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 2/01/11 THROUGH 2/28/11
DCP EQUITY (4300) PAGE: 1
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
PURCHASE OF STOCK AND OTHER EQUITIES
PUR 2/25/11 00163U10 AMAG PHARMACEUTICALS INC
55707 3/02/11 424691 WELLS FARGO SECURITIES 20,000.00 18.211 600.00 364,826.00
SUBTOTAL STOCK PURCHASES: 20,000.00 364,826.00
600.00
TOTAL FUND PURCHASES: 20,000.00 364,826.00
600.00
SALES OF STOCK AND OTHER EQUITIES
SALE 2/25/11 53983010 LOCKHEED MARTIN CORP. 22.99
02373 3/02/11 424692 BARCLAYS CAPITAL (DOMESTIC) 15,000.00 79.796 600.00 1,196,323.01 532,735.01
SUBTOTAL STOCK SALES: 15,000.00 22.99 1,196,323.01 532,735.01
600.00
TOTAL FUND SALES: 15,000.00 22.99 1,196,323.01 532,735.01
600.00
END OF REPORT FOR: DCP EQUITY
S T A T E O F N E W J E R S E Y 4302
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
DCP SMALL CAP. (EQUITY) (4302) PAGE: 2
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 2/25/11 00163U10 AMAG PHARMACEUTICALS INC
55706 3/02/11 424693 WELLS FARGO SECURITIES 20,000.00 18.211 600.00 364,826.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 20,000.00 364,826.00
600.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 20,000.00 364,826.00
600.00
END OF REPORT FOR: DCP SMALL CAP. (EQUITY)
S T A T E O F N E W J E R S E Y 4305
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
DCP FIXED INCOME (4305) PAGE: 3
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 2/09/11 912828LC UNITED STATES TREAS NTS 2.6250 2.455
48279 2/14/11 289324 RBC CAPITAL (DOMESTIC) 7/31/14 2,000,000.00 103.57 2,071,555.80 60,369.49
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 2,000,000.00 2,071,555.80 60,369.49
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 2,000,000.00 2,071,555.80 60,369.49
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 2/01/11 THROUGH 2/28/11
N.J. BEST - POOLED EQUITY FD (4340) PAGE: 4
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 2/01/11 02406110 AMERICAN AXLE
54136 2/04/11 424613 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 14.520 90.00 43,650.00
PUR 2/03/11 02406110 AMERICAN AXLE
54136 2/08/11 424624 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 13.452 90.00 40,446.00
PUR 2/09/11 02406110 AMERICAN AXLE
54136 2/14/11 424641 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 14.013 90.00 42,127.50
PUR 2/10/11 02406110 AMERICAN AXLE
54136 2/15/11 424645 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 13.950 90.00 41,940.00
PUR 2/11/11 02406110 AMERICAN AXLE
54136 2/16/11 424649 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 14.080 30.00 14,110.00
PUR 2/15/11 02406110 AMERICAN AXLE
54136 2/18/11 424657 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 14.436 60.00 28,931.00
PUR 2/07/11 02581610 AMERICAN EXPRESS CO
51889 2/10/11 424633 DEUTSCHE BANK AG (DOMESTIC) 6,000.00 43.960 180.00 263,940.00
PUR 2/01/11 03741110 APACHE CORP
55412 2/04/11 424613 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 118.95 30.00 118,982.00
PUR 2/07/11 03741110 APACHE CORP
55412 2/10/11 424633 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 118.00 60.00 236,060.00
PUR 2/08/11 03741110 APACHE CORP
55412 2/11/11 424637 OPPENHEIMER & CO., INC 1,000.00 117.76 30.00 117,790.00
PUR 2/07/11 03783310 APPLE INC
36208 2/10/11 424633 CREDIT SUISSE SEC (AES) 1,000.00 348.28 10.00 348,291.90
PUR 2/08/11 05430310 AVON PRODUCTS
55512 2/11/11 424637 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 28.059 800.00 561,984.00
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 2/01/11 THROUGH 2/28/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 5
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/09/11 05430310 AVON PRODUCTS
55512 2/14/11 424641 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 28.200 150.00 141,150.00
PUR 2/15/11 07330210 B.E. AEROSPACE INC
55596 2/18/11 424657 JEFFERIES & COMPANY 18,000.00 37.940 540.00 683,465.40
PUR 2/16/11 07330210 B.E. AEROSPACE INC
55596 2/22/11 424661 CREDIT SUISSE SEC (AES) 2,000.00 37.534 20.00 75,087.00
PUR 2/16/11 07330210 B.E. AEROSPACE INC
55596 2/22/11 424661 CREDIT SUISSE SEC (AES) 2,000.00 36.188 20.00 72,395.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 36.861 147,482.00
40.00
PUR 2/18/11 07330210 B.E. AEROSPACE INC
55596 2/24/11 424669 CREDIT SUISSE SEC (AES) 1,000.00 36.610 10.00 36,620.00
PUR 2/18/11 07330210 B.E. AEROSPACE INC
55596 2/24/11 424669 CREDIT SUISSE SEC (AES) 1,000.00 36.610 10.00 36,620.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000.00 36.610 73,240.00
20.00
PUR 2/22/11 07330210 B.E. AEROSPACE INC
55596 2/25/11 424674 UBS WARBURG LLC 1,000.00 35.302 30.00 35,332.00
PUR 2/23/11 07330210 B.E. AEROSPACE INC
55596 2/28/11 424679 JP MORGAN 1,000.00 35.040 30.00 35,070.00
PUR 2/23/11 07330210 B.E. AEROSPACE INC
55596 2/28/11 424679 UBS WARBURG LLC 1,000.00 33.559 30.00 33,588.50
PUR 2/24/11 07330210 B.E. AEROSPACE INC
55596 3/01/11 424683 CREDIT SUISSE SEC (USA) LLC 1,000.00 34.324 30.00 34,353.70
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 6
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/04/11 07368510 BEACON ROOFING SUPPLY INC
55481 2/09/11 424628 CREDIT SUISSE SEC (AES) 17,500.00 19.111 175.00 334,619.25
PUR 2/07/11 07368510 BEACON ROOFING SUPPLY INC
55481 2/10/11 424633 CREDIT SUISSE SEC (AES) 2,500.00 19.303 25.00 48,283.50
PUR 2/15/11 08467070 BERKSHIRE HATHAWAY INC-CL B
54955 2/18/11 424657 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 84.572 30.00 84,602.00
PUR 2/16/11 08467070 BERKSHIRE HATHAWAY INC-CL B
54955 2/22/11 424661 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 85.100 60.00 170,260.00
PUR 2/17/11 08467070 BERKSHIRE HATHAWAY INC-CL B
54955 2/23/11 424665 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 84.740 60.00 169,540.00
PUR 2/18/11 08467070 BERKSHIRE HATHAWAY INC-CL B
54955 2/24/11 424669 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 85.080 30.00 85,110.00
PUR 2/25/11 08467070 BERKSHIRE HATHAWAY INC-CL B
54955 3/02/11 424689 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 84.196 30.00 84,226.00
PUR 2/10/11 08930210 BIG LOTS INC
55549 2/15/11 424645 DEUTSCHE BANK AG (DOMESTIC) 15,000.00 40.256 600.00 604,444.50
PUR 2/11/11 08930210 BIG LOTS INC
55549 2/16/11 424649 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 41.073 30.00 41,103.00
PUR 2/04/11 12526910 CF INDUSTRIES HOLDINGS INC
55335 2/09/11 424628 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 141.46 30.00 141,490.00
PUR 2/18/11 12526910 CF INDUSTRIES HOLDINGS INC
55335 2/24/11 424669 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 137.51 30.00 137,545.00
PUR 2/18/11 12526910 CF INDUSTRIES HOLDINGS INC
55335 2/24/11 424669 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 138.44 30.00 138,472.50
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000.00 137.97 276,017.50
60.00
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 2/01/11 THROUGH 2/28/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 7
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/22/11 12558180 CIT GROUP INC
55174 2/25/11 424674 OPPENHEIMER & CO., INC 2,000.00 42.630 60.00 85,319.20
PUR 2/23/11 12558180 CIT GROUP INC
55174 2/28/11 424679 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 42.690 60.00 85,440.00
PUR 2/24/11 12558180 CIT GROUP INC
55174 3/01/11 424683 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 43.350 30.00 43,380.00
PUR 2/01/11 12591930 CPI AEROSTRUCTURES INC
51344 2/04/11 424613 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 12.376 60.00 24,812.00
PUR 2/23/11 14204220 CARIBOU COFFEE CO INC
51581 2/28/11 424679 UBS WARBURG LLC 2,000.00 8.708 60.00 17,476.00
PUR 2/15/11 14343640 CARMIKE CINEMAS
55594 2/18/11 424657 JEFFERIES & COMPANY 36,265.00 6.994 1,087.95 254,718.11
PUR 2/03/11 17240710 CINEDIGM DIGITAL CINEMA C
51044 2/08/11 424624 CREDIT SUISSE SEC (AES) 5,000.00 1.544 50.00 7,769.00
PUR 2/04/11 17296710 CITIGROUP INC
51155 2/09/11 424628 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 4.770 300.00 48,000.00
PUR 2/04/11 19416210 COLGATE-PALMOLIVE CO
52110 2/09/11 424628 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 76.000 60.00 152,060.00
PUR 2/07/11 19416210 COLGATE-PALMOLIVE CO
52110 2/10/11 424633 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 76.200 30.00 76,230.00
PUR 2/03/11 20586240 COMVERSE TECH I
55089 2/08/11 424624 JANNEY MONTGOMERY SCOTT 10,000.00 6.627 300.00 66,570.00
PUR 2/04/11 20586240 COMVERSE TECH I
55089 2/09/11 424628 JANNEY MONTGOMERY SCOTT 10,000.00 6.640 300.00 66,700.00
PUR 2/01/11 20825C10 CONOCOPHILLIPS
37805 2/04/11 424613 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 71.743 90.00 215,317.50
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 8
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/04/11 22284P10 COVENANT TRANSPORT INC CL A
55247 2/09/11 424628 CREDIT SUISSE SEC (AES) 2,000.00 8.970 20.00 17,959.60
PUR 2/23/11 23102110 CUMMINS ENGINE
55333 2/28/11 424679 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 102.75 60.00 205,560.00
PUR 2/25/11 26054310 DOW CHEMICAL
55704 3/02/11 424689 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 36.022 600.00 721,032.00
PUR 2/24/11 26924640 E*TRADE FINANCIAL CORP
55688 3/01/11 424683 JP MORGAN 40,000.00 15.862 1,200.00 635,676.00
PUR 2/01/11 29363910 ENTERCOM COMMUNICATIONS COR
37233 2/04/11 424613 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 10.010 60.00 20,080.00
PUR 2/03/11 29363910 ENTERCOM COMMUNICATIONS COR
37233 2/08/11 424624 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 10.610 60.00 21,280.00
PUR 2/04/11 29363910 ENTERCOM COMMUNICATIONS COR
37233 2/09/11 424628 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 10.300 60.00 20,659.00
PUR 2/08/11 29363910 ENTERCOM COMMUNICATIONS COR
37233 2/11/11 424637 OPPENHEIMER & CO., INC 2,000.00 10.621 60.00 21,301.80
PUR 2/02/11 29382R10 ENTRAVISION COMMUNICATION
55440 2/07/11 424619 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 2.410 1,500.00 121,975.00
PUR 2/03/11 29382R10 ENTRAVISION COMMUNICATION
55440 2/08/11 424624 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 2.423 1,500.00 122,670.00
PUR 2/04/11 29382R10 ENTRAVISION COMMUNICATION
55440 2/09/11 424628 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 2.418 600.00 48,964.00
PUR 2/04/11 29382R10 ENTRAVISION COMMUNICATION
55440 2/09/11 424628 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 2.472 600.00 50,036.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 2.445 99,000.00
1,200.00
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 2/01/11 THROUGH 2/28/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 9
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/07/11 29382R10 ENTRAVISION COMMUNICATION
55440 2/10/11 424633 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 2.389 300.00 24,190.00
PUR 2/08/11 29382R10 ENTRAVISION COMMUNICATION
55440 2/11/11 424637 OPPENHEIMER & CO., INC 10,000.00 2.348 300.00 23,783.00
PUR 2/08/11 29382R10 ENTRAVISION COMMUNICATION
55440 2/11/11 424637 OPPENHEIMER & CO., INC 20,000.00 2.372 600.00 48,040.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 30,000.00 2.364 71,823.00
900.00
PUR 2/09/11 29382R10 ENTRAVISION COMMUNICATION
55440 2/14/11 424641 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 2.339 300.00 23,689.00
PUR 2/09/11 29382R10 ENTRAVISION COMMUNICATION
55440 2/14/11 424641 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 2.391 600.00 48,422.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 30,000.00 2.374 72,111.00
900.00
PUR 2/10/11 29382R10 ENTRAVISION COMMUNICATION
55440 2/15/11 424645 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 2.411 300.00 24,412.00
PUR 2/10/11 29382R10 ENTRAVISION COMMUNICATION
55440 2/15/11 424645 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 2.428 600.00 49,156.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 30,000.00 2.422 73,568.00
900.00
PUR 2/11/11 29382R10 ENTRAVISION COMMUNICATION
55440 2/16/11 424649 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 2.405 300.00 24,351.00
PUR 2/14/11 29382R10 ENTRAVISION COMMUNICATION
55440 2/17/11 424653 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 2.423 300.00 24,534.00
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 2/01/11 THROUGH 2/28/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 10
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/15/11 29382R10 ENTRAVISION COMMUNICATION
55440 2/18/11 424657 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 2.381 300.00 24,112.00
PUR 2/15/11 29382R10 ENTRAVISION COMMUNICATION
55440 2/18/11 424657 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 2.334 300.00 23,641.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 2.358 47,753.00
600.00
PUR 2/16/11 29382R10 ENTRAVISION COMMUNICATION
55440 2/22/11 424661 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 2.361 300.00 23,905.00
PUR 2/16/11 29382R10 ENTRAVISION COMMUNICATION
55440 2/22/11 424661 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 2.365 300.00 23,954.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 2.363 47,859.00
600.00
PUR 2/17/11 29382R10 ENTRAVISION COMMUNICATION
55440 2/23/11 424665 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 2.394 300.00 24,236.00
PUR 2/18/11 29382R10 ENTRAVISION COMMUNICATION
55440 2/24/11 424669 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 2.404 300.00 24,343.00
PUR 2/22/11 29382R10 ENTRAVISION COMMUNICATION
55440 2/25/11 424674 OPPENHEIMER & CO., INC 10,000.00 2.319 300.00 23,488.00
PUR 2/22/11 29382R10 ENTRAVISION COMMUNICATION
55440 2/25/11 424674 OPPENHEIMER & CO., INC 10,000.00 2.385 300.00 24,147.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 2.352 47,635.00
600.00
PUR 2/23/11 29382R10 ENTRAVISION COMMUNICATION
55440 2/28/11 424679 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 2.308 300.00 23,376.00
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 2/01/11 THROUGH 2/28/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 11
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/01/11 29444U50 EQUINIX INC.
55362 2/04/11 424613 JANNEY MONTGOMERY SCOTT 500.00 88.940 15.00 44,485.00
PUR 2/02/11 29444U50 EQUINIX INC.
55362 2/07/11 424619 JEFFERIES & COMPANY 1,000.00 89.032 30.00 89,062.00
PUR 2/14/11 30231G10 EXXON MOBIL CORP.
15201 2/17/11 424653 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 82.270 30.00 82,300.00
PUR 2/04/11 31428X10 FEDEX CORP
53829 2/09/11 424628 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 91.211 60.00 182,482.00
PUR 2/09/11 33582V10 FIRST NIAGRA FINANCIAL
55532 2/14/11 424641 UBS WARBURG LLC 38,000.00 14.532 1,140.00 553,363.60
PUR 2/10/11 33582V10 FIRST NIAGRA FINANCIAL
55532 2/15/11 424645 JANNEY MONTGOMERY SCOTT 4,000.00 14.522 120.00 58,208.00
PUR 2/18/11 35671D85 FREEPORT-MCMORAN COPPER-B
55645 2/24/11 424669 DEUTSCHE BANK AG (DOMESTIC) 12,000.00 52.861 360.00 634,687.20
PUR 2/22/11 35671D85 FREEPORT-MCMORAN COPPER-B
55645 2/25/11 424674 OPPENHEIMER & CO., INC 3,000.00 50.823 90.00 152,558.10
PUR 2/23/11 35671D85 FREEPORT-MCMORAN COPPER-B
55645 2/28/11 424679 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 50.200 60.00 100,460.00
PUR 2/03/11 3623E020 GT SOLAR INTL INC
55467 2/08/11 424624 CREDIT SUISSE SEC (AES) 50,000.00 11.500 500.00 575,500.00
PUR 2/04/11 3623E020 GT SOLAR INTL INC
55467 2/09/11 424628 CREDIT SUISSE SEC (AES) 10,000.00 10.954 100.00 109,644.00
PUR 2/07/11 3623E020 GT SOLAR INTL INC
55467 2/10/11 424633 CREDIT SUISSE SEC (AES) 4,000.00 10.770 40.00 43,120.00
PUR 2/08/11 3623E020 GT SOLAR INTL INC
55467 2/11/11 424637 CREDIT SUISSE SEC (AES) 3,000.00 10.660 30.00 32,010.90
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 12
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/09/11 3623E020 GT SOLAR INTL INC
55467 2/14/11 424641 CREDIT SUISSE SEC (AES) 3,000.00 10.400 30.00 31,230.00
PUR 2/25/11 37045V10 GENERAL MOTORS CO
54468 3/02/11 424689 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 33.947 60.00 67,953.00
PUR 2/10/11 38259P50 GOOGLE INC
33645 2/15/11 424645 JANNEY MONTGOMERY SCOTT 200.00 613.55 6.00 122,716.00
PUR 2/03/11 39762420 GREIF INC-CL B
55465 2/08/11 424624 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 62.068 150.00 310,488.00
PUR 2/04/11 39762420 GREIF INC-CL B
55465 2/09/11 424628 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 62.046 60.00 124,151.00
PUR 2/07/11 39762420 GREIF INC-CL B
55465 2/10/11 424633 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 62.178 60.00 124,416.00
PUR 2/08/11 39762420 GREIF INC-CL B
55465 2/11/11 424637 OPPENHEIMER & CO., INC 1,000.00 62.443 30.00 62,473.20
PUR 2/23/11 39762420 GREIF INC-CL B
55465 2/28/11 424679 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 61.147 30.00 61,177.00
PUR 2/23/11 42809H10 HESS CORP
52647 2/28/11 424679 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 81.110 30.00 81,140.00
PUR 2/15/11 45814010 INTEL CORP
55595 2/18/11 424657 CREDIT SUISSE SEC (AES) 30,000.00 21.424 300.00 643,017.00
PUR 2/16/11 45814010 INTEL CORP
55595 2/22/11 424661 CREDIT SUISSE SEC (AES) 32,000.00 21.534 320.00 689,408.00
PUR 2/16/11 45814010 INTEL CORP
55595 2/22/11 424661 CREDIT SUISSE SEC (AES) 2,000.00 21.819 20.00 43,658.60
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 34,000.00 21.551 733,066.60
340.00
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 2/01/11 THROUGH 2/28/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 13
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/17/11 45814010 INTEL CORP
55595 2/23/11 424665 CREDIT SUISSE SEC (AES) 4,000.00 21.731 40.00 86,964.40
PUR 2/04/11 45920010 INTL BUSINESS MACHINES CORP
45198 2/09/11 424628 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 163.73 30.00 163,769.00
PUR 2/03/11 47714310 JETBLUE AIRWAYS
54820 2/08/11 424624 CREDIT SUISSE SEC (AES) 10,000.00 5.820 100.00 58,300.00
PUR 2/03/11 47836610 JOHNSON CONTROL
55307 2/08/11 424624 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 37.067 60.00 74,194.00
PUR 2/04/11 47836610 JOHNSON CONTROL
55307 2/09/11 424628 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 37.523 30.00 37,552.50
PUR 2/10/11 49918380 KNOLOGY INC
55547 2/15/11 424645 JANNEY MONTGOMERY SCOTT 15,000.00 14.965 450.00 224,925.00
PUR 2/11/11 49918380 KNOLOGY INC
55547 2/16/11 424649 CREDIT SUISSE SEC (AES) 5,000.00 15.300 50.00 76,549.50
PUR 2/14/11 49918380 KNOLOGY INC
55547 2/17/11 424653 CREDIT SUISSE SEC (AES) 5,000.00 15.401 50.00 77,054.50
PUR 2/14/11 49918380 KNOLOGY INC
55547 2/17/11 424653 CREDIT SUISSE SEC (AES) 5,000.00 15.552 50.00 77,811.50
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 10,000.00 15.477 154,866.00
100.00
PUR 2/16/11 49918380 KNOLOGY INC
55547 2/22/11 424661 CREDIT SUISSE SEC (AES) 4,000.00 15.619 40.00 62,515.20
PUR 2/23/11 49918380 KNOLOGY INC
55547 2/28/11 424679 JP MORGAN 4,000.00 14.636 120.00 58,664.40
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 2/01/11 THROUGH 2/28/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 14
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/23/11 53274610 LIMONEIRA CO
55267 2/28/11 424679 JP MORGAN 2,000.00 23.860 60.00 47,780.00
PUR 2/10/11 53814610 LIVEPERSON INC
53020 2/15/11 424645 JANNEY MONTGOMERY SCOTT 2,000.00 11.540 60.00 23,140.00
PUR 2/10/11 53814610 LIVEPERSON INC
53020 2/15/11 424645 JANNEY MONTGOMERY SCOTT 2,000.00 11.487 60.00 23,033.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 11.513 46,173.00
120.00
PUR 2/11/11 53814610 LIVEPERSON INC
53020 2/16/11 424649 CREDIT SUISSE SEC (AES) 2,000.00 10.155 20.00 20,330.60
PUR 2/14/11 53814610 LIVEPERSON INC
53020 2/17/11 424653 CREDIT SUISSE SEC (AES) 2,000.00 10.536 20.00 21,091.00
PUR 2/14/11 53814610 LIVEPERSON INC
53020 2/17/11 424653 CREDIT SUISSE SEC (AES) 2,000.00 10.433 20.00 20,885.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 10.484 41,976.00
40.00
PUR 2/23/11 53814610 LIVEPERSON INC
53020 2/28/11 424679 JP MORGAN 10,000.00 9.598 300.00 96,276.00
PUR 2/25/11 53814610 LIVEPERSON INC
53020 3/02/11 424689 WELLS FARGO SECURITIES 2,000.00 10.016 60.00 20,091.20
PUR 2/04/11 58933Y10 MERCK & CO. INC.
49253 2/09/11 424628 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 32.950 60.00 65,960.00
PUR 2/09/11 58933Y10 MERCK & CO. INC.
49253 2/14/11 424641 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 32.980 30.00 33,010.00
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 2/01/11 THROUGH 2/28/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 15
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/22/11 62985Q10 NALCO HOLDING CO
55655 2/25/11 424674 OPPENHEIMER & CO., INC 5,000.00 26.062 150.00 130,457.50
PUR 2/22/11 62985Q10 NALCO HOLDING CO
55655 2/25/11 424674 OPPENHEIMER & CO., INC 20,000.00 26.527 600.00 531,132.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 25,000.00 26.434 661,589.50
750.00
PUR 2/23/11 62985Q10 NALCO HOLDING CO
55655 2/28/11 424679 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 25.960 60.00 51,980.00
PUR 2/24/11 62985Q10 NALCO HOLDING CO
55655 3/01/11 424683 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 25.380 30.00 25,410.00
PUR 2/25/11 62985Q10 NALCO HOLDING CO
55655 3/02/11 424689 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 25.412 60.00 50,883.00
PUR 2/17/11 67069D10 NUTRISYSTEM
55624 2/23/11 424665 SWSQUEHANNA FIN. GRP LLC (D 30,000.00 20.807 900.00 625,104.00
PUR 2/25/11 67069D10 NUTRISYSTEM
55624 3/02/11 424689 WELLS FARGO SECURITIES 2,000.00 14.031 60.00 28,122.20
PUR 2/25/11 67069D10 NUTRISYSTEM
55624 3/02/11 424689 WELLS FARGO SECURITIES 20,000.00 14.269 600.00 285,986.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 22,000.00 14.248 314,108.20
660.00
PUR 2/04/11 69351T10 PPL CORP
51764 2/09/11 424628 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 25.506 60.00 51,072.00
PUR 2/08/11 69351T10 PPL CORP
51764 2/11/11 424637 OPPENHEIMER & CO., INC 2,000.00 24.860 60.00 49,780.00
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 2/01/11 THROUGH 2/28/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 16
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/01/11 75043810 RADIOSHACK CORP
51292 2/04/11 424613 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 15.177 90.00 45,621.90
PUR 2/04/11 75043810 RADIOSHACK CORP
51292 2/09/11 424628 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 15.419 90.00 46,347.60
PUR 2/01/11 77390310 ROCKWELL AUTOMATION
55002 2/04/11 424613 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 81.891 30.00 81,921.00
PUR 2/03/11 78112T10 RUBICON TECHNOLOGY INC
55466 2/08/11 424624 CREDIT SUISSE SEC (AES) 25,000.00 18.232 250.00 456,060.00
PUR 2/18/11 79466L30 SALESFORCE.COM INC
55642 2/24/11 424669 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 141.48 120.00 566,046.00
PUR 2/22/11 79466L30 SALESFORCE.COM INC
55642 2/25/11 424674 OPPENHEIMER & CO., INC 1,000.00 139.29 30.00 139,328.30
PUR 2/25/11 79466L30 SALESFORCE.COM INC
55642 3/02/11 424689 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 138.77 30.00 138,800.00
PUR 2/03/11 80004C10 SANDISK CORP
54055 2/08/11 424624 CREDIT SUISSE SEC (AES) 1,000.00 48.526 10.00 48,536.30
PUR 2/03/11 80854110 SCHWEITZER MAUD
55468 2/08/11 424624 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 54.323 300.00 543,525.00
PUR 2/04/11 80854110 SCHWEITZER MAUD
55468 2/09/11 424628 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 54.566 30.00 54,596.00
PUR 2/24/11 80854110 SCHWEITZER MAUD
55468 3/01/11 424683 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 53.680 30.00 53,710.00
PUR 2/14/11 81201R10 SEAHAWK DRILLIN
55580 2/17/11 424653 CREDIT SUISSE SEC (AES) 60,000.00 3.477 600.00 209,220.00
PUR 2/23/11 87612E10 TARGET CORP
55672 2/28/11 424679 OPPENHEIMER & CO., INC 12,000.00 50.373 360.00 604,838.40
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 2/01/11 THROUGH 2/28/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 17
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/24/11 87612E10 TARGET CORP
55672 3/01/11 424683 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 50.750 60.00 101,560.00
PUR 2/02/11 87655330 TASTY BAKING CO.
38737 2/07/11 424619 JEFFERIES & COMPANY 10,000.00 3.738 300.00 37,676.00
PUR 2/03/11 87655330 TASTY BAKING CO.
38737 2/08/11 424624 CREDIT SUISSE SEC (AES) 10,000.00 3.584 100.00 35,938.00
PUR 2/04/11 87655330 TASTY BAKING CO.
38737 2/09/11 424628 CREDIT SUISSE SEC (AES) 10,000.00 3.540 100.00 35,503.00
PUR 2/08/11 87655330 TASTY BAKING CO.
38737 2/11/11 424637 CREDIT SUISSE SEC (AES) 7,706.00 3.160 77.06 24,424.94
PUR 2/09/11 87655330 TASTY BAKING CO.
38737 2/14/11 424641 CREDIT SUISSE SEC (AES) 2,294.00 3.179 22.94 7,316.02
PUR 2/10/11 87655330 TASTY BAKING CO.
38737 2/15/11 424645 JANNEY MONTGOMERY SCOTT 2,000.00 3.102 60.00 6,264.00
PUR 2/11/11 87655330 TASTY BAKING CO.
38737 2/16/11 424649 CREDIT SUISSE SEC (AES) 2,000.00 3.058 20.00 6,136.60
PUR 2/15/11 87655330 TASTY BAKING CO.
38737 2/18/11 424657 CREDIT SUISSE SEC (AES) 2,000.00 2.838 20.00 5,696.80
PUR 2/16/11 87655330 TASTY BAKING CO.
38737 2/22/11 424661 CREDIT SUISSE SEC (AES) 2,000.00 2.635 20.00 5,289.00
PUR 2/17/11 87655330 TASTY BAKING CO.
38737 2/23/11 424665 CREDIT SUISSE SEC (AES) 2,000.00 2.559 20.00 5,138.40
PUR 2/03/11 90341W10 US AIRWAYS GROUP INC
54758 2/08/11 424624 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 9.620 150.00 48,250.00
PUR 2/25/11 90341W10 US AIRWAYS GROUP INC
54758 3/02/11 424689 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 8.565 300.00 85,949.00
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 2/01/11 THROUGH 2/28/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 18
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/15/11 91131210 UNITED PARCEL S
55597 2/18/11 424657 DEUTSCHE BANK AG (DOMESTIC) 9,000.00 74.830 270.00 673,740.00
PUR 2/16/11 91131210 UNITED PARCEL S
55597 2/22/11 424661 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 74.880 30.00 74,910.00
PUR 2/09/11 91819410 VCA ANTECH INC
55536 2/14/11 424641 JANNEY MONTGOMERY SCOTT 25,000.00 23.498 750.00 588,192.50
PUR 2/10/11 91819410 VCA ANTECH INC
55536 2/15/11 424645 JANNEY MONTGOMERY SCOTT 3,000.00 23.520 90.00 70,650.00
PUR 2/04/11 92241710 VEECO INSTRUMENTS INC
50425 2/09/11 424628 CREDIT SUISSE SEC (AES) 2,000.00 43.820 20.00 87,659.80
PUR 2/23/11 92241710 VEECO INSTRUMENTS INC
50425 2/28/11 424679 UBS WARBURG LLC 1,000.00 46.594 30.00 46,624.40
PUR 2/14/11 92535G20 VERTRO INC
54110 2/17/11 424653 CREDIT SUISSE SEC (AES) 5,000.00 3.304 50.00 16,568.00
PUR 2/10/11 93114210 WAL-MART STORES, INC.
40141 2/15/11 424645 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 55.400 30.00 55,430.00
PUR 2/09/11 94974610 WELLS FARGO & CO
46540 2/14/11 424641 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 33.000 60.00 66,060.00
PUR 2/01/11 96181530 WESTWOOD ONE INC
51695 2/04/11 424613 JANNEY MONTGOMERY SCOTT 1,000.00 8.010 30.00 8,040.00
PUR 2/03/11 96181530 WESTWOOD ONE INC
51695 2/08/11 424624 CREDIT SUISSE SEC (AES) 800.00 7.910 8.00 6,335.60
PUR 2/04/11 96181530 WESTWOOD ONE INC
51695 2/09/11 424628 CREDIT SUISSE SEC (AES) 200.00 7.885 2.00 1,578.96
PUR 2/09/11 96181530 WESTWOOD ONE INC
51695 2/14/11 424641 JANNEY MONTGOMERY SCOTT 1,000.00 7.717 30.00 7,747.30
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 2/01/11 THROUGH 2/28/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 19
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/10/11 96181530 WESTWOOD ONE INC
51695 2/15/11 424645 JANNEY MONTGOMERY SCOTT 1,000.00 7.961 30.00 7,990.90
PUR 2/11/11 96181530 WESTWOOD ONE INC
51695 2/16/11 424649 CREDIT SUISSE SEC (AES) 1,000.00 7.663 10.00 7,673.00
PUR 2/14/11 96181530 WESTWOOD ONE INC
51695 2/17/11 424653 CREDIT SUISSE SEC (AES) 100.00 7.300 1.00 731.00
PUR 2/15/11 96181530 WESTWOOD ONE INC
51695 2/18/11 424657 CREDIT SUISSE SEC (AES) 900.00 7.117 9.00 6,414.03
PUR 2/15/11 96181530 WESTWOOD ONE INC
51695 2/18/11 424657 CREDIT SUISSE SEC (AES) 1,000.00 7.177 10.00 7,187.20
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 1,900.00 7.149 13,601.23
19.00
PUR 2/16/11 96181530 WESTWOOD ONE INC
51695 2/22/11 424661 CREDIT SUISSE SEC (AES) 1,000.00 7.067 10.00 7,077.40
PUR 2/17/11 96181530 WESTWOOD ONE INC
51695 2/23/11 424665 CREDIT SUISSE SEC (AES) 1,000.00 7.056 10.00 7,066.00
PUR 2/23/11 96181530 WESTWOOD ONE INC
51695 2/28/11 424679 JP MORGAN 1,000.00 6.950 30.00 6,980.00
PUR 2/24/11 96181530 WESTWOOD ONE INC
51695 3/01/11 424683 CREDIT SUISSE SEC (USA) LLC 1,000.00 6.830 30.00 6,860.00
PUR 2/25/11 96181530 WESTWOOD ONE INC
51695 3/02/11 424689 WELLS FARGO SECURITIES 1,000.00 7.057 30.00 7,087.20
PUR 2/07/11 98884U10 ZAGG INC
55495 2/10/11 424633 CREDIT SUISSE SEC (AES) 25,000.00 9.404 250.00 235,342.50
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 20
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/08/11 98884U10 ZAGG INC
55495 2/11/11 424637 CREDIT SUISSE SEC (AES) 10,000.00 9.308 100.00 93,182.00
PUR 2/08/11 98884U10 ZAGG INC
55495 2/11/11 424637 CREDIT SUISSE SEC (AES) 15,000.00 9.231 150.00 138,616.50
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 25,000.00 9.262 231,798.50
250.00
PUR 2/09/11 98884U10 ZAGG INC
55495 2/14/11 424641 JANNEY MONTGOMERY SCOTT 10,000.00 9.093 300.00 91,234.00
PUR 2/10/11 98884U10 ZAGG INC
55495 2/15/11 424645 JANNEY MONTGOMERY SCOTT 10,000.00 8.990 300.00 90,200.00
PUR 2/23/11 98884U10 ZAGG INC
55495 2/28/11 424679 JP MORGAN 10,000.00 9.033 300.00 90,631.00
PUR 2/25/11 98884U10 ZAGG INC
55495 3/02/11 424689 WELLS FARGO SECURITIES 10,000.00 8.717 300.00 87,473.00
PUR 2/25/11 98884U10 ZAGG INC
55495 3/02/11 424689 WELLS FARGO SECURITIES 10,000.00 8.979 300.00 90,093.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 8.848 177,566.00
600.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 1,364,965.00 23,036,993.61
33,418.95
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 1,364,965.00 23,036,993.61
33,418.95
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 2/01/11 THROUGH 2/28/11
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 2/07/11 00184X10 AOL INC 4.09
55062 2/10/11 424634 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 21.315 300.00 212,849.91 -25,074.47
SALE 2/08/11 00184X10 AOL INC 8.86
55062 2/11/11 424638 OPPENHEIMER & CO., INC 22,000.00 20.960 660.00 460,446.74 -62,986.89
SALE 2/04/11 00206R10 AT&T INC 1.07
54667 2/09/11 424629 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 27.850 60.00 55,638.93 -1,911.94
SALE 2/09/11 00206R10 AT&T INC 10.74
54667 2/14/11 424642 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 27.962 600.00 558,637.26 -16,871.47
SALE 2/22/11 00206R10 AT&T INC 2.17
54667 2/25/11 424675 OPPENHEIMER & CO., INC 4,000.00 28.150 120.00 112,477.83 -2,623.92
SALE 2/22/11 00206R10 AT&T INC 2.18
54667 2/25/11 424675 OPPENHEIMER & CO., INC 4,000.00 28.341 120.00 113,243.02 -1,858.73
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 8,000.00 28.246 4.35 225,720.85 -4,482.65
240.00
SALE 2/23/11 00206R10 AT&T INC 1.08
54667 2/28/11 424680 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 28.230 60.00 56,398.92 -1,151.95
SALE 2/23/11 00206R10 AT&T INC 2.16
54667 2/28/11 424680 JP MORGAN 4,000.00 28.090 160.00 112,197.84 -2,903.91
SALE 2/24/11 00206R10 AT&T INC 2.15
54667 3/01/11 424684 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 28.000 120.00 111,877.85 -3,223.90
SALE 2/25/11 00206R10 AT&T INC 10.72
54667 3/02/11 424690 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 27.924 600.00 557,859.28 -17,649.44
SALE 2/04/11 00817Y10 AETNA INC .71
51548 2/09/11 424629 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 37.200 30.00 37,169.29 6,488.47
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 2/01/11 THROUGH 2/28/11
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 2/08/11 02313510 AMAZON.COM INC .70
54816 2/11/11 424638 CREDIT SUISSE SEC (AES) 200.00 181.14 2.00 36,226.30 743.10
SALE 2/09/11 02313510 AMAZON.COM INC .71
54816 2/14/11 424642 CREDIT SUISSE SEC (AES) 200.00 182.86 2.00 36,570.23 1,087.03
SALE 2/10/11 02313510 AMAZON.COM INC 2.84
54816 2/15/11 424646 JANNEY MONTGOMERY SCOTT 800.00 184.39 24.00 147,485.16 5,552.36
SALE 2/15/11 02313510 AMAZON.COM INC 2.92
54816 2/18/11 424658 JANNEY MONTGOMERY SCOTT 800.00 189.68 24.00 151,722.28 9,789.48
SALE 2/18/11 03251110 ANADARKO PETROLEUM CORP 3.12
52173 2/24/11 424670 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 81.300 60.00 162,536.88 66,967.95
SALE 2/22/11 03251110 ANADARKO PETROLEUM CORP 1.57
52173 2/25/11 424675 OPPENHEIMER & CO., INC 1,000.00 81.380 30.00 81,348.43 33,563.97
SALE 2/16/11 03265410 ANALOG DEVICES 7.71
55063 2/22/11 424662 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 40.150 300.00 401,192.29 24,020.07
SALE 2/17/11 03265410 ANALOG DEVICES 6.24
55063 2/23/11 424666 DEUTSCHE BANK AG (DOMESTIC) 8,000.00 40.651 240.00 324,964.16 23,226.38
SALE 2/08/11 05275N10 AUTOBYTEL INC .20
51859 2/11/11 424638 CREDIT SUISSE SEC (AES) 10,000.00 .996 100.00 9,860.80 -1,236.20
SALE 2/18/11 05275N10 AUTOBYTEL INC .23
51859 2/24/11 424670 CREDIT SUISSE SEC (AES) 10,000.00 1.150 100.00 11,402.77 305.77
SALE 2/23/11 05275N10 AUTOBYTEL INC .22
51859 2/28/11 424680 JP MORGAN 10,000.00 1.130 300.00 10,997.78 -99.22
SALE 2/24/11 05275N10 AUTOBYTEL INC .22
51859 3/01/11 424684 CREDIT SUISSE SEC (USA) LLC 10,000.00 1.132 300.00 11,015.78 -81.22
SALE 2/25/11 05275N10 AUTOBYTEL INC .23
51859 3/02/11 424690 WELLS FARGO SECURITIES 10,000.00 1.152 300.00 11,214.77 117.77
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 2/01/11 THROUGH 2/28/11
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 2/28/11 05275N10 AUTOBYTEL INC .22
51859 3/03/11 424697 CREDIT SUISSE SEC (USA) LLC 10,000.00 1.114 300.00 10,834.78 -262.22
SALE 2/10/11 07368510 BEACON ROOFING SUPPLY INC 4.18
55481 2/15/11 424646 JANNEY MONTGOMERY SCOTT 10,000.00 21.744 300.00 217,131.82 25,680.45
SALE 2/14/11 07368510 BEACON ROOFING SUPPLY INC 4.17
55481 2/17/11 424654 CREDIT SUISSE SEC (AES) 10,000.00 21.672 100.00 216,617.83 25,166.45
SALE 2/23/11 08578910 BERRY PETROLEUM CO 1.86
42924 2/28/11 424680 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 48.450 60.00 96,838.14 47,729.44
SALE 2/23/11 08578910 BERRY PETROLEUM CO 1.91
42924 2/28/11 424680 JP MORGAN 2,000.00 49.734 80.00 99,385.09 50,276.39
SALE 2/25/11 08578910 BERRY PETROLEUM CO 1.95
42924 3/02/11 424690 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 50.803 60.00 101,544.05 52,435.35
SALE 2/08/11 12591930 CPI AEROSTRUCTURES INC .56
51344 2/11/11 424638 OPPENHEIMER & CO., INC 2,000.00 14.529 60.00 28,997.84 11,793.52
SALE 2/23/11 12591930 CPI AEROSTRUCTURES INC .57
51344 2/28/11 424680 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 14.906 60.00 29,751.43 12,547.11
SALE 2/18/11 13442910 CAMPBELL SOUP 6.43
54953 2/24/11 424670 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 33.478 300.00 334,474.57 -9,777.33
SALE 2/23/11 13442910 CAMPBELL SOUP 3.84
54953 2/28/11 424680 DEUTSCHE BANK AG (DOMESTIC) 6,000.00 33.330 180.00 199,796.16 -6,754.99
SALE 2/25/11 14204220 CARIBOU COFFEE CO INC .39
51581 3/02/11 424690 WELLS FARGO SECURITIES 2,000.00 9.968 60.00 19,874.61 3,746.53
SALE 2/22/11 14754D10 CASH AMERICA INTL INC 1.60
55157 2/25/11 424675 OPPENHEIMER & CO., INC 2,000.00 41.598 60.00 83,134.60 4,476.76
SALE 2/22/11 16516710 CHESAPEAKE ENERGY CORP. 1.23
41851 2/25/11 424675 OPPENHEIMER & CO., INC 2,000.00 31.846 60.00 63,629.77 16,152.99
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
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 2/24/11 16516710 CHESAPEAKE ENERGY CORP. 1.36
41851 3/01/11 424684 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 35.450 60.00 70,838.64 23,361.86
SALE 2/25/11 16516710 CHESAPEAKE ENERGY CORP. .68
41851 3/02/11 424690 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 35.340 30.00 35,309.32 11,570.93
SALE 2/25/11 16516710 CHESAPEAKE ENERGY CORP. 1.33
41851 3/02/11 424690 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 34.765 60.00 69,468.67 21,991.89
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 3,000.00 34.957 2.01 104,777.99 33,562.82
90.00
SALE 2/15/11 17243V10 CINEMARK HOLDINGS INC 5.08
50303 2/18/11 424658 DEUTSCHE BANK AG (DOMESTIC) 14,000.00 18.888 420.00 264,002.72 40,547.14
SALE 2/15/11 17243V10 CINEMARK HOLDINGS INC 7.26
50303 2/18/11 424658 GOLDMAN SACHS & COMPANY 20,000.00 18.903 800.00 377,258.74 58,036.49
SALE 2/01/11 17275510 CIRRUS LOGIC .82
53353 2/04/11 424614 JANNEY MONTGOMERY SCOTT 2,000.00 21.260 60.00 42,459.18 10,375.35
SALE 2/02/11 17275510 CIRRUS LOGIC .87
53353 2/07/11 424620 JEFFERIES & COMPANY 2,000.00 22.421 60.00 44,780.13 12,696.31
SALE 2/11/11 17275510 CIRRUS LOGIC .93
53353 2/16/11 424650 CREDIT SUISSE SEC (AES) 2,000.00 23.996 20.00 47,970.27 15,886.44
SALE 2/04/11 17737610 CITRIX SYSTEMS 3.74
55332 2/09/11 424629 CREDIT SUISSE SEC (AES) 3,000.00 64.896 30.00 194,654.56 7,984.45
SALE 2/04/11 18538Q10 CLEARWIRE CORP CL-A 2.71
54702 2/09/11 424629 CREDIT SUISSE SEC (AES) 25,000.00 5.635 250.00 140,632.29 -3,367.46
SALE 2/08/11 19416210 COLGATE-PALMOLIVE CO 1.51
52110 2/11/11 424638 OPPENHEIMER & CO., INC 1,000.00 78.510 30.00 78,478.49 982.28
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
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 2/15/11 20825C10 CONOCOPHILLIPS 2.83
37805 2/18/11 424658 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 73.680 60.00 147,297.17 33,578.16
SALE 2/24/11 20825C10 CONOCOPHILLIPS 3.03
37805 3/01/11 424684 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 78.910 60.00 157,756.97 44,037.96
SALE 2/03/11 21037110 CONSTELLATION ENERGY GROUP 7.31
53381 2/08/11 424625 DEUTSCHE BANK AG (DOMESTIC) 12,000.00 31.710 360.00 380,152.69 11,602.24
SALE 2/03/11 22544710 CREE INC 8.07
55206 2/08/11 424625 CREDIT SUISSE SEC (AES) 8,000.00 52.506 80.00 419,963.13 -103,293.07
SALE 2/15/11 23102110 CUMMINS ENGINE 4.35
55333 2/18/11 424658 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 113.28 60.00 226,495.65 13,769.62
SALE 2/03/11 25179M10 DEVON ENERGY CORPORATION 3.38
35210 2/08/11 424625 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 88.133 60.00 176,202.02 45,187.05
SALE 2/03/11 25179M10 DEVON ENERGY CORPORATION 1.70
35210 2/08/11 424625 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 88.738 30.00 88,706.30 23,198.82
SALE 2/03/11 25179M10 DEVON ENERGY CORPORATION 5.12
35210 2/08/11 424625 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 88.839 90.00 266,421.88 69,899.43
-------------- ====== ---------- -------------- --------------
3 INTRA-DAY TRANSACTIONS SUBTOTAL: 6,000.00 88.587 10.20 531,330.20 138,285.30
180.00
SALE 2/04/11 25179M10 DEVON ENERGY CORPORATION 3.42
35210 2/09/11 424629 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 89.187 60.00 178,309.78 47,294.81
SALE 2/07/11 25179M10 DEVON ENERGY CORPORATION 16.87
35210 2/10/11 424634 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 87.890 300.00 878,583.13 223,508.30
SALE 2/14/11 25468710 WALT DISNEY CO 1.66
50280 2/17/11 424654 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 43.200 60.00 86,338.34 20,767.11
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 2/01/11 THROUGH 2/28/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 26
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/04/11 25470M10 DISH NETWORKS .84
48225 2/09/11 424629 CREDIT SUISSE SEC (AES) 2,000.00 21.860 20.00 43,699.16 6,968.67
SALE 2/16/11 25470M10 DISH NETWORKS 1.80
48225 2/22/11 424662 CREDIT SUISSE SEC (AES) 4,000.00 23.358 40.00 93,389.40 19,928.42
SALE 2/25/11 25470M10 DISH NETWORKS .90
48225 3/02/11 424690 SWSQUEHANNA FIN. GRP LLC (D 2,000.00 23.386 60.00 46,710.70 9,980.21
SALE 2/14/11 25490A10 DIRECTV GROUP INC 1.67
52520 2/17/11 424654 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 43.420 60.00 86,777.53 12,388.84
SALE 2/16/11 25490A10 DIRECTV GROUP INC 1.68
52520 2/22/11 424662 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 43.857 60.00 87,652.52 13,263.83
SALE 2/18/11 25490A10 DIRECTV GROUP INC 1.69
52520 2/24/11 424670 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 44.002 60.00 87,941.31 13,552.62
SALE 2/22/11 25490A10 DIRECTV GROUP INC 5.06
52520 2/25/11 424675 OPPENHEIMER & CO., INC 6,000.00 43.850 180.00 262,914.94 39,748.88
SALE 2/23/11 26353410 DUPONT 2.08
55120 2/28/11 424680 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 54.080 60.00 108,097.92 9,503.48
SALE 2/24/11 26353410 DUPONT 1.03
55120 3/01/11 424684 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 53.590 30.00 53,558.97 4,261.75
SALE 2/25/11 26353410 DUPONT 4.16
55120 3/02/11 424690 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 54.193 120.00 216,645.84 19,456.95
SALE 2/03/11 27864210 EBAY INC 1.24
53992 2/08/11 424625 CREDIT SUISSE SEC (AES) 2,000.00 32.090 20.00 64,158.76 7,529.72
SALE 2/14/11 29152510 EMMIS COMMUNICATIONS .48
51210 2/17/11 424654 CREDIT SUISSE SEC (AES) 20,000.00 1.239 200.00 24,571.52 -13,872.85
SALE 2/16/11 29363910 ENTERCOM COMMUNICATIONS COR .93
37233 2/22/11 424662 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 12.115 120.00 48,339.47 18,372.41
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
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 2/17/11 29363910 ENTERCOM COMMUNICATIONS COR .47
37233 2/23/11 424666 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 12.150 60.00 24,239.53 9,256.00
SALE 2/18/11 29363910 ENTERCOM COMMUNICATIONS COR .47
37233 2/24/11 424670 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 12.121 60.00 24,181.53 9,198.00
SALE 2/03/11 29384R10 ENTROPIC COMMUNICATIONS INC 2.05
51126 2/08/11 424625 CREDIT SUISSE SEC (AES) 10,000.00 10.651 100.00 106,408.95 52,041.17
SALE 2/04/11 29384R10 ENTROPIC COMMUNICATIONS INC .84
51126 2/09/11 424629 CREDIT SUISSE SEC (AES) 4,000.00 10.932 40.00 43,685.16 21,938.05
SALE 2/01/11 30231G10 EXXON MOBIL CORP. 4.83
15201 2/04/11 424614 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 83.777 90.00 251,236.77 45,460.01
SALE 2/22/11 30231G10 EXXON MOBIL CORP. 3.28
15201 2/25/11 424675 OPPENHEIMER & CO., INC 2,000.00 85.250 60.00 170,436.72 32,656.23
SALE 2/04/11 34637510 FORMFACTOR INC 1.08
52037 2/09/11 424629 CREDIT SUISSE SEC (AES) 6,000.00 9.366 60.00 56,131.92 -8,589.29
SALE 2/15/11 3623E020 GT SOLAR INTL INC 2.20
55467 2/18/11 424658 JANNEY MONTGOMERY SCOTT 10,000.00 11.429 300.00 113,987.80 915.67
SALE 2/03/11 38255010 GOODYEAR TIRE & RUBBER CO .46
50270 2/08/11 424625 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 11.900 60.00 23,739.54 -2,309.40
SALE 2/11/11 38255010 GOODYEAR TIRE & RUBBER CO 2.66
50270 2/16/11 424650 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 13.850 300.00 138,197.34 7,952.63
SALE 2/03/11 39312210 GREEN MOUNTAIN COFFEE 3.00
53678 2/08/11 424625 CREDIT SUISSE SEC (AES) 4,000.00 38.943 40.00 155,729.00 25,086.98
SALE 2/04/11 39312210 GREEN MOUNTAIN COFFEE 3.03
53678 2/09/11 424629 CREDIT SUISSE SEC (AES) 4,000.00 39.442 40.00 157,724.17 27,082.15
SALE 2/04/11 39312210 GREEN MOUNTAIN COFFEE 2.90
53678 2/09/11 424629 CREDIT SUISSE SEC (AES) 4,000.00 37.699 40.00 150,754.30 20,112.28
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 8,000.00 38.571 5.93 308,478.47 47,194.43
80.00
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 2/01/11 THROUGH 2/28/11
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 2/07/11 39312210 GREEN MOUNTAIN COFFEE 4.67
53678 2/10/11 424634 CREDIT SUISSE SEC (AES) 6,000.00 40.529 60.00 243,110.53 47,147.51
SALE 2/07/11 39312210 GREEN MOUNTAIN COFFEE 3.05
53678 2/10/11 424634 CREDIT SUISSE SEC (AES) 4,000.00 39.697 40.00 158,745.35 28,103.33
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 10,000.00 40.196 7.72 401,855.88 75,250.84
100.00
SALE 2/03/11 40621610 HALLIBURTON CO 1.78
55310 2/08/11 424625 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 46.316 60.00 92,569.22 13,168.44
SALE 2/04/11 40621610 HALLIBURTON CO 1.77
55310 2/09/11 424629 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 46.212 60.00 92,362.23 12,961.45
SALE 2/03/11 42270410 HECLA MINING .75
53677 2/08/11 424625 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 9.779 120.00 38,993.25 9,075.00
SALE 2/08/11 42270410 HECLA MINING .76
53677 2/11/11 424638 OPPENHEIMER & CO., INC 4,000.00 9.790 120.00 39,039.24 9,120.99
SALE 2/15/11 42270410 HECLA MINING .39
53677 2/18/11 424658 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 10.200 60.00 20,339.61 5,380.48
SALE 2/18/11 42270410 HECLA MINING 14.54
53677 2/24/11 424670 CREDIT SUISSE SEC (AES) 72,000.00 10.515 720.00 756,345.46 217,816.89
SALE 2/01/11 42809H10 HESS CORP 1.64
52647 2/04/11 424614 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 85.398 30.00 85,366.36 33,622.74
SALE 2/03/11 42809H10 HESS CORP 1.58
52647 2/08/11 424625 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 82.069 30.00 82,037.42 30,293.81
SALE 2/18/11 42809H10 HESS CORP 1.61
52647 2/24/11 424670 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 83.641 30.00 83,609.39 31,865.77
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 2/01/11 THROUGH 2/28/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 29
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/01/11 43575830 HOLLY CORP .96
49619 2/04/11 424614 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 49.903 30.00 49,872.04 22,040.96
SALE 2/04/11 46625H10 JP MORGAN CHASE & CO 2.58
28084 2/09/11 424629 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 44.771 90.00 134,220.42 32,810.90
SALE 2/04/11 47816010 JOHNSON & JOHNSON 2.33
18884 2/09/11 424629 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 60.741 60.00 121,418.67 6,854.04
SALE 2/23/11 47836610 JOHNSON CONTROL 2.40
55307 2/28/11 424680 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 41.650 90.00 124,857.60 9,689.10
SALE 2/01/11 53418710 LINCOLN NATIONAL CORP 1.12
54416 2/04/11 424614 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 29.190 60.00 58,318.88 10,322.55
SALE 2/03/11 55271510 MEMC ELECTRONIC MATERIALS 1.01
55003 2/08/11 424625 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 13.157 120.00 52,504.99 6,834.99
SALE 2/17/11 55271510 MEMC ELECTRONIC MATERIALS 5.71
55003 2/23/11 424666 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 14.865 600.00 296,690.29 68,340.29
SALE 2/23/11 56584910 MARATHON OIL CORP .95
55245 2/28/11 424680 JP MORGAN 1,000.00 49.305 40.00 49,263.55 7,009.26
SALE 2/25/11 56584910 MARATHON OIL CORP 1.85
55245 3/02/11 424690 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 48.304 60.00 96,545.15 12,036.58
SALE 2/15/11 57620610 MASSEY ENERGY 4.95
54689 2/18/11 424658 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 64.510 120.00 257,915.05 55,599.72
SALE 2/15/11 57620610 MASSEY ENERGY 6.30
54689 2/18/11 424658 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 65.662 150.00 328,153.20 75,259.03
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 9,000.00 65.150 11.25 586,068.25 130,858.75
270.00
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 2/01/11 THROUGH 2/28/11
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 2/16/11 57620610 MASSEY ENERGY 11.42
54689 2/22/11 424662 DEUTSCHE BANK AG (DOMESTIC) 9,000.00 66.079 270.00 594,433.18 139,223.68
SALE 2/23/11 59491810 MICROSOFT CORP. 2.05
12799 2/28/11 424680 UBS WARBURG LLC 4,000.00 26.680 120.00 106,599.15 5,507.81
SALE 2/24/11 59491810 MICROSOFT CORP. 1.04
12799 3/01/11 424684 CREDIT SUISSE SEC (USA) LLC 2,000.00 26.925 60.00 53,789.56 3,243.89
SALE 2/04/11 61744644 MORGAN STANLEY 1.14
47655 2/09/11 424629 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 29.570 60.00 59,078.86 2,925.95
SALE 2/23/11 65163910 NEWMONT MINING 2.25
54990 2/28/11 424680 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 58.510 60.00 116,957.75 -4,069.31
SALE 2/03/11 67066G10 NVIDIA CORP 4.78
55116 2/08/11 424625 CREDIT SUISSE SEC (AES) 10,000.00 24.869 100.00 248,586.22 44,147.14
SALE 2/01/11 69002720 OUTDOOR CHANNEL HOLDINGS IN .31
29494 2/04/11 424614 JANNEY MONTGOMERY SCOTT 2,000.00 8.040 60.00 16,019.69 2,021.12
SALE 2/02/11 69002720 OUTDOOR CHANNEL HOLDINGS IN .32
29494 2/07/11 424620 JEFFERIES & COMPANY 2,000.00 8.161 60.00 16,260.88 2,262.31
SALE 2/04/11 69002720 OUTDOOR CHANNEL HOLDINGS IN .31
29494 2/09/11 424629 CREDIT SUISSE SEC (AES) 2,000.00 8.065 20.00 16,108.89 2,110.32
SALE 2/04/11 74752510 QUALCOMM 5.29
54925 2/09/11 424629 CREDIT SUISSE SEC (AES) 5,000.00 55.038 50.00 275,133.71 28,078.16
SALE 2/25/11 75075340 RAILAMERICA INC 2.83
48836 3/02/11 424690 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 14.730 300.00 146,996.17 710.60
SALE 2/24/11 75281A10 RANGE RESOURCES 1.02
54946 3/01/11 424684 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 52.970 30.00 52,938.98 8,342.97
SALE 2/25/11 75281A10 RANGE RESOURCES 1.04
54946 3/02/11 424690 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 54.066 30.00 54,034.96 9,438.95
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 2/01/11 THROUGH 2/28/11
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 2/08/11 7591EP10 REGIONS FINANCIAL CORP .30
53351 2/11/11 424638 OPPENHEIMER & CO., INC 2,000.00 7.792 60.00 15,522.90 2,702.87
SALE 2/09/11 78112T10 RUBICON TECHNOLOGY INC 3.67
55466 2/14/11 424642 JANNEY MONTGOMERY SCOTT 10,000.00 19.104 300.00 190,734.33 8,310.33
SALE 2/10/11 78112T10 RUBICON TECHNOLOGY INC 5.46
55466 2/15/11 424646 JANNEY MONTGOMERY SCOTT 15,000.00 18.934 450.00 283,548.54 9,912.54
SALE 2/25/11 79466L30 SALESFORCE.COM INC 2.77
55642 3/02/11 424690 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 144.03 30.00 144,001.23 3,305.51
SALE 2/01/11 80090720 SANMINA-SCI CORP .59
49559 2/04/11 424614 JANNEY MONTGOMERY SCOTT 2,000.00 15.120 60.00 30,179.41 7,614.37
SALE 2/02/11 80090720 SANMINA-SCI CORP .60
49559 2/07/11 424620 JEFFERIES & COMPANY 2,000.00 15.568 60.00 31,075.40 8,510.37
SALE 2/03/11 80090720 SANMINA-SCI CORP .60
49559 2/08/11 424625 CREDIT SUISSE SEC (AES) 2,000.00 15.401 20.00 30,781.40 8,216.36
SALE 2/04/11 80090720 SANMINA-SCI CORP .63
49559 2/09/11 424629 CREDIT SUISSE SEC (AES) 2,000.00 16.338 20.00 32,654.57 10,089.53
SALE 2/04/11 80090720 SANMINA-SCI CORP .61
49559 2/09/11 424629 CREDIT SUISSE SEC (AES) 2,000.00 15.830 20.00 31,639.19 9,074.16
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 16.084 1.24 64,293.76 19,163.69
40.00
SALE 2/07/11 80090720 SANMINA-SCI CORP .63
49559 2/10/11 424634 CREDIT SUISSE SEC (AES) 2,000.00 16.397 20.00 32,773.97 10,208.94
SALE 2/08/11 80090720 SANMINA-SCI CORP .63
49559 2/11/11 424638 CREDIT SUISSE SEC (AES) 2,000.00 16.355 20.00 32,688.37 10,123.33
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
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 2/09/11 80090720 SANMINA-SCI CORP .63
49559 2/14/11 424642 CREDIT SUISSE SEC (AES) 2,000.00 16.228 20.00 32,435.57 9,870.54
SALE 2/10/11 80854110 SCHWEITZER MAUD 2.20
55468 2/15/11 424646 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 57.172 60.00 114,281.80 5,532.53
SALE 2/17/11 80854110 SCHWEITZER MAUD 3.39
55468 2/23/11 424666 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 58.845 90.00 176,440.71 13,316.80
SALE 2/14/11 81201R10 SEAHAWK DRILLIN 5.61
55580 2/17/11 424654 CREDIT SUISSE SEC (AES) 60,000.00 4.867 600.00 291,390.39 82,170.39
SALE 2/01/11 85206110 SPRINT NEXTEL CORP 1.70
54837 2/04/11 424614 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 4.430 600.00 87,998.30 1,498.30
SALE 2/02/11 85206110 SPRINT NEXTEL CORP .84
54837 2/07/11 424620 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 4.350 300.00 43,199.16 -50.84
SALE 2/03/11 85206110 SPRINT NEXTEL CORP 1.66
54837 2/08/11 424625 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 4.320 600.00 85,798.34 -701.66
SALE 2/03/11 85206110 SPRINT NEXTEL CORP 4.98
54837 2/08/11 424625 DEUTSCHE BANK AG (DOMESTIC) 60,000.00 4.320 1,800.00 257,413.02 -2,086.98
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 80,000.00 4.320 6.64 343,211.36 -2,788.64
2,400.00
SALE 2/08/11 85747710 STATE STREET CORP 1.82
51512 2/11/11 424638 OPPENHEIMER & CO., INC 2,000.00 47.250 60.00 94,438.18 370.50
SALE 2/09/11 85747710 STATE STREET CORP 4.50
51512 2/14/11 424642 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 46.889 150.00 234,289.00 -880.20
SALE 2/10/11 85747710 STATE STREET CORP 8.12
51512 2/15/11 424646 DEUTSCHE BANK AG (DOMESTIC) 9,000.00 46.990 270.00 422,631.88 -672.68
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
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 2/10/11 86459610 SUCCESSFACTORS INC .64
51343 2/15/11 424646 JANNEY MONTGOMERY SCOTT 1,000.00 33.170 30.00 33,139.36 13,693.62
SALE 2/14/11 86459610 SUCCESSFACTORS INC .70
51343 2/17/11 424654 CREDIT SUISSE SEC (AES) 1,000.00 36.159 10.00 36,148.60 16,702.86
SALE 2/18/11 86459610 SUCCESSFACTORS INC .71
51343 2/24/11 424670 CREDIT SUISSE SEC (AES) 1,000.00 36.671 10.00 36,660.59 17,214.85
SALE 2/25/11 87655330 TASTY BAKING CO. .13
38737 3/02/11 424690 WELLS FARGO SECURITIES 2,000.00 3.160 60.00 6,259.87 -4,811.11
SALE 2/04/11 91324P10 UNITEDHEALTH GROUP INC 1.66
51611 2/09/11 424629 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 43.307 60.00 86,552.34 24,638.88
SALE 2/23/11 91324T30 UNITEK GLOBAL SERVICES INC .38
54981 2/28/11 424680 JP MORGAN 2,000.00 9.760 60.00 19,459.62 757.33
SALE 2/18/11 91819410 VCA ANTECH INC 2.00
55536 2/24/11 424670 CREDIT SUISSE SEC (AES) 4,000.00 26.011 40.00 104,003.20 9,882.84
SALE 2/22/11 91819410 VCA ANTECH INC 1.98
55536 2/25/11 424675 SWSQUEHANNA FIN. GRP LLC (D 4,000.00 25.664 120.00 102,534.42 8,414.06
SALE 2/23/11 91819410 VCA ANTECH INC 4.81
55536 2/28/11 424680 UBS WARBURG LLC 10,000.00 25.014 300.00 249,837.19 14,536.30
SALE 2/24/11 91819410 VCA ANTECH INC 4.75
55536 3/01/11 424684 CREDIT SUISSE SEC (USA) LLC 10,000.00 24.738 300.00 247,076.25 11,775.36
SALE 2/10/11 92241710 VEECO INSTRUMENTS INC .91
50425 2/15/11 424646 JANNEY MONTGOMERY SCOTT 1,000.00 47.250 30.00 47,219.09 9,070.05
SALE 2/14/11 92241710 VEECO INSTRUMENTS INC 1.02
50425 2/17/11 424654 CREDIT SUISSE SEC (AES) 1,000.00 52.716 10.00 52,705.28 14,556.24
SALE 2/17/11 92535G20 VERTRO INC .41
54110 2/23/11 424666 SWSQUEHANNA FIN. GRP LLC (D 5,000.00 4.223 150.00 20,963.59 -5,415.81
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 2/01/11 THROUGH 2/28/11
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 2/23/11 93114210 WAL-MART STORES, INC. 2.04
40141 2/28/11 424680 JP MORGAN 2,000.00 53.057 80.00 106,030.96 -68.58
SALE 2/08/11 93439040 WARNACO GROUP INC 2.16
54954 2/11/11 424638 OPPENHEIMER & CO., INC 2,000.00 56.035 60.00 112,007.84 2,520.25
SALE 2/09/11 93439040 WARNACO GROUP INC 5.38
54954 2/14/11 424642 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 56.051 150.00 280,097.62 6,378.65
SALE 2/10/11 93439040 WARNACO GROUP INC 2.14
54954 2/15/11 424646 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 55.730 60.00 111,397.86 1,910.27
SALE 2/14/11 93439040 WARNACO GROUP INC 2.13
54954 2/17/11 424654 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 55.445 60.00 110,827.87 1,340.28
SALE 2/15/11 93439040 WARNACO GROUP INC 6.35
54954 2/18/11 424658 DEUTSCHE BANK AG (DOMESTIC) 6,000.00 55.107 180.00 330,457.45 1,994.69
SALE 2/04/11 96216610 WEYERHAEUSER CO .47
54327 2/09/11 424629 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 24.398 30.00 24,367.53 6,800.44
SALE 2/08/11 96216610 WEYERHAEUSER CO .93
54327 2/11/11 424638 OPPENHEIMER & CO., INC 2,000.00 24.190 60.00 48,319.07 13,184.88
SALE 2/09/11 96216610 WEYERHAEUSER CO .93
54327 2/14/11 424642 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 24.230 60.00 48,399.07 13,264.88
SALE 2/10/11 96216610 WEYERHAEUSER CO .93
54327 2/15/11 424646 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 24.230 60.00 48,399.07 13,264.88
SALE 2/23/11 96216610 WEYERHAEUSER CO .92
54327 2/28/11 424680 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 23.950 60.00 47,839.08 12,704.89
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 969,000.00 429.53 22,326,170.41 2,688,942.49
23,232.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 969,000.00 429.53 22,326,170.41 2,688,942.49
23,232.00
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 2/01/11 THROUGH 2/28/11
CASH MANAGEMENT FD (5050) PAGE: 35
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 2/18/11 01039MPR ALABAMA POWER CO DISC CP .1700 .170
55635 2/18/11 289328 CREDIT SUISSE SEC (USA) LLC 2/25/11 19,899,000.00 99.997 19,898,342.22
PUR 2/18/11 01039MPR ALABAMA POWER CO DISC CP .1700 .170
55636 2/18/11 289328 CREDIT SUISSE SEC (USA) LLC 2/25/11 11,198,000.00 99.997 11,197,629.84
PUR 2/18/11 01039MPR ALABAMA POWER CO DISC CP .1700 .170
55637 2/18/11 289328 CREDIT SUISSE SEC - CURRENC 2/25/11 2,668,000.00 99.997 2,667,911.81
PUR 2/04/11 0556N1P7 BNP PARIBAS FINANCE INC DIS .1700 .170
55477 2/04/11 289318 BNP PARIBAS 2/07/11 70,000,000.00 99.999 69,999,008.34
PUR 2/04/11 0556N1P7 BNP PARIBAS FINANCE INC DIS .1700 .170
55478 2/04/11 289318 BNP PARIBAS 2/07/11 15,050,000.00 99.999 15,049,786.79
PUR 2/07/11 0556N1P8 BNP PARIBAS FINANCE INC DIS .1700 .170
55494 2/07/11 289319 BNP PARIBAS 2/08/11 30,619,000.00 100.00 30,618,855.41
PUR 2/03/11 0556N1P9 BNP PARIBAS FINANCE INC DIS .1600 .160
55510 2/08/11 289230 BNP PARIBAS 2/09/11 7,494,000.00 100.00 7,493,966.69
PUR 2/17/11 0556N1PJ BNP PARIBAS FINANCE INC DIS .1500 .150
55618 2/17/11 289327 BNP PARIBAS 2/18/11 50,000,000.00 100.00 49,999,791.67
PUR 2/24/11 0556N1PR BNP PARIBAS FINANCE INC DIS .1500 .150
55679 2/24/11 289332 BNP PARIBAS 2/25/11 20,000,000.00 100.00 19,999,916.67
PUR 2/24/11 0556N1PR BNP PARIBAS FINANCE INC DIS .1500 .150
55681 2/24/11 289332 BNP PARIBAS 2/25/11 50,000,000.00 100.00 49,999,791.67
PUR 2/25/11 0556N1PU BNP PARIBAS FINANCE INC DIS .1500 .150
55701 2/25/11 289333 BNP PARIBAS 2/28/11 5,000,000.00 99.999 4,999,937.50
PUR 2/28/11 0556N1Q1 BNP PARIBAS FINANCE INC DIS .1700 .170
55713 2/28/11 289334 BNP PARIBAS 3/01/11 6,398,000.00 100.00 6,397,969.79
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
CASH MANAGEMENT FD (5050) -Cont. PAGE: 36
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/24/11 06366UVE BANK OF MONTREAL YANKEE CD .1900 .190
55683 2/24/11 289332 BMO/HARRIS TRUST & SAVINGS 3/04/11 25,000,000.00 100.00 25,000,000.00
PUR 2/24/11 06417DB8 BANK OF NOVA SCOTIA YANKEE .2000 .200
55684 2/24/11 289332 BANK OF NOVA SCOTIA 3/22/11 25,000,000.00 100.00 25,000,000.00
PUR 2/01/11 06417DYN BANK OF NOVA SCOTIA YANKEE .2400 .240
55418 2/01/11 289315 BANK OF NOVA SCOTIA 4/01/11 60,000,000.00 100.00 60,000,000.00
PUR 2/03/11 06417DZL BANK OF NOVA SCOTIA YANKEE .2300 .230
55509 2/08/11 289230 BANK OF NOVA SCOTIA 4/01/11 40,000,000.00 100.00 40,000,000.00
PUR 2/03/11 10138MAB BOTTLING GROUP LLC 4.6250 .914
55496 2/08/11 289230 JP MORGAN 11/15/12 8,000,000.00 106.49 8,519,840.00
PUR 2/01/11 14178MP2 CARGILL INC DISC CP .2100 .210
55419 2/01/11 289315 CITIGROUP GBL MKT(FMLY SALO 2/02/11 9,672,000.00 99.999 9,671,943.58
PUR 2/17/11 14178MPJ CARGILL INC DISC CP .1800 .180
55620 2/17/11 289327 MERRILL LYNCH PIERCE FIXED 2/18/11 2,786,000.00 100.00 2,785,986.07
PUR 2/18/11 14178MPN CARGILL INC DISC CP .2000 .200
55634 2/18/11 289328 CITIGROUP GBL MKT(FMLY SALO 2/22/11 21,000,000.00 99.998 20,999,533.34
PUR 2/18/11 14178MPN CARGILL INC DISC CP .2000 .200
55633 2/18/11 289328 CREDIT SUISSE SEC (USA) LLC 2/22/11 29,101,000.00 99.998 29,100,353.32
PUR 2/25/11 14178MPU CARGILL INC DISC CP .2000 .200
55702 2/25/11 289333 CREDIT SUISSE SEC (USA) LLC 2/28/11 11,886,000.00 99.998 11,885,801.90
PUR 2/25/11 14178MPU CARGILL INC DISC CP .2000 .200
55703 2/25/11 289333 CREDIT SUISSE SEC (USA) LLC 2/28/11 2,806,000.00 99.998 2,805,953.23
PUR 2/15/11 1667MBTQ CHEVRON CORP IBN .1500 .150
55584 2/15/11 289325 CHEVRON USA INC 2/24/11 50,000,000.00 100.00 50,000,000.00
PUR 2/15/11 19416FQE COLGATE PALMOLIVE CO DISC C .1600 .160
55587 2/15/11 289325 CITIGROUP GBL MKT(FMLY SALO 3/14/11 8,520,000.00 99.988 8,518,977.60
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 2/01/11 THROUGH 2/28/11
CASH MANAGEMENT FD (5050) -Cont. PAGE: 37
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/22/11 24422MQ3 JOHN DEERE CAPITAL CORP DIS .1600 .160
55654 2/22/11 289330 BARCLAYS CAPITAL INC 3/03/11 22,472,000.00 99.996 22,471,101.12
PUR 2/03/11 3022W1RZ EXXON MOBIL CORP IBN .1800 .180
55499 2/08/11 289230 EXXON MOBIL CORP. 3/14/11 70,000,000.00 100.00 70,000,000.00
PUR 2/10/11 3022W1SB EXXON MOBIL CORP IBN .1400 .140
55543 2/10/11 289322 EXXON MOBIL CORP. 2/18/11 55,000,000.00 100.00 55,000,000.00
PUR 2/14/11 3022W1SC EXXON MOBIL CORP IBN .1700 .170
55567 2/14/11 289324 EXXON MOBIL CORP. 3/22/11 50,000,000.00 100.00 50,000,000.00
PUR 2/17/11 3022W1SE EXXON MOBIL CORP IBN .1500 .150
55609 2/17/11 289327 EXXON MOBIL CORP. 3/07/11 121,500,000.00 100.00 121,500,000.00
PUR 2/03/11 3696E3KT GENERAL ELECTRIC CO IBN .1700 .170
55448 2/03/11 289317 GENERAL ELECTRIC COMPANY 2/09/11 100,000,000.00 100.00 100,000,000.00
PUR 2/03/11 3696E3KT GENERAL ELECTRIC CO IBN .1700 .170
55456 2/03/11 289317 GENERAL ELECTRIC COMPANY 2/09/11 54,000,000.00 100.00 54,000,000.00
PUR 2/09/11 3696E3LD GENERAL ELECTRIC CO IBN .2000 .200
55514 2/09/11 289321 GENERAL ELECTRIC COMPANY 3/11/11 65,000,000.00 100.00 65,000,000.00
PUR 2/09/11 3696E3LE GENERAL ELECTRIC CO IBN .2000 .200
55515 2/09/11 289321 GENERAL ELECTRIC COMPANY 3/14/11 60,000,000.00 100.00 60,000,000.00
PUR 2/09/11 3696E3LF GENERAL ELECTRIC CO IBN .2000 .200
55516 2/09/11 289321 GENERAL ELECTRIC COMPANY 3/15/11 60,000,000.00 100.00 60,000,000.00
PUR 2/09/11 3696E3LG GENERAL ELECTRIC CO IBN .1800 .180
55519 2/09/11 289321 GENERAL ELECTRIC COMPANY 2/24/11 35,000,000.00 100.00 35,000,000.00
PUR 2/24/11 3696E3LV GENERAL ELECTRIC CO IBN .1600 .160
55682 2/24/11 289332 GENERAL ELECTRIC COMPANY 3/02/11 30,000,000.00 100.00 30,000,000.00
PUR 2/23/11 4611K1PQ INTESA FUNDING DISC CP .1600 .160
55671 2/23/11 289331 CITIGROUP GBL MKT(FMLY SALO 2/24/11 3,514,000.00 100.00 3,513,984.38
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 2/01/11 THROUGH 2/28/11
CASH MANAGEMENT FD (5050) -Cont. PAGE: 38
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/23/11 4662J1PQ JP MORGAN CHASE & CO DISC C .1200 .120
55667 2/23/11 289331 JP MORGAN CHASE 2/24/11 125,000,000.00 100.00 124,999,583.38
PUR 2/23/11 4662J1PQ JP MORGAN CHASE & CO DISC C .1200 .120
55670 2/23/11 289331 JP MORGAN CHASE 2/24/11 30,000,000.00 100.00 29,999,900.01
PUR 2/09/11 4662J1QB JP MORGAN CHASE & CO.DISC C .1900 .190
55522 2/09/11 289321 JP MORGAN 3/11/11 3,323,000.00 99.984 3,322,473.86
PUR 2/03/11 63253LLR NAT'L AUSTRALIA FDG (DE) IN .1600 .160
55457 2/03/11 289317 NATL AUSTRALIA FUNDING DELA 2/04/11 41,000,000.00 100.00 41,000,000.00
PUR 2/03/11 63253LLS NAT'L AUSTRALIA FDG DE INC .1800 .180
55460 2/03/11 289317 NATL AUSTRALIA FUNDING DELA 3/07/11 6,839,000.00 100.00 6,839,000.00
PUR 2/03/11 63253LLS NAT'L AUSTRALIA FDG (DE) IN .1800 .180
55461 2/03/11 289317 NATL AUSTRALIA FUNDING DELA 3/07/11 1,339,000.00 100.00 1,339,000.00
PUR 2/10/11 63253LLT NAT'L AUSTRALIA FDG (DE) IN .1300 .130
55544 2/10/11 289322 NATL AUSTRALIA FUNDING DELA 2/11/11 9,315,000.00 100.00 9,315,000.00
PUR 2/10/11 63253LLT NAT'L AUSTRALIA FDG DE INC .1300 .130
55545 2/10/11 289322 NATL AUSTRALIA FUNDING DELA 2/11/11 1,918,000.00 100.00 1,918,000.00
PUR 2/14/11 63253LLU NAT'L AUSTRALIA FDG DE INC .1600 .160
55568 2/14/11 289324 NATL AUSTRALIA FUNDING DELA 3/18/11 113,947,000.00 100.00 113,947,000.00
PUR 2/15/11 63253LLV NAT'L AUSTRALIA FDG (DE) IN .1600 .160
55583 2/15/11 289325 NATL AUSTRALIA FUNDING DELA 3/25/11 85,000,000.00 100.00 85,000,000.00
PUR 2/16/11 63253LLW NAT'L AUSTRALIA FDG (DE) IN .1400 .140
55598 2/16/11 289326 NATL AUSTRALIA FUNDING DELA 2/17/11 15,000,000.00 100.00 15,000,000.00
PUR 2/24/11 63253LLX NAT'L AUSTRALIA FDG (DE) IN .1200 .120
55687 2/24/11 289332 NATL AUSTRALIA FUNDING DELA 2/25/11 16,326,000.00 100.00 16,326,000.00
PUR 2/25/11 63253LLY NATIONAL AUSTRALIA FDG DE I .1400 .140
55699 2/25/11 289333 NATL AUSTRALIA FUNDING DELA 2/28/11 55,000,000.00 100.00 55,000,000.00
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 2/01/11 THROUGH 2/28/11
CASH MANAGEMENT FD (5050) -Cont. PAGE: 39
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/25/11 63253LLY NATIONAL AUSTRALIA FDG DE I .1400 .140
55700 2/25/11 289333 NATL AUSTRALIA FUNDING DELA 2/28/11 45,000,000.00 100.00 45,000,000.00
PUR 2/03/11 713448BF PEPSICO INC 5.1500 .804
55497 2/08/11 289230 JP MORGAN 5/15/12 9,000,000.00 105.47 9,492,930.00
PUR 2/17/11 74271UQX PROCTER & GAMBLE CO DISC CP .1600 .160
55608 2/17/11 289327 MERRILL LYNCH PIERCE FIXED 3/31/11 38,500,000.00 99.981 38,492,813.32
PUR 2/16/11 74800KQR QUEBEC PROVIDENCE DISC CP .1800 .180
55599 2/16/11 289326 CANADIAN IMPERIAL HOLDINGS 3/25/11 45,000,000.00 99.982 44,991,675.00
PUR 2/01/11 83365SP2 SOCIETE GENERALE NA INC DIS .1800 .180
55409 2/01/11 289315 MERRILL LYNCH PIERCE FIXED 2/02/11 125,000,000.00 100.00 124,999,375.00
PUR 2/15/11 83365SPG SOCIETE GENERALE NA INC DIS .1700 .170
55577 2/15/11 289325 MERRILL LYNCH PIERCE FIXED 2/16/11 75,000,000.00 100.00 74,999,645.85
PUR 2/16/11 83365SPH SOCIETE GENERALE NA INC DIS .1600 .160
55601 2/16/11 289326 MERRILL LYNCH PIERCE FIXED 2/17/11 14,969,000.00 100.00 14,968,933.48
PUR 2/17/11 83365SPJ SOCIETE GENERALE NA INC DIS .1500 .150
55610 2/17/11 289327 MERRILL LYNCH PIERCE FIXED 2/18/11 100,000,000.00 100.00 99,999,583.30
PUR 2/18/11 83365SPN SOCIETE GENERALE NA INC DIS .1600 .160
55622 2/18/11 289328 BARCLAYS CAPITAL INC 2/22/11 100,000,000.00 99.998 99,998,222.22
PUR 2/24/11 83365SPR SOCIETE GENERALE NA INC DIS .1500 .150
55678 2/24/11 289332 BARCLAYS CAPITAL INC 2/25/11 80,000,000.00 100.00 79,999,666.64
PUR 2/15/11 89112YUE TORONTO DOMINION BK NY YANK .2100 .210
55585 2/15/11 289325 TD SECURITIES 3/28/11 65,000,000.00 100.00 65,000,000.00
PUR 2/16/11 89112YUF TORONTO DOMINION BK NY YANK .2100 .210
55600 2/16/11 289326 TD SECURITIES 3/16/11 85,000,000.00 100.00 85,000,000.00
PUR 2/15/11 89112YUG TORONTO DOMINION BK YANK CD .2100 .210
55586 2/15/11 289325 TD SECURITIES 3/29/11 60,000,000.00 100.00 60,000,000.00
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 2/01/11 THROUGH 2/28/11
CASH MANAGEMENT FD (5050) -Cont. PAGE: 40
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/02/11 9127952D U.S. TREASURY BILLS .1505 .151
55427 2/02/11 289316 BARCLAYS CAPITAL INC 3/03/11 75,000,000.00 99.988 74,990,907.29
PUR 2/02/11 9127952D U.S. TREASURY BILLS .1510 .151
55430 2/02/11 289316 BNP PARIBAS SECURITIES CORP 3/03/11 25,000,000.00 99.988 24,996,959.03
PUR 2/02/11 9127952D U.S. TREASURY BILLS .1520 .152
55429 2/02/11 289316 NOMURA SECURITIES INT'L INC 3/03/11 50,000,000.00 99.988 49,993,877.78
PUR 2/11/11 9127952F U.S. TREASURY BILLS .1655 .166
55565 2/11/11 289324 GOLDMAN SACHS & COMPANY 9/22/11 28,355,000.00 99.897 28,325,931.00
PUR 2/23/11 9127952N U.S. TREASURY BILLS .1055 .106
55666 2/23/11 289331 NOMURA SECURITIES INT'L INC 4/28/11 175,000,000.00 99.981 174,967,177.77
PUR 2/14/11 9127952P U.S. TREASURY BILLS .2010 .201
55566 2/14/11 289324 MORGAN STANLEY 11/17/11 41,053,000.00 99.846 40,989,737.33
PUR 2/09/11 9127952Y U.S. TREASURY BILLS .2705 .271
55521 2/09/11 289321 CREDIT SUISSE SEC (USA) LLC 1/12/12 67,000,000.00 99.747 66,830,343.90
PUR 2/09/11 9127952Y U.S. TREASURY BILLS .2730 .274
55520 2/09/11 289321 MERRILL LYNCH PIERCE FIXED 1/12/12 35,000,000.00 99.744 34,910,554.58
PUR 2/17/11 9127953E U.S. TREASURY BILLS .1420 .142
55619 2/17/11 289327 DEUTSCHE BANK SECURITIES IN 8/18/11 25,000,000.00 99.928 24,982,052.78
PUR 2/22/11 9127953E U.S. TREASURY BILLS .1470 .147
55653 2/22/11 289330 DEUTSCHE BANK AG (DOMESTIC) 8/18/11 225,000,000.00 99.928 224,837,381.25
PUR 2/18/11 912828MM U.S. TREASURY NOTES .7500 .228
55625 2/18/11 289328 JP MORGAN 11/30/11 150,000,000.00 100.40 150,609,877.50
PUR 2/14/11 93114FPP WALMART STORES INC DISC CP .1700 .170
55569 2/14/11 289324 CITIGROUP/CITIBANK DOMESTIC 2/23/11 75,000,000.00 99.996 74,996,812.50
PUR 2/17/11 93114FQ9 WALMART STORES INC DISC CP .1700 .170
55615 2/17/11 289327 CITIGROUP GBL MKT(FMLY SALO 3/09/11 50,000,000.00 99.991 49,995,277.80
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 2/01/11 THROUGH 2/28/11
CASH MANAGEMENT FD (5050) -Cont. PAGE: 41
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/18/11 93114FQM WALMART STORES INC DISC CP .1700 .170
55630 2/18/11 289328 CITIGROUP GBL MKT(FMLY SALO 3/21/11 80,000,000.00 99.985 79,988,288.88
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 3756467000.00 3757460364.39
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 3756467000.00 3757460364.39
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 2/02/11 9127952B U.S. TREASURY BILLS .1810 .181
53162 2/02/11 289316 NOMURA SECURITIES INT'L (DO 2/17/11 1,763,000.00 99.995 1,762,904.50 37.46
SALE 2/14/11 9127952B U.S. TREASURY BILLS .1810 .181
53162 2/14/11 289324 MERRILL LYNCH PIERCE FIXED 2/17/11 82,002,000.00 100.00 82,001,589.99 826.85
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 83,765,000.00 83,764,494.49 864.31
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 83,765,000.00 83,764,494.49 864.31
END OF REPORT FOR: CASH MANAGEMENT FD
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
COMMON PENSION FD A (5140) PAGE: 42
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 2/24/11 00108410 AGCO CORP
55693 3/01/11 424681 CREDIT SUISSE SEC (USA) LLC 100,000.00 52.670 3,000.00 5,270,020.00
PUR 2/25/11 00108410 AGCO CORP
55693 3/02/11 424687 WELLS FARGO SECURITIES 95,100.00 53.741 2,853.00 5,113,574.55
PUR 2/28/11 00108410 AGCO CORP
55693 3/03/11 424695 CREDIT SUISSE SEC (USA) LLC 120,000.00 54.472 3,600.00 6,540,204.00
PUR 2/28/11 00108410 AGCO CORP
55693 3/03/11 424695 WELLS FARGO SECURITIES 14,900.00 54.716 447.00 815,707.95
PUR 2/18/11 00163U10 AMAG PHARMACEUTICALS INC.
37919 2/24/11 424667 CREDIT SUISSE SEC (AES) 169,770.00 17.871 1,697.70 3,035,640.39
PUR 2/22/11 00163U10 AMAG PHARMACEUTICALS INC.
37919 2/25/11 424672 SWSQUEHANNA FIN. GRP LLC (D 230.00 17.826 6.90 4,106.81
PUR 2/23/11 00289620 ABERCROMBIE & FITCH CO-CL A
52015 2/28/11 424677 JP MORGAN 25,000.00 56.273 1,000.00 1,407,822.50
PUR 2/17/11 00849210 AGREE REALTY CORP
53304 2/23/11 424663 MORGAN STANLEY 25,000.00 25.306 1,000.00 633,652.50
PUR 2/02/11 01265310 ALBEMARLE CORP.
14176 2/07/11 424617 BLAIR, WILLIAM & COMPANY 240,000.00 57.771 9,600.00 13,874,736.00
PUR 2/01/11 02553710 AMERICAN ELECTRIC POWER CO.
04799 2/04/11 424611 CITIGROUP/CITIBANK DOMESTIC 60,000.00 35.603 2,400.00 2,138,550.00
PUR 2/02/11 02553710 AMERICAN ELECTRIC POWER CO.
04799 2/07/11 424617 CITIGROUP/CITIBANK DOMESTIC 10,000.00 35.750 400.00 357,897.00
PUR 2/08/11 03571040 ANNALY CAPITAL MANAGEMENT I
50977 2/11/11 424635 WELLS FARGO SECURITIES 25,000.00 17.990 1,000.00 450,750.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
COMMON PENSION FD A (5140) -Cont. PAGE: 43
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/24/11 03611510 ANN TAYLOR
55691 3/01/11 424681 JP MORGAN 50,000.00 23.351 2,000.00 1,169,555.00
PUR 2/10/11 03748R10 APARTMENT INVEST. & MGMT. C
38056 2/15/11 424643 STIFEL NICOLAUS 10,000.00 23.946 400.00 239,857.00
PUR 2/17/11 03748R10 APARTMENT INVEST. & MGMT. C
38056 2/23/11 424663 MORGAN STANLEY 25,000.00 24.618 1,000.00 616,442.50
PUR 2/10/11 03822W40 APPLIED MICRO CIRCUITS CORP
53851 2/15/11 424643 UBS WARBURG LLC 25,000.00 9.819 750.00 246,212.50
PUR 2/11/11 03822W40 APPLIED MICRO CIRCUITS CORP
53851 2/16/11 424647 CREDIT SUISSE SEC (AES) 50,000.00 9.889 500.00 494,970.00
PUR 2/09/11 04410310 ASHFORD HOSPITALITY TRUST
55122 2/14/11 424639 CITIGROUP/CITIBANK DOMESTIC 10,000.00 10.483 400.00 105,230.00
PUR 2/10/11 04410310 ASHFORD HOSPITALITY TRUST
55122 2/15/11 424643 WELLS FARGO SECURITIES 10,000.00 10.471 400.00 105,111.00
PUR 2/22/11 04410310 ASHFORD HOSPITALITY TRUST
55122 2/25/11 424672 STIFEL NICOLAUS 10,000.00 9.947 400.00 99,871.00
PUR 2/25/11 04410310 ASHFORD HOSPITALITY TRUST
55122 3/02/11 424687 CRAIG-HALLUM CAPITAL GRP LL 7,066.00 10.250 282.64 72,709.14
PUR 2/28/11 04410310 ASHFORD HOSPITALITY TRUST
55122 3/03/11 424695 CRAIG-HALLUM CAPITAL GRP LL 37,434.00 10.225 1,497.36 384,274.98
PUR 2/08/11 07401410 BEASLEY BROADCAST GROUP INC
15774 2/11/11 424635 CREDIT SUISSE SEC (AES) 2,000.00 5.382 20.00 10,783.60
PUR 2/01/11 07557110 BEBE STORES
55428 2/04/11 424611 JANNEY MONTGOMERY SCOTT 10,000.00 5.727 300.00 57,571.00
PUR 2/23/11 09534T50 BLUE COAT SYSTEMS, INC.
23366 2/28/11 424677 SWSQUEHANNA FIN. GRP LLC (D 50,000.00 27.170 1,500.00 1,360,000.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
COMMON PENSION FD A (5140) -Cont. PAGE: 44
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/01/11 12497T10 CB RICHARD ELLI GROUP
55243 2/04/11 424611 COWEN AND CO., LLC 50,000.00 22.371 2,000.00 1,120,560.00
PUR 2/02/11 12497T10 CB RICHARD ELLI GROUP
55243 2/07/11 424617 BARCLAYS CAPITAL (DOMESTIC) 25,000.00 23.572 1,000.00 590,307.50
PUR 2/02/11 12526910 CF INDUSTRIES HOLDINGS INC
55439 2/07/11 424617 BUCKINGHAM RESEARCH GROUP I 100,000.00 140.96 4,000.00 14,100,160.00
PUR 2/07/11 12526910 CF INDUSTRIES HOLDINGS INC
55439 2/10/11 424631 KEYBANC CAPITAL MKTS INC 77,273.00 145.65 2,318.19 11,257,408.82
PUR 2/08/11 12526910 CF INDUSTRIES HOLDINGS INC
55439 2/11/11 424635 KEYBANC CAPITAL MKTS INC 22,727.00 145.90 681.81 3,316,569.29
PUR 2/08/11 12526910 CF INDUSTRIES HOLDINGS INC
55439 2/11/11 424635 RBC CAPITAL (DOMESTIC) 100,000.00 145.88 4,000.00 14,592,760.00
PUR 2/18/11 12526910 CF INDUSTRIES HOLDINGS INC
55439 2/24/11 424667 CREDIT SUISSE SEC (USA) LLC 98,000.00 137.76 2,940.00 13,504,125.60
PUR 2/22/11 12526910 CF INDUSTRIES HOLDINGS INC
55439 2/25/11 424672 RAYMOND JAMES & ASSOCIATES, 193,000.00 135.61 7,720.00 26,181,955.40
PUR 2/24/11 12526910 CF INDUSTRIES HOLDINGS INC
55439 3/01/11 424681 LAZARD CAPITAL MARKETS 59,000.00 134.63 2,360.00 7,946,037.40
PUR 2/25/11 12526910 CF INDUSTRIES HOLDINGS INC
55439 3/02/11 424687 WELLS FARGO SECURITIES 50,000.00 138.74 2,000.00 6,939,145.00
PUR 2/17/11 12589610 CMS ENERGY CORP.
19759 2/23/11 424663 RBC CAPITAL (DOMESTIC) 125,000.00 19.412 5,000.00 2,431,450.00
PUR 2/24/11 12589610 CMS ENERGY CORP.
19759 3/01/11 424681 JP MORGAN 125,000.00 19.096 5,000.00 2,391,962.50
PUR 2/03/11 16208T10 CHATHAM LODGING TRUST
51551 2/08/11 424621 BARCLAYS CAPITAL (DOMESTIC) 27,000.00 16.000 432,000.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
COMMON PENSION FD A (5140) -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 2/03/11 16208T10 CHATHAM LODGING TRUST
51551 2/08/11 424621 CREDIT AGRICOLE SEC (USA) I 3,000.00 16.000 48,000.00
PUR 2/03/11 16208T10 CHATHAM LODGING TRUST
51551 2/08/11 424621 FBR CAPITAL MARKETS 4,800.00 16.000 76,800.00
PUR 2/03/11 16208T10 CHATHAM LODGING TRUST
51551 2/08/11 424621 JMP SECURITIES 1,200.00 16.000 19,200.00
PUR 2/03/11 16208T10 CHATHAM LODGING TRUST
51551 2/08/11 424621 MORGAN KEEGAN 4,200.00 16.000 67,200.00
PUR 2/03/11 16208T10 CHATHAM LODGING TRUST
51551 2/08/11 424621 PIPER JAFFRAY & CO 3,000.00 16.000 48,000.00
PUR 2/03/11 16208T10 CHATHAM LODGING TRUST
51551 2/08/11 424621 STIFEL NICOLAUS 3,000.00 16.000 48,000.00
PUR 2/03/11 16208T10 CHATHAM LODGING TRUST
51551 2/08/11 424621 UBS WARBURG LLC 13,800.00 16.000 220,800.00
PUR 2/18/11 16890510 CHILDREN'S PLACE
49976 2/24/11 424667 CREDIT SUISSE SEC (AES) 5,000.00 46.907 50.00 234,584.50
PUR 2/03/11 17275R10 CISCO SYSTEMS INC
14693 2/08/11 424622 CREDIT SUISSE SEC (AES) 50,000.00 21.927 500.00 1,096,850.00
PUR 2/10/11 17275R10 CISCO SYSTEMS INC
14693 2/15/11 424643 UBS WARBURG LLC 100,000.00 18.895 3,000.00 1,892,500.00
PUR 2/25/11 24419910 DEERE & CO.
21321 3/02/11 424687 BARCLAYS CAPITAL (DOMESTIC) 15,000.00 90.505 600.00 1,358,169.00
PUR 2/25/11 24419910 DEERE & CO.
21321 3/02/11 424687 WELLS FARGO SECURITIES 100,000.00 91.345 4,000.00 9,138,460.00
PUR 2/28/11 24419910 DEERE & CO.
21321 3/03/11 424695 BARCLAYS CAPITAL (DOMESTIC) 90,000.00 91.248 3,600.00 8,215,884.00
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 2/01/11 THROUGH 2/28/11
COMMON PENSION FD A (5140) -Cont. PAGE: 46
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/22/11 25159110 DEVELOPERS DIVERSIFIED RLTY
39741 2/25/11 424672 STIFEL NICOLAUS 20,000.00 13.864 800.00 278,076.00
PUR 2/09/11 26613Q10 DUPONT FABROS TECHNOLOGY IN
38678 2/14/11 424639 CITIGROUP/CITIBANK DOMESTIC 20,000.00 21.994 800.00 440,672.00
PUR 2/02/11 29100510 EMERITUS CORP
55227 2/07/11 424617 BARCLAYS CAPITAL (DOMESTIC) 2,492.00 19.749 99.68 49,314.94
PUR 2/03/11 29100510 EMERITUS CORP
55227 2/08/11 424622 BARCLAYS CAPITAL (DOMESTIC) 8,898.00 19.676 355.92 175,432.97
PUR 2/10/11 29100510 EMERITUS CORP
55227 2/15/11 424643 BARCLAYS CAPITAL (DOMESTIC) 2,600.00 20.000 104.00 52,104.00
PUR 2/11/11 29100510 EMERITUS CORP
55227 2/16/11 424647 BARCLAYS CAPITAL (DOMESTIC) 11,010.00 20.929 440.40 230,873.09
PUR 2/03/11 34484910 FOOT LOCKER INC
48395 2/08/11 424622 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 17.857 800.00 357,942.00
PUR 2/25/11 34537086 FORD MOTOR CO
51546 3/02/11 424687 BARCLAYS CAPITAL (DOMESTIC) 175,000.00 14.978 7,000.00 2,628,080.00
PUR 2/25/11 34988210 FOSSIL INC
55705 3/02/11 424687 WELLS FARGO SECURITIES 25,000.00 76.764 750.00 1,919,837.50
PUR 2/03/11 38238810 GOODRICH CORP.
28378 2/08/11 424622 BARCLAYS CAPITAL (DOMESTIC) 86,000.00 92.244 3,440.00 7,936,406.80
PUR 2/24/11 42782510 HERSHA HOSPITALITY TR
50440 3/01/11 424681 JP MORGAN 10,000.00 6.479 400.00 65,191.00
PUR 2/03/11 42823610 HEWLETT-PACKARD CO
12113 2/08/11 424622 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 47.256 2,000.00 2,364,775.00
PUR 2/07/11 43730610 HOME PROPERTIES INC
52372 2/10/11 424631 LANGEN MCALENNEY 25,000.00 54.514 1,000.00 1,363,850.00
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 2/01/11 THROUGH 2/28/11
COMMON PENSION FD A (5140) -Cont. PAGE: 47
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/02/11 43851610 HONEYWELL INTERNATIONAL INC
15341 2/07/11 424617 LANGEN MCALENNEY 175,000.00 57.716 7,000.00 10,107,230.00
PUR 2/23/11 45071R10 IXIA
18299 2/28/11 424677 UBS WARBURG LLC 50,000.00 16.947 1,500.00 848,825.00
PUR 2/11/11 46625H10 JP MORGAN CHASE & CO
19046 2/16/11 424647 KEEFE BRUYETTE & WOODS INC. 500,000.00 46.450 20,000.00 23,245,050.00
PUR 2/24/11 51794210 LASALLE HOTEL PROPERTIES
43962 3/01/11 424681 JP MORGAN 10,000.00 26.666 400.00 267,058.00
PUR 2/01/11 52904310 LEXINGTON REALTY TRUST
50988 2/04/11 424611 CITIGROUP/CITIBANK DOMESTIC 25,000.00 8.600 1,000.00 215,995.00
PUR 2/02/11 52904310 LEXINGTON REALTY TRUST
50988 2/07/11 424617 CITIGROUP/CITIBANK DOMESTIC 100,000.00 8.700 4,000.00 873,970.00
PUR 2/10/11 53932010 LIZ CLAIBORNE
55548 2/15/11 424643 STIFEL NICOLAUS 50,000.00 5.500 2,000.00 276,985.00
PUR 2/11/11 53932010 LIZ CLAIBORNE
55548 2/16/11 424647 KEYBANC CAPITAL MKTS INC 50,000.00 5.454 2,000.00 274,695.00
PUR 2/17/11 53932010 LIZ CLAIBORNE
55548 2/23/11 424663 MORGAN KEEGAN 20,000.00 4.829 800.00 97,372.00
PUR 2/18/11 53932010 LIZ CLAIBORNE
55548 2/24/11 424667 JP MORGAN 75,000.00 5.138 3,000.00 388,357.50
PUR 2/23/11 53932010 LIZ CLAIBORNE
55548 2/28/11 424677 JP MORGAN 25,000.00 4.987 1,000.00 125,675.00
PUR 2/24/11 53932010 LIZ CLAIBORNE
55548 3/01/11 424681 JP MORGAN 25,000.00 4.883 1,000.00 123,082.50
PUR 2/25/11 53932010 LIZ CLAIBORNE
55548 3/02/11 424687 CRAIG-HALLUM CAPITAL GRP LL 20,000.00 4.897 800.00 98,734.00
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 2/01/11 THROUGH 2/28/11
COMMON PENSION FD A (5140) -Cont. PAGE: 48
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/11/11 55272X10 MFA FINANCIAL INC
50983 2/16/11 424647 JP MORGAN 75,000.00 8.391 3,000.00 632,295.00
PUR 2/07/11 55616P10 MACY'S INC
45230 2/10/11 424631 LANGEN MCALENNEY 25,000.00 23.266 1,000.00 582,640.00
PUR 2/18/11 55616P10 MACY'S INC
45230 2/24/11 424667 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 24.141 400.00 241,806.00
PUR 2/04/11 58506K10 MEDQUIST HLDGS INC
55483 2/09/11 424630 LAZARD CAPITAL MARKETS 37,500.00 8.000 300,000.00
PUR 2/04/11 58506K10 MEDQUIST HLDGS INC
55483 2/09/11 424630 LOOP CAPITAL 1,500.00 8.000 12,000.00
PUR 2/04/11 58506K10 MEDQUIST HLDGS INC
55483 2/09/11 424630 MACQUARIE CAPITAL USA 37,500.00 8.000 300,000.00
PUR 2/04/11 58506K10 MEDQUIST HLDGS INC
55483 2/09/11 424630 RBC CAPITAL (DOMESTIC) 23,500.00 8.000 188,000.00
PUR 2/08/11 59522J10 MID-AMERICA APARTMENT COMM.
38184 2/11/11 424635 RBC CAPITAL (DOMESTIC) 20,000.00 62.478 800.00 1,250,352.00
PUR 2/10/11 60972010 MONMOUTH REAL ESTATE INVT
50986 2/15/11 424643 STIFEL NICOLAUS 20,000.00 8.505 800.00 170,900.00
PUR 2/01/11 61174210 MONSTER WORLDWIDE INC
55411 2/04/11 424611 COWEN AND CO., LLC 10,000.00 15.900 400.00 159,400.00
PUR 2/08/11 61174210 MONSTER WORLDWIDE INC
55411 2/11/11 424635 WELLS FARGO SECURITIES 40,000.00 16.494 1,600.00 661,364.00
PUR 2/11/11 61748W10 MORGANS HOTEL GROUP CO
51297 2/16/11 424647 CREDIT SUISSE SEC (AES) 25,000.00 9.921 250.00 248,277.50
PUR 2/24/11 61945A10 MOSIAC CO
55692 3/01/11 424681 LAZARD CAPITAL MARKETS 60,000.00 82.347 2,400.00 4,943,202.00
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 2/01/11 THROUGH 2/28/11
COMMON PENSION FD A (5140) -Cont. PAGE: 49
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/25/11 61945A10 MOSIAC CO
55692 3/02/11 424687 BLAIR, WILLIAM & COMPANY 40,000.00 84.494 1,600.00 3,381,376.00
PUR 2/11/11 62010710 MOTRICITY
52337 2/16/11 424647 CREDIT SUISSE SEC (AES) 75,000.00 17.119 750.00 1,284,705.00
PUR 2/01/11 64051T10 NEOPHOTONICS
55431 2/07/11 424615 DEUTSCHE BANK AG (DOMESTIC) 31,500.00 11.000 346,500.00
PUR 2/01/11 64051T10 NEOPHOTONICS
55431 2/07/11 424615 MERRILL LYNCH, PIERCE,FENNE 34,200.00 11.000 376,200.00
PUR 2/01/11 64051T10 NEOPHOTONICS
55431 2/07/11 424615 MORGAN KEEGAN 8,100.00 11.000 89,100.00
PUR 2/01/11 64051T10 NEOPHOTONICS
55431 2/07/11 424615 PIPER JAFFRAY & CO 9,900.00 11.000 108,900.00
PUR 2/01/11 64051T10 NEOPHOTONICS
55431 2/07/11 424615 THINK EQUITY SECURITIES 6,300.00 11.000 69,300.00
PUR 2/02/11 67622010 OFFICE DEPOT
51893 2/07/11 424617 CITIGROUP/CITIBANK DOMESTIC 25,000.00 5.363 1,000.00 135,070.00
PUR 2/22/11 67622010 OFFICE DEPOT
51893 2/25/11 424672 OPPENHEIMER & CO., INC 100.00 5.450 3.00 548.00
PUR 2/23/11 67622010 OFFICE DEPOT
51893 2/28/11 424677 OPPENHEIMER & CO., INC 24,900.00 5.439 747.00 136,168.14
PUR 2/07/11 69351T10 PPL CORP.
16376 2/10/11 424631 MACQUARIE CAPITAL USA 100,000.00 24.810 4,000.00 2,484,960.00
PUR 2/11/11 69351T10 PPL CORP.
16376 2/16/11 424647 JP MORGAN 100,000.00 24.729 4,000.00 2,476,880.00
PUR 2/09/11 76009N10 RENT-A-CENTER INC
55534 2/14/11 424639 CREDIT SUISSE SEC (AES) 40,000.00 32.648 400.00 1,306,332.00
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 2/01/11 THROUGH 2/28/11
COMMON PENSION FD A (5140) -Cont. PAGE: 50
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/10/11 76009N10 RENT-A-CENTER INC
55534 2/15/11 424643 JANNEY MONTGOMERY SCOTT 10,000.00 32.115 300.00 321,454.00
PUR 2/11/11 76009N10 RENT-A-CENTER INC
55534 2/16/11 424647 CREDIT SUISSE SEC (AES) 10,000.00 32.182 100.00 321,919.00
PUR 2/18/11 76009N10 RENT-A-CENTER INC
55534 2/24/11 424667 CREDIT SUISSE SEC (AES) 35,000.00 33.309 350.00 1,166,172.00
PUR 2/23/11 76009N10 RENT-A-CENTER INC
55534 2/28/11 424677 JP MORGAN 10,000.00 32.451 300.00 324,812.00
PUR 2/16/11 82554910 SHUFFLE MASTER
55607 2/22/11 424659 UBS WARBURG LLC 100,000.00 9.972 3,000.00 1,000,240.00
PUR 2/25/11 82554910 SHUFFLE MASTER
55607 3/02/11 424687 SWSQUEHANNA FIN. GRP LLC (D 25,000.00 9.411 750.00 236,012.50
PUR 2/18/11 84474110 SOUTHWEST AIR
55644 2/24/11 424667 FBR CAPITAL MARKETS 500,000.00 12.539 20,000.00 6,289,450.00
PUR 2/18/11 84474110 SOUTHWEST AIR
55644 2/24/11 424667 JP MORGAN 10,000.00 12.540 400.00 125,800.00
PUR 2/22/11 84474110 SOUTHWEST AIR
55644 2/25/11 424672 STIFEL NICOLAUS 425,000.00 12.141 17,000.00 5,177,052.50
PUR 2/01/11 85503010 STAPLES, INC.
11011 2/04/11 424611 JANNEY MONTGOMERY SCOTT 55,000.00 22.731 1,650.00 1,251,827.50
PUR 2/02/11 85503010 STAPLES, INC.
11011 2/07/11 424617 JANNEY MONTGOMERY SCOTT 50,000.00 22.658 1,500.00 1,134,380.00
PUR 2/04/11 85571B10 STARWOOD PROPERTY TRUST INC
50985 2/09/11 424626 CREDIT SUISSE SEC (AES) 25,000.00 22.077 250.00 552,165.00
PUR 2/11/11 85571B10 STARWOOD PROPERTY TRUST INC
50985 2/16/11 424647 JANNEY MONTGOMERY SCOTT 25,000.00 22.519 750.00 563,735.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
COMMON PENSION FD A (5140) -Cont. PAGE: 51
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/08/11 85815520 STEELCASE INC-CL A
55511 2/11/11 424635 SIDOTI & CO 25,000.00 10.250 1,000.00 257,250.00
PUR 2/09/11 85815520 STEELCASE INC-CL A
55511 2/14/11 424639 GOLDMAN SACHS & COMPANY 100,000.00 10.242 4,000.00 1,028,150.00
PUR 2/10/11 85815520 STEELCASE INC-CL A
55511 2/15/11 424643 SIDOTI & CO 25,000.00 9.843 1,000.00 247,075.00
PUR 2/23/11 85815520 STEELCASE INC-CL A
55511 2/28/11 424677 WELLS FARGO SECURITIES 25,000.00 9.900 1,000.00 248,500.00
PUR 2/25/11 85815520 STEELCASE INC-CL A
55511 3/02/11 424687 CRAIG-HALLUM CAPITAL GRP LL 25,000.00 9.656 1,000.00 242,387.50
PUR 2/11/11 86564610 SUMMER INFANT INC
51784 2/16/11 424647 CREDIT SUISSE SEC (AES) 50,000.00 6.730 500.00 336,990.00
PUR 2/11/11 86564610 SUMMER INFANT INC
51784 2/16/11 424647 JEFFERIES & COMPANY 50,000.00 7.050 1,500.00 353,975.00
PUR 2/08/11 88320310 TEXTRON INC
53636 2/11/11 424635 KEEFE BRUYETTE & WOODS INC. 370,000.00 27.804 14,800.00 10,302,428.00
PUR 2/11/11 88320310 TEXTRON INC
53636 2/16/11 424647 DEUTSCHE BANK AG (DOMESTIC) 400,000.00 27.202 16,000.00 10,896,720.00
PUR 2/14/11 88320310 TEXTRON INC
53636 2/17/11 424651 DEUTSCHE BANK AG (DOMESTIC) 100,000.00 27.563 4,000.00 2,760,290.00
PUR 2/01/11 89989610 TUPPERWARE BRANDS CORP.
34398 2/04/11 424611 COWEN AND CO., LLC 10,000.00 51.493 400.00 515,334.00
PUR 2/10/11 92904210 VORNADO REALTY TRUST
50981 2/15/11 424643 STIFEL NICOLAUS 7,500.00 88.138 300.00 661,332.75
PUR 2/14/11 92904210 VORNADO REALTY TRUST
50981 2/17/11 424651 KEYBANC CAPITAL MKTS INC 5,000.00 88.000 200.00 440,200.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
COMMON PENSION FD A (5140) -Cont. PAGE: 52
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/08/11 96181530 WESTWOOD ONE INC
48486 2/11/11 424635 CREDIT SUISSE SEC (AES) 2,000.00 7.745 20.00 15,510.40
PUR 2/11/11 98310W10 WYNDHAM WORLDWIDE
50304 2/16/11 424647 JP MORGAN 40,000.00 29.862 1,600.00 1,196,092.00
PUR 2/18/11 G2554F10 COVIDIEN PLC
47190 2/24/11 424667 JP MORGAN 80,000.00 51.250 3,200.00 4,103,184.00
PUR 2/03/11 H8912810 TYCO INTERNATIONAL LTD
45460 2/08/11 424622 BARCLAYS CAPITAL (DOMESTIC) 200,000.00 45.797 8,000.00 9,167,300.00
PUR 2/04/11 H8912810 TYCO INTERNATIONAL LTD
45460 2/09/11 424626 COWEN AND CO., LLC 168,000.00 45.824 6,720.00 7,705,152.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 8,050,000.00 317,508,888.52
284,454.60
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 8,050,000.00 317,508,888.52
284,454.60
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 2/04/11 00036110 AAR CORP. 12.67
03732 2/09/11 424627 SANFORD BERNSTEIN & CO. 24,000.00 27.490 960.00 658,796.93 159,629.70
SALE 2/10/11 00120410 AGL RES INC 47.18
54757 2/15/11 424644 MORGAN STANLEY 65,000.00 37.800 2,600.00 2,454,359.32 177,798.76
SALE 2/22/11 00174410 AMN HEALTHCARE SERVICES 7.21
55080 2/25/11 424673 RAYMOND JAMES & ASSOCIATES, 50,000.00 7.500 2,000.00 372,997.79 55,642.79
SALE 2/03/11 01880410 ALLIANT TECHSYSTEMS INC 149.97
21838 2/08/11 424623 BARCLAYS CAPITAL (DOMESTIC) 110,000.00 71.009 4,400.00 7,806,385.03 1,874,676.53
SALE 2/10/11 02209S10 ALTRIA GROUP INC. 57.97
24276 2/15/11 424644 LEERINK SWANN LLC 125,000.00 24.152 5,000.00 3,013,892.03 1,534,311.66
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 2/01/11 THROUGH 2/28/11
COMMON PENSION FD A (5140) -Cont. PAGE: 53
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/11/11 02553E10 AMERICAN EAGLE OUTFITTERS 7.71
37945 2/16/11 424648 KEYBANC CAPITAL MKTS INC 25,000.00 16.042 1,000.00 400,049.79 -150,146.59
SALE 2/18/11 02553E10 AMERICAN EAGLE OUTFITTERS 21.34
37945 2/24/11 424668 JP MORGAN 70,000.00 15.871 2,800.00 1,108,120.66 -432,429.19
SALE 2/09/11 03265410 ANALOG DEVICES INC 22.92
15593 2/14/11 424640 LAZARD CAPITAL MARKETS 30,000.00 39.785 1,200.00 1,192,330.08 691,890.47
SALE 2/10/11 03265410 ANALOG DEVICES INC 15.16
15593 2/15/11 424644 LAZARD CAPITAL MARKETS 20,000.00 39.467 800.00 788,526.84 454,900.43
SALE 2/09/11 03822210 APPLIED MATERIALS, INC. 30.47
5627 2/14/11 424640 UBS WARBURG LLC 100,000.00 15.867 3,000.00 1,583,639.53 816,133.69
SALE 2/07/11 04335310 ARVINMERITOR INC 66.97
17493 2/10/11 424632 KEYBANC CAPITAL MKTS INC 180,000.00 19.378 5,400.00 3,482,483.03 -200,091.88
SALE 2/03/11 04951310 ATMEL CORP. 7.18
14961 2/08/11 424623 CREDIT SUISSE SEC (AES) 25,000.00 14.943 250.00 373,307.82 240,639.45
SALE 2/09/11 04951310 ATMEL CORP. 38.66
14961 2/14/11 424640 UBS WARBURG LLC 125,000.00 16.106 3,750.00 2,009,448.84 1,346,107.00
SALE 2/11/11 06985P10 BASIC ENERGY 22.66
47025 2/16/11 424648 JP MORGAN 65,000.00 18.150 2,600.00 1,177,153.34 601,764.24
SALE 2/01/11 07589610 BED BATH & BEYOND INC 23.29
21207 2/04/11 424612 JANNEY MONTGOMERY SCOTT 25,000.00 48.511 750.00 1,212,009.21 377,330.09
SALE 2/02/11 07589610 BED BATH & BEYOND INC 46.00
21207 2/07/11 424618 JANNEY MONTGOMERY SCOTT 50,000.00 47.915 1,500.00 2,394,204.00 724,845.76
SALE 2/02/11 08143710 BEMIS COMPANY 162.44
23170 2/07/11 424618 CRAIG-HALLUM CAPITAL GRP LL 267,000.00 31.687 10,680.00 8,449,613.26 552,636.70
SALE 2/03/11 08143710 BEMIS COMPANY 148.40
23170 2/08/11 424623 CRAIG-HALLUM CAPITAL GRP LL 240,000.00 32.206 9,600.00 7,719,595.60 621,189.70
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
COMMON PENSION FD A (5140) -Cont. PAGE: 54
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SALE 2/07/11 09063H10 BIOMED REALTY TRUST INC 10.45
50617 2/10/11 424632 LANGEN MCALENNEY 30,000.00 18.139 1,200.00 542,956.55 108,207.95
SALE 2/11/11 09063H10 BIOMED REALTY TRUST INC 29.83
50617 2/16/11 424648 JP MORGAN 90,000.00 17.257 3,600.00 1,549,500.17 245,254.37
SALE 2/25/11 09702310 BOEING COMPANY 69.44
54669 3/02/11 424688 STIFEL NICOLAUS 50,000.00 72.329 2,000.00 3,614,395.56 349,418.26
SALE 2/28/11 09702310 BOEING COMPANY 69.40
54669 3/03/11 424696 STIFEL NICOLAUS 50,000.00 72.282 2,000.00 3,612,035.60 347,058.30
SALE 2/01/11 10536820 BRANDYWINE REALTY TRUST 9.03
41673 2/04/11 424612 CITIGROUP/CITIBANK DOMESTIC 40,000.00 11.748 1,600.00 468,310.97 -82,201.09
SALE 2/02/11 10536820 BRANDYWINE REALTY TRUST 30.48
41673 2/07/11 424618 CITIGROUP/CITIBANK DOMESTIC 135,000.00 11.756 5,400.00 1,581,616.02 -276,362.18
SALE 2/10/11 11161T10 BROADWIND ENERGY INC 2.96
50441 2/15/11 424644 UBS WARBURG LLC 75,000.00 2.055 2,250.00 151,842.04 -279,407.96
SALE 2/10/11 12483010 CBL & ASSOC PPTYS INC 12.10
47270 2/15/11 424644 STIFEL NICOLAUS 35,000.00 18.003 1,400.00 628,706.90 409,277.64
SALE 2/10/11 12483010 CBL & ASSOC PPTYS INC 17.29
47270 2/15/11 424644 WELLS FARGO SECURITIES 50,000.00 18.002 2,000.00 898,092.71 584,622.34
SALE 2/11/11 12483010 CBL & ASSOC PPTYS INC 17.25
47270 2/16/11 424648 KEYBANC CAPITAL MKTS INC 50,000.00 17.964 2,000.00 896,167.75 582,697.38
SALE 2/03/11 12709P10 CABOT MICROELECTRONICS CORP 8.84
26137 2/08/11 424623 CREDIT SUISSE SEC (AES) 10,000.00 46.037 100.00 460,256.16 54,230.38
SALE 2/10/11 12709P10 CABOT MICROELECTRONICS CORP 9.03
26137 2/15/11 424644 UBS WARBURG LLC 10,000.00 47.023 300.00 469,915.97 63,890.19
SALE 2/17/11 13134730 CALPINE CORP 42.25
50958 2/23/11 424664 RBC CAPITAL (DOMESTIC) 150,000.00 14.670 6,000.00 2,194,442.75 301,541.07
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 2/01/11 THROUGH 2/28/11
COMMON PENSION FD A (5140) -Cont. PAGE: 55
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SALE 2/24/11 13134730 CALPINE CORP 21.46
50958 3/01/11 424682 MACQUARIE CAPITAL USA 75,000.00 14.896 3,000.00 1,114,208.54 167,757.70
SALE 2/07/11 13313110 CAMDEN PROPERTY TRUST 26.79
53223 2/10/11 424632 LANGEN MCALENNEY 25,000.00 55.804 1,000.00 1,394,065.71 241,525.15
SALE 2/08/11 13313110 CAMDEN PROPERTY TRUST 56.70
53223 2/11/11 424636 RBC CAPITAL (DOMESTIC) 53,000.00 55.711 2,120.00 2,950,479.80 507,093.82
SALE 2/22/11 15083810 CELADON GROUP 6.68
55008 2/25/11 424673 SIDOTI & CO 22,565.00 15.400 902.60 346,584.95 3,790.43
SALE 2/23/11 15083810 CELADON GROUP 7.64
55008 2/28/11 424678 SIDOTI & CO 27,435.00 14.489 1,097.40 396,400.68 -20,376.08
SALE 2/09/11 17177930 CIENA CORPORATION 25.57
35228 2/14/11 424640 UBS WARBURG LLC 50,000.00 26.626 1,500.00 1,329,789.43 123,022.37
SALE 2/25/11 18975410 COACH INC 52.49
24924 3/02/11 424688 BLAIR, WILLIAM & COMPANY 50,000.00 54.671 2,000.00 2,731,492.51 1,669,361.82
SALE 2/10/11 23257210 CYMER INC 11.37
16861 2/15/11 424644 UBS WARBURG LLC 12,172.00 48.630 365.16 591,542.96 150,386.51
SALE 2/11/11 23257210 CYMER INC 7.28
16861 2/16/11 424648 UBS WARBURG LLC 7,828.00 48.400 234.84 378,630.73 94,916.25
SALE 2/02/11 24736170 DELTA AIR LINES INC DEL 109.71
46316 2/07/11 424618 RAYMOND JAMES & ASSOCIATES, 500,000.00 11.427 20,000.00 5,693,490.29 -127,336.62
SALE 2/02/11 24736170 DELTA AIR LINES INC DEL 109.71
46316 2/07/11 424618 STIFEL NICOLAUS 500,000.00 11.427 20,000.00 5,693,590.29 -127,236.62
SALE 2/07/11 24736170 DELTA AIR LINES INC DEL 49.62
46316 2/10/11 424632 MERRILL LYNCH, PIERCE,FENNE 223,000.00 11.590 8,920.00 2,575,488.88 -20,599.92
SALE 2/07/11 24736170 DELTA AIR LINES INC DEL 22.19
46316 2/10/11 424632 MORGAN STANLEY 100,000.00 11.555 4,000.00 1,151,467.81 -12,697.57
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
COMMON PENSION FD A (5140) -Cont. PAGE: 56
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SALE 2/08/11 24736170 DELTA AIR LINES INC DEL 3.76
46316 2/11/11 424636 PACIFIC CREST SECURITIES 16,700.00 11.698 668.00 194,684.84 269.22
SALE 2/08/11 24736170 DELTA AIR LINES INC DEL 7.50
46316 2/11/11 424636 RAYMOND JAMES & ASSOCIATES, 33,300.00 11.723 1,332.00 389,036.40 1,369.33
SALE 2/18/11 24736170 DELTA AIR LINES INC DEL 110.65
46316 2/24/11 424668 DEUTSCHE BANK AG (DOMESTIC) 500,000.00 11.526 20,000.00 5,742,839.35 -77,987.56
SALE 2/18/11 24736170 DELTA AIR LINES INC DEL 22.09
46316 2/24/11 424668 GOLDMAN SACHS & COMPANY 100,000.00 11.505 4,000.00 1,146,437.91 -17,727.47
SALE 2/22/11 24736170 DELTA AIR LINES INC DEL 82.51
46316 2/25/11 424673 RAYMOND JAMES & ASSOCIATES, 400,000.00 10.742 16,000.00 4,280,837.49 -375,824.04
SALE 2/11/11 28336L10 EL PASO CORP. 24.09
19272 2/16/11 424648 JP MORGAN 75,000.00 16.722 3,000.00 1,251,148.41 228,499.99
SALE 2/24/11 28336L10 EL PASO CORP. 25.50
19272 3/01/11 424682 MACQUARIE CAPITAL USA 75,000.00 17.707 3,000.00 1,324,984.50 302,336.08
SALE 2/11/11 30225T10 EXTRA SPACE STORAGE INC. 13.25
40175 2/16/11 424648 JP MORGAN 35,000.00 19.715 1,400.00 688,594.25 185,450.46
SALE 2/16/11 30225T10 EXTRA SPACE STORAGE INC. 7.34
40175 2/22/11 424660 JP MORGAN 20,000.00 19.102 800.00 381,232.66 93,721.93
SALE 2/17/11 30225T10 EXTRA SPACE STORAGE INC. 7.36
40175 2/23/11 424664 MORGAN KEEGAN 20,000.00 19.148 800.00 382,150.64 94,639.90
SALE 2/22/11 30231G10 EXXON MOBIL CORP. 327.00
15200 2/22/11 424671 RAYMOND JAMES & ASSOCIATES, 200,000.00 85.156 8,000.00 17,022,833.00 11,923,916.51
SALE 2/03/11 30372610 FAIRCHILD SEMICONDUCTOR INT 26.20
19111 2/08/11 424623 BARCLAYS CAPITAL (DOMESTIC) 75,000.00 18.194 3,000.00 1,361,531.30 79,455.72
SALE 2/11/11 30372610 FAIRCHILD SEMICONDUCTOR INT 18.35
19111 2/16/11 424648 JP MORGAN 50,000.00 19.107 2,000.00 953,316.65 98,599.60
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 2/01/11 THROUGH 2/28/11
COMMON PENSION FD A (5140) -Cont. PAGE: 57
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SALE 2/18/11 30372610 FAIRCHILD SEMICONDUCTOR INT 37.15
19111 2/24/11 424668 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 19.346 4,000.00 1,930,532.85 221,098.75
SALE 2/23/11 30372610 FAIRCHILD SEMICONDUCTOR INT 33.68
19111 2/28/11 424678 JP MORGAN 100,000.00 17.541 4,000.00 1,750,056.32 40,622.22
SALE 2/01/11 30700010 FAMILY DOLLAR STORES, INC. 21.90
43155 2/04/11 424612 CITIGROUP/CITIBANK DOMESTIC 27,000.00 42.244 1,080.00 1,139,472.60 483,410.72
SALE 2/01/11 30700010 FAMILY DOLLAR STORES, INC. 4.11
43155 2/04/11 424612 PACIFIC CREST SECURITIES 5,000.00 42.722 200.00 213,407.89 91,914.95
SALE 2/03/11 31792310 FINISH LINE A 7.68
53637 2/08/11 424623 CREDIT SUISSE SEC (AES) 25,000.00 15.980 250.00 399,249.82 29,656.20
SALE 2/10/11 33793210 FIRSTENERGY CORP. 53.54
11347 2/15/11 424644 MORGAN STANLEY 70,000.00 39.834 2,800.00 2,785,498.46 224,502.36
SALE 2/07/11 34520320 FORCE PROTECTION, INC. 12.74
38736 2/10/11 424632 UBS WARBURG LLC 120,000.00 5.529 3,600.00 659,843.26 -442,722.18
SALE 2/22/11 42234710 HEARTLAND EXPRESS INC 21.69
55059 2/25/11 424673 UBS WARBURG LLC 66,000.00 17.115 1,980.00 1,127,575.11 59,246.39
SALE 2/23/11 42234710 HEARTLAND EXPRESS INC 1.27
55059 2/28/11 424678 JP MORGAN 3,900.00 16.870 117.00 65,672.78 2,544.26
SALE 2/23/11 42234710 HEARTLAND EXPRESS INC 47.50
55059 2/28/11 424678 UBS WARBURG LLC 150,000.00 16.492 4,500.00 2,469,222.50 41,202.68
SALE 2/24/11 42234710 HEARTLAND EXPRESS INC 3.60
55059 3/01/11 424682 JP MORGAN 11,200.00 16.701 336.00 186,712.72 5,420.57
SALE 2/25/11 42234710 HEARTLAND EXPRESS INC 3.19
55059 3/02/11 424688 JP MORGAN 9,900.00 16.771 297.00 165,731.72 5,482.41
SALE 2/28/11 42234710 HEARTLAND EXPRESS INC 7.99
55059 3/03/11 424696 JP MORGAN 25,000.00 16.633 750.00 415,062.01 10,392.04
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 2/01/11 THROUGH 2/28/11
COMMON PENSION FD A (5140) -Cont. PAGE: 58
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SALE 2/03/11 45811810 INTEGRATED DEVICE TECHNOLOG 1.40
35372 2/08/11 424623 CREDIT SUISSE SEC (AES) 10,000.00 7.291 100.00 72,805.60 -76,931.17
SALE 2/23/11 45814010 INTEL CORP 40.68
14861 2/28/11 424678 JP MORGAN 100,000.00 21.185 3,000.00 2,115,459.32 676,796.34
SALE 2/10/11 46631310 JABIL CIRCUIT, INC. 20.52
09153 2/15/11 424644 SIDOTI & CO 50,000.00 21.370 2,000.00 1,066,474.48 100,715.77
SALE 2/11/11 46631310 JABIL CIRCUIT, INC. 10.40
09153 2/16/11 424648 JP MORGAN 25,000.00 21.663 1,000.00 540,557.10 57,677.74
SALE 2/17/11 50025510 KOHLS CORP. 5.08
04751 2/23/11 424664 MORGAN KEEGAN 5,000.00 52.846 200.00 264,023.92 48,600.30
SALE 2/14/11 50064320 KORN/FERRY INTERNATIONAL 1.42
48778 2/17/11 424652 CITIGROUP/CITIBANK DOMESTIC 3,006.00 24.503 120.24 73,534.96 26,913.93
SALE 2/17/11 50064320 KORN/FERRY INTERNATIONAL 6.79
48778 2/23/11 424664 JP MORGAN 14,994.00 23.553 599.76 352,541.13 119,994.31
SALE 2/18/11 50064320 KORN/FERRY INTERNATIONAL 13.70
48778 2/24/11 424668 JP MORGAN 30,321.00 23.524 1,212.84 712,041.63 241,783.38
SALE 2/16/11 50216110 LSI CORP. 6.26
21913 2/22/11 424660 MORGAN STANLEY 50,000.00 6.513 2,000.00 323,623.74 -74,784.11
SALE 2/23/11 50216110 LSI CORP. 6.01
21913 2/28/11 424678 JP MORGAN 50,000.00 6.258 2,000.00 310,883.99 -87,523.86
SALE 2/03/11 50242410 L-3 COMMUNICATIONS HOLDINGS 135.56
23917 2/08/11 424623 BARCLAYS CAPITAL (DOMESTIC) 90,120.00 78.342 3,604.80 7,056,467.72 -2,082,390.84
SALE 2/04/11 50242410 L-3 COMMUNICATIONS HOLDINGS 37.33
23917 2/09/11 424627 BARCLAYS CAPITAL (DOMESTIC) 24,880.00 78.130 995.20 1,942,849.33 -580,173.32
SALE 2/07/11 51509810 LANDSTAR SYSTEM 18.09
53394 2/10/11 424632 CREDIT SUISSE SEC (AES) 22,000.00 42.815 220.00 941,698.51 63,092.31
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 2/01/11 THROUGH 2/28/11
COMMON PENSION FD A (5140) -Cont. PAGE: 59
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SALE 2/22/11 51509810 LANDSTAR SYSTEM 42.55
53394 2/25/11 424673 UBS WARBURG LLC 50,000.00 44.322 1,500.00 2,214,552.45 217,720.19
SALE 2/23/11 51509810 LANDSTAR SYSTEM 124.73
53394 2/28/11 424678 JP MORGAN 150,000.00 43.306 4,500.00 6,491,335.27 500,838.49
SALE 2/10/11 52324W10 LECROY CORP. 1.73
04562 2/15/11 424644 UBS WARBURG LLC 5,989.00 14.984 179.67 89,560.77 4,459.50
SALE 2/11/11 52324W10 LECROY CORP. 12.63
04562 2/16/11 424648 UBS WARBURG LLC 44,011.00 14.937 1,320.33 656,072.55 30,694.02
SALE 2/03/11 52729N10 LEVEL 3 COMMUNICATIONS, INC 11.58
31844 2/08/11 424623 SANFORD BERNSTEIN(ALGO) 500,000.00 1.206 5,000.00 597,988.42 -904,914.49
SALE 2/28/11 57290110 MARTEK BIOSCIENCES CORP
28309 2/28/11 424527 TENDERED 60,000.00 31.500 1,890,000.00 -547,077.51
SALE 2/24/11 59491810 MICROSOFT CORP. 51.19
18102 2/25/11 424685 JP MORGAN 100,000.00 26.660 3,000.00 2,662,948.81 2,100,430.50
SALE 2/10/11 59668010 MIDDLESEX WATER CO. 7.02
30181 2/15/11 424644 JANNEY MONTGOMERY SCOTT 20,000.00 18.279 600.00 364,974.98 -2,407.17
SALE 2/22/11 62475810 MUELLER WATER PRODUCTS INC. 14.25
44648 2/25/11 424673 STIFEL NICOLAUS 188,000.00 3.948 7,520.00 734,652.15 -474,410.19
SALE 2/10/11 62937750 NRG ENERGY INC 15.86
50644 2/15/11 424644 SIDOTI & CO 40,000.00 20.644 1,600.00 824,144.14 -92,345.67
SALE 2/09/11 65122910 NEWELL RUBBERMAID INC. 37.60
22814 2/14/11 424640 GOLDMAN SACHS & COMPANY 100,000.00 19.579 4,000.00 1,953,902.40 314,561.15
SALE 2/10/11 65122910 NEWELL RUBBERMAID INC. 8.67
22814 2/15/11 424644 LAZARD CAPITAL MARKETS 23,000.00 19.631 920.00 450,577.43 73,528.94
SALE 2/07/11 66680710 NORTHROP GRUMMAN CORP. 27.06
19452 2/10/11 424632 MIDWOOD SECURITIES, INC. 20,000.00 70.445 1,000.00 1,407,874.94 289,833.54
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 2/01/11 THROUGH 2/28/11
COMMON PENSION FD A (5140) -Cont. PAGE: 60
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SALE 2/11/11 67066G10 NVIDIA CORP 11.35
34698 2/16/11 424648 CREDIT SUISSE SEC (AES) 25,000.00 23.642 250.00 590,776.15 160,457.46
SALE 2/18/11 67066G10 NVIDIA CORP 1.37
34698 2/24/11 424668 CREDIT SUISSE SEC (AES) 2,800.00 25.480 28.00 71,313.51 23,117.82
SALE 2/18/11 67066G10 NVIDIA CORP 35.35
34698 2/24/11 424668 JEFFERIES & COMPANY 72,200.00 25.498 2,166.00 1,838,718.15 595,957.78
SALE 2/23/11 67457P30 OCCAM NETWORKS, INC.
33618 3/09/11 424616 TENDERED 200,000.00 3.834 766,740.00
SALE 2/03/11 68218910 ON SEMICONDUCTOR CORP. 16.06
35933 2/08/11 424623 CREDIT SUISSE SEC (AES) 75,000.00 11.151 750.00 835,558.94 161,134.19
SALE 2/23/11 68218910 ON SEMICONDUCTOR CORP. 10.38
35933 2/28/11 424678 SWSQUEHANNA FIN. GRP LLC (D 50,000.00 10.804 1,500.00 538,699.62 89,083.12
SALE 2/04/11 70816010 J.C. PENNEY CO INC 11.94
38304 2/09/11 424627 SANFORD BERNSTEIN & CO. 20,000.00 31.084 800.00 620,864.06 -322,039.39
SALE 2/10/11 71817210 PHILIP MORRIS INTERNATIONAL 57.03
40650 2/15/11 424644 LEERINK SWANN LLC 50,000.00 59.397 2,000.00 2,967,797.97 1,841,447.64
SALE 2/10/11 72650510 PLAINS EXPLORATION & PROD 28.58
50464 2/15/11 424644 SIDOTI & CO 40,000.00 37.209 1,600.00 1,486,731.42 273,888.49
SALE 2/07/11 74153Q10 PRIDE INTERNATIONAL INC. 45.90
20937 2/10/11 424632 MACQUARIE CAPITAL USA 60,000.00 39.843 2,400.00 2,388,128.10 1,040,898.71
SALE 2/09/11 75102810 RALCORP HOLDINGS INC. 3.08
19248 2/14/11 424640 KAUFMAN BROS L.P. 2,500.00 64.084 100.00 160,105.92 106,197.47
SALE 2/09/11 75102810 RALCORP HOLDINGS INC. 33.71
19248 2/14/11 424640 KEEFE BRUYETTE & WOODS INC. 27,500.00 63.840 1,100.00 1,754,471.79 1,161,478.79
SALE 2/10/11 75281A10 RANGE RESOURCES CORP 41.63
47193 2/15/11 424644 MORGAN STANLEY 45,000.00 48.173 1,800.00 2,165,956.87 316,298.04
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 2/01/11 THROUGH 2/28/11
COMMON PENSION FD A (5140) -Cont. PAGE: 61
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/04/11 75511150 RAYTHEON CO. 96.77
26895 2/09/11 424627 COWEN AND CO., LLC 100,000.00 50.399 4,000.00 5,035,793.23 463,635.42
SALE 2/08/11 75511150 RAYTHEON CO. 197.76
26895 2/11/11 424636 MORGAN KEEGAN 200,000.00 51.500 8,000.00 10,291,802.24 1,147,486.61
SALE 2/11/11 75511150 RAYTHEON CO. 98.32
26895 2/16/11 424648 JP MORGAN 100,000.00 51.207 4,000.00 5,116,641.68 544,483.86
SALE 2/11/11 75886F10 REGENERON PHARMACEUTICALS, 104.27
06082 2/16/11 424648 CREDIT SUISSE SEC (AES) 150,301.00 36.131 1,503.01 5,428,873.06 1,756,792.95
SALE 2/14/11 75886F10 REGENERON PHARMACEUTICALS, 69.01
06082 2/17/11 424652 CREDIT SUISSE SEC (AES) 99,699.00 36.047 996.99 3,592,803.79 1,157,006.86
SALE 2/11/11 75893210 REGIS CORP 6.61
20659 2/16/11 424648 JP MORGAN 20,000.00 17.190 800.00 342,997.39 -156,179.60
SALE 2/22/11 76075910 REPUBLIC SERVICES, INC. 84.64
43998 2/25/11 424673 SIDOTI & CO 150,000.00 29.386 6,000.00 4,401,830.36 562,517.86
SALE 2/25/11 77434110 ROCKWELL COLLINS, INC. 49.75
22356 3/02/11 424688 RAYMOND JAMES & ASSOCIATES, 40,000.00 64.769 1,600.00 2,589,106.25 1,360,236.12
SALE 2/28/11 77434110 ROCKWELL COLLINS, INC. 198.68
22356 3/03/11 424696 RAYMOND JAMES & ASSOCIATES, 160,000.00 64.672 6,400.00 10,340,857.32 5,425,376.78
SALE 2/16/11 78477410 STEC INC 21.51
36683 2/22/11 424660 KEYBANC CAPITAL MKTS INC 50,000.00 22.399 1,500.00 1,118,438.49 634,785.97
SALE 2/14/11 79014810 ST JOE COMPANY 12.49
54896 2/17/11 424652 BLAIR, WILLIAM & COMPANY 25,000.00 26.019 1,000.00 649,470.01 149,905.01
SALE 2/14/11 81201R10 SEAHAWK DRILLING INC 2.06
48256 2/17/11 424652 JANNEY MONTGOMERY SCOTT 23,333.00 4.578 699.99 106,107.09 -404,161.39
SALE 2/22/11 81724Q10 SENOMYX INC 6.81
34889 2/25/11 424673 UBS WARBURG LLC 50,000.00 7.091 1,500.00 353,018.19 -364,724.31
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 2/01/11 THROUGH 2/28/11
COMMON PENSION FD A (5140) -Cont. PAGE: 62
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/18/11 83056610 SKECHERS USA INC CL A 6.28
53910 2/24/11 424668 JP MORGAN 15,000.00 21.804 600.00 326,449.22 -9,239.53
SALE 2/09/11 83269640 JM SMUCKER CO/THE 18.12
43751 2/14/11 424640 KEYBANC CAPITAL MKTS INC 15,000.00 62.909 450.00 943,162.38 733,332.67
SALE 2/25/11 83546010 SONIC SOLUTIONS
38465 2/25/11 424527 TENDERED 300,000.00 7.630 2,289,118.37 1,086,021.26
SALE 2/01/11 87416110 TALBOTS INC. (THE) 8.34
36685 2/04/11 424612 COWEN AND CO., LLC 80,000.00 5.428 3,200.00 431,031.66 -893,647.45
SALE 2/18/11 87611R30 TARGACEPT INC. 6.41
33824 2/24/11 424668 CREDIT SUISSE SEC (AES) 12,362.00 26.970 123.62 333,276.82 238,990.45
SALE 2/22/11 87611R30 TARGACEPT INC. 1.76
33824 2/25/11 424673 SWSQUEHANNA FIN. GRP LLC (D 3,401.00 26.808 102.03 91,069.88 65,130.07
SALE 2/24/11 87611R30 TARGACEPT INC. 12.97
33824 3/01/11 424682 SWSQUEHANNA FIN. GRP LLC (D 25,200.00 26.801 756.00 674,621.27 482,418.02
SALE 2/25/11 87611R30 TARGACEPT INC. 13.97
33824 3/02/11 424688 SWSQUEHANNA FIN. GRP LLC (D 27,121.00 26.812 813.63 726,335.23 519,480.29
SALE 2/28/11 87611R30 TARGACEPT INC. 19.91
33824 3/03/11 424696 SWSQUEHANNA FIN. GRP LLC (D 36,916.00 28.078 1,107.48 1,035,385.29 753,822.78
SALE 2/17/11 87612E10 TARGET CORP. 10.25
15577 2/23/11 424664 MORGAN KEEGAN 10,000.00 53.361 400.00 533,194.75 262,023.06
SALE 2/04/11 87651B10 TASER INTERNATIONAL, INC. 8.30
33013 2/09/11 424627 SANFORD BERNSTEIN(ALGO) 104,944.00 4.118 1,049.44 431,133.14 -665,948.48
SALE 2/07/11 87651B10 TASER INTERNATIONAL, INC. 7.54
33013 2/10/11 424632 SANFORD BERNSTEIN(ALGO) 94,771.00 4.142 947.71 391,557.80 -599,175.56
SALE 2/08/11 87651B10 TASER INTERNATIONAL, INC. 2.57
33013 2/11/11 424636 SANFORD BERNSTEIN(ALGO) 32,156.00 4.150 321.56 133,126.49 -203,031.43
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 2/01/11 THROUGH 2/28/11
COMMON PENSION FD A (5140) -Cont. PAGE: 63
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/09/11 87651B10 TASER INTERNATIONAL, INC. 4.04
33013 2/14/11 424640 SANFORD BERNSTEIN(ALGO) 50,945.00 4.129 509.45 209,818.04 -322,759.55
SALE 2/10/11 87651B10 TASER INTERNATIONAL, INC. 5.62
33013 2/15/11 424644 SANFORD BERNSTEIN(ALGO) 71,305.00 4.104 713.05 291,909.92 -453,510.54
SALE 2/11/11 87651B10 TASER INTERNATIONAL, INC. 11.30
33013 2/16/11 424648 SANFORD BERNSTEIN(ALGO) 145,879.00 4.032 1,458.79 586,699.45 -938,315.50
SALE 2/10/11 88076W10 TERADATA CORP. 22.80
38504 2/15/11 424644 SIDOTI & CO 25,000.00 47.488 1,000.00 1,186,174.70 811,846.30
SALE 2/18/11 88579Y10 3M CO 267.49
22391 2/24/11 424668 MORGAN STANLEY 150,000.00 92.878 6,000.00 13,925,477.51 3,761,455.78
SALE 2/24/11 88579Y10 3M CO 345.58
22391 3/01/11 424682 MORGAN KEEGAN 200,000.00 89.994 8,000.00 17,990,514.42 4,438,485.45
SALE 2/25/11 88579Y10 3M CO 76.88
22391 3/02/11 424688 BARCLAYS CAPITAL (DOMESTIC) 44,250.00 90.482 1,770.00 4,001,994.90 1,003,608.49
SALE 2/25/11 88579Y10 3M CO 400.53
22391 3/02/11 424688 COWEN AND CO., LLC 230,750.00 90.404 9,230.00 20,851,046.32 5,215,392.90
SALE 2/02/11 91004710 UNITED CONTINENTAL HOLDINGS 242.21
53796 2/07/11 424618 MACQUARIE CAPITAL USA 500,000.00 25.229 20,000.00 12,594,407.79 434,308.32
SALE 2/07/11 91004710 UNITED CONTINENTAL HOLDINGS 48.40
53796 2/10/11 424632 MIDWOOD SECURITIES, INC. 94,500.00 26.672 4,725.00 2,515,730.60 217,471.80
SALE 2/10/11 91116310 UNITED NATURAL FOODS, INC. 18.99
32646 2/15/11 424644 JANNEY MONTGOMERY SCOTT 25,000.00 39.560 750.00 988,241.01 274,245.87
SALE 2/11/11 91301710 UNITED TECHNOLOGIES CORP 162.58
14414 2/16/11 424648 JP MORGAN 100,000.00 84.675 4,000.00 8,463,357.42 3,973,527.28
SALE 2/18/11 91820410 VF CORP 8.53
40920 2/24/11 424668 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 88.833 200.00 443,955.97 89,655.60
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 2/01/11 THROUGH 2/28/11
COMMON PENSION FD A (5140) -Cont. PAGE: 64
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/10/11 92220710 VARIAN SEMICONDUCTOR EQUIP 21.90
32229 2/15/11 424644 UBS WARBURG LLC 25,000.00 45.624 750.00 1,139,833.10 477,820.88
SALE 2/03/11 92829810 VISHAY INTERTECHNOLOGY INC 24.35
17381 2/08/11 424623 BARCLAYS CAPITAL (DOMESTIC) 75,000.00 16.904 3,000.00 1,264,775.65 137,551.92
SALE 2/09/11 92829810 VISHAY INTERTECHNOLOGY INC 10.07
17381 2/14/11 424640 LAZARD CAPITAL MARKETS 30,000.00 17.473 1,200.00 522,988.93 72,099.44
SALE 2/10/11 92829810 VISHAY INTERTECHNOLOGY INC 6.64
17381 2/15/11 424644 LAZARD CAPITAL MARKETS 20,000.00 17.275 800.00 344,701.36 44,108.37
SALE 2/11/11 92829810 VISHAY INTERTECHNOLOGY INC 17.11
17381 2/16/11 424648 JP MORGAN 50,000.00 17.816 2,000.00 888,772.89 137,290.40
SALE 2/18/11 92829810 VISHAY INTERTECHNOLOGY INC 8.84
17381 2/24/11 424668 JP MORGAN 25,000.00 18.404 1,000.00 459,096.16 83,354.92
SALE 2/22/11 92829810 VISHAY INTERTECHNOLOGY INC 8.43
17381 2/25/11 424673 JP MORGAN 25,000.00 17.552 1,000.00 437,794.07 62,052.83
SALE 2/23/11 92829810 VISHAY INTERTECHNOLOGY INC 16.27
17381 2/28/11 424678 JP MORGAN 50,000.00 16.946 2,000.00 845,303.73 93,821.24
SALE 2/11/11 92927K10 WABCO HOLDINGS INC. 21.47
41296 2/16/11 424648 JP MORGAN 18,000.00 62.112 720.00 1,117,279.93 150,641.90
SALE 2/23/11 93114210 WAL-MART STORES, INC. 25.55
15929 2/28/11 424678 JP MORGAN 25,000.00 53.215 1,000.00 1,329,351.95 560,155.52
SALE 2/24/11 93114210 WAL-MART STORES, INC. 5.04
15929 3/01/11 424682 JP MORGAN 5,000.00 52.454 200.00 262,064.46 108,225.17
SALE 2/24/11 93114210 WAL-MART STORES, INC. 24.99
15929 3/01/11 424682 MACQUARIE CAPITAL USA 25,000.00 52.045 1,000.00 1,300,110.01 530,913.58
SALE 2/07/11 95075510 WERNER ENTERPRISES INC 23.18
55006 2/10/11 424632 CREDIT SUISSE SEC (AES) 50,000.00 24.143 500.00 1,206,631.82 42,713.70
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
COMMON PENSION FD A (5140) -Cont. PAGE: 65
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/04/11 96216610 WEYERHAEUSER CO 138.89
23118 2/09/11 424627 GOLDMAN SACHS & COMPANY 296,174.00 24.423 11,846.96 7,221,560.60 358,140.22
SALE 2/08/11 96216610 WEYERHAEUSER CO 143.30
23118 2/11/11 424636 ABEL/NOSER CORP 310,000.00 24.075 15,500.00 7,447,482.70 263,664.01
SALE 2/22/11 96216610 WEYERHAEUSER CO 134.54
23118 2/25/11 424673 LAZARD CAPITAL MARKETS 290,000.00 24.163 11,600.00 6,995,477.46 275,130.94
SALE 2/03/11 98391910 XILINX, INC. 9.45
30040 2/08/11 424623 CREDIT SUISSE SEC (AES) 15,000.00 32.812 150.00 492,022.05 74,160.27
SALE 2/03/11 H8912P10 TYCO ELECTRONICS LTD 17.49
47546 2/08/11 424623 BARCLAYS CAPITAL (DOMESTIC) 25,000.00 36.417 1,000.00 909,402.51 118,591.25
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 13,703,328.00 6,947.45 366,278,637.34 69,349,943.49
465,371.55
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 13,703,328.00 6,947.45 366,278,637.34 69,349,943.49
465,371.55
END OF REPORT FOR: COMMON PENSION FD A
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
COMMON PENSION FD B (5142) PAGE: 66
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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 2/08/11 42809HAB HESS CORP SR NOTES 8.1250 4.364
44582 2/11/11 289323 CREDIT SUISSE SEC (USA) LLC 2/15/19 20,000,000.00 125.19 25,039,400.00
PUR 2/28/11 48203RAF JUNIPER NETWORKS INC SR NOT 4.6000 4.616
55720 3/03/11 289337A MORGAN STANLEY - ALGO 3/15/21 5,000,000.00 99.871 4,993,550.00
PUR 2/02/11 502413AY L-3 COMMUNICATIONS CORP SR 5.2000 4.813
55438 2/07/11 289319 CREDIT SUISSE SEC (USA) LLC 10/15/19 10,000,000.00 102.71 10,271,500.00
PUR 2/23/11 58155QAD MCKESSON CORP NOTES 4.7500 4.789
55677 2/28/11 289334 JP MORGAN 3/01/21 5,000,000.00 99.693 4,984,650.00
PUR 2/03/11 594918AL MICROSOFT CORP NOTES 4.0000 4.031
55475 2/08/11 289320 MERRILL LYNCH PIERCE FIXED 2/08/21 50,000,000.00 99.747 49,873,500.00
PUR 2/01/11 65504LAF NOBLE HOLDINGS INTL LTD GTD 4.6250 4.676
55417 2/04/11 289318 MITSUBISHI SECURITIES USA(I 3/01/21 5,000,000.00 99.589 4,979,450.00
PUR 2/03/11 880591EL TENESSEE VALLEY AUTHORITY G 3.8750 3.969
55463 2/08/11 289320 MORGAN STANLEY - ALGO 2/15/21 45,000,000.00 99.228 44,652,600.00
PUR 2/07/11 904764AM UNILEVER CAPITAL CORP SR NO 4.2500 4.292
55498 2/10/11 289322 JP MORGAN 2/10/21 25,000,000.00 99.661 24,915,250.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 165,000,000.00 169,709,900.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 165,000,000.00 169,709,900.00
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 2/01/11 THROUGH 2/28/11
COMMON PENSION FD B (5142) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 2/02/11 00206RAS AT&T INC NOTES 6.5500 6.646
44581 2/07/11 289319 BNP PARIBAS SECURITIES CORP 2/15/39 10,000,000.00 106.58 10,658,000.00 779,654.62
SALE 2/08/11 00817YAE AETNA INC NOTES 6.0000 6.080
34310 2/11/11 289323 MITSUBISHI BANK LIMITED 6/15/16 5,000,000.00 112.04 5,602,150.00 620,649.37
SALE 2/11/11 035229DC ANHEUSER BUSCH CO. INC. DEB 6.4500 6.476
38112 2/16/11 289326 CREDIT SUISSE SEC (USA) LLC 9/01/37 5,000,000.00 110.54 5,527,300.00 543,865.74
SALE 2/15/11 035229DC ANHEUSER BUSCH CO. INC. DEB 6.4500 6.476
38112 2/18/11 289328 CREDIT SUISSE SEC (USA) LLC 9/01/37 5,000,000.00 111.47 5,573,850.00 590,390.24
SALE 2/24/11 040555CH ARIZONA PUBLIC SERVICE 5.5000 6.944
31605 3/01/11 289335 FTN Financial Securities 9/01/35 25,000,000.00 95.624 23,906,000.00 3,127,731.59
SALE 2/25/11 040555CH ARIZONA PUBLIC SERVICE 5.5000 6.944
31605 3/02/11 289336 FTN FINANCIAL SECURITIES 9/01/35 9,000,000.00 96.851 8,716,590.00 1,236,369.93
SALE 2/25/11 040555CH ARIZONA PUBLIC SERVICE 5.5000 6.944
31605 3/02/11 289336 JP MORGAN 9/01/35 10,000,000.00 96.902 9,690,200.00 1,378,844.37
SALE 2/03/11 071813AX BAXTER INTERNATIONAL NOTES 6.2500 6.195
38993 2/08/11 289320 MERRILL LYNCH PIERCE FIXED 12/01/37 5,000,000.00 110.94 5,547,000.00 511,509.71
SALE 2/04/11 071813AX BAXTER INTERNATIONAL NOTES 6.2500 6.195
38993 2/09/11 289321 CREDIT SUISSE SEC (USA) LLC 12/01/37 5,000,000.00 110.32 5,516,150.00 480,664.52
SALE 2/09/11 071813AX BAXTER INTERNATIONAL NOTES 6.2500 6.195
38993 2/14/11 289324 CREDIT SUISSE SEC (USA) LLC 12/01/37 5,000,000.00 110.59 5,529,500.00 494,036.40
SALE 2/28/11 088365DU BEXAR COUNTY TEXAS BAB 6.9040 6.904
48002 3/03/11 289337 JEFFERIES & COMPANY 2/15/39 10,000,000.00 104.66 10,466,100.00 466,100.00
SALE 2/24/11 097023AX BOEING CO SR NOTES 6.8750 4.909
53237 3/01/11 289335 MERRILL LYNCH PIERCE FIXED 3/15/39 10,000,000.00 120.07 12,007,500.00 -968,970.20
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
COMMON PENSION FD B (5142) -Cont. PAGE: 68
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/17/11 102885GY BOWLING GR ST UNIV OHIO REV 6.7300 6.729
51465 2/23/11 289331 WELLS FARGO SECURITIES 6/01/39 1,900,000.00 100.63 1,912,141.00 12,141.00
SALE 2/09/11 13342BAD CAMERON INT'L CORP SR NOTES 7.0000 7.731
41591 2/14/11 289324 UBS WARBURG LLC 7/15/38 20,000,000.00 109.34 21,868,000.00 3,523,785.11
SALE 2/15/11 13342BAD CAMERON INT'L CORP SR NOTES 7.0000 7.731
41591 2/18/11 289328 BARCLAYS CAPITAL INC 7/15/38 10,000,000.00 112.35 11,235,300.00 2,063,189.53
SALE 2/16/11 13342BAD CAMERON INT'L CORP SR NOTES 7.0000 7.731
41591 2/22/11 289330 BARCLAYS CAPITAL INC 7/15/38 10,000,000.00 113.38 11,338,800.00 2,166,679.94
SALE 2/17/11 136375BQ CANADIAN NATIONAL RAILWAY D 6.3750 6.157
38553 2/23/11 289331 MERRILL LYNCH PIERCE FIXED 11/15/37 10,000,000.00 112.48 11,248,600.00 965,908.56
SALE 2/28/11 18085PLL CLARK CNTY NEVADA AIRPORT B 6.8810 6.880
48515 3/03/11 289337 WELLS FARGO SECURITIES 7/01/42 15,000,000.00 99.706 14,955,900.00 -44,100.00
SALE 2/08/11 209111ES CONSOLIDATED EDISON DEBS 6.3000 6.342
38121 2/10/11 289322 BARCLAYS CAPITAL INC 8/15/37 5,000,000.00 109.63 5,481,900.00 508,441.27
SALE 2/09/11 209111ES CONSOLIDATED EDISON DEBS 6.3000 6.342
38121 2/14/11 289324 CREDIT SUISSE SEC (USA) LLC 8/15/37 10,000,000.00 109.56 10,956,400.00 1,009,367.74
SALE 2/03/11 25243YAH DIAGEO CAPITAL PLC NOTES 5.8750 5.937
35217 2/08/11 289320 MERRILL LYNCH PIERCE FIXED 9/30/36 5,000,000.00 104.55 5,227,500.00 269,319.39
SALE 2/08/11 260003AG DOVER CORP NOTES 6.6000 6.178
40412 2/11/11 289323 FTN FINANCIAL SECURITIES 3/15/38 5,000,000.00 115.97 5,798,700.00 523,354.03
SALE 2/08/11 260003AG DOVER CORP NOTES 6.6000 6.178
40412 2/11/11 289323 FTN Financial Securities 3/15/38 10,000,000.00 116.00 11,600,500.00 1,049,808.05
SALE 2/14/11 263534BR E.I. DUPONT DE NEMOURS BOND 5.6000 5.690
35950 2/17/11 289327 MORGAN STANLEY - ALGO 12/15/36 5,000,000.00 102.12 5,106,350.00 167,317.05
SALE 2/14/11 34160WUD FLORIDA ST DEPT ENVIR PROTN 7.0450 7.044
50378 2/17/11 289327 WELLS FARGO SECURITIES 7/01/29 1,750,000.00 103.54 1,811,985.00 61,985.00
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 2/01/11 THROUGH 2/28/11
COMMON PENSION FD B (5142) -Cont. PAGE: 69
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/22/11 358240FC FRESNO CALIF WTR SYS REV BD 6.7500 6.907
50578 2/25/11 289333 WELLS FARGO 6/01/40 1,000,000.00 96.278 962,780.00 -17,453.28
SALE 2/25/11 358240FC FRESNO CALIF WTR SYS REV BD 6.7500 6.907
50578 3/02/11 289336 WELLS FARGO SECURITIES 6/01/40 1,000,000.00 97.121 971,210.00 -9,026.72
SALE 2/08/11 406216AW HALLIBURTON CO SR NOTES 6.7000 6.856
42833 2/11/11 289323 JEFFERIES & COMPANY 9/15/38 10,000,000.00 113.87 11,387,700.00 1,581,173.11
SALE 2/01/11 438516AT HONEYWELL INTERNATIONAL BON 5.7000 5.715
36738 2/04/11 289318 CREDIT SUISSE SEC (USA) LLC 3/15/37 5,000,000.00 105.39 5,269,800.00 280,414.98
SALE 2/04/11 438516AT HONEYWELL INTERNATIONAL BON 5.7000 5.715
36738 2/09/11 289321 JP MORGAN 3/15/37 5,000,000.00 104.05 5,202,600.00 213,180.68
SALE 2/08/11 438516AT HONEYWELL INTERNATIONAL BON 5.7000 5.715
36738 2/11/11 289323 CREDIT SUISSE SEC (USA) LLC 3/15/37 5,000,000.00 104.16 5,208,350.00 218,916.09
SALE 2/14/11 454889AM INDIANA MICHICAN POWER SR N 6.0500 6.130
36158 2/17/11 289327 JP MORGAN 3/15/37 5,125,000.00 102.63 5,260,248.75 188,502.04
SALE 2/16/11 454889AM INDIANA MICHICAN POWER SR N 6.0500 6.130
36158 2/22/11 289330 JP MORGAN 3/15/37 7,000,000.00 102.66 7,186,690.00 259,346.60
SALE 2/09/11 459200GL IBM CORP 8.0000 7.003
43269 2/14/11 289324 JEFFERIES & COMPANY 10/15/38 16,000,000.00 132.43 21,189,760.00 3,253,664.98
SALE 2/25/11 476556CP JERSEY CENTRAL POWER & LIGH 6.4000 6.468
35738 3/02/11 289336 JP MORGAN 5/15/36 17,500,000.00 107.11 18,744,250.00 1,394,267.87
SALE 2/14/11 494368BC KIMBERLY CLARK CORP BONDS 6.6250 6.707
37890 2/17/11 289327 RBC CAPITAL (DOMESTIC) 8/01/37 5,000,000.00 116.84 5,842,150.00 892,828.09
SALE 2/08/11 532457BA ELI LILLY & CO NOTES 5.5500 6.063
40947 2/14/11 289324 JP MORGAN 3/15/37 10,000,000.00 101.63 10,163,000.00 831,237.77
SALE 2/25/11 565849AF MARATHON OIL SENIOR NOTES 5.9000 5.928
40428 2/25/11 424616 TENDERED 3/15/18 1,217,000.00 113.41 1,380,299.76 165,280.78
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 2/01/11 THROUGH 2/28/11
COMMON PENSION FD B (5142) -Cont. PAGE: 70
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/28/11 574300JQ MARYLAND ST TRANSN AUTH BAB 5.7540 5.754
52609 3/03/11 289337 WELLS FARGO SECURITIES 7/01/41 10,000,000.00 102.11 10,211,700.00 211,700.00
SALE 2/11/11 58013MEC MCDONALDS CORPORATION MTN 6.3000 6.113
38591 2/16/11 289326 MORGAN STANLEY - ALGO 10/15/37 5,000,000.00 112.80 5,640,050.00 518,184.34
SALE 2/24/11 58155QAD MCKESSON CORP NOTES 4.7500 4.789
55677 3/01/11 289335 MERRILL LYNCH PIERCE FIXED 3/01/21 5,000,000.00 101.02 5,051,150.00 66,466.91
SALE 2/22/11 59259YBF METROPOLITIAN TRANS AUTH NY 5.8710 5.871
48793 2/25/11 289333 MORGAN STANLEY 11/15/39 10,000,000.00 90.825 9,082,500.00 -917,500.00
SALE 2/14/11 594918AD MICROSOFT CORP NOTES 5.2000 5.214
46754 2/17/11 289327 CREDIT SUISSE SEC (USA) LLC 6/01/39 5,000,000.00 97.989 4,899,450.00 -89,824.48
SALE 2/22/11 64972FL2 NYC MUN FIN AUTH WTR&SWR RE 6.0110 5.838
51494 2/25/11 289333 MORGAN STANLEY 6/15/42 10,000,000.00 101.51 10,151,400.00 -94,941.36
SALE 2/28/11 650014TF NY ST TWY AUTH REV BDS 5.4490 5.333
51462 3/03/11 289337 BARCLAYS CAPITAL INC 4/01/25 20,000,000.00 100.34 20,069,400.00 -157,033.95
SALE 2/02/11 665245XD NOTRTHERN ILL UNIV REV BABS 8.1470 8.145
54808 2/07/11 289319 LOOP CAPITAL 4/01/41 1,000,000.00 105.00 1,050,080.00 50,080.00
SALE 2/03/11 665245XD NOTRTHERN ILL UNIV REV BABS 8.1470 8.145
54808 2/08/11 289320 LOOP CAPITAL 4/01/41 3,000,000.00 104.82 3,144,750.00 144,750.00
SALE 2/03/11 665245XD NOTRTHERN ILL UNIV REV BABS 8.1470 8.145
54808 2/08/11 289320 LOOP CAPITAL 4/01/41 2,500,000.00 104.62 2,615,550.00 115,550.00
SALE 2/08/11 688022CN OSCEOLA COUNTY FLORIDA BAB 6.9460 6.946
48653 2/11/11 289323 WELLS FARGO SECURITIES 10/01/39 1,500,000.00 97.535 1,463,025.00 -36,975.00
SALE 2/17/11 688022CN OSCEOLA COUNTY FLORIDA BAB 6.9460 6.946
48653 2/23/11 289331 WELLS FARGO SECURITIES 10/01/39 1,500,000.00 98.618 1,479,270.00 -20,730.00
SALE 2/23/11 688022CN OSCEOLA COUNTY FLORIDA BAB 6.9460 6.946
48653 2/28/11 289334 CITIGROUP/CITIBANK DOMESTIC 10/01/39 1,000,000.00 99.528 995,280.00 -4,720.00
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 2/01/11 THROUGH 2/28/11
COMMON PENSION FD B (5142) -Cont. PAGE: 71
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/23/11 688022CN OSCEOLA COUNTY FLORIDA BAB 6.9460 6.946
48653 2/28/11 289334 LOOP CAPITAL 10/01/39 6,000,000.00 99.854 5,991,240.00 -8,760.00
SALE 2/08/11 742718DF PROCTER & GAMBLE CO NOTES 5.5500 5.749
36631 2/14/11 289324 JP MORGAN 3/05/37 5,000,000.00 103.75 5,187,550.00 321,345.22
SALE 2/09/11 742718DF PROCTER & GAMBLE CO NOTES 5.5500 5.749
36631 2/14/11 289324 CREDIT SUISSE SEC (USA) LLC 3/05/37 10,000,000.00 104.49 10,449,200.00 716,790.44
SALE 2/22/11 742718DF PROCTER & GAMBLE CO NOTES 5.5500 5.749
36631 2/25/11 289333 MERRILL LYNCH PIERCE FIXED 3/05/37 10,000,000.00 107.34 10,734,700.00 1,001,953.89
SALE 2/04/11 769047HB RIVERSIDE CALIF SWR REV BDS 7.2000 7.245
48049 2/09/11 289321 WELLS FARGO SECURITIES 8/01/39 1,500,000.00 100.81 1,512,225.00 20,363.27
SALE 2/15/11 769047HB RIVERSIDE CALIF SWR REV BDS 7.2000 7.245
48049 2/18/11 289328 CITIGROUP/CITIBANK DOMESTIC 8/01/39 9,500,000.00 100.64 9,561,560.00 113,349.40
SALE 2/02/11 778017ML ROSEVILLE MICH SCH DIST BAB 6.5500 6.620
51510 2/07/11 289319 WELLS FARGO SECURITIES 5/01/31 2,000,000.00 100.92 2,018,400.00 34,155.22
SALE 2/25/11 79575DE6 SALT RIVER POWER PROJECT BA 4.8390 4.839
53696 3/02/11 289336 GOLDMAN SACHS & COMPANY 1/01/41 15,000,000.00 89.857 13,478,550.00 -1,521,450.00
SALE 2/08/11 797440BM SAN DIEGO GAS & ELEC 1ST MT 4.5000 4.568
53176 2/11/11 289323 MERRILL LYNCH PIERCE FIXED 8/15/40 5,000,000.00 86.620 4,331,000.00 -614,296.17
SALE 2/09/11 797440BM SAN DIEGO GAS & ELEC 1ST MT 4.5000 4.568
53176 2/14/11 289324 JP MORGAN 8/15/40 10,000,000.00 87.392 8,739,200.00 -1,151,448.41
SALE 2/10/11 802169BQ SANTE FE NEW MEXICO WTR REV 6.2000 6.200
49951 2/15/11 289325 WELLS FARGO SECURITIES 6/01/39 1,000,000.00 100.00 1,000,000.00
SALE 2/11/11 871829AJ SYSCO CORP 5.3750 5.572
44384 2/16/11 289326 CREDIT SUISSE SEC (USA) LLC 9/21/35 20,000,000.00 100.38 20,077,800.00 601,675.93
SALE 2/03/11 880591ED TENNESSEE VALLEY AUTH GL BO 5.5000 5.529
41520 2/04/11 289318 MERRILL LYNCH PIERCE FIXED 6/15/38 25,000,000.00 105.47 26,369,500.00 1,472,928.98
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 2/01/11 THROUGH 2/28/11
COMMON PENSION FD B (5142) -Cont. PAGE: 72
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/22/11 882722KF TEXAS ST BUILD AMERICA BOND 5.5170 5.480
51466 2/25/11 289333 MERRILL LYNCH PIERCE FIXED 4/01/39 10,000,000.00 100.63 10,063,000.00 11,268.41
SALE 2/04/11 88579EAC 3M COMPANY MTN 5.7000 5.679
36836 2/09/11 289321 JP MORGAN 3/15/37 5,000,000.00 105.90 5,295,350.00 281,552.48
SALE 2/08/11 88579EAC 3M COMPANY MTN 5.7000 5.679
36836 2/11/11 289323 JP MORGAN 3/15/37 7,500,000.00 105.87 7,940,850.00 420,135.38
SALE 2/10/11 88579EAC 3M COMPANY MTN 5.7000 5.679
36836 2/15/11 289325 JP MORGAN 3/15/37 5,000,000.00 105.83 5,291,650.00 277,814.31
SALE 2/10/11 907818DF UNI0N PACIFIC 5.7800 5.790
55546 2/15/11 289325 BNP PARIBAS SECURITIES CORP 7/15/40 10,000,000.00 101.35 10,135,900.00 150,050.39
SALE 2/04/11 912803BL US TREASURY STRIPS 4.730
40013 2/07/11 289319 MERRILL LYNCH PIERCE FIXED 8/15/27 90,000,000.00 45.830 41,247,000.00 -325,665.28
SALE 2/22/11 912833LZ US TREASURY STRIPS 4.902
47853 2/23/11 289331 MORGAN STANLEY - ALGO 5/15/26 40,000,000.00 49.764 19,905,600.00 767,424.10
SALE 2/14/11 912833PD US TREASURY STRIPS 4.153
52750 2/15/11 289325 MORGAN STANLEY - ALGO 5/15/27 50,000,000.00 46.127 23,063,500.00 -2,580,654.72
SALE 2/15/11 912833PD US TREASURY STRIPS 4.153
52750 2/16/11 289326 MORGAN STANLEY - ALGO 5/15/27 50,000,000.00 46.235 23,117,500.00 -2,529,566.43
SALE 2/16/11 912833PD US TREASURY STRIPS 4.153
52750 2/18/11 289328 MORGAN STANLEY - ALGO 5/15/27 50,000,000.00 46.508 23,254,000.00 -2,398,890.84
SALE 2/17/11 912833PD US TREASURY STRIPS 4.153
52750 2/22/11 289330 MORGAN STANLEY - ALGO 5/15/27 50,000,000.00 46.323 23,161,500.00 -2,503,043.63
SALE 2/17/11 912833PD US TREASURY STRIPS 4.153
52750 2/18/11 289328 MORGAN STANLEY - ALGO 5/15/27 50,000,000.00 46.505 23,252,500.00 -2,400,390.84
SALE 2/14/11 912833QB US TREASURY STRIPS 4.691
54860 2/15/11 289325 MERRILL LYNCH PIERCE FIXED 11/15/27 50,000,000.00 44.500 22,250,000.00 -751,186.33
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 2/01/11 THROUGH 2/28/11
COMMON PENSION FD B (5142) -Cont. PAGE: 73
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/09/11 912833RY US TREASURY STRIPS 3.960
53507 2/10/11 289322 CITIGROUP/CITIBANK DOMESTIC 2/15/28 50,000,000.00 43.054 21,527,000.00 -4,133,660.12
SALE 2/09/11 912833RY US TREASURY STRIPS 3.960
53507 2/10/11 289322 MERRILL LYNCH PIERCE FIXED 2/15/28 50,000,000.00 43.240 21,620,000.00 -4,040,660.12
SALE 2/11/11 912833RY US TREASURY STRIPS 3.960
53507 2/14/11 289324 GOLDMAN SACHS & COMPANY 2/15/28 50,000,000.00 43.958 21,979,000.00 -3,692,598.28
SALE 2/11/11 912833RY US TREASURY STRIPS 3.960
53507 2/14/11 289324 MERRILL LYNCH PIERCE FIXED 2/15/28 50,000,000.00 43.903 21,951,500.00 -3,720,098.28
SALE 2/11/11 912833RY US TREASURY STRIPS 3.960
53507 2/14/11 289324 MERRILL LYNCH PIERCE FIXED 2/15/28 50,000,000.00 43.878 21,939,000.00 -3,732,598.28
SALE 2/09/11 913017BP UNITED TECHNOLOGIES NOTES 6.1250 6.294
41154 2/14/11 289324 CREDIT SUISSE SEC (USA) LLC 7/15/38 10,000,000.00 109.37 10,937,800.00 1,157,777.13
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 1224492000.00 879,288,434.51 1,818,999.23
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 1224492000.00 879,288,434.51 1,818,999.23
END OF REPORT FOR: COMMON PENSION FD B
S T A T E O F N E W J E R S E Y 5153
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
CPFB - FIXED INCOME HIGH YIELD (5153) PAGE: 74
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 2/22/11 242370AA DEAN FOODS CO SR NOTES 7.0000 7.940
55657 2/25/11 289333 JP MORGAN 6/01/16 1,000,000.00 96.000 960,000.00
PUR 2/22/11 29276KAM ENERGY XXI GULF COAST IN 9.2500 7.713
55656 2/25/11 289333 CREDIT SUISSE SEC (USA) LLC 12/15/17 1,000,000.00 108.00 1,080,000.00
PUR 2/24/11 67090FAD NUVEEN INVESTMENTS INC 10.5000 9.683
55695 3/01/11 289335 MORGAN STANLEY - ALGO 11/15/15 1,000,000.00 103.00 1,030,000.00
PUR 2/28/11 762397AS RHODIA SA 6.8750 6.448
55714 3/03/11 289337 MERRILL LYNCH PIERCE FIXED 9/15/20 1,000,000.00 103.00 1,030,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 4,000,000.00 4,100,000.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 4,000,000.00 4,100,000.00
END OF REPORT FOR: CPFB - FIXED INCOME HIGH YIELD
S T A T E O F N E W J E R S E Y 5160
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
COMMON A DERIVITIVES (5160) PAGE: 75
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASES OF COMINGLED FUND UNITS
---------------------------------
PUR 2/23/11 SPXP1611 SPX 4/16/11 P1250
55676 2/24/11 424616 MORGAN STANLEY (OPTIONS) 150,000.00 19.000 3,000.00 2,853,000.00
PUR 2/24/11 SPXP1611 SPX 4/16/11 P1250
55676 2/25/11 424616 MORGAN STANLEY (OPTIONS) 150,000.00 19.300 3,000.00 2,898,000.00
-------------- ---------- -------------- --------------
SUBTOTAL UNIT-ASSET PURCHASES: 300,000.00 5,751,000.00
6,000.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 300,000.00 5,751,000.00
6,000.00
END OF REPORT FOR: COMMON A DERIVITIVES
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 2/01/11 THROUGH 2/28/11
MULTI SECTOR COMMON A (5162) PAGE: 76
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 2/02/11 00507V10 ACTIVISION BLIZZARD INC
55226 2/07/11 424617 JEFFERIES & COMPANY 100,000.00 11.704 3,000.00 1,173,440.00
PUR 2/03/11 00507V10 ACTIVISION BLIZZARD INC
55226 2/08/11 424622 SANFORD BERNSTEIN(ALGO) 100,000.00 11.612 1,000.00 1,162,170.00
PUR 2/03/11 00507V10 ACTIVISION BLIZZARD INC
55226 2/08/11 424622 SANFORD BERNSTEIN(ALGO) 200,000.00 11.660 2,000.00 2,333,920.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 300,000.00 11.644 3,496,090.00
3,000.00
PUR 2/04/11 00507V10 ACTIVISION BLIZZARD INC
55226 2/09/11 424626 CREDIT SUISSE SEC (AES) 100,000.00 11.737 1,000.00 1,174,660.00
PUR 2/01/11 02406110 AMERICAN AXLE
54158 2/04/11 424611 COWEN AND CO., LLC 40,000.00 14.396 1,600.00 577,444.00
PUR 2/02/11 02406110 AMERICAN AXLE
54158 2/07/11 424617 BARCLAYS CAPITAL (DOMESTIC) 40,000.00 14.353 1,600.00 575,732.00
PUR 2/03/11 02406110 AMERICAN AXLE
54158 2/08/11 424622 LANGEN MCALENNEY 40,000.00 13.540 1,600.00 543,216.00
PUR 2/09/11 02406110 AMERICAN AXLE
54158 2/14/11 424639 GORDON HASKETT & COMPANY (I 20,000.00 14.003 1,000.00 281,054.00
PUR 2/10/11 02406110 AMERICAN AXLE
54158 2/15/11 424643 MACQUARIE CAPITAL USA 80,000.00 13.975 3,200.00 1,121,184.00
PUR 2/11/11 02406110 AMERICAN AXLE
54158 2/16/11 424647 KEYBANC CAPITAL MKTS INC 40,000.00 14.274 1,600.00 572,540.00
PUR 2/15/11 02406110 AMERICAN AXLE
54158 2/18/11 424655 GORDON HASKETT & COMPANY (I 40,000.00 14.496 2,000.00 581,824.00
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 2/01/11 THROUGH 2/28/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 77
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/16/11 02406110 AMERICAN AXLE
54158 2/22/11 424659 LEERINK SWANN LLC 50,000.00 14.485 2,000.00 726,250.00
PUR 2/17/11 02406110 AMERICAN AXLE
54158 2/23/11 424663 MORGAN STANLEY 50,000.00 14.431 2,000.00 723,530.00
PUR 2/18/11 02406110 AMERICAN AXLE
54158 2/24/11 424667 JP MORGAN 50,000.00 14.361 2,000.00 720,070.00
PUR 2/22/11 02406110 AMERICAN AXLE
54158 2/25/11 424672 RAYMOND JAMES & ASSOCIATES, 50,000.00 13.841 2,000.00 694,025.00
PUR 2/23/11 02406110 AMERICAN AXLE
54158 2/28/11 424677 CREDIT SUISSE SEC (USA) LLC 50,000.00 13.058 1,500.00 654,420.00
PUR 2/24/11 02406110 AMERICAN AXLE
54158 3/01/11 424681 CRAIG-HALLUM CAPITAL GRP LL 50,000.00 13.072 2,000.00 655,605.00
PUR 2/25/11 02406110 AMERICAN AXLE
54158 3/02/11 424687 BLAIR, WILLIAM & COMPANY 50,000.00 13.476 2,000.00 675,800.00
PUR 2/28/11 02406110 AMERICAN AXLE
54158 3/03/11 424695 CRAIG-HALLUM CAPITAL GRP LL 50,000.00 13.494 2,000.00 676,715.00
PUR 2/07/11 02581610 AMERICAN EXPRESS CO
51479 2/10/11 424631 LAZARD CAPITAL MARKETS 200,000.00 44.757 8,000.00 8,959,360.00
PUR 2/01/11 03741110 APACHE CORP
55410 2/04/11 424611 COWEN AND CO., LLC 20,000.00 119.77 800.00 2,396,282.00
PUR 2/01/11 03741110 APACHE CORP
55410 2/04/11 424611 COWEN AND CO., LLC 20,000.00 119.13 800.00 2,383,482.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 119.45 4,779,764.00
1,600.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 78
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/04/11 03741110 APACHE CORP
55410 2/09/11 424626 SANFORD BERNSTEIN & CO. 40,000.00 118.17 1,600.00 4,728,472.00
PUR 2/07/11 03741110 APACHE CORP
55410 2/10/11 424631 LANGEN MCALENNEY 20,000.00 118.00 800.00 2,360,836.00
PUR 2/08/11 03741110 APACHE CORP
55410 2/11/11 424635 SIDOTI & CO 20,000.00 117.55 800.00 2,351,792.00
PUR 2/09/11 03741110 APACHE CORP
55410 2/14/11 424639 CRAIG-HALLUM CAPITAL GRP LL 20,000.00 116.89 800.00 2,338,728.00
PUR 2/11/11 03741110 APACHE CORP
55410 2/16/11 424647 KEYBANC CAPITAL MKTS INC 10,000.00 117.51 400.00 1,175,516.00
PUR 2/22/11 03741110 APACHE CORP
55410 2/25/11 424672 RAYMOND JAMES & ASSOCIATES, 20,000.00 120.06 800.00 2,402,174.00
PUR 2/07/11 03783310 APPLE INC
39881 2/10/11 424631 CREDIT SUISSE SEC (AES) 20,000.00 348.28 200.00 6,965,838.00
PUR 2/03/11 04273510 ARROW ELECTRONICS INC
52841 2/08/11 424622 LANGEN MCALENNEY 50,000.00 41.267 2,000.00 2,065,335.00
PUR 2/03/11 05380710 AVNET INC
53849 2/08/11 424622 LANGEN MCALENNEY 50,000.00 36.821 2,000.00 1,843,030.00
PUR 2/08/11 05380710 AVNET INC
53849 2/11/11 424635 SIDOTI & CO 50,000.00 36.717 2,000.00 1,837,860.00
PUR 2/08/11 05430310 AVON PRODUCTS
55513 2/11/11 424635 DEUTSCHE BANK AG (DOMESTIC) 500,000.00 28.059 20,000.00 14,049,600.00
PUR 2/09/11 05430310 AVON PRODUCTS
55513 2/14/11 424639 COWEN AND CO., LLC 200,000.00 28.549 8,000.00 5,717,800.00
PUR 2/09/11 05430310 AVON PRODUCTS
55513 2/14/11 424639 JP MORGAN 100,000.00 29.268 4,000.00 2,930,840.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 79
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/10/11 05430310 AVON PRODUCTS
55513 2/15/11 424643 MACQUARIE CAPITAL USA 50,000.00 29.048 2,000.00 1,454,400.00
PUR 2/10/11 05430310 AVON PRODUCTS
55513 2/15/11 424643 MERRILL LYNCH, PIERCE,FENNE 50,000.00 28.716 2,000.00 1,437,775.00
PUR 2/11/11 05430310 AVON PRODUCTS
55513 2/16/11 424647 KEYBANC CAPITAL MKTS INC 50,000.00 29.337 2,000.00 1,468,830.00
PUR 2/15/11 05430310 AVON PRODUCTS
55513 2/18/11 424655 GORDON HASKETT & COMPANY (I 50,000.00 28.772 2,500.00 1,441,080.00
PUR 2/15/11 07330210 B.E. AEROSPACE INC
55593 2/18/11 424655 JEFFERIES & COMPANY 50,000.00 37.940 1,500.00 1,898,515.00
PUR 2/15/11 07330210 B.E. AEROSPACE INC
55593 2/18/11 424655 UBS WARBURG LLC 10,000.00 37.516 300.00 375,458.00
PUR 2/16/11 07330210 B.E. AEROSPACE INC
55593 2/22/11 424659 CREDIT SUISSE SEC (AES) 50,000.00 36.291 500.00 1,815,050.00
PUR 2/16/11 07330210 B.E. AEROSPACE INC
55593 2/22/11 424659 UBS WARBURG LLC 60,000.00 37.307 1,800.00 2,240,220.00
PUR 2/17/11 07330210 B.E. AEROSPACE INC
55593 2/23/11 424663 KEYBANC CAPITAL MKTS INC 100,000.00 36.300 3,000.00 3,633,020.00
PUR 2/18/11 07330210 B.E. AEROSPACE INC
55593 2/24/11 424667 CREDIT SUISSE SEC (AES) 90,000.00 36.424 900.00 3,279,078.00
PUR 2/22/11 07330210 B.E. AEROSPACE INC
55593 2/25/11 424672 SWSQUEHANNA FIN. GRP LLC (D 60,000.00 35.939 1,800.00 2,158,110.00
PUR 2/22/11 07330210 B.E. AEROSPACE INC
55593 2/25/11 424672 UBS WARBURG LLC 40,000.00 35.302 1,200.00 1,413,280.00
PUR 2/23/11 07330210 B.E. AEROSPACE INC
55593 2/28/11 424677 JP MORGAN 60,000.00 34.672 1,800.00 2,082,090.00
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 2/01/11 THROUGH 2/28/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 80
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/23/11 07330210 B.E. AEROSPACE INC
55593 2/28/11 424677 SWSQUEHANNA FIN. GRP LLC (D 30,000.00 34.169 900.00 1,025,970.00
PUR 2/24/11 07330210 B.E. AEROSPACE INC
55593 3/01/11 424681 CREDIT SUISSE SEC (USA) LLC 50,000.00 34.324 1,500.00 1,717,685.00
PUR 2/25/11 07330210 B.E. AEROSPACE INC
55593 3/02/11 424687 SWSQUEHANNA FIN. GRP LLC (D 20,000.00 34.615 600.00 692,902.00
PUR 2/25/11 07330210 B.E. AEROSPACE INC
55593 3/02/11 424687 WELLS FARGO SECURITIES 20,000.00 34.782 600.00 696,230.00
PUR 2/25/11 07330210 B.E. AEROSPACE INC
55593 3/02/11 424687 WELLS FARGO SECURITIES 50,000.00 34.766 1,500.00 1,739,775.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 70,000.00 34.770 2,436,005.00
2,100.00
PUR 2/28/11 07330210 B.E. AEROSPACE INC
55593 3/03/11 424695 WELLS FARGO SECURITIES 50,000.00 33.863 1,500.00 1,694,640.00
PUR 2/15/11 08467070 BERKSHIRE HATHAWAY INC-CL B
54956 2/18/11 424655 KEYBANC CAPITAL MKTS INC 50,000.00 84.717 2,000.00 4,237,845.00
PUR 2/16/11 08467070 BERKSHIRE HATHAWAY INC-CL B
54956 2/22/11 424659 JP MORGAN 50,000.00 84.844 2,000.00 4,244,190.00
PUR 2/16/11 08467070 BERKSHIRE HATHAWAY INC-CL B
54956 2/22/11 424659 LEERINK SWANN LLC 50,000.00 85.098 2,000.00 4,256,915.00
PUR 2/17/11 08467070 BERKSHIRE HATHAWAY INC-CL B
54956 2/23/11 424663 MORGAN STANLEY 50,000.00 84.822 2,000.00 4,243,115.00
PUR 2/18/11 08467070 BERKSHIRE HATHAWAY INC-CL B
54956 2/24/11 424667 JP MORGAN 50,000.00 84.806 2,000.00 4,242,315.00
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 2/01/11 THROUGH 2/28/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 81
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/23/11 08467070 BERKSHIRE HATHAWAY INC-CL B
54956 2/28/11 424677 CREDIT SUISSE SEC (USA) LLC 50,000.00 83.105 1,500.00 4,156,725.00
PUR 2/09/11 08578910 BERRY PETROLEUM CO
42925 2/14/11 424639 GORDON HASKETT & COMPANY (I 20,000.00 44.479 1,000.00 890,588.00
PUR 2/10/11 08930210 BIG LOTS INC
55550 2/15/11 424643 DEUTSCHE BANK AG (DOMESTIC) 100,000.00 40.256 4,000.00 4,029,630.00
PUR 2/10/11 08930210 BIG LOTS INC
55550 2/15/11 424643 MERRILL LYNCH, PIERCE,FENNE 20,000.00 40.555 800.00 811,904.00
PUR 2/11/11 08930210 BIG LOTS INC
55550 2/16/11 424647 KEYBANC CAPITAL MKTS INC 100,000.00 41.230 4,000.00 4,126,950.00
PUR 2/14/11 08930210 BIG LOTS INC
55550 2/17/11 424651 BARCLAYS CAPITAL (DOMESTIC) 80,000.00 41.551 3,200.00 3,327,256.00
PUR 2/15/11 08930210 BIG LOTS INC
55550 2/18/11 424655 GORDON HASKETT & COMPANY (I 50,000.00 41.134 2,500.00 2,059,220.00
PUR 2/04/11 12526910 CF INDUSTRIES HOLDINGS INC
46083 2/09/11 424626 SANFORD BERNSTEIN & CO. 20,000.00 142.27 800.00 2,846,298.00
PUR 2/07/11 12526910 CF INDUSTRIES HOLDINGS INC
46083 2/10/11 424631 KEYBANC CAPITAL MKTS INC 7,727.00 145.65 231.81 1,125,697.18
PUR 2/08/11 12526910 CF INDUSTRIES HOLDINGS INC
46083 2/11/11 424635 ABEL/NOSER CORP 10,000.00 146.70 500.00 1,467,590.00
PUR 2/08/11 12526910 CF INDUSTRIES HOLDINGS INC
46083 2/11/11 424635 KEYBANC CAPITAL MKTS INC 2,273.00 145.90 68.19 331,700.71
PUR 2/18/11 12526910 CF INDUSTRIES HOLDINGS INC
46083 2/24/11 424667 MORGAN KEEGAN 10,000.00 138.02 400.00 1,380,605.00
PUR 2/22/11 12526910 CF INDUSTRIES HOLDINGS INC
46083 2/25/11 424672 STIFEL NICOLAUS 20,000.00 141.21 800.00 2,825,070.00
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 2/01/11 THROUGH 2/28/11
MULTI SECTOR COMMON A (5162) -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 2/09/11 12558180 CIT GROUP INC
55173 2/14/11 424639 CRAIG-HALLUM CAPITAL GRP LL 50,000.00 47.897 2,000.00 2,396,865.00
PUR 2/22/11 12558180 CIT GROUP INC
55173 2/25/11 424672 STIFEL NICOLAUS 50,000.00 42.966 2,000.00 2,150,300.00
PUR 2/23/11 12558180 CIT GROUP INC
55173 2/28/11 424677 RAYMOND JAMES & ASSOCIATES, 50,000.00 42.991 2,000.00 2,151,570.00
PUR 2/24/11 12558180 CIT GROUP INC
55173 3/01/11 424681 CRAIG-HALLUM CAPITAL GRP LL 50,000.00 43.561 2,000.00 2,180,070.00
PUR 2/04/11 12665010 CVS CAREMARK CORP
55479 2/09/11 424626 FBR CAPITAL MARKETS 300,000.00 32.599 12,000.00 9,791,700.00
PUR 2/07/11 12665010 CVS CAREMARK CORP
55479 2/10/11 424631 LAZARD CAPITAL MARKETS 100,000.00 32.784 4,000.00 3,282,420.00
PUR 2/14/11 12665010 CVS CAREMARK CORP
55479 2/17/11 424651 CRAIG-HALLUM CAPITAL GRP LL 200,000.00 32.780 8,000.00 6,563,900.00
PUR 2/01/11 12824610 CALAVO GROWERS INC
55268 2/04/11 424611 JANNEY MONTGOMERY SCOTT 19,743.00 23.126 592.29 457,166.93
PUR 2/02/11 12824610 CALAVO GROWERS INC
55268 2/07/11 424617 JANNEY MONTGOMERY SCOTT 500.00 23.650 15.00 11,840.00
PUR 2/03/11 12824610 CALAVO GROWERS INC
55268 2/08/11 424622 JANNEY MONTGOMERY SCOTT 3,000.00 23.394 90.00 70,271.10
PUR 2/04/11 12824610 CALAVO GROWERS INC
55268 2/09/11 424626 JANNEY MONTGOMERY SCOTT 4,705.00 23.371 141.15 110,102.65
PUR 2/07/11 12824610 CALAVO GROWERS INC
55268 2/10/11 424631 CREDIT SUISSE SEC (AES) 4,535.00 23.421 45.35 106,260.04
PUR 2/07/11 12824610 CALAVO GROWERS INC
55268 2/10/11 424631 JANNEY MONTGOMERY SCOTT 1,795.00 23.400 53.85 42,056.85
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 2/01/11 THROUGH 2/28/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 83
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/08/11 12824610 CALAVO GROWERS INC
55268 2/11/11 424635 CREDIT SUISSE SEC (AES) 5,574.00 23.361 55.74 130,267.72
PUR 2/09/11 12824610 CALAVO GROWERS INC
55268 2/14/11 424639 CREDIT SUISSE SEC (AES) 5,913.00 23.294 59.13 137,797.73
PUR 2/10/11 12824610 CALAVO GROWERS INC
55268 2/15/11 424643 JANNEY MONTGOMERY SCOTT 5,000.00 23.670 150.00 118,497.50
PUR 2/10/11 12824610 CALAVO GROWERS INC
55268 2/15/11 424643 JANNEY MONTGOMERY SCOTT 3,978.00 23.688 119.34 94,351.80
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 8,978.00 23.678 212,849.30
269.34
PUR 2/11/11 12824610 CALAVO GROWERS INC
55268 2/16/11 424647 JANNEY MONTGOMERY SCOTT 5,000.00 23.938 150.00 119,837.50
PUR 2/04/11 17296710 CITIGROUP INC
51156 2/09/11 424626 JP MORGAN 1,000,000.00 4.796 40,000.00 4,835,500.00
PUR 2/01/11 19259P30 COINSTAR INC.
42814 2/04/11 424611 JANNEY MONTGOMERY SCOTT 10,000.00 42.202 300.00 422,319.00
PUR 2/04/11 19259P30 COINSTAR INC.
42814 2/09/11 424626 CREDIT SUISSE SEC (AES) 10,000.00 37.930 100.00 379,396.00
PUR 2/04/11 19416210 COLGATE-PALMOLIVE CO
49941 2/09/11 424626 BUCKINGHAM RESEARCH GROUP I 60,000.00 76.060 2,400.00 4,565,970.00
PUR 2/04/11 19416210 COLGATE-PALMOLIVE CO
49941 2/09/11 424626 KAUFMAN BROS L.P. 20,000.00 76.183 800.00 1,524,468.00
PUR 2/03/11 20366810 COMMUNITY HEALTH SYSTEMS
54817 2/08/11 424622 LANGEN MCALENNEY 50,000.00 36.303 2,000.00 1,817,130.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 84
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/04/11 20366810 COMMUNITY HEALTH SYSTEMS
54817 2/09/11 424626 BUCKINGHAM RESEARCH GROUP I 50,000.00 36.664 2,000.00 1,835,215.00
PUR 2/01/11 20825C10 CONOCOPHILLIPS
39904 2/04/11 424611 CITIGROUP/CITIBANK DOMESTIC 100,000.00 71.695 4,000.00 7,173,490.00
PUR 2/23/11 23102110 CUMMINS ENGINE
55334 2/28/11 424677 CREDIT SUISSE SEC (USA) LLC 20,000.00 100.99 600.00 2,020,474.00
PUR 2/23/11 23102110 CUMMINS ENGINE
55334 2/28/11 424677 RAYMOND JAMES & ASSOCIATES, 20,000.00 101.09 800.00 2,022,732.00
PUR 2/25/11 26054310 DOW CHEMICAL
51833 3/02/11 424687 BLAIR, WILLIAM & COMPANY 100,000.00 36.215 4,000.00 3,625,530.00
PUR 2/24/11 26924640 E*TRADE FINANCIAL CORP
55689 3/01/11 424681 JEFFERIES & COMPANY 1,000,000.00 15.860 30,000.00 15,890,200.00
PUR 2/04/11 27886510 ECOLAB INC
54051 2/09/11 424626 BUCKINGHAM RESEARCH GROUP I 50,000.00 50.228 2,000.00 2,513,375.00
PUR 2/01/11 29363910 ENTERCOM COMMUNICATIONS COR
39918 2/04/11 424611 COWEN AND CO., LLC 20,000.00 10.188 800.00 204,556.00
PUR 2/03/11 29363910 ENTERCOM COMMUNICATIONS COR
39918 2/08/11 424622 LANGEN MCALENNEY 20,000.00 10.890 800.00 218,604.00
PUR 2/08/11 29363910 ENTERCOM COMMUNICATIONS COR
39918 2/11/11 424635 SIDOTI & CO 20,000.00 10.872 800.00 218,240.00
PUR 2/04/11 29380T10 ENTERTAINMENT PROPERTIES TR
39916 2/09/11 424626 BUCKINGHAM RESEARCH GROUP I 20,000.00 45.612 800.00 913,042.00
PUR 2/23/11 29380T10 ENTERTAINMENT PROPERTIES TR
39916 2/28/11 424677 RAYMOND JAMES & ASSOCIATES, 10,000.00 46.547 400.00 465,868.00
PUR 2/25/11 29380T10 ENTERTAINMENT PROPERTIES TR
39916 3/02/11 424687 COWEN AND CO., LLC 20,000.00 46.241 800.00 925,620.00
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 2/01/11 THROUGH 2/28/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 85
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/01/11 29444U50 EQUINIX INC.
55363 2/04/11 424611 JANNEY MONTGOMERY SCOTT 30,000.00 89.470 900.00 2,685,000.00
PUR 2/02/11 29444U50 EQUINIX INC.
55363 2/07/11 424617 JEFFERIES & COMPANY 20,000.00 90.263 600.00 1,805,856.00
PUR 2/04/11 29444U50 EQUINIX INC.
55363 2/09/11 424626 CREDIT SUISSE SEC (AES) 10,000.00 92.159 100.00 921,693.00
PUR 2/10/11 29444U50 EQUINIX INC.
55363 2/15/11 424643 UBS WARBURG LLC 20,000.00 88.466 600.00 1,769,914.00
PUR 2/04/11 30231G10 EXXON MOBIL CORP.
39995 2/09/11 424626 KAUFMAN BROS L.P. 70,000.00 83.154 2,800.00 5,823,573.00
PUR 2/14/11 30231G10 EXXON MOBIL CORP.
39995 2/17/11 424651 BARCLAYS CAPITAL (DOMESTIC) 80,000.00 82.686 3,200.00 6,618,056.00
PUR 2/04/11 31428X10 FEDEX CORP
53828 2/09/11 424626 BUCKINGHAM RESEARCH GROUP I 10,000.00 91.235 400.00 912,745.00
PUR 2/09/11 33582V10 FIRST NIAGRA FINANCIAL
55533 2/14/11 424639 UBS WARBURG LLC 100,000.00 14.532 3,000.00 1,456,220.00
PUR 2/10/11 33582V10 FIRST NIAGRA FINANCIAL
55533 2/15/11 424643 JANNEY MONTGOMERY SCOTT 20,000.00 14.500 600.00 290,592.00
PUR 2/10/11 33582V10 FIRST NIAGRA FINANCIAL
55533 2/15/11 424643 UBS WARBURG LLC 100,000.00 14.489 3,000.00 1,451,890.00
PUR 2/11/11 33582V10 FIRST NIAGRA FINANCIAL
55533 2/16/11 424647 CREDIT SUISSE SEC (AES) 100,000.00 14.621 1,000.00 1,463,050.00
PUR 2/14/11 33582V10 FIRST NIAGRA FINANCIAL
55533 2/17/11 424651 UBS WARBURG LLC 100,000.00 14.793 3,000.00 1,482,300.00
PUR 2/15/11 33582V10 FIRST NIAGRA FINANCIAL
55533 2/18/11 424655 JANNEY MONTGOMERY SCOTT 50,000.00 14.914 1,500.00 747,220.00
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 2/01/11 THROUGH 2/28/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 86
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/24/11 33582V10 FIRST NIAGRA FINANCIAL
55533 3/01/11 424681 CREDIT SUISSE SEC (USA) LLC 30,000.00 14.630 900.00 439,803.00
PUR 2/18/11 35671D85 FREEPORT-MCMORAN COPPER-B
54160 2/24/11 424667 MORGAN KEEGAN 60,000.00 53.224 2,400.00 3,195,834.00
PUR 2/22/11 35671D85 FREEPORT-MCMORAN COPPER-B
54160 2/25/11 424672 RAYMOND JAMES & ASSOCIATES, 20,000.00 51.791 800.00 1,036,614.00
PUR 2/22/11 35671D85 FREEPORT-MCMORAN COPPER-B
54160 2/25/11 424672 STIFEL NICOLAUS 20,000.00 50.838 800.00 1,017,550.00
PUR 2/23/11 35671D85 FREEPORT-MCMORAN COPPER-B
54160 2/28/11 424677 STIFEL NICOLAUS 40,000.00 50.387 1,600.00 2,017,080.00
PUR 2/04/11 3623E020 GT SOLAR INTL INC
55480 2/09/11 424626 CREDIT SUISSE SEC (AES) 300,000.00 11.036 3,000.00 3,313,740.00
PUR 2/07/11 3623E020 GT SOLAR INTL INC
55480 2/10/11 424631 UBS WARBURG LLC 200,000.00 10.842 6,000.00 2,174,400.00
PUR 2/07/11 3623E020 GT SOLAR INTL INC
55480 2/10/11 424631 UBS WARBURG LLC 300,000.00 11.147 9,000.00 3,352,950.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 500,000.00 11.025 5,527,350.00
15,000.00
PUR 2/08/11 3623E020 GT SOLAR INTL INC
55480 2/11/11 424635 UBS WARBURG LLC 300,000.00 10.509 9,000.00 3,161,820.00
PUR 2/09/11 3623E020 GT SOLAR INTL INC
55480 2/14/11 424639 UBS WARBURG LLC 200,000.00 10.593 6,000.00 2,124,520.00
PUR 2/10/11 3623E020 GT SOLAR INTL INC
55480 2/15/11 424643 UBS WARBURG LLC 100,000.00 10.690 3,000.00 1,072,040.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 87
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/04/11 37045V10 GENERAL MOTORS CO
54470 2/09/11 424626 KAUFMAN BROS L.P. 100,000.00 36.610 4,000.00 3,664,960.00
PUR 2/25/11 37045V10 GENERAL MOTORS CO
54470 3/02/11 424687 BLAIR, WILLIAM & COMPANY 100,000.00 33.268 4,000.00 3,330,840.00
PUR 2/25/11 37045V10 GENERAL MOTORS CO
54470 3/02/11 424687 COWEN AND CO., LLC 100,000.00 33.592 4,000.00 3,363,230.00
PUR 2/10/11 38259P50 GOOGLE INC
39926 2/15/11 424643 JANNEY MONTGOMERY SCOTT 2,000.00 614.49 60.00 1,229,052.40
PUR 2/01/11 38526M10 GRAND CANYON EDUCATION INC
55091 2/04/11 424611 JANNEY MONTGOMERY SCOTT 20,000.00 18.690 600.00 374,396.00
PUR 2/04/11 38526M10 GRAND CANYON EDUCATION INC
55091 2/09/11 424626 CREDIT SUISSE SEC (AES) 20,000.00 18.214 200.00 364,480.00
PUR 2/23/11 42809H10 HESS CORP
52215 2/28/11 424677 STIFEL NICOLAUS 20,000.00 82.641 800.00 1,653,624.00
PUR 2/15/11 45814010 INTEL CORP
55591 2/18/11 424655 CREDIT SUISSE SEC (AES) 1,000,000.00 21.402 10,000.00 21,411,600.00
PUR 2/15/11 45814010 INTEL CORP
55591 2/18/11 424655 CREDIT SUISSE SEC (AES) 400,000.00 21.485 4,000.00 8,598,080.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 1,400,000.00 21.425 30,009,680.00
14,000.00
PUR 2/16/11 45814010 INTEL CORP
55591 2/22/11 424659 CREDIT SUISSE SEC (AES) 700,000.00 21.666 7,000.00 15,173,130.00
PUR 2/16/11 45814010 INTEL CORP
55591 2/22/11 424659 UBS WARBURG LLC 100,000.00 21.830 3,000.00 2,186,010.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
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 2/17/11 45814010 INTEL CORP
55591 2/23/11 424663 KEYBANC CAPITAL MKTS INC 200,000.00 21.958 6,000.00 4,397,660.00
PUR 2/23/11 45814010 INTEL CORP
55591 2/28/11 424677 JP MORGAN 100,000.00 21.494 3,000.00 2,152,410.00
PUR 2/04/11 45920010 INTL BUSINESS MACHINES CORP
39932 2/09/11 424626 BUCKINGHAM RESEARCH GROUP I 10,000.00 163.60 400.00 1,636,427.00
PUR 2/03/11 47836610 JOHNSON CONTROLS INC
48030 2/08/11 424622 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 37.387 800.00 748,532.00
PUR 2/03/11 47836610 JOHNSON CONTROLS INC
48030 2/08/11 424622 LANGEN MCALENNEY 20,000.00 37.178 800.00 744,356.00
PUR 2/09/11 53803410 LIVE NATION INC
55535 2/14/11 424639 FBR CAPITAL MARKETS 100,000.00 11.284 4,000.00 1,132,360.00
PUR 2/10/11 53803410 LIVE NATION INC
55535 2/15/11 424643 MACQUARIE CAPITAL USA 100,000.00 11.429 4,000.00 1,146,940.00
PUR 2/11/11 53803410 LIVE NATION INC
55535 2/16/11 424647 KEYBANC CAPITAL MKTS INC 50,000.00 11.546 2,000.00 579,295.00
PUR 2/23/11 53803410 LIVE NATION INC
55535 2/28/11 424677 CREDIT SUISSE SEC (USA) LLC 50,000.00 10.347 1,500.00 518,835.00
PUR 2/08/11 57620610 MASSEY ENERGY
54690 2/11/11 424635 BLAIR, WILLIAM & COMPANY 20,000.00 63.039 800.00 1,261,582.00
PUR 2/04/11 58933Y10 MERCK & CO. INC.
49254 2/09/11 424626 ISI - HYMAN 100,000.00 33.006 5,000.00 3,305,640.00
PUR 2/09/11 58933Y10 MERCK & CO. INC.
49254 2/14/11 424639 GORDON HASKETT & COMPANY (I 100,000.00 32.960 5,000.00 3,301,010.00
PUR 2/23/11 61945A10 MOSIAC CO
48351 2/28/11 424677 CREDIT SUISSE SEC (USA) LLC 15,000.00 80.174 450.00 1,203,063.00
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 2/01/11 THROUGH 2/28/11
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 2/25/11 62944T10 NVR INC
48032 3/02/11 424687 DEUTSCHE BANK AG (DOMESTIC) 1,100.00 722.81 44.00 795,141.49
PUR 2/25/11 62944T10 NVR INC
48032 3/02/11 424687 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 719.18 80.00 1,438,452.80
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 3,100.00 720.47 2,233,594.29
124.00
PUR 2/14/11 62985Q10 NALCO HOLDING CO
55579 2/17/11 424651 COWEN AND CO., LLC 100,000.00 26.916 4,000.00 2,695,610.00
PUR 2/15/11 62985Q10 NALCO HOLDING CO
55579 2/18/11 424655 GORDON HASKETT & COMPANY (I 200,000.00 26.728 10,000.00 5,355,560.00
PUR 2/16/11 62985Q10 NALCO HOLDING CO
55579 2/22/11 424659 LEERINK SWANN LLC 100,000.00 26.776 4,000.00 2,681,640.00
PUR 2/17/11 62985Q10 NALCO HOLDING CO
55579 2/23/11 424663 MORGAN STANLEY 90,000.00 26.865 3,600.00 2,421,423.00
PUR 2/18/11 62985Q10 NALCO HOLDING CO
55579 2/24/11 424667 MORGAN STANLEY 10,000.00 26.975 400.00 270,147.00
PUR 2/22/11 62985Q10 NALCO HOLDING CO
55579 2/25/11 424672 RAYMOND JAMES & ASSOCIATES, 50,000.00 26.582 2,000.00 1,331,100.00
PUR 2/22/11 62985Q10 NALCO HOLDING CO
55579 2/25/11 424672 STIFEL NICOLAUS 50,000.00 26.044 2,000.00 1,304,210.00
PUR 2/23/11 62985Q10 NALCO HOLDING CO
55579 2/28/11 424677 CREDIT SUISSE SEC (USA) LLC 50,000.00 25.310 1,500.00 1,267,015.00
PUR 2/23/11 62985Q10 NALCO HOLDING CO
55579 2/28/11 424677 STIFEL NICOLAUS 50,000.00 25.652 2,000.00 1,284,605.00
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 2/01/11 THROUGH 2/28/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 90
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/24/11 62985Q10 NALCO HOLDING CO
55579 3/01/11 424681 BUCKINGHAM RESEARCH GROUP I 50,000.00 25.419 2,000.00 1,272,935.00
PUR 2/25/11 62985Q10 NALCO HOLDING CO
55579 3/02/11 424687 CRAIG-HALLUM CAPITAL GRP LL 50,000.00 25.575 2,000.00 1,280,750.00
PUR 2/28/11 62985Q10 NALCO HOLDING CO
55579 3/03/11 424695 CRAIG-HALLUM CAPITAL GRP LL 50,000.00 25.701 2,000.00 1,287,060.00
PUR 2/17/11 67069D10 NUTRISYSTEM
55623 2/23/11 424663 SWSQUEHANNA FIN. GRP LLC (D 40,000.00 20.807 1,200.00 833,472.00
PUR 2/18/11 67069D10 NUTRISYSTEM
55623 2/24/11 424667 CREDIT SUISSE SEC (AES) 30,000.00 21.915 300.00 657,735.00
PUR 2/25/11 67069D10 NUTRISYSTEM
55623 3/02/11 424687 SWSQUEHANNA FIN. GRP LLC (D 100,000.00 14.098 3,000.00 1,412,820.00
PUR 2/25/11 67069D10 NUTRISYSTEM
55623 3/02/11 424687 WELLS FARGO SECURITIES 100,000.00 14.031 3,000.00 1,406,110.00
PUR 2/25/11 67069D10 NUTRISYSTEM
55623 3/02/11 424687 WELLS FARGO SECURITIES 100,000.00 14.269 3,000.00 1,429,930.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 200,000.00 14.150 2,836,040.00
6,000.00
PUR 2/04/11 69351T10 PPL CORP
51765 2/09/11 424626 ISI - HYMAN 100,000.00 25.431 5,000.00 2,548,050.00
PUR 2/08/11 69351T10 PPL CORP
51765 2/11/11 424635 BLAIR, WILLIAM & COMPANY 100,000.00 24.877 4,000.00 2,491,650.00
PUR 2/08/11 71344810 PEPSICO INC
43552 2/11/11 424635 ABEL/NOSER CORP 50,000.00 64.167 2,500.00 3,210,840.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
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 2/04/11 74973W10 RTI ITNL METALS INC
54011 2/09/11 424626 ISI - HYMAN 20,000.00 27.395 1,000.00 548,900.00
PUR 2/01/11 75043810 RADIOSHACK CORP
51293 2/04/11 424611 COWEN AND CO., LLC 100,000.00 15.156 4,000.00 1,519,630.00
PUR 2/04/11 75102810 RALCORP HOLDINGS INC
47838 2/09/11 424626 KAUFMAN BROS L.P. 20,000.00 60.214 800.00 1,205,078.00
PUR 2/04/11 75102810 RALCORP HOLDINGS INC
47838 2/09/11 424626 SANFORD BERNSTEIN & CO. 40,000.00 60.042 1,600.00 2,403,264.00
PUR 2/07/11 75102810 RALCORP HOLDINGS INC
47838 2/10/11 424631 LANGEN MCALENNEY 20,000.00 60.371 800.00 1,208,216.00
PUR 2/08/11 75102810 RALCORP HOLDINGS INC
47838 2/11/11 424635 SIDOTI & CO 20,000.00 59.797 800.00 1,196,732.00
PUR 2/01/11 77390310 ROCKWELL AUTOMATION
55004 2/04/11 424611 COWEN AND CO., LLC 20,000.00 81.903 800.00 1,638,852.00
PUR 2/02/11 77390310 ROCKWELL AUTOMATION
55004 2/07/11 424617 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 82.784 800.00 1,656,472.00
PUR 2/18/11 79466L30 SALESFORCE.COM INC
55643 2/24/11 424667 JP MORGAN 100,000.00 142.08 4,000.00 14,212,510.00
PUR 2/22/11 79466L30 SALESFORCE.COM INC
55643 2/25/11 424672 STIFEL NICOLAUS 50,000.00 140.80 2,000.00 7,042,080.00
PUR 2/23/11 79466L30 SALESFORCE.COM INC
55643 2/28/11 424677 RAYMOND JAMES & ASSOCIATES, 20,000.00 136.44 800.00 2,729,764.00
PUR 2/25/11 79466L30 SALESFORCE.COM INC
55643 3/02/11 424687 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 138.83 400.00 1,388,755.00
PUR 2/03/11 80004C10 SANDISK CORP
54052 2/08/11 424622 SANFORD BERNSTEIN(ALGO) 50,000.00 48.426 500.00 2,421,815.00
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 2/01/11 THROUGH 2/28/11
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 2/03/11 80854110 SCHWEITZER MAUD
55464 2/08/11 424622 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 53.871 800.00 1,078,226.00
PUR 2/03/11 80854110 SCHWEITZER MAUD
55464 2/08/11 424622 MORGAN STANLEY 70,000.00 55.310 2,800.00 3,874,528.00
PUR 2/04/11 80854110 SCHWEITZER MAUD
55464 2/09/11 424626 ISI - HYMAN 50,000.00 55.722 2,500.00 2,788,575.00
PUR 2/07/11 80854110 SCHWEITZER MAUD
55464 2/10/11 424631 LANGEN MCALENNEY 20,000.00 56.501 800.00 1,130,812.00
PUR 2/24/11 80854110 SCHWEITZER MAUD
55464 3/01/11 424681 BUCKINGHAM RESEARCH GROUP I 10,000.00 54.277 400.00 543,167.00
PUR 2/01/11 85811910 STEEL DYNAMICS
55382 2/04/11 424611 JANNEY MONTGOMERY SCOTT 200,000.00 18.359 6,000.00 3,677,760.00
PUR 2/04/11 85811910 STEEL DYNAMICS
55382 2/09/11 424626 SANFORD BERNSTEIN(ALGO) 100,000.00 18.827 1,000.00 1,883,740.00
PUR 2/04/11 87150310 SYMANTEC CORP
53339 2/09/11 424626 SANFORD BERNSTEIN(ALGO) 100,000.00 18.041 1,000.00 1,805,140.00
PUR 2/08/11 87150310 SYMANTEC CORP
53339 2/11/11 424635 UBS WARBURG LLC 100,000.00 18.367 3,000.00 1,839,690.00
PUR 2/10/11 87150310 SYMANTEC CORP
53339 2/15/11 424643 UBS WARBURG LLC 100,000.00 18.330 3,000.00 1,836,000.00
PUR 2/14/11 87150310 SYMANTEC CORP
53339 2/17/11 424651 UBS WARBURG LLC 100,000.00 18.568 3,000.00 1,859,760.00
PUR 2/24/11 87264S10 TRW AUTOMOTIVE HOLDINGS COR
55690 3/01/11 424681 CREDIT SUISSE SEC (USA) LLC 100,000.00 54.694 4,000.00 5,473,440.00
PUR 2/25/11 87264S10 TRW AUTOMOTIVE HOLDINGS COR
55690 3/02/11 424687 CRAIG-HALLUM CAPITAL GRP LL 20,000.00 55.961 800.00 1,120,026.00
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 2/01/11 THROUGH 2/28/11
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 2/23/11 87612E10 TARGET CORP
55673 2/28/11 424677 CREDIT SUISSE SEC (USA) LLC 150,000.00 50.374 4,500.00 7,560,600.00
PUR 2/24/11 87612E10 TARGET CORP
55673 3/01/11 424681 BUCKINGHAM RESEARCH GROUP I 150,000.00 51.725 6,000.00 7,764,675.00
PUR 2/04/11 90341W10 US AIRWAYS GROUP INC
54756 2/09/11 424626 SANFORD BERNSTEIN & CO. 100,000.00 9.297 4,000.00 933,710.00
PUR 2/25/11 90341W10 US AIRWAYS GROUP INC
54756 3/02/11 424687 COWEN AND CO., LLC 100,000.00 8.588 4,000.00 862,770.00
PUR 2/15/11 91131210 UNITED PARCEL S
55590 2/18/11 424655 GORDON HASKETT & COMPANY (I 100,000.00 74.657 5,000.00 7,470,730.00
PUR 2/15/11 91131210 UNITED PARCEL S
55590 2/18/11 424655 KEYBANC CAPITAL MKTS INC 20,000.00 74.697 800.00 1,494,736.00
PUR 2/16/11 91131210 UNITED PARCEL S
55590 2/22/11 424659 LEERINK SWANN LLC 100,000.00 75.270 4,000.00 7,531,000.00
PUR 2/17/11 91131210 UNITED PARCEL S
55590 2/23/11 424663 MORGAN STANLEY 50,000.00 75.553 2,000.00 3,779,650.00
PUR 2/09/11 91819410 VCA ANTECH INC
55537 2/14/11 424639 JANNEY MONTGOMERY SCOTT 40,000.00 23.498 1,200.00 941,108.00
PUR 2/10/11 91819410 VCA ANTECH INC
55537 2/15/11 424643 JANNEY MONTGOMERY SCOTT 10,000.00 23.547 300.00 235,774.00
PUR 2/10/11 91819410 VCA ANTECH INC
55537 2/15/11 424643 UBS WARBURG LLC 40,000.00 23.576 1,200.00 944,256.00
PUR 2/11/11 91819410 VCA ANTECH INC
55537 2/16/11 424647 CREDIT SUISSE SEC (AES) 50,000.00 23.732 500.00 1,187,075.00
PUR 2/14/11 91819410 VCA ANTECH INC
55537 2/17/11 424651 CREDIT SUISSE SEC (AES) 10,000.00 23.762 100.00 237,716.00
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 2/01/11 THROUGH 2/28/11
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 2/14/11 91819410 VCA ANTECH INC
55537 2/17/11 424651 UBS WARBURG LLC 20,000.00 23.817 600.00 476,934.00
PUR 2/15/11 91819410 VCA ANTECH INC
55537 2/18/11 424655 JANNEY MONTGOMERY SCOTT 20,000.00 23.912 600.00 478,846.00
PUR 2/16/11 91819410 VCA ANTECH INC
55537 2/22/11 424659 CREDIT SUISSE SEC (AES) 10,000.00 23.833 100.00 238,426.00
PUR 2/16/11 91819410 VCA ANTECH INC
55537 2/22/11 424659 UBS WARBURG LLC 10,000.00 24.009 300.00 240,388.00
PUR 2/17/11 91819410 VCA ANTECH INC
55537 2/23/11 424663 KEYBANC CAPITAL MKTS INC 10,000.00 23.844 300.00 238,742.00
PUR 2/02/11 91886610 VALASSIS COMMUNICATIONS INC
42815 2/07/11 424617 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 30.976 400.00 310,159.00
PUR 2/04/11 91886610 VALASSIS COMMUNICATIONS INC
42815 2/09/11 424626 SANFORD BERNSTEIN & CO. 10,000.00 31.582 400.00 316,221.00
PUR 2/04/11 92241710 VEECO INSTRUMENTS INC
50424 2/09/11 424626 CREDIT SUISSE SEC (AES) 20,000.00 44.728 200.00 894,760.00
PUR 2/23/11 92241710 VEECO INSTRUMENTS INC
50424 2/28/11 424677 UBS WARBURG LLC 10,000.00 46.311 300.00 463,408.00
PUR 2/10/11 93114210 WAL-MART STORES, INC.
39992 2/15/11 424643 MERRILL LYNCH, PIERCE,FENNE 20,000.00 55.419 800.00 1,109,176.00
PUR 2/03/11 93439040 WARNACO GROUP INC
54992 2/08/11 424622 LANGEN MCALENNEY 20,000.00 52.403 800.00 1,048,862.00
PUR 2/09/11 94974610 WELLS FARGO & CO
46541 2/14/11 424639 GORDON HASKETT & COMPANY (I 100,000.00 32.959 5,000.00 3,300,850.00
PUR 2/22/11 94974610 WELLS FARGO & CO
46541 2/25/11 424672 STIFEL NICOLAUS 100,000.00 31.453 4,000.00 3,149,270.00
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 2/01/11 THROUGH 2/28/11
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 2/14/11 97180710 WILMINGTON TRUST CORP
55578 2/17/11 424651 FBR CAPITAL MARKETS 50,000.00 4.495 2,000.00 226,755.00
PUR 2/15/11 97180710 WILMINGTON TRUST CORP
55578 2/18/11 424655 FBR CAPITAL MARKETS 160,000.00 4.508 6,400.00 727,600.00
PUR 2/15/11 97180710 WILMINGTON TRUST CORP
55578 2/18/11 424655 GORDON HASKETT & COMPANY (I 50,000.00 4.500 2,500.00 227,500.00
PUR 2/16/11 97180710 WILMINGTON TRUST CORP
55578 2/22/11 424659 FBR CAPITAL MARKETS 25,000.00 4.500 1,000.00 113,500.00
PUR 2/16/11 97180710 WILMINGTON TRUST CORP
55578 2/22/11 424659 LEERINK SWANN LLC 15,100.00 4.500 604.00 68,554.00
PUR 2/17/11 97180710 WILMINGTON TRUST CORP
55578 2/23/11 424663 LEERINK SWANN LLC 501.00 4.500 20.04 2,274.54
PUR 2/22/11 97180710 WILMINGTON TRUST CORP
55578 2/25/11 424672 LEERINK SWANN LLC 39,399.00 4.498 1,575.96 178,776.90
PUR 2/23/11 97180710 WILMINGTON TRUST CORP
55578 2/28/11 424677 FBR CAPITAL MARKETS 50,000.00 4.500 2,000.00 227,000.00
PUR 2/23/11 97180710 WILMINGTON TRUST CORP
55578 2/28/11 424677 LAZARD CAPITAL MARKETS 50,000.00 4.498 2,000.00 226,910.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 18,079,843.00 540,265,142.84
577,805.85
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 18,079,843.00 540,265,142.84
577,805.85
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 2/01/11 THROUGH 2/28/11
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 2/07/11 00184X10 AOL INC 8.19
55061 2/10/11 424632 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 21.315 600.00 425,699.81 -55,476.69
SALE 2/08/11 00184X10 AOL INC 16.09
55061 2/11/11 424636 BARCLAYS CAPITAL (DOMESTIC) 40,000.00 20.942 1,600.00 836,063.91 -126,289.09
SALE 2/08/11 00184X10 AOL INC 23.92
55061 2/11/11 424636 SOLEIL SECURITIES CORP. 60,000.00 20.759 2,400.00 1,243,116.08 -200,413.42
SALE 2/09/11 00184X10 AOL INC 19.87
55061 2/14/11 424640 CRAIG-HALLUM CAPITAL GRP LL 50,000.00 20.703 2,000.00 1,033,105.13 -169,836.12
SALE 2/10/11 00184X10 AOL INC 38.73
55061 2/15/11 424644 MORGAN KEEGAN 100,000.00 20.167 4,000.00 2,012,641.27 -393,241.23
SALE 2/11/11 00184X10 AOL INC 40.01
55061 2/16/11 424648 DEUTSCHE BANK AG (DOMESTIC) 100,000.00 20.837 4,000.00 2,079,609.99 -326,272.51
SALE 2/14/11 00184X10 AOL INC 12.64
55061 2/17/11 424652 BUCKINGHAM RESEARCH GROUP I 30,000.00 21.930 1,200.00 656,681.36 -65,083.39
SALE 2/04/11 00206R10 AT&T INC 53.61
54670 2/09/11 424627 CITIGROUP/CITIBANK DOMESTIC 100,000.00 27.918 4,000.00 2,787,786.39 -104,366.34
SALE 2/09/11 00206R10 AT&T INC 53.61
54670 2/14/11 424640 ISI - HYMAN 100,000.00 27.921 5,000.00 2,787,056.39 -105,096.34
SALE 2/15/11 00206R10 AT&T INC 53.94
54670 2/18/11 424656 LAZARD CAPITAL MARKETS 100,000.00 28.090 4,000.00 2,804,906.06 -87,246.67
SALE 2/22/11 00206R10 AT&T INC 53.98
54670 2/25/11 424673 LAZARD CAPITAL MARKETS 100,000.00 28.112 4,000.00 2,807,136.02 -85,016.71
SALE 2/22/11 00206R10 AT&T INC 54.44
54670 2/25/11 424673 SIDOTI & CO 100,000.00 28.350 4,000.00 2,830,895.56 -61,257.17
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 2/01/11 THROUGH 2/28/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 97
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/23/11 00206R10 AT&T INC 107.99
54670 2/28/11 424678 JP MORGAN 200,000.00 28.121 8,000.00 5,616,152.01 -168,153.45
SALE 2/24/11 00206R10 AT&T INC 159.57
54670 3/01/11 424682 COWEN AND CO., LLC 300,000.00 27.702 12,000.00 8,298,560.43 -377,897.76
SALE 2/25/11 00206R10 AT&T INC 107.29
54670 3/02/11 424688 WELLS FARGO SECURITIES 200,000.00 27.938 8,000.00 5,579,512.71 -204,792.75
SALE 2/28/11 00206R10 AT&T INC 54.34
54670 3/03/11 424696 ISI - HYMAN 100,000.00 28.298 5,000.00 2,824,765.66 -67,387.07
SALE 2/04/11 00817Y10 AETNA INC 34.98
51549 2/09/11 424627 CL KING (RESEARCH) 50,000.00 36.436 2,000.00 1,819,775.02 298,726.91
SALE 2/09/11 02313510 AMAZON.COM INC 35.12
54819 2/14/11 424640 CREDIT SUISSE SEC (AES) 10,000.00 182.86 100.00 1,828,511.88 29,895.90
SALE 2/10/11 02313510 AMAZON.COM INC 35.35
54819 2/15/11 424644 UBS WARBURG LLC 10,000.00 184.11 300.00 1,840,761.65 42,145.67
SALE 2/15/11 02313510 AMAZON.COM INC 36.42
54819 2/18/11 424656 JANNEY MONTGOMERY SCOTT 10,000.00 189.68 300.00 1,896,528.58 97,912.60
SALE 2/16/11 02313510 AMAZON.COM INC 36.04
54819 2/22/11 424660 UBS WARBURG LLC 10,000.00 187.67 300.00 1,876,425.96 77,809.98
SALE 2/17/11 02313510 AMAZON.COM INC 35.81
54819 2/23/11 424664 KEYBANC CAPITAL MKTS INC 10,000.00 186.50 300.00 1,864,702.19 66,086.21
SALE 2/18/11 03251110 ANADARKO PETROLEUM CORP 61.90
39888 2/24/11 424668 LEERINK SWANN LLC 40,000.00 80.590 1,600.00 3,221,942.10 2,008,065.48
SALE 2/22/11 03251110 ANADARKO PETROLEUM CORP 30.51
39888 2/25/11 424673 SIDOTI & CO 20,000.00 79.443 800.00 1,588,023.49 981,085.18
SALE 2/16/11 03265410 ANALOG DEVICES 77.90
55060 2/22/11 424660 MACQUARIE CAPITAL USA 100,000.00 40.572 4,000.00 4,053,112.10 260,184.24
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 2/01/11 THROUGH 2/28/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 98
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/17/11 03265410 ANALOG DEVICES 78.81
55060 2/23/11 424664 RAYMOND JAMES & ASSOCIATES, 100,000.00 41.044 4,000.00 4,100,351.19 307,423.33
SALE 2/18/11 03265410 ANALOG DEVICES 78.89
55060 2/24/11 424668 JP MORGAN 100,000.00 41.085 4,000.00 4,104,441.11 311,513.25
SALE 2/22/11 03265410 ANALOG DEVICES 77.69
55060 2/25/11 424673 SIDOTI & CO 100,000.00 40.460 4,000.00 4,041,902.31 248,974.45
SALE 2/25/11 03265410 ANALOG DEVICES 30.69
55060 3/02/11 424688 BARCLAYS CAPITAL (DOMESTIC) 40,000.00 39.948 1,600.00 1,596,289.31 79,118.17
SALE 2/04/11 04315B10 ARTIO GLOBAL INVESTORS INC 5.98
52370 2/09/11 424627 SANFORD BERNSTEIN(ALGO) 21,043.00 14.791 210.43 311,036.92 -49,064.34
SALE 2/07/11 04315B10 ARTIO GLOBAL INVESTORS INC 13.82
52370 2/10/11 424632 SANFORD BERNSTEIN(ALGO) 47,567.00 15.122 475.67 718,837.71 -95,159.17
SALE 2/08/11 04315B10 ARTIO GLOBAL INVESTORS INC 26.55
52370 2/11/11 424636 SANFORD BERNSTEIN(ALGO) 91,390.00 15.126 913.90 1,381,415.55 -182,508.50
SALE 2/07/11 04420910 ASHLAND INC 56.71
53715 2/10/11 424632 LEERINK SWANN LLC 50,000.00 59.068 2,000.00 2,951,328.29 456,000.92
SALE 2/08/11 04420910 ASHLAND INC 56.06
53715 2/11/11 424636 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 58.389 2,000.00 2,917,408.94 422,081.57
SALE 2/09/11 04420910 ASHLAND INC 55.72
53715 2/14/11 424640 CRAIG-HALLUM CAPITAL GRP LL 50,000.00 58.042 2,000.00 2,900,029.28 404,701.91
SALE 2/04/11 04622410 ASTEC INDUSTRIES INC. 3.98
40527 2/09/11 424627 SANFORD BERNSTEIN(ALGO) 6,553.00 31.596 65.53 206,980.39 -25,852.49
SALE 2/07/11 04622410 ASTEC INDUSTRIES INC. 32.67
40527 2/10/11 424632 SANFORD BERNSTEIN(ALGO) 53,447.00 31.832 534.47 1,700,736.39 -198,274.56
SALE 2/08/11 04622410 ASTEC INDUSTRIES INC. 23.22
40527 2/11/11 424636 SANFORD BERNSTEIN(ALGO) 38,000.00 31.816 380.00 1,208,612.38 -141,555.38
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 99
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/09/11 04622410 ASTEC INDUSTRIES INC. 1.22
40527 2/14/11 424640 SANFORD BERNSTEIN(ALGO) 2,000.00 31.548 20.00 63,073.98 -7,987.48
SALE 2/04/11 04951310 ATMEL CORP. 14.32
43167 2/09/11 424627 SANFORD BERNSTEIN(ALGO) 50,000.00 14.911 500.00 745,025.68 555,941.28
SALE 2/07/11 04951310 ATMEL CORP. 14.25
43167 2/10/11 424632 CREDIT SUISSE SEC (AES) 50,000.00 14.836 500.00 741,290.75 552,206.35
SALE 2/01/11 08578910 BERRY PETROLEUM CO 18.29
42925 2/04/11 424612 COWEN AND CO., LLC 20,000.00 47.609 800.00 951,357.71 582,386.30
SALE 2/23/11 08578910 BERRY PETROLEUM CO 18.73
42925 2/28/11 424678 JP MORGAN 20,000.00 48.763 800.00 974,443.27 593,616.94
SALE 2/25/11 08578910 BERRY PETROLEUM CO 39.22
42925 3/02/11 424688 BLAIR, WILLIAM & COMPANY 40,000.00 51.064 1,600.00 2,040,908.78 1,279,256.12
SALE 2/07/11 09534T50 BLUE COAT SYSTEMS 5.80
53509 2/10/11 424632 CREDIT SUISSE SEC (AES) 10,000.00 30.186 100.00 301,757.20 58,149.12
SALE 2/16/11 09534T50 BLUE COAT SYSTEMS 17.47
53509 2/22/11 424660 UBS WARBURG LLC 30,000.00 30.313 900.00 908,466.53 177,642.29
SALE 2/18/11 09534T50 BLUE COAT SYSTEMS 27.71
53509 2/24/11 424668 CREDIT SUISSE SEC (AES) 50,000.00 28.855 500.00 1,442,237.29 224,196.88
SALE 2/22/11 09534T50 BLUE COAT SYSTEMS 21.05
53509 2/25/11 424673 SWSQUEHANNA FIN. GRP LLC (D 40,000.00 27.397 1,200.00 1,094,654.95 120,222.63
SALE 2/18/11 13442910 CAMPBELL SOUP 63.78
54593 2/24/11 424668 LEERINK SWANN LLC 100,000.00 33.218 4,000.00 3,317,776.22 -115,046.90
SALE 2/23/11 13442910 CAMPBELL SOUP 64.54
54593 2/28/11 424678 JP MORGAN 100,000.00 33.611 4,000.00 3,357,055.46 -75,767.67
SALE 2/24/11 13442910 CAMPBELL SOUP 64.41
54593 3/01/11 424682 GORDON HASKETT & COMPANY (I 100,000.00 33.546 5,000.00 3,349,545.59 -83,277.54
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 2/01/11 THROUGH 2/28/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 100
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/07/11 14965A10 CAVIUM NETWORKS INC 16.51
52854 2/10/11 424632 CREDIT SUISSE SEC (AES) 20,000.00 42.995 200.00 859,675.49 329,423.80
SALE 2/08/11 14965A10 CAVIUM NETWORKS INC 16.46
52854 2/11/11 424636 CREDIT SUISSE SEC (AES) 20,000.00 42.850 200.00 856,791.54 326,539.85
SALE 2/11/11 14965A10 CAVIUM NETWORKS INC 24.71
52854 2/16/11 424648 CREDIT SUISSE SEC (AES) 30,000.00 42.898 300.00 1,286,609.29 491,231.75
SALE 2/14/11 14965A10 CAVIUM NETWORKS INC 25.72
52854 2/17/11 424652 UBS WARBURG LLC 30,000.00 44.640 900.00 1,338,268.28 542,890.73
SALE 2/22/11 16516710 CHESAPEAKE ENERGY CORP. 24.89
41852 2/25/11 424673 SIDOTI & CO 40,000.00 32.403 1,600.00 1,294,475.11 127,627.23
SALE 2/24/11 16516710 CHESAPEAKE ENERGY CORP. 33.25
41852 3/01/11 424682 GORDON HASKETT & COMPANY (I 50,000.00 34.635 2,500.00 1,729,211.75 270,651.90
SALE 2/25/11 16516710 CHESAPEAKE ENERGY CORP. 60.43
41852 3/02/11 424688 WELLS FARGO SECURITIES 90,000.00 34.968 3,600.00 3,143,441.57 518,033.85
SALE 2/01/11 17275510 CIRRUS LOGIC 20.37
53355 2/04/11 424612 JANNEY MONTGOMERY SCOTT 50,000.00 21.218 1,500.00 1,059,364.63 275,226.23
SALE 2/02/11 17275510 CIRRUS LOGIC 21.51
53355 2/07/11 424618 JEFFERIES & COMPANY 50,000.00 22.402 1,500.00 1,118,588.49 334,450.09
SALE 2/11/11 17275510 CIRRUS LOGIC 9.15
53355 2/16/11 424648 CREDIT SUISSE SEC (AES) 20,000.00 23.824 200.00 476,272.85 162,617.49
SALE 2/15/11 17275510 CIRRUS LOGIC 9.60
53355 2/18/11 424656 JANNEY MONTGOMERY SCOTT 20,000.00 24.998 600.00 499,340.40 185,685.04
SALE 2/04/11 17737610 CITRIX SYSTEMS 62.58
55308 2/09/11 424627 SANFORD BERNSTEIN(ALGO) 50,000.00 65.186 500.00 3,258,722.42 63,655.05
SALE 2/07/11 17737610 CITRIX SYSTEMS 37.99
55308 2/10/11 424632 CREDIT SUISSE SEC (AES) 30,000.00 65.950 300.00 1,978,150.01 61,109.59
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 101
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/14/11 17737610 CITRIX SYSTEMS 69.94
55308 2/17/11 424652 UBS WARBURG LLC 50,000.00 72.852 1,500.00 3,641,035.06 445,967.69
SALE 2/15/11 17737610 CITRIX SYSTEMS 41.57
55308 2/18/11 424656 UBS WARBURG LLC 30,000.00 72.164 900.00 2,163,978.43 246,938.00
SALE 2/16/11 17737610 CITRIX SYSTEMS 41.43
55308 2/22/11 424660 UBS WARBURG LLC 30,000.00 71.918 900.00 2,156,601.57 239,561.14
SALE 2/18/11 19259P30 COINSTAR INC. 8.87
42814 2/24/11 424668 CREDIT SUISSE SEC (AES) 10,000.00 46.150 100.00 461,392.13 72,304.60
SALE 2/23/11 19259P30 COINSTAR INC. 8.58
42814 2/28/11 424678 JP MORGAN 10,000.00 44.666 300.00 446,346.42 57,258.89
SALE 2/24/11 19259P30 COINSTAR INC. 8.77
42814 3/01/11 424682 CREDIT SUISSE SEC (USA) LLC 10,000.00 45.633 300.00 456,017.23 66,929.70
SALE 2/25/11 19259P30 COINSTAR INC. 8.51
42814 3/02/11 424688 SWSQUEHANNA FIN. GRP LLC (D 10,000.00 44.296 300.00 442,651.49 53,563.96
SALE 2/25/11 19259P30 COINSTAR INC. 8.53
42814 3/02/11 424688 WELLS FARGO SECURITIES 10,000.00 44.409 300.00 443,782.47 54,694.94
SALE 2/28/11 19259P30 COINSTAR INC. 8.26
42814 3/03/11 424696 WELLS FARGO SECURITIES 10,000.00 42.974 300.00 429,430.74 40,343.21
SALE 2/08/11 19416210 COLGATE-PALMOLIVE CO 30.17
49941 2/11/11 424636 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 78.542 800.00 1,570,003.83 1,482.81
SALE 2/15/11 20825C10 CONOCOPHILLIPS 70.74
39904 2/18/11 424656 LAZARD CAPITAL MARKETS 50,000.00 73.680 2,000.00 3,681,929.26 1,547,657.57
SALE 2/16/11 20825C10 CONOCOPHILLIPS 43.10
39904 2/22/11 424660 JP MORGAN 30,000.00 74.810 1,200.00 2,243,053.90 962,490.89
SALE 2/17/11 20825C10 CONOCOPHILLIPS 28.77
39904 2/23/11 424664 RAYMOND JAMES & ASSOCIATES, 20,000.00 74.910 800.00 1,497,377.23 643,668.55
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 2/01/11 THROUGH 2/28/11
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 2/24/11 20825C10 CONOCOPHILLIPS 74.49
39904 3/01/11 424682 GORDON HASKETT & COMPANY (I 50,000.00 77.584 2,500.00 3,876,620.51 1,742,348.82
SALE 2/07/11 21037110 CONSTELLATION ENERGY GROUP 63.13
43011 2/10/11 424632 LEERINK SWANN LLC 100,000.00 32.877 4,000.00 3,283,656.87 568,483.38
SALE 2/04/11 22544710 CREE INC 141.51
55159 2/09/11 424627 SANFORD BERNSTEIN(ALGO) 140,000.00 52.644 1,400.00 7,368,548.49 -1,797,849.51
SALE 2/01/11 23257720 CYNOSURE INC. CL A 2.10
40472 2/04/11 424612 JANNEY MONTGOMERY SCOTT 10,000.00 10.907 300.00 108,766.90 -57,633.30
SALE 2/04/11 23257720 CYNOSURE INC. CL A 2.25
40472 2/09/11 424627 CREDIT SUISSE SEC (AES) 10,000.00 11.678 100.00 116,675.75 -49,724.45
SALE 2/07/11 23257720 CYNOSURE INC. CL A 1.32
40472 2/10/11 424632 CREDIT SUISSE SEC (AES) 5,720.00 11.951 57.20 68,301.77 -26,879.15
SALE 2/08/11 23257720 CYNOSURE INC. CL A 3.23
40472 2/11/11 424636 CREDIT SUISSE SEC (AES) 14,280.00 11.780 142.80 168,066.66 -69,552.83
SALE 2/09/11 23257720 CYNOSURE INC. CL A 2.27
40472 2/14/11 424640 CREDIT SUISSE SEC (AES) 10,000.00 11.806 100.00 117,959.73 -48,440.48
SALE 2/11/11 23257720 CYNOSURE INC. CL A 2.11
40472 2/16/11 424648 CREDIT SUISSE SEC (AES) 9,208.00 11.931 92.08 109,769.22 -43,452.09
SALE 2/14/11 23257720 CYNOSURE INC. CL A .19
40472 2/17/11 424652 CREDIT SUISSE SEC (AES) 792.00 11.899 7.92 9,415.66 -3,763.24
SALE 2/15/11 23257720 CYNOSURE INC. CL A 2.65
40472 2/18/11 424656 UBS WARBURG LLC 10,000.00 13.758 300.00 137,279.35 -29,120.86
SALE 2/17/11 23257720 CYNOSURE INC. CL A 2.75
40472 2/23/11 424664 SWSQUEHANNA FIN. GRP LLC (D 10,000.00 14.315 300.00 142,851.25 -23,548.96
SALE 2/18/11 23257720 CYNOSURE INC. CL A 2.73
40472 2/24/11 424668 CREDIT SUISSE SEC (AES) 10,000.00 14.207 100.00 141,969.27 -24,430.94
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 103
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/22/11 23257720 CYNOSURE INC. CL A 2.66
40472 2/25/11 424673 SWSQUEHANNA FIN. GRP LLC (D 10,000.00 13.852 300.00 138,216.34 -28,183.87
SALE 2/24/11 23257720 CYNOSURE INC. CL A 2.56
40472 3/01/11 424682 CREDIT SUISSE SEC (USA) LLC 10,000.00 13.312 300.00 132,814.44 -33,585.77
SALE 2/28/11 23257720 CYNOSURE INC. CL A 2.59
40472 3/03/11 424696 WELLS FARGO SECURITIES 10,000.00 13.482 300.00 134,513.41 -31,886.80
SALE 2/15/11 23326R10 DG FASTCHANNEL 13.73
52269 2/18/11 424656 JANNEY MONTGOMERY SCOTT 20,000.00 35.733 600.00 714,042.27 135,547.70
SALE 2/16/11 23326R10 DG FASTCHANNEL 13.29
52269 2/22/11 424660 CREDIT SUISSE SEC (AES) 20,000.00 34.595 200.00 691,692.71 113,198.13
SALE 2/17/11 23326R10 DG FASTCHANNEL 13.01
52269 2/23/11 424664 KEYBANC CAPITAL MKTS INC 20,000.00 33.873 600.00 676,850.99 98,356.42
SALE 2/18/11 23326R10 DG FASTCHANNEL 13.12
52269 2/24/11 424668 CREDIT SUISSE SEC (AES) 20,000.00 34.166 200.00 683,110.88 104,616.30
SALE 2/22/11 23326R10 DG FASTCHANNEL 12.62
52269 2/25/11 424673 SWSQUEHANNA FIN. GRP LLC (D 20,000.00 32.844 600.00 656,257.38 77,762.81
SALE 2/03/11 25179M10 DEVON ENERGY CORPORATION 84.50
39912 2/08/11 424623 SANFORD BERNSTEIN & CO. 50,000.00 88.012 2,000.00 4,398,510.50 1,911,514.00
SALE 2/07/11 25179M10 DEVON ENERGY CORPORATION 83.79
39912 2/10/11 424632 LEERINK SWANN LLC 50,000.00 87.271 2,000.00 4,361,461.21 1,874,464.71
SALE 2/08/11 25179M10 DEVON ENERGY CORPORATION 83.00
39912 2/11/11 424636 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 86.457 2,000.00 4,320,752.00 1,833,755.50
SALE 2/08/11 25179M10 DEVON ENERGY CORPORATION 83.09
39912 2/11/11 424636 SOLEIL SECURITIES CORP. 50,000.00 86.545 2,000.00 4,325,176.91 1,838,180.41
SALE 2/09/11 25179M10 DEVON ENERGY CORPORATION 82.71
39912 2/14/11 424640 CRAIG-HALLUM CAPITAL GRP LL 50,000.00 86.159 2,000.00 4,305,847.29 1,818,850.79
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
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 2/09/11 25179M10 DEVON ENERGY CORPORATION 49.36
39912 2/14/11 424640 ISI - HYMAN 30,000.00 85.690 1,500.00 2,569,144.64 1,076,946.74
SALE 2/10/11 25179M10 DEVON ENERGY CORPORATION 82.61
39912 2/15/11 424644 MORGAN KEEGAN 50,000.00 86.050 2,000.00 4,300,397.39 1,813,400.89
SALE 2/11/11 25179M10 DEVON ENERGY CORPORATION 33.20
39912 2/16/11 424648 KEYBANC CAPITAL MKTS INC 20,000.00 86.452 800.00 1,728,198.80 733,400.20
SALE 2/14/11 25179M10 DEVON ENERGY CORPORATION 185.67
39912 2/17/11 424652 BUCKINGHAM RESEARCH GROUP I 110,000.00 87.912 4,400.00 9,665,690.33 4,194,298.03
SALE 2/15/11 25179M10 DEVON ENERGY CORPORATION 168.03
39912 2/18/11 424656 ISI - HYMAN 100,000.00 87.514 5,000.00 8,746,251.97 3,772,258.97
SALE 2/16/11 25179M10 DEVON ENERGY CORPORATION 234.70
39912 2/22/11 424660 MACQUARIE CAPITAL USA 140,000.00 87.314 5,600.00 12,218,055.30 5,254,465.11
SALE 2/14/11 25468710 WALT DISNEY CO 82.98
50281 2/17/11 424652 FBR CAPITAL MARKETS 100,000.00 43.217 4,000.00 4,317,637.02 1,007,310.28
SALE 2/04/11 25470M10 DISH NETWORKS 42.06
48191 2/09/11 424627 SANFORD BERNSTEIN(ALGO) 100,000.00 21.903 1,000.00 2,189,247.94 331,149.48
SALE 2/16/11 25470M10 DISH NETWORKS 44.65
48191 2/22/11 424660 UBS WARBURG LLC 100,000.00 23.253 3,000.00 2,322,245.35 464,146.89
SALE 2/17/11 25470M10 DISH NETWORKS 44.73
48191 2/23/11 424664 KEYBANC CAPITAL MKTS INC 100,000.00 23.296 3,000.00 2,326,585.27 468,486.81
SALE 2/25/11 25470M10 DISH NETWORKS 22.43
48191 3/02/11 424688 WELLS FARGO SECURITIES 50,000.00 23.363 1,500.00 1,166,622.57 237,573.34
SALE 2/14/11 25490A10 DIRECTV GROUP INC 33.31
51409 2/17/11 424652 FBR CAPITAL MARKETS 40,000.00 43.364 1,600.00 1,732,910.69 250,170.38
SALE 2/15/11 25490A10 DIRECTV GROUP INC 16.84
51409 2/18/11 424656 LAZARD CAPITAL MARKETS 20,000.00 43.854 800.00 876,255.16 134,885.00
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 2/01/11 THROUGH 2/28/11
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 2/16/11 25490A10 DIRECTV GROUP INC 16.91
51409 2/22/11 424660 JP MORGAN 20,000.00 44.016 800.00 879,499.09 138,128.93
SALE 2/16/11 25490A10 DIRECTV GROUP INC 33.80
51409 2/22/11 424660 MACQUARIE CAPITAL USA 40,000.00 44.004 1,600.00 1,758,518.20 275,777.89
SALE 2/17/11 25490A10 DIRECTV GROUP INC 16.90
51409 2/23/11 424664 RAYMOND JAMES & ASSOCIATES, 20,000.00 43.993 800.00 879,037.10 137,666.94
SALE 2/18/11 25490A10 DIRECTV GROUP INC 16.93
51409 2/24/11 424668 LEERINK SWANN LLC 20,000.00 44.080 800.00 880,779.07 139,408.91
SALE 2/22/11 25490A10 DIRECTV GROUP INC 84.98
51409 2/25/11 424673 LAZARD CAPITAL MARKETS 100,000.00 44.259 4,000.00 4,421,815.02 714,964.24
SALE 2/23/11 26353410 DU PONT (E.I.) DE NEMOURS 51.92
40720 2/28/11 424678 JP MORGAN 50,000.00 54.079 2,000.00 2,701,888.08 589,293.95
SALE 2/24/11 26353410 DU PONT (E.I.) DE NEMOURS 102.30
40720 3/01/11 424682 ISI - HYMAN 100,000.00 53.276 5,000.00 5,322,527.70 1,097,339.44
SALE 2/25/11 26353410 DU PONT (E.I.) DE NEMOURS 51.96
40720 3/02/11 424688 WELLS FARGO SECURITIES 50,000.00 54.116 2,000.00 2,703,768.04 591,173.91
SALE 2/03/11 27864210 EBAY INC 24.64
50202 2/08/11 424623 SANFORD BERNSTEIN(ALGO) 40,000.00 32.078 400.00 1,282,687.36 306,186.61
SALE 2/01/11 30231G10 EXXON MOBIL CORP. 160.52
39995 2/04/11 424612 CITIGROUP/CITIBANK DOMESTIC 100,000.00 83.604 4,000.00 8,356,249.48 2,575,499.28
SALE 2/23/11 30231G10 EXXON MOBIL CORP. 49.51
39995 2/28/11 424678 JP MORGAN 30,000.00 85.942 1,200.00 2,577,001.49 790,888.76
SALE 2/23/11 30231G10 EXXON MOBIL CORP. 168.07
39995 2/23/11 424676 JP MORGAN 100,000.00 87.534 4,000.00 8,749,251.93 2,795,542.85
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 130,000.00 87.167 217.58 11,326,253.42 3,586,431.61
5,200.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 106
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/03/11 30244510 FLIR SYSTEMS INC 18.46
51852 2/08/11 424623 SANFORD BERNSTEIN(ALGO) 30,000.00 32.047 300.00 961,088.54 144,224.74
SALE 2/04/11 30244510 FLIR SYSTEMS INC 18.42
51852 2/09/11 424627 CREDIT SUISSE SEC (AES) 30,000.00 31.973 300.00 958,877.58 142,013.78
SALE 2/07/11 30244510 FLIR SYSTEMS INC 12.29
51852 2/10/11 424632 CREDIT SUISSE SEC (AES) 20,000.00 31.998 200.00 639,751.71 95,175.84
SALE 2/07/11 30244510 FLIR SYSTEMS INC 6.18
51852 2/10/11 424632 CREDIT SUISSE SEC (AES) 10,000.00 32.136 100.00 321,254.82 48,966.89
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 30,000.00 32.044 18.47 961,006.53 144,142.73
300.00
SALE 2/08/11 30244510 FLIR SYSTEMS INC 18.52
51852 2/11/11 424636 CREDIT SUISSE SEC (AES) 30,000.00 32.138 300.00 963,815.48 146,951.67
SALE 2/10/11 30244510 FLIR SYSTEMS INC 19.02
51852 2/15/11 424644 JANNEY MONTGOMERY SCOTT 30,000.00 33.019 900.00 989,650.98 172,787.18
SALE 2/11/11 30244510 FLIR SYSTEMS INC 18.37
51852 2/16/11 424648 CREDIT SUISSE SEC (AES) 30,000.00 31.882 300.00 956,141.63 139,277.82
SALE 2/14/11 30244510 FLIR SYSTEMS INC 18.34
51852 2/17/11 424652 UBS WARBURG LLC 30,000.00 31.826 900.00 953,864.66 137,000.86
SALE 2/15/11 30244510 FLIR SYSTEMS INC 18.16
51852 2/18/11 424656 JEFFERIES & COMPANY 30,000.00 31.511 900.00 944,423.84 127,560.03
SALE 2/16/11 30244510 FLIR SYSTEMS INC 18.43
51852 2/22/11 424660 UBS WARBURG LLC 30,000.00 31.989 900.00 958,751.57 141,887.76
SALE 2/17/11 30244510 FLIR SYSTEMS INC 18.49
51852 2/23/11 424664 KEYBANC CAPITAL MKTS INC 30,000.00 32.084 900.00 961,598.51 144,734.70
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 2/01/11 THROUGH 2/28/11
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 2/18/11 30244510 FLIR SYSTEMS INC 18.58
51852 2/24/11 424668 CREDIT SUISSE SEC (AES) 30,000.00 32.256 300.00 967,352.42 150,488.62
SALE 2/22/11 30244510 FLIR SYSTEMS INC 18.45
51852 2/25/11 424673 SWSQUEHANNA FIN. GRP LLC (D 30,000.00 32.022 900.00 959,747.55 142,883.74
SALE 2/07/11 35671D85 FREEPORT-MCMORAN COPPER-B 44.13
54160 2/10/11 424632 LANGEN MCALENNEY 40,000.00 57.452 1,600.00 2,296,415.87 210,259.75
SALE 2/07/11 38238810 GOODRICH CORP 35.78
51296 2/10/11 424632 LANGEN MCALENNEY 20,000.00 93.156 800.00 1,862,286.22 430,030.76
SALE 2/03/11 38255010 GOODYEAR TIRE & RUBBER CO 22.99
50271 2/08/11 424623 SANFORD BERNSTEIN & CO. 100,000.00 11.974 4,000.00 1,193,347.01 -178,254.12
SALE 2/11/11 38255010 GOODYEAR TIRE & RUBBER CO 26.77
50271 2/16/11 424648 DEUTSCHE BANK AG (DOMESTIC) 100,000.00 13.945 4,000.00 1,390,473.23 18,872.10
SALE 2/03/11 39312210 GREEN MOUNTAIN COFFEE 37.31
53673 2/08/11 424623 SANFORD BERNSTEIN(ALGO) 50,000.00 38.861 500.00 1,942,512.69 409,926.41
SALE 2/04/11 39312210 GREEN MOUNTAIN COFFEE 37.83
53673 2/09/11 424627 CREDIT SUISSE SEC (AES) 50,000.00 39.405 500.00 1,969,702.17 437,115.89
SALE 2/04/11 39312210 GREEN MOUNTAIN COFFEE 36.34
53673 2/09/11 424627 CREDIT SUISSE SEC (AES) 50,000.00 37.845 500.00 1,891,733.66 359,147.38
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 38.625 74.17 3,861,435.83 796,263.27
1,000.00
SALE 2/07/11 39312210 GREEN MOUNTAIN COFFEE 38.71
53673 2/10/11 424632 CREDIT SUISSE SEC (AES) 50,000.00 40.319 500.00 2,015,406.29 482,820.01
SALE 2/07/11 39312210 GREEN MOUNTAIN COFFEE 38.11
53673 2/10/11 424632 CREDIT SUISSE SEC (AES) 50,000.00 39.697 500.00 1,984,316.89 451,730.61
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 40.008 76.82 3,999,723.18 934,550.62
1,000.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
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 2/08/11 39312210 GREEN MOUNTAIN COFFEE 38.31
53673 2/11/11 424636 CREDIT SUISSE SEC (AES) 50,000.00 39.898 500.00 1,994,346.69 461,760.41
SALE 2/09/11 39312210 GREEN MOUNTAIN COFFEE 38.91
53673 2/14/11 424640 CREDIT SUISSE SEC (AES) 50,000.00 40.531 500.00 2,026,001.09 493,414.81
SALE 2/09/11 39312210 GREEN MOUNTAIN COFFEE 39.15
53673 2/14/11 424640 JANNEY MONTGOMERY SCOTT 50,000.00 40.775 1,500.00 2,037,225.85 504,639.57
SALE 2/15/11 39312210 GREEN MOUNTAIN COFFEE 43.94
53673 2/18/11 424656 JANNEY MONTGOMERY SCOTT 50,000.00 45.761 1,500.00 2,286,516.06 753,929.78
SALE 2/16/11 39312210 GREEN MOUNTAIN COFFEE 41.98
53673 2/22/11 424660 CREDIT SUISSE SEC (AES) 50,000.00 43.722 500.00 2,185,573.02 652,986.74
SALE 2/16/11 39312210 GREEN MOUNTAIN COFFEE 41.58
53673 2/22/11 424660 UBS WARBURG LLC 50,000.00 43.304 1,500.00 2,163,633.42 631,047.14
SALE 2/17/11 39312210 GREEN MOUNTAIN COFFEE 42.38
53673 2/23/11 424664 KEYBANC CAPITAL MKTS INC 50,000.00 44.145 1,500.00 2,205,707.62 673,121.34
SALE 2/03/11 40621610 HALLIBURTON CO 17.78
55311 2/08/11 424623 SANFORD BERNSTEIN & CO. 20,000.00 46.289 800.00 924,954.22 123,152.22
SALE 2/08/11 42270410 HECLA MINING 18.81
53674 2/11/11 424636 BUCKINGHAM RESEARCH GROUP I 100,000.00 9.794 4,000.00 975,381.19 235,158.10
SALE 2/18/11 42270410 HECLA MINING 20.06
53674 2/24/11 424668 MORGAN KEEGAN 100,000.00 10.444 4,000.00 1,040,399.94 300,176.86
SALE 2/22/11 42270410 HECLA MINING 20.80
53674 2/25/11 424673 LAZARD CAPITAL MARKETS 100,000.00 10.829 4,000.00 1,078,839.20 338,616.11
SALE 2/22/11 42270410 HECLA MINING 20.28
53674 2/25/11 424673 SIDOTI & CO 100,000.00 10.559 4,000.00 1,051,829.72 311,606.64
SALE 2/23/11 42270410 HECLA MINING 20.28
53674 2/28/11 424678 JP MORGAN 100,000.00 10.558 4,000.00 1,051,789.72 311,566.63
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 109
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/24/11 42270410 HECLA MINING 19.86
53674 3/01/11 424682 ISI - HYMAN 100,000.00 10.341 5,000.00 1,029,110.14 288,887.06
SALE 2/04/11 42805T10 HERTZ GLOBAL HOLDINGS INC 14.34
52040 2/09/11 424627 CITIGROUP/CITIBANK DOMESTIC 50,000.00 14.931 2,000.00 744,550.66 236,603.45
SALE 2/09/11 42805T10 HERTZ GLOBAL HOLDINGS INC 15.35
52040 2/14/11 424640 ISI - HYMAN 50,000.00 15.985 2,500.00 796,734.65 288,787.44
SALE 2/15/11 42805T10 HERTZ GLOBAL HOLDINGS INC 15.61
52040 2/18/11 424656 GORDON HASKETT & COMPANY (I 50,000.00 16.256 2,500.00 810,284.39 302,337.19
SALE 2/16/11 42805T10 HERTZ GLOBAL HOLDINGS INC 15.54
52040 2/22/11 424660 MACQUARIE CAPITAL USA 50,000.00 16.187 2,000.00 807,334.46 299,387.25
SALE 2/17/11 42805T10 HERTZ GLOBAL HOLDINGS INC 15.56
52040 2/23/11 424664 RAYMOND JAMES & ASSOCIATES, 50,000.00 16.208 2,000.00 808,369.44 300,422.24
SALE 2/03/11 42809H10 HESS CORP 31.49
52215 2/08/11 424623 SANFORD BERNSTEIN & CO. 20,000.00 82.000 800.00 1,639,168.51 605,678.21
SALE 2/01/11 43575830 HOLLY CORP. 4.73
39928 2/04/11 424612 CITIGROUP/CITIBANK DOMESTIC 5,000.00 49.235 200.00 245,969.27 71,890.68
SALE 2/01/11 43575830 HOLLY CORP. 4.73
39928 2/04/11 424612 PACIFIC CREST SECURITIES 5,000.00 49.253 200.00 246,061.77 71,983.18
SALE 2/02/11 43575830 HOLLY CORP. 10.05
39928 2/07/11 424618 JP MORGAN 10,000.00 52.328 400.00 522,870.95 174,713.76
SALE 2/15/11 43575830 HOLLY CORP. 22.47
39928 2/18/11 424656 ISI - HYMAN 20,000.00 58.509 1,000.00 1,169,155.53 472,841.15
SALE 2/25/11 43575830 HOLLY CORP. 44.29
39928 3/02/11 424688 BLAIR, WILLIAM & COMPANY 40,000.00 57.659 1,600.00 2,304,703.71 912,074.95
SALE 2/01/11 45091110 ITT CORP 34.06
39934 2/04/11 424612 COWEN AND CO., LLC 30,000.00 59.123 1,200.00 1,772,464.94 407,313.21
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 2/01/11 THROUGH 2/28/11
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 2/02/11 45091110 ITT CORP 22.78
39934 2/07/11 424618 JP MORGAN 20,000.00 59.317 800.00 1,185,525.22 275,424.06
SALE 2/04/11 45091110 ITT CORP 150.31
39934 2/09/11 424627 CITIGROUP/CITIBANK DOMESTIC 130,000.00 60.217 5,200.00 7,822,820.69 1,907,163.18
SALE 2/04/11 46625H10 JP MORGAN CHASE & CO 85.82
39940 2/09/11 424627 CITIGROUP/CITIBANK DOMESTIC 100,000.00 44.693 4,000.00 4,465,194.18 927,764.44
SALE 2/23/11 47836610 JOHNSON CONTROLS INC 31.22
48030 2/28/11 424678 JP MORGAN 40,000.00 40.649 1,600.00 1,624,312.78 437,725.61
SALE 2/04/11 48020T10 JONES GROUP INC 49.08
53984 2/09/11 424627 CITIGROUP/CITIBANK DOMESTIC 200,000.00 12.781 8,000.00 2,548,110.92 -494,219.71
SALE 2/25/11 56584910 MARATHON OIL CORP 37.16
55246 3/02/11 424688 BLAIR, WILLIAM & COMPANY 40,000.00 48.373 1,600.00 1,933,298.84 228,563.51
SALE 2/25/11 56584910 MARATHON OIL CORP 27.78
55246 3/02/11 424688 WELLS FARGO SECURITIES 30,000.00 48.227 1,200.00 1,445,591.22 167,039.72
SALE 2/15/11 57620610 MASSEY ENERGY 25.20
54690 2/18/11 424656 LAZARD CAPITAL MARKETS 20,000.00 65.617 800.00 1,311,510.80 256,407.39
SALE 2/16/11 57620610 MASSEY ENERGY 50.83
54690 2/22/11 424660 MACQUARIE CAPITAL USA 40,000.00 66.182 1,600.00 2,645,633.17 535,426.34
SALE 2/17/11 57620610 MASSEY ENERGY 63.69
54690 2/23/11 424664 RAYMOND JAMES & ASSOCIATES, 50,000.00 66.334 2,000.00 3,314,616.31 676,857.78
SALE 2/18/11 57620610 MASSEY ENERGY 37.94
54690 2/24/11 424668 MORGAN KEEGAN 30,000.00 65.866 1,200.00 1,974,751.06 392,095.94
SALE 2/25/11 57620610 MASSEY ENERGY 48.98
54690 3/02/11 424688 BLAIR, WILLIAM & COMPANY 40,000.00 63.772 1,600.00 2,549,227.02 439,020.19
SALE 2/01/11 58013510 MCDONALD'S CORP. 122.73
55009 2/04/11 424612 CITIGROUP/CITIBANK DOMESTIC 87,000.00 73.473 3,480.00 6,388,530.87 -188,634.33
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
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 2/01/11 58013510 MCDONALD'S CORP. 18.46
55009 2/04/11 424612 PACIFIC CREST SECURITIES 13,000.00 73.921 520.00 960,437.14 -22,357.66
SALE 2/02/11 58013510 MCDONALD'S CORP. 28.16
55009 2/07/11 424618 JP MORGAN 20,000.00 73.333 800.00 1,465,825.84 -46,166.16
SALE 2/04/11 58013510 MCDONALD'S CORP. 142.03
55009 2/09/11 424627 CL KING (RESEARCH) 100,000.00 73.973 4,000.00 7,393,107.97 -166,852.03
SALE 2/23/11 59491810 MICROSOFT CORP. 51.20
39954 2/28/11 424678 UBS WARBURG LLC 100,000.00 26.664 3,000.00 2,663,388.80 1,053,401.03
SALE 2/24/11 59491810 MICROSOFT CORP. 51.55
39954 3/01/11 424682 CREDIT SUISSE SEC (USA) LLC 100,000.00 26.846 3,000.00 2,681,548.45 1,071,560.68
SALE 2/03/11 59501710 MICROCHIP TECHNOLOGY INC 35.51
53340 2/08/11 424623 SANFORD BERNSTEIN(ALGO) 50,000.00 36.985 500.00 1,848,699.49 386,332.90
SALE 2/04/11 59501710 MICROCHIP TECHNOLOGY INC 35.89
53340 2/09/11 424627 CREDIT SUISSE SEC (AES) 50,000.00 37.381 500.00 1,868,519.11 406,152.53
SALE 2/07/11 59501710 MICROCHIP TECHNOLOGY INC 36.07
53340 2/10/11 424632 CREDIT SUISSE SEC (AES) 50,000.00 37.563 500.00 1,877,633.93 415,267.34
SALE 2/08/11 59501710 MICROCHIP TECHNOLOGY INC 35.87
53340 2/11/11 424636 CREDIT SUISSE SEC (AES) 50,000.00 37.358 500.00 1,867,379.13 405,012.54
SALE 2/08/11 59501710 MICROCHIP TECHNOLOGY INC 35.82
53340 2/11/11 424636 CREDIT SUISSE SEC (AES) 50,000.00 37.307 500.00 1,864,804.18 402,437.60
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 37.333 71.69 3,732,183.31 807,450.14
1,000.00
SALE 2/11/11 61945A10 MOSIAC CO 33.60
48351 2/16/11 424648 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 87.504 800.00 1,749,250.40 706,413.62
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 2/01/11 THROUGH 2/28/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 112
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/15/11 61945A10 MOSIAC CO 33.46
48351 2/18/11 424656 GORDON HASKETT & COMPANY (I 20,000.00 87.113 1,000.00 1,741,218.54 698,381.77
SALE 2/22/11 62944T10 NVR INC 28.09
48032 2/25/11 424673 OPPENHEIMER & CO., INC 2,000.00 731.37 80.00 1,462,643.51 150,362.75
SALE 2/22/11 63530910 NATIONAL CINEMEDIA INC. 3.52
41081 2/25/11 424673 UBS WARBURG LLC 10,000.00 18.330 300.00 182,998.48 41,421.59
SALE 2/01/11 65011110 NEW YORK TIMES 19.88
52335 2/04/11 424612 CITIGROUP/CITIBANK DOMESTIC 100,000.00 10.352 4,000.00 1,031,200.12 79,896.37
SALE 2/03/11 65011110 NEW YORK TIMES 19.81
52335 2/08/11 424623 SANFORD BERNSTEIN & CO. 100,000.00 10.317 4,000.00 1,027,710.19 76,406.44
SALE 2/04/11 65011110 NEW YORK TIMES 102.63
52335 2/09/11 424627 CITIGROUP/CITIBANK DOMESTIC 500,000.00 10.690 20,000.00 5,324,747.37 568,228.62
SALE 2/08/11 65122910 NEWELL RUBBERMAID INC. 37.77
44092 2/11/11 424636 BUCKINGHAM RESEARCH GROUP I 100,000.00 19.671 4,000.00 1,963,082.23 1,045,865.03
SALE 2/10/11 65122910 NEWELL RUBBERMAID INC. 37.70
44092 2/15/11 424644 LAZARD CAPITAL MARKETS 100,000.00 19.631 4,000.00 1,959,032.30 1,041,815.10
SALE 2/11/11 65122910 NEWELL RUBBERMAID INC. 38.14
44092 2/16/11 424648 DEUTSCHE BANK AG (DOMESTIC) 100,000.00 19.865 4,000.00 1,982,501.86 1,065,284.66
SALE 2/18/11 67066G10 NVIDIA CORP 49.02
55115 2/24/11 424668 CREDIT SUISSE SEC (AES) 100,000.00 25.528 1,000.00 2,551,780.98 486,181.48
SALE 2/03/11 68218910 ON SEMICONDUCTOR CORP 10.68
51854 2/08/11 424623 SANFORD BERNSTEIN(ALGO) 50,000.00 11.119 500.00 555,449.32 173,418.21
SALE 2/18/11 68389X10 ORACLE CORP 64.14
46205 2/24/11 424668 CREDIT SUISSE SEC (AES) 100,000.00 33.405 1,000.00 3,339,465.86 980,501.80
SALE 2/24/11 68668810 ORMAT TECHNOLOGIES INC. 27.69
41088 3/01/11 424682 ISI - HYMAN 60,000.00 24.032 3,000.00 1,438,886.31 -1,345,046.44
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 2/01/11 THROUGH 2/28/11
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 2/25/11 75075340 RAILAMERICA INC 5.65
48835 3/02/11 424688 WELLS FARGO SECURITIES 20,000.00 14.691 800.00 293,006.35 6,565.12
SALE 2/28/11 75075340 RAILAMERICA INC 5.75
48835 3/03/11 424696 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 14.977 800.00 298,730.25 12,289.02
SALE 2/24/11 75281A10 RANGE RESOURCES 10.23
54947 3/01/11 424682 JP MORGAN 10,000.00 53.246 400.00 532,049.77 84,003.10
SALE 2/15/11 78477410 STEC INC 12.90
48521 2/18/11 424656 UBS WARBURG LLC 30,000.00 22.381 900.00 670,517.10 -27,057.63
SALE 2/16/11 78477410 STEC INC 8.68
48521 2/22/11 424660 UBS WARBURG LLC 20,000.00 22.588 600.00 451,149.32 -13,900.50
SALE 2/17/11 78477410 STEC INC 16.89
48521 2/23/11 424664 KEYBANC CAPITAL MKTS INC 40,000.00 21.991 1,200.00 878,411.11 -51,688.54
SALE 2/25/11 79466L30 SALESFORCE.COM INC 27.43
55643 2/25/11 424686 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 142.85 400.00 1,428,068.57 11,095.90
SALE 2/01/11 80090720 SANMINA-SCI CORP 5.87
49560 2/04/11 424612 JANNEY MONTGOMERY SCOTT 20,000.00 15.283 600.00 305,058.13 81,599.11
SALE 2/02/11 80090720 SANMINA-SCI CORP 5.97
49560 2/07/11 424618 JEFFERIES & COMPANY 20,000.00 15.522 600.00 309,834.03 86,375.01
SALE 2/03/11 80090720 SANMINA-SCI CORP 8.95
49560 2/08/11 424623 SANFORD BERNSTEIN(ALGO) 30,000.00 15.522 300.00 465,360.05 130,171.53
SALE 2/04/11 80090720 SANMINA-SCI CORP 6.27
49560 2/09/11 424627 CREDIT SUISSE SEC (AES) 20,000.00 16.312 200.00 326,023.73 102,564.71
SALE 2/07/11 80090720 SANMINA-SCI CORP 9.44
49560 2/10/11 424632 CREDIT SUISSE SEC (AES) 30,000.00 16.380 300.00 491,090.56 155,902.04
SALE 2/08/11 80090720 SANMINA-SCI CORP 6.29
49560 2/11/11 424636 CREDIT SUISSE SEC (AES) 20,000.00 16.360 200.00 326,987.71 103,528.69
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 114
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/09/11 80090720 SANMINA-SCI CORP 6.15
49560 2/14/11 424640 CREDIT SUISSE SEC (AES) 20,000.00 15.993 200.00 319,655.85 96,196.83
SALE 2/03/11 82706L10 SILICON GRAPHICS INTERNATIO 12.93
48163 2/08/11 424623 SANFORD BERNSTEIN & CO. 50,000.00 13.463 2,000.00 671,117.07 376,532.91
SALE 2/04/11 82706L10 SILICON GRAPHICS INTERNATIO 64.31
48163 2/09/11 424627 CITIGROUP/CITIBANK DOMESTIC 250,000.00 13.397 10,000.00 3,339,060.69 1,866,139.87
SALE 2/07/11 82706L10 SILICON GRAPHICS INTERNATIO 32.73
48163 2/10/11 424632 CITIGROUP/CITIBANK DOMESTIC 120,000.00 14.204 4,800.00 1,699,623.27 992,621.28
SALE 2/10/11 83056610 SKECHERS USA INC CL A 13.01
53364 2/15/11 424644 MERRIMAN/OTC 30,000.00 22.583 900.00 676,585.99 41,897.54
SALE 2/18/11 83056610 SKECHERS USA INC CL A 41.72
53364 2/24/11 424668 MORGAN KEEGAN 100,000.00 21.729 4,000.00 2,168,868.28 53,240.11
SALE 2/22/11 83056610 SKECHERS USA INC CL A 20.07
53364 2/25/11 424673 LAZARD CAPITAL MARKETS 50,000.00 20.898 2,000.00 1,042,869.93 -14,944.16
SALE 2/23/11 83056610 SKECHERS USA INC CL A 7.77
53364 2/28/11 424678 JP MORGAN 20,000.00 20.229 800.00 403,764.23 -19,361.40
SALE 2/24/11 83056610 SKECHERS USA INC CL A 19.56
53364 3/01/11 424682 LANGEN MCALENNEY 50,000.00 20.372 2,000.00 1,016,600.44 -41,213.65
SALE 2/01/11 85206110 SPRINT NEXTEL CORP 16.94
54838 2/04/11 424612 CITIGROUP/CITIBANK DOMESTIC 200,000.00 4.409 8,000.00 873,843.06 -108.38
SALE 2/02/11 85206110 SPRINT NEXTEL CORP 16.70
54838 2/07/11 424618 JP MORGAN 200,000.00 4.349 8,000.00 861,683.30 -12,268.14
SALE 2/03/11 85206110 SPRINT NEXTEL CORP 41.29
54838 2/08/11 424623 SANFORD BERNSTEIN & CO. 500,000.00 4.301 20,000.00 2,130,458.71 -54,419.90
SALE 2/04/11 85206110 SPRINT NEXTEL CORP 76.38
54838 2/09/11 424627 CITIGROUP/CITIBANK DOMESTIC 900,000.00 4.420 36,000.00 3,941,833.62 9,052.13
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 115
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/08/11 85747710 STATE STREET CORP 27.23
51513 2/11/11 424636 BARCLAYS CAPITAL (DOMESTIC) 30,000.00 47.258 1,200.00 1,416,503.77 11,658.26
SALE 2/10/11 85747710 STATE STREET CORP 45.67
51513 2/15/11 424644 MERRIMAN/OTC 50,000.00 47.565 1,500.00 2,376,684.33 35,275.14
SALE 2/10/11 85747710 STATE STREET CORP 99.33
51513 2/15/11 424644 MORGAN KEEGAN 110,000.00 47.027 4,400.00 5,168,437.67 17,337.46
SALE 2/11/11 85747710 STATE STREET CORP 45.36
51513 2/16/11 424648 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 47.248 2,000.00 2,360,364.64 18,955.45
SALE 2/14/11 85747710 STATE STREET CORP 44.82
51513 2/17/11 424652 BUCKINGHAM RESEARCH GROUP I 50,000.00 46.679 2,000.00 2,331,900.18 -9,509.01
SALE 2/15/11 85747710 STATE STREET CORP 286.64
51513 2/18/11 424656 ISI - HYMAN 325,000.00 45.935 16,250.00 14,912,240.86 -306,918.86
SALE 2/16/11 85747710 STATE STREET CORP 110.49
51513 2/22/11 424660 ISI - HYMAN 125,000.00 46.035 6,250.00 5,747,952.01 -105,570.96
SALE 2/15/11 90341W10 US AIRWAYS GROUP INC 19.41
54756 2/18/11 424656 LAZARD CAPITAL MARKETS 100,000.00 10.104 4,000.00 1,006,410.59 -46,541.86
SALE 2/18/11 91819410 VCA ANTECH INC 4.98
55537 2/24/11 424668 CREDIT SUISSE SEC (AES) 10,000.00 25.923 100.00 259,128.02 21,888.70
SALE 2/22/11 91819410 VCA ANTECH INC 4.93
55537 2/25/11 424673 SWSQUEHANNA FIN. GRP LLC (D 10,000.00 25.664 300.00 256,336.07 19,096.75
SALE 2/22/11 91819410 VCA ANTECH INC 4.89
55537 2/25/11 424673 UBS WARBURG LLC 10,000.00 25.450 300.00 254,191.11 16,951.79
SALE 2/23/11 91819410 VCA ANTECH INC 4.81
55537 2/28/11 424678 UBS WARBURG LLC 10,000.00 25.014 300.00 249,837.19 12,597.87
SALE 2/24/11 91819410 VCA ANTECH INC 4.75
55537 3/01/11 424682 CREDIT SUISSE SEC (USA) LLC 10,000.00 24.738 300.00 247,076.25 9,836.93
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
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 2/25/11 91819410 VCA ANTECH INC 4.82
55537 3/02/11 424688 SWSQUEHANNA FIN. GRP LLC (D 10,000.00 25.060 300.00 250,294.18 13,054.86
SALE 2/28/11 91819410 VCA ANTECH INC 4.84
55537 3/03/11 424696 WELLS FARGO SECURITIES 10,000.00 25.182 300.00 251,517.16 14,277.84
SALE 2/11/11 92241710 VEECO INSTRUMENTS INC 9.45
50424 2/16/11 424648 CREDIT SUISSE SEC (AES) 10,000.00 49.174 100.00 491,630.55 141,719.32
SALE 2/14/11 92241710 VEECO INSTRUMENTS INC 20.24
50424 2/17/11 424652 UBS WARBURG LLC 20,000.00 52.692 600.00 1,053,219.76 353,397.31
SALE 2/15/11 92241710 VEECO INSTRUMENTS INC 19.92
50424 2/18/11 424656 JANNEY MONTGOMERY SCOTT 20,000.00 51.851 600.00 1,036,396.08 336,573.63
SALE 2/16/11 92241710 VEECO INSTRUMENTS INC 19.70
50424 2/22/11 424660 UBS WARBURG LLC 20,000.00 51.279 600.00 1,024,956.30 325,133.85
SALE 2/17/11 92241710 VEECO INSTRUMENTS INC 19.86
50424 2/23/11 424664 KEYBANC CAPITAL MKTS INC 20,000.00 51.710 600.00 1,033,578.14 333,755.69
SALE 2/18/11 92241710 VEECO INSTRUMENTS INC 19.23
50424 2/24/11 424668 CREDIT SUISSE SEC (AES) 20,000.00 50.054 200.00 1,000,866.77 301,044.32
SALE 2/23/11 93114210 WAL-MART STORES, INC. 40.83
39992 2/28/11 424678 JP MORGAN 40,000.00 53.161 1,600.00 2,124,811.17 247,826.86
SALE 2/24/11 93114210 WAL-MART STORES, INC. 40.14
39992 3/01/11 424682 MORGAN STANLEY 40,000.00 52.257 1,600.00 2,088,643.86 211,659.55
SALE 2/09/11 93439040 WARNACO GROUP INC 21.44
54992 2/14/11 424640 ISI - HYMAN 20,000.00 55.825 1,000.00 1,115,476.56 42,465.78
SALE 2/10/11 93439040 WARNACO GROUP INC 21.32
54992 2/15/11 424644 MORGAN KEEGAN 20,000.00 55.497 800.00 1,109,110.68 36,099.90
SALE 2/15/11 93439040 WARNACO GROUP INC 21.16
54992 2/18/11 424656 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 55.107 600.00 1,101,524.84 28,514.06
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 117
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/16/11 93439040 WARNACO GROUP INC 21.04
54992 2/22/11 424660 MACQUARIE CAPITAL USA 20,000.00 54.771 800.00 1,094,596.96 21,586.18
SALE 2/22/11 93439040 WARNACO GROUP INC 21.57
54992 2/25/11 424673 OPPENHEIMER & CO., INC 20,000.00 56.165 800.00 1,122,486.43 49,475.65
SALE 2/23/11 93439040 WARNACO GROUP INC 43.13
54992 2/28/11 424678 JP MORGAN 40,000.00 56.153 1,600.00 2,244,488.87 98,467.30
SALE 2/24/11 93439040 WARNACO GROUP INC 65.48
54992 3/01/11 424682 MORGAN STANLEY 60,000.00 56.836 2,400.00 3,407,676.52 188,644.17
SALE 2/04/11 96216610 WEYERHAEUSER CO 46.69
54092 2/09/11 424627 KAUFMAN BROS L.P. 100,000.00 24.313 4,000.00 2,427,283.31 724,856.68
SALE 2/08/11 96216610 WEYERHAEUSER CO 46.50
54092 2/11/11 424636 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 24.215 4,000.00 2,417,443.50 715,016.87
SALE 2/09/11 96216610 WEYERHAEUSER CO 46.57
54092 2/14/11 424640 ISI - HYMAN 100,000.00 24.254 5,000.00 2,420,323.43 717,896.80
SALE 2/23/11 96216610 WEYERHAEUSER CO 45.33
54092 2/28/11 424678 JP MORGAN 100,000.00 23.607 4,000.00 2,356,634.67 654,208.04
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 15,972,000.00 10,229.33 532,128,536.89 93,564,215.39
569,280.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 15,972,000.00 10,229.33 532,128,536.89 93,564,215.39
569,280.00
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 2/01/11 THROUGH 2/28/11
LOGAN CIRCLE (5163) PAGE: 118
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 2/04/11 117777AA SYNIVERSE HOLDINGS INC 9.1250 7.836
54900 2/09/11 289315 LOGAN CIRCLE 1/15/19 60,000.00 107.50 64,500.00
PUR 2/09/11 12545DAA CHC HELICOPTER SA 9.2500 8.553
53750 2/14/11 289315 LOGAN CIRCLE 10/15/20 200,000.00 104.50 209,000.00
PUR 2/08/11 15671BAE CENVEO CORP 8.8750 8.923
55527 2/11/11 289315 LOGAN CIRCLE 2/01/18 400,000.00 99.750 399,000.00
PUR 2/17/11 15671BAE CENVEO CORP 8.8750 8.678
55527 2/23/11 289315 LOGAN CIRCLE 2/01/18 400,000.00 101.00 404,000.00
PUR 2/07/11 15942RAA CHAPARRAL ENERGY INC 8.2500 8.249
55523 2/22/11 289315 LOGAN CIRCLE 9/01/21 375,000.00 100.00 375,000.00
PUR 2/18/11 17285TAD CITADEL BROADCASTING COR 7.7500 6.448
55641 2/24/11 289315 LOGAN CIRCLE 12/15/18 375,000.00 107.87 404,531.25
PUR 2/18/11 17285TAD CITADEL BROADCASTING COR 7.7500 6.429
55641 2/24/11 289315 LOGAN CIRCLE 12/15/18 325,000.00 108.00 351,000.00
PUR 2/25/11 17285TAD CITADEL BROADCASTING COR 7.7500 6.465
55641 3/02/11 289315 LOGAN CIRCLE 12/15/18 75,000.00 107.75 80,812.50
PUR 2/10/11 226566AK CRICKET COMMUNICATIONS 7.7500 6.438
50566 2/15/11 289315 LOGAN CIRCLE 5/15/16 350,000.00 105.75 370,125.00
PUR 2/17/11 254709AE DISCOVER FINANCIAL SVS 10.2500 5.726
47737 2/23/11 289315 LOGAN CIRCLE 7/15/19 450,000.00 129.80 584,140.50
PUR 2/03/11 26817CAA DYNCORP INTERNTL INC 10.3750 8.813
52633 2/08/11 289315 LOGAN CIRCLE 7/01/17 150,000.00 107.50 161,250.00
PUR 2/16/11 26817CAA DYNCORP INTERNTL INC 10.3750 8.656
52633 2/22/11 289315 LOGAN CIRCLE 7/01/17 155,000.00 108.25 167,787.50
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
LOGAN CIRCLE (5163) -Cont. PAGE: 119
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/10/11 29276KAN ENERGY XXI GULF COAST 7.7500 7.685
55554 2/25/11 289315 LOGAN CIRCLE 6/15/19 105,000.00 100.37 105,393.75
PUR 2/10/11 29276KAN ENERGY XXI GULF COAST 7.7500 7.747
55554 2/25/11 289315 LOGAN CIRCLE 6/15/19 535,000.00 100.00 535,000.00
PUR 2/01/11 36159RAD GEO GROUP INC/THE 6.6250 6.625
55449 2/10/11 289315 LOGAN CIRCLE 2/15/21 265,000.00 100.00 265,000.00
PUR 2/16/11 431318AJ HILCORP ENERGY I/HILCORP 8.0000 6.849
50729 2/22/11 289315 LOGAN CIRCLE 2/15/20 400,000.00 107.62 430,500.00
PUR 2/23/11 44044KAB HORIZON LINES CV 4.2500 9.090
47955 2/28/11 289315 LOGAN CIRCLE 8/15/12 250,000.00 93.500 233,750.00
PUR 2/15/11 458204AJ INTELSAT BERMUDA 11.5000 11.498
50880 2/15/11 289315 LOGAN CIRCLE 2/04/17 28,125.00 100.00 28,125.00
PUR 2/14/11 594073AA MICHAEL FOODS INC 9.7500 7.937
52464 2/17/11 289315 LOGAN CIRCLE 7/15/18 225,000.00 110.00 247,500.00
PUR 2/17/11 638671AK NATIONWIDE MUTL 9.3750 7.726
48041 2/23/11 289315 LOGAN CIRCLE 8/15/39 400,000.00 118.87 475,500.00
PUR 2/09/11 656533AB NORSKE SKOGIND 6.1250 8.707
42093 2/14/11 289315 LOGAN CIRCLE 10/15/15 150,000.00 90.250 135,375.00
PUR 2/10/11 656533AB NORSKE SKOGIND 6.1250 8.779
42093 2/15/11 289315 LOGAN CIRCLE 10/15/15 300,000.00 90.000 270,000.00
PUR 2/02/11 72147KAA PILGRIMS PRIDE CORP 7.8750 7.872
54844 2/07/11 289315 LOGAN CIRCLE 12/15/18 250,000.00 100.00 250,000.00
PUR 2/09/11 72147KAA PILGRIMS PRIDE CORP 7.8750 7.872
54844 2/14/11 289315 LOGAN CIRCLE 12/15/18 500,000.00 100.00 500,000.00
PUR 2/10/11 72147KAA PILGRIMS PRIDE CORP 7.8750 8.047
54844 2/15/11 289315 LOGAN CIRCLE 12/15/18 550,000.00 99.000 544,500.00
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
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 2/24/11 72347QAD PINNACLE FOODS FIN LLC 10.6250 9.020
55694 3/01/11 289315 LOGAN CIRCLE 4/01/17 225,000.00 107.37 241,593.75
PUR 2/08/11 72347QAG PINNACLE FOODS FINANCE L 8.2500 7.394
55360 2/11/11 289315 LOGAN CIRCLE 9/01/17 350,000.00 104.37 365,312.50
PUR 2/09/11 72347QAG PINNACLE FOODS FINANCE L 8.2500 7.394
55360 2/14/11 289315 LOGAN CIRCLE 9/01/17 400,000.00 104.37 417,500.00
PUR 2/25/11 81180WAB SEAGATE HDD CAYMAN 7.7500 7.267
55708 3/02/11 289315 LOGAN CIRCLE 12/15/18 200,000.00 102.75 205,500.00
PUR 2/17/11 87255MAA TL ACQUISITIONS INC 10.5000 9.096
55639 2/23/11 289315 LOGAN CIRCLE 1/15/15 750,000.00 104.50 783,750.00
PUR 2/02/11 88633PAB TICKETMASTER ENTERTAINMENT 10.7500 8.431
47909 2/07/11 289315 LOGAN CIRCLE 7/28/16 170,000.00 110.00 187,000.00
PUR 2/10/11 92275PAE VENOCO INC 8.8750 8.875
55555 2/15/11 289315 LOGAN CIRCLE 2/15/19 135,000.00 100.00 135,000.00
PUR 2/02/11 92926KAB WCA WASTE CORP 9.2500 8.090
42526 2/07/11 289315 LOGAN CIRCLE 6/15/14 225,000.00 103.33 232,499.25
PUR 2/23/11 92926KAB WCA WASTE CORP 9.2500 7.971
42526 2/28/11 289315 LOGAN CIRCLE 6/15/14 260,000.00 103.62 269,425.00
PUR 2/01/11 92933BAB WMG ACQUISITION CORP 9.5000 7.815
55436 2/04/11 289315 LOGAN CIRCLE 6/15/16 175,000.00 107.25 187,687.50
PUR 2/01/11 92933BAB WMG ACQUISITION CORP 9.5000 7.760
55436 2/04/11 289315 LOGAN CIRCLE 6/15/16 300,000.00 107.50 322,500.00
PUR 2/02/11 92933BAB WMG ACQUISITION CORP 9.5000 7.758
55436 2/07/11 289315 LOGAN CIRCLE 6/15/16 150,000.00 107.50 161,250.00
PUR 2/10/11 92933BAB WMG ACQUISITION CORP 9.5000 7.919
55436 2/15/11 289315 LOGAN CIRCLE 6/15/16 150,000.00 106.75 160,125.00
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 2/01/11 THROUGH 2/28/11
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 2/25/11 92933BAB WMG ACQUISITION CORP 9.5000 7.992
55436 3/02/11 289315 LOGAN CIRCLE 6/15/16 125,000.00 106.37 132,968.75
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 10,888,125.00 11,393,902.25
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 10,888,125.00 11,393,902.25
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 2/09/11 12545DAA CHC HELICOPTER SA 9.2500 9.005
53750 2/14/11 289315 LOGAN CIRCLE 10/15/20 100,000.00 104.62 104,625.00 3,105.05
SALE 2/04/11 147448AB CASELLA WASTE SYSTEMS 9.7500 10.047
42255 2/04/11 289315 LOGAN CIRCLE 2/01/13 725,000.00 99.375 720,468.75 -711.39
SALE 2/24/11 147448AF CASELLA WASTE SYSTEMS IN 7.7500 7.750
55371 3/01/11 289315 LOGAN CIRCLE 2/15/19 75,000.00 102.50 76,875.00 1,875.00
SALE 2/08/11 23327BAC DJO FIN LLC/DJO FIN CORP 9.3400 9.079
54178 2/11/11 289315 LOGAN CIRCLE 10/15/17 550,000.00 106.25 584,375.00 27,420.46
SALE 2/24/11 254423AA DINEEQUITY INC 9.5000 8.933
53783 2/25/11 289315 LOGAN CIRCLE 10/30/18 125,000.00 108.00 135,000.00 6,150.80
SALE 2/25/11 254423AA DINEEQUITY INC 9.5000 8.933
53783 3/02/11 289315 LOGAN CIRCLE 10/30/18 125,000.00 108.75 135,937.50 7,093.61
SALE 2/24/11 27749TAC EASTON BELL SPORTS INC 9.7500 9.635
52864 3/01/11 289315 LOGAN CIRCLE 12/01/16 490,000.00 112.37 550,637.50 58,327.53
SALE 2/10/11 29276KAN ENERGY XXI GULF COAST 7.7500 7.737
55554 2/25/11 289315 LOGAN CIRCLE 6/15/19 55,000.00 100.25 55,137.50 103.66
SALE 2/10/11 29276KAN ENERGY XXI GULF COAST 7.7500 7.737
55554 2/25/11 289315 LOGAN CIRCLE 6/15/19 160,000.00 100.43 160,700.00 601.56
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 2/01/11 THROUGH 2/28/11
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/11/11 29276KAN ENERGY XXI GULF COAST 7.7500 7.737
55554 2/25/11 289315 LOGAN CIRCLE 6/15/19 65,000.00 100.12 65,081.25 41.26
SALE 2/04/11 36186CBY GMAC INC 8.0000 9.778
50350 2/09/11 289315 LOGAN CIRCLE 11/01/31 580,000.00 113.75 659,750.00 170,787.47
SALE 2/04/11 45840JAA INTERACTIVE DATA CORP 10.2500 9.684
52867 2/09/11 289315 LOGAN CIRCLE 8/01/18 725,000.00 111.50 808,375.00 61,915.33
SALE 2/01/11 527298AP LEVEL 3 FINANCING INC 10.0000 10.389
52672 2/04/11 289315 LOGAN CIRCLE 2/01/18 120,000.00 100.00 120,000.00 2,280.12
SALE 2/02/11 538034AC LIVE NATION ENT 8.1250 8.124
51873 2/07/11 289315 LOGAN CIRCLE 5/15/18 80,000.00 103.50 82,800.00 2,800.00
SALE 2/09/11 56808RAC MARINA DISTRICT FINANCE 9.8750 9.814
52970 2/14/11 289315 LOGAN CIRCLE 8/15/18 175,000.00 103.75 181,562.50 6,007.77
SALE 2/10/11 56808RAC MARINA DISTRICT FINANCE 9.8750 9.814
52970 2/15/11 289315 LOGAN CIRCLE 8/15/18 325,000.00 103.75 337,187.50 11,155.41
SALE 2/25/11 62546RAB MULTIPLAN INC 9.8750 9.434
53101 3/02/11 289315 LOGAN CIRCLE 9/01/18 450,000.00 107.87 485,437.50 24,943.49
SALE 2/10/11 674215AA OASIS PETROLEUM INC 7.2500 7.096
55402 2/15/11 289315 LOGAN CIRCLE 2/01/19 125,000.00 100.75 125,937.50 -209.45
SALE 2/03/11 68383KAF OPTI CANADA INCORPORATED 9.7500 10.757
53102 2/08/11 289315 LOGAN CIRCLE 8/15/13 150,000.00 93.000 139,500.00 -7,233.65
SALE 2/03/11 68383KAF OPTI CANADA INCORPORATED 9.7500 10.757
53102 2/08/11 289315 LOGAN CIRCLE 8/15/13 175,000.00 95.000 166,250.00 -4,939.26
SALE 2/03/11 68383KAF OPTI CANADA INCORPORATED 9.7500 10.757
53102 2/08/11 289315 LOGAN CIRCLE 8/15/13 90,000.00 95.500 85,950.00 -2,090.19
SALE 2/10/11 72147KAA PILGRIMS PRIDE CORP 7.8750 7.950
54844 2/15/11 289315 LOGAN CIRCLE 12/15/18 550,000.00 99.250 545,875.00 -1,665.65
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 2/01/11 THROUGH 2/28/11
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/08/11 72347QAD PINNACLE FOODS FIN LLC 10.6250 9.011
54059 2/11/11 289315 LOGAN CIRCLE 4/01/17 350,000.00 108.37 379,312.50 3,204.29
SALE 2/09/11 72347QAD PINNACLE FOODS FIN LLC 10.6250 9.011
54059 2/14/11 289315 LOGAN CIRCLE 4/01/17 400,000.00 108.25 433,000.00 3,189.09
SALE 2/24/11 72347QAG PINNACLE FOODS FINANCE L 8.2500 7.446
55360 3/01/11 289315 LOGAN CIRCLE 9/01/17 225,000.00 103.87 233,718.75 -466.60
SALE 2/25/11 74959GAC REYNOLDS GRP ISS/REYNOLD 9.0000 8.535
54185 3/02/11 289315 LOGAN CIRCLE 4/15/19 200,000.00 104.25 208,500.00 3,171.17
SALE 2/10/11 78108AAA RSC EQUIPMENT 10.0000 10.500
47605 2/15/11 289315 LOGAN CIRCLE 7/15/17 285,000.00 115.00 327,750.00 49,335.24
SALE 2/23/11 78108AAD RSC EQUIP RENT / RSC HLDGS 8.2500 8.156
55197 2/28/11 289315 LOGAN CIRCLE 2/01/21 145,000.00 105.75 153,337.50 7,439.64
SALE 2/10/11 78454LAA SM ENERGY CO 6.6250 6.625
55432 2/15/11 289315 LOGAN CIRCLE 2/15/19 160,000.00 101.12 161,800.00 1,800.00
SALE 2/17/11 79546VAF SALLY HOLDINGS 10.5000 9.270
49018 2/23/11 289315 LOGAN CIRCLE 11/15/16 435,000.00 110.50 480,675.00 22,440.81
SALE 2/11/11 903293AV USG CORP 9.7500 10.249
47981 2/16/11 289315 LOGAN CIRCLE 8/01/14 180,000.00 109.00 196,200.00 18,777.16
SALE 2/02/11 918242AD VIMPEL COM (VIP FINANCE) 7.7480 7.748
55370 2/07/11 289315 LOGAN CIRCLE 2/02/21 245,000.00 101.12 247,756.25 2,756.25
SALE 2/23/11 92275PAE VENOCO INC 8.8750 8.875
55555 2/28/11 289315 LOGAN CIRCLE 2/15/19 135,000.00 101.00 136,350.00 1,350.00
SALE 2/01/11 92930MAF WMG HOLDINGS CORP 9.5000 17.557
50010 2/04/11 289315 LOGAN CIRCLE 12/15/14 190,000.00 101.25 192,375.00 44,132.26
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 8,965,000.00 9,478,237.50 524,888.24
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 8,965,000.00 9,478,237.50 524,888.24
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 2/01/11 THROUGH 2/28/11
POST ADVISORY (5164) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 2/04/11 00289RAA ABENGOA FINANCE 8.8750 8.870
54205 2/09/11 289315 POST ADVISORY 11/01/17 275,000.00 100.00 275,000.00
PUR 2/17/11 00289RAA ABENGOA FINANCE 8.8750 8.971
54205 2/23/11 289315 POST ADVISORY 11/01/17 150,000.00 99.500 149,250.00
PUR 2/18/11 00826KAD AFFINITY GROUP INC 11.5000 10.548
55663 2/24/11 289315 POST ADVISORY 12/01/16 1,325,000.00 104.00 1,378,000.00
PUR 2/04/11 00828DAJ AFFINION GROUP INC 11.5000 10.324
52176 2/09/11 289315 LOGAN CIRCLE 10/15/15 275,000.00 104.25 286,687.50
PUR 2/04/11 00828DAJ AFFINION GROUP INC 11.5000 10.324
52176 2/09/11 289315 POST ADVISORY 10/15/15 300,000.00 104.25 312,750.00
PUR 2/17/11 121579AF BURLINGTON COAT FACTORY 10.0000 9.999
55680 2/24/11 289315 POST ADVISORY 2/15/19 975,000.00 100.00 975,000.00
PUR 2/23/11 121579AF BURLINGTON COAT FACTORY 10.0000 9.906
55680 2/28/11 289315 POST ADVISORY 2/15/19 250,000.00 100.50 251,250.00
PUR 2/24/11 121579AF BURLINGTON COAT FACTORY 10.0000 9.929
55680 3/01/11 289315 POST ADVISORY 2/15/19 325,000.00 100.37 326,218.75
PUR 2/04/11 148867AA CATALINA MARKETING CORP 10.5000 8.270
50883 2/09/11 289315 POST ADVISORY 10/01/15 175,000.00 108.52 189,910.00
PUR 2/15/11 184502BF CLEAR CHANNEL COMMUNICATION 9.0000 8.999
55605 2/23/11 289315 POST ADVISORY 3/01/21 575,000.00 100.00 575,000.00
PUR 2/10/11 18538TAD CLEARWIRE COMM/FINANCE 12.0000 9.694
55556 2/15/11 289315 POST ADVISORY 12/01/17 1,200,000.00 111.25 1,335,000.00
PUR 2/04/11 204780AC COMPUCOM SYSTEMS 12.5000 10.015
46466 2/09/11 289315 POST ADVISORY 10/01/15 175,000.00 109.02 190,785.00
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 2/01/11 THROUGH 2/28/11
POST ADVISORY (5164) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/28/11 225310AE CREDIT ACCEPTANC 9.1250 7.835
55749 3/03/11 289335 POST ADVISORY 2/01/17 300,000.00 106.00 318,000.00
PUR 2/02/11 25272PAA DIAMOND RESORTS CORP 12.0000 10.884
53062 2/07/11 289315 POST ADVISORY 8/15/18 350,000.00 105.62 369,687.50
PUR 2/04/11 25272PAA DIAMOND RESORTS CORP 12.0000 10.809
53062 2/09/11 289315 POST ADVISORY 8/15/18 200,000.00 106.02 212,040.00
PUR 2/04/11 41135QAA HAPAG LLOYD 9.7500 7.634
54208 2/09/11 289315 LOGAN CIRCLE 10/15/17 200,000.00 110.89 221,790.00
PUR 2/03/11 45823WAA INTEGRA TELECOM 10.7500 8.674
51667 2/08/11 289315 POST ADVISORY 4/15/16 400,000.00 108.50 434,000.00
PUR 2/22/11 492914AR KEY ENERGY SVCS INC 8.3750 5.700
55665 2/23/11 289315 POST ADVISORY 12/01/14 1,650,000.00 108.95 1,797,675.00
PUR 2/04/11 57161AAA MARQ TRAN CO FIN 10.9750 9.835
50466 2/09/11 289315 LOGAN CIRCLE 1/15/17 200,000.00 105.02 210,040.00
PUR 2/01/11 584705AA MEDIMPACT HOLDINGS INC 10.5000 10.748
55435 2/08/11 289315 POST ADVISORY 2/01/18 1,100,000.00 98.799 1,086,789.00
PUR 2/10/11 74387UAD PROVIDENT FUNDING 10.1250 10.125
55557 2/15/11 289315 POST ADVISORY 2/15/15 650,000.00 100.00 650,000.00
PUR 2/02/11 76972KAA ROADHOUSE FINANCING INC 10.7500 8.881
55469 2/07/11 289315 POST ADVISORY 10/15/17 1,035,000.00 109.25 1,130,737.50
PUR 2/10/11 76972KAA ROADHOUSE FINANCING INC 10.7500 8.925
55469 2/15/11 289315 POST ADVISORY 10/15/17 600,000.00 109.00 654,000.00
PUR 2/04/11 84762LAE SPECTRUM BRANDS INC 12.0000 9.751
51939 2/09/11 289315 LOGAN CIRCLE 8/28/19 100,000.00 112.83 112,832.50
PUR 2/04/11 84762LAF SPECTRUM BRANDS HLDGS 9.5000 7.497
52310 2/09/11 289315 LOGAN CIRCLE 6/15/18 100,000.00 111.14 111,145.00
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 2/01/11 THROUGH 2/28/11
POST ADVISORY (5164) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/14/11 85512QAH STAR GAS PARTNER/FINANCE 8.8750 8.094
55604 2/17/11 289315 POST ADVISORY 12/01/17 300,000.00 104.00 312,000.00
PUR 2/10/11 92275PAE VENOCO INC 8.8750 8.875
55571 2/15/11 289315 POST ADVISORY 2/15/19 1,200,000.00 100.00 1,200,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 14,385,000.00 15,065,587.75
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 14,385,000.00 15,065,587.75
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 2/01/11 018089AA ALLEN SYSTEMS GROUP INC 10.5000 10.499
54423 2/04/11 289315 POST ADVISORY 11/15/16 225,000.00 103.75 233,437.50 8,437.50
SALE 2/15/11 018089AA ALLEN SYSTEMS GROUP INC 10.5000 10.499
54423 2/18/11 289315 POST ADVISORY 11/15/16 150,000.00 103.75 155,625.00 5,625.00
SALE 2/02/11 04523XAA ASPECT SOFTWARE INC 10.6250 10.562
51904 2/07/11 289315 POST ADVISORY 5/15/17 650,000.00 104.87 681,687.50 30,062.68
SALE 2/15/11 18451QAD CLEAR CHANNEL WORLDWIDE 9.2500 9.107
53606 2/18/11 289315 POST ADVISORY 12/15/17 900,000.00 111.87 1,006,875.00 100,665.63
SALE 2/09/11 281023AN EDISON MISSION 7.5000 13.009
52901 2/14/11 289315 POST ADVISORY 6/15/13 575,000.00 100.00 575,000.00 62,254.74
SALE 2/17/11 281023AN EDISON MISSION 7.5000 13.009
52901 2/23/11 289315 POST ADVISORY 6/15/13 225,000.00 100.50 226,125.00 25,265.50
SALE 2/10/11 368682AH GENCORP INC 9.5000 9.075
49829 2/11/11 289315 POST ADVISORY 8/15/13 800,000.00 102.00 816,000.00 8,541.13
SALE 2/17/11 374500AA GRIFOLS INC 8.2500 8.249
55170 2/23/11 289315 POST ADVISORY 2/01/18 25,000.00 103.00 25,750.00 750.00
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 2/01/11 THROUGH 2/28/11
POST ADVISORY (5164) -Cont. PAGE: 127
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/02/11 584705AA MEDIMPACT HOLDINGS INC 10.5000 10.748
55435 2/08/11 289315 POST ADVISORY 2/01/18 175,000.00 102.75 179,812.50 6,914.25
SALE 2/24/11 874227AB TALECRIS BIOTHERAPEUTICS 7.7500 6.484
52705 3/01/11 289315 POST ADVISORY 11/15/16 250,000.00 109.25 273,125.00 8,262.18
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 3,975,000.00 4,173,437.50 256,778.61
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 3,975,000.00 4,173,437.50 256,778.61
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 2/01/11 THROUGH 2/28/11
PIMCO (5166) PAGE: 128
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 2/04/11 014477AL ALERIS INTL INC 7.6250 7.301
55491 2/09/11 289315 PIMCO 2/15/18 7,000.00 101.75 7,122.50
PUR 2/04/11 014477AL ALERIS INTL INC 7.6250 7.625
55491 2/09/11 289315 PIMCO 2/15/18 168,000.00 100.00 168,000.00
PUR 2/07/11 014477AL ALERIS INTL INC 7.6250 7.210
55491 2/10/11 289315 PIMCO 2/15/18 75,000.00 102.25 76,687.50
PUR 2/11/11 014477AL ALERIS INTL INC 7.6250 7.347
55491 2/16/11 289315 PIMCO 2/15/18 250,000.00 101.50 253,750.00
PUR 2/08/11 053499AG AVAYA INC 7.0000 6.998
55526 2/11/11 289315 PIMCO 4/01/19 450,000.00 100.00 450,000.00
PUR 2/10/11 053499AG AVAYA INC 7.0000 7.080
55526 2/15/11 289315 PIMCO 4/01/19 50,000.00 99.500 49,750.00
PUR 2/01/11 095699AA BLUE MERGER SUB INC 7.6250 7.249
55434 2/16/11 289315 PIMCO 2/15/19 69,000.00 102.25 70,552.50
PUR 2/01/11 095699AA BLUE MERGER SUB INC 7.6250 7.625
55434 2/16/11 289315 PIMCO 2/15/19 231,000.00 100.00 231,000.00
PUR 2/02/11 095699AA BLUE MERGER SUB INC 7.6250 7.311
55434 2/16/11 289315 PIMCO 2/15/19 200,000.00 101.87 203,750.00
PUR 2/03/11 12622KAA CPI INTERNATIONAL ACQ 8.0000 8.000
55472 2/11/11 289315 PIMCO 2/15/18 250,000.00 100.00 250,000.00
PUR 2/02/11 319963AY FIRST DATA CORPORATION 8.2500 8.590
55453 2/07/11 289315 PIMCO 1/15/21 500,000.00 97.750 488,750.00
PUR 2/09/11 319963BA FIRST DATA CORPORATION 12.6250 11.342
55541 2/14/11 289315 PIMCO 1/15/21 250,000.00 107.50 268,750.00
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
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DURING THE PERIOD 2/01/11 THROUGH 2/28/11
PIMCO (5166) -Cont. PAGE: 129
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/11/11 319963BA FIRST DATA CORPORATION 12.6250 11.464
55541 2/16/11 289315 PIMCO 1/15/21 250,000.00 106.75 266,875.00
PUR 2/15/11 458204AJ INTELSAT BERMUDA 11.5000 11.498
51124 2/15/11 289315 PIMCO 2/04/17 23,925.00 100.00 23,925.00
PUR 2/09/11 552953BC MGM MIRAGE INC 7.5000 8.205
50359 2/14/11 289315 PIMCO 6/01/16 250,000.00 97.000 242,500.00
PUR 2/11/11 552953BC MGM MIRAGE INC 7.5000 8.266
50359 2/16/11 289315 PIMCO 6/01/16 250,000.00 96.750 241,875.00
PUR 2/09/11 729416AP PLY GEM INDUSTRIES 8.2500 8.250
55542 2/11/11 289315 PIMCO 2/15/18 500,000.00 100.00 500,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 3,773,925.00 3,793,287.50
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 3,773,925.00 3,793,287.50
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 2/15/11 12619AAB CPG INTERNATIOMAL 10.5000 17.026
45769 2/15/11 289315 PIMCO 7/01/13 45,000.00 100.30 45,135.00 5,705.82
SALE 2/10/11 27876GAQ DISH DBS CORP 6.3750 7.688
45793 2/15/11 289315 PIMCO 10/01/11 1,015,000.00 102.87 1,044,181.25 37,314.74
SALE 2/09/11 319963AP FIRST DATA CORP 9.8750 14.053
43448 2/14/11 289315 PIMCO 9/24/15 250,000.00 102.50 256,250.00 40,911.58
SALE 2/17/11 62940QAA NSG HOLDINGS LLC NSG 7.7500 7.899
42051 2/17/11 289315 PIMCO 12/15/25 168,000.00 100.00 168,000.00 2,199.14
SALE 2/09/11 708130AB JC PENNEY CORP 5.7500 8.537
46456 2/14/11 289315 PIMCO 2/15/18 450,000.00 99.500 447,750.00 62,840.06
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 2/01/11 THROUGH 2/28/11
PIMCO (5166) -Cont. PAGE: 130
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/09/11 78442FEE SLM CORP 3.7650 10.737
43857 2/14/11 289315 PIMCO 10/25/11 500,000.00 99.500 497,500.00 31,210.55
SALE 2/10/11 868536AS SUPERVALU INC 7.5000 8.976
43532 2/15/11 289315 PIMCO 11/15/14 500,000.00 100.00 500,000.00 23,164.03
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 2,928,000.00 2,958,816.25 203,345.92
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 2,928,000.00 2,958,816.25 203,345.92
END OF REPORT FOR: PIMCO
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
NOMURA (5167) 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 2/10/11 00088JAA ACL I CORP 10.6250 11.090
55574 2/15/11 289315 NOMURA 2/15/16 450,000.00 98.250 442,125.00
PUR 2/07/11 004403AF ACE CASH EXPRESS INC 11.0000 10.999
55503 2/10/11 289315 NOMURA 2/01/19 175,000.00 100.00 175,000.00
PUR 2/04/11 00846NAA AGFC CAPITAL TRUST 6.0000 10.153
55502 2/09/11 289315 NOMURA 1/15+67 100,000.00 59.250 59,250.00
PUR 2/04/11 014477AL ALERIS INTL INC 7.6250 7.625
55500 2/09/11 289315 NOMURA 2/15/18 250,000.00 100.00 250,000.00
PUR 2/15/11 019736AB ALLISON TRANSMISSION INC 11.2500 8.736
55616 2/18/11 289315 NOMURA 11/01/15 450,000.00 109.50 492,750.00
PUR 2/04/11 02635PTS AMERICAN GENERAL FINANCE 6.9000 8.824
48176 2/09/11 289315 NOMURA 12/15/17 100,000.00 90.250 90,250.00
PUR 2/03/11 06985PAG BASIC ENERGY SERVICES 7.7500 7.750
55485 2/15/11 289315 NOMURA 2/15/19 100,000.00 100.00 100,000.00
PUR 2/17/11 121579AF BURLINGTON COAT FACTORY 10.0000 9.999
55640 2/24/11 289315 NOMURA 2/15/19 425,000.00 100.00 425,000.00
PUR 2/25/11 121579AF BURLINGTON COAT FACTORY 10.0000 9.860
55640 3/02/11 289315 NOMURA 2/15/19 100,000.00 100.75 100,750.00
PUR 2/25/11 121579AF BURLINGTON COAT FACTORY 10.0000 9.746
55640 3/02/11 289315 NOMURA 2/15/19 125,000.00 101.37 126,718.75
PUR 2/25/11 121579AF BURLINGTON COAT FACTORY 10.0000 9.769
55640 3/02/11 289315 NOMURA 2/15/19 75,000.00 101.25 75,937.50
PUR 2/25/11 121579AF BURLINGTON COAT FACTORY 10.0000 9.769
55640 3/02/11 289315 NOMURA 2/15/19 75,000.00 101.25 75,937.50
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
NOMURA (5167) -Cont. PAGE: 132
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/03/11 12622KAA CPI INTERNATIONAL ACQ 8.0000 8.000
55486 2/11/11 289315 NOMURA 2/15/18 200,000.00 100.00 200,000.00
PUR 2/07/11 15942RAA CHAPARRAL ENERGY INC 8.2500 8.249
55524 2/22/11 289315 NOMURA 9/01/21 275,000.00 100.00 275,000.00
PUR 2/17/11 179583AA CLAIRES ESCROW CORP 8.8750 8.874
55638 3/04/11 289315 NOMURA 3/15/19 600,000.00 100.00 600,000.00
PUR 2/03/11 184502BE CLEAR CHANNEL COMMUNICATION 11.0000 12.049
55487 2/08/11 289315 NOMURA 8/01/16 225,000.00 95.875 215,718.75
PUR 2/03/11 184502BE CLEAR CHANNEL COMMUNICATION 11.0000 12.016
55487 2/08/11 289315 NOMURA 8/01/16 50,000.00 96.000 48,000.00
PUR 2/15/11 184502BF CLEAR CHANNEL COMMUNICATION 9.0000 8.999
55617 2/23/11 289315 NOMURA 3/01/21 925,000.00 100.00 925,000.00
PUR 2/28/11 205768AH COMSTOCK RESOURCES INC 7.7500 7.749
55729 3/14/11 289335 NOMURA 4/01/19 100,000.00 100.00 100,000.00
PUR 2/16/11 23833TAA DAVE AND BUSTERS PARENT IN 12.250
55632 2/22/11 289315 NOMURA 2/15/16 500,000.00 55.313 276,565.00
PUR 2/03/11 247916AC DENBURY RESOURCES INC 6.3750 6.375
55488 2/17/11 289315 NOMURA 8/15/21 175,000.00 100.00 175,000.00
PUR 2/10/11 29276KAN ENERGY XXI GULF COAST IN 7.7500 7.747
55572 2/25/11 289315 NOMURA 6/15/19 225,000.00 100.00 225,000.00
PUR 2/09/11 340627AA FLORIDA EAST COAST HOLDINGS 10.5000 10.882
55551 2/11/11 289315 NOMURA 8/01/17 500,000.00 98.250 491,250.00
PUR 2/01/11 36159RAD GEO GROUP INC/THE 6.6250 6.625
55452 2/10/11 289315 NOMURA 2/15/21 125,000.00 100.00 125,000.00
PUR 2/25/11 382410AD GOODRICH PETROLEUM CORP 8.8750 8.874
55718 3/02/11 289315 NOMURA 3/15/19 525,000.00 100.00 525,000.00
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 2/01/11 THROUGH 2/28/11
NOMURA (5167) -Cont. PAGE: 133
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/08/11 413627BM HARRAHS OPERATING CO INC 10.0000 11.011
50602 2/11/11 289315 NOMURA 12/15/18 125,000.00 94.750 118,437.50
PUR 2/08/11 413627BM HARRAHS OPERATING CO INC 10.0000 11.036
50602 2/11/11 289315 NOMURA 12/15/18 125,000.00 94.625 118,281.25
PUR 2/03/11 442488BK K HOVNANIAN ENTERPRISES 11.8750 12.601
55489 2/14/11 289315 NOMURA 10/15/15 75,000.00 97.453 73,089.75
PUR 2/14/11 44984WAA INEOS FINANCE PLC 9.0000 6.211
55602 2/17/11 289315 NOMURA 5/15/15 540,000.00 110.25 595,350.00
PUR 2/02/11 50077DAA KRATON POLYMERS LLC/CAP 6.7500 6.749
55470 2/11/11 289315 NOMURA 3/01/19 100,000.00 100.00 100,000.00
PUR 2/14/11 549463AE LUCENT TECHNOLOGIES INC 6.4500 7.832
55603 2/17/11 289315 NOMURA 3/15/29 125,000.00 86.750 108,437.50
PUR 2/14/11 549463AE LUCENT TECHNOLOGIES INC 6.4500 7.832
55603 2/17/11 289315 NOMURA 3/15/29 50,000.00 86.750 43,375.00
PUR 2/17/11 549463AE LUCENT TECHNOLOGIES INC 6.4500 7.746
55603 2/23/11 289315 NOMURA 3/15/29 125,000.00 87.500 109,375.00
PUR 2/09/11 59841RAA MIDWEST VANADIUM PTY LTD 11.5000 11.500
55552 2/16/11 289315 NOMURA 2/15/18 100,000.00 100.00 100,000.00
PUR 2/18/11 651715AD NEWPAGE CORP 10.0000 51.626
54278 2/24/11 289315 NOMURA 5/01/12 25,000.00 66.000 16,500.00
PUR 2/18/11 651715AD NEWPAGE CORP 10.0000 52.463
54278 2/24/11 289315 NOMURA 5/01/12 25,000.00 65.500 16,375.00
PUR 2/18/11 651715AD NEWPAGE CORP 10.0000 52.044
54278 2/24/11 289315 NOMURA 5/01/12 50,000.00 65.750 32,875.00
PUR 2/18/11 651715AD NEWPAGE CORP 10.0000 52.044
54278 2/24/11 289315 NOMURA 5/01/12 75,000.00 65.750 49,312.50
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 2/01/11 THROUGH 2/28/11
NOMURA (5167) -Cont. PAGE: 134
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/18/11 651715AD NEWPAGE CORP 10.0000 52.463
54278 2/24/11 289315 NOMURA 5/01/12 50,000.00 65.500 32,750.00
PUR 2/18/11 651715AF NEWPAGE CORP 12.0000 85.906
54152 2/24/11 289315 NOMURA 5/01/13 50,000.00 31.750 15,875.00
PUR 2/24/11 651715AK NEWPAGE CORPORATION 11.3750 11.487
54279 3/01/11 289315 NOMURA 12/31/14 75,000.00 99.625 74,718.75
PUR 2/18/11 696026AA PALACE ENT HLDG LLC/CORP 8.8750 8.871
55664 2/28/11 289315 NOMURA 4/15/17 100,000.00 100.00 100,000.00
PUR 2/02/11 707132AP PENINSULA GAMING LLC 8.3750 7.062
55471 2/09/11 289315 NOMURA 8/15/15 50,000.00 105.00 52,500.00
PUR 2/09/11 729416AP PLY GEM INDUSTRIES 8.2500 8.250
55553 2/11/11 289315 NOMURA 2/15/18 325,000.00 100.00 325,000.00
PUR 2/10/11 74387UAD PROVIDENT FDG/PFG FIN 10.1250 10.125
55570 2/15/11 289315 NOMURA 2/15/19 100,000.00 100.00 100,000.00
PUR 2/10/11 758766AE REGAL ENTERTAINMENT CORP 9.1250 8.307
53071 2/15/11 289315 NOMURA 8/15/18 25,000.00 104.50 26,125.00
PUR 2/01/11 767754BQ RITE AID CORP 9.3750 12.753
55451 2/04/11 289315 NOMURA 12/15/15 50,000.00 88.000 44,000.00
PUR 2/04/11 767754BQ RITE AID CORP 9.3750 12.381
55451 2/09/11 289315 NOMURA 12/15/15 100,000.00 89.250 89,250.00
PUR 2/04/11 767754BT RITE AID CORP 9.5000 12.206
43874 2/09/11 289315 NOMURA 6/15/17 200,000.00 88.250 176,500.00
PUR 2/16/11 767754BT RITE AID CORP 9.5000 11.539
43874 2/22/11 289315 NOMURA 6/15/17 75,000.00 91.000 68,250.00
PUR 2/16/11 767754BT RITE AID CORP 9.5000 11.539
43874 2/22/11 289315 NOMURA 6/15/17 75,000.00 91.000 68,250.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/11 THROUGH 2/28/11
NOMURA (5167) -Cont. PAGE: 135
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/16/11 767754BT RITE AID CORP 9.5000 11.600
43874 2/22/11 289315 NOMURA 6/15/17 175,000.00 90.750 158,812.50
PUR 2/17/11 767754BT RITE AID CORP 9.5000 11.420
43874 2/23/11 289315 NOMURA 6/15/17 75,000.00 91.500 68,625.00
PUR 2/02/11 835834AA SORENSON COMMUNICATIONS 10.5000 19.426
55193 2/07/11 289315 NOMURA 2/01/15 75,000.00 76.000 57,000.00
PUR 2/07/11 903202AA UPCB FINANCE III LTD 6.6250 6.624
55525 2/16/11 289315 NOMURA 7/01/20 550,000.00 100.00 550,000.00
PUR 2/25/11 911358AJ UNITED REFINING 10.5000 11.229
55717 3/08/11 289315 NOMURA 2/28/18 100,000.00 96.444 96,444.00
PUR 2/03/11 91911XAQ VALEANT PHARMACEUTICALS 6.7500 6.750
55490 2/08/11 289315 NOMURA 8/15/21 375,000.00 100.00 375,000.00
PUR 2/10/11 92275PAE VENOCO INC 8.8750 8.875
55573 2/15/11 289315 NOMURA 2/15/19 150,000.00 100.00 150,000.00
PUR 2/04/11 984211AA YCC HOLDINGS/YANKEE FINA 10.2500 10.775
55501 2/09/11 289315 NOMURA 2/15/16 300,000.00 98.000 294,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 11,465,000.00 10,999,761.25
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 11,465,000.00 10,999,761.25
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 2/15/11 00088JAA ACL I CORP 10.6250 11.090
55574 2/18/11 289315 NOMURA 2/15/16 75,000.00 100.50 75,375.00 1,687.60
SALE 2/14/11 018606AL ALLIANCE HEALTHCARE SVCS 8.0000 8.246
53585 2/17/11 289315 NOMURA 12/01/16 100,000.00 99.250 99,250.00 384.67
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 2/01/11 THROUGH 2/28/11
NOMURA (5167) -Cont. PAGE: 136
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/18/11 121579AF BURLINGTON COAT FACTORY 10.0000 9.999
55640 2/24/11 289315 NOMURA 2/15/19 25,000.00 103.00 25,750.00 750.00
SALE 2/18/11 121579AF BURLINGTON COAT FACTORY 10.0000 9.999
55640 2/24/11 289315 NOMURA 2/15/19 300,000.00 103.12 309,375.00 9,375.00
SALE 2/18/11 121579AF BURLINGTON COAT FACTORY 10.0000 9.999
55640 2/24/11 289315 NOMURA 2/15/19 25,000.00 103.00 25,750.00 750.00
SALE 2/04/11 1248EPAS CC0 HLDGS LLC/CAP CORP 7.0000 7.125
55051 2/09/11 289315 NOMURA 1/01/19 100,000.00 101.87 101,875.00 2,630.49
SALE 2/04/11 1248EPAT CCO HLDGS LLC / CAP CORP 7.0000 7.083
55273 2/09/11 289315 NOMURA 1/15/19 125,000.00 101.87 127,343.75 2,971.27
SALE 2/11/11 1248EPAT CCO HLDGS LLC / CAP CORP 7.0000 7.083
55273 2/16/11 289315 NOMURA 1/15/19 50,000.00 101.75 50,875.00 1,126.37
SALE 2/22/11 125581FU CIT GROUP INC 7.0000 8.569
50021 2/25/11 289315 NOMURA 5/01/14 450,000.00 102.00 459,000.00 28,511.70
SALE 2/15/11 12619AAB CPG INTERNATIONAL 10.5000 17.026
45659 2/15/11 289315 NOMURA 7/01/13 40,000.00 100.30 40,120.00 5,071.84
SALE 2/02/11 147448AF CASELLA WASTE SYSTEMS IN 7.7500 7.750
55368 2/07/11 289315 NOMURA 2/15/19 225,000.00 103.37 232,593.75 7,593.75
SALE 2/18/11 15941RAC CHAPARRAL ENERGY INC 8.5000 23.605
46764 2/18/11 289315 NOMURA 12/01/15 425,000.00 101.62 431,906.25 185,630.94
SALE 2/18/11 179583AA CLAIRES ESCROW CORP 8.8750 8.874
55638 3/04/11 289315 NOMURA 3/15/19 125,000.00 101.25 126,562.50 1,562.50
SALE 2/24/11 179583AA CLAIRES ESCROW CORP 8.8750 8.874
55638 3/04/11 289315 NOMURA 3/15/19 125,000.00 98.875 123,593.75 -1,406.25
SALE 2/22/11 184502BE CLEAR CHANNEL COMMUNICATION 11.0000 12.043
55487 2/25/11 289315 NOMURA 8/01/16 225,000.00 95.625 215,156.25 -642.37
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 2/01/11 THROUGH 2/28/11
NOMURA (5167) -Cont. PAGE: 137
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/23/11 184502BF CLEAR CHANNEL COMMUNICATION 9.0000 8.999
55617 2/28/11 289315 NOMURA 3/01/21 50,000.00 100.50 50,250.00 250.00
SALE 2/23/11 184502BF CLEAR CHANNEL COMMUNICATION 9.0000 8.999
55617 2/28/11 289315 NOMURA 3/01/21 100,000.00 101.00 101,000.00 1,000.00
SALE 2/18/11 18538TAA CLEARWIRE COMM/FINANCE 12.0000 11.671
49800 2/24/11 289315 NOMURA 12/01/15 125,000.00 110.37 137,968.75 11,550.08
SALE 2/18/11 212015AE CONTINENTAL RESOURCES 7.1250 6.952
53559 2/24/11 289315 NOMURA 4/01/21 225,000.00 106.00 238,500.00 10,732.16
SALE 2/18/11 226566AM CRICKET COMMUNICATIONS 7.7500 8.217
55330 2/24/11 289315 NOMURA 10/15/20 75,000.00 96.500 72,375.00 -310.35
SALE 2/04/11 247916AC DENBURY RESOURCES INC 6.3750 6.375
55488 2/17/11 289315 NOMURA 8/15/21 50,000.00 100.37 50,187.50 187.50
SALE 2/04/11 247916AC DENBURY RESOURCES INC 6.3750 6.375
55488 2/17/11 289315 NOMURA 8/15/21 25,000.00 100.50 25,125.00 125.00
SALE 2/04/11 247916AC DENBURY RESOURCES INC 6.3750 6.375
55488 2/17/11 289315 NOMURA 8/15/21 50,000.00 100.62 50,312.50 312.50
SALE 2/04/11 247916AC DENBURY RESOURCES INC 6.3750 6.375
55488 2/17/11 289315 NOMURA 8/15/21 50,000.00 100.50 50,250.00 250.00
SALE 2/16/11 254423AA DINEEQUITY INC 9.5000 9.159
54268 2/22/11 289315 NOMURA 10/30/18 75,000.00 109.00 81,750.00 5,377.38
SALE 2/01/11 265516AA DUNKIN FINANCE CORP 9.6250 9.788
54454 2/04/11 289315 NOMURA 12/01/18 225,000.00 102.37 230,343.75 7,376.39
SALE 2/01/11 265516AA DUNKIN FINANCE CORP 9.6250 9.788
54454 2/04/11 289315 NOMURA 12/01/18 50,000.00 102.25 51,125.00 1,576.70
SALE 2/08/11 29269QAA ENERGY FUTURE/EFIH FINAN 10.0000 9.961
53589 2/11/11 289315 NOMURA 12/01/20 435,000.00 105.00 456,750.00 20,826.06
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 2/01/11 THROUGH 2/28/11
NOMURA (5167) -Cont. PAGE: 138
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
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SALE 2/11/11 29276KAM ENERGY XXI GULF COAST IN 9.2500 9.250
54763 2/16/11 289315 NOMURA 12/15/17 100,000.00 107.75 107,750.00 7,750.00
SALE 2/11/11 302051AP EXIDE TECHNOLOGIES 8.6250 8.624
55192 2/16/11 289315 NOMURA 2/01/18 275,000.00 106.62 293,218.75 18,218.75
SALE 2/18/11 302203AA EXPRO FINANCE LUXEMBOURG 8.5000 9.208
54626 2/24/11 289315 NOMURA 12/15/16 100,000.00 102.75 102,750.00 5,902.68
SALE 2/02/11 30250XAA FREEDOM GROUP INC 10.2500 9.481
54696 2/07/11 289315 NOMURA 8/01/15 200,000.00 107.50 215,000.00 9,495.46
SALE 2/16/11 319963AY FIRST DATA CORPORATION 8.2500 10.876
54989 2/22/11 289315 NOMURA 1/15/21 25,000.00 100.75 25,187.50 4,111.86
SALE 2/16/11 319963BA FIRST DATA CORPORATION 12.6250 16.385
54987 2/22/11 289315 NOMURA 1/15/21 75,000.00 107.50 80,625.00 19,242.93
SALE 2/17/11 319963BA FIRST DATA CORPORATION 12.6250 16.385
54987 2/23/11 289315 NOMURA 1/15/21 200,000.00 107.50 215,000.00 51,311.87
SALE 2/10/11 35687MAK FREESCALE SEMICONDUCTOR 9.1250 12.145
52100 2/15/11 289315 NOMURA 12/15/14 52,468.00 104.75 54,960.23 7,252.35
SALE 2/02/11 35687MAU FREESCALE SEMICONDUCTOR 10.7500 10.133
54673 2/07/11 289315 NOMURA 8/01/20 125,000.00 114.50 143,125.00 13,501.34
SALE 2/02/11 35803QAA FRENSENIUS MED CARE US 5.7500 5.875
55367 2/07/11 289315 NOMURA 2/15/21 150,000.00 98.250 147,375.00 -1,217.39
SALE 2/02/11 35803QAA FRENSENIUS MED CARE US 5.7500 5.875
55367 2/07/11 289315 NOMURA 2/15/21 175,000.00 98.250 171,937.50 -1,420.28
SALE 2/04/11 36159RAD GEO GROUP INC/THE 6.6250 6.625
55452 2/10/11 289315 NOMURA 2/15/21 125,000.00 100.62 125,781.25 781.25
SALE 2/01/11 37611VAA GIRAFFE ACQUISITION CORP 9.1250 8.982
54568 2/04/11 289315 NOMURA 12/01/18 150,000.00 106.00 159,000.00 7,848.22
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 2/01/11 THROUGH 2/28/11
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
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SALE 2/02/11 37932JAC GLOBAL CROSSING LTD 12.0000 10.554
52963 2/07/11 289315 NOMURA 9/15/15 75,000.00 115.50 86,625.00 7,767.40
SALE 2/23/11 413627BL HARRAHS OPERATING CO INC 11.2500 10.582
51936 2/28/11 289315 NOMURA 6/01/17 125,000.00 113.87 142,343.75 13,634.96
SALE 2/18/11 413627BM HARRAHS OPERATING CO INC 10.0000 15.350
50602 2/24/11 289315 NOMURA 12/15/18 75,000.00 96.250 72,187.50 15,122.78
SALE 2/01/11 45661TAD INERGY LP 8.2500 9.091
42768 2/01/11 289315 NOMURA 3/01/16 250,000.00 102.00 255,000.00 13,441.37
SALE 2/15/11 45661TAK INERGY LP/INERGY FIN 6.8750 6.875
55276 2/18/11 289315 NOMURA 8/01/21 300,000.00 102.37 307,125.00 7,125.00
SALE 2/25/11 45661TAK INERGY LP/INERGY FIN 6.8750 6.875
55276 3/02/11 289315 NOMURA 8/01/21 150,000.00 102.50 153,750.00 3,750.00
SALE 2/17/11 45768VAD INSIGHT COMMUNICATIONS 9.3750 9.276
52530 2/23/11 289315 NOMURA 7/15/18 250,000.00 110.75 276,875.00 25,610.24
SALE 2/18/11 527298AP LEVEL 3 FINANCING INC 10.0000 10.623
52701 2/24/11 289315 NOMURA 2/01/18 175,000.00 103.12 180,468.75 10,749.76
SALE 2/22/11 552953AL MGM MIRAGE INC 6.7500 8.971
49849 2/25/11 289315 NOMURA 9/01/12 325,000.00 102.00 331,500.00 16,534.44
SALE 2/23/11 570506AE MARKWEST ENERGY 8.5000 11.865
46597 2/23/11 289315 NOMURA 7/15/16 125,000.00 104.25 130,312.50 21,750.37
SALE 2/16/11 62546RAB MULTIPLAN INC 9.8750 9.874
53134 2/22/11 289315 NOMURA 9/01/18 75,000.00 108.50 81,375.00 6,375.00
SALE 2/22/11 629377BH NRG ENERGY INC 8.2500 8.249
53592 2/25/11 289315 NOMURA 9/01/20 300,000.00 105.00 315,000.00 15,000.00
SALE 2/17/11 62940QAA NSG HOLDINGS LLC NSG 7.7500 7.909
42324 2/17/11 289315 NOMURA 12/15/25 105,000.00 100.00 105,000.00 1,457.88
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 2/01/11 THROUGH 2/28/11
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
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SALE 2/11/11 639365AD NAVIOS MARITIME 8.8750 9.016
54146 2/16/11 289315 NOMURA 11/01/17 500,000.00 107.50 537,500.00 41,115.42
SALE 2/24/11 639365AE NAVIOS MARITIME HLDS/FIN 8.1250 8.124
55190 3/01/11 289315 NOMURA 2/15/19 175,000.00 99.750 174,562.50 -437.50
SALE 2/02/11 651715AK NEWPAGE CORPORATION 11.3750 12.491
54279 2/07/11 289315 NOMURA 12/31/14 50,000.00 100.75 50,375.00 2,069.77
SALE 2/17/11 67090FAD NUVEEN INVESTMENTS INC 10.5000 19.325
50168 2/23/11 289315 NOMURA 11/15/15 125,000.00 103.00 128,750.00 37,043.17
SALE 2/22/11 67090FAD NUVEEN INVESTMENTS INC 10.5000 19.325
50168 2/25/11 289315 NOMURA 11/15/15 150,000.00 102.50 153,750.00 43,672.06
SALE 2/01/11 68383KAB OPTI CANADA INCORPORATED 8.2500 10.392
45720 2/04/11 289315 NOMURA 12/15/14 114,000.00 55.750 63,555.00 -42,810.82
SALE 2/02/11 68383KAB OPTI CANADA INCORPORATED 8.2500 10.392
45720 2/07/11 289315 NOMURA 12/15/14 250,000.00 53.750 134,375.00 -98,910.87
SALE 2/02/11 68383KAF OPTI CANADA INCORPORATED 9.7500 11.159
53135 2/07/11 289315 NOMURA 8/15/13 75,000.00 93.000 69,750.00 -2,977.14
SALE 2/02/11 68383KAF OPTI CANADA INCORPORATED 9.7500 11.159
53135 2/07/11 289315 NOMURA 8/15/13 150,000.00 93.500 140,250.00 -5,204.27
SALE 2/01/11 68385BAA OPTI CANADA INCORPORATED 9.0000 9.324
49769 2/04/11 289315 NOMURA 12/15/12 75,000.00 98.125 73,593.75 -983.49
SALE 2/01/11 68385BAA OPTI CANADA INCORPORATED 9.0000 9.324
49769 2/04/11 289315 NOMURA 12/15/12 75,000.00 97.750 73,312.50 -1,264.74
SALE 2/24/11 716016AC PETCO ANIMAL SUPPLIES IN 9.2500 9.155
54597 3/01/11 289315 NOMURA 12/01/18 150,000.00 108.25 162,375.00 11,637.84
SALE 2/11/11 816074AG SEITEL INC 9.7500 19.720
43143 2/16/11 289315 NOMURA 2/15/14 75,000.00 98.750 74,062.50 15,402.15
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 2/01/11 THROUGH 2/28/11
NOMURA (5167) -Cont. PAGE: 141
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SALE 2/09/11 832248AH SMITHFIELD FOODS INC 7.7500 12.440
42398 2/09/11 289315 NOMURA 5/15/13 150,000.00 108.00 162,000.00 25,576.99
SALE 2/04/11 87264MAB TRW AUTOMOTIVE INC 7.2500 10.864
46686 2/09/11 289315 NOMURA 3/15/17 800,000.00 110.75 886,000.00 212,662.25
SALE 2/18/11 882330AF TEXAS COMPETITIVE 10.7500 17.654
44548 2/24/11 289315 NOMURA 11/01/15 75,000.00 62.750 47,062.50 -10,681.02
SALE 2/25/11 882330AF TEXAS COMPETITIVE 10.7500 17.654
44548 3/02/11 289315 NOMURA 11/01/15 150,000.00 49.500 74,250.00 -41,348.53
SALE 2/03/11 922036AC VANGUARD HEALTH SYSTEMS 10.625
55319 2/08/11 289315 NOMURA 2/01/16 50,000.00 63.250 31,625.00 1,768.15
SALE 2/03/11 922036AC VANGUARD HEALTH SYSTEMS 10.625
55319 2/08/11 289315 NOMURA 2/01/16 200,000.00 63.000 126,000.00 6,572.59
SALE 2/04/11 922036AC VANGUARD HEALTH SYSTEMS 10.625
55319 2/09/11 289315 NOMURA 2/01/16 150,000.00 63.750 95,625.00 6,028.68
SALE 2/04/11 922036AC VANGUARD HEALTH SYSTEMS 10.625
55319 2/09/11 289315 NOMURA 2/01/16 150,000.00 63.875 95,812.50 6,216.18
SALE 2/23/11 93443TAA WARNER CHILCOTT CO LLC 7.7500 7.412
53799 2/28/11 289315 NOMURA 9/15/18 400,000.00 105.75 423,000.00 15,316.56
SALE 2/25/11 97314XAF WIND ACQUISITION FIN SA 7.2500 7.370
54564 3/02/11 289315 NOMURA 2/15/18 400,000.00 103.75 415,000.00 17,590.61
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SUBTOTAL FIXED SALES: 12,521,468.00 12,512,322.73 844,403.21
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TOTAL FUND SALES: 12,521,468.00 12,512,322.73 844,403.21
END OF REPORT FOR: NOMURA
***** See "foreign investments" note on next page *****
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 2/01/11 THROUGH 2/28/11
NOMURA (5167) PAGE: 142
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