.
43551 3/22/10 423629 BLAYLOCK ROBERT VAN LLC 20,000.00 22.568 200.00 451,558.00
PUR 3/18/10 62937750 NRG ENERGY INC.
43551 3/23/10 423633 WILLIAMS CAPITAL GROUP 20,000.00 22.422 200.00 448,634.00
PUR 3/22/10 62937750 NRG ENERGY INC.
43551 3/25/10 423643 BLAYLOCK ROBERT VAN LLC 20,000.00 21.659 200.00 433,370.00
PUR 3/22/10 62937750 NRG ENERGY INC.
43551 3/25/10 423643 BMO CAPITAL MARKETS/EXECUTI 20,000.00 21.799 200.00 436,170.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 107
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/23/10 62937750 NRG ENERGY INC.
43551 3/26/10 423647 BMO CAPITAL MARKETS/EXECUTI 20,000.00 21.626 200.00 432,720.00
PUR 3/03/10 67066G10 NVIDIA CORP
48850 3/08/10 423491 INSTINET (PORTAL) 144,231.00 16.932 1,009.62 2,443,114.49
PUR 3/03/10 67066G10 NVIDIA CORP
48850 3/08/10 423491 ITG (CHANNEL) 55,769.00 16.968 557.69 946,862.81
PUR 3/12/10 71708110 PFIZER INC
48435 3/17/10 423617 ICAP CORPORATES LLC 200,000.00 17.108 2,000.00 3,423,560.00
PUR 3/16/10 71708110 PFIZER INC
48435 3/19/10 423625 INSTINET/SOFT-FACTSET 100,000.00 17.207 5,000.00 1,725,690.00
PUR 3/22/10 71708110 PFIZER INC
48435 3/25/10 423643 ICAP CORPORATES LLC 200,000.00 17.197 2,000.00 3,441,460.00
PUR 3/22/10 71708110 PFIZER INC
48435 3/25/10 423643 PRINCETON SECURITIES GROUP 200,000.00 17.219 2,000.00 3,445,740.00
PUR 3/24/10 71708110 PFIZER INC
48435 3/29/10 423653 PRINCETON SECURITIES GROUP 200,000.00 17.590 2,000.00 3,520,040.00
PUR 3/25/10 71708110 PFIZER INC
48435 3/30/10 423657 ICAP CORPORATES LLC 200,000.00 17.511 2,000.00 3,504,280.00
PUR 3/26/10 71708110 PFIZER INC
48435 3/31/10 423662 GRISWOLD COMPANY 100,000.00 17.185 1,000.00 1,719,500.00
PUR 3/26/10 71708110 PFIZER INC
48435 3/31/10 423662 ICAP CORPORATES LLC 100,000.00 17.244 1,000.00 1,725,360.00
PUR 2/24/10 74432010 PRUDENTIAL FINANCIAL INC
50812 3/01/10 423465 TOUSSAINT CAPITAL 100,000.00 51.338 1,000.00 5,134,790.00
PUR 2/25/10 74432010 PRUDENTIAL FINANCIAL INC
50812 3/02/10 423470 PACIFIC AMERICAN SECURITIES 100,000.00 50.908 1,000.00 5,091,840.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 108
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/02/10 74752510 QUALCOMM
50937 3/05/10 423484 ITG (CHANNEL) 170,526.00 36.808 1,705.26 6,278,375.11
PUR 3/16/10 74752510 QUALCOMM
50937 3/19/10 423625 ITG (CHANNEL) 29,474.00 38.985 294.74 1,149,338.63
PUR 3/17/10 74752510 QUALCOMM
50937 3/22/10 423629 ITG (CHANNEL) 50,000.00 39.098 500.00 1,955,405.00
PUR 3/22/10 74752510 QUALCOMM
50937 3/25/10 423643 MERRIMAN/OTC 50,000.00 40.319 500.00 2,016,465.00
PUR 3/26/10 75043810 RADIOSHACK CORP
51293 3/31/10 423662 GRISWOLD COMPANY 100,000.00 23.453 1,000.00 2,346,330.00
PUR 3/26/10 75043810 RADIOSHACK CORP
51293 3/31/10 423662 PRINCETON SECURITIES GROUP 50,000.00 23.716 500.00 1,186,280.00
PUR 2/25/10 75075340 RAILAMERICA INC
48835 3/02/10 423470 WILLIAMS CAPITAL GROUP 20,000.00 11.720 200.00 234,602.00
PUR 2/26/10 75075340 RAILAMERICA INC
48835 3/03/10 423474 BMO CAPITAL MARKETS/EXECUTI 20,000.00 11.994 200.00 240,084.00
PUR 3/10/10 78112T10 RUBICON TECHNOLOGY INC
51043 3/15/10 423613 ITG (CHANNEL) 14,723.00 18.667 147.23 274,987.36
PUR 2/24/10 78486Q10 SVB FINANCIAL GROUP
50826 3/01/10 423465 ITG (CHANNEL) 30,000.00 44.257 300.00 1,328,001.00
PUR 2/25/10 78486Q10 SVB FINANCIAL GROUP
50826 3/02/10 423470 ITG (CHANNEL) 20,000.00 43.860 200.00 877,394.00
PUR 3/02/10 78486Q10 SVB FINANCIAL GROUP
50826 3/05/10 423484 MERRIMAN/OTC 20,000.00 45.751 200.00 915,210.00
PUR 3/03/10 78486Q10 SVB FINANCIAL GROUP
50826 3/08/10 423491 ITG (CHANNEL) 20,000.00 46.041 200.00 921,016.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 109
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/04/10 78486Q10 SVB FINANCIAL GROUP
50826 3/09/10 423495 MERRIMAN/OTC 10,000.00 46.346 100.00 463,555.00
PUR 3/05/10 78486Q10 SVB FINANCIAL GROUP
50826 3/10/10 423499 ITG (CHANNEL) 20,000.00 46.875 200.00 937,702.00
PUR 3/09/10 78486Q10 SVB FINANCIAL GROUP
50826 3/12/10 423609 LIQUIDNET 20,000.00 45.475 400.00 909,900.00
PUR 3/10/10 78486Q10 SVB FINANCIAL GROUP
50826 3/15/10 423613 MERRIMAN/OTC 20,000.00 45.879 200.00 917,776.00
PUR 3/12/10 78486Q10 SVB FINANCIAL GROUP
50826 3/17/10 423617 ITG (CHANNEL) 20,000.00 46.093 200.00 922,050.00
PUR 3/15/10 78486Q10 SVB FINANCIAL GROUP
50826 3/18/10 423621 LABRANCHE/0TC 20,000.00 46.186 200.00 923,920.00
PUR 3/22/10 78486Q10 SVB FINANCIAL GROUP
50826 3/25/10 423643 MERRIMAN/OTC 20,000.00 47.122 200.00 942,640.00
PUR 3/09/10 80854110 SCHWEITZER MAUD
50708 3/12/10 423609 BMO CAPITAL MARKETS/EXECUTI 20,000.00 43.057 200.00 861,342.00
PUR 3/16/10 80854110 SCHWEITZER MAUD
50708 3/19/10 423625 BLAYLOCK ROBERT VAN LLC 20,000.00 46.524 200.00 930,684.00
PUR 2/24/10 83211010 SMITH INTERNATIONAL INC
50845 3/01/10 423465 GRISWOLD COMPANY 100,000.00 40.730 1,000.00 4,074,020.00
PUR 2/25/10 83211010 SMITH INTERNATIONAL INC
50845 3/02/10 423470 WILLIAMS CAPITAL GROUP 50,000.00 39.988 500.00 1,999,910.00
PUR 3/16/10 83269640 JM SMUCKER CO/THE
43667 3/19/10 423625 BLAYLOCK ROBERT VAN LLC 10,000.00 59.865 100.00 598,747.00
PUR 3/17/10 83269640 JM SMUCKER CO/THE
43667 3/22/10 423629 BLAYLOCK ROBERT VAN LLC 10,000.00 59.872 100.00 598,821.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 110
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/22/10 83269640 JM SMUCKER CO/THE
43667 3/25/10 423643 BLAYLOCK ROBERT VAN LLC 10,000.00 60.322 100.00 603,324.00
PUR 3/08/10 87150310 SYMANTEC CORP
48728 3/11/10 423503 ITG (CHANNEL) 150,000.00 16.887 1,500.00 2,534,580.00
PUR 3/09/10 87150310 SYMANTEC CORP
48728 3/12/10 423609 ITG (CHANNEL) 50,000.00 17.036 500.00 852,275.00
PUR 3/12/10 87150310 SYMANTEC CORP
48728 3/17/10 423617 ITG (CHANNEL) 100,000.00 17.462 1,000.00 1,747,210.00
PUR 3/12/10 87612E10 TARGET CORP
51096 3/17/10 423617 ICAP/SOFT 200,000.00 52.974 10,000.00 10,604,760.00
PUR 3/15/10 87612E10 TARGET CORP
51096 3/18/10 423621 BNY CONVERGEEX EXEC SOLUTIO 200,000.00 53.104 10,000.00 10,630,740.00
PUR 3/22/10 87612E10 TARGET CORP
51096 3/25/10 423643 BLAYLOCK ROBERT VAN LLC 50,000.00 53.612 500.00 2,681,085.00
PUR 3/19/10 88870610 TIVO INC.
39983 3/24/10 423639 MERRIMAN/OTC 50,000.00 15.803 500.00 790,625.00
PUR 3/24/10 91301710 UNITED TECHNOLOGIES CORP
51254 3/29/10 423653 GRISWOLD COMPANY 27,273.00 73.141 272.73 1,995,055.40
PUR 3/24/10 91301710 UNITED TECHNOLOGIES CORP
51254 3/29/10 423653 MERIDIAN EQUITY PARTNERS 72,727.00 73.168 727.27 5,322,016.41
PUR 3/25/10 91301710 UNITED TECHNOLOGIES CORP
51254 3/30/10 423657 MERIDIAN EQUITY PARTNERS 50,000.00 73.552 500.00 3,678,095.00
PUR 3/26/10 91301710 UNITED TECHNOLOGIES CORP
51254 3/31/10 423662 MERIDIAN EQUITY PARTNERS 50,000.00 73.823 500.00 3,691,650.00
PUR 2/25/10 92241710 VEECO INSTRUMENTS INC
50424 3/02/10 423470 ITG (CHANNEL) 30,000.00 33.584 300.00 1,007,808.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 111
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/25/10 92241710 VEECO INSTRUMENTS INC
50424 3/02/10 423470 ITG (CHANNEL) 20,000.00 33.395 200.00 668,096.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 50,000.00 33.508 1,675,904.00
500.00
PUR 2/26/10 92241710 VEECO INSTRUMENTS INC
50424 3/03/10 423474 ITG (CHANNEL) 30,000.00 33.942 300.00 1,018,569.00
PUR 3/01/10 92241710 VEECO INSTRUMENTS INC
50424 3/04/10 423479 MERRIMAN/OTC 10,000.00 35.039 100.00 350,486.00
PUR 3/04/10 92241710 VEECO INSTRUMENTS INC
50424 3/09/10 423495 MERRIMAN/OTC 10,000.00 35.173 100.00 351,832.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 17,704,902.00 357,070,403.99
202,573.92
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 17,704,902.00 357,070,403.99
202,573.92
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 3/04/10 00817Y10 AETNA INC 39.43
50646 3/09/10 423496 GRISWOLD COMPANY 100,000.00 31.042 1,000.00 3,103,130.57 144,783.90
SALE 3/05/10 00817Y10 AETNA INC 39.39
50646 3/10/10 423500 GRISWOLD COMPANY 100,000.00 31.008 1,000.00 3,099,760.61 141,413.94
SALE 3/08/10 00817Y10 AETNA INC 39.74
50646 3/11/10 423504 ICAP CORPORATES LLC 100,000.00 31.286 1,000.00 3,127,520.26 169,173.59
SALE 3/12/10 00817Y10 AETNA INC 81.36
50646 3/17/10 423618 ICAP/SOFT 200,000.00 32.029 10,000.00 6,395,678.64 478,985.31
SALE 3/15/10 00817Y10 AETNA INC 39.70
50646 3/18/10 423622 MERIDIAN EQUITY PARTNERS 100,000.00 31.255 1,000.00 3,124,470.30 166,123.63
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 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 112
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/16/10 00817Y10 AETNA INC 79.98
50646 3/19/10 423626 GRISWOLD COMPANY 200,000.00 31.486 2,000.00 6,295,160.02 378,466.69
SALE 3/17/10 00817Y10 AETNA INC 40.43
50646 3/22/10 423630 ICAP CORPORATES LLC 100,000.00 31.829 1,000.00 3,181,819.57 223,472.90
SALE 3/22/10 01307810 ALBERTO-CULVER CO. 10.35
45095 3/25/10 423644 WILLIAMS CAPITAL GROUP 30,000.00 27.149 300.00 814,144.65 51,575.49
SALE 3/23/10 01307810 ALBERTO-CULVER CO. 6.84
45095 3/26/10 423648 BMO CAPITAL MARKETS/EXECUTI 20,000.00 26.894 200.00 537,663.16 29,283.72
SALE 3/24/10 01307810 ALBERTO-CULVER CO. 6.74
45095 3/29/10 423654 BMO CAPITAL MARKETS/EXECUTI 20,000.00 26.529 200.00 530,373.26 21,993.82
SALE 3/25/10 01307810 ALBERTO-CULVER CO. 6.63
45095 3/30/10 423658 BMO CAPITAL MARKETS/EXECUTI 20,000.00 26.063 200.00 521,057.37 12,677.93
SALE 3/15/10 01964550 ALLIS-CHALMERS ENERGY INC. 2.55
39884 3/18/10 423622 WILLIAMS CAPITAL GROUP 50,000.00 4.002 500.00 199,587.45 -387,002.87
SALE 3/24/10 01964550 ALLIS-CHALMERS ENERGY INC. 2.53
39884 3/29/10 423654 WILLIAMS CAPITAL GROUP 50,000.00 3.970 500.00 198,002.47 -388,587.85
SALE 3/15/10 02040910 ALMOST FAMILY INC 4.54
44961 3/18/10 423622 ITG (CHANNEL) 10,000.00 35.734 100.00 357,236.46 188,038.18
SALE 3/02/10 02313510 AMAZON.COM INC 79.79
50573 3/05/10 423485 LABRANCHE/0TC 50,000.00 125.65 500.00 6,282,260.21 367,942.09
SALE 3/03/10 02313510 AMAZON.COM INC 31.84
50573 3/08/10 423492 MERRIMAN/OTC 20,000.00 125.35 200.00 2,506,764.16 141,036.91
SALE 3/04/10 02313510 AMAZON.COM INC 16.28
50573 3/09/10 423496 LABRANCHE/0TC 10,000.00 128.19 100.00 1,281,850.72 98,987.09
SALE 3/12/10 02313510 AMAZON.COM INC 50.19
50573 3/17/10 423618 ITG (CHANNEL) 30,000.00 131.71 300.00 3,951,147.81 402,556.93
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 113
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/15/10 02313510 AMAZON.COM INC 82.73
50573 3/18/10 423622 ITG (CHANNEL) 50,000.00 130.27 500.00 6,513,172.27 598,854.14
SALE 3/15/10 02991220 AMERICAN TOWER CORP. CL A 10.98
39887 3/18/10 423622 WILLIAMS CAPITAL GROUP 20,000.00 43.196 200.00 863,715.02 392,073.24
SALE 3/15/10 03042010 AMERICAN WATER WORKS CO INC 5.35
47765 3/18/10 423622 BLAYLOCK ROBERT VAN LLC 20,000.00 21.032 200.00 420,436.65 18,025.79
SALE 3/16/10 03042010 AMERICAN WATER WORKS CO INC 5.34
47765 3/19/10 423626 BMO CAPITAL MARKETS/EXECUTI 20,000.00 20.992 200.00 419,638.66 17,227.80
SALE 3/19/10 03042010 AMERICAN WATER WORKS CO INC 5.36
47765 3/24/10 423640 ELECTRONIC BROKERAGE SYSTEM 20,000.00 21.104 100.00 421,978.64 19,567.78
SALE 3/22/10 03042010 AMERICAN WATER WORKS CO INC 5.34
47765 3/25/10 423644 BLAYLOCK ROBERT VAN LLC 20,000.00 21.023 200.00 420,248.66 17,837.80
SALE 2/25/10 03251110 ANADARKO PETROLEUM CORP. 34.79
39888 3/02/10 423471 BMO CAPITAL MARKETS/EXECUTI 40,000.00 68.472 400.00 2,738,449.21 1,860,643.70
SALE 3/16/10 03265410 ANALOG DEVICES 7.62
50618 3/19/10 423626 BLAYLOCK ROBERT VAN LLC 20,000.00 29.963 200.00 599,042.38 53,663.75
SALE 3/22/10 03265410 ANALOG DEVICES 7.63
50618 3/25/10 423644 WILLIAMS CAPITAL GROUP 20,000.00 30.002 200.00 599,832.37 54,453.74
SALE 3/05/10 03783310 APPLE INC 27.79
39881 3/10/10 423500 ITG (CHANNEL) 10,000.00 218.83 100.00 2,188,249.21 895,256.26
SALE 3/12/10 03783310 APPLE INC 28.82
39881 3/17/10 423618 ITG (CHANNEL) 10,000.00 226.91 100.00 2,269,024.18 976,031.23
SALE 3/26/10 03783310 APPLE INC 29.23
39881 3/31/10 423663 INSTINET (PORTAL) 10,000.00 230.13 70.00 2,301,229.77 1,008,236.82
SALE 3/16/10 04622410 ASTEC INDUSTRIES INC. 3.59
40527 3/19/10 423626 ITG (CHANNEL) 9,810.00 28.813 98.10 282,553.84 -68,523.66
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 114
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/17/10 04622410 ASTEC INDUSTRIES INC. .07
40527 3/22/10 423630 ITG (CHANNEL) 190.00 28.901 1.90 5,489.24 -1,310.43
SALE 3/22/10 04622410 ASTEC INDUSTRIES INC. 3.77
40527 3/25/10 423644 MERRIMAN/OTC 10,000.00 29.681 100.00 296,707.23 -61,169.94
SALE 3/24/10 04622410 ASTEC INDUSTRIES INC. 7.90
40527 3/29/10 423654 LABRANCHE/0TC 20,000.00 31.088 200.00 621,560.10 -94,194.23
SALE 3/25/10 04622410 ASTEC INDUSTRIES INC. 8.00
40527 3/30/10 423658 INSTINET (PORTAL) 20,000.00 31.458 140.00 629,006.00 -86,748.33
SALE 3/15/10 04743P10 ATHEROS COMMUNICATIONS IN 11.45
48472 3/18/10 423622 ITG (CHANNEL) 25,000.00 36.045 250.00 900,871.05 219,109.52
SALE 3/22/10 04743P10 ATHEROS COMMUNICATIONS IN 4.60
48472 3/25/10 423644 MERRIMAN/OTC 10,000.00 36.175 100.00 361,646.40 88,941.79
SALE 3/15/10 04951310 ATMEL CORP. 6.42
43167 3/18/10 423622 MERRIMAN/OTC 100,000.00 5.048 1,000.00 503,793.58 125,624.77
SALE 3/24/10 04951310 ATMEL CORP. 6.46
43167 3/29/10 423654 LABRANCHE/0TC 100,000.00 5.089 1,000.00 507,903.54 129,734.73
SALE 3/05/10 08442310 W R BERKLEY CORP 13.30
48324 3/10/10 423500 WILLIAMS CAPITAL GROUP 40,000.00 26.167 400.00 1,046,278.70 28,504.68
SALE 3/16/10 08651610 BEST BUY 49.96
50013 3/19/10 423626 ICAP CORPORATES LLC 100,000.00 39.335 1,000.00 3,932,450.04 -203,857.29
SALE 3/17/10 08651610 BEST BUY 50.71
50013 3/22/10 423630 ICAP CORPORATES LLC 100,000.00 39.922 1,000.00 3,991,099.29 -145,208.04
SALE 3/18/10 08651610 BEST BUY 51.40
50013 3/23/10 423634 MERIDIAN EQUITY PARTNERS 100,000.00 40.471 1,000.00 4,046,068.60 -90,238.73
SALE 3/19/10 08651610 BEST BUY 52.42
50013 3/24/10 423640 PRINCETON SECURITIES GROUP 100,000.00 41.269 1,000.00 4,125,877.58 -10,429.76
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 115
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/22/10 08651610 BEST BUY 52.17
50013 3/25/10 423644 GRISWOLD COMPANY 100,000.00 41.077 1,000.00 4,106,687.83 -29,619.51
SALE 3/25/10 08651610 BEST BUY 52.02
50013 3/30/10 423658 ICAP CORPORATES LLC 93,000.00 44.039 930.00 4,094,654.28 247,888.45
SALE 3/16/10 11844010 THE BUCKLE INC 4.50
48866 3/19/10 423626 BLAYLOCK ROBERT VAN LLC 10,000.00 35.406 100.00 353,959.50 44,653.34
SALE 3/22/10 11844010 THE BUCKLE INC 13.96
48866 3/25/10 423644 WILLIAMS CAPITAL GROUP 30,000.00 36.630 300.00 1,098,598.04 170,679.55
SALE 3/26/10 11844010 THE BUCKLE INC 9.31
48866 3/31/10 423663 BLAYLOCK ROBERT VAN LLC 20,000.00 36.624 200.00 732,266.69 113,654.37
SALE 3/03/10 12526910 CF INDUSTRIES HOLDINGS INC 40.52
46083 3/08/10 423492 BMO CAPITAL MARKETS/EXECUTI 30,000.00 106.33 300.00 3,189,688.48 667,081.97
SALE 3/03/10 12526910 CF INDUSTRIES HOLDINGS INC 27.37
46083 3/08/10 423492 WILLIAMS CAPITAL GROUP 20,000.00 107.73 200.00 2,154,466.63 472,728.96
SALE 3/04/10 12526910 CF INDUSTRIES HOLDINGS INC 13.65
46083 3/09/10 423496 WILLIAMS CAPITAL GROUP 10,000.00 107.43 100.00 1,074,262.35 233,393.51
SALE 3/05/10 12526910 CF INDUSTRIES HOLDINGS INC 26.83
46083 3/10/10 423500 BMO CAPITAL MARKETS/EXECUTI 20,000.00 105.60 200.00 2,111,785.17 430,047.50
SALE 3/08/10 12526910 CF INDUSTRIES HOLDINGS INC 13.37
46083 3/11/10 423504 BLAYLOCK ROBERT VAN LLC 10,000.00 105.23 100.00 1,052,261.63 211,392.79
SALE 3/22/10 12673P10 CA INC 14.96
49978 3/25/10 423644 WILLIAMS CAPITAL GROUP 50,000.00 23.552 500.00 1,177,100.04 32,885.31
SALE 3/22/10 12686C10 CABLEVISION SYSTEMS-NY GRP- 5.96
39907 3/25/10 423644 BLAYLOCK ROBERT VAN LLC 20,000.00 23.441 200.00 468,620.04 44,990.12
SALE 3/03/10 12960310 CALGON CARBON CORP 4.16
46471 3/08/10 423492 BMO CAPITAL MARKETS/EXECUTI 20,000.00 16.346 200.00 326,715.84 56,611.59
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -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 3/04/10 12960310 CALGON CARBON CORP 4.06
46471 3/09/10 423496 WILLIAMS CAPITAL GROUP 20,000.00 15.946 200.00 318,707.94 48,603.69
SALE 3/05/10 12960310 CALGON CARBON CORP 4.07
46471 3/10/10 423500 BLAYLOCK ROBERT VAN LLC 20,000.00 15.998 200.00 319,759.93 49,655.68
SALE 3/08/10 12960310 CALGON CARBON CORP 4.05
46471 3/11/10 423504 BLAYLOCK ROBERT VAN LLC 20,000.00 15.933 200.00 318,453.95 48,349.70
SALE 3/15/10 12960310 CALGON CARBON CORP 4.10
46471 3/18/10 423622 BLAYLOCK ROBERT VAN LLC 20,000.00 16.112 200.00 322,041.90 51,937.65
SALE 3/16/10 12960310 CALGON CARBON CORP 4.14
46471 3/19/10 423626 BMO CAPITAL MARKETS/EXECUTI 20,000.00 16.264 200.00 325,065.86 54,961.61
SALE 2/24/10 13442910 CAMPBELL SOUP CO. 20.99
43629 3/01/10 423466 BMO CAPITAL MARKETS/EXECUTI 50,000.00 33.044 500.00 1,651,664.01 -18,493.49
SALE 2/25/10 13442910 CAMPBELL SOUP CO. 21.05
43629 3/02/10 423471 BMO CAPITAL MARKETS/EXECUTI 50,000.00 33.147 500.00 1,656,808.95 -13,348.55
SALE 3/16/10 13442910 CAMPBELL SOUP CO. 8.88
43629 3/19/10 423626 WILLIAMS CAPITAL GROUP 20,000.00 34.950 200.00 698,791.12 30,728.12
SALE 3/22/10 13442910 CAMPBELL SOUP CO. 17.93
43629 3/25/10 423644 BLAYLOCK ROBERT VAN LLC 40,000.00 35.295 400.00 1,411,366.07 75,240.07
SALE 3/05/10 15678210 CERNER CORP. 10.58
43671 3/10/10 423500 ITG (CHANNEL) 10,000.00 83.302 100.00 832,911.42 274,173.55
SALE 3/05/10 15678210 CERNER CORP. 10.77
43671 3/10/10 423500 ITG (CHANNEL) 10,000.00 84.737 100.00 847,254.23 288,516.36
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 84.019 21.35 1,680,165.65 562,689.91
200.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 117
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/08/10 15678210 CERNER CORP. 10.70
43671 3/11/10 423504 LABRANCHE/0TC 10,000.00 84.216 100.00 842,045.30 283,307.43
SALE 2/25/10 17243V10 CINEMARK HOLDINGS 4.05
50473 3/02/10 423471 BMO CAPITAL MARKETS/EXECUTI 20,000.00 15.907 200.00 317,931.95 26,749.28
SALE 3/01/10 17243V10 CINEMARK HOLDINGS 4.11
50473 3/04/10 423480 WILLIAMS CAPITAL GROUP 20,000.00 16.149 200.00 322,771.89 31,589.22
SALE 3/02/10 17243V10 CINEMARK HOLDINGS 2.12
50473 3/05/10 423485 WILLIAMS CAPITAL GROUP 10,000.00 16.687 100.00 166,771.88 21,180.55
SALE 3/09/10 17243V10 CINEMARK HOLDINGS 4.43
50473 3/12/10 423610 BMO CAPITAL MARKETS/EXECUTI 20,000.00 17.436 200.00 348,523.57 57,340.90
SALE 3/09/10 17275R10 CISCO SYSTEMS INC 33.20
39905 3/12/10 423610 MERRIMAN/OTC 100,000.00 26.137 1,000.00 2,612,686.80 678,850.44
SALE 3/09/10 18538Q10 CLEARWIRE CORP. CL A 4.17
43953 3/12/10 423610 ITG (CHANNEL) 39,200.00 8.359 392.00 327,284.47 26,972.82
SALE 3/10/10 18538Q10 CLEARWIRE CORP. CL A .33
43953 3/15/10 423614 ITG (CHANNEL) 3,100.00 8.300 31.00 25,698.67 1,949.53
SALE 3/15/10 18538Q10 CLEARWIRE CORP. CL A 5.15
43953 3/18/10 423622 ITG (CHANNEL) 50,000.00 8.101 500.00 404,519.85 21,469.27
SALE 3/15/10 18538Q10 CLEARWIRE CORP. CL A .80
43953 3/18/10 423622 ITG (CHANNEL) 7,700.00 8.172 77.00 62,849.68 3,859.89
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 57,700.00 8.110 5.95 467,369.53 25,329.16
577.00
SALE 3/24/10 18538Q10 CLEARWIRE CORP. CL A 5.03
43953 3/29/10 423654 LABRANCHE/0TC 50,000.00 7.921 500.00 395,554.97 12,504.39
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 118
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/24/10 18911Q10 CLOUD PEAK ENERGY INC 4.07
49783 3/29/10 423654 BMO CAPITAL MARKETS/EXECUTI 20,000.00 16.013 200.00 320,047.93 37,443.77
SALE 2/24/10 19259P30 COINSTAR INC. 7.42
42814 3/01/10 423466 ITG (CHANNEL) 20,000.00 29.206 200.00 583,912.58 -15,011.32
SALE 2/25/10 19259P30 COINSTAR INC. 7.44
42814 3/02/10 423471 ITG (CHANNEL) 20,000.00 29.288 200.00 585,558.56 -13,365.34
SALE 3/01/10 19259P30 COINSTAR INC. 3.74
42814 3/04/10 423480 MERRIMAN/OTC 10,000.00 29.409 100.00 293,981.26 -5,480.69
SALE 3/15/10 19259P30 COINSTAR INC. 7.86
42814 3/18/10 423622 ITG (CHANNEL) 20,000.00 30.932 200.00 618,440.14 19,516.24
SALE 3/16/10 19259P30 COINSTAR INC. 4.01
42814 3/19/10 423626 ITG (CHANNEL) 10,000.00 31.523 100.00 315,124.99 15,663.04
SALE 3/19/10 19259P30 COINSTAR INC. 4.13
42814 3/24/10 423640 LABRANCHE/0TC 10,000.00 32.523 100.00 325,120.87 25,658.92
SALE 3/22/10 19259P30 COINSTAR INC. 4.12
42814 3/25/10 423644 MERRIMAN/OTC 10,000.00 32.382 100.00 323,718.88 24,256.93
SALE 3/24/10 19259P30 COINSTAR INC. 12.62
42814 3/29/10 423654 INSTINET (PORTAL) 30,000.00 33.103 210.00 992,870.38 94,484.54
SALE 3/24/10 19259P30 COINSTAR INC. 4.21
42814 3/29/10 423654 MERRIMAN/OTC 10,000.00 33.103 100.00 330,923.79 31,461.84
SALE 3/25/10 19259P30 COINSTAR INC. 12.66
42814 3/30/10 423658 INSTINET (PORTAL) 30,000.00 33.228 210.00 996,626.34 98,240.50
SALE 3/26/10 19259P30 COINSTAR INC. 12.62
42814 3/31/10 423663 INSTINET (PORTAL) 30,000.00 33.120 210.00 993,380.38 94,994.54
SALE 3/16/10 20337210 COMMSCOPE INC. 7.39
39906 3/19/10 423626 WILLIAMS CAPITAL GROUP 20,000.00 29.083 200.00 581,454.61 -163,481.82
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 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 119
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/22/10 20337210 COMMSCOPE INC. 11.27
39906 3/25/10 423644 BLAYLOCK ROBERT VAN LLC 30,000.00 29.559 300.00 886,464.73 -230,939.91
SALE 3/22/10 20825C10 CONOCOPHILLIPS 66.06
39904 3/25/10 423644 MERIDIAN EQUITY PARTNERS 100,000.00 52.015 1,000.00 5,200,463.94 1,806,941.93
SALE 3/26/10 21935010 CORNING INC 25.11
50365 3/31/10 423663 MURIEL SEIBERT & CO 100,000.00 19.768 1,000.00 1,975,764.89 -24,177.11
SALE 3/22/10 23257720 CYNOSURE INC. CL A 1.34
40472 3/25/10 423644 MERRIMAN/OTC 10,000.00 10.512 100.00 105,022.66 -61,377.54
SALE 3/19/10 23280610 CYPRESS SEMICONDUCTOR CORP 14.96
47084 3/24/10 423640 MERIDIAN EQUITY PARTNERS 100,000.00 11.776 1,000.00 1,176,585.04 294,490.50
SALE 3/16/10 24237010 DEAN FOODS 3.97
46444 3/19/10 423626 WILLIAMS CAPITAL GROUP 20,000.00 15.615 200.00 312,104.03 -55,641.75
SALE 3/16/10 24702R10 DELL INC 36.22
50514 3/19/10 423626 INSTINET (PORTAL) 200,000.00 14.257 1,400.00 2,849,943.78 -51,946.22
SALE 3/22/10 24702R10 DELL INC 18.51
50514 3/25/10 423644 INSTINET (PORTAL) 100,000.00 14.567 700.00 1,456,021.49 5,076.49
SALE 3/22/10 24702R10 DELL INC 18.30
50514 3/25/10 423644 MERRIMAN/OTC 100,000.00 14.409 1,000.00 1,439,871.70 -11,073.30
SALE 3/16/10 24736170 DELTA AIR LINES INC DEL 8.21
48281 3/19/10 423626 ICAP CORPORATES LLC 50,000.00 12.919 500.00 645,436.79 276,877.19
SALE 3/19/10 24736170 DELTA AIR LINES INC DEL 8.07
48281 3/24/10 423640 BLAYLOCK ROBERT VAN LLC 50,000.00 12.698 500.00 634,371.93 265,812.33
SALE 3/22/10 24736170 DELTA AIR LINES INC DEL 8.16
48281 3/25/10 423644 WILLIAMS CAPITAL GROUP 50,000.00 12.835 500.00 641,261.84 272,702.24
SALE 3/22/10 25674610 DOLLAR TREE INC 15.00
42996 3/25/10 423644 INSTINET (PORTAL) 20,000.00 59.026 140.00 1,180,373.00 404,533.65
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 120
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/22/10 25674610 DOLLAR TREE INC 14.71
42996 3/25/10 423644 INSTINET (PORTAL) 20,000.00 57.898 140.00 1,157,795.29 381,955.94
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 58.462 29.71 2,338,168.29 786,489.59
280.00
SALE 2/25/10 26969P10 EAGLE MATERIALS INC 6.11
48402 3/02/10 423471 BLAYLOCK ROBERT VAN LLC 20,000.00 24.021 200.00 480,203.89 -31,737.25
SALE 2/25/10 26969P10 EAGLE MATERIALS INC 6.10
48402 3/02/10 423471 BMO CAPITAL MARKETS/EXECUTI 20,000.00 24.001 200.00 479,811.90 -32,129.24
SALE 3/12/10 27864210 EBAY INC 16.31
50202 3/17/10 423618 ITG (CHANNEL) 50,000.00 25.679 500.00 1,283,448.69 104,657.19
SALE 3/15/10 27864210 EBAY INC 10.11
50202 3/18/10 423622 ITG (CHANNEL) 30,000.00 26.510 300.00 795,001.89 87,726.99
SALE 3/16/10 27864210 EBAY INC 6.72
50202 3/19/10 423626 LABRANCHE/0TC 20,000.00 26.455 200.00 528,893.28 57,376.68
SALE 2/25/10 28238P10 EHEALTH INC 2.16
48171 3/02/10 423471 ITG (CHANNEL) 10,000.00 16.939 100.00 169,289.84 8,384.41
SALE 3/01/10 28238P10 EHEALTH INC 2.16
48171 3/04/10 423480 MERRIMAN/OTC 10,000.00 17.001 100.00 169,907.84 9,002.40
SALE 3/02/10 28238P10 EHEALTH INC 4.28
48171 3/05/10 423485 MERRIMAN/OTC 20,000.00 16.844 200.00 336,681.72 14,870.85
SALE 3/03/10 28238P10 EHEALTH INC 4.32
48171 3/08/10 423492 MERRIMAN/OTC 20,000.00 17.007 200.00 339,937.68 18,126.81
SALE 3/05/10 28238P10 EHEALTH INC 3.12
48171 3/10/10 423500 ITG (CHANNEL) 14,135.00 17.374 141.35 245,432.78 17,992.95
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 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 121
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/08/10 28238P10 EHEALTH INC 1.30
48171 3/11/10 423504 ITG (CHANNEL) 5,865.00 17.411 58.65 102,057.91 7,686.87
SALE 3/16/10 28238P10 EHEALTH INC 4.64
48171 3/19/10 423626 ITG (CHANNEL) 20,000.00 18.265 200.00 365,085.36 43,274.49
SALE 3/19/10 28238P10 EHEALTH INC 5.10
48171 3/24/10 423640 LABRANCHE/0TC 21,894.00 18.306 218.94 400,578.47 48,292.11
SALE 3/22/10 28238P10 EHEALTH INC 6.47
48171 3/25/10 423644 LABRANCHE/0TC 28,106.00 18.104 281.06 508,543.49 56,302.67
SALE 3/23/10 28238P10 EHEALTH INC 11.28
48171 3/26/10 423648 LABRANCHE/0TC 50,000.00 17.758 500.00 887,368.72 82,841.55
SALE 3/22/10 29084610 EMCORE CORP. .87
40342 3/25/10 423644 INSTINET (PORTAL) 63,500.00 1.071 444.50 67,588.53 -360,683.55
SALE 3/23/10 29084610 EMCORE CORP. .50
40342 3/26/10 423648 INSTINET (PORTAL) 36,500.00 1.072 255.50 38,853.75 -207,318.39
SALE 3/15/10 29380T10 ENTERTAINMENT PROPERTIES TR 5.32
39916 3/18/10 423622 BLAYLOCK ROBERT VAN LLC 10,000.00 41.817 100.00 418,067.68 157,007.04
SALE 3/18/10 29380T10 ENTERTAINMENT PROPERTIES TR 5.44
39916 3/23/10 423634 ELECTRONIC BROKERAGE SYSTEM 10,000.00 42.862 50.00 428,564.56 167,503.92
SALE 3/24/10 29380T10 ENTERTAINMENT PROPERTIES TR 5.51
39916 3/29/10 423654 BLAYLOCK ROBERT VAN LLC 10,000.00 43.342 100.00 433,311.49 172,250.85
SALE 3/25/10 29380T10 ENTERTAINMENT PROPERTIES TR 5.57
39916 3/30/10 423658 BMO CAPITAL MARKETS/EXECUTI 10,000.00 43.809 100.00 437,984.43 176,923.78
SALE 3/01/10 30205120 EXIDE TECHNOLOGIES 1.48
44060 3/04/10 423480 MERRIMAN/OTC 20,000.00 5.798 200.00 115,766.52 41,549.66
SALE 3/26/10 30205120 EXIDE TECHNOLOGIES 1.79
44060 3/31/10 423663 INSTINET (PORTAL) 25,000.00 5.624 175.00 140,418.21 47,647.13
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 122
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/16/10 30257110 FPL GROUP INC 12.10
48536 3/19/10 423626 WILLIAMS CAPITAL GROUP 20,000.00 47.617 200.00 952,125.90 -138,436.06
SALE 3/15/10 35952W10 FUEL SYSTEMS SOLUTIONS INC 8.76
48126 3/18/10 423622 ITG (CHANNEL) 20,000.00 34.454 200.00 688,869.24 72,392.81
SALE 3/26/10 36955010 GENERAL DYNAMICS CORP. 97.50
39922 3/31/10 423663 STURDIVANT/EXECUTION 100,000.00 76.772 1,000.00 7,676,062.50 2,987,589.21
SALE 2/24/10 38141G10 GOLDMAN SACHS GROUP INC 40.20
50531 3/01/10 423466 BMO CAPITAL MARKETS/EXECUTI 20,000.00 158.26 200.00 3,165,013.80 48,719.80
SALE 2/24/10 38141G10 GOLDMAN SACHS GROUP INC 40.04
50531 3/01/10 423466 BMO CAPITAL MARKETS/EXECUTI 20,000.00 157.61 200.00 3,152,133.96 35,839.96
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 157.94 80.24 6,317,147.76 84,559.76
400.00
SALE 2/25/10 38141G10 GOLDMAN SACHS GROUP INC 39.43
50531 3/02/10 423471 BMO CAPITAL MARKETS/EXECUTI 20,000.00 155.20 200.00 3,103,942.57 -12,351.43
SALE 3/11/10 38259P50 GOOGLE INC 36.62
39926 3/16/10 423618 ITG (CHANNEL) 5,000.00 576.65 50.00 2,883,165.88 368,979.60
SALE 3/22/10 39762420 GREIF INC. CL B 6.62
44059 3/25/10 423644 BMO CAPITAL MARKETS/EXECUTI 10,000.00 52.103 100.00 520,923.38 216,940.70
SALE 3/05/10 43851610 HONEYWELL INTERNATIONAL INC 21.06
46469 3/10/10 423500 BLAYLOCK ROBERT VAN LLC 40,000.00 41.441 400.00 1,657,222.94 385,108.27
SALE 2/25/10 44701110 HUNTSMAN CORP. 17.53
41547 3/02/10 423471 PRINCETON SECURITIES GROUP 100,000.00 13.803 1,000.00 1,379,252.47 492,831.08
SALE 3/24/10 45091110 ITT CORP. 13.48
39934 3/29/10 423654 BMO CAPITAL MARKETS/EXECUTI 20,000.00 53.063 200.00 1,061,044.52 159,744.28
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 123
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/25/10 45091110 ITT CORP. 13.45
39934 3/30/10 423658 WILLIAMS CAPITAL GROUP 20,000.00 52.936 200.00 1,058,500.55 157,200.31
SALE 3/26/10 45091110 ITT CORP. 13.41
39934 3/31/10 423663 BLAYLOCK ROBERT VAN LLC 20,000.00 52.756 200.00 1,054,910.59 153,610.35
SALE 3/26/10 46069010 INTERPUBLIC GROUP OF COS IN 5.38
48102 3/31/10 423663 WILLIAMS CAPITAL GROUP 50,000.00 8.466 500.00 422,789.62 111,744.27
SALE 3/26/10 46981410 JACOBS ENGINEERING GROUP IN 40.11
47300 3/31/10 423663 PRINCETON SECURITIES GROUP 70,000.00 45.113 700.00 3,157,169.89 348,858.15
SALE 2/25/10 48517030 KANSAS CITY SOUTHERN 8.60
39942 3/02/10 423471 BMO CAPITAL MARKETS/EXECUTI 20,000.00 33.837 200.00 676,533.40 144,962.82
SALE 3/12/10 48517030 KANSAS CITY SOUTHERN 13.67
39942 3/17/10 423618 BLAYLOCK ROBERT VAN LLC 30,000.00 35.875 300.00 1,075,933.33 278,577.47
SALE 3/15/10 48517030 KANSAS CITY SOUTHERN 9.04
39942 3/18/10 423622 WILLIAMS CAPITAL GROUP 20,000.00 35.582 200.00 711,438.96 179,868.38
SALE 3/16/10 48517030 KANSAS CITY SOUTHERN 9.13
39942 3/19/10 423626 BMO CAPITAL MARKETS/EXECUTI 20,000.00 35.906 200.00 717,918.87 186,348.29
SALE 3/24/10 48517030 KANSAS CITY SOUTHERN 9.04
39942 3/29/10 423654 BMO CAPITAL MARKETS/EXECUTI 20,000.00 35.586 200.00 711,518.96 179,948.38
SALE 3/25/10 48517030 KANSAS CITY SOUTHERN 9.22
39942 3/30/10 423658 WILLIAMS CAPITAL GROUP 20,000.00 36.279 200.00 725,370.78 193,800.20
SALE 3/24/10 50207910 LMI AEROSPACE INC. 2.11
40010 3/29/10 423654 MERRIMAN/OTC 10,000.00 16.578 100.00 165,677.89 -4,890.86
SALE 3/26/10 50207910 LMI AEROSPACE INC. 2.24
40010 3/31/10 423663 INSTINET (PORTAL) 10,000.00 17.613 70.00 176,060.76 5,492.01
SALE 3/26/10 50207910 LMI AEROSPACE INC. 2.19
40010 3/31/10 423663 LIQUIDNET 10,000.00 17.230 200.00 172,097.81 1,529.06
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 124
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/09/10 51783410 LAS VEGAS SANDS CORP 11.98
50903 3/12/10 423610 PRINCETON SECURITIES GROUP 50,000.00 18.860 500.00 942,483.02 149,671.59
SALE 3/10/10 51783410 LAS VEGAS SANDS CORP 12.17
50903 3/15/10 423614 ELECTRONIC BROKERAGE SYSTEM 50,000.00 19.165 250.00 958,007.83 165,196.40
SALE 3/15/10 51783410 LAS VEGAS SANDS CORP 11.97
50903 3/18/10 423622 ICAP/SOFT 50,000.00 18.835 2,500.00 939,228.03 146,416.60
SALE 3/15/10 51783410 LAS VEGAS SANDS CORP 47.26
50903 3/18/10 423622 LABRANCHE/SOFT 200,000.00 18.606 10,000.00 3,711,192.74 539,947.03
SALE 3/22/10 52186520 LEAR CORP 9.92
49728 3/25/10 423644 BLAYLOCK ROBERT VAN LLC 10,000.00 78.037 100.00 780,262.08 130,803.65
SALE 3/24/10 52186520 LEAR CORP 20.31
49728 3/29/10 423654 BMO CAPITAL MARKETS/EXECUTI 20,000.00 79.922 200.00 1,598,227.69 299,310.83
SALE 3/16/10 53591920 LIONS GATE ENTERTAINMENT CO 1.57
44270 3/19/10 423626 BLAYLOCK ROBERT VAN LLC 20,000.00 6.145 200.00 122,702.43 10,997.33
SALE 3/19/10 53591920 LIONS GATE ENTERTAINMENT CO 76.99
44270 3/24/10 423640 INSTINET/SOFT-FACTSET 1,000,000.00 6.062 50,000.00 6,011,823.01 426,567.88
SALE 3/22/10 53591920 LIONS GATE ENTERTAINMENT CO 2.09
44270 3/25/10 423644 GRISWOLD COMPANY 27,300.00 6.000 273.00 163,524.91 11,047.44
SALE 3/24/10 53591920 LIONS GATE ENTERTAINMENT CO 19.55
44270 3/29/10 423654 GRISWOLD COMPANY 252,700.00 6.092 2,527.00 1,536,775.50 125,381.53
SALE 2/26/10 57632310 MASTEC INC 8.31
46345 3/03/10 423475 BLAYLOCK ROBERT VAN LLC 50,000.00 13.074 500.00 653,191.69 70,669.81
SALE 3/01/10 57632310 MASTEC INC 8.35
46345 3/04/10 423480 BLAYLOCK ROBERT VAN LLC 50,000.00 13.134 500.00 656,206.65 73,684.77
SALE 3/02/10 57632310 MASTEC INC 8.33
46345 3/05/10 423485 BLAYLOCK ROBERT VAN LLC 50,000.00 13.109 500.00 654,936.67 72,414.79
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 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 125
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/04/10 57632310 MASTEC INC 8.22
46345 3/09/10 423496 BMO CAPITAL MARKETS/EXECUTI 50,000.00 12.935 500.00 646,216.78 63,694.90
SALE 3/16/10 58283910 MEAD JOHNSON NUTRITION CO 12.96
50247 3/19/10 423626 WILLIAMS CAPITAL GROUP 20,000.00 50.997 200.00 1,019,729.04 198,612.73
SALE 3/26/10 58283910 MEAD JOHNSON NUTRITION CO 13.12
50247 3/31/10 423663 BLAYLOCK ROBERT VAN LLC 20,000.00 51.623 200.00 1,032,236.88 211,120.57
SALE 3/26/10 59491810 MICROSOFT CORP. 37.69
39954 3/31/10 423663 MERRIMAN/OTC 100,000.00 29.676 1,000.00 2,966,552.31 1,875,746.09
SALE 3/09/10 59511210 MICRON TECHNOLOGY INC 12.01
48422 3/12/10 423610 GRISWOLD COMPANY 100,000.00 9.451 1,000.00 944,037.99 157,257.10
SALE 3/22/10 59511210 MICRON TECHNOLOGY INC 13.00
48422 3/25/10 423644 PRINCETON SECURITIES GROUP 100,000.00 10.236 1,000.00 1,022,597.00 235,816.11
SALE 3/24/10 59511210 MICRON TECHNOLOGY INC 13.32
48422 3/29/10 423654 GRISWOLD COMPANY 100,000.00 10.486 1,000.00 1,047,536.68 260,755.79
SALE 2/25/10 60107310 MILLIPORE CORP 47.95
50870 3/02/10 423471 BLAYLOCK ROBERT VAN LLC 40,000.00 94.372 400.00 3,774,448.05 203,684.05
SALE 2/25/10 60107310 MILLIPORE CORP 11.96
50870 3/02/10 423471 BMO CAPITAL MARKETS/EXECUTI 10,000.00 94.097 100.00 940,862.04 48,171.04
SALE 3/24/10 62007610 MOTOROLA 18.46
50292 3/29/10 423654 ICAP CORPORATES LLC 200,000.00 7.267 2,000.00 1,451,441.54 -137,105.87
SALE 2/24/10 62886E10 NCR CORP 8.14
46578 3/01/10 423466 JACKSON SECS 50,000.00 12.817 500.00 640,341.86 112,181.04
SALE 2/25/10 62886E10 NCR CORP 8.00
46578 3/02/10 423471 BLAYLOCK ROBERT VAN LLC 50,000.00 12.590 500.00 628,977.00 100,816.19
SALE 3/01/10 62886E10 NCR CORP 8.09
46578 3/04/10 423480 GRISWOLD COMPANY 50,000.00 12.731 500.00 636,031.91 107,871.09
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 126
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/02/10 62886E10 NCR CORP 8.13
46578 3/05/10 423485 BMO CAPITAL MARKETS/EXECUTI 50,000.00 12.790 500.00 639,006.87 110,846.06
SALE 3/04/10 62886E10 NCR CORP 8.11
46578 3/09/10 423496 BMO CAPITAL MARKETS/EXECUTI 50,000.00 12.760 500.00 637,491.89 109,331.07
SALE 3/16/10 62886E10 NCR CORP 8.98
46578 3/19/10 423626 GRISWOLD COMPANY 50,000.00 14.128 500.00 705,866.02 177,705.21
SALE 3/22/10 62886E10 NCR CORP 8.76
46578 3/25/10 423644 BLAYLOCK ROBERT VAN LLC 50,000.00 13.789 500.00 688,931.24 160,770.42
SALE 3/24/10 63530910 NATIONAL CINEMEDIA INC. 4.61
41081 3/29/10 423654 LABRANCHE/0TC 20,000.00 18.166 200.00 363,123.39 81,685.83
SALE 3/16/10 65248E10 NEWS CORP - CL A 53.60
50283 3/19/10 423626 PRINCETON SECURITIES GROUP 300,000.00 14.067 3,000.00 4,217,016.40 71,396.76
SALE 3/17/10 65248E10 NEWS CORP - CL A 35.74
50283 3/22/10 423630 MERIDIAN EQUITY PARTNERS 200,000.00 14.067 2,000.00 2,811,424.26 47,677.83
SALE 3/22/10 65248E10 NEWS CORP - CL A 35.56
50283 3/25/10 423644 ICAP CORPORATES LLC 200,000.00 14.000 2,000.00 2,797,884.44 34,138.01
SALE 2/26/10 66987M60 NOVATEL WIRELESS INC 8.43
47267 3/03/10 423475 ITG (CHANNEL) 100,000.00 6.631 1,000.00 662,061.57 -271,382.15
SALE 3/01/10 66987M60 NOVATEL WIRELESS INC 9.13
47267 3/04/10 423480 LABRANCHE/0TC 110,000.00 6.537 1,100.00 717,916.87 -308,871.23
SALE 3/03/10 67000610 NOVELL INC 15.45
39956 3/08/10 423492 INSTINET (PORTAL) 200,000.00 6.080 1,400.00 1,214,604.55 6,496.09
SALE 3/03/10 67000610 NOVELL INC 7.30
39956 3/08/10 423492 INSTINET (PORTAL) 94,118.00 6.101 658.83 573,566.61 5,042.85
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 294,118.00 6.087 22.75 1,788,171.16 11,538.94
2,058.83
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 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 127
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/03/10 67000610 NOVELL INC 53.76
39956 3/08/10 423492 ITG (CHANNEL) 705,882.00 5.996 7,058.82 4,225,708.83 -38,201.24
SALE 3/04/10 67000610 NOVELL INC 11.53
39956 3/09/10 423496 LABRANCHE/0TC 150,000.00 6.051 1,500.00 906,108.47 27.13
SALE 3/04/10 67000610 NOVELL INC 11.53
39956 3/09/10 423496 MERRIMAN/OTC 150,000.00 6.051 1,500.00 906,108.47 27.13
SALE 3/05/10 67000610 NOVELL INC 15.29
39956 3/10/10 423500 ITG (CHANNEL) 200,000.00 6.020 2,000.00 1,201,884.71 -6,223.75
SALE 3/16/10 67018T10 NU SKIN ENTERPRISES INC. 7.27
39958 3/19/10 423626 BMO CAPITAL MARKETS/EXECUTI 20,000.00 28.618 200.00 572,148.73 265,061.36
SALE 2/26/10 71344810 PEPSICO, INC. 39.55
43552 3/03/10 423475 BMO CAPITAL MARKETS/EXECUTI 50,000.00 62.276 500.00 3,113,260.45 358,384.00
SALE 2/26/10 71708110 PFIZER INC 22.54
48435 3/03/10 423475 MERIDIAN EQUITY PARTNERS 100,000.00 17.745 1,000.00 1,773,517.46 144,667.46
SALE 3/02/10 71708110 PFIZER INC 22.57
48435 3/05/10 423485 GRISWOLD COMPANY 100,000.00 17.771 1,000.00 1,776,067.43 147,217.43
SALE 3/02/10 71708110 PFIZER INC 22.58
48435 3/05/10 423485 ICAP CORPORATES LLC 100,000.00 17.778 1,000.00 1,776,797.42 147,947.42
SALE 3/01/10 75876610 REGAL ENTERTAINMENT GROUP-A 18.75
41584 3/04/10 423480 PRINCETON SECURITIES GROUP 100,000.00 14.760 1,000.00 1,474,941.25 60,091.12
SALE 3/02/10 75876610 REGAL ENTERTAINMENT GROUP-A 9.54
41584 3/05/10 423485 PRINCETON SECURITIES GROUP 50,000.00 15.015 500.00 750,230.46 42,805.39
SALE 3/04/10 75876610 REGAL ENTERTAINMENT GROUP-A 9.61
41584 3/09/10 423496 BLAYLOCK ROBERT VAN LLC 50,000.00 15.131 500.00 756,055.39 48,630.33
SALE 3/09/10 75876610 REGAL ENTERTAINMENT GROUP-A 10.55
41584 3/12/10 423610 ICAP CORPORATES LLC 50,000.00 16.605 500.00 829,729.45 122,304.38
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 128
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/11/10 75876610 REGAL ENTERTAINMENT GROUP-A 10.62
41584 3/16/10 423618 WILLIAMS CAPITAL GROUP 50,000.00 16.709 500.00 834,944.38 127,519.32
SALE 3/18/10 75876610 REGAL ENTERTAINMENT GROUP-A 11.01
41584 3/23/10 423634 BLAYLOCK ROBERT VAN LLC 50,000.00 17.338 500.00 866,378.99 158,953.92
SALE 3/26/10 75876610 REGAL ENTERTAINMENT GROUP-A 11.56
41584 3/31/10 423663 ELECTRONIC BROKERAGE SYSTEM 50,000.00 18.202 250.00 909,833.44 202,408.38
SALE 3/16/10 7591EP10 REGIONS FINANCIAL CORP 9.50
46982 3/19/10 423626 PRINCETON SECURITIES GROUP 100,000.00 7.473 1,000.00 746,260.50 334,354.82
SALE 3/17/10 7591EP10 REGIONS FINANCIAL CORP 9.76
46982 3/22/10 423630 ICAP CORPORATES LLC 100,000.00 7.678 1,000.00 766,740.24 354,834.57
SALE 3/18/10 7591EP10 REGIONS FINANCIAL CORP 9.49
46982 3/23/10 423634 MERIDIAN EQUITY PARTNERS 100,000.00 7.471 1,000.00 746,090.51 334,184.83
SALE 2/25/10 77669610 ROPER INDUSTRIES INC 13.73
50204 3/02/10 423471 BLAYLOCK ROBERT VAN LLC 20,000.00 54.051 200.00 1,080,804.27 20,705.54
SALE 3/24/10 77669610 ROPER INDUSTRIES INC 14.56
50204 3/29/10 423654 BLAYLOCK ROBERT VAN LLC 20,000.00 57.289 200.00 1,145,565.44 85,466.71
SALE 3/25/10 77669610 ROPER INDUSTRIES INC 14.58
50204 3/30/10 423658 WILLIAMS CAPITAL GROUP 20,000.00 57.374 200.00 1,147,269.42 87,170.69
SALE 3/02/10 77937610 ROVI CORP 43.63
49208 3/05/10 423485 ITG (CHANNEL) 100,000.00 34.352 1,000.00 3,434,186.37 649,214.58
SALE 3/12/10 80090720 SANMINA-SCI CORP 6.72
49560 3/17/10 423618 ITG (CHANNEL) 30,000.00 17.626 300.00 528,473.28 278,048.67
SALE 3/24/10 80090720 SANMINA-SCI CORP 4.27
49560 3/29/10 423654 LABRANCHE/0TC 20,000.00 16.813 200.00 336,051.73 169,101.99
SALE 3/24/10 82028010 SHAW GROUP INC (THE) 9.06
48842 3/29/10 423654 LABRANCHE/0TC 20,000.00 35.667 200.00 713,122.94 138,044.14
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 129
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/12/10 82706L10 SILICON GRAPHICS INTERNATIO 3.12
48163 3/17/10 423618 BLAYLOCK ROBERT VAN LLC 20,000.00 12.281 200.00 245,424.88 135,809.71
SALE 3/16/10 83416B10 SOLARWINDS INC 2.72
46935 3/19/10 423626 BMO CAPITAL MARKETS/EXECUTI 10,000.00 21.413 100.00 214,022.28 89,022.28
SALE 3/19/10 87113010 SYBASE INC 30.05
48743 3/24/10 423640 BLAYLOCK ROBERT VAN LLC 50,000.00 47.318 500.00 2,365,384.95 382,209.28
SALE 3/22/10 87113010 SYBASE INC 30.16
48743 3/25/10 423644 BLAYLOCK ROBERT VAN LLC 50,000.00 47.490 500.00 2,373,979.84 390,804.17
SALE 3/23/10 87113010 SYBASE INC 30.33
48743 3/26/10 423648 WILLIAMS CAPITAL GROUP 50,000.00 47.763 500.00 2,387,614.67 404,439.00
SALE 3/24/10 87113010 SYBASE INC 30.08
48743 3/29/10 423654 WILLIAMS CAPITAL GROUP 50,000.00 47.359 500.00 2,367,404.92 384,229.26
SALE 3/25/10 87113010 SYBASE INC 29.91
48743 3/30/10 423658 PRINCETON SECURITIES GROUP 50,000.00 47.095 500.00 2,354,230.09 371,054.42
SALE 3/26/10 87113010 SYBASE INC 29.23
48743 3/31/10 423663 GRISWOLD COMPANY 50,000.00 46.029 500.00 2,300,915.77 317,740.11
SALE 2/24/10 88553510 3COM CORP 9.70
49845 3/01/10 423466 LABRANCHE/0TC 100,000.00 7.640 1,000.00 762,990.30 24,194.05
SALE 2/26/10 88553510 3COM CORP 19.40
49845 3/03/10 423475 ITG (CHANNEL) 200,000.00 7.635 2,000.00 1,525,040.60 47,448.10
SALE 3/01/10 88553510 3COM CORP 9.71
49845 3/04/10 423480 LABRANCHE/0TC 100,000.00 7.647 1,000.00 763,720.29 24,924.04
SALE 3/02/10 88553510 3COM CORP 9.76
49845 3/05/10 423485 ITG (CHANNEL) 100,000.00 7.680 1,000.00 766,960.24 28,163.99
SALE 3/08/10 88553510 3COM CORP 9.79
49845 3/11/10 423504 MERRIMAN/OTC 100,000.00 7.708 1,000.00 769,750.21 30,953.96
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 130
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/16/10 88553510 3COM CORP 9.76
49845 3/19/10 423626 LABRANCHE/0TC 100,000.00 7.685 1,000.00 767,490.24 28,693.99
SALE 3/12/10 88731730 TIME WARNER INC 19.38
45488 3/17/10 423618 BLAYLOCK ROBERT VAN LLC 50,000.00 30.510 500.00 1,524,985.62 74,571.67
SALE 3/04/10 88870610 TIVO INC. 19.67
39983 3/09/10 423496 MERRIMAN/OTC 100,000.00 15.482 1,000.00 1,547,200.33 764,918.47
SALE 3/05/10 88870610 TIVO INC. 11.21
39983 3/10/10 423500 ITG (CHANNEL) 50,000.00 17.645 500.00 881,713.79 490,572.86
SALE 3/22/10 91136310 UNITED RENTALS INC. 10.16
39987 3/25/10 423644 MERIDIAN EQUITY PARTNERS 100,000.00 7.998 1,000.00 798,769.84 -33,164.33
SALE 3/24/10 91136310 UNITED RENTALS INC. 10.72
39987 3/29/10 423654 MERIDIAN EQUITY PARTNERS 100,000.00 8.433 1,000.00 842,299.28 10,365.11
SALE 3/05/10 91390310 UNIVERSAL HEALTH SERVICES-B 21.02
50486 3/10/10 423500 WILLIAMS CAPITAL GROUP 50,000.00 33.096 500.00 1,654,288.98 159,685.65
SALE 3/08/10 91390310 UNIVERSAL HEALTH SERVICES-B 20.97
50486 3/11/10 423504 BMO CAPITAL MARKETS/EXECUTI 50,000.00 33.010 500.00 1,649,984.03 155,380.70
SALE 3/15/10 91390310 UNIVERSAL HEALTH SERVICES-B 42.72
50486 3/18/10 423622 ICAP CORPORATES LLC 100,000.00 33.636 1,000.00 3,362,587.28 373,380.61
SALE 3/24/10 91390310 UNIVERSAL HEALTH SERVICES-B 26.79
50486 3/29/10 423654 BLAYLOCK ROBERT VAN LLC 60,000.00 35.145 600.00 2,108,091.21 314,567.21
SALE 3/26/10 91390310 UNIVERSAL HEALTH SERVICES-B 18.14
50486 3/31/10 423663 BLAYLOCK ROBERT VAN LLC 40,000.00 35.701 400.00 1,427,629.86 231,947.19
SALE 3/16/10 91886610 VALASSIS COMMUNICATIONS INC 7.33
42815 3/19/10 423626 WILLIAMS CAPITAL GROUP 20,000.00 28.832 200.00 576,440.67 329,712.31
SALE 3/26/10 92165910 VANDA PHARMACEUTICALS INC 7.55
48839 3/31/10 423663 INSTINET (PORTAL) 50,000.00 11.886 350.00 593,942.45 2,439.33
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 131
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/24/10 92241710 VEECO INSTRUMENTS INC 11.04
50424 3/29/10 423654 INSTINET (PORTAL) 20,000.00 43.429 140.00 868,430.96 197,811.78
SALE 3/24/10 92241710 VEECO INSTRUMENTS INC 11.00
50424 3/29/10 423654 LABRANCHE/0TC 20,000.00 43.311 200.00 866,017.00 195,397.82
SALE 3/26/10 92241710 VEECO INSTRUMENTS INC 11.11
50424 3/31/10 423663 INSTINET (PORTAL) 20,000.00 43.721 140.00 874,262.89 203,643.71
SALE 3/09/10 92929710 WMS INDUSTRIES INC 14.94
48731 3/12/10 423610 BMO CAPITAL MARKETS/EXECUTI 30,000.00 39.205 300.00 1,175,847.06 -50,871.06
SALE 2/24/10 93114210 WAL-MART STORES, INC. 40.91
39992 3/01/10 423466 SANDGRAIN SECURITIES 60,000.00 53.687 600.00 3,220,597.09 1,092,909.93
SALE 2/25/10 93114210 WAL-MART STORES, INC. 68.05
39992 3/02/10 423471 CABRERA 100,000.00 53.578 1,000.00 5,356,691.95 1,810,546.69
SALE 3/10/10 93114210 WAL-MART STORES, INC. 27.29
39992 3/15/10 423614 GRISWOLD COMPANY 40,000.00 53.728 400.00 2,148,684.71 730,226.61
SALE 3/12/10 93114210 WAL-MART STORES, INC. 137.04
39992 3/17/10 423618 ICAP/SOFT 200,000.00 53.953 10,000.00 10,780,382.96 3,688,092.44
SALE 3/15/10 93114210 WAL-MART STORES, INC. 21.14
39992 3/18/10 423622 BLAYLOCK ROBERT VAN LLC 30,000.00 55.482 300.00 1,664,135.86 600,292.28
SALE 3/15/10 93114210 WAL-MART STORES, INC. 27.98
39992 3/18/10 423622 WILLIAMS CAPITAL GROUP 40,000.00 55.068 400.00 2,202,308.02 783,849.92
SALE 3/11/10 94974610 WELLS FARGO & CO 37.55
46541 3/16/10 423618 ICAP CORPORATES LLC 100,000.00 29.567 1,000.00 2,955,622.45 446,593.10
SALE 3/12/10 94974610 WELLS FARGO & CO 37.79
46541 3/17/10 423618 ICAP CORPORATES LLC 100,000.00 29.755 1,000.00 2,974,472.21 465,442.86
SALE 3/17/10 94974610 WELLS FARGO & CO 38.64
46541 3/22/10 423630 MERIDIAN EQUITY PARTNERS 100,000.00 30.422 1,000.00 3,041,121.36 532,092.01
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 132
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/22/10 94974610 WELLS FARGO & CO 38.61
46541 3/25/10 423644 GRISWOLD COMPANY 100,000.00 30.399 1,000.00 3,038,831.39 529,802.03
SALE 3/22/10 94974610 WELLS FARGO & CO 38.66
46541 3/25/10 423644 GRISWOLD COMPANY 100,000.00 30.440 1,000.00 3,042,971.34 533,941.98
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 200,000.00 30.419 77.27 6,081,802.73 1,063,744.01
2,000.00
SALE 3/23/10 94974610 WELLS FARGO & CO 39.48
46541 3/26/10 423648 GRISWOLD COMPANY 100,000.00 31.086 1,000.00 3,107,560.52 598,531.17
SALE 3/05/10 98074510 WOODWARD GOVERNOR CO. 18.87
41161 3/10/10 423500 LABRANCHE/0TC 50,000.00 29.720 500.00 1,485,481.13 -8,609.93
SALE 3/16/10 98074510 WOODWARD GOVERNOR CO. 3.88
41161 3/19/10 423626 ITG (CHANNEL) 10,000.00 30.510 100.00 304,996.12 6,177.91
SALE 3/22/10 98074510 WOODWARD GOVERNOR CO. 7.88
41161 3/25/10 423644 INSTINET (PORTAL) 20,000.00 30.999 140.00 619,822.12 22,185.69
SALE 3/23/10 98074510 WOODWARD GOVERNOR CO. 7.90
41161 3/26/10 423648 LABRANCHE/0TC 20,000.00 31.106 200.00 621,914.10 24,277.67
SALE 2/25/10 H8912P10 TYCO ELECTRONICS LTD 16.37
47547 3/02/10 423471 BLAYLOCK ROBERT VAN LLC 50,000.00 25.778 500.00 1,288,388.63 510,328.41
SALE 3/01/10 H8912P10 TYCO ELECTRONICS LTD 16.60
47547 3/04/10 423480 MERIDIAN EQUITY PARTNERS 50,000.00 26.126 500.00 1,305,788.40 527,728.18
SALE 3/05/10 H8912P10 TYCO ELECTRONICS LTD 16.37
47547 3/10/10 423500 BLAYLOCK ROBERT VAN LLC 50,000.00 25.773 500.00 1,288,153.63 510,093.41
SALE 3/12/10 H8912P10 TYCO ELECTRONICS LTD 16.84
47547 3/17/10 423618 BLAYLOCK ROBERT VAN LLC 50,000.00 26.516 500.00 1,325,288.16 547,227.94
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 133
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/16/10 H8912P10 TYCO ELECTRONICS LTD 10.16
47547 3/19/10 423626 WILLIAMS CAPITAL GROUP 30,000.00 26.653 300.00 799,267.84 332,431.71
SALE 3/24/10 H8912P10 TYCO ELECTRONICS LTD 7.15
47547 3/29/10 423654 WILLIAMS CAPITAL GROUP 20,000.00 28.125 200.00 562,290.85 251,066.76
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 15,618,000.00 4,764.31 374,824,536.69 54,228,674.86
218,632.65
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 15,618,000.00 4,764.31 374,824,536.69 54,228,674.86
218,632.65
END OF REPORT FOR: MULTI SECTOR COMMON A
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
LOGAN CIRCLE (5163) PAGE: 134
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 3/12/10 032177AD AMSTED INDSTRIES 8.1250 8.250
51161 3/17/10 288691 LOGAN CIRCLE 3/15/18 400,000.00 99.280 397,120.00
PUR 3/17/10 058498AP BALL CORP 6.7500 6.750
51220 3/22/10 288691 LOGAN CIRCLE 9/15/20 250,000.00 100.00 250,000.00
PUR 3/09/10 09747GAA BOISE PAPER HOLD 8.0000 8.250
51203 3/19/10 288691 LOGAN CIRCLE 4/01/20 250,000.00 98.311 245,777.50
PUR 3/09/10 09747GAA BOISE PAPER HOLD 8.0000 7.999
51203 3/19/10 288691 LOGAN CIRCLE 4/01/20 175,000.00 100.00 175,000.00
PUR 3/09/10 09747GAA BOISE PAPER HOLD 8.0000 7.981
51203 3/19/10 288691 LOGAN CIRCLE 4/01/20 125,000.00 100.12 125,156.25
PUR 3/09/10 09747GAA BOISE PAPER HOLD 8.0000 7.963
51203 3/19/10 288691 LOGAN CIRCLE 4/01/20 100,000.00 100.25 100,250.00
PUR 3/09/10 09747GAA BOISE PAPER HOLD 8.0000 7.963
51203 3/19/10 288691 LOGAN CIRCLE 4/01/20 100,000.00 100.25 100,250.00
PUR 3/09/10 09747GAA BOISE PAPER HOLD 8.0000 7.999
51203 3/19/10 288691 LOGAN CIRCLE 4/01/20 100,000.00 100.00 100,000.00
PUR 3/09/10 120111BJ BUILDING MATERIALS CORP 7.5000 7.625
51108 3/12/10 288691 LOGAN CIRCLE 3/15/20 170,000.00 99.135 168,529.50
PUR 3/02/10 120468AA BUMI CAPITAL PTE LTD 12.0000 11.023
51007 3/05/10 288691 LOGAN CIRCLE 11/10/16 115,000.00 104.50 120,175.00
PUR 2/25/10 153527AG CENTRAL GARDEN 8.2500 8.250
51021 3/08/10 288691 LOGAN CIRCLE 3/01/18 325,000.00 100.00 325,000.00
PUR 2/26/10 153527AG CENTRAL GARDEN 8.2500 8.034
51021 3/08/10 288691 LOGAN CIRCLE 3/01/18 30,000.00 101.25 30,375.00
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 135
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/10/10 171871AM CINC BELL INC 8.7500 9.000
51122 3/15/10 288691 LOGAN CIRCLE 3/15/18 405,000.00 98.596 399,313.80
PUR 3/11/10 319963AT FIRST DATA CORP 10.5500 14.900
50509 3/16/10 288691 LOGAN CIRCLE 9/24/15 50,000.00 84.000 42,000.00
PUR 3/31/10 319963AT FIRST DATA CORP 10.5500 10.542
50509 3/31/10 288691 LOGAN CIRCLE 9/24/15 43,519.00 100.00 43,519.00
PUR 3/10/10 345397VM FORD MOTOR CREDIT CO LLC 8.1250 7.864
51121 3/15/10 288691 LOGAN CIRCLE 1/15/20 260,000.00 101.75 264,550.00
PUR 3/02/10 404121AA HCA INC 7.2500 7.375
51075 3/10/10 288691 LOGAN CIRCLE 9/15/20 520,000.00 99.095 515,294.00
PUR 3/11/10 45928HAH INTL COAL GROUP 9.1250 9.250
51221 3/22/10 288691 LOGAN CIRCLE 4/01/18 160,000.00 99.298 158,876.80
PUR 3/11/10 45928HAH INTL COAL GROUP 9.1250 8.815
51221 3/22/10 288691 LOGAN CIRCLE 4/01/18 160,000.00 101.75 162,800.00
PUR 3/17/10 459745FV INTL LEASE FIN 8.6250 8.998
51222 3/22/10 288691 LOGAN CIRCLE 9/15/15 500,000.00 98.409 492,045.00
PUR 3/05/10 466313AE JABIL CIRCUIT 7.7500 6.813
51074 3/10/10 288691 LOGAN CIRCLE 7/15/16 400,000.00 104.75 419,000.00
PUR 3/12/10 485161AF KANSAS CITY SOUTHERN MEX 12.5000 9.055
49650 3/17/10 288691 LOGAN CIRCLE 4/01/16 340,000.00 115.75 393,550.00
PUR 3/08/10 517834AB LAS VEGAS SANDS CORP 6.3750 8.455
42338 3/11/10 288691 LOGAN CIRCLE 2/15/15 175,000.00 91.750 160,562.50
PUR 3/10/10 55263BAA MBNA CAPITAL A 8.2780 8.445
51120 3/15/10 288691 LOGAN CIRCLE 12/01/26 375,000.00 98.500 369,375.00
PUR 3/09/10 552953BP MGM MIRAGE 9.0000 8.696
51137 3/16/10 288691 LOGAN CIRCLE 3/15/20 150,000.00 102.00 153,000.00
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 136
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/09/10 552953BP MGM MIRAGE 9.0000 9.000
51137 3/16/10 288691 LOGAN CIRCLE 3/15/20 100,000.00 100.00 100,000.00
PUR 3/23/10 573334AA MRTN MDSTRM PRTNER & FIN 8.8750 8.786
51289 3/26/10 288691 LOGAN CIRCLE 4/01/18 40,000.00 100.50 40,200.00
PUR 3/23/10 573334AA MRTN MDSTRM PRTNER & FIN 8.8750 9.126
51289 3/26/10 288691 LOGAN CIRCLE 4/01/18 160,000.00 98.594 157,750.40
PUR 3/23/10 573334AA MRTN MDSTRM PRTNER & FIN 8.8750 8.699
51289 3/26/10 288691 LOGAN CIRCLE 4/01/18 160,000.00 101.00 161,600.00
PUR 2/24/10 58445MAK MEDIACOM LLC/CAPTL CORP 9.1250 9.124
50927 3/01/10 288691 LOGAN CIRCLE 8/15/19 475,000.00 100.00 475,000.00
PUR 3/04/10 58445MAK MEDIACOM LLC/CAPTL CORP 9.1250 8.729
50927 3/09/10 288691 LOGAN CIRCLE 8/15/19 175,000.00 102.50 179,375.00
PUR 3/25/10 656533AB NORSKE SKOGIND 6.1250 15.618
42093 3/30/10 288691 LOGAN CIRCLE 10/15/15 125,000.00 65.625 82,031.25
PUR 2/26/10 688225AC OSHKOSH CORP 8.5000 8.500
50957 3/03/10 288691 LOGAN CIRCLE 3/01/20 245,000.00 100.00 245,000.00
PUR 3/24/10 690368AH OVERSEAS SHIPHLD 8.1250 8.375
51310 3/29/10 288692 LOGAN CIRCLE 3/30/18 225,000.00 98.563 221,766.75
PUR 3/02/10 69368KAA PT ADARO INDONESIA 7.6250 7.586
48962 3/05/10 288691 LOGAN CIRCLE 10/22/19 280,000.00 100.25 280,700.00
PUR 3/11/10 74112BAD PRESTIGE BRANDS 8.2500 7.971
51252 3/24/10 288691 LOGAN CIRCLE 4/01/18 400,000.00 101.62 406,500.00
PUR 3/12/10 750829AA RAINBOW NATL SVCS 8.7500 7.836
50775 3/17/10 288691 LOGAN CIRCLE 9/01/12 450,000.00 102.00 459,000.00
PUR 3/29/10 750829AA RAINBOW NATL SVCS 8.7500 7.936
50775 3/30/10 288691 LOGAN CIRCLE 9/01/12 75,000.00 101.75 76,312.50
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 137
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/11/10 858119AQ STEEL DYNAMICS 7.6250 7.625
51162 3/17/10 288691 LOGAN CIRCLE 3/15/20 225,000.00 100.00 225,000.00
PUR 3/04/10 867363AN SUNGARD DATE SYSTEMS INC 10.6250 8.364
51067 3/09/10 288691 LOGAN CIRCLE 5/15/15 500,000.00 109.33 546,650.00
PUR 3/11/10 87264MAE TRW AUTOMOTIVE INC 8.8750 8.336
49793 3/16/10 288691 LOGAN CIRCLE 12/01/17 125,000.00 103.00 128,750.00
PUR 3/04/10 87311XAA TW TELECOM HLDS 8.0000 8.123
51163 3/17/10 288691 LOGAN CIRCLE 3/01/18 405,000.00 99.284 402,100.20
PUR 3/22/10 983055AA WYLE SERVICES CORP 10.5000 10.750
51290 3/26/10 288691 LOGAN CIRCLE 4/01/18 235,000.00 98.675 231,886.25
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 10,078,519.00 10,131,141.70
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 10,078,519.00 10,131,141.70
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 3/05/10 05508RAD B G FOODS INC 7.6300 7.754
50567 3/10/10 288691 LOGAN CIRCLE 1/15/18 150,000.00 101.75 152,625.00 3,723.39
SALE 3/18/10 058498AP BALL CORP 6.7500 6.750
51220 3/23/10 288691 LOGAN CIRCLE 9/15/20 100,000.00 101.75 101,750.00 1,750.00
SALE 3/18/10 058498AP BALL CORP 6.7500 6.750
51220 3/23/10 288691 LOGAN CIRCLE 9/15/20 150,000.00 101.37 152,062.50 2,062.50
SALE 3/08/10 090613AD BIOMET INC 10.3750 9.723
48562 3/11/10 288691 LOGAN CIRCLE 10/15/17 450,000.00 110.25 496,125.00 30,696.98
SALE 3/08/10 12502CAS CCH II LLC/CCH II CAPITA 13.5000 9.543
49905 3/10/10 288691 LOGAN CIRCLE 11/30/16 51,001.00 120.00 61,201.20 389.55
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 138
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/09/10 12502CAS CCH II LLC/CCH II CAPITA 13.5000 9.543
49905 3/12/10 288691 LOGAN CIRCLE 11/30/16 300,000.00 120.12 360,375.00 2,700.32
SALE 3/09/10 12543DAF COMMUNITY HEALTH SYS 8.8750 8.058
50917 3/12/10 288691 LOGAN CIRCLE 7/15/15 500,000.00 104.00 520,000.00 2,642.91
SALE 3/11/10 14888TAC CATALYST PAPER C 11.0000 26.379
51071 3/16/10 288691 LOGAN CIRCLE 12/15/16 85,000.00 101.25 86,062.50 41,379.55
SALE 3/11/10 14888TAC CATALYST PAPER C 11.0000 26.379
51071 3/16/10 288691 LOGAN CIRCLE 12/15/16 34,000.00 101.00 34,340.00 16,466.82
SALE 3/16/10 14888TAC CATALYST PAPER C 11.0000 26.379
51071 3/19/10 288691 LOGAN CIRCLE 12/15/16 255,000.00 100.75 256,912.50 122,805.67
SALE 3/03/10 14987BAA CC HOLDINGS GS V LLC/CRO 7.7500 8.098
47695 3/08/10 288691 LOGAN CIRCLE 5/01/17 250,000.00 109.00 272,500.00 27,190.80
SALE 3/10/10 210805CV CONTINENTAL AIRLS PA 7.5660 9.897
47722 3/15/10 288691 LOGAN CIRCLE 9/15/21 33,639.64 100.00 33,639.64 5,844.89
SALE 3/12/10 319963AT FIRST DATA CORP 10.5500 13.673
50509 3/17/10 288691 LOGAN CIRCLE 9/24/15 75,000.00 85.750 64,312.50 -1,806.87
SALE 3/10/10 345397VA FORD MOTOR CREDIT CO LLC 9.8750 18.100
42159 3/15/10 288691 LOGAN CIRCLE 8/10/11 650,000.00 105.75 687,375.00 101,323.56
SALE 3/09/10 345397VK FORD MOTOR CREDIT CO 7.5000 10.873
48007 3/12/10 288691 LOGAN CIRCLE 8/01/12 70,000.00 102.50 71,750.00 6,609.85
SALE 3/15/10 38869PAF GRAPHIC PACKAGING INTL 9.5000 8.398
49926 3/18/10 288691 LOGAN CIRCLE 6/15/17 150,000.00 106.75 160,125.00 1,324.61
SALE 3/17/10 38869PAF GRAPHIC PACKAGING INTL 9.5000 8.398
49926 3/22/10 288691 LOGAN CIRCLE 6/15/17 75,000.00 106.88 80,160.00 764.68
SALE 3/12/10 422248AA HEALTH NET INC 6.3750 10.055
44821 3/17/10 288691 LOGAN CIRCLE 6/01/17 260,000.00 93.000 241,800.00 30,074.21
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 139
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/17/10 45974VA2 INTL LEASE FINANCE CORP 5.7500 13.951
44488 3/22/10 288691 LOGAN CIRCLE 6/15/11 750,000.00 99.500 746,250.00 63,845.66
SALE 3/05/10 466313AD JABIL CIRCUIT INC 8.2500 7.175
50773 3/10/10 288691 LOGAN CIRCLE 3/15/18 500,000.00 107.50 537,500.00 5,187.99
SALE 3/09/10 552953BP MGM MIRAGE 9.0000 8.816
51137 3/16/10 288691 LOGAN CIRCLE 3/15/20 150,000.00 102.37 153,562.50 1,762.50
SALE 3/09/10 552953BP MGM MIRAGE 9.0000 8.816
51137 3/16/10 288691 LOGAN CIRCLE 3/15/20 100,000.00 102.25 102,250.00 1,050.00
SALE 2/24/10 58446VAE MEDIACOM BROADBD LLC 8.5000 8.578
50691 3/01/10 288691 LOGAN CIRCLE 10/15/15 475,000.00 100.00 475,000.00 1,694.45
SALE 3/04/10 58446VAE MEDIACOM BROADBD LLC 8.5000 8.578
50691 3/09/10 288691 LOGAN CIRCLE 10/15/15 175,000.00 102.00 178,500.00 4,118.57
SALE 3/17/10 640204AG NEIMAN MARCUS GROUP 9.0000 22.972
44296 3/22/10 288691 LOGAN CIRCLE 10/15/15 105,000.00 102.25 107,362.50 47,809.28
SALE 3/17/10 640204AG NEIMAN MARCUS GROUP 9.0000 22.972
44296 3/22/10 288691 LOGAN CIRCLE 10/15/15 105,000.00 102.25 107,362.50 47,809.28
SALE 3/25/10 690368AH OVERSEAS SHIPHLD 8.1250 8.375
51310 3/30/10 288691 LOGAN CIRCLE 3/30/18 225,000.00 99.375 223,593.75 1,965.16
SALE 3/04/10 69368KAA PT ADARO INDONESIA 7.6250 7.654
48962 3/09/10 288691 LOGAN CIRCLE 10/22/19 100,000.00 101.00 101,000.00 1,206.95
SALE 3/11/10 69368KAA PT ADARO INDONESIA 7.6250 7.654
48962 3/16/10 288691 LOGAN CIRCLE 10/22/19 380,000.00 103.37 392,825.00 13,604.46
SALE 3/17/10 72347QAD PINNACLE FOODS FINANCE 10.6250 13.591
42096 3/22/10 288691 LOGAN CIRCLE 4/01/17 250,000.00 106.00 265,000.00 47,915.94
SALE 3/24/10 72347QAE PINNACLE FOODS FINACE L 9.2500 9.244
50214 3/29/10 288691 LOGAN CIRCLE 4/01/15 500,000.00 103.12 515,625.00 15,625.00
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 140
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/11/10 74913GAW QWEST CORP 8.3750 8.628
50170 3/16/10 288691 LOGAN CIRCLE 5/01/16 800,000.00 112.37 899,000.00 108,590.18
SALE 3/09/10 750829AB RAINBOW NATIONAL SERVICES 10.3750 9.519
43046 3/12/10 288691 LOGAN CIRCLE 9/01/14 170,000.00 105.50 179,350.00 4,164.86
SALE 3/17/10 832248AS SMITHFIELD FOODS INC 10.0000 9.377
47628 3/22/10 288691 LOGAN CIRCLE 7/15/14 250,000.00 111.25 278,125.00 22,769.71
SALE 3/24/10 832248AS SMITHFIELD FOODS INC 10.0000 9.377
47628 3/29/10 288691 LOGAN CIRCLE 7/15/14 525,000.00 112.24 589,260.00 53,060.92
SALE 3/11/10 858119AN STEEL DYNAMICS INC 7.7500 9.653
50278 3/16/10 288691 LOGAN CIRCLE 4/15/16 420,000.00 102.50 430,500.00 46,675.55
SALE 3/04/10 867363AL SUNGARD DATA SYS IN 10.2500 9.055
50532 3/09/10 288691 LOGAN CIRCLE 8/15/15 480,000.00 105.07 504,336.00 195.07
SALE 3/16/10 88732AAD TIME WARNER TELECOM 9.2500 8.972
42313 3/17/10 288691 LOGAN CIRCLE 2/15/14 775,000.00 103.45 801,737.50 19,861.34
SALE 3/26/10 95081QAH WESCO DISTR INC 7.5000 11.216
47949 3/31/10 288691 LOGAN CIRCLE 10/15/17 110,000.00 97.500 107,250.00 17,723.76
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 10,983,640.64 11,528,505.59 922,580.05
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 10,983,640.64 11,528,505.59 922,580.05
END OF REPORT FOR: LOGAN CIRCLE
S T A T E O F N E W J E R S E Y 5164
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
POST ADVISORY (5164) PAGE: 141
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 3/09/10 00430XAC ACCELLENT INC 8.3750 8.132
50655 3/12/10 288692 POST ADVISORY 2/01/17 650,000.00 101.25 658,125.00
PUR 3/12/10 030096AG AMERICAN STORES CO 7.9000 9.106
51158 3/17/10 288692 POST ADVISORY 5/01/17 875,000.00 93.765 820,443.75
PUR 3/09/10 037933AF APRIA HEALTHCARE GROUP 12.3750 9.802
48100 3/12/10 288692 POST ADVISORY 11/01/14 200,000.00 109.37 218,750.00
PUR 3/05/10 053773AK AVIS BUDGET CAR 9.6250 9.875
51077 3/10/10 288692 POST ADVISORY 3/15/18 875,000.00 98.634 863,047.50
PUR 2/25/10 125581FW CIT GROUP INC 7.0000 9.748
50942 3/02/10 288692 POST ADVISORY 5/01/16 750,000.00 87.375 655,312.50
PUR 3/19/10 125581FW CIT GROUP INC 7.0000 8.787
50942 3/24/10 288692 POST ADVISORY 5/01/16 1,000,000.00 91.625 916,250.00
PUR 3/04/10 148867AA CATALINA MARKETING CORP 11.2500 9.920
50883 3/09/10 288692 POST ADVISORY 10/01/15 750,000.00 105.62 792,187.50
PUR 3/12/10 15135BAB CENTENE CORP DEL 7.2500 7.537
51159 3/17/10 288692 POST ADVISORY 4/01/14 750,000.00 99.013 742,593.75
PUR 3/12/10 18451QAA CLEAR CHANNEL WORLDWIDE 9.2500 8.548
50220 3/17/10 288692 POST ADVISORY 12/15/17 225,000.00 103.89 233,763.75
PUR 3/12/10 18451QAB CLEAR CHANNEL WORLDWIDE 9.2500 8.504
50212 3/17/10 288692 POST ADVISORY 12/15/17 100,000.00 104.14 104,145.00
PUR 3/16/10 204780AC COMPUCOM SYSTEMS 12.5000 10.986
46466 3/19/10 288692 POST ADVISORY 10/01/15 275,000.00 106.14 291,898.75
PUR 3/16/10 2538WAC DIGICEL GROUP LTD 10.5000 10.497
51227 3/22/10 288692 POST ADVISORY 4/15/18 1,500,000.00 100.00 1,500,000.00
S T A T E O F N E W J E R S E Y 5164
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
POST ADVISORY (5164) -Cont. PAGE: 142
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/12/10 283831AJ EL POLLO LOCO INC 11.7500 9.793
50544 3/17/10 288692 POST ADVISORY 12/01/12 375,000.00 104.52 391,950.00
PUR 3/09/10 345397VL FORD MOTOR CRED L P 8.7000 7.258
49670 3/12/10 288692 POST ADVISORY 10/01/14 300,000.00 105.50 316,500.00
PUR 3/19/10 368682AH GENCORP INC 9.5000 8.671
49829 3/24/10 288692 POST ADVISORY 8/15/13 800,000.00 102.37 819,000.00
PUR 3/11/10 37250WAA GEOEYE INC 9.6250 8.811
48827 3/16/10 288692 POST ADVISORY 10/01/15 450,000.00 103.50 465,750.00
PUR 3/02/10 458207AC INTELSAT JACKSON HLDG 11.5000 9.914
51004 3/05/10 288692 POST ADVISORY 6/15/16 1,375,000.00 107.25 1,474,687.50
PUR 3/09/10 552953BP MGM MIRAGE 9.0000 8.622
51143 3/16/10 288692 POST ADVISORY 3/15/20 125,000.00 102.50 128,125.00
PUR 3/09/10 552953BP MGM MIRAGE 9.0000 9.000
51143 3/16/10 288692 POST ADVISORY 3/15/20 1,000,000.00 100.00 1,000,000.00
PUR 3/23/10 573334AA MRTN MDSTRM PRTNER & FIN 8.8750 9.126
51291 3/26/10 288692 POST ADVISORY 4/01/18 475,000.00 98.594 468,321.50
PUR 2/26/10 654679AA NISKA GAS STORAGE US/CAN 8.8750 8.874
51003 3/05/10 288692 POST ADVISORY 3/15/18 875,000.00 100.00 875,000.00
PUR 3/22/10 654679AA NISKA GAS STORAGE US/CAN 8.8750 8.567
51003 3/25/10 288692 POST ADVISORY 3/15/18 275,000.00 101.75 279,812.50
PUR 3/11/10 701081AS PARKER DRILLING CO 9.1250 9.124
51228 3/22/10 288692 POST ADVISORY 4/01/18 475,000.00 100.00 475,000.00
PUR 3/12/10 71742QAN PHIBRO ANIMAL HEALTH COR 10.0000 8.264
49861 3/17/10 288692 POST ADVISORY 8/01/13 400,000.00 105.00 420,000.00
PUR 3/12/10 81760NAE SERVICEMASTER COMPANY 10.7500 9.609
48871 3/17/10 288692 POST ADVISORY 7/15/15 200,000.00 104.64 209,290.00
S T A T E O F N E W J E R S E Y 5164
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
POST ADVISORY (5164) -Cont. PAGE: 143
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/12/10 82967NAD SIRIUS XM RADIO 8.7500 8.748
51160 3/17/10 288692 POST ADVISORY 4/01/15 200,000.00 100.00 200,000.00
PUR 3/17/10 835834AA SORENSON COMMUNICATIONS 10.5000 11.733
51229 3/22/10 288692 POST ADVISORY 2/01/15 1,125,000.00 95.500 1,074,375.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 16,400,000.00 16,394,329.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 16,400,000.00 16,394,329.00
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 2/25/10 12557VAC CIT GROUP INC 10.2500 9.587
50127 3/02/10 288692 POST ADVISORY 5/01/15 750,000.00 102.50 768,750.00 -1,259.27
SALE 3/19/10 125581FX CIT GROUP INC 7.0000 10.101
50011 3/24/10 288692 POST ADVISORY 5/01/17 1,725,000.00 91.375 1,576,218.75 120,159.84
SALE 3/11/10 15671BAD CENVE0 CORP 8.8750 8.999
50718 3/16/10 288692 POST ADVISORY 2/01/18 125,000.00 100.75 125,937.50 1,822.82
SALE 3/15/10 15671BAD CENVE0 CORP 8.8750 8.999
50718 3/18/10 288692 POST ADVISORY 2/01/18 225,000.00 100.75 226,687.50 3,281.51
SALE 3/05/10 25380QAB DIGICEL GROUP LTD 12.0000 12.304
46693 3/10/10 288692 POST ADVISORY 4/01/14 225,000.00 112.12 252,281.25 29,459.19
SALE 3/12/10 25380QAB DIGICEL GROUP LTD 12.0000 12.304
46693 3/17/10 288692 POST ADVISORY 4/01/14 750,000.00 111.98 839,906.25 97,097.19
SALE 3/05/10 25380QAD DIGICEL GROUP LTD 8.2500 8.843
50741 3/10/10 288692 POST ADVISORY 9/01/17 525,000.00 95.000 498,750.00 -9,457.81
SALE 3/12/10 284138AD ELAN FIN PLC/ELAN FIN CP 4.4400 7.148
48961 3/17/10 288692 POST ADVISORY 11/15/11 2,425,000.00 97.500 2,364,375.00 48,478.69
S T A T E O F N E W J E R S E Y 5164
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
POST ADVISORY (5164) -Cont. PAGE: 144
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/09/10 345397VD FORD MOTOR CREDIT 3.2600 9.994
47996 3/12/10 288692 POST ADVISORY 1/13/12 300,000.00 95.000 285,000.00 19,850.35
SALE 2/25/10 35638PAA FREEDOM GROUP INC 10.2500 10.750
47907 3/02/10 288692 POST ADVISORY 8/01/15 200,000.00 105.00 210,000.00 14,063.99
SALE 3/03/10 35638PAA FREEDOM GROUP INC 10.2500 10.750
47907 3/08/10 288692 POST ADVISORY 8/01/15 375,000.00 105.25 394,687.50 27,300.62
SALE 3/05/10 35638PAC FREEDOM GROUP INC 10.2500 8.883
49227 3/10/10 288692 POST ADVISORY 8/01/15 175,000.00 105.50 184,625.00 -419.71
SALE 3/02/10 45822EAJ INTELSAT SUBSIDIARY HLDG 8.8750 9.187
47602 3/05/10 288692 POST ADVISORY 1/15/15 2,375,000.00 103.00 2,446,250.00 100,218.40
SALE 3/09/10 552953BP MGM MIRAGE 9.0000 8.957
51143 3/16/10 288692 POST ADVISORY 3/15/20 100,000.00 101.50 101,500.00 1,222.22
SALE 3/10/10 552953BP MGM MIRAGE 9.0000 8.957
51143 3/16/10 288692 POST ADVISORY 3/15/20 775,000.00 102.75 796,312.50 19,159.72
SALE 3/23/10 573334AA MRTN MDSTRM PRTNER & FIN 8.8750 9.126
51291 3/26/10 288692 POST ADVISORY 4/01/18 475,000.00 100.25 476,187.50 7,866.00
SALE 3/19/10 62704PAA MURRAY ENERGY 10.2500 10.405
49228 3/24/10 288692 POST ADVISORY 10/15/15 350,000.00 103.00 360,500.00 12,800.09
SALE 3/03/10 74819RAK QUEBECOR MEDIA 7.7500 9.141
42143 3/08/10 288692 POST ADVISORY 3/15/16 2,000,000.00 101.00 2,020,000.00 146,699.29
SALE 3/04/10 74819RAK QUEBECOR MEDIA 7.7500 9.141
42143 3/09/10 288692 POST ADVISORY 3/15/16 1,250,000.00 100.75 1,259,375.00 88,528.87
SALE 3/10/10 89421EAA TRAVELPORT LLC 4.9856 8.537
48950 3/15/10 288692 POST ADVISORY 9/01/14 1,350,000.00 96.750 1,306,125.00 138,395.62
SALE 3/09/10 911365AU UNITED RENTALS NORTH AM 9.2500 9.501
49710 3/12/10 288692 POST ADVISORY 12/15/19 600,000.00 100.75 604,500.00 14,096.68
S T A T E O F N E W J E R S E Y 5164
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
POST ADVISORY (5164) -Cont. PAGE: 145
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/19/10 92203PAD VANGUARD HEALTH 8.0000 8.250
50656 3/24/10 288692 POST ADVISORY 2/01/18 150,000.00 96.500 144,750.00 -3,088.30
SALE 3/19/10 92203PAD VANGUARD HEALTH 8.0000 8.250
50656 3/24/10 288692 POST ADVISORY 2/01/18 325,000.00 97.500 316,875.00 -3,441.31
SALE 3/23/10 92203PAD VANGUARD HEALTH 8.0000 8.250
50656 3/26/10 288692 POST ADVISORY 2/01/18 200,000.00 98.000 196,000.00 -1,118.45
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 17,750,000.00 17,755,593.75 871,716.24
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 17,750,000.00 17,755,593.75 871,716.24
END OF REPORT FOR: POST ADVISORY
S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
PIMCO (5166) PAGE: 146
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 3/12/10 032177AD AMSTED INDSTRIES 8.1250 8.250
51165 3/17/10 288693 PIMCO 3/15/18 100,000.00 99.280 99,280.00
PUR 2/26/10 043353AJ ARVINMERITOR INC 10.6300 11.005
50956 3/03/10 288693 PIMCO 3/15/18 500,000.00 98.024 490,120.00
PUR 3/17/10 058498AP BALL CORP 6.7500 6.750
51230 3/22/10 288693 PIMCO 9/15/20 200,000.00 100.00 200,000.00
PUR 3/03/10 085791AD BERRY PLASTIC 8.8750 9.568
45765 3/08/10 288693 PIMCO 9/15/14 1,000,000.00 97.500 975,000.00
PUR 3/09/10 120111BJ BUILDING MATERIALS CORP 7.5000 7.625
51103 3/12/10 288693 PIMCO 3/15/20 125,000.00 99.135 123,918.75
PUR 3/03/10 25380QAD DIGICEL GROUP LTD 8.2500 9.188
51378 3/08/10 288693 PIMCO 9/01/17 400,000.00 95.000 380,000.00
PUR 3/15/10 25380QAD DIGICEL GROUP LTD 8.2500 8.997
51378 3/18/10 288693 PIMCO 9/01/17 100,000.00 96.000 96,000.00
PUR 2/26/10 29444UAJ EQUINIX INC 8.1250 8.125
50955 3/03/10 288693 PIMCO 3/01/18 350,000.00 100.00 350,000.00
PUR 3/10/10 36186RAA GMAC INC 8.0000 8.250
51123 3/15/10 288693 PIMCO 3/15/20 500,000.00 98.320 491,600.00
PUR 3/02/10 404121AA HCA INC 7.2500 7.375
51078 3/10/10 288693 PIMCO 9/15/20 400,000.00 99.095 396,380.00
PUR 3/12/10 44701QAT HUNTSMAN INTERNATIONAL L 8.6250 8.437
51167 3/17/10 288693 PIMCO 3/15/20 52,000.00 101.25 52,650.00
PUR 3/12/10 44701QAT HUNTSMAN INTERNATIONAL L 8.6250 8.625
51167 3/17/10 288693 PIMCO 3/15/20 448,000.00 100.00 448,000.00
S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
PIMCO (5166) -Cont. PAGE: 147
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/10/10 458204AJ INTELSAT BERMUDA 11.5000 11.124
51124 3/15/10 288693 PIMCO 2/04/17 250,000.00 101.75 254,375.00
PUR 3/17/10 459745FV INTL LEASE FIN 8.6250 8.998
51233 3/22/10 288693 PIMCO 9/15/15 175,000.00 98.409 172,215.75
PUR 3/17/10 459745FX INTL LEASE FIANANCE CORP 8.7500 9.249
51234 3/22/10 288693 PIMCO 3/15/17 625,000.00 97.474 609,212.50
PUR 3/15/10 471109AB JARDEN CORP 7.5000 7.270
51194 3/18/10 288693 PIMCO 5/01/17 1,000,000.00 101.25 1,012,500.00
PUR 3/09/10 552953BP MGM MIRAGE 9.0000 8.659
51141 3/16/10 288693 PIMCO 3/15/20 50,000.00 102.25 51,125.00
PUR 2/26/10 688225AA OSHKOSH CORP 8.2500 8.250
50954 3/03/10 288693 PIMCO 3/01/17 75,000.00 100.00 75,000.00
PUR 2/26/10 688225AC OSHKOSH CORP 8.5000 8.500
50953 3/03/10 288693 PIMCO 3/01/20 75,000.00 100.00 75,000.00
PUR 3/24/10 726505AJ PLAINS EXPLORATION 7.6250 7.625
51309 3/29/10 288693 PIMCO 4/01/20 375,000.00 100.00 375,000.00
PUR 3/25/10 726505AJ PLAINS EXPLORATION 7.6250 7.625
51309 3/30/10 288693 PIMCO 4/01/20 50,000.00 100.00 50,000.00
PUR 3/17/10 747262AC QVC INC 7.1250 7.124
51245 3/23/10 288693 PIMCO 4/15/17 75,000.00 100.00 75,000.00
PUR 3/17/10 747262AE QVC INC 7.3750 7.374
51244 3/23/10 288693 PIMCO 10/15/20 75,000.00 100.00 75,000.00
PUR 3/17/10 78442FEJ SLM CORP 8.0000 8.250
51232 3/22/10 288693 PIMCO 3/25/20 475,000.00 98.318 467,010.50
PUR 3/02/10 834376AL SOLUTIA INC 7.8750 7.948
51061 3/09/10 288693 PIMCO 3/15/20 200,000.00 99.500 199,000.00
S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
PIMCO (5166) -Cont. PAGE: 148
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/05/10 834376AL SOLUTIA INC 7.8750 7.766
51061 3/10/10 288693 PIMCO 3/15/20 50,000.00 100.75 50,375.00
PUR 3/11/10 858119AQ STEEL DYNAMICS 7.6250 7.625
51170 3/17/10 288693 PIMCO 3/15/20 50,000.00 100.00 50,000.00
PUR 3/10/10 864486AC SUBURBAN PROPANE 7.3750 7.499
51246 3/23/10 288693 PIMCO 3/15/20 100,000.00 99.136 99,136.00
PUR 3/04/10 87311XAA TW TELECOM HLDS 8.0000 8.123
51168 3/17/10 288693 PIMCO 3/01/18 150,000.00 99.284 148,926.00
PUR 2/19/10 89469AAA TREEHOUSE FOODS 7.7500 7.249
50943 3/02/10 288693 PIMCO 3/01/18 50,000.00 103.00 51,500.00
PUR 2/19/10 89469AAA TREEHOUSE FOODS 7.7500 7.750
50943 3/02/10 288693 PIMCO 3/01/18 100,000.00 100.00 100,000.00
PUR 2/22/10 89469AAA TREEHOUSE FOODS 7.7500 7.167
50943 3/02/10 288693 PIMCO 3/01/18 25,000.00 103.50 25,875.00
PUR 2/22/10 89469AAA TREEHOUSE FOODS 7.7500 7.208
50943 3/02/10 288693 PIMCO 3/01/18 25,000.00 103.25 25,812.50
PUR 2/24/10 89469AAA TREEHOUSE FOODS 7.7500 7.208
50943 3/02/10 288693 PIMCO 3/01/18 50,000.00 103.25 51,625.00
PUR 3/02/10 90320LAC UPC HOLDING BV 9.8750 9.097
51005 3/05/10 288693 PIMCO 4/15/18 1,000,000.00 104.37 1,043,750.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 9,275,000.00 9,240,387.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 9,275,000.00 9,240,387.00
S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
PIMCO (5166) -Cont. PAGE: 149
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 2/28/10 00103XAC AES IRONWOOD LLC 8.8570 11.099
46322 3/03/10 288693 PIMCO 11/30/25 814.91 100.00 814.91 135.87
SALE 2/28/10 00103YAE AES RED OAK LLC 8.5400 9.249
48409 3/04/10 288693 PIMCO 11/30/19 1,409.60 100.00 1,409.60 64.68
SALE 3/04/10 06739GAE BARCLAYS BANK 6.0500 7.016
42671 3/09/10 288693 PIMCO 12/04/17 300,000.00 102.94 308,844.00 25,960.31
SALE 3/04/10 226566AC CRICKET COMMUNICATIONS 9.3750 11.974
43577 3/09/10 288693 PIMCO 11/01/14 420,000.00 101.00 424,200.00 42,361.47
SALE 3/04/10 36962G4B GENERAL ELEC CAP CRP 6.8750 6.997
44308 3/09/10 288693 PIMCO 1/10/39 500,000.00 104.85 524,290.00 31,870.86
SALE 3/02/10 49455WAD KINDER MORGAN 5.7000 7.514
42246 3/05/10 288693 PIMCO 1/05/16 1,350,000.00 98.250 1,326,375.00 90,494.50
SALE 3/04/10 59018YN6 MERRILL LYNCH 6.8750 7.991
42681 3/09/10 288693 PIMCO 4/25/18 380,000.00 106.18 403,514.40 48,560.15
SALE 2/24/10 80281YAA SANTANDER PERPETUAL 6.6710 7.089
42685 3/02/10 288693 PIMCO 10/29/49 300,000.00 100.50 301,500.00 18,118.57
SALE 3/02/10 81180RAD SEAGATE TECHNOLOGY 6.3750 7.118
42110 3/05/10 288693 PIMCO 10/01/11 100,000.00 103.12 103,125.00 4,218.25
SALE 3/02/10 872402AK TFM SA DE CV 9.3750 7.900
42524 3/05/10 288693 PIMCO 5/01/12 126,000.00 102.50 129,150.00 -443.11
SALE 3/03/10 92531XAC VERSO PAPER H 9.1250 10.506
45884 3/08/10 288693 PIMCO 8/01/14 75,000.00 97.500 73,125.00 1,714.26
SALE 3/09/10 92531XAC VERSO PAPER H 9.1250 10.506
45884 3/12/10 288693 PIMCO 8/01/14 70,000.00 97.000 67,900.00 1,244.33
S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
PIMCO (5166) -Cont. PAGE: 150
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/17/10 92531XAC VERSO PAPER H 9.1250 10.506
45884 3/22/10 288693 PIMCO 8/01/14 100,000.00 97.000 97,000.00 1,756.89
SALE 3/17/10 92531XAC VERSO PAPER H 9.1250 10.506
45884 3/22/10 288693 PIMCO 8/01/14 135,000.00 97.000 130,950.00 2,371.80
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 3,858,224.51 3,892,197.91 268,428.83
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 2/24/10 02687411 AMERICAN INTL GROUP
48207 3/01/10 288693 PIMCO 250.00 10.187 2,546.76 515.66
SALE 2/25/10 02687411 AMERICAN INTL GROUP
48207 3/02/10 288693 PIMCO 200.00 10.095 2,019.07 394.19
SALE 3/01/10 02687411 AMERICAN INTL GROUP
48207 3/04/10 288693 PIMCO 48,500.00 10.255 497,361.16 103,327.76
SALE 3/04/10 02687411 AMERICAN INTL GROUP
48207 3/09/10 288693 PIMCO 12,550.00 10.325 129,577.10 27,615.88
SALE 2/25/10 25212W10 DEX ONE CORP
50760 3/02/10 288693 PIMCO 60.00 29.970 1,798.18 374.55
SALE 2/25/10 25212W10 DEX ONE CORP
50760 3/02/10 288693 PIMCO 5,239.00 29.800 156,120.21 31,813.59
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 5,299.00 29.802 157,918.39 32,188.14
SALE 3/04/10 25212W10 DEX ONE CORP
50760 3/09/10 288693 PIMCO 799.00 30.885 24,677.28 5,719.27
SALE 3/04/10 25212W10 DEX ONE CORP
50760 3/09/10 288693 PIMCO 1,745.00 30.720 53,605.71 12,201.81
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,544.00 30.772 78,282.99 17,921.08
S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
PIMCO (5166) -Cont. PAGE: 151
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/05/10 25212W10 DEX ONE CORP
50760 3/10/10 288693 PIMCO 174.00 30.720 5,345.21 1,216.68
SALE 3/08/10 25212W10 DEX ONE CORP
50760 3/11/10 288693 PIMCO 2,792.00 29.970 83,675.17 17,428.93
SALE 3/18/10 25212W10 DEX ONE CORP
50760 3/23/10 288693 PIMCO 70.00 26.970 1,887.87 226.97
SALE 3/22/10 25212W10 DEX ONE CORP
50760 3/25/10 288693 PIMCO 1,367.00 26.470 36,184.02 3,748.99
SALE 3/22/10 25212W10 DEX ONE CORP
50760 3/25/10 288693 PIMCO 5,519.00 26.470 146,086.07 15,135.84
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 6,886.00 26.470 182,270.09 18,884.83
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 79,265.00 1,140,883.81 219,720.12
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 3,937,489.51 5,033,081.72 488,148.95
END OF REPORT FOR: PIMCO
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
NOMURA (5167) PAGE: 152
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 3/01/10 026874BS AMERICAN INTL GROUP 8.2500 11.178
48267 3/04/10 288694 NOMURA 5/15+58 75,000.00 73.250 54,937.50
PUR 3/01/10 026874BS AMERICAN INTL GROUP 8.2500 11.216
48267 3/04/10 288694 NOMURA 5/15+58 75,000.00 73.000 54,750.00
PUR 3/01/10 026874BS AMERICAN INTL GROUP 8.2500 11.255
48267 3/04/10 288694 NOMURA 5/15+58 75,000.00 72.750 54,562.50
PUR 3/01/10 026874BS AMERICAN INTL GROUP 8.2500 11.293
48267 3/04/10 288694 NOMURA 5/15+58 125,000.00 72.500 90,625.00
PUR 3/01/10 026874BS AMERICAN INTL GROUP 8.2500 11.178
48267 3/04/10 288694 NOMURA 5/15+58 75,000.00 73.250 54,937.50
PUR 3/01/10 026874BS AMERICAN INTL GROUP 8.2500 11.216
48267 3/04/10 288694 NOMURA 5/15+58 75,000.00 73.000 54,750.00
PUR 3/01/10 026874BS AMERICAN INTL GROUP 8.2500 11.255
48267 3/04/10 288694 NOMURA 5/15+58 75,000.00 72.750 54,562.50
PUR 3/01/10 026874BS AMERICAN INTL GROUP 8.2500 11.293
48267 3/04/10 288694 NOMURA 5/15+58 125,000.00 72.500 90,625.00
PUR 3/08/10 026874BS AMERICAN INTL GROUP 8.2500 10.366
48267 3/11/10 288694 NOMURA 5/15+58 75,000.00 79.000 59,250.00
PUR 3/09/10 026874BS AMERICAN INTL GROUP 8.2500 10.301
48267 3/12/10 288694 NOMURA 5/15+58 100,000.00 79.500 79,500.00
PUR 2/26/10 043353AJ ARVINMERITOR INC 10.6300 10.418
50949 3/03/10 288694 NOMURA 3/15/18 50,000.00 101.12 50,562.50
PUR 2/26/10 043353AJ ARVINMERITOR INC 10.6300 10.535
50949 3/03/10 288694 NOMURA 3/15/18 50,000.00 100.50 50,250.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 3/01/10 THROUGH 3/31/10
NOMURA (5167) -Cont. PAGE: 153
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/26/10 043353AJ ARVINMERITOR INC 10.6300 11.005
50949 3/03/10 288694 NOMURA 3/15/18 350,000.00 98.024 343,084.00
PUR 2/26/10 043353AJ ARVINMERITOR INC 10.6300 10.442
50949 3/03/10 288694 NOMURA 3/15/18 150,000.00 101.00 151,500.00
PUR 2/26/10 043353AJ ARVINMERITOR INC 10.6300 10.535
50949 3/03/10 288694 NOMURA 3/15/18 100,000.00 100.50 100,500.00
PUR 3/05/10 053773AK AVIS BUDGET CAR 9.6250 9.875
51069 3/10/10 288694 NOMURA 3/15/18 575,000.00 98.634 567,145.50
PUR 3/17/10 058498AP BALL CORP 6.7500 6.750
51223 3/22/10 288694 NOMURA 9/15/20 300,000.00 100.00 300,000.00
PUR 3/17/10 09069NAA BIOSCRIP INC 10.2500 10.249
51263 3/25/10 288694 NOMURA 10/01/15 125,000.00 100.00 125,000.00
PUR 3/09/10 09747GAA BOISE PAPER HDG/CO-ISSR 8.0000 8.250
51198 3/19/10 288694 NOMURA 4/01/20 200,000.00 98.311 196,622.00
PUR 3/09/10 09747GAA BOISE PAPER HDG/CO-ISSR 8.0000 7.999
51198 3/19/10 288694 NOMURA 4/01/20 75,000.00 100.00 75,000.00
PUR 2/25/10 153527AG CENTRAL GARDEN 8.2500 8.250
51012 3/08/10 288694 NOMURA 3/01/18 225,000.00 100.00 225,000.00
PUR 3/10/10 171871AM CINC BELL INC 8.7500 9.000
51117 3/15/10 288694 NOMURA 3/15/18 275,000.00 98.596 271,139.00
PUR 2/24/10 277461BH EASTMAN KODAK CO 9.7500 10.127
51032 3/05/10 NOMURA 3/01/18 275,000.00 97.967 269,409.25
PUR 3/02/10 277461BH EASTMAN KODAK CO 9.7500 9.934
51032 3/05/10 NOMURA 3/01/18 300,000.00 99.000 297,000.00
PUR 3/01/10 29444UAJ EQUINIX INC 8.1250 7.721
50968 3/04/10 288694 NOMURA 3/01/18 100,000.00 102.37 102,375.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 3/01/10 THROUGH 3/31/10
NOMURA (5167) -Cont. PAGE: 154
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/01/10 29444UAJ EQUINIX INC 8.1250 7.721
50968 3/04/10 288694 NOMURA 3/01/18 100,000.00 102.37 102,375.00
PUR 3/31/10 319963AT FIRST DATA CORP 10.5500 10.542
48980 3/31/10 288694 NOMURA 9/24/15 11,869.00 100.00 11,869.00
PUR 3/02/10 345370CA FORD MTR CO 7.4500 8.497
50340 3/05/10 288694 NOMURA 7/16/31 75,000.00 89.750 67,312.50
PUR 3/02/10 345370CA FORD MTR CO 7.4500 8.552
50340 3/05/10 288694 NOMURA 7/16/31 100,000.00 89.250 89,250.00
PUR 3/03/10 345370CA FORD MTR CO 7.4500 8.469
50340 3/08/10 288694 NOMURA 7/16/31 75,000.00 90.000 67,500.00
PUR 3/03/10 345370CA FORD MTR CO 7.4500 8.524
50340 3/08/10 288694 NOMURA 7/16/31 150,000.00 89.500 134,250.00
PUR 3/09/10 345370CA FORD MTR CO 7.4500 8.414
50340 3/12/10 288694 NOMURA 7/16/31 125,000.00 90.500 113,125.00
PUR 3/03/10 36186CBY GMAC 8.0000 8.534
50345 3/08/10 288694 NOMURA 11/01/31 325,000.00 94.750 307,937.50
PUR 3/19/10 36186CBY GMAC 8.0000 8.522
50345 3/24/10 288694 NOMURA 11/01/31 175,000.00 94.875 166,031.25
PUR 3/19/10 36186CBY GMAC 8.0000 8.562
50345 3/24/10 288694 NOMURA 11/01/31 175,000.00 94.500 165,375.00
PUR 3/10/10 36186RAA GMAC INC 8.0000 8.250
51118 3/15/10 288694 NOMURA 3/15/20 900,000.00 98.320 884,880.00
PUR 3/08/10 364725AP GANNET CO INC 9.3750 8.299
48754 3/11/10 288694 NOMURA 11/15/17 225,000.00 106.00 238,500.00
PUR 3/08/10 36485MAA GARDA WORLD SECU 9.7500 10.125
51100 3/12/10 288694 NOMURA 3/15/17 375,000.00 98.148 368,055.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 3/01/10 THROUGH 3/31/10
NOMURA (5167) -Cont. PAGE: 155
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/09/10 382550BA GOODYEAR TIRE 8.7500 9.011
51101 3/12/10 288694 NOMURA 8/15/20 675,000.00 98.250 663,187.50
PUR 3/05/10 435765AC HOLLY ENERGY PARTNER 8.2500 8.250
51070 3/10/10 288694 NOMURA 3/15/18 375,000.00 100.00 375,000.00
PUR 3/12/10 44701QAT HUNTSMAN INTERNATIONAL L 8.6250 8.625
51172 3/17/10 288694 NOMURA 3/15/20 400,000.00 100.00 400,000.00
PUR 3/25/10 451102AF ICAHN ENTER FIN 8.0000 8.600
50796 3/30/10 288694 NOMURA 1/15/18 375,000.00 96.625 362,343.75
PUR 3/17/10 459745FV INTL LEASE FIN 8.6250 8.998
51226 3/22/10 288694 NOMURA 9/15/15 250,000.00 98.409 246,022.50
PUR 3/17/10 459745FX INTL LEASE FIANANCE CORP 8.7500 9.249
51225 3/22/10 288694 NOMURA 3/15/17 400,000.00 97.474 389,896.00
PUR 3/23/10 521865AR LEAR CORP 7.8750 7.999
51284 3/26/10 288694 NOMURA 3/15/18 125,000.00 99.276 124,095.00
PUR 3/23/10 521865AS LEAR CORP 8.1250 8.249
51283 3/26/10 288694 NOMURA 3/15/20 100,000.00 99.164 99,164.00
PUR 3/24/10 521865AS LEAR CORP 8.1250 7.959
51283 3/29/10 288694 NOMURA 3/15/20 200,000.00 101.12 202,250.00
PUR 3/24/10 521865AS LEAR CORP 8.1250 7.959
51283 3/29/10 288694 NOMURA 3/15/20 100,000.00 101.12 101,125.00
PUR 3/09/10 552953BP MGM MIRAGE 9.0000 9.000
51136 3/16/10 288694 NOMURA 3/15/20 275,000.00 100.00 275,000.00
PUR 3/09/10 552953BP MGM MIRAGE 9.0000 8.659
51136 3/16/10 288694 NOMURA 3/15/20 150,000.00 102.25 153,375.00
PUR 3/09/10 552953BP MGM MIRAGE 9.0000 8.659
51136 3/16/10 288694 NOMURA 3/15/20 100,000.00 102.25 102,250.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 3/01/10 THROUGH 3/31/10
NOMURA (5167) -Cont. PAGE: 156
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/23/10 63860UAA NATIONSTAR MORT/CAP CORP 10.8750 11.625
51285 3/26/10 288694 NOMURA 4/01/15 350,000.00 97.205 340,217.50
PUR 3/09/10 67090FAD NUVEEN INVESTMENTS INC 10.5000 11.596
50168 3/12/10 288694 NOMURA 11/15/15 25,000.00 95.500 23,875.00
PUR 3/18/10 68383KAB OPTI CANADA INCORPORATED 8.2500 9.932
45720 3/23/10 288694 NOMURA 12/15/14 150,000.00 93.750 140,625.00
PUR 2/26/10 688225AA OSHKOSH CORP 8.2500 8.250
50950 3/03/10 288694 NOMURA 3/01/17 125,000.00 100.00 125,000.00
PUR 2/26/10 688225AC OSHKOSH CORP 8.5000 8.500
50952 3/03/10 288694 NOMURA 3/01/20 125,000.00 100.00 125,000.00
PUR 3/24/10 690368AH OVERSEAS SHIPHLD 8.1250 8.375
51306 3/29/10 288694 NOMURA 3/30/18 250,000.00 98.563 246,407.50
PUR 3/11/10 701081AS PARKER DRILLING CO 9.1250 9.124
51224 3/22/10 288694 NOMURA 4/01/18 150,000.00 100.00 150,000.00
PUR 3/24/10 726505AJ PLAINS EXPLORATION 7.6250 7.625
51307 3/29/10 288694 NOMURA 4/01/20 150,000.00 100.00 150,000.00
PUR 3/10/10 74112BAD PRESTIGE BRANDS 8.2500 8.500
51250 3/24/10 288694 NOMURA 4/01/18 400,000.00 98.564 394,256.00
PUR 3/17/10 747262AC QVC INC 7.1250 7.124
51241 3/23/10 288694 NOMURA 4/15/17 175,000.00 100.00 175,000.00
PUR 3/17/10 747262AE QVC INC 7.3750 7.374
51242 3/23/10 288694 NOMURA 10/15/20 150,000.00 100.00 150,000.00
PUR 2/26/10 757344AA REDDY ICE CORP 11.2500 11.250
51119 3/15/10 288694 NOMURA 3/15/15 200,000.00 100.00 200,000.00
PUR 3/01/10 757344AA REDDY ICE CORP 11.2500 10.985
51119 3/15/10 288694 NOMURA 3/15/15 100,000.00 101.00 101,000.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 3/01/10 THROUGH 3/31/10
NOMURA (5167) -Cont. PAGE: 157
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 3/12/10 82967NAD SIRIUS XM RADIO 8.7500 8.748
51171 3/17/10 288694 NOMURA 4/01/15 400,000.00 100.00 400,000.00
PUR 3/02/10 834376AL SOLUTIA INC 7.8750 7.948
51059 3/09/10 288694 NOMURA 3/15/20 225,000.00 99.500 223,875.00
PUR 3/10/10 864486AC SUBURBAN PROPANE 7.3750 7.499
51243 3/23/10 288694 NOMURA 3/15/20 350,000.00 99.136 346,976.00
PUR 2/19/10 89469AAA TREEHOUSE FOODS INC 7.7500 7.750
50941 3/02/10 288694 NOMURA 3/01/18 200,000.00 100.00 200,000.00
PUR 3/15/10 904201AA UMBRELLA ACQUISITION INC 9.7500 9.750
42020 3/15/10 288694 NOMURA 3/15/15 16,783.00 100.00 16,783.00
PUR 3/16/10 912909AF US STEEL CORP 7.3750 7.500
51201 3/19/10 288694 NOMURA 4/01/20 150,000.00 99.125 148,687.50
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 14,053,652.00 13,640,958.75
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 14,053,652.00 13,640,958.75
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 3/18/10 00130HAU AES CORPORATION 8.8750 8.354
47698 3/23/10 288694 NOMURA 2/15/11 200,000.00 103.87 207,750.00 6,899.58
SALE 3/08/10 007903AP ADVANCED MICRO DEVICES 8.1250 9.239
49831 3/11/10 288694 NOMURA 12/15/17 150,000.00 104.25 156,375.00 15,520.15
SALE 3/19/10 007903AP ADVANCED MICRO DEVICES 8.1250 9.239
49831 3/24/10 288694 NOMURA 12/15/17 125,000.00 104.00 130,000.00 12,596.34
SALE 3/19/10 019736AA ALLISON TRANSMISSION 11.0000 13.681
42021 3/24/10 288694 NOMURA 11/01/15 700,000.00 106.75 747,250.00 119,287.32
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 3/01/10 THROUGH 3/31/10
NOMURA (5167) -Cont. PAGE: 158
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/04/10 044209AC ASHLAND INC 9.1250 9.750
47067 3/09/10 288694 NOMURA 6/01/17 325,000.00 109.75 356,687.50 42,139.70
SALE 3/04/10 053773AE AVIS BUDGET CAR 7.6250 16.054
47606 3/09/10 288694 NOMURA 5/15/14 200,000.00 94.500 189,000.00 39,039.80
SALE 3/11/10 053773AF AVIS BUDGET CAR RENTAL 7.7500 14.341
47608 3/16/10 288694 NOMURA 5/15/16 250,000.00 93.500 233,750.00 49,795.02
SALE 3/05/10 053773AK AVIS BUDGET CAR 9.6250 9.875
51069 3/10/10 288694 NOMURA 3/15/18 575,000.00 101.00 580,750.00 13,604.50
SALE 3/18/10 058498AP BALL CORP 6.7500 6.750
51223 3/23/10 288694 NOMURA 9/15/20 175,000.00 101.25 177,187.50 2,187.50
SALE 3/18/10 058498AP BALL CORP 6.7500 6.750
51223 3/23/10 288694 NOMURA 9/15/20 125,000.00 101.37 126,718.75 1,718.75
SALE 3/04/10 090572AN BIO-RAD LABS 8.0000 8.023
50710 3/09/10 288694 NOMURA 9/15/16 75,000.00 106.00 79,500.00 4,586.21
SALE 3/02/10 111621AH BROCADE COM SYS 6.8750 7.000
50489 3/05/10 288694 NOMURA 1/15/20 125,000.00 102.12 127,656.25 3,766.89
SALE 3/03/10 120463AA BUMBLE BEE FOODS 7.7500 8.001
50129 3/08/10 288694 NOMURA 12/15/15 250,000.00 101.25 253,125.00 6,025.40
SALE 3/01/10 12502CAS CCH II LLC/CCH II CAPITA 13.5000 13.492
49906 3/04/10 288694 NOMURA 11/30/16 18,334.00 119.00 21,817.46 3,483.46
SALE 3/09/10 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.177
42002 3/12/10 288694 NOMURA 7/15/15 117,000.00 104.12 121,826.25 6,316.30
SALE 3/18/10 125581FX CIT GROUP INC 7.0000 9.682
50022 3/23/10 288694 NOMURA 5/01/17 125,000.00 91.750 114,687.50 6,770.65
SALE 3/18/10 125581FX CIT GROUP INC 7.0000 9.682
50022 3/23/10 288694 NOMURA 5/01/17 100,000.00 91.625 91,625.00 5,291.52
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
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DURING THE PERIOD 3/01/10 THROUGH 3/31/10
NOMURA (5167) -Cont. PAGE: 159
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/18/10 125581FX CIT GROUP INC 7.0000 9.682
50022 3/23/10 288694 NOMURA 5/01/17 225,000.00 91.625 206,156.25 11,905.92
SALE 3/24/10 125581FX CIT GROUP INC 7.0000 9.682
50022 3/29/10 288694 NOMURA 5/01/17 75,000.00 91.375 68,531.25 3,764.11
SALE 3/09/10 212015AB CONTINENTAL RESOURCES 8.2500 8.375
50743 3/12/10 288694 NOMURA 10/01/19 100,000.00 104.50 104,500.00 5,318.67
SALE 3/09/10 212015AB CONTINENTAL RESOURCES 8.2500 8.375
50743 3/12/10 288694 NOMURA 10/01/19 125,000.00 104.75 130,937.50 6,960.84
SALE 3/18/10 228188AD CROWN AMERS LLC 7.7500 7.053
50673 3/23/10 288694 NOMURA 11/15/15 150,000.00 105.00 157,500.00 2,719.10
SALE 3/24/10 23331AAZ DR HORTON INC 6.5000 9.386
44754 3/29/10 288694 NOMURA 4/15/16 300,000.00 101.00 303,000.00 42,279.17
SALE 3/02/10 25470XAB DISH DBC CORP 7.8750 7.650
49605 3/05/10 288694 NOMURA 9/01/19 150,000.00 104.25 156,375.00 4,131.64
SALE 3/04/10 25470XAB DISH DBC CORP 7.8750 7.650
49605 3/09/10 288694 NOMURA 9/01/19 175,000.00 105.00 183,750.00 6,137.52
SALE 3/10/10 27876GAY ECHOSTAR DBS CORP 6.6300 6.792
50674 3/15/10 288694 NOMURA 10/01/14 500,000.00 102.37 511,875.00 15,016.24
SALE 3/25/10 281023AU EDISON MISSION 7.0000 9.990
42218 3/30/10 288694 NOMURA 5/15/17 100,000.00 70.000 70,000.00 -14,998.84
SALE 3/09/10 29255WAH ENCORE ACQUISITION CO 7.2500 7.166
49609 3/10/10 288694 NOMURA 12/01/17 200,000.00 101.25 202,500.00 1,549.63
SALE 3/19/10 30050AAB EVRAZ GROUP SA 9.5000 22.560
43686 3/24/10 288694 NOMURA 4/24/18 100,000.00 108.12 108,125.00 55,765.68
SALE 3/08/10 319963AP FIRST DATA CORP 9.8750 15.842
44687 3/11/10 288694 NOMURA 9/24/15 125,000.00 90.750 113,437.50 15,292.72
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 3/01/10 THROUGH 3/31/10
NOMURA (5167) -Cont. PAGE: 160
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/09/10 319963AT FIRST DATA CORP 10.5500 12.632
48980 3/12/10 288694 NOMURA 9/24/15 175,000.00 91.500 160,125.00 -657.51
SALE 3/18/10 345370CA FORD MTR CO 7.4500 8.489
50340 3/23/10 288694 NOMURA 7/16/31 200,000.00 93.250 186,500.00 6,851.45
SALE 3/18/10 345370CA FORD MTR CO 7.4500 8.489
50340 3/23/10 288694 NOMURA 7/16/31 300,000.00 93.250 279,750.00 10,277.17
SALE 3/24/10 345370CA FORD MTR CO 7.4500 8.489
50340 3/29/10 288694 NOMURA 7/16/31 325,000.00 93.250 303,062.50 11,126.12
SALE 3/25/10 345397VH FORD MOTOR CREDIT CO LLC 12.0000 17.214
42198 3/30/10 288694 NOMURA 5/15/15 575,000.00 118.25 679,937.50 204,652.20
SALE 3/03/10 35671DAS FREEPORT MCMORAN 8.3750 9.016
42929 3/08/10 288694 NOMURA 4/01/17 930,000.00 111.12 1,033,462.50 134,232.01
SALE 3/03/10 35671DAS FREEPORT MCMORAN 8.3750 9.016
42929 3/08/10 288694 NOMURA 4/01/17 1,300,000.00 111.00 1,443,000.00 186,011.15
SALE 3/10/10 35671DAS FREEPORT MCMORAN 8.3750 9.016
42929 3/15/10 288694 NOMURA 4/01/17 751,000.00 112.00 841,120.00 114,896.83
SALE 3/19/10 36186CBW GMAC LLC 6.7500 8.557
50783 3/24/10 288694 NOMURA 12/01/14 75,000.00 98.875 74,156.25 4,311.62
SALE 3/19/10 398905AC GROUP 1 AUTOM 8.2500 10.565
45695 3/24/10 288694 NOMURA 8/15/13 9,000.00 102.87 9,258.75 841.49
SALE 3/08/10 428040BZ HERTZ CORP 8.8750 12.639
46480 3/11/10 288694 NOMURA 1/01/14 200,000.00 103.00 206,000.00 28,264.90
SALE 3/19/10 428040CA HERTZ CORPORATION 10.5000 13.741
42501 3/24/10 288694 NOMURA 1/01/16 625,000.00 107.12 669,531.25 123,736.18
SALE 3/11/10 44701QAK HUNTSMAN INTL LLC 7.3750 11.762
47567 3/16/10 288694 NOMURA 1/01/15 25,000.00 97.500 24,375.00 3,313.33
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 3/01/10 THROUGH 3/31/10
NOMURA (5167) -Cont. PAGE: 161
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/11/10 44701QAK HUNTSMAN INTL LLC 7.3750 11.762
47567 3/16/10 288694 NOMURA 1/01/15 25,000.00 97.500 24,375.00 3,313.33
SALE 3/09/10 45820EAX INTELSAT SUBSIDARY HOLDINGS 11.2500 12.818
43045 3/12/10 288694 NOMURA 6/15/16 100,000.00 108.25 108,250.00 14,903.19
SALE 3/02/10 460690BF INTERPUBLIC GROUP COS 10.0000 9.950
49702 3/05/10 288694 NOMURA 7/15/17 200,000.00 110.37 220,750.00 20,286.52
SALE 3/18/10 532716AR LIMITED BRANDS INC 8.5000 8.972
50675 3/23/10 288694 NOMURA 6/15/19 425,000.00 111.50 473,875.00 61,378.47
SALE 3/24/10 532776AJ LIN ACQUISITION CO 6.5000 13.503
48261 3/29/10 288694 NOMURA 5/15/13 25,000.00 98.750 24,687.50 4,042.14
SALE 2/25/10 563571AG MANITOWAC COMPANY INC 9.5000 9.636
50726 3/02/10 288694 NOMURA 2/15/18 100,000.00 100.06 100,062.50 814.73
SALE 3/19/10 579489AC MCCLATCHY CO 11.5000 12.002
51034 3/24/10 288694 NOMURA 2/15/17 50,000.00 100.75 50,375.00 1,544.52
SALE 3/05/10 629377AX NRG ENERGY INC 7.3750 8.829
44191 3/10/10 288694 NOMURA 1/15/17 25,000.00 100.12 25,031.25 1,873.71
SALE 2/24/10 62947QAG NXP BV NXP FUNDING 9.5000 23.289
48111 3/01/10 288694 NOMURA 10/15/15 75,000.00 85.500 64,125.00 20,699.12
SALE 3/04/10 629855AH NALCO COMPANY 8.8750 8.178
42209 3/09/10 288694 NOMURA 11/15/13 735,000.00 102.75 755,212.50 4,353.83
SALE 3/01/10 650341AB NEWARK GROUP INC 9.7500 40.082
42805 3/04/10 288694 NOMURA 3/15/14 75,000.00 52.938 39,703.13 8,461.51
SALE 3/25/10 690368AH OVERSEAS SHIPHLD 8.1250 8.375
51306 3/30/10 288694 NOMURA 3/30/18 50,000.00 99.125 49,562.50 311.70
SALE 3/25/10 690368AH OVERSEAS SHIPHLD 8.1250 8.375
51306 3/30/10 288694 NOMURA 3/30/18 50,000.00 99.500 49,750.00 499.20
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
NOMURA (5167) -Cont. PAGE: 162
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 3/05/10 693309AA PE PAPER ESCROW 12.0000 13.375
47923 3/10/10 288694 NOMURA 8/01/14 200,000.00 110.00 220,000.00 28,981.61
SALE 3/04/10 707882AB PENN VIRGINIA CORP 10.3750 10.549
47330 3/09/10 288694 NOMURA 6/15/16 100,000.00 108.50 108,500.00 9,316.78
SALE 3/05/10 707882AB PENN VIRGINIA CORP 10.3750 10.549
47330 3/10/10 288694 NOMURA 6/15/16 250,000.00 108.50 271,250.00 23,291.44
SALE 3/12/10 718592AG PHILLIPS VAN HEUSEN CORP 8.1250 7.764
42578 3/17/10 288694 NOMURA 5/01/13 300,000.00 101.75 305,250.00 2,343.81
SALE 3/10/10 749121BV QWEST COMMUNICATIONS INTL 7.5000 9.730
45723 3/15/10 288694 NOMURA 2/15/14 435,000.00 102.25 444,787.50 40,819.99
SALE 3/11/10 757344AA REDDY ICE CORP 11.2500 11.161
51119 3/16/10 288694 NOMURA 3/15/15 300,000.00 105.75 317,250.00 16,250.53
SALE 3/18/10 767754BZ RITE AID CORP 10.2500 10.206
50866 3/23/10 288694 NOMURA 10/15/19 575,000.00 107.75 619,562.50 43,110.35
SALE 3/10/10 80007PAK SANDRIDGE ENERGY 8.7500 9.001
50046 3/15/10 288694 NOMURA 1/15/20 175,000.00 97.750 171,062.50 -1,077.92
SALE 3/19/10 83001PAH SIX FLAGS INC 9.6250 44.216
43429 3/24/10 288694 NOMURA 6/01/14 25,000.00 36.000 9,000.00 -87.34
SALE 3/11/10 858119AH STEEL DYNAMICS INC 6.7500 17.005
44066 3/16/10 288694 NOMURA 4/01/15 25,000.00 100.00 25,000.00 8,457.49
SALE 3/11/10 864486AC SUBURBAN PROPANE 7.3750 7.499
51243 3/23/10 288694 NOMURA 3/15/20 350,000.00 100.50 351,750.00 4,774.00
SALE 3/25/10 866950AB SUN MEDIA CORP 7.6250 8.719
42378 3/30/10 288694 NOMURA 2/15/13 750,000.00 98.000 735,000.00 5,582.34
SALE 2/25/10 87264MAB TRW AUTOMOTIVE 7.2500 11.338
46686 3/02/10 288694 NOMURA 3/15/17 100,000.00 93.500 93,500.00 12,967.21
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 3/01/10 THROUGH 3/31/10
NOMURA (5167) -Cont. PAGE: 163
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/25/10 87264MAB TRW AUTOMOTIVE 7.2500 11.338
46686 3/02/10 288694 NOMURA 3/15/17 100,000.00 93.750 93,750.00 13,217.21
SALE 3/19/10 88089PAJ TERRA CAPITAL INC 7.7500 7.621
51262 3/25/10 288694 NOMURA 11/01/19 250,000.00 120.00 300,000.00 47,865.21
SALE 3/05/10 92203PAB VANGUARD HEALTH HOLDINGS 9.0000 9.493
42517 3/05/10 288694 NOMURA 10/01/14 500,000.00 100.00 500,000.00 9,034.42
SALE 2/26/10 92658TAM VIDEOTRON LTEE 9.1250 8.493
47027 3/03/10 288694 NOMURA 4/15/18 100,000.00 109.00 109,000.00 5,365.76
SALE 3/24/10 97314XAE WIND ACQUISITION FIN SA 11.7500 11.710
47712 3/29/10 288694 NOMURA 7/15/17 925,000.00 110.25 1,019,812.50 93,384.91
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 18,845,334.00 19,622,906.84 1,828,808.20
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 18,845,334.00 19,622,906.84 1,828,808.20
END OF REPORT FOR: NOMURA