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 5/01/10 THROUGH 5/31/10
DCP EQUITY (4300) PAGE: 1
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
PURCHASE OF STOCK AND OTHER EQUITIES
PUR 5/14/10 06738310 BARD C R
51958 5/19/10 423815 BMO CAPITAL MARKETS/EXECUTI 5,000.00 82.625 50.00 413,176.00
SUBTOTAL STOCK PURCHASES: 5,000.00 413,176.00
50.00
TOTAL FUND PURCHASES: 5,000.00 413,176.00
50.00
SALES OF STOCK AND OTHER EQUITIES
SALE 5/14/10 07181310 BAXTER INTERNATIONAL INC 7.35
21619 5/19/10 423816 BMO CAPITAL MARKETS/EXECUTI 10,000.00 43.441 100.00 434,298.65 167,962.47
SALE 5/14/10 07588710 BECTON DICKINSON AND CO 6.19
07657 5/19/10 423816 BMO CAPITAL MARKETS/EXECUTI 5,000.00 73.160 50.00 365,743.81 223,368.81
SALE 5/21/10 07588710 BECTON DICKINSON AND CO 11.91
07657 5/26/10 423837 BMO CAPITAL MARKETS/EXECUTI 10,000.00 70.470 100.00 704,588.09 419,838.09
SALE 5/21/10 23585110 DANAHER CORP. 13.05
11644 5/26/10 423837 BMO CAPITAL MARKETS/EXECUTI 10,000.00 77.210 100.00 771,986.95 488,145.08
SALE 5/14/10 47816010 JOHNSON & JOHNSON 10.79
15961 5/19/10 423816 BMO CAPITAL MARKETS/EXECUTI 10,000.00 63.805 100.00 637,939.21 319,157.80
SALE 5/14/10 59491810 MICROSOFT CORP. 19.44
18319 5/19/10 423816 INSTINET/SOFT-FACTSET 40,000.00 28.750 2,000.00 1,147,972.56 783,238.95
SALE 5/21/10 69642930 PALL CORP. 5.51
02407 5/26/10 423837 BMO CAPITAL MARKETS/EXECUTI 10,000.00 32.570 100.00 325,594.49 77,633.99
SALE 5/21/10 71344810 PEPSICO INC 42.37
18324 5/26/10 423837 BMO CAPITAL MARKETS/EXECUTI 40,000.00 62.665 400.00 2,506,173.63 1,475,177.08
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 5/01/10 THROUGH 5/31/10
DCP EQUITY (4300) -Cont. PAGE: 2
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/21/10 71817210 PHILIP MORRIS INTERNATIONAL 14.75
40651 5/26/10 423837 BMO CAPITAL MARKETS/EXECUTI 20,000.00 43.637 200.00 872,527.25 593,231.22
SALE 5/21/10 88579Y10 3M CO 13.22
22390 5/26/10 423837 BMO CAPITAL MARKETS/EXECUTI 10,000.00 78.200 100.00 781,886.78 412,967.17
SALE 5/14/10 91301710 UNITED TECHNOLOGIES CORP 12.00
17302 5/19/10 423816 BMO CAPITAL MARKETS/EXECUTI 10,000.00 70.948 100.00 709,370.00 454,398.01
SALE 5/21/10 G4779110 INGERSOLL-RAND PLC 5.87
47621 5/26/10 423837 BMO CAPITAL MARKETS/EXECUTI 10,000.00 34.720 100.00 347,094.13 135,533.96
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 185,000.00 162.45 9,605,175.55 5,550,652.63
3,450.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 185,000.00 162.45 9,605,175.55 5,550,652.63
3,450.00
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 5/01/10 THROUGH 5/31/10
DCP SMALL CAP. (EQUITY) (4302) PAGE: 3
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 5/11/10 00826A10 AFFYMAX INC
51920 5/14/10 423801 ITG (CHANNEL) 10,000.00 23.761 100.00 237,713.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 10,000.00 237,713.00
100.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 10,000.00 237,713.00
100.00
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 5/24/10 00724X10 ADOLOR CORP. 1.05
20403 5/27/10 423842 LABRANCHE/0TC 40,000.00 1.554 400.00 61,770.95 -589,297.05
SALE 5/24/10 25179M10 DEVON ENERGY CORPORATION 5.20
18031 5/27/10 423842 ELECTRONIC BROKERAGE SYSTEM 5,000.00 61.518 25.00 307,557.80 206,754.46
SALE 5/24/10 30249U10 FMC TECHNOLOGIES INC 9.78
21640 5/27/10 423842 ELECTRONIC BROKERAGE SYSTEM 10,000.00 57.814 50.00 578,082.22 477,357.52
SALE 5/07/10 41232430 HARDINGE INC. 6.13
16609 5/12/10 423792 MERRIMAN/OTC 40,000.00 9.058 400.00 361,901.87 -115,659.68
SALE 5/24/10 46433010 ISIS PHARMACEUTICALS, INC. 7.56
21912 5/27/10 423842 LABRANCHE/0TC 50,000.00 8.949 500.00 446,927.44 -231,321.56
SALE 5/24/10 53279110 LINCARE HOLDINGS INC. 7.72
16605 5/27/10 423842 LABRANCHE/0TC 10,000.00 45.678 100.00 456,668.28 308,041.36
SALE 5/07/10 67104010 OSI PHARMACEUTICALS, INC. 5.75
18002 5/12/10 423792 ITG (CHANNEL) 6,000.00 56.685 60.00 340,042.45 -2,145.05
SALE 5/24/10 74460D10 PUBLIC STORAGE 15.21
16243 5/27/10 423842 ELECTRONIC BROKERAGE SYSTEM 10,000.00 89.965 50.00 899,584.79 660,744.82
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 5/01/10 THROUGH 5/31/10
DCP SMALL CAP. (EQUITY) (4302) -Cont. PAGE: 4
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/24/10 87236Y10 TD AMERITRADE HOLDING CORP 4.51
33101 5/27/10 423842 LABRANCHE/0TC 15,000.00 17.788 150.00 266,666.99 -34,270.51
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 186,000.00 62.91 3,719,202.79 680,204.31
1,735.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 186,000.00 62.91 3,719,202.79 680,204.31
1,735.00
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) PAGE: 5
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 5/13/10 00282410 ABBOTT LABS
49973 5/18/10 423809 BMO CAPITAL MARKETS/EXECUTI 2,000.00 48.860 20.00 97,739.00
PUR 5/03/10 00507V10 ACTIVISION BLIZZARD INC
51780 5/06/10 423772 INSTINET (PORTAL) 50,000.00 11.150 350.00 557,840.00
PUR 5/04/10 00507V10 ACTIVISION BLIZZARD INC
51780 5/07/10 423776 ITG (CHANNEL) 10,000.00 10.884 100.00 108,937.00
PUR 5/07/10 00817Y10 AETNA INC
51548 5/12/10 423790 BMO CAPITAL MARKETS/EXECUTI 2,000.00 28.275 20.00 56,570.00
PUR 4/28/10 02553E10 AMERICAN EAGLE OUTFITTERS
51424 5/03/10 423760 ELECTRONIC BROKERAGE SYSTEM 1,000.00 17.224 5.00 17,229.00
PUR 5/07/10 02581610 AMERICAN EXPRESS CO
51889 5/12/10 423790 BMO CAPITAL MARKETS/EXECUTI 15,000.00 40.685 150.00 610,431.00
PUR 5/07/10 02942910 AMERICAN SCIENCE & ENGIN
51891 5/12/10 423790 LABRANCHE/0TC 9,000.00 72.845 90.00 655,691.40
PUR 5/11/10 02942910 AMERICAN SCIENCE & ENGIN
51891 5/14/10 423799 ITG (CHANNEL) 1,000.00 75.706 10.00 75,716.00
PUR 5/14/10 03209510 AMPHENOL CORP-CL A
51955 5/19/10 423813 BLAYLOCK ROBERT VAN LLC 14,000.00 44.200 140.00 618,942.80
PUR 5/17/10 03209510 AMPHENOL CORP-CL A
51955 5/20/10 423819 WILLIAMS CAPITAL GROUP 1,000.00 44.839 10.00 44,849.00
PUR 5/07/10 03783310 APPLE INC
36208 5/12/10 423790 MERRIMAN/OTC 1,000.00 244.39 10.00 244,407.10
PUR 5/07/10 03783310 APPLE INC
36208 5/12/10 423790 MERRIMAN/OTC 1,000.00 240.00 10.00 240,009.50
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000.00 242.19 484,416.60
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 6
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/19/10 03783310 APPLE INC
36208 5/24/10 423827 INSTINET (PORTAL) 500.00 251.41 3.50 125,712.35
PUR 5/19/10 03783310 APPLE INC
36208 5/24/10 423827 LABRANCHE/SOFT 1,000.00 246.74 50.00 246,789.50
PUR 5/20/10 03783310 APPLE INC
36208 5/25/10 423831 ITG (CHANNEL) 1,000.00 241.49 10.00 241,506.70
PUR 5/06/10 05275N10 AUTOBYTEL INC
51859 5/11/10 423785 MERRIMAN/OTC 200,000.00 1.100 2,000.00 221,940.00
PUR 5/21/10 05714910 MICHAEL BAKER CORP
37926 5/26/10 423835 BMO CAPITAL MARKETS/EXECUTI 1,000.00 36.090 10.00 36,100.00
PUR 5/11/10 06050510 BANK OF AMERICA CORP
46954 5/14/10 423799 WILLIAMS CAPITAL GROUP 2,000.00 17.120 20.00 34,260.00
PUR 4/28/10 07181310 BAXTER INTERNATIONAL INC
51641 5/03/10 423760 ELECTRONIC BROKERAGE SYSTEM 1,000.00 48.156 5.00 48,161.00
PUR 4/28/10 08467010 BERKSHIRE HATHAWAY INC-CL A
51674 5/03/10 423760 ELECTRONIC BROKERAGE SYSTEM 1.00 115200 .01 115,200.01
PUR 4/29/10 08467010 BERKSHIRE HATHAWAY INC-CL A
51674 5/04/10 423764 ELECTRONIC BROKERAGE SYSTEM 1.00 116777 .01 116,777.01
PUR 5/11/10 09247X10 BLACKROCK INC
51684 5/14/10 423799 WILLIAMS CAPITAL GROUP 200.00 171.63 2.00 34,329.76
PUR 4/28/10 12485720 CBS CORPORATION
51514 5/03/10 423760 ELECTRONIC BROKERAGE SYSTEM 1,000.00 16.070 5.00 16,075.00
PUR 4/29/10 12591930 CPI AEROSTRUCTURES INC
51344 5/04/10 423764 ELECTRONIC BROKERAGE SYSTEM 2,000.00 8.964 10.00 17,938.00
PUR 5/05/10 12591930 CPI AEROSTRUCTURES INC
51344 5/10/10 423781 ELECTRONIC BROKERAGE SYSTEM 2,000.00 8.422 10.00 16,853.00
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 7
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/06/10 12591930 CPI AEROSTRUCTURES INC
51344 5/11/10 423785 WILLIAMS CAPITAL GROUP 2,000.00 8.517 20.00 17,054.60
PUR 5/11/10 12591930 CPI AEROSTRUCTURES INC
51344 5/14/10 423799 WILLIAMS CAPITAL GROUP 2,000.00 8.891 20.00 17,801.00
PUR 5/07/10 14204220 CARIBOU COFFEE CO INC
51581 5/12/10 423790 MERRIMAN/OTC 10,000.00 8.195 100.00 82,047.00
PUR 5/11/10 14204220 CARIBOU COFFEE CO INC
51581 5/14/10 423799 ITG (CHANNEL) 5,000.00 8.318 50.00 41,641.50
PUR 5/04/10 14343640 CARMIKE CINEMAS
49214 5/07/10 423776 ITG (CHANNEL) 5,000.00 13.441 50.00 67,253.00
PUR 5/06/10 14343640 CARMIKE CINEMAS
49214 5/11/10 423785 ITG (CHANNEL) 5,000.00 14.029 50.00 70,193.00
PUR 5/06/10 14343640 CARMIKE CINEMAS
49214 5/11/10 423785 MERRIMAN/OTC 5,000.00 13.086 50.00 65,478.50
PUR 5/07/10 14343640 CARMIKE CINEMAS
49214 5/12/10 423790 MERRIMAN/OTC 5,000.00 12.228 50.00 61,188.00
PUR 5/19/10 14343640 CARMIKE CINEMAS
49214 5/24/10 423827 INSTINET (PORTAL) 4,000.00 12.163 28.00 48,680.00
PUR 5/21/10 14343640 CARMIKE CINEMAS
49214 5/26/10 423835 ITG (CHANNEL) 6,000.00 12.151 60.00 72,967.20
PUR 5/19/10 16516710 CHESAPEAKE ENERGY CORP.
41851 5/24/10 423827 BLAYLOCK ROBERT VAN LLC 2,000.00 22.010 20.00 44,040.00
PUR 4/29/10 17240710 CINEDIGM DIGITAL CINEMA C
51044 5/04/10 423764 LABRANCHE/0TC 4,840.00 2.488 48.40 12,087.90
PUR 4/30/10 17240710 CINEDIGM DIGITAL CINEMA C
51044 5/05/10 423768 LABRANCHE/0TC 12,000.00 2.398 120.00 28,891.20
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 8
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/30/10 17240710 CINEDIGM DIGITAL CINEMA C
51044 5/05/10 423768 LABRANCHE/0TC 15,160.00 2.465 151.60 37,522.52
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 27,160.00 2.435 66,413.72
271.60
PUR 5/03/10 17240710 CINEDIGM DIGITAL CINEMA C
51044 5/06/10 423772 LABRANCHE/0TC 8,000.00 2.527 80.00 20,296.00
PUR 5/05/10 17240710 CINEDIGM DIGITAL CINEMA C
51044 5/10/10 423781 ITG (CHANNEL) 20,000.00 2.237 200.00 44,936.00
PUR 5/07/10 17240710 CINEDIGM DIGITAL CINEMA C
51044 5/12/10 423790 ITG (CHANNEL) 10,000.00 2.362 100.00 23,723.00
PUR 5/10/10 17240710 CINEDIGM DIGITAL CINEMA C
51044 5/13/10 423795 ITG (CHANNEL) 10,000.00 2.318 100.00 23,277.00
PUR 5/13/10 17240710 CINEDIGM DIGITAL CINEMA C
51044 5/18/10 423809 INSTINET (PORTAL) 4,100.00 2.187 28.70 8,994.58
PUR 5/13/10 17240710 CINEDIGM DIGITAL CINEMA C
51044 5/18/10 423809 ITG (CHANNEL) 3,700.00 2.194 37.00 8,154.43
PUR 5/14/10 17240710 CINEDIGM DIGITAL CINEMA C
51044 5/19/10 423813 INSTINET (PORTAL) 900.00 2.180 6.30 1,968.30
PUR 5/14/10 17240710 CINEDIGM DIGITAL CINEMA C
51044 5/19/10 423813 ITG (CHANNEL) 6,300.00 2.177 63.00 13,778.73
PUR 5/17/10 17240710 CINEDIGM DIGITAL CINEMA C
51044 5/20/10 423819 INSTINET (DOMESTIC) 10,000.00 2.161 70.00 21,680.00
PUR 5/19/10 17240710 CINEDIGM DIGITAL CINEMA C
51044 5/24/10 423827 INSTINET (PORTAL) 10,000.00 2.040 70.00 20,465.00
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 9
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/20/10 17240710 CINEDIGM DIGITAL CINEMA C
51044 5/25/10 423831 ITG (CHANNEL) 10,000.00 1.859 100.00 18,688.00
PUR 5/24/10 17240710 CINEDIGM DIGITAL CINEMA C
51044 5/27/10 423840 INSTINET (PORTAL) 6,961.00 1.887 48.73 13,180.66
PUR 5/25/10 17240710 CINEDIGM DIGITAL CINEMA C
51044 5/28/10 423845 INSTINET (PORTAL) 5,000.00 1.740 35.00 8,735.00
PUR 5/11/10 17243V10 CINEMARK HOLDINGS INC
50303 5/14/10 423799 WILLIAMS CAPITAL GROUP 4,000.00 17.693 40.00 70,811.20
PUR 5/13/10 17243V10 CINEMARK HOLDINGS INC
50303 5/18/10 423809 BMO CAPITAL MARKETS/EXECUTI 3,000.00 17.656 30.00 52,998.00
PUR 5/13/10 17275R10 CISCO SYSTEMS
48983 5/18/10 423809 INSTINET/SOFT-FACTSET 6,000.00 25.816 300.00 155,195.40
PUR 5/14/10 17275R10 CISCO SYSTEMS
48983 5/19/10 423813 INSTINET (PORTAL) 1,000.00 25.219 7.00 25,226.00
PUR 5/18/10 17275R10 CISCO SYSTEMS
48983 5/21/10 423823 INSTINET (PORTAL) 2,000.00 24.330 14.00 48,674.00
PUR 5/18/10 17275R10 CISCO SYSTEMS
48983 5/21/10 423823 INSTINET (PORTAL) 4,000.00 24.864 28.00 99,483.20
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 6,000.00 24.686 148,157.20
42.00
PUR 5/18/10 17275R10 CISCO SYSTEMS
48983 5/21/10 423823 MERRIMAN/OTC 2,000.00 24.330 20.00 48,680.00
PUR 5/19/10 17275R10 CISCO SYSTEMS
48983 5/24/10 423827 INSTINET (PORTAL) 2,000.00 24.320 14.00 48,654.00
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 10
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/20/10 17275R10 CISCO SYSTEMS
48983 5/25/10 423831 ITG (CHANNEL) 2,000.00 23.483 20.00 46,986.80
PUR 4/28/10 17296710 CITIGROUP INC
51155 5/03/10 423760 ELECTRONIC BROKERAGE SYSTEM 10,000.00 4.430 50.00 44,350.00
PUR 4/29/10 17296710 CITIGROUP INC
51155 5/04/10 423764 ELECTRONIC BROKERAGE SYSTEM 10,000.00 4.560 50.00 45,650.00
PUR 5/06/10 17296710 CITIGROUP INC
51155 5/11/10 423785 WILLIAMS CAPITAL GROUP 10,000.00 4.085 100.00 40,950.00
PUR 4/29/10 18683K10 CLIFFS NATURAL RESOURCES
51098 5/04/10 423764 ELECTRONIC BROKERAGE SYSTEM 2,000.00 64.806 10.00 129,622.00
PUR 4/30/10 18683K10 CLIFFS NATURAL RESOURCES
51098 5/05/10 423768 ELECTRONIC BROKERAGE SYSTEM 1,000.00 65.140 5.00 65,145.00
PUR 5/03/10 18683K10 CLIFFS NATURAL RESOURCES
51098 5/06/10 423772 ELECTRONIC BROKERAGE SYSTEM 1,000.00 60.144 5.00 60,149.00
PUR 5/04/10 18683K10 CLIFFS NATURAL RESOURCES
51098 5/07/10 423776 ELECTRONIC BROKERAGE SYSTEM 1,000.00 54.750 5.00 54,755.00
PUR 5/13/10 18683K10 CLIFFS NATURAL RESOURCES
51098 5/18/10 423809 BMO CAPITAL MARKETS/EXECUTI 2,000.00 57.805 20.00 115,630.00
PUR 5/19/10 19210850 COEUR D'ALENE MINES CORP
49193 5/24/10 423827 BLAYLOCK ROBERT VAN LLC 6,000.00 16.715 60.00 100,350.00
PUR 5/20/10 19210850 COEUR D'ALENE MINES CORP
49193 5/25/10 423831 WILLIAMS CAPITAL GROUP 4,000.00 14.850 40.00 59,441.20
PUR 5/21/10 19210850 COEUR D'ALENE MINES CORP
49193 5/26/10 423835 BLAYLOCK ROBERT VAN LLC 4,000.00 14.160 40.00 56,680.00
PUR 5/24/10 19210850 COEUR D'ALENE MINES CORP
49193 5/27/10 423840 ELECTRONIC BROKERAGE SYSTEM 5,000.00 15.050 25.00 75,275.00
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 11
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/14/10 20030N20 COMCAST "A SPL"
51957 5/19/10 423813 INSTINET (PORTAL) 30,000.00 16.869 210.00 506,277.00
PUR 5/05/10 21079530 CONTINENTAL AIR
51433 5/10/10 423781 ELECTRONIC BROKERAGE SYSTEM 3,000.00 19.700 15.00 59,115.00
PUR 5/06/10 21079530 CONTINENTAL AIR
51433 5/11/10 423785 WILLIAMS CAPITAL GROUP 3,000.00 20.130 30.00 60,420.00
PUR 5/07/10 21079530 CONTINENTAL AIR
51433 5/12/10 423790 BMO CAPITAL MARKETS/EXECUTI 6,000.00 18.680 60.00 112,140.00
PUR 5/21/10 22544710 CREE INC
52054 5/26/10 423835 ITG (CHANNEL) 8,000.00 64.177 80.00 513,494.40
PUR 5/24/10 22544710 CREE INC
52054 5/27/10 423840 ITG (CHANNEL) 1,000.00 67.261 10.00 67,270.50
PUR 4/29/10 24736170 DELTA AIR LINES INC DEL
51739 5/04/10 423764 GRISWOLD COMPANY 50,000.00 12.291 500.00 615,065.00
PUR 5/04/10 24736170 DELTA AIR LINES INC DEL
51739 5/07/10 423776 ELECTRONIC BROKERAGE SYSTEM 10,000.00 11.758 50.00 117,632.00
PUR 5/06/10 25859810 DOUBLE-TAKE SOFTWARE INC
51477 5/11/10 423785 ITG (CHANNEL) 6,500.00 9.363 65.00 60,921.25
PUR 5/07/10 25859810 DOUBLE-TAKE SOFTWARE INC
51477 5/12/10 423790 ITG (CHANNEL) 3,500.00 9.254 35.00 32,425.40
PUR 5/07/10 25859810 DOUBLE-TAKE SOFTWARE INC
51477 5/12/10 423790 ITG (CHANNEL) 4,000.00 9.005 40.00 36,059.20
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 7,500.00 9.121 68,484.60
75.00
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 12
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/05/10 26054310 DOW CHEMICAL
51832 5/10/10 423781 BLAYLOCK ROBERT VAN LLC 20,000.00 28.577 200.00 571,736.00
PUR 5/06/10 26054310 DOW CHEMICAL
51832 5/11/10 423785 WILLIAMS CAPITAL GROUP 2,000.00 28.287 20.00 56,593.00
PUR 5/07/10 26054310 DOW CHEMICAL
51832 5/12/10 423790 BMO CAPITAL MARKETS/EXECUTI 5,000.00 26.864 50.00 134,368.50
PUR 5/07/10 26054310 DOW CHEMICAL
51832 5/12/10 423790 BMO CAPITAL MARKETS/EXECUTI 3,000.00 25.538 30.00 76,642.50
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 8,000.00 26.366 211,011.00
80.00
PUR 5/20/10 26864810 EMC CORP/MASS
51001 5/25/10 423831 WILLIAMS CAPITAL GROUP 10,000.00 17.730 100.00 177,400.00
PUR 5/21/10 26864810 EMC CORP/MASS
51001 5/26/10 423835 BMO CAPITAL MARKETS/EXECUTI 2,000.00 17.670 20.00 35,360.00
PUR 5/24/10 26864810 EMC CORP/MASS
51001 5/27/10 423840 ELECTRONIC BROKERAGE SYSTEM 2,000.00 18.000 10.00 36,010.00
PUR 5/06/10 27864210 EBAY INC
51858 5/11/10 423785 ITG (CHANNEL) 25,000.00 22.869 250.00 571,965.00
PUR 5/07/10 27864210 EBAY INC
51858 5/12/10 423790 MERRIMAN/OTC 3,000.00 21.981 30.00 65,972.40
PUR 5/10/10 27864210 EBAY INC
51858 5/13/10 423795 ITG (CHANNEL) 2,000.00 22.666 20.00 45,352.60
PUR 5/13/10 27864210 EBAY INC
51858 5/18/10 423809 INSTINET (PORTAL) 2,000.00 23.070 14.00 46,154.00
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 13
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/18/10 27864210 EBAY INC
51858 5/21/10 423823 INSTINET (PORTAL) 2,000.00 22.587 14.00 45,188.60
PUR 5/25/10 27864210 EBAY INC
51858 5/28/10 423845 INSTINET (PORTAL) 2,000.00 20.807 14.00 41,627.20
PUR 5/03/10 29100P10 EMERGENCY MEDICAL SVCS CO
51781 5/06/10 423772 ELECTRONIC BROKERAGE SYSTEM 10,000.00 51.957 50.00 519,615.00
PUR 5/04/10 29100P10 EMERGENCY MEDICAL SVCS CO
51781 5/07/10 423776 ELECTRONIC BROKERAGE SYSTEM 5,000.00 52.870 25.00 264,375.00
PUR 4/28/10 29152510 EMMIS COMMUNICATIONS
51210 5/03/10 423760 CREDIT SUISSE SEC (AES) 20,000.00 2.297 200.00 46,140.00
PUR 5/06/10 29152510 EMMIS COMMUNICATIONS
51210 5/11/10 423785 LABRANCHE/0TC 10,000.00 2.245 100.00 22,553.00
PUR 5/07/10 29152510 EMMIS COMMUNICATIONS
51210 5/12/10 423790 MERRIMAN/OTC 10,000.00 2.310 100.00 23,200.00
PUR 5/12/10 29152510 EMMIS COMMUNICATIONS
51210 5/17/10 423805 ITG (CHANNEL) 10,000.00 2.277 100.00 22,869.00
PUR 5/13/10 29152510 EMMIS COMMUNICATIONS
51210 5/18/10 423809 INSTINET (PORTAL) 10,000.00 2.266 70.00 22,733.00
PUR 5/25/10 29152510 EMMIS COMMUNICATIONS
51210 5/28/10 423845 INSTINET (PORTAL) 20,000.00 2.135 140.00 42,830.00
PUR 5/17/10 29268T10 ENERGY FOCUS INC
51993 5/20/10 423819 INSTINET (PORTAL) 45,765.00 1.263 320.36 58,103.25
PUR 5/18/10 29268T10 ENERGY FOCUS INC
51993 5/21/10 423823 INSTINET (PORTAL) 22,300.00 1.299 156.10 29,123.80
PUR 5/18/10 29268T10 ENERGY FOCUS INC
51993 5/21/10 423823 ITG (CHANNEL) 6,900.00 1.298 69.00 9,027.27
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 14
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/19/10 29268T10 ENERGY FOCUS INC
51993 5/24/10 423827 INSTINET (PORTAL) 6,935.00 1.298 48.55 9,048.79
PUR 5/19/10 29268T10 ENERGY FOCUS INC
51993 5/24/10 423827 ITG (CHANNEL) 18,100.00 1.279 181.00 23,321.85
PUR 5/21/10 29268T10 ENERGY FOCUS INC
51993 5/26/10 423835 ITG (CHANNEL) 10,000.00 1.185 100.00 11,952.00
PUR 5/07/10 29362U10 ENTERGRIS INC
49651 5/12/10 423790 MERRIMAN/OTC 10,000.00 5.714 100.00 57,244.00
PUR 5/10/10 29362U10 ENTERGRIS INC
49651 5/13/10 423795 ITG (CHANNEL) 2,000.00 5.745 20.00 11,510.00
PUR 5/06/10 29380T10 ENTERTAINMENT PROPERTIES TR
43302 5/11/10 423785 WILLIAMS CAPITAL GROUP 10,000.00 40.877 100.00 408,869.00
PUR 5/21/10 29380T10 ENTERTAINMENT PROPERTIES TR
43302 5/26/10 423835 BMO CAPITAL MARKETS/EXECUTI 2,000.00 38.890 20.00 77,800.00
PUR 5/25/10 29380T10 ENTERTAINMENT PROPERTIES TR
43302 5/28/10 423845 ELECTRONIC BROKERAGE SYSTEM 2,000.00 37.780 10.00 75,570.00
PUR 5/25/10 30231G10 EXXON MOBIL CORP.
15201 5/28/10 423845 ELECTRONIC BROKERAGE SYSTEM 10,000.00 59.000 50.00 590,050.00
PUR 5/07/10 31385510 FEDERAL SIGNAL CORP
51890 5/12/10 423790 BMO CAPITAL MARKETS/EXECUTI 100,000.00 6.464 1,000.00 647,430.00
PUR 5/20/10 34637510 FORMFACTOR INC
52037 5/25/10 423831 MERRIMAN/OTC 30,000.00 13.125 300.00 394,035.00
PUR 5/06/10 36960410 GENERAL ELECTRIC CO.
12731 5/11/10 423785 ICAP CORPORATES LLC 10,000.00 17.373 100.00 173,829.00
PUR 5/06/10 36960410 GENERAL ELECTRIC CO.
12731 5/11/10 423785 WILLIAMS CAPITAL GROUP 10,000.00 17.554 100.00 175,635.00
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 15
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/28/10 38141G10 GOLDMAN SACHS GROUP INC
50530 5/03/10 423760 ELECTRONIC BROKERAGE SYSTEM 600.00 157.00 3.00 94,203.00
PUR 4/29/10 38141G10 GOLDMAN SACHS GROUP INC
50530 5/04/10 423764 BMO CAPITAL MARKETS/EXECUTI 200.00 159.22 2.00 31,847.00
PUR 4/30/10 38141G10 GOLDMAN SACHS GROUP INC
50530 5/05/10 423768 ELECTRONIC BROKERAGE SYSTEM 200.00 145.46 1.00 29,094.00
PUR 5/04/10 38141G10 GOLDMAN SACHS GROUP INC
50530 5/07/10 423776 ELECTRONIC BROKERAGE SYSTEM 200.00 149.41 1.00 29,883.00
PUR 5/06/10 38141G10 GOLDMAN SACHS GROUP INC
50530 5/11/10 423785 WILLIAMS CAPITAL GROUP 400.00 141.64 4.00 56,660.96
PUR 5/20/10 38141G10 GOLDMAN SACHS GROUP INC
50530 5/25/10 423831 WILLIAMS CAPITAL GROUP 300.00 138.00 3.00 41,403.00
PUR 5/03/10 38259P50 GOOGLE INC
33645 5/06/10 423772 LABRANCHE/0TC 200.00 531.51 2.00 106,305.02
PUR 5/03/10 39312210 GREEN MOUNTAIN COFFEE ROAST
51782 5/06/10 423772 ITG (CHANNEL) 5,147.00 73.007 51.47 375,816.44
PUR 5/03/10 39312210 GREEN MOUNTAIN COFFEE ROAST
51782 5/06/10 423772 LABRANCHE/0TC 2,727.00 72.565 27.27 197,911.75
PUR 5/04/10 39312210 GREEN MOUNTAIN COFFEE ROAST
51782 5/07/10 423776 ITG (CHANNEL) 762.00 73.715 7.62 56,178.07
PUR 5/06/10 41586410 HARSCO CORP
50596 5/11/10 423785 WILLIAMS CAPITAL GROUP 2,000.00 28.918 20.00 57,856.00
PUR 5/13/10 41586410 HARSCO CORP
50596 5/18/10 423809 BMO CAPITAL MARKETS/EXECUTI 3,000.00 28.146 30.00 84,467.70
PUR 5/20/10 42805T10 HERTZ GLOBAL HOLDINGS INC
52039 5/25/10 423831 BLAYLOCK ROBERT VAN LLC 50,000.00 10.477 500.00 524,325.00
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 16
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/24/10 42805T10 HERTZ GLOBAL HOLDINGS INC
52039 5/27/10 423840 ELECTRONIC BROKERAGE SYSTEM 2,000.00 10.398 10.00 20,806.00
PUR 5/25/10 42805T10 HERTZ GLOBAL HOLDINGS INC
52039 5/28/10 423845 ELECTRONIC BROKERAGE SYSTEM 2,000.00 9.780 10.00 19,570.00
PUR 5/06/10 42823610 HEWLETT-PACKARD
51853 5/11/10 423785 WILLIAMS CAPITAL GROUP 10,000.00 47.387 100.00 473,970.00
PUR 5/25/10 44701110 HUNTSMAN CORP
52072 5/28/10 423845 BLAYLOCK ROBERT VAN LLC 60,000.00 8.603 600.00 516,762.00
PUR 5/05/10 45884X10 INTERMUNE INC
51830 5/10/10 423781 INSTINET (PORTAL) 50,000.00 10.359 350.00 518,295.00
PUR 5/05/10 45884X10 INTERMUNE INC
51830 5/10/10 423781 ITG (CHANNEL) 5,736.00 10.393 57.36 59,672.18
PUR 5/05/10 45884X10 INTERMUNE INC
51830 5/10/10 423781 LIQUIDNET 264.00 10.455 5.28 2,765.29
PUR 5/19/10 46625H10 JP MORGAN CHASE & CO
28084 5/24/10 423827 BLAYLOCK ROBERT VAN LLC 1,000.00 38.830 10.00 38,840.00
PUR 5/20/10 46625H10 JP MORGAN CHASE & CO
28084 5/25/10 423831 WILLIAMS CAPITAL GROUP 1,000.00 38.908 10.00 38,917.90
PUR 5/20/10 46625H10 JP MORGAN CHASE & CO
28084 5/25/10 423831 WILLIAMS CAPITAL GROUP 2,000.00 38.520 20.00 77,060.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 3,000.00 38.649 115,977.90
30.00
PUR 5/13/10 57636Q10 MASTERCARD INC
51948 5/18/10 423809 BMO CAPITAL MARKETS/EXECUTI 3,000.00 233.46 30.00 700,415.10
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 17
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/20/10 57636Q10 MASTERCARD INC
51948 5/25/10 423831 WILLIAMS CAPITAL GROUP 1,000.00 203.00 10.00 203,010.00
PUR 5/06/10 58469030 MEDICIS PHARMACEUTICAL-CL A
51855 5/11/10 423785 BLAYLOCK ROBERT VAN LLC 20,000.00 24.374 200.00 487,672.00
PUR 5/07/10 58469030 MEDICIS PHARMACEUTICAL-CL A
51855 5/12/10 423790 BMO CAPITAL MARKETS/EXECUTI 4,000.00 24.290 40.00 97,199.60
PUR 5/11/10 58933110 MERCK & CO INC/NJ
51921 5/14/10 423799 WILLIAMS CAPITAL GROUP 2,000.00 33.366 20.00 66,752.00
PUR 5/21/10 59491810 MICROSOFT CORP.
12799 5/26/10 423835 INSTINET (PORTAL) 2,000.00 26.509 14.00 53,031.60
PUR 5/14/10 60786L10 MODUSLINK GLOBAL SOLUTIONS
50935 5/19/10 423813 INSTINET (PORTAL) 8,000.00 8.072 56.00 64,630.40
PUR 5/17/10 60786L10 MODUSLINK GLOBAL SOLUTIONS
50935 5/20/10 423819 INSTINET (DOMESTIC) 4,000.00 8.164 28.00 32,683.60
PUR 5/21/10 60786L10 MODUSLINK GLOBAL SOLUTIONS
50935 5/26/10 423835 INSTINET (PORTAL) 2,000.00 7.453 14.00 14,920.00
PUR 5/24/10 60786L10 MODUSLINK GLOBAL SOLUTIONS
50935 5/27/10 423840 ITG (CHANNEL) 2,000.00 7.565 20.00 15,150.80
PUR 5/11/10 61744644 MORGAN STANLEY
47655 5/14/10 423799 WILLIAMS CAPITAL GROUP 2,000.00 28.581 20.00 57,182.00
PUR 4/30/10 62886E10 NCR CORP
51677 5/05/10 423768 ELECTRONIC BROKERAGE SYSTEM 2,000.00 13.750 10.00 27,510.00
PUR 5/13/10 62886E10 NCR CORP
51677 5/18/10 423809 BMO CAPITAL MARKETS/EXECUTI 2,000.00 12.585 20.00 25,189.00
PUR 5/14/10 62886E10 NCR CORP
51677 5/19/10 423813 BLAYLOCK ROBERT VAN LLC 2,000.00 12.632 20.00 25,283.00
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 18
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/25/10 65248E10 NEWS CORP - CLA
52073 5/28/10 423845 ELECTRONIC BROKERAGE SYSTEM 40,000.00 12.516 200.00 500,820.00
PUR 5/13/10 67000610 NOVELL INC
45030 5/18/10 423809 INSTINET (PORTAL) 10,000.00 5.757 70.00 57,638.00
PUR 5/06/10 68218910 ON SEMICONDUCTOR CORP
51851 5/11/10 423785 INSTINET (PORTAL) 30,000.00 7.671 210.00 230,340.00
PUR 5/06/10 68218910 ON SEMICONDUCTOR CORP
51851 5/11/10 423785 ITG (CHANNEL) 50,000.00 7.925 500.00 396,740.00
PUR 5/07/10 68218910 ON SEMICONDUCTOR CORP
51851 5/12/10 423790 MERRIMAN/OTC 4,000.00 7.314 40.00 29,295.60
PUR 5/13/10 68389X10 ORACLE CORP
46204 5/18/10 423809 INSTINET/SOFT-FACTSET 2,000.00 24.450 100.00 48,999.40
PUR 4/30/10 69351T10 PPL CORP
51764 5/05/10 423768 PRINCETON SECURITIES GROUP 25,000.00 24.940 250.00 623,757.50
PUR 5/03/10 69351T10 PPL CORP
51764 5/06/10 423772 ELECTRONIC BROKERAGE SYSTEM 2,000.00 24.960 10.00 49,930.00
PUR 5/03/10 69351T10 PPL CORP
51764 5/06/10 423772 ELECTRONIC BROKERAGE SYSTEM 1,000.00 24.910 5.00 24,915.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 3,000.00 24.943 74,845.00
15.00
PUR 5/24/10 69351T10 PPL CORP
51764 5/27/10 423840 ELECTRONIC BROKERAGE SYSTEM 2,000.00 24.800 10.00 49,610.00
PUR 5/25/10 69351T10 PPL CORP
51764 5/28/10 423845 ELECTRONIC BROKERAGE SYSTEM 4,000.00 24.610 20.00 98,460.00
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 19
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/28/10 69917320 PARAMETRIC TECHNOLOGY CORP
51712 5/03/10 423760 INSTINET (PORTAL) 5,000.00 18.821 35.00 94,141.00
PUR 4/28/10 69917320 PARAMETRIC TECHNOLOGY CORP
51712 5/03/10 423760 ITG (CHANNEL) 20,000.00 18.849 200.00 377,186.00
PUR 5/03/10 69917320 PARAMETRIC TECHNOLOGY CORP
51712 5/06/10 423772 ITG (CHANNEL) 2,000.00 18.757 20.00 37,534.60
PUR 5/13/10 69917320 PARAMETRIC TECHNOLOGY CORP
51712 5/18/10 423809 INSTINET (PORTAL) 3,000.00 18.150 21.00 54,471.90
PUR 5/17/10 69917320 PARAMETRIC TECHNOLOGY CORP
51712 5/20/10 423819 INSTINET (DOMESTIC) 2,000.00 18.120 14.00 36,254.00
PUR 5/03/10 70959W10 PENSKE AUTO GROUP
51316 5/06/10 423772 ELECTRONIC BROKERAGE SYSTEM 2,000.00 15.294 10.00 30,598.00
PUR 5/19/10 71708110 PFIZER INC
48433 5/24/10 423827 BLAYLOCK ROBERT VAN LLC 2,000.00 15.760 20.00 31,540.00
PUR 5/25/10 71708110 PFIZER INC
48433 5/28/10 423845 ELECTRONIC BROKERAGE SYSTEM 6,000.00 14.990 30.00 89,970.00
PUR 5/06/10 74164M10 PRIMERICA INC
51335 5/11/10 423785 WILLIAMS CAPITAL GROUP 5,000.00 24.715 50.00 123,624.00
PUR 5/04/10 74331510 PROGRESSIVE CORP
51802 5/07/10 423776 ELECTRONIC BROKERAGE SYSTEM 27,000.00 19.990 135.00 539,867.70
PUR 5/06/10 74331510 PROGRESSIVE CORP
51802 5/11/10 423785 WILLIAMS CAPITAL GROUP 3,000.00 20.320 30.00 60,990.00
PUR 5/07/10 74331510 PROGRESSIVE CORP
51802 5/12/10 423790 BMO CAPITAL MARKETS/EXECUTI 2,000.00 19.700 20.00 39,420.00
PUR 5/14/10 74331510 PROGRESSIVE CORP
51802 5/19/10 423813 BLAYLOCK ROBERT VAN LLC 2,000.00 20.434 20.00 40,888.00
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 20
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/11/10 79084910 ST. JUDE MEDICAL INC.
33134 5/14/10 423799 WILLIAMS CAPITAL GROUP 1,000.00 38.823 10.00 38,833.00
PUR 5/21/10 80854110 SCHWEITZER MAUD
50707 5/26/10 423835 BLAYLOCK ROBERT VAN LLC 2,000.00 50.140 20.00 100,300.00
PUR 5/06/10 82028010 SHAW GROUP INC (THE)
48841 5/11/10 423785 ITG (CHANNEL) 1,000.00 36.368 10.00 36,377.50
PUR 5/05/10 82706L10 SILICON GRAPHICS INTERNATIO
47177 5/10/10 423781 BLAYLOCK ROBERT VAN LLC 10,000.00 8.675 100.00 86,852.00
PUR 5/06/10 82706L10 SILICON GRAPHICS INTERNATIO
47177 5/11/10 423785 WILLIAMS CAPITAL GROUP 4,000.00 8.245 40.00 33,020.00
PUR 5/06/10 83211010 SMITH INTERNATIONAL INC
50846 5/11/10 423785 WILLIAMS CAPITAL GROUP 1,000.00 44.730 10.00 44,740.00
PUR 5/13/10 83211010 SMITH INTERNATIONAL INC
50846 5/18/10 423809 BMO CAPITAL MARKETS/EXECUTI 2,000.00 44.374 20.00 88,768.00
PUR 5/25/10 83211010 SMITH INTERNATIONAL INC
50846 5/28/10 423845 ELECTRONIC BROKERAGE SYSTEM 1,000.00 37.360 5.00 37,365.00
PUR 5/13/10 85747710 STATE STREET CORP
51512 5/18/10 423809 BMO CAPITAL MARKETS/EXECUTI 1,000.00 42.500 10.00 42,510.00
PUR 5/06/10 86837X10 SUPERIOR WELL SVCS
51856 5/11/10 423785 ITG (CHANNEL) 20,000.00 13.963 200.00 279,462.00
PUR 5/07/10 86837X10 SUPERIOR WELL SVCS
51856 5/12/10 423790 MERRIMAN/OTC 10,000.00 13.317 100.00 133,272.00
PUR 5/06/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR
50405 5/11/10 423785 WILLIAMS CAPITAL GROUP 1,000.00 31.800 10.00 31,810.00
PUR 5/20/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR
50405 5/25/10 423831 WILLIAMS CAPITAL GROUP 3,000.00 28.160 30.00 84,510.00
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 21
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/24/10 88731730 TIME WARNER INC
45489 5/27/10 423840 ELECTRONIC BROKERAGE SYSTEM 4,000.00 29.860 20.00 119,460.00
PUR 5/25/10 88731730 TIME WARNER INC
45489 5/28/10 423845 ELECTRONIC BROKERAGE SYSTEM 2,000.00 29.110 10.00 58,230.00
PUR 5/06/10 88870610 TIVO INC.
36147 5/11/10 423785 ITG (CHANNEL) 10,000.00 17.112 100.00 171,221.00
PUR 5/14/10 88870610 TIVO INC.
36147 5/19/10 423813 INSTINET/SOFT-FACTSET 40,000.00 10.998 2,000.00 441,924.00
PUR 5/14/10 88870610 TIVO INC.
36147 5/19/10 423813 LABRANCHE/SOFT 5,000.00 10.337 250.00 51,936.00
PUR 5/14/10 88870610 TIVO INC.
36147 5/19/10 423813 MERRIMAN/OTC 5,000.00 10.169 50.00 50,894.00
PUR 5/17/10 88870610 TIVO INC.
36147 5/20/10 423819 INSTINET (DOMESTIC) 4,000.00 10.610 28.00 42,468.00
PUR 5/18/10 88870610 TIVO INC.
36147 5/21/10 423823 INSTINET (PORTAL) 2,000.00 10.213 14.00 20,440.60
PUR 5/13/10 89674K10 TRIQUINT SEMICONDUCTOR INC
51624 5/18/10 423809 INSTINET (PORTAL) 10,000.00 7.279 70.00 72,863.00
PUR 5/06/10 90333E10 USEC INC
50642 5/11/10 423785 WILLIAMS CAPITAL GROUP 10,000.00 4.561 100.00 45,708.00
PUR 4/29/10 92241710 VEECO INSTRUMENTS INC
50425 5/04/10 423764 LABRANCHE/0TC 2,000.00 47.147 20.00 94,314.00
PUR 4/30/10 92241710 VEECO INSTRUMENTS INC
50425 5/05/10 423768 LABRANCHE/0TC 2,000.00 44.713 20.00 89,446.20
PUR 5/03/10 92241710 VEECO INSTRUMENTS INC
50425 5/06/10 423772 ITG (CHANNEL) 2,000.00 45.929 20.00 91,878.60
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 22
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/04/10 92241710 VEECO INSTRUMENTS INC
50425 5/07/10 423776 ITG (CHANNEL) 2,000.00 45.902 20.00 91,823.00
PUR 5/06/10 92241710 VEECO INSTRUMENTS INC
50425 5/11/10 423785 MERRIMAN/OTC 4,000.00 43.586 40.00 174,384.00
PUR 5/18/10 92241710 VEECO INSTRUMENTS INC
50425 5/21/10 423823 INSTINET (PORTAL) 2,000.00 41.353 14.00 82,719.40
PUR 5/19/10 92241710 VEECO INSTRUMENTS INC
50425 5/24/10 423827 INSTINET (PORTAL) 1,000.00 39.955 7.00 39,962.00
PUR 5/25/10 92241710 VEECO INSTRUMENTS INC
50425 5/28/10 423845 INSTINET (PORTAL) 1,000.00 35.092 7.00 35,098.50
PUR 5/06/10 92343V10 VERIZON COMMUNICATIONS INC
51480 5/11/10 423785 WILLIAMS CAPITAL GROUP 4,000.00 28.603 40.00 114,453.20
PUR 5/07/10 92343V10 VERIZON COMMUNICATIONS INC
51480 5/12/10 423790 BMO CAPITAL MARKETS/EXECUTI 10,000.00 28.000 100.00 280,100.00
PUR 5/13/10 92826C83 VISA INC CL A
49000 5/18/10 423809 BMO CAPITAL MARKETS/EXECUTI 1,000.00 84.785 10.00 84,794.50
PUR 4/28/10 93114210 WAL-MART STORES, INC.
40141 5/03/10 423760 ELECTRONIC BROKERAGE SYSTEM 5,000.00 53.643 25.00 268,242.00
PUR 5/20/10 94974610 WELLS FARGO & CO
46540 5/25/10 423831 WILLIAMS CAPITAL GROUP 13,000.00 29.460 130.00 383,110.00
PUR 4/28/10 96181530 WESTWOOD ONE INC
51695 5/03/10 423760 MERRIMAN/OTC 5,000.00 12.500 50.00 62,550.00
PUR 4/29/10 96181530 WESTWOOD ONE INC
51695 5/04/10 423764 ITG (CHANNEL) 5,000.00 12.504 50.00 62,572.00
PUR 4/30/10 96181530 WESTWOOD ONE INC
51695 5/05/10 423768 LABRANCHE/0TC 2,000.00 14.499 20.00 29,017.40
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 23
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/20/10 96181530 WESTWOOD ONE INC
51695 5/25/10 423831 ITG (CHANNEL) 5,000.00 9.193 50.00 46,016.50
PUR 5/21/10 96181530 WESTWOOD ONE INC
51695 5/26/10 423835 ITG (CHANNEL) 5,000.00 10.367 50.00 51,883.00
PUR 5/24/10 96181530 WESTWOOD ONE INC
51695 5/27/10 423840 ITG (CHANNEL) 2,000.00 10.690 20.00 21,399.80
PUR 5/07/10 H8912P10 TYCO ELECTRONICS LTD
48848 5/12/10 423790 BMO CAPITAL MARKETS/EXECUTI 2,000.00 28.537 20.00 57,094.00
PUR 5/10/10 H8912P10 TYCO ELECTRONICS LTD
48848 5/13/10 423795 BLAYLOCK ROBERT VAN LLC 2,000.00 29.750 20.00 59,520.00
PUR 5/19/10 H8912P10 TYCO ELECTRONICS LTD
48848 5/24/10 423827 BLAYLOCK ROBERT VAN LLC 5,000.00 28.028 50.00 140,188.00
PUR 5/21/10 H8912P10 TYCO ELECTRONICS LTD
48848 5/26/10 423835 BLAYLOCK ROBERT VAN LLC 2,000.00 26.959 20.00 53,938.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 1,924,399.00 28,259,182.87
19,364.26
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 1,924,399.00 28,259,182.87
19,364.26
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 4/29/10 00246W10 AXT INC. .72
51014 5/04/10 423765 ITG (CHANNEL) 10,000.00 4.244 100.00 42,336.28 7,776.00
SALE 5/06/10 00246W10 AXT INC. .25
51014 5/11/10 423786 MERRIMAN/OTC 3,275.00 4.367 32.75 14,269.25 2,950.76
SALE 5/07/10 00246W10 AXT INC. .45
51014 5/12/10 423791 MERRIMAN/OTC 6,725.00 3.872 67.25 25,968.81 2,727.02
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 24
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/13/10 00246W10 AXT INC. .80
51014 5/18/10 423810 MERRIMAN/OTC 10,000.00 4.702 100.00 46,917.20 12,356.92
SALE 5/14/10 00246W10 AXT INC. .78
51014 5/19/10 423814 INSTINET (PORTAL) 10,000.00 4.584 70.00 45,769.22 11,208.94
SALE 5/19/10 00246W10 AXT INC. .39
51014 5/24/10 423828 INSTINET (PORTAL) 5,000.00 4.572 35.00 22,823.61 5,543.47
SALE 5/24/10 00246W10 AXT INC. .36
51014 5/27/10 423841 INSTINET (PORTAL) 5,000.00 4.165 35.00 20,789.64 3,509.50
SALE 5/25/10 00246W10 AXT INC. .35
51014 5/28/10 423846 INSTINET (PORTAL) 5,000.00 4.075 35.00 20,339.65 3,059.51
SALE 5/20/10 00507V10 ACTIVISION BLIZZARD INC 1.76
51780 5/25/10 423832 ITG (CHANNEL) 10,000.00 10.399 100.00 103,886.24 -7,243.26
SALE 5/25/10 00507V10 ACTIVISION BLIZZARD INC 1.71
51780 5/28/10 423846 LABRANCHE/0TC 10,000.00 10.100 100.00 100,899.29 -10,230.21
SALE 5/14/10 02942910 AMERICAN SCIENCE & ENGIN 1.36
51891 5/19/10 423814 INSTINET (PORTAL) 1,000.00 79.942 7.00 79,933.64 6,792.90
SALE 4/30/10 03076C10 AMERIPRISE FINANCIAL INC .82
47265 5/05/10 423769 ELECTRONIC BROKERAGE SYSTEM 1,000.00 47.950 5.00 47,944.18 21,585.84
SALE 5/06/10 03251510 ANADIGICS INC 3.11
48937 5/11/10 423786 MERRIMAN/OTC 40,000.00 4.601 400.00 183,616.89 22,504.71
SALE 5/04/10 03783310 APPLE INC 4.36
36208 5/07/10 423777 ITG (CHANNEL) 1,000.00 257.63 10.00 257,621.84 105,544.08
SALE 5/10/10 03783310 APPLE INC 4.23
36208 5/13/10 423796 ITG (CHANNEL) 1,000.00 249.84 10.00 249,833.77 88,742.96
SALE 5/14/10 03783310 APPLE INC 2.15
36208 5/19/10 423814 INSTINET (PORTAL) 500.00 253.83 3.50 126,909.35 46,363.94
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 25
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 4/30/10 04289L10 ART TECHNOLOGY GROUP INC .73
50643 5/05/10 423769 LABRANCHE/0TC 10,000.00 4.300 100.00 42,899.27 4,354.98
SALE 5/03/10 04289L10 ART TECHNOLOGY GROUP INC .75
50643 5/06/10 423773 ITG (CHANNEL) 10,000.00 4.388 100.00 43,776.25 5,231.96
SALE 5/06/10 04289L10 ART TECHNOLOGY GROUP INC .70
50643 5/11/10 423786 MERRIMAN/OTC 10,000.00 4.120 100.00 41,102.30 2,558.01
SALE 5/13/10 04951310 ATMEL CORP. .97
44327 5/18/10 423810 INSTINET/SOFT-FACTSET 10,000.00 5.693 500.00 56,432.03 20,887.92
SALE 5/25/10 04951310 ATMEL CORP. .83
44327 5/28/10 423846 LABRANCHE/0TC 10,000.00 4.913 100.00 49,024.17 13,480.06
SALE 5/06/10 05714910 MICHAEL BAKER CORP .63
37926 5/11/10 423786 WILLIAMS CAPITAL GROUP 1,000.00 36.785 10.00 36,774.37 3,697.76
SALE 5/07/10 05714910 MICHAEL BAKER CORP .62
37926 5/12/10 423791 BMO CAPITAL MARKETS/EXECUTI 1,000.00 36.360 10.00 36,349.38 3,272.77
SALE 5/13/10 05714910 MICHAEL BAKER CORP 1.32
37926 5/18/10 423810 BMO CAPITAL MARKETS/EXECUTI 2,000.00 38.934 20.00 77,845.68 11,692.47
SALE 5/14/10 05714910 MICHAEL BAKER CORP .68
37926 5/19/10 423814 BLAYLOCK ROBERT VAN LLC 1,000.00 39.969 10.00 39,958.32 6,881.71
SALE 5/19/10 05714910 MICHAEL BAKER CORP .67
37926 5/24/10 423828 BLAYLOCK ROBERT VAN LLC 1,000.00 39.090 10.00 39,079.33 6,002.72
SALE 5/07/10 07401410 BEASLEY BROADCAST GROUP I .05
51499 5/12/10 423791 MERRIMAN/OTC 563.00 5.125 5.63 2,879.70 446.35
SALE 5/13/10 07401410 BEASLEY BROADCAST GROUP I .20
51499 5/18/10 423810 INSTINET (PORTAL) 1,874.00 6.079 13.12 11,379.10 3,279.45
SALE 5/14/10 07401410 BEASLEY BROADCAST GROUP I .16
51499 5/19/10 423814 INSTINET (PORTAL) 1,500.00 6.016 10.50 9,013.34 2,530.16
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 26
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/17/10 07401410 BEASLEY BROADCAST GROUP I .17
51499 5/20/10 423820 INSTINET (PORTAL) 1,626.00 6.066 11.38 9,851.44 2,823.67
SALE 5/19/10 07401410 BEASLEY BROADCAST GROUP I .33
51499 5/24/10 423828 INSTINET (PORTAL) 3,000.00 6.349 21.00 19,025.07 6,058.71
SALE 5/20/10 07401410 BEASLEY BROADCAST GROUP I .10
51499 5/25/10 423832 INSTINET (PORTAL) 899.00 6.105 6.29 5,482.01 1,596.42
SALE 5/21/10 07401410 BEASLEY BROADCAST GROUP I .11
51499 5/26/10 423836 INSTINET (PORTAL) 1,000.00 6.150 7.00 6,143.19 1,821.07
SALE 5/24/10 07401410 BEASLEY BROADCAST GROUP I .02
51499 5/27/10 423841 INSTINET (PORTAL) 101.00 6.100 .71 615.34 178.81
SALE 5/25/10 07401410 BEASLEY BROADCAST GROUP I .03
51499 5/28/10 423846 INSTINET (PORTAL) 214.00 6.121 1.50 1,308.43 383.50
SALE 4/30/10 08578910 BERRY PETROLEUM CO 1.10
42924 5/05/10 423769 ELECTRONIC BROKERAGE SYSTEM 2,000.00 32.461 10.00 64,910.90 17,581.87
SALE 5/03/10 08578910 BERRY PETROLEUM CO 1.14
42924 5/06/10 423773 BMO CAPITAL MARKETS/EXECUTI 2,000.00 33.578 20.00 67,134.26 19,805.24
SALE 5/03/10 08578910 BERRY PETROLEUM CO 1.10
42924 5/06/10 423773 ELECTRONIC BROKERAGE SYSTEM 2,000.00 32.420 10.00 64,828.90 17,499.87
SALE 5/03/10 09062X10 BIOGEN IDEC INC 1.82
47969 5/06/10 423773 ITG (CHANNEL) 2,000.00 53.555 20.00 107,087.78 11,062.30
SALE 5/03/10 09062X10 BIOGEN IDEC INC 1.82
47969 5/06/10 423773 ITG (CHANNEL) 2,000.00 53.665 20.00 107,308.18 11,282.71
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 53.610 3.64 214,395.96 22,345.01
40.00
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 27
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/03/10 11012210 BRISTOL-MYERS SQUIBB CO. .86
37974 5/06/10 423773 ELECTRONIC BROKERAGE SYSTEM 2,000.00 25.240 10.00 50,469.14 5,197.58
SALE 5/06/10 11162130 BROCADE COMMUNICATIONS SY 6.38
50867 5/11/10 423786 ITG (CHANNEL) 60,000.00 6.287 600.00 376,583.62 31,983.62
SALE 4/28/10 11776U30 BSQUARE CORP .02
48982 5/03/10 423761 CREDIT SUISSE SEC (AES) 400.00 2.745 4.00 1,093.98 108.57
SALE 4/29/10 11776U30 BSQUARE CORP .23
48982 5/04/10 423765 MERRIMAN/OTC 5,000.00 2.654 50.00 13,219.27 901.70
SALE 5/03/10 11776U30 BSQUARE CORP .18
48982 5/06/10 423773 ITG (CHANNEL) 3,900.00 2.622 39.00 10,184.67 576.97
SALE 5/04/10 11776U30 BSQUARE CORP .05
48982 5/07/10 423777 ITG (CHANNEL) 1,100.00 2.634 11.00 2,886.46 176.60
SALE 5/05/10 11776U30 BSQUARE CORP .23
48982 5/10/10 423782 LABRANCHE/0TC 5,000.00 2.707 50.00 13,486.27 1,168.70
SALE 5/06/10 11776U30 BSQUARE CORP .22
48982 5/11/10 423786 MERRIMAN/OTC 5,000.00 2.530 50.00 12,599.78 282.22
SALE 5/07/10 11776U30 BSQUARE CORP .22
48982 5/12/10 423791 MERRIMAN/OTC 5,000.00 2.498 50.00 12,440.78 123.21
SALE 5/13/10 11776U30 BSQUARE CORP .22
48982 5/18/10 423810 MERRIMAN/OTC 5,000.00 2.545 50.00 12,675.78 358.22
SALE 5/14/10 11776U30 BSQUARE CORP .22
48982 5/19/10 423814 MERRIMAN/OTC 5,000.00 2.505 50.00 12,476.78 159.21
SALE 5/17/10 11776U30 BSQUARE CORP .22
48982 5/20/10 423820 MERRIMAN/OTC 5,000.00 2.550 50.00 12,700.78 383.22
SALE 5/19/10 11776U30 BSQUARE CORP .22
48982 5/24/10 423828 MERRIMAN/OTC 5,000.00 2.550 50.00 12,700.78 383.21
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 28
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/21/10 11776U30 BSQUARE CORP .21
48982 5/26/10 423836 LABRANCHE/0TC 5,000.00 2.431 50.00 12,104.79 -212.78
SALE 5/07/10 12485720 CBS CORPORATION 1.71
51514 5/12/10 423791 BMO CAPITAL MARKETS/EXECUTI 7,000.00 14.410 70.00 100,801.09 -8,958.61
SALE 5/13/10 12485720 CBS CORPORATION 2.60
51514 5/18/10 423810 BMO CAPITAL MARKETS/EXECUTI 10,000.00 15.340 100.00 153,300.40 -3,499.18
SALE 5/14/10 12485720 CBS CORPORATION 7.53
51514 5/19/10 423814 BLAYLOCK ROBERT VAN LLC 30,000.00 14.834 300.00 444,703.47 -25,695.26
SALE 5/03/10 12665010 CVS CORP .63
49562 5/06/10 423773 ELECTRONIC BROKERAGE SYSTEM 1,000.00 37.000 5.00 36,994.37 6,525.67
SALE 5/05/10 12665010 CVS CORP .62
49562 5/10/10 423782 BLAYLOCK ROBERT VAN LLC 1,000.00 36.236 10.00 36,225.48 5,756.78
SALE 5/24/10 14204220 CARIBOU COFFEE CO INC .87
51581 5/27/10 423841 LABRANCHE/0TC 5,000.00 10.349 50.00 51,693.63 14,189.43
SALE 4/28/10 14343640 CARMIKE CINEMAS 1.44
49214 5/03/10 423761 MERRIMAN/OTC 5,000.00 16.962 50.00 84,757.56 52,033.09
SALE 4/29/10 14343640 CARMIKE CINEMAS 1.46
49214 5/04/10 423765 ITG (CHANNEL) 5,000.00 17.226 50.00 86,077.04 53,352.57
SALE 4/29/10 14343640 CARMIKE CINEMAS 1.49
49214 5/04/10 423765 LABRANCHE/0TC 5,000.00 17.604 50.00 87,966.01 55,241.54
SALE 4/30/10 14343640 CARMIKE CINEMAS 1.48
49214 5/05/10 423769 MERRIMAN/OTC 5,000.00 17.417 50.00 87,035.52 54,311.05
SALE 5/03/10 14343640 CARMIKE CINEMAS .84
49214 5/06/10 423773 ITG (CHANNEL) 3,000.00 16.481 30.00 49,412.46 29,777.78
SALE 5/04/10 17243V10 CINEMARK HOLDINGS INC 1.26
50303 5/07/10 423777 ELECTRONIC BROKERAGE SYSTEM 4,000.00 18.510 20.00 74,018.74 15,459.21
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 29
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/06/10 17275R10 CISCO SYSTEMS 1.33
48983 5/11/10 423786 MERRIMAN/OTC 3,000.00 26.050 30.00 78,118.67 5,405.30
SALE 4/30/10 19210850 COEUR D'ALENE MINES CORP 3.05
49193 5/05/10 423769 ELECTRONIC BROKERAGE SYSTEM 10,000.00 18.000 50.00 179,946.95 -6,287.88
SALE 5/04/10 19210850 COEUR D'ALENE MINES CORP 2.96
49193 5/07/10 423777 ELECTRONIC BROKERAGE SYSTEM 10,000.00 17.500 50.00 174,947.04 -11,287.79
SALE 5/11/10 19210850 COEUR D'ALENE MINES CORP .62
49193 5/14/10 423800 WILLIAMS CAPITAL GROUP 2,000.00 18.279 20.00 36,536.98 -709.99
SALE 4/30/10 19416210 COLGATE-PALMOLIVE CO 2.88
49940 5/05/10 423769 ELECTRONIC BROKERAGE SYSTEM 2,000.00 85.030 10.00 170,047.12 5,276.12
SALE 5/04/10 19416210 COLGATE-PALMOLIVE CO 9.83
49940 5/07/10 423777 ELECTRONIC BROKERAGE SYSTEM 7,000.00 83.028 35.00 581,153.27 4,454.77
SALE 4/30/10 21079530 CONTINENTAL AIR 1.16
51433 5/05/10 423769 ELECTRONIC BROKERAGE SYSTEM 3,000.00 22.840 15.00 68,503.84 4,157.66
SALE 5/13/10 21079530 CONTINENTAL AIR 1.83
51433 5/18/10 423810 BMO CAPITAL MARKETS/EXECUTI 5,000.00 21.552 50.00 107,709.67 4,750.99
SALE 5/13/10 24736170 DELTA AIR LINES INC DEL 2.31
51739 5/18/10 423810 BMO CAPITAL MARKETS/EXECUTI 10,000.00 13.662 100.00 136,516.69 14,400.52
SALE 5/14/10 24736170 DELTA AIR LINES INC DEL 1.17
51739 5/19/10 423814 BLAYLOCK ROBERT VAN LLC 5,000.00 13.829 50.00 69,094.83 8,036.75
SALE 5/17/10 24736170 DELTA AIR LINES INC DEL 1.17
51739 5/20/10 423820 WILLIAMS CAPITAL GROUP 5,000.00 13.729 50.00 68,593.33 7,535.25
SALE 5/19/10 24736170 DELTA AIR LINES INC DEL 1.15
51739 5/24/10 423828 BLAYLOCK ROBERT VAN LLC 5,000.00 13.533 50.00 67,613.85 6,555.77
SALE 5/20/10 24736170 DELTA AIR LINES INC DEL 1.12
51739 5/25/10 423832 WILLIAMS CAPITAL GROUP 5,000.00 13.200 50.00 65,948.88 4,890.80
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 30
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/24/10 24736170 DELTA AIR LINES INC DEL 1.12
51739 5/27/10 423841 ELECTRONIC BROKERAGE SYSTEM 5,000.00 13.190 25.00 65,923.88 4,865.80
SALE 5/25/10 24736170 DELTA AIR LINES INC DEL 1.11
51739 5/28/10 423846 ELECTRONIC BROKERAGE SYSTEM 5,000.00 13.110 25.00 65,523.89 4,465.80
SALE 5/17/10 25470M10 DISH NETWORKS .40
48225 5/20/10 423820 INSTINET (DOMESTIC) 1,000.00 23.300 7.00 23,292.60 5,081.93
SALE 5/06/10 25490A10 DIRECTV GROUP INC 12.43
51408 5/11/10 423786 WILLIAMS CAPITAL GROUP 20,000.00 36.761 200.00 735,013.57 41,190.71
SALE 5/17/10 25859810 DOUBLE-TAKE SOFTWARE INC .88
51477 5/20/10 423820 INSTINET (DOMESTIC) 5,000.00 10.350 35.00 51,714.12 4,083.94
SALE 5/18/10 25859810 DOUBLE-TAKE SOFTWARE INC 1.75
51477 5/21/10 423824 INSTINET (PORTAL) 10,000.00 10.310 70.00 103,028.25 7,767.88
SALE 5/20/10 25859810 DOUBLE-TAKE SOFTWARE INC .87
51477 5/25/10 423832 ITG (CHANNEL) 5,000.00 10.252 50.00 51,208.13 3,577.95
SALE 5/20/10 25859810 DOUBLE-TAKE SOFTWARE INC 2.61
51477 5/25/10 423832 ITG (CHANNEL) 15,000.00 10.267 150.00 153,847.89 10,957.33
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 10.263 3.48 205,056.02 14,535.28
200.00
SALE 5/21/10 25859810 DOUBLE-TAKE SOFTWARE INC 2.61
51477 5/26/10 423836 ITG (CHANNEL) 15,000.00 10.265 150.00 153,826.89 10,936.33
SALE 4/29/10 26017410 DOVER MOTORSPORTS INC .08
47763 5/04/10 423765 ELECTRONIC BROKERAGE SYSTEM 2,000.00 2.096 10.00 4,180.92 1,372.47
SALE 4/29/10 26017410 DOVER MOTORSPORTS INC .08
47763 5/04/10 423765 ELECTRONIC BROKERAGE SYSTEM 2,000.00 2.140 10.00 4,268.92 1,460.47
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 2.118 .16 8,449.84 2,832.94
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 31
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/03/10 26017410 DOVER MOTORSPORTS INC .08
47763 5/06/10 423773 ELECTRONIC BROKERAGE SYSTEM 2,000.00 2.153 10.00 4,295.92 1,487.47
SALE 5/04/10 26017410 DOVER MOTORSPORTS INC .08
47763 5/07/10 423777 ELECTRONIC BROKERAGE SYSTEM 2,000.00 2.110 10.00 4,209.92 1,401.47
SALE 5/05/10 26017410 DOVER MOTORSPORTS INC .07
47763 5/10/10 423782 ELECTRONIC BROKERAGE SYSTEM 2,000.00 2.060 10.00 4,109.93 1,301.48
SALE 5/06/10 26017410 DOVER MOTORSPORTS INC .07
47763 5/11/10 423786 WILLIAMS CAPITAL GROUP 2,000.00 2.018 20.00 4,015.13 1,206.68
SALE 5/07/10 26017410 DOVER MOTORSPORTS INC .07
47763 5/12/10 423791 BMO CAPITAL MARKETS/EXECUTI 2,000.00 1.952 20.00 3,882.93 1,074.48
SALE 5/13/10 26017410 DOVER MOTORSPORTS INC .07
47763 5/18/10 423810 BMO CAPITAL MARKETS/EXECUTI 2,000.00 2.010 20.00 3,999.93 1,191.48
SALE 5/14/10 26017410 DOVER MOTORSPORTS INC .07
47763 5/19/10 423814 BLAYLOCK ROBERT VAN LLC 2,000.00 2.060 20.00 4,099.93 1,291.48
SALE 5/14/10 26017410 DOVER MOTORSPORTS INC .07
47763 5/19/10 423814 BLAYLOCK ROBERT VAN LLC 2,000.00 2.010 20.00 3,999.93 1,191.48
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 2.035 .14 8,099.86 2,482.96
40.00
SALE 5/19/10 26017410 DOVER MOTORSPORTS INC .07
47763 5/24/10 423828 BLAYLOCK ROBERT VAN LLC 2,000.00 1.960 20.00 3,899.93 1,091.48
SALE 5/20/10 26017410 DOVER MOTORSPORTS INC .07
47763 5/25/10 423832 WILLIAMS CAPITAL GROUP 2,000.00 1.935 20.00 3,849.93 1,041.48
SALE 5/25/10 26017410 DOVER MOTORSPORTS INC .07
47763 5/28/10 423846 ELECTRONIC BROKERAGE SYSTEM 2,000.00 1.880 10.00 3,749.93 941.48
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 32
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 4/28/10 29267A20 ENER1 INC .72
48726 5/03/10 423761 ELECTRONIC BROKERAGE SYSTEM 10,000.00 4.220 50.00 42,149.28 -26,536.90
SALE 4/28/10 29267A20 ENER1 INC 1.41
48726 5/03/10 423761 ELECTRONIC BROKERAGE SYSTEM 20,000.00 4.153 100.00 82,948.59 -54,423.77
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 30,000.00 4.175 2.13 125,097.87 -80,960.67
150.00
SALE 4/29/10 29267A20 ENER1 INC 1.43
48726 5/04/10 423765 ELECTRONIC BROKERAGE SYSTEM 20,000.00 4.206 100.00 84,014.57 -53,357.80
SALE 4/29/10 29362U10 ENTERGRIS INC 1.05
49651 5/04/10 423765 ITG (CHANNEL) 10,000.00 6.209 100.00 61,989.95 19,430.75
SALE 4/29/10 29362U10 ENTERGRIS INC 1.05
49651 5/04/10 423765 LABRANCHE/0TC 10,000.00 6.225 100.00 62,148.95 19,589.75
SALE 5/11/10 29380T10 ENTERTAINMENT PROPERTIES TR 1.45
43302 5/14/10 423800 WILLIAMS CAPITAL GROUP 2,000.00 42.700 20.00 85,378.55 33,806.34
SALE 5/13/10 29380T10 ENTERTAINMENT PROPERTIES TR 3.03
43302 5/18/10 423810 BMO CAPITAL MARKETS/EXECUTI 4,000.00 44.744 40.00 178,932.17 75,787.76
SALE 5/14/10 29380T10 ENTERTAINMENT PROPERTIES TR 2.18
43302 5/19/10 423814 BLAYLOCK ROBERT VAN LLC 3,000.00 42.828 30.00 128,451.22 51,092.91
SALE 5/14/10 29380T10 ENTERTAINMENT PROPERTIES TR 2.22
43302 5/19/10 423814 BLAYLOCK ROBERT VAN LLC 3,000.00 43.660 30.00 130,947.78 53,589.47
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 6,000.00 43.244 4.40 259,399.00 104,682.38
60.00
SALE 5/17/10 29380T10 ENTERTAINMENT PROPERTIES TR 1.47
43302 5/20/10 423820 WILLIAMS CAPITAL GROUP 2,000.00 43.212 20.00 86,401.53 34,829.32
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 33
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/03/10 30161N10 EXELON CORP 1.49
50595 5/06/10 423773 ELECTRONIC BROKERAGE SYSTEM 2,000.00 43.910 10.00 87,808.51 -4,044.83
SALE 5/03/10 30161N10 EXELON CORP 1.48
50595 5/06/10 423773 ELECTRONIC BROKERAGE SYSTEM 2,000.00 43.700 10.00 87,388.52 -4,464.82
SALE 5/03/10 30161N10 EXELON CORP 5.96
50595 5/06/10 423773 ELECTRONIC BROKERAGE SYSTEM 8,000.00 44.066 40.00 352,478.04 -14,935.29
-------------- ====== ---------- -------------- --------------
3 INTRA-DAY TRANSACTIONS SUBTOTAL: 12,000.00 43.979 8.93 527,675.07 -23,444.94
60.00
SALE 5/19/10 31385510 FEDERAL SIGNAL CORP 2.30
51890 5/24/10 423828 BLAYLOCK ROBERT VAN LLC 20,000.00 6.788 200.00 135,559.70 6,073.70
SALE 5/20/10 31385510 FEDERAL SIGNAL CORP 1.11
51890 5/25/10 423832 WILLIAMS CAPITAL GROUP 10,000.00 6.530 100.00 65,202.89 459.89
SALE 5/24/10 31385510 FEDERAL SIGNAL CORP 1.12
51890 5/27/10 423841 ELECTRONIC BROKERAGE SYSTEM 10,000.00 6.600 50.00 65,948.88 1,205.88
SALE 5/14/10 34958B10 FORTRESS INVESTMENT GRP-CL .79
50808 5/19/10 423814 BLAYLOCK ROBERT VAN LLC 10,000.00 4.618 100.00 46,078.21 4,141.47
SALE 5/18/10 34958B10 FORTRESS INVESTMENT GRP-CL 1.48
50808 5/21/10 423824 BLAYLOCK ROBERT VAN LLC 20,000.00 4.361 200.00 87,024.52 3,151.05
SALE 5/19/10 34958B10 FORTRESS INVESTMENT GRP-CL .76
50808 5/24/10 423828 BLAYLOCK ROBERT VAN LLC 10,000.00 4.440 100.00 44,299.24 2,362.51
SALE 5/20/10 34958B10 FORTRESS INVESTMENT GRP-CL .70
50808 5/25/10 423832 WILLIAMS CAPITAL GROUP 10,000.00 4.119 100.00 41,084.30 -852.44
SALE 5/07/10 36159R10 GEO GROUP INC 1.38
49652 5/12/10 423791 BMO CAPITAL MARKETS/EXECUTI 4,000.00 20.316 40.00 81,223.02 14.45
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 34
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/14/10 36159R10 GEO GROUP INC .73
49652 5/19/10 423814 BLAYLOCK ROBERT VAN LLC 2,000.00 21.397 20.00 42,773.27 2,168.98
SALE 5/14/10 36159R10 GEO GROUP INC .74
49652 5/19/10 423814 BLAYLOCK ROBERT VAN LLC 2,000.00 21.790 20.00 43,559.26 2,954.97
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 21.594 1.47 86,332.53 5,123.95
40.00
SALE 5/19/10 36159R10 GEO GROUP INC .74
49652 5/24/10 423828 BLAYLOCK ROBERT VAN LLC 2,000.00 21.849 20.00 43,677.26 3,072.98
SALE 5/20/10 36159R10 GEO GROUP INC 3.54
49652 5/25/10 423832 WILLIAMS CAPITAL GROUP 10,000.00 20.943 100.00 209,328.46 6,307.03
SALE 5/25/10 36159R10 GEO GROUP INC .68
49652 5/28/10 423846 ELECTRONIC BROKERAGE SYSTEM 2,000.00 20.072 10.00 40,133.32 -470.97
SALE 5/14/10 38141G10 GOLDMAN SACHS GROUP INC .97
50530 5/19/10 423814 BLAYLOCK ROBERT VAN LLC 400.00 142.85 4.00 57,136.27 -5,226.55
SALE 5/06/10 40521710 HAIN CELESTIAL GROUP 5.51
50230 5/11/10 423786 ITG (CHANNEL) 18,000.00 18.082 180.00 325,283.29 23,756.46
SALE 4/28/10 41586410 HARSCO CORP 1.16
50596 5/03/10 423761 ELECTRONIC BROKERAGE SYSTEM 2,000.00 34.120 10.00 68,228.84 6,461.16
SALE 4/29/10 42823610 HEWLETT-PACKARD 8.92
51547 5/04/10 423765 ELECTRONIC BROKERAGE SYSTEM 10,000.00 52.733 50.00 527,266.08 -14,890.35
SALE 5/03/10 42823610 HEWLETT-PACKARD 3.52
51547 5/06/10 423773 ELECTRONIC BROKERAGE SYSTEM 4,000.00 52.060 20.00 208,216.48 -8,646.09
SALE 5/19/10 42823610 HEWLETT-PACKARD 3.99
51853 5/24/10 423828 BLAYLOCK ROBERT VAN LLC 5,000.00 47.197 50.00 235,932.01 -1,052.99
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 35
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/20/10 42823610 HEWLETT-PACKARD 3.88
51853 5/25/10 423832 WILLIAMS CAPITAL GROUP 5,000.00 45.800 50.00 228,946.12 -8,038.88
SALE 5/06/10 43146610 HILL INTERNATIONAL INC .82
49784 5/11/10 423786 WILLIAMS CAPITAL GROUP 10,000.00 4.838 100.00 48,277.18 -15,878.98
SALE 5/20/10 43146610 HILL INTERNATIONAL INC .36
49784 5/25/10 423832 WILLIAMS CAPITAL GROUP 5,000.00 4.180 50.00 20,849.64 -11,228.44
SALE 4/28/10 45678T30 INFOSPACE INC 2.67
48854 5/03/10 423761 CREDIT SUISSE SEC (AES) 15,000.00 10.493 150.00 157,243.83 26,805.60
SALE 4/28/10 45678T30 INFOSPACE INC .89
48854 5/03/10 423761 LIQUIDNET 5,000.00 10.475 100.00 52,274.11 8,794.70
SALE 4/28/10 45678T30 INFOSPACE INC 3.56
48854 5/03/10 423761 MERRIMAN/OTC 20,000.00 10.504 200.00 209,884.44 35,966.81
SALE 5/06/10 45884X10 INTERMUNE INC 4.39
51830 5/11/10 423786 ITG (CHANNEL) 20,000.00 12.965 200.00 259,095.61 51,691.16
SALE 5/19/10 45884X10 INTERMUNE INC .71
51830 5/24/10 423828 INSTINET (PORTAL) 4,000.00 10.435 28.00 41,712.49 231.60
SALE 5/14/10 45920010 INTL BUSINESS MACHINES CORP 2.22
45198 5/19/10 423814 BLAYLOCK ROBERT VAN LLC 1,000.00 131.22 10.00 131,215.78 29,228.95
SALE 5/03/10 48247020 KIT DIGITAL INC .49
47968 5/06/10 423773 ITG (CHANNEL) 2,000.00 14.430 20.00 28,839.31 14,674.48
SALE 5/05/10 48247020 KIT DIGITAL INC .48
47968 5/10/10 423782 ITG (CHANNEL) 2,000.00 14.100 20.00 28,179.52 14,014.70
SALE 5/14/10 48247020 KIT DIGITAL INC .48
47968 5/19/10 423814 INSTINET (PORTAL) 2,000.00 13.916 14.00 27,818.32 13,653.49
SALE 5/11/10 52490110 LEGG MASON INC 1.70
48852 5/14/10 423800 WILLIAMS CAPITAL GROUP 3,000.00 33.513 30.00 100,505.80 5,805.09
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 36
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/14/10 52490110 LEGG MASON INC 1.16
48852 5/19/10 423814 BLAYLOCK ROBERT VAN LLC 2,000.00 34.155 20.00 68,287.84 5,154.03
SALE 5/17/10 52490110 LEGG MASON INC .58
48852 5/20/10 423820 WILLIAMS CAPITAL GROUP 1,000.00 34.110 10.00 34,099.42 2,532.52
SALE 5/14/10 55254110 M & F WORLDWIDE CORP .56
50781 5/19/10 423814 BLAYLOCK ROBERT VAN LLC 1,000.00 32.711 10.00 32,700.44 -787.41
SALE 5/19/10 55254110 M & F WORLDWIDE CORP .54
50781 5/24/10 423828 BLAYLOCK ROBERT VAN LLC 1,000.00 31.875 10.00 31,864.46 -1,623.39
SALE 5/24/10 57636Q10 MASTERCARD INC 3.65
51948 5/27/10 423841 ELECTRONIC BROKERAGE SYSTEM 1,000.00 215.90 5.00 215,892.55 -9,963.73
SALE 5/05/10 57776J10 MAXLINEAR A 1.14
51235 5/10/10 423782 BLAYLOCK ROBERT VAN LLC 4,000.00 16.859 40.00 67,392.86 11,392.86
SALE 5/05/10 58155Q10 MCKESSON CORP 2.28
50367 5/10/10 423782 ELECTRONIC BROKERAGE SYSTEM 2,000.00 67.420 10.00 134,827.72 12,071.96
SALE 5/06/10 58155Q10 MCKESSON CORP 1.11
50367 5/11/10 423786 WILLIAMS CAPITAL GROUP 1,000.00 65.206 10.00 65,194.89 3,817.01
SALE 5/14/10 58155Q10 MCKESSON CORP 1.17
50367 5/19/10 423814 BLAYLOCK ROBERT VAN LLC 1,000.00 68.848 10.00 68,836.83 7,458.95
SALE 5/19/10 58155Q10 MCKESSON CORP 1.18
50367 5/24/10 423828 BLAYLOCK ROBERT VAN LLC 1,000.00 69.486 10.00 69,474.82 8,096.94
SALE 5/25/10 58155Q10 MCKESSON CORP 1.13
50367 5/28/10 423846 ELECTRONIC BROKERAGE SYSTEM 1,000.00 66.540 5.00 66,533.87 5,155.99
SALE 5/03/10 58933Y10 MERCK & CO. INC. 1.19
49253 5/06/10 423773 ELECTRONIC BROKERAGE SYSTEM 2,000.00 35.140 10.00 70,268.81 5,182.34
SALE 5/06/10 59491810 MICROSOFT CORP. .98
12799 5/11/10 423786 ITG (CHANNEL) 2,000.00 28.937 20.00 57,852.02 7,635.52
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 37
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/14/10 59511210 MICRON TECHNOLOGY INC .61
48421 5/19/10 423814 BLAYLOCK ROBERT VAN LLC 4,000.00 8.960 40.00 35,800.19 4,776.53
SALE 5/03/10 60871R20 MOLSON COORS BREWING CO. 1.51
41264 5/06/10 423773 ELECTRONIC BROKERAGE SYSTEM 2,000.00 44.434 10.00 88,856.49 -1,796.78
SALE 5/05/10 60871R20 MOLSON COORS BREWING CO. 2.96
41264 5/10/10 423782 ELECTRONIC BROKERAGE SYSTEM 4,000.00 43.700 20.00 174,777.04 -6,529.50
SALE 5/14/10 61166W10 MONSANTO CO 6.47
51127 5/19/10 423814 BLAYLOCK ROBERT VAN LLC 7,000.00 54.635 70.00 382,370.63 -122,889.28
SALE 5/14/10 61166W10 MONSANTO CO .93
51127 5/19/10 423814 BLAYLOCK ROBERT VAN LLC 1,000.00 54.750 10.00 54,739.07 -17,440.92
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 8,000.00 54.650 7.40 437,109.70 -140,330.20
80.00
SALE 4/30/10 61744644 MORGAN STANLEY 2.07
47655 5/05/10 423769 ELECTRONIC BROKERAGE SYSTEM 4,000.00 30.553 20.00 122,187.93 7,849.24
SALE 5/25/10 62886E10 NCR CORP .87
51677 5/28/10 423846 ELECTRONIC BROKERAGE SYSTEM 4,000.00 12.730 20.00 50,899.13 -6,536.69
SALE 5/06/10 62937750 NRG ENERGY INC 1.60
50443 5/11/10 423786 WILLIAMS CAPITAL GROUP 4,000.00 23.540 40.00 94,118.40 -3,517.29
SALE 5/11/10 63530910 NATIONAL CINEMEDIA INC 3.04
49833 5/14/10 423800 INSTINET (PORTAL) 10,000.00 17.932 70.00 179,248.96 32,326.42
SALE 5/20/10 63934E10 NAVISTAR 1.76
48501 5/25/10 423832 WILLIAMS CAPITAL GROUP 2,000.00 52.040 20.00 104,058.24 22,470.84
SALE 5/24/10 63934E10 NAVISTAR 1.81
48501 5/27/10 423841 ELECTRONIC BROKERAGE SYSTEM 2,000.00 53.260 10.00 106,508.19 24,920.79
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 38
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/25/10 63934E10 NAVISTAR 2.56
48501 5/28/10 423846 ELECTRONIC BROKERAGE SYSTEM 3,000.00 50.310 15.00 150,912.44 28,531.34
SALE 5/05/10 65248E10 NEWS CORP - CL A 5.33
50282 5/10/10 423782 BNY CONVERGEEX EXEC SOLUTIO 22,000.00 14.328 1,100.00 314,115.07 10,053.94
SALE 5/11/10 65248E10 NEWS CORP - CL A 2.45
50282 5/14/10 423800 WILLIAMS CAPITAL GROUP 10,000.00 14.456 100.00 144,457.55 6,247.95
SALE 5/13/10 65248E10 NEWS CORP - CL A 2.46
50282 5/18/10 423810 BMO CAPITAL MARKETS/EXECUTI 10,000.00 14.540 100.00 145,294.54 7,084.93
SALE 5/04/10 71708110 PFIZER INC 1.76
48433 5/07/10 423777 ELECTRONIC BROKERAGE SYSTEM 6,000.00 17.290 30.00 103,708.24 1,791.12
SALE 5/05/10 71708110 PFIZER INC 1.16
48433 5/10/10 423782 BLAYLOCK ROBERT VAN LLC 4,000.00 17.130 40.00 68,478.84 534.09
SALE 5/05/10 74271810 PROCTER & GAMBLE CO. 2.11
33680 5/10/10 423782 ELECTRONIC BROKERAGE SYSTEM 2,000.00 62.370 10.00 124,727.89 7,414.39
SALE 5/14/10 74271810 PROCTER & GAMBLE CO. 2.14
33680 5/19/10 423814 BLAYLOCK ROBERT VAN LLC 2,000.00 63.058 20.00 126,092.86 8,779.36
SALE 5/14/10 74432010 PRUDENTIAL FINANCIAL INC 2.03
50811 5/19/10 423814 BLAYLOCK ROBERT VAN LLC 2,000.00 59.802 20.00 119,581.97 17,511.11
SALE 4/30/10 74731Q10 PZENA INVESTMENT MGMT INC .26
46575 5/05/10 423769 ELECTRONIC BROKERAGE SYSTEM 2,000.00 7.661 10.00 15,311.74 2,517.27
SALE 5/13/10 74731Q10 PZENA INVESTMENT MGMT INC .26
46575 5/18/10 423810 BMO CAPITAL MARKETS/EXECUTI 2,000.00 7.603 20.00 15,185.14 2,390.67
SALE 5/14/10 74731Q10 PZENA INVESTMENT MGMT INC .25
46575 5/19/10 423814 BLAYLOCK ROBERT VAN LLC 2,000.00 7.344 20.00 14,666.75 1,872.28
SALE 5/25/10 75091710 RAMBUS INC 1.20
49653 5/28/10 423846 LABRANCHE/0TC 3,000.00 23.700 30.00 71,069.10 12,939.67
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 39
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/03/10 75190730 RAMTRON INTERNATIONAL CORP. .12
42765 5/06/10 423773 ITG (CHANNEL) 2,000.00 3.294 20.00 6,567.48 1,444.76
SALE 5/05/10 75190730 RAMTRON INTERNATIONAL CORP. .11
42765 5/10/10 423782 LABRANCHE/0TC 2,000.00 3.154 20.00 6,287.89 1,165.17
SALE 5/06/10 75190730 RAMTRON INTERNATIONAL CORP. .10
42765 5/11/10 423786 MERRIMAN/OTC 2,000.00 2.900 20.00 5,779.90 657.18
SALE 5/14/10 75190730 RAMTRON INTERNATIONAL CORP. .11
42765 5/19/10 423814 INSTINET (PORTAL) 2,000.00 2.978 14.00 5,940.89 818.17
SALE 5/04/10 75540810 READING INTERNATIONAL INC .35
50241 5/07/10 423777 ELECTRONIC BROKERAGE SYSTEM 5,000.00 4.080 25.00 20,374.65 238.97
SALE 5/07/10 75540810 READING INTERNATIONAL INC .33
50241 5/12/10 423791 BMO CAPITAL MARKETS/EXECUTI 5,000.00 3.857 50.00 19,235.67 -900.01
SALE 5/03/10 76011210 RENTECH INC. .22
39062 5/06/10 423773 ELECTRONIC BROKERAGE SYSTEM 10,000.00 1.300 50.00 12,949.78 2,554.19
SALE 5/05/10 76011210 RENTECH INC. .21
39062 5/10/10 423782 ELECTRONIC BROKERAGE SYSTEM 10,000.00 1.215 50.00 12,095.79 1,700.20
SALE 5/06/10 76011210 RENTECH INC. .22
39062 5/11/10 423786 WILLIAMS CAPITAL GROUP 10,000.00 1.260 100.00 12,499.78 2,104.19
SALE 5/07/10 76011210 RENTECH INC. .20
39062 5/12/10 423791 BMO CAPITAL MARKETS/EXECUTI 10,000.00 1.162 100.00 11,518.80 1,123.21
SALE 4/28/10 76041610 REPUBLIC FIRST BANCORP INC. .14
43802 5/03/10 423761 MERRIMAN/OTC 2,000.00 4.140 20.00 8,259.86 -5,682.45
SALE 4/29/10 76041610 REPUBLIC FIRST BANCORP INC. .14
43802 5/04/10 423765 MERRIMAN/OTC 2,000.00 3.911 20.00 7,801.86 -6,140.45
SALE 4/30/10 76041610 REPUBLIC FIRST BANCORP INC. .14
43802 5/05/10 423769 LABRANCHE/0TC 2,000.00 3.862 20.00 7,703.86 -6,238.45
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 40
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/03/10 76041610 REPUBLIC FIRST BANCORP INC. .13
43802 5/06/10 423773 ITG (CHANNEL) 2,000.00 3.606 20.00 7,190.87 -6,751.44
SALE 5/06/10 76041610 REPUBLIC FIRST BANCORP INC. .12
43802 5/11/10 423786 ITG (CHANNEL) 2,000.00 3.279 20.00 6,537.48 -7,404.83
SALE 5/06/10 76041610 REPUBLIC FIRST BANCORP INC. .05
43802 5/11/10 423786 ITG (CHANNEL) 671.00 3.620 6.71 2,422.19 -2,255.45
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,671.00 3.364 .17 8,959.67 -9,660.28
26.71
SALE 5/07/10 76041610 REPUBLIC FIRST BANCORP INC. .08
43802 5/12/10 423791 ITG (CHANNEL) 1,329.00 3.421 13.29 4,533.67 -4,730.99
SALE 5/14/10 76041610 REPUBLIC FIRST BANCORP INC. .24
43802 5/19/10 423814 INSTINET (PORTAL) 4,000.00 3.432 28.00 13,700.16 -14,184.45
SALE 5/17/10 76041610 REPUBLIC FIRST BANCORP INC. .12
43802 5/20/10 423820 INSTINET (DOMESTIC) 2,000.00 3.301 14.00 6,588.68 -7,353.63
SALE 5/20/10 76041610 REPUBLIC FIRST BANCORP INC. .11
43802 5/25/10 423832 ITG (CHANNEL) 2,000.00 3.060 20.00 6,099.09 -7,843.22
SALE 4/28/10 78403A10 SCO GROUP INC. (THE) .02
40344 5/03/10 423761 MERRIMAN/OTC 5,000.00 .140 50.00 649.98 -497.92
SALE 4/29/10 78403A10 SCO GROUP INC. (THE) .02
40344 5/04/10 423765 MERRIMAN/OTC 5,000.00 .132 50.00 609.98 -537.92
SALE 4/30/10 78403A10 SCO GROUP INC. (THE) .02
40344 5/05/10 423769 INSTINET (DOMESTIC) 5,000.00 .145 25.00 699.98 -447.92
SALE 5/05/10 78403A10 SCO GROUP INC. (THE) .02
40344 5/10/10 423782 INSTINET (DOMESTIC) 5,000.00 .150 25.00 724.98 -422.92
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 41
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/06/10 78403A10 SCO GROUP INC. (THE) .02
40344 5/11/10 423786 MERRIMAN/OTC 5,000.00 .132 50.00 609.98 -537.92
SALE 5/07/10 78403A10 SCO GROUP INC. (THE) .02
40344 5/12/10 423791 MERRIMAN/OTC 5,000.00 .132 50.00 609.98 -537.92
SALE 5/11/10 78403A10 SCO GROUP INC. (THE) .02
40344 5/14/10 423800 MERRIMAN/OTC 5,000.00 .132 50.00 609.98 -537.92
SALE 5/13/10 78403A10 SCO GROUP INC. (THE) .02
40344 5/18/10 423810 MERRIMAN/OTC 5,000.00 .135 50.00 624.98 -522.92
SALE 5/14/10 78403A10 SCO GROUP INC. (THE) .02
40344 5/19/10 423814 MERRIMAN/OTC 5,000.00 .140 50.00 649.98 -497.92
SALE 5/19/10 78403A10 SCO GROUP INC. (THE) .02
40344 5/24/10 423828 MERRIMAN/OTC 5,000.00 .121 50.00 554.98 -592.92
SALE 5/25/10 78403A10 SCO GROUP INC. (THE) .01
40344 5/28/10 423846 LABRANCHE/0TC 5,000.00 .120 50.00 549.99 -597.91
SALE 4/28/10 78477410 STEC INC 1.31
48520 5/03/10 423761 MERRIMAN/OTC 5,000.00 15.422 50.00 77,056.69 -43,441.04
SALE 5/14/10 78486Q10 SVB FINANCIAL GROUP .84
50825 5/19/10 423814 INSTINET (PORTAL) 1,000.00 49.140 7.00 49,132.16 5,687.44
SALE 5/03/10 80854110 SCHWEITZER MAUD 1.97
50707 5/06/10 423773 ELECTRONIC BROKERAGE SYSTEM 2,000.00 58.035 10.00 116,057.03 -7,430.52
SALE 5/04/10 80854110 SCHWEITZER MAUD 1.02
50707 5/07/10 423777 ELECTRONIC BROKERAGE SYSTEM 1,000.00 60.330 5.00 60,323.98 -1,419.80
SALE 5/05/10 80854110 SCHWEITZER MAUD 1.02
50707 5/10/10 423782 BLAYLOCK ROBERT VAN LLC 1,000.00 59.887 10.00 59,876.28 -1,867.50
SALE 5/20/10 83175610 SMITH & WESSON HOLDING CORP .38
48649 5/25/10 423832 ITG (CHANNEL) 5,000.00 4.437 50.00 22,133.62 -495.64
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 42
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/25/10 83175610 SMITH & WESSON HOLDING CORP .36
48649 5/28/10 423846 INSTINET (PORTAL) 5,000.00 4.240 35.00 21,164.64 -1,464.62
SALE 5/06/10 87150310 SYMANTEC CORP 9.91
51000 5/11/10 423786 ITG (CHANNEL) 35,000.00 16.741 350.00 585,564.59 -9,261.91
SALE 5/19/10 87157D10 SYNAPTICS INCORPORATED .97
39378 5/24/10 423828 INSTINET (PORTAL) 2,000.00 28.585 14.00 57,155.03 4,845.59
SALE 5/20/10 87157D10 SYNAPTICS INCORPORATED 1.90
39378 5/25/10 423832 ITG (CHANNEL) 4,000.00 27.992 40.00 111,925.70 7,306.82
SALE 5/21/10 87157D10 SYNAPTICS INCORPORATED 2.95
39378 5/26/10 423836 INSTINET (PORTAL) 6,000.00 29.076 42.00 174,412.85 17,484.52
SALE 5/21/10 87157D10 SYNAPTICS INCORPORATED 2.91
39378 5/26/10 423836 ITG (CHANNEL) 6,000.00 28.635 60.00 171,747.09 14,818.77
SALE 4/30/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 2.84
50405 5/05/10 423769 ELECTRONIC BROKERAGE SYSTEM 5,000.00 33.530 25.00 167,622.16 43,490.13
SALE 5/13/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 1.74
50405 5/18/10 423810 BMO CAPITAL MARKETS/EXECUTI 3,000.00 34.225 30.00 102,642.66 27,487.61
SALE 5/14/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR .56
50405 5/19/10 423814 BLAYLOCK ROBERT VAN LLC 1,000.00 32.983 10.00 32,972.44 7,920.76
SALE 4/28/10 87612E10 TARGET CORP 6.67
51095 5/03/10 423761 ELECTRONIC BROKERAGE SYSTEM 7,000.00 56.366 35.00 394,518.23 22,681.50
SALE 5/06/10 87655330 TASTY BAKING CO. .13
38737 5/11/10 423786 MERRIMAN/OTC 1,000.00 7.452 10.00 7,441.87 213.17
SALE 5/19/10 87655330 TASTY BAKING CO. .13
38737 5/24/10 423828 INSTINET (PORTAL) 1,000.00 7.315 7.00 7,307.87 79.17
SALE 5/24/10 87655330 TASTY BAKING CO. .12
38737 5/27/10 423841 MERRIMAN/OTC 1,000.00 7.059 10.00 7,049.28 -179.42
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 43
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/03/10 88830R10 TITAN MACHINERY INC .98
47828 5/06/10 423773 ITG (CHANNEL) 4,000.00 14.402 40.00 57,568.22 9,792.49
SALE 5/06/10 88830R10 TITAN MACHINERY INC .93
47828 5/11/10 423786 ITG (CHANNEL) 4,000.00 13.711 40.00 54,802.67 7,026.94
SALE 5/13/10 88830R10 TITAN MACHINERY INC .96
47828 5/18/10 423810 MERRIMAN/OTC 4,000.00 14.144 40.00 56,534.24 8,758.51
SALE 5/03/10 90254980 UAL CORP 7.48
51497 5/06/10 423773 ITG (CHANNEL) 20,000.00 22.123 200.00 442,248.52 12,082.52
SALE 5/25/10 90333E10 USEC INC .87
50642 5/28/10 423846 ELECTRONIC BROKERAGE SYSTEM 10,000.00 5.100 50.00 50,949.13 6,358.70
SALE 5/04/10 90341W10 US AIRWAYS GROUP INC 4.76
51596 5/07/10 423777 ELECTRONIC BROKERAGE SYSTEM 40,000.00 7.036 200.00 281,243.24 1,418.35
SALE 5/13/10 90341W10 US AIRWAYS GROUP INC .64
51596 5/18/10 423810 BMO CAPITAL MARKETS/EXECUTI 5,000.00 7.476 50.00 37,330.86 2,352.75
SALE 5/14/10 90341W10 US AIRWAYS GROUP INC .61
51596 5/19/10 423814 BLAYLOCK ROBERT VAN LLC 5,000.00 7.126 50.00 35,579.39 601.28
SALE 5/20/10 90341W10 US AIRWAYS GROUP INC 1.20
51596 5/25/10 423832 WILLIAMS CAPITAL GROUP 10,000.00 7.090 100.00 70,798.80 842.58
SALE 5/25/10 90341W10 US AIRWAYS GROUP INC .64
51596 5/28/10 423846 ELECTRONIC BROKERAGE SYSTEM 5,000.00 7.469 25.00 37,319.36 2,341.25
SALE 5/03/10 91126810 UNITED ONLINE INC .27
44273 5/06/10 423773 ITG (CHANNEL) 2,000.00 7.936 20.00 15,851.93 3,607.52
SALE 5/14/10 91126810 UNITED ONLINE INC .36
44273 5/19/10 423814 MERRIMAN/OTC 3,000.00 7.093 30.00 21,248.64 2,882.03
SALE 5/03/10 92241710 VEECO INSTRUMENTS INC 1.64
50425 5/06/10 423773 ITG (CHANNEL) 2,000.00 48.485 20.00 96,948.36 19,752.33
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 44
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/13/10 92241710 VEECO INSTRUMENTS INC 3.28
50425 5/18/10 423810 MERRIMAN/OTC 4,000.00 48.463 40.00 193,809.12 32,493.28
SALE 5/18/10 92343V10 VERIZON COMMUNICATIONS INC 4.83
51480 5/21/10 423824 BLAYLOCK ROBERT VAN LLC 10,000.00 28.540 100.00 285,295.17 -5,583.10
SALE 5/19/10 92343V10 VERIZON COMMUNICATIONS INC 4.82
51480 5/24/10 423828 BLAYLOCK ROBERT VAN LLC 10,000.00 28.513 100.00 285,027.18 -5,851.09
SALE 5/20/10 92343V10 VERIZON COMMUNICATIONS INC 4.76
51480 5/25/10 423832 WILLIAMS CAPITAL GROUP 10,000.00 28.160 100.00 281,495.24 -9,383.03
SALE 5/05/10 93114210 WAL-MART STORES, INC. 2.79
40141 5/10/10 423782 BLAYLOCK ROBERT VAN LLC 3,000.00 54.870 30.00 164,577.21 10,543.74
SALE 5/06/10 93114210 WAL-MART STORES, INC. 1.84
40141 5/11/10 423786 WILLIAMS CAPITAL GROUP 2,000.00 54.230 20.00 108,438.16 5,749.18
SALE 5/06/10 93114210 WAL-MART STORES, INC. 2.68
40141 5/11/10 423786 WILLIAMS CAPITAL GROUP 3,000.00 52.767 30.00 158,269.22 4,235.75
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 5,000.00 53.352 4.52 266,707.38 9,984.93
50.00
SALE 5/06/10 96181530 WESTWOOD ONE INC .52
51695 5/11/10 423786 ITG (CHANNEL) 2,000.00 15.304 20.00 30,587.88 5,530.42
SALE 5/07/10 96181530 WESTWOOD ONE INC .28
51695 5/12/10 423791 MERRIMAN/OTC 1,000.00 16.151 10.00 16,140.52 3,611.79
SALE 5/13/10 96181530 WESTWOOD ONE INC .28
51695 5/18/10 423810 MERRIMAN/OTC 1,000.00 16.186 10.00 16,175.32 3,646.59
SALE 5/25/10 98385X10 XTO ENERGY INC 10.57
50139 5/28/10 423846 ELECTRONIC BROKERAGE SYSTEM 15,000.00 41.690 75.00 625,264.43 -80,025.57
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 5/01/10 THROUGH 5/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 45
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/05/10 98975F10 ZORAN CORP 3.14
51192 5/10/10 423782 LABRANCHE/0TC 20,000.00 9.290 200.00 185,596.86 -29,285.89
SALE 4/28/10 H8912P10 TYCO ELECTRONICS LTD .53
48848 5/03/10 423761 ELECTRONIC BROKERAGE SYSTEM 1,000.00 30.810 5.00 30,804.47 7,213.71
SALE 4/30/10 H8912P10 TYCO ELECTRONICS LTD .55
48848 5/05/10 423769 ELECTRONIC BROKERAGE SYSTEM 1,000.00 32.051 5.00 32,045.45 8,454.69
SALE 5/05/10 H8912P10 TYCO ELECTRONICS LTD 1.05
48848 5/10/10 423782 BLAYLOCK ROBERT VAN LLC 2,000.00 31.002 20.00 61,981.95 14,800.44
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 1,468,077.00 382.81 22,554,596.73 1,435,358.36
14,170.63
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 1,468,077.00 382.81 22,554,596.73 1,435,358.36
14,170.63
END OF REPORT FOR: N.J. BEST - POOLED EQUITY FD
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
CASH MANAGEMENT FD (5050) PAGE: 46
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 5/03/10 0020A3F4 AT&T DISC CP .2000 .200
51767 5/03/10 288913 CREDIT SUISSE SEC (USA) LLC 6/04/10 50,000,000.00 99.982 49,991,111.10
PUR 5/07/10 00279HNE ABBEY NATIONAL YANKEE CERT .2600 .260
51863 5/07/10 288938 BGC FINANCIAL 6/08/10 75,000,000.00 100.00 75,000,000.00
PUR 5/07/10 00282DEH ABBOTT LABORATORIES DISC C .2000 .200
51877 5/07/10 288938 MESIROW FINANCIAL, INC 5/17/10 36,000,000.00 99.994 35,998,000.00
PUR 5/14/10 00282DFF ABBOTT LABORATORIES DISC C .2200 .220
51952 5/14/10 288965 BGC FINANCIAL 6/15/10 40,000,000.00 99.980 39,992,177.78
PUR 5/14/10 00282DFF ABBOTT LABORATORIES DISC C .2000 .200
51950 5/14/10 288965 MESIROW FINANCIAL, INC 6/15/10 50,000,000.00 99.982 49,991,111.12
PUR 5/17/10 00282DFV ABBOTT LABORATORIES DISC C .2200 .220
51972 5/17/10 288970 MESIROW FINANCIAL, INC 6/29/10 90,000,000.00 99.974 89,976,350.01
PUR 5/21/10 05722MF1 BAKER HUGHES INC DISC C P .2200 .220
52044 5/21/10 288991 BARCLAYS CAPITAL INC 6/01/10 47,680,000.00 99.993 47,676,794.86
PUR 5/27/10 05722MF4 BAKER HUGHES INC DISC C P .2100 .210
52090 5/27/10 289011 BARCLAYS CAPITAL INC 6/04/10 20,000,000.00 99.995 19,999,066.66
PUR 5/07/10 05722MFB BAKER HUGHES INC DISC C P .1900 .190
51878 5/07/10 288938 MESIROW FINANCIAL, INC 6/11/10 20,000,000.00 99.982 19,996,305.56
PUR 5/05/10 06366FF5 BANK OF MONTREAL YANKEE C D .2800 .280
51820 5/05/10 288928 BMO/HARRIS TRUST & SAVINGS 6/09/10 30,000,000.00 100.00 30,000,000.00
PUR 5/20/10 06366FK7 BANK OF MONTREAL YANKEE C D .2500 .250
52023 5/20/10 288985 BMO/HARRIS TRUST & SAVINGS 6/24/10 11,000,000.00 100.00 11,000,000.00
PUR 5/26/10 06366FM4 BANK OF MONTREAL YANKEE C D .2600 .260
52077 5/26/10 289006 BMO/HARRIS TRUST & SAVINGS 6/24/10 30,000,000.00 100.00 30,000,000.00
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 5/01/10 THROUGH 5/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 47
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/05/10 06416KEA BANK OF NOVA SCOTIA DISC C .1900 .190
51816 5/05/10 288928 BANK OF NOVA SCOTIA 5/10/10 75,000,000.00 99.997 74,998,020.84
PUR 5/07/10 06416KEA BANK OF NOVA SCOTIA DISC C .1900 .190
51861 5/07/10 288938 JP MORGAN 5/10/10 80,000,000.00 99.998 79,998,733.36
PUR 5/10/10 06416KEB BANK OF NOVA SCOTIA DISC C .1700 .170
51906 5/10/10 288943 BANK OF NOVA SCOTIA 5/11/10 10,352,000.00 100.00 10,351,951.12
PUR 5/10/10 06416KEB BANK OF NOVA SCOTIA DISC C .1800 .180
51905 5/10/10 288943 CITIGROUP GBL MKT(FMLY SALO 5/11/10 30,000,000.00 100.00 29,999,850.00
PUR 5/11/10 06416KEC BANK OF NOVA SCOTIA DISC C .1800 .180
51910 5/11/10 288948 CITIGROUP GBL MKT(FMLY SALO 5/12/10 85,000,000.00 100.00 84,999,575.00
PUR 5/11/10 06416KF7 BANK OF NOVA SCOTIA DISC C .2200 .220
51913 5/11/10 288948 CITIGROUP GBL MKT(FMLY SALO 6/07/10 50,000,000.00 99.984 49,991,750.00
PUR 5/06/10 06417DBR BANK OF NOVA SCOTIA CERT DE .2100 .210
51840 5/06/10 288933 BANK OF NOVA SCOTIA 5/24/10 75,000,000.00 100.00 75,000,000.00
PUR 5/12/10 06417DCJ BANK OF NOVA SCOTIA CERT DE .2000 .200
51932 5/12/10 288953 BANK OF NOVA SCOTIA 6/01/10 25,000,000.00 100.00 25,000,000.00
PUR 5/25/10 06417DDP BANK OF NOVA SCOTIA CERT DE .2600 .260
52068 5/25/10 289001 BANK OF NOVA SCOTIA 6/24/10 75,000,000.00 100.00 75,000,000.00
PUR 5/26/10 06417DDU BANK OF NOVA SCOTIA CERT DE .2600 .260
52078 5/26/10 289006 BANK OF NOVA SCOTIA 6/24/10 50,000,000.00 100.00 50,000,000.00
PUR 5/19/10 0660P1FP BANK OF AMERICA CORP DISC C .3100 .310
52006 5/19/10 288980 BANK OF AMERICA SECURITIES 6/23/10 40,000,000.00 99.970 39,987,944.44
PUR 5/25/10 13508UJP GOVERNMENT OF CANADA DISC C .2100 .210
52065 5/25/10 289001 RBC CAPITAL (DOMESTIC) 9/23/10 50,000,000.00 99.929 49,964,708.33
PUR 5/20/10 13508UK1 GOVERNMENT OF CANADA DISC C .2400 .240
52020 5/20/10 288985 RBC CAPITAL MARKETS CORP(IN 10/20/10 50,000,000.00 99.898 49,949,000.00
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 5/01/10 THROUGH 5/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 48
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/12/10 13508UKD GOVERNMENT OF CANADA DISC C .2800 .280
51926 5/12/10 288953 RBC CAPITAL (DOMESTIC) 10/13/10 85,000,000.00 99.880 84,898,188.89
PUR 5/21/10 13508UKE GOVERNMENT OF CANADA DISC C .2300 .230
52043 5/21/10 288991 CANADIAN IMPERIAL BANK 10/14/10 50,000,000.00 99.907 49,953,361.11
PUR 5/17/10 13508UKJ GOVERNMENT OF CANADA DISC C .2500 .250
51960 5/17/10 288970 RBC CAPITAL (DOMESTIC) 10/18/10 50,000,000.00 99.893 49,946,527.78
PUR 5/20/10 13606XXX CANADIAN IMPERIAL BK OF COM .2100 .210
52025 5/20/10 288985 CANADIAN IMPERIAL BANK 6/24/10 16,000,000.00 100.00 16,000,000.00
PUR 5/03/10 16677E6N CHEVRON FUNDING CORP IBN .1900 .190
51769 5/03/10 288913 CHEVRON USA INC 6/03/10 15,000,000.00 100.00 15,000,000.00
PUR 5/06/10 16677E6R CHEVRON FUNDING CORP IBN .1900 .190
51837 5/06/10 288933 CHEVRON USA INC 5/25/10 50,000,000.00 100.00 50,000,000.00
PUR 5/06/10 16677E6S CHEVRON FUNDING CORP IBN .1800 .180
51835 5/06/10 288933 CHEVRON USA INC 5/18/10 50,000,000.00 100.00 50,000,000.00
PUR 5/06/10 16677E6T CHEVRON FUNDING CORP IBN .1900 .190
51836 5/06/10 288933 CHEVRON USA INC 5/26/10 25,000,000.00 100.00 25,000,000.00
PUR 5/18/10 16677E7D CHEVRON FUNDING CORP IBN .2100 .210
51992 5/18/10 288975 CHEVRON USA INC 6/14/10 50,000,000.00 100.00 50,000,000.00
PUR 5/26/10 16677E7K CHEVRON FUNDING CORP IBN .1900 .190
52074 5/26/10 289006 CHEVRON USA INC 6/24/10 18,000,000.00 100.00 18,000,000.00
PUR 5/06/10 19416FF4 COLGATE PALMOLIVE CO DISC C .1600 .160
51846 5/06/10 288933 WILLIAMS CAPITAL GROUP 6/04/10 35,000,000.00 99.987 34,995,488.89
PUR 5/14/10 19416FFM COLGATE PALMOLIVE CO DISC C .1900 .190
51953 5/14/10 288965 WILLIAMS CAPITAL GROUP 6/21/10 17,000,000.00 99.980 16,996,590.56
PUR 5/21/10 19416FFM COLGATE PALMOLIVE CO DISC C .2000 .200
52049 5/21/10 288991 CITIGROUP GBL MKT(FMLY SALO 6/21/10 13,800,000.00 99.983 13,797,623.34
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 49
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/14/10 19416FFN COLGATE PALMOLIVE CO DISC C .1900 .190
51954 5/14/10 288965 CITIGROUP GBL MKT(FMLY SALO 6/22/10 5,521,000.00 99.979 5,519,863.60
PUR 5/26/10 2082M3ET CONOCO PHILLIPS DISC C P .2000 .200
52081 5/26/10 289006 JP MORGAN 5/27/10 5,555,000.00 99.999 5,554,969.14
PUR 5/28/10 2082M3F1 CONOCO PHILLIPS DISC C P .2100 .210
52107 5/28/10 289017 JP MORGAN 6/01/10 40,000,000.00 99.998 39,999,066.68
PUR 5/07/10 2635J5EJ DUPONT EI DENEMOURS CO DISC .1900 .190
51862 5/07/10 288938 CREDIT SUISSE SEC (USA) LLC 5/18/10 45,300,000.00 99.994 45,297,370.06
PUR 5/18/10 2635J5ET DUPONT E.I.DENEMOURS CO DIS .1800 .180
51999 5/18/10 288975 CREDIT SUISSE SEC (USA) LLC 5/27/10 5,545,000.00 99.996 5,544,750.48
PUR 5/20/10 2635J5EU DUPONT E.I.DENEMOURS CO DIS .1800 .180
52018 5/20/10 288985 CREDIT SUISSE SEC (USA) LLC 5/28/10 19,000,000.00 99.996 18,999,240.00
PUR 5/26/10 2635J5F9 DUPONT E.I.DENEMOURS CO DIS .1900 .190
52082 5/26/10 289006 CREDIT SUISSE SEC (USA) LLC 6/09/10 2,484,000.00 99.993 2,483,816.46
PUR 5/28/10 2635J5FE DUPONT E.I.DENEMOURS CO DIS .1800 .180
52108 5/28/10 289017 CREDIT SUISSE SEC (USA) LLC 6/14/10 6,274,000.00 99.992 6,273,466.71
PUR 5/11/10 3696E22J GENERAL ELECTRIC CO IBN .1900 .190
51914 5/11/10 288948 GENERAL ELECTRIC COMPANY 5/18/10 4,937,000.00 100.00 4,937,000.00
PUR 5/12/10 3696E22K GENERAL ELECTRIC CO IBN .2100 .210
51930 5/12/10 288953 GENERAL ELECTRIC COMPANY 6/01/10 33,000,000.00 100.00 33,000,000.00
PUR 5/21/10 3696E23A GENERAL ELECTRIC CO IBN .1500 .150
52042 5/21/10 288991 GENERAL ELECTRIC COMPANY 5/24/10 37,320,000.00 100.00 37,320,000.00
PUR 5/03/10 3696E2Y7 GENERAL ELECTRIC CO IBN .2100 .210
51771 5/03/10 288913 GENERAL ELECTRIC COMPANY 6/07/10 97,000,000.00 100.00 97,000,000.00
PUR 5/04/10 3696E2Y9 GENERAL ELECTRIC CO IBN .2000 .200
51790 5/04/10 288923 GENERAL ELECTRIC COMPANY 6/01/10 65,000,000.00 100.00 65,000,000.00
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 5/01/10 THROUGH 5/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 50
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/04/10 3696E2Z3 GENERAL ELECTRIC CO IBN .1900 .190
51799 5/04/10 288923 GENERAL ELECTRIC COMPANY 5/11/10 5,111,000.00 100.00 5,111,000.00
PUR 5/05/10 3696E2Z6 GENERAL ELECTRIC CO IBN .2000 .200
51821 5/05/10 288928 GENERAL ELECTRIC COMPANY 5/12/10 10,449,000.00 100.00 10,449,000.00
PUR 5/05/10 3696E2Z6 GENERAL ELECTRIC CO IBN .2000 .200
51822 5/05/10 288928 GENERAL ELECTRIC COMPANY 5/12/10 2,322,000.00 100.00 2,322,000.00
PUR 5/06/10 3696E2Z7 GENERAL ELECTRIC CO IBN .1400 .140
51839 5/06/10 288933 GENERAL ELECTRIC COMPANY 5/10/10 20,000,000.00 100.00 20,000,000.00
PUR 5/17/10 40427SFJ HSBC USA INC DISC C P .2300 .230
51975 5/17/10 288970 BGC FINANCIAL 6/18/10 100,000,000.00 99.980 99,979,555.56
PUR 5/10/10 42823KF2 HEWLETT PACKARD CO DISC C P .2200 .220
51894 5/10/10 288943 CITIGROUP GBL MKT(FMLY SALO 6/02/10 147,000,000.00 99.986 146,979,338.27
PUR 5/03/10 42823KFB HEWLETT PACKARD CO DISC C P .1900 .190
51768 5/03/10 288913 CITIGROUP GBL MKT(FMLY SALO 6/11/10 13,000,000.00 99.979 12,997,324.17
PUR 5/24/10 4611K1ER INTESA FUNDING DISC C P .2200 .220
52060 5/24/10 288996 CREDIT SUISSE SEC (USA) LLC 5/25/10 12,634,000.00 99.999 12,633,922.79
PUR 5/19/10 4662J1FJ J.P. MORGAN CHASE CO DISC C .2300 .230
52008 5/19/10 288980 JP MORGAN CHASE 6/18/10 6,446,000.00 99.981 6,444,764.51
PUR 5/20/10 4662J1FM JP MORGAN CHASE CO DISC C P .2500 .250
52024 5/20/10 288985 JP MORGAN CHASE 6/21/10 10,554,000.00 99.978 10,551,654.67
PUR 5/27/10 4662J1G1 JP MORGAN CHASE CO DISC C P .2500 .250
52094 5/27/10 289011 JP MORGAN 7/01/10 123,000,000.00 99.976 122,970,104.11
PUR 5/13/10 59515DF3 MICROSOFT CORP DISC C P .1700 .170
51934 5/13/10 288960 CITIGROUP GBL MKT(FMLY SALO 6/03/10 50,000,000.00 99.990 49,995,041.65
PUR 5/13/10 59515DF3 MICROSOFT CORP DISC C P .1700 .170
51947 5/13/10 288960 CREDIT SUISSE SEC (USA) LLC 6/03/10 7,904,000.00 99.990 7,903,216.18
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 5/01/10 THROUGH 5/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 51
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/13/10 59515DF3 MICROSOFT CORP DISC C P .1700 .170
51941 5/13/10 288960 JP MORGAN 6/03/10 21,000,000.00 99.990 20,997,917.49
PUR 5/13/10 59515DF3 MICROSOFT CORP DISC C P .1800 .180
51940 5/13/10 288960 WILLIAMS CAPITAL GROUP 6/03/10 29,000,000.00 99.990 28,996,955.00
PUR 5/10/10 59515DF4 MICROSOFT CORP DISC C P .1600 .160
51896 5/10/10 288943 CREDIT SUISSE SEC (USA) LLC 6/04/10 15,000,000.00 99.989 14,998,333.34
PUR 5/10/10 59515DF4 MICROSOFT CORP DISC C P .1600 .160
51895 5/10/10 288943 JP MORGAN 6/04/10 25,000,000.00 99.989 24,997,222.23
PUR 5/06/10 63253LGS NATIONAL AUSTRALIA FDG DE I .1600 .160
51838 5/06/10 288933 NATIONAL AUSTRALIA CAPITAL 5/07/10 230,000,000.00 100.00 230,000,000.00
PUR 5/06/10 63253LGS NATIONAL AUSTRALIA FDG DE I .1600 .160
51849 5/06/10 288933 NATIONAL AUSTRALIA CAPITAL 5/07/10 7,887,000.00 100.00 7,887,000.00
PUR 5/07/10 63253LGT NATIONAL AUSTRALIA FDG DE I .1600 .160
51864 5/07/10 288938 NATL AUSTRALIA FUNDING DELA 5/10/10 50,000,000.00 100.00 50,000,000.00
PUR 5/18/10 63253LGU NAT'L AUSTRALIA FDG (DE) IN .2500 .250
51991 5/18/10 288975 NATIONAL AUSTRALIA CAPITAL 6/22/10 90,000,000.00 100.00 90,000,000.00
PUR 5/18/10 63253LGV NAT'L AUSTRALIA FDG (DE) IN .2500 .250
51998 5/18/10 288975 NATIONAL AUSTRALIA CAPITAL 6/18/10 32,000,000.00 100.00 32,000,000.00
PUR 5/19/10 63253LGW NAT'L AUSTRALIA FDG (DE) IN .2500 .250
52003 5/19/10 288980 NATL AUSTRALIA FUNDING DELA 6/24/10 98,000,000.00 100.00 98,000,000.00
PUR 5/21/10 63253LGX NAT'L AUSTRALIA FDG (DE) IN .1500 .150
52041 5/21/10 288991 NATL AUSTRALIA FUNDING DELA 5/24/10 90,000,000.00 100.00 90,000,000.00
PUR 5/27/10 63253LGY NAT'L AUSTRALIA FDG (DE) IN .1700 .170
52093 5/27/10 289011 NATIONAL AUSTRALIA CAPITAL 5/28/10 90,000,000.00 100.00 90,000,000.00
PUR 5/28/10 63253LGZ NAT'L AUSTRALIA FDG (DE) IN .1700 .170
52105 5/28/10 289017 NATL AUSTRALIA FUNDING DELA 6/01/10 50,000,000.00 100.00 50,000,000.00
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 52
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/28/10 63253LGZ NAT'L AUSTRALIA FDG (DE) IN .1700 .170
52106 5/28/10 289017 NATL AUSTRALIA FUNDING DELA 6/01/10 40,000,000.00 100.00 40,000,000.00
PUR 5/07/10 63306VJ7 NATIONAL BANK OF CANADA YAN .2100 .210
51886 5/07/10 288938 TRADITION AISEL SECURITIES 6/21/10 130,000,000.00 100.00 130,000,000.00
PUR 5/07/10 68323KG6 ONTARIO PROVINCE DISC C P .2200 .220
51879 5/07/10 288938 MESIROW FINANCIAL, INC 7/06/10 40,000,000.00 99.963 39,985,333.33
PUR 5/05/10 7426M5FG PRIVATE EXPORT FDG CORP DIS .1900 .190
51817 5/05/10 288928 WILLIAMS CAPITAL GROUP 6/16/10 50,000,000.00 99.978 49,988,916.67
PUR 5/11/10 7426M5FG PRIVATE EXPORT FDG CORP DIS .2000 .200
51911 5/11/10 288948 WILLIAMS CAPITAL GROUP 6/16/10 15,000,000.00 99.980 14,997,000.00
PUR 5/17/10 7426M5FN PRIVATE EXPORT FDG CORP DIS .2100 .210
51977 5/17/10 288970 WILLIAMS CAPITAL GROUP 6/22/10 25,000,000.00 99.979 24,994,750.00
PUR 5/17/10 7426M5FV PRIVATE EXPORT FDG CORP DIS .2400 .240
51970 5/17/10 288970 JP MORGAN 6/29/10 29,500,000.00 99.971 29,491,543.32
PUR 5/04/10 74271UF8 PROCTER & GAMBLE DISC C P .1800 .180
51788 5/04/10 288923 MESIROW FINANCIAL, INC 6/08/10 79,000,000.00 99.983 78,986,175.00
PUR 5/04/10 74271UF9 PROCTER & GAMBLE DISC C P .1800 .180
51787 5/04/10 288923 MESIROW FINANCIAL, INC 6/09/10 51,000,000.00 99.982 50,990,820.00
PUR 5/07/10 9113A3EQ UNITED PARCEL SERVICES DISC .1100 .110
51882 5/07/10 288938 FTN Financial Securities 5/24/10 37,174,000.00 99.995 37,172,069.02
PUR 5/17/10 912795U5 U.S. TREASURY BILLS .1495 .150
51968 5/17/10 288970 JP MORGAN 6/03/10 70,500,000.00 99.993 70,495,022.90
PUR 5/17/10 912795U5 U.S. TREASURY BILLS .1495 .150
51978 5/17/10 288970 JP MORGAN 6/03/10 100,000,000.00 99.993 99,992,940.28
PUR 5/17/10 912795U5 U.S. TREASURY BILLS .1495 .150
51984 5/17/10 288970 RBC CAPITAL (DOMESTIC) 6/03/10 11,066,000.00 99.993 11,065,218.77
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 5/01/10 THROUGH 5/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 53
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/06/10 912795U6 U.S. TREASURY BILLS .1370 .137
51845 5/06/10 288933 CITIGROUP GBL MKT(FMLY SALO 7/01/10 100,000,000.00 99.979 99,978,688.90
PUR 5/07/10 912795U6 U.S. TREASURY BILLS .1170 .117
51887 5/07/10 288938 BNP PARIBAS SECURITIES CORP 7/01/10 45,000,000.00 99.982 44,991,956.25
PUR 5/04/10 912795U7 U.S. TREASURY BILLS .1620 .162
51786 5/04/10 288923 NOMURA SECURITIES INT'L (DO 7/29/10 130,000,000.00 99.961 129,949,690.00
PUR 5/07/10 912795U7 U.S. TREASURY BILLS .1145 .115
51880 5/07/10 288938 JP MORGAN 7/29/10 48,700,000.00 99.974 48,687,143.88
PUR 5/12/10 912795U8 U.S. TREASURY BILLS .1670 .167
51931 5/12/10 288953 CREDIT SUISSE SEC (USA) LLC 8/26/10 40,000,000.00 99.951 39,980,331.11
PUR 5/12/10 912795U8 U.S. TREASURY BILLS .1670 .167
51933 5/12/10 288953 CREDIT SUISSE SEC (USA) LLC 8/26/10 8,951,000.00 99.951 8,946,598.59
PUR 5/17/10 912795U8 U.S. TREASURY BILLS .1705 .171
51961 5/17/10 288970 JP MORGAN 8/26/10 200,000,000.00 99.952 199,904,330.56
PUR 5/21/10 912795U8 U.S. TREASURY BILLS .1600 .160
52053 5/21/10 288991 BARCLAYS CAPITAL INC 8/26/10 7,247,000.00 99.957 7,243,875.74
PUR 5/25/10 912795U8 U.S. TREASURY BILLS .1595 .160
52066 5/25/10 289001 CITIGROUP GBL MKT(FMLY SALO 8/26/10 35,000,000.00 99.959 34,985,578.54
PUR 5/26/10 912795U8 U.S. TREASURY BILLS .1620 .162
52080 5/26/10 289006 CREDIT SUISSE SEC (USA) LLC 8/26/10 20,000,000.00 99.959 19,991,720.00
PUR 5/26/10 912795U8 U.S. TREASURY BILLS .1600 .160
52079 5/26/10 289006 MORGAN STANLEY 8/26/10 70,000,000.00 99.959 69,971,377.78
PUR 5/27/10 912795U8 U.S. TREASURY BILLS .1605 .161
52097 5/27/10 289011 MORGAN STANLEY 8/26/10 45,000,000.00 99.959 44,981,743.13
PUR 5/17/10 912795U9 U.S. TREASURY BILLS .1755 .176
51980 5/17/10 288970 MORGAN STANLEY 9/23/10 200,000,000.00 99.937 199,874,225.00
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 5/01/10 THROUGH 5/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 54
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/17/10 912795UH U.S. TREASURY BILLS .1920 .192
51963 5/17/10 288970 CREDIT SUISSE SEC (USA) LLC 10/21/10 200,000,000.00 99.916 199,832,533.32
PUR 5/20/10 912795UH U.S. TREASURY BILLS .1745 .175
52022 5/20/10 288985 CREDIT SUISSE SEC (USA) LLC 10/21/10 200,000,000.00 99.925 199,850,705.56
PUR 5/19/10 912795UU U.S. TREASURY BILLS .1670 .167
52004 5/19/10 288980 CREDIT SUISSE SEC (USA) LLC 6/17/10 112,000,000.00 99.987 111,984,932.89
PUR 5/19/10 912795UU U.S. TREASURY BILLS .1595 .160
52007 5/19/10 288980 JP MORGAN 6/17/10 25,000,000.00 99.987 24,996,787.85
PUR 5/20/10 912795UU U.S. TREASURY BILLS .1620 .162
52035 5/20/10 288985 NOMURA SECURITIES INT'L (DO 6/17/10 6,328,000.00 99.987 6,327,202.67
PUR 5/24/10 912795UU U.S. TREASURY BILLS .1545 .155
52059 5/24/10 288996 DEUTSCHE BANK SECURITIES IN 6/17/10 50,000,000.00 99.990 49,994,850.00
PUR 5/24/10 912795UU U.S. TREASURY BILLS .1555 .156
52058 5/24/10 288996 JP MORGAN 6/17/10 160,000,000.00 99.990 159,983,413.34
PUR 5/03/10 912795UV U.S. TREASURY BILLS .1600 .160
51777 5/03/10 288913 BARCLAYS CAPITAL INC 6/24/10 17,267,000.00 99.977 17,263,009.40
PUR 5/03/10 912795UV U.S. TREASURY BILLS .1645 .165
51775 5/03/10 288913 CREDIT SUISSE SEC (USA) LLC 6/24/10 50,000,000.00 99.976 49,988,119.45
PUR 5/18/10 912795UV U.S. TREASURY BILLS .1545 .155
51995 5/18/10 288975 GOLDMAN SACHS & COMPANY 6/24/10 35,000,000.00 99.984 34,994,442.29
PUR 5/25/10 912795UV U.S. TREASURY BILLS .1495 .150
52067 5/25/10 289001 JP MORGAN 6/24/10 50,000,000.00 99.988 49,993,770.84
PUR 5/26/10 912795UV U.S. TREASURY BILLS .1545 .155
52075 5/26/10 289006 JP MORGAN 6/24/10 62,000,000.00 99.988 61,992,283.58
PUR 5/27/10 912795UV U.S. TREASURY BILLS .1550 .155
52089 5/27/10 289011 BARCLAYS CAPITAL INC 6/24/10 200,000,000.00 99.988 199,975,888.88
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 5/01/10 THROUGH 5/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 55
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/27/10 912795UV U.S. TREASURY BILLS .1505 .151
52104 5/27/10 289011 BARCLAYS CAPITAL INC 6/24/10 6,088,000.00 99.988 6,087,287.37
PUR 5/27/10 912795UZ U.S. TREASURY BILLS .1505 .151
52092 5/27/10 289011 NOMURA SECURITIES INT'L INC 7/22/10 100,000,000.00 99.977 99,976,588.90
PUR 5/07/10 912795V5 U.S. TREASURY BILLS .1170 .117
51881 5/07/10 288938 NOMURA SECURITIES INT'L INC 8/12/10 90,000,000.00 99.968 89,971,627.50
PUR 5/14/10 912795V5 U.S. TREASURY BILLS .1545 .155
51949 5/14/10 288965 JP MORGAN 8/12/10 75,000,000.00 99.961 74,971,031.25
PUR 5/17/10 912795V6 U.S. TREASURY BILLS .1620 .162
51959 5/17/10 288970 CREDIT SUISSE SEC (USA) LLC 8/19/10 200,000,000.00 99.958 199,915,400.00
PUR 5/17/10 912795V6 U.S. TREASURY BILLS .1625 .163
51979 5/17/10 288970 MORGAN STANLEY 8/19/10 100,000,000.00 99.958 99,957,569.44
PUR 5/20/10 912795V6 U.S. TREASURY BILLS .1520 .152
52027 5/20/10 288985 HSBC (DOMESTIC) 8/19/10 108,446,000.00 99.962 108,404,332.64
PUR 5/07/10 912795VA U.S. TREASURY BILLS .1520 .152
51888 5/07/10 288938 NOMURA SECURITIES INT'L (DO 9/09/10 42,079,000.00 99.947 42,056,791.64
PUR 5/20/10 912795VB U.S. TREASURY BILLS .1595 .160
52028 5/20/10 288985 NOMURA SECURITIES INT'L (DO 9/16/10 50,000,000.00 99.947 49,973,638.20
PUR 5/17/10 912795VC U.S. TREASURY BILLS .1795 .180
51964 5/17/10 288970 NOMURA SECURITIES INT'L (DO 9/30/10 200,000,000.00 99.932 199,864,377.80
PUR 5/17/10 912795W3 U S TREASURY BILLS .1945 .195
51981 5/17/10 288970 GOLDMAN SACHS & COMPANY 10/14/10 200,000,000.00 99.919 199,837,916.64
PUR 5/17/10 912795W3 U S TREASURY BILLS .1895 .190
51962 5/17/10 288970 JP MORGAN 10/14/10 200,000,000.00 99.921 199,842,083.36
PUR 5/17/10 912795W3 U S TREASURY BILLS .1895 .190
51982 5/17/10 288970 JP MORGAN 10/14/10 75,000,000.00 99.921 74,940,781.25
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 5/01/10 THROUGH 5/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 56
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/20/10 912795W3 U S TREASURY BILLS .1695 .170
52021 5/20/10 288985 JP MORGAN 10/14/10 200,000,000.00 99.931 199,861,575.00
PUR 5/20/10 912795W4 U.S. TREASURY BILLS .1780 .178
52026 5/20/10 288985 MORGAN STANLEY 10/28/10 200,000,000.00 99.920 199,840,788.88
PUR 5/20/10 912795W4 U.S. TREASURY BILLS .1815 .182
52034 5/20/10 288985 NOMURA SECURITIES INT'L (DO 10/28/10 40,000,000.00 99.919 39,967,531.67
PUR 5/21/10 912795W4 U.S. TREASURY BILLS .1845 .185
52046 5/21/10 288991 NOMURA SECURITIES INT'L (DO 10/28/10 70,000,000.00 99.918 69,942,600.00
PUR 5/21/10 912795W5 U.S. TREASURY BILLS .1955 .196
52052 5/21/10 288991 CITIGROUP GBL MKT(FMLY SALO 11/04/10 39,200,000.00 99.909 39,164,449.41
PUR 5/27/10 912795W5 U.S. TREASURY BILLS .1955 .196
52101 5/27/10 289011 MORGAN STANLEY 11/04/10 50,000,000.00 99.913 49,956,284.03
PUR 5/10/10 93114FEM WALMART STORES INC DISC C P .1700 .170
51897 5/10/10 288943 CITIGROUP GBL MKT(FMLY SALO 5/21/10 50,000,000.00 99.995 49,997,402.80
PUR 5/12/10 93114FEM WALMART STORES INC DISC C P .1800 .180
51929 5/12/10 288953 CREDIT SUISSE SEC (USA) LLC 5/21/10 57,000,000.00 99.996 56,997,435.00
PUR 5/14/10 93114FER WALMART STORES INC DISC C P .1900 .190
51951 5/14/10 288965 CREDIT SUISSE SEC (USA) LLC 5/25/10 125,000,000.00 99.994 124,992,743.00
PUR 5/13/10 93114FES WALMART STORES INC DISC C P .1900 .190
51945 5/13/10 288960 BARCLAYS CAPITAL INC 5/26/10 27,000,000.00 99.993 26,998,147.50
PUR 5/27/10 93114FF3 WALMART STORES INC DISC C P .2000 .200
52087 5/27/10 289011 CITIGROUP GBL MKT(FMLY SALO 6/03/10 137,000,000.00 99.996 136,994,672.21
PUR 5/28/10 93114FF8 WALMART STORES INC DISC C P .2000 .200
52109 5/28/10 289017 BARCLAYS CAPITAL INC 6/08/10 1,907,000.00 99.994 1,906,883.46
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 8612528000.00 8609839051.64
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 8612528000.00 8609839051.64
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 5/01/10 THROUGH 5/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 57
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 5/25/10 912795U5 U.S. TREASURY BILLS .3645 .366
48080 5/25/10 289001 JP MORGAN 6/03/10 6,031,000.00 99.996 6,030,780.62 330.19
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 6,031,000.00 6,030,780.62 330.19
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 6,031,000.00 6,030,780.62 330.19
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 5/01/10 THROUGH 5/31/10
COMMON PENSION FD A (5140) PAGE: 58
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 5/13/10 00176510 AMR CORP.
05963 5/18/10 423807 LABRANCHE/SOFT 985,000.00 7.516 49,250.00 7,452,510.00
PUR 5/19/10 00289620 ABERCROMBIE & FITCH CO-CL A
52015 5/24/10 423825 WILLIAMS CAPITAL GROUP 25,000.00 37.000 250.00 925,242.50
PUR 5/20/10 00289620 ABERCROMBIE & FITCH CO-CL A
52015 5/25/10 423829 WILLIAMS CAPITAL GROUP 25,000.00 36.222 250.00 905,797.50
PUR 5/11/10 00826A10 AFFYMAX INC
35974 5/14/10 423797 ITG (CHANNEL) 80,000.00 23.761 800.00 1,901,704.00
PUR 5/07/10 01165910 ALASKA AIR GROUP INC
17215 5/12/10 423788 BMO CAPITAL MARKETS/EXECUTI 65,000.00 40.188 650.00 2,612,883.00
PUR 4/28/10 01741R10 ALLEGHENY TECHNOLOGIES INC
51711 5/03/10 423758 BLAYLOCK ROBERT VAN LLC 100,000.00 53.573 1,000.00 5,358,340.00
PUR 5/11/10 01741R10 ALLEGHENY TECHNOLOGIES INC
51711 5/14/10 423797 PRINCETON SECURITIES GROUP 100,000.00 53.604 1,000.00 5,361,370.00
PUR 5/12/10 01741R10 ALLEGHENY TECHNOLOGIES INC
51711 5/17/10 423803 BNY CONVERGEEX EXEC SOLUTIO 130,000.00 55.590 6,500.00 7,233,200.00
PUR 5/13/10 01741R10 ALLEGHENY TECHNOLOGIES INC
51711 5/18/10 423807 LABRANCHE/SOFT 100,000.00 56.849 5,000.00 5,689,860.00
PUR 5/06/10 02385010 AMERICAN APPAREL INC
45496 5/11/10 423783 BMO CAPITAL MARKETS/EXECUTI 25,000.00 2.801 250.00 70,285.00
PUR 5/06/10 02581610 AMERICAN EXPRESS CO
5736 5/11/10 423783 BNY CONVERGEEX EXEC SOLUTIO 100,000.00 42.660 5,000.00 4,270,980.00
PUR 5/06/10 02581610 AMERICAN EXPRESS CO
5736 5/11/10 423783 GRISWOLD COMPANY 200,000.00 44.165 2,000.00 8,834,980.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 59
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/11/10 02637510 AMERICAN GREETINGS CORP-CL
51643 5/14/10 423797 BLAYLOCK ROBERT VAN LLC 50,000.00 24.524 500.00 1,226,715.00
PUR 5/06/10 03076C10 AMERIPRISE FINANCIAL INC
32042 5/11/10 423783 BMO CAPITAL MARKETS/EXECUTI 40,000.00 44.747 400.00 1,790,288.00
PUR 5/05/10 03251110 ANADARKO PETROLEUM CORP
9798 5/10/10 423779 BMO CAPITAL MARKETS/EXECUTI 80,000.00 63.221 800.00 5,058,480.00
PUR 5/06/10 03251110 ANADARKO PETROLEUM CORP
9798 5/11/10 423783 GRISWOLD COMPANY 65,000.00 60.094 650.00 3,906,760.00
PUR 5/06/10 03783310 APPLE INC
08785 5/11/10 423783 LABRANCHE/0TC 10,000.00 257.31 100.00 2,573,266.00
PUR 5/04/10 06050510 BANK OF AMERICA CORP
13225 5/07/10 423774 ICAP CORPORATES LLC 500,000.00 17.640 5,000.00 8,825,150.00
PUR 5/06/10 06050510 BANK OF AMERICA CORP
13225 5/11/10 423783 BLAYLOCK ROBERT VAN LLC 100,000.00 16.975 1,000.00 1,698,500.00
PUR 5/06/10 06050510 BANK OF AMERICA CORP
13225 5/11/10 423783 BNY CONVERGEEX EXEC SOLUTIO 350,000.00 16.277 17,500.00 5,714,590.00
PUR 5/06/10 06050510 BANK OF AMERICA CORP
13225 5/11/10 423783 CASTLE OAK SECURITIES 100,000.00 16.265 1,000.00 1,627,510.00
PUR 5/06/10 06050510 BANK OF AMERICA CORP
13225 5/11/10 423783 JACKSON SECS 100,000.00 16.715 1,000.00 1,672,540.00
PUR 5/06/10 06050510 BANK OF AMERICA CORP
13225 5/11/10 423783 MURIEL SEIBERT & CO 100,000.00 16.685 1,000.00 1,669,480.00
PUR 5/06/10 06050510 BANK OF AMERICA CORP
13225 5/11/10 423783 PACIFIC AMERICAN SECURITIES 100,000.00 16.252 1,000.00 1,626,210.00
PUR 5/06/10 06050510 BANK OF AMERICA CORP
13225 5/11/10 423783 STURDIVANT/EXECUTION 100,000.00 16.905 1,000.00 1,691,530.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 60
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/06/10 06050510 BANK OF AMERICA CORP
13225 5/11/10 423783 WILLIAMS CAPITAL GROUP 100,000.00 16.728 1,000.00 1,673,770.00
PUR 5/21/10 06050510 BANK OF AMERICA CORP
13225 5/26/10 423833 LABRANCHE/SOFT 150,000.00 15.622 7,500.00 2,350,860.00
PUR 5/04/10 06846N10 BILL BARRETT CORP
40495 5/07/10 423778 TRANSFERRED FROM 50,172.00 34.540 1,732,940.88
PUR 5/06/10 09247X10 BLACKROCK INC
14630 5/11/10 423783 BNY CONVERGEEX EXEC SOLUTIO 50,000.00 172.47 2,500.00 8,626,380.00
PUR 5/06/10 09247X10 BLACKROCK INC
14630 5/11/10 423783 ICAP CORPORATES LLC 100,000.00 172.52 1,000.00 17,253,660.00
PUR 5/21/10 12572Q10 CME GROUP INC
52055 5/26/10 423833 BLAYLOCK ROBERT VAN LLC 15,000.00 312.50 150.00 4,687,668.00
PUR 5/11/10 14365830 CARNIVAL CORP
49668 5/14/10 423797 BLAYLOCK ROBERT VAN LLC 15,000.00 38.985 150.00 584,926.50
PUR 5/12/10 15087010 CELANESE CORPORATION SERIES
35597 5/17/10 423803 BNY CONVERGEEX EXEC SOLUTIO 400,000.00 30.085 20,000.00 12,053,960.00
PUR 5/13/10 15087010 CELANESE CORPORATION SERIES
35597 5/18/10 423807 INSTINET/SOFT-FACTSET 100,000.00 30.245 5,000.00 3,029,450.00
PUR 5/11/10 16890510 CHILDREN'S PLACE
49976 5/14/10 423797 LABRANCHE/0TC 40,545.00 44.334 405.45 1,797,911.26
PUR 5/11/10 16890510 CHILDREN'S PLACE
49976 5/14/10 423797 MERRIMAN/OTC 22,000.00 44.294 220.00 974,679.20
PUR 5/12/10 16890510 CHILDREN'S PLACE
49976 5/17/10 423803 LABRANCHE/0TC 9,455.00 44.577 94.55 421,571.03
PUR 5/20/10 17177930 CIENA CORPORATION
35228 5/25/10 423829 MERRIMAN/OTC 25,000.00 15.152 250.00 379,055.00
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 5/01/10 THROUGH 5/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 61
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/07/10 17275R10 CISCO SYSTEMS INC
14693 5/12/10 423788 LABRANCHE/0TC 53,100.00 25.439 531.00 1,351,325.97
PUR 5/07/10 17275R10 CISCO SYSTEMS INC
14693 5/12/10 423788 LIQUIDNET 22,800.00 25.605 456.00 584,250.00
PUR 5/07/10 17275R10 CISCO SYSTEMS INC
14693 5/12/10 423788 PULSE (BLOCK CROSS) 24,100.00 25.529 241.00 615,482.67
PUR 5/19/10 17275R10 CISCO SYSTEMS INC
14693 5/24/10 423825 ITG (CHANNEL) 100,000.00 24.338 1,000.00 2,434,810.00
PUR 5/20/10 17275R10 CISCO SYSTEMS INC
14693 5/25/10 423829 LABRANCHE/0TC 50,000.00 23.542 500.00 1,177,615.00
PUR 5/21/10 17275R10 CISCO SYSTEMS INC
14693 5/26/10 423833 LABRANCHE/0TC 25,000.00 23.320 250.00 583,237.50
PUR 5/05/10 18683K10 CLIFFS NATURAL RESOURCES
46820 5/10/10 423779 JACKSON SECS 208,000.00 57.982 2,080.00 12,062,377.60
PUR 5/11/10 18683K10 CLIFFS NATURAL RESOURCES
46820 5/14/10 423797 GRISWOLD COMPANY 100,000.00 56.793 1,000.00 5,680,250.00
PUR 5/13/10 19238U10 COGDELL SPENCER INC.
40172 5/18/10 423806 BB & T SECURITIES (SECONDAR 1,250.00 7.000 8,750.00
PUR 5/13/10 19238U10 COGDELL SPENCER INC.
40172 5/18/10 423806 BMO CAPITAL MARKETS 1,250.00 7.000 8,750.00
PUR 5/13/10 19238U10 COGDELL SPENCER INC.
40172 5/18/10 423806 CITIGROUP/CITIBANK DOMESTIC 9,375.00 7.000 65,625.00
PUR 5/13/10 19238U10 COGDELL SPENCER INC.
40172 5/18/10 423806 JANNEY MONTGOMERY SCOTT 1,250.00 7.000 8,750.00
PUR 5/13/10 19238U10 COGDELL SPENCER INC.
40172 5/18/10 423806 KEYBANC CAPITAL MKTS INC 9,375.00 7.000 65,625.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 62
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/13/10 19238U10 COGDELL SPENCER INC.
40172 5/18/10 423806 MORGAN KEEGAN 1,250.00 7.000 8,750.00
PUR 5/13/10 19238U10 COGDELL SPENCER INC.
40172 5/18/10 423806 RAYMOND JAMES & ASSOCIATES, 1,250.00 7.000 8,750.00
PUR 5/07/10 21079530 CONTINENTAL AIR
47013 5/12/10 423788 BNY CONVERGEEX EXEC SOLUTIO 150,000.00 18.847 7,500.00 2,834,595.00
PUR 5/20/10 22002T10 CORPORATE OFFICE PROPERTIES
50979 5/25/10 423829 WILLIAMS CAPITAL GROUP 23,000.00 36.744 230.00 845,339.70
PUR 5/07/10 24736170 DELTA AIR LINES INC DEL
46316 5/12/10 423788 BNY CONVERGEEX EXEC SOLUTIO 500,000.00 11.749 25,000.00 5,899,400.00
PUR 5/11/10 24736170 DELTA AIR LINES INC DEL
46316 5/14/10 423797 BNY CONVERGEEX EXEC SOLUTIO 500,000.00 12.399 25,000.00 6,224,250.00
PUR 5/06/10 25065D10 DESTINATION MATERNITY COR
51857 5/11/10 423783 LABRANCHE/0TC 10,000.00 31.270 100.00 312,799.00
PUR 5/07/10 25065D10 DESTINATION MATERNITY COR
51857 5/12/10 423788 MERRIMAN/OTC 10,000.00 30.250 100.00 302,600.00
PUR 5/25/10 25765110 DONALDSON CO
52071 5/28/10 423843 CAPIS/SOFT 123,000.00 42.434 6,150.00 5,225,581.20
PUR 5/07/10 26054310 DOW CHEMICAL
48222 5/12/10 423788 BNY CONVERGEEX EXEC SOLUTIO 400,000.00 25.637 20,000.00 10,274,640.00
PUR 5/11/10 26054310 DOW CHEMICAL
48222 5/14/10 423797 MERIDIAN EQUITY PARTNERS 100,000.00 27.878 1,000.00 2,788,760.00
PUR 5/13/10 26613Q10 DUPONT FABROS TECHNOLOGY IN
38678 5/18/10 423806 JEFFERIES & COMPANY 550.00 23.000 12,650.00
PUR 5/13/10 26613Q10 DUPONT FABROS TECHNOLOGY IN
38678 5/18/10 423806 KEYBANC CAPITAL MKTS INC 1,400.00 23.000 32,200.00
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 5/01/10 THROUGH 5/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 63
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/13/10 26613Q10 DUPONT FABROS TECHNOLOGY IN
38678 5/18/10 423806 MACQUARIE CAPITAL(USA), INC 950.00 23.000 21,850.00
PUR 5/13/10 26613Q10 DUPONT FABROS TECHNOLOGY IN
38678 5/18/10 423806 RAYMOND JAMES & ASSOCIATES, 1,000.00 23.000 23,000.00
PUR 5/13/10 26613Q10 DUPONT FABROS TECHNOLOGY IN
38678 5/18/10 423806 RBC CAPITAL (DOMESTIC) 900.00 23.000 20,700.00
PUR 5/13/10 26613Q10 DUPONT FABROS TECHNOLOGY IN
38678 5/18/10 423806 STIFEL NICOLAUS 100.00 23.000 2,300.00
PUR 5/13/10 26613Q10 DUPONT FABROS TECHNOLOGY IN
38678 5/18/10 423806 TD SECURITIES 100.00 23.000 2,300.00
PUR 5/20/10 31428X10 FEDEX CORP
52038 5/25/10 423829 CASTLE OAK SECURITIES 100,000.00 82.125 1,000.00 8,213,490.00
PUR 5/20/10 31428X10 FEDEX CORP
52038 5/25/10 423829 MURIEL SEIBERT & CO 115,000.00 82.313 1,150.00 9,467,087.50
PUR 5/20/10 31428X10 FEDEX CORP
52038 5/25/10 423829 PACIFIC AMERICAN SECURITIES 120,000.00 82.412 1,200.00 9,890,664.00
PUR 5/24/10 31428X10 FEDEX CORP
52038 5/27/10 423838 CASTLE OAK SECURITIES 85,000.00 82.693 850.00 7,029,746.50
PUR 5/07/10 34484910 FOOT LOCKER INC
48395 5/12/10 423788 BLAYLOCK ROBERT VAN LLC 20,000.00 14.000 200.00 280,200.00
PUR 5/06/10 34537086 FORD MOTOR CO
51546 5/11/10 423783 BLAYLOCK ROBERT VAN LLC 50,000.00 12.475 500.00 624,255.00
PUR 4/30/10 34555010 FOREST CITY ENTERPRISES-CL
51763 5/05/10 423766 BMO CAPITAL MARKETS/EXECUTI 77,000.00 16.070 770.00 1,238,160.00
PUR 5/13/10 34555010 FOREST CITY ENTERPRISES-CL
51763 5/18/10 423807 BMO CAPITAL MARKETS/EXECUTI 50,000.00 15.634 500.00 782,215.00
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 5/01/10 THROUGH 5/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 64
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/28/10 34637510 FORMFACTOR INC
25180 5/03/10 423758 MERRIMAN/OTC 50,000.00 15.687 500.00 784,855.00
PUR 4/29/10 34637510 FORMFACTOR INC
25180 5/04/10 423762 MERRIMAN/OTC 50,000.00 15.808 500.00 790,900.00
PUR 5/20/10 36237H10 G-III APPAREL GROUP LTD
48401 5/25/10 423829 ITG (CHANNEL) 400.00 25.500 4.00 10,204.00
PUR 5/21/10 36237H10 G-III APPAREL GROUP LTD
48401 5/26/10 423833 ITG (CHANNEL) 2,400.00 25.423 24.00 61,038.48
PUR 5/03/10 37002110 GENERAL GROWTH PROPERTIES
38049 5/06/10 423770 WILLIAMS CAPITAL GROUP 50,000.00 16.795 500.00 840,235.00
PUR 4/30/10 38141G10 GOLDMAN SACHS GROUP INC
13025 5/05/10 423766 BMO CAPITAL MARKETS/EXECUTI 70,000.00 147.86 700.00 10,351,005.00
PUR 5/04/10 38141G10 GOLDMAN SACHS GROUP INC
13025 5/07/10 423774 PRINCETON SECURITIES GROUP 70,000.00 150.56 700.00 10,540,327.00
PUR 5/06/10 38141G10 GOLDMAN SACHS GROUP INC
13025 5/11/10 423783 BNY CONVERGEEX EXEC SOLUTIO 50,000.00 141.91 2,500.00 7,098,035.00
PUR 5/06/10 38141G10 GOLDMAN SACHS GROUP INC
13025 5/11/10 423783 PRINCETON SECURITIES GROUP 100,000.00 145.84 1,000.00 14,585,480.00
PUR 5/21/10 38141G10 GOLDMAN SACHS GROUP INC
13025 5/26/10 423833 BLAYLOCK ROBERT VAN LLC 15,000.00 140.59 150.00 2,109,061.50
PUR 5/13/10 38255010 GOODYEAR TIRE & RUBBER C0
37850 5/18/10 423807 LABRANCHE/SOFT 100,000.00 13.444 5,000.00 1,349,350.00
PUR 5/07/10 40377710 GYMBOREE CORP
48455 5/12/10 423788 MERRIMAN/OTC 25,000.00 44.455 250.00 1,111,622.50
PUR 5/10/10 40621610 HALLIBURTON CO.
01331 5/13/10 423793 BNY CONVERGEEX EXEC SOLUTIO 200,000.00 27.216 10,000.00 5,453,240.00
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 5/01/10 THROUGH 5/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 65
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/11/10 41034510 HANESBRANDS INC
47865 5/14/10 423797 BLAYLOCK ROBERT VAN LLC 20,000.00 27.764 200.00 555,472.00
PUR 5/11/10 41034510 HANESBRANDS INC
47865 5/14/10 423797 BLAYLOCK ROBERT VAN LLC 50,000.00 28.068 500.00 1,403,880.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 70,000.00 27.981 1,959,352.00
700.00
PUR 5/07/10 42782510 HERSHA HOSPITALITY TR
50440 5/12/10 423788 BLAYLOCK ROBERT VAN LLC 20,000.00 4.786 200.00 95,910.00
PUR 5/07/10 42823610 HEWLETT-PACKARD CO
12113 5/12/10 423788 BMO CAPITAL MARKETS/EXECUTI 50,000.00 48.140 500.00 2,407,490.00
PUR 5/20/10 42823610 HEWLETT-PACKARD CO
12113 5/25/10 423829 BMO CAPITAL MARKETS/EXECUTI 25,000.00 46.173 250.00 1,154,577.50
PUR 5/21/10 42823610 HEWLETT-PACKARD CO
12113 5/26/10 423833 BLAYLOCK ROBERT VAN LLC 25,000.00 45.943 250.00 1,148,825.00
PUR 4/30/10 43707610 HOME DEPOT INC
9428 5/05/10 423766 BLAYLOCK ROBERT VAN LLC 15,000.00 35.866 150.00 538,144.50
PUR 5/10/10 43707610 HOME DEPOT INC
9428 5/13/10 423793 WILLIAMS CAPITAL GROUP 25,000.00 35.064 250.00 876,857.50
PUR 5/11/10 43707610 HOME DEPOT INC
9428 5/14/10 423797 WILLIAMS CAPITAL GROUP 26,000.00 35.344 260.00 919,209.20
PUR 5/19/10 43707610 HOME DEPOT INC
9428 5/24/10 423825 WILLIAMS CAPITAL GROUP 10,000.00 34.086 100.00 340,960.00
PUR 5/06/10 45920010 INTL BUSINESS MACHINES CORP
17139 5/11/10 423783 BLAYLOCK ROBERT VAN LLC 15,000.00 127.14 150.00 1,907,383.50
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 5/01/10 THROUGH 5/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 66
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/07/10 45920010 INTL BUSINESS MACHINES CORP
17139 5/12/10 423788 BMO CAPITAL MARKETS/EXECUTI 50,000.00 124.04 500.00 6,202,520.00
PUR 5/21/10 45920010 INTL BUSINESS MACHINES CORP
17139 5/26/10 423833 BLAYLOCK ROBERT VAN LLC 15,000.00 124.21 150.00 1,863,343.50
PUR 5/04/10 46625H10 JP MORGAN CHASE & CO
19046 5/07/10 423774 GRISWOLD COMPANY 100,000.00 42.660 1,000.00 4,267,000.00
PUR 5/04/10 46625H10 JP MORGAN CHASE & CO
19046 5/07/10 423774 MERIDIAN EQUITY PARTNERS 100,000.00 42.708 1,000.00 4,271,800.00
PUR 5/06/10 46625H10 JP MORGAN CHASE & CO
19046 5/11/10 423783 BNY CONVERGEEX EXEC SOLUTIO 100,000.00 40.638 5,000.00 4,068,790.00
PUR 5/06/10 46625H10 JP MORGAN CHASE & CO
19046 5/11/10 423783 PRINCETON SECURITIES GROUP 200,000.00 41.862 2,000.00 8,374,440.00
PUR 5/21/10 46625H10 JP MORGAN CHASE & CO
19046 5/26/10 423833 MURIEL SEIBERT & CO 75,000.00 39.163 750.00 2,938,005.00
PUR 5/07/10 48007410 JONES APPAREL
50614 5/12/10 423788 BMO CAPITAL MARKETS/EXECUTI 10,000.00 19.922 100.00 199,316.00
PUR 5/14/10 50025510 KOHLS CORP.
04751 5/19/10 423811 WILLIAMS CAPITAL GROUP 25,000.00 53.840 250.00 1,346,260.00
PUR 5/05/10 50064320 KORN/FERRY INTERNATIONAL
48778 5/10/10 423779 WILLIAMS CAPITAL GROUP 10,000.00 16.030 100.00 160,400.00
PUR 5/07/10 50064320 KORN/FERRY INTERNATIONAL
48778 5/12/10 423788 WILLIAMS CAPITAL GROUP 50,000.00 14.914 500.00 746,175.00
PUR 5/20/10 50064320 KORN/FERRY INTERNATIONAL
48778 5/25/10 423829 BLAYLOCK ROBERT VAN LLC 10,000.00 15.224 100.00 152,340.00
PUR 5/07/10 51783410 LAS VEGAS SANDS CORP
50698 5/12/10 423788 WILLIAMS CAPITAL GROUP 25,000.00 22.013 250.00 550,585.00
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 5/01/10 THROUGH 5/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 67
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/06/10 53418710 LINCOLN NATIONAL CORP
50810 5/11/10 423783 MERIDIAN EQUITY PARTNERS 135,000.00 28.143 1,350.00 3,800,655.00
PUR 5/04/10 55271510 MEMC ELECTRONICS MATERIALS,
07225 5/07/10 423774 BMO CAPITAL MARKETS/EXECUTI 50,000.00 12.338 500.00 617,420.00
PUR 5/20/10 56030510 MAIDENFORM BRANDS
52036 5/25/10 423829 BLAYLOCK ROBERT VAN LLC 10,000.00 22.988 100.00 229,975.00
PUR 5/10/10 56418H10 MANPOWER INC
50999 5/13/10 423793 BMO CAPITAL MARKETS/EXECUTI 10,000.00 52.328 100.00 523,381.00
PUR 5/21/10 57636Q10 MASTERCARD INC
49021 5/26/10 423833 BLAYLOCK ROBERT VAN LLC 15,000.00 213.64 150.00 3,204,781.50
PUR 5/06/10 59156R10 METLIFE, INC.
22268 5/11/10 423783 BLAYLOCK ROBERT VAN LLC 30,000.00 43.092 300.00 1,293,063.00
PUR 5/07/10 60972010 MONMOUTH REAL ESTATE INVT
50986 5/12/10 423788 INSTINET (PORTAL) 4,350.00 7.500 30.45 32,655.45
PUR 5/20/10 60972010 MONMOUTH REAL ESTATE INVT
50986 5/25/10 423829 MERRIMAN/OTC 5,000.00 7.350 50.00 36,800.00
PUR 5/06/10 61744644 MORGAN STANLEY
51438 5/11/10 423783 BNY CONVERGEEX EXEC SOLUTIO 150,000.00 27.406 7,500.00 4,118,400.00
PUR 5/06/10 61744644 MORGAN STANLEY
51438 5/11/10 423783 PRINCETON SECURITIES GROUP 300,000.00 27.998 3,000.00 8,402,490.00
PUR 5/07/10 61748W10 MORGANS HOTEL GROUP CO
51297 5/12/10 423788 LABRANCHE/0TC 25,000.00 6.999 250.00 175,217.50
PUR 5/10/10 62937750 NRG ENERGY INC
50644 5/13/10 423793 BMO CAPITAL MARKETS/EXECUTI 90,000.00 22.101 900.00 1,989,981.00
PUR 5/14/10 65566410 NORDSTROM INC
47646 5/19/10 423811 WILLIAMS CAPITAL GROUP 10,000.00 40.284 100.00 402,938.00
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 5/01/10 THROUGH 5/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 68
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/07/10 67622010 OFFICE DEPOT
51893 5/12/10 423788 BMO CAPITAL MARKETS/EXECUTI 75,000.00 6.046 750.00 454,200.00
PUR 5/06/10 70788210 PENN VIRGINIA CORP
49210 5/11/10 423783 MERIDIAN EQUITY PARTNERS 100,000.00 22.940 1,000.00 2,294,950.00
PUR 5/06/10 74432010 PRUDENTIAL FINANCIAL INC
50800 5/11/10 423783 MERIDIAN EQUITY PARTNERS 100,000.00 60.776 1,000.00 6,078,640.00
PUR 5/11/10 74752510 QUALCOMM INC.
03288 5/14/10 423797 LABRANCHE/0TC 100,000.00 37.626 1,000.00 3,763,580.00
PUR 5/13/10 74752510 QUALCOMM INC.
03288 5/18/10 423807 LABRANCHE/SOFT 100,000.00 38.291 5,000.00 3,834,070.00
PUR 5/06/10 75935160 REINSURANCE GROUP OF AMERIC
43925 5/11/10 423783 BLAYLOCK ROBERT VAN LLC 35,000.00 49.691 350.00 1,739,524.50
PUR 4/29/10 76122Q10 RESOURCES CONNECTION INC
51097 5/04/10 423762 INSTINET (PORTAL) 10,000.00 17.883 70.00 178,904.00
PUR 5/04/10 76122Q10 RESOURCES CONNECTION INC
51097 5/07/10 423774 ITG (CHANNEL) 10,000.00 17.000 100.00 170,100.00
PUR 5/14/10 76122Q10 RESOURCES CONNECTION INC
51097 5/19/10 423811 LABRANCHE/0TC 10,000.00 17.404 100.00 174,136.00
PUR 5/20/10 76122Q10 RESOURCES CONNECTION INC
51097 5/25/10 423829 LABRANCHE/0TC 14,976.00 16.000 149.76 239,765.76
PUR 5/21/10 76122Q10 RESOURCES CONNECTION INC
51097 5/26/10 423833 LABRANCHE/0TC 10,024.00 15.900 100.24 159,476.83
PUR 5/11/10 77441510 ROCKWOOD HOLDINGS INC
51917 5/14/10 423797 BMO CAPITAL MARKETS/EXECUTI 17,821.00 26.895 178.21 479,475.79
PUR 5/12/10 77441510 ROCKWOOD HOLDINGS INC
51917 5/17/10 423803 BMO CAPITAL MARKETS/EXECUTI 7,179.00 27.579 71.79 198,059.28
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 5/01/10 THROUGH 5/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 69
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/14/10 77441510 ROCKWOOD HOLDINGS INC
51917 5/19/10 423811 BMO CAPITAL MARKETS/EXECUTI 60,000.00 27.821 600.00 1,669,830.00
PUR 5/17/10 77441510 ROCKWOOD HOLDINGS INC
51917 5/20/10 423817 BMO CAPITAL MARKETS/EXECUTI 135,000.00 27.768 1,350.00 3,750,016.50
PUR 5/07/10 78462F10 SPDR TRUST SERIES 1
51892 5/12/10 423788 PRINCETON SECURITIES GROUP 200,000.00 110.99 2,000.00 22,200,540.00
PUR 4/30/10 84546710 SOUTHWESTERN ENERGY CO
46576 5/05/10 423766 BLAYLOCK ROBERT VAN LLC 60,000.00 39.539 600.00 2,372,910.00
PUR 4/30/10 85837510 STEIN MART INC
51766 5/05/10 423766 LABRANCHE/0TC 20,000.00 10.119 200.00 202,572.00
PUR 5/06/10 85837510 STEIN MART INC
51766 5/11/10 423783 LABRANCHE/0TC 20,000.00 9.355 200.00 187,292.00
PUR 5/06/10 85837510 STEIN MART INC
51766 5/11/10 423783 MERRIMAN/OTC 20,000.00 9.298 200.00 186,150.00
PUR 5/11/10 85837510 STEIN MART INC
51766 5/14/10 423797 MERRIMAN/OTC 400.00 9.250 4.00 3,704.00
PUR 5/14/10 85837510 STEIN MART INC
51766 5/19/10 423811 MERRIMAN/OTC 9,600.00 9.250 96.00 88,896.00
PUR 5/20/10 85837510 STEIN MART INC
51766 5/25/10 423829 MERRIMAN/OTC 10,000.00 9.088 100.00 90,982.00
PUR 5/03/10 86564610 SUMMER INFANT INC
51784 5/06/10 423770 LABRANCHE/0TC 25,000.00 6.919 250.00 173,225.00
PUR 5/07/10 86564610 SUMMER INFANT INC
51784 5/12/10 423788 ITG (CHANNEL) 5,966.00 6.541 59.66 39,080.88
PUR 5/10/10 86564610 SUMMER INFANT INC
51784 5/13/10 423793 INSTINET (PORTAL) 7,200.00 6.734 50.40 48,533.76
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 5/01/10 THROUGH 5/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 70
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/10/10 86564610 SUMMER INFANT INC
51784 5/13/10 423793 ITG (CHANNEL) 20,075.00 6.921 200.75 139,137.82
PUR 5/10/10 86564610 SUMMER INFANT INC
51784 5/13/10 423793 PULSE (BLOCK CROSS) 5,000.00 6.740 50.00 33,750.00
PUR 5/11/10 86564610 SUMMER INFANT INC
51784 5/14/10 423797 ITG (CHANNEL) 11,759.00 7.070 117.59 83,256.07
PUR 5/11/10 86564610 SUMMER INFANT INC
51784 5/14/10 423797 LABRANCHE/0TC 2,700.00 6.991 27.00 18,901.89
PUR 5/14/10 86564610 SUMMER INFANT INC
51784 5/19/10 423811 LABRANCHE/0TC 1,880.00 7.000 18.80 13,178.80
PUR 5/20/10 86564610 SUMMER INFANT INC
51784 5/25/10 423829 LABRANCHE/0TC 500.00 7.000 5.00 3,505.00
PUR 5/21/10 86564610 SUMMER INFANT INC
51784 5/26/10 423833 LABRANCHE/0TC 4,920.00 6.970 49.20 34,343.08
PUR 5/17/10 88870610 TIVO INC.
34244 5/20/10 423817 LABRANCHE/SOFT 100,000.00 10.745 5,000.00 1,079,520.00
PUR 5/18/10 88870610 TIVO INC.
34244 5/21/10 423821 INSTINET (PORTAL) 100,000.00 10.213 700.00 1,022,030.00
PUR 5/19/10 88870610 TIVO INC.
34244 5/24/10 423825 LABRANCHE/SOFT 100,000.00 9.551 5,000.00 960,070.00
PUR 4/28/10 90781810 UNION PACIFIC CORP
51676 5/03/10 423758 MURIEL SEIBERT & CO 100,000.00 76.029 1,000.00 7,603,880.00
PUR 4/28/10 90781810 UNION PACIFIC CORP
51676 5/03/10 423758 PACIFIC AMERICAN SECURITIES 96,000.00 76.158 960.00 7,312,147.20
PUR 4/29/10 90781810 UNION PACIFIC CORP
51676 5/04/10 423762 BNY CONVERGEEX EXEC SOLUTIO 194,000.00 77.660 9,700.00 15,075,662.40
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 5/01/10 THROUGH 5/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 71
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/03/10 90781810 UNION PACIFIC CORP
51676 5/06/10 423770 JACKSON SECS 110,000.00 77.085 1,100.00 8,480,428.00
PUR 5/05/10 90781810 UNION PACIFIC CORP
51676 5/10/10 423779 BNY CONVERGEEX EXEC SOLUTIO 157,000.00 74.895 7,850.00 11,766,365.00
PUR 5/07/10 90781810 UNION PACIFIC CORP
51676 5/12/10 423788 BNY CONVERGEEX EXEC SOLUTIO 93,000.00 71.704 4,650.00 6,673,159.20
PUR 5/07/10 90781810 UNION PACIFIC CORP
51676 5/12/10 423788 BNY CONVERGEEX EXEC SOLUTIO 100,000.00 71.209 5,000.00 7,125,880.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 193,000.00 71.448 13,799,039.20
9,650.00
PUR 5/10/10 90781810 UNION PACIFIC CORP
51676 5/13/10 423793 BNY CONVERGEEX EXEC SOLUTIO 132,000.00 74.281 6,600.00 9,811,626.00
PUR 5/18/10 90781810 UNION PACIFIC CORP
51676 5/21/10 423821 ICAP CORPORATES LLC 165,000.00 73.967 1,650.00 12,206,139.00
PUR 5/24/10 90781810 UNION PACIFIC CORP
51676 5/27/10 423838 CAPIS/SOFT 110,000.00 69.954 5,500.00 7,700,385.00
PUR 5/25/10 90781810 UNION PACIFIC CORP
51676 5/28/10 423843 CAPIS/SOFT 100,000.00 67.645 5,000.00 6,769,530.00
PUR 4/28/10 91131210 UNITED PARCEL SERVICE-CL B
51478 5/03/10 423758 PACIFIC AMERICAN SECURITIES 133,000.00 68.143 1,330.00 9,064,402.20
PUR 5/07/10 91131210 UNITED PARCEL SERVICE-CL B
51478 5/12/10 423788 BNY CONVERGEEX EXEC SOLUTIO 100,000.00 63.968 5,000.00 6,401,790.00
PUR 5/11/10 91131210 UNITED PARCEL SERVICE-CL B
51478 5/14/10 423797 BNY CONVERGEEX EXEC SOLUTIO 100,000.00 67.174 5,000.00 6,722,440.00
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 5/01/10 THROUGH 5/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 72
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/20/10 91131210 UNITED PARCEL SERVICE-CL B
51478 5/25/10 423829 LABRANCHE/SOFT 165,000.00 64.566 8,250.00 10,661,706.00
PUR 5/04/10 91704710 URBAN OUTFITTER
50693 5/07/10 423774 LABRANCHE/0TC 25,000.00 37.577 250.00 939,662.50
PUR 5/11/10 91704710 URBAN OUTFITTER
50693 5/14/10 423797 LABRANCHE/0TC 26,000.00 38.930 260.00 1,012,434.80
PUR 5/19/10 92826C83 VISA INC CL A
49022 5/24/10 423825 WILLIAMS CAPITAL GROUP 50,000.00 73.097 500.00 3,655,360.00
PUR 5/21/10 92826C83 VISA INC CL A
49022 5/26/10 423833 CASTLE OAK SECURITIES 30,000.00 75.095 300.00 2,253,147.00
PUR 5/06/10 94974610 WELLS FARGO & CO
11603 5/11/10 423783 BNY CONVERGEEX EXEC SOLUTIO 200,000.00 31.039 10,000.00 6,217,840.00
PUR 5/06/10 94974610 WELLS FARGO & CO
11603 5/11/10 423783 GRISWOLD COMPANY 375,000.00 31.728 3,750.00 11,901,900.00
PUR 5/21/10 94974610 WELLS FARGO & CO
11603 5/26/10 423833 LABRANCHE/SOFT 90,000.00 29.374 4,500.00 2,648,178.00
PUR 5/11/10 98156Q10 WORLD WRESTLING ENTERTAINME
36730 5/14/10 423802 MORGAN STANLEY 100,000.00 16.250 4,000.00 1,629,000.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 14,682,322.00 586,480,298.40
408,044.85
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 14,682,322.00 586,480,298.40
408,044.85
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 5/01/10 THROUGH 5/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 73
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 5/19/10 00786510 AEROPOSTALE INC 11.59
34835 5/24/10 423826 BLAYLOCK ROBERT VAN LLC 25,000.00 27.422 250.00 685,288.41 432,685.37
SALE 5/07/10 00915810 AIR PRODUCTS & CHEMICALS IN 121.78
20360 5/12/10 423789 BMO CAPITAL MARKETS/EXECUTI 100,000.00 72.056 1,000.00 7,204,428.22 1,740,510.11
SALE 5/07/10 00915810 AIR PRODUCTS & CHEMICALS IN 47.97
20360 5/12/10 423789 BNY CONVERGEEX EXEC SOLUTIO 40,000.00 70.953 2,000.00 2,836,056.03 650,488.79
SALE 5/10/10 00915810 AIR PRODUCTS & CHEMICALS IN 135.77
20360 5/13/10 423794 BNY CONVERGEEX EXEC SOLUTIO 110,000.00 73.030 5,500.00 8,027,609.23 2,017,299.31
SALE 5/11/10 00915810 AIR PRODUCTS & CHEMICALS IN 46.14
20360 5/14/10 423798 BMO CAPITAL MARKETS/EXECUTI 38,000.00 71.834 380.00 2,729,254.46 652,965.58
SALE 5/20/10 00915810 AIR PRODUCTS & CHEMICALS IN 127.71
20360 5/25/10 423830 JACKSON SECS 112,000.00 67.468 1,120.00 7,555,145.89 1,435,557.61
SALE 5/20/10 01165910 ALASKA AIR GROUP INC 82.53
17215 5/25/10 423830 STURDIVANT/EXECUTION 112,000.00 43.602 1,120.00 4,882,187.87 1,408,815.22
SALE 5/21/10 01165910 ALASKA AIR GROUP INC 27.28
17215 5/26/10 423834 STURDIVANT/EXECUTION 38,000.00 42.478 380.00 1,613,752.92 435,287.20
SALE 5/24/10 01165910 ALASKA AIR GROUP INC 37.76
17215 5/27/10 423839 MURIEL SEIBERT & CO 50,000.00 44.681 500.00 2,233,522.24 682,909.45
SALE 5/19/10 03265410 ANALOG DEVICES, INC. 48.75
15593 5/24/10 423826 MERIDIAN EQUITY PARTNERS 100,000.00 28.846 1,000.00 2,883,511.25 1,215,379.21
SALE 5/04/10 03571040 ANNALY MTGE MGM 2.00
50977 5/07/10 423775 WILLIAMS CAPITAL GROUP 7,000.00 16.900 70.00 118,228.00 9,640.40
SALE 5/03/10 03748R10 APARTMENT INVEST. & MGMT. C 9.75
38056 5/06/10 423771 BLAYLOCK ROBERT VAN LLC 25,000.00 23.074 250.00 576,595.25 -44,258.24
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 74
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/04/10 03760410 APOLLO GROUP INC CL A 19.07
44470 5/07/10 423775 LABRANCHE/0TC 20,000.00 56.406 200.00 1,127,896.93 -200,488.92
SALE 5/17/10 03760410 APOLLO GROUP INC CL A 48.18
44470 5/20/10 423818 MERRIMAN/OTC 50,000.00 57.011 500.00 2,850,001.82 -470,962.82
SALE 5/19/10 03822210 APPLIED MATERIALS, INC. 32.96
5627 5/24/10 423826 ITG (CHANNEL) 150,000.00 13.000 1,500.00 1,948,407.04 797,148.27
SALE 5/05/10 04420910 ASHLAND INC. 15.09
31174 5/10/10 423780 BLAYLOCK ROBERT VAN LLC 15,000.00 59.498 150.00 892,297.41 341,598.56
SALE 5/05/10 04420910 ASHLAND INC. 24.71
31174 5/10/10 423780 MURIEL SEIBERT & CO 25,000.00 58.462 250.00 1,461,275.29 543,443.88
SALE 5/07/10 05849810 BALL CORP. 42.31
8982 5/12/10 423789 WILLIAMS CAPITAL GROUP 50,000.00 50.064 500.00 2,502,657.69 1,505,368.40
SALE 5/20/10 08143710 BEMIS CO., INC. 48.72
23170 5/25/10 423830 CASTLE OAK SECURITIES 100,000.00 28.823 1,000.00 2,881,251.28 481,659.78
SALE 5/10/10 08930210 BIG LOTS INC 15.47
46468 5/13/10 423794 WILLIAMS CAPITAL GROUP 25,000.00 36.605 250.00 914,857.03 275,970.34
SALE 5/11/10 08930210 BIG LOTS INC 15.56
46468 5/14/10 423798 BLAYLOCK ROBERT VAN LLC 25,000.00 36.822 250.00 920,286.94 281,400.24
SALE 5/11/10 08930210 BIG LOTS INC 15.43
46468 5/14/10 423798 WILLIAMS CAPITAL GROUP 25,000.00 36.508 250.00 912,422.07 273,535.38
SALE 5/11/10 08930210 BIG LOTS INC 31.02
46468 5/14/10 423798 WILLIAMS CAPITAL GROUP 50,000.00 36.701 500.00 1,834,538.98 556,765.59
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 75,000.00 36.637 46.45 2,746,961.05 830,300.97
750.00
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 5/01/10 THROUGH 5/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 75
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/12/10 08930210 BIG LOTS INC 65.44
46468 5/17/10 423804 WILLIAMS CAPITAL GROUP 105,000.00 36.873 1,050.00 3,870,528.56 1,187,204.44
SALE 5/03/10 10112110 BOSTON PROPERTIES, INC. 2.78
38209 5/06/10 423771 BMO CAPITAL MARKETS/EXECUTI 2,000.00 82.115 20.00 164,206.82 -3,888.58
SALE 5/19/10 10536820 BRANDYWINE REALTY TRUST 1.97
41673 5/24/10 423826 BLAYLOCK ROBERT VAN LLC 10,000.00 11.608 100.00 115,974.03 -22,488.95
SALE 5/20/10 10536820 BRANDYWINE REALTY TRUST 4.72
41673 5/25/10 423830 BMO CAPITAL MARKETS/EXECUTI 25,000.00 11.155 250.00 278,630.28 -67,527.17
SALE 5/18/10 12640810 CSX CORP 111.13
47056 5/21/10 423822 MERIDIAN EQUITY PARTNERS 120,000.00 54.796 1,200.00 6,574,232.87 1,559,799.61
SALE 5/20/10 12640810 CSX CORP 85.55
47056 5/25/10 423830 PACIFIC AMERICAN SECURITIES 100,000.00 50.620 1,000.00 5,060,944.45 882,250.07
SALE 5/24/10 12640810 CSX CORP 129.33
47056 5/27/10 423839 CAPIS/SOFT 150,000.00 51.018 7,500.00 7,645,100.67 1,377,059.09
SALE 5/25/10 12640810 CSX CORP 113.01
47056 5/28/10 423844 CAPIS/SOFT 137,000.00 48.812 6,850.00 6,680,212.49 955,401.18
SALE 5/12/10 12960310 CALGON CARBON CORP 31.54
22270 5/17/10 423804 BNY CONVERGEEX EXEC SOLUTIO 120,000.00 15.552 6,000.00 1,860,184.46 996,906.72
SALE 5/04/10 18975410 COACH INC 16.17
24924 5/07/10 423775 WILLIAMS CAPITAL GROUP 23,000.00 41.582 230.00 956,139.83 467,559.71
SALE 5/11/10 18975410 COACH INC 17.57
24924 5/14/10 423798 BLAYLOCK ROBERT VAN LLC 25,000.00 41.563 250.00 1,038,817.43 507,752.08
SALE 4/28/10 22822710 CROWN CASTLE INTERNATIONAL 127.14
26670 5/03/10 423759 STURDIVANT/EXECUTION 200,000.00 37.613 2,000.00 7,520,392.86 2,782,389.76
SALE 5/07/10 22836810 CROWN HOLDINGS, INC. 20.60
24449 5/12/10 423789 WILLIAMS CAPITAL GROUP 50,000.00 24.379 500.00 1,218,404.40 881,662.64
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 76
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/20/10 24736170 DELTA AIR LINES INC DEL 55.35
46316 5/25/10 423830 LABRANCHE/SOFT 250,000.00 13.101 12,500.00 3,262,744.65 928,340.28
SALE 5/07/10 25674310 DOLLAR THRIFTY AUTOMOTIVE G 25.09
38350 5/12/10 423789 BMO CAPITAL MARKETS/EXECUTI 30,000.00 49.482 300.00 1,484,128.91 498,918.91
SALE 4/28/10 27886510 ECOLAB INC 40.13
23068 5/03/10 423759 BMO CAPITAL MARKETS/EXECUTI 50,000.00 47.486 500.00 2,373,749.87 615,369.36
SALE 5/20/10 27886510 ECOLAB INC 77.76
23068 5/25/10 423830 JACKSON SECS 100,000.00 46.007 1,000.00 4,599,662.24 1,082,901.23
SALE 4/30/10 30231G10 EXXON MOBIL CORP. 46.41
15200 5/05/10 423767 BLAYLOCK ROBERT VAN LLC 40,000.00 68.652 400.00 2,745,621.59 1,755,602.20
SALE 5/13/10 31561610 F5 NETWORKS INC. 120.99
25827 5/18/10 423808 LABRANCHE/SOFT 100,000.00 71.590 5,000.00 7,153,859.01 4,998,115.71
SALE 5/11/10 35671D85 FREEPORT-MCMORAN COPPER-B 41.72
26353 5/14/10 423798 MERIDIAN EQUITY PARTNERS 35,000.00 70.527 350.00 2,468,063.78 355,344.11
SALE 5/12/10 35671D85 FREEPORT-MCMORAN COPPER-B 243.75
26353 5/17/10 423804 BNY CONVERGEEX EXEC SOLUTIO 200,000.00 72.113 10,000.00 14,412,316.25 2,339,632.40
SALE 5/12/10 35671D85 FREEPORT-MCMORAN COPPER-B 78.96
26353 5/17/10 423804 MERIDIAN EQUITY PARTNERS 65,000.00 71.876 650.00 4,671,178.54 747,556.29
SALE 5/19/10 37190110 GENTEX CORP. 33.35
10636 5/24/10 423826 LABRANCHE/SOFT 100,000.00 19.733 5,000.00 1,968,236.65 186,126.58
SALE 5/20/10 37246010 GENUINE PARTS CO. 33.81
24582 5/25/10 423830 STURDIVANT/EXECUTION 50,000.00 40.002 500.00 1,999,571.19 499,220.32
SALE 5/14/10 41913110 HAUPPAGE DIGITAL INC 3.56
16437 5/19/10 423812 INSTINET/SOFT-FACTSET 50,000.00 4.204 2,500.00 207,676.44 -139,239.30
SALE 5/20/10 47836610 JOHNSON CONTROLS INC 23.84
25520 5/25/10 423830 BLAYLOCK ROBERT VAN LLC 50,000.00 28.201 500.00 1,409,536.16 409,030.80
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 77
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/11/10 48248010 KLA-TENCOR CORPORATION 55.27
08730 5/14/10 423798 MERRIMAN/OTC 100,000.00 32.703 1,000.00 3,269,284.73 609,297.40
SALE 4/28/10 49005710 KENSEY NASH CORP. .99
29869 5/03/10 423759 INSTINET (PORTAL) 2,526.00 23.007 17.68 58,096.00 -16,365.52
SALE 5/25/10 53983010 LOCKHEED MARTIN CORP. 135.33
17689 5/28/10 423844 CAPIS/SOFT 100,000.00 80.077 5,000.00 8,002,554.67 1,693,643.01
SALE 4/29/10 55448910 MACK-CALI REALTY CORP. 6.13
43336 5/04/10 423763 BMO CAPITAL MARKETS/EXECUTI 10,000.00 36.241 100.00 362,301.87 56,084.59
SALE 4/30/10 55448910 MACK-CALI REALTY CORP. 15.12
43336 5/05/10 423767 BLAYLOCK ROBERT VAN LLC 25,000.00 35.785 250.00 894,359.88 128,816.68
SALE 5/05/10 58333410 MEADWESTVACO CORP. 22.24
21865 5/10/10 423780 BMO CAPITAL MARKETS/EXECUTI 50,000.00 26.316 500.00 1,315,297.76 405,014.38
SALE 5/05/10 58333410 MEADWESTVACO CORP. 30.99
21865 5/10/10 423780 CASTLE OAK SECURITIES 70,000.00 26.194 700.00 1,832,856.01 558,459.27
SALE 5/11/10 58333410 MEADWESTVACO CORP. 64.20
21865 5/14/10 423798 BNY CONVERGEEX EXEC SOLUTIO 150,000.00 25.322 7,500.00 3,790,675.80 1,059,825.65
SALE 5/12/10 58333410 MEADWESTVACO CORP. 30.22
21865 5/17/10 423804 BNY CONVERGEEX EXEC SOLUTIO 70,000.00 25.544 3,500.00 1,784,521.78 510,125.04
SALE 4/28/10 59511210 MICRON TECHNOLOGY INC 17.26
39154 5/03/10 423759 JACKSON SECS 100,000.00 10.211 1,000.00 1,020,092.74 280,307.96
SALE 5/04/10 59511210 MICRON TECHNOLOGY INC 15.96
39154 5/07/10 423775 ICAP CORPORATES LLC 100,000.00 9.440 1,000.00 942,984.04 203,199.26
SALE 5/11/10 62941030 NTN BUZZTIME INC. .33
03676 5/14/10 423798 INSTINET (DOMESTIC) 31,562.00 .607 157.81 18,987.37 -102,752.00
SALE 5/12/10 62941030 NTN BUZZTIME INC. .09
03676 5/17/10 423804 INSTINET (DOMESTIC) 8,438.00 .601 42.19 5,030.65 -27,515.98
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 5/01/10 THROUGH 5/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 78
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/17/10 62941030 NTN BUZZTIME INC. .13
03676 5/20/10 423818 INSTINET (DOMESTIC) 12,560.00 .571 62.80 7,102.55 -41,343.25
SALE 5/18/10 62941030 NTN BUZZTIME INC. .16
03676 5/21/10 423822 INSTINET (DOMESTIC) 16,000.00 .560 80.00 8,884.64 -52,829.76
SALE 5/19/10 62941030 NTN BUZZTIME INC. .10
03676 5/24/10 423826 INSTINET (DOMESTIC) 11,440.00 .491 57.20 5,558.60 -38,567.19
SALE 5/11/10 65163910 NEWMONT MINING CORP. 99.53
38331 5/14/10 423798 ICAP CORPORATES LLC 100,000.00 58.888 1,000.00 5,887,710.47 1,371,966.82
SALE 5/11/10 65163910 NEWMONT MINING CORP. 98.82
38331 5/14/10 423798 MERIDIAN EQUITY PARTNERS 100,000.00 58.472 1,000.00 5,846,101.18 1,330,357.53
SALE 5/13/10 65163910 NEWMONT MINING CORP. 98.45
38331 5/18/10 423808 INSTINET/SOFT-FACTSET 100,000.00 58.254 5,000.00 5,820,261.55 1,304,517.90
SALE 4/28/10 65584410 NORFOLK SOUTHERN CORP. 125.07
44991 5/03/10 423759 CASTLE OAK SECURITIES 125,000.00 59.201 1,250.00 7,398,724.93 1,953,973.38
SALE 4/28/10 65584410 NORFOLK SOUTHERN CORP. 125.10
44991 5/03/10 423759 JACKSON SECS 125,000.00 59.215 1,250.00 7,400,512.40 1,955,760.85
SALE 4/29/10 65584410 NORFOLK SOUTHERN CORP. 255.33
44991 5/04/10 423763 BNY CONVERGEEX EXEC SOLUTIO 250,000.00 60.432 12,500.00 15,095,194.67 4,205,691.57
SALE 5/03/10 65584410 NORFOLK SOUTHERN CORP. 143.31
44991 5/06/10 423771 CASTLE OAK SECURITIES 140,000.00 60.569 1,400.00 8,478,144.69 2,380,022.96
SALE 5/05/10 65584410 NORFOLK SOUTHERN CORP. 198.78
44991 5/10/10 423780 BNY CONVERGEEX EXEC SOLUTIO 200,000.00 58.810 10,000.00 11,751,781.22 3,040,178.74
SALE 5/07/10 65584410 NORFOLK SOUTHERN CORP. 104.73
44991 5/12/10 423789 BNY CONVERGEEX EXEC SOLUTIO 110,000.00 56.335 5,500.00 6,191,212.27 1,399,830.91
SALE 5/07/10 65584410 NORFOLK SOUTHERN CORP. 121.22
44991 5/12/10 423789 BNY CONVERGEEX EXEC SOLUTIO 130,000.00 55.172 6,500.00 7,165,673.78 1,503,132.17
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 240,000.00 55.705 225.95 13,356,886.05 2,902,963.08
12,000.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 79
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/10/10 65584410 NORFOLK SOUTHERN CORP. 167.16
44991 5/13/10 423794 BNY CONVERGEEX EXEC SOLUTIO 170,000.00 58.181 8,500.00 9,882,051.84 2,477,189.73
SALE 5/18/10 65584410 NORFOLK SOUTHERN CORP. 97.17
44991 5/21/10 423822 PRINCETON SECURITIES GROUP 100,000.00 57.496 1,000.00 5,748,522.83 1,392,721.59
SALE 4/28/10 69525710 PACTIV CORPORATION 21.89
22878 5/03/10 423759 BLAYLOCK ROBERT VAN LLC 50,000.00 25.897 500.00 1,294,313.11 260,586.64
SALE 5/20/10 69525710 PACTIV CORPORATION 74.27
22878 5/25/10 423830 MURIEL SEIBERT & CO 150,000.00 29.294 1,500.00 4,392,585.73 1,291,406.33
SALE 5/10/10 71676810 PETSMART, INC. 5.52
41637 5/13/10 423794 LABRANCHE/0TC 10,000.00 32.657 100.00 326,466.48 114,054.40
SALE 5/05/10 74326310 PROGRESS ENERGY, INC. 33.86
18756 5/10/10 423780 BMO CAPITAL MARKETS/EXECUTI 50,000.00 40.060 500.00 2,002,456.14 -132,542.03
SALE 5/10/10 75281A10 RANGE RESOURCES CORP 36.47
47193 5/13/10 423794 BMO CAPITAL MARKETS/EXECUTI 45,000.00 47.945 450.00 2,157,025.03 126,661.03
SALE 5/20/10 77273920 ROCK-TENN COMPANY-CL A 49.29
50799 5/25/10 423830 BLAYLOCK ROBERT VAN LLC 60,000.00 48.609 600.00 2,915,902.71 511,480.41
SALE 5/24/10 77273920 ROCK-TENN COMPANY-CL A 16.43
50799 5/27/10 423839 BMO CAPITAL MARKETS/EXECUTI 20,000.00 48.600 200.00 971,789.57 170,315.47
SALE 4/28/10 78388J10 SBA COMMUNICATIONS CORP. 28.67
32037 5/03/10 423759 CREDIT SUISSE SEC (AES) 48,300.00 35.117 483.00 1,695,624.94 190,643.20
SALE 4/28/10 78388J10 SBA COMMUNICATIONS CORP. 29.33
32037 5/03/10 423759 MERRIMAN/OTC 50,000.00 34.709 500.00 1,734,910.67 176,958.56
SALE 4/28/10 78388J10 SBA COMMUNICATIONS CORP. 1.02
32037 5/03/10 423759 MERRIMAN/OTC 1,700.00 35.274 17.00 59,946.93 6,976.56
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 51,700.00 34.727 30.35 1,794,857.60 183,935.12
517.00
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 5/01/10 THROUGH 5/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 80
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/11/10 78440X10 SL GREEN REALTY CORP. 21.65
43964 5/14/10 423798 WILLIAMS CAPITAL GROUP 20,000.00 64.026 200.00 1,280,290.35 494,979.22
SALE 5/04/10 80004C10 SANDISK CORP. 34.91
32459 5/07/10 423775 LABRANCHE/0TC 50,000.00 41.311 500.00 2,065,035.09 -582,804.70
SALE 5/05/10 82655210 SIGMA-ALDRICH CORP. 29.30
23067 5/10/10 423780 LABRANCHE/0TC 30,000.00 57.798 300.00 1,733,601.70 906,253.92
SALE 5/05/10 82655210 SIGMA-ALDRICH CORP. 19.59
23067 5/10/10 423780 MERRIMAN/OTC 20,000.00 57.947 200.00 1,158,720.41 607,155.22
SALE 5/12/10 82655210 SIGMA-ALDRICH CORP. 48.11
23067 5/17/10 423804 INSTINET/SOFT-FACTSET 50,000.00 56.933 2,500.00 2,844,121.89 1,465,208.91
SALE 5/13/10 82880610 SIMON PROPERTY GROUP, INC. 30.63
15419 5/18/10 423808 BMO CAPITAL MARKETS/EXECUTI 20,000.00 90.598 200.00 1,811,725.37 611,614.41
SALE 5/19/10 82880610 SIMON PROPERTY GROUP, INC. 13.90
15419 5/24/10 423826 BLAYLOCK ROBERT VAN LLC 10,000.00 82.210 100.00 821,985.10 221,929.62
SALE 5/13/10 83549510 SONOCO PRODUCTS CO. 41.75
23168 5/18/10 423808 LABRANCHE/SOFT 75,000.00 32.942 3,750.00 2,466,850.75 660,438.25
SALE 5/14/10 83549510 SONOCO PRODUCTS CO. 13.56
23168 5/19/10 423812 LABRANCHE/SOFT 25,000.00 32.100 1,250.00 801,223.94 199,086.44
SALE 5/05/10 84258710 SOUTHERN CO 37.70
15171 5/10/10 423780 BMO CAPITAL MARKETS/EXECUTI 65,000.00 34.319 650.00 2,230,034.30 792,917.30
SALE 5/10/10 84258710 SOUTHERN CO 49.84
15171 5/13/10 423794 BNY CONVERGEEX EXEC SOLUTIO 85,000.00 34.695 4,250.00 2,944,749.66 1,065,442.81
SALE 5/10/10 84756010 SPECTRA ENERGY CORP. 47.01
36167 5/13/10 423794 BNY CONVERGEEX EXEC SOLUTIO 125,000.00 22.253 6,250.00 2,775,327.99 79,460.77
SALE 4/29/10 85503010 STAPLES, INC. 20.15
11011 5/04/10 423763 MERRIMAN/OTC 50,000.00 23.845 500.00 1,191,739.85 512,812.02
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 5/01/10 THROUGH 5/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 81
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/05/10 85811910 STEEL DYNAMICS INC 26.33
30846 5/10/10 423780 LABRANCHE/0TC 100,000.00 15.583 1,000.00 1,557,233.67 347,946.08
SALE 5/05/10 85811910 STEEL DYNAMICS INC 45.72
30846 5/10/10 423780 MERRIMAN/OTC 175,000.00 15.457 1,750.00 2,703,161.78 586,908.50
SALE 5/07/10 85811910 STEEL DYNAMICS INC 49.78
30846 5/12/10 423789 BNY CONVERGEEX EXEC SOLUTIO 200,000.00 14.727 10,000.00 2,935,390.22 516,815.05
SALE 5/11/10 85811910 STEEL DYNAMICS INC 78.23
30846 5/14/10 423798 ITG (CHANNEL) 305,653.00 15.143 3,056.53 4,625,307.49 929,083.71
SALE 5/12/10 85811910 STEEL DYNAMICS INC 24.34
30846 5/17/10 423804 ITG (CHANNEL) 94,347.00 15.265 943.47 1,439,220.28 298,293.72
SALE 5/13/10 87113010 SYBASE INC 173.65
24282 5/18/10 423808 LABRANCHE/SOFT 160,000.00 64.221 8,000.00 10,267,202.35 7,395,082.61
SALE 5/13/10 87157D10 SYNAPTICS INCORPORATED 48.15
39377 5/18/10 423808 LABRANCHE/SOFT 100,000.00 28.488 5,000.00 2,843,791.85 598,982.96
SALE 5/06/10 87612E10 TARGET CORP. 9.35
15577 5/11/10 423784 BLAYLOCK ROBERT VAN LLC 10,000.00 55.299 100.00 552,882.65 281,710.96
SALE 5/13/10 87986810 TEMPLE INLAND 40.82
50529 5/18/10 423808 LABRANCHE/SOFT 110,000.00 21.956 5,500.00 2,409,597.18 418,342.81
SALE 5/13/10 90254980 UAL CORP 69.79
48745 5/18/10 423808 INSTINET/SOFT-FACTSET 200,000.00 20.645 10,000.00 4,118,930.21 2,556,576.74
SALE 5/11/10 92220710 VARIAN SEMICONDUCTOR EQUIP 37.59
32229 5/14/10 423798 LABRANCHE/0TC 70,000.00 31.774 700.00 2,223,421.41 421,314.46
SALE 5/19/10 92220710 VARIAN SEMICONDUCTOR EQUIP 26.18
32229 5/24/10 423826 ITG (CHANNEL) 50,000.00 30.981 500.00 1,548,543.82 261,324.57
SALE 5/07/10 92850E10 VITRAN CORP INC. 7.64
36716 5/12/10 423789 ITG (CHANNEL) 32,497.00 13.901 324.97 451,395.19 -183,058.11
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 5/01/10 THROUGH 5/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 82
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/07/10 92850E10 VITRAN CORP INC. 11.57
36716 5/12/10 423789 MERRIMAN/OTC 50,000.00 13.685 500.00 683,728.43 -292,443.69
SALE 5/10/10 92850E10 VITRAN CORP INC. 2.41
36716 5/13/10 423794 INSTINET (PORTAL) 10,000.00 14.254 70.00 142,466.59 -52,767.83
SALE 5/10/10 92850E10 VITRAN CORP INC. 1.81
36716 5/13/10 423794 ITG (CHANNEL) 7,503.00 14.271 75.03 106,995.47 -39,488.92
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 8,771,526.00 5,946.62 351,601,763.90 94,140,120.27
233,957.68
SALES OF COMINGLED-FUND UNITS
-----------------------------
SALE 5/20/10 SPXR1910 S&P 500 INDEX SPT+RT
50437 5/21/10 423778 BBRCLAYS CAPTIAL - OPTIONS 50,000.00 48.200 500.00 2,409,500.00 271,000.00
SALE 5/20/10 SPXU1810 S&P 500 INDEX SPQ+UJ
50435 5/21/10 423778 BBRCLAYS CAPTIAL - OPTIONS 50,000.00 66.500 500.00 3,324,500.00 1,066,625.00
SALE 5/20/10 SPXX1810 S&P 500 INDEX SPQ+XJ
50436 5/21/10 423778 BBRCLAYS CAPTIAL - OPTIONS 50,000.00 91.700 500.00 4,584,500.00 1,649,125.00
-------------- ---------- -------------- --------------
SUBTOTAL UNIT-ASSET SALES: 150,000.00 10,318,500.00 2,986,750.00
1,500.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 8,921,526.00 5,946.62 361,920,263.90 97,126,870.27
235,457.68
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 5/01/10 THROUGH 5/31/10
COMMON PENSION FD B (5142) PAGE: 83
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 5/14/10 136375BL CANADIAN NATIONAL RAILWAYS 6.2500 5.265
35429 5/19/10 288979 RBC CAPITAL (DOMESTIC) 8/01/34 4,000,000.00 113.37 4,535,160.00
PUR 4/15/10 170016XD CHIPPEWA VALLEY MICH SCH BA 6.6000 6.600
51567 5/06/10 288932 STIFEL NICOLAUS 5/01/30 9,000,000.00 100.00 9,000,000.00
PUR 5/19/10 191219AV COCA COLA ENTERPRISES INC N 4.432
40413 5/24/10 288995 CANTOR FITZGERALD SECURITIE 6/20/20 10,000,000.00 64.305 6,430,500.00
PUR 4/23/10 20772G5P CONNECTICUT ST BABS 5.0270 4.993
51627 5/03/10 288912 M.R. BEALE 4/01/24 3,000,000.00 100.33 3,010,080.00
PUR 5/17/10 26875PAE EOG RESOURCES INC NOTES 4.4000 4.433
51996 5/20/10 288984 BARCLAYS CAPITAL INC 6/01/20 10,000,000.00 99.734 9,973,400.00
PUR 5/21/10 270618CN EAST BATON ROUGE LA SWR CMM 6.0870 6.086
52056 5/27/10 289010 JP MORGAN 2/01/45 10,000,000.00 100.00 10,000,000.00
PUR 5/06/10 341099CN FLORIDA POWER CORP 1ST MTG 5.6500 5.243
51211 5/11/10 288947 CANTOR FITZGERALD SECURITIE 4/01/40 5,000,000.00 106.10 5,305,100.00
PUR 5/05/10 406216AY HALLIBURTON CO SR NOTES 7.4500 5.734
51841 5/10/10 288942 CREDIT SUISSE SEC (USA) LLC 9/15/39 10,000,000.00 124.22 12,422,000.00
PUR 5/20/10 4551673Q INDIANA UNIV REV BDS 5.6360 5.636
52050 5/27/10 289010 JP MORGAN 6/01/35 4,000,000.00 100.00 4,000,000.00
PUR 5/05/10 491501DC KENTUCKY ST MUN PWR AGY REV 6.4900 6.489
51843 5/27/10 289010 JP MORGAN 9/01/37 10,000,000.00 100.00 10,000,000.00
PUR 5/11/10 491501DC KENTUCKY ST MUN PWR AGY REV 6.4900 6.424
51843 5/27/10 289010 MESIROW FINANCIAL, INC 9/01/37 4,000,000.00 100.83 4,033,440.00
PUR 5/11/10 491501DC KENTUCKY ST MUN PWR AGY REV 6.4900 6.420
51843 5/27/10 289010 MORGAN STANLEY 9/01/37 4,000,000.00 100.88 4,035,240.00
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 5/01/10 THROUGH 5/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 84
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/16/10 4985305W KLEIN TEX INDPT SCH DIST BA 5.9600 5.959
51566 5/18/10 288974 MORGAN KEEGAN 8/01/40 5,000,000.00 100.00 5,000,000.00
PUR 5/05/10 542690W9 LONG ISLAND PWR AUTH NY ELE 5.8500 5.852
51842 5/18/10 288974 CITIGROUP GBL MKT(FMLY SALO 5/01/41 15,000,000.00 99.967 14,995,050.00
PUR 4/23/10 544646A6 LOS ANGELES CALIF UNI SCH D 5.9810 5.981
51673 5/06/10 288932 GOLDMAN SACHS & COMPANY 5/01/27 5,000,000.00 100.00 5,000,000.00
PUR 5/18/10 642866FY PROVINCE OF NEW BRUNSWICK B 5.2000 3.186
51298 5/21/10 288990 RBC CAPITAL (DOMESTIC) 2/21/17 4,000,000.00 112.14 4,485,600.00
PUR 5/12/10 68607H5H OREGON ST DEPT ADMIN SVCS B 6.1800 6.180
51946 5/20/10 288984 MERRILL LYNCH (RESEARCH) 5/01/35 7,000,000.00 100.00 7,000,000.00
PUR 5/13/10 76222RHT RI ST & PROV PLANTATIONS BA 6.0980 6.010
51997 5/27/10 289010 BARCLAYS CAPITAL INC 4/01/30 5,000,000.00 101.00 5,050,000.00
PUR 4/14/10 778017ML ROSEVILLE MICH SCH DIST BAB 6.5500 6.620
51510 5/04/10 288922 STIFEL NICOLAUS 5/01/31 5,000,000.00 99.211 4,960,550.00
PUR 5/12/10 833102XE SNOHOMISH CNTY WASH PUB UTI 5.6300 5.638
51944 5/25/10 289000 CITIGROUP/CITIBANK DOMESTIC 12/01/35 22,000,000.00 99.891 21,976,020.00
PUR 5/07/10 912810FF UNITED STATES TREAS BDS 5.2500 4.124
35864 5/10/10 288942 BARCLAYS CAPITAL INC 11/15/28 25,000,000.00 114.48 28,620,217.19
PUR 5/07/10 912810FF UNITED STATES TREAS BDS 5.2500 4.084
35864 5/10/10 288942 CITIGROUP GBL MKT(FMLY SALO 11/15/28 10,000,000.00 115.04 11,504,336.88
PUR 5/07/10 912810FF UNITED STATES TREAS BDS 5.2500 4.063
35864 5/10/10 288942 CITIGROUP GBL MKT(FMLY SALO 11/15/28 10,000,000.00 115.34 11,534,024.38
PUR 5/07/10 912810FF UNITED STATES TREAS BDS 5.2500 4.049
35864 5/10/10 288942 CITIGROUP GBL MKT(FMLY SALO 11/15/28 15,000,000.00 115.53 17,330,919.38
PUR 5/07/10 912810FF UNITED STATES TREAS BDS 5.2500 4.027
35864 5/10/10 288942 HSBC (DOMESTIC) 11/15/28 10,000,000.00 115.86 11,585,977.50
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 5/01/10 THROUGH 5/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 85
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/07/10 912810FF UNITED STATES TREAS BDS 5.2500 4.090
35864 5/10/10 288942 MORGAN STANLEY 11/15/28 20,000,000.00 114.95 22,990,705.00
PUR 5/05/10 968657FV WILL CNTY ILL BABS 5.6090 5.609
51844 5/19/10 288979 WACHOVIA SECURITIES, INC. 11/15/30 6,000,000.00 100.00 6,000,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 247,000,000.00 260,778,320.33
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 247,000,000.00 260,778,320.33
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 5/14/10 032511AY ANADARKO PETROLEUM CORP SR 6.4500 7.813
35132 5/19/10 288979 GOLDMAN SACHS & COMPANY 9/15/36 4,000,000.00 93.290 3,731,600.00 337,167.21
SALE 5/14/10 032511AY ANADARKO PETROLEUM CORP SR 6.4500 7.813
35132 5/19/10 288979 GOLDMAN SACHS & COMPANY 9/15/36 5,000,000.00 93.358 4,667,900.00 424,859.02
SALE 4/29/10 037411AR APACHE CORPORATION NOTES 6.0000 6.205
38833 5/04/10 288922 BARCLAYS CAPITAL INC 1/15/37 21,000,000.00 107.37 22,547,910.00 2,108,884.40
SALE 5/07/10 05565QBJ BP CAPITAL MARKETS PLC GUAR 4.7500 4.784
45006 5/12/10 288952 JEFFERIES & COMPANY 3/10/19 5,000,000.00 102.64 5,132,100.00 144,553.23
SALE 5/10/10 05565QBJ BP CAPITAL MARKETS PLC GUAR 4.7500 4.784
45006 5/13/10 288959 MIZUHO SECURITIES 3/10/19 12,000,000.00 101.61 12,193,920.00 223,806.11
SALE 5/21/10 071813BA BAXTER INTERNATIONAL NOTES 4.5000 4.542
48159 5/26/10 289005 CREDIT SUISSE SEC (USA) LLC 8/15/19 12,000,000.00 105.29 12,635,160.00 673,429.42
SALE 5/14/10 136375BQ CANADIAN NATIONAL RAILWAY D 6.3750 6.157
38553 5/19/10 288979 RBC CAPITAL (DOMESTIC) 11/15/37 4,000,000.00 116.02 4,641,160.00 526,383.15
SALE 5/04/10 17275RAE CISCO SYSTEMS INC SR NOTES 4.9500 4.969
44784 5/07/10 288937 JEFFERIES & COMPANY 2/15/19 5,000,000.00 106.37 5,318,900.00 325,983.17
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 86
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/25/10 24702RAJ DELL INC 5.8750 5.884
47271 5/28/10 289016 JEFFERIES & COMPANY 6/15/19 10,000,000.00 111.81 11,181,100.00 1,187,681.33
SALE 4/30/10 25243YAM DIAEGO CAPITAL PLC NOTES 5.7500 5.765
38645 5/05/10 288927 KNIGHT LIBERTAS 10/23/17 5,000,000.00 111.20 5,560,250.00 564,819.61
SALE 5/05/10 25243YAM DIAEGO CAPITAL PLC NOTES 5.7500 5.765
38645 5/10/10 988942 CREDIT SUISSE SEC (USA) LLC 10/23/17 5,000,000.00 111.28 5,564,450.00 569,060.41
SALE 5/26/10 341081EY FLORIDA POWER & LIGHT 1ST M 5.8500 5.864
36994 5/28/10 289016 CANTOR FITZGERALD SECURITIE 5/01/37 10,000,000.00 106.74 10,674,300.00 693,702.01
SALE 5/04/10 406216AW HALLIBURTON CO SR NOTES 6.7000 6.856
42833 5/07/10 288937 CREDIT SUISSE SEC (USA) LLC 9/15/38 10,000,000.00 113.78 11,378,400.00 1,573,937.73
SALE 5/05/10 406216AW HALLIBURTON CO SR NOTES 6.7000 6.856
42833 5/10/10 288942 BARCLAYS CAPITAL INC 9/15/38 4,000,000.00 113.41 4,536,560.00 614,782.83
SALE 5/05/10 406216AW HALLIBURTON CO SR NOTES 6.7000 6.856
42833 5/10/10 288942 CREDIT SUISSE SEC (USA) LLC 9/15/38 10,000,000.00 114.44 11,444,800.00 1,640,357.08
SALE 5/04/10 42307TAH HEINZ (H.J.) FINANCE CO 7.1250 5.827
48672 5/07/10 288937 CITIGROUP/CITIBANK DOMESTIC 8/01/39 10,000,000.00 118.41 11,841,000.00 30,288.56
SALE 5/26/10 539830AV LOCKHEED MARTIN CORPORATION 5.7200 5.105
52076 5/26/10 423778 TENDERED 6/01/40 600.00 100.00 600.00 -56.40
SALE 5/21/10 58013MEF MCDONALDS CORP MED TERM NTS 6.3000 6.296
40273 5/26/10 289005 BARCLAYS CAPITAL INC 3/01/38 20,000,000.00 116.79 23,359,000.00 3,351,014.33
SALE 5/21/10 581557AX MCKESSON CORP NOTES 7.5000 5.380
48092 5/26/10 289005 CREDIT SUISSE SEC (USA) LLC 2/15/19 5,000,000.00 122.78 6,139,250.00 409,708.48
SALE 4/29/10 67021CAF NSTAR ELECTRIC CO DEBS 5.5000 5.611
51060 5/04/10 288922 WACHOVIA SECURITIES, INC. 3/15/40 5,000,000.00 102.62 5,131,300.00 211,626.35
SALE 4/30/10 67021CAF NSTAR ELECTRIC CO DEBS 5.5000 5.611
51060 5/05/10 288927 JEFFERIES & COMPANY 3/15/40 5,000,000.00 103.57 5,178,600.00 258,928.20
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 5/01/10 THROUGH 5/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 87
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/05/10 67021CAF NSTAR ELECTRIC CO DEBS 5.5000 5.611
51060 5/10/10 288942 BARCLAYS CAPITAL INC 3/15/40 5,000,000.00 105.20 5,260,250.00 340,585.71
SALE 5/05/10 67021CAF NSTAR ELECTRIC CO DEBS 5.5000 5.611
51060 5/10/10 288942 JP MORGAN 3/15/40 10,000,000.00 105.15 10,515,700.00 676,371.41
SALE 5/19/10 742718DF PROCTER & GAMBLE CO NOTES 5.5500 5.749
36631 5/24/10 288995 BARCLAYS CAPITAL INC 3/05/37 10,000,000.00 107.70 10,770,400.00 1,041,722.34
SALE 5/06/10 74456QAV PSE&G FIRST MTG BONDS 5.5000 5.533
50961 5/11/10 288947 CANTOR FITZGERALD SECURITIE 3/01/40 5,000,000.00 106.68 5,334,000.00 358,270.16
SALE 5/24/10 771196AU ROCHE HOLDINGS INC NOTES 7.0000 7.223
44879 5/27/10 289010 CREDIT SUISSE SEC (USA) LLC 3/01/39 7,500,000.00 127.08 9,531,600.00 2,234,196.68
SALE 5/24/10 771196AU ROCHE HOLDINGS INC NOTES 7.0000 7.223
44879 5/27/10 289010 RBC CAPITAL (DOMESTIC) 3/01/39 22,500,000.00 127.03 28,582,875.00 6,690,665.03
SALE 5/20/10 88579EAC 3M COMPANY MTN 5.7000 5.679
36836 5/25/10 289000 BARCLAYS CAPITAL INC 3/15/37 20,000,000.00 110.82 22,164,000.00 2,108,763.66
SALE 5/03/10 893830AT TRANSOCEAN INC SENIOR NOTES 6.8000 7.396
42942 5/06/10 288932 CREDIT SUISSE SEC (USA) LLC 3/15/38 5,000,000.00 108.97 5,448,600.00 798,678.26
SALE 5/14/10 893830AT TRANSOCEAN INC SENIOR NOTES 6.8000 7.396
42942 5/19/10 288979 JP MORGAN 3/15/38 7,000,000.00 101.11 7,078,050.00 568,077.05
SALE 5/11/10 907818DA UNION PACIFIC CORP NOTES 5.7000 5.743
39747 5/14/10 288964 BARCLAYS CAPITAL INC 8/15/18 10,000,000.00 109.27 10,927,700.00 956,713.42
SALE 5/06/10 911312AJ UNITED PARCEL SERVICES SR N 6.2000 6.141
39443 5/11/10 288947 BARCLAYS CAPITAL INC 1/15/38 10,000,000.00 115.65 11,565,000.00 1,487,794.53
SALE 5/06/10 912810FF UNITED STATES TREAS BDS 5.2500 4.450
35864 5/10/10 288942 JP MORGAN 11/15/28 40,000,000.00 116.30 46,520,152.50 2,518,182.17
SALE 5/06/10 912810FF UNITED STATES TREAS BDS 5.2500 4.450
35864 5/10/10 288942 JP MORGAN 11/15/28 50,000,000.00 116.30 58,150,190.63 3,147,727.72
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 5/01/10 THROUGH 5/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 88
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/10/10 947074AK WEATHERFORD INT'L INC. SR N 6.8000 6.408
39607 5/13/10 288959 MORGAN STANLEY 6/15/37 5,000,000.00 102.96 5,148,100.00 -101,943.33
SALE 5/12/10 947074AK WEATHERFORD INT'L INC. SR N 6.8000 6.408
39607 5/17/10 288969 GOLDMAN SACHS & COMPANY 6/15/37 5,000,000.00 101.02 5,051,100.00 -198,944.26
SALE 5/04/10 947075AE WEATHERFORD INT'L LTD NOTES 7.0000 8.405
40523 5/07/10 288937 MORGAN STANLEY 3/15/38 10,000,000.00 110.11 11,011,100.00 2,515,590.47
SALE 5/05/10 947075AE WEATHERFORD INT'L LTD NOTES 7.0000 8.405
40523 5/10/10 288942 CREDIT SUISSE SEC (USA) LLC 3/15/38 5,000,000.00 109.27 5,463,900.00 1,216,111.79
SALE 5/05/10 947075AE WEATHERFORD INT'L LTD NOTES 7.0000 8.405
40523 5/10/10 288942 GOLDMAN SACHS & COMPANY 3/15/38 5,000,000.00 109.72 5,486,400.00 1,238,611.79
SALE 5/10/10 947075AE WEATHERFORD INT'L LTD NOTES 7.0000 8.405
40523 5/13/10 288959 GOLDMAN SACHS & COMPANY 3/15/38 5,000,000.00 105.45 5,272,500.00 1,024,676.32
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 404,000,600.00 452,139,878.13 44,492,767.15
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 404,000,600.00 452,139,878.13 44,492,767.15
END OF REPORT FOR: COMMON PENSION FD B
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) PAGE: 89
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 5/11/10 00282410 ABBOTT LABORATORIES
39882 5/14/10 423797 WILLIAMS CAPITAL GROUP 40,000.00 49.469 400.00 1,979,164.00
PUR 5/13/10 00282410 ABBOTT LABORATORIES
39882 5/18/10 423807 WILLIAMS CAPITAL GROUP 40,000.00 48.722 400.00 1,949,272.00
PUR 5/03/10 00507V10 ACTIVISION BLIZZARD INC
50387 5/06/10 423770 INSTINET (PORTAL) 100,000.00 11.150 700.00 1,115,680.00
PUR 5/04/10 00507V10 ACTIVISION BLIZZARD INC
50387 5/07/10 423774 ITG (CHANNEL) 100,000.00 10.921 1,000.00 1,093,060.00
PUR 5/05/10 00507V10 ACTIVISION BLIZZARD INC
50387 5/10/10 423779 LABRANCHE/0TC 100,000.00 10.729 1,000.00 1,073,920.00
PUR 5/06/10 00507V10 ACTIVISION BLIZZARD INC
50387 5/11/10 423783 LABRANCHE/0TC 100,000.00 10.744 1,000.00 1,075,400.00
PUR 5/11/10 00507V10 ACTIVISION BLIZZARD INC
50387 5/14/10 423797 LABRANCHE/0TC 100,000.00 10.913 1,000.00 1,092,250.00
PUR 4/29/10 00817Y10 AETNA INC
51549 5/04/10 423762 ICAP CORPORATES LLC 100,000.00 31.396 1,000.00 3,140,630.00
PUR 4/30/10 00817Y10 AETNA INC
51549 5/05/10 423766 ICAP CORPORATES LLC 100,000.00 29.847 1,000.00 2,985,720.00
PUR 4/30/10 00817Y10 AETNA INC
51549 5/05/10 423766 MERIDIAN EQUITY PARTNERS 100,000.00 30.368 1,000.00 3,037,780.00
PUR 5/07/10 00817Y10 AETNA INC
51549 5/12/10 423788 BMO CAPITAL MARKETS/EXECUTI 100,000.00 28.434 1,000.00 2,844,390.00
PUR 4/28/10 02553E10 AMERICAN EAGLE OUTFITTERS
51425 5/03/10 423758 ICAP CORPORATES LLC 100,000.00 17.175 1,000.00 1,718,500.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 90
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/06/10 02581610 AMERICAN EXPRESS CO
51479 5/11/10 423783 BMO CAPITAL MARKETS/EXECUTI 100,000.00 44.808 1,000.00 4,481,800.00
PUR 5/07/10 02581610 AMERICAN EXPRESS CO
51479 5/12/10 423788 GRISWOLD COMPANY 100,000.00 42.117 1,000.00 4,212,670.00
PUR 5/07/10 02581610 AMERICAN EXPRESS CO
51479 5/12/10 423788 MERIDIAN EQUITY PARTNERS 100,000.00 41.156 1,000.00 4,116,580.00
PUR 5/05/10 02942910 AMERICAN SCIENCE & ENGIN
49191 5/10/10 423779 LABRANCHE/0TC 10,000.00 75.520 100.00 755,298.00
PUR 5/06/10 02942910 AMERICAN SCIENCE & ENGIN
49191 5/11/10 423783 LABRANCHE/0TC 10,000.00 75.879 100.00 758,892.00
PUR 5/06/10 02942910 AMERICAN SCIENCE & ENGIN
49191 5/11/10 423783 LABRANCHE/0TC 10,000.00 74.853 100.00 748,625.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 75.366 1,507,517.00
200.00
PUR 5/14/10 03209510 AMPHENOL CORP-CL A
51956 5/19/10 423811 BLAYLOCK ROBERT VAN LLC 50,000.00 44.200 500.00 2,210,510.00
PUR 5/14/10 03209510 AMPHENOL CORP-CL A
51956 5/19/10 423811 BMO CAPITAL MARKETS/EXECUTI 50,000.00 43.716 500.00 2,186,290.00
PUR 5/14/10 03209510 AMPHENOL CORP-CL A
51956 5/19/10 423811 BMO CAPITAL MARKETS/EXECUTI 50,000.00 43.665 500.00 2,183,760.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 43.691 4,370,050.00
1,000.00
PUR 5/17/10 03209510 AMPHENOL CORP-CL A
51956 5/20/10 423817 LABRANCHE/SOFT 100,000.00 44.492 5,000.00 4,454,210.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 91
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/18/10 03209510 AMPHENOL CORP-CL A
51956 5/21/10 423821 BMO CAPITAL MARKETS/EXECUTI 50,000.00 45.290 500.00 2,265,010.00
PUR 5/24/10 03209510 AMPHENOL CORP-CL A
51956 5/27/10 423838 BMO CAPITAL MARKETS/EXECUTI 50,000.00 41.997 500.00 2,100,365.00
PUR 5/06/10 03741110 APACHE CORP
51380 5/11/10 423783 WILLIAMS CAPITAL GROUP 10,000.00 99.148 100.00 991,575.00
PUR 5/07/10 03783310 APPLE INC
39881 5/12/10 423788 MERRIMAN/OTC 10,000.00 244.39 100.00 2,444,071.00
PUR 5/07/10 03783310 APPLE INC
39881 5/12/10 423788 MERRIMAN/OTC 10,000.00 240.00 100.00 2,400,095.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 242.19 4,844,166.00
200.00
PUR 5/19/10 03783310 APPLE INC
39881 5/24/10 423825 LABRANCHE/SOFT 20,000.00 246.74 1,000.00 4,935,790.00
PUR 5/19/10 03783310 APPLE INC
39881 5/24/10 423825 LABRANCHE/SOFT 10,000.00 248.98 500.00 2,490,332.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 30,000.00 247.48 7,426,122.00
1,500.00
PUR 5/20/10 03783310 APPLE INC
39881 5/25/10 423829 INSTINET/SOFT-FACTSET 10,000.00 240.72 500.00 2,407,753.00
PUR 5/21/10 03783310 APPLE INC
39881 5/26/10 423833 LABRANCHE/0TC 10,000.00 234.64 100.00 2,346,519.00
PUR 5/25/10 03783310 APPLE INC
39881 5/28/10 423843 LABRANCHE/0TC 20,000.00 239.16 200.00 4,783,418.00
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 92
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/06/10 04685W10 ATHENAHEALTH INC
49024 5/11/10 423783 LABRANCHE/0TC 20,000.00 28.214 200.00 564,476.00
PUR 5/11/10 06050510 BANK OF AMERICA CORP
46955 5/14/10 423797 PRINCETON SECURITIES GROUP 100,000.00 17.156 1,000.00 1,716,570.00
PUR 4/28/10 07181310 BAXTER INTERNATIONAL INC
51642 5/03/10 423758 GRISWOLD COMPANY 100,000.00 48.276 1,000.00 4,828,580.00
PUR 4/28/10 08467010 BERKSHIRE HATHAWAY INC-CL A
51675 5/03/10 423758 BMO CAPITAL MARKETS/EXECUTI 20.00 116011 .20 2,320,233.20
PUR 4/29/10 08467010 BERKSHIRE HATHAWAY INC-CL A
51675 5/04/10 423762 BMO CAPITAL MARKETS/EXECUTI 20.00 116832 .20 2,336,646.20
PUR 5/06/10 08467010 BERKSHIRE HATHAWAY INC-CL A
51675 5/11/10 423783 BMO CAPITAL MARKETS/EXECUTI 20.00 114797 .20 2,295,951.10
PUR 4/28/10 09247X10 BLACKROCK INC
51685 5/03/10 423758 BMO CAPITAL MARKETS/EXECUTI 20,000.00 186.98 200.00 3,739,802.00
PUR 4/29/10 09247X10 BLACKROCK INC
51685 5/04/10 423762 BMO CAPITAL MARKETS/EXECUTI 20,000.00 188.80 200.00 3,776,330.00
PUR 5/06/10 09247X10 BLACKROCK INC
51685 5/11/10 423783 BMO CAPITAL MARKETS/EXECUTI 10,000.00 177.35 100.00 1,773,691.00
PUR 5/11/10 09247X10 BLACKROCK INC
51685 5/14/10 423797 WILLIAMS CAPITAL GROUP 20,000.00 171.63 200.00 3,432,976.00
PUR 4/28/10 12485720 CBS CORPORATION
51515 5/03/10 423758 PRINCETON SECURITIES GROUP 100,000.00 16.075 1,000.00 1,608,520.00
PUR 4/30/10 12485720 CBS CORPORATION
51515 5/05/10 423766 MERIDIAN EQUITY PARTNERS 100,000.00 16.451 1,000.00 1,646,060.00
PUR 5/11/10 12526910 CF INDUSTRIES HOLDINGS INC
46083 5/14/10 423797 WILLIAMS CAPITAL GROUP 40,000.00 74.038 400.00 2,961,900.00
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 93
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/24/10 12526910 CF INDUSTRIES HOLDINGS INC
46083 5/27/10 423838 BMO CAPITAL MARKETS/EXECUTI 10,000.00 68.753 100.00 687,633.00
PUR 5/11/10 12686C10 CABLEVISION SYSTEMS-NY GRP-
39907 5/14/10 423797 WILLIAMS CAPITAL GROUP 40,000.00 24.451 400.00 978,432.00
PUR 5/19/10 16516710 CHESAPEAKE ENERGY CORP.
41852 5/24/10 423825 LABRANCHE/SOFT 100,000.00 22.013 5,000.00 2,206,310.00
PUR 5/11/10 17243V10 CINEMARK HOLDINGS
50473 5/14/10 423797 WILLIAMS CAPITAL GROUP 40,000.00 17.733 400.00 709,716.00
PUR 5/13/10 17243V10 CINEMARK HOLDINGS
50473 5/18/10 423807 BLAYLOCK ROBERT VAN LLC 20,000.00 17.846 200.00 357,110.00
PUR 5/21/10 17243V10 CINEMARK HOLDINGS
50473 5/26/10 423833 BLAYLOCK ROBERT VAN LLC 40,000.00 15.894 400.00 636,156.00
PUR 5/13/10 17275R10 CISCO SYSTEMS INC
39905 5/18/10 423807 INSTINET/SOFT-FACTSET 100,000.00 25.816 5,000.00 2,586,590.00
PUR 5/18/10 17275R10 CISCO SYSTEMS INC
39905 5/21/10 423821 INSTINET (PORTAL) 200,000.00 24.864 1,400.00 4,974,160.00
PUR 5/18/10 17275R10 CISCO SYSTEMS INC
39905 5/21/10 423821 LABRANCHE/SOFT 100,000.00 24.338 5,000.00 2,438,790.00
PUR 5/19/10 17275R10 CISCO SYSTEMS INC
39905 5/24/10 423825 LABRANCHE/SOFT 100,000.00 24.263 5,000.00 2,431,260.00
PUR 5/20/10 17275R10 CISCO SYSTEMS INC
39905 5/25/10 423829 INSTINET/SOFT-FACTSET 200,000.00 23.315 10,000.00 4,673,060.00
PUR 4/28/10 17296710 CITIGROUP INC
51156 5/03/10 423758 MERIDIAN EQUITY PARTNERS 500,000.00 4.460 5,000.00 2,234,750.00
PUR 4/29/10 17296710 CITIGROUP INC
51156 5/04/10 423762 CASTLE OAK SECURITIES 100,000.00 4.546 1,000.00 455,610.00
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 94
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/29/10 17296710 CITIGROUP INC
51156 5/04/10 423762 JACKSON SECS 100,000.00 4.534 1,000.00 454,430.00
PUR 4/29/10 17296710 CITIGROUP INC
51156 5/04/10 423762 MURIEL SEIBERT & CO 100,000.00 4.531 1,000.00 454,140.00
PUR 4/29/10 17296710 CITIGROUP INC
51156 5/04/10 423762 PACIFIC AMERICAN SECURITIES 100,000.00 4.532 1,000.00 454,240.00
PUR 4/29/10 17296710 CITIGROUP INC
51156 5/04/10 423762 STURDIVANT/EXECUTION 100,000.00 4.547 1,000.00 455,660.00
PUR 5/06/10 17296710 CITIGROUP INC
51156 5/11/10 423783 CASTLE OAK SECURITIES 100,000.00 4.238 1,000.00 424,820.00
PUR 5/06/10 17296710 CITIGROUP INC
51156 5/11/10 423783 JACKSON SECS 100,000.00 4.235 1,000.00 424,530.00
PUR 5/06/10 17296710 CITIGROUP INC
51156 5/11/10 423783 MURIEL SEIBERT & CO 100,000.00 4.228 1,000.00 423,770.00
PUR 5/06/10 17296710 CITIGROUP INC
51156 5/11/10 423783 PACIFIC AMERICAN SECURITIES 100,000.00 4.232 1,000.00 424,150.00
PUR 5/06/10 17296710 CITIGROUP INC
51156 5/11/10 423783 STURDIVANT/EXECUTION 100,000.00 4.230 1,000.00 423,990.00
PUR 5/11/10 17296710 CITIGROUP INC
51156 5/14/10 423797 INSTINET (DOMESTIC) 500,000.00 4.166 3,500.00 2,086,250.00
PUR 4/29/10 18683K10 CLIFFS NATURAL RESOURCES
51099 5/04/10 423762 BMO CAPITAL MARKETS/EXECUTI 30,000.00 64.773 300.00 1,943,493.00
PUR 4/30/10 18683K10 CLIFFS NATURAL RESOURCES
51099 5/05/10 423766 WILLIAMS CAPITAL GROUP 20,000.00 65.006 200.00 1,300,328.00
PUR 5/03/10 18683K10 CLIFFS NATURAL RESOURCES
51099 5/06/10 423770 WILLIAMS CAPITAL GROUP 20,000.00 60.006 200.00 1,200,310.00
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 95
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/04/10 18683K10 CLIFFS NATURAL RESOURCES
51099 5/07/10 423774 BMO CAPITAL MARKETS/EXECUTI 20,000.00 54.992 200.00 1,100,044.00
PUR 5/06/10 18683K10 CLIFFS NATURAL RESOURCES
51099 5/11/10 423783 WILLIAMS CAPITAL GROUP 20,000.00 59.376 200.00 1,187,718.00
PUR 5/13/10 18683K10 CLIFFS NATURAL RESOURCES
51099 5/18/10 423807 BLAYLOCK ROBERT VAN LLC 20,000.00 57.739 200.00 1,154,978.00
PUR 5/19/10 19210850 COEUR D'ALENE MINES CORP ID
47108 5/24/10 423825 WILLIAMS CAPITAL GROUP 40,000.00 16.414 400.00 656,940.00
PUR 5/20/10 19210850 COEUR D'ALENE MINES CORP ID
47108 5/25/10 423829 BMO CAPITAL MARKETS/EXECUTI 40,000.00 15.143 400.00 606,120.00
PUR 5/20/10 19210850 COEUR D'ALENE MINES CORP ID
47108 5/25/10 423829 WILLIAMS CAPITAL GROUP 40,000.00 14.850 400.00 594,412.00
PUR 5/21/10 19210850 COEUR D'ALENE MINES CORP ID
47108 5/26/10 423833 BLAYLOCK ROBERT VAN LLC 40,000.00 14.603 400.00 584,536.00
PUR 5/24/10 19210850 COEUR D'ALENE MINES CORP ID
47108 5/27/10 423838 BMO CAPITAL MARKETS/EXECUTI 40,000.00 15.073 400.00 603,304.00
PUR 5/12/10 20030N20 COMCAST "A SPL"
51935 5/17/10 423803 INSTINET/SOFT-FACTSET 400,000.00 17.312 20,000.00 6,944,760.00
PUR 5/13/10 20030N20 COMCAST "A SPL"
51935 5/18/10 423807 INSTINET/SOFT-FACTSET 200,000.00 17.134 10,000.00 3,436,760.00
PUR 5/14/10 20030N20 COMCAST "A SPL"
51935 5/19/10 423811 INSTINET/SOFT-FACTSET 200,000.00 16.823 10,000.00 3,374,520.00
PUR 5/05/10 21079530 CONTINENTAL AIR
51434 5/10/10 423779 PRINCETON SECURITIES GROUP 100,000.00 19.568 1,000.00 1,957,820.00
PUR 5/06/10 21079530 CONTINENTAL AIR
51434 5/11/10 423783 BNY CONVERGEEX EXEC SOLUTIO 100,000.00 18.874 5,000.00 1,892,400.00
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 96
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/06/10 21079530 CONTINENTAL AIR
51434 5/11/10 423783 GRISWOLD COMPANY 100,000.00 19.928 1,000.00 1,993,770.00
PUR 5/06/10 21079530 CONTINENTAL AIR
51434 5/11/10 423783 ICAP CORPORATES LLC 100,000.00 18.899 1,000.00 1,890,920.00
PUR 5/07/10 21079530 CONTINENTAL AIR
51434 5/12/10 423788 MERIDIAN EQUITY PARTNERS 100,000.00 18.988 1,000.00 1,899,790.00
PUR 4/29/10 22544710 CREE INC
50420 5/04/10 423762 LABRANCHE/0TC 10,000.00 75.900 100.00 759,103.00
PUR 5/21/10 22544710 CREE INC
50420 5/26/10 423833 LABRANCHE/0TC 20,000.00 66.177 200.00 1,323,748.00
PUR 5/24/10 22544710 CREE INC
50420 5/27/10 423838 MERRIMAN/OTC 10,000.00 67.418 100.00 674,281.00
PUR 5/25/10 22544710 CREE INC
50420 5/28/10 423843 INSTINET/SOFT-FACTSET 10,000.00 61.969 500.00 620,187.00
PUR 4/29/10 24736170 DELTA AIR LINES INC DEL
51738 5/04/10 423762 GRISWOLD COMPANY 300,000.00 12.291 3,000.00 3,690,390.00
PUR 4/29/10 24736170 DELTA AIR LINES INC DEL
51738 5/04/10 423762 PRINCETON SECURITIES GROUP 200,000.00 12.319 2,000.00 2,465,740.00
PUR 4/30/10 24736170 DELTA AIR LINES INC DEL
51738 5/05/10 423766 CASTLE OAK SECURITIES 100,000.00 12.491 1,000.00 1,250,090.00
PUR 4/30/10 24736170 DELTA AIR LINES INC DEL
51738 5/05/10 423766 JACKSON SECS 100,000.00 12.424 1,000.00 1,243,400.00
PUR 4/30/10 24736170 DELTA AIR LINES INC DEL
51738 5/05/10 423766 MURIEL SEIBERT & CO 100,000.00 12.342 1,000.00 1,235,180.00
PUR 4/30/10 24736170 DELTA AIR LINES INC DEL
51738 5/05/10 423766 PACIFIC AMERICAN SECURITIES 100,000.00 12.380 1,000.00 1,239,010.00
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 97
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/30/10 24736170 DELTA AIR LINES INC DEL
51738 5/05/10 423766 STURDIVANT/EXECUTION 100,000.00 12.247 1,000.00 1,225,670.00
PUR 5/03/10 24736170 DELTA AIR LINES INC DEL
51738 5/06/10 423770 PRINCETON SECURITIES GROUP 200,000.00 12.390 2,000.00 2,479,900.00
PUR 5/04/10 24736170 DELTA AIR LINES INC DEL
51738 5/07/10 423774 BNY CONVERGEEX EXEC SOLUTIO 200,000.00 11.761 10,000.00 2,362,280.00
PUR 5/06/10 25468710 WALT DISNEY CO
50281 5/11/10 423783 BLAYLOCK ROBERT VAN LLC 50,000.00 35.173 500.00 1,759,125.00
PUR 5/05/10 26054310 DOW CHEMICAL
51833 5/10/10 423779 PACIFIC AMERICAN SECURITIES 75,000.00 28.559 750.00 2,142,705.00
PUR 5/05/10 26054310 DOW CHEMICAL
51833 5/10/10 423779 STURDIVANT/EXECUTION 75,000.00 28.615 750.00 2,146,860.00
PUR 5/06/10 26054310 DOW CHEMICAL
51833 5/11/10 423783 ICAP CORPORATES LLC 250,000.00 28.057 2,500.00 7,016,700.00
PUR 5/07/10 26054310 DOW CHEMICAL
51833 5/12/10 423788 ICAP CORPORATES LLC 200,000.00 26.737 2,000.00 5,349,440.00
PUR 5/11/10 26054310 DOW CHEMICAL
51833 5/14/10 423797 MERIDIAN EQUITY PARTNERS 100,000.00 27.878 1,000.00 2,788,760.00
PUR 5/14/10 26054310 DOW CHEMICAL
51833 5/19/10 423811 BMO CAPITAL MARKETS/EXECUTI 50,000.00 27.394 500.00 1,370,220.00
PUR 5/20/10 26864810 EMC CORP/MASS
50998 5/25/10 423829 LABRANCHE/SOFT 200,000.00 17.764 10,000.00 3,562,720.00
PUR 5/21/10 26864810 EMC CORP/MASS
50998 5/26/10 423833 GRISWOLD COMPANY 200,000.00 17.733 2,000.00 3,548,600.00
PUR 5/24/10 26864810 EMC CORP/MASS
50998 5/27/10 423838 GRISWOLD COMPANY 100,000.00 18.098 1,000.00 1,810,800.00
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 98
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/06/10 27864210 EBAY INC
50202 5/11/10 423783 ITG (CHANNEL) 100,000.00 22.869 1,000.00 2,287,860.00
PUR 5/07/10 27864210 EBAY INC
50202 5/12/10 423788 MERRIMAN/OTC 100,000.00 21.981 1,000.00 2,199,080.00
PUR 5/10/10 27864210 EBAY INC
50202 5/13/10 423793 BNY CONVERGEEX EXEC SOLUTIO 200,000.00 22.539 10,000.00 4,517,760.00
PUR 5/11/10 27864210 EBAY INC
50202 5/14/10 423797 BNY CONVERGEEX EXEC SOLUTIO 200,000.00 22.482 10,000.00 4,506,480.00
PUR 5/13/10 27864210 EBAY INC
50202 5/18/10 423807 INSTINET/SOFT-FACTSET 100,000.00 22.987 5,000.00 2,303,660.00
PUR 5/14/10 27864210 EBAY INC
50202 5/19/10 423811 INSTINET/SOFT-FACTSET 100,000.00 22.448 5,000.00 2,249,790.00
PUR 5/18/10 27864210 EBAY INC
50202 5/21/10 423821 INSTINET (PORTAL) 100,000.00 22.587 700.00 2,259,430.00
PUR 5/25/10 27864210 EBAY INC
50202 5/28/10 423843 INSTINET/SOFT-FACTSET 100,000.00 20.939 5,000.00 2,098,900.00
PUR 5/04/10 29100P10 EMERGENCY MEDICAL SVCS CO
51801 5/07/10 423774 WILLIAMS CAPITAL GROUP 30,000.00 52.997 300.00 1,590,198.00
PUR 5/05/10 29100P10 EMERGENCY MEDICAL SVCS CO
51801 5/10/10 423779 BMO CAPITAL MARKETS/EXECUTI 20,000.00 53.724 200.00 1,074,688.00
PUR 5/06/10 29100P10 EMERGENCY MEDICAL SVCS CO
51801 5/11/10 423783 BLAYLOCK ROBERT VAN LLC 20,000.00 52.744 200.00 1,055,078.00
PUR 5/06/10 29100P10 EMERGENCY MEDICAL SVCS CO
51801 5/11/10 423783 BMO CAPITAL MARKETS/EXECUTI 20,000.00 54.068 200.00 1,081,550.00
PUR 5/07/10 29100P10 EMERGENCY MEDICAL SVCS CO
51801 5/12/10 423788 BLAYLOCK ROBERT VAN LLC 20,000.00 52.275 200.00 1,045,696.00
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 99
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/11/10 29100P10 EMERGENCY MEDICAL SVCS CO
51801 5/14/10 423797 WILLIAMS CAPITAL GROUP 30,000.00 53.093 300.00 1,593,099.00
PUR 5/20/10 29100P10 EMERGENCY MEDICAL SVCS CO
51801 5/25/10 423829 BLAYLOCK ROBERT VAN LLC 20,000.00 55.473 200.00 1,109,664.00
PUR 4/28/10 29152510 EMMIS COMMUNICATIONS
51511 5/03/10 423758 ITG (CHANNEL) 25,000.00 2.375 250.00 59,627.50
PUR 4/28/10 29152510 EMMIS COMMUNICATIONS
51511 5/03/10 423758 LABRANCHE/0TC 75,000.00 2.340 750.00 176,212.50
PUR 5/06/10 29380T10 ENTERTAINMENT PROPERTIES TR
39916 5/11/10 423787 CITIGROUP/CITIBANK DOMESTIC 56,000.00 41.000 2,296,000.00
PUR 5/06/10 29380T10 ENTERTAINMENT PROPERTIES TR
39916 5/11/10 423787 FRIEDMAN BILLINGS RAMSEY 5,000.00 41.000 205,000.00
PUR 5/06/10 29380T10 ENTERTAINMENT PROPERTIES TR
39916 5/11/10 423787 GOLDMAN SACHS & COMPANY 42,000.00 41.000 1,722,000.00
PUR 5/06/10 29380T10 ENTERTAINMENT PROPERTIES TR
39916 5/11/10 423787 JP MORGAN 42,000.00 41.000 1,722,000.00
PUR 5/06/10 29380T10 ENTERTAINMENT PROPERTIES TR
39916 5/11/10 423787 KEYBANC CAPITAL MKTS INC 40,000.00 41.000 1,640,000.00
PUR 5/06/10 29380T10 ENTERTAINMENT PROPERTIES TR
39916 5/11/10 423787 RBC CAPITAL (DOMESTIC) 15,000.00 41.000 615,000.00
PUR 5/06/10 29380T10 ENTERTAINMENT PROPERTIES TR
39916 5/11/10 423783 WILLIAMS CAPITAL GROUP 50,000.00 40.877 500.00 2,044,345.00
PUR 5/25/10 29380T10 ENTERTAINMENT PROPERTIES TR
39916 5/28/10 423843 BMO CAPITAL MARKETS/EXECUTI 10,000.00 37.746 100.00 377,557.00
PUR 5/06/10 30244510 FLIR SYSTEMS INC
51852 5/11/10 423783 LABRANCHE/0TC 100,000.00 29.744 1,000.00 2,975,440.00
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 100
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/06/10 30244510 FLIR SYSTEMS INC
51852 5/11/10 423783 MERRIMAN/OTC 100,000.00 29.109 1,000.00 2,911,920.00
PUR 5/17/10 30244510 FLIR SYSTEMS INC
51852 5/20/10 423817 LABRANCHE/SOFT 100,000.00 29.645 5,000.00 2,969,480.00
PUR 5/25/10 30244510 FLIR SYSTEMS INC
51852 5/28/10 423843 INSTINET/SOFT-FACTSET 50,000.00 27.090 2,500.00 1,356,985.00
PUR 5/06/10 36960410 GENERAL ELECTRIC CO.
39923 5/11/10 423783 ICAP CORPORATES LLC 100,000.00 17.373 1,000.00 1,738,290.00
PUR 5/06/10 36960410 GENERAL ELECTRIC CO.
39923 5/11/10 423783 MERIDIAN EQUITY PARTNERS 100,000.00 17.998 1,000.00 1,800,780.00
PUR 5/21/10 36960410 GENERAL ELECTRIC CO.
39923 5/26/10 423833 LABRANCHE/SOFT 400,000.00 16.165 20,000.00 6,486,120.00
PUR 5/25/10 36960410 GENERAL ELECTRIC CO.
39923 5/28/10 423843 CAPIS/SOFT 200,000.00 15.439 10,000.00 3,097,700.00
PUR 4/28/10 38141G10 GOLDMAN SACHS GROUP INC
50531 5/03/10 423758 WILLIAMS CAPITAL GROUP 30,000.00 156.20 300.00 4,686,519.00
PUR 4/29/10 38141G10 GOLDMAN SACHS GROUP INC
50531 5/04/10 423762 BMO CAPITAL MARKETS/EXECUTI 10,000.00 159.22 100.00 1,592,350.00
PUR 4/30/10 38141G10 GOLDMAN SACHS GROUP INC
50531 5/05/10 423766 WILLIAMS CAPITAL GROUP 10,000.00 145.07 100.00 1,450,822.00
PUR 5/04/10 38141G10 GOLDMAN SACHS GROUP INC
50531 5/07/10 423774 PRINCETON SECURITIES GROUP 20,000.00 150.56 200.00 3,011,522.00
PUR 5/06/10 38141G10 GOLDMAN SACHS GROUP INC
50531 5/11/10 423783 BLAYLOCK ROBERT VAN LLC 10,000.00 146.41 100.00 1,464,198.00
PUR 5/06/10 38141G10 GOLDMAN SACHS GROUP INC
50531 5/11/10 423783 BMO CAPITAL MARKETS/EXECUTI 10,000.00 147.90 100.00 1,479,110.00
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 101
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/11/10 38141G10 GOLDMAN SACHS GROUP INC
50531 5/14/10 423797 WILLIAMS CAPITAL GROUP 10,000.00 143.21 100.00 1,432,244.00
PUR 5/20/10 38141G10 GOLDMAN SACHS GROUP INC
50531 5/25/10 423829 BMO CAPITAL MARKETS/EXECUTI 10,000.00 137.90 100.00 1,379,179.00
PUR 5/03/10 38259P50 GOOGLE INC
39926 5/06/10 423770 LABRANCHE/0TC 5,000.00 531.51 50.00 2,657,625.50
PUR 5/06/10 38259P50 GOOGLE INC
39926 5/11/10 423783 MERRIMAN/OTC 2,000.00 509.99 20.00 1,020,001.40
PUR 5/03/10 39312210 GREEN MOUNTAIN COFFEE ROAST
51779 5/06/10 423770 ITG (CHANNEL) 51,473.00 73.007 514.73 3,758,383.45
PUR 5/03/10 39312210 GREEN MOUNTAIN COFFEE ROAST
51779 5/06/10 423770 LABRANCHE/0TC 27,273.00 72.565 272.73 1,979,335.25
PUR 5/04/10 39312210 GREEN MOUNTAIN COFFEE ROAST
51779 5/07/10 423774 ITG (CHANNEL) 7,618.00 73.714 76.18 561,633.24
PUR 4/29/10 41308610 HARMAN INTERNATIONAL
51740 5/04/10 423762 BMO CAPITAL MARKETS/EXECUTI 40,000.00 40.861 400.00 1,634,836.00
PUR 4/30/10 41308610 HARMAN INTERNATIONAL
51740 5/05/10 423766 WILLIAMS CAPITAL GROUP 40,000.00 39.670 400.00 1,587,192.00
PUR 5/07/10 41586410 HARSCO CORP
50597 5/12/10 423788 BLAYLOCK ROBERT VAN LLC 40,000.00 27.203 400.00 1,088,536.00
PUR 5/11/10 41586410 HARSCO CORP
50597 5/14/10 423797 WILLIAMS CAPITAL GROUP 30,000.00 27.413 300.00 822,678.00
PUR 5/13/10 41586410 HARSCO CORP
50597 5/18/10 423807 BMO CAPITAL MARKETS/EXECUTI 30,000.00 28.146 300.00 844,677.00
PUR 4/28/10 41987910 HAWAIIAN HOLDINGS INC
51579 5/03/10 423758 BLAYLOCK ROBERT VAN LLC 50,000.00 7.048 500.00 352,895.00
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 102
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/28/10 41987910 HAWAIIAN HOLDINGS INC
51579 5/03/10 423758 WILLIAMS CAPITAL GROUP 50,000.00 7.056 500.00 353,295.00
PUR 4/29/10 41987910 HAWAIIAN HOLDINGS INC
51579 5/04/10 423762 WILLIAMS CAPITAL GROUP 50,000.00 7.008 500.00 350,910.00
PUR 4/30/10 41987910 HAWAIIAN HOLDINGS INC
51579 5/05/10 423766 WILLIAMS CAPITAL GROUP 50,000.00 7.188 500.00 359,895.00
PUR 5/03/10 41987910 HAWAIIAN HOLDINGS INC
51579 5/06/10 423770 WILLIAMS CAPITAL GROUP 50,000.00 7.254 500.00 363,215.00
PUR 5/11/10 41987910 HAWAIIAN HOLDINGS INC
51579 5/14/10 423797 BMO CAPITAL MARKETS/EXECUTI 50,000.00 7.026 500.00 351,785.00
PUR 5/12/10 41987910 HAWAIIAN HOLDINGS INC
51579 5/17/10 423803 BMO CAPITAL MARKETS/EXECUTI 50,000.00 7.037 500.00 352,355.00
PUR 5/13/10 41987910 HAWAIIAN HOLDINGS INC
51579 5/18/10 423807 BLAYLOCK ROBERT VAN LLC 50,000.00 7.183 500.00 359,645.00
PUR 5/17/10 41987910 HAWAIIAN HOLDINGS INC
51579 5/20/10 423817 BMO CAPITAL MARKETS/EXECUTI 50,000.00 7.001 500.00 350,555.00
PUR 5/20/10 42805T10 HERTZ GLOBAL HOLDINGS INC
52040 5/25/10 423829 MERIDIAN EQUITY PARTNERS 200,000.00 10.427 2,000.00 2,087,400.00
PUR 5/24/10 42805T10 HERTZ GLOBAL HOLDINGS INC
52040 5/27/10 423838 CAPIS/SOFT 200,000.00 10.379 10,000.00 2,085,840.00
PUR 5/25/10 42805T10 HERTZ GLOBAL HOLDINGS INC
52040 5/28/10 423843 CAPIS/SOFT 200,000.00 9.825 10,000.00 1,975,080.00
PUR 5/06/10 42823610 HEWLETT-PACKARD CO
46749 5/11/10 423783 BLAYLOCK ROBERT VAN LLC 100,000.00 48.069 1,000.00 4,807,870.00
PUR 5/06/10 42823610 HEWLETT-PACKARD CO
46749 5/11/10 423783 BNY CONVERGEEX EXEC SOLUTIO 200,000.00 48.318 10,000.00 9,673,500.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 103
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/11/10 45678T30 INFOSPACE INC
50678 5/14/10 423797 PULSE (BLOCK CROSS) 50,000.00 8.835 500.00 442,250.00
PUR 5/19/10 45678T30 INFOSPACE INC
50678 5/24/10 423825 PULSE (BLOCK CROSS) 50,000.00 8.705 500.00 435,750.00
PUR 5/05/10 45884X10 INTERMUNE INC
51831 5/10/10 423779 INSTINET (PORTAL) 500,000.00 10.359 3,500.00 5,182,950.00
PUR 5/05/10 45884X10 INTERMUNE INC
51831 5/10/10 423779 ITG (CHANNEL) 477,864.00 10.393 4,778.64 4,971,266.98
PUR 5/05/10 45884X10 INTERMUNE INC
51831 5/10/10 423779 LIQUIDNET 22,136.00 10.455 442.72 231,865.75
PUR 5/06/10 46428777 ISHARES DJ FINANCIAL
51860 5/11/10 423783 ICAP CORPORATES LLC 200,000.00 58.246 2,000.00 11,651,240.00
PUR 5/11/10 46612K10 JDA SOFTWARE
50666 5/14/10 423797 LABRANCHE/0TC 10,000.00 27.048 100.00 270,582.00
PUR 5/13/10 46612K10 JDA SOFTWARE
50666 5/18/10 423807 MERRIMAN/OTC 10,000.00 29.127 100.00 291,366.00
PUR 5/14/10 46612K10 JDA SOFTWARE
50666 5/19/10 423811 MERRIMAN/OTC 10,000.00 27.458 100.00 274,678.00
PUR 5/14/10 46612K10 JDA SOFTWARE
50666 5/19/10 423811 MERRIMAN/OTC 10,000.00 27.610 100.00 276,199.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 27.534 550,877.00
200.00
PUR 5/20/10 46625H10 JP MORGAN CHASE & CO
39940 5/25/10 423829 GRISWOLD COMPANY 100,000.00 38.061 1,000.00 3,807,070.00
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 104
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/20/10 46625H10 JP MORGAN CHASE & CO
39940 5/25/10 423829 ICAP CORPORATES LLC 100,000.00 38.803 1,000.00 3,881,330.00
PUR 5/20/10 46625H10 JP MORGAN CHASE & CO
39940 5/25/10 423829 LABRANCHE/SOFT 200,000.00 38.469 10,000.00 7,703,860.00
PUR 5/06/10 50207910 LMI AEROSPACE INC.
40010 5/11/10 423783 LABRANCHE/0TC 10,000.00 16.355 100.00 163,649.00
PUR 5/07/10 50207910 LMI AEROSPACE INC.
40010 5/12/10 423788 LABRANCHE/0TC 10,000.00 15.866 100.00 158,759.00
PUR 5/10/10 50207910 LMI AEROSPACE INC.
40010 5/13/10 423793 ITG (CHANNEL) 10,000.00 16.629 100.00 166,388.00
PUR 5/13/10 57636Q10 MASTERCARD INC
47457 5/18/10 423807 BLAYLOCK ROBERT VAN LLC 20,000.00 237.78 200.00 4,755,890.00
PUR 5/20/10 57636Q10 MASTERCARD INC
47457 5/25/10 423829 WILLIAMS CAPITAL GROUP 10,000.00 203.63 100.00 2,036,400.00
PUR 4/30/10 58469030 MEDICIS PHARMACEUTICAL-CL A
46431 5/05/10 423766 WILLIAMS CAPITAL GROUP 40,000.00 26.188 400.00 1,047,904.00
PUR 5/06/10 58469030 MEDICIS PHARMACEUTICAL-CL A
46431 5/11/10 423783 BMO CAPITAL MARKETS/EXECUTI 20,000.00 26.033 200.00 520,862.00
PUR 5/07/10 58469030 MEDICIS PHARMACEUTICAL-CL A
46431 5/12/10 423788 BMO CAPITAL MARKETS/EXECUTI 20,000.00 24.162 200.00 483,444.00
PUR 5/11/10 58469030 MEDICIS PHARMACEUTICAL-CL A
46431 5/14/10 423797 BMO CAPITAL MARKETS/EXECUTI 40,000.00 24.177 400.00 967,468.00
PUR 5/12/10 58469030 MEDICIS PHARMACEUTICAL-CL A
46431 5/17/10 423803 BLAYLOCK ROBERT VAN LLC 20,000.00 24.758 200.00 495,360.00
PUR 5/13/10 58469030 MEDICIS PHARMACEUTICAL-CL A
46431 5/18/10 423807 WILLIAMS CAPITAL GROUP 20,000.00 25.381 200.00 507,822.00
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 105
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/19/10 58469030 MEDICIS PHARMACEUTICAL-CL A
46431 5/24/10 423825 WILLIAMS CAPITAL GROUP 20,000.00 23.697 200.00 474,134.00
PUR 5/20/10 58469030 MEDICIS PHARMACEUTICAL-CL A
46431 5/25/10 423829 BMO CAPITAL MARKETS/EXECUTI 20,000.00 23.252 200.00 465,238.00
PUR 5/24/10 58469030 MEDICIS PHARMACEUTICAL-CL A
46431 5/27/10 423838 WILLIAMS CAPITAL GROUP 30,000.00 22.561 300.00 677,136.00
PUR 5/25/10 58469030 MEDICIS PHARMACEUTICAL-CL A
46431 5/28/10 423843 BMO CAPITAL MARKETS/EXECUTI 20,000.00 21.776 200.00 435,714.00
PUR 5/11/10 58933Y10 MERCK & CO. INC.
49254 5/14/10 423797 GRISWOLD COMPANY 100,000.00 33.856 1,000.00 3,386,570.00
PUR 5/25/10 59491810 MICROSOFT CORP.
39954 5/28/10 423843 INSTINET/SOFT-FACTSET 300,000.00 25.648 15,000.00 7,709,310.00
PUR 5/11/10 61744644 MORGAN STANLEY
47656 5/14/10 423797 BNY CONVERGEEX EXEC SOLUTIO 100,000.00 28.468 5,000.00 2,851,810.00
PUR 5/12/10 61744644 MORGAN STANLEY
47656 5/17/10 423803 BNY CONVERGEEX EXEC SOLUTIO 100,000.00 27.214 5,000.00 2,726,430.00
PUR 4/28/10 62886E10 NCR CORP
46578 5/03/10 423758 GRISWOLD COMPANY 50,000.00 13.822 500.00 691,600.00
PUR 4/29/10 62886E10 NCR CORP
46578 5/04/10 423762 WILLIAMS CAPITAL GROUP 50,000.00 13.625 500.00 681,730.00
PUR 4/30/10 62886E10 NCR CORP
46578 5/05/10 423766 BLAYLOCK ROBERT VAN LLC 50,000.00 13.703 500.00 685,625.00
PUR 4/30/10 62886E10 NCR CORP
46578 5/05/10 423766 GRISWOLD COMPANY 50,000.00 13.210 500.00 661,000.00
PUR 5/03/10 62886E10 NCR CORP
46578 5/06/10 423770 WILLIAMS CAPITAL GROUP 50,000.00 13.560 500.00 678,500.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 106
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/04/10 62886E10 NCR CORP
46578 5/07/10 423774 BMO CAPITAL MARKETS/EXECUTI 50,000.00 13.248 500.00 662,905.00
PUR 5/06/10 62886E10 NCR CORP
46578 5/11/10 423783 BLAYLOCK ROBERT VAN LLC 50,000.00 13.141 500.00 657,535.00
PUR 5/06/10 62886E10 NCR CORP
46578 5/11/10 423783 BLAYLOCK ROBERT VAN LLC 50,000.00 12.706 500.00 635,775.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 12.923 1,293,310.00
1,000.00
PUR 5/07/10 62886E10 NCR CORP
46578 5/12/10 423788 BLAYLOCK ROBERT VAN LLC 50,000.00 11.905 500.00 595,770.00
PUR 5/07/10 62886E10 NCR CORP
46578 5/12/10 423788 WILLIAMS CAPITAL GROUP 50,000.00 12.051 500.00 603,060.00
PUR 5/11/10 62886E10 NCR CORP
46578 5/14/10 423797 BMO CAPITAL MARKETS/EXECUTI 50,000.00 12.183 500.00 609,635.00
PUR 5/13/10 62886E10 NCR CORP
46578 5/18/10 423807 BLAYLOCK ROBERT VAN LLC 50,000.00 12.778 500.00 639,385.00
PUR 5/14/10 62886E10 NCR CORP
46578 5/19/10 423811 BMO CAPITAL MARKETS/EXECUTI 50,000.00 12.443 500.00 622,665.00
PUR 5/17/10 62886E10 NCR CORP
46578 5/20/10 423817 BMO CAPITAL MARKETS/EXECUTI 50,000.00 12.558 500.00 628,405.00
PUR 5/18/10 62886E10 NCR CORP
46578 5/21/10 423821 WILLIAMS CAPITAL GROUP 50,000.00 12.913 500.00 646,150.00
PUR 4/28/10 62944T10 NVR INC
48032 5/03/10 423758 WILLIAMS CAPITAL GROUP 2,000.00 717.37 20.00 1,434,774.60
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 107
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/29/10 62944T10 NVR INC
48032 5/04/10 423762 BMO CAPITAL MARKETS/EXECUTI 2,000.00 716.71 20.00 1,433,441.60
PUR 5/25/10 65248E10 NEWS CORP - CL A
50283 5/28/10 423843 CAPIS/SOFT 200,000.00 12.531 10,000.00 2,516,180.00
PUR 5/06/10 67000610 NOVELL INC
39956 5/11/10 423783 INSTINET (PORTAL) 10,000.00 5.300 70.00 53,069.00
PUR 5/06/10 67000610 NOVELL INC
39956 5/11/10 423783 ITG (CHANNEL) 50,000.00 5.414 500.00 271,200.00
PUR 5/06/10 67000610 NOVELL INC
39956 5/11/10 423783 MERRIMAN/OTC 25,000.00 5.466 250.00 136,890.00
PUR 5/06/10 67000610 NOVELL INC
39956 5/11/10 423783 MERRIMAN/OTC 200,000.00 5.638 2,000.00 1,129,640.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 225,000.00 5.619 1,266,530.00
2,250.00
PUR 5/06/10 67000610 NOVELL INC
39956 5/11/10 423783 PULSE (BLOCK CROSS) 15,000.00 5.418 150.00 81,424.50
PUR 5/13/10 67000610 NOVELL INC
39956 5/18/10 423807 INSTINET/SOFT-FACTSET 100,000.00 5.760 5,000.00 581,000.00
PUR 5/06/10 68218910 ON SEMICONDUCTOR CORP
51854 5/11/10 423783 INSTINET (PORTAL) 500,000.00 7.671 3,500.00 3,839,000.00
PUR 5/06/10 68218910 ON SEMICONDUCTOR CORP
51854 5/11/10 423783 INSTINET (PORTAL) 500,000.00 7.891 3,500.00 3,949,150.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 1,000,000.00 7.781 7,788,150.00
7,000.00
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 108
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/07/10 68218910 ON SEMICONDUCTOR CORP
51854 5/12/10 423788 INSTINET (PORTAL) 25,000.00 7.113 175.00 178,002.50
PUR 5/07/10 68218910 ON SEMICONDUCTOR CORP
51854 5/12/10 423788 ITG (CHANNEL) 47,900.00 7.639 479.00 366,363.15
PUR 5/07/10 68218910 ON SEMICONDUCTOR CORP
51854 5/12/10 423788 LABRANCHE/0TC 250,000.00 7.350 2,500.00 1,840,075.00
PUR 5/07/10 68218910 ON SEMICONDUCTOR CORP
51854 5/12/10 423788 MERRIMAN/OTC 100,000.00 7.314 1,000.00 732,390.00
PUR 5/07/10 68218910 ON SEMICONDUCTOR CORP
51854 5/12/10 423788 PULSE (BLOCK CROSS) 77,100.00 7.201 771.00 555,952.68
PUR 5/13/10 68389X10 ORACLE CORP
46205 5/18/10 423807 INSTINET/SOFT-FACTSET 100,000.00 24.450 5,000.00 2,449,970.00
PUR 4/30/10 69351T10 PPL CORP
51765 5/05/10 423766 PRINCETON SECURITIES GROUP 300,000.00 24.940 3,000.00 7,485,090.00
PUR 5/03/10 69351T10 PPL CORP
51765 5/06/10 423770 MERIDIAN EQUITY PARTNERS 100,000.00 24.919 1,000.00 2,492,900.00
PUR 5/04/10 69351T10 PPL CORP
51765 5/07/10 423774 ICAP CORPORATES LLC 100,000.00 24.691 1,000.00 2,470,060.00
PUR 5/04/10 69351T10 PPL CORP
51765 5/07/10 423774 PACIFIC AMERICAN SECURITIES 100,000.00 24.671 1,000.00 2,468,060.00
PUR 5/05/10 69351T10 PPL CORP
51765 5/10/10 423779 MERIDIAN EQUITY PARTNERS 100,000.00 24.732 1,000.00 2,474,230.00
PUR 5/14/10 69351T10 PPL CORP
51765 5/19/10 423811 LABRANCHE/SOFT 100,000.00 25.387 5,000.00 2,543,670.00
PUR 5/24/10 69351T10 PPL CORP
51765 5/27/10 423838 WILLIAMS CAPITAL GROUP 20,000.00 24.902 200.00 498,240.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 109
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/25/10 69351T10 PPL CORP
51765 5/28/10 423843 BLAYLOCK ROBERT VAN LLC 80,000.00 24.306 800.00 1,945,256.00
PUR 4/30/10 70959W10 PENSKE AUTO GROUP
51426 5/05/10 423766 ICAP CORPORATES LLC 100,000.00 15.633 1,000.00 1,564,270.00
PUR 4/30/10 70959W10 PENSKE AUTO GROUP
51426 5/05/10 423766 MERIDIAN EQUITY PARTNERS 100,000.00 15.035 1,000.00 1,504,450.00
PUR 5/03/10 70959W10 PENSKE AUTO GROUP
51426 5/06/10 423770 ICAP CORPORATES LLC 100,000.00 15.485 1,000.00 1,549,450.00
PUR 5/05/10 70959W10 PENSKE AUTO GROUP
51426 5/10/10 423779 MERIDIAN EQUITY PARTNERS 100,000.00 14.114 1,000.00 1,412,360.00
PUR 5/19/10 71708110 PFIZER INC
48435 5/24/10 423825 LABRANCHE/SOFT 100,000.00 15.788 5,000.00 1,583,810.00
PUR 5/25/10 71708110 PFIZER INC
48435 5/28/10 423843 CAPIS/SOFT 200,000.00 14.933 10,000.00 2,996,580.00
PUR 5/06/10 74164M10 PRIMERICA INC
51334 5/11/10 423783 BLAYLOCK ROBERT VAN LLC 20,000.00 23.766 200.00 475,516.00
PUR 5/06/10 74164M10 PRIMERICA INC
51334 5/11/10 423783 WILLIAMS CAPITAL GROUP 50,000.00 24.627 500.00 1,231,840.00
PUR 5/11/10 74164M10 PRIMERICA INC
51334 5/14/10 423797 BMO CAPITAL MARKETS/EXECUTI 30,000.00 24.735 300.00 742,344.00
PUR 5/04/10 74331510 PROGRESSIVE CORP
51800 5/07/10 423774 ELECTRONIC BROKERAGE SYSTEM 100,000.00 19.990 500.00 1,999,510.00
PUR 5/05/10 74331510 PROGRESSIVE CORP
51800 5/10/10 423779 GRISWOLD COMPANY 100,000.00 20.228 1,000.00 2,023,830.00
PUR 5/06/10 74331510 PROGRESSIVE CORP
51800 5/11/10 423783 PRINCETON SECURITIES GROUP 200,000.00 20.302 2,000.00 4,062,420.00
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 110
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/07/10 74331510 PROGRESSIVE CORP
51800 5/12/10 423788 MERIDIAN EQUITY PARTNERS 100,000.00 19.815 1,000.00 1,982,520.00
PUR 5/12/10 74331510 PROGRESSIVE CORP
51800 5/17/10 423803 BNY CONVERGEEX EXEC SOLUTIO 100,000.00 20.434 5,000.00 2,048,420.00
PUR 5/14/10 74331510 PROGRESSIVE CORP
51800 5/19/10 423811 LABRANCHE/SOFT 100,000.00 20.413 5,000.00 2,046,260.00
PUR 5/24/10 74331510 PROGRESSIVE CORP
51800 5/27/10 423838 CAPIS/SOFT 100,000.00 19.691 5,000.00 1,974,080.00
PUR 5/25/10 74331510 PROGRESSIVE CORP
51800 5/28/10 423843 PRINCETON SECURITIES GROUP 100,000.00 19.155 1,000.00 1,916,450.00
PUR 5/06/10 75043810 RADIOSHACK CORP
51293 5/11/10 423783 BNY CONVERGEEX EXEC SOLUTIO 100,000.00 19.735 5,000.00 1,978,460.00
PUR 5/06/10 78462F10 SPDR TRUST SERIES 1
51850 5/11/10 423783 BNY CONVERGEEX EXEC SOLUTIO 100,000.00 112.77 5,000.00 11,282,640.00
PUR 5/06/10 78462F10 SPDR TRUST SERIES 1
51850 5/11/10 423783 PRINCETON SECURITIES GROUP 100,000.00 111.75 1,000.00 11,176,190.00
PUR 5/07/10 78462F10 SPDR TRUST SERIES 1
51850 5/12/10 423788 GRISWOLD COMPANY 100,000.00 111.18 1,000.00 11,119,280.00
PUR 5/06/10 78486Q10 SVB FINANCIAL GROUP
50826 5/11/10 423783 MERRIMAN/OTC 10,000.00 47.652 100.00 476,617.00
PUR 5/11/10 80090720 SANMINA-SCI CORP
49560 5/14/10 423797 LABRANCHE/0TC 30,000.00 16.391 300.00 492,039.00
PUR 5/21/10 80854110 SCHWEITZER MAUD
50708 5/26/10 423833 WILLIAMS CAPITAL GROUP 20,000.00 50.539 200.00 1,010,986.00
PUR 5/06/10 82028010 SHAW GROUP INC (THE)
48842 5/11/10 423783 MERRIMAN/OTC 20,000.00 36.537 200.00 730,936.00
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 111
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/05/10 82706L10 SILICON GRAPHICS INTERNATIO
48163 5/10/10 423779 WILLIAMS CAPITAL GROUP 40,000.00 8.677 400.00 347,480.00
PUR 5/06/10 82706L10 SILICON GRAPHICS INTERNATIO
48163 5/11/10 423783 WILLIAMS CAPITAL GROUP 40,000.00 8.239 400.00 329,944.00
PUR 5/07/10 82706L10 SILICON GRAPHICS INTERNATIO
48163 5/12/10 423788 BLAYLOCK ROBERT VAN LLC 40,000.00 8.126 400.00 325,444.00
PUR 5/06/10 83211010 SMITH INTERNATIONAL INC
50845 5/11/10 423783 BLAYLOCK ROBERT VAN LLC 50,000.00 44.563 500.00 2,228,630.00
PUR 5/13/10 83211010 SMITH INTERNATIONAL INC
50845 5/18/10 423807 LABRANCHE/SOFT 100,000.00 44.911 5,000.00 4,496,140.00
PUR 5/06/10 85747710 STATE STREET CORP
51513 5/11/10 423783 WILLIAMS CAPITAL GROUP 50,000.00 43.917 500.00 2,196,330.00
PUR 5/13/10 85747710 STATE STREET CORP
51513 5/18/10 423807 WILLIAMS CAPITAL GROUP 20,000.00 42.658 200.00 853,358.00
PUR 5/03/10 86459610 SUCCESSFACTORS INC
51407 5/06/10 423770 ITG (CHANNEL) 20,000.00 20.971 200.00 419,612.00
PUR 5/04/10 86459610 SUCCESSFACTORS INC
51407 5/07/10 423774 MERRIMAN/OTC 20,000.00 22.526 200.00 450,724.00
PUR 5/07/10 86459610 SUCCESSFACTORS INC
51407 5/12/10 423788 MERRIMAN/OTC 20,000.00 20.000 200.00 400,200.00
PUR 5/13/10 86459610 SUCCESSFACTORS INC
51407 5/18/10 423807 MERRIMAN/OTC 20,000.00 23.246 200.00 465,114.00
PUR 4/30/10 87113010 SYBASE INC
48743 5/05/10 423766 BLAYLOCK ROBERT VAN LLC 50,000.00 43.765 500.00 2,188,740.00
PUR 5/06/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR
50366 5/11/10 423783 WILLIAMS CAPITAL GROUP 60,000.00 32.303 600.00 1,938,804.00
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 112
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/20/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR
50366 5/25/10 423829 BMO CAPITAL MARKETS/EXECUTI 20,000.00 27.695 200.00 554,098.00
PUR 5/20/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR
50366 5/25/10 423829 WILLIAMS CAPITAL GROUP 20,000.00 26.993 200.00 540,056.00
PUR 5/24/10 88731730 TIME WARNER INC
45488 5/27/10 423838 ICAP CORPORATES LLC 100,000.00 30.087 1,000.00 3,009,710.00
PUR 5/25/10 88731730 TIME WARNER INC
45488 5/28/10 423843 BMO CAPITAL MARKETS/EXECUTI 50,000.00 29.186 500.00 1,459,790.00
PUR 5/11/10 88870610 TIVO INC.
39983 5/14/10 423797 LABRANCHE/0TC 50,000.00 16.610 500.00 831,005.00
PUR 5/14/10 88870610 TIVO INC.
39983 5/19/10 423811 INSTINET/SOFT-FACTSET 100,000.00 10.849 5,000.00 1,089,910.00
PUR 5/14/10 88870610 TIVO INC.
39983 5/19/10 423811 INSTINET/SOFT-FACTSET 100,000.00 10.998 5,000.00 1,104,810.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 200,000.00 10.924 2,194,720.00
10,000.00
PUR 5/14/10 88870610 TIVO INC.
39983 5/19/10 423811 LABRANCHE/0TC 50,000.00 10.969 500.00 548,945.00
PUR 5/14/10 88870610 TIVO INC.
39983 5/19/10 423811 LABRANCHE/SOFT 100,000.00 10.337 5,000.00 1,038,720.00
PUR 5/14/10 88870610 TIVO INC.
39983 5/19/10 423811 MERRIMAN/OTC 100,000.00 10.169 1,000.00 1,017,880.00
PUR 5/17/10 88870610 TIVO INC.
39983 5/20/10 423817 LABRANCHE/SOFT 200,000.00 10.745 10,000.00 2,159,040.00
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 113
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/18/10 88870610 TIVO INC.
39983 5/21/10 423821 INSTINET (PORTAL) 300,000.00 10.213 2,100.00 3,066,090.00
PUR 5/18/10 88870610 TIVO INC.
39983 5/21/10 423821 LABRANCHE/SOFT 100,000.00 9.871 5,000.00 992,060.00
PUR 5/06/10 90297330 US BANCORP
46667 5/11/10 423783 BLAYLOCK ROBERT VAN LLC 20,000.00 26.410 200.00 528,400.00
PUR 4/30/10 92241710 VEECO INSTRUMENTS INC
50424 5/05/10 423766 LABRANCHE/0TC 20,000.00 44.713 200.00 894,462.00
PUR 5/06/10 92241710 VEECO INSTRUMENTS INC
50424 5/11/10 423783 ITG (CHANNEL) 20,000.00 44.688 200.00 893,962.00
PUR 5/06/10 92241710 VEECO INSTRUMENTS INC
50424 5/11/10 423783 LABRANCHE/0TC 20,000.00 45.442 200.00 909,038.00
PUR 5/06/10 92241710 VEECO INSTRUMENTS INC
50424 5/11/10 423783 MERRIMAN/OTC 20,000.00 46.828 200.00 936,758.00
PUR 5/18/10 92241710 VEECO INSTRUMENTS INC
50424 5/21/10 423821 INSTINET (PORTAL) 20,000.00 41.353 140.00 827,194.00
PUR 5/19/10 92241710 VEECO INSTRUMENTS INC
50424 5/24/10 423825 LABRANCHE/SOFT 20,000.00 40.998 1,000.00 820,966.00
PUR 5/25/10 92241710 VEECO INSTRUMENTS INC
50424 5/28/10 423843 INSTINET (PORTAL) 20,000.00 35.092 140.00 701,970.00
PUR 4/30/10 92343V10 VERIZON COMMUNICATIONS INC
51481 5/05/10 423766 MERIDIAN EQUITY PARTNERS 200,000.00 29.165 2,000.00 5,835,060.00
PUR 5/06/10 92343V10 VERIZON COMMUNICATIONS INC
51481 5/11/10 423783 BLAYLOCK ROBERT VAN LLC 100,000.00 28.550 1,000.00 2,855,960.00
PUR 5/07/10 92343V10 VERIZON COMMUNICATIONS INC
51481 5/12/10 423788 BNY CONVERGEEX EXEC SOLUTIO 200,000.00 28.170 10,000.00 5,644,000.00
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 114
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/11/10 92553P20 VIACOM INC. "B"
51918 5/14/10 423797 BNY CONVERGEEX EXEC SOLUTIO 100,000.00 33.575 5,000.00 3,362,530.00
PUR 5/06/10 92826C83 VISA INC CL A
47944 5/11/10 423783 BLAYLOCK ROBERT VAN LLC 10,000.00 86.489 100.00 864,991.00
PUR 5/13/10 92826C83 VISA INC CL A
47944 5/18/10 423807 WILLIAMS CAPITAL GROUP 20,000.00 86.152 200.00 1,723,230.00
PUR 5/20/10 92826C83 VISA INC CL A
47944 5/25/10 423829 WILLIAMS CAPITAL GROUP 30,000.00 74.369 300.00 2,231,370.00
PUR 4/28/10 93114210 WAL-MART STORES, INC.
39992 5/03/10 423758 MERIDIAN EQUITY PARTNERS 170,000.00 53.686 1,700.00 9,128,269.00
PUR 5/20/10 94974610 WELLS FARGO & CO
46541 5/25/10 423829 ICAP CORPORATES LLC 100,000.00 29.500 1,000.00 2,950,970.00
PUR 5/20/10 94974610 WELLS FARGO & CO
46541 5/25/10 423829 LABRANCHE/SOFT 300,000.00 29.471 15,000.00 8,856,360.00
PUR 5/19/10 H8912P10 TYCO ELECTRONICS LTD
47547 5/24/10 423825 WILLIAMS CAPITAL GROUP 50,000.00 27.883 500.00 1,394,625.00
PUR 5/21/10 H8912P10 TYCO ELECTRONICS LTD
47547 5/26/10 423833 WILLIAMS CAPITAL GROUP 50,000.00 27.398 500.00 1,370,385.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 26,117,424.00 627,847,782.10
547,370.60
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 26,117,424.00 627,847,782.10
547,370.60
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 115
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 4/29/10 00825210 AFFILIATED MANAGERS GROUP 14.26
39885 5/04/10 423763 BLAYLOCK ROBERT VAN LLC 10,000.00 84.370 100.00 843,589.74 187,006.80
SALE 4/30/10 00825210 AFFILIATED MANAGERS GROUP 43.79
39885 5/05/10 423767 BLAYLOCK ROBERT VAN LLC 30,000.00 86.353 300.00 2,590,231.21 620,482.39
SALE 5/03/10 00825210 AFFILIATED MANAGERS GROUP 14.26
39885 5/06/10 423771 BMO CAPITAL MARKETS/EXECUTI 10,000.00 84.361 100.00 843,494.74 186,911.80
SALE 5/25/10 00825210 AFFILIATED MANAGERS GROUP 11.41
39885 5/28/10 423844 WILLIAMS CAPITAL GROUP 10,000.00 67.503 100.00 674,919.59 18,336.65
SALE 5/17/10 01964550 ALLIS-CHALMERS ENERGY INC. 2.93
39884 5/20/10 423818 WILLIAMS CAPITAL GROUP 50,000.00 3.464 500.00 172,707.07 -413,883.25
SALE 4/30/10 03042010 AMERICAN WATER WORKS CO INC 7.34
47765 5/05/10 423767 BLAYLOCK ROBERT VAN LLC 20,000.00 21.691 200.00 433,620.66 31,209.80
SALE 5/04/10 03042010 AMERICAN WATER WORKS CO INC 7.33
47765 5/07/10 423775 BMO CAPITAL MARKETS/EXECUTI 20,000.00 21.675 200.00 433,290.67 30,879.81
SALE 5/17/10 03042010 AMERICAN WATER WORKS CO INC 7.24
47765 5/20/10 423818 BMO CAPITAL MARKETS/EXECUTI 20,000.00 21.420 200.00 428,188.76 25,777.90
SALE 5/18/10 03042010 AMERICAN WATER WORKS CO INC 7.25
47765 5/21/10 423822 BMO CAPITAL MARKETS/EXECUTI 20,000.00 21.423 200.00 428,250.75 25,839.89
SALE 5/24/10 03042010 AMERICAN WATER WORKS CO INC 6.79
47765 5/27/10 423839 WILLIAMS CAPITAL GROUP 20,000.00 20.085 200.00 401,497.21 -913.65
SALE 5/25/10 03042010 AMERICAN WATER WORKS CO INC 6.61
47765 5/28/10 423844 WILLIAMS CAPITAL GROUP 20,000.00 19.534 200.00 390,463.39 -11,947.47
SALE 4/30/10 03076C10 AMERIPRISE FINANCIAL INC 16.20
47266 5/05/10 423767 BLAYLOCK ROBERT VAN LLC 20,000.00 47.904 200.00 957,869.80 456,849.04
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 116
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 4/30/10 03251510 ANADIGICS INC 4.29
42114 5/05/10 423767 LABRANCHE/0TC 50,000.00 5.072 500.00 253,075.71 89,159.74
SALE 4/30/10 03265410 ANALOG DEVICES 20.55
50618 5/05/10 423767 BLAYLOCK ROBERT VAN LLC 40,000.00 30.390 400.00 1,215,187.45 124,430.19
SALE 5/03/10 03265410 ANALOG DEVICES 10.20
50618 5/06/10 423771 BMO CAPITAL MARKETS/EXECUTI 20,000.00 30.154 200.00 602,875.80 57,497.17
SALE 5/13/10 03265410 ANALOG DEVICES 9.82
50618 5/18/10 423808 BMO CAPITAL MARKETS/EXECUTI 20,000.00 29.028 200.00 580,358.18 34,979.55
SALE 5/14/10 03265410 ANALOG DEVICES 9.42
50618 5/19/10 423812 ICAP CORPORATES LLC 20,000.00 27.863 200.00 557,056.58 11,677.95
SALE 5/20/10 03265410 ANALOG DEVICES 19.08
50618 5/25/10 423830 BLAYLOCK ROBERT VAN LLC 40,000.00 28.217 400.00 1,128,256.92 37,499.66
SALE 5/04/10 03783310 APPLE INC 43.63
39881 5/07/10 423775 PULSE (BLOCK CROSS) 10,000.00 258.13 100.00 2,581,181.37 1,288,188.42
SALE 5/11/10 03783310 APPLE INC 42.71
39881 5/14/10 423798 MERRIMAN/OTC 10,000.00 252.69 100.00 2,526,753.29 1,197,338.08
SALE 5/14/10 03783310 APPLE INC 42.50
39881 5/19/10 423812 INSTINET/SOFT-FACTSET 10,000.00 251.44 500.00 2,513,936.50 1,184,521.29
SALE 5/11/10 04289L10 ART TECHNOLOGY GROUP INC 3.33
50701 5/14/10 423798 MERRIMAN/OTC 50,000.00 3.937 500.00 196,336.67 15,773.57
SALE 5/03/10 04622410 ASTEC INDUSTRIES INC. 5.69
40527 5/06/10 423771 LABRANCHE/0TC 10,000.00 33.667 100.00 336,565.31 -21,311.86
SALE 5/04/10 04622410 ASTEC INDUSTRIES INC. 5.47
40527 5/07/10 423775 ITG (CHANNEL) 10,000.00 32.316 100.00 323,049.53 -34,827.64
SALE 5/24/10 04622410 ASTEC INDUSTRIES INC. 9.46
40527 5/27/10 423839 MERRIMAN/OTC 20,000.00 27.973 200.00 559,240.54 -156,513.79
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 117
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/03/10 04743P10 ATHEROS COMMUNICATIONS IN 13.42
48472 5/06/10 423771 PULSE (BLOCK CROSS) 20,000.00 39.684 200.00 793,462.58 248,053.36
SALE 5/13/10 04951310 ATMEL CORP. 4.82
43167 5/18/10 423808 INSTINET/SOFT-FACTSET 50,000.00 5.693 2,500.00 282,160.18 93,075.78
SALE 5/17/10 04951310 ATMEL CORP. 4.62
43167 5/20/10 423818 MERRIMAN/OTC 50,000.00 5.456 500.00 272,300.38 83,215.98
SALE 4/28/10 08442310 W R BERKLEY CORP 23.03
48324 5/03/10 423759 WILLIAMS CAPITAL GROUP 50,000.00 27.249 500.00 1,361,921.97 89,704.44
SALE 4/29/10 08442310 W R BERKLEY CORP 23.03
48324 5/04/10 423763 BLAYLOCK ROBERT VAN LLC 50,000.00 27.251 500.00 1,362,016.97 89,799.44
SALE 5/04/10 08442310 W R BERKLEY CORP 45.81
48324 5/07/10 423775 STURDIVANT/EXECUTION 100,000.00 27.103 1,000.00 2,709,294.19 164,859.13
SALE 5/05/10 08442310 W R BERKLEY CORP 45.64
48324 5/10/10 423780 BMO CAPITAL MARKETS/EXECUTI 100,000.00 27.004 1,000.00 2,699,364.36 154,929.30
SALE 5/14/10 08442310 W R BERKLEY CORP 45.60
48324 5/19/10 423812 LABRANCHE/SOFT 100,000.00 26.983 5,000.00 2,693,234.40 148,799.34
SALE 4/30/10 08578910 BERRY PETROLEUM CO 27.47
42925 5/05/10 423767 KEYBANC CAPITAL MKTS INC 50,000.00 32.507 1,500.00 1,623,837.53 795,711.97
SALE 5/03/10 08578910 BERRY PETROLEUM CO 28.38
42925 5/06/10 423771 BMO CAPITAL MARKETS/EXECUTI 50,000.00 33.578 500.00 1,678,356.62 850,231.06
SALE 4/28/10 09702310 BOEING COMPANY 61.10
51218 5/03/10 423759 GRISWOLD COMPANY 50,000.00 72.305 500.00 3,614,708.90 -13,121.10
SALE 4/29/10 09702310 BOEING COMPANY 62.34
51218 5/04/10 423763 WILLIAMS CAPITAL GROUP 50,000.00 73.765 500.00 3,687,707.66 59,877.66
SALE 5/11/10 11162130 BROCADE COMMUNICATIONS SY 21.69
50868 5/14/10 423798 LABRANCHE/0TC 200,000.00 6.417 2,000.00 1,281,298.31 143,844.98
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 118
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/11/10 11162130 BROCADE COMMUNICATIONS SY 21.71
50868 5/14/10 423798 MERRIMAN/OTC 200,000.00 6.423 2,000.00 1,282,558.29 145,104.96
SALE 5/12/10 11162130 BROCADE COMMUNICATIONS SY 22.27
50868 5/17/10 423804 INSTINET/SOFT-FACTSET 200,000.00 6.587 10,000.00 1,307,337.73 169,884.40
SALE 5/14/10 12485720 CBS CORPORATION 24.94
51515 5/19/10 423812 LABRANCHE/SOFT 100,000.00 14.759 5,000.00 1,470,835.06 -114,297.44
SALE 5/17/10 12485720 CBS CORPORATION 25.28
51515 5/20/10 423818 LABRANCHE/SOFT 100,000.00 14.959 5,000.00 1,490,864.72 -94,267.78
SALE 5/18/10 12485720 CBS CORPORATION 25.99
51515 5/21/10 423822 LABRANCHE/SOFT 100,000.00 15.378 5,000.00 1,532,774.01 -52,358.49
SALE 5/25/10 12485720 CBS CORPORATION 22.84
51515 5/28/10 423844 ICAP CORPORATES LLC 100,000.00 13.514 1,000.00 1,350,367.16 -234,765.34
SALE 4/30/10 12665010 CVS CORP 31.72
49563 5/05/10 423767 BLAYLOCK ROBERT VAN LLC 50,000.00 37.532 500.00 1,876,068.28 354,431.37
SALE 5/05/10 12665010 CVS CORP 12.25
49563 5/10/10 423780 BLAYLOCK ROBERT VAN LLC 20,000.00 36.236 200.00 724,509.75 115,854.98
SALE 4/30/10 12686C10 CABLEVISION SYSTEMS-NY GRP- 9.31
39907 5/05/10 423767 BLAYLOCK ROBERT VAN LLC 20,000.00 27.540 200.00 550,590.69 126,960.77
SALE 4/30/10 13442910 CAMPBELL SOUP CO. 30.36
43629 5/05/10 423767 BMO CAPITAL MARKETS/EXECUTI 50,000.00 35.918 500.00 1,795,374.64 125,217.14
SALE 5/24/10 13442910 CAMPBELL SOUP CO. 59.54
43629 5/27/10 423839 MERIDIAN EQUITY PARTNERS 100,000.00 35.227 1,000.00 3,521,670.46 181,355.46
SALE 4/30/10 15678210 CERNER CORP. 14.61
43671 5/05/10 423767 LABRANCHE/0TC 10,000.00 86.449 100.00 864,375.39 305,637.52
SALE 5/04/10 17243V10 CINEMARK HOLDINGS 6.21
50473 5/07/10 423775 BMO CAPITAL MARKETS/EXECUTI 20,000.00 18.345 200.00 366,693.79 73,996.06
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 119
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INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/04/10 18538Q10 CLEARWIRE CORP. CL A 6.44
43953 5/07/10 423775 MERRIMAN/OTC 50,000.00 7.611 500.00 380,018.56 -3,032.02
SALE 4/30/10 18911Q10 CLOUD PEAK ENERGY INC 10.83
49783 5/05/10 423767 WILLIAMS CAPITAL GROUP 40,000.00 16.012 400.00 640,061.17 74,852.86
SALE 5/03/10 18911Q10 CLOUD PEAK ENERGY INC 5.36
49783 5/06/10 423771 BMO CAPITAL MARKETS/EXECUTI 20,000.00 15.851 200.00 316,812.64 34,208.48
SALE 5/25/10 18911Q10 CLOUD PEAK ENERGY INC 4.42
49783 5/28/10 423844 WILLIAMS CAPITAL GROUP 20,000.00 13.075 200.00 261,285.58 -21,318.58
SALE 4/30/10 19210850 COEUR D'ALENE MINES CORP ID 12.27
47108 5/05/10 423767 BLAYLOCK ROBERT VAN LLC 40,000.00 18.142 400.00 725,267.73 104,526.60
SALE 5/04/10 19210850 COEUR D'ALENE MINES CORP ID 11.61
47108 5/07/10 423775 BMO CAPITAL MARKETS/EXECUTI 40,000.00 17.161 400.00 686,008.39 65,267.26
SALE 5/11/10 19210850 COEUR D'ALENE MINES CORP ID 6.18
47108 5/14/10 423798 WILLIAMS CAPITAL GROUP 20,000.00 18.279 200.00 365,369.82 54,999.26
SALE 5/06/10 19259P30 COINSTAR INC. 16.89
42814 5/11/10 423784 INSTINET (PORTAL) 20,000.00 49.966 140.00 999,171.11 400,247.21
SALE 5/19/10 19259P30 COINSTAR INC. 9.09
42814 5/24/10 423826 LABRANCHE/SOFT 10,000.00 53.786 500.00 537,345.91 237,883.96
SALE 5/25/10 19259P30 COINSTAR INC. 8.76
42814 5/28/10 423844 INSTINET/SOFT-FACTSET 10,000.00 51.831 500.00 517,804.24 218,342.29
SALE 4/30/10 19416210 COLGATE-PALMOLIVE CO 71.71
49941 5/05/10 423767 BMO CAPITAL MARKETS/EXECUTI 50,000.00 84.859 500.00 4,242,368.29 111,504.62
SALE 5/03/10 19416210 COLGATE-PALMOLIVE CO 70.93
49941 5/06/10 423771 WILLIAMS CAPITAL GROUP 50,000.00 83.932 500.00 4,196,019.07 65,155.40
SALE 5/04/10 19416210 COLGATE-PALMOLIVE CO 42.07
49941 5/07/10 423775 BLAYLOCK ROBERT VAN LLC 30,000.00 82.963 300.00 2,488,532.93 10,014.73
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 120
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/17/10 19416210 COLGATE-PALMOLIVE CO 14.18
49941 5/20/10 423818 BLAYLOCK ROBERT VAN LLC 10,000.00 83.903 100.00 838,911.82 12,739.09
SALE 5/18/10 19416210 COLGATE-PALMOLIVE CO 70.60
49941 5/21/10 423822 WILLIAMS CAPITAL GROUP 50,000.00 83.546 500.00 4,176,704.40 45,840.73
SALE 4/30/10 21079530 CONTINENTAL AIR 39.21
51434 5/05/10 423767 GRISWOLD COMPANY 100,000.00 23.200 1,000.00 2,318,940.79 168,726.24
SALE 4/30/10 23280610 CYPRESS SEMICONDUCTOR CORP 22.39
47084 5/05/10 423767 GRISWOLD COMPANY 100,000.00 13.248 1,000.00 1,323,777.61 441,683.07
SALE 5/17/10 23280610 CYPRESS SEMICONDUCTOR CORP 19.55
47084 5/20/10 423818 LABRANCHE/SOFT 100,000.00 11.567 5,000.00 1,151,720.45 269,625.90
SALE 5/19/10 23280610 CYPRESS SEMICONDUCTOR CORP 18.98
47084 5/24/10 423826 LABRANCHE/SOFT 100,000.00 11.229 5,000.00 1,117,831.02 235,736.48
SALE 5/24/10 23280610 CYPRESS SEMICONDUCTOR CORP 19.04
47084 5/27/10 423839 PRINCETON SECURITIES GROUP 100,000.00 11.264 1,000.00 1,125,350.96 243,256.41
SALE 5/19/10 24237010 DEAN FOODS 17.56
46444 5/24/10 423826 LABRANCHE/SOFT 100,000.00 10.388 5,000.00 1,033,772.44 -804,956.44
SALE 5/25/10 24237010 DEAN FOODS 17.38
46444 5/28/10 423844 GRISWOLD COMPANY 100,000.00 10.281 1,000.00 1,027,112.62 -811,616.26
SALE 5/13/10 24736170 DELTA AIR LINES INC DEL 11.67
51738 5/18/10 423808 BMO CAPITAL MARKETS/EXECUTI 50,000.00 13.810 500.00 690,003.33 76,015.47
SALE 5/14/10 24736170 DELTA AIR LINES INC DEL 11.17
51738 5/19/10 423812 BMO CAPITAL MARKETS/EXECUTI 50,000.00 13.211 500.00 660,023.83 46,035.97
SALE 5/14/10 24736170 DELTA AIR LINES INC DEL 11.65
51738 5/19/10 423812 WILLIAMS CAPITAL GROUP 50,000.00 13.783 500.00 688,638.35 74,650.49
SALE 5/17/10 24736170 DELTA AIR LINES INC DEL 11.64
51738 5/20/10 423818 BLAYLOCK ROBERT VAN LLC 50,000.00 13.766 500.00 687,773.36 73,785.50
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 121
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/19/10 24736170 DELTA AIR LINES INC DEL 11.46
51738 5/24/10 423826 BMO CAPITAL MARKETS/EXECUTI 50,000.00 13.560 500.00 677,483.54 63,495.68
SALE 5/24/10 24736170 DELTA AIR LINES INC DEL 11.62
51738 5/27/10 423839 BLAYLOCK ROBERT VAN LLC 50,000.00 13.751 500.00 687,013.38 73,025.52
SALE 5/25/10 24736170 DELTA AIR LINES INC DEL 11.12
51738 5/28/10 423844 BLAYLOCK ROBERT VAN LLC 50,000.00 13.151 500.00 657,013.88 43,026.02
SALE 5/17/10 25470M10 DISH NETWORKS 39.04
48191 5/20/10 423818 LABRANCHE/SOFT 100,000.00 23.099 5,000.00 2,304,840.96 489,539.26
SALE 5/06/10 25490A10 DIRECTV GROUP INC 29.75
51409 5/11/10 423784 BLAYLOCK ROBERT VAN LLC 50,000.00 35.204 500.00 1,759,660.25 21,705.96
SALE 5/06/10 25490A10 DIRECTV GROUP INC 31.07
51409 5/11/10 423784 WILLIAMS CAPITAL GROUP 50,000.00 36.761 500.00 1,837,533.93 99,579.65
SALE 5/07/10 25490A10 DIRECTV GROUP INC 30.09
51409 5/12/10 423789 WILLIAMS CAPITAL GROUP 50,000.00 35.599 500.00 1,779,419.91 41,465.62
SALE 5/11/10 25490A10 DIRECTV GROUP INC 32.11
51409 5/14/10 423798 BLAYLOCK ROBERT VAN LLC 50,000.00 37.999 500.00 1,899,402.89 161,448.61
SALE 5/05/10 26353410 DU PONT (E.I.) DE NEMOURS 64.09
40720 5/10/10 423780 ICAP CORPORATES LLC 100,000.00 37.918 1,000.00 3,790,745.91 149,322.30
SALE 5/17/10 26969P10 EAGLE MATERIALS INC 40.92
48402 5/20/10 423818 LABRANCHE/SOFT 80,000.00 30.270 4,000.00 2,417,543.08 369,778.50
SALE 4/30/10 29084610 EMCORE CORP. 2.32
40342 5/05/10 423767 LABRANCHE/0TC 100,000.00 1.375 1,000.00 136,527.68 -537,916.54
SALE 5/06/10 29084610 EMCORE CORP. 2.00
40342 5/11/10 423784 INSTINET (PORTAL) 100,000.00 1.181 700.00 117,438.00 -557,006.22
SALE 5/11/10 29084610 EMCORE CORP. 1.87
40342 5/14/10 423798 INSTINET (PORTAL) 88,469.00 1.250 619.28 109,965.10 -486,708.95
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 122
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INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/12/10 29084610 EMCORE CORP. .25
40342 5/17/10 423804 INSTINET (PORTAL) 11,531.00 1.250 80.72 14,332.78 -63,437.38
SALE 5/19/10 29084610 EMCORE CORP. 1.88
40342 5/24/10 423826 INSTINET (PORTAL) 99,768.00 1.110 698.38 110,042.22 -562,837.29
SALE 5/20/10 29084610 EMCORE CORP. .01
40342 5/25/10 423830 INSTINET (PORTAL) 232.00 1.084 1.62 249.93 -1,314.78
SALE 5/25/10 29084610 EMCORE CORP. 1.70
40342 5/28/10 423844 INSTINET (PORTAL) 100,000.00 1.001 700.00 99,368.30 -575,075.92
SALE 5/06/10 29267A20 ENER1 INC 3.18
48727 5/11/10 423784 BLAYLOCK ROBERT VAN LLC 50,000.00 3.757 500.00 187,356.82 -129,450.43
SALE 4/30/10 29270J10 ENERGY RECOVERY INC 3.13
46593 5/05/10 423767 LABRANCHE/0TC 30,000.00 6.178 300.00 185,042.87 -31,493.93
SALE 5/06/10 29270J10 ENERGY RECOVERY INC 2.87
46593 5/11/10 423784 INSTINET (PORTAL) 30,000.00 5.656 210.00 169,479.13 -47,057.67
SALE 5/11/10 29270J10 ENERGY RECOVERY INC 2.24
46593 5/14/10 423798 MERRIMAN/OTC 30,000.00 4.403 300.00 131,787.76 -84,749.04
SALE 5/14/10 29380T10 ENTERTAINMENT PROPERTIES TR 7.24
39916 5/19/10 423812 BLAYLOCK ROBERT VAN LLC 10,000.00 42.828 100.00 428,170.76 134,529.00
SALE 5/14/10 29380T10 ENTERTAINMENT PROPERTIES TR 7.33
39916 5/19/10 423812 BLAYLOCK ROBERT VAN LLC 10,000.00 43.318 100.00 433,075.67 139,433.91
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 43.073 14.57 861,246.43 273,962.91
200.00
SALE 5/03/10 30161N10 EXELON CORP. 36.98
39920 5/06/10 423771 WILLIAMS CAPITAL GROUP 50,000.00 43.763 500.00 2,187,613.02 9,882.36
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 123
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INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/04/10 30161N10 EXELON CORP. 7.30
39920 5/07/10 423775 BLAYLOCK ROBERT VAN LLC 10,000.00 43.171 100.00 431,603.70 -3,942.43
SALE 5/04/10 30161N10 EXELON CORP. 36.42
39920 5/07/10 423775 WILLIAMS CAPITAL GROUP 50,000.00 43.090 500.00 2,153,983.58 -23,747.07
SALE 4/30/10 30205120 EXIDE TECHNOLOGIES 3.08
44060 5/05/10 423767 LABRANCHE/0TC 30,000.00 6.075 300.00 181,955.92 70,630.62
SALE 5/05/10 30205120 EXIDE TECHNOLOGIES 2.81
44060 5/10/10 423780 MERRIMAN/OTC 30,000.00 5.529 300.00 165,558.19 54,232.90
SALE 5/07/10 30205120 EXIDE TECHNOLOGIES 3.31
44060 5/12/10 423789 LABRANCHE/0TC 40,000.00 4.902 400.00 195,688.69 47,254.96
SALE 5/10/10 30205120 EXIDE TECHNOLOGIES 2.50
44060 5/13/10 423794 ITG (CHANNEL) 30,000.00 4.917 300.00 147,198.50 35,873.21
SALE 5/21/10 30205120 EXIDE TECHNOLOGIES 2.26
44060 5/26/10 423834 PULSE (BLOCK CROSS) 30,000.00 4.445 300.00 133,047.74 21,722.44
SALE 5/14/10 36159R10 GEO GROUP INC 3.62
50739 5/19/10 423812 BLAYLOCK ROBERT VAN LLC 10,000.00 21.397 100.00 213,866.38 29,591.13
SALE 5/19/10 36159R10 GEO GROUP INC 3.65
50739 5/24/10 423826 BMO CAPITAL MARKETS/EXECUTI 10,000.00 21.590 100.00 215,795.35 31,520.10
SALE 5/20/10 36159R10 GEO GROUP INC 3.55
50739 5/25/10 423830 BLAYLOCK ROBERT VAN LLC 10,000.00 20.950 100.00 209,400.45 25,125.20
SALE 5/14/10 38141G10 GOLDMAN SACHS GROUP INC 24.15
50531 5/19/10 423812 BLAYLOCK ROBERT VAN LLC 10,000.00 142.85 100.00 1,428,406.85 -122,156.63
SALE 4/30/10 39762420 GREIF INC. CL B 9.47
44059 5/05/10 423767 BMO CAPITAL MARKETS/EXECUTI 10,000.00 56.013 100.00 560,019.53 256,036.85
SALE 5/06/10 39762420 GREIF INC. CL B 6.71
44059 5/11/10 423784 BMO CAPITAL MARKETS/EXECUTI 7,500.00 52.861 75.00 396,372.04 168,385.03
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 124
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/07/10 39762420 GREIF INC. CL B .34
44059 5/12/10 423789 BMO CAPITAL MARKETS/EXECUTI 393.00 50.100 3.93 19,685.03 7,738.51
SALE 5/10/10 39762420 GREIF INC. CL B 1.83
44059 5/13/10 423794 BMO CAPITAL MARKETS/EXECUTI 2,107.00 51.154 21.07 107,757.95 43,708.80
SALE 5/11/10 40521710 HAIN CELESTIAL GROUP 19.85
50240 5/14/10 423798 MERRIMAN/OTC 60,000.00 19.568 600.00 1,173,442.15 131,111.65
SALE 5/14/10 40521710 HAIN CELESTIAL GROUP 22.59
50240 5/19/10 423812 INSTINET/SOFT-FACTSET 60,000.00 22.276 3,000.00 1,333,507.41 291,176.91
SALE 5/06/10 41308610 HARMAN INTERNATIONAL 28.50
51740 5/11/10 423784 BLAYLOCK ROBERT VAN LLC 40,000.00 42.148 400.00 1,685,475.50 74,461.50
SALE 4/29/10 42823610 HEWLETT-PACKARD CO 178.63
46749 5/04/10 423763 BNY CONVERGEEX EXEC SOLUTIO 200,000.00 52.847 10,000.00 10,559,181.37 996,692.11
SALE 5/04/10 42823610 HEWLETT-PACKARD CO 85.99
46749 5/07/10 423775 ICAP CORPORATES LLC 100,000.00 50.880 1,000.00 5,086,864.01 305,619.38
SALE 5/05/10 42823610 HEWLETT-PACKARD CO 128.18
46749 5/10/10 423780 ICAP CORPORATES LLC 150,000.00 50.563 1,500.00 7,582,746.82 410,879.88
SALE 5/19/10 42823610 HEWLETT-PACKARD CO 79.85
46749 5/24/10 423826 LABRANCHE/SOFT 100,000.00 47.250 5,000.00 4,719,870.15 -86,399.23
SALE 5/20/10 42823610 HEWLETT-PACKARD CO 77.68
46749 5/25/10 423830 MERIDIAN EQUITY PARTNERS 100,000.00 45.961 1,000.00 4,594,982.32 -211,287.06
SALE 5/11/10 44701110 HUNTSMAN CORP. 17.66
41547 5/14/10 423798 ICAP CORPORATES LLC 100,000.00 10.448 1,000.00 1,043,752.34 157,330.95
SALE 5/06/10 45884X10 INTERMUNE INC 21.92
51831 5/11/10 423784 ITG (CHANNEL) 100,000.00 12.965 1,000.00 1,295,478.08 256,869.81
SALE 4/30/10 46069010 INTERPUBLIC GROUP OF COS IN 7.85
48102 5/05/10 423767 BLAYLOCK ROBERT VAN LLC 50,000.00 9.289 500.00 463,927.15 152,881.80
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 125
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INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/04/10 46603210 J&J SNACK FOODS CORP. 7.99
39938 5/07/10 423775 MERRIMAN/OTC 10,000.00 47.232 100.00 472,215.01 163,723.31
SALE 5/03/10 47012E10 JAKKS PACIFIC INC 5.30
41682 5/06/10 423771 MERRIMAN/OTC 20,000.00 15.653 200.00 312,844.70 -33,431.15
SALE 5/04/10 47012E10 JAKKS PACIFIC INC 5.08
41682 5/07/10 423775 LABRANCHE/0TC 20,000.00 15.039 200.00 300,572.92 -45,702.93
SALE 5/04/10 47012E10 JAKKS PACIFIC INC 5.12
41682 5/07/10 423775 MERRIMAN/OTC 20,000.00 15.125 200.00 302,300.88 -43,974.97
SALE 4/30/10 50242410 L-3 COMMUNICATIONS HOLDINGS 32.18
39945 5/05/10 423767 WILLIAMS CAPITAL GROUP 20,000.00 95.190 200.00 1,903,559.82 43,970.14
SALE 5/11/10 52490110 LEGG MASON INC 56.35
48853 5/14/10 423798 GRISWOLD COMPANY 100,000.00 33.339 1,000.00 3,332,833.65 214,604.02
SALE 5/14/10 52490110 LEGG MASON INC 57.68
48853 5/19/10 423812 LABRANCHE/SOFT 100,000.00 34.133 5,000.00 3,408,192.32 289,962.69
SALE 4/29/10 54142L10 LOGMEIN INC 7.72
47584 5/04/10 423763 INSTINET (PORTAL) 20,000.00 22.823 140.00 456,304.28 83,952.39
SALE 4/30/10 54142L10 LOGMEIN INC 7.70
47584 5/05/10 423767 LABRANCHE/0TC 20,000.00 22.778 200.00 455,342.30 82,990.41
SALE 5/06/10 54142L10 LOGMEIN INC 3.77
47584 5/11/10 423784 INSTINET (PORTAL) 10,000.00 22.291 70.00 222,831.23 36,655.29
SALE 5/07/10 54142L10 LOGMEIN INC 3.63
47584 5/12/10 423789 LABRANCHE/0TC 10,000.00 21.450 100.00 214,400.37 28,224.43
SALE 5/19/10 54142L10 LOGMEIN INC 4.35
47584 5/24/10 423826 LABRANCHE/SOFT 10,000.00 25.743 500.00 256,920.65 70,744.71
SALE 5/25/10 54142L10 LOGMEIN INC 8.03
47584 5/28/10 423844 INSTINET/SOFT-FACTSET 20,000.00 23.753 1,000.00 474,047.97 101,696.08
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 126
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INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/24/10 57636Q10 MASTERCARD INC 35.97
47457 5/27/10 423839 BLAYLOCK ROBERT VAN LLC 10,000.00 212.82 100.00 2,128,155.03 122,836.74
SALE 5/05/10 58155Q10 MCKESSON CORP. 22.74
44746 5/10/10 423780 BMO CAPITAL MARKETS/EXECUTI 20,000.00 67.262 200.00 1,345,015.26 400,492.98
SALE 5/14/10 58155Q10 MCKESSON CORP. 57.28
44746 5/19/10 423812 BLAYLOCK ROBERT VAN LLC 50,000.00 67.780 500.00 3,388,432.72 1,027,127.01
SALE 5/19/10 58155Q10 MCKESSON CORP. 23.45
44746 5/24/10 423826 BMO CAPITAL MARKETS/EXECUTI 20,000.00 69.375 200.00 1,387,272.55 442,750.27
SALE 5/25/10 58155Q10 MCKESSON CORP. 22.56
44746 5/28/10 423844 BMO CAPITAL MARKETS/EXECUTI 20,000.00 66.737 200.00 1,334,511.44 389,989.16
SALE 5/14/10 59161R10 METRO BANCORP INC 2.25
47377 5/19/10 423812 MERRIMAN/OTC 10,000.00 13.273 100.00 132,624.75 -40,738.82
SALE 5/14/10 59511210 MICRON TECHNOLOGY INC 30.18
48422 5/19/10 423812 LABRANCHE/SOFT 200,000.00 8.929 10,000.00 1,775,769.82 202,208.05
SALE 5/05/10 60871R20 MOLSON COORS BREWING CO. 29.63
41268 5/10/10 423780 BMO CAPITAL MARKETS/EXECUTI 40,000.00 43.824 400.00 1,752,522.37 -346,853.76
SALE 5/14/10 61166W10 MONSANTO CO 18.52
51128 5/19/10 423812 BLAYLOCK ROBERT VAN LLC 20,000.00 54.779 200.00 1,095,365.48 -347,749.72
SALE 5/14/10 61166W10 MONSANTO CO 36.84
51128 5/19/10 423812 WILLIAMS CAPITAL GROUP 40,000.00 54.492 400.00 2,179,239.16 -706,991.24
SALE 5/14/10 61166W10 MONSANTO CO 27.70
51128 5/19/10 423812 WILLIAMS CAPITAL GROUP 30,000.00 54.631 300.00 1,638,587.30 -526,085.50
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 70,000.00 54.551 64.54 3,817,826.46 -1,233,076.74
700.00
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 127
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/25/10 61166W10 MONSANTO CO 36.27
51128 5/28/10 423844 WILLIAMS CAPITAL GROUP 40,000.00 53.651 400.00 2,145,595.73 -740,634.67
SALE 4/30/10 61744644 MORGAN STANLEY 51.39
47656 5/05/10 423767 PRINCETON SECURITIES GROUP 100,000.00 30.406 1,000.00 3,039,518.61 225,363.60
SALE 5/03/10 61744644 MORGAN STANLEY 51.12
47656 5/06/10 423771 ICAP CORPORATES LLC 100,000.00 30.245 1,000.00 3,023,438.88 209,283.87
SALE 4/28/10 62007610 MOTOROLA 58.00
50292 5/03/10 423759 ICAP CORPORATES LLC 500,000.00 6.863 5,000.00 3,426,342.00 -545,026.52
SALE 4/29/10 62007610 MOTOROLA 60.67
50292 5/04/10 423763 BNY CONVERGEEX EXEC SOLUTIO 500,000.00 7.179 25,000.00 3,564,639.33 -406,729.19
SALE 5/06/10 62937750 NRG ENERGY INC. 7.90
43551 5/11/10 423784 BLAYLOCK ROBERT VAN LLC 20,000.00 23.355 200.00 466,890.10 31,563.83
SALE 5/21/10 63530910 NATIONAL CINEMEDIA INC. 5.79
41081 5/26/10 423834 MERRIMAN/OTC 20,000.00 17.128 200.00 342,352.21 60,914.65
SALE 5/20/10 63934E10 NAVISTAR 43.72
48502 5/25/10 423830 BLAYLOCK ROBERT VAN LLC 50,000.00 51.729 500.00 2,585,886.28 560,296.86
SALE 5/24/10 63934E10 NAVISTAR 35.82
48502 5/27/10 423839 BLAYLOCK ROBERT VAN LLC 40,000.00 52.979 400.00 2,118,716.18 498,244.65
SALE 5/25/10 63934E10 NAVISTAR 33.91
48502 5/28/10 423844 BMO CAPITAL MARKETS/EXECUTI 40,000.00 50.151 400.00 2,005,586.09 385,114.56
SALE 5/05/10 65248E10 NEWS CORP - CL A 72.65
50283 5/10/10 423780 BNY CONVERGEEX EXEC SOLUTIO 300,000.00 14.328 15,000.00 4,283,387.35 137,767.71
SALE 5/11/10 65248E10 NEWS CORP - CL A 49.02
50283 5/14/10 423798 BNY CONVERGEEX EXEC SOLUTIO 200,000.00 14.501 10,000.00 2,890,130.98 126,384.55
SALE 5/13/10 65248E10 NEWS CORP - CL A 49.05
50283 5/18/10 423808 LABRANCHE/SOFT 200,000.00 14.511 10,000.00 2,892,150.95 128,404.52
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 128
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INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/14/10 74271810 PROCTER & GAMBLE CO. 21.24
39964 5/19/10 423812 WILLIAMS CAPITAL GROUP 20,000.00 62.812 200.00 1,256,018.76 771,739.01
SALE 5/06/10 74346Y10 PROS HOLDINGS INC. 1.26
39967 5/11/10 423784 BLAYLOCK ROBERT VAN LLC 10,000.00 7.446 100.00 74,355.74 -75,375.11
SALE 5/14/10 74432010 PRUDENTIAL FINANCIAL INC 20.17
50812 5/19/10 423812 WILLIAMS CAPITAL GROUP 20,000.00 59.664 200.00 1,193,067.83 171,354.23
SALE 5/10/10 78462F10 SPDR TRUST SERIES 1 195.96
51850 5/13/10 423794 PRINCETON SECURITIES GROUP 100,000.00 115.95 1,000.00 11,593,814.04 401,110.71
SALE 4/28/10 78477410 STEC INC 12.98
48521 5/03/10 423759 LABRANCHE/0TC 50,000.00 15.362 500.00 767,572.02 -421,887.52
SALE 5/04/10 80854110 SCHWEITZER MAUD 20.31
50708 5/07/10 423775 BLAYLOCK ROBERT VAN LLC 20,000.00 60.070 200.00 1,201,171.69 70,407.02
SALE 5/05/10 80854110 SCHWEITZER MAUD 20.25
50708 5/10/10 423780 BLAYLOCK ROBERT VAN LLC 20,000.00 59.887 200.00 1,197,525.75 66,761.08
SALE 5/03/10 83269640 JM SMUCKER CO/THE 51.57
43667 5/06/10 423771 BLAYLOCK ROBERT VAN LLC 50,000.00 61.024 500.00 3,050,663.43 877,452.15
SALE 5/06/10 85453210 STANLEY INC 5.16
48729 5/11/10 423784 BLAYLOCK ROBERT VAN LLC 10,000.00 30.529 100.00 305,182.84 41,487.97
SALE 5/07/10 85453210 STANLEY INC 12.44
48729 5/12/10 423789 BLAYLOCK ROBERT VAN LLC 20,000.00 36.800 200.00 735,785.56 208,395.81
SALE 5/07/10 85453210 STANLEY INC 6.27
48729 5/12/10 423789 BMO CAPITAL MARKETS/EXECUTI 10,000.00 37.055 100.00 370,440.73 106,745.85
SALE 5/11/10 85453210 STANLEY INC 12.38
48729 5/14/10 423798 BLAYLOCK ROBERT VAN LLC 20,000.00 36.602 200.00 731,821.62 204,431.87
SALE 5/20/10 85453210 STANLEY INC 24.74
48729 5/25/10 423830 BLAYLOCK ROBERT VAN LLC 40,000.00 36.593 400.00 1,463,307.26 408,527.76
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 129
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/20/10 85453210 STANLEY INC 18.57
48729 5/25/10 423830 BMO CAPITAL MARKETS/EXECUTI 30,000.00 36.621 300.00 1,098,305.43 307,220.81
SALE 5/21/10 85453210 STANLEY INC 18.54
48729 5/26/10 423834 BMO CAPITAL MARKETS/EXECUTI 30,000.00 36.565 300.00 1,096,619.46 305,534.83
SALE 5/25/10 85453210 STANLEY INC 24.73
48729 5/28/10 423844 WILLIAMS CAPITAL GROUP 40,000.00 36.582 400.00 1,462,847.27 408,067.77
SALE 5/13/10 87113010 SYBASE INC 108.88
48743 5/18/10 423808 LABRANCHE/SOFT 100,000.00 64.424 5,000.00 6,437,281.12 2,265,365.45
SALE 5/06/10 87150310 SYMANTEC CORP 28.57
48728 5/11/10 423784 INSTINET (PORTAL) 100,000.00 16.901 700.00 1,689,391.43 4,173.11
SALE 5/07/10 87150310 SYMANTEC CORP 27.53
48728 5/12/10 423789 PULSE (BLOCK CROSS) 100,000.00 16.289 1,000.00 1,627,892.47 -57,325.85
SALE 5/20/10 87150310 SYMANTEC CORP 127.65
48728 5/25/10 423830 INSTINET/SOFT-FACTSET 500,000.00 15.106 25,000.00 7,528,072.35 -898,019.27
SALE 5/24/10 87150310 SYMANTEC CORP 49.30
48728 5/27/10 423839 INSTINET/SOFT-FACTSET 200,000.00 14.584 10,000.00 2,906,650.70 -463,785.95
SALE 5/25/10 87150310 SYMANTEC CORP 47.75
48728 5/28/10 423844 INSTINET/SOFT-FACTSET 200,000.00 14.124 10,000.00 2,814,832.25 -555,604.40
SALE 5/14/10 87157D10 SYNAPTICS INCORPORATED 14.14
40599 5/19/10 423812 INSTINET/SOFT-FACTSET 30,000.00 27.882 1,500.00 834,951.86 82,084.81
SALE 5/19/10 87157D10 SYNAPTICS INCORPORATED 9.64
40599 5/24/10 423826 LABRANCHE/SOFT 20,000.00 28.507 1,000.00 569,120.36 67,209.00
SALE 5/21/10 87157D10 SYNAPTICS INCORPORATED 9.71
40599 5/26/10 423834 MERRIMAN/OTC 20,000.00 28.727 200.00 574,326.29 72,414.93
SALE 4/29/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 17.07
50366 5/04/10 423763 WILLIAMS CAPITAL GROUP 30,000.00 33.655 300.00 1,009,323.93 285,586.20
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 130
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 4/30/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 16.67
50366 5/05/10 423767 WILLIAMS CAPITAL GROUP 30,000.00 32.861 300.00 985,504.33 261,766.60
SALE 5/13/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 11.66
50366 5/18/10 423808 BMO CAPITAL MARKETS/EXECUTI 20,000.00 34.471 200.00 689,214.34 195,804.11
SALE 5/14/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 11.00
50366 5/19/10 423812 WILLIAMS CAPITAL GROUP 20,000.00 32.539 200.00 650,573.00 157,162.77
SALE 4/28/10 87612E10 TARGET CORP 143.11
51096 5/03/10 423759 PRINCETON SECURITIES GROUP 150,000.00 56.450 1,500.00 8,465,826.89 493,631.88
SALE 5/03/10 90254980 UAL CORP 55.98
51498 5/06/10 423771 MERRIMAN/OTC 150,000.00 22.079 1,500.00 3,310,324.02 42,349.02
SALE 5/04/10 90341W10 US AIRWAYS GROUP INC 47.56
51597 5/07/10 423775 ELECTRONIC BROKERAGE SYSTEM 400,000.00 7.036 2,000.00 2,812,432.44 67,241.85
SALE 5/14/10 90341W10 US AIRWAYS GROUP INC 47.55
51597 5/19/10 423812 LABRANCHE/SOFT 400,000.00 7.034 20,000.00 2,793,352.45 48,161.86
SALE 5/20/10 90341W10 US AIRWAYS GROUP INC 23.95
51597 5/25/10 423830 GRISWOLD COMPANY 200,000.00 7.085 2,000.00 1,414,956.05 42,360.76
SALE 5/20/10 90341W10 US AIRWAYS GROUP INC 23.93
51597 5/25/10 423830 ICAP CORPORATES LLC 200,000.00 7.078 2,000.00 1,413,596.07 41,000.78
SALE 5/24/10 90341W10 US AIRWAYS GROUP INC 12.32
51597 5/27/10 423839 CAPIS/SOFT 100,000.00 7.291 5,000.00 724,077.68 37,780.03
SALE 5/05/10 91126810 UNITED ONLINE INC 3.78
44855 5/10/10 423780 MERRIMAN/OTC 30,000.00 7.440 300.00 222,887.22 64,478.48
SALE 4/30/10 91136310 UNITED RENTALS INC. 24.67
39987 5/05/10 423767 GRISWOLD COMPANY 100,000.00 14.596 1,000.00 1,458,595.33 626,661.16
SALE 5/13/10 92241710 VEECO INSTRUMENTS INC 16.39
50424 5/18/10 423808 MERRIMAN/OTC 20,000.00 48.463 200.00 969,045.61 266,701.65
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 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 131
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/18/10 92343V10 VERIZON COMMUNICATIONS INC 97.51
51481 5/21/10 423822 LABRANCHE/SOFT 200,000.00 28.850 10,000.00 5,759,962.49 -94,605.84
SALE 5/19/10 92343V10 VERIZON COMMUNICATIONS INC 96.22
51481 5/24/10 423826 LABRANCHE/SOFT 200,000.00 28.469 10,000.00 5,683,683.78 -170,884.55
SALE 5/20/10 92343V10 VERIZON COMMUNICATIONS INC 94.82
51481 5/25/10 423830 PRINCETON SECURITIES GROUP 200,000.00 28.053 2,000.00 5,608,445.18 -246,123.16
SALE 5/21/10 92343V10 VERIZON COMMUNICATIONS INC 93.12
51481 5/26/10 423834 LABRANCHE/SOFT 200,000.00 27.552 10,000.00 5,500,206.88 -354,361.46
SALE 5/21/10 92343V10 VERIZON COMMUNICATIONS INC 46.67
51481 5/26/10 423834 PRINCETON SECURITIES GROUP 100,000.00 27.613 1,000.00 2,760,243.33 -167,040.84
SALE 5/25/10 92343V10 VERIZON COMMUNICATIONS INC 137.35
51481 5/28/10 423844 CAPIS/SOFT 300,000.00 27.091 15,000.00 8,112,252.65 -669,599.85
SALE 5/25/10 92553P20 VIACOM INC. "B" 53.23
51918 5/28/10 423844 MERIDIAN EQUITY PARTNERS 100,000.00 31.496 1,000.00 3,148,586.77 -213,943.23
SALE 5/06/10 93114210 WAL-MART STORES, INC. 45.49
39992 5/11/10 423784 BLAYLOCK ROBERT VAN LLC 50,000.00 53.828 500.00 2,690,874.51 669,063.54
SALE 4/30/10 G3673810 FRESH DEL MONTE 7.23
48670 5/05/10 423767 BMO CAPITAL MARKETS/EXECUTI 20,000.00 21.368 200.00 427,148.77 -27,761.66
SALE 5/06/10 G3673810 FRESH DEL MONTE 7.11
48670 5/11/10 423784 BLAYLOCK ROBERT VAN LLC 20,000.00 21.014 200.00 420,074.89 -34,835.54
SALE 5/25/10 G3673810 FRESH DEL MONTE 6.61
48670 5/28/10 423844 WILLIAMS CAPITAL GROUP 20,000.00 19.536 200.00 390,519.39 -64,391.04
SALE 4/28/10 H8912P10 TYCO ELECTRONICS LTD 25.90
47547 5/03/10 423759 BMO CAPITAL MARKETS/EXECUTI 50,000.00 30.649 500.00 1,531,944.10 753,883.88
SALE 4/30/10 H8912P10 TYCO ELECTRONICS LTD 27.01
47547 5/05/10 423767 BLAYLOCK ROBERT VAN LLC 50,000.00 31.960 500.00 1,597,447.99 819,387.77
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 132
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/05/10 H8912P10 TYCO ELECTRONICS LTD 26.04
47547 5/10/10 423780 WILLIAMS CAPITAL GROUP 50,000.00 30.809 500.00 1,539,933.96 761,873.74
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 14,710,000.00 5,978.11 353,309,531.83 22,502,550.26
364,360.00
SALES OF COMINGLED-FUND UNITS
-----------------------------
SALE 5/18/10 18538Q13 CLEARWIRE CORP NEW 2.09
51577 5/21/10 423778 INSTINET (PORTAL) 352,650.00 .349 1,763.25 121,450.57 121,450.22
SALE 5/19/10 18538Q13 CLEARWIRE CORP NEW 2.83
51577 5/24/10 423778 INSTINET (PORTAL) 550,814.00 .303 2,754.07 164,304.99 164,304.44
SALE 5/20/10 18538Q13 CLEARWIRE CORP NEW .40
51577 5/25/10 423778 INSTINET (PORTAL) 96,536.00 .243 482.68 22,994.48 22,994.38
-------------- ---------- -------------- --------------
SUBTOTAL UNIT-ASSET SALES: 1,000,000.00 5.32 308,750.04 308,749.04
5,000.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 15,710,000.00 5,983.43 353,618,281.87 22,811,299.30
369,360.00
END OF REPORT FOR: MULTI SECTOR COMMON A
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
LOGAN CIRCLE (5163) PAGE: 133
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 5/05/10 00104BAC AES EASTERN ENERGY 9.0000 8.231
51909 5/10/10 288914 LOGAN CIRCLE 1/02/17 188,918.04 104.00 196,474.76
PUR 4/27/10 001546AL AK STEEL CORP 7.6250 7.625
51924 5/11/10 288914 LOGAN CIRCLE 5/15/20 335,000.00 100.00 335,000.00
PUR 5/06/10 028865AA AMERICAN PETROLEUM TAN 10.2500 10.994
51989 5/17/10 288914 LOGAN CIRCLE 5/01/15 650,000.00 97.203 631,819.50
PUR 4/27/10 029229AA AMERICAN RENAL HOLDINGS 8.3750 8.500
51898 5/07/10 288914 LOGAN CIRCLE 5/15/18 100,000.00 99.280 99,280.00
PUR 5/07/10 029229AA AMERICAN RENAL HOLDINGS 8.3750 8.375
51898 5/12/10 288914 LOGAN CIRCLE 5/15/18 200,000.00 100.00 200,000.00
PUR 4/29/10 031652BB AMKOR TECH INC 7.3750 7.375
51814 5/04/10 288914 LOGAN CIRCLE 5/01/18 160,000.00 100.00 160,000.00
PUR 4/30/10 057590AA BAKRIE TELECOM 11.5000 11.500
51899 5/07/10 288914 LOGAN CIRCLE 5/07/15 400,000.00 100.00 400,000.00
PUR 4/29/10 12629YAA COOPER-STANDARD AUTOMOTIVE 8.5000 8.499
51922 5/11/10 288914 LOGAN CIRCLE 5/01/18 160,000.00 100.00 160,000.00
PUR 5/17/10 15672WAA CEQUEL COM CAP 8.6250 8.857
52002 5/20/10 288914 LOGAN CIRCLE 11/15/17 80,000.00 98.750 79,000.00
PUR 4/29/10 15672WAB CEQUEL COM CAP 8.6250 8.262
51813 5/04/10 288914 LOGAN CIRCLE 11/15/17 320,000.00 102.00 326,400.00
PUR 5/04/10 19190AAA COFFEYVILLE RESOURCE 9.0000 8.489
51393 5/07/10 288914 LOGAN CIRCLE 4/01/15 130,000.00 102.00 132,600.00
PUR 5/10/10 19767QAK HCA INC 9.0000 8.330
51965 5/13/10 288914 LOGAN CIRCLE 12/15/14 350,000.00 102.50 358,750.00
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 134
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/13/10 390064AL GREAT ATLANTIC & PACIFIC TE 11.3750 13.233
49197 5/18/10 288914 LOGAN CIRCLE 8/01/15 175,000.00 93.123 162,965.25
PUR 5/06/10 404119AU HCA INC 9.1250 7.854
51923 5/11/10 288914 LOGAN CIRCLE 11/15/14 700,000.00 104.75 733,250.00
PUR 5/18/10 43162RAA HILLMAN GROUP INC 10.8750 10.875
52120 5/28/10 288914 LOGAN CIRCLE 6/01/18 245,000.00 100.00 245,000.00
PUR 5/04/10 45974VB8 INTL LEASE FIN 6.6250 8.110
51900 5/07/10 288914 LOGAN CIRCLE 11/15/13 600,000.00 95.525 573,150.00
PUR 5/13/10 51508LAJ LANDRYS RESTAURANT INC 11.6250 9.891
50816 5/18/10 288914 LOGAN CIRCLE 12/01/15 100,000.00 107.25 107,250.00
PUR 4/22/10 538034AC LIVE NATION ENT 8.1250 8.124
51873 5/06/10 288914 LOGAN CIRCLE 5/15/18 80,000.00 100.00 80,000.00
PUR 5/12/10 55277BAA MCE FINANCE LTD 10.2500 10.500
51990 5/17/10 288914 LOGAN CIRCLE 5/15/18 750,000.00 98.671 740,032.50
PUR 4/29/10 629360AB NPC INTERNATIONAL INC 9.5000 9.044
48129 5/04/10 288914 LOGAN CIRCLE 5/01/14 75,000.00 101.50 76,125.00
PUR 4/28/10 640204AH NEIMAN MARCUS GROUP 10.3750 9.014
51783 5/03/10 288914 LOGAN CIRCLE 10/15/15 575,000.00 105.75 608,062.50
PUR 5/13/10 68383KAB OPTI CANADA INCORPORATED 8.2500 10.567
42391 5/18/10 288914 LOGAN CIRCLE 12/15/14 15,000.00 91.750 13,762.50
PUR 5/13/10 68383KAB OPTI CANADA INCORPORATED 8.2500 10.641
42391 5/18/10 288914 LOGAN CIRCLE 12/15/14 165,000.00 91.500 150,975.00
PUR 4/23/10 718592AK PHILLIPS VAN HEU 7.3750 7.375
51872 5/06/10 288914 LOGAN CIRCLE 5/15/20 700,000.00 100.00 700,000.00
PUR 4/29/10 723456AL PINNACLE ENTMNT 8.7500 8.749
51871 5/06/10 288914 LOGAN CIRCLE 5/15/20 160,000.00 100.00 160,000.00
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 5/01/10 THROUGH 5/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 135
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/30/10 723456AL PINNACLE ENTMNT 8.7500 8.693
51871 5/06/10 288914 LOGAN CIRCLE 5/15/20 315,000.00 100.37 316,181.25
PUR 5/03/10 74971XAB RRI ENERGY INC 7.6250 7.550
51874 5/06/10 288914 LOGAN CIRCLE 6/15/14 320,000.00 100.25 320,800.00
PUR 4/29/10 750829AB RAINBOW NATIONAL SERVICES 10.3750 8.880
43046 5/04/10 288914 LOGAN CIRCLE 9/01/14 130,000.00 105.25 136,825.00
PUR 4/28/10 761735AA REYNOLDS GRP ISS/REYNOLD 8.5000 8.499
51811 5/04/10 288914 LOGAN CIRCLE 5/15/18 250,000.00 100.00 250,000.00
PUR 4/28/10 761735AA REYNOLDS GRP ISS/REYNOLD 8.5000 8.412
51811 5/04/10 288914 LOGAN CIRCLE 5/15/18 225,000.00 100.50 226,125.00
PUR 4/29/10 81180WAA SEAGATE HDD CAYMAN 6.8750 6.875
51966 5/13/10 288914 LOGAN CIRCLE 5/01/20 150,000.00 100.00 150,000.00
PUR 4/30/10 869237AD SUSSER HOLDINGS 8.5000 8.750
51901 5/07/10 288914 LOGAN CIRCLE 5/15/16 150,000.00 98.845 148,267.50
PUR 5/05/10 882330AH TEXAS COMPETITIVE 11.2500 11.249
45627 5/05/10 288914 LOGAN CIRCLE 11/01/16 50.00 100.00 50.00
PUR 5/04/10 90928AAA UNITED AIRLINES 2007 PASS T 7.3360 9.074
50402 5/07/10 288914 LOGAN CIRCLE 7/02/19 431,835.18 89.000 384,333.31
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 9,385,803.22 9,362,479.07
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 9,385,803.22 9,362,479.07
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 5/01/10 THROUGH 5/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 136
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 4/29/10 031652BB AMKOR TECH INC 7.3750 7.375
51814 5/04/10 288914 LOGAN CIRCLE 5/01/18 160,000.00 100.50 160,800.00 800.00
SALE 5/19/10 032177AD AMSTED INDUSTRIES 8.1250 8.250
51161 5/24/10 288914 LOGAN CIRCLE 3/15/18 400,000.00 98.500 394,000.00 -3,094.08
SALE 4/30/10 12629YAA COOPER-STANDARD AUTOMOTIVE 8.5000 8.499
51922 5/11/10 288914 LOGAN CIRCLE 5/01/18 160,000.00 102.75 164,400.00 4,400.00
SALE 5/04/10 19190AAB COFFEYVILLE RESOURCE 10.8750 11.001
51392 5/07/10 288914 LOGAN CIRCLE 4/01/17 130,000.00 102.00 132,600.00 3,409.36
SALE 5/25/10 319963AT FIRST DATA CORP 10.5500 13.496
50509 5/28/10 288914 LOGAN CIRCLE 9/24/15 118,519.00 76.000 90,074.44 -15,437.44
SALE 4/28/10 35671DAS FREEPORT MCMORAN 8.3750 10.294
43646 5/03/10 288914 LOGAN CIRCLE 4/01/17 400,000.00 111.75 447,000.00 84,356.56
SALE 4/30/10 36318MAA GALAXY ENTERTAINMENT COMPAN 9.8750 15.728
42161 5/05/10 288914 LOGAN CIRCLE 12/15/12 650,000.00 105.17 683,605.00 112,800.43
SALE 5/10/10 404119AU HCA INC 9.1250 7.854
51923 5/13/10 288914 LOGAN CIRCLE 11/15/14 200,000.00 105.50 211,000.00 1,507.89
SALE 5/06/10 404121AA HCA INC 7.2500 7.375
51075 5/11/10 288914 LOGAN CIRCLE 9/15/20 520,000.00 100.75 523,900.00 8,618.90
SALE 5/14/10 421924BF HEALTHSOUTH CORP 10.7500 8.974
49836 5/19/10 288914 LOGAN CIRCLE 6/15/16 125,000.00 109.00 136,250.00 1,044.95
SALE 5/10/10 451102AF ICAHN ENTERPRISES/FIN 8.0000 8.125
50498 5/11/10 288914 LOGAN CIRCLE 1/15/18 200,000.00 95.250 190,500.00 -8,055.73
SALE 5/04/10 459745FV INTL LEASE FINANCE 8.6250 8.874
51222 5/07/10 288914 LOGAN CIRCLE 9/15/15 500,000.00 99.250 496,250.00 1,565.42
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 5/01/10 THROUGH 5/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 137
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/14/10 45974VB8 INTL LEASE FIN 6.6250 8.110
51900 5/14/10 288914 LOGAN CIRCLE 11/15/13 100,000.00 93.000 93,000.00 -2,548.86
SALE 5/25/10 55277BAA MCE FINANCE LTD 10.2500 10.500
51990 5/28/10 288914 LOGAN CIRCLE 5/15/18 125,000.00 98.000 122,500.00 -833.74
SALE 5/10/10 552953AE MGM MIRAGE INC 8.3750 12.247
49621 5/13/10 288914 LOGAN CIRCLE 2/01/11 100,000.00 100.87 100,875.00 3,487.07
SALE 5/13/10 553769AH MTR GAMING GROUP INC 12.6250 13.676
51251 5/18/10 288914 LOGAN CIRCLE 7/15/14 375,000.00 101.00 378,750.00 16,113.95
SALE 5/03/10 629377AU NRG ENERGY INC 7.3750 8.194
42188 5/06/10 288914 LOGAN CIRCLE 2/01/16 495,000.00 99.375 491,906.25 15,266.76
SALE 4/28/10 629855AN NALCO CO 8.2500 8.373
46697 5/03/10 288917 LOGAN CIRCLE 5/15/17 525,000.00 107.50 564,375.00 42,785.86
SALE 5/14/10 68385BAA OPTI CANADA INC 9.0000 10.157
49773 5/19/10 288914 LOGAN CIRCLE 12/15/12 210,000.00 101.50 213,150.00 8,559.85
SALE 5/06/10 70788AAA PENN VIRGINIA RESOURCE 8.2500 8.249
51696 5/11/10 288914 LOGAN CIRCLE 4/15/18 160,000.00 99.500 159,200.00 -800.00
SALE 5/24/10 779273AE ROUSE COMPANY 8.0000 19.338
42454 5/27/10 288914 LOGAN CIRCLE 4/30/11 250,000.00 112.50 281,250.00 68,578.35
SALE 5/18/10 80007PAH SANDRIDGE ENERGY INC 9.8750 10.749
47282 5/19/10 288914 LOGAN CIRCLE 5/15/16 100,000.00 101.50 101,500.00 5,291.51
SALE 5/24/10 80007PAH SANDRIDGE ENERGY INC 9.8750 10.749
47282 5/27/10 288914 LOGAN CIRCLE 5/15/16 45,000.00 100.50 45,225.00 1,928.96
SALE 5/24/10 80007PAH SANDRIDGE ENERGY INC 9.8750 10.749
47282 5/27/10 288914 LOGAN CIRCLE 5/15/16 285,000.00 100.00 285,000.00 10,791.77
SALE 4/30/10 81180WAA SEAGATE HDD CAYMAN 6.8750 6.875
51966 5/13/10 288914 LOGAN CIRCLE 5/01/20 95,000.00 100.37 95,356.25 356.25
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 138
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 4/30/10 81180WAA SEAGATE HDD CAYMAN 6.8750 6.875
51966 5/13/10 288914 LOGAN CIRCLE 5/01/20 55,000.00 100.37 55,206.25 206.25
SALE 4/30/10 869237AD SUSSER HOLDINGS 8.5000 8.750
51901 5/07/10 288914 LOGAN CIRCLE 5/15/16 150,000.00 100.50 150,750.00 2,482.50
SALE 5/18/10 88362RAA THERMON INDUSTRIES INC 9.5000 9.265
51770 5/21/10 288914 LOGAN CIRCLE 5/01/17 320,000.00 101.00 323,200.00 -561.35
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 6,953,519.00 7,091,623.19 363,021.39
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 6,953,519.00 7,091,623.19 363,021.39
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 5/01/10 THROUGH 5/31/10
POST ADVISORY (5164) PAGE: 139
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 5/05/10 023771R7 AMERICAN AIRLINES 13.0000 10.202
50051 5/10/10 288915 POST ADVISORY 8/01/16 326,693.94 113.02 369,229.49
PUR 5/19/10 030210AE AMERICAN TIRE DIST INC 9.7500 10.000
52123 5/28/10 288915 POST ADVISORY 6/01/17 1,600,000.00 98.760 1,580,160.00
PUR 4/30/10 04523XAA ASPECT SOFTWARE INC 10.6250 10.318
51904 5/07/10 288915 POST ADVISORY 5/15/17 275,000.00 101.50 279,125.00
PUR 4/30/10 04523XAA ASPECT SOFTWARE INC 10.6250 10.624
51904 5/07/10 288915 POST ADVISORY 5/15/17 1,100,000.00 100.00 1,100,000.00
PUR 5/12/10 056039AH BWAY CORP 10.0000 6.381
51969 5/13/10 288915 POST ADVISORY 4/15/14 1,425,000.00 112.37 1,601,343.75
PUR 5/10/10 09776NAB BON-TON DEPT STORES 10.2500 9.882
51429 5/13/10 288915 POST ADVISORY 3/15/14 475,000.00 101.12 480,343.75
PUR 5/20/10 09776NAB BON-TON DEPT STORES 10.2500 11.146
51429 5/25/10 288915 POST ADVISORY 3/15/14 400,000.00 97.250 389,000.00
PUR 5/24/10 17037NAC CHOCTAW RESORT DEVEL ENT 7.2500 12.807
52118 5/27/10 288915 POST ADVISORY 11/15/19 700,000.00 70.000 490,000.00
PUR 5/21/10 281023AU EDISON MISSION ENERGY 7.0000 14.580
52098 5/26/10 288915 POST ADVISORY 5/15/17 1,000,000.00 67.500 675,000.00
PUR 5/21/10 30250BAC FMG FINANCE PTY LTD 10.6250 8.477
52096 5/26/10 288915 POST ADVISORY 9/01/16 800,000.00 110.25 882,000.00
PUR 5/17/10 36190QAA GXS WORLDWIDE INC 9.7500 10.959
52045 5/20/10 288915 POST ADVISORY 6/15/15 650,000.00 95.375 619,937.50
PUR 5/17/10 36190QAA GXS WORLDWIDE INC 9.7500 10.993
52045 5/20/10 288915 POST ADVISORY 6/15/15 225,000.00 95.250 214,312.50
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 5/01/10 THROUGH 5/31/10
POST ADVISORY (5164) -Cont. PAGE: 140
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/21/10 36190QAA GXS WORLDWIDE INC 9.7500 11.512
52045 5/26/10 288915 POST ADVISORY 6/15/15 125,000.00 93.375 116,718.75
PUR 5/24/10 36190QAA GXS WORLDWIDE INC 9.7500 11.618
52045 5/27/10 288915 POST ADVISORY 6/15/15 350,000.00 93.000 325,500.00
PUR 5/05/10 451102AF ICAHN ENTERPRISES/FIN 8.0000 8.649
50497 5/10/10 288915 POST ADVISORY 1/15/18 650,000.00 96.395 626,567.50
PUR 4/22/10 488360AE KEMET CORP 10.5000 10.677
51834 5/05/10 288915 POST ADVISORY 5/01/18 1,000,000.00 99.063 990,625.00
PUR 5/10/10 552078BB LYONDELL CHEMICAL COMPANY 11.0000 9.892
51967 5/13/10 288915 POST ADVISORY 5/01/18 400,000.00 106.00 424,000.00
PUR 5/13/10 582411AF MCMORAN EXPLORATION CO 11.8750 10.520
51647 5/18/10 288915 POST ADVISORY 11/15/14 400,000.00 104.75 419,000.00
PUR 5/18/10 591324AJ METALS USA INC 11.1250 10.160
52057 5/21/10 288915 POST ADVISORY 12/01/15 475,000.00 104.00 494,000.00
PUR 5/21/10 591324AJ METALS USA INC 11.1250 10.635
52057 5/26/10 288915 POST ADVISORY 12/01/15 150,000.00 102.00 153,000.00
PUR 5/12/10 628530AK MYLAN INC 7.6250 7.627
52019 5/19/10 288915 POST ADVISORY 7/15/17 925,000.00 99.972 924,741.00
PUR 4/29/10 709600AB PENSON WORLDWIDE 12.5000 12.498
51876 5/06/10 288915 POST ADVISORY 5/15/17 850,000.00 100.00 850,000.00
PUR 5/25/10 750829AB RAINBOW NATIONAL SERVICES 10.3750 9.210
46015 5/28/10 288915 POST ADVISORY 9/01/14 325,000.00 104.00 338,000.00
PUR 5/07/10 84762LAE SPECTRUM BRANDS INC 12.0000 10.762
51939 5/12/10 288915 POST ADVISORY 8/28/19 750,000.00 107.12 803,437.50
PUR 5/05/10 882330AH TEXAS COMPETITIVE 11.2500 11.249
46040 5/05/10 288915 POST ADVISORY 11/01/16 39.00 100.00 39.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 15,376,732.94 15,146,080.74
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 15,376,732.94 15,146,080.74
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 5/01/10 THROUGH 5/31/10
POST ADVISORY (5164) -Cont. PAGE: 141
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 5/17/10 030210AA AMERICAN TIRE 7.4575 29.709
46581 5/28/10 288915 POST ADVISORY 4/01/12 1,200,000.00 100.40 1,204,800.00 389,001.01
SALE 5/03/10 053773AK AVIS BUDGET CAR 9.6250 9.875
51077 5/06/10 288915 POST ADVISORY 3/15/18 875,000.00 107.25 938,437.50 75,413.09
SALE 5/25/10 126304AZ CSC HOLDINGS INC 8.6250 9.173
44770 5/28/10 288915 POST ADVISORY 2/15/19 325,000.00 104.25 338,812.50 24,410.47
SALE 4/29/10 15671BAD CENVE0 CORP 8.8750 8.999
50718 5/04/10 288915 POST ADVISORY 2/01/18 550,000.00 103.50 569,250.00 23,134.41
SALE 4/29/10 27876GBH DISH DBS CORP 7.7500 8.634
42133 5/04/10 288915 POST ADVISORY 5/31/15 2,500,000.00 105.25 2,631,250.00 221,299.02
SALE 5/24/10 281023AN EDISON MISSION 7.5000 11.660
46583 5/27/10 288915 POST ADVISORY 6/15/13 1,000,000.00 87.500 875,000.00 -20,636.49
SALE 4/28/10 315292AD FERRELLGAS LP 6.7500 9.234
46574 5/03/10 288915 POST ADVISORY 5/01/14 500,000.00 98.750 493,750.00 34,464.66
SALE 5/05/10 345397VL FORD MOTOR CRED L P 8.7000 8.277
49670 5/10/10 288915 POST ADVISORY 10/01/14 800,000.00 105.75 846,000.00 33,852.25
SALE 5/05/10 60467XAC MIRANT NORTH AMER LL 7.3750 8.294
46615 5/10/10 288915 POST ADVISORY 12/31/13 2,000,000.00 102.87 2,057,500.00 114,551.45
SALE 5/12/10 628530AK MYLAN INC 7.6250 7.627
52019 5/19/10 288915 POST ADVISORY 7/15/17 925,000.00 101.00 934,250.00 9,509.00
SALE 4/29/10 681904AG OMNICARE INC 6.1250 7.801
46617 5/04/10 288915 POST ADVISORY 6/01/13 1,000,000.00 100.25 1,002,500.00 47,631.98
SALE 4/29/10 681904AJ OMNICARE INC 6.7500 7.933
46618 5/04/10 288915 POST ADVISORY 12/15/13 1,000,000.00 100.87 1,008,750.00 45,420.75
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 5/01/10 THROUGH 5/31/10
POST ADVISORY (5164) -Cont. PAGE: 142
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/05/10 812141AN SEALY MATTRESS CO 8.2500 21.013
46352 5/10/10 288915 POST ADVISORY 6/15/14 1,000,000.00 100.75 1,007,500.00 347,330.41
SALE 5/06/10 835834AA SORENSON COMMUNICATIONS 10.5000 11.583
51229 5/11/10 288915 POST ADVISORY 2/01/15 975,000.00 63.000 614,250.00 -322,810.89
SALE 5/07/10 835834AA SORENSON COMMUNICATIONS 10.5000 11.583
51229 5/12/10 288915 POST ADVISORY 2/01/15 650,000.00 63.000 409,500.00 -215,219.03
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 15,300,000.00 14,931,550.00 807,352.09
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 15,300,000.00 14,931,550.00 807,352.09
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 5/01/10 THROUGH 5/31/10
PIMCO (5166) PAGE: 143
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 4/27/10 029229AA AMERICAN RENAL HOLDINGS 8.3750 8.116
51903 5/07/10 288916 PIMCO 5/15/18 25,000.00 101.50 25,375.00
PUR 4/27/10 029229AA AMERICAN RENAL HOLDINGS 8.3750 8.500
51903 5/07/10 288916 PIMCO 5/15/18 75,000.00 99.280 74,460.00
PUR 4/27/10 029229AA AMERICAN RENAL HOLDINGS 8.3750 8.202
51903 5/07/10 288916 PIMCO 5/15/18 25,000.00 101.00 25,250.00
PUR 4/27/10 029229AA AMERICAN RENAL HOLDINGS 8.3750 8.166
51903 5/07/10 288916 PIMCO 5/15/18 25,000.00 101.21 25,302.50
PUR 5/19/10 030210AE AMERICAN TIRE DIST INC 9.7500 10.000
52119 5/28/10 288916 PIMCO 6/01/17 400,000.00 98.760 395,040.00
PUR 4/30/10 125581FW CIT GROUP INC 7.0000 8.006
49982 5/05/10 288916 PIMCO 5/01/16 500,000.00 95.250 476,250.00
PUR 5/04/10 125581FW CIT GROUP INC 7.0000 8.226
49982 5/07/10 288916 PIMCO 5/01/16 500,000.00 94.250 471,250.00
PUR 4/29/10 12629YAA COOPER-STANDARD AUTOMOTIVE 8.5000 8.499
51915 5/11/10 288916 PIMCO 5/01/18 150,000.00 100.00 150,000.00
PUR 5/03/10 12629YAA COOPER-STANDARD AUTOMOTIVE 8.5000 8.047
51915 5/11/10 288916 PIMCO 5/01/18 50,000.00 102.62 51,312.50
PUR 5/20/10 36186CBZ ALLY FINANCIAL INC 7.5000 8.481
52086 5/25/10 288916 PIMCO 12/31/13 500,000.00 97.000 485,000.00
PUR 5/05/10 44984WAA INEOS FINANCE 9.0000 9.000
51942 5/12/10 PIMCO 5/15/15 350,000.00 100.00 350,000.00
PUR 5/06/10 44984WAA INEOS FINANCE 9.0000 9.190
51942 5/12/10 288916 PIMCO 5/15/15 200,000.00 99.250 198,500.00
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 5/01/10 THROUGH 5/31/10
PIMCO (5166) -Cont. PAGE: 144
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/06/10 44984WAA INEOS FINANCE 9.0000 9.000
51942 5/12/10 288916 PIMCO 5/15/15 200,000.00 100.00 200,000.00
PUR 4/22/10 538034AC LIVE NATION ENT 8.1250 8.124
51869 5/06/10 288916 PIMCO 5/15/18 241,000.00 100.00 241,000.00
PUR 4/22/10 538034AC LIVE NATION ENT 8.1250 7.701
51869 5/06/10 288916 PIMCO 5/15/18 109,000.00 102.50 111,725.00
PUR 5/19/10 552953BF MGM MIRAGE INC 10.3750 8.634
52085 5/24/10 288916 PIMCO 5/15/14 500,000.00 105.75 528,750.00
PUR 5/17/10 65543AAB NORANDA ALUMINIUM ACQUIS 5.2744 5.373
51413 5/17/10 288916 PIMCO 5/15/15 17,801.00 100.00 17,801.00
PUR 4/23/10 718592AK PHILLIPS VAN HEU 7.3750 6.954
51870 5/06/10 288916 PIMCO 5/15/20 58,000.00 103.00 59,740.00
PUR 4/23/10 718592AK PHILLIPS VAN HEU 7.3750 7.375
51870 5/06/10 288916 PIMCO 5/15/20 167,000.00 100.00 167,000.00
PUR 4/26/10 718592AK PHILLIPS VAN HEU 7.3750 7.092
51870 5/06/10 288916 PIMCO 5/15/20 25,000.00 102.00 25,500.00
PUR 4/27/10 718592AK PHILLIPS VAN HEU 7.3750 7.127
51870 5/06/10 288916 PIMCO 5/15/20 25,000.00 101.75 25,437.50
PUR 4/28/10 761735AA REYNOLDS GRP ISS/REYNOLD 8.5000 8.499
51810 5/04/10 288916 PIMCO 5/15/18 1,000,000.00 100.00 1,000,000.00
PUR 5/05/10 882330AH TEXAS COMPETITIVE 11.2500 11.249
45878 5/05/10 PIMCO 11/01/16 5,648.00 100.00 5,648.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 5,148,449.00 5,110,341.50
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 5,148,449.00 5,110,341.50
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 5/01/10 THROUGH 5/31/10
PIMCO (5166) -Cont. PAGE: 145
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 5/03/10 80007PAF SANDRIDGE ENERGY INC 8.6250 15.659
44473 5/06/10 288916 PIMCO 4/01/15 350,000.00 101.25 354,375.00 86,604.71
SALE 5/03/10 878742AQ TECK RESOURCES LIMITED 10.7500 11.080
48247 5/06/10 288916 PIMCO 5/15/19 750,000.00 124.62 934,687.50 198,652.05
SALE 5/03/10 909317BE UNITED AIRLINES INC 9.7500 9.476
49835 5/06/10 288916 PIMCO 1/15/17 1,000,000.00 109.00 1,090,000.00 76,916.68
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 2,100,000.00 2,379,062.50 362,173.44
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 2,100,000.00 2,379,062.50 362,173.44
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 5/01/10 THROUGH 5/31/10
NOMURA (5167) PAGE: 146
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 4/29/10 031652BB AMKOR TECH INC 7.3750 7.312
51803 5/04/10 288917 NOMURA 5/01/18 600,000.00 100.37 602,250.00
PUR 4/29/10 031652BB AMKOR TECH INC 7.3750 7.375
51803 5/04/10 288917 NOMURA 5/01/18 475,000.00 100.00 475,000.00
PUR 5/05/10 031652BB AMKOR TECH INC 7.3750 7.629
51803 5/10/10 288917 NOMURA 5/01/18 75,000.00 98.500 73,875.00
PUR 5/05/10 031652BB AMKOR TECH INC 7.3750 7.629
51803 5/10/10 288917 NOMURA 5/01/18 25,000.00 98.500 24,625.00
PUR 4/29/10 125581FU CIT GROUP INC 7.0000 7.921
50021 5/04/10 288917 NOMURA 5/01/14 225,000.00 96.875 217,968.75
PUR 4/29/10 125581FU CIT GROUP INC 7.0000 8.033
50021 5/04/10 288917 NOMURA 5/01/14 175,000.00 96.500 168,875.00
PUR 4/29/10 125581FW CIT GROUP INC 7.0000 7.951
51805 5/04/10 288917 NOMURA 5/01/16 175,000.00 95.500 167,125.00
PUR 5/21/10 125581FW CIT GROUP INC 7.0000 9.148
51805 5/26/10 288917 NOMURA 5/01/16 50,000.00 90.250 45,125.00
PUR 4/29/10 125581FX CIT GROUP INC 7.0000 7.890
51806 5/04/10 288917 NOMURA 5/01/17 400,000.00 95.250 381,000.00
PUR 4/29/10 125581FX CIT GROUP INC 7.0000 7.987
51806 5/04/10 288917 NOMURA 5/01/17 400,000.00 94.750 379,000.00
PUR 4/29/10 125581FX CIT GROUP INC 7.0000 7.842
51806 5/04/10 288917 NOMURA 5/01/17 225,000.00 95.500 214,875.00
PUR 4/29/10 12629YAA COOPER-STANDARD AUTOMOTIVE 8.5000 8.499
51916 5/11/10 288917 NOMURA 5/01/18 350,000.00 100.00 350,000.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
NOMURA (5167) -Cont. PAGE: 147
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/20/10 15672WAA CEQUEL COM CAP 8.6250 9.381
52000 5/25/10 288917 NOMURA 11/15/17 25,000.00 96.000 24,000.00
PUR 5/20/10 15672WAA CEQUEL COM CAP 8.6250 9.527
52000 5/25/10 288917 NOMURA 11/15/17 75,000.00 95.250 71,437.50
PUR 4/29/10 15672WAB CEQUEL COM CAP 8.6250 8.262
51804 5/04/10 288917 NOMURA 11/15/17 850,000.00 102.00 867,000.00
PUR 5/05/10 18538AAA CLEARWIRE COMM 12.0000 11.964
51908 5/10/10 288917 NOMURA 12/01/15 150,000.00 100.12 150,187.50
PUR 5/05/10 18538AAA CLEARWIRE COMM 12.0000 11.933
51908 5/10/10 288917 NOMURA 12/01/15 100,000.00 100.25 100,250.00
PUR 5/05/10 18538AAA CLEARWIRE COMM 12.0000 11.933
51908 5/10/10 288917 NOMURA 12/01/15 100,000.00 100.25 100,250.00
PUR 5/14/10 319963AP FIRST DATA CORP 9.8750 13.638
44687 5/19/10 288917 NOMURA 9/24/15 50,000.00 86.000 43,000.00
PUR 5/07/10 345370CA FORD MTR CO 7.4500 8.698
51937 5/12/10 288917 NOMURA 7/16/31 125,000.00 88.000 110,000.00
PUR 5/21/10 345370CA FORD MTR CO 7.4500 9.084
52099 5/26/10 288917 NOMURA 7/16/31 25,000.00 84.750 21,187.50
PUR 5/21/10 35687MAK FREESCALE SEMICONDUCTOR 9.1250 12.313
52100 5/26/10 288917 NOMURA 12/15/14 50,000.00 89.125 44,562.50
PUR 5/10/10 382550AU GOODYEAR TIRE & RUBBER 9.0000 8.267
51974 5/13/10 288917 NOMURA 7/01/15 50,000.00 103.00 51,500.00
PUR 5/07/10 413627BL HARRAHS OPERATING CO INC 11.2500 10.582
51936 5/12/10 288917 NOMURA 6/01/17 125,000.00 103.25 129,062.50
PUR 4/21/10 488360AE KEMET CORP 10.5000 10.749
51828 5/05/10 288917 NOMURA 5/01/18 100,000.00 98.685 98,685.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
NOMURA (5167) -Cont. PAGE: 148
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/20/10 532716AS LIMITED BRANDS 7.0000 7.000
51807 5/04/10 288917 NOMURA 5/01/20 125,000.00 100.00 125,000.00
PUR 4/22/10 538034AC LIVE NATION ENT 8.1250 7.785
51865 5/06/10 288917 NOMURA 5/15/18 50,000.00 102.00 51,000.00
PUR 4/22/10 538034AC LIVE NATION ENT 8.1250 8.124
51865 5/06/10 288917 NOMURA 5/15/18 100,000.00 100.00 100,000.00
PUR 5/21/10 552953BP MGM MIRAGE INC 9.0000 9.074
51136 5/26/10 288917 NOMURA 3/15/20 75,000.00 99.500 74,625.00
PUR 5/12/10 628530AK MYLAN INC 7.6250 7.627
52016 5/19/10 288917 NOMURA 7/15/17 225,000.00 99.972 224,937.00
PUR 5/12/10 628530AL MYLAN INC 7.8750 7.877
52017 5/19/10 288917 NOMURA 7/15/20 325,000.00 99.970 324,902.50
PUR 4/28/10 70336TAC PATRIOT COAL CORP 8.2500 8.371
51829 5/05/10 288917 NOMURA 4/30/18 325,000.00 99.279 322,656.75
PUR 4/29/10 709600AB PENSON WORLDWIDE 12.5000 12.498
51866 5/06/10 288917 NOMURA 5/15/17 350,000.00 100.00 350,000.00
PUR 4/29/10 709600AB PENSON WORLDWIDE 12.5000 11.909
51866 5/06/10 288917 NOMURA 5/15/17 100,000.00 102.75 102,750.00
PUR 4/23/10 718592AK PHILLIPS VAN HEU 7.3750 7.375
51867 5/06/10 288917 NOMURA 5/15/20 175,000.00 100.00 175,000.00
PUR 4/29/10 723456AL PINNACLE ENTMNT 8.7500 8.749
51868 5/06/10 288917 NOMURA 5/15/20 500,000.00 100.00 500,000.00
PUR 5/25/10 723456AL PINNACLE ENTMNT 8.7500 9.785
51868 5/28/10 288917 NOMURA 5/15/20 50,000.00 93.500 46,750.00
PUR 5/25/10 723456AL PINNACLE ENTMNT 8.7500 9.743
51868 5/28/10 288917 NOMURA 5/15/20 50,000.00 93.750 46,875.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
NOMURA (5167) -Cont. PAGE: 149
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/21/10 726505AG PLAINS EXPLORATION 10.0000 9.087
44988 5/26/10 288917 NOMURA 3/01/16 125,000.00 104.00 130,000.00
PUR 5/21/10 726505AG PLAINS EXPLORATION 10.0000 9.087
44988 5/26/10 288917 NOMURA 3/01/16 125,000.00 104.00 130,000.00
PUR 5/12/10 767754BV RITE AID CORP 10.3750 9.259
51988 5/17/10 288917 NOMURA 7/15/16 75,000.00 105.12 78,843.75
PUR 5/20/10 767754BV RITE AID CORP 10.3750 10.036
51988 5/25/10 288917 NOMURA 7/15/16 50,000.00 101.50 50,750.00
PUR 4/29/10 81180WAA SEAGATE HDD CAYMAN 6.8750 6.875
51973 5/13/10 288917 NOMURA 5/01/20 525,000.00 100.00 525,000.00
PUR 4/30/10 81180WAA SEAGATE HDD CAYMAN 6.8750 6.857
51973 5/13/10 288917 NOMURA 5/01/20 500,000.00 100.12 500,625.00
PUR 4/29/10 832248AS SMITHFIELD FOODS INC 10.0000 6.573
47630 5/04/10 288917 NOMURA 7/15/14 175,000.00 112.37 196,656.25
PUR 5/24/10 852061AF SPRINT NEXTEL 8.3750 8.750
48110 5/27/10 288917 NOMURA 8/15/17 100,000.00 98.000 98,000.00
PUR 5/24/10 852061AF SPRINT NEXTEL 8.3750 8.703
48110 5/27/10 288917 NOMURA 8/15/17 100,000.00 98.250 98,250.00
PUR 5/24/10 852061AF SPRINT NEXTEL 8.3750 8.799
48110 5/27/10 288917 NOMURA 8/15/17 150,000.00 97.750 146,625.00
PUR 4/21/10 85375CAX STANDARD PACIFIC CORP 8.3750 8.374
51785 5/03/10 288917 NOMURA 5/15/18 200,000.00 100.00 200,000.00
PUR 4/22/10 85375CAX STANDARD PACIFIC CORP 8.3750 8.245
51785 5/03/10 288917 NOMURA 5/15/18 25,000.00 100.75 25,187.50
PUR 4/22/10 85375CAX STANDARD PACIFIC CORP 8.3750 8.266
51785 5/03/10 288917 NOMURA 5/15/18 25,000.00 100.62 25,156.25
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
NOMURA (5167) -Cont. PAGE: 150
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/22/10 85375CAX STANDARD PACIFIC CORP 8.3750 8.266
51785 5/03/10 288917 NOMURA 5/15/18 50,000.00 100.62 50,312.50
PUR 4/22/10 85375CAX STANDARD PACIFIC CORP 8.3750 8.288
51785 5/03/10 288917 NOMURA 5/15/18 50,000.00 100.50 50,250.00
PUR 4/30/10 869237AD SUSSER HOLDINGS 8.5000 8.258
51902 5/07/10 288917 NOMURA 5/15/16 500,000.00 101.12 505,625.00
PUR 4/30/10 869237AD SUSSER HOLDINGS 8.5000 8.232
51902 5/07/10 288917 NOMURA 5/15/16 250,000.00 101.25 253,125.00
PUR 4/30/10 869237AD SUSSER HOLDINGS 8.5000 8.258
51902 5/07/10 288917 NOMURA 5/15/16 250,000.00 101.12 252,812.50
PUR 4/30/10 869237AD SUSSER HOLDINGS 8.5000 8.750
51902 5/07/10 288917 NOMURA 5/15/16 175,000.00 98.845 172,978.75
PUR 4/30/10 869237AD SUSSER HOLDINGS 8.5000 8.285
51902 5/07/10 288917 NOMURA 5/15/16 150,000.00 101.00 151,500.00
PUR 5/03/10 869237AD SUSSER HOLDINGS 8.5000 8.179
51902 5/07/10 288917 NOMURA 5/15/16 75,000.00 101.50 76,125.00
PUR 5/03/10 869237AD SUSSER HOLDINGS 8.5000 8.258
51902 5/07/10 288917 NOMURA 5/15/16 75,000.00 101.12 75,843.75
PUR 5/21/10 87264MAB TRW AUTOMOTIVE INC 7.2500 8.121
46686 5/26/10 288917 NOMURA 3/15/17 100,000.00 95.500 95,500.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 11,300,000.00 11,244,503.75
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 11,300,000.00 11,244,503.75
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
NOMURA (5167) -Cont. PAGE: 151
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 4/30/10 00208JAC ATP OIL & GAS CORPORATION 11.8750 11.797
51669 5/05/10 288917 NOMURA 5/01/15 75,000.00 100.00 75,000.00 -214.52
SALE 4/30/10 00208JAC ATP OIL & GAS CORPORATION 11.8750 11.797
51669 5/05/10 288917 NOMURA 5/01/15 75,000.00 99.500 74,625.00 -589.52
SALE 4/30/10 00208JAC ATP OIL & GAS CORPORATION 11.8750 11.797
51669 5/05/10 288917 NOMURA 5/01/15 125,000.00 99.500 124,375.00 -982.53
SALE 5/06/10 00208JAC ATP OIL & GAS CORPORATION 11.8750 11.797
51669 5/11/10 288917 NOMURA 5/01/15 100,000.00 92.000 92,000.00 -8,280.12
SALE 5/04/10 038521AD ARAMARK CORPORATION 8.5000 9.951
42989 5/07/10 288917 NOMURA 2/01/15 655,000.00 103.00 674,650.00 55,015.22
SALE 5/05/10 09069NAA BIOSCRIP INC 10.2500 10.249
51263 5/10/10 288917 NOMURA 10/01/15 125,000.00 101.50 126,875.00 1,875.00
SALE 5/04/10 12629YAA COOPER-STANDARD AUTOMOTIVE 8.5000 8.499
51916 5/11/10 288917 NOMURA 5/01/18 125,000.00 102.37 127,968.75 2,968.75
SALE 5/13/10 12629YAA COOPER-STANDARD AUTOMOTIVE 8.5000 8.499
51916 5/18/10 288917 NOMURA 5/01/18 225,000.00 101.75 228,937.50 3,937.50
SALE 5/19/10 165167BG CHESAPEAKE ENERGY 7.5000 13.827
44065 5/24/10 288917 NOMURA 6/15/14 50,000.00 102.70 51,350.00 10,937.39
SALE 5/14/10 292680AC ENERGY FUTURE 11.3750 16.553
44545 5/19/10 288917 NOMURA 11/01/17 100,000.00 78.500 78,500.00 2,330.87
SALE 5/05/10 315295AE FERRELL GAS LP/FERRELLGAS 8.6250 8.622
51500 5/10/10 288917 NOMURA 6/15/20 50,000.00 102.00 51,000.00 1,000.00
SALE 5/05/10 315295AE FERRELL GAS LP/FERRELLGAS 8.6250 8.622
51500 5/10/10 288917 NOMURA 6/15/20 50,000.00 102.00 51,000.00 1,000.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
NOMURA (5167) -Cont. PAGE: 152
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/06/10 319963AP FIRST DATA CORP 9.8750 15.842
44687 5/11/10 288917 NOMURA 9/24/15 150,000.00 86.750 130,125.00 11,761.06
SALE 5/13/10 345370CA FORD MTR CO 7.4500 8.698
51937 5/18/10 288917 NOMURA 7/16/31 125,000.00 92.000 115,000.00 4,994.75
SALE 5/17/10 370442BT GENERAL MOTORS LIQUIDATION 8.3750 44.968
44289 5/20/10 288917 NOMURA 7/15/33 150,000.00 36.000 54,000.00 26,190.18
SALE 5/17/10 370442BT GENERAL MOTORS LIQUIDATION 8.3750 44.968
44289 5/20/10 288917 NOMURA 7/15/33 225,000.00 35.875 80,718.75 39,004.02
SALE 4/28/10 404119AU HCA INC 9.1250 9.078
43902 5/03/10 288917 NOMURA 11/15/14 325,000.00 106.12 344,906.25 19,363.00
SALE 5/06/10 410345AF HANESBRANDS INC 8.0000 7.909
49971 5/11/10 288917 NOMURA 12/15/16 150,000.00 103.75 155,625.00 4,954.38
SALE 4/28/10 421924BF HEALTHSOUTH CORP 10.7500 8.860
49768 5/03/10 288917 NOMURA 6/15/16 150,000.00 109.37 164,062.50 922.77
SALE 5/19/10 44701QAT HUNTSMAN INTERNATIONAL L 8.6250 8.625
51172 5/24/10 288917 NOMURA 3/15/20 400,000.00 95.250 381,000.00 -19,000.00
SALE 5/13/10 460933AJ INTERNATIONAL WIRE GROUP 9.7500 9.999
51697 5/18/10 288917 NOMURA 4/15/15 125,000.00 100.50 125,625.00 1,829.53
SALE 4/27/10 488360AE KEMET CORP 10.5000 10.749
51828 5/05/10 288917 NOMURA 5/01/18 100,000.00 99.000 99,000.00 315.00
SALE 5/19/10 554273AC MACDERMID INC 9.5000 10.691
42206 5/24/10 288917 NOMURA 4/15/17 100,000.00 100.75 100,750.00 6,476.05
SALE 5/06/10 60877UAC MOMENTIVE PERFORMANCE 9.7500 14.598
42207 5/11/10 288917 NOMURA 12/01/14 75,000.00 101.50 76,125.00 12,936.33
SALE 5/17/10 628530AK MYLAN INC 7.6250 7.627
52016 5/20/10 288917 NOMURA 7/15/17 225,000.00 101.37 228,093.75 3,156.40
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 5/01/10 THROUGH 5/31/10
NOMURA (5167) -Cont. PAGE: 153
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/04/10 67090FAD NUVEEN INVESTMENTS INC 10.5000 20.327
50168 5/07/10 288917 NOMURA 11/15/15 650,000.00 100.00 650,000.00 206,428.31
SALE 5/13/10 67090FAD NUVEEN INVESTMENTS INC 10.5000 20.327
50168 5/18/10 288917 NOMURA 11/15/15 125,000.00 97.250 121,562.50 36,128.59
SALE 5/19/10 67090FAD NUVEEN INVESTMENTS INC 10.5000 20.327
50168 5/24/10 288917 NOMURA 11/15/15 50,000.00 92.500 46,250.00 12,053.35
SALE 5/19/10 67090FAD NUVEEN INVESTMENTS INC 10.5000 20.327
50168 5/24/10 288917 NOMURA 11/15/15 25,000.00 92.500 23,125.00 6,026.68
SALE 5/03/10 68383KAB OPTI CANADA INCORPORATED 8.2500 10.227
45720 5/06/10 288917 NOMURA 12/15/14 75,000.00 96.000 72,000.00 2,354.85
SALE 5/17/10 68383KAB OPTI CANADA INCORPORATED 8.2500 10.227
45720 5/20/10 288917 NOMURA 12/15/14 25,000.00 89.500 22,375.00 -853.20
SALE 5/19/10 716745AB PETROPLUS FINANCE 7.0000 9.771
42283 5/24/10 288917 NOMURA 5/01/17 175,000.00 87.000 152,250.00 1,288.01
SALE 4/30/10 880779AU TEREX CORP 8.0000 11.578
44603 5/05/10 288917 NOMURA 11/15/17 250,000.00 98.000 245,000.00 39,159.82
SALE 5/04/10 904201AA UMBRELLA ACQUISITION INC 10.5000 28.724
42020 5/06/10 288917 NOMURA 3/15/15 336,470.00 91.000 306,187.70 125,479.24
SALE 5/05/10 913405AF UNIVERSAL CITY DEVELOPMENT 10.8750 11.003
49585 5/10/10 288917 NOMURA 11/15/16 350,000.00 106.25 371,875.00 23,927.97
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 6,116,470.00 5,821,937.70 633,895.13
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 6,116,470.00 5,821,937.70 633,895.13
END OF REPORT FOR: NOMURA
S T A T E O F N E W J E R S E Y 5168
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/10 THROUGH 5/31/10
ALTERNATIVE INVESTMENTS COMMON B (5168) PAGE: 154
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# Y DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 5/03/10 99MSCZAM OCH-ZIFF CAPITAL
51468 5/03/10 26 ALTERNATIVE INV CAPITAL CAL 45,509,802.00 1.000 45,509,802.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 45,509,802.00 45,509,802.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 45,509,802.00 45,509,802.00
END OF REPORT FOR: ALTERNATIVE INVESTMENTS COMMON B