S T A T E O F N E W J E R S E Y 1862
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
TRUSTEES FOR THE SUP OF PUB SCHS (1862) PAGE: 1
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 10/14/10 9127952L U.S. TREASURY BILLS .1670 .167
53878 10/14/10 289239 RBC CAPITAL (DOMESTIC) 4/14/11 65,125,000.00 99.916 65,070,016.41
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 65,125,000.00 65,070,016.41
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 65,125,000.00 65,070,016.41
END OF REPORT FOR: TRUSTEES FOR THE SUP OF PUB SCHS
S T A T E O F N E W J E R S E Y 4300
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
DCP EQUITY (4300) PAGE: 2
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
PURCHASE OF STOCK AND OTHER EQUITIES
PUR 10/18/10 50240320 LTX-CREDENCE CORP
53880 10/21/10 424280 JANNEY MONTGOMERY SCOTT 2,043.00 6.220 20.43 12,727.89
SUBTOTAL STOCK PURCHASES: 2,043.00 12,727.89
20.43
TOTAL FUND PURCHASES: 2,043.00 12,727.89
20.43
SALES OF STOCK AND OTHER EQUITIES
SALE 10/15/10 00128210 A. H. BELO CORP. - A .06
40163 10/20/10 424274 DEUTSCHE BANK AG (DOMESTIC) 500.00 7.680 15.00 3,824.94 -5,629.37
SALE 10/15/10 02313910 AMBAC FINANCIAL GROUP, INC. .11
22531 10/20/10 424274 DEUTSCHE BANK AG (DOMESTIC) 6,000.00 1.060 180.00 6,181.09 -369,988.91
SALE 10/15/10 04363210 ASCENT MEDIA CORP. CL A .12
43236 10/20/10 424274 JANNEY MONTGOMERY SCOTT 250.00 28.250 7.50 7,054.88 -328.36
SALE 10/15/10 07020310 BASSETT FURNITURE INDUSTRIE .21
8819 10/20/10 424274 JANNEY MONTGOMERY SCOTT 2,500.00 4.909 75.00 12,196.79 -47,053.21
SALE 10/18/10 17123210 CHUBB CORP. (THE) 9.78
18428 10/21/10 424281 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 57.830 400.00 577,891.22 384,059.77
SALE 10/15/10 26831510 EDCI HOLDINGS, INC. .06
42625 10/20/10 424274 JANNEY MONTGOMERY SCOTT 1,000.00 3.370 30.00 3,339.94 -232,365.06
SALE 10/18/10 45814010 INTEL CORP 9.67
18316 10/19/10 424275 JANNEY MONTGOMERY SCOTT 30,000.00 19.060 900.00 570,890.33 263,332.13
SALE 10/29/10 45884X10 INTERMUNE INC .49
50934 11/03/10 424323 JANNEY MONTGOMERY SCOTT 2,048.00 14.040 61.44 28,692.19 -2,017.37
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 10/01/10 THROUGH 10/31/10
DCP EQUITY (4300) -Cont. PAGE: 3
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/15/10 46204410 ION GEOPHYSICAL CORP. .17
38398 10/20/10 424274 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 5.080 60.00 10,099.83 -20,000.17
SALE 10/15/10 50240320 LTX-CREDENCE CORP .32
53880 10/20/10 424274 JANNEY MONTGOMERY SCOTT 3,064.00 6.130 91.92 18,690.08 -65,967.01
SALE 10/15/10 52729N10 LEVEL 3 COMMUNICATIONS, INC .09
16968 10/20/10 424274 JANNEY MONTGOMERY SCOTT 6,000.00 .885 60.00 5,248.11 -415,768.29
SALE 10/15/10 58013510 MCDONALD'S CORP. 26.12
4802 10/20/10 424274 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 77.292 800.00 1,545,021.88 1,160,995.32
SALE 10/15/10 60268220 MINDSPEED TECHNOLOGIES, INC .17
41674 10/20/10 424274 JANNEY MONTGOMERY SCOTT 1,200.00 7.945 36.00 9,497.83 6,829.85
SALE 10/15/10 60467R10 MIRANT CORP. .11
32967 10/20/10 424274 DEUTSCHE BANK AG (DOMESTIC) 616.00 10.430 18.48 6,406.29 -115,341.50
SALE 10/15/10 64007910 NEENAH PAPER, INC. .23
29263 10/20/10 424274 DEUTSCHE BANK AG (DOMESTIC) 833.00 16.056 24.99 13,349.09 -11,330.36
SALE 10/15/10 68371830 OPENWAVE SYSTEMS INC. .03
26196 10/20/10 424274 JANNEY MONTGOMERY SCOTT 800.00 1.730 24.00 1,359.97 -311,840.03
SALE 10/15/10 70336T10 PATRIOT COAL CORP. .18
38750 10/20/10 424274 DEUTSCHE BANK AG (DOMESTIC) 800.00 13.250 24.00 10,575.82 8,790.34
SALE 10/15/10 71714F10 PHARMERICA CORP. .14
37963 10/20/10 424274 DEUTSCHE BANK AG (DOMESTIC) 833.00 9.700 24.99 8,054.97 196.92
SALE 10/15/10 76775410 RITE AID CORP. .17
10632 10/20/10 424274 DEUTSCHE BANK AG (DOMESTIC) 11,000.00 .890 330.00 9,457.63 -427,237.97
SALE 10/21/10 80706610 SCHOLASTIC CORP. 4.99
19525 10/26/10 424296 JANNEY MONTGOMERY SCOTT 10,000.00 29.521 300.00 294,906.01 -74,468.99
SALE 10/15/10 85388710 STANDARD REGISTER CO. (THE) .13
8658 10/20/10 424274 DEUTSCHE BANK AG (DOMESTIC) 2,500.00 3.100 75.00 7,674.87 -33,725.13
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 111,944.00 53.35 3,150,413.76 -308,857.40
3,538.32
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 111,944.00 53.35 3,150,413.76 -308,857.40
3,538.32
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 10/01/10 THROUGH 10/31/10
DCP EQUITY (4300) -Cont. PAGE: 4
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
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 10/01/10 THROUGH 10/31/10
DCP SMALL CAP. (EQUITY) (4302) PAGE: 5
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 10/18/10 15678210 CERNER CORP. 14.48
25885 10/21/10 424282 JANNEY MONTGOMERY SCOTT 10,000.00 85.637 300.00 856,058.52 676,090.02
SALE 10/01/10 28176E10 EDWARDS LIFESCIENCES CORP. 22.73
19006 10/06/10 424229 BARCLAYS CAPITAL (DOMESTIC) 19,991.00 67.268 799.64 1,343,932.22 1,148,485.71
SALE 10/29/10 45884X10 INTERMUNE INC .49
50933 11/03/10 424322 JANNEY MONTGOMERY SCOTT 2,048.00 14.040 61.44 28,692.19 -2,017.37
SALE 10/29/10 56845T30 MARINER ENERGY, INC. 3.39
33502 11/03/10 424322 DEUTSCHE BANK AG (DOMESTIC) 8,093.00 24.822 242.79 200,639.88 97,339.02
SALE 10/18/10 75025N10 RADIANT SYSTEMS, INC. 10.04
16695 10/21/10 424282 JANNEY MONTGOMERY SCOTT 30,000.00 19.785 900.00 592,624.96 346,957.28
SALE 10/19/10 75025N10 RADIANT SYSTEMS, INC. 8.16
16695 10/22/10 424287 JANNEY MONTGOMERY SCOTT 25,000.00 19.297 750.00 481,664.34 276,941.27
SALE 10/21/10 80706610 SCHOLASTIC CORP. 7.49
08429 10/26/10 424297 JANNEY MONTGOMERY SCOTT 15,000.00 29.521 450.00 442,359.01 47,056.51
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 110,132.00 66.78 3,945,971.12 2,590,852.44
3,503.87
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 110,132.00 66.78 3,945,971.12 2,590,852.44
3,503.87
END OF REPORT FOR: DCP SMALL CAP. (EQUITY)
S T A T E O F N E W J E R S E Y 4305
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
DCP FIXED INCOME (4305) PAGE: 6
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 10/04/10 9128276T UNITED STATES TREAS NTS 5.0000 3.866
29862 10/06/10 289234 CREDIT SUISSE SEC (USA) LLC 2/15/11 500,000.00 101.71 508,592.08 6,634.46
SALE 10/04/10 912828LC UNITED STATES TREAS NTS 2.6250 2.455
48279 10/06/10 289234 CREDIT SUISSE SEC (USA) LLC 7/31/14 500,000.00 106.64 533,220.98 30,155.61
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 1,000,000.00 1,041,813.06 36,790.07
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 1,000,000.00 1,041,813.06 36,790.07
END OF REPORT FOR: DCP FIXED INCOME
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) PAGE: 7
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 10/07/10 00206R10 AT&T INC
53582 10/13/10 424247 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 28.310 60.00 56,680.00
PUR 10/08/10 00206R10 AT&T INC
53582 10/14/10 424251 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 28.200 30.00 28,230.00
PUR 10/12/10 00206R10 AT&T INC
53582 10/15/10 424259 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 28.360 30.00 28,390.00
PUR 10/05/10 02581610 AMERICAN EXPRESS CO
51889 10/08/10 424237 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 38.250 60.00 76,560.00
PUR 10/05/10 02581610 AMERICAN EXPRESS CO
51889 10/08/10 424237 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 38.120 30.00 38,150.00
PUR 10/05/10 02581610 AMERICAN EXPRESS CO
51889 10/08/10 424237 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 39.200 90.00 117,690.00
-------------- ====== ---------- -------------- --------------
3 INTRA-DAY TRANSACTIONS SUBTOTAL: 6,000.00 38.703 232,400.00
180.00
PUR 10/25/10 02581610 AMERICAN EXPRESS CO
51889 10/28/10 424304 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 39.180 30.00 39,210.00
PUR 10/15/10 03760410 APOLLO GROUP INC-CL A
53898 10/20/10 424272 KEYBANC CAPITAL MKTS INC 15,000.00 36.620 450.00 549,750.00
PUR 10/25/10 03760410 APOLLO GROUP INC-CL A
53898 10/28/10 424304 CREDIT SUISSE SEC (AES) 2,000.00 36.336 20.00 72,692.60
PUR 10/05/10 03783310 APPLE INC
36208 10/08/10 424237 JANNEY MONTGOMERY SCOTT 400.00 282.40 12.00 112,972.00
PUR 10/19/10 03783310 APPLE INC
36208 10/22/10 424285 JANNEY MONTGOMERY SCOTT 200.00 301.00 6.00 60,206.00
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 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 8
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/01/10 04420910 ASHLAND INC
53713 10/06/10 424227 DEUTSCHE BANK AG (DOMESTIC) 12,000.00 49.275 360.00 591,663.60
PUR 10/04/10 04420910 ASHLAND INC
53713 10/07/10 424233 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 49.186 30.00 49,216.00
PUR 10/12/10 04743P10 ATHEROS COMMUNICATIONS IN
52112 10/15/10 424259 CREDIT SUISSE SEC (AES) 1,000.00 26.519 10.00 26,529.30
PUR 10/12/10 05380710 AVNET INC
53850 10/15/10 424259 OPPENHEIMER & CO., INC 10,000.00 27.872 300.00 279,016.00
PUR 10/13/10 05380710 AVNET INC
53850 10/18/10 424263 DEUTSCHE BANK AG (DOMESTIC) 11,000.00 28.056 330.00 308,947.10
PUR 10/14/10 05380710 AVNET INC
53850 10/19/10 424267 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 27.760 30.00 27,790.00
PUR 10/15/10 05380710 AVNET INC
53850 10/20/10 424272 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 28.020 60.00 56,100.00
PUR 10/18/10 05380710 AVNET INC
53850 10/21/10 424278 OPPENHEIMER & CO., INC 1,000.00 27.620 30.00 27,650.00
PUR 10/21/10 05548J10 BJ'S WHOLESALE CLUB INC
52525 10/26/10 424294 OPPENHEIMER & CO., INC 2,000.00 42.260 60.00 84,580.00
PUR 10/01/10 06050510 BANK OF AMERICA CORP
46954 10/06/10 424227 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 13.310 120.00 53,360.00
PUR 10/20/10 06050510 BANK OF AMERICA CORP
46954 10/25/10 424290 OPPENHEIMER & CO., INC 10,000.00 11.630 300.00 116,595.00
PUR 10/21/10 06050510 BANK OF AMERICA CORP
46954 10/26/10 424294 OPPENHEIMER & CO., INC 2,000.00 11.850 60.00 23,760.00
PUR 10/22/10 06050510 BANK OF AMERICA CORP
46954 10/27/10 424300 OPPENHEIMER & CO., INC 2,000.00 11.400 60.00 22,860.00
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 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 9
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/25/10 06050510 BANK OF AMERICA CORP
46954 10/28/10 424304 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 11.530 60.00 23,120.00
PUR 10/25/10 06050510 BANK OF AMERICA CORP
46954 10/28/10 424304 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 11.160 60.00 22,380.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 11.345 45,500.00
120.00
PUR 10/29/10 08578910 BERRY PETROLEUM CO
42924 11/03/10 424320 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 34.930 30.00 34,960.00
PUR 10/01/10 09534T50 BLUE COAT SYSTEMS
53508 10/06/10 424227 JANNEY MONTGOMERY SCOTT 2,000.00 24.020 60.00 48,099.00
PUR 10/04/10 09534T50 BLUE COAT SYSTEMS
53508 10/07/10 424233 JANNEY MONTGOMERY SCOTT 1,000.00 23.775 30.00 23,804.60
PUR 10/12/10 09534T50 BLUE COAT SYSTEMS
53508 10/15/10 424259 CREDIT SUISSE SEC (AES) 1,000.00 23.594 10.00 23,603.50
PUR 10/20/10 12526910 CF INDUSTRIES HOLDINGS INC
53186 10/25/10 424290 OPPENHEIMER & CO., INC 1,000.00 114.67 30.00 114,700.00
PUR 10/08/10 12665010 CVS CAREMARK CORP
53830 10/14/10 424251 DEUTSCHE BANK AG (DOMESTIC) 15,000.00 30.920 450.00 464,250.00
PUR 10/11/10 12665010 CVS CAREMARK CORP
53830 10/14/10 424255 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 31.190 30.00 31,220.00
PUR 10/12/10 12665010 CVS CAREMARK CORP
53830 10/15/10 424259 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 30.960 30.00 30,990.00
PUR 10/13/10 12665010 CVS CAREMARK CORP
53830 10/18/10 424263 OPPENHEIMER & CO., INC 1,000.00 31.810 30.00 31,840.00
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 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 10
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/14/10 12665010 CVS CAREMARK CORP
53830 10/19/10 424267 OPPENHEIMER & CO., INC 1,000.00 31.060 30.00 31,090.00
PUR 10/15/10 12665010 CVS CAREMARK CORP
53830 10/20/10 424272 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 31.470 30.00 31,500.00
PUR 10/25/10 12680430 CABELAS INC
54012 10/28/10 424304 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 19.303 600.00 386,650.00
PUR 10/26/10 12680430 CABELAS INC
54012 10/29/10 424308 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 18.994 120.00 76,095.20
PUR 10/27/10 12680430 CABELAS INC
54012 11/01/10 424312 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 18.976 90.00 57,016.80
PUR 10/27/10 12680430 CABELAS INC
54012 11/01/10 424312 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 18.525 60.00 37,109.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 5,000.00 18.795 94,125.80
150.00
PUR 10/28/10 12680430 CABELAS INC
54012 11/02/10 424316 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 18.833 90.00 56,588.10
PUR 10/29/10 12680430 CABELAS INC
54012 11/03/10 424320 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 18.480 60.00 37,020.00
PUR 10/06/10 12824610 CALAVO GROWERS INC
53780 10/12/10 424241 JANNEY MONTGOMERY SCOTT 11,000.00 21.666 330.00 238,650.50
PUR 10/07/10 12824610 CALAVO GROWERS INC
53780 10/13/10 424247 JANNEY MONTGOMERY SCOTT 10,000.00 21.813 300.00 218,430.00
PUR 10/08/10 12824610 CALAVO GROWERS INC
53780 10/14/10 424251 JEFFERIES & COMPANY 6,000.00 21.405 180.00 128,610.60
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 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 11
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/12/10 12824610 CALAVO GROWERS INC
53780 10/15/10 424259 CREDIT SUISSE SEC (AES) 3,000.00 21.178 30.00 63,565.20
PUR 10/13/10 12824610 CALAVO GROWERS INC
53780 10/18/10 424263 JANNEY MONTGOMERY SCOTT 1,000.00 21.627 30.00 21,656.50
PUR 10/22/10 13342B10 CAMERON INTERNATIONAL CORP
52885 10/27/10 424300 OPPENHEIMER & CO., INC 3,000.00 42.596 90.00 127,877.10
PUR 10/26/10 13342B10 CAMERON INTERNATIONAL CORP
52885 10/29/10 424308 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 43.190 60.00 86,440.00
PUR 10/13/10 17240710 CINEDIGM DIGITAL CINEMA C
51044 10/18/10 424263 JANNEY MONTGOMERY SCOTT 5,000.00 1.403 150.00 7,163.00
PUR 10/14/10 17240710 CINEDIGM DIGITAL CINEMA C
51044 10/19/10 424267 JANNEY MONTGOMERY SCOTT 5,000.00 1.430 150.00 7,300.00
PUR 10/13/10 17243V10 CINEMARK HOLDINGS INC
50303 10/18/10 424263 OPPENHEIMER & CO., INC 3,000.00 17.347 90.00 52,131.00
PUR 10/14/10 17243V10 CINEMARK HOLDINGS INC
50303 10/19/10 424267 OPPENHEIMER & CO., INC 4,000.00 17.296 120.00 69,303.20
PUR 10/06/10 17275510 CIRRUS LOGIC
53353 10/12/10 424241 JANNEY MONTGOMERY SCOTT 10,000.00 17.125 300.00 171,553.00
PUR 10/18/10 17275510 CIRRUS LOGIC
53353 10/21/10 424278 KEYBANC CAPITAL MKTS INC 2,000.00 16.090 60.00 32,240.00
PUR 10/27/10 17275510 CIRRUS LOGIC
53353 11/01/10 424312 CREDIT SUISSE SEC (AES) 4,000.00 12.507 40.00 50,069.20
PUR 10/12/10 17275R10 CISCO SYSTEMS
48983 10/15/10 424259 CREDIT SUISSE SEC (AES) 12,000.00 22.374 120.00 268,603.20
PUR 10/13/10 17275R10 CISCO SYSTEMS
48983 10/18/10 424263 JANNEY MONTGOMERY SCOTT 4,000.00 23.250 120.00 93,119.60
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 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 12
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/14/10 17275R10 CISCO SYSTEMS
48983 10/19/10 424267 JANNEY MONTGOMERY SCOTT 2,000.00 22.930 60.00 45,920.00
PUR 10/15/10 17275R10 CISCO SYSTEMS
48983 10/20/10 424272 JANNEY MONTGOMERY SCOTT 2,000.00 23.270 60.00 46,600.00
PUR 10/29/10 17275R10 CISCO SYSTEMS
48983 11/03/10 424320 CREDIT SUISSE SEC (AES) 2,000.00 23.080 20.00 46,180.00
PUR 10/22/10 20416610 COMMVAULT SYSTEMS INC
53187 10/27/10 424300 JANNEY MONTGOMERY SCOTT 2,000.00 26.976 60.00 54,011.00
PUR 10/29/10 20416610 COMMVAULT SYSTEMS INC
53187 11/03/10 424320 CREDIT SUISSE SEC (USA) LLC 2,000.00 28.892 60.00 57,843.40
PUR 10/20/10 22544710 CREE INC
52054 10/25/10 424290 JANNEY MONTGOMERY SCOTT 1,000.00 48.000 30.00 48,030.00
PUR 10/08/10 25468710 WALT DISNEY CO
50280 10/14/10 424251 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 33.986 120.00 136,063.20
PUR 10/13/10 25468710 WALT DISNEY CO
50280 10/18/10 424263 OPPENHEIMER & CO., INC 2,000.00 34.990 60.00 70,040.00
PUR 10/28/10 25468710 WALT DISNEY CO
50280 11/02/10 424316 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 35.990 60.00 72,040.00
PUR 10/05/10 25659P40 DOLAN MEDIA CO
53755 10/08/10 424237 DEUTSCHE BANK AG (DOMESTIC) 3,800.00 9.392 114.00 35,802.08
PUR 10/22/10 27864210 EBAY INC
53992 10/27/10 424300 JANNEY MONTGOMERY SCOTT 20,000.00 27.940 600.00 559,394.00
PUR 10/25/10 27864210 EBAY INC
53992 10/28/10 424304 CREDIT SUISSE SEC (AES) 1,000.00 27.700 10.00 27,710.00
PUR 10/26/10 27864210 EBAY INC
53992 10/29/10 424308 CREDIT SUISSE SEC (AES) 1,000.00 27.670 10.00 27,680.30
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 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 13
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/27/10 27886510 ECOLAB INC
54053 11/01/10 424312 DEUTSCHE BANK AG (DOMESTIC) 11,000.00 49.568 330.00 545,579.10
PUR 10/28/10 27886510 ECOLAB INC
54053 11/02/10 424316 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 49.880 30.00 49,910.00
PUR 10/29/10 27886510 ECOLAB INC
54053 11/03/10 424320 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 49.158 30.00 49,188.00
PUR 10/22/10 29152510 EMMIS COMMUNICATIONS
51210 10/27/10 424300 JANNEY MONTGOMERY SCOTT 10,000.00 .798 100.00 8,077.00
PUR 10/26/10 29152510 EMMIS COMMUNICATIONS
51210 10/29/10 424308 CREDIT SUISSE SEC (AES) 10,000.00 .793 100.00 8,030.00
PUR 10/05/10 29268T10 ENERGY FOCUS INC
51993 10/08/10 424237 JANNEY MONTGOMERY SCOTT 10,000.00 1.023 300.00 10,529.00
PUR 10/06/10 29268T10 ENERGY FOCUS INC
51993 10/12/10 424241 JANNEY MONTGOMERY SCOTT 20,000.00 1.090 600.00 22,404.00
PUR 10/07/10 29268T10 ENERGY FOCUS INC
51993 10/13/10 424247 JANNEY MONTGOMERY SCOTT 10,000.00 1.207 300.00 12,370.00
PUR 10/15/10 29268T10 ENERGY FOCUS INC
51993 10/20/10 424272 JANNEY MONTGOMERY SCOTT 10,000.00 1.200 300.00 12,300.00
PUR 10/18/10 29268T10 ENERGY FOCUS INC
51993 10/21/10 424278 KEYBANC CAPITAL MKTS INC 10,000.00 1.170 300.00 12,000.00
PUR 10/25/10 29268T10 ENERGY FOCUS INC
51993 10/28/10 424304 JANNEY MONTGOMERY SCOTT 10,000.00 1.154 300.00 11,837.00
PUR 10/08/10 29384R10 ENTROPIC COMMUNICATIONS INC
51126 10/14/10 424251 JEFFERIES & COMPANY 2,000.00 8.830 60.00 17,720.00
PUR 10/08/10 29384R10 ENTROPIC COMMUNICATIONS INC
51126 10/14/10 424251 JEFFERIES & COMPANY 2,000.00 8.771 60.00 17,601.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 8.800 35,321.00
120.00
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 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 14
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/11/10 29384R10 ENTROPIC COMMUNICATIONS INC
51126 10/14/10 424255 JANNEY MONTGOMERY SCOTT 2,000.00 8.880 60.00 17,820.00
PUR 10/12/10 29384R10 ENTROPIC COMMUNICATIONS INC
51126 10/15/10 424259 CREDIT SUISSE SEC (AES) 2,000.00 8.688 20.00 17,395.60
PUR 10/18/10 29384R10 ENTROPIC COMMUNICATIONS INC
51126 10/21/10 424278 JANNEY MONTGOMERY SCOTT 2,000.00 7.840 60.00 15,740.00
PUR 10/06/10 29444U50 EQUINIX INC.
53781 10/12/10 424241 JANNEY MONTGOMERY SCOTT 9,000.00 70.121 270.00 631,354.50
PUR 10/12/10 30231G10 EXXON MOBIL CORP.
15201 10/15/10 424259 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 64.160 60.00 128,380.00
PUR 10/29/10 30231G10 EXXON MOBIL CORP.
15201 11/03/10 424320 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 66.292 60.00 132,643.60
PUR 10/08/10 30244510 FLIR SYSTEM
53033 10/14/10 424251 JEFFERIES & COMPANY 4,000.00 24.700 120.00 98,920.00
PUR 10/11/10 30244510 FLIR SYSTEM
53033 10/14/10 424255 JANNEY MONTGOMERY SCOTT 1,000.00 24.550 30.00 24,580.00
PUR 10/08/10 31428X10 FEDEX CORP
53829 10/14/10 424251 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 88.308 300.00 883,377.00
PUR 10/20/10 31428X10 FEDEX CORP
53829 10/25/10 424290 OPPENHEIMER & CO., INC 1,000.00 87.570 30.00 87,600.00
PUR 10/22/10 31428X10 FEDEX CORP
53829 10/27/10 424300 OPPENHEIMER & CO., INC 1,000.00 88.742 30.00 88,772.00
PUR 10/15/10 36955010 GENERAL DYNAMICS CORP
53034 10/20/10 424272 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 63.740 30.00 63,770.00
PUR 10/22/10 38141G10 GOLDMAN SACHS GROUP INC
53240 10/27/10 424300 OPPENHEIMER & CO., INC 1,000.00 158.57 30.00 158,600.00
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 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 15
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/01/10 39312210 GREEN MOUNTAIN COFFEE
53678 10/06/10 424227 JANNEY MONTGOMERY SCOTT 2,000.00 28.199 60.00 56,458.20
PUR 10/05/10 39312210 GREEN MOUNTAIN COFFEE
53678 10/08/10 424237 JANNEY MONTGOMERY SCOTT 1,000.00 28.750 30.00 28,780.00
PUR 10/08/10 39312210 GREEN MOUNTAIN COFFEE
53678 10/14/10 424251 JEFFERIES & COMPANY 1,000.00 26.662 30.00 26,692.00
PUR 10/08/10 39312210 GREEN MOUNTAIN COFFEE
53678 10/14/10 424251 JEFFERIES & COMPANY 1,000.00 26.896 30.00 26,925.70
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000.00 26.779 53,617.70
60.00
PUR 10/11/10 39312210 GREEN MOUNTAIN COFFEE
53678 10/14/10 424255 JANNEY MONTGOMERY SCOTT 1,000.00 26.690 30.00 26,720.00
PUR 10/12/10 39312210 GREEN MOUNTAIN COFFEE
53678 10/15/10 424259 CREDIT SUISSE SEC (AES) 1,000.00 27.531 10.00 27,541.00
PUR 10/01/10 42270410 HECLA MINING
53677 10/06/10 424227 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 6.420 300.00 64,495.00
PUR 10/18/10 42805T10 HERTZ GLOBAL HOLDINGS INC
52039 10/21/10 424278 OPPENHEIMER & CO., INC 2,000.00 9.970 60.00 19,999.00
PUR 10/20/10 45091110 ITT CORP
53623 10/25/10 424290 OPPENHEIMER & CO., INC 5,000.00 47.628 150.00 238,288.00
PUR 10/27/10 45091110 ITT CORP
53623 11/01/10 424312 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 47.392 30.00 47,422.00
PUR 10/25/10 46625H10 JP MORGAN CHASE & CO
28084 10/28/10 424304 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 37.120 60.00 74,300.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 16
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/21/10 47035520 JAMES RIVER COAL CO
53978 10/26/10 424294 CREDIT SUISSE SEC (AES) 30,000.00 16.602 300.00 498,357.00
PUR 10/22/10 47035520 JAMES RIVER COAL CO
53978 10/27/10 424300 JANNEY MONTGOMERY SCOTT 10,000.00 16.410 300.00 164,401.00
PUR 10/25/10 47035520 JAMES RIVER COAL CO
53978 10/28/10 424304 CREDIT SUISSE SEC (AES) 2,000.00 16.645 20.00 33,310.00
PUR 10/27/10 48020T10 JONES GROUP INC
54054 11/01/10 424312 DEUTSCHE BANK AG (DOMESTIC) 40,000.00 15.097 1,200.00 605,096.00
PUR 10/29/10 48020T10 JONES GROUP INC
54054 11/03/10 424320 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 14.370 60.00 28,800.00
PUR 10/01/10 52490110 LEGG MASON INC
53716 10/06/10 424227 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 30.593 600.00 612,458.00
PUR 10/04/10 52490110 LEGG MASON INC
53716 10/07/10 424233 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 30.677 120.00 122,828.00
PUR 10/22/10 53245710 ELI LILLY & CO.
44053 10/27/10 424300 OPPENHEIMER & CO., INC 1,000.00 35.380 30.00 35,410.00
PUR 10/22/10 53591920 LIONS GATE ENTERTAINMENT CO
52709 10/27/10 424300 OPPENHEIMER & CO., INC 10,000.00 7.378 300.00 74,084.00
PUR 10/27/10 53591920 LIONS GATE ENTERTAINMENT CO
52709 11/01/10 424312 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 7.398 300.00 74,281.00
PUR 10/27/10 53591920 LIONS GATE ENTERTAINMENT CO
52709 11/01/10 424312 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 7.383 300.00 74,127.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 7.390 148,408.00
600.00
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 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 17
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/18/10 57708110 MATTEL INC
53911 10/21/10 424278 OPPENHEIMER & CO., INC 24,000.00 22.687 720.00 545,217.60
PUR 10/19/10 57708110 MATTEL INC
53911 10/22/10 424285 OPPENHEIMER & CO., INC 2,000.00 22.664 60.00 45,387.00
PUR 10/12/10 61744644 MORGAN STANLEY
47655 10/15/10 424259 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 25.144 90.00 75,522.00
PUR 10/18/10 62007610 MOTOROLA
52644 10/21/10 424278 OPPENHEIMER & CO., INC 2,000.00 7.750 60.00 15,560.00
PUR 10/22/10 62937750 NRG ENERGY INC
50443 10/27/10 424300 OPPENHEIMER & CO., INC 2,000.00 20.130 60.00 40,320.00
PUR 10/29/10 62937750 NRG ENERGY INC
50443 11/03/10 424320 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 19.930 60.00 39,920.00
PUR 10/25/10 63935N10 NAVIGANT CONSULTING CO
54014 10/28/10 424304 SANFORD BERNSTEIN & CO. 20,000.00 12.240 600.00 245,392.00
PUR 10/26/10 63935N10 NAVIGANT CONSULTING CO
54014 10/29/10 424308 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 12.270 600.00 246,004.00
PUR 10/29/10 65171850 NEWPARK RESOURCES INC
54090 11/03/10 424320 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 5.974 4,000.00 601,370.00
PUR 10/28/10 69002720 OUTDOOR CHANNEL HOLDINGS IN
29494 11/02/10 424316 CREDIT SUISSE SEC (AES) 2,000.00 5.220 20.00 10,460.00
PUR 10/13/10 74164M10 PRIMERICA INC
51335 10/18/10 424263 OPPENHEIMER & CO., INC 2,000.00 20.619 60.00 41,298.60
PUR 10/18/10 74164M10 PRIMERICA INC
51335 10/21/10 424278 OPPENHEIMER & CO., INC 1,000.00 20.858 30.00 20,888.00
PUR 10/12/10 74432010 PRUDENTIAL FINANCIAL INC
50811 10/15/10 424259 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 53.221 30.00 53,251.00
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 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 18
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/25/10 74973W10 RTI ITNL METALS INC
54013 10/28/10 424304 DEUTSCHE BANK AG (DOMESTIC) 15,000.00 29.676 450.00 445,585.50
PUR 10/26/10 74973W10 RTI ITNL METALS INC
54013 10/29/10 424308 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 29.343 90.00 88,118.10
PUR 10/27/10 74973W10 RTI ITNL METALS INC
54013 11/01/10 424312 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 29.820 90.00 89,550.90
PUR 10/29/10 75043810 RADIOSHACK CORP
51292 11/03/10 424320 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 19.840 60.00 39,740.00
PUR 10/29/10 75734R10 REDDY ICE HLDGS INC
54094 11/03/10 424320 DEUTSCHE BANK AG (DOMESTIC) 30,528.00 2.845 915.84 87,758.84
PUR 10/26/10 7591EP10 REGIONS FINANCIAL CORP
53351 10/29/10 424308 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 6.627 300.00 66,573.00
PUR 10/08/10 76316510 RICHARDSON ELECTRONICS LTD
53831 10/14/10 424251 JEFFERIES & COMPANY 39,500.00 10.331 1,185.00 409,263.45
PUR 10/11/10 76316510 RICHARDSON ELECTRONICS LTD
53831 10/14/10 424255 JEFFERIES & COMPANY 5,700.00 10.397 171.00 59,433.90
PUR 10/19/10 76316510 RICHARDSON ELECTRONICS LTD
53831 10/22/10 424285 JANNEY MONTGOMERY SCOTT 300.00 10.400 9.00 3,129.00
PUR 10/27/10 80004C10 SANDISK CORP
54055 11/01/10 424312 CREDIT SUISSE SEC (AES) 15,000.00 37.786 150.00 566,932.50
PUR 10/28/10 80004C10 SANDISK CORP
54055 11/02/10 424316 CREDIT SUISSE SEC (AES) 1,000.00 38.293 10.00 38,303.40
PUR 10/29/10 80004C10 SANDISK CORP
54055 11/03/10 424320 CREDIT SUISSE SEC (AES) 2,000.00 38.191 20.00 76,401.40
PUR 10/28/10 83056610 SKECHERS USA INC CL A
53379 11/02/10 424316 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 19.410 90.00 58,320.00
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 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 19
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/28/10 83056610 SKECHERS USA INC CL A
53379 11/02/10 424316 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 19.800 90.00 59,490.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 6,000.00 19.605 117,810.00
180.00
PUR 10/29/10 83056610 SKECHERS USA INC CL A
53379 11/03/10 424320 DEUTSCHE BANK AG (DOMESTIC) 6,000.00 19.150 180.00 115,080.00
PUR 10/28/10 83616T10 SOURCEFIRE INC
54074 11/02/10 424316 CREDIT SUISSE SEC (AES) 25,000.00 23.709 250.00 592,965.00
PUR 10/26/10 87150310 SYMANTEC CORP
54035 10/29/10 424308 CREDIT SUISSE SEC (AES) 30,000.00 15.912 300.00 477,645.00
PUR 10/12/10 87161C10 SYNOVUS FINANCIAL CORP
53638 10/15/10 424259 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 2.605 600.00 52,694.00
PUR 10/25/10 87161C10 SYNOVUS FINANCIAL CORP
53638 10/28/10 424304 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 2.441 300.00 24,712.00
PUR 10/14/10 87655330 TASTY BAKING CO.
38737 10/19/10 424267 JANNEY MONTGOMERY SCOTT 1,000.00 6.881 30.00 6,911.20
PUR 10/22/10 87655330 TASTY BAKING CO.
38737 10/27/10 424300 JANNEY MONTGOMERY SCOTT 1,000.00 6.500 30.00 6,530.00
PUR 10/29/10 88731730 TIME WARNER INC
53415 11/03/10 424320 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 32.510 60.00 65,080.00
PUR 10/29/10 88947810 TOLL BROTHERS INC
54089 11/03/10 424320 DEUTSCHE BANK AG (DOMESTIC) 30,000.00 17.904 900.00 538,005.00
PUR 10/12/10 90323610 URS CORP.
42955 10/15/10 424259 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 37.776 30.00 37,806.00
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 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 20
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/12/10 90341W10 US AIRWAYS GROUP INC
53624 10/15/10 424259 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 9.040 300.00 90,696.00
PUR 10/26/10 92241710 VEECO INSTRUMENTS INC
50425 10/29/10 424308 CREDIT SUISSE SEC (AES) 1,000.00 37.835 10.00 37,845.00
PUR 10/15/10 92343V10 VERIZON COMMUNICATIONS INC
53896 10/20/10 424272 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 32.410 60.00 64,880.00
PUR 10/15/10 92343V10 VERIZON COMMUNICATIONS INC
53896 10/20/10 424272 DEUTSCHE BANK AG (DOMESTIC) 34,000.00 32.720 1,020.00 1,113,500.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 36,000.00 32.703 1,178,380.00
1,080.00
PUR 10/18/10 92343V10 VERIZON COMMUNICATIONS INC
53896 10/21/10 424278 OPPENHEIMER & CO., INC 1,000.00 32.610 30.00 32,640.00
PUR 10/14/10 92956610 WABASH NATIONAL CORP
53884 10/19/10 424267 SOLEIL SECURITIES CORP. 27,800.00 8.482 1,112.00 236,900.48
PUR 10/15/10 92956610 WABASH NATIONAL CORP
53884 10/20/10 424272 SOLEIL SECURITIES CORP. 22,200.00 8.445 888.00 188,375.88
PUR 10/20/10 92956610 WABASH NATIONAL CORP
53884 10/25/10 424290 OPPENHEIMER & CO., INC 20,000.00 7.859 600.00 157,778.00
PUR 10/22/10 92956610 WABASH NATIONAL CORP
53884 10/27/10 424300 OPPENHEIMER & CO., INC 10,000.00 8.006 300.00 80,361.00
PUR 10/13/10 93114210 WAL-MART STORES, INC.
40141 10/18/10 424263 OPPENHEIMER & CO., INC 4,000.00 54.138 120.00 216,672.00
PUR 10/14/10 93114210 WAL-MART STORES, INC.
40141 10/19/10 424267 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 53.750 120.00 215,120.00
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 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 21
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/14/10 93114210 WAL-MART STORES, INC.
40141 10/19/10 424267 OPPENHEIMER & CO., INC 4,000.00 53.020 120.00 212,200.00
PUR 10/15/10 93114210 WAL-MART STORES, INC.
40141 10/20/10 424272 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 53.530 60.00 107,120.00
PUR 10/18/10 93114210 WAL-MART STORES, INC.
40141 10/21/10 424278 OPPENHEIMER & CO., INC 2,000.00 53.451 60.00 106,961.00
PUR 10/22/10 97180710 WILMINGTON TRUST CORP
53991 10/27/10 424300 OPPENHEIMER & CO., INC 40,000.00 9.000 1,200.00 361,200.00
PUR 10/25/10 97180710 WILMINGTON TRUST CORP
53991 10/28/10 424304 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 8.057 300.00 80,873.00
PUR 10/15/10 98074510 WOODWARD GOVERNOR CO
53412 10/20/10 424272 JANNEY MONTGOMERY SCOTT 2,000.00 31.243 60.00 62,546.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 1,228,428.00 22,714,217.33
35,192.84
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 1,228,428.00 22,714,217.33
35,192.84
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 10/28/10 00206R10 AT&T INC 4.83
53582 11/02/10 424317 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 28.581 300.00 285,508.17 -1,462.98
SALE 10/29/10 00206R10 AT&T INC 1.92
53582 11/03/10 424321 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 28.410 120.00 113,518.08 -1,270.38
SALE 10/22/10 03251110 ANADARKO PETROLEUM CORP 3.15
52173 10/27/10 424301 OPPENHEIMER & CO., INC 3,000.00 62.045 90.00 186,042.75 56,197.08
SALE 10/29/10 03760410 APOLLO GROUP INC-CL A 6.37
53898 11/03/10 424321 CREDIT SUISSE SEC (USA) LLC 10,000.00 37.648 300.00 376,169.63 10,026.92
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 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 22
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/13/10 03783310 APPLE INC 2.55
36208 10/18/10 424264 JANNEY MONTGOMERY SCOTT 500.00 301.42 15.00 150,693.70 58,803.38
SALE 10/15/10 04289L10 ART TECH GROUP INC .74
52247 10/20/10 424273 JANNEY MONTGOMERY SCOTT 10,000.00 4.350 300.00 43,199.26 4,556.70
SALE 10/25/10 04289L10 ART TECH GROUP INC .75
52247 10/28/10 424305 CREDIT SUISSE SEC (AES) 10,000.00 4.397 100.00 43,871.25 5,228.69
SALE 10/18/10 04622410 ASTEC INDUSTRIES INC .53
53338 10/21/10 424279 KEYBANC CAPITAL MKTS INC 1,000.00 31.072 30.00 31,041.77 2,614.63
SALE 10/25/10 04743P10 ATHEROS COMMUNICATIONS IN .49
52112 10/28/10 424305 CREDIT SUISSE SEC (AES) 1,000.00 28.604 10.00 28,593.01 -2,936.18
SALE 10/26/10 04743P10 ATHEROS COMMUNICATIONS IN 13.71
52112 10/29/10 424309 CREDIT SUISSE SEC (AES) 27,000.00 30.028 270.00 810,483.09 -40,804.92
SALE 10/29/10 05380710 AVNET INC 2.55
53850 11/03/10 424321 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 30.229 150.00 150,994.45 11,093.83
SALE 10/15/10 08578910 BERRY PETROLEUM CO .59
42924 10/20/10 424273 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 35.000 30.00 34,969.41 10,761.91
SALE 10/05/10 09247X10 BLACKROCK INC 2.82
51684 10/08/10 424238 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 167.01 30.00 166,977.18 -26,636.38
SALE 10/06/10 09247X10 BLACKROCK INC 5.78
51684 10/12/10 424242 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 171.03 60.00 342,001.22 -45,225.91
SALE 10/06/10 09247X10 BLACKROCK INC 2.90
51684 10/12/10 424242 OPPENHEIMER & CO., INC 1,000.00 171.31 30.00 171,277.10 -22,336.46
SALE 10/29/10 09534T50 BLUE COAT SYSTEMS .91
53508 11/03/10 424321 CREDIT SUISSE SEC (USA) LLC 2,000.00 26.867 60.00 53,673.09 4,155.48
SALE 10/08/10 12526910 CF INDUSTRIES HOLDINGS INC 1.84
53186 10/14/10 424252 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 109.08 30.00 109,051.16 18,544.48
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 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 23
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/13/10 12526910 CF INDUSTRIES HOLDINGS INC 2.01
53186 10/18/10 424264 OPPENHEIMER & CO., INC 1,000.00 118.46 30.00 118,427.99 27,921.32
SALE 10/12/10 12591930 CPI AEROSTRUCTURES INC .35
51344 10/15/10 424260 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 10.400 60.00 20,739.65 3,817.10
SALE 10/13/10 12640810 CSX CORP 2.03
50905 10/18/10 424264 OPPENHEIMER & CO., INC 2,000.00 59.961 60.00 119,858.97 25,153.97
SALE 10/15/10 12640810 CSX CORP 7.17
50905 10/20/10 424273 DEUTSCHE BANK AG (DOMESTIC) 7,000.00 60.570 210.00 423,772.83 92,305.33
SALE 10/15/10 14204220 CARIBOU COFFEE CO INC .37
51581 10/20/10 424273 JANNEY MONTGOMERY SCOTT 2,000.00 10.773 60.00 21,484.63 5,926.41
SALE 10/25/10 14204220 CARIBOU COFFEE CO INC .38
51581 10/28/10 424305 CREDIT SUISSE SEC (AES) 2,000.00 10.984 20.00 21,948.22 6,390.00
SALE 10/26/10 14204220 CARIBOU COFFEE CO INC .37
51581 10/29/10 424309 CREDIT SUISSE SEC (AES) 2,000.00 10.937 20.00 21,854.03 6,295.81
SALE 10/05/10 14965A10 CAVIUM NETWORKS INC 2.48
52856 10/08/10 424238 JANNEY MONTGOMERY SCOTT 5,000.00 29.258 150.00 146,135.02 14,486.90
SALE 10/07/10 14965A10 CAVIUM NETWORKS INC .97
52856 10/13/10 424248 JANNEY MONTGOMERY SCOTT 2,000.00 28.552 60.00 57,043.03 4,383.78
SALE 10/08/10 14965A10 CAVIUM NETWORKS INC .96
52856 10/14/10 424252 JEFFERIES & COMPANY 2,000.00 28.111 60.00 56,160.04 3,500.79
SALE 10/11/10 14965A10 CAVIUM NETWORKS INC 1.47
52856 10/14/10 424256 JANNEY MONTGOMERY SCOTT 3,000.00 28.801 90.00 86,312.43 7,323.55
SALE 10/12/10 14965A10 CAVIUM NETWORKS INC 1.45
52856 10/15/10 424260 CREDIT SUISSE SEC (AES) 3,000.00 28.560 30.00 85,647.35 6,658.48
SALE 10/13/10 14965A10 CAVIUM NETWORKS INC 1.46
52856 10/18/10 424264 JANNEY MONTGOMERY SCOTT 3,000.00 28.786 90.00 86,266.24 7,277.36
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 24
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/22/10 16282510 CHECKPOINT SYSTEMS INC 1.10
52761 10/27/10 424301 OPPENHEIMER & CO., INC 3,000.00 21.590 90.00 64,679.80 7,399.85
SALE 10/25/10 16282510 CHECKPOINT SYSTEMS INC .75
52761 10/28/10 424305 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 22.060 60.00 44,059.25 5,872.62
SALE 10/27/10 16282510 CHECKPOINT SYSTEMS INC 1.49
52761 11/01/10 424313 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 21.970 120.00 87,756.51 11,383.25
SALE 10/29/10 19416210 COLGATE-PALMOLIVE CO 1.30
52110 11/03/10 424321 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 77.103 30.00 77,071.70 -1,124.29
SALE 10/12/10 20825C10 CONOCOPHILLIPS 1.00
37805 10/15/10 424260 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 59.010 30.00 58,979.00 5,195.74
SALE 10/25/10 22544710 CREE INC .87
52054 10/28/10 424305 CREDIT SUISSE SEC (AES) 1,000.00 51.280 10.00 51,268.83 -6,954.94
SALE 10/27/10 22544710 CREE INC .87
52054 11/01/10 424313 CREDIT SUISSE SEC (AES) 1,000.00 51.240 10.00 51,228.63 -6,995.14
SALE 10/01/10 23326R10 DG FASTCHANNEL .74
52270 10/06/10 424228 JANNEY MONTGOMERY SCOTT 2,000.00 21.860 60.00 43,659.26 -16,196.05
SALE 10/15/10 23326R10 DG FASTCHANNEL .76
52270 10/20/10 424273 JANNEY MONTGOMERY SCOTT 2,000.00 22.350 60.00 44,639.24 -15,216.07
SALE 10/05/10 25470M10 DISH NETWORKS .34
48225 10/08/10 424238 JANNEY MONTGOMERY SCOTT 1,000.00 19.711 30.00 19,680.16 1,374.96
SALE 10/01/10 25541310 DIVX INC .64
52660 10/06/10 424228 JANNEY MONTGOMERY SCOTT 4,000.00 9.335 120.00 37,218.56 7,975.41
SALE 10/05/10 25541310 DIVX INC .81
52660 10/08/10 424238 JANNEY MONTGOMERY SCOTT 5,000.00 9.532 150.00 47,511.19 10,957.25
SALE 10/05/10 25541310 DIVX INC .80
52660 10/08/10 424238 JANNEY MONTGOMERY SCOTT 5,000.00 9.358 150.00 46,638.70 10,084.77
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 10,000.00 9.445 1.61 94,149.89 21,042.02
300.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 25
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/08/10 25541310 DIVX INC
52660 10/08/10 424230 TENDERED 30,000.00 3.750 112,500.00 -23,440.50
SALE 10/13/10 25659P40 DOLAN MEDIA CO .67
53755 10/18/10 424264 OPPENHEIMER & CO., INC 3,800.00 10.416 114.00 39,464.99 3,662.91
SALE 10/01/10 26054310 DOW CHEMICAL .93
51832 10/06/10 424228 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 27.560 60.00 55,059.07 -790.93
SALE 10/05/10 26054310 DOW CHEMICAL 2.40
51832 10/08/10 424238 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 28.423 150.00 141,960.10 2,335.10
SALE 10/05/10 26054310 DOW CHEMICAL 2.35
51832 10/08/10 424238 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 27.800 150.00 138,847.65 -777.35
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 10,000.00 28.111 4.75 280,807.75 1,557.75
300.00
SALE 10/08/10 26054310 DOW CHEMICAL 3.97
51832 10/14/10 424252 DEUTSCHE BANK AG (DOMESTIC) 8,000.00 29.346 240.00 234,524.03 11,124.03
SALE 10/12/10 26054310 DOW CHEMICAL 3.99
51832 10/15/10 424260 DEUTSCHE BANK AG (DOMESTIC) 8,000.00 29.509 240.00 235,826.41 12,426.41
SALE 10/06/10 26864810 EMC CORP MASS 1.65
53021 10/12/10 424242 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 19.571 150.00 97,702.85 4,539.76
SALE 10/07/10 26864810 EMC CORP MASS 3.28
53021 10/13/10 424248 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 19.434 300.00 194,036.72 7,710.53
SALE 10/08/10 26864810 EMC CORP MASS 1.67
53021 10/14/10 424252 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 19.820 150.00 98,948.33 5,785.23
SALE 10/15/10 26864810 EMC CORP MASS .72
53021 10/20/10 424273 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 21.350 60.00 42,639.28 5,374.04
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 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 26
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/22/10 26864810 EMC CORP MASS 1.80
53021 10/27/10 424301 OPPENHEIMER & CO., INC 5,000.00 21.220 150.00 105,949.70 12,786.61
SALE 10/27/10 26864810 EMC CORP MASS 4.63
53021 11/01/10 424313 DEUTSCHE BANK AG (DOMESTIC) 13,000.00 21.079 390.00 273,637.57 31,413.52
SALE 10/12/10 29100P10 EMERGENCY MEDICAL SVCS CO .91
51781 10/15/10 424260 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 54.090 30.00 54,058.99 2,258.85
SALE 10/08/10 29362U10 ENTERGRIS INC .79
49651 10/14/10 424252 JEFFERIES & COMPANY 10,000.00 4.666 300.00 46,360.21 2,794.82
SALE 10/13/10 29362U10 ENTERGRIS INC .34
49651 10/18/10 424264 JANNEY MONTGOMERY SCOTT 4,000.00 4.910 120.00 19,519.66 2,093.50
SALE 10/15/10 29362U10 ENTERGRIS INC .35
49651 10/20/10 424273 JANNEY MONTGOMERY SCOTT 4,000.00 5.100 120.00 20,279.65 2,853.49
SALE 10/22/10 29362U10 ENTERGRIS INC .86
49651 10/27/10 424301 JANNEY MONTGOMERY SCOTT 10,000.00 5.047 300.00 50,167.14 6,601.75
SALE 10/27/10 29362U10 ENTERGRIS INC 1.02
49651 11/01/10 424313 CREDIT SUISSE SEC (AES) 10,000.00 6.010 100.00 59,998.98 16,433.59
SALE 10/28/10 29362U10 ENTERGRIS INC 1.04
49651 11/02/10 424317 CREDIT SUISSE SEC (AES) 10,000.00 6.097 100.00 60,868.96 17,303.57
SALE 10/29/10 29362U10 ENTERGRIS INC 1.02
49651 11/03/10 424321 CREDIT SUISSE SEC (AES) 10,000.00 6.014 100.00 60,033.98 16,468.59
SALE 10/18/10 29363910 ENTERCOM COMMUNICATIONS COR .30
37233 10/21/10 424279 OPPENHEIMER & CO., INC 2,000.00 8.798 60.00 17,535.70 5,965.55
SALE 10/20/10 29363910 ENTERCOM COMMUNICATIONS COR .30
37233 10/25/10 424291 OPPENHEIMER & CO., INC 2,000.00 8.786 60.00 17,510.70 5,940.55
SALE 10/21/10 29363910 ENTERCOM COMMUNICATIONS COR .30
37233 10/26/10 424295 OPPENHEIMER & CO., INC 2,000.00 8.738 60.00 17,414.70 5,844.55
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 27
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/22/10 29363910 ENTERCOM COMMUNICATIONS COR .30
37233 10/27/10 424301 OPPENHEIMER & CO., INC 2,000.00 8.608 60.00 17,154.70 5,584.55
SALE 10/26/10 29363910 ENTERCOM COMMUNICATIONS COR .28
37233 10/29/10 424309 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 8.352 60.00 16,643.72 5,073.57
SALE 10/27/10 29363910 ENTERCOM COMMUNICATIONS COR .28
37233 11/01/10 424313 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 8.382 60.00 16,703.72 5,133.57
SALE 10/29/10 29363910 ENTERCOM COMMUNICATIONS COR .28
37233 11/03/10 424321 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 8.274 60.00 16,487.72 4,917.57
SALE 10/22/10 29380T10 ENTERTAINMENT PROPERTIES TR 1.60
43302 10/27/10 424301 OPPENHEIMER & CO., INC 2,000.00 47.269 60.00 94,476.60 40,129.02
SALE 10/25/10 29380T10 ENTERTAINMENT PROPERTIES TR 3.23
43302 10/28/10 424305 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 47.729 120.00 190,790.77 82,095.61
SALE 10/07/10 29444U50 EQUINIX INC. 11.33
53781 10/13/10 424248 JANNEY MONTGOMERY SCOTT 9,000.00 74.473 270.00 669,972.97 38,618.47
SALE 10/29/10 30244510 FLIR SYSTEM 1.87
53033 11/03/10 424321 CREDIT SUISSE SEC (USA) LLC 4,000.00 27.624 120.00 110,375.33 4,928.61
SALE 10/25/10 35874810 FRISCHS RESTAURANTS, INC. .39
48545 10/28/10 424305 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 22.800 30.00 22,769.11 5.32
SALE 10/26/10 35874810 FRISCHS RESTAURANTS, INC. .39
48545 10/29/10 424309 OPPENHEIMER & CO., INC 1,000.00 22.625 30.00 22,594.91 -168.88
SALE 10/27/10 35874810 FRISCHS RESTAURANTS, INC. .38
48545 11/01/10 424313 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 22.211 30.00 22,180.62 -583.17
SALE 10/12/10 35967810 FULL HOUSE RESORTS INC .58
52819 10/15/10 424260 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 3.419 300.00 33,893.42 1,715.10
SALE 10/13/10 35967810 FULL HOUSE RESORTS INC .60
52819 10/18/10 424264 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 3.556 300.00 35,262.40 3,084.08
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 28
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/14/10 35967810 FULL HOUSE RESORTS INC .60
52819 10/19/10 424268 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 3.570 300.00 35,396.40 3,218.08
SALE 10/15/10 35967810 FULL HOUSE RESORTS INC .61
52819 10/20/10 424273 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 3.608 300.00 35,775.39 3,597.07
SALE 10/18/10 35967810 FULL HOUSE RESORTS INC .61
52819 10/21/10 424279 OPPENHEIMER & CO., INC 10,000.00 3.601 300.00 35,708.39 3,530.07
SALE 10/20/10 35967810 FULL HOUSE RESORTS INC .61
52819 10/25/10 424291 OPPENHEIMER & CO., INC 10,000.00 3.551 300.00 35,205.39 3,027.07
SALE 10/21/10 35967810 FULL HOUSE RESORTS INC .60
52819 10/26/10 424295 OPPENHEIMER & CO., INC 10,000.00 3.505 300.00 34,744.40 2,566.08
SALE 10/27/10 35967810 FULL HOUSE RESORTS INC .58
52819 11/01/10 424313 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 3.418 300.00 33,880.42 1,702.10
SALE 10/28/10 35967810 FULL HOUSE RESORTS INC .15
52819 11/02/10 424317 DEUTSCHE BANK AG (DOMESTIC) 2,500.00 3.461 75.00 8,576.85 532.27
SALE 10/29/10 35967810 FULL HOUSE RESORTS INC .59
52819 11/03/10 424321 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 3.467 300.00 34,366.41 2,188.09
SALE 10/29/10 35967810 FULL HOUSE RESORTS INC .44
52819 11/03/10 424321 DEUTSCHE BANK AG (DOMESTIC) 7,500.00 3.453 225.00 25,672.81 1,539.07
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 17,500.00 3.461 1.03 60,039.22 3,727.16
525.00
SALE 10/29/10 36955010 GENERAL DYNAMICS CORP 13.74
53034 11/03/10 424321 DEUTSCHE BANK AG (DOMESTIC) 12,000.00 67.759 360.00 812,729.46 79,223.36
SALE 10/25/10 38255010 GOODYEAR TIRE & RUBBER CO 1.20
50270 10/28/10 424305 DEUTSCHE BANK AG (DOMESTIC) 6,000.00 11.860 180.00 70,980.60 -14,555.40
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 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 29
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/12/10 38259P50 GOOGLE INC 1.84
33645 10/15/10 424260 CREDIT SUISSE SEC (AES) 200.00 542.57 2.00 108,510.16 7,887.82
SALE 10/13/10 38259P50 GOOGLE INC 1.84
33645 10/18/10 424264 JANNEY MONTGOMERY SCOTT 200.00 544.30 6.00 108,852.16 8,229.82
SALE 10/15/10 38259P50 GOOGLE INC 2.03
33645 10/20/10 424273 JANNEY MONTGOMERY SCOTT 200.00 599.76 6.00 119,944.13 19,321.79
SALE 10/14/10 39312210 GREEN MOUNTAIN COFFEE 1.02
53678 10/19/10 424268 JANNEY MONTGOMERY SCOTT 2,000.00 30.119 60.00 60,176.98 -1,397.61
SALE 10/22/10 39312210 GREEN MOUNTAIN COFFEE .53
53678 10/27/10 424301 JANNEY MONTGOMERY SCOTT 1,000.00 31.110 30.00 31,079.47 292.18
SALE 10/26/10 39312210 GREEN MOUNTAIN COFFEE .55
53678 10/29/10 424309 CREDIT SUISSE SEC (AES) 1,000.00 32.332 10.00 32,321.45 1,534.16
SALE 10/26/10 39312210 GREEN MOUNTAIN COFFEE 1.06
53678 10/29/10 424309 CREDIT SUISSE SEC (AES) 2,000.00 31.179 20.00 62,336.14 761.56
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 3,000.00 31.563 1.61 94,657.59 2,295.72
30.00
SALE 10/27/10 39312210 GREEN MOUNTAIN COFFEE .55
53678 11/01/10 424313 CREDIT SUISSE SEC (AES) 1,000.00 32.361 10.00 32,350.75 1,563.46
SALE 10/27/10 39312210 GREEN MOUNTAIN COFFEE .56
53678 11/01/10 424313 CREDIT SUISSE SEC (AES) 1,000.00 33.051 10.00 33,040.44 2,253.15
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000.00 32.706 1.11 65,391.19 3,816.61
20.00
SALE 10/28/10 39312210 GREEN MOUNTAIN COFFEE .57
53678 11/02/10 424317 CREDIT SUISSE SEC (AES) 1,000.00 33.355 10.00 33,343.93 2,556.64
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 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 30
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/29/10 39312210 GREEN MOUNTAIN COFFEE .56
53678 11/03/10 424321 CREDIT SUISSE SEC (AES) 1,000.00 33.046 10.00 33,035.44 2,248.15
SALE 10/05/10 40621610 HALLIBURTON CO 1.15
52553 10/08/10 424238 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 34.050 60.00 68,038.85 11,146.21
SALE 10/05/10 40621610 HALLIBURTON CO 1.13
52553 10/08/10 424238 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 33.360 60.00 66,658.87 9,766.23
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 33.705 2.28 134,697.72 20,912.44
120.00
SALE 10/15/10 40621610 HALLIBURTON CO 3.58
52553 10/20/10 424273 DEUTSCHE BANK AG (DOMESTIC) 6,000.00 35.330 180.00 211,796.42 41,118.48
SALE 10/05/10 41651510 HARTFORD FINANCIAL SVCS GRO 2.02
53350 10/08/10 424238 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 23.876 150.00 119,228.98 10,178.98
SALE 10/06/10 41651510 HARTFORD FINANCIAL SVCS GRO 2.01
53350 10/12/10 424242 OPPENHEIMER & CO., INC 5,000.00 23.745 150.00 118,570.49 9,520.49
SALE 10/08/10 41651510 HARTFORD FINANCIAL SVCS GRO 2.00
53350 10/14/10 424252 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 23.643 150.00 118,063.50 9,013.50
SALE 10/15/10 41651510 HARTFORD FINANCIAL SVCS GRO 4.08
53350 10/20/10 424273 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 24.142 300.00 241,113.92 23,013.92
SALE 10/01/10 41987910 HAWAIIAN HOLDINGS INC 1.01
51550 10/06/10 424228 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 5.961 300.00 59,308.99 -11,610.35
SALE 10/22/10 41987910 HAWAIIAN HOLDINGS INC 1.21
51550 10/27/10 424301 OPPENHEIMER & CO., INC 10,000.00 7.146 300.00 71,157.79 238.45
SALE 10/06/10 45920010 INTL BUSINESS MACHINES CORP 2.32
45198 10/12/10 424242 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 137.44 30.00 137,407.68 34,771.05
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 31
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/01/10 46121210 INVENTURE FOODS INC .32
52296 10/06/10 424228 JANNEY MONTGOMERY SCOTT 5,000.00 3.706 150.00 18,377.68 3,015.73
SALE 10/05/10 46121210 INVENTURE FOODS INC .31
52296 10/08/10 424238 JANNEY MONTGOMERY SCOTT 5,000.00 3.615 150.00 17,926.19 2,564.23
SALE 10/15/10 46603210 J&J SNACK FOODS CORP .77
53201 10/20/10 424273 JANNEY MONTGOMERY SCOTT 1,000.00 45.200 30.00 45,169.23 7,360.39
SALE 10/20/10 46603210 J&J SNACK FOODS CORP .75
53201 10/25/10 424291 JANNEY MONTGOMERY SCOTT 1,000.00 43.790 30.00 43,759.25 5,950.41
SALE 10/25/10 47816010 JOHNSON & JOHNSON 1.08
18884 10/28/10 424305 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 64.110 30.00 64,078.92 6,956.10
SALE 10/12/10 47836610 JOHNSON CONTROL 2.65
52249 10/15/10 424260 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 31.318 150.00 156,436.85 22,251.85
SALE 10/27/10 47836610 JOHNSON CONTROL .59
52249 11/01/10 424313 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 34.920 30.00 34,889.41 8,052.41
SALE 10/06/10 48247020 KIT DIGITAL INC .40
47968 10/12/10 424242 JANNEY MONTGOMERY SCOTT 2,000.00 11.561 60.00 23,061.60 8,353.66
SALE 10/08/10 48247020 KIT DIGITAL INC .39
47968 10/14/10 424252 JEFFERIES & COMPANY 2,000.00 11.455 60.00 22,849.61 8,141.67
SALE 10/12/10 48247020 KIT DIGITAL INC .43
47968 10/15/10 424260 CREDIT SUISSE SEC (AES) 2,000.00 12.579 20.00 25,138.17 10,430.23
SALE 10/18/10 48247020 KIT DIGITAL INC .43
47968 10/21/10 424279 KEYBANC CAPITAL MKTS INC 2,000.00 12.621 60.00 25,182.17 10,474.23
SALE 10/19/10 48247020 KIT DIGITAL INC .44
47968 10/22/10 424286 JANNEY MONTGOMERY SCOTT 2,000.00 12.732 60.00 25,403.56 10,695.62
SALE 10/22/10 48247020 KIT DIGITAL INC .44
47968 10/27/10 424301 JANNEY MONTGOMERY SCOTT 2,000.00 13.011 60.00 25,961.56 11,253.62
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 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 32
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/25/10 48247020 KIT DIGITAL INC .45
47968 10/28/10 424305 CREDIT SUISSE SEC (AES) 2,000.00 13.042 20.00 26,062.55 11,354.61
SALE 10/26/10 48247020 KIT DIGITAL INC .44
47968 10/29/10 424309 CREDIT SUISSE SEC (AES) 2,000.00 12.847 20.00 25,673.76 10,965.82
SALE 10/28/10 48247020 KIT DIGITAL INC .46
47968 11/02/10 424317 CREDIT SUISSE SEC (AES) 2,000.00 13.583 20.00 27,144.54 12,436.60
SALE 10/01/10 50207910 LMI AEROSPACE INC .28
53470 10/06/10 424228 JANNEY MONTGOMERY SCOTT 1,000.00 16.093 30.00 16,062.42 1,008.74
SALE 10/01/10 50207910 LMI AEROSPACE INC .54
53470 10/06/10 424228 JANNEY MONTGOMERY SCOTT 2,000.00 15.867 60.00 31,673.06 1,565.69
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 3,000.00 15.942 .82 47,735.48 2,574.43
90.00
SALE 10/05/10 50207910 LMI AEROSPACE INC .57
53470 10/08/10 424238 JANNEY MONTGOMERY SCOTT 2,000.00 16.850 60.00 33,639.43 3,532.06
SALE 10/05/10 50207910 LMI AEROSPACE INC .55
53470 10/08/10 424238 JANNEY MONTGOMERY SCOTT 2,000.00 16.200 60.00 32,339.45 2,232.08
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 16.525 1.12 65,978.88 5,764.14
120.00
SALE 10/07/10 50207910 LMI AEROSPACE INC .57
53470 10/13/10 424248 JANNEY MONTGOMERY SCOTT 2,000.00 16.737 60.00 33,413.83 3,306.46
SALE 10/08/10 50207910 LMI AEROSPACE INC .86
53470 10/14/10 424252 JEFFERIES & COMPANY 3,000.00 16.794 90.00 50,290.54 5,129.49
SALE 10/12/10 50207910 LMI AEROSPACE INC .58
53470 10/15/10 424260 CREDIT SUISSE SEC (AES) 2,000.00 16.915 20.00 33,809.22 3,701.85
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 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 33
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/13/10 50207910 LMI AEROSPACE INC .59
53470 10/18/10 424264 JANNEY MONTGOMERY SCOTT 2,000.00 17.238 60.00 34,414.41 4,307.04
SALE 10/15/10 50207910 LMI AEROSPACE INC .58
53470 10/20/10 424273 JANNEY MONTGOMERY SCOTT 2,000.00 17.130 60.00 34,199.42 4,092.05
SALE 10/22/10 50207910 LMI AEROSPACE INC .56
53470 10/27/10 424301 JANNEY MONTGOMERY SCOTT 2,000.00 16.500 60.00 32,939.44 2,832.08
SALE 10/27/10 50240320 LTX-CREDENCE CORP 1.34
53881 11/01/10 424313 CREDIT SUISSE SEC (AES) 12,119.00 6.541 121.19 79,150.27 6,079.92
SALE 10/01/10 52466010 LEGGETT & PLATT 1.16
53254 10/06/10 424228 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 22.933 90.00 68,707.84 10,843.20
SALE 10/12/10 53591920 LIONS GATE ENTERTAINMENT CO 1.25
52709 10/15/10 424260 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 7.399 300.00 73,691.75 9,150.78
SALE 10/18/10 53591920 LIONS GATE ENTERTAINMENT CO 1.29
52709 10/21/10 424279 OPPENHEIMER & CO., INC 10,000.00 7.618 300.00 75,875.71 11,334.74
SALE 10/21/10 53591920 LIONS GATE ENTERTAINMENT CO 2.53
52709 10/26/10 424295 OPPENHEIMER & CO., INC 20,000.00 7.466 600.00 148,725.47 19,643.53
SALE 10/22/10 56845T30 MARINER ENERGY INC 3.38
52429 10/27/10 424301 OPPENHEIMER & CO., INC 8,000.00 24.986 240.00 199,643.82 22,201.78
SALE 10/25/10 56845T30 MARINER ENERGY INC .85
52429 10/28/10 424305 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 25.160 60.00 50,259.15 5,898.64
SALE 10/29/10 56845T30 MARINER ENERGY INC 10.09
52429 11/03/10 424321 DEUTSCHE BANK AG (DOMESTIC) 24,000.00 24.875 720.00 596,272.31 63,946.20
SALE 10/27/10 57708110 MATTEL INC 10.17
53911 11/01/10 424313 DEUTSCHE BANK AG (DOMESTIC) 26,000.00 23.150 780.00 601,102.03 10,497.43
SALE 10/15/10 58155Q10 MCKESSON CORP 2.11
52798 10/20/10 424273 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 62.390 60.00 124,717.89 -6,385.75
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 34
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/20/10 58155Q10 MCKESSON CORP 2.08
52798 10/25/10 424291 OPPENHEIMER & CO., INC 2,000.00 61.263 60.00 122,462.92 -8,640.72
SALE 10/20/10 58155Q10 MCKESSON CORP 2.07
52798 10/25/10 424291 OPPENHEIMER & CO., INC 2,000.00 61.190 60.00 122,317.93 -8,785.71
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 61.226 4.15 244,780.85 -17,426.43
120.00
SALE 10/21/10 58155Q10 MCKESSON CORP 2.08
52798 10/26/10 424295 OPPENHEIMER & CO., INC 2,000.00 61.250 60.00 122,437.92 -8,665.72
SALE 10/12/10 58949910 MERGE HEALTHCARE INC .52
47985 10/15/10 424260 CREDIT SUISSE SEC (AES) 10,000.00 3.021 100.00 30,104.48 -4,081.97
SALE 10/08/10 59491810 MICROSOFT CORP. .84
12799 10/14/10 424252 JEFFERIES & COMPANY 2,000.00 24.570 60.00 49,079.16 -1,182.46
SALE 10/14/10 59491810 MICROSOFT CORP. 4.26
12799 10/19/10 424268 JANNEY MONTGOMERY SCOTT 10,000.00 25.150 300.00 251,195.74 -112.35
SALE 10/18/10 59491810 MICROSOFT CORP. .87
12799 10/21/10 424279 KEYBANC CAPITAL MKTS INC 2,000.00 25.635 60.00 51,208.73 947.11
SALE 10/26/10 59491810 MICROSOFT CORP. .88
12799 10/29/10 424309 CREDIT SUISSE SEC (AES) 2,000.00 25.818 20.00 51,615.32 1,353.70
SALE 10/27/10 59491810 MICROSOFT CORP. .87
12799 11/01/10 424313 CREDIT SUISSE SEC (AES) 2,000.00 25.735 20.00 51,449.13 1,187.51
SALE 10/29/10 59491810 MICROSOFT CORP. .92
12799 11/03/10 424321 CREDIT SUISSE SEC (AES) 2,000.00 27.144 20.00 54,266.68 4,005.06
SALE 10/01/10 59501710 MICROCHIP TECHNOLOGY INC 1.61
53341 10/06/10 424228 JANNEY MONTGOMERY SCOTT 3,000.00 31.708 90.00 95,032.39 8,725.12
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 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 35
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/25/10 59501710 MICROCHIP TECHNOLOGY INC 1.07
53341 10/28/10 424305 CREDIT SUISSE SEC (AES) 2,000.00 31.410 20.00 62,799.73 5,261.55
SALE 10/28/10 59501710 MICROCHIP TECHNOLOGY INC .55
53341 11/02/10 424317 CREDIT SUISSE SEC (AES) 1,000.00 32.050 10.00 32,039.45 3,270.36
SALE 10/01/10 60786L10 MODUSLINK GLOBAL SOLUTIONS 1.07
50935 10/06/10 424228 JANNEY MONTGOMERY SCOTT 10,000.00 6.320 300.00 62,898.93 -35,991.11
SALE 10/05/10 60786L10 MODUSLINK GLOBAL SOLUTIONS 1.08
50935 10/08/10 424238 JANNEY MONTGOMERY SCOTT 10,000.00 6.333 300.00 63,030.92 -35,859.13
SALE 10/15/10 60786L10 MODUSLINK GLOBAL SOLUTIONS 1.15
50935 10/20/10 424273 JANNEY MONTGOMERY SCOTT 10,000.00 6.754 300.00 67,239.85 -31,650.20
SALE 10/22/10 60786L10 MODUSLINK GLOBAL SOLUTIONS 1.15
50935 10/27/10 424301 JANNEY MONTGOMERY SCOTT 10,000.00 6.802 300.00 67,720.85 -31,169.20
SALE 10/25/10 60786L10 MODUSLINK GLOBAL SOLUTIONS 1.16
50935 10/28/10 424305 CREDIT SUISSE SEC (AES) 10,000.00 6.814 100.00 68,038.84 -30,851.21
SALE 10/25/10 60871R20 MOLSON COORS BREWING CO. 2.46
41264 10/28/10 424305 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 48.480 90.00 145,347.54 9,367.64
SALE 10/08/10 61945A10 MOSIAC CO 1.11
50276 10/14/10 424252 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 65.739 30.00 65,707.89 8,288.80
SALE 10/01/10 64107N20 NET 1 UEPS TECHNOLOGIES INC .97
53329 10/06/10 424228 JANNEY MONTGOMERY SCOTT 5,000.00 11.475 150.00 57,226.03 -108.19
SALE 10/12/10 64107N20 NET 1 UEPS TECHNOLOGIES INC .40
53329 10/15/10 424260 CREDIT SUISSE SEC (AES) 2,000.00 11.551 20.00 23,082.40 148.71
SALE 10/14/10 64107N20 NET 1 UEPS TECHNOLOGIES INC 1.00
53329 10/19/10 424268 JANNEY MONTGOMERY SCOTT 5,000.00 11.752 150.00 58,609.50 1,275.28
SALE 10/15/10 64107N20 NET 1 UEPS TECHNOLOGIES INC 1.01
53329 10/20/10 424273 JANNEY MONTGOMERY SCOTT 5,000.00 11.940 150.00 59,548.99 2,214.77
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 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 36
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/18/10 64107N20 NET 1 UEPS TECHNOLOGIES INC .41
53329 10/21/10 424279 KEYBANC CAPITAL MKTS INC 2,000.00 11.918 60.00 23,774.79 841.10
SALE 10/22/10 64107N20 NET 1 UEPS TECHNOLOGIES INC .41
53329 10/27/10 424301 JANNEY MONTGOMERY SCOTT 2,000.00 12.099 60.00 24,136.59 1,202.90
SALE 10/29/10 64107N20 NET 1 UEPS TECHNOLOGIES INC .62
53329 11/03/10 424321 CREDIT SUISSE SEC (AES) 3,000.00 12.139 30.00 36,386.98 1,986.45
SALE 10/01/10 68218910 ON SEMICONDUCTOR CORP 9.68
51851 10/06/10 424228 JANNEY MONTGOMERY SCOTT 80,000.00 7.152 2,400.00 569,782.32 -44,379.04
SALE 10/29/10 70959W10 PENSKE AUTO GROUP 1.14
51316 11/03/10 424321 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 13.447 150.00 67,085.86 -4,427.77
SALE 10/15/10 71708110 PFIZER INC 1.50
48433 10/20/10 424273 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 17.810 150.00 88,898.50 6,596.02
SALE 10/25/10 71817210 PHILIP MORRIS INTERNATIONAL 2.01
40646 10/28/10 424305 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 59.550 60.00 119,037.99 31,404.55
SALE 10/12/10 74346Y10 PROS HOLDINGS INC. .31
38456 10/15/10 424260 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 9.242 60.00 18,423.49 -210.49
SALE 10/15/10 74346Y10 PROS HOLDINGS INC. .32
38456 10/20/10 424273 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 9.570 60.00 19,079.68 445.70
SALE 10/25/10 74346Y10 PROS HOLDINGS INC. .32
38456 10/28/10 424305 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 9.590 60.00 19,118.68 484.69
SALE 10/25/10 74731Q10 PZENA INVESTMENT MGMT INC .23
46575 10/28/10 424305 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 6.776 60.00 13,491.97 697.50
SALE 10/01/10 75043810 RADIOSHACK CORP .72
51292 10/06/10 424228 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 21.431 60.00 42,800.28 -2,218.40
SALE 10/12/10 75043810 RADIOSHACK CORP .74
51292 10/15/10 424260 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 21.995 60.00 43,929.06 -1,089.62
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 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 37
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/18/10 75043810 RADIOSHACK CORP 1.48
51292 10/21/10 424279 OPPENHEIMER & CO., INC 4,000.00 21.890 120.00 87,437.72 -2,599.64
SALE 10/08/10 75091710 RAMBUS INC 1.37
52461 10/14/10 424252 JEFFERIES & COMPANY 4,000.00 20.170 120.00 80,559.83 7,270.14
SALE 10/15/10 75091710 RAMBUS INC .68
52461 10/20/10 424273 JANNEY MONTGOMERY SCOTT 2,000.00 19.950 60.00 39,839.32 3,194.47
SALE 10/27/10 75091710 RAMBUS INC 5.97
52461 11/01/10 424313 CREDIT SUISSE SEC (AES) 18,000.00 19.599 180.00 352,603.23 22,799.62
SALE 10/12/10 75190730 RAMTRON INTERNATIONAL CORP. .14
42765 10/15/10 424260 CREDIT SUISSE SEC (AES) 2,000.00 4.039 20.00 8,056.86 2,934.14
SALE 10/13/10 75190730 RAMTRON INTERNATIONAL CORP. .14
42765 10/18/10 424264 JANNEY MONTGOMERY SCOTT 2,000.00 4.025 60.00 7,989.86 2,867.14
SALE 10/15/10 75190730 RAMTRON INTERNATIONAL CORP. .14
42765 10/20/10 424273 JANNEY MONTGOMERY SCOTT 2,000.00 3.943 60.00 7,824.86 2,702.15
SALE 10/18/10 75190730 RAMTRON INTERNATIONAL CORP. .14
42765 10/21/10 424279 KEYBANC CAPITAL MKTS INC 2,000.00 3.940 60.00 7,819.86 2,697.14
SALE 10/21/10 75190730 RAMTRON INTERNATIONAL CORP. .14
42765 10/26/10 424295 CREDIT SUISSE SEC (AES) 2,000.00 3.893 20.00 7,765.06 2,642.35
SALE 10/15/10 75876610 REGAL ENTERTAINMENT GROUP 2.38
53479 10/20/10 424273 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 14.099 300.00 140,682.62 20,299.93
SALE 10/18/10 75876610 REGAL ENTERTAINMENT GROUP .24
53479 10/21/10 424279 OPPENHEIMER & CO., INC 1,000.00 13.970 30.00 13,939.76 1,901.49
SALE 10/05/10 7591EP10 REGIONS FINANCIAL CORP 1.28
53351 10/08/10 424238 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 7.550 300.00 75,198.72 7,369.85
SALE 10/18/10 7591EP10 REGIONS FINANCIAL CORP 1.24
53351 10/21/10 424279 OPPENHEIMER & CO., INC 10,000.00 7.310 300.00 72,800.76 4,971.88
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 38
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/01/10 76011210 RENTECH INC. .33
39062 10/06/10 424228 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 .976 200.00 19,309.67 -1,481.50
SALE 10/08/10 76011210 RENTECH INC. .34
39062 10/14/10 424252 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 1.007 200.00 19,933.66 -857.51
SALE 10/25/10 76011210 RENTECH INC. .20
39062 10/28/10 424305 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 1.170 100.00 11,599.80 1,204.21
SALE 10/27/10 76316510 RICHARDSON ELECTRONICS LTD .93
53831 11/01/10 424313 CREDIT SUISSE SEC (AES) 5,000.00 10.909 50.00 54,493.57 2,644.52
SALE 10/28/10 76316510 RICHARDSON ELECTRONICS LTD .92
53831 11/02/10 424317 CREDIT SUISSE SEC (AES) 5,000.00 10.882 50.00 54,360.58 2,511.53
SALE 10/28/10 76316510 RICHARDSON ELECTRONICS LTD .92
53831 11/02/10 424317 CREDIT SUISSE SEC (AES) 5,000.00 10.857 50.00 54,232.58 2,383.53
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 10,000.00 10.870 1.84 108,593.16 4,895.06
100.00
SALE 10/29/10 76316510 RICHARDSON ELECTRONICS LTD .92
53831 11/03/10 424321 CREDIT SUISSE SEC (AES) 5,000.00 10.832 50.00 54,110.08 2,261.03
SALE 10/01/10 79084910 ST JUDE MEDICAL INC 1.33
33134 10/06/10 424228 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 39.453 60.00 78,844.67 5,580.90
SALE 10/22/10 79084910 ST JUDE MEDICAL INC 6.58
33134 10/27/10 424301 OPPENHEIMER & CO., INC 10,000.00 38.903 300.00 388,722.42 22,403.57
SALE 10/25/10 79084910 ST JUDE MEDICAL INC 1.30
33134 10/28/10 424305 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 38.520 60.00 76,978.70 3,714.93
SALE 10/26/10 79084910 ST JUDE MEDICAL INC .65
33134 10/29/10 424309 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 38.361 30.00 38,330.35 1,698.47
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 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 39
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/27/10 79084910 ST JUDE MEDICAL INC .65
33134 11/01/10 424313 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 38.410 30.00 38,379.35 1,747.47
SALE 10/28/10 79084910 ST JUDE MEDICAL INC .65
33134 11/02/10 424317 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 38.630 30.00 38,599.35 1,967.47
SALE 10/27/10 80090720 SANMINA-SCI CORP 2.18
49559 11/01/10 424313 CREDIT SUISSE SEC (AES) 10,000.00 12.874 100.00 128,641.82 17,723.49
SALE 10/06/10 82706L10 SILICON GRAPHICS INTERNATIO .65
47177 10/12/10 424242 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 7.712 150.00 38,409.35 9,356.52
SALE 10/07/10 82706L10 SILICON GRAPHICS INTERNATIO .26
47177 10/13/10 424248 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 7.707 60.00 15,352.74 3,731.61
SALE 10/08/10 82706L10 SILICON GRAPHICS INTERNATIO .66
47177 10/14/10 424252 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 7.861 150.00 39,152.34 10,099.51
SALE 10/15/10 82706L10 SILICON GRAPHICS INTERNATIO 1.38
47177 10/20/10 424273 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 8.192 300.00 81,621.62 23,515.95
SALE 10/18/10 82706L10 SILICON GRAPHICS INTERNATIO 1.41
47177 10/21/10 424279 OPPENHEIMER & CO., INC 10,000.00 8.319 300.00 82,891.59 24,785.92
SALE 10/19/10 82706L10 SILICON GRAPHICS INTERNATIO 1.36
47177 10/22/10 424286 OPPENHEIMER & CO., INC 10,000.00 8.039 300.00 80,087.64 21,981.97
SALE 10/29/10 82706L10 SILICON GRAPHICS INTERNATIO 1.30
47177 11/03/10 424321 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 7.702 300.00 76,715.70 18,610.03
SALE 10/12/10 83056610 SKECHERS USA INC CL A 1.26
53379 10/15/10 424260 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 24.858 90.00 74,481.84 5,345.29
SALE 10/13/10 83056610 SKECHERS USA INC CL A .44
53379 10/18/10 424264 OPPENHEIMER & CO., INC 1,000.00 25.524 30.00 25,493.56 2,448.04
SALE 10/14/10 83056610 SKECHERS USA INC CL A 1.27
53379 10/19/10 424268 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 25.070 90.00 75,118.73 5,982.18
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 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 40
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/15/10 83056610 SKECHERS USA INC CL A 1.26
53379 10/20/10 424273 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 24.910 90.00 74,638.74 5,502.19
SALE 10/22/10 83056610 SKECHERS USA INC CL A .40
53379 10/27/10 424301 OPPENHEIMER & CO., INC 1,000.00 23.475 30.00 23,444.60 399.08
SALE 10/27/10 83056610 SKECHERS USA INC CL A .79
53379 11/01/10 424313 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 23.469 60.00 46,877.21 786.18
SALE 10/13/10 83546010 SONIC SOLUTIONS 3.17
53866 10/18/10 424264 JANNEY MONTGOMERY SCOTT 15,420.00 12.161 462.60 187,063.02 103,679.91
SALE 10/04/10 85206110 SPRINT NEXTEL CORP 2.37
52950 10/07/10 424234 DEUTSCHE BANK AG (DOMESTIC) 30,000.00 4.684 900.00 139,611.63 2,375.26
SALE 10/20/10 85747710 STATE STREET CORP 1.37
51512 10/25/10 424291 OPPENHEIMER & CO., INC 2,000.00 40.350 60.00 80,638.63 -13,429.05
SALE 10/12/10 86459610 SUCCESSFACTORS INC .84
51343 10/15/10 424260 CREDIT SUISSE SEC (AES) 2,000.00 24.709 20.00 49,396.76 10,505.28
SALE 10/05/10 86816810 SUPERIOR INDUSTRIES INTL .59
47344 10/08/10 424238 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 17.555 60.00 35,049.41 6,443.80
SALE 10/06/10 86816810 SUPERIOR INDUSTRIES INTL .59
47344 10/12/10 424242 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 17.573 60.00 35,085.41 6,479.80
SALE 10/25/10 86816810 SUPERIOR INDUSTRIES INTL .61
47344 10/28/10 424305 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 17.995 60.00 35,928.39 7,322.78
SALE 10/28/10 87150310 SYMANTEC CORP 2.79
54035 11/02/10 424317 CREDIT SUISSE SEC (AES) 10,000.00 16.460 100.00 164,498.21 5,283.21
SALE 10/28/10 87150310 SYMANTEC CORP 2.81
54035 11/02/10 424317 CREDIT SUISSE SEC (AES) 10,000.00 16.585 100.00 165,747.19 6,532.19
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 16.523 5.60 330,245.40 11,815.40
200.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 41
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/14/10 87161C10 SYNOVUS FINANCIAL CORP .93
53638 10/19/10 424268 OPPENHEIMER & CO., INC 20,000.00 2.726 600.00 53,921.07 3,880.25
SALE 10/18/10 88732J20 TIME WARNER CABLE INC 2.91
52800 10/21/10 424279 OPPENHEIMER & CO., INC 3,000.00 57.327 90.00 171,888.99 6,946.79
SALE 10/26/10 88732J20 TIME WARNER CABLE INC 1.93
52800 10/29/10 424309 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 57.190 60.00 114,317.07 4,355.60
SALE 10/28/10 88732J20 TIME WARNER CABLE INC 1.98
52800 11/02/10 424317 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 58.493 60.00 116,924.02 6,962.55
SALE 10/08/10 88870610 TIVO INC. .35
36147 10/14/10 424252 JEFFERIES & COMPANY 2,000.00 10.259 60.00 20,456.65 -2,345.56
SALE 10/13/10 88870610 TIVO INC. .35
36147 10/18/10 424264 JANNEY MONTGOMERY SCOTT 2,000.00 10.300 60.00 20,539.65 -2,262.56
SALE 10/25/10 88870610 TIVO INC. .74
36147 10/28/10 424305 CREDIT SUISSE SEC (AES) 4,000.00 10.900 40.00 43,559.26 -2,045.15
SALE 10/27/10 91126810 UNITED ONLINE INC 1.03
44273 11/01/10 424313 CREDIT SUISSE SEC (USA) LLC 10,000.00 6.053 300.00 60,231.97 3,107.55
SALE 10/08/10 91131210 UNITED PARCEL SERVICE-CL B 13.65
51610 10/14/10 424252 DEUTSCHE BANK AG (DOMESTIC) 12,000.00 67.327 360.00 807,545.55 -18,620.16
SALE 10/27/10 91301710 UNITED TECHNOLOGIES CORP 2.49
51253 11/01/10 424313 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 73.751 60.00 147,438.51 2,062.84
SALE 10/15/10 92241710 VEECO INSTRUMENTS INC .71
50425 10/20/10 424273 JANNEY MONTGOMERY SCOTT 1,000.00 41.510 30.00 41,479.29 4,591.37
SALE 10/20/10 92241710 VEECO INSTRUMENTS INC .65
50425 10/25/10 424291 JANNEY MONTGOMERY SCOTT 1,000.00 37.884 30.00 37,853.35 965.43
SALE 10/12/10 92553P20 VIACOM INC CL B 1.25
53221 10/15/10 424260 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 36.988 60.00 73,913.75 10,910.95
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 42
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/15/10 92553P20 VIACOM INC CL B 1.28
53221 10/20/10 424273 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 37.750 60.00 75,438.72 12,435.92
SALE 10/18/10 92553P20 VIACOM INC CL B 1.28
53221 10/21/10 424279 OPPENHEIMER & CO., INC 2,000.00 37.618 60.00 75,173.72 12,170.92
SALE 10/20/10 92553P20 VIACOM INC CL B 1.28
53221 10/25/10 424291 OPPENHEIMER & CO., INC 2,000.00 37.791 60.00 75,520.72 12,517.92
SALE 10/22/10 92553P20 VIACOM INC CL B 1.27
53221 10/27/10 424301 OPPENHEIMER & CO., INC 2,000.00 37.511 60.00 74,959.73 11,956.93
SALE 10/25/10 92826C83 VISA INC CL A 2.70
49000 10/28/10 424305 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 79.998 60.00 159,932.30 10,458.94
SALE 10/12/10 96181530 WESTWOOD ONE INC .33
51695 10/15/10 424260 CREDIT SUISSE SEC (AES) 2,000.00 9.594 20.00 19,167.67 -1,932.71
SALE 10/13/10 96181530 WESTWOOD ONE INC .17
51695 10/18/10 424264 JANNEY MONTGOMERY SCOTT 1,000.00 9.530 30.00 9,499.83 -1,050.36
SALE 10/14/10 96181530 WESTWOOD ONE INC .17
51695 10/19/10 424268 JANNEY MONTGOMERY SCOTT 1,000.00 9.585 30.00 9,554.43 -995.76
SALE 10/15/10 96181530 WESTWOOD ONE INC .17
51695 10/20/10 424273 JANNEY MONTGOMERY SCOTT 1,000.00 9.526 30.00 9,495.53 -1,054.66
SALE 10/20/10 96181530 WESTWOOD ONE INC .16
51695 10/25/10 424291 JANNEY MONTGOMERY SCOTT 1,000.00 9.410 30.00 9,379.84 -1,170.35
SALE 10/21/10 96181530 WESTWOOD ONE INC .09
51695 10/26/10 424295 CREDIT SUISSE SEC (AES) 548.00 9.082 5.48 4,971.31 -810.19
SALE 10/22/10 96181530 WESTWOOD ONE INC .05
51695 10/27/10 424301 CREDIT SUISSE SEC (AES) 298.00 9.346 2.98 2,782.08 -361.88
SALE 10/25/10 96181530 WESTWOOD ONE INC .03
51695 10/28/10 424305 CREDIT SUISSE SEC (AES) 154.00 9.241 1.54 1,421.53 -203.20
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 10/01/10 THROUGH 10/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 43
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/22/10 H8912P10 TYCO ELECTRONICS LTD 1.07
48848 10/27/10 424301 OPPENHEIMER & CO., INC 2,000.00 31.510 60.00 62,958.93 12,638.11
SALE 10/25/10 H8912P10 TYCO ELECTRONICS LTD 1.08
48848 10/28/10 424305 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 31.860 60.00 63,658.92 13,338.10
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 1,327,439.00 394.23 23,360,423.78 1,564,920.05
33,496.79
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 1,327,439.00 394.23 23,360,423.78 1,564,920.05
33,496.79
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 10/01/10 THROUGH 10/31/10
CASH MANAGEMENT FD (5050) PAGE: 44
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 10/19/10 00282DKM ABBOTT LABORATORIES DISC C .1800 .180
53916 10/19/10 289242 BANK OF AMERICA SECURITIES 10/21/10 27,500,000.00 99.999 27,499,725.00
PUR 10/21/10 00282DL9 ABBOTT LABORATORIES DISC C .1600 .160
53960 10/21/10 289244 BANK OF AMERICA SECURITIES 11/09/10 40,000,000.00 99.992 39,996,622.24
PUR 10/21/10 00282DL9 ABBOTT LABORATORIES DISC C .1600 .160
53961 10/21/10 289244 BGC FINANCIAL 11/09/10 36,200,000.00 99.992 36,196,943.11
PUR 10/25/10 00282DM6 ABBOTT LABORATORIES DISC C .1600 .160
54001 10/25/10 289246 MESIROW FINANCIAL, INC 12/06/10 75,000,000.00 99.981 74,985,999.99
PUR 10/26/10 00282DM7 ABBOTT LABORATORIES DISC C .1750 .175
54026 10/26/10 289247 MESIROW FINANCIAL, INC 12/07/10 30,000,000.00 99.980 29,993,875.00
PUR 10/26/10 00282DM7 ABBOTT LABORATORIES DISC C .1750 .175
54027 10/26/10 289247 MESIROW FINANCIAL, INC 12/07/10 18,600,000.00 99.980 18,596,202.50
PUR 10/08/10 03948HKC ARCHER DANIELS MIDLAND DISC .2200 .220
53816 10/08/10 289236 BARCLAYS CAPITAL INC 10/12/10 45,000,000.00 99.998 44,998,900.02
PUR 10/08/10 03948HKC ARCHER DANIELS MIDLAND DISC .2200 .220
53826 10/08/10 289236 BARCLAYS CAPITAL INC 10/12/10 11,392,000.00 99.998 11,391,721.53
PUR 10/12/10 03948HL5 ARCHER DANIELS MIDLAND DISC .2100 .210
53837 10/12/10 289237 JP MORGAN 11/05/10 50,000,000.00 99.986 49,993,000.00
PUR 10/05/10 03948HL9 ARCHER DANIELS MIDLAND DISC .2100 .210
53735 10/05/10 289233 CITIGROUP GBL MKT(FMLY SALO 11/09/10 20,000,000.00 99.980 19,995,916.66
PUR 10/19/10 03948HLH ARCHER DANIELS MIDLAND DISC .2100 .210
53928 10/19/10 289242 BANK OF AMERICA SECURITIES 11/17/10 7,827,000.00 99.983 7,825,675.93
PUR 10/18/10 03948HLV ARCHER DANIELS MIDLAND DISC .2400 .240
53900 10/18/10 289241 BARCLAYS CAPITAL INC 11/29/10 35,000,000.00 99.972 34,990,200.00
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 10/01/10 THROUGH 10/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 45
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/27/10 03948HLV ARCHER DANIELS MIDLAND DISC .2000 .200
54045 10/27/10 289248 MESIROW FINANCIAL, INC 11/29/10 43,000,000.00 99.982 42,992,116.67
PUR 10/21/10 03948HM2 ARCHER DANIELS MIDLAND DISC .2200 .220
53970 10/21/10 289244 BANK OF AMERICA SECURITIES 12/02/10 2,627,000.00 99.974 2,626,325.74
PUR 10/06/10 0556N1K7 BNP PARIBAS FINANCE INC DIS .2100 .210
53766 10/06/10 289234 BNP PARIBAS 10/07/10 7,202,000.00 99.999 7,201,957.99
PUR 10/06/10 0556N1K7 BNP PARIBAS FINANCE INC DIS .2100 .210
53767 10/06/10 289234 BNP PARIBAS 10/07/10 35,000,000.00 99.999 34,999,795.83
PUR 10/07/10 0556N1K8 BNP PARIBAS FINANCE INC DIS .2100 .210
53787 10/07/10 289235 BNP PARIBAS 10/08/10 120,000,000.00 99.999 119,999,299.99
PUR 10/07/10 0556N1K8 BNP PARIBAS FINANCE INC DIS .2100 .210
53788 10/07/10 289235 BNP PARIBAS 10/08/10 40,000,000.00 99.999 39,999,766.67
PUR 10/07/10 0556N1K8 BNP PARIBAS FINANCE INC DIS .2100 .210
53794 10/07/10 289235 BNP PARIBAS 10/08/10 60,000,000.00 99.999 59,999,650.00
PUR 10/07/10 0556N1K8 BNP PARIBAS FINANCE INC DIS .2100 .210
53800 10/07/10 289235 BNP PARIBAS 10/08/10 13,656,000.00 99.999 13,655,920.34
PUR 10/14/10 0556N1KF BNP PARIBAS FINANCE INC DIS .2000 .200
53875 10/14/10 289239 BNP PARIBAS 10/15/10 57,000,000.00 99.999 56,999,683.33
PUR 10/14/10 0556N1KF BNP PARIBAS FINANCE INC DIS .2000 .200
53877 10/14/10 289239 BNP PARIBAS 10/15/10 3,397,000.00 99.999 3,396,981.13
PUR 10/19/10 0556N1KL BNP PARIBAS FINANCE INC DIS .2000 .200
53920 10/19/10 289242 BNP PARIBAS 10/20/10 38,000,000.00 99.999 37,999,788.89
PUR 10/19/10 0556N1KL BNP PARIBAS FINANCE INC DIS .2000 .200
53921 10/19/10 289242 BNP PARIBAS 10/20/10 30,000,000.00 99.999 29,999,833.33
PUR 10/21/10 0556N1KN BNP PARIBAS FINANCE INC DIS .2000 .200
53956 10/21/10 289244 BNP PARIBAS 10/22/10 200,000,000.00 99.999 199,998,888.88
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
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DURING THE PERIOD 10/01/10 THROUGH 10/31/10
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/27/10 0556N1KU BNP PARIBAS FINANCE INC DIS .2000 .200
54050 10/27/10 289248 BNP PARIBAS 10/28/10 3,103,000.00 99.999 3,102,982.76
PUR 10/28/10 0556N1KV BNP PARIBAS FINANCE INC DIS .2000 .200
54056 10/28/10 289249 BNP PARIBAS 10/29/10 290,000,000.00 99.999 289,998,388.88
PUR 10/29/10 0556N1L1 BNP PARIBAS FINANCE INC DIS .2000 .200
54073 10/29/10 289250 BNP PARIBAS 11/01/10 290,000,000.00 99.998 289,995,166.68
PUR 10/01/10 06366UBU BANK OF MONTREAL YANKEE C D .2400 .240
53705 10/01/10 289231 BMO/HARRIS TRUST & SAVINGS 11/01/10 40,000,000.00 100.00 40,000,000.00
PUR 10/19/10 06366UDX BANK OF MONTREAL YANKEE C D .2200 .220
53914 10/19/10 289242 BMO/HARRIS TRUST & SAVINGS 11/03/10 80,000,000.00 100.00 80,000,000.00
PUR 10/04/10 06417DPV BANK OF NOVA SCOTIA YANKEE .1900 .190
53722 10/04/10 289232 BANK OF NOVA SCOTIA 10/22/10 47,000,000.00 100.00 47,000,000.00
PUR 10/25/10 06417DRE BANK OF NOVA SCOTIA YANKEE .2000 .200
54004 10/25/10 289246 BANK OF NOVA SCOTIA 12/03/10 47,000,000.00 100.00 47,000,000.00
PUR 10/01/10 13443DKV CAMPBELL SOUP CO DISC C P .1700 .170
53707 10/01/10 289231 JP MORGAN 10/29/10 31,700,000.00 99.987 31,695,808.56
PUR 10/14/10 13606XGS CANADIAN IMPERIAL BK COMM C .1900 .190
53874 10/14/10 289239 CANADIAN IMPERIAL BANK 12/01/10 30,000,000.00 100.00 30,000,000.00
PUR 10/12/10 13607FLV CANADIAN IMPERIAL HOLDGS DI .2300 .230
53839 10/12/10 289237 CANADIAN IMPERIAL HOLDINGS 11/29/10 50,000,000.00 99.969 49,984,666.67
PUR 10/12/10 13607FLW CANADIAN IMPERIAL HOLDGS DI .2300 .230
53838 10/12/10 289237 CANADIAN IMPERIAL HOLDINGS 11/30/10 50,000,000.00 99.969 49,984,347.22
PUR 10/06/10 14178MK7 CARGILL INC DISC CP .2000 .200
53761 10/06/10 289234 CITIGROUP GBL MKT(FMLY SALO 10/07/10 21,500,000.00 99.999 21,499,880.55
PUR 10/06/10 14178MK7 CARGILL INC DISC CP .1900 .190
53758 10/06/10 289234 CREDIT SUISSE SEC (USA) LLC 10/07/10 25,000,000.00 99.999 24,999,868.05
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 10/01/10 THROUGH 10/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 47
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/06/10 14178MK7 CARGILL INC DISC CP .1900 .190
53759 10/06/10 289234 JP MORGAN 10/07/10 23,500,000.00 99.999 23,499,875.97
PUR 10/15/10 14178MKJ CARGILL INC DISC CP .2100 .210
53891 10/15/10 289240 JP MORGAN 10/18/10 13,725,000.00 99.998 13,724,759.81
PUR 10/19/10 14178MKL CARGILL INC DISC CP .2100 .210
53915 10/19/10 289242 CREDIT SUISSE SEC (USA) LLC 10/20/10 21,500,000.00 99.999 21,499,874.59
PUR 10/22/10 14178MKR CARGILL INC DISC CP .2000 .200
53988 10/22/10 289245 CREDIT SUISSE SEC (USA) LLC 10/25/10 5,481,000.00 99.998 5,480,908.65
PUR 10/25/10 14178MKS CARGILL INC DISC CP .2200 .220
54008 10/25/10 289246 JP MORGAN 10/26/10 10,715,000.00 99.999 10,714,934.52
PUR 10/26/10 14178MKT CARGILL INC DISC CP .2200 .220
54033 10/26/10 289247 CREDIT SUISSE SEC (USA) LLC 10/27/10 5,060,000.00 99.999 5,059,969.08
PUR 10/26/10 14178MKT CARGILL INC DISC CP .2000 .200
54031 10/26/10 289247 JP MORGAN 10/27/10 25,000,000.00 99.999 24,999,861.10
PUR 10/28/10 14178MKV CARGILL INC DISC CP .1900 .190
54061 10/28/10 289249 CITIGROUP GBL MKT(FMLY SALO 10/29/10 25,000,000.00 99.999 24,999,868.05
PUR 10/28/10 14178MKV CARGILL INC DISC CP .2000 .200
54070 10/28/10 289249 CITIGROUP GBL MKT(FMLY SALO 10/29/10 7,733,000.00 99.999 7,732,957.04
PUR 10/29/10 14178ML1 CARGILL INC DISC CP .2300 .230
54088 10/29/10 289250 BARCLAYS CAPITAL INC 11/01/10 7,593,000.00 99.998 7,592,854.46
PUR 10/20/10 14178MLG CARGILL INC DISC CP .2200 .220
53944 10/20/10 289243 CREDIT SUISSE SEC (USA) LLC 11/16/10 7,330,000.00 99.984 7,328,790.55
PUR 10/21/10 14178MLG CARGILL INC DISC CP .2200 .220
53966 10/21/10 289244 CREDIT SUISSE SEC (USA) LLC 11/16/10 17,000,000.00 99.984 16,997,298.89
PUR 10/12/10 14178MLH CARGILL INC DISC CP .2200 .220
53836 10/12/10 289237 CREDIT SUISSE SEC (USA) LLC 11/17/10 35,000,000.00 99.978 34,992,300.00
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 10/01/10 THROUGH 10/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 48
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/27/10 14178MLJ CARGILL INC DISC CP .2200 .220
54040 10/27/10 289248 CREDIT SUISSE SEC (USA) LLC 11/18/10 21,670,000.00 99.987 21,667,086.60
PUR 10/20/10 14178MLN CARGILL INC DISC CP .2100 .210
53937 10/20/10 289243 BARCLAYS CAPITAL INC 11/22/10 25,000,000.00 99.981 24,995,187.50
PUR 10/05/10 16677FHQ CHEVRON FUNDING I B N .1800 .180
53733 10/05/10 289233 CHEVRON USA INC 10/22/10 50,000,000.00 100.00 50,000,000.00
PUR 10/13/10 16677FJD CHEVRON FUNDING CORP IBN .1800 .180
53855 10/13/10 289238 CHEVRON USA INC 11/08/10 50,000,000.00 100.00 50,000,000.00
PUR 10/13/10 16677FJE CHEVRON FUNDING I B N .1800 .180
53854 10/13/10 289238 CHEVRON USA INC 11/09/10 25,000,000.00 100.00 25,000,000.00
PUR 10/18/10 16677FJN CHEVRON FUNDING CORP IBN .1900 .190
53904 10/18/10 289241 CHEVRON USA INC 11/10/10 55,000,000.00 100.00 55,000,000.00
PUR 10/22/10 16677FJV CHEVRON FUNDING I B N .1400 .140
53974 10/22/10 289245 CHEVRON USA INC 10/26/10 50,000,000.00 100.00 50,000,000.00
PUR 10/27/10 17248RAF CINGULAR WIRELESS LLC 6.5000 .648
54034 10/27/10 289248 BANK OF AMERICA SECURITIES 12/15/11 15,000,000.00 106.59 15,989,400.00
PUR 10/04/10 19416FKT COLGATE-PALMOLIVE CO DISC C .1700 .170
53721 10/04/10 289232 CITIGROUP GBL MKT(FMLY SALO 10/27/10 10,000,000.00 99.989 9,998,913.89
PUR 10/19/10 19416FL1 COLGATE PALMOLIVE CO DISC C .1800 .180
53927 10/19/10 289242 CITIGROUP GBL MKT(FMLY SALO 11/01/10 26,000,000.00 99.994 25,998,310.00
PUR 10/27/10 24422ML5 JOHN DEERE CAPITAL CORP DIS .1900 .190
54048 10/27/10 289248 BARCLAYS CAPITAL INC 11/05/10 13,000,000.00 99.995 12,999,382.50
PUR 10/20/10 24422ML9 JOHN DEERE CAPITAL CORP DIS .1900 .190
53939 10/20/10 289243 BANK OF AMERICA SECURITIES 11/09/10 30,000,000.00 99.989 29,996,833.32
PUR 10/28/10 24422MLJ JOHN DEERE CAPITAL CORP DIS .1900 .190
54066 10/28/10 289249 BANK OF AMERICA SECURITIES 11/18/10 30,000,000.00 99.989 29,996,675.01
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 10/01/10 THROUGH 10/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 49
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/27/10 24422MM8 JOHN DEERE CAPITAL CORP DIS .2100 .210
54049 10/27/10 289248 TRADITION AISEL SECURITIES 12/08/10 32,000,000.00 99.976 31,992,160.00
PUR 10/05/10 2546R3LF WALT DISNEY CO DISC CP .1800 .180
53744 10/05/10 289233 CITIGROUP GBL MKT(FMLY SALO 11/15/10 22,000,000.00 99.980 21,995,490.00
PUR 10/05/10 2546R3LF WALT DISNEY CO DISC CP .1800 .180
53741 10/05/10 289233 WILLIAMS CAPITAL GROUP 11/15/10 40,000,000.00 99.980 39,991,800.00
PUR 10/19/10 2635J5KL DUPONT E.I. DENEMOURS CO DI .1900 .190
53919 10/19/10 289242 CREDIT SUISSE SEC (USA) LLC 10/20/10 38,000,000.00 99.999 37,999,799.44
PUR 10/19/10 2635J5KN DUPONT E.I. DENEMOURS CO DI .2000 .200
53917 10/19/10 289242 CREDIT SUISSE SEC (USA) LLC 10/22/10 25,000,000.00 99.998 24,999,583.33
PUR 10/13/10 2635J5KR DUPONT E.I. DENEMOURS CO DI .1800 .180
53853 10/13/10 289238 CREDIT SUISSE SEC (USA) LLC 10/25/10 17,500,000.00 99.994 17,498,950.00
PUR 10/14/10 2635J5KS DUPONT E.I. DENEMOURS CO DI .1900 .190
53869 10/14/10 289239 CREDIT SUISSE SEC (USA) LLC 10/26/10 43,000,000.00 99.994 42,997,276.68
PUR 10/12/10 29101BKS EMERSON ELECTRIC CO DISC CP .2100 .210
53845 10/12/10 289237 BANK OF AMERICA SECURITIES 10/26/10 20,000,000.00 99.992 19,998,366.66
PUR 10/01/10 3022W1PA EXXON MOBILE CORP I B N .1500 .150
53704 10/01/10 289231 EXXON MOBIL CORP. 10/18/10 100,000,000.00 100.00 100,000,000.00
PUR 10/13/10 3022W1PD EXXON MOBILE CORP IBN .1600 .160
53859 10/13/10 289238 EXXON MOBIL CORP. 10/20/10 33,000,000.00 100.00 33,000,000.00
PUR 10/14/10 3022W1PF EXXON MOBILE CORP I B N .1700 .170
53867 10/14/10 289239 EXXON MOBIL CORP. 11/16/10 100,000,000.00 100.00 100,000,000.00
PUR 10/14/10 3022W1PG EXXON MOBILE CORP IBN .1700 .170
53872 10/14/10 289239 EXXON MOBIL CORP. 11/17/10 75,000,000.00 100.00 75,000,000.00
PUR 10/18/10 3022W1PK EXXON MOBIL CORP I B N .1600 .160
53906 10/18/10 289241 EXXON MOBIL CORP. 11/08/10 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
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DURING THE PERIOD 10/01/10 THROUGH 10/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 50
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/18/10 3022W1PL EXXON MOBIL CORP IBN .1600 .160
53903 10/18/10 289241 EXXON MOBIL CORP. 11/09/10 50,000,000.00 100.00 50,000,000.00
PUR 10/18/10 3022W1PM EXXON MOBIL CORP I B N .1600 .160
53902 10/18/10 289241 EXXON MOBIL CORP. 11/10/10 50,000,000.00 100.00 50,000,000.00
PUR 10/18/10 313385P2 FEDL HOME LOAN BK CONS DISC .1800 .180
53901 10/18/10 289241 UBS WARBURG LLC 11/12/10 59,700,000.00 99.988 59,692,537.50
PUR 10/21/10 313385Q6 FED HOME LOAN BK CONS DISC .1700 .170
53957 10/21/10 289244 DEUTSCHE BANK AG (DOMESTIC) 11/24/10 180,000,000.00 99.984 179,971,099.92
PUR 10/01/10 3696E3DH GE COMPANY IBN .1800 .180
53706 10/01/10 289231 GENERAL ELECTRIC COMPANY 10/18/10 10,000,000.00 100.00 10,000,000.00
PUR 10/05/10 3696E3DN GENERAL ELECTRIC COMPANY IB .1800 .180
53734 10/05/10 289233 GENERAL ELECTRIC COMPANY 10/22/10 26,400,000.00 100.00 26,400,000.00
PUR 10/18/10 3696E3EJ GE COMPANY IBN .2000 .200
53905 10/18/10 289241 GENERAL ELECTRIC COMPANY 11/08/10 10,000,000.00 100.00 10,000,000.00
PUR 10/26/10 3696E3FA GENERAL ELECTRIC COMPANY IB .2000 .200
54017 10/26/10 289247 GENERAL ELECTRIC COMPANY 11/23/10 26,400,000.00 100.00 26,400,000.00
PUR 10/01/10 42823KK4 HEWLETT PACKARD CO DISC C P .1900 .190
53708 10/01/10 289231 CITIGROUP/CITIBANK DOMESTIC 10/04/10 13,304,000.00 99.998 13,303,789.36
PUR 10/12/10 42823KLF HEWLETT PACKARD CO DISC C P .2100 .210
53843 10/12/10 289237 CITIGROUP GBL MKT(FMLY SALO 11/15/10 63,400,000.00 99.980 63,387,425.69
PUR 10/12/10 42823KLJ HEWLETT PACKARD CO DISC C P .1900 .190
53844 10/12/10 289237 BANK OF AMERICA SECURITIES 11/18/10 16,600,000.00 99.980 16,596,758.39
PUR 10/14/10 42823KLK HEWLETT PACKARD CO DISC C P .2000 .200
53865 10/14/10 289239 CITIGROUP GBL MKT(FMLY SALO 11/19/10 78,400,000.00 99.980 78,384,320.00
PUR 10/25/10 42823KM2 HEWLETT PACKARD CO DISC C P .2100 .210
53993 10/25/10 289246 JP MORGAN 12/02/10 21,600,000.00 99.978 21,595,211.99
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 10/01/10 THROUGH 10/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 51
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/27/10 45920GL1 IBM CORP DISC C P .1750 .175
54038 10/27/10 289248 CITIGROUP GBL MKT(FMLY SALO 11/01/10 25,000,000.00 99.998 24,999,392.35
PUR 10/26/10 45920GL8 IBM CORP DISC C P .1850 .185
54016 10/26/10 289247 CITIGROUP GBL MKT(FMLY SALO 11/08/10 75,000,000.00 99.993 74,994,989.55
PUR 10/25/10 45920GLG IBM CORP DISC C P .1800 .180
54000 10/25/10 289246 CREDIT SUISSE SEC (USA) LLC 11/16/10 65,000,000.00 99.989 64,992,850.00
PUR 10/21/10 45920GLQ IBM CORP DISC C P .1750 .175
53954 10/21/10 289244 CITIGROUP GBL MKT(FMLY SALO 11/24/10 55,000,000.00 99.983 54,990,909.71
PUR 10/04/10 58934BL5 MERCK & CO DISC CP .1800 .180
53717 10/04/10 289232 MESIROW FINANCIAL, INC 11/05/10 75,000,000.00 99.984 74,988,000.00
PUR 10/18/10 58934BLJ MERCK & CO DISC CP .2000 .200
53908 10/18/10 289241 JP MORGAN 11/18/10 8,261,000.00 99.983 8,259,577.27
PUR 10/14/10 58934BLN MERCK & CO DISC CP .1900 .190
53870 10/14/10 289239 MESIROW FINANCIAL, INC 11/22/10 100,000,000.00 99.979 99,979,416.68
PUR 10/14/10 58934BLN MERCK & CO DISC CP .1900 .190
53871 10/14/10 289239 MESIROW FINANCIAL, INC 11/22/10 33,547,000.00 99.979 33,540,094.91
PUR 10/21/10 59515DL4 MICROSOFT CORP DISC C P .1550 .155
53962 10/21/10 289244 JP MORGAN 11/04/10 200,000,000.00 99.994 199,987,944.40
PUR 10/04/10 63253LKA NAT'L AUSTRALIA FDG (DE) IN .1700 .170
53719 10/04/10 289232 NATL AUSTRALIA FUNDING DELA 10/05/10 23,000,000.00 100.00 23,000,000.00
PUR 10/04/10 63253LKA NAT'L AUSTRALIA FDG (DE) IN .1700 .170
53723 10/04/10 289232 NATL AUSTRALIA FUNDING DELA 10/05/10 3,250,000.00 100.00 3,250,000.00
PUR 10/05/10 63253LKB NAT'L AUSTRALIA FDG (DE) IN .1800 .180
53732 10/05/10 289233 NATL AUSTRALIA FUNDING DELA 10/06/10 50,000,000.00 100.00 50,000,000.00
PUR 10/05/10 63253LKB NAT'L AUSTRALIA FDG (DE) IN .1800 .180
53745 10/05/10 289233 NATL AUSTRALIA FUNDING DELA 10/06/10 5,455,000.00 100.00 5,455,000.00
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 10/01/10 THROUGH 10/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 52
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/05/10 63253LKB NAT'L AUSTRALIA FDG (DE) IN .1800 .180
53746 10/05/10 289233 NATL AUSTRALIA FUNDING DELA 10/06/10 2,098,000.00 100.00 2,098,000.00
PUR 10/05/10 63253LKC NAT'L AUSTRALIA FDG (DE) IN .1700 .170
53742 10/05/10 289233 NATL AUSTRALIA FUNDING DELA 11/04/10 48,600,000.00 100.00 48,600,000.00
PUR 10/06/10 63253LKD NAT'L AUSTRALIA FDG (DE) IN .1800 .180
53760 10/06/10 289234 NATL AUSTRALIA FUNDING DELA 10/07/10 100,000,000.00 100.00 100,000,000.00
PUR 10/07/10 63253LKE NAT'L AUSTRALIA FDG (DE) IN .1500 .150
53801 10/07/10 289235 NATL AUSTRALIA FUNDING DELA 10/08/10 1,842,000.00 100.00 1,842,000.00
PUR 10/14/10 63253LKF NAT'L AUSTRALIA FDG (DE) IN .1700 .170
53862 10/14/10 289239 NATL AUSTRALIA FUNDING DELA 10/15/10 50,000,000.00 100.00 50,000,000.00
PUR 10/21/10 63253LKG NAT'L AUSTRALIA FDG (DE) IN .1600 .160
53950 10/21/10 289244 NATL AUSTRALIA FUNDING DELA 10/22/10 100,000,000.00 100.00 100,000,000.00
PUR 10/21/10 63253LKG NAT'L AUSTRALIA FDG (DE) IN .1600 .160
53952 10/21/10 289244 NATL AUSTRALIA FUNDING DELA 10/22/10 100,000,000.00 100.00 100,000,000.00
PUR 10/22/10 63253LKH NAT'L AUSTRALIA FDG (DE) IN .1700 .170
53975 10/22/10 289245 NATL AUSTRALIA FUNDING DELA 10/25/10 90,000,000.00 100.00 90,000,000.00
PUR 10/25/10 63253LKJ NAT'L AUSTRALIA FDG (DE) IN .2000 .200
54003 10/25/10 289246 NATL AUSTRALIA FUNDING DELA 12/01/10 116,400,000.00 100.00 116,400,000.00
PUR 10/25/10 63253LKK NAT'L AUSTRALIA FDG (DE) IN .1600 .160
54007 10/25/10 289246 NATL AUSTRALIA FUNDING DELA 10/26/10 25,000,000.00 100.00 25,000,000.00
PUR 10/27/10 63253LKL NAT'L AUSTRALIA FDG (DE) IN .1600 .160
54039 10/27/10 289248 NATL AUSTRALIA FUNDING DELA 10/28/10 100,000,000.00 100.00 100,000,000.00
PUR 10/28/10 63253LKM NAT'L AUSTRALIA FDG (DE) IN .1600 .160
54057 10/28/10 289249 NATL AUSTRALIA FUNDING DELA 10/29/10 100,000,000.00 100.00 100,000,000.00
PUR 10/29/10 63253LKN NAT'L AUSTRALIA FDG (DE) IN .1700 .170
54071 10/29/10 289250 NATL AUSTRALIA FUNDING DELA 11/01/10 100,000,000.00 100.00 100,000,000.00
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 10/01/10 THROUGH 10/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 53
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/14/10 68402LAE ORACLE CORP NOTES 5.0000 .263
53913 10/19/10 289242 CREDIT SUISSE SEC (USA) LLC 1/15/11 30,995,000.00 101.13 31,345,243.50
PUR 10/05/10 717081CZ PFIZER INC NOTES 4.4500 .617
53813 10/08/10 289236 CREDIT SUISSE SEC (USA) LLC 3/15/12 20,000,000.00 105.47 21,094,400.00
PUR 10/21/10 74271UKN PROCTOR & GAMBLE CO DISC C .1800 .180
53951 10/21/10 289244 BANK OF AMERICA SECURITIES 10/22/10 100,000,000.00 100.00 99,999,500.00
PUR 10/01/10 83365SK4 SOCIETE GENERALE NA DISC CP .2100 .210
53709 10/01/10 289231 JP MORGAN 10/04/10 8,010,000.00 99.998 8,009,859.83
PUR 10/28/10 83365SKV SOCIETE GENERALE NA DISC C .2000 .200
54062 10/28/10 289249 SOCIETE GENERALE INTERNATIO 10/29/10 65,000,000.00 99.999 64,999,638.89
PUR 10/29/10 83365SL1 SOCIETE GENERALE NA DISC C .2200 .220
54072 10/29/10 289250 JP MORGAN 11/01/10 185,000,000.00 99.998 184,996,608.40
PUR 10/12/10 89112YLK TORONTO DOMINION BK LTD CER .2100 .210
53842 10/12/10 289237 TD SECURITIES 11/12/10 50,000,000.00 100.00 50,000,000.00
PUR 10/12/10 89112YLL TORONTO DOMINION BANK LTD C .2100 .210
53841 10/12/10 289237 TD SECURITIES 11/15/10 50,000,000.00 100.00 50,000,000.00
PUR 10/13/10 89112YLM TORONTO DOMINION BK LTD CER .2100 .210
53856 10/13/10 289238 TD SECURITIES 11/19/10 57,500,000.00 100.00 57,500,000.00
PUR 10/20/10 89116FLN TORONTO DOMINION HLDG USA D .2100 .210
53938 10/20/10 289243 BANK OF AMERICA SECURITIES 11/22/10 52,500,000.00 99.981 52,489,893.75
PUR 10/19/10 9127952A U.S. TREASURY BILLS .2005 .201
53931 10/20/10 289243 BANK OF AMERICA SECURITIES 8/25/11 100,000,000.00 99.828 99,827,904.18
PUR 10/21/10 9127952A U.S. TREASURY BILLS .1965 .197
53965 10/21/10 289244 DEUTSCHE BANK SECURITIES IN 8/25/11 50,000,000.00 99.832 49,915,941.67
PUR 10/26/10 9127952A U.S. TREASURY BILLS .1950 .195
54024 10/26/10 289247 BARCLAYS CAPITAL INC 8/25/11 100,000,000.00 99.836 99,835,875.00
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 10/01/10 THROUGH 10/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 54
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/21/10 9127952F U.S. TREASURY BILLS .2035 .204
53959 10/21/10 289244 BNP PARIBAS 9/22/11 100,000,000.00 99.810 99,810,066.68
PUR 10/26/10 9127952F U.S. TREASURY BILLS .2045 .205
54023 10/26/10 289247 CREDIT SUISSE SEC (USA) LLC 9/22/11 100,000,000.00 99.812 99,811,973.62
PUR 10/05/10 9127952J U.S. TREASURY BILLS .1770 .177
53743 10/05/10 289233 MORGAN STANLEY 3/31/11 65,000,000.00 99.913 64,943,433.75
PUR 10/20/10 9127952J U.S. TREASURY BILLS .1520 .152
53941 10/20/10 289243 NOMURA SECURITIES INT'L INC 3/31/11 40,000,000.00 99.932 39,972,640.00
PUR 10/28/10 9127952J U.S. TREASURY BILLS .1505 .151
54065 10/28/10 289249 BARCLAYS CAPITAL INC 3/31/11 47,025,000.00 99.936 46,994,725.04
PUR 10/14/10 9127952L U.S. TREASURY BILLS .1680 .168
53868 10/14/10 289239 BNP PARIBAS SECURITIES CORP 4/14/11 100,000,000.00 99.915 99,915,066.68
PUR 10/15/10 9127952L U.S. TREASURY BILLS .1675 .168
53890 10/15/10 289240 NOMURA SECURITIES INT'L (DO 4/14/11 95,000,000.00 99.916 94,919,995.48
PUR 10/20/10 9127952L U.S. TREASURY BILLS .1665 .167
53940 10/20/10 289243 JP MORGAN 4/14/11 142,500,000.00 99.919 142,384,005.00
PUR 10/28/10 9127952L U.S. TREASURY BILLS .1655 .166
54067 10/28/10 289249 BARCLAYS CAPITAL INC 4/14/11 45,035,000.00 99.923 45,000,217.97
PUR 10/21/10 912795A8 U.S. TREASURY BILLS .1955 .196
53963 10/21/10 289244 CREDIT SUISSE SEC (USA) LLC 8/25/11 123,800,000.00 99.833 123,592,930.76
PUR 10/19/10 912795W6 U.S. TREASURY BILLS .1785 .179
53935 10/20/10 289243 CREDIT SUISSE SEC (USA) LLC 6/02/11 50,000,000.00 99.888 49,944,218.75
PUR 10/19/10 912795W6 U.S. TREASURY BILLS .1745 .175
53934 10/20/10 289243 NOMURA SECURITIES INT'L INC 6/02/11 50,000,000.00 99.891 49,945,468.75
PUR 10/26/10 912795W6 U.S. TREASURY BILLS .1745 .175
54028 10/26/10 289247 BARCLAYS CAPITAL INC 6/02/11 50,000,000.00 99.894 49,946,922.92
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 10/01/10 THROUGH 10/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 55
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/19/10 912795X2 U.S. TREASURY BILLS .1855 .186
53933 10/20/10 289243 NOMURA SECURITIES INT'L INC 6/30/11 100,000,000.00 99.870 99,869,634.72
PUR 10/20/10 912795X2 U.S. TREASURY BILLS .1855 .186
53936 10/20/10 289243 CREDIT SUISSE SEC (USA) LLC 6/30/11 200,000,000.00 99.870 199,739,269.44
PUR 10/22/10 912795X2 U.S. TREASURY BILLS .1845 .185
53976 10/22/10 289245 BARCLAYS CAPITAL INC 6/30/11 30,000,000.00 99.871 29,961,408.75
PUR 10/19/10 912795X6 U.S. TREASURY BILLS .1955 .196
53932 10/20/10 289243 CREDIT SUISSE SEC (USA) LLC 7/28/11 100,000,000.00 99.847 99,847,401.40
PUR 10/20/10 912795X6 U.S. TREASURY BILLS .1905 .191
53942 10/20/10 289243 CREDIT SUISSE SEC (USA) LLC 7/28/11 160,225,000.00 99.851 159,986,752.12
PUR 10/21/10 912795X6 U.S. TREASURY BILLS .1900 .190
53958 10/21/10 289244 BARCLAYS CAPITAL INC 7/28/11 100,000,000.00 99.852 99,852,222.22
PUR 10/06/10 91302DK7 UNITED TECHNOLOGIES CORP DI .1800 .180
53762 10/06/10 289234 BANK OF AMERICA SECURITIES 10/07/10 60,000,000.00 100.00 59,999,700.00
PUR 10/12/10 91302DKD UNITED TECHOLOGIES CORP DIS .1800 .180
53846 10/12/10 289237 BANK OF AMERICA SECURITIES 10/13/10 5,941,000.00 100.00 5,940,970.30
PUR 10/19/10 91302DKL UNITED TECHOLOGIES CORP DIS .1800 .180
53918 10/19/10 289242 BANK OF AMERICA SECURITIES 10/20/10 70,000,000.00 100.00 69,999,650.00
PUR 10/22/10 91302DLK UNITED TECHOLOGIES CORP DIS .1800 .180
53977 10/22/10 289245 BANK OF AMERICA SECURITIES 11/19/10 40,000,000.00 99.986 39,994,400.00
PUR 10/22/10 91302DLK UNITED TECHOLOGIES CORP DIS .1800 .180
53981 10/22/10 289245 BANK OF AMERICA SECURITIES 11/19/10 40,000,000.00 99.986 39,994,400.00
PUR 10/20/10 91302DLN UNITED TECHOLOGIES CORP DIS .2000 .200
53943 10/20/10 289243 BANK OF AMERICA SECURITIES 11/22/10 25,000,000.00 99.982 24,995,416.68
PUR 10/21/10 91302DLN UNITED TECHOLOGIES CORP DIS .2000 .200
53955 10/21/10 289244 BANK OF AMERICA SECURITIES 11/22/10 65,000,000.00 99.982 64,988,444.43
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 10/01/10 THROUGH 10/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 56
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/26/10 91302DLP UNITED TECHNOLOGIES CORP DI .1900 .190
54022 10/26/10 289247 BANK OF AMERICA SECURITIES 11/23/10 10,000,000.00 99.985 9,998,522.22
PUR 10/27/10 93114FLG WALMART STORES INC DISC C P .1900 .190
54041 10/27/10 289248 BARCLAYS CAPITAL INC 11/16/10 72,500,000.00 99.989 72,492,347.19
PUR 10/29/10 93114FM6 WALMART STORES INC DISC C P .2000 .200
54081 10/29/10 289250 CITIGROUP GBL MKT(FMLY SALO 12/06/10 50,000,000.00 99.979 49,989,444.45
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 8516799000.00 8516291200.04
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 8516799000.00 8516291200.04
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 10/01/10 THROUGH 10/31/10
COMMON PENSION FD A (5140) PAGE: 57
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 10/15/10 00849210 AGREE REALTY CORP
53304 10/20/10 424270 COWEN AND CO., LLC 3,578.00 25.294 143.12 90,646.48
PUR 10/21/10 00849210 AGREE REALTY CORP
53304 10/26/10 424292 COWEN AND CO., LLC 6,422.00 26.497 256.88 170,420.61
PUR 10/29/10 00849210 AGREE REALTY CORP
53304 11/03/10 424318 MORGAN STANLEY 14,181.00 25.489 567.24 362,032.42
PUR 10/04/10 03110010 AMETEK, INC.
5468 10/07/10 424231 PACIFIC CREST SECURITIES 114,000.00 47.708 4,560.00 5,443,226.40
PUR 10/05/10 03110010 AMETEK, INC.
5468 10/08/10 424235 MORGAN STANLEY 106,000.00 49.016 4,240.00 5,199,904.20
PUR 10/12/10 03822W40 APPLIED MICRO CIRCUITS CORP
53851 10/15/10 424257 JANNEY MONTGOMERY SCOTT 100,000.00 9.550 3,000.00 958,010.00
PUR 10/22/10 03822W40 APPLIED MICRO CIRCUITS CORP
53851 10/27/10 424298 UBS WARBURG LLC 50,000.00 9.160 1,500.00 459,500.00
PUR 10/25/10 03822W40 APPLIED MICRO CIRCUITS CORP
53851 10/28/10 424302 UBS WARBURG LLC 25,000.00 9.404 750.00 235,845.00
PUR 10/27/10 03822W40 APPLIED MICRO CIRCUITS CORP
53851 11/01/10 424310 CREDIT SUISSE SEC (USA) LLC 25,000.00 9.583 750.00 240,322.50
PUR 10/08/10 05276910 AUTODESK INC.
1122 10/14/10 424249 KEYBANC CAPITAL MKTS INC 100,000.00 31.428 3,000.00 3,145,830.00
PUR 10/26/10 05849810 BALL CORP
8982 10/29/10 424306 FBR CAPITAL MARKETS 52,000.00 61.675 2,080.00 3,209,164.40
PUR 10/04/10 08143710 BEMIS COMPANY
23170 10/07/10 424231 SIDOTI & CO 172,000.00 32.040 6,880.00 5,517,794.40
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 10/01/10 THROUGH 10/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 58
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/01/10 11875910 BUCYRUS INTL INC NEW
53714 10/06/10 424225 JANNEY MONTGOMERY SCOTT 60,000.00 69.645 1,800.00 4,180,476.00
PUR 10/01/10 11875910 BUCYRUS INTL INC NEW
53714 10/06/10 424225 JEFFERIES & COMPANY 156,000.00 70.501 4,680.00 11,002,758.00
PUR 10/04/10 11875910 BUCYRUS INTL INC NEW
53714 10/07/10 424231 JEFFERIES & COMPANY 62,000.00 68.885 1,860.00 4,272,730.00
PUR 10/05/10 11875910 BUCYRUS INTL INC NEW
53714 10/08/10 424235 JEFFERIES & COMPANY 92,000.00 71.737 2,760.00 6,602,573.20
PUR 10/13/10 13466Y10 CAMPUS CREST CMNTYS INC
53885 10/19/10 424269 BARCLAYS CAPITAL (DOMESTIC) 6,938.00 12.500 86,725.00
PUR 10/13/10 13466Y10 CAMPUS CREST CMNTYS INC
53885 10/19/10 424269 CENTER CAPITAL 1,500.00 12.500 18,750.00
PUR 10/13/10 13466Y10 CAMPUS CREST CMNTYS INC
53885 10/19/10 424269 CITIGROUP/CITIBANK DOMESTIC 16,500.00 12.500 206,250.00
PUR 10/13/10 13466Y10 CAMPUS CREST CMNTYS INC
53885 10/19/10 424269 GOLDMAN SACHS & COMPANY 9,450.00 12.500 118,125.00
PUR 10/13/10 13466Y10 CAMPUS CREST CMNTYS INC
53885 10/19/10 424269 RAYMOND JAMES & ASSOCIATES, 31,050.00 12.500 388,125.00
PUR 10/13/10 13466Y10 CAMPUS CREST CMNTYS INC
53885 10/19/10 424269 RBC CAPITAL (DOMESTIC) 6,937.00 12.500 86,712.50
PUR 10/13/10 13466Y10 CAMPUS CREST CMNTYS INC
53885 10/19/10 424269 ROBERT W. BAIRD & CO INC 2,625.00 12.500 32,812.50
PUR 10/13/10 14365830 CARNIVAL CORP
49668 10/18/10 424261 COWEN AND CO., LLC 15,000.00 40.384 600.00 606,363.00
PUR 10/13/10 16208T10 CHATHAM LODGING TRUST
51551 10/18/10 424261 KEYBANC CAPITAL MKTS INC 10,000.00 19.070 300.00 191,002.00
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 10/01/10 THROUGH 10/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 59
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/04/10 16524010 CHESAPEAKE LODGING TRUST
50989 10/07/10 424231 JANNEY MONTGOMERY SCOTT 1,400.00 16.500 42.00 23,142.00
PUR 10/06/10 16524010 CHESAPEAKE LODGING TRUST
50989 10/13/10 424244 DEUTSCHE BANK AG (DOMESTIC) 16,800.00 16.250 273,000.00
PUR 10/06/10 16524010 CHESAPEAKE LODGING TRUST
50989 10/13/10 424244 FBR CAPITAL MARKETS 3,500.00 16.250 56,875.00
PUR 10/06/10 16524010 CHESAPEAKE LODGING TRUST
50989 10/13/10 424244 JP MORGAN 21,000.00 16.250 341,250.00
PUR 10/06/10 16524010 CHESAPEAKE LODGING TRUST
50989 10/13/10 424244 KEYBANC CAPITAL MKTS INC 5,250.00 16.250 85,312.50
PUR 10/06/10 16524010 CHESAPEAKE LODGING TRUST
50989 10/13/10 424244 RBC CAPITAL (DOMESTIC) 3,500.00 16.250 56,875.00
PUR 10/06/10 16524010 CHESAPEAKE LODGING TRUST
50989 10/13/10 424244 ROBERT W. BAIRD & CO INC 5,250.00 16.250 85,312.50
PUR 10/06/10 16524010 CHESAPEAKE LODGING TRUST
50989 10/13/10 424244 WELLS FARGO SECURITIES 14,700.00 16.250 238,875.00
PUR 10/26/10 16524010 CHESAPEAKE LODGING TRUST
50989 10/29/10 424306 JANNEY MONTGOMERY SCOTT 25,000.00 18.544 750.00 464,352.50
PUR 10/29/10 16890510 CHILDREN'S PLACE
49976 11/03/10 424318 CREDIT SUISSE SEC (AES) 25,000.00 44.118 250.00 1,103,192.50
PUR 10/07/10 20576820 COMSTOCK RESOURCES, INC.
19877 10/13/10 424245 CITIGROUP/CITIBANK DOMESTIC 50,000.00 23.686 2,000.00 1,186,285.00
PUR 10/11/10 20576820 COMSTOCK RESOURCES, INC.
19877 10/14/10 424253 BARCLAYS CAPITAL (DOMESTIC) 35,000.00 23.616 1,400.00 827,967.00
PUR 10/08/10 21683110 COOPER TIRE & RUBBER CO.
08353 10/14/10 424249 LAZARD CAPITAL MARKETS 25,000.00 19.522 1,000.00 489,055.00
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 10/01/10 THROUGH 10/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 60
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/22/10 23282010 CYTEC INDUSTRIES INC.
02381 10/27/10 424298 JP MORGAN 58,000.00 51.352 2,320.00 2,980,736.00
PUR 10/14/10 25468710 WALT DISNEY CO. (THE)
15735 10/19/10 424265 RAYMOND JAMES & ASSOCIATES, 100,000.00 34.758 4,000.00 3,479,800.00
PUR 10/27/10 25468710 WALT DISNEY CO. (THE)
15735 11/01/10 424310 RAYMOND JAMES & ASSOCIATES, 100,000.00 35.699 4,000.00 3,573,930.00
PUR 10/04/10 26000310 DOVER CORP
53238 10/07/10 424231 DEUTSCHE BANK AG (DOMESTIC) 13,000.00 51.875 520.00 674,897.60
PUR 10/04/10 26000310 DOVER CORP
53238 10/07/10 424231 ISI - HYMAN 50,000.00 51.920 2,500.00 2,598,495.00
PUR 10/04/10 26000310 DOVER CORP
53238 10/07/10 424231 KEEFE BRUYETTE & WOODS INC. 37,000.00 51.893 1,480.00 1,921,532.10
PUR 10/20/10 27805810 EATON CORP
53949 10/25/10 424288 MORGAN STANLEY 95,000.00 86.689 3,800.00 8,239,226.50
PUR 10/21/10 27805810 EATON CORP
53949 10/26/10 424292 JP MORGAN 126,000.00 87.722 5,040.00 11,058,037.20
PUR 10/28/10 27886510 ECOLAB INC
23068 11/02/10 424314 BARCLAYS CAPITAL (DOMESTIC) 166,000.00 49.336 6,640.00 8,196,399.40
PUR 10/29/10 27886510 ECOLAB INC
23068 11/03/10 424318 MORGAN STANLEY 84,000.00 49.437 3,360.00 4,156,084.80
PUR 10/20/10 29384R10 ENTROPIC COMMUNICATIONS INC
39007 10/25/10 424288 JANNEY MONTGOMERY SCOTT 25,000.00 7.893 750.00 198,075.00
PUR 10/25/10 29384R10 ENTROPIC COMMUNICATIONS INC
39007 10/28/10 424302 UBS WARBURG LLC 75,000.00 8.571 2,250.00 645,105.00
PUR 10/28/10 29384R10 ENTROPIC COMMUNICATIONS INC
39007 11/02/10 424314 UBS WARBURG LLC 25,000.00 8.249 750.00 206,972.50
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 10/01/10 THROUGH 10/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 61
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/08/10 30241L10 FEI COMPANY
43274 10/14/10 424249 JEFFERIES & COMPANY 10,000.00 19.889 300.00 199,192.00
PUR 10/26/10 31428X10 FEDEX CORP
52038 10/29/10 424306 GOLDMAN SACHS & COMPANY 100,000.00 89.994 4,000.00 9,003,440.00
PUR 10/28/10 31428X10 FEDEX CORP
52038 11/02/10 424314 SANFORD BERNSTEIN & CO. 31,000.00 88.561 1,240.00 2,746,627.90
PUR 10/29/10 31428X10 FEDEX CORP
52038 11/03/10 424318 SANFORD BERNSTEIN & CO. 45,000.00 88.641 1,800.00 3,990,654.00
PUR 10/05/10 31792310 FINISH LINE A
53637 10/08/10 424235 JEFFERIES & COMPANY 35,000.00 14.463 1,050.00 507,269.00
PUR 10/13/10 31792310 FINISH LINE A
53637 10/18/10 424261 KEYBANC CAPITAL MKTS INC 25,000.00 15.705 750.00 393,380.00
PUR 10/26/10 33793210 FIRSTENERGY CORP.
11347 10/29/10 424306 CRAIG-HALLUM CAPITAL GRP LL 100,000.00 36.171 4,000.00 3,621,090.00
PUR 10/18/10 34555010 FOREST CITY ENTERPRISES-CL
51763 10/21/10 424276 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 13.645 400.00 136,846.00
PUR 10/11/10 36467W10 GAMESTOP CORP
46208 10/14/10 424253 LAZARD CAPITAL MARKETS 2,200.00 19.990 88.00 44,066.00
PUR 10/12/10 36467W10 GAMESTOP CORP
46208 10/15/10 424257 LAZARD CAPITAL MARKETS 12,800.00 19.983 512.00 256,298.24
PUR 10/28/10 43730610 HOME PROPERTIES INC
52372 11/02/10 424314 SANFORD BERNSTEIN & CO. 10,000.00 54.308 400.00 543,480.00
PUR 10/05/10 43851610 HONEYWELL INTERNATIONAL INC
15341 10/08/10 424235 LAZARD CAPITAL MARKETS 222,000.00 45.098 8,880.00 10,020,591.60
PUR 10/05/10 44565810 HUNT (JB) TRANSPORT SVCS IN
53393 10/08/10 424235 JEFFERIES & COMPANY 75,000.00 35.212 2,250.00 2,643,120.00
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 10/01/10 THROUGH 10/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 62
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/06/10 44565810 HUNT (JB) TRANSPORT SVCS IN
53393 10/12/10 424239 JEFFERIES & COMPANY 85,000.00 35.311 2,550.00 3,004,002.00
PUR 10/27/10 48020T10 JONES GROUP INC
53983 11/01/10 424310 MACQUARIE CAPITAL USA 10,000.00 14.987 400.00 150,273.00
PUR 10/28/10 48020T10 JONES GROUP INC
53983 11/02/10 424314 RBC CAPITAL (DOMESTIC) 100,000.00 15.061 4,000.00 1,510,080.00
PUR 10/04/10 52186330 LEAP WIRELESS INTERNATIONAL
35104 10/07/10 424231 JEFFERIES & COMPANY 90,000.00 12.349 2,700.00 1,114,074.00
PUR 10/07/10 52605710 LENNAR CORP. CL A
41663 10/13/10 424245 SANFORD BERNSTEIN & CO. 47,000.00 15.410 1,880.00 726,154.70
PUR 10/26/10 52605710 LENNAR CORP. CL A
41663 10/29/10 424306 CITIGROUP/CITIBANK DOMESTIC 10,000.00 14.900 400.00 149,397.00
PUR 10/28/10 52605710 LENNAR CORP. CL A
41663 11/02/10 424314 SANFORD BERNSTEIN & CO. 25,000.00 14.572 1,000.00 365,292.50
PUR 10/01/10 58333410 MEADWESTVACO CORP.
21865 10/06/10 424225 CITIGROUP/CITIBANK DOMESTIC 77,000.00 24.677 3,080.00 1,903,216.70
PUR 10/12/10 67622010 OFFICE DEPOT
51893 10/15/10 424257 BUCKINGHAM RESEARCH GROUP I 25,000.00 4.948 1,000.00 124,697.50
PUR 10/29/10 69076840 OWENS-ILLINOIS INC
52855 11/03/10 424318 MORGAN STANLEY 150,000.00 28.046 6,000.00 4,212,840.00
PUR 10/15/10 69351T10 PPL CORP.
16376 10/20/10 424270 CITIGROUP/CITIBANK DOMESTIC 100,000.00 27.473 4,000.00 2,751,330.00
PUR 10/29/10 72925110 PLUM CREEK TIMBER CO INC
19523 11/03/10 424318 MORGAN STANLEY 200,000.00 36.871 8,000.00 7,382,160.00
PUR 10/20/10 74790620 QUANTUM CORP.
37668 10/25/10 424288 LEERINK SWANN LLC 50,000.00 2.991 2,000.00 151,550.00
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 10/01/10 THROUGH 10/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 63
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/27/10 74790620 QUANTUM CORP.
37668 11/01/10 424310 PACIFIC CREST SECURITIES 25,000.00 3.119 1,000.00 78,985.00
PUR 10/11/10 75281A10 RANGE RESOURCES CORP
47193 10/14/10 424253 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 36.023 2,000.00 1,803,135.00
PUR 10/29/10 75490710 RAYONIER INC.
25738 11/03/10 424318 MORGAN STANLEY 100,000.00 52.190 4,000.00 5,222,950.00
PUR 10/04/10 75511150 RAYTHEON CO.
26895 10/07/10 424231 KEEFE BRUYETTE & WOODS INC. 135,000.00 44.549 5,400.00 6,019,555.50
PUR 10/13/10 75893210 REGIS CORP
20659 10/18/10 424261 COWEN AND CO., LLC 10,000.00 19.329 400.00 193,691.00
PUR 10/18/10 77032310 ROBERT HALF INTL INC
43473 10/21/10 424276 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 26.891 800.00 538,610.00
PUR 10/14/10 78659830 SAGA COMMUNICATIONS INC
46219 10/19/10 424265 RAYMOND JAMES & ASSOCIATES, 10,000.00 21.660 400.00 216,997.00
PUR 10/18/10 83056610 SKECHERS USA INC CL A
53910 10/21/10 424276 BARCLAYS CAPITAL (DOMESTIC) 7,500.00 24.850 300.00 186,676.50
PUR 10/01/10 88320310 TEXTRON INC
53636 10/06/10 424225 BARCLAYS CAPITAL (DOMESTIC) 200,000.00 20.605 8,000.00 4,129,060.00
PUR 10/04/10 88320310 TEXTRON INC
53636 10/07/10 424231 KEEFE BRUYETTE & WOODS INC. 141,000.00 20.831 5,640.00 2,942,811.00
PUR 10/04/10 88320310 TEXTRON INC
53636 10/07/10 424231 MACQUARIE CAPITAL USA 159,000.00 20.903 6,360.00 3,329,937.00
PUR 10/05/10 88320310 TEXTRON INC
53636 10/08/10 424235 LEERINK SWANN LLC 224,000.00 21.463 8,960.00 4,816,739.20
PUR 10/01/10 88579Y10 3M CO
22391 10/06/10 424225 CITIGROUP/CITIBANK DOMESTIC 94,000.00 87.518 3,760.00 8,230,480.20
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 10/01/10 THROUGH 10/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 64
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/04/10 88579Y10 3M CO
22391 10/07/10 424231 KEEFE BRUYETTE & WOODS INC. 54,000.00 86.506 2,160.00 4,673,494.80
PUR 10/28/10 88579Y10 3M CO
22391 11/02/10 424314 COWEN AND CO., LLC 50,000.00 84.706 2,000.00 4,237,290.00
PUR 10/20/10 89989610 TUPPERWARE BRANDS CORP.
34398 10/25/10 424288 LEERINK SWANN LLC 15,000.00 46.516 600.00 698,341.50
PUR 10/05/10 91004710 UNITED CONTINENTAL HOLDINGS
53796 10/08/10 424235 JP MORGAN 17,500.00 24.517 429,049.25
PUR 10/21/10 91274F10 U-STORE-IT TRUST
47345 10/26/10 424292 BUCKINGHAM RESEARCH GROUP I 25,000.00 8.717 1,000.00 218,927.50
PUR 10/29/10 96216610 WEYERHAEUSER CO
23118 11/03/10 424318 SANFORD BERNSTEIN & CO. 270,000.00 16.269 10,800.00 4,403,511.00
PUR 10/01/10 G2414010 COOPER INDUSTRIES PLC
48445 10/06/10 424225 BLAIR, WILLIAM & COMPANY 145,000.00 49.029 5,800.00 7,115,005.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 5,822,581.00 223,123,252.30
214,639.24
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 5,822,581.00 223,123,252.30
214,639.24
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 10/08/10 00724F10 ADOBE SYSTEMS INC. 45.71
37173 10/14/10 424250 KEYBANC CAPITAL MKTS INC 100,000.00 27.042 3,000.00 2,701,104.29 -1,504,204.80
SALE 10/01/10 01165910 ALASKA AIR GROUP INC 42.43
17215 10/06/10 424226 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 50.207 2,000.00 2,508,302.57 957,689.78
SALE 10/28/10 01985530 ALLOY, INC. 3.05
33178 11/02/10 424315 UBS WARBURG LLC 18,475.00 9.750 554.25 179,573.95 -119,375.34
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 65
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/29/10 01985530 ALLOY, INC. .66
33178 11/03/10 424319 UBS WARBURG LLC 4,000.00 9.750 120.00 38,879.34 -25,845.81
SALE 10/29/10 03110010 AMETEK, INC. 59.36
5468 11/03/10 424319 JP MORGAN 65,000.00 54.035 2,600.00 3,509,635.14 1,958,063.19
SALE 10/22/10 03209510 AMPHENOL CORP-CL A 8.28
04092 10/27/10 424299 JP MORGAN 10,000.00 48.982 400.00 489,409.72 422,035.75
SALE 10/05/10 03234610 AMYLIN PHARMACEUTICALS INC 16.32
23557 10/08/10 424236 JANNEY MONTGOMERY SCOTT 45,000.00 21.449 1,350.00 963,829.68 135,867.30
SALE 10/13/10 03265410 ANALOG DEVICES INC 5.33
15593 10/18/10 424262 FBR CAPITAL MARKETS 10,000.00 31.537 400.00 314,965.67 148,152.47
SALE 10/22/10 04269Q10 ARRIS GROUP INC. 1.61
20521 10/27/10 424299 UBS WARBURG LLC 10,000.00 9.470 300.00 94,399.39 25,645.85
SALE 10/27/10 05276910 AUTODESK INC. 59.85
1122 11/01/10 424311 CREDIT SUISSE SEC (USA) LLC 100,000.00 35.413 3,000.00 3,538,220.15 658,999.64
SALE 10/28/10 05348410 AVALON BAY COMMUNITIES, INC 8.90
50980 11/02/10 424315 SANFORD BERNSTEIN & CO. 5,000.00 105.25 200.00 526,075.60 99,293.69
SALE 10/01/10 05722410 BAKER HUGHES INC 36.53
14400 10/06/10 424226 CRAIG-HALLUM CAPITAL GRP LL 50,000.00 43.235 2,000.00 2,159,728.47 90,091.53
SALE 10/07/10 06405810 BANK OF NEW YORK MELLON COR 44.75
37689 10/13/10 424246 LAZARD CAPITAL MARKETS 100,000.00 26.474 4,000.00 2,643,375.25 838,559.96
SALE 10/11/10 06405810 BANK OF NEW YORK MELLON COR 44.83
37689 10/14/10 424254 WELLS FARGO SECURITIES 100,000.00 26.525 4,000.00 2,648,425.17 843,609.88
SALE 10/05/10 06738310 BARD (C.R.), INC. 34.90
21839 10/08/10 424236 LEERINK SWANN LLC 25,000.00 82.600 1,000.00 2,063,957.60 1,102,399.59
SALE 10/11/10 06985P10 BASIC ENERGY 4.28
47025 10/14/10 424254 BARCLAYS CAPITAL (DOMESTIC) 25,000.00 10.109 1,000.00 251,708.22 30,404.72
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 10/01/10 THROUGH 10/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 66
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/15/10 06985P10 BASIC ENERGY 12.23
47025 10/20/10 424271 CITIGROUP/CITIBANK DOMESTIC 65,000.00 11.127 2,600.00 720,662.27 145,273.17
SALE 10/05/10 07181310 BAXTER INTERNATIONAL INC 69.04
885 10/08/10 424236 KAUFMAN BROS L.P. 85,000.00 48.055 3,400.00 4,081,180.46 1,414,793.00
SALE 10/07/10 08442310 W R BERKLEY CORP 45.45
04881 10/13/10 424246 COWEN AND CO., LLC 100,000.00 26.889 4,000.00 2,684,804.55 1,031,914.68
SALE 10/05/10 10113710 BOSTON SCIENTIFIC CORP. 34.11
22317 10/08/10 424236 LANGEN MCALENNEY 330,000.00 6.115 13,200.00 2,004,616.89 -2,375,262.39
SALE 10/05/10 12640810 CSX CORP 25.96
47056 10/08/10 424236 CL KING (RESEARCH) 27,500.00 55.857 1,100.00 1,534,947.04 385,806.08
SALE 10/05/10 12640810 CSX CORP 5.66
47056 10/08/10 424236 LANGEN MCALENNEY 6,000.00 55.799 240.00 334,550.14 83,828.48
SALE 10/05/10 12640810 CSX CORP 62.70
47056 10/08/10 424236 LEERINK SWANN LLC 66,500.00 55.786 2,660.00 3,707,072.90 928,241.13
SALE 10/22/10 14965A10 CAVIUM NETWORKS INC. 7.29
37143 10/27/10 424299 UBS WARBURG LLC 15,000.00 28.745 450.00 430,722.21 99,146.59
SALE 10/29/10 15087010 CELANESE CORPORATION SERIES 121.15
35597 11/03/10 424319 JP MORGAN 200,000.00 35.841 8,000.00 7,159,998.85 2,418,006.43
SALE 10/05/10 15102010 CELGENE CORP. 68.54
19811 10/08/10 424236 CREDIT SUISSE SEC (AES) 70,000.00 57.933 700.00 4,054,541.46 1,166,566.07
SALE 10/01/10 15189T10 CENTERPOINT ENERGY, INC. 17.41
23623 10/06/10 424226 CL KING (RESEARCH) 65,000.00 15.841 2,600.00 1,027,041.09 27,304.66
SALE 10/11/10 15189T10 CENTERPOINT ENERGY, INC. 6.85
23623 10/14/10 424254 BARCLAYS CAPITAL (DOMESTIC) 25,000.00 16.197 1,000.00 403,908.15 19,394.14
SALE 10/05/10 15678210 CERNER CORP. 36.24
23879 10/08/10 424236 JANNEY MONTGOMERY SCOTT 25,000.00 85.763 750.00 2,143,278.76 1,756,113.23
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 10/01/10 THROUGH 10/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 67
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/29/10 16115Q30 CHART INDUSTRIES, INC. 15.86
37806 11/03/10 424319 JANNEY MONTGOMERY SCOTT 40,000.00 23.453 1,200.00 936,900.14 -243,915.86
SALE 10/21/10 16890510 CHILDREN'S PLACE 19.07
49976 10/26/10 424293 JANNEY MONTGOMERY SCOTT 25,000.00 45.124 750.00 1,127,328.43 102,460.91
SALE 10/07/10 17123210 CHUBB CORP. (THE) 94.71
18420 10/13/10 424246 COWEN AND CO., LLC 100,000.00 56.037 4,000.00 5,599,555.29 3,779,338.11
SALE 10/18/10 19421W10 COLLECTIVE BRANDS INC 2.99
47287 10/21/10 424277 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 17.638 400.00 175,972.01 36,141.93
SALE 10/25/10 20337210 COMMSCOPE INC. 25.57
36771 10/28/10 424303 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 30.252 2,000.00 1,510,584.43 157,062.18
SALE 10/27/10 20337210 COMMSCOPE INC. 53.07
36771 11/01/10 424311 PACIFIC CREST SECURITIES 100,000.00 31.400 4,000.00 3,135,946.93 428,902.43
SALE 10/28/10 20337210 COMMSCOPE INC. 13.42
36771 11/02/10 424315 CITIGROUP/CITIBANK DOMESTIC 25,000.00 31.755 1,000.00 792,856.58 116,095.46
SALE 10/20/10 20934110 CONSOLIDATED GRAPHICS, INC. 4.15
12843 10/25/10 424289 LEERINK SWANN LLC 5,000.00 49.070 200.00 245,146.35 73,732.04
SALE 10/01/10 21037110 CONSTELLATION ENERGY GROUP 24.60
13235 10/06/10 424226 COWEN AND CO., LLC 45,000.00 32.335 1,800.00 1,453,236.90 -13,690.18
SALE 10/06/10 22160K10 COSTCO WHOLESALE CORP. 5.40
14344 10/12/10 424240 JANNEY MONTGOMERY SCOTT 5,000.00 63.855 150.00 319,119.60 170,094.07
SALE 10/13/10 22160K10 COSTCO WHOLESALE CORP. 26.71
14344 10/18/10 424262 KEYBANC CAPITAL MKTS INC 25,000.00 63.200 750.00 1,579,223.29 834,095.65
SALE 10/22/10 23257210 CYMER INC 12.65
16861 10/27/10 424299 UBS WARBURG LLC 20,000.00 37.404 600.00 747,465.35 22,594.42
SALE 10/27/10 23257210 CYMER INC 6.41
16861 11/01/10 424311 CREDIT SUISSE SEC (USA) LLC 10,000.00 37.907 300.00 378,767.59 16,332.12
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 10/01/10 THROUGH 10/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 68
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/01/10 24736170 DELTA AIR LINES INC DEL 39.98
46316 10/06/10 424226 BARCLAYS CAPITAL (DOMESTIC) 200,000.00 11.826 8,000.00 2,357,160.02 411,768.74
SALE 10/04/10 24736170 DELTA AIR LINES INC DEL 38.92
46316 10/07/10 424232 JP MORGAN 200,000.00 11.513 8,000.00 2,294,461.08 349,069.80
SALE 10/20/10 24736170 DELTA AIR LINES INC DEL 43.89
46316 10/25/10 424289 MORGAN STANLEY 200,000.00 12.984 8,000.00 2,588,756.11 643,364.83
SALE 10/05/10 24823Q10 DENDREON CORP 51.56
52521 10/08/10 424236 CREDIT SUISSE SEC (AES) 75,000.00 40.678 750.00 3,050,070.94 778,238.44
SALE 10/20/10 25470F30 DISCOVERY COMMUNICATIONS IN 6.47
43061 10/25/10 424289 JANNEY MONTGOMERY SCOTT 10,000.00 38.280 300.00 382,493.53 124,962.93
SALE 10/04/10 25765110 DONALDSON CO 46.96
52071 10/07/10 424232 JP MORGAN 60,000.00 46.304 2,400.00 2,775,805.04 209,584.67
SALE 10/05/10 25765110 DONALDSON CO 111.24
52071 10/08/10 424236 JP MORGAN 140,000.00 47.012 5,600.00 6,575,996.76 588,149.23
SALE 10/21/10 26054310 DOW CHEMICAL 102.88
48222 10/26/10 424293 JP MORGAN 200,000.00 30.437 8,000.00 6,079,377.12 1,238,485.52
SALE 10/22/10 26054310 DOW CHEMICAL 50.98
48222 10/27/10 424299 JP MORGAN 100,000.00 30.163 4,000.00 3,012,229.02 591,783.22
SALE 10/28/10 26054310 DOW CHEMICAL 21.97
48222 11/02/10 424315 CITIGROUP/CITIBANK DOMESTIC 42,000.00 30.952 1,680.00 1,298,269.43 281,682.19
SALE 10/29/10 26054310 DOW CHEMICAL 30.35
48222 11/03/10 424319 CITIGROUP/CITIBANK DOMESTIC 58,000.00 30.963 2,320.00 1,793,492.05 389,633.49
SALE 10/29/10 26054310 DOW CHEMICAL 104.60
48222 11/03/10 424319 JP MORGAN 200,000.00 30.946 8,000.00 6,181,135.40 1,340,243.80
SALE 10/01/10 26884L10 EQT CORP 46.21
44901 10/06/10 424226 CRAIG-HALLUM CAPITAL GRP LL 75,000.00 36.457 3,000.00 2,731,251.29 820,209.07
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 10/01/10 THROUGH 10/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 69
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/05/10 28176E10 EDWARDS LIFESCIENCES CORP. 33.92
16493 10/08/10 424236 LEERINK SWANN LLC 30,000.00 66.901 1,200.00 2,005,793.08 1,869,268.80
SALE 10/01/10 28336L10 EL PASO CORP. 15.75
19272 10/06/10 424226 CRAIG-HALLUM CAPITAL GRP LL 75,000.00 12.430 3,000.00 929,204.25 -93,444.17
SALE 10/11/10 28336L10 EL PASO CORP. 16.63
19272 10/14/10 424254 BARCLAYS CAPITAL (DOMESTIC) 75,000.00 13.114 3,000.00 980,533.37 -42,115.05
SALE 10/26/10 28336L10 EL PASO CORP. 11.02
19272 10/29/10 424307 CRAIG-HALLUM CAPITAL GRP LL 50,000.00 13.038 2,000.00 649,908.98 -31,856.64
SALE 10/04/10 29631510 ESCO TECHNOLOGIES INC. 42.59
17520 10/07/10 424232 MACQUARIE CAPITAL USA 80,000.00 31.500 3,200.00 2,516,757.41 1,736,388.75
SALE 10/05/10 29631510 ESCO TECHNOLOGIES INC. 10.79
17520 10/08/10 424236 MACQUARIE CAPITAL USA 20,000.00 31.907 800.00 637,323.21 442,231.05
SALE 10/01/10 30161N10 EXELON CORP. 36.11
18384 10/06/10 424226 CL KING (RESEARCH) 50,000.00 42.730 2,000.00 2,134,463.89 237,532.43
SALE 10/26/10 30231G10 EXXON MOBIL CORP. 39.20
15200 10/29/10 424307 CRAIG-HALLUM CAPITAL GRP LL 35,000.00 66.273 1,400.00 2,318,119.30 1,425,808.91
SALE 10/28/10 30249130 FMC CORP 87.25
53169 11/02/10 424315 BARCLAYS CAPITAL (DOMESTIC) 70,000.00 73.752 2,800.00 5,159,766.75 817,479.41
SALE 10/01/10 34341210 FLUOR CORP 35.76
26243 10/06/10 424226 BUCKINGHAM RESEARCH GROUP I 42,000.00 50.374 1,680.00 2,113,996.44 719,439.66
SALE 10/04/10 34341210 FLUOR CORP 83.54
26243 10/07/10 424232 MIDWOOD SECURITIES, INC. 100,000.00 49.429 5,000.00 4,937,766.46 1,617,393.17
SALE 10/04/10 34341210 FLUOR CORP 42.05
26243 10/07/10 424232 PACIFIC CREST SECURITIES 50,000.00 49.753 2,000.00 2,485,617.95 825,431.30
SALE 10/15/10 34484910 FOOT LOCKER INC 2.70
48395 10/20/10 424271 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 15.980 400.00 159,397.30 46,534.37
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 10/01/10 THROUGH 10/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 70
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SALE 10/08/10 34537086 FORD MOTOR CO 5.70
51546 10/14/10 424250 LAZARD CAPITAL MARKETS 25,000.00 13.490 1,000.00 336,244.30 3,119.30
SALE 10/27/10 34537086 FORD MOTOR CO 5.97
51546 11/01/10 424311 PACIFIC CREST SECURITIES 25,000.00 14.116 1,000.00 351,899.03 18,774.03
SALE 10/05/10 37291710 GENZYME CORP 48.10
06123 10/08/10 424236 JANNEY MONTGOMERY SCOTT 40,000.00 71.152 1,200.00 2,844,827.90 794,379.11
SALE 10/01/10 38732810 GRANITE CONSTRUCTION INC. 35.10
12345 10/06/10 424226 SANFORD BERNSTEIN & CO. 90,000.00 23.072 3,600.00 2,072,844.90 588,141.06
SALE 10/01/10 39116410 GREAT PLAINS ENERGY INC. 16.07
43169 10/06/10 424226 CL KING (RESEARCH) 50,000.00 19.009 2,000.00 948,448.93 -9,873.57
SALE 10/12/10 40377710 GYMBOREE CORP 10.97
48455 10/15/10 424258 JEFFERIES & COMPANY 10,000.00 64.853 300.00 648,218.03 196,560.46
SALE 10/29/10 40377710 GYMBOREE CORP 76.26
48455 11/03/10 424319 UBS WARBURG LLC 69,400.00 65.016 2,082.00 4,509,979.90 1,375,476.38
SALE 10/01/10 40621610 HALLIBURTON CO 56.23
01331 10/06/10 424226 COWEN AND CO., LLC 100,000.00 33.270 4,000.00 3,322,943.77 992,283.65
SALE 10/05/10 44106010 HOSPIRA, INC. 33.47
27643 10/08/10 424236 LEERINK SWANN LLC 35,000.00 56.577 1,400.00 1,978,747.53 1,000,674.82
SALE 10/05/10 44490310 HUMAN GENOME SCIENCES, INC. 34.75
47899 10/08/10 424236 CREDIT SUISSE SEC (AES) 70,000.00 29.367 700.00 2,054,941.25 582,787.56
SALE 10/05/10 45337C10 INCYTE CORP. 17.76
08335 10/08/10 424236 CREDIT SUISSE SEC (AES) 65,000.00 16.160 650.00 1,049,712.74 178,273.98
SALE 10/08/10 45814010 INTEL CORP 16.45
14861 10/14/10 424250 KEYBANC CAPITAL MKTS INC 50,000.00 19.465 1,500.00 971,753.55 252,422.06
SALE 10/13/10 45814010 INTEL CORP 8.31
14861 10/18/10 424262 KEYBANC CAPITAL MKTS INC 25,000.00 19.657 750.00 490,666.69 131,000.95
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 71
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SALE 10/05/10 45884X10 INTERMUNE INC 16.66
43337 10/08/10 424236 CREDIT SUISSE SEC (AES) 75,000.00 13.137 750.00 984,478.34 -70,396.66
SALE 10/29/10 45884X10 INTERMUNE INC 6.48
43337 11/03/10 424319 JANNEY MONTGOMERY SCOTT 27,305.00 14.040 819.15 382,539.30 -1,505.53
SALE 10/13/10 45920010 INTL BUSINESS MACHINES CORP 11.91
17139 10/18/10 424262 FBR CAPITAL MARKETS 5,000.00 140.87 200.00 704,163.09 369,849.26
SALE 10/07/10 46625H10 JP MORGAN CHASE & CO 46.79
19046 10/13/10 424246 BARCLAYS CAPITAL (DOMESTIC) 70,000.00 39.546 2,800.00 2,765,401.21 891,477.39
SALE 10/07/10 46625H10 JP MORGAN CHASE & CO 66.86
19046 10/13/10 424246 LAZARD CAPITAL MARKETS 100,000.00 39.560 4,000.00 3,951,933.14 1,274,899.11
SALE 10/12/10 47836610 JOHNSON CONTROLS INC 5.32
25520 10/15/10 424258 CITIGROUP/CITIBANK DOMESTIC 10,000.00 31.471 400.00 314,308.68 108,396.66
SALE 10/04/10 48242W10 KBR INC 20.93
37170 10/07/10 424232 ISI - HYMAN 50,000.00 24.762 2,500.00 1,235,574.07 557,784.24
SALE 10/22/10 48248010 KLA-TENCOR CORPORATION 3.05
08730 10/27/10 424299 UBS WARBURG LLC 5,000.00 36.009 150.00 179,891.45 46,892.08
SALE 10/28/10 48248010 KLA-TENCOR CORPORATION 6.03
08730 11/02/10 424315 CREDIT SUISSE SEC (AES) 10,000.00 35.646 100.00 356,348.97 90,350.24
SALE 10/28/10 48836010 KEMET CORP. .57
17296 11/02/10 424315 CITIGROUP/CITIBANK DOMESTIC 10,000.00 3.365 400.00 33,248.43 -230,230.79
SALE 10/29/10 48917010 KENNAMETAL INC. 13.31
26062 11/03/10 424319 JP MORGAN 23,000.00 34.221 920.00 786,149.69 288,505.59
SALE 10/20/10 50025510 KOHLS CORP. 12.33
04751 10/25/10 424289 LEERINK SWANN LLC 14,000.00 52.094 560.00 728,736.67 125,550.55
SALE 10/12/10 50216110 LSI CORP. 7.85
21913 10/15/10 424258 CITIGROUP/CITIBANK DOMESTIC 100,000.00 4.643 4,000.00 460,242.15 -336,573.55
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 72
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SALE 10/06/10 51794210 LASALLE HOTEL PROPERTIES 3.98
43962 10/12/10 424240 MERRILL LYNCH (RESEARCH) 10,000.00 23.561 400.00 235,208.02 87,072.76
SALE 10/27/10 53945110 LOJACK CORP. 1.63
15336 11/01/10 424311 CREDIT SUISSE SEC (USA) LLC 20,000.00 4.794 600.00 95,274.37 -198,194.40
SALE 10/01/10 53983010 LOCKHEED MARTIN CORP. 119.58
17689 10/06/10 424226 BLAIR, WILLIAM & COMPANY 100,000.00 70.753 4,000.00 7,071,210.42 -91,112.35
SALE 10/01/10 54634710 LOUISIANA-PACIFIC CORP. 32.02
11007 10/06/10 424226 CITIGROUP/CITIBANK DOMESTIC 250,000.00 7.577 10,000.00 1,884,292.98 -2,971,562.73
SALE 10/18/10 54866110 LOWES COMPANIES, INC. 16.21
08635 10/21/10 424277 BARCLAYS CAPITAL (DOMESTIC) 45,000.00 21.302 1,800.00 956,782.79 282,669.69
SALE 10/05/10 57632310 MASTEC INC 57.46
19753 10/08/10 424236 MORGAN STANLEY 320,000.00 10.625 12,800.00 3,386,982.54 -223,503.67
SALE 10/05/10 58333410 MEADWESTVACO CORP. 36.60
21865 10/08/10 424236 MORGAN KEEGAN 88,000.00 24.606 3,520.00 2,161,806.60 298,422.22
SALE 10/05/10 58497720 MEDTOX SCIENTIFIC INC. 8.68
38051 10/08/10 424236 CREDIT SUISSE SEC (AES) 46,183.00 11.114 461.83 512,807.35 -308,004.36
SALE 10/06/10 58497720 MEDTOX SCIENTIFIC INC. 3.73
38051 10/12/10 424240 CREDIT SUISSE SEC (AES) 19,700.00 11.193 197.00 220,297.43 -129,831.20
SALE 10/07/10 58497720 MEDTOX SCIENTIFIC INC. .02
38051 10/13/10 424246 CREDIT SUISSE SEC (AES) 100.00 11.170 1.00 1,115.98 -661.32
SALE 10/08/10 58497720 MEDTOX SCIENTIFIC INC. .19
38051 10/14/10 424250 CREDIT SUISSE SEC (AES) 1,000.00 11.102 10.00 11,091.81 -6,681.22
SALE 10/11/10 58497720 MEDTOX SCIENTIFIC INC. 2.66
38051 10/14/10 424254 CREDIT SUISSE SEC (AES) 14,030.00 11.181 140.30 156,729.28 -92,626.29
SALE 10/12/10 58497720 MEDTOX SCIENTIFIC INC. 1.70
38051 10/15/10 424258 CREDIT SUISSE SEC (AES) 8,987.00 11.150 89.87 100,112.58 -59,613.61
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 73
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SALE 10/04/10 59170810 METROPCS COMMUNICATIONS INC 18.31
40686 10/07/10 424232 MIDWOOD SECURITIES, INC. 100,000.00 10.834 5,000.00 1,078,351.69 -612,308.33
SALE 10/20/10 59170810 METROPCS COMMUNICATIONS INC 36.14
40686 10/25/10 424289 MORGAN STANLEY 200,000.00 10.691 8,000.00 2,130,103.86 -1,251,216.17
SALE 10/25/10 59501710 MICROCHIP TECHNOLOGY INC 5.35
01561 10/28/10 424303 JANNEY MONTGOMERY SCOTT 10,000.00 31.622 300.00 315,911.65 29,758.90
SALE 10/13/10 59511210 MICRON TECHNOLOGY INC 1.96
39154 10/18/10 424262 FBR CAPITAL MARKETS 15,000.00 7.717 600.00 115,148.54 4,180.82
SALE 10/27/10 59511210 MICRON TECHNOLOGY INC 1.32
39154 11/01/10 424311 PACIFIC CREST SECURITIES 10,000.00 7.763 400.00 77,223.68 3,245.20
SALE 10/05/10 62475810 MUELLER WATER PRODUCTS INC. 9.75
44648 10/08/10 424236 MORGAN STANLEY 192,000.00 3.004 7,680.00 569,078.25 -665,708.83
SALE 10/01/10 62957910 NACCO INDUSTRIES, INC. 13.92
13719 10/06/10 424226 BUCKINGHAM RESEARCH GROUP I 9,279.00 88.714 371.16 822,789.34 1,468.81
SALE 10/04/10 62957910 NACCO INDUSTRIES, INC. .60
13719 10/07/10 424232 BUCKINGHAM RESEARCH GROUP I 400.00 88.410 16.00 35,347.28 -58.28
SALE 10/05/10 62957910 NACCO INDUSTRIES, INC. 12.08
13719 10/08/10 424236 BUCKINGHAM RESEARCH GROUP I 8,093.00 88.295 323.72 714,239.68 -2,103.36
SALE 10/06/10 62957910 NACCO INDUSTRIES, INC. 1.24
13719 10/12/10 424240 BUCKINGHAM RESEARCH GROUP I 832.00 88.042 33.28 73,216.51 -427.06
SALE 10/26/10 62957910 NACCO INDUSTRIES, INC. 11.31
13719 10/29/10 424307 FBR CAPITAL MARKETS 6,600.00 101.35 264.00 668,690.79 84,499.01
SALE 10/27/10 62957910 NACCO INDUSTRIES, INC. 26.06
13719 11/01/10 424311 FBR CAPITAL MARKETS 15,400.00 100.12 616.00 1,541,247.52 178,133.36
SALE 10/28/10 62957910 NACCO INDUSTRIES, INC. 8.40
13719 11/02/10 424315 FBR CAPITAL MARKETS 5,000.00 99.406 200.00 496,821.60 54,252.07
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 10/01/10 THROUGH 10/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 74
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SALE 10/04/10 66680710 NORTHROP GRUMMAN CORP. 101.47
19452 10/07/10 424232 JP MORGAN 100,000.00 60.040 4,000.00 5,999,858.53 409,651.51
SALE 10/26/10 67073Y10 NV ENERGY INC. 11.40
43882 10/29/10 424307 CRAIG-HALLUM CAPITAL GRP LL 50,000.00 13.493 2,000.00 672,628.60 -170,887.88
SALE 10/01/10 67459910 OCCIDENTAL PETROLEUM CORP. 47.95
8422 10/06/10 424226 CRAIG-HALLUM CAPITAL GRP LL 35,000.00 81.062 1,400.00 2,835,732.55 2,094,633.77
SALE 10/22/10 67555N20 OCLARO INC 2.44
51789 10/27/10 424299 UBS WARBURG LLC 10,000.00 14.380 300.00 143,494.56 5,629.75
SALE 10/05/10 68190410 OMNICARE, INC. 33.35
20125 10/08/10 424236 LEERINK SWANN LLC 85,000.00 23.214 3,400.00 1,969,739.65 224,274.63
SALE 10/20/10 68191910 OMNICOM GROUP INC. 10.73
23111 10/25/10 424289 LEERINK SWANN LLC 15,000.00 42.307 600.00 633,986.77 173,228.21
SALE 10/04/10 69076840 OWENS-ILLINOIS INC 47.55
52855 10/07/10 424232 SIDOTI & CO 100,000.00 28.130 4,000.00 2,808,972.45 93,267.55
SALE 10/07/10 69347510 PNC FINANCIAL SERVICES GROU 89.65
05720 10/13/10 424246 BUCKINGHAM RESEARCH GROUP I 100,000.00 53.042 4,000.00 5,300,070.35 443,744.35
SALE 10/25/10 73172K10 POLYCOM INC. 14.00
21502 10/28/10 424303 JANNEY MONTGOMERY SCOTT 25,000.00 33.128 750.00 827,423.50 33,552.06
SALE 10/07/10 74586710 PULTE GROUP INC 12.08
04802 10/13/10 424246 SANFORD BERNSTEIN & CO. 85,000.00 8.408 3,400.00 711,225.42 -480,375.99
SALE 10/28/10 74586710 PULTE GROUP INC 6.70
04802 11/02/10 424315 SANFORD BERNSTEIN & CO. 50,000.00 7.925 2,000.00 394,253.30 -306,688.71
SALE 10/08/10 74752510 QUALCOMM INC. 37.60
03288 10/14/10 424250 KEYBANC CAPITAL MKTS INC 50,000.00 44.491 1,500.00 2,222,987.40 853,383.55
SALE 10/05/10 74762E10 QUANTA SERVICES INC. 127.52
19524 10/08/10 424236 MORGAN STANLEY 400,000.00 18.864 16,000.00 7,529,312.48 1,734,444.38
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 75
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SALE 10/04/10 77273920 ROCK-TENN COMPANY-CL A 25.24
50799 10/07/10 424232 SIDOTI & CO 30,000.00 49.781 1,200.00 1,492,204.76 105,182.47
SALE 10/05/10 77571110 ROLLINS, INC. 30.08
33698 10/08/10 424236 MORGAN KEEGAN 75,000.00 23.725 3,000.00 1,776,322.42 777,897.42
SALE 10/01/10 78463510 SPX CORP. 107.35
40941 10/06/10 424226 SANFORD BERNSTEIN & CO. 100,000.00 63.518 4,000.00 6,347,642.65 -2,195,964.02
SALE 10/05/10 80517Q10 SAVIENT PHARMACEUTICALS I 53.95
48394 10/08/10 424236 CREDIT SUISSE SEC (AES) 145,000.00 22.016 1,450.00 3,190,743.55 1,121,622.55
SALE 10/07/10 80851310 SCHWAB (CHARLES) CORP. (THE 35.87
19300 10/13/10 424246 UBS WARBURG LLC 150,000.00 14.150 4,500.00 2,117,904.13 -785,144.93
SALE 10/20/10 81724Q10 SENOMYX INC 2.19
34889 10/25/10 424289 UBS WARBURG LLC 25,000.00 5.174 750.00 128,585.31 -230,285.94
SALE 10/21/10 81724Q10 SENOMYX INC 2.92
34889 10/26/10 424293 UBS WARBURG LLC 35,000.00 4.927 1,050.00 171,395.58 -331,024.17
SALE 10/22/10 81724Q10 SENOMYX INC 1.72
34889 10/27/10 424299 UBS WARBURG LLC 20,000.00 5.073 600.00 100,860.28 -186,236.72
SALE 10/29/10 81724Q10 SENOMYX INC 4.30
34889 11/03/10 424319 JANNEY MONTGOMERY SCOTT 50,000.00 5.080 1,500.00 252,485.70 -465,256.80
SALE 10/04/10 82028010 SHAW GROUP INC (THE) 29.04
35105 10/07/10 424232 JEFFERIES & COMPANY 50,000.00 34.366 1,500.00 1,716,765.96 504,203.90
SALE 10/29/10 82704810 SILGAN HOLDINGS 66.01
52985 11/03/10 424319 CREDIT SUISSE SEC (AES) 115,479.00 33.822 1,154.79 3,904,452.20 368,190.11
SALE 10/14/10 83546010 SONIC SOLUTIONS 4.97
38465 10/19/10 424266 JANNEY MONTGOMERY SCOTT 25,000.00 11.753 750.00 293,077.53 24,378.75
SALE 10/01/10 84403010 SOUTHERN UNION 20.46
48957 10/06/10 424226 COWEN AND CO., LLC 50,000.00 24.210 2,000.00 1,208,499.54 182,277.54
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 76
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SALE 10/01/10 84756010 SPECTRA ENERGY CORP. 28.74
36167 10/06/10 424226 CRAIG-HALLUM CAPITAL GRP LL 75,000.00 22.673 3,000.00 1,697,423.76 79,903.43
SALE 10/07/10 84756010 SPECTRA ENERGY CORP. 19.51
36167 10/13/10 424246 CITIGROUP/CITIBANK DOMESTIC 50,000.00 23.077 2,000.00 1,151,830.49 73,483.60
SALE 10/05/10 85811910 STEEL DYNAMICS INC 48.63
30846 10/08/10 424236 KEYBANC CAPITAL MKTS INC 200,000.00 14.387 6,000.00 2,871,311.37 452,736.20
SALE 10/21/10 85811910 STEEL DYNAMICS INC 48.05
30846 10/26/10 424293 UBS WARBURG LLC 200,000.00 14.213 6,000.00 2,836,631.95 418,056.78
SALE 10/07/10 87612E10 TARGET CORP. 10.96
15577 10/13/10 424246 SANFORD BERNSTEIN & CO. 12,000.00 54.041 480.00 648,002.24 322,596.21
SALE 10/08/10 87612E10 TARGET CORP. 4.60
15577 10/14/10 424250 LAZARD CAPITAL MARKETS 5,000.00 54.329 200.00 271,437.90 135,852.06
SALE 10/04/10 87986810 TEMPLE-INLAND INC 13.96
50529 10/07/10 424232 SOLEIL SECURITIES CORP. 45,000.00 18.349 1,800.00 823,900.04 -10,471.33
SALE 10/05/10 87986810 TEMPLE-INLAND INC 4.67
50529 10/08/10 424236 SOLEIL SECURITIES CORP. 15,000.00 18.384 600.00 275,150.83 -2,972.96
SALE 10/20/10 87986810 TEMPLE-INLAND INC 35.49
50529 10/25/10 424289 MORGAN STANLEY 100,000.00 20.998 4,000.00 2,095,764.51 241,605.92
SALE 10/21/10 87986810 TEMPLE-INLAND INC 34.33
50529 10/26/10 424293 JP MORGAN 100,000.00 20.310 4,000.00 2,026,955.67 172,797.08
SALE 10/21/10 87986810 TEMPLE-INLAND INC 17.42
50529 10/26/10 424293 MORGAN STANLEY 50,000.00 20.615 2,000.00 1,028,742.58 101,663.29
SALE 10/05/10 88338T10 THERAVANCE INC. 51.87
40362 10/08/10 424236 CREDIT SUISSE SEC (AES) 150,000.00 20.461 1,500.00 3,067,643.13 1,444,808.98
SALE 10/05/10 89364110 TRANSDIGM GROUP INC. 52.18
38975 10/08/10 424236 MORGAN KEEGAN 49,523.00 62.344 1,980.92 3,085,453.57 847,045.92
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 77
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/11/10 89417E10 TRAVELERS COS INC/THE 44.70
36645 10/14/10 424254 WELLS FARGO SECURITIES 50,000.00 52.898 2,000.00 2,642,840.30 906,971.29
SALE 10/06/10 90297330 US BANCORP 38.03
19365 10/12/10 424240 BUCKINGHAM RESEARCH GROUP I 100,000.00 22.500 4,000.00 2,245,961.97 201,651.14
SALE 10/07/10 90297330 US BANCORP 37.76
19365 10/13/10 424246 LAZARD CAPITAL MARKETS 100,000.00 22.340 4,000.00 2,230,002.24 185,691.41
SALE 10/11/10 90297330 US BANCORP 37.49
19365 10/14/10 424254 ISI - HYMAN 100,000.00 22.181 5,000.00 2,213,092.51 168,781.68
SALE 10/04/10 90323610 URS CORP 45.23
42779 10/07/10 424232 ISI - HYMAN 70,000.00 38.231 3,500.00 2,672,617.77 71,506.68
SALE 10/01/10 90781810 UNION PACIFIC CORP 136.82
51676 10/06/10 424226 CITIGROUP/CITIBANK DOMESTIC 100,000.00 80.956 4,000.00 8,091,503.18 605,247.60
SALE 10/04/10 91004710 UNITED CONTINENTAL HOLDINGS 40.86
53796 10/07/10 424232 JP MORGAN 100,000.00 24.173 4,000.00 2,413,239.14 1,308,411.84
SALE 10/05/10 91004710 UNITED CONTINENTAL HOLDINGS 7.26
53796 10/08/10 424236 JP MORGAN 17,500.00 24.538 175.00 429,239.74 180,897.25
SALE 10/26/10 91131210 UNITED PARCEL SERVICE-CL B 117.48
51478 10/29/10 424307 GOLDMAN SACHS & COMPANY 100,000.00 69.514 4,000.00 6,947,262.52 255,919.31
SALE 10/28/10 91131210 UNITED PARCEL SERVICE-CL B 113.67
51478 11/02/10 424315 SANFORD BERNSTEIN & CO. 100,000.00 67.256 4,000.00 6,721,496.33 30,153.12
SALE 10/05/10 91390310 UNIVERSAL HEALTH SERVICES-B 51.58
09106 10/08/10 424236 LEERINK SWANN LLC 80,000.00 38.144 3,200.00 3,048,252.42 1,520,625.50
SALE 10/27/10 91820410 VF CORP. 6.95
40920 11/01/10 424311 PACIFIC CREST SECURITIES 5,000.00 82.188 200.00 410,731.55 56,431.18
SALE 10/28/10 91820410 VF CORP. 28.19
40920 11/02/10 424315 RBC CAPITAL (DOMESTIC) 20,000.00 83.391 800.00 1,666,987.81 249,786.32
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 78
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/20/10 91886610 VALASSIS COMMUNICATIONS INC 3.06
35038 10/25/10 424289 LEERINK SWANN LLC 5,000.00 36.204 200.00 180,818.94 97,353.06
SALE 10/20/10 92220710 VARIAN SEMICONDUCTOR EQUIP 4.96
32229 10/25/10 424289 JANNEY MONTGOMERY SCOTT 10,000.00 29.311 300.00 292,809.04 28,004.15
SALE 10/22/10 92826C83 VISA INC CL A 13.45
49022 10/27/10 424299 JP MORGAN 10,000.00 79.530 400.00 794,886.55 11,363.00
SALE 10/11/10 92924F10 WGL HOLDINGS, INC. 16.15
18688 10/14/10 424254 BARCLAYS CAPITAL (DOMESTIC) 25,000.00 38.202 1,000.00 954,031.35 304,555.20
SALE 10/05/10 93114210 WAL-MART STORES, INC. 9.14
15929 10/08/10 424236 JP MORGAN 10,000.00 54.064 400.00 540,232.86 232,554.29
SALE 10/07/10 97180710 WILMINGTON TRUST CORP 17.43
17298 10/13/10 424246 LAZARD CAPITAL MARKETS 140,000.00 7.365 5,600.00 1,025,524.57 -2,388,551.82
SALE 10/11/10 97180710 WILMINGTON TRUST CORP 5.10
17298 10/14/10 424254 WELLS FARGO SECURITIES 40,000.00 7.531 1,600.00 299,626.90 -675,823.50
SALE 10/14/10 98433210 YAHOO! INC. 54.41
19335 10/19/10 424266 UBS WARBURG LLC 200,000.00 16.096 6,000.00 3,213,225.59 -1,672,894.14
SALE 10/29/10 G4779110 INGERSOLL-RAND PLC 66.47
47622 11/03/10 424319 JP MORGAN 100,000.00 39.331 4,000.00 3,929,023.53 707,281.70
SALE 10/15/10 G6359F10 NABORS INDUSTRIES LTD. 32.96
22964 10/20/10 424271 CITIGROUP/CITIBANK DOMESTIC 100,000.00 19.499 4,000.00 1,945,827.04 -16,145.35
SALE 10/20/10 H8912P10 TYCO ELECTRONICS LTD 7.88
47546 10/25/10 424289 LEERINK SWANN LLC 15,000.00 31.046 600.00 465,083.62 -9,403.14
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 11,778,286.00 5,635.46 332,971,480.98 49,843,302.20
431,250.27
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 11,778,286.00 5,635.46 332,971,480.98 49,843,302.20
431,250.27
END OF REPORT FOR: COMMON PENSION FD A
S T A T E O F N E W J E R S E Y 5141
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
COMMON A - SMALL CAP BANKS (5141) PAGE: 79
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 10/21/10 89546L10 TRI-COUNTY FINANCIAL CORP
53421 10/26/10 424292 INSTINET (PORTAL) 700.00 13.200 4.90 9,244.90
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 700.00 9,244.90
4.90
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 700.00 9,244.90
4.90
END OF REPORT FOR: COMMON A - SMALL CAP BANKS
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 10/01/10 THROUGH 10/31/10
COMMON PENSION FD B (5142) PAGE: 80
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 10/29/10 06406HBP BANK OF NEW YORK MELLON SR 4.6000 3.491
54087 11/03/10 289253 KNIGHT LIBERTAS 1/15/20 25,000,000.00 108.65 27,164,500.00
PUR 10/27/10 111320AC BROADCOM CORP SR NOTES 2.3750 2.494
54063 11/01/10 289251 JP MORGAN 11/01/15 10,000,000.00 99.444 9,944,400.00
PUR 10/04/10 124857AE CBS CORP SR NOTES 4.3000 4.332
53736 10/08/10 289236 MORGAN STANLEY 2/15/21 5,000,000.00 99.732 4,986,600.00
PUR 10/04/10 124857AF CBS CORP SR NOTES 5.9000 5.919
54166 10/08/10 289236 JP MORGAN 10/15/40 7,000,000.00 99.733 6,981,310.00
PUR 10/29/10 19416QDR COLGATE PALMOLIVE MED TERM 2.9500 3.146
54096 11/03/10 289253 CITIGROUP/CITIBANK DOMESTIC 11/01/20 25,000,000.00 98.330 24,582,500.00
PUR 10/07/10 251130ED DETROIT MICH SCH DIST BABS 6.8450 6.845
53802 10/28/10 289243 MURIEL SIEBERT 5/01/40 10,000,000.00 100.00 10,000,000.00
PUR 10/20/10 254845GQ DC WATER & SEWER AUTH REV B 5.5220 5.522
53964 10/27/10 289248 JP MORGAN 10/01/44 7,000,000.00 100.00 7,000,000.00
PUR 10/01/10 34281PLE FLORIDA ST GOV'T UTIL BABS 6.5480 6.548
53860 10/13/10 289238 WACHOVIA SECURITIES, INC. 10/01/40 12,000,000.00 100.00 12,000,000.00
PUR 10/27/10 438701RH HONOLULU HI CITY & CNTY WST 6.1210 6.120
54064 11/09/10 289257 MERRILL LYNCH (RESEARCH) 7/01/40 15,000,000.00 100.00 15,000,000.00
PUR 10/14/10 46625HHU JP MORGAN CHASE & CO NOTES 4.2500 4.311
53888 10/21/10 289244 JP MORGAN 10/15/20 20,000,000.00 99.510 19,902,000.00
PUR 10/26/10 49151E7B KENTUCKY ST PPTY & BLDGS BA 5.9210 5.921
54037 11/17/10 289263 MORGAN STANLEY 11/01/30 20,000,000.00 100.00 20,000,000.00
PUR 10/21/10 6055805X MISSISSIPPI ST BABS 5.2450 5.245
53986 11/10/10 289258 MORGAN STANLEY 11/01/34 20,000,000.00 100.00 20,000,000.00
S T A T E O F N E W J E R S E Y 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 10/01/10 THROUGH 10/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 81
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/26/10 61747YCT MORGAN STANLEY SR NOTES 3.4500 3.464
54036 11/02/10 289252 MORGAN STANLEY & CO. 11/02/15 15,000,000.00 99.936 14,990,400.00
PUR 10/14/10 646136XT NJ ST TRANS TR FD REV BDS 6.1040 6.103
53887 10/21/10 289244 BARCLAYS CAPITAL INC 12/15/28 50,000,000.00 100.00 50,000,000.00
PUR 10/06/10 6499022F NEW YORK ST DORM AUTH ST RE 5.3890 5.389
53789 10/14/10 289239 M.R. BEALE 3/15/40 30,000,000.00 100.00 30,000,000.00
PUR 10/15/10 658308AB NO CAROLINA ST TPK AUTH REV 5.4180 5.417
53889 10/26/10 289247 MERRILL LYNCH (RESEARCH) 1/01/41 22,000,000.00 100.00 22,000,000.00
PUR 10/29/10 662903MH NORTH TEXAS MUN WATER BABS 6.0100 6.009
54099 11/30/10 1 MORGAN KEEGAN 9/01/40 7,000,000.00 100.00 7,000,000.00
PUR 10/19/10 713448BR PEPSICO INC 3.1250 3.223
53946 10/26/10 289247 JP MORGAN 11/01/20 20,000,000.00 99.167 19,833,400.00
PUR 10/19/10 713448BS PEPSICO INC 4.8750 4.887
53945 10/26/10 289247 JP MORGAN 11/01/40 15,000,000.00 99.811 14,971,650.00
PUR 10/13/10 755111BT RAYTHEON COMPANY NOTES 3.1250 3.188
53864 10/20/10 289243 CREDIT SUISSE SEC (USA) LLC 10/15/20 20,000,000.00 99.465 19,893,000.00
PUR 10/13/10 755111BU RAYTHEON COMPANY NOTES 4.8750 4.916
53863 10/20/10 289243 CREDIT SUISSE SEC (USA) LLC 10/15/40 20,000,000.00 99.361 19,872,200.00
PUR 10/29/10 767201AD RIO TINTO FINANCE USA LTD N 7.1250 4.984
54077 11/03/10 289253 CREDIT SUISSE SEC (USA) LLC 7/15/28 15,000,000.00 124.97 18,746,100.00
PUR 10/28/10 767201AJ RIO TINTO FINANCE USA LTD N 1.8750 1.892
54075 11/02/10 289252 MORGAN STANLEY 11/02/15 10,000,000.00 99.919 9,991,900.00
PUR 10/28/10 767201AK RIO TINTO FINANCE USA LTD N 3.5000 3.593
54076 11/02/10 289252 MORGAN STANLEY 11/02/20 10,000,000.00 99.225 9,922,500.00
PUR 10/25/10 826552AA SIGMA ALDRICH NOTES 3.3750 3.385
54015 10/28/10 289249 BANK OF AMERICA SECURITIES 11/01/20 10,000,000.00 99.915 9,991,500.00
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 10/01/10 THROUGH 10/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 82
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/07/10 91528NAB UNM SANDOVAL REG MED CTR BA 5.0000 5.000
54133 11/03/10 289253 MERRILL LYNCH (RESEARCH) 7/20/37 10,000,000.00 100.00 10,000,000.00
PUR 10/08/10 917565LK UTAH TRAN AUTH SALES TAX RE 5.7050 5.704
53827 10/20/10 289243 MORGAN STANLEY 6/15/40 15,000,000.00 100.00 15,000,000.00
PUR 10/21/10 93878LAF WASH DC CONV & SPORT AUTH R 6.7640 6.764
53987 10/26/10 289247 GOLDMAN SACHS & COMPANY 10/01/39 20,000,000.00 100.00 20,000,000.00
PUR 10/21/10 975700KU WINSTON SALEM NC WTR & SWR 5.2940 5.294
53985 11/04/10 289254 CITIGROUP/CITIBANK DOMESTIC 6/01/34 6,000,000.00 100.00 6,000,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 471,000,000.00 475,773,960.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 471,000,000.00 475,773,960.00
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 10/21/10 002824AV ABBOTT LABS NOTES 6.0000 6.016
44946 10/26/10 289247 BARCLAYS CAPITAL INC 4/01/39 5,000,000.00 117.03 5,851,650.00 862,840.59
SALE 10/29/10 037411AW APACHE CORP SR NOTES 5.1000 5.170
53086 11/03/10 289253 CANTOR FITZGERALD SECURITIE 9/01/40 7,000,000.00 99.853 6,989,710.00 64,359.45
SALE 10/05/10 057224AZ BAKER HUGHES INCORPORATED S 5.1250 5.153
53155 10/08/10 289236 BARCLAYS CAPITAL INC 9/15/40 15,000,000.00 104.48 15,673,200.00 737,627.26
SALE 10/13/10 13342BAD CAMERON INT'L CORP SR NOTES 7.0000 7.731
41591 10/18/10 289241 CANTOR FITZGERALD SECURITIE 7/15/38 5,000,000.00 115.44 5,772,350.00 1,188,104.26
SALE 10/13/10 13342BAD CAMERON INT'L CORP SR NOTES 7.0000 7.731
41591 10/18/10 289241 CANTOR FITZGERALD SECURITIE 7/15/38 5,000,000.00 115.46 5,773,100.00 1,188,854.26
SALE 10/08/10 167593AM CHICAGO ILL OHARE INTL ARPT 6.8450 6.844
51569 10/14/10 289239 MORGAN STANLEY 1/01/38 35,000,000.00 104.85 36,697,500.00 1,697,500.00
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 10/01/10 THROUGH 10/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 83
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/06/10 191216AM COCA COLA CO SR NOTES 4.8750 4.793
44975 10/12/10 289237 SUSQUEHANNA FINANCIAL GROUP 3/15/19 5,000,000.00 115.96 5,798,150.00 770,270.69
SALE 10/13/10 213185DV COOK CNTY ILL BABS 6.2290 6.228
52259 10/18/10 289241 LOOP CAPITAL 11/15/34 3,000,000.00 102.14 3,064,470.00 64,470.00
SALE 10/21/10 213185DV COOK CNTY ILL BABS 6.2290 6.228
52259 10/26/10 289247 LOOP CAPITAL 11/15/34 12,000,000.00 101.59 12,190,800.00 190,800.00
SALE 10/12/10 25459HAW DIRECTV HOLDINGS LLC SR NOT 4.6000 4.608
53002 10/15/10 289240 JP MORGAN 2/15/21 5,000,000.00 104.81 5,240,850.00 244,386.86
SALE 10/28/10 26442CAH DUKE ENERGY CORP 1ST MTG BD 5.3000 5.328
49699 11/03/10 289253 MORGAN STANLEY 2/15/40 10,000,000.00 104.01 10,401,200.00 443,333.43
SALE 10/21/10 271014TU E BAY CA MUN UTY DIST WTR S 5.8740 5.809
51461 10/26/10 289247 CITIGROUP/CITIBANK DOMESTIC 6/01/40 15,000,000.00 107.30 16,096,200.00 959,938.10
SALE 10/08/10 31358C7V FANNIEMAE STRIP BONDS 4.900
40819 10/12/10 289237D UBS WARBURG LLC 5/15/21 12,000,000.00 71.043 8,525,160.00 1,083,940.25
SALE 10/27/10 373334JR GEORGIA POWER CO SR NOTES 5.4000 5.445
52064 11/01/10 289251 CREDIT SUISSE SEC (USA) LLC 6/01/40 12,000,000.00 104.02 12,482,400.00 561,837.05
SALE 10/28/10 377372AE GLAXOSMITHKLINE CAP INC NTS 6.3750 6.854
41072 11/02/10 289252 BARCLAYS CAPITAL INC 5/15/38 20,000,000.00 120.04 24,009,400.00 5,189,426.91
SALE 10/05/10 406216AW HALLIBURTON CO SR NOTES 6.7000 6.856
42833 10/08/10 289236 CANTOR FITZGERALD SECURITIE 9/15/38 5,000,000.00 124.80 6,240,150.00 1,337,170.01
SALE 10/05/10 406216AW HALLIBURTON CO SR NOTES 6.7000 6.856
42833 10/08/10 289236 CANTOR FITZGERALD SECURITIE 9/15/38 5,000,000.00 124.59 6,229,600.00 1,326,620.01
SALE 10/08/10 406216AY HALLIBURTON CO SR NOTES 7.4500 5.734
51841 10/14/10 289239 CITIGROUP/CITIBANK DOMESTIC 9/15/39 10,000,000.00 137.05 13,705,300.00 1,296,835.48
SALE 10/27/10 42809HAD HESS CORPORATION NOTES 5.6000 5.648
52952 11/01/10 289251 BARCLAYS CAPITAL INC 2/15/41 25,000,000.00 101.75 25,438,500.00 614,121.68
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 10/01/10 THROUGH 10/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 84
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/26/10 452152DU ILLINOIS ST BUILD AMERICA B 6.9000 6.920
51467 10/29/10 289250 CITIGROUP/CITIBANK DOMESTIC 3/01/35 5,000,000.00 98.259 4,912,950.00 -74,626.25
SALE 10/26/10 452152DU ILLINOIS ST BUILD AMERICA B 6.9000 6.920
51467 10/29/10 289250 CITIGROUP/CITIBANK DOMESTIC 3/01/35 5,000,000.00 98.678 4,933,900.00 -53,676.25
SALE 10/29/10 500769BR KFW GLOBAL NOTES 4.729
51197 11/03/10 289253 BARCLAYS BANK OF NEW YORK 4/18/36 200,000,000.00 31.323 62,646,000.00 -531,818.41
SALE 10/18/10 54438CPA LOS ANGELES CALIF CMNTY COL 6.7500 6.690
52648 10/21/10 289244 MORGAN STANLEY 8/01/49 30,000,000.00 108.25 32,475,600.00 2,231,753.38
SALE 10/06/10 665250BW NO ILLINOIS PWR BLD AMER BD 6.8590 6.858
48003 10/12/10 289237 LOOP CAPITAL 1/01/39 4,000,000.00 110.91 4,436,680.00 436,680.00
SALE 10/18/10 665250BW NO ILLINOIS PWR BLD AMER BD 6.8590 6.858
48003 10/21/10 289244 LOOP CAPITAL 1/01/39 2,000,000.00 107.64 2,152,920.00 152,920.00
SALE 10/22/10 665250BW NO ILLINOIS PWR BLD AMER BD 6.8590 6.858
48003 10/27/10 289248 LOOP CAPITAL 1/01/39 1,000,000.00 107.24 1,072,470.00 72,470.00
SALE 10/13/10 66989GAA NOVARTIS SECURITIES INV LTD 5.1250 5.148
44714 10/18/10 288241 BARCLAYS CAPITAL INC 2/10/19 15,000,000.00 115.41 17,311,950.00 2,336,184.07
SALE 10/28/10 677521DE OHIO STATE BABS 4.8740 4.874
51536 11/02/10 289252 RAMIREZ 5/01/24 9,000,000.00 104.91 9,441,900.00 441,900.00
SALE 10/01/10 73755LAD POTASH CORP NOTES 5.8750 6.405
38740 10/06/10 289234 BARCLAYS CAPITAL INC 12/01/36 5,000,000.00 105.38 5,269,450.00 604,026.99
SALE 10/06/10 73755LAD POTASH CORP NOTES 5.8750 6.405
38740 10/12/10 289237 RBS GREENWICH 12/01/36 8,000,000.00 107.35 8,588,080.00 1,123,217.44
SALE 10/18/10 73755LAD POTASH CORP NOTES 5.8750 6.405
38740 10/21/10 289244 CANTOR FITZGERALD SECURITIE 12/01/36 5,000,000.00 104.43 5,221,650.00 555,926.87
SALE 10/28/10 73755LAD POTASH CORP NOTES 5.8750 6.405
38740 11/02/10 289252 CANTOR FITZERALD SEC(INTRNA 12/01/36 10,000,000.00 104.46 10,446,000.00 1,114,071.65
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 10/01/10 THROUGH 10/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 85
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/27/10 74456QAU PSE&G SR SECURED NOTES 5.3750 5.397
49730 11/01/10 289251 UBS WARBURG LLC 11/01/39 7,000,000.00 105.88 7,411,880.00 433,782.74
SALE 10/27/10 74456QAV PSE&G FIRST MTG BONDS 5.5000 5.533
50961 11/01/10 289251 UBS WARBURG LLC 3/01/40 5,000,000.00 107.82 5,391,100.00 415,188.84
SALE 10/15/10 74834LAL QUEST DIAGNOSTICS INC. 5.4500 5.495
33663 10/20/10 289243 CREDIT SUISSE SEC (USA) LLC 11/01/15 10,000,000.00 112.84 11,284,900.00 1,304,648.76
SALE 10/21/10 786005PN SACRAMENTO CA MUN UTIL REV 6.1560 6.155
52734 10/26/10 289247 MORGAN STANLEY 5/15/36 10,000,000.00 102.25 10,225,200.00 225,200.00
SALE 10/28/10 806605AH SCHERING PLOUGH CORP 6.5500 6.531
38291 11/01/10 289251 HSBC (DOMESTIC) 9/15/37 10,000,000.00 123.92 12,392,300.00 2,369,034.20
SALE 10/29/10 842400FL SOUTHERN CALIF ED CO 1ST MT 6.0500 6.110
45210 11/03/10 289253C JP MORGAN 3/15/39 13,000,000.00 116.20 15,106,780.00 2,212,102.07
SALE 10/05/10 87354TBG TACOMA WASH RGL WTR SUPPLY 5.6210 5.620
53001 10/08/10 289236 LOOP CAPITAL 12/01/40 7,000,000.00 102.97 7,208,250.00 208,250.00
SALE 10/14/10 87612EAV TARGET CORP NOTES 3.8750 3.910
52584 10/19/10 289242 CREDIT SUISSE SEC (USA) LLC 7/15/20 5,000,000.00 106.27 5,313,900.00 328,173.78
SALE 10/27/10 880591EB TENNESSEE VALLEY AUTH GL NO 4.8750 4.954
39641 10/28/10 289249 BARCLAYS CAPITAL INC 1/15/48 50,000,000.00 104.43 52,215,500.00 2,886,230.18
SALE 10/13/10 893526DK TRANS CANADA PIPELINES SR N 3.8000 3.831
53505 10/18/10 288241 DEUTSCHE BANK AG (DOMESTIC) 10/01/20 7,500,000.00 103.93 7,795,050.00 314,273.16
SALE 10/01/10 91412F7X UNIV CALIF REGENTS BLD AMER 6.2700 6.275
48215 10/06/10 289234 BARCLAYS CAPITAL INC 5/15/31 10,000,000.00 102.84 10,284,800.00 291,386.14
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 644,500,000.00 539,718,900.00 39,219,735.65
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 10/01/10 THROUGH 10/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 86
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 10/15/10 09255R10 BLACKROCK DEBT STRATEGIES F
38323 10/15/10 289240 BROKER CODE UNDEFINED .17 1.000 .17 -.94
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: .17 .17 -.94
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 644,500,000.17 539,718,900.17 39,219,734.71
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 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) PAGE: 87
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 10/07/10 00206R10 AT&T INC
53581 10/13/10 424245 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 28.279 4,000.00 2,831,890.00
PUR 10/08/10 00206R10 AT&T INC
53581 10/14/10 424249 ISI - HYMAN 100,000.00 28.222 5,000.00 2,827,240.00
PUR 10/11/10 02209S10 ALTRIA GROUP INC.
42873 10/14/10 424253 LAZARD CAPITAL MARKETS 100,000.00 24.449 4,000.00 2,448,900.00
PUR 10/05/10 02581610 AMERICAN EXPRESS CO
51479 10/08/10 424235 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 38.245 2,000.00 1,914,230.00
PUR 10/05/10 02581610 AMERICAN EXPRESS CO
51479 10/08/10 424235 GOLDMAN SACHS & COMPANY 200,000.00 38.208 8,000.00 7,649,560.00
PUR 10/05/10 02581610 AMERICAN EXPRESS CO
51479 10/08/10 424235 JP MORGAN 100,000.00 38.621 4,000.00 3,866,130.00
PUR 10/06/10 02581610 AMERICAN EXPRESS CO
51479 10/12/10 424239 MERRILL LYNCH (RESEARCH) 150,000.00 38.332 6,000.00 5,755,815.00
PUR 10/15/10 03760410 APOLLO GROUP INC-CL A
53899 10/20/10 424270 KEYBANC CAPITAL MKTS INC 100,000.00 36.620 3,000.00 3,665,000.00
PUR 10/22/10 03760410 APOLLO GROUP INC-CL A
53899 10/27/10 424298 UBS WARBURG LLC 100,000.00 36.264 3,000.00 3,629,360.00
PUR 10/25/10 03760410 APOLLO GROUP INC-CL A
53899 10/28/10 424302 UBS WARBURG LLC 100,000.00 36.453 3,000.00 3,648,280.00
PUR 10/05/10 03783310 APPLE INC
39881 10/08/10 424235 JANNEY MONTGOMERY SCOTT 10,000.00 282.40 300.00 2,824,300.00
PUR 10/19/10 03783310 APPLE INC
39881 10/22/10 424283 JANNEY MONTGOMERY SCOTT 5,000.00 301.00 150.00 1,505,150.00
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 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 88
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/28/10 03783310 APPLE INC
39881 11/02/10 424314 JANNEY MONTGOMERY SCOTT 5,000.00 301.00 150.00 1,505,150.00
PUR 10/01/10 04420910 ASHLAND INC
53715 10/06/10 424225 BUCKINGHAM RESEARCH GROUP I 80,000.00 48.953 3,200.00 3,919,408.00
PUR 10/04/10 04420910 ASHLAND INC
53715 10/07/10 424231 STIFEL NICOLAUS 80,000.00 48.780 3,200.00 3,905,624.00
PUR 10/05/10 04420910 ASHLAND INC
53715 10/08/10 424235 JP MORGAN 80,000.00 50.050 3,200.00 4,007,160.00
PUR 10/06/10 04420910 ASHLAND INC
53715 10/12/10 424239 MERRILL LYNCH (RESEARCH) 80,000.00 50.709 3,200.00 4,059,936.00
PUR 10/12/10 04743P10 ATHEROS COMMUNICATIONS IN
48472 10/15/10 424257 UBS WARBURG LLC 40,000.00 27.024 1,200.00 1,082,160.00
PUR 10/12/10 05380710 AVNET INC
53849 10/15/10 424257 OPPENHEIMER & CO., INC 20,000.00 27.872 600.00 558,032.00
PUR 10/13/10 05380710 AVNET INC
53849 10/18/10 424261 CRAIG-HALLUM CAPITAL GRP LL 40,000.00 28.051 1,600.00 1,123,652.00
PUR 10/14/10 05380710 AVNET INC
53849 10/19/10 424265 LEERINK SWANN LLC 70,000.00 27.636 2,800.00 1,937,313.00
PUR 10/15/10 05380710 AVNET INC
53849 10/20/10 424270 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 27.668 800.00 554,156.00
PUR 10/15/10 05380710 AVNET INC
53849 10/20/10 424270 SIDOTI & CO 70,000.00 27.741 2,800.00 1,944,635.00
PUR 10/18/10 05380710 AVNET INC
53849 10/21/10 424276 BARCLAYS CAPITAL (DOMESTIC) 70,000.00 27.781 2,800.00 1,947,435.00
PUR 10/20/10 05380710 AVNET INC
53849 10/25/10 424288 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 27.561 2,000.00 1,380,060.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 89
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/20/10 05380710 AVNET INC
53849 10/25/10 424288 MACQUARIE CAPITAL USA 10,000.00 27.697 400.00 277,372.00
PUR 10/21/10 05380710 AVNET INC
53849 10/26/10 424292 MORGAN KEEGAN 50,000.00 27.846 2,000.00 1,394,305.00
PUR 10/21/10 05548J10 BJ'S WHOLESALE CLUB INC
52526 10/26/10 424292 MORGAN KEEGAN 30,000.00 43.001 1,200.00 1,291,218.00
PUR 10/01/10 06050510 BANK OF AMERICA CORP
46955 10/06/10 424225 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 13.317 4,000.00 1,335,720.00
PUR 10/20/10 06050510 BANK OF AMERICA CORP
46955 10/25/10 424288 MACQUARIE CAPITAL USA 200,000.00 11.701 8,000.00 2,348,260.00
PUR 10/21/10 06050510 BANK OF AMERICA CORP
46955 10/26/10 424292 LEERINK SWANN LLC 97,500.00 11.739 3,900.00 1,148,442.75
PUR 10/21/10 06050510 BANK OF AMERICA CORP
46955 10/26/10 424292 MORGAN KEEGAN 102,500.00 11.743 4,100.00 1,207,767.75
PUR 10/22/10 06050510 BANK OF AMERICA CORP
46955 10/27/10 424298 JP MORGAN 200,000.00 11.500 8,000.00 2,307,940.00
PUR 10/25/10 06050510 BANK OF AMERICA CORP
46955 10/28/10 424302 RAYMOND JAMES & ASSOCIATES, 100,000.00 11.478 4,000.00 1,151,790.00
PUR 10/25/10 06050510 BANK OF AMERICA CORP
46955 10/28/10 424302 SANFORD BERNSTEIN & CO. 100,000.00 11.147 4,000.00 1,118,650.00
PUR 10/01/10 09534T50 BLUE COAT SYSTEMS
53509 10/06/10 424225 JANNEY MONTGOMERY SCOTT 20,000.00 24.184 600.00 484,286.00
PUR 10/04/10 09534T50 BLUE COAT SYSTEMS
53509 10/07/10 424231 JANNEY MONTGOMERY SCOTT 20,000.00 23.775 600.00 476,092.00
PUR 10/05/10 09534T50 BLUE COAT SYSTEMS
53509 10/08/10 424235 JANNEY MONTGOMERY SCOTT 20,000.00 23.032 600.00 461,246.00
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 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 90
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/06/10 09534T50 BLUE COAT SYSTEMS
53509 10/12/10 424239 JANNEY MONTGOMERY SCOTT 20,000.00 22.667 600.00 453,944.00
PUR 10/08/10 09534T50 BLUE COAT SYSTEMS
53509 10/14/10 424249 JEFFERIES & COMPANY 20,000.00 22.619 600.00 452,984.00
PUR 10/11/10 09534T50 BLUE COAT SYSTEMS
53509 10/14/10 424253 JANNEY MONTGOMERY SCOTT 20,000.00 22.901 600.00 458,626.00
PUR 10/12/10 09534T50 BLUE COAT SYSTEMS
53509 10/15/10 424257 UBS WARBURG LLC 20,000.00 23.660 600.00 473,804.00
PUR 10/22/10 09534T50 BLUE COAT SYSTEMS
53509 10/27/10 424298 UBS WARBURG LLC 30,000.00 25.123 900.00 754,575.00
PUR 10/08/10 12665010 CVS CAREMARK CORP
49563 10/14/10 424249 ISI - HYMAN 100,000.00 31.084 5,000.00 3,113,380.00
PUR 10/11/10 12665010 CVS CAREMARK CORP
49563 10/14/10 424253 KAUFMAN BROS L.P. 100,000.00 31.157 4,000.00 3,119,710.00
PUR 10/12/10 12665010 CVS CAREMARK CORP
49563 10/15/10 424257 BLAIR, WILLIAM & COMPANY 50,000.00 30.954 2,000.00 1,549,695.00
PUR 10/13/10 12665010 CVS CAREMARK CORP
49563 10/18/10 424261 CRAIG-HALLUM CAPITAL GRP LL 50,000.00 31.398 2,000.00 1,571,910.00
PUR 10/25/10 12680430 CABELAS INC
54010 10/28/10 424302 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 19.303 600.00 386,650.00
PUR 10/26/10 12680430 CABELAS INC
54010 10/29/10 424306 CITIGROUP/CITIBANK DOMESTIC 30,000.00 19.162 1,200.00 576,051.00
PUR 10/27/10 12680430 CABELAS INC
54010 11/01/10 424310 MACQUARIE CAPITAL USA 30,000.00 18.808 1,200.00 565,446.00
PUR 10/28/10 12680430 CABELAS INC
54010 11/02/10 424314 RBC CAPITAL (DOMESTIC) 40,000.00 18.533 1,600.00 742,900.00
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 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 91
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/29/10 12680430 CABELAS INC
54010 11/03/10 424318 MORGAN KEEGAN 40,000.00 18.615 1,600.00 746,200.00
PUR 10/22/10 13342B10 CAMERON INTERNATIONAL CORP
52882 10/27/10 424298 JP MORGAN 30,000.00 42.798 1,200.00 1,285,143.00
PUR 10/22/10 13342B10 CAMERON INTERNATIONAL CORP
52882 10/27/10 424298 MORGAN STANLEY 30,000.00 42.721 1,200.00 1,282,815.00
PUR 10/26/10 13342B10 CAMERON INTERNATIONAL CORP
52882 10/29/10 424306 CITIGROUP/CITIBANK DOMESTIC 40,000.00 44.402 1,600.00 1,777,676.00
PUR 10/27/10 13342B10 CAMERON INTERNATIONAL CORP
52882 11/01/10 424310 MACQUARIE CAPITAL USA 40,000.00 43.920 1,600.00 1,758,408.00
PUR 10/28/10 13342B10 CAMERON INTERNATIONAL CORP
52882 11/02/10 424314 RBC CAPITAL (DOMESTIC) 20,000.00 44.662 800.00 894,036.00
PUR 10/27/10 15678210 CERNER CORP.
43671 11/01/10 424310 CREDIT SUISSE SEC (USA) LLC 10,000.00 86.355 300.00 863,852.00
PUR 10/13/10 17243V10 CINEMARK HOLDINGS
50473 10/18/10 424261 JP MORGAN 20,000.00 17.365 800.00 348,094.00
PUR 10/20/10 17243V10 CINEMARK HOLDINGS
50473 10/25/10 424288 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 17.322 800.00 347,234.00
PUR 10/06/10 17275510 CIRRUS LOGIC
53355 10/12/10 424239 JANNEY MONTGOMERY SCOTT 100,000.00 17.125 3,000.00 1,715,530.00
PUR 10/18/10 17275510 CIRRUS LOGIC
53355 10/21/10 424276 KEYBANC CAPITAL MKTS INC 200,000.00 16.195 6,000.00 3,245,080.00
PUR 10/21/10 17275510 CIRRUS LOGIC
53355 10/26/10 424292 UBS WARBURG LLC 100,000.00 14.248 3,000.00 1,427,790.00
PUR 10/27/10 17275510 CIRRUS LOGIC
53355 11/01/10 424310 CREDIT SUISSE SEC (USA) LLC 100,000.00 12.752 3,000.00 1,278,160.00
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 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 92
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/12/10 17275R10 CISCO SYSTEMS INC
39905 10/15/10 424257 UBS WARBURG LLC 200,000.00 22.362 6,000.00 4,478,360.00
PUR 10/13/10 17275R10 CISCO SYSTEMS INC
39905 10/18/10 424261 UBS WARBURG LLC 200,000.00 23.275 6,000.00 4,660,900.00
PUR 10/14/10 17275R10 CISCO SYSTEMS INC
39905 10/19/10 424265 UBS WARBURG LLC 100,000.00 22.931 3,000.00 2,296,090.00
PUR 10/15/10 17275R10 CISCO SYSTEMS INC
39905 10/20/10 424270 UBS WARBURG LLC 100,000.00 23.201 3,000.00 2,323,140.00
PUR 10/29/10 17275R10 CISCO SYSTEMS INC
39905 11/03/10 424318 UBS WARBURG LLC 200,000.00 23.091 6,000.00 4,624,100.00
PUR 10/21/10 18911Q10 CLOUD PEAK ENERGY INC
49783 10/26/10 424292 MORGAN KEEGAN 20,000.00 17.935 800.00 359,494.00
PUR 10/25/10 18911Q10 CLOUD PEAK ENERGY INC
49783 10/28/10 424302 SANFORD BERNSTEIN & CO. 20,000.00 17.138 800.00 343,566.00
PUR 10/26/10 18911Q10 CLOUD PEAK ENERGY INC
49783 10/29/10 424306 CITIGROUP/CITIBANK DOMESTIC 20,000.00 17.311 800.00 347,016.00
PUR 10/27/10 18911Q10 CLOUD PEAK ENERGY INC
49783 11/01/10 424310 MACQUARIE CAPITAL USA 20,000.00 17.355 800.00 347,908.00
PUR 10/20/10 22544710 CREE INC
50420 10/25/10 424288 JANNEY MONTGOMERY SCOTT 10,000.00 48.306 300.00 483,355.00
PUR 10/08/10 25468710 WALT DISNEY CO
50281 10/14/10 424249 ISI - HYMAN 100,000.00 34.253 5,000.00 3,430,340.00
PUR 10/13/10 25468710 WALT DISNEY CO
50281 10/18/10 424261 JP MORGAN 100,000.00 34.974 4,000.00 3,501,390.00
PUR 10/22/10 25468710 WALT DISNEY CO
50281 10/27/10 424298 JP MORGAN 100,000.00 34.649 4,000.00 3,468,870.00
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 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 93
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/28/10 25468710 WALT DISNEY CO
50281 11/02/10 424314 WELLS FARGO SECURITIES 100,000.00 36.210 4,000.00 3,625,040.00
PUR 10/25/10 27864210 EBAY INC
50202 10/28/10 424302 UBS WARBURG LLC 50,000.00 27.856 1,500.00 1,394,285.00
PUR 10/25/10 27864210 EBAY INC
50202 10/28/10 424302 UBS WARBURG LLC 50,000.00 27.970 1,500.00 1,399,980.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 27.913 2,794,265.00
3,000.00
PUR 10/26/10 27864210 EBAY INC
50202 10/29/10 424306 UBS WARBURG LLC 50,000.00 28.096 1,500.00 1,406,305.00
PUR 10/27/10 27886510 ECOLAB INC
54051 11/01/10 424310 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 49.568 1,500.00 2,479,905.00
PUR 10/28/10 27886510 ECOLAB INC
54051 11/02/10 424314 RBC CAPITAL (DOMESTIC) 50,000.00 49.242 2,000.00 2,464,120.00
PUR 10/29/10 27886510 ECOLAB INC
54051 11/03/10 424318 MORGAN KEEGAN 50,000.00 49.107 2,000.00 2,457,370.00
PUR 10/06/10 29444U50 EQUINIX INC.
53782 10/12/10 424239 JANNEY MONTGOMERY SCOTT 100,000.00 70.121 3,000.00 7,015,050.00
PUR 10/07/10 29444U50 EQUINIX INC.
53782 10/13/10 424245 JANNEY MONTGOMERY SCOTT 20,000.00 73.451 600.00 1,469,616.00
PUR 10/29/10 30231G10 EXXON MOBIL CORP.
39995 11/03/10 424318 RBC CAPITAL (DOMESTIC) 20,000.00 66.174 800.00 1,324,286.00
PUR 10/08/10 30244510 FLIR SYSTEMS INC
51852 10/14/10 424249 JEFFERIES & COMPANY 30,000.00 24.546 900.00 737,271.00
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 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 94
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/11/10 30244510 FLIR SYSTEMS INC
51852 10/14/10 424253 JANNEY MONTGOMERY SCOTT 30,000.00 24.453 900.00 734,490.00
PUR 10/12/10 30244510 FLIR SYSTEMS INC
51852 10/15/10 424257 UBS WARBURG LLC 20,000.00 24.759 600.00 495,788.00
PUR 10/18/10 30244510 FLIR SYSTEMS INC
51852 10/21/10 424276 JANNEY MONTGOMERY SCOTT 20,000.00 25.775 600.00 516,094.00
PUR 10/20/10 30244510 FLIR SYSTEMS INC
51852 10/25/10 424288 JANNEY MONTGOMERY SCOTT 20,000.00 25.307 600.00 506,748.00
PUR 10/08/10 31428X10 FEDEX CORP
53828 10/14/10 424249 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 88.780 2,000.00 4,441,005.00
PUR 10/08/10 31428X10 FEDEX CORP
53828 10/14/10 424249 ISI - HYMAN 50,000.00 88.792 2,500.00 4,442,095.00
PUR 10/11/10 31428X10 FEDEX CORP
53828 10/14/10 424253 KAUFMAN BROS L.P. 100,000.00 88.479 4,000.00 8,851,880.00
PUR 10/13/10 31428X10 FEDEX CORP
53828 10/18/10 424261 GOLDMAN SACHS & COMPANY 100,000.00 89.768 4,000.00 8,980,760.00
PUR 10/14/10 31428X10 FEDEX CORP
53828 10/19/10 424265 LEERINK SWANN LLC 50,000.00 89.231 2,000.00 4,463,535.00
PUR 10/20/10 31428X10 FEDEX CORP
53828 10/25/10 424288 BARCLAYS CAPITAL (DOMESTIC) 30,000.00 88.165 1,200.00 2,646,135.00
PUR 10/15/10 36955010 GENERAL DYNAMICS CORP
53032 10/20/10 424270 SIDOTI & CO 50,000.00 63.559 2,000.00 3,179,970.00
PUR 10/01/10 39312210 GREEN MOUNTAIN COFFEE
53673 10/06/10 424225 JEFFERIES & COMPANY 100,000.00 27.928 3,000.00 2,795,800.00
PUR 10/05/10 39312210 GREEN MOUNTAIN COFFEE
53673 10/08/10 424235 CREDIT SUISSE SEC (AES) 100,000.00 28.825 1,000.00 2,883,510.00
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 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 95
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/08/10 39312210 GREEN MOUNTAIN COFFEE
53673 10/14/10 424249 KEYBANC CAPITAL MKTS INC 100,000.00 27.059 3,000.00 2,708,850.00
PUR 10/11/10 39312210 GREEN MOUNTAIN COFFEE
53673 10/14/10 424253 UBS WARBURG LLC 100,000.00 27.090 3,000.00 2,711,990.00
PUR 10/01/10 42270410 HECLA MINING
53674 10/06/10 424225 BARCLAYS CAPITAL (DOMESTIC) 800,000.00 6.408 32,000.00 5,158,160.00
PUR 10/05/10 42270410 HECLA MINING
53674 10/08/10 424235 JP MORGAN 500,000.00 6.531 20,000.00 3,285,700.00
PUR 10/07/10 42270410 HECLA MINING
53674 10/13/10 424245 BARCLAYS CAPITAL (DOMESTIC) 200,000.00 6.513 8,000.00 1,310,680.00
PUR 10/08/10 42270410 HECLA MINING
53674 10/14/10 424249 ISI - HYMAN 300,000.00 6.625 15,000.00 2,002,500.00
PUR 10/18/10 42805T10 HERTZ GLOBAL HOLDINGS INC
52040 10/21/10 424276 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 10.139 2,000.00 508,940.00
PUR 10/19/10 42805T10 HERTZ GLOBAL HOLDINGS INC
52040 10/22/10 424283 CITIGROUP/CITIBANK DOMESTIC 50,000.00 10.092 2,000.00 506,575.00
PUR 10/25/10 43851610 HONEYWELL INTERNATIONAL INC
46469 10/28/10 424302 RAYMOND JAMES & ASSOCIATES, 20,000.00 47.658 800.00 953,966.00
PUR 10/27/10 43851610 HONEYWELL INTERNATIONAL INC
46469 11/01/10 424310 MACQUARIE CAPITAL USA 10,000.00 46.559 400.00 465,993.00
PUR 10/20/10 45091110 ITT CORP
39934 10/25/10 424288 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 47.797 800.00 956,732.00
PUR 10/27/10 45091110 ITT CORP
39934 11/01/10 424310 MORGAN STANLEY 20,000.00 47.328 800.00 947,352.00
PUR 10/27/10 48020T10 JONES GROUP INC
53984 11/01/10 424310 MORGAN KEEGAN 150,000.00 15.094 6,000.00 2,270,145.00
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 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 96
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/29/10 48020T10 JONES GROUP INC
53984 11/03/10 424318 MORGAN KEEGAN 50,000.00 14.536 2,000.00 728,810.00
PUR 10/01/10 52490110 LEGG MASON INC
48853 10/06/10 424225 BUCKINGHAM RESEARCH GROUP I 50,000.00 30.680 2,000.00 1,535,975.00
PUR 10/04/10 52490110 LEGG MASON INC
48853 10/07/10 424231 STIFEL NICOLAUS 100,000.00 30.503 4,000.00 3,054,310.00
PUR 10/05/10 52490110 LEGG MASON INC
48853 10/08/10 424235 JP MORGAN 100,000.00 31.328 4,000.00 3,136,820.00
PUR 10/08/10 52490110 LEGG MASON INC
48853 10/14/10 424249 ISI - HYMAN 50,000.00 30.856 2,500.00 1,545,300.00
PUR 10/11/10 52490110 LEGG MASON INC
48853 10/14/10 424253 LEERINK SWANN LLC 100,000.00 31.174 4,000.00 3,121,420.00
PUR 10/05/10 53071M70 LIBERTY MEDIA-STARZ CL A
53478 10/08/10 424235 JANNEY MONTGOMERY SCOTT 5,000.00 65.071 150.00 325,503.50
PUR 10/06/10 53071M70 LIBERTY MEDIA-STARZ CL A
53478 10/12/10 424239 JANNEY MONTGOMERY SCOTT 5,000.00 65.570 150.00 327,999.00
PUR 10/29/10 53071M70 LIBERTY MEDIA-STARZ CL A
53478 11/03/10 424318 UBS WARBURG LLC 20,000.00 65.646 600.00 1,313,518.00
PUR 10/22/10 53245710 ELI LILLY & CO.
39946 10/27/10 424298 MORGAN STANLEY 50,000.00 35.365 2,000.00 1,770,245.00
PUR 10/18/10 57708110 MATTEL INC
53912 10/21/10 424276 OPPENHEIMER & CO., INC 100,000.00 22.687 3,000.00 2,271,740.00
PUR 10/19/10 57708110 MATTEL INC
53912 10/22/10 424283 COWEN AND CO., LLC 100,000.00 22.634 4,000.00 2,267,390.00
PUR 10/20/10 57708110 MATTEL INC
53912 10/25/10 424288 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 22.818 2,000.00 1,142,880.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 97
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/12/10 61744644 MORGAN STANLEY
47656 10/15/10 424257 BLAIR, WILLIAM & COMPANY 50,000.00 25.357 2,000.00 1,269,845.00
PUR 10/22/10 62937750 NRG ENERGY INC.
43551 10/27/10 424298 MORGAN STANLEY 20,000.00 20.143 800.00 403,658.00
PUR 10/27/10 62937750 NRG ENERGY INC.
43551 11/01/10 424310 MACQUARIE CAPITAL USA 20,000.00 19.817 800.00 397,134.00
PUR 10/29/10 62944T10 NVR INC
48032 11/03/10 424318 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 630.41 80.00 1,260,909.40
PUR 10/29/10 65171850 NEWPARK RESOURCES INC
54091 11/03/10 424318 BARCLAYS CAPITAL (DOMESTIC) 500,000.00 5.974 20,000.00 3,006,850.00
PUR 10/29/10 65171850 NEWPARK RESOURCES INC
54091 11/03/10 424318 MACQUARIE CAPITAL USA 387,200.00 5.908 15,488.00 2,303,026.88
PUR 10/29/10 65171850 NEWPARK RESOURCES INC
54091 11/03/10 424318 MORGAN STANLEY 112,800.00 5.865 4,512.00 666,027.60
PUR 10/11/10 74164M10 PRIMERICA INC
51334 10/14/10 424253 LEERINK SWANN LLC 20,000.00 20.553 800.00 411,864.00
PUR 10/13/10 74164M10 PRIMERICA INC
51334 10/18/10 424261 JP MORGAN 10,000.00 20.633 400.00 206,727.00
PUR 10/18/10 74164M10 PRIMERICA INC
51334 10/21/10 424276 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 20.900 400.00 209,399.00
PUR 10/19/10 74164M10 PRIMERICA INC
51334 10/22/10 424283 CITIGROUP/CITIBANK DOMESTIC 20,000.00 20.955 800.00 419,904.00
PUR 10/20/10 74164M10 PRIMERICA INC
51334 10/25/10 424288 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 21.070 400.00 211,099.00
PUR 10/01/10 74432010 PRUDENTIAL FINANCIAL INC
50812 10/06/10 424225 BUCKINGHAM RESEARCH GROUP I 20,000.00 53.480 800.00 1,070,390.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 98
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/01/10 74432010 PRUDENTIAL FINANCIAL INC
50812 10/06/10 424225 SANFORD BERNSTEIN & CO. 20,000.00 54.126 800.00 1,083,312.00
PUR 10/12/10 74432010 PRUDENTIAL FINANCIAL INC
50812 10/15/10 424257 BLAIR, WILLIAM & COMPANY 20,000.00 53.533 800.00 1,071,456.00
PUR 10/25/10 74973W10 RTI ITNL METALS INC
54011 10/28/10 424302 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 29.676 600.00 594,114.00
PUR 10/26/10 74973W10 RTI ITNL METALS INC
54011 10/29/10 424306 CITIGROUP/CITIBANK DOMESTIC 30,000.00 29.728 1,200.00 893,043.00
PUR 10/27/10 74973W10 RTI ITNL METALS INC
54011 11/01/10 424310 MACQUARIE CAPITAL USA 30,000.00 29.767 1,200.00 894,216.00
PUR 10/28/10 74973W10 RTI ITNL METALS INC
54011 11/02/10 424314 RBC CAPITAL (DOMESTIC) 30,000.00 31.055 1,200.00 932,859.00
PUR 10/01/10 75102810 RALCORP HOLDINGS INC
47838 10/06/10 424225 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 58.557 400.00 585,969.00
PUR 10/26/10 7591EP10 REGIONS FINANCIAL CORP
53352 10/29/10 424306 CITIGROUP/CITIBANK DOMESTIC 200,000.00 6.524 8,000.00 1,312,880.00
PUR 10/27/10 80004C10 SANDISK CORP
54052 11/01/10 424310 CREDIT SUISSE SEC (USA) LLC 100,000.00 37.696 3,000.00 3,772,600.00
PUR 10/28/10 80004C10 SANDISK CORP
54052 11/02/10 424314 CREDIT SUISSE SEC (USA) LLC 100,000.00 38.121 3,000.00 3,815,120.00
PUR 10/29/10 80004C10 SANDISK CORP
54052 11/03/10 424318 UBS WARBURG LLC 100,000.00 38.219 3,000.00 3,824,860.00
PUR 10/28/10 83056610 SKECHERS USA INC CL A
53364 11/02/10 424314 BARCLAYS CAPITAL (DOMESTIC) 60,000.00 19.408 2,400.00 1,166,874.00
PUR 10/28/10 83056610 SKECHERS USA INC CL A
53364 11/02/10 424314 RBC CAPITAL (DOMESTIC) 50,000.00 19.481 2,000.00 976,070.00
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 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 99
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/29/10 83056610 SKECHERS USA INC CL A
53364 11/03/10 424318 MORGAN KEEGAN 70,000.00 19.312 2,800.00 1,354,654.00
PUR 10/01/10 83269640 SMUCKER JM CO
53498 10/06/10 424225 SANFORD BERNSTEIN & CO. 20,000.00 59.801 800.00 1,196,816.00
PUR 10/04/10 83269640 SMUCKER JM CO
53498 10/07/10 424231 STIFEL NICOLAUS 20,000.00 60.882 800.00 1,218,436.00
PUR 10/05/10 83269640 SMUCKER JM CO
53498 10/08/10 424235 GOLDMAN SACHS & COMPANY 20,000.00 61.595 800.00 1,232,692.00
PUR 10/06/10 83269640 SMUCKER JM CO
53498 10/12/10 424239 MERRILL LYNCH (RESEARCH) 10,000.00 61.870 400.00 619,095.00
PUR 10/11/10 87150310 SYMANTEC CORP
53339 10/14/10 424253 UBS WARBURG LLC 200,000.00 15.184 6,000.00 3,042,740.00
PUR 10/01/10 87161C10 SYNOVUS FINANCIAL CORP
53635 10/06/10 424225 SANFORD BERNSTEIN & CO. 300,000.00 2.503 12,000.00 762,930.00
PUR 10/04/10 87161C10 SYNOVUS FINANCIAL CORP
53635 10/07/10 424231 STIFEL NICOLAUS 300,000.00 2.487 12,000.00 758,130.00
PUR 10/12/10 87161C10 SYNOVUS FINANCIAL CORP
53635 10/15/10 424257 SANFORD BERNSTEIN & CO. 200,000.00 2.602 8,000.00 528,380.00
PUR 10/29/10 88579Y10 3M COMPANY
54093 11/03/10 424318 SANFORD BERNSTEIN & CO. 100,000.00 84.250 4,000.00 8,428,970.00
PUR 10/29/10 88731730 TIME WARNER INC
53416 11/03/10 424318 RBC CAPITAL (DOMESTIC) 150,000.00 32.498 6,000.00 4,880,640.00
PUR 10/11/10 90323610 URS CORP
42782 10/14/10 424253 LAZARD CAPITAL MARKETS 40,000.00 38.586 1,600.00 1,545,056.00
PUR 10/13/10 90323610 URS CORP
42782 10/18/10 424261 CRAIG-HALLUM CAPITAL GRP LL 30,000.00 39.405 1,200.00 1,183,335.00
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 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 100
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/12/10 90341W10 US AIRWAYS GROUP INC
53622 10/15/10 424257 SANFORD BERNSTEIN & CO. 200,000.00 9.274 8,000.00 1,862,880.00
PUR 10/26/10 92241710 VEECO INSTRUMENTS INC
50424 10/29/10 424306 JANNEY MONTGOMERY SCOTT 10,000.00 38.019 300.00 380,494.00
PUR 10/15/10 92343V10 VERIZON COMMUNICATIONS INC
53897 10/20/10 424270 BARCLAYS CAPITAL (DOMESTIC) 200,000.00 32.397 8,000.00 6,487,340.00
PUR 10/15/10 92343V10 VERIZON COMMUNICATIONS INC
53897 10/20/10 424270 WELLS FARGO SECURITIES 1,000,000.00 32.613 40,000.00 32,652,900.00
PUR 10/18/10 92343V10 VERIZON COMMUNICATIONS INC
53897 10/21/10 424276 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 32.685 4,000.00 3,272,500.00
PUR 10/13/10 93114210 WAL-MART STORES, INC.
39992 10/18/10 424261 JP MORGAN 40,000.00 54.026 1,600.00 2,162,656.00
PUR 10/14/10 93114210 WAL-MART STORES, INC.
39992 10/19/10 424265 MACQUARIE CAPITAL USA 100,000.00 53.498 4,000.00 5,353,810.00
PUR 10/14/10 93114210 WAL-MART STORES, INC.
39992 10/19/10 424265 PACIFIC CREST SECURITIES 100,000.00 53.023 4,000.00 5,306,320.00
PUR 10/18/10 93114210 WAL-MART STORES, INC.
39992 10/21/10 424276 BARCLAYS CAPITAL (DOMESTIC) 60,000.00 53.663 2,400.00 3,222,198.00
PUR 10/19/10 93114210 WAL-MART STORES, INC.
39992 10/22/10 424283 CITIGROUP/CITIBANK DOMESTIC 80,000.00 53.534 3,200.00 4,285,936.00
PUR 10/20/10 93114210 WAL-MART STORES, INC.
39992 10/25/10 424288 MACQUARIE CAPITAL USA 20,000.00 53.595 800.00 1,072,694.00
PUR 10/29/10 96216610 WEYERHAEUSER CO
54092 11/03/10 424318 SANFORD BERNSTEIN & CO. 200,000.00 16.236 8,000.00 3,255,100.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 15,252,000.00 393,215,327.88
581,180.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 15,252,000.00 393,215,327.88
581,180.00
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 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 101
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 10/29/10 00206R10 AT&T INC 96.31
53581 11/03/10 424319 WELLS FARGO SECURITIES 200,000.00 28.493 8,000.00 5,690,403.69 -40,052.53
SALE 10/12/10 00507V10 ACTIVISION BLIZZARD INC 37.48
50387 10/15/10 424258 UBS WARBURG LLC 200,000.00 11.088 6,000.00 2,211,462.52 32,543.09
SALE 10/01/10 00825210 AFFILIATED MANAGERS GROUP 13.36
39885 10/06/10 424226 BUCKINGHAM RESEARCH GROUP I 10,000.00 78.999 400.00 789,576.64 132,993.70
SALE 10/15/10 01964550 ALLIS-CHALMERS ENERGY INC. 39.59
39884 10/20/10 424271 SANFORD BERNSTEIN & CO. 500,000.00 4.685 20,000.00 2,322,410.41 -3,543,492.74
SALE 10/12/10 02040910 ALMOST FAMILY INC 5.25
44961 10/15/10 424258 UBS WARBURG LLC 10,000.00 31.056 300.00 310,249.75 141,051.47
SALE 10/15/10 02040910 ALMOST FAMILY INC 5.24
44961 10/20/10 424271 JANNEY MONTGOMERY SCOTT 10,000.00 30.999 300.00 309,685.76 140,487.49
SALE 10/18/10 03209510 AMPHENOL CORP-CL A 67.66
51956 10/21/10 424277 WELLS FARGO SECURITIES 80,000.00 50.041 3,200.00 4,000,004.34 492,386.34
SALE 10/21/10 03209510 AMPHENOL CORP-CL A 16.59
51956 10/26/10 424293 MERRILL LYNCH (RESEARCH) 20,000.00 49.082 800.00 980,817.41 103,912.91
SALE 10/05/10 03251510 ANADIGICS INC 4.94
42114 10/08/10 424236 CREDIT SUISSE SEC (AES) 50,000.00 5.839 500.00 291,465.06 127,549.09
SALE 10/28/10 03251510 ANADIGICS INC 5.52
42114 11/02/10 424315 CREDIT SUISSE SEC (USA) LLC 50,000.00 6.527 1,500.00 324,844.48 160,928.51
SALE 10/25/10 03529010 ANIXTER INTERNATIONAL INC. 37.47
39891 10/28/10 424303 RAYMOND JAMES & ASSOCIATES, 40,000.00 55.415 1,600.00 2,214,974.53 276,641.44
SALE 10/29/10 03760410 APOLLO GROUP INC-CL A 19.09
53899 11/03/10 424319 CREDIT SUISSE SEC (USA) LLC 30,000.00 37.648 900.00 1,128,508.91 34,244.91
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 102
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/13/10 03783310 APPLE INC 50.94
39881 10/18/10 424262 KEYBANC CAPITAL MKTS INC 10,000.00 301.40 300.00 3,013,732.06 1,448,286.50
SALE 10/12/10 04685W10 ATHENAHEALTH INC 5.53
49024 10/15/10 424258 UBS WARBURG LLC 10,000.00 32.710 300.00 326,790.47 -42,953.97
SALE 10/22/10 04685W10 ATHENAHEALTH INC 25.06
49024 10/27/10 424299 JANNEY MONTGOMERY SCOTT 40,000.00 37.069 1,200.00 1,481,534.94 2,557.17
SALE 10/22/10 04685W10 ATHENAHEALTH INC 18.89
49024 10/27/10 424299 UBS WARBURG LLC 30,000.00 37.248 900.00 1,116,518.11 7,284.79
SALE 10/25/10 04685W10 ATHENAHEALTH INC 12.31
49024 10/28/10 424303 JANNEY MONTGOMERY SCOTT 20,000.00 36.408 600.00 727,555.69 -11,933.19
SALE 10/25/10 04685W10 ATHENAHEALTH INC 26.55
49024 10/28/10 424303 UBS WARBURG LLC 40,000.00 39.270 1,200.00 1,569,577.45 90,599.68
SALE 10/26/10 04743P10 ATHEROS COMMUNICATIONS IN 10.22
48472 10/29/10 424307 JANNEY MONTGOMERY SCOTT 20,000.00 30.221 600.00 603,811.78 44,110.69
SALE 10/29/10 05380710 AVNET INC 25.26
53849 11/03/10 424319 WELLS FARGO SECURITIES 50,000.00 29.888 2,000.00 1,492,379.74 102,759.74
SALE 10/05/10 07181310 BAXTER INTERNATIONAL INC 81.22
51642 10/08/10 424236 KAUFMAN BROS L.P. 100,000.00 48.055 4,000.00 4,801,388.78 -105,549.22
SALE 10/15/10 07181310 BAXTER INTERNATIONAL INC 166.16
51642 10/20/10 424271 SIDOTI & CO 200,000.00 49.160 8,000.00 9,823,733.84 9,857.84
SALE 10/05/10 09247X10 BLACKROCK INC 28.36
51685 10/08/10 424236 KAUFMAN BROS L.P. 10,000.00 167.80 400.00 1,677,573.64 -211,138.07
SALE 10/06/10 09247X10 BLACKROCK INC 57.81
51685 10/12/10 424240 FBR CAPITAL MARKETS 20,000.00 171.02 800.00 3,419,572.19 -357,851.22
SALE 10/06/10 09247X10 BLACKROCK INC 28.83
51685 10/12/10 424240 OPPENHEIMER & CO., INC 10,000.00 170.58 400.00 1,705,434.17 -183,277.54
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 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 103
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/12/10 09247X10 BLACKROCK INC 29.67
51685 10/15/10 424258 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 175.57 400.00 1,755,290.33 -133,421.38
SALE 10/15/10 09247X10 BLACKROCK INC 29.91
51685 10/20/10 424271 BLAIR, WILLIAM & COMPANY 10,000.00 176.97 400.00 1,769,290.09 -119,421.62
SALE 10/19/10 09247X10 BLACKROCK INC 29.50
51685 10/22/10 424284 CRAIG-HALLUM CAPITAL GRP LL 10,000.00 174.55 400.00 1,745,121.50 -143,590.21
SALE 10/21/10 09247X10 BLACKROCK INC 28.55
51685 10/26/10 424293 MERRILL LYNCH (RESEARCH) 10,000.00 168.95 400.00 1,689,078.45 -199,633.26
SALE 10/12/10 11162130 BROCADE COMMUNICATIONS SY 19.09
50868 10/15/10 424258 UBS WARBURG LLC 200,000.00 5.646 6,000.00 1,123,220.91 -2,622.73
SALE 10/08/10 12526910 CF INDUSTRIES HOLDINGS INC 18.36
46083 10/14/10 424250 CITIGROUP/CITIBANK DOMESTIC 10,000.00 108.58 400.00 1,085,410.64 262,740.78
SALE 10/11/10 12526910 CF INDUSTRIES HOLDINGS INC 18.73
46083 10/14/10 424254 MORGAN STANLEY 10,000.00 110.81 400.00 1,107,681.27 285,011.41
SALE 10/12/10 12526910 CF INDUSTRIES HOLDINGS INC 19.35
46083 10/15/10 424258 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 114.46 400.00 1,144,267.65 321,597.79
SALE 10/13/10 12526910 CF INDUSTRIES HOLDINGS INC 20.10
46083 10/18/10 424262 KAUFMAN BROS L.P. 10,000.00 118.88 400.00 1,188,442.90 365,773.04
SALE 10/13/10 12640810 CSX CORP 20.25
50906 10/18/10 424262 KAUFMAN BROS L.P. 20,000.00 59.887 800.00 1,196,927.75 240,792.50
SALE 10/15/10 12640810 CSX CORP 101.00
50906 10/20/10 424271 BLAIR, WILLIAM & COMPANY 100,000.00 59.761 4,000.00 5,971,959.00 1,191,282.75
SALE 10/05/10 14965A10 CAVIUM NETWORKS INC 9.89
52854 10/08/10 424236 JANNEY MONTGOMERY SCOTT 20,000.00 29.258 600.00 584,540.11 54,288.42
SALE 10/07/10 14965A10 CAVIUM NETWORKS INC 9.61
52854 10/13/10 424246 JANNEY MONTGOMERY SCOTT 20,000.00 28.420 600.00 567,780.39 37,528.70
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 104
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/08/10 14965A10 CAVIUM NETWORKS INC 9.58
52854 10/14/10 424250 JEFFERIES & COMPANY 20,000.00 28.331 600.00 566,006.42 35,754.73
SALE 10/11/10 14965A10 CAVIUM NETWORKS INC 9.78
52854 10/14/10 424254 JANNEY MONTGOMERY SCOTT 20,000.00 28.922 600.00 577,822.22 47,570.53
SALE 10/12/10 14965A10 CAVIUM NETWORKS INC 9.74
52854 10/15/10 424258 UBS WARBURG LLC 20,000.00 28.813 600.00 575,652.26 45,400.57
SALE 10/13/10 14965A10 CAVIUM NETWORKS INC 9.76
52854 10/18/10 424262 KEYBANC CAPITAL MKTS INC 20,000.00 28.847 600.00 576,328.24 46,076.55
SALE 10/15/10 14965A10 CAVIUM NETWORKS INC 9.70
52854 10/20/10 424271 JANNEY MONTGOMERY SCOTT 20,000.00 28.690 600.00 573,192.30 42,940.61
SALE 10/20/10 14965A10 CAVIUM NETWORKS INC 9.67
52854 10/25/10 424289 JANNEY MONTGOMERY SCOTT 20,000.00 28.604 600.00 571,468.33 41,216.64
SALE 10/21/10 14965A10 CAVIUM NETWORKS INC 9.59
52854 10/26/10 424293 JANNEY MONTGOMERY SCOTT 20,000.00 28.367 600.00 566,730.41 36,478.72
SALE 10/25/10 14965A10 CAVIUM NETWORKS INC 9.84
52854 10/28/10 424303 JANNEY MONTGOMERY SCOTT 20,000.00 29.110 600.00 581,588.16 51,336.47
SALE 10/15/10 15678210 CERNER CORP. 14.83
43671 10/20/10 424271 JANNEY MONTGOMERY SCOTT 10,000.00 87.706 300.00 876,743.17 318,005.30
SALE 10/01/10 18538Q10 CLEARWIRE CORP. CL A 13.73
43953 10/06/10 424226 JEFFERIES & COMPANY 100,000.00 8.121 3,000.00 809,116.27 49,174.20
SALE 10/13/10 18538Q10 CLEARWIRE CORP. CL A 6.23
43953 10/18/10 424262 KEYBANC CAPITAL MKTS INC 50,000.00 7.371 1,500.00 367,018.77 -12,952.27
SALE 10/12/10 18911Q10 CLOUD PEAK ENERGY INC 6.31
49783 10/15/10 424258 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 18.658 800.00 372,355.69 89,751.53
SALE 10/01/10 19210850 COEUR D'ALENE MINES CORP ID 34.04
47108 10/06/10 424226 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 20.137 4,000.00 2,009,665.96 463,121.65
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 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 105
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/05/10 19210850 COEUR D'ALENE MINES CORP ID 33.50
47108 10/08/10 424236 KAUFMAN BROS L.P. 100,000.00 19.820 4,000.00 1,977,946.50 431,402.19
SALE 10/07/10 19210850 COEUR D'ALENE MINES CORP ID 26.49
47108 10/13/10 424246 BLAIR, WILLIAM & COMPANY 80,000.00 19.588 3,200.00 1,563,813.51 326,578.06
SALE 10/08/10 19210850 COEUR D'ALENE MINES CORP ID 6.64
47108 10/14/10 424250 BLAIR, WILLIAM & COMPANY 20,000.00 19.642 800.00 392,035.36 82,726.50
SALE 10/11/10 19210850 COEUR D'ALENE MINES CORP ID 33.56
47108 10/14/10 424254 MORGAN STANLEY 100,000.00 19.855 4,000.00 1,981,446.44 434,902.13
SALE 10/12/10 19210850 COEUR D'ALENE MINES CORP ID 32.81
47108 10/15/10 424258 ISI - HYMAN 100,000.00 19.411 5,000.00 1,936,057.19 389,512.88
SALE 10/15/10 19210850 COEUR D'ALENE MINES CORP ID 34.39
47108 10/20/10 424271 BLAIR, WILLIAM & COMPANY 100,000.00 20.346 4,000.00 2,030,565.61 484,021.30
SALE 10/20/10 19210850 COEUR D'ALENE MINES CORP ID 33.20
47108 10/25/10 424289 SANFORD BERNSTEIN & CO. 100,000.00 19.639 4,000.00 1,959,906.80 413,362.49
SALE 10/29/10 19259P30 COINSTAR INC. 9.77
42814 11/03/10 424319 CREDIT SUISSE SEC (USA) LLC 10,000.00 57.797 300.00 577,656.23 214,863.25
SALE 10/29/10 19259P30 COINSTAR INC. 9.74
42814 11/03/10 424319 JANNEY MONTGOMERY SCOTT 10,000.00 57.629 300.00 575,976.26 213,183.28
SALE 10/29/10 19259P30 COINSTAR INC. 9.55
42814 11/03/10 424319 JANNEY MONTGOMERY SCOTT 10,000.00 56.479 300.00 564,480.45 201,687.47
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 57.054 19.29 1,140,456.71 414,870.75
600.00
SALE 10/29/10 19259P30 COINSTAR INC. 9.32
42814 11/03/10 424319 UBS WARBURG LLC 10,000.00 55.130 300.00 550,993.68 188,200.70
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 106
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/01/10 20030N20 COMCAST "A SPL" 28.43
51935 10/06/10 424226 JEFFERIES & COMPANY 100,000.00 16.818 3,000.00 1,678,731.57 -40,773.43
SALE 10/15/10 20030N20 COMCAST "A SPL" 29.55
51935 10/20/10 424271 UBS WARBURG LLC 100,000.00 17.482 3,000.00 1,745,130.45 25,625.45
SALE 10/25/10 20030N20 COMCAST "A SPL" 31.30
51935 10/28/10 424303 UBS WARBURG LLC 100,000.00 18.518 3,000.00 1,848,718.70 129,213.70
SALE 10/11/10 23257720 CYNOSURE INC. CL A 1.71
40472 10/14/10 424254 JANNEY MONTGOMERY SCOTT 10,000.00 10.118 300.00 100,874.29 -65,525.91
SALE 10/12/10 23257720 CYNOSURE INC. CL A 1.81
40472 10/15/10 424258 UBS WARBURG LLC 10,000.00 10.656 300.00 106,259.19 -60,141.01
SALE 10/01/10 23326R10 DG FASTCHANNEL 7.13
52269 10/06/10 424226 JANNEY MONTGOMERY SCOTT 20,000.00 21.090 600.00 421,188.87 -157,305.70
SALE 10/15/10 23326R10 DG FASTCHANNEL 7.39
52269 10/20/10 424271 JANNEY MONTGOMERY SCOTT 20,000.00 21.843 600.00 436,260.61 -142,233.96
SALE 10/05/10 25470M10 DISH NETWORKS 33.22
48191 10/08/10 424236 JEFFERIES & COMPANY 100,000.00 19.657 3,000.00 1,962,636.78 136,592.09
SALE 10/05/10 26054310 DOW CHEMICAL 94.97
51833 10/08/10 424236 KAUFMAN BROS L.P. 200,000.00 28.096 8,000.00 5,611,145.03 94,493.83
SALE 10/06/10 26054310 DOW CHEMICAL 48.62
51833 10/12/10 424240 OPPENHEIMER & CO., INC 100,000.00 28.767 4,000.00 2,872,641.38 114,315.78
SALE 10/11/10 26054310 DOW CHEMICAL 50.50
51833 10/14/10 424254 MORGAN STANLEY 100,000.00 29.880 4,000.00 2,983,949.50 225,623.90
SALE 10/15/10 26153C10 DREAMWORKS ANIMATION 16.57
52175 10/20/10 424271 KAUFMAN BROS L.P. 30,000.00 32.679 1,200.00 979,165.43 111,784.00
SALE 10/22/10 26153C10 DREAMWORKS ANIMATION 16.49
52175 10/27/10 424299 BUCKINGHAM RESEARCH GROUP I 30,000.00 32.506 1,200.00 973,957.51 106,576.08
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 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 107
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/25/10 26153C10 DREAMWORKS ANIMATION 16.91
52175 10/28/10 424303 RAYMOND JAMES & ASSOCIATES, 30,000.00 33.337 1,200.00 998,905.09 131,523.66
SALE 10/27/10 26153C10 DREAMWORKS ANIMATION 18.08
52175 11/01/10 424311 MERRILL LYNCH (RESEARCH) 30,000.00 35.670 1,200.00 1,068,890.92 201,509.49
SALE 10/11/10 26353410 DU PONT (E.I.) DE NEMOURS 78.42
40720 10/14/10 424254 MORGAN STANLEY 100,000.00 46.401 4,000.00 4,636,061.58 994,637.97
SALE 10/06/10 26864810 EMC CORP/MASS 33.10
50998 10/12/10 424240 FBR CAPITAL MARKETS 100,000.00 19.580 4,000.00 1,953,966.90 101,188.61
SALE 10/07/10 26864810 EMC CORP/MASS 33.02
50998 10/13/10 424246 BLAIR, WILLIAM & COMPANY 100,000.00 19.537 4,000.00 1,949,626.98 96,848.69
SALE 10/15/10 26864810 EMC CORP/MASS 35.74
50998 10/20/10 424271 BLAIR, WILLIAM & COMPANY 100,000.00 21.147 4,000.00 2,110,624.26 257,845.97
SALE 10/22/10 26864810 EMC CORP/MASS 72.30
50998 10/27/10 424299 BUCKINGHAM RESEARCH GROUP I 200,000.00 21.388 8,000.00 4,269,607.70 564,051.12
SALE 10/15/10 27864210 EBAY INC 43.28
50202 10/20/10 424271 KEYBANC CAPITAL MKTS INC 100,000.00 25.606 3,000.00 2,557,536.72 302,550.48
SALE 10/07/10 29444U50 EQUINIX INC. 149.68
53782 10/13/10 424246 CREDIT SUISSE SEC (AES) 120,000.00 73.805 1,200.00 8,855,238.32 370,572.32
SALE 10/01/10 35952W10 FUEL SYSTEMS SOLUTIONS INC 13.23
48126 10/06/10 424226 JEFFERIES & COMPANY 20,000.00 39.118 600.00 781,738.77 164,615.95
SALE 10/05/10 35952W10 FUEL SYSTEMS SOLUTIONS INC 13.14
48126 10/08/10 424236 JEFFERIES & COMPANY 20,000.00 38.857 600.00 776,520.86 159,398.04
SALE 10/06/10 35952W10 FUEL SYSTEMS SOLUTIONS INC 12.90
48126 10/12/10 424240 JEFFERIES & COMPANY 20,000.00 38.163 600.00 762,641.10 145,518.27
SALE 10/25/10 35952W10 FUEL SYSTEMS SOLUTIONS INC 13.37
48126 10/28/10 424303 JANNEY MONTGOMERY SCOTT 20,000.00 39.532 600.00 790,016.63 172,893.81
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 108
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/29/10 36955010 GENERAL DYNAMICS CORP 34.33
53032 11/03/10 424319 RBC CAPITAL (DOMESTIC) 30,000.00 67.708 1,200.00 2,030,017.67 190,792.11
SALE 10/08/10 38259P50 GOOGLE INC 45.25
39926 10/14/10 424250 KEYBANC CAPITAL MKTS INC 5,000.00 535.43 150.00 2,676,980.25 146,170.52
SALE 10/13/10 38259P50 GOOGLE INC 91.92
39926 10/18/10 424262 KEYBANC CAPITAL MKTS INC 10,000.00 543.88 300.00 5,438,466.08 376,846.63
SALE 10/15/10 38259P50 GOOGLE INC 50.70
39926 10/20/10 424271 KEYBANC CAPITAL MKTS INC 5,000.00 599.91 150.00 2,999,381.80 468,572.07
SALE 10/14/10 39312210 GREEN MOUNTAIN COFFEE 25.33
53673 10/19/10 424266 JANNEY MONTGOMERY SCOTT 50,000.00 29.970 1,500.00 1,496,974.67 10,479.67
SALE 10/22/10 39312210 GREEN MOUNTAIN COFFEE 26.22
53673 10/27/10 424299 UBS WARBURG LLC 50,000.00 31.020 1,500.00 1,549,448.78 62,953.78
SALE 10/26/10 39312210 GREEN MOUNTAIN COFFEE 26.66
53673 10/29/10 424307 UBS WARBURG LLC 50,000.00 31.541 1,500.00 1,575,518.34 89,023.34
SALE 10/27/10 39312210 GREEN MOUNTAIN COFFEE 27.91
53673 11/01/10 424311 CREDIT SUISSE SEC (USA) LLC 50,000.00 33.020 1,500.00 1,649,482.09 162,987.09
SALE 10/28/10 39312210 GREEN MOUNTAIN COFFEE 27.93
53673 11/02/10 424315 CREDIT SUISSE SEC (USA) LLC 50,000.00 33.052 1,500.00 1,651,067.07 164,572.07
SALE 10/05/10 40621610 HALLIBURTON CO 56.88
52551 10/08/10 424236 KAUFMAN BROS L.P. 100,000.00 33.653 4,000.00 3,361,213.12 529,111.87
SALE 10/06/10 40621610 HALLIBURTON CO 57.73
52551 10/12/10 424240 MERRILL LYNCH (RESEARCH) 100,000.00 34.161 4,000.00 3,412,082.27 579,981.02
SALE 10/05/10 41651510 HARTFORD FINANCIAL SVCS GRO 32.23
53354 10/08/10 424236 DEUTSCHE BANK AG (DOMESTIC) 80,000.00 23.838 3,200.00 1,903,799.77 130,801.37
SALE 10/06/10 41651510 HARTFORD FINANCIAL SVCS GRO 48.16
53354 10/12/10 424240 OPPENHEIMER & CO., INC 120,000.00 23.745 3,600.00 2,845,691.84 186,194.24
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 109
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/18/10 44701110 HUNTSMAN CORP. 21.46
41547 10/21/10 424277 WELLS FARGO SECURITIES 100,000.00 12.693 4,000.00 1,265,238.54 378,817.14
SALE 10/26/10 44701110 HUNTSMAN CORP. 11.64
41547 10/29/10 424307 COWEN AND CO., LLC 50,000.00 13.772 2,000.00 686,588.36 243,377.66
SALE 10/06/10 45920010 INTL BUSINESS MACHINES CORP 23.25
39932 10/12/10 424240 FBR CAPITAL MARKETS 10,000.00 137.51 400.00 1,374,735.75 398,651.88
SALE 10/05/10 46612K10 JDA SOFTWARE 14.81
50666 10/08/10 424236 JANNEY MONTGOMERY SCOTT 40,000.00 21.904 1,200.00 874,941.19 -212,113.04
SALE 10/15/10 46612K10 JDA SOFTWARE 7.61
50666 10/20/10 424271 JANNEY MONTGOMERY SCOTT 20,000.00 22.488 600.00 449,148.39 -94,378.72
SALE 10/25/10 46612K10 JDA SOFTWARE 7.61
50666 10/28/10 424303 JANNEY MONTGOMERY SCOTT 20,000.00 22.511 600.00 449,604.39 -93,922.72
SALE 10/26/10 46612K10 JDA SOFTWARE 11.08
50666 10/29/10 424307 JANNEY MONTGOMERY SCOTT 30,000.00 21.841 900.00 654,303.92 -160,986.75
SALE 10/27/10 46612K10 JDA SOFTWARE 12.53
50666 11/01/10 424311 CREDIT SUISSE SEC (USA) LLC 30,000.00 24.705 900.00 740,231.47 -75,059.20
SALE 10/28/10 46612K10 JDA SOFTWARE 8.51
50666 11/02/10 424315 CREDIT SUISSE SEC (USA) LLC 20,000.00 25.175 600.00 502,885.49 -40,641.63
SALE 10/01/10 47836610 JOHNSON CONTROLS INC 10.31
48030 10/06/10 424226 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 30.494 800.00 609,061.69 93,200.30
SALE 10/27/10 47836610 JOHNSON CONTROLS INC 11.80
48030 11/01/10 424311 MORGAN STANLEY 20,000.00 34.886 800.00 696,900.20 181,038.81
SALE 10/18/10 48007410 JONES APPAREL 30.56
52799 10/21/10 424277 WELLS FARGO SECURITIES 90,000.00 20.087 3,600.00 1,804,199.44 267,632.01
SALE 10/21/10 48020T10 JONES GROUP INC 19.50
53984 10/26/10 424293 MERRILL LYNCH (RESEARCH) 60,000.00 19.229 2,400.00 1,151,290.50 126,912.21
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 110
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/01/10 52466010 LEGGETT & PLATT 11.62
53253 10/06/10 424226 SANFORD BERNSTEIN & CO. 30,000.00 22.900 1,200.00 685,794.38 98,608.24
SALE 10/05/10 52466010 LEGGETT & PLATT 11.96
53253 10/08/10 424236 LAZARD CAPITAL MARKETS 30,000.00 23.588 1,200.00 706,425.04 119,238.89
SALE 10/29/10 56845T30 MARINER ENERGY INC 294.41
52430 11/03/10 424319 JP MORGAN 700,000.00 24.886 28,000.00 17,392,185.59 1,895,300.59
SALE 10/05/10 57636Q10 MASTERCARD INC 76.02
47457 10/08/10 424236 LAZARD CAPITAL MARKETS 20,000.00 224.90 800.00 4,497,261.98 462,806.00
SALE 10/27/10 57708110 MATTEL INC 11.74
53912 11/01/10 424311 MORGAN STANLEY 30,000.00 23.150 1,200.00 693,288.26 11,447.06
SALE 10/28/10 57708110 MATTEL INC 11.80
53912 11/02/10 424315 RBC CAPITAL (DOMESTIC) 30,000.00 23.263 1,200.00 696,669.20 14,828.00
SALE 10/05/10 57776J10 MAXLINEAR A 6.77
51231 10/08/10 424236 KAUFMAN BROS L.P. 40,000.00 10.012 1,600.00 398,881.23 -161,118.77
SALE 10/15/10 58155Q10 MCKESSON CORP. 31.59
44746 10/20/10 424271 SIDOTI & CO 30,000.00 62.304 1,200.00 1,867,882.41 354,087.75
SALE 10/20/10 58155Q10 MCKESSON CORP. 20.69
44746 10/25/10 424289 MACQUARIE CAPITAL USA 20,000.00 61.212 800.00 1,223,417.31 214,220.87
SALE 10/21/10 58155Q10 MCKESSON CORP. 41.40
44746 10/26/10 424293 MERRILL LYNCH (RESEARCH) 40,000.00 61.237 1,600.00 2,447,830.60 429,437.72
SALE 10/27/10 58155Q10 MCKESSON CORP. 33.00
44746 11/01/10 424311 MORGAN STANLEY 30,000.00 65.086 1,200.00 1,951,356.00 437,561.34
SALE 10/28/10 58155Q10 MCKESSON CORP. 21.99
44746 11/02/10 424315 CITIGROUP/CITIBANK DOMESTIC 20,000.00 65.042 800.00 1,300,016.01 290,819.57
SALE 10/28/10 58155Q10 MCKESSON CORP. 22.07
44746 11/02/10 424315 RBC CAPITAL (DOMESTIC) 20,000.00 65.293 800.00 1,305,027.93 295,831.49
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 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 111
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/29/10 58155Q10 MCKESSON CORP. 22.04
44746 11/03/10 424319 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 65.205 800.00 1,303,277.96 294,081.52
SALE 10/18/10 58283910 MEAD JOHNSON NUTRITION CO 19.62
50247 10/21/10 424277 WELLS FARGO SECURITIES 20,000.00 58.019 800.00 1,159,562.38 338,446.07
SALE 10/05/10 58469030 MEDICIS PHARMACEUTICAL-CL A 15.44
46431 10/08/10 424236 LAZARD CAPITAL MARKETS 30,000.00 30.452 1,200.00 912,353.56 280,897.36
SALE 10/07/10 58469030 MEDICIS PHARMACEUTICAL-CL A 15.14
46431 10/13/10 424246 BLAIR, WILLIAM & COMPANY 30,000.00 29.843 1,200.00 894,068.86 262,612.65
SALE 10/14/10 58469030 MEDICIS PHARMACEUTICAL-CL A 15.27
46431 10/19/10 424266 RBC CAPITAL (DOMESTIC) 30,000.00 30.101 1,200.00 901,799.73 270,343.53
SALE 10/15/10 58469030 MEDICIS PHARMACEUTICAL-CL A 15.30
46431 10/20/10 424271 SIDOTI & CO 30,000.00 30.167 1,200.00 903,803.70 272,347.49
SALE 10/08/10 59491810 MICROSOFT CORP. 41.49
39954 10/14/10 424250 JEFFERIES & COMPANY 100,000.00 24.547 3,000.00 2,451,628.51 904,110.05
SALE 10/14/10 59491810 MICROSOFT CORP. 84.99
39954 10/19/10 424266 UBS WARBURG LLC 200,000.00 25.143 6,000.00 5,022,475.01 1,927,438.08
SALE 10/18/10 59491810 MICROSOFT CORP. 21.84
39954 10/21/10 424277 JANNEY MONTGOMERY SCOTT 50,000.00 25.844 1,500.00 1,290,688.16 516,928.93
SALE 10/18/10 59491810 MICROSOFT CORP. 21.67
39954 10/21/10 424277 KEYBANC CAPITAL MKTS INC 50,000.00 25.635 1,500.00 1,280,218.33 506,459.10
SALE 10/19/10 59491810 MICROSOFT CORP. 42.59
39954 10/22/10 424284 UBS WARBURG LLC 100,000.00 25.200 3,000.00 2,516,927.41 969,408.95
SALE 10/27/10 59491810 MICROSOFT CORP. 43.63
39954 11/01/10 424311 CREDIT SUISSE SEC (USA) LLC 100,000.00 25.812 3,000.00 2,578,136.37 1,030,617.91
SALE 10/29/10 59491810 MICROSOFT CORP. 45.53
39954 11/03/10 424319 UBS WARBURG LLC 100,000.00 26.941 3,000.00 2,691,014.47 1,143,496.01
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 112
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/01/10 59501710 MICROCHIP TECHNOLOGY INC 26.60
53340 10/06/10 424226 JEFFERIES & COMPANY 50,000.00 31.472 1,500.00 1,572,073.40 109,706.81
SALE 10/01/10 59511210 MICRON TECHNOLOGY INC 24.52
48422 10/06/10 424226 CITIGROUP/CITIBANK DOMESTIC 200,000.00 7.254 8,000.00 1,442,775.48 -109,863.11
SALE 10/08/10 59511210 MICRON TECHNOLOGY INC 25.70
48422 10/14/10 424250 CITIGROUP/CITIBANK DOMESTIC 200,000.00 7.601 8,000.00 1,512,134.30 -40,504.29
SALE 10/11/10 59511210 MICRON TECHNOLOGY INC 25.77
48422 10/14/10 424254 MORGAN STANLEY 200,000.00 7.623 8,000.00 1,516,534.23 -36,104.36
SALE 10/13/10 59511210 MICRON TECHNOLOGY INC 26.10
48422 10/18/10 424262 GOLDMAN SACHS & COMPANY 200,000.00 7.720 8,000.00 1,536,053.90 -16,584.69
SALE 10/13/10 59511210 MICRON TECHNOLOGY INC 25.92
48422 10/18/10 424262 KAUFMAN BROS L.P. 200,000.00 7.668 8,000.00 1,525,594.08 -27,044.51
SALE 10/14/10 59511210 MICRON TECHNOLOGY INC 64.49
48422 10/19/10 424266 MERRILL LYNCH (RESEARCH) 500,000.00 7.632 20,000.00 3,795,735.51 -85,860.96
SALE 10/15/10 59511210 MICRON TECHNOLOGY INC 64.20
48422 10/20/10 424271 STIFEL NICOLAUS 500,000.00 7.597 20,000.00 3,778,385.80 -103,210.66
SALE 10/18/10 59511210 MICRON TECHNOLOGY INC 25.45
48422 10/21/10 424277 WELLS FARGO SECURITIES 200,000.00 7.527 8,000.00 1,497,454.55 -55,184.04
SALE 10/08/10 61945A10 MOSIAC CO 22.31
48351 10/14/10 424250 CITIGROUP/CITIBANK DOMESTIC 20,000.00 65.996 800.00 1,319,097.69 276,260.91
SALE 10/14/10 63530910 NATIONAL CINEMEDIA INC. 3.08
41081 10/19/10 424266 JANNEY MONTGOMERY SCOTT 10,000.00 18.222 300.00 181,915.92 40,339.03
SALE 10/27/10 65248E10 NEWS CORP - CL A 23.84
50283 11/01/10 424311 MERRILL LYNCH (RESEARCH) 100,000.00 14.104 4,000.00 1,406,366.16 107,416.39
SALE 10/28/10 65248E10 NEWS CORP - CL A 122.57
50283 11/02/10 424315 SOLEIL SECURITIES CORP. 500,000.00 14.504 20,000.00 7,232,027.43 737,278.58
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 113
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/04/10 65339F10 NEXTERA ENERGY INC 18.37
52182 10/07/10 424232 RBC CAPITAL (DOMESTIC) 20,000.00 54.334 800.00 1,085,853.63 -4,708.33
SALE 10/11/10 65339F10 NEXTERA ENERGY INC 92.85
52182 10/14/10 424254 MORGAN STANLEY 100,000.00 54.936 4,000.00 5,489,487.15 36,677.35
SALE 10/04/10 67066G10 NVIDIA CORP 19.03
48850 10/07/10 424232 UBS WARBURG LLC 100,000.00 11.255 3,000.00 1,122,490.97 -190,882.14
SALE 10/22/10 67066G10 NVIDIA CORP 19.87
48850 10/27/10 424299 UBS WARBURG LLC 100,000.00 11.752 3,000.00 1,172,140.13 -141,232.97
SALE 10/01/10 74331510 PROGRESSIVE CORP 35.20
51800 10/06/10 424226 SANFORD BERNSTEIN & CO. 100,000.00 20.828 4,000.00 2,078,764.80 76,279.80
SALE 10/15/10 74752510 QUALCOMM 45.75
50937 10/20/10 424271 UBS WARBURG LLC 60,000.00 45.112 1,800.00 2,704,844.25 377,518.36
SALE 10/27/10 74752510 QUALCOMM 45.06
50937 11/01/10 424311 CREDIT SUISSE SEC (USA) LLC 60,000.00 44.434 1,800.00 2,664,206.94 336,881.04
SALE 10/12/10 75043810 RADIOSHACK CORP 18.50
51293 10/15/10 424258 ISI - HYMAN 50,000.00 21.890 2,500.00 1,092,001.50 -18,421.44
SALE 10/19/10 75043810 RADIOSHACK CORP 18.47
51293 10/22/10 424284 CRAIG-HALLUM CAPITAL GRP LL 50,000.00 21.862 2,000.00 1,091,056.53 -19,366.41
SALE 10/08/10 78477410 STEC INC 11.31
48521 10/14/10 424250 KEYBANC CAPITAL MKTS INC 50,000.00 13.380 1,500.00 667,493.69 -495,130.87
SALE 10/13/10 78477410 STEC INC 12.06
48521 10/18/10 424262 KEYBANC CAPITAL MKTS INC 50,000.00 14.271 1,500.00 712,042.94 -450,581.62
SALE 10/14/10 78477410 STEC INC 12.07
48521 10/19/10 424266 JANNEY MONTGOMERY SCOTT 50,000.00 14.283 1,500.00 712,652.93 -449,971.63
SALE 10/20/10 78477410 STEC INC 11.99
48521 10/25/10 424289 JANNEY MONTGOMERY SCOTT 50,000.00 14.189 1,500.00 707,943.01 -454,681.55
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 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 114
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/01/10 79084910 ST JUDE MEDICAL INC 13.31
39978 10/06/10 424226 BUCKINGHAM RESEARCH GROUP I 20,000.00 39.366 800.00 786,506.69 269,177.63
SALE 10/22/10 79084910 ST JUDE MEDICAL INC 19.72
39978 10/27/10 424299 MORGAN STANLEY 30,000.00 38.879 1,200.00 1,165,153.28 389,159.68
SALE 10/25/10 79084910 ST JUDE MEDICAL INC 19.51
39978 10/28/10 424303 SANFORD BERNSTEIN & CO. 30,000.00 38.473 1,200.00 1,152,970.49 376,976.89
SALE 10/26/10 79084910 ST JUDE MEDICAL INC 32.39
39978 10/29/10 424307 COWEN AND CO., LLC 50,000.00 38.325 2,000.00 1,914,207.61 620,884.95
SALE 10/04/10 80854110 SCHWEITZER MAUD 19.13
50708 10/07/10 424232 WELLS FARGO SECURITIES 20,000.00 56.589 800.00 1,130,966.87 7,248.01
SALE 10/12/10 83056610 SKECHERS USA INC CL A 4.25
53364 10/15/10 424258 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 25.106 400.00 250,651.75 19,943.39
SALE 10/13/10 83056610 SKECHERS USA INC CL A 4.32
53364 10/18/10 424262 KAUFMAN BROS L.P. 10,000.00 25.509 400.00 254,686.68 23,978.32
SALE 10/14/10 83056610 SKECHERS USA INC CL A 8.33
53364 10/19/10 424266 MORGAN KEEGAN 20,000.00 24.618 800.00 491,551.67 30,134.94
SALE 10/15/10 83056610 SKECHERS USA INC CL A 16.64
53364 10/20/10 424271 BUCKINGHAM RESEARCH GROUP I 40,000.00 24.612 1,600.00 982,859.36 60,025.91
SALE 10/04/10 85206110 SPRINT NEXTEL CORP 23.75
52951 10/07/10 424232 WELLS FARGO SECURITIES 300,000.00 4.683 12,000.00 1,392,996.25 28,466.25
SALE 10/15/10 85206110 SPRINT NEXTEL CORP 7.65
52951 10/20/10 424271 BUCKINGHAM RESEARCH GROUP I 100,000.00 4.522 4,000.00 448,172.35 -6,670.99
SALE 10/25/10 85206110 SPRINT NEXTEL CORP 8.09
52951 10/28/10 424303 SANFORD BERNSTEIN & CO. 100,000.00 4.782 4,000.00 474,201.91 19,358.58
SALE 10/27/10 85206110 SPRINT NEXTEL CORP 7.30
52951 11/01/10 424311 MORGAN STANLEY 100,000.00 4.317 4,000.00 427,692.70 -27,150.64
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 115
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/28/10 85206110 SPRINT NEXTEL CORP 28.66
52951 11/02/10 424315 STIFEL NICOLAUS 400,000.00 4.239 16,000.00 1,679,611.34 -139,762.00
SALE 10/20/10 85747710 STATE STREET CORP 27.26
51513 10/25/10 424289 SANFORD BERNSTEIN & CO. 40,000.00 40.321 1,600.00 1,611,196.74 -261,930.61
SALE 10/04/10 85811910 STEEL DYNAMICS INC 24.28
43421 10/07/10 424232 UBS WARBURG LLC 100,000.00 14.365 3,000.00 1,433,465.72 -70,675.72
SALE 10/04/10 86816810 SUPERIOR INDUSTRIES INTL 2.90
47366 10/07/10 424232 RBC CAPITAL (DOMESTIC) 10,000.00 17.131 400.00 170,909.10 25,151.16
SALE 10/06/10 86816810 SUPERIOR INDUSTRIES INTL 2.97
47366 10/12/10 424240 FBR CAPITAL MARKETS 10,000.00 17.553 400.00 175,124.03 29,366.09
SALE 10/04/10 87157D10 SYNAPTICS INCORPORATED 13.47
40599 10/07/10 424232 JANNEY MONTGOMERY SCOTT 30,000.00 26.559 900.00 795,853.53 42,986.48
SALE 10/12/10 87157D10 SYNAPTICS INCORPORATED 8.52
40599 10/15/10 424258 JANNEY MONTGOMERY SCOTT 20,000.00 25.206 600.00 503,515.48 1,604.12
SALE 10/13/10 87157D10 SYNAPTICS INCORPORATED 17.06
40599 10/18/10 424262 KEYBANC CAPITAL MKTS INC 40,000.00 25.224 1,200.00 1,007,742.94 3,920.21
SALE 10/01/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 20.73
50366 10/06/10 424226 BARCLAYS CAPITAL (DOMESTIC) 30,000.00 40.884 1,200.00 1,225,311.27 479,696.98
SALE 10/01/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 20.85
50366 10/06/10 424226 BUCKINGHAM RESEARCH GROUP I 30,000.00 41.119 1,200.00 1,232,349.15 486,734.86
SALE 10/04/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 20.48
50366 10/07/10 424232 RBC CAPITAL (DOMESTIC) 30,000.00 40.385 1,200.00 1,210,329.52 464,715.23
SALE 10/05/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 13.89
50366 10/08/10 424236 LAZARD CAPITAL MARKETS 20,000.00 41.094 800.00 821,062.11 323,985.92
SALE 10/15/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 14.79
50366 10/20/10 424271 CITIGROUP/CITIBANK DOMESTIC 20,000.00 43.743 800.00 874,047.21 376,971.02
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 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 116
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/27/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 15.35
50366 11/01/10 424311 MERRILL LYNCH (RESEARCH) 20,000.00 45.416 800.00 907,504.65 410,428.46
SALE 10/19/10 88732J20 TIME WARNER CABLE INC 19.38
45483 10/22/10 424284 CRAIG-HALLUM CAPITAL GRP LL 20,000.00 57.331 800.00 1,145,806.62 223,561.00
SALE 10/26/10 88732J20 TIME WARNER CABLE INC 19.29
45483 10/29/10 424307 COWEN AND CO., LLC 20,000.00 57.051 800.00 1,140,204.71 217,959.09
SALE 10/08/10 88870610 TIVO INC. 8.77
39983 10/14/10 424250 KEYBANC CAPITAL MKTS INC 50,000.00 10.371 1,500.00 517,046.23 44,510.20
SALE 10/08/10 91131210 UNITED PARCEL SERVICE-CL B 57.08
51598 10/14/10 424250 CITIGROUP/CITIBANK DOMESTIC 50,000.00 67.541 2,000.00 3,374,977.92 -44,275.68
SALE 10/11/10 91131210 UNITED PARCEL SERVICE-CL B 113.63
51598 10/14/10 424254 MORGAN STANLEY 100,000.00 67.236 4,000.00 6,719,436.37 -119,070.83
SALE 10/13/10 91131210 UNITED PARCEL SERVICE-CL B 115.02
51598 10/18/10 424262 GOLDMAN SACHS & COMPANY 100,000.00 68.056 4,000.00 6,801,494.98 -37,012.22
SALE 10/14/10 91131210 UNITED PARCEL SERVICE-CL B 116.49
51598 10/19/10 424266 MORGAN KEEGAN 100,000.00 68.928 4,000.00 6,888,693.51 50,186.31
SALE 10/15/10 91131210 UNITED PARCEL SERVICE-CL B 58.66
51598 10/20/10 424271 CITIGROUP/CITIBANK DOMESTIC 50,000.00 69.415 2,000.00 3,468,686.34 49,432.74
SALE 10/20/10 91131210 UNITED PARCEL SERVICE-CL B 58.31
51598 10/25/10 424289 SANFORD BERNSTEIN & CO. 50,000.00 69.006 2,000.00 3,448,236.69 28,983.09
SALE 10/18/10 91136310 UNITED RENTALS INC. 14.06
39987 10/21/10 424277 OPPENHEIMER & CO., INC 50,000.00 16.628 2,000.00 829,360.94 413,393.85
SALE 10/27/10 91301710 UNITED TECHNOLOGIES CORP 24.94
51254 11/01/10 424311 MORGAN STANLEY 20,000.00 73.772 800.00 1,474,619.06 28,309.72
SALE 10/04/10 92165910 VANDA PHARMACEUTICALS INC 11.03
48839 10/07/10 424232 UBS WARBURG LLC 100,000.00 6.521 3,000.00 649,098.97 -533,907.28
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 117
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/08/10 92165910 VANDA PHARMACEUTICALS INC 6.23
48839 10/14/10 424250 KEYBANC CAPITAL MKTS INC 50,000.00 7.373 1,500.00 367,123.77 -224,379.36
SALE 10/11/10 92165910 VANDA PHARMACEUTICALS INC 6.46
48839 10/14/10 424254 UBS WARBURG LLC 50,000.00 7.639 1,500.00 380,453.54 -211,049.59
SALE 10/12/10 92553P20 VIACOM INC CL B 31.33
53222 10/15/10 424258 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 37.072 2,000.00 1,851,578.67 199,327.42
SALE 10/18/10 92553P20 VIACOM INC CL B 31.79
53222 10/21/10 424277 OPPENHEIMER & CO., INC 50,000.00 37.618 1,500.00 1,879,343.21 227,091.96
SALE 10/19/10 92553P20 VIACOM INC CL B 31.27
53222 10/22/10 424284 CRAIG-HALLUM CAPITAL GRP LL 50,000.00 37.003 2,000.00 1,848,123.73 195,872.48
SALE 10/20/10 92553P20 VIACOM INC CL B 31.87
53222 10/25/10 424289 MACQUARIE CAPITAL USA 50,000.00 37.713 2,000.00 1,883,628.13 231,376.88
SALE 10/22/10 92553P20 VIACOM INC CL B 31.52
53222 10/27/10 424299 BUCKINGHAM RESEARCH GROUP I 50,000.00 37.295 2,000.00 1,862,738.48 210,487.23
SALE 10/01/10 96332010 WHIRLPOOL CORP 67.79
52706 10/06/10 424226 BUCKINGHAM RESEARCH GROUP I 50,000.00 80.213 2,000.00 4,008,592.21 -345,658.90
SALE 10/22/10 H8912P10 TYCO ELECTRONICS LTD 26.55
47547 10/27/10 424299 BUCKINGHAM RESEARCH GROUP I 50,000.00 31.411 2,000.00 1,568,523.45 691,083.50
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 14,780,000.00 6,411.96 378,796,397.04 31,759,229.30
547,300.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 14,780,000.00 6,411.96 378,796,397.04 31,759,229.30
547,300.00
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 10/01/10 THROUGH 10/31/10
LOGAN CIRCLE (5163) PAGE: 118
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 10/19/10 00289RAA ABENGOA FINANCE SAU 8.8750 9.256
54172 10/28/10 289232 LOGAN CIRCLE 11/01/17 305,000.00 98.095 299,189.75
PUR 10/20/10 00289RAA ABENGOA FINANCE SAU 8.8750 8.974
54172 10/28/10 289232 LOGAN CIRCLE 11/01/17 150,000.00 99.500 149,250.00
PUR 10/27/10 03841XAB AQUILEX HDG AQUILEX FIN 11.1250 12.000
54058 11/01/10 289232 LOGAN CIRCLE 12/15/16 110,000.00 96.250 105,875.00
PUR 10/28/10 03841XAB AQUILEX HDG AQUILEX FIN 11.1250 12.001
54058 11/02/10 289232 LOGAN CIRCLE 12/15/16 85,000.00 96.250 81,812.50
PUR 10/27/10 085789AE BERRY PETROLEUM 6.7500 6.750
54197 11/01/10 289253 LOGAN CIRCLE 11/01/20 190,000.00 100.00 190,000.00
PUR 10/01/10 106777AA BREITBURN ENERGY PARTNER 8.6250 8.875
54176 10/06/10 289232 LOGAN CIRCLE 10/15/20 195,000.00 98.358 191,798.10
PUR 10/07/10 10801PAA BRICKMAN GROUP HOLDINGS 9.1250 9.123
54177 10/14/10 289232 LOGAN CIRCLE 11/01/18 135,000.00 100.00 135,000.00
PUR 10/07/10 10801PAA BRICKMAN GROUP HOLDINGS 9.1250 8.729
54177 10/14/10 289232 LOGAN CIRCLE 11/01/18 55,000.00 102.25 56,237.50
PUR 10/14/10 10801PAA BRICKMAN GROUP HOLDINGS 9.1250 8.903
54177 10/14/10 289232 LOGAN CIRCLE 11/01/18 55,000.00 101.25 55,687.50
PUR 10/20/10 10801PAA BRICKMAN GROUP HOLDINGS 9.1250 8.837
54177 10/20/10 289232 LOGAN CIRCLE 11/01/18 140,000.00 101.62 142,275.00
PUR 10/28/10 144577AB CARRIZO OIL 8.6250 8.747
54151 11/02/10 289232 LOGAN CIRCLE 10/15/18 360,000.00 99.302 357,487.20
PUR 10/26/10 172909AF CIRCUS CIRCUS ENTERPRISES I 7.6250 10.662
54043 10/29/10 289232 LOGAN CIRCLE 7/15/13 325,000.00 92.985 302,201.25
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 10/01/10 THROUGH 10/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 119
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/22/10 184496AF CLEAN HARBORS INC 7.6250 6.520
50130 10/27/10 289232 LOGAN CIRCLE 8/15/16 200,000.00 105.25 210,500.00
PUR 10/01/10 19190AAB COFFEYVILLE RESOURCE 10.8750 9.483
51392 10/06/10 289232 LOGAN CIRCLE 4/01/17 100,000.00 106.62 106,625.00
PUR 10/22/10 204755AD COMPTON PETROLEUM 10.0000 13.652
53995 10/27/10 289232 LOGAN CIRCLE 9/15/17 50,000.00 84.000 42,000.00
PUR 10/25/10 204755AD COMPTON PETROLEUM 10.0000 13.335
53995 10/28/10 289232 LOGAN CIRCLE 9/15/17 55,000.00 85.250 46,887.50
PUR 10/26/10 204755AD COMPTON PETROLEUM 10.0000 13.336
53995 10/29/10 289232 LOGAN CIRCLE 9/15/17 60,000.00 85.250 51,150.00
PUR 10/26/10 204755AD COMPTON PETROLEUM 10.0000 13.336
53995 10/29/10 289232 LOGAN CIRCLE 9/15/17 100,000.00 85.250 85,250.00
PUR 10/05/10 23327BAC DJO FIN LLC/DJO FIN CORP 9.3400 9.340
54178 10/18/10 289232 LOGAN CIRCLE 10/15/17 450,000.00 100.00 450,000.00
PUR 10/08/10 23327BAC DJO FIN LLC/DJO FIN CORP 9.3400 8.757
54178 10/18/10 289232 LOGAN CIRCLE 10/15/17 350,000.00 103.00 360,500.00
PUR 10/06/10 254423AA DINEEQUITY INC 9.5000 8.751
53783 10/19/10 289232 LOGAN CIRCLE 10/30/18 135,000.00 104.25 140,737.50
PUR 10/06/10 254423AA DINEEQUITY INC 9.5000 8.773
53783 10/19/10 289232 LOGAN CIRCLE 10/30/18 75,000.00 104.12 78,093.75
PUR 10/06/10 254423AA DINEEQUITY INC 9.5000 8.924
53783 10/19/10 289232 LOGAN CIRCLE 10/30/18 105,000.00 103.25 108,412.50
PUR 10/06/10 254423AA DINEEQUITY INC 9.5000 8.751
53783 10/19/10 289232 LOGAN CIRCLE 10/30/18 85,000.00 104.25 88,612.50
PUR 10/06/10 254423AA DINEEQUITY INC 9.5000 9.499
53783 10/19/10 289232 LOGAN CIRCLE 10/30/18 125,000.00 100.00 125,000.00
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 10/01/10 THROUGH 10/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 120
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/26/10 30251GAA FMG RESOURCES AUG 2006 7.0000 7.000
54195 10/29/10 289232 LOGAN CIRCLE 11/01/15 190,000.00 100.00 190,000.00
PUR 10/19/10 319963AT FIRST DATA CORP 10.5500 15.619
50509 10/22/10 289232 LOGAN CIRCLE 9/24/15 51,207.00 83.000 42,501.81
PUR 10/27/10 319963AT FIRST DATA CORP 10.5500 15.094
50509 11/01/10 289232 LOGAN CIRCLE 9/24/15 90,000.00 84.625 76,162.50
PUR 10/27/10 319963AT FIRST DATA CORP 10.5500 15.053
50509 11/01/10 289232 LOGAN CIRCLE 9/24/15 80,000.00 84.750 67,800.00
PUR 10/27/10 319963AT FIRST DATA CORP 10.5500 15.136
50509 11/01/10 289232 LOGAN CIRCLE 9/24/15 105,000.00 84.500 88,725.00
PUR 10/20/10 41043FAH HANGER ORTHOPEDIC GROUP 7.1250 6.919
54471 11/02/10 289232 LOGAN CIRCLE 11/15/18 50,000.00 101.25 50,625.00
PUR 10/20/10 41043FAH HANGER ORTHOPEDIC GROUP 7.1250 7.124
54471 11/02/10 289232 LOGAN CIRCLE 11/15/18 75,000.00 100.00 75,000.00
PUR 10/21/10 41043FAH HANGER ORTHOPEDIC GROUP 7.1250 7.042
54471 11/02/10 289232 LOGAN CIRCLE 11/15/18 65,000.00 100.50 65,325.00
PUR 10/06/10 458204AJ INTELSAT BERMUDA 11.5000 9.460
50880 10/12/10 289232 LOGAN CIRCLE 2/04/17 260,000.00 109.50 284,700.00
PUR 10/22/10 458204AJ INTELSAT BERMUDA 11.5000 9.705
50880 10/27/10 289232 LOGAN CIRCLE 2/04/17 55,625.00 108.25 60,214.06
PUR 10/28/10 466313AF JABIL CIRCUIT INC 5.6250 5.543
54473 11/02/10 289232 LOGAN CIRCLE 12/15/20 120,000.00 100.62 120,750.00
PUR 10/28/10 466313AF JABIL CIRCUIT INC 5.6250 5.543
54473 11/02/10 289232 LOGAN CIRCLE 12/15/20 120,000.00 100.62 120,750.00
PUR 10/28/10 466313AF JABIL CIRCUIT INC 5.6250 5.510
54473 11/02/10 289232 LOGAN CIRCLE 12/15/20 105,000.00 100.87 105,918.80
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 10/01/10 THROUGH 10/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 121
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/15/10 552953AL MGM MIRAGE INC 6.7500 8.141
53088 10/20/10 289232 LOGAN CIRCLE 9/01/12 200,000.00 97.625 195,250.00
PUR 10/18/10 552953AL MGM MIRAGE INC 6.7500 8.143
53088 10/21/10 289232 LOGAN CIRCLE 9/01/12 75,000.00 97.625 73,218.75
PUR 10/25/10 55303QAB MGM RESORTS 10.0000 10.249
54141 10/25/10 289232 LOGAN CIRCLE 11/01/16 550,000.00 98.897 543,933.50
PUR 10/13/10 563571AH MANITOWOC COMPANY 8.5000 8.643
54114 10/18/10 LOGAN CIRCLE 11/01/20 260,000.00 99.050 257,529.00
PUR 10/15/10 56808RAC MARINA DISTRIC FINANCE 9.8750 9.917
52970 10/20/10 289232 LOGAN CIRCLE 8/15/18 75,000.00 99.750 74,812.50
PUR 10/18/10 56808RAC MARINA DISTRIC FINANCE 9.8750 10.058
52970 10/21/10 289232 LOGAN CIRCLE 8/15/18 100,000.00 99.000 99,000.00
PUR 10/18/10 56808RAC MARINA DISTRIC FINANCE 9.8750 10.010
52970 10/21/10 289232 LOGAN CIRCLE 8/15/18 250,000.00 99.250 248,125.00
PUR 10/19/10 56808RAC MARINA DISTRIC FINANCE 9.8750 10.152
52970 10/22/10 289232 LOGAN CIRCLE 8/15/18 75,000.00 98.500 73,875.00
PUR 10/06/10 63938MAA NAVIOS MARITIME ACQ CORP 8.6250 8.624
54181 10/21/10 289232 LOGAN CIRCLE 11/01/17 255,000.00 100.00 255,000.00
PUR 10/06/10 63938MAA NAVIOS MARITIME ACQ CORP 8.6250 8.338
54181 10/21/10 289232 LOGAN CIRCLE 11/01/17 100,000.00 101.50 101,500.00
PUR 10/06/10 63938MAA NAVIOS MARITIME ACQ CORP 8.6250 8.433
54181 10/21/10 289232 LOGAN CIRCLE 11/01/17 70,000.00 101.00 70,700.00
PUR 10/07/10 63938MAA NAVIOS MARITIME ACQ CORP 8.6250 8.433
54181 10/21/10 289232 LOGAN CIRCLE 11/01/17 125,000.00 101.00 126,250.00
PUR 10/26/10 63938MAA NAVIOS MARITIME ACQ CORP 8.6250 8.362
54181 10/29/10 289232 LOGAN CIRCLE 11/01/17 125,000.00 101.37 126,718.80
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
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DURING THE PERIOD 10/01/10 THROUGH 10/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 122
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/22/10 682129AD OMNOVA SOLUTIONS 7.8750 7.875
54472 11/03/10 289232 LOGAN CIRCLE 11/01/18 65,000.00 100.00 65,000.00
PUR 10/27/10 72347QAD PINNACLE FOODS FIN LLC 10.6250 8.710
54059 11/01/10 289232 LOGAN CIRCLE 4/01/17 25,000.00 109.25 27,312.50
PUR 10/27/10 72347QAD PINNACLE FOODS FIN LLC 10.6250 8.710
54059 11/01/10 289232 LOGAN CIRCLE 4/01/17 125,000.00 109.25 136,562.50
PUR 10/08/10 72347QAF PINNACLE FOODS FINANCE L 8.2500 7.771
53104 10/14/10 289232 LOGAN CIRCLE 9/01/17 125,000.00 102.50 128,125.00
PUR 10/22/10 74112BAF PRESTIGE BRANDS 8.2500 7.887
54196 11/01/10 289232 LOGAN CIRCLE 4/01/18 255,000.00 102.00 260,100.00
PUR 10/06/10 74959GAA REYNOLDS GRP ISS/REYNOLD 7.1250 7.125
54184 10/15/10 289232 LOGAN CIRCLE 4/15/19 250,000.00 100.00 250,000.00
PUR 10/06/10 74959GAC REYNOLDS GRP ISS/REYNOLD 9.0000 9.000
54185 10/15/10 289232 LOGAN CIRCLE 4/15/19 225,000.00 100.00 225,000.00
PUR 10/07/10 74959GAC REYNOLDS GRP ISS/REYNOLD 9.0000 8.580
54185 10/15/10 289232 LOGAN CIRCLE 4/15/19 300,000.00 102.50 307,500.00
PUR 10/26/10 74959GAC REYNOLDS GRP ISS/REYNOLD 9.0000 8.372
54185 10/29/10 289232 LOGAN CIRCLE 4/15/19 100,000.00 103.75 103,750.00
PUR 10/26/10 74959GAC REYNOLDS GRP ISS/REYNOLD 9.0000 8.331
54185 10/29/10 289232 LOGAN CIRCLE 4/15/19 475,000.00 104.00 494,000.00
PUR 10/13/10 75886AAE REGENCY ENERGY PARTNERS 6.8750 6.874
54193 10/27/10 289232 LOGAN CIRCLE 12/01/18 130,000.00 100.00 130,000.00
PUR 10/15/10 767754BX RITE AID CORP 9.7500 7.959
48756 10/20/10 289232 LOGAN CIRCLE 6/12/16 525,000.00 108.00 567,000.00
PUR 10/22/10 78572XAA SABRA HEALTH/CAPTL CORP 8.1250 8.125
54194 10/27/10 289232 LOGAN CIRCLE 11/01/18 200,000.00 100.00 200,000.00
S T A T E O F N E W J E R S E Y 5163
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 10/01/10 THROUGH 10/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 123
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/25/10 78572XAA SABRA HEALTH/CAPTL CORP 8.1250 7.743
54194 10/28/10 289232 LOGAN CIRCLE 11/01/18 25,000.00 102.25 25,562.50
PUR 10/29/10 828732AA SIMMONS FOODS INC 10.5000 10.500
54126 11/03/10 289232 LOGAN CIRCLE 11/01/17 665,000.00 100.00 665,000.00
PUR 10/15/10 901109AA TUTOR PERINI CORP 7.6250 7.750
54191 10/20/10 289232 LOGAN CIRCLE 11/01/18 250,000.00 99.258 248,145.00
PUR 10/20/10 901109AA TUTOR PERINI CORP 7.6250 7.688
54191 10/20/10 289232 LOGAN CIRCLE 11/01/18 140,000.00 99.625 139,475.00
PUR 10/21/10 911365AW UNITED RENTALS NORTH AMER I 8.3750 8.075
54192 10/26/10 289232 LOGAN CIRCLE 9/15/20 110,000.00 102.00 112,200.00
PUR 10/26/10 911365AW UNITED RENTALS NORTH AMER I 8.3750 8.112
54192 10/26/10 289232 LOGAN CIRCLE 9/15/20 55,000.00 101.75 55,962.50
PUR 10/26/10 911365AW UNITED RENTALS NORTH AMER I 8.3750 8.373
54192 10/26/10 289232 LOGAN CIRCLE 9/15/20 165,000.00 100.00 165,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 11,831,832.00 11,860,662.27
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 11,831,832.00 11,860,662.27
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 10/07/10 00104BAC AES EASTERN ENERGY 9.0000 8.231
51909 10/13/10 289232 LOGAN CIRCLE 1/02/17 178,886.81 105.87 189,396.41 3,354.13
SALE 10/28/10 001546AL AK STEEL CORP 7.6250 7.625
51924 11/02/10 289232 LOGAN CIRCLE 5/15/20 335,000.00 104.00 348,400.00 13,400.00
SALE 10/04/10 106777AA BREITBURN ENERGY PARTNER 8.6250 8.875
54176 10/07/10 289232 LOGAN CIRCLE 10/15/20 195,000.00 99.250 193,537.50 1,737.92
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 10/01/10 THROUGH 10/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 124
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/14/10 12516UAA CEMEX FINANCE LLC 9.5000 9.231
50003 10/19/10 289232 LOGAN CIRCLE 12/14/16 435,000.00 101.50 441,525.00 1,228.10
SALE 10/19/10 12527GAB CF INDUSTRIES INC 7.1250 6.139
52986 10/22/10 289232 LOGAN CIRCLE 5/01/20 205,000.00 116.00 237,800.00 18,394.10
SALE 10/05/10 145749AC CARROLS CORPORATION 9.0000 10.397
42153 10/08/10 289232 LOGAN CIRCLE 1/15/13 350,000.00 101.00 353,500.00 13,259.07
SALE 10/07/10 15672WAA CEQUEL COM CAP 8.6250 8.378
52002 10/13/10 289232 LOGAN CIRCLE 11/15/17 400,000.00 106.75 427,000.00 21,848.37
SALE 10/26/10 184496AF CLEAN HARBORS INC 7.6250 7.652
50130 10/29/10 289232 LOGAN CIRCLE 8/15/16 17,000.00 106.12 18,041.25 1,065.44
SALE 10/26/10 30251GAA FMG RESOURCES AUG 2006 7.0000 7.000
54195 10/29/10 289232 LOGAN CIRCLE 11/01/15 190,000.00 102.37 194,512.50 4,512.50
SALE 10/13/10 319963AT FIRST DATA CORP 10.5500 14.805
50509 10/18/10 289232 LOGAN CIRCLE 9/24/15 75,000.00 84.750 63,562.50 -521.78
SALE 10/28/10 319963AT FIRST DATA CORP 10.5500 14.904
50509 11/02/10 289232 LOGAN CIRCLE 9/24/15 225,000.00 85.500 192,375.00 651.66
SALE 10/13/10 390064AL GREAT ATLANTIC & PACIFIC TE 11.3750 12.924
49197 10/18/10 289232 LOGAN CIRCLE 8/01/15 165,000.00 74.500 122,925.00 -33,090.08
SALE 10/15/10 390064AL GREAT ATLANTIC & PACIFIC TE 11.3750 12.924
49197 10/20/10 289232 LOGAN CIRCLE 8/01/15 90,000.00 73.500 66,150.00 -18,953.01
SALE 10/27/10 41043FAH HANGER ORTHOPEDIC GROUP 7.1250 7.042
54471 11/02/10 289232 LOGAN CIRCLE 11/15/18 190,000.00 100.62 191,187.50 237.50
SALE 10/07/10 442488BH K HOVNANIAN ENTERPRISES 10.6250 10.754
50865 10/13/10 289232 LOGAN CIRCLE 10/15/16 350,000.00 101.37 354,812.50 6,774.31
SALE 10/06/10 444433AF HUGHES NETWORK SYSTEMS 9.5000 10.101
42167 10/12/10 289232 LOGAN CIRCLE 4/15/14 475,000.00 104.12 494,593.75 27,865.90
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 10/01/10 THROUGH 10/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 125
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/07/10 451102AH ICAHN ENTERPRISES/FIN 8.0000 8.107
52870 10/13/10 289232 LOGAN CIRCLE 1/15/18 350,000.00 101.37 354,812.50 6,897.55
SALE 10/28/10 466313AF JABIL CIRCUIT INC 5.6250 5.533
54473 11/02/10 289232 LOGAN CIRCLE 12/15/20 120,000.00 100.75 120,900.00 58.68
SALE 10/28/10 466313AF JABIL CIRCUIT INC 5.6250 5.533
54473 11/02/10 289232 LOGAN CIRCLE 12/15/20 105,000.00 100.87 105,918.80 182.64
SALE 10/28/10 466313AF JABIL CIRCUIT INC 5.6250 5.533
54473 11/02/10 289232 LOGAN CIRCLE 12/15/20 120,000.00 100.75 120,900.00 58.68
SALE 10/20/10 52989LAD LIBBEY GLASS INC 10.0000 10.216
50728 10/25/10 289232 LOGAN CIRCLE 2/15/15 285,000.00 108.75 309,937.50 27,119.36
SALE 10/13/10 552953AL MGM MIRAGE INC 6.7500 10.555
53088 10/18/10 289232 LOGAN CIRCLE 9/01/12 150,000.00 99.000 148,500.00 7,984.58
SALE 10/13/10 552953AL MGM MIRAGE INC 6.7500 10.555
53088 10/18/10 289232 LOGAN CIRCLE 9/01/12 50,000.00 98.750 49,375.00 2,536.53
SALE 10/26/10 552953AL MGM MIRAGE INC 6.7500 9.581
53088 10/29/10 289232 LOGAN CIRCLE 9/01/12 325,000.00 98.500 320,125.00 10,362.87
SALE 10/29/10 563571AH MANITOWOC COMPANY 8.5000 8.643
54114 11/03/10 289232 LOGAN CIRCLE 11/01/20 260,000.00 104.50 271,700.00 14,151.31
SALE 10/13/10 56808RAC MARINA DISTRIC FINANCE 9.8750 9.641
52970 10/18/10 289232 LOGAN CIRCLE 8/15/18 100,000.00 100.25 100,250.00 -990.38
SALE 10/13/10 56808RAC MARINA DISTRIC FINANCE 9.8750 9.641
52970 10/18/10 289232 LOGAN CIRCLE 8/15/18 100,000.00 100.00 100,000.00 -1,240.38
SALE 10/07/10 62947QAK NXP BV/NXP FUNDING LLC 9.7500 8.854
53037 10/13/10 289232 LOGAN CIRCLE 8/01/18 450,000.00 107.37 483,187.50 10,942.43
SALE 10/18/10 63938MAA NAVIOS MARITIME ACQ CORP 8.6250 8.503
54181 10/21/10 289232 LOGAN CIRCLE 11/01/17 150,000.00 101.12 151,687.50 746.59
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 10/01/10 THROUGH 10/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 126
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/26/10 63938MAA NAVIOS MARITIME ACQ CORP 8.6250 8.503
54181 10/29/10 289232 LOGAN CIRCLE 11/01/17 125,000.00 101.50 126,875.00 1,086.48
SALE 10/14/10 67021BAD NII CAPITAL CORP 10.0000 9.517
51938 10/19/10 289232 LOGAN CIRCLE 8/15/16 135,000.00 113.50 153,225.00 15,399.50
SALE 10/14/10 67021BAD NII CAPITAL CORP 10.0000 9.517
51938 10/19/10 289232 LOGAN CIRCLE 8/15/16 170,000.00 113.75 193,375.00 19,816.96
SALE 10/22/10 682129AD OMNOVA SOLUTIONS 7.8750 7.875
54472 11/03/10 289232 LOGAN CIRCLE 11/01/18 65,000.00 100.00 65,000.00
SALE 10/18/10 693492AC PINAFORE LLC/INC 9.0000 9.000
53749 10/21/10 289232 LOGAN CIRCLE 10/01/18 155,000.00 107.25 166,237.50 11,237.50
SALE 10/07/10 74959GAA REYNOLDS GRP ISS/REYNOLD 7.1250 7.125
54184 10/15/10 289232 LOGAN CIRCLE 4/15/19 250,000.00 102.37 255,937.50 5,937.50
SALE 10/15/10 75524TAA REABLE THERAPEUTICS 11.7500 16.032
42311 10/15/10 LOGAN CIRCLE 11/15/14 750,000.00 103.50 776,250.00 120,093.29
SALE 10/26/10 761735AA REYNOLDS GRP ISS/REYNOLD 8.5000 8.458
51811 10/29/10 289232 LOGAN CIRCLE 5/15/18 475,000.00 102.25 485,687.50 9,621.37
SALE 10/01/10 812350AC SEARS HOLDING CORP 6.6250 6.625
53756 10/12/10 289232 LOGAN CIRCLE 10/15/18 305,000.00 100.62 306,906.25 1,906.25
SALE 10/27/10 812350AC SEARS HOLDING CORP 6.6250 6.625
53756 11/01/10 289232 LOGAN CIRCLE 10/15/18 305,000.00 99.500 303,475.00 -1,525.00
SALE 10/15/10 97315LAA WIND ACQUISITION 12.2500 12.571
50017 10/20/10 289232 LOGAN CIRCLE 7/15/17 348,223.00 116.50 405,679.80 62,592.11
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 9,524,109.81 9,765,261.26 386,740.55
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 127
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 10/27/10 16117M13 CHARTER COMMUNICATIONS INC
49939 10/27/10 LOGAN CIRCLE .07 1.000 .07
SALE 10/27/10 86844710 SUPERMEDIA INC
50842 10/27/10 LOGAN CIRCLE .02 1.000 .02
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: .09 .09
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 9,524,109.90 9,765,261.35 386,740.55
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 10/01/10 THROUGH 10/31/10
POST ADVISORY (5164) PAGE: 128
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 10/19/10 00289RAA ABENGOA FINANCE SAU 8.8750 9.256
54205 10/28/10 289232 POST ADVISORY 11/01/17 1,475,000.00 98.095 1,446,901.25
PUR 10/20/10 00430XAE ACCELLENT INC 10.0000 10.000
54206 10/28/10 289232 POST ADVISORY 11/01/17 450,000.00 100.00 450,000.00
PUR 10/19/10 023771R7 AMERICAN AIRLINES 13.0000 8.709
50051 10/22/10 289232 POST ADVISORY 8/01/16 434,397.74 119.51 519,159.60
PUR 10/01/10 04570VAA ASSOCIATED MATERIALS INC 9.1250 9.123
54207 10/13/10 289232 POST ADVISORY 11/01/17 1,650,000.00 100.00 1,650,000.00
PUR 10/06/10 254423AA DINEEQUITY INC 9.5000 8.880
53784 10/19/10 289232 POST ADVISORY 10/30/18 50,000.00 103.50 51,750.00
PUR 10/06/10 254423AA DINEEQUITY INC 9.5000 9.499
53784 10/19/10 289232 POST ADVISORY 10/30/18 850,000.00 100.00 850,000.00
PUR 10/01/10 30250KAA FGI HOLDING CO INC 11.2500 11.250
51415 10/01/10 289232 POST ADVISORY 10/01/15 36,204.00 100.00 36,204.00
PUR 10/26/10 30251GAA FMG RESOURCES AUG 2006 7.0000 7.000
54214 10/29/10 289232 POST ADVISORY 11/01/15 2,050,000.00 100.00 2,050,000.00
PUR 10/01/10 41135QAA HAPAG LLOYD 9.7500 9.005
54208 10/08/10 289232 POST ADVISORY 10/15/17 150,000.00 103.75 155,625.00
PUR 10/01/10 41135QAA HAPAG LLOYD 9.7500 9.876
54208 10/08/10 289232 POST ADVISORY 10/15/17 1,250,000.00 99.373 1,242,163.75
PUR 10/19/10 422248AA HEALTH NET INC 6.3750 6.371
48872 10/22/10 289232 POST ADVISORY 6/01/17 600,000.00 100.01 600,075.00
PUR 10/27/10 428303AK HEXION 9.0000 8.999
54209 11/05/10 289232 POST ADVISORY 11/15/20 625,000.00 100.00 625,000.00
S T A T E O F N E W J E R S E Y 5164
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
POST ADVISORY (5164) -Cont. PAGE: 129
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/19/10 51508LAK LANDRY'S RESTAURANT INC 11.6250 10.026
52139 10/22/10 289232 POST ADVISORY 12/01/15 175,000.00 106.25 185,937.50
PUR 10/25/10 55303QAB MGM RESORTS 10.0000 10.250
54210 10/28/10 289232 POST ADVISORY 11/01/16 700,000.00 98.897 692,279.00
PUR 10/27/10 60877UAU MOMENTIVE PERFORMANCE 9.0000 8.996
54211 11/05/10 289232 POST ADVISORY 1/15/21 850,000.00 100.00 850,000.00
PUR 10/06/10 74959GAA REYNOLDS GRP ISS/REYNOLD 7.1250 7.125
54212 10/15/10 289232 POST ADVISORY 4/15/19 225,000.00 100.00 225,000.00
PUR 10/06/10 74959GAC REYNOLDS GRP ISS/REYNOLD 9.0000 9.000
54213 10/15/10 289232 POST ADVISORY 4/15/19 1,350,000.00 100.00 1,350,000.00
PUR 10/25/10 818149AA SEVERSTAL COLUMBUS 10.2500 8.965
54029 10/28/10 289232 POST ADVISORY 2/15/18 1,200,000.00 106.75 1,281,000.00
PUR 10/07/10 911365AL UNITED RENTALS NORTH AMER I 7.7500 7.196
53814 10/13/10 289232 POST ADVISORY 11/15/13 500,000.00 101.50 507,500.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 14,620,601.74 14,768,595.10
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 14,620,601.74 14,768,595.10
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 10/21/10 000305AC AAC GROUP HOLDING CORP 10.2500 10.740
52767 10/26/10 289232 POST ADVISORY 10/01/12 1,425,000.00 100.36 1,430,165.63 17,290.51
SALE 10/22/10 00430XAE ACCELLENT INC 10.0000 10.000
54206 10/28/10 289232 POST ADVISORY 11/01/17 150,000.00 100.00 150,000.00
SALE 10/04/10 04570VAA ASSOCIATED MATERIALS INC 9.1250 9.123
54207 10/13/10 289232 POST ADVISORY 11/01/17 225,000.00 102.62 230,906.25 5,906.25
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 10/01/10 THROUGH 10/31/10
POST ADVISORY (5164) -Cont. PAGE: 130
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/12/10 30250BAC FMG FINANCE PTY LTD 10.6250 7.394
52096 10/15/10 289232 POST ADVISORY 9/01/16 1,275,000.00 147.25 1,877,437.50 409,092.13
SALE 10/22/10 30250BAC FMG FINANCE PTY LTD 10.6250 7.394
52096 10/27/10 289232 POST ADVISORY 9/01/16 225,000.00 146.87 330,468.75 71,510.93
SALE 10/26/10 30251GAA FMG RESOURCES AUG 2006 7.0000 7.000
54214 10/29/10 289232 POST ADVISORY 11/01/15 725,000.00 102.62 744,031.30 19,031.30
SALE 10/28/10 30251GAA FMG RESOURCES AUG 2006 7.0000 7.000
54214 11/02/10 289232 POST ADVISORY 11/01/15 500,000.00 102.50 512,500.00 12,500.00
SALE 10/26/10 37252CAB GEOKINETICS HOLDINGS 9.7500 10.097
53998 10/29/10 289232 POST ADVISORY 12/15/14 125,000.00 91.750 114,687.50 -8,847.97
SALE 10/22/10 37932JAC GLOBAL CROSSING LTD 12.0000 9.769
52936 10/27/10 289232 POST ADVISORY 9/15/15 1,475,000.00 114.25 1,685,188.00 85,136.68
SALE 10/20/10 458207AF INTELSAT JACKSON HLDG 9.5000 8.084
51471 10/25/10 289232 POST ADVISORY 6/15/16 450,000.00 106.56 479,520.00 1,204.12
SALE 10/06/10 60741GAA MOBILE SATELLITE VENTURE 14.0000 11.904
51628 10/07/10 289232 POST ADVISORY 4/01/13 1,575,000.00 107.61 1,694,975.63 50,859.77
SALE 10/01/10 69138WAA OXEA FINANCE/CY SCA 9.5000 9.195
52689 10/06/10 289232 POST ADVISORY 7/15/17 1,200,000.00 108.25 1,299,000.00 81,174.32
SALE 10/13/10 82967NAD SIRIUS XM RADIO 8.7500 8.748
51160 10/18/10 289232 POST ADVISORY 4/01/15 200,000.00 108.25 216,500.00 16,500.00
SALE 10/13/10 98375YAW XM SATELLITE RADIO INC 11.2500 11.692
47580 10/14/10 289232 POST ADVISORY 6/15/13 1,100,000.00 112.22 1,234,424.40 145,708.02
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 10,650,000.00 11,999,804.96 907,066.06
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 10,650,000.00 11,999,804.96 907,066.06
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 10/01/10 THROUGH 10/31/10
PIMCO (5166) PAGE: 131
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 10/15/10 009127AA AMGH MERGER SUB 9.2500 8.679
54225 10/22/10 289253 PIMCO 11/01/18 125,000.00 103.25 129,062.50
PUR 10/15/10 009127AA AMGH MERGER SUB 9.2500 9.249
54225 10/22/10 289253 PIMCO 11/01/18 232,000.00 100.00 232,000.00
PUR 10/15/10 009127AA AMGH MERGER SUB 9.2500 8.593
54225 10/22/10 289253 PIMCO 11/01/18 36,000.00 103.75 37,350.00
PUR 10/15/10 009127AA AMGH MERGER SUB 9.2500 8.593
54225 10/22/10 289253 PIMCO 11/01/18 72,000.00 103.75 74,700.00
PUR 10/15/10 009127AA AMGH MERGER SUB 9.2500 8.722
54225 10/22/10 289232 PIMCO 11/01/18 35,000.00 103.00 36,050.00
PUR 10/13/10 039686AB ARDAGH PACKAGIN FINANCE 9.1250 8.161
53769 10/18/10 289232 PIMCO 10/15/20 200,000.00 106.50 213,000.00
PUR 10/01/10 04570VAA ASSOCIATED MATERIALS INC 9.1250 9.123
53727 10/13/10 289232 PIMCO 11/01/17 650,000.00 100.00 650,000.00
PUR 10/13/10 04570VAA ASSOCIATED MATERIALS INC 9.1250 8.221
53727 10/18/10 289232 PIMCO 11/01/17 300,000.00 104.75 314,250.00
PUR 10/01/10 106777AA BREITBURN ENERGY PARTNER 8.6250 8.875
54162 10/06/10 289232 PIMCO 10/15/20 500,000.00 98.358 491,790.00
PUR 10/07/10 10801PAA BRICKMAN GROUP HOLDINGS 9.1250 9.123
54226 10/14/10 289232 PIMCO 11/01/18 200,000.00 100.00 200,000.00
PUR 10/07/10 10801PAA BRICKMAN GROUP HOLDINGS 9.1250 8.881
54226 10/14/10 289232 PIMCO 11/01/18 21,000.00 101.37 21,288.75
PUR 10/07/10 10801PAA BRICKMAN GROUP HOLDINGS 9.1250 8.729
54226 10/14/10 289232 PIMCO 11/01/18 36,000.00 102.25 36,810.00
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 10/01/10 THROUGH 10/31/10
PIMCO (5166) -Cont. PAGE: 132
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/07/10 10801PAA BRICKMAN GROUP HOLDINGS 9.1250 8.772
54226 10/14/10 289232 PIMCO 11/01/18 21,000.00 102.00 21,420.00
PUR 10/07/10 10801PAA BRICKMAN GROUP HOLDINGS 9.1250 8.837
54226 10/14/10 289232 PIMCO 11/01/18 22,000.00 101.62 22,357.50
PUR 10/13/10 10801PAA BRICKMAN GROUP HOLDINGS 9.1250 8.881
54226 10/18/10 289232 PIMCO 11/01/18 200,000.00 101.37 202,750.00
PUR 10/13/10 120111BJ BUILDING MATERIALS CORP 7.5000 6.949
51103 10/18/10 289232 PIMCO 3/15/20 250,000.00 103.75 259,375.00
PUR 10/18/10 131347BW CALPINE CORPORATION 7.5000 7.498
54227 10/22/10 289232 PIMCO 2/15/21 525,000.00 100.00 525,000.00
PUR 10/20/10 131347BW CALPINE CORPORATION 7.5000 7.463
54227 10/25/10 289232 PIMCO 2/15/21 100,000.00 100.25 100,250.00
PUR 10/27/10 165167CB CHESAPEAKE ENERGY CORP 2.2500 3.642
54060 11/01/10 289232 PIMCO 12/15/38 500,000.00 75.625 378,125.00
PUR 10/05/10 23327BAC DJO FIN LLC/DJO FIN CORP 9.7500 9.750
54228 10/18/10 289232 PIMCO 10/15/17 250,000.00 100.00 250,000.00
PUR 10/13/10 23327BAC DJO FIN LLC/DJO FIN CORP 9.7500 8.967
54228 10/18/10 289232 PIMCO 10/15/17 250,000.00 104.00 260,000.00
PUR 10/05/10 23918KAM DAVITA INC 6.6250 6.625
54229 10/20/10 289232 PIMCO 11/01/20 225,000.00 100.00 225,000.00
PUR 10/14/10 23918KAM DAVITA INC 6.6250 6.302
54229 10/20/10 289232 PIMCO 11/01/20 525,000.00 102.37 537,468.75
PUR 10/14/10 297425AG ESTERLINE TECHNOLOGIES C 7.0000 6.106
53219 10/19/10 289232 PIMCO 8/01/20 250,000.00 106.50 266,250.00
PUR 10/01/10 30250KAA FGI HOLDING CO INC 11.2500 11.250
51414 10/01/10 289232 PIMCO 10/01/15 21,296.00 100.00 21,296.00
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 10/01/10 THROUGH 10/31/10
PIMCO (5166) -Cont. PAGE: 133
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/26/10 30251GAA FMG RESOURCES AUG 2006 7.0000 7.000
54235 10/29/10 289232 PIMCO 11/01/15 175,000.00 100.00 175,000.00
PUR 10/27/10 428303AK HEXION 9.0000 8.999
54236 11/05/10 289232 PIMCO 11/15/20 150,000.00 100.00 150,000.00
PUR 10/13/10 45824TAA INTELSAT JACKSON HLDG 7.2500 6.969
53552 10/18/10 289232 PIMCO 10/15/20 275,000.00 102.00 280,500.00
PUR 10/13/10 45824TAA INTELSAT JACKSON HLDG 7.2500 6.986
53552 10/18/10 289232 PIMCO 10/15/20 225,000.00 101.87 229,218.75
PUR 10/18/10 45824TAA INTELSAT JACKSON HLDG 7.2500 7.003
53552 10/21/10 289232 PIMCO 10/15/20 250,000.00 101.75 254,375.00
PUR 10/26/10 55303QAB MGM RESORTS 10.0000 10.313
54238 10/29/10 289232 PIMCO 11/01/16 500,000.00 98.625 493,125.00
PUR 10/13/10 563571AH MANITOWOC COMPANY 8.5000 8.625
54239 10/18/10 289232 PIMCO 11/01/20 500,000.00 99.165 495,825.00
PUR 10/07/10 594087AQ MICHAELS STORES INC 7.7500 7.875
54240 10/21/10 289232 PIMCO 11/01/18 575,000.00 99.262 570,756.50
PUR 10/13/10 594087AQ MICHAELS STORES INC 7.7500 7.877
54240 10/21/10 289232 PIMCO 11/01/18 425,000.00 99.250 421,812.50
PUR 10/27/10 60877UAU MOMENTIVE PERFORMANCE 9.0000 8.996
54242 11/05/10 289232 PIMCO 1/15/21 300,000.00 100.00 300,000.00
PUR 10/14/10 628782AG NBTY INC 9.0000 7.903
53771 10/19/10 289232 PIMCO 10/01/18 400,000.00 106.37 425,500.00
PUR 10/15/10 629377BH NRG ENERGY INC 8.2500 7.521
53599 10/20/10 289232 PIMCO 9/01/20 500,000.00 105.00 525,000.00
PUR 10/29/10 65409QAX NIELSEN FINANCE LLC CO 7.7500 7.245
54127 11/09/10 289232 POST ADVISORY 10/15/18 300,000.00 103.00 309,000.00
S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
PIMCO (5166) -Cont. PAGE: 134
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/20/10 693492AC PINAFORE LLC/INC 9.0000 7.840
53584 10/25/10 289232 PIMCO 10/01/18 150,000.00 106.75 160,125.00
PUR 10/13/10 74837NAC QUIKSILVER INC 6.8750 7.677
53546 10/18/10 289232 PIMCO 4/15/15 250,000.00 97.000 242,500.00
PUR 10/06/10 74959GAA REYNOLDS GRP ISS/REYNOLD 7.1250 7.125
53785 10/15/10 289232 PIMCO 4/15/19 150,000.00 100.00 150,000.00
PUR 10/12/10 74959GAA REYNOLDS GRP ISS/REYNOLD 7.1250 6.638
53785 10/15/10 289232 PIMCO 4/15/19 100,000.00 103.12 103,125.00
PUR 10/13/10 74959GAA REYNOLDS GRP ISS/REYNOLD 7.1250 6.618
53785 10/18/10 289232 PIMCO 4/15/19 500,000.00 103.25 516,250.00
PUR 10/06/10 74959GAC REYNOLDS GRP ISS/REYNOLD 9.0000 9.000
53786 10/15/10 289232 PIMCO 4/15/19 175,000.00 100.00 175,000.00
PUR 10/08/10 74959GAC REYNOLDS GRP ISS/REYNOLD 9.0000 8.436
53786 10/15/10 289232 PIMCO 4/15/19 100,000.00 103.37 103,375.00
PUR 10/13/10 74959GAC REYNOLDS GRP ISS/REYNOLD 9.0000 8.293
53786 10/18/10 289232 PIMCO 4/15/19 475,000.00 104.25 495,187.50
PUR 10/14/10 75281AAL RANGE RESOURCES CORP 6.7500 5.898
53066 10/19/10 289232 PIMCO 8/01/20 250,000.00 106.25 265,625.00
PUR 10/29/10 828732AA SIMMONS FOODS INC 10.5000 10.500
54128 11/03/10 289232 POST ADVISORY 11/01/17 300,000.00 100.00 300,000.00
PUR 10/14/10 84762LAF SPECTRUM BRANDS HLDGS 9.5000 7.700
52305 10/19/10 289232 PIMCO 6/15/18 175,000.00 110.25 192,937.50
PUR 10/21/10 911365AW UNITED RENTALS NORTH AMER I 8.3750 8.373
54248 10/26/10 289232 PIMCO 9/15/20 500,000.00 100.00 500,000.00
PUR 10/18/10 914906AH UNIVISION COMMUNICATIONS 7.8750 7.200
54124 10/26/10 289232 PIMCO 11/01/20 225,000.00 100.00 225,000.00
S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 10/01/10 THROUGH 10/31/10
PIMCO (5166) -Cont. PAGE: 135
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/19/10 914906AH UNIVISION COMMUNICATIONS 7.8750 7.622
54124 10/26/10 289232 PIMCO 11/01/20 6,000.00 101.75 6,105.00
PUR 10/19/10 914906AH UNIVISION COMMUNICATIONS 7.8750 7.604
54124 10/26/10 289232 PIMCO 11/01/20 19,000.00 101.87 19,356.25
PUR 10/21/10 914906AH UNIVISION COMMUNICATIONS 7.8750 7.427
54124 10/26/10 289232 PIMCO 11/01/20 50,000.00 103.12 51,562.50
PUR 10/29/10 92675WAA VIKING ACQUISITION INC 9.2500 9.250
54129 11/05/10 289232 POST ADVISORY 11/01/18 400,000.00 100.00 400,000.00
PUR 10/14/10 934548AE WMG ACQUSITION CORP 7.3750 9.433
53886 10/19/10 289232 PIMCO 4/15/14 500,000.00 94.000 470,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 14,446,296.00 14,511,855.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 14,446,296.00 14,511,855.00
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 10/08/10 00130HBA AES CORPORATION 8.7500 8.392
45748 10/08/10 289232 PIMCO 5/15/13 248,000.00 101.45 251,615.84 1,614.93
SALE 10/07/10 315292AD FERRELLGAS LP 6.7500 9.317
46965 10/13/10 289232 PIMCO 5/01/14 1,600,000.00 102.25 1,636,000.00 157,877.22
SALE 10/07/10 319963AP FIRST DATA CORP 9.8750 14.053
43448 10/13/10 289232 PIMCO 9/24/15 250,000.00 83.500 208,750.00 -4,849.21
SALE 10/26/10 35671DAS FREEPORT MCMORAN 8.3750 8.845
46497 10/29/10 289232 PIMCO 4/01/17 1,000,000.00 113.21 1,132,100.00 154,874.33
SALE 10/14/10 373298BV GEORGIA PACIFIC CORP 8.1250 8.850
42045 10/19/10 289232 PIMCO 5/15/11 1,000,000.00 103.25 1,032,500.00 36,570.24
S T A T E O F N E W J E R S E Y 5166
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DURING THE PERIOD 10/01/10 THROUGH 10/31/10
PIMCO (5166) -Cont. PAGE: 136
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SALE 10/28/10 373298BV GEORGIA PACIFIC CORP 8.1250 8.850
42045 11/02/10 289232 PIMCO 5/15/11 500,000.00 103.37 516,875.00 18,763.04
SALE 10/18/10 458207AF INTELSAT JACKSON HLDG 9.5000 9.547
47603 10/21/10 289232 PIMCO 6/15/16 250,000.00 106.62 266,562.50 17,123.89
SALE 10/28/10 494553AB KNIGHT INC 6.5000 8.083
46966 11/02/10 289232 PIMCO 9/01/12 500,000.00 105.62 528,125.00 41,421.97
SALE 10/01/10 581241AA MCJUNKING RED MAN CORP 9.5000 9.428
50353 10/06/10 289232 PIMCO 12/15/16 125,000.00 90.500 113,125.00 -12,259.41
SALE 10/15/10 629377AU NRG ENERGY INC 7.3750 7.870
42050 10/20/10 289232 PIMCO 2/01/16 500,000.00 104.25 521,250.00 31,870.90
SALE 10/13/10 656569AG NORTEL NETWORKS 10.1250 10.923
42052 10/18/10 289232 PIMCO 7/15/13 600,000.00 82.750 496,500.00 -92,212.35
SALE 10/08/10 708160BQ JC PENNEY CORP 7.9500 8.210
47033 10/14/10 289232 PIMCO 4/01/17 75,000.00 110.50 82,875.00 8,842.03
SALE 10/14/10 74819RAG QUEBECOR MEDIA 7.7500 11.902
43531 10/19/10 289232 PIMCO 3/15/16 500,000.00 104.00 520,000.00 101,148.58
SALE 10/13/10 74913GAE QWEST CORP 7.8750 8.489
46464 10/18/10 289232 PIMCO 9/01/11 1,400,000.00 105.62 1,478,750.00 86,033.63
SALE 10/14/10 826428AJ SIERRA PACIFIC RESOURCES 7.8030 7.410
42886 10/19/10 289232 PIMCO 6/15/12 450,000.00 102.00 459,000.00 6,357.40
SALE 10/14/10 852060AJ SPRINT CAPITAL CORP 7.6250 8.592
45869 10/19/10 289232 PIMCO 1/30/11 290,000.00 101.50 294,350.00 5,232.28
SALE 10/20/10 878742AM TECK RESOURCES LIMITED 10.2500 10.956
48248 10/25/10 289232 PIMCO 5/15/16 402,000.00 123.25 495,465.00 105,095.55
SALE 10/05/10 878742AQ TECK RESOURCES LIMITED 10.7500 11.080
48247 10/05/10 PIMCO 5/15/19 241,000.00 122.75 295,827.50 59,234.79
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
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DURING THE PERIOD 10/01/10 THROUGH 10/31/10
PIMCO (5166) -Cont. PAGE: 137
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SALE 10/26/10 909317BE UNITED AIRLINES INC 9.7500 9.476
49835 10/29/10 289232 PIMCO 1/15/17 951,725.53 116.00 1,104,001.61 140,506.02
SALE 10/14/10 97381WAD WINDSTREAM CORP 8.6250 9.029
42477 10/19/10 289232 PIMCO 8/01/16 665,000.00 106.00 704,900.00 51,954.72
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 11,547,725.53 12,138,572.45 915,200.55
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 11,547,725.53 12,138,572.45 915,200.55
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
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DURING THE PERIOD 10/01/10 THROUGH 10/31/10
NOMURA (5167) PAGE: 138
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 10/01/10 002447AA AWAS AVIATION CAPITAL LT 7.0000 7.010
53832 10/18/10 289232 NOMURA 10/15/16 525,000.00 100.00 525,000.00
PUR 10/15/10 009127AA AMGH MERGER SUB 9.2500 9.249
54256 10/22/10 289232 NOMURA 11/01/18 150,000.00 100.00 150,000.00
PUR 10/07/10 021332AA ALTA MESA HOLDINGS 9.6250 9.752
54258 10/13/10 289232 NOMURA 10/15/18 350,000.00 99.307 347,574.50
PUR 10/21/10 02369AAG AMERICAN ACHIEVEMENT CORP 10.8750 10.872
54259 11/01/10 289232 NOMURA 4/15/16 325,000.00 100.00 325,000.00
PUR 10/01/10 026874BE AMERICAN INTL GROUP 6.2500 7.338
48260 10/06/10 289232 NOMURA 3/15/37 100,000.00 87.375 87,375.00
PUR 10/06/10 026874BE AMERICAN INTL GROUP 6.2500 7.185
48260 10/12/10 289232 NOMURA 3/15/37 100,000.00 89.000 89,000.00
PUR 10/01/10 026874BS AMERICAN INTL GROUP 8.2500 8.091
48267 10/06/10 289232 NOMURA 5/15+58 175,000.00 101.00 176,750.00
PUR 10/12/10 03216NAD AMSCAN HOLDINGS 8.7500 7.804
46064 10/15/10 289232 NOMURA 5/01/14 575,000.00 102.87 591,531.30
PUR 10/28/10 103304BE BOYD GAMING CORPORATION 9.1250 9.123
54260 11/10/10 289232 NOMURA 12/01/18 375,000.00 100.00 375,000.00
PUR 10/07/10 10801PAA BRICKMAN GROUP HOLDINGS 9.1250 8.903
53835 10/14/10 289232 NOMURA 11/01/18 225,000.00 100.00 225,000.00
PUR 10/21/10 12429WAA BWAY PARENT COMPANY INC 10.1250 10.917
54261 10/26/10 289232 NOMURA 11/01/15 325,000.00 97.000 315,250.00
PUR 10/05/10 12489LAF DB RICHARD ELLIS SERVICE 6.6250 6.625
54262 10/08/10 289232 NOMURA 10/15/20 275,000.00 100.00 275,000.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 10/01/10 THROUGH 10/31/10
NOMURA (5167) -Cont. PAGE: 139
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/18/10 131347BW CALPINE CORPORATION 7.5000 7.498
54263 10/22/10 289232 NOMURA 2/15/21 150,000.00 100.00 150,000.00
PUR 10/01/10 147446AQ CASE NEW HOLLAND INC 7.8750 6.084
52448 10/06/10 289232 NOMURA 12/01/17 150,000.00 110.25 165,375.00
PUR 10/07/10 171871AN CINCINNATI BELL INC 8.3750 8.375
54264 10/13/10 289232 NOMURA 10/15/20 625,000.00 100.00 625,000.00
PUR 10/05/10 23918KAL DAVITA INC 6.3750 6.375
54265 10/20/10 289232 NOMURA 11/01/18 250,000.00 100.00 250,000.00
PUR 10/05/10 23918KAM DAVITA INC 6.6250 6.625
54266 10/20/10 289232 NOMURA 11/01/20 250,000.00 100.00 250,000.00
PUR 10/06/10 254423AA DINEEQUITY INC 9.5000 8.794
54268 10/19/10 289232 NOMURA 10/30/18 25,000.00 104.00 26,000.00
PUR 10/06/10 254423AA DINEEQUITY INC 9.5000 9.499
54268 10/19/10 289232 NOMURA 10/30/18 375,000.00 100.00 375,000.00
PUR 10/06/10 254423AA DINEEQUITY INC 9.5000 8.859
54268 10/19/10 289232 NOMURA 10/30/18 75,000.00 103.62 77,718.75
PUR 10/06/10 254423AA DINEEQUITY INC 9.5000 8.794
54268 10/19/10 289232 NOMURA 10/30/18 150,000.00 104.00 156,000.00
PUR 10/06/10 254423AA DINEEQUITY INC 9.5000 8.794
54268 10/19/10 289232 NOMURA 10/30/18 100,000.00 104.00 104,000.00
PUR 10/26/10 30251GAA FMG RESOURCES AUG 2006 7.0000 7.000
54269 10/29/10 289232 NOMURA 11/01/15 525,000.00 100.00 525,000.00
PUR 10/07/10 319963AP FIRST DATA CORP 9.8750 14.759
44687 10/13/10 289232 NOMURA 9/24/15 150,000.00 83.250 124,875.00
PUR 10/07/10 319963AP FIRST DATA CORP 9.8750 14.596
44687 10/13/10 289232 NOMURA 9/24/15 100,000.00 83.750 83,750.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 10/01/10 THROUGH 10/31/10
NOMURA (5167) -Cont. PAGE: 140
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/01/10 319963AV FIRST DATA CORP 11.2500 19.462
51626 10/06/10 289232 NOMURA 3/31/16 100,000.00 73.000 73,000.00
PUR 10/01/10 319963AV FIRST DATA CORP 11.2500 19.462
51626 10/06/10 289232 NOMURA 3/31/16 75,000.00 73.000 54,750.00
PUR 10/07/10 319963AV FIRST DATA CORP 11.2500 19.198
51626 10/13/10 289232 NOMURA 3/31/16 75,000.00 73.750 55,312.50
PUR 10/01/10 37250WAD GEOEYE INC 8.6250 8.624
54331 10/08/10 289253 NOMURA 10/01/16 75,000.00 100.00 75,000.00
PUR 10/20/10 41043FAH HANGER ORTHOPEDIC GROUP 7.1250 7.124
54270 11/02/10 289232 NOMURA 11/15/18 200,000.00 100.00 200,000.00
PUR 10/01/10 41135QAA HAPAG LLOYD 9.7500 9.876
54271 10/08/10 289232 NOMURA 10/15/17 200,000.00 99.373 198,746.20
PUR 10/08/10 413627BM HARRAHS OPERATING CO INC 10.0000 13.201
50602 10/14/10 289232 NOMURA 12/15/18 75,000.00 84.250 63,187.50
PUR 10/08/10 413627BM HARRAHS OPERATING CO INC 10.0000 13.201
50602 10/14/10 289232 NOMURA 12/15/18 175,000.00 84.250 147,437.50
PUR 10/27/10 428303AK HEXION 9.0000 8.999
54272 11/05/10 289232 NOMURA 11/15/20 250,000.00 100.00 250,000.00
PUR 10/08/10 431318AL HILCORP ENERGY 7.6250 7.400
54273 10/14/10 289232 NOMURA 4/15/21 100,000.00 101.62 101,625.00
PUR 10/08/10 431318AL HILCORP ENERGY 7.6250 7.469
54273 10/14/10 289232 NOMURA 4/15/21 100,000.00 101.12 101,125.00
PUR 10/08/10 431318AL HILCORP ENERGY 7.6250 7.400
54273 10/14/10 289232 NOMURA 4/15/21 200,000.00 101.62 203,250.00
PUR 10/19/10 44107TAJ HOST HOTELS + RESORTS 6.0000 5.966
54161 10/25/10 289232 NOMURA 11/01/20 600,000.00 100.00 600,000.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 10/01/10 THROUGH 10/31/10
NOMURA (5167) -Cont. PAGE: 141
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/28/10 44701QAW HUNTSMAN INTERNATIONAL L 8.6250 7.497
53561 11/12/10 289232 NOMURA 3/15/21 300,000.00 108.00 324,000.00
PUR 10/07/10 44965TAA ILFC E CAPITAL 5.9000 8.231
54274 10/13/10 289232 NOMURA 12/21+65 100,000.00 72.000 72,000.00
PUR 10/28/10 466313AF JABIL CIRCUIT INC 5.6250 5.624
54275 11/02/10 289232 NOMURA 12/15/20 175,000.00 100.00 175,000.00
PUR 10/07/10 526057BD LENNAR CORP 6.9500 7.739
53575 10/13/10 289232 NOMURA 6/01/18 200,000.00 95.500 191,000.00
PUR 10/07/10 526057BD LENNAR CORP 6.9500 7.785
53575 10/13/10 289232 NOMURA 6/01/18 125,000.00 95.250 119,062.50
PUR 10/25/10 552953AL MGM MIRAGE INC 6.7500 7.630
49849 10/28/10 289232 NOMURA 9/01/12 125,000.00 98.500 123,125.00
PUR 10/25/10 552953AL MGM MIRAGE INC 6.7500 7.333
49849 10/28/10 289232 NOMURA 9/01/12 100,000.00 99.000 99,000.00
PUR 10/13/10 563571AH MANITOWOC COMPANY 8.5000 8.625
54276 10/18/10 289232 NOMURA 11/01/20 325,000.00 99.165 322,286.30
PUR 10/19/10 570506AM MARKWEST ENERGY PARTNERS 6.7500 6.750
54277 11/02/10 289232 NOMURA 11/01/20 250,000.00 100.00 250,000.00
PUR 10/07/10 594087AQ MICHAELS STORES INC 7.7500 7.875
53833 10/21/10 289232 NOMURA 11/01/18 575,000.00 99.262 570,756.50
PUR 10/27/10 60877UAU MOMENTIVE PERFORMANCE 9.0000 8.996
54332 11/05/10 289253 NOMURA 1/15/21 425,000.00 100.00 425,000.00
PUR 10/22/10 651715AD NEWPAGE CORP 10.0000 49.271
54278 10/27/10 289232 NOMURA 5/01/12 50,000.00 61.250 30,625.00
PUR 10/12/10 651715AK NEWPAGE CORPORATION 11.3750 13.173
54279 10/15/10 289232 NOMURA 12/31/14 75,000.00 94.250 70,687.50
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 10/01/10 THROUGH 10/31/10
NOMURA (5167) -Cont. PAGE: 142
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/12/10 651715AK NEWPAGE CORPORATION 11.3750 13.755
54279 10/15/10 289232 NOMURA 12/31/14 75,000.00 92.500 69,375.00
PUR 10/29/10 65409QAX NIELSEN FINANCE LLC CO 7.7500 7.245
54130 11/09/10 289232 NOMURA 10/15/18 600,000.00 103.00 618,000.00
PUR 10/22/10 682129AD OMNOVA SOLUTIONS 7.8750 7.875
54280 11/03/10 289232 NOMURA 11/01/18 125,000.00 100.00 125,000.00
PUR 10/22/10 74112BAF PRESTIGE BRANDS 8.2500 7.887
54281 11/01/10 289232 NOMURA 4/01/18 100,000.00 102.00 102,000.00
PUR 10/06/10 74959GAA REYNOLDS GRP ISS/REYNOLD 7.1250 7.125
54282 10/15/10 289232 NOMURA 4/15/19 250,000.00 100.00 250,000.00
PUR 10/06/10 74959GAC REYNOLDS GRP ISS/REYNOLD 9.0000 9.000
54283 10/15/10 289232 NOMURA 4/15/19 425,000.00 100.00 425,000.00
PUR 10/13/10 75886AAE REGENCY ENERGY PARTNERS 6.8750 6.874
54284 10/27/10 289232 NOMURA 12/01/18 250,000.00 100.00 250,000.00
PUR 10/28/10 76009NAF RENT A CENTER INCORPORATED 6.6250 6.420
54285 11/02/10 289232 NOMURA 11/15/20 125,000.00 101.50 126,875.00
PUR 10/28/10 76009NAF RENT A CENTER INCORPORATED 6.6250 6.625
54285 11/02/10 289232 NOMURA 11/15/20 175,000.00 100.00 175,000.00
PUR 10/05/10 78442FEJ SLM CORP 8.0000 7.999
54286 10/08/10 289232 NOMURA 3/25/20 50,000.00 100.00 50,000.00
PUR 10/05/10 78442FEJ SLM CORP 8.0000 7.999
54286 10/08/10 289232 NOMURA 3/25/20 50,000.00 100.00 50,000.00
PUR 10/05/10 78442FEJ SLM CORP 8.0000 8.037
54286 10/08/10 289232 NOMURA 3/25/20 50,000.00 99.750 49,875.00
PUR 10/07/10 78442FEJ SLM CORP 8.0000 7.772
54286 10/13/10 289232 NOMURA 3/25/20 50,000.00 101.50 50,750.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 10/01/10 THROUGH 10/31/10
NOMURA (5167) -Cont. PAGE: 143
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 10/07/10 78442FEJ SLM CORP 8.0000 7.847
54286 10/13/10 289232 NOMURA 3/25/20 25,000.00 101.00 25,250.00
PUR 10/22/10 78572XAA SABRA HEALTH/CAPTL CORP 8.1250 8.125
54287 10/27/10 289232 NOMURA 11/01/18 125,000.00 100.00 125,000.00
PUR 10/29/10 828732AA SIMMONS FOODS INC 10.5000 10.500
54131 11/03/10 289232 NOMURA 11/01/17 250,000.00 100.00 250,000.00
PUR 10/07/10 852060AT SPRINT CAPITAL CORP 8.7500 7.873
42215 10/13/10 289232 NOMURA 3/15/32 200,000.00 109.00 218,000.00
PUR 10/07/10 852060AT SPRINT CAPITAL CORP 8.7500 7.850
42215 10/13/10 289232 NOMURA 3/15/32 75,000.00 109.25 81,937.50
PUR 10/29/10 92675WAA VIKING ACQUISITION INC 9.2500 9.250
54132 11/05/10 289232 NOMURA 11/01/18 250,000.00 100.00 250,000.00
PUR 10/13/10 98375YAZ XM SATELLITE RADIO INC 7.6250 7.625
54288 10/27/10 289232 NOMURA 11/01/18 350,000.00 100.00 350,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 15,075,000.00 14,933,238.55
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 15,075,000.00 14,933,238.55
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 10/08/10 002447AA AWAS AVIATION CAPITAL LT 7.0000 7.010
53832 10/18/10 289232 NOMURA 10/15/16 225,000.00 100.37 225,843.75 843.75
SALE 10/08/10 002447AA AWAS AVIATION CAPITAL LT 7.0000 7.010
53832 10/18/10 289232 NOMURA 10/15/16 300,000.00 100.37 301,125.00 1,125.00
SALE 10/27/10 00928QAB AIRCASTLE 9.7500 9.994
54163 11/01/10 289232 NOMURA 8/01/18 100,000.00 109.00 109,000.00 10,325.12
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 10/01/10 THROUGH 10/31/10
NOMURA (5167) -Cont. PAGE: 144
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/01/10 02406PAF AMERICAN AXLE 7.8750 9.509
52194 10/06/10 289253 NOMURA 3/01/17 325,000.00 99.125 322,156.30 22,241.03
SALE 10/27/10 026874BE AMERICAN INTL GROUP 6.2500 9.440
48260 11/01/10 289232 NOMURA 3/15/37 100,000.00 91.000 91,000.00 21,839.16
SALE 10/27/10 026874BE AMERICAN INTL GROUP 6.2500 9.440
48260 11/01/10 289232 NOMURA 3/15/37 100,000.00 91.250 91,250.00 22,089.16
SALE 10/27/10 026874BE AMERICAN INTL GROUP 6.2500 9.440
48260 11/01/10 289232 NOMURA 3/15/37 175,000.00 91.000 159,250.00 38,218.53
SALE 10/08/10 026874BS AMERICAN INTL GROUP 8.2500 9.847
48267 10/14/10 289232 NOMURA 5/15+58 75,000.00 104.00 78,000.00 15,613.59
SALE 10/08/10 026874BS AMERICAN INTL GROUP 8.2500 9.847
48267 10/14/10 289232 NOMURA 5/15+58 50,000.00 104.00 52,000.00 10,409.06
SALE 10/08/10 026874BS AMERICAN INTL GROUP 8.2500 9.847
48267 10/14/10 289232 NOMURA 5/15+58 125,000.00 103.75 129,687.50 25,710.15
SALE 10/13/10 18538AAA CLEARWIRE COMM/FINANCE 12.0000 11.946
51908 10/18/10 289232 NOMURA 12/01/15 100,000.00 110.50 110,500.00 10,329.66
SALE 10/21/10 224044BV COX COMMUNICATIONS INC 8.3750 8.410
45669 10/26/10 289232 NOMURA 3/01/39 95,000.00 133.00 126,350.00 31,725.29
SALE 10/15/10 23918KAH DAVITA INC 7.2500 7.972
47660 10/15/10 NOMURA 3/15/15 2,625,000.00 100.87 2,647,968.75 92,643.16
SALE 10/07/10 269279AD EXCO RESOURCES INC 7.5000 7.750
53556 10/13/10 289232 NOMURA 9/15/18 575,000.00 100.25 576,437.50 9,883.73
SALE 10/06/10 29273VAC ENERGY TRANSFER EQUITY 7.5000 7.499
53563 10/12/10 289232 NOMURA 10/15/20 225,000.00 108.25 243,562.50 18,562.50
SALE 10/01/10 319963AT FIRST DATA CORP 10.5500 13.783
48980 10/06/10 289232 NOMURA 9/24/15 125,000.00 81.125 101,406.30 -9,385.28
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 10/01/10 THROUGH 10/31/10
NOMURA (5167) -Cont. PAGE: 145
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/27/10 345370CA FORD MTR CO 7.4500 8.725
52099 11/01/10 289232 NOMURA 7/16/31 100,000.00 114.50 114,500.00 26,643.36
SALE 10/06/10 36186CBY GMAC INC 8.0000 8.757
50345 10/12/10 289232 NOMURA 11/01/31 555,000.00 113.50 629,925.00 115,033.19
SALE 10/21/10 37331NAA GEORGIA PACIFIC LLC 8.2500 8.919
46300 10/26/10 289232 NOMURA 5/01/16 225,000.00 114.50 257,625.00 39,077.24
SALE 10/13/10 413627BM HARRAHS OPERATING CO INC 10.0000 17.212
50602 10/18/10 289232 NOMURA 12/15/18 75,000.00 87.750 65,812.50 14,100.70
SALE 10/13/10 413627BM HARRAHS OPERATING CO INC 10.0000 17.212
50602 10/18/10 289232 NOMURA 12/15/18 250,000.00 87.750 219,375.00 47,002.32
SALE 10/13/10 413627BM HARRAHS OPERATING CO INC 10.0000 17.212
50602 10/18/10 289232 NOMURA 12/15/18 125,000.00 87.750 109,687.50 23,501.16
SALE 10/01/10 44701QAP HUNTSMAN INTL LLC 7.8750 7.773
51554 10/01/10 NOMURA 11/15/14 200,000.00 101.18 202,376.00 1,698.83
SALE 10/29/10 44701QAW HUNTSMAN INTERNATIONAL L 8.6250 7.854
53561 11/12/10 289232 NOMURA 3/15/21 450,000.00 109.50 492,750.00 18,750.00
SALE 10/19/10 527298AP LEVEL 3 FINANCING INC 10.0000 10.610
52701 10/22/10 289232 NOMURA 2/01/18 375,000.00 93.000 348,750.00 -14,735.62
SALE 10/07/10 536022AE LINN ENERGY LLC/FIN CORP 7.7500 7.855
53555 10/13/10 289232 NOMURA 2/01/21 550,000.00 102.25 562,375.00 16,502.95
SALE 10/27/10 584404AC MEDIA GENERAL INC 11.7500 12.257
52899 11/01/10 289232 NOMURA 2/15/17 150,000.00 107.00 160,500.00 13,834.06
SALE 10/28/10 58446VAE MEDIACOM BROADBAND 8.5000 10.356
42279 11/02/10 289232 NOMURA 10/15/15 640,000.00 104.75 670,400.00 75,583.63
SALE 10/08/10 594087AQ MICHAELS STORES INC 7.7500 7.875
53833 10/21/10 289232 NOMURA 11/01/18 100,000.00 98.625 98,625.00 -637.00
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 10/01/10 THROUGH 10/31/10
NOMURA (5167) -Cont. PAGE: 146
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 10/08/10 594087AQ MICHAELS STORES INC 7.7500 7.875
53833 10/21/10 289232 NOMURA 11/01/18 100,000.00 98.750 98,750.00 -512.00
SALE 10/08/10 594087AQ MICHAELS STORES INC 7.7500 7.875
53833 10/21/10 289232 NOMURA 11/01/18 75,000.00 98.750 74,062.50 -384.00
SALE 10/27/10 65409QAJ NIELSEN FIN LLC 69.730
44186 11/01/10 289232 NOMURA 8/01/16 55,000.00 101.87 56,031.25 54,267.12
SALE 10/18/10 67090FAD NUVEEN INVESTMENTS INC 10.5000 20.327
50168 10/21/10 289232 NOMURA 11/15/15 75,000.00 102.50 76,875.00 24,559.96
SALE 10/21/10 67090FAD NUVEEN INVESTMENTS INC 10.5000 20.327
50168 10/26/10 289232 NOMURA 11/15/15 100,000.00 104.12 104,125.00 34,317.38
SALE 10/22/10 67090FAD NUVEEN INVESTMENTS INC 10.5000 20.327
50168 10/27/10 289232 NOMURA 11/15/15 75,000.00 104.00 78,000.00 25,636.11
SALE 10/27/10 67090FAD NUVEEN INVESTMENTS INC 10.5000 20.327
50168 11/01/10 289232 NOMURA 11/15/15 200,000.00 104.75 209,500.00 69,775.24
SALE 10/27/10 67090FAD NUVEEN INVESTMENTS INC 10.5000 20.327
50168 11/01/10 289232 NOMURA 11/15/15 125,000.00 104.75 130,937.50 43,609.53
SALE 10/07/10 693492AC PINAFORE LLC/INC 9.0000 8.721
53793 10/13/10 289232 NOMURA 10/01/18 25,000.00 106.75 26,687.50 1,293.87
SALE 10/13/10 693492AC PINAFORE LLC/INC 9.0000 8.721
53793 10/18/10 289232 NOMURA 10/01/18 675,000.00 108.12 729,843.75 44,243.73
SALE 10/26/10 726505AD PLAINS EXPLORATION 7.7500 8.705
42930 10/29/10 289232 NOMURA 6/15/15 225,000.00 105.75 237,937.50 21,015.70
SALE 10/13/10 74153QAG PRIDE INTERNATIONAL INC 8.5000 8.598
47132 10/18/10 289232 NOMURA 6/15/19 300,000.00 121.25 363,750.00 65,578.74
SALE 10/14/10 74913GAC QWEST CORP 8.8750 9.335
43938 10/15/10 289232 NOMURA 3/15/12 1,175,000.00 109.87 1,291,031.00 123,209.64
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 10/01/10 THROUGH 10/31/10
NOMURA (5167) -Cont. PAGE: 147
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
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SALE 10/14/10 812141AP SEALY MATTRESS CO 10.8750 11.002
47111 10/19/10 238232 NOMURA 4/15/16 495,000.00 114.75 568,012.50 75,572.35
SALE 10/19/10 852060AT SPRINT CAPITAL CORP 8.7500 9.673
42215 10/22/10 289232 NOMURA 3/15/32 325,000.00 109.25 355,062.50 57,013.49
SALE 10/22/10 852060AT SPRINT CAPITAL CORP 8.7500 9.673
42215 10/27/10 289232 NOMURA 3/15/32 175,000.00 110.25 192,937.50 32,449.49
SALE 10/18/10 852061AF SPRINT NEXTEL 8.3750 8.644
48110 10/21/10 289232 NOMURA 8/15/17 175,000.00 110.00 192,500.00 19,926.63
SALE 10/28/10 85375CAX STANDARD PACIFIC CORP 8.3750 8.329
51785 11/02/10 289232 NOMURA 5/15/18 250,000.00 103.50 258,750.00 8,132.45
SALE 10/06/10 880779AU TEREX CORP 8.0000 11.578
44603 10/12/10 289232 NOMURA 11/15/17 100,000.00 100.50 100,500.00 17,508.61
SALE 10/28/10 92658TAG VIDEOTRON LTEE 6.8750 8.650
47776 11/02/10 289232 NOMURA 1/15/14 50,000.00 101.87 50,937.50 3,383.82
SALE 10/28/10 92658TAG VIDEOTRON LTEE 6.8750 8.650
47776 11/02/10 289232 NOMURA 1/15/14 75,000.00 101.87 76,406.25 5,075.73
SALE 10/08/10 952355AG WEST CORP 8.6250 8.625
53811 10/14/10 289232 NOMURA 10/01/18 200,000.00 103.00 206,000.00 6,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 14,165,000.00 14,776,875.85 1,430,202.02
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 14,165,000.00 14,776,875.85 1,430,202.02
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 10/01/10 THROUGH 10/31/10
ALTERNATIVE INVESTMENTS COMMON B (5168) PAGE: 148
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 10/06/10 99MSCZAM OCH-ZIFF CAPITAL
51468 10/06/10 ALTERNATIVE INV CAPITAL CAL 23,218,838.00 1.000 23,218,838.00
PUR 10/15/10 99MSCZAM OCH-ZIFF CAPITAL
51468 10/15/10 ALTERNATIVE INV CAPITAL CAL 22,763,402.00 1.000 22,763,402.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 45,982,240.00 45,982,240.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 45,982,240.00 45,982,240.00
END OF REPORT FOR: ALTERNATIVE INVESTMENTS COMMON B