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 1/01/11 THROUGH 1/31/11
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
SALES OF STOCK AND OTHER EQUITIES
SALE 1/07/11 00206R10 AT&T INC. 9.75
32424 1/12/11 424547 ELECTRONIC BROKERAGE SYSTEM 20,000.00 28.850 100.00 576,890.25 -77,604.09
SALE 1/07/11 37291710 GENZYME CORP 18.14
51294 1/12/11 424547 LABRANCHE/0TC 15,000.00 71.542 150.00 1,072,964.86 285,089.86
SALE 1/28/11 53245710 ELI LILLY & CO. 13.40
00151 2/02/11 424606 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 34.891 800.00 697,004.60 -197,818.81
SALE 1/28/11 74271810 PROCTER & GAMBLE CO. 24.64
2112 2/02/11 424606 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 64.166 800.00 1,282,489.36 969,645.93
SUBTOTAL STOCK SALES: 75,000.00 65.93 3,629,349.07 979,312.89
1,850.00
TOTAL FUND SALES: 75,000.00 65.93 3,629,349.07 979,312.89
1,850.00
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 1/01/11 THROUGH 1/31/11
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 1/13/11 03823710 APPLIED SIGNAL TECHNOLOGY, 4.49
29160 1/19/11 424565 ITG (CHANNEL) 7,000.00 37.900 49.00 265,246.51 11,337.61
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 7,000.00 4.49 265,246.51 11,337.61
49.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 7,000.00 4.49 265,246.51 11,337.61
49.00
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 1/01/11 THROUGH 1/31/11
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 1/07/11 912828LC UNITED STATES TREAS NTS 2.6250 2.455
48279 1/11/11 289301 BARCLAYS CAPITAL INC 7/31/14 2,000,000.00 104.73 2,094,602.68 83,132.43
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 2,000,000.00 2,094,602.68 83,132.43
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 2,000,000.00 2,094,602.68 83,132.43
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 1/01/11 THROUGH 1/31/11
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 1/06/11 00184X10 AOL INC
55062 1/11/11 424541 BMO CAPITAL MARKETS/EXECUTI 25,000.00 23.771 250.00 594,520.00
PUR 1/07/11 00184X10 AOL INC
55062 1/12/11 424545 ELECTRONIC BROKERAGE SYSTEM 3,000.00 23.800 15.00 71,415.00
PUR 1/10/11 00184X10 AOL INC
55062 1/13/11 424550 ELECTRONIC BROKERAGE SYSTEM 2,000.00 23.520 10.00 47,050.00
PUR 1/12/11 00184X10 AOL INC
55062 1/18/11 424558 ELECTRONIC BROKERAGE SYSTEM 1,000.00 24.100 5.00 24,105.00
PUR 1/13/11 00184X10 AOL INC
55062 1/19/11 424563 ELECTRONIC BROKERAGE SYSTEM 1,000.00 24.263 5.00 24,268.00
PUR 1/11/11 00206R10 AT&T INC
54667 1/14/11 424554 ELECTRONIC BROKERAGE SYSTEM 2,000.00 27.840 10.00 55,690.00
PUR 1/18/11 00282410 ABBOTT LABS
49973 1/21/11 424572 ELECTRONIC BROKERAGE SYSTEM 2,000.00 47.200 10.00 94,410.00
PUR 1/03/11 02209S10 ALTRIA GROUP INC.
42872 1/06/11 424525 ELECTRONIC BROKERAGE SYSTEM 3,000.00 24.480 15.00 73,455.00
PUR 1/10/11 02313510 AMAZON.COM INC
54816 1/13/11 424550 MERRIMAN/OTC 1,000.00 184.30 10.00 184,309.80
PUR 1/25/11 02313510 AMAZON.COM INC
54816 1/28/11 424592 MERRIMAN/OTC 200.00 175.06 2.00 35,015.00
PUR 1/28/11 02406110 AMERICAN AXLE
54136 2/02/11 424604 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 14.619 150.00 73,246.50
PUR 1/12/11 02991220 AMERICAN TOWER CORP. CL-A
43986 1/18/11 424558 ELECTRONIC BROKERAGE SYSTEM 1,000.00 50.630 5.00 50,635.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
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 1/25/11 03251110 ANADARKO PETROLEUM CORP
52173 1/28/11 424592 ELECTRONIC BROKERAGE SYSTEM 2,000.00 74.795 10.00 149,599.80
PUR 1/06/11 03265410 ANALOG DEVICES
55063 1/11/11 424541 ELECTRONIC BROKERAGE SYSTEM 12,000.00 37.700 60.00 452,460.00
PUR 1/07/11 03265410 ANALOG DEVICES
55063 1/12/11 424545 ELECTRONIC BROKERAGE SYSTEM 3,000.00 37.940 15.00 113,835.00
PUR 1/10/11 03265410 ANALOG DEVICES
55063 1/13/11 424550 ELECTRONIC BROKERAGE SYSTEM 2,000.00 37.370 10.00 74,750.00
PUR 1/12/11 03265410 ANALOG DEVICES
55063 1/18/11 424558 ELECTRONIC BROKERAGE SYSTEM 1,000.00 37.860 5.00 37,865.00
PUR 1/31/11 03741110 APACHE CORP
55412 2/03/11 424609 DEUTSCHE BANK AG (DOMESTIC) 6,000.00 117.83 180.00 707,208.00
PUR 1/18/11 03783310 APPLE INC
36208 1/21/11 424572 MERRIMAN/OTC 2,000.00 327.05 20.00 654,120.00
PUR 1/24/11 03783310 APPLE INC
36208 1/27/11 424588 MERRIMAN/OTC 1,000.00 327.14 10.00 327,155.00
PUR 1/13/11 03938010 ARCH COAL INC
55152 1/19/11 424563 ELECTRONIC BROKERAGE SYSTEM 15,000.00 34.200 75.00 513,075.00
PUR 1/14/11 03938010 ARCH COAL INC
55152 1/20/11 424568 ELECTRONIC BROKERAGE SYSTEM 3,000.00 33.990 15.00 101,985.90
PUR 1/14/11 03938010 ARCH COAL INC
55152 1/20/11 424568 ELECTRONIC BROKERAGE SYSTEM 2,000.00 34.000 10.00 68,010.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 5,000.00 33.994 169,995.90
25.00
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 1/01/11 THROUGH 1/31/11
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 1/18/11 03938010 ARCH COAL INC
55152 1/21/11 424572 ELECTRONIC BROKERAGE SYSTEM 1,000.00 33.030 5.00 33,035.00
PUR 1/19/11 03938010 ARCH COAL INC
55152 1/24/11 424576 ELECTRONIC BROKERAGE SYSTEM 1,000.00 33.710 5.00 33,715.00
PUR 1/24/11 06050510 BANK OF AMERICA CORP
46954 1/27/11 424588 ELECTRONIC BROKERAGE SYSTEM 6,000.00 14.030 30.00 84,210.00
PUR 1/12/11 08467070 BERKSHIRE HATHAWAY INC-CL B
54955 1/18/11 424558 ELECTRONIC BROKERAGE SYSTEM 1,000.00 79.880 5.00 79,885.00
PUR 1/19/11 08467070 BERKSHIRE HATHAWAY INC-CL B
54955 1/24/11 424576 ELECTRONIC BROKERAGE SYSTEM 1,000.00 81.680 5.00 81,685.00
PUR 1/25/11 12526910 CF INDUSTRIES HOLDINGS INC
55335 1/28/11 424592 ELECTRONIC BROKERAGE SYSTEM 5,000.00 129.80 25.00 649,058.00
PUR 1/13/11 12558180 CIT GROUP INC
55174 1/19/11 424563 ELECTRONIC BROKERAGE SYSTEM 17,000.00 47.352 85.00 805,063.90
PUR 1/10/11 12960310 CALGON CARBON CORP
52760 1/13/11 424550 ELECTRONIC BROKERAGE SYSTEM 3,000.00 14.100 15.00 42,315.00
PUR 1/07/11 13442910 CAMPBELL SOUP
54953 1/12/11 424545 ELECTRONIC BROKERAGE SYSTEM 1,000.00 34.600 5.00 34,605.00
PUR 1/28/11 14204220 CARIBOU COFFEE CO INC
51581 2/02/11 424604 JANNEY MONTGOMERY SCOTT 2,000.00 9.492 60.00 19,043.00
PUR 1/31/11 14204220 CARIBOU COFFEE CO INC
51581 2/03/11 424609 JANNEY MONTGOMERY SCOTT 2,000.00 9.458 60.00 18,975.00
PUR 1/31/11 14204220 CARIBOU COFFEE CO INC
51581 2/03/11 424609 JANNEY MONTGOMERY SCOTT 2,000.00 9.022 60.00 18,104.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 9.240 37,079.00
120.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
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 1/13/11 14754D10 CASH AMERICA INTL INC
55157 1/19/11 424563 ELECTRONIC BROKERAGE SYSTEM 15,000.00 39.281 75.00 589,294.50
PUR 1/14/11 14754D10 CASH AMERICA INTL INC
55157 1/20/11 424568 ELECTRONIC BROKERAGE SYSTEM 1,000.00 39.635 5.00 39,639.70
PUR 1/19/11 14754D10 CASH AMERICA INTL INC
55157 1/24/11 424576 ELECTRONIC BROKERAGE SYSTEM 2,000.00 39.032 10.00 78,074.20
PUR 1/19/11 14754D10 CASH AMERICA INTL INC
55157 1/24/11 424576 ELECTRONIC BROKERAGE SYSTEM 2,000.00 39.780 10.00 79,570.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 39.406 157,644.20
20.00
PUR 1/28/11 17240710 CINEDIGM DIGITAL CINEMA C
51044 2/02/11 424604 JANNEY MONTGOMERY SCOTT 5,000.00 1.577 150.00 8,032.50
PUR 1/25/11 17737610 CITRIX SYSTEMS
55332 1/28/11 424592 MERRIMAN/OTC 9,000.00 62.249 90.00 560,333.70
PUR 1/26/11 17737610 CITRIX SYSTEMS
55332 1/31/11 424596 JANNEY MONTGOMERY SCOTT 1,000.00 61.870 30.00 61,900.00
PUR 1/10/11 20586240 COMVERSE TECH I
55089 1/13/11 424550 MERRIMAN/OTC 20,000.00 7.350 200.00 147,200.00
PUR 1/19/11 20586240 COMVERSE TECH I
55089 1/24/11 424576 LABRANCHE/0TC 10,000.00 7.099 100.00 71,085.00
PUR 1/20/11 20586240 COMVERSE TECH I
55089 1/25/11 424580 MERRIMAN/OTC 10,000.00 7.000 100.00 70,100.00
PUR 1/25/11 20586240 COMVERSE TECH I
55089 1/28/11 424592 MERRIMAN/OTC 10,000.00 7.032 100.00 70,415.00
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 1/01/11 THROUGH 1/31/11
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 1/28/11 20586240 COMVERSE TECH I
55089 2/02/11 424604 JANNEY MONTGOMERY SCOTT 10,000.00 6.921 300.00 69,510.00
PUR 1/14/11 20825C10 CONOCOPHILLIPS
37805 1/20/11 424568 ELECTRONIC BROKERAGE SYSTEM 6,000.00 67.548 30.00 405,315.00
PUR 1/19/11 22284P10 COVENANT TRANSPORT INC CL A
55247 1/24/11 424576 LABRANCHE/0TC 20,000.00 8.750 200.00 175,196.00
PUR 1/20/11 22284P10 COVENANT TRANSPORT INC CL A
55247 1/25/11 424580 LABRANCHE/0TC 5,000.00 8.447 50.00 42,284.00
PUR 1/20/11 22284P10 COVENANT TRANSPORT INC CL A
55247 1/25/11 424580 MERRIMAN/OTC 10,000.00 8.846 100.00 88,564.00
PUR 1/21/11 22284P10 COVENANT TRANSPORT INC CL A
55247 1/26/11 424584 MERRIMAN/OTC 10,000.00 8.729 100.00 87,391.00
PUR 1/25/11 22284P10 COVENANT TRANSPORT INC CL A
55247 1/28/11 424592 MERRIMAN/OTC 5,000.00 8.876 50.00 44,430.50
PUR 1/14/11 22544710 CREE INC
55206 1/20/11 424568 ITG (CHANNEL) 7,000.00 65.712 49.00 460,030.20
PUR 1/14/11 22544710 CREE INC
55206 1/20/11 424568 MERRIMAN/OTC 1,000.00 63.216 10.00 63,226.00
PUR 1/19/11 22822710 CROWN CASTLE INTL CORP
54441 1/24/11 424576 ELECTRONIC BROKERAGE SYSTEM 1,000.00 41.900 5.00 41,905.00
PUR 1/25/11 23102110 CUMMINS ENGINE
55333 1/28/11 424592 ELECTRONIC BROKERAGE SYSTEM 1,000.00 105.69 5.00 105,698.60
PUR 1/25/11 23102110 CUMMINS ENGINE
55333 1/28/11 424592 ELECTRONIC BROKERAGE SYSTEM 5,000.00 105.59 25.00 528,013.50
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 6,000.00 105.61 633,712.10
30.00
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 1/01/11 THROUGH 1/31/11
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 1/27/11 23102110 CUMMINS ENGINE
55333 2/01/11 424600 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 110.79 30.00 110,829.00
PUR 1/03/11 25490A10 DIRECTV GROUP INC
52520 1/06/11 424525 ELECTRONIC BROKERAGE SYSTEM 1,000.00 40.236 5.00 40,241.00
PUR 1/12/11 26353410 DUPONT
55120 1/18/11 424558 ELECTRONIC BROKERAGE SYSTEM 12,000.00 49.450 60.00 593,460.00
PUR 1/13/11 26353410 DUPONT
55120 1/19/11 424563 ELECTRONIC BROKERAGE SYSTEM 2,000.00 49.380 10.00 98,770.00
PUR 1/19/11 26353410 DUPONT
55120 1/24/11 424576 ELECTRONIC BROKERAGE SYSTEM 2,000.00 48.800 10.00 97,610.00
PUR 1/20/11 26353410 DUPONT
55120 1/25/11 424580 ELECTRONIC BROKERAGE SYSTEM 2,000.00 48.750 10.00 97,510.00
PUR 1/19/11 27864210 EBAY INC
53992 1/24/11 424576 LABRANCHE/0TC 2,000.00 29.450 20.00 58,920.00
PUR 1/28/11 29363910 ENTERCOM COMMUNICATIONS COR
37233 2/02/11 424604 DEUTSCHE BANK AG (DOMESTIC) 6,000.00 10.187 180.00 61,304.40
PUR 1/31/11 29363910 ENTERCOM COMMUNICATIONS COR
37233 2/03/11 424609 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 9.779 60.00 19,617.00
PUR 1/07/11 29380T10 ENTERTAINMENT PROPERTIES TR
43302 1/12/11 424545 ELECTRONIC BROKERAGE SYSTEM 1,000.00 45.570 5.00 45,575.00
PUR 1/11/11 29380T10 ENTERTAINMENT PROPERTIES TR
43302 1/14/11 424554 ELECTRONIC BROKERAGE SYSTEM 2,000.00 44.775 10.00 89,559.00
PUR 1/12/11 29380T10 ENTERTAINMENT PROPERTIES TR
43302 1/18/11 424558 ELECTRONIC BROKERAGE SYSTEM 1,000.00 45.050 5.00 45,055.00
PUR 1/07/11 29444U50 EQUINIX INC.
55078 1/12/11 424545 LABRANCHE/0TC 6,000.00 82.036 60.00 492,276.60
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
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 1/10/11 29444U50 EQUINIX INC.
55078 1/13/11 424550 MERRIMAN/OTC 1,000.00 82.100 10.00 82,110.00
PUR 1/27/11 29444U50 EQUINIX INC.
55362 2/01/11 424600 JANNEY MONTGOMERY SCOTT 7,500.00 87.616 225.00 657,341.25
PUR 1/31/11 29444U50 EQUINIX INC.
55362 2/03/11 424609 JANNEY MONTGOMERY SCOTT 4,000.00 87.973 120.00 352,012.40
PUR 1/13/11 38141G10 GOLDMAN SACHS GROUP INC
53240 1/19/11 424563 ELECTRONIC BROKERAGE SYSTEM 1,000.00 171.53 5.00 171,542.00
PUR 1/10/11 38526M10 GRAND CANYON EDUCATION INC
55090 1/13/11 424550 LABRANCHE/0TC 5,000.00 17.687 50.00 88,486.50
PUR 1/10/11 38526M10 GRAND CANYON EDUCATION INC
55090 1/13/11 424550 MERRIMAN/OTC 30,000.00 18.104 300.00 543,405.00
PUR 1/11/11 38526M10 GRAND CANYON EDUCATION INC
55090 1/14/11 424554 MERRIMAN/OTC 5,000.00 18.300 50.00 91,550.00
PUR 1/11/11 38526M10 GRAND CANYON EDUCATION INC
55090 1/14/11 424554 MERRIMAN/OTC 2,000.00 18.155 20.00 36,330.40
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 7,000.00 18.259 127,880.40
70.00
PUR 1/12/11 38526M10 GRAND CANYON EDUCATION INC
55090 1/18/11 424558 INSTINET (PORTAL) 2,000.00 18.176 14.00 36,366.60
PUR 1/19/11 38526M10 GRAND CANYON EDUCATION INC
55090 1/24/11 424576 LABRANCHE/0TC 1,000.00 18.120 10.00 18,130.00
PUR 1/24/11 40621610 HALLIBURTON CO
55310 1/27/11 424588 ELECTRONIC BROKERAGE SYSTEM 15,000.00 39.587 75.00 593,883.00
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 1/01/11 THROUGH 1/31/11
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 1/25/11 40621610 HALLIBURTON CO
55310 1/28/11 424592 ELECTRONIC BROKERAGE SYSTEM 2,000.00 39.987 10.00 79,984.00
PUR 1/26/11 40621610 HALLIBURTON CO
55310 1/31/11 424596 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 40.710 30.00 40,740.00
PUR 1/07/11 42270410 HECLA MINING
53677 1/12/11 424545 ELECTRONIC BROKERAGE SYSTEM 3,000.00 9.720 15.00 29,175.00
PUR 1/11/11 42270410 HECLA MINING
53677 1/14/11 424554 ELECTRONIC BROKERAGE SYSTEM 3,000.00 10.340 15.00 31,035.00
PUR 1/14/11 42270410 HECLA MINING
53677 1/20/11 424568 ELECTRONIC BROKERAGE SYSTEM 2,000.00 9.530 10.00 19,070.00
PUR 1/27/11 42270410 HECLA MINING
53677 2/01/11 424600 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 8.880 300.00 89,099.00
PUR 1/11/11 47714310 JETBLUE AIRWAYS
54820 1/14/11 424554 LABRANCHE/0TC 10,000.00 6.820 100.00 68,300.00
PUR 1/24/11 47836610 JOHNSON CONTROL
55307 1/27/11 424588 ELECTRONIC BROKERAGE SYSTEM 15,000.00 38.446 75.00 576,769.50
PUR 1/25/11 47836610 JOHNSON CONTROL
55307 1/28/11 424592 ELECTRONIC BROKERAGE SYSTEM 2,000.00 38.621 10.00 77,251.00
PUR 1/26/11 47836610 JOHNSON CONTROL
55307 1/31/11 424596 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 38.850 60.00 77,760.00
PUR 1/27/11 47836610 JOHNSON CONTROL
55307 2/01/11 424600 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 38.881 60.00 77,821.00
PUR 1/25/11 48247020 KIT DIGITAL INC
47968 1/28/11 424592 MERRIMAN/OTC 2,000.00 14.050 20.00 28,120.00
PUR 1/26/11 48247020 KIT DIGITAL INC
47968 1/31/11 424596 JANNEY MONTGOMERY SCOTT 2,000.00 14.254 60.00 28,567.00
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 1/01/11 THROUGH 1/31/11
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 1/20/11 48517030 KANSAS CITY SOUTHERN
25663 1/25/11 424580 ELECTRONIC BROKERAGE SYSTEM 1,000.00 48.449 5.00 48,454.00
PUR 1/25/11 48517030 KANSAS CITY SOUTHERN
25663 1/28/11 424592 ELECTRONIC BROKERAGE SYSTEM 1,000.00 48.494 5.00 48,499.00
PUR 1/27/11 48517030 KANSAS CITY SOUTHERN
25663 2/01/11 424600 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 48.535 60.00 97,129.60
PUR 1/12/11 50240320 LTX-CREDENCE CORP
53881 1/18/11 424558 INSTINET (PORTAL) 2,000.00 7.701 14.00 15,415.60
PUR 1/31/11 52490110 LEGG MASON INC
53716 2/03/11 424609 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 33.260 30.00 33,290.00
PUR 1/20/11 53274610 LIMONEIRA CO
55267 1/25/11 424580 LABRANCHE/0TC 20,000.00 25.057 200.00 501,338.00
PUR 1/21/11 53274610 LIMONEIRA CO
55267 1/26/11 424584 ITG (CHANNEL) 4,700.00 26.261 32.90 123,457.25
PUR 1/24/11 53274610 LIMONEIRA CO
55267 1/27/11 424588 ITG (CHANNEL) 300.00 25.392 2.10 7,619.61
PUR 1/25/11 53274610 LIMONEIRA CO
55267 1/28/11 424592 ITG (CHANNEL) 1,000.00 25.268 7.00 25,274.80
PUR 1/26/11 53274610 LIMONEIRA CO
55267 1/31/11 424596 JANNEY MONTGOMERY SCOTT 1,000.00 25.745 30.00 25,775.00
PUR 1/28/11 53274610 LIMONEIRA CO
55267 2/02/11 424604 JANNEY MONTGOMERY SCOTT 1,000.00 23.319 30.00 23,349.40
PUR 1/28/11 53274610 LIMONEIRA CO
55267 2/02/11 424604 JANNEY MONTGOMERY SCOTT 1,000.00 25.308 30.00 25,337.50
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000.00 24.313 48,686.90
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 1/01/11 THROUGH 1/31/11
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 1/31/11 53274610 LIMONEIRA CO
55267 2/03/11 424609 JANNEY MONTGOMERY SCOTT 1,000.00 22.487 30.00 22,517.00
PUR 1/07/11 53814610 LIVEPERSON INC
53020 1/12/11 424545 LABRANCHE/0TC 2,000.00 11.421 20.00 22,862.80
PUR 1/10/11 53814610 LIVEPERSON INC
53020 1/13/11 424550 MERRIMAN/OTC 4,000.00 11.272 40.00 45,126.40
PUR 1/11/11 53814610 LIVEPERSON INC
53020 1/14/11 424554 MERRIMAN/OTC 2,000.00 11.255 20.00 22,529.40
PUR 1/24/11 53814610 LIVEPERSON INC
53020 1/27/11 424588 MERRIMAN/OTC 2,000.00 11.100 20.00 22,220.00
PUR 1/27/11 53814610 LIVEPERSON INC
53020 2/01/11 424600 JANNEY MONTGOMERY SCOTT 2,000.00 11.207 60.00 22,473.20
PUR 1/03/11 55271510 MEMC ELECTRONIC MATERIALS
55003 1/06/11 424525 ELECTRONIC BROKERAGE SYSTEM 50,000.00 11.420 250.00 571,250.00
PUR 1/04/11 55271510 MEMC ELECTRONIC MATERIALS
55003 1/07/11 424531 ELECTRONIC BROKERAGE SYSTEM 6,000.00 11.380 30.00 68,310.00
PUR 1/07/11 55271510 MEMC ELECTRONIC MATERIALS
55003 1/12/11 424545 ELECTRONIC BROKERAGE SYSTEM 4,000.00 11.360 20.00 45,460.00
PUR 1/10/11 55271510 MEMC ELECTRONIC MATERIALS
55003 1/13/11 424550 ELECTRONIC BROKERAGE SYSTEM 4,000.00 11.420 20.00 45,700.00
PUR 1/19/11 56584910 MARATHON OIL CORP
55245 1/24/11 424576 ELECTRONIC BROKERAGE SYSTEM 15,000.00 42.170 75.00 632,625.00
PUR 1/20/11 56584910 MARATHON OIL CORP
55245 1/25/11 424580 ELECTRONIC BROKERAGE SYSTEM 5,000.00 41.970 25.00 209,875.00
PUR 1/28/11 56584910 MARATHON OIL CORP
55245 2/02/11 424604 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 44.810 30.00 44,840.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
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 1/19/11 57620610 MASSEY ENERGY
54689 1/24/11 424576 ELECTRONIC BROKERAGE SYSTEM 1,000.00 56.110 5.00 56,115.00
PUR 1/20/11 57620610 MASSEY ENERGY
54689 1/25/11 424580 ELECTRONIC BROKERAGE SYSTEM 1,000.00 52.700 5.00 52,705.00
PUR 1/03/11 58933Y10 MERCK & CO. INC.
49253 1/06/11 424525 ELECTRONIC BROKERAGE SYSTEM 2,000.00 36.240 10.00 72,490.00
PUR 1/13/11 58933Y10 MERCK & CO. INC.
49253 1/19/11 424563 ELECTRONIC BROKERAGE SYSTEM 3,000.00 34.800 15.00 104,415.00
PUR 1/14/11 58933Y10 MERCK & CO. INC.
49253 1/20/11 424568 ELECTRONIC BROKERAGE SYSTEM 1,000.00 34.310 5.00 34,315.00
PUR 1/19/11 58933Y10 MERCK & CO. INC.
49253 1/24/11 424576 ELECTRONIC BROKERAGE SYSTEM 1,000.00 34.040 5.00 34,045.00
PUR 1/20/11 58933Y10 MERCK & CO. INC.
49253 1/25/11 424580 ELECTRONIC BROKERAGE SYSTEM 2,000.00 33.800 10.00 67,610.00
PUR 1/27/11 58933Y10 MERCK & CO. INC.
49253 2/01/11 424600 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 33.340 60.00 66,740.00
PUR 1/28/11 59491810 MICROSOFT CORP.
12799 2/02/11 424604 JANNEY MONTGOMERY SCOTT 3,000.00 27.610 90.00 82,920.00
PUR 1/28/11 59491810 MICROSOFT CORP.
12799 2/02/11 424604 JANNEY MONTGOMERY SCOTT 3,000.00 27.610 90.00 82,919.70
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 6,000.00 27.610 165,839.70
180.00
PUR 1/13/11 65163910 NEWMONT MINING
54990 1/19/11 424563 ELECTRONIC BROKERAGE SYSTEM 2,000.00 57.516 10.00 115,041.80
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
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 1/11/11 67066G10 NVIDIA CORP
55116 1/14/11 424554 MERRIMAN/OTC 30,000.00 20.444 300.00 613,617.00
PUR 1/11/11 67066G10 NVIDIA CORP
55116 1/14/11 424554 MERRIMAN/OTC 1,000.00 20.490 10.00 20,500.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 31,000.00 20.445 634,117.00
310.00
PUR 1/12/11 67066G10 NVIDIA CORP
55116 1/18/11 424558 INSTINET (PORTAL) 3,000.00 20.318 21.00 60,975.90
PUR 1/10/11 68389X10 ORACLE CORP
46204 1/13/11 424550 MERRIMAN/OTC 2,000.00 31.019 20.00 62,057.00
PUR 1/13/11 68389X10 ORACLE CORP
46204 1/19/11 424563 ITG (CHANNEL) 2,000.00 31.000 14.00 62,014.60
PUR 1/03/11 71344810 PEPSICO INC
43554 1/06/11 424525 ELECTRONIC BROKERAGE SYSTEM 2,000.00 65.990 10.00 131,990.00
PUR 1/27/11 75043810 RADIOSHACK CORP
51292 2/01/11 424600 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 15.680 60.00 31,420.00
PUR 1/03/11 77390310 ROCKWELL AUTOMATION
55002 1/06/11 424525 ELECTRONIC BROKERAGE SYSTEM 8,000.00 72.450 40.00 579,640.00
PUR 1/05/11 77390310 ROCKWELL AUTOMATION
55002 1/10/11 424536 ELECTRONIC BROKERAGE SYSTEM 1,000.00 73.300 5.00 73,305.00
PUR 1/07/11 77390310 ROCKWELL AUTOMATION
55002 1/12/11 424545 ELECTRONIC BROKERAGE SYSTEM 1,000.00 73.250 5.00 73,255.00
PUR 1/13/11 77390310 ROCKWELL AUTOMATION
55002 1/19/11 424563 ELECTRONIC BROKERAGE SYSTEM 1,000.00 72.718 5.00 72,723.00
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 1/01/11 THROUGH 1/31/11
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 1/13/11 80090720 SANMINA-SCI CORP
49559 1/19/11 424563 ITG (CHANNEL) 2,000.00 12.888 14.00 25,790.60
PUR 1/28/11 85811910 STEEL DYNAMICS
55381 2/02/11 424604 JANNEY MONTGOMERY SCOTT 2,000.00 18.180 60.00 36,420.00
PUR 1/28/11 85811910 STEEL DYNAMICS
55381 2/02/11 424604 MORGAN STANLEY 40,000.00 18.461 1,200.00 739,628.00
PUR 1/10/11 87161C10 SYNOVUS FINANCIAL CORP
53638 1/13/11 424550 ELECTRONIC BROKERAGE SYSTEM 30,000.00 2.550 150.00 76,650.00
PUR 1/06/11 87655330 TASTY BAKING CO.
38737 1/11/11 424541 INSTINET (PORTAL) 10,000.00 4.119 70.00 41,259.00
PUR 1/06/11 87655330 TASTY BAKING CO.
38737 1/11/11 424541 LABRANCHE/0TC 34,000.00 4.174 340.00 142,269.60
PUR 1/07/11 87655330 TASTY BAKING CO.
38737 1/12/11 424545 LABRANCHE/0TC 10,000.00 4.067 100.00 40,765.00
PUR 1/10/11 87655330 TASTY BAKING CO.
38737 1/13/11 424550 INSTINET (PORTAL) 5,000.00 4.072 35.00 20,392.50
PUR 1/10/11 87655330 TASTY BAKING CO.
38737 1/13/11 424550 MERRIMAN/OTC 5,000.00 4.125 50.00 20,673.00
PUR 1/13/11 87655330 TASTY BAKING CO.
38737 1/19/11 424563 ITG (CHANNEL) 10,000.00 4.026 70.00 40,330.00
PUR 1/18/11 87655330 TASTY BAKING CO.
38737 1/21/11 424572 INSTINET (PORTAL) 10,000.00 4.061 70.00 40,684.00
PUR 1/07/11 88732J20 TIME WARNER CABLE INC
52800 1/12/11 424545 ELECTRONIC BROKERAGE SYSTEM 2,000.00 66.700 10.00 133,410.00
PUR 1/07/11 90297330 US BANCORP
54818 1/12/11 424545 ELECTRONIC BROKERAGE SYSTEM 2,000.00 26.030 10.00 52,070.00
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 1/01/11 THROUGH 1/31/11
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 1/12/11 90297330 US BANCORP
54818 1/18/11 424558 ELECTRONIC BROKERAGE SYSTEM 1,000.00 26.290 5.00 26,295.00
PUR 1/28/11 90341W10 US AIRWAYS GROUP INC
54758 2/02/11 424604 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 10.170 150.00 50,999.50
PUR 1/25/11 91126810 UNITED ONLINE INC
44273 1/28/11 424592 MERRIMAN/OTC 4,000.00 7.036 40.00 28,182.00
PUR 1/26/11 91126810 UNITED ONLINE INC
44273 1/31/11 424596 JANNEY MONTGOMERY SCOTT 4,000.00 7.039 120.00 28,274.00
PUR 1/07/11 93439040 WARNACO GROUP INC
54954 1/12/11 424545 ELECTRONIC BROKERAGE SYSTEM 2,000.00 48.807 10.00 97,623.00
PUR 1/10/11 94974610 WELLS FARGO & CO
46540 1/13/11 424550 ELECTRONIC BROKERAGE SYSTEM 4,000.00 31.201 20.00 124,825.20
PUR 1/03/11 96181530 WESTWOOD ONE INC
51695 1/06/11 424525 LABRANCHE/0TC 1,000.00 9.685 10.00 9,695.00
PUR 1/12/11 96181530 WESTWOOD ONE INC
51695 1/18/11 424558 ITG (CHANNEL) 1,000.00 9.115 7.00 9,121.50
PUR 1/14/11 96181530 WESTWOOD ONE INC
51695 1/20/11 424568 MERRIMAN/OTC 1,000.00 8.970 10.00 8,980.00
PUR 1/18/11 96181530 WESTWOOD ONE INC
51695 1/21/11 424572 MERRIMAN/OTC 1,000.00 9.002 10.00 9,012.20
PUR 1/19/11 96181530 WESTWOOD ONE INC
51695 1/24/11 424576 LABRANCHE/0TC 1,000.00 9.220 10.00 9,230.00
PUR 1/20/11 96181530 WESTWOOD ONE INC
51695 1/25/11 424580 ITG (CHANNEL) 2,000.00 8.625 14.00 17,263.00
PUR 1/20/11 96181530 WESTWOOD ONE INC
51695 1/25/11 424580 ITG (CHANNEL) 1,000.00 8.876 7.00 8,882.50
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 3,000.00 8.708 26,145.50
21.00
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 1/01/11 THROUGH 1/31/11
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 1/24/11 96181530 WESTWOOD ONE INC
51695 1/27/11 424588 MERRIMAN/OTC 1,000.00 8.329 10.00 8,339.20
PUR 1/25/11 96181530 WESTWOOD ONE INC
51695 1/28/11 424592 ITG (CHANNEL) 1,000.00 8.097 7.00 8,104.20
PUR 1/26/11 96181530 WESTWOOD ONE INC
51695 1/31/11 424596 JANNEY MONTGOMERY SCOTT 1,000.00 8.160 30.00 8,189.70
PUR 1/27/11 96181530 WESTWOOD ONE INC
51695 2/01/11 424600 JANNEY MONTGOMERY SCOTT 1,000.00 8.409 30.00 8,438.70
PUR 1/28/11 96181530 WESTWOOD ONE INC
51695 2/02/11 424604 JANNEY MONTGOMERY SCOTT 1,000.00 8.225 30.00 8,254.60
PUR 1/31/11 96181530 WESTWOOD ONE INC
51695 2/03/11 424609 JANNEY MONTGOMERY SCOTT 1,000.00 8.188 30.00 8,218.30
PUR 1/11/11 98433210 YAHOO! INC
54317 1/14/11 424554 MERRIMAN/OTC 2,000.00 16.700 20.00 33,420.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 878,700.00 23,283,892.81
9,790.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 878,700.00 23,283,892.81
9,790.00
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 1/24/11 00817Y10 AETNA INC 1.91
51548 1/27/11 424589 ELECTRONIC BROKERAGE SYSTEM 3,000.00 33.120 15.00 99,343.09 7,300.62
SALE 1/03/11 02406110 AMERICAN AXLE .45
54136 1/06/11 424526 ELECTRONIC BROKERAGE SYSTEM 2,000.00 13.040 10.00 26,069.55 7,378.72
SALE 1/10/11 02406110 AMERICAN AXLE .52
54136 1/13/11 424551 ELECTRONIC BROKERAGE SYSTEM 2,000.00 15.200 10.00 30,389.48 11,698.65
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 1/01/11 THROUGH 1/31/11
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/11/11 02406110 AMERICAN AXLE .52
54136 1/14/11 424555 ELECTRONIC BROKERAGE SYSTEM 2,000.00 15.320 10.00 30,629.48 11,938.65
SALE 1/12/11 02406110 AMERICAN AXLE .53
54136 1/18/11 424559 ELECTRONIC BROKERAGE SYSTEM 2,000.00 15.540 10.00 31,069.47 12,378.64
SALE 1/13/11 02406110 AMERICAN AXLE .54
54136 1/19/11 424564 ELECTRONIC BROKERAGE SYSTEM 2,000.00 15.710 10.00 31,409.46 12,718.63
SALE 1/14/11 02406110 AMERICAN AXLE .54
54136 1/20/11 424569 ELECTRONIC BROKERAGE SYSTEM 2,000.00 15.950 10.00 31,889.46 13,198.62
SALE 1/18/11 02406110 AMERICAN AXLE .62
54136 1/21/11 424573 ELECTRONIC BROKERAGE SYSTEM 2,000.00 16.030 10.00 32,049.38 13,358.55
SALE 1/24/11 02406110 AMERICAN AXLE .57
54136 1/27/11 424589 ELECTRONIC BROKERAGE SYSTEM 2,000.00 14.770 10.00 29,529.43 10,838.59
SALE 1/25/11 02991220 AMERICAN TOWER CORP. CL-A .98
43986 1/28/11 424593 ELECTRONIC BROKERAGE SYSTEM 1,000.00 50.570 5.00 50,564.02 19,879.66
SALE 1/19/11 03251110 ANADARKO PETROLEUM CORP 2.99
52173 1/24/11 424577 ELECTRONIC BROKERAGE SYSTEM 2,000.00 77.740 10.00 155,466.81 68,903.03
SALE 1/06/11 03783310 APPLE INC 2.83
36208 1/11/11 424542 LABRANCHE/0TC 500.00 335.00 5.00 167,492.17 74,193.45
SALE 1/13/11 04315B10 ARTIO GLOBAL INVESTORS INC 7.15
52371 1/19/11 424564 ELECTRONIC BROKERAGE SYSTEM 28,000.00 15.094 140.00 422,484.85 -78,341.15
SALE 1/13/11 04315B10 ARTIO GLOBAL INVESTORS INC 1.79
52371 1/19/11 424564 LIQUIDNET 7,000.00 15.125 140.00 105,733.21 -19,473.29
SALE 1/12/11 04420910 ASHLAND INC .93
53713 1/18/11 424559 ELECTRONIC BROKERAGE SYSTEM 1,000.00 54.650 5.00 54,644.07 5,040.08
SALE 1/18/11 04420910 ASHLAND INC 2.13
53713 1/21/11 424573 ELECTRONIC BROKERAGE SYSTEM 2,000.00 55.325 10.00 110,636.87 11,428.90
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 1/01/11 THROUGH 1/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 20
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/20/11 04420910 ASHLAND INC 1.04
53713 1/25/11 424581 ELECTRONIC BROKERAGE SYSTEM 1,000.00 53.860 5.00 53,853.96 4,249.97
SALE 1/25/11 04420910 ASHLAND INC 4.39
53713 1/28/11 424593 ELECTRONIC BROKERAGE SYSTEM 4,000.00 57.077 20.00 228,284.81 29,868.86
SALE 1/26/11 04420910 ASHLAND INC 2.21
53713 1/31/11 424597 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 57.433 60.00 114,804.59 15,596.62
SALE 1/27/11 04420910 ASHLAND INC 2.27
53713 2/01/11 424601 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 59.176 60.00 118,290.53 19,082.55
SALE 1/28/11 04420910 ASHLAND INC 2.24
53713 2/02/11 424605 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 58.411 60.00 116,760.56 17,552.59
SALE 1/31/11 04420910 ASHLAND INC 2.24
53713 2/03/11 424610 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 58.282 60.00 116,500.76 17,292.78
SALE 1/10/11 05275N10 AUTOBYTEL INC .19
51859 1/13/11 424551 MERRIMAN/OTC 10,000.00 1.103 100.00 10,925.81 -171.19
SALE 1/25/11 05722410 BAKER HUGHES IN 3.52
52887 1/28/11 424593 ELECTRONIC BROKERAGE SYSTEM 3,000.00 61.031 15.00 183,073.58 54,385.55
SALE 1/27/11 05722410 BAKER HUGHES IN 2.57
52887 2/01/11 424601 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 66.930 60.00 133,797.43 48,005.41
SALE 1/31/11 05722410 BAKER HUGHES IN 1.32
52887 2/03/11 424610 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 68.640 30.00 68,608.68 25,712.67
SALE 1/07/11 06050510 BANK OF AMERICA CORP .50
46954 1/12/11 424546 ELECTRONIC BROKERAGE SYSTEM 2,000.00 14.550 10.00 29,089.50 2,915.38
SALE 1/12/11 06050510 BANK OF AMERICA CORP .51
46954 1/18/11 424559 ELECTRONIC BROKERAGE SYSTEM 2,000.00 14.900 10.00 29,789.49 3,615.37
SALE 1/18/11 06050510 BANK OF AMERICA CORP 1.16
46954 1/21/11 424573 ELECTRONIC BROKERAGE SYSTEM 4,000.00 15.100 20.00 60,378.84 8,030.59
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/20/11 06050510 BANK OF AMERICA CORP .55
46954 1/25/11 424581 ELECTRONIC BROKERAGE SYSTEM 2,000.00 14.250 10.00 28,489.45 2,315.33
SALE 1/24/11 08467070 BERKSHIRE HATHAWAY INC-CL B 7.96
54955 1/27/11 424589 ELECTRONIC BROKERAGE SYSTEM 5,000.00 82.910 25.00 414,514.54 15,341.91
SALE 1/10/11 08578910 BERRY PETROLEUM CO .75
42924 1/13/11 424551 ELECTRONIC BROKERAGE SYSTEM 1,000.00 44.260 5.00 44,254.25 19,699.90
SALE 1/03/11 09534T50 BLUE COAT SYSTEMS 2.04
53508 1/06/11 424526 LABRANCHE/0TC 4,000.00 30.158 40.00 120,591.16 20,808.93
SALE 1/07/11 09534T50 BLUE COAT SYSTEMS 1.08
53508 1/12/11 424546 LABRANCHE/0TC 2,000.00 31.996 20.00 63,970.12 14,079.01
SALE 1/10/11 09534T50 BLUE COAT SYSTEMS 4.27
53508 1/13/11 424551 MERRIMAN/OTC 8,000.00 31.570 80.00 252,476.53 52,912.08
SALE 1/07/11 14204220 CARIBOU COFFEE CO INC .36
51581 1/12/11 424546 LABRANCHE/0TC 2,000.00 10.520 20.00 21,019.84 5,051.16
SALE 1/10/11 14204220 CARIBOU COFFEE CO INC .36
51581 1/13/11 424551 MERRIMAN/OTC 2,000.00 10.594 20.00 21,167.64 5,198.96
SALE 1/03/11 16117M30 CHARTER COMMUNICATIONS .66
52659 1/06/11 424526 LABRANCHE/0TC 1,000.00 39.004 10.00 38,993.34 3,716.86
SALE 1/05/11 16117M30 CHARTER COMMUNICATIONS .66
52659 1/10/11 424537 LABRANCHE/0TC 1,000.00 39.075 10.00 39,064.34 3,787.85
SALE 1/06/11 16117M30 CHARTER COMMUNICATIONS 10.61
52659 1/11/11 424542 LABRANCHE/0TC 16,000.00 39.234 160.00 627,579.79 63,156.03
SALE 1/11/11 16516710 CHESAPEAKE ENERGY CORP. .46
41851 1/14/11 424555 ELECTRONIC BROKERAGE SYSTEM 1,000.00 27.020 5.00 27,014.54 3,276.15
SALE 1/19/11 17275510 CIRRUS LOGIC .73
53353 1/24/11 424577 LABRANCHE/0TC 2,000.00 19.000 20.00 37,979.27 5,895.45
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 22
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/28/11 17275510 CIRRUS LOGIC 5.80
53353 2/02/11 424605 JANNEY MONTGOMERY SCOTT 14,000.00 21.555 420.00 301,337.20 76,750.42
SALE 1/31/11 17275510 CIRRUS LOGIC .82
53353 2/03/11 424610 JANNEY MONTGOMERY SCOTT 2,000.00 21.139 60.00 42,217.18 10,133.36
SALE 1/27/11 17737610 CITRIX SYSTEMS 8.75
55332 2/01/11 424601 JANNEY MONTGOMERY SCOTT 7,000.00 65.042 210.00 455,078.05 19,514.46
SALE 1/07/11 18538Q10 CLEARWIRE CORP CL-A 1.93
54702 1/12/11 424546 LABRANCHE/0TC 20,000.00 5.701 200.00 113,810.07 -1,389.73
SALE 1/12/11 18538Q10 CLEARWIRE CORP CL-A .49
54702 1/18/11 424559 INSTINET (PORTAL) 5,000.00 5.768 35.00 28,806.51 6.56
SALE 1/03/11 20825C10 CONOCOPHILLIPS 2.33
37805 1/06/11 424526 ELECTRONIC BROKERAGE SYSTEM 2,000.00 68.730 10.00 137,447.67 29,107.90
SALE 1/19/11 20825C10 CONOCOPHILLIPS 5.20
37805 1/24/11 424577 ELECTRONIC BROKERAGE SYSTEM 4,000.00 67.607 20.00 270,402.00 47,031.16
SALE 1/13/11 20854P10 CONSOL ENERGY INC 4.53
51131 1/19/11 424564 ELECTRONIC BROKERAGE SYSTEM 5,000.00 53.559 25.00 267,766.47 53,130.90
SALE 1/11/11 21037110 CONSTELLATION ENERGY GROUP 1.09
53381 1/14/11 424555 ELECTRONIC BROKERAGE SYSTEM 2,000.00 32.000 10.00 63,988.91 2,563.83
SALE 1/19/11 21037110 CONSTELLATION ENERGY GROUP 1.24
53381 1/24/11 424577 ELECTRONIC BROKERAGE SYSTEM 2,000.00 32.120 10.00 64,228.76 2,803.68
SALE 1/25/11 21037110 CONSTELLATION ENERGY GROUP 1.23
53381 1/28/11 424593 ELECTRONIC BROKERAGE SYSTEM 2,000.00 31.928 10.00 63,844.77 2,419.69
SALE 1/28/11 21037110 CONSTELLATION ENERGY GROUP 1.24
53381 2/02/11 424605 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 32.363 60.00 64,663.76 3,238.68
SALE 1/06/11 25468710 WALT DISNEY CO 1.35
50280 1/11/11 424542 ELECTRONIC BROKERAGE SYSTEM 2,000.00 39.720 10.00 79,428.65 13,857.42
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
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 1/12/11 26054310 DOW CHEMICAL 10.25
54734 1/18/11 424559 ELECTRONIC BROKERAGE SYSTEM 17,000.00 35.669 85.00 606,277.75 39,882.25
SALE 1/07/11 26864810 EMC CORP MASS 6.33
54815 1/12/11 424546 ELECTRONIC BROKERAGE SYSTEM 16,000.00 23.399 80.00 374,294.47 19,411.27
SALE 1/07/11 26864810 EMC CORP MASS 1.98
54815 1/12/11 424546 ELECTRONIC BROKERAGE SYSTEM 5,000.00 23.320 25.00 116,573.02 5,672.02
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 21,000.00 23.380 8.31 490,867.49 25,083.29
105.00
SALE 1/19/11 26875P10 EOG RESOURCES INC 15.58
53495 1/24/11 424577 ELECTRONIC BROKERAGE SYSTEM 8,000.00 101.38 40.00 811,044.42 101,141.57
SALE 1/19/11 26875P10 EOG RESOURCES INC 1.98
53495 1/24/11 424577 ELECTRONIC BROKERAGE SYSTEM 1,000.00 102.90 5.00 102,893.02 14,155.16
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 9,000.00 101.55 17.56 913,937.44 115,296.73
45.00
SALE 1/20/11 27864210 EBAY INC 1.18
53992 1/25/11 424581 LABRANCHE/0TC 2,000.00 30.710 20.00 61,399.02 4,769.98
SALE 1/13/11 29152510 EMMIS COMMUNICATIONS .77
51210 1/19/11 424564 ITG (CHANNEL) 40,000.00 1.130 280.00 44,903.23 -31,985.52
SALE 1/14/11 29152510 EMMIS COMMUNICATIONS .91
51210 1/20/11 424569 MERRIMAN/OTC 40,000.00 1.337 400.00 53,063.09 -23,825.66
SALE 1/18/11 29152510 EMMIS COMMUNICATIONS .47
51210 1/21/11 424573 MERRIMAN/OTC 20,000.00 1.201 200.00 23,825.53 -14,618.84
SALE 1/14/11 29384R10 ENTROPIC COMMUNICATIONS INC .45
51126 1/20/11 424569 MERRIMAN/OTC 2,000.00 13.260 20.00 26,499.55 15,625.99
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 1/01/11 THROUGH 1/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 24
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/19/11 29384R10 ENTROPIC COMMUNICATIONS INC .52
51126 1/24/11 424577 LABRANCHE/0TC 2,000.00 13.550 20.00 27,079.48 16,205.92
SALE 1/20/11 29384R10 ENTROPIC COMMUNICATIONS INC .48
51126 1/25/11 424581 LABRANCHE/0TC 2,000.00 12.560 20.00 25,099.72 14,226.17
SALE 1/11/11 29444U50 EQUINIX INC. 2.95
55078 1/14/11 424555 LABRANCHE/0TC 2,000.00 87.298 20.00 174,573.05 10,462.59
SALE 1/12/11 29444U50 EQUINIX INC. 2.95
55078 1/18/11 424559 INSTINET (PORTAL) 2,000.00 87.094 14.00 174,171.65 10,061.19
SALE 1/13/11 29444U50 EQUINIX INC. 4.43
55078 1/19/11 424564 ITG (CHANNEL) 3,000.00 87.372 21.00 262,089.07 15,923.39
SALE 1/28/11 29444U50 EQUINIX INC. 8.90
55362 2/02/11 424605 JANNEY MONTGOMERY SCOTT 5,000.00 92.700 150.00 463,341.10 25,113.60
SALE 1/14/11 30231G10 EXXON MOBIL CORP. 7.88
15201 1/20/11 424569 ELECTRONIC BROKERAGE SYSTEM 6,000.00 77.706 30.00 466,199.32 54,645.81
SALE 1/25/11 30231G10 EXXON MOBIL CORP. 1.51
15201 1/28/11 424593 ELECTRONIC BROKERAGE SYSTEM 1,000.00 78.180 5.00 78,173.49 9,581.24
SALE 1/31/11 30231G10 EXXON MOBIL CORP. 13.79
15201 2/03/11 424610 DEUTSCHE BANK AG (DOMESTIC) 9,000.00 79.810 270.00 718,006.21 100,675.94
SALE 1/07/11 31428X10 FEDEX CORP 1.58
53829 1/12/11 424546 ELECTRONIC BROKERAGE SYSTEM 1,000.00 93.163 5.00 93,156.42 1,937.14
SALE 1/10/11 31428X10 FEDEX CORP 1.60
53829 1/13/11 424551 ELECTRONIC BROKERAGE SYSTEM 1,000.00 94.156 5.00 94,149.40 2,930.12
SALE 1/11/11 31428X10 FEDEX CORP 3.21
53829 1/14/11 424555 ELECTRONIC BROKERAGE SYSTEM 2,000.00 94.700 10.00 189,386.79 6,948.23
SALE 1/10/11 35671D85 FREEPORT-MCMORAN COPPER-B 3.99
54159 1/13/11 424551 ELECTRONIC BROKERAGE SYSTEM 2,000.00 118.04 10.00 236,079.01 29,895.71
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 1/01/11 THROUGH 1/31/11
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 1/14/11 35671D85 FREEPORT-MCMORAN COPPER-B 7.98
54159 1/20/11 424569 ELECTRONIC BROKERAGE SYSTEM 4,000.00 118.00 20.00 471,972.02 59,605.42
SALE 1/06/11 3623E020 GT SOLAR INTL INC 3.41
54967 1/11/11 424542 LABRANCHE/0TC 20,000.00 10.098 200.00 201,746.59 25,458.88
SALE 1/18/11 3623E020 GT SOLAR INTL INC 1.02
54967 1/21/11 424573 MERRIMAN/OTC 5,000.00 10.580 50.00 52,848.98 8,777.05
SALE 1/19/11 3623E020 GT SOLAR INTL INC 1.08
54967 1/24/11 424577 LABRANCHE/0TC 5,000.00 11.206 50.00 55,979.42 11,907.49
SALE 1/24/11 3623E020 GT SOLAR INTL INC 2.22
54967 1/27/11 424589 MERRIMAN/OTC 10,000.00 11.517 100.00 115,065.78 26,921.92
SALE 1/25/11 3623E020 GT SOLAR INTL INC 2.19
54967 1/28/11 424593 MERRIMAN/OTC 10,000.00 11.395 100.00 113,848.81 25,704.95
SALE 1/27/11 3623E020 GT SOLAR INTL INC 2.15
54967 2/01/11 424601 JANNEY MONTGOMERY SCOTT 10,000.00 11.182 300.00 111,516.85 23,373.00
SALE 1/28/11 3623E020 GT SOLAR INTL INC 2.09
54967 2/02/11 424605 JANNEY MONTGOMERY SCOTT 10,000.00 10.835 300.00 108,046.91 19,903.05
SALE 1/10/11 36960410 GENERAL ELECTRIC CO. 3.14
12731 1/13/11 424551 ELECTRONIC BROKERAGE SYSTEM 10,000.00 18.540 50.00 185,346.86 9,193.28
SALE 1/19/11 36960410 GENERAL ELECTRIC CO. 3.51
12731 1/24/11 424577 ELECTRONIC BROKERAGE SYSTEM 10,000.00 18.260 50.00 182,546.49 6,392.91
SALE 1/20/11 36960410 GENERAL ELECTRIC CO. 3.56
12731 1/25/11 424581 ELECTRONIC BROKERAGE SYSTEM 10,000.00 18.490 50.00 184,846.44 8,692.87
SALE 1/24/11 36960410 GENERAL ELECTRIC CO. 3.85
12731 1/27/11 424589 ELECTRONIC BROKERAGE SYSTEM 10,000.00 20.010 50.00 200,046.15 23,892.57
SALE 1/11/11 38255010 GOODYEAR TIRE & RUBBER CO 1.35
50270 1/14/11 424555 ELECTRONIC BROKERAGE SYSTEM 6,000.00 13.250 30.00 79,468.65 1,321.82
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 1/01/11 THROUGH 1/31/11
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 1/19/11 38259P50 GOOGLE INC 2.47
33645 1/24/11 424577 LABRANCHE/0TC 200.00 642.51 2.00 128,497.53 26,131.55
SALE 1/25/11 38259P50 GOOGLE INC 2.36
33645 1/28/11 424593 MERRIMAN/OTC 200.00 612.91 2.00 122,579.40 20,213.42
SALE 1/11/11 39312210 GREEN MOUNTAIN COFFEE 1.84
53678 1/14/11 424555 LABRANCHE/0TC 3,000.00 36.216 30.00 108,617.06 10,635.55
SALE 1/28/11 42809H10 HESS CORP 1.56
52647 2/02/11 424605 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 81.462 30.00 81,430.24 29,686.62
SALE 1/31/11 42809H10 HESS CORP 1.61
52647 2/03/11 424610 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 83.703 30.00 83,671.39 31,927.78
SALE 1/19/11 43575830 HOLLY CORP 3.31
49619 1/24/11 424577 ELECTRONIC BROKERAGE SYSTEM 4,000.00 43.000 20.00 171,976.69 60,652.36
SALE 1/20/11 43575830 HOLLY CORP 1.60
49619 1/25/11 424581 ELECTRONIC BROKERAGE SYSTEM 2,000.00 41.420 10.00 82,828.40 27,166.23
SALE 1/24/11 43575830 HOLLY CORP 1.63
49619 1/27/11 424589 ELECTRONIC BROKERAGE SYSTEM 2,000.00 42.262 10.00 84,511.37 28,849.20
SALE 1/27/11 43575830 HOLLY CORP .88
49619 2/01/11 424601 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 45.733 30.00 45,702.12 17,871.04
SALE 1/03/11 45091110 ITT CORP 12.40
53623 1/06/11 424526 ELECTRONIC BROKERAGE SYSTEM 14,000.00 52.380 70.00 733,237.60 71,821.77
SALE 1/03/11 46625H10 JP MORGAN CHASE & CO 1.47
28084 1/06/11 424526 ELECTRONIC BROKERAGE SYSTEM 2,000.00 43.480 10.00 86,948.53 19,342.19
SALE 1/04/11 46625H10 JP MORGAN CHASE & CO .74
28084 1/07/11 424532 ELECTRONIC BROKERAGE SYSTEM 1,000.00 43.750 5.00 43,744.26 9,941.09
SALE 1/18/11 46625H10 JP MORGAN CHASE & CO 1.73
28084 1/21/11 424573 ELECTRONIC BROKERAGE SYSTEM 2,000.00 44.980 10.00 89,948.27 22,341.93
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 1/01/11 THROUGH 1/31/11
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 1/20/11 46625H10 JP MORGAN CHASE & CO 1.72
28084 1/25/11 424581 ELECTRONIC BROKERAGE SYSTEM 2,000.00 44.690 10.00 89,368.28 21,761.94
SALE 1/12/11 48517030 KANSAS CITY SOUTHERN .88
25663 1/18/11 424559 ELECTRONIC BROKERAGE SYSTEM 1,000.00 51.780 5.00 51,774.12 24,588.86
SALE 1/18/11 50207910 LMI AEROSPACE INC .69
53470 1/21/11 424573 LABRANCHE/0TC 2,000.00 17.969 20.00 35,916.51 5,809.14
SALE 1/19/11 50207910 LMI AEROSPACE INC .69
53470 1/24/11 424577 LABRANCHE/0TC 2,000.00 17.972 20.00 35,922.51 5,815.15
SALE 1/20/11 50207910 LMI AEROSPACE INC .67
53470 1/25/11 424581 LABRANCHE/0TC 2,000.00 17.500 20.00 34,979.33 4,871.96
SALE 1/21/11 50207910 LMI AEROSPACE INC .68
53470 1/26/11 424585 ITG (CHANNEL) 2,000.00 17.563 14.00 35,111.32 5,003.96
SALE 1/24/11 50207910 LMI AEROSPACE INC .69
53470 1/27/11 424589 MERRIMAN/OTC 2,000.00 17.732 20.00 35,443.91 5,336.54
SALE 1/18/11 50240320 LTX-CREDENCE CORP 1.65
53881 1/21/11 424573 LABRANCHE/0TC 10,000.00 8.570 100.00 85,599.35 9,086.92
SALE 1/20/11 50240320 LTX-CREDENCE CORP 1.58
53881 1/25/11 424581 LABRANCHE/0TC 10,000.00 8.212 100.00 82,013.42 5,500.99
SALE 1/25/11 50240320 LTX-CREDENCE CORP .31
53881 1/28/11 424593 MERRIMAN/OTC 2,000.00 8.006 20.00 15,991.69 689.20
SALE 1/28/11 53418710 LINCOLN NATIONAL CORP 1.13
54416 2/02/11 424605 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 29.500 60.00 58,938.87 10,942.54
SALE 1/31/11 53418710 LINCOLN NATIONAL CORP 1.11
54416 2/03/11 424610 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 28.940 60.00 57,818.89 9,822.56
SALE 1/18/11 58949910 MERGE HEALTHCARE INC .85
47985 1/21/11 424573 MERRIMAN/OTC 10,000.00 4.403 100.00 43,924.15 9,737.70
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 1/01/11 THROUGH 1/31/11
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 1/25/11 61744644 MORGAN STANLEY .57
47655 1/28/11 424593 ELECTRONIC BROKERAGE SYSTEM 1,000.00 29.440 5.00 29,434.43 1,357.97
SALE 1/25/11 61945A10 MOSIAC CO 8.63
50276 1/28/11 424593 ELECTRONIC BROKERAGE SYSTEM 6,000.00 74.893 30.00 449,316.37 104,801.84
SALE 1/18/11 65011110 NEW YORK TIMES .41
52336 1/21/11 424573 ELECTRONIC BROKERAGE SYSTEM 2,000.00 10.170 10.00 20,329.59 761.62
SALE 1/25/11 65011110 NEW YORK TIMES 1.98
52336 1/28/11 424593 ELECTRONIC BROKERAGE SYSTEM 10,000.00 10.312 50.00 103,072.02 5,232.18
SALE 1/25/11 65011110 NEW YORK TIMES 2.03
52336 1/28/11 424593 ELECTRONIC BROKERAGE SYSTEM 10,000.00 10.535 50.00 105,301.97 7,462.13
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 10.424 4.01 208,373.99 12,694.31
100.00
SALE 1/26/11 65011110 NEW YORK TIMES 4.03
52336 1/31/11 424597 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 10.494 600.00 209,271.97 13,592.28
SALE 1/27/11 65011110 NEW YORK TIMES 2.07
52336 2/01/11 424601 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 10.759 300.00 107,282.93 9,443.09
SALE 1/24/11 65163910 NEWMONT MINING 2.15
54990 1/27/11 424589 ELECTRONIC BROKERAGE SYSTEM 2,000.00 55.820 10.00 111,627.85 -9,399.21
SALE 1/24/11 65163910 NEWMONT MINING 2.13
54990 1/27/11 424589 ELECTRONIC BROKERAGE SYSTEM 2,000.00 55.361 10.00 110,709.87 -10,317.19
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 55.591 4.28 222,337.72 -19,716.40
20.00
SALE 1/25/11 65163910 NEWMONT MINING 2.14
54990 1/28/11 424593 ELECTRONIC BROKERAGE SYSTEM 2,000.00 55.512 10.00 111,012.46 -10,014.60
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
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 1/10/11 65248E10 NEWS CORP - CL A 2.48
54941 1/13/11 424551 ELECTRONIC BROKERAGE SYSTEM 10,000.00 14.561 50.00 145,554.52 752.88
SALE 1/10/11 65248E10 NEWS CORP - CL A 4.92
54941 1/13/11 424551 ELECTRONIC BROKERAGE SYSTEM 20,000.00 14.535 100.00 290,595.08 991.80
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 30,000.00 14.544 7.40 436,149.60 1,744.68
150.00
SALE 1/11/11 65248E10 NEWS CORP - CL A 4.89
54941 1/14/11 424555 ELECTRONIC BROKERAGE SYSTEM 20,000.00 14.454 100.00 288,967.11 -636.17
SALE 1/18/11 67066G10 NVIDIA CORP 1.79
55116 1/21/11 424573 MERRIMAN/OTC 4,000.00 23.270 40.00 93,038.21 11,262.57
SALE 1/21/11 67066G10 NVIDIA CORP .88
55116 1/26/11 424585 MERRIMAN/OTC 2,000.00 22.708 20.00 45,394.12 4,506.30
SALE 1/24/11 67066G10 NVIDIA CORP .90
55116 1/27/11 424589 MERRIMAN/OTC 2,000.00 23.330 20.00 46,639.10 5,751.28
SALE 1/20/11 68389X10 ORACLE CORP 1.24
46204 1/25/11 424581 LABRANCHE/0TC 2,000.00 32.170 20.00 64,318.96 17,720.83
SALE 1/24/11 68389X10 ORACLE CORP 1.25
46204 1/27/11 424589 MERRIMAN/OTC 2,000.00 32.382 20.00 64,743.35 18,145.22
SALE 1/11/11 69002720 OUTDOOR CHANNEL HOLDINGS IN .27
29494 1/14/11 424555 LABRANCHE/0TC 2,000.00 7.863 20.00 15,705.13 1,706.56
SALE 1/12/11 69002720 OUTDOOR CHANNEL HOLDINGS IN .27
29494 1/18/11 424559 ITG (CHANNEL) 2,000.00 7.822 14.00 15,629.73 1,631.16
SALE 1/13/11 69002720 OUTDOOR CHANNEL HOLDINGS IN .26
29494 1/19/11 424564 ITG (CHANNEL) 2,000.00 7.590 14.00 15,166.14 1,167.57
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 30
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/14/11 69002720 OUTDOOR CHANNEL HOLDINGS IN .26
29494 1/20/11 424569 MERRIMAN/OTC 2,000.00 7.500 20.00 14,979.74 981.17
SALE 1/18/11 69002720 OUTDOOR CHANNEL HOLDINGS IN .29
29494 1/21/11 424573 MERRIMAN/OTC 2,000.00 7.500 20.00 14,979.71 981.14
SALE 1/19/11 69002720 OUTDOOR CHANNEL HOLDINGS IN .29
29494 1/24/11 424577 LABRANCHE/0TC 2,000.00 7.658 20.00 15,295.71 1,297.14
SALE 1/20/11 69002720 OUTDOOR CHANNEL HOLDINGS IN .29
29494 1/25/11 424581 LABRANCHE/0TC 2,000.00 7.515 20.00 15,009.71 1,011.14
SALE 1/21/11 69002720 OUTDOOR CHANNEL HOLDINGS IN .29
29494 1/26/11 424585 MERRIMAN/OTC 2,000.00 7.514 20.00 15,007.71 1,009.14
SALE 1/24/11 69002720 OUTDOOR CHANNEL HOLDINGS IN .32
29494 1/27/11 424589 MERRIMAN/OTC 2,000.00 8.290 20.00 16,559.68 2,561.11
SALE 1/24/11 69002720 OUTDOOR CHANNEL HOLDINGS IN .30
29494 1/27/11 424589 MERRIMAN/OTC 2,000.00 7.613 20.00 15,205.70 1,207.13
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 7.952 .62 31,765.38 3,768.24
40.00
SALE 1/25/11 69002720 OUTDOOR CHANNEL HOLDINGS IN .31
29494 1/28/11 424593 MERRIMAN/OTC 2,000.00 8.000 20.00 15,979.69 1,981.12
SALE 1/27/11 69002720 OUTDOOR CHANNEL HOLDINGS IN .32
29494 2/01/11 424601 JANNEY MONTGOMERY SCOTT 2,000.00 8.148 60.00 16,234.68 2,236.11
SALE 1/13/11 74752510 QUALCOMM 2.66
54925 1/19/11 424564 ITG (CHANNEL) 3,000.00 52.424 21.00 157,249.24 9,015.91
SALE 1/28/11 74973W10 RTI ITNL METALS INC 1.11
54013 2/02/11 424605 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 28.970 60.00 57,878.89 -631.93
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 1/01/11 THROUGH 1/31/11
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 1/19/11 75281A10 RANGE RESOURCES .93
54946 1/24/11 424577 ELECTRONIC BROKERAGE SYSTEM 1,000.00 48.000 5.00 47,994.07 3,398.06
SALE 1/13/11 75734R10 REDDY ICE HLDGS INC 1.21
54094 1/19/11 424564 ELECTRONIC BROKERAGE SYSTEM 20,000.00 3.560 100.00 71,104.79 13,554.21
SALE 1/19/11 75734R10 REDDY ICE HLDGS INC .66
54094 1/24/11 424577 ELECTRONIC BROKERAGE SYSTEM 10,000.00 3.415 50.00 34,098.34 5,323.05
SALE 1/25/11 75734R10 REDDY ICE HLDGS INC .71
54094 1/28/11 424593 ELECTRONIC BROKERAGE SYSTEM 10,000.00 3.670 50.00 36,646.29 7,871.00
SALE 1/26/11 75734R10 REDDY ICE HLDGS INC .70
54094 1/31/11 424597 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 3.635 300.00 36,047.30 7,272.01
SALE 1/27/11 75734R10 REDDY ICE HLDGS INC .70
54094 2/01/11 424601 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 3.632 300.00 36,019.30 7,244.01
SALE 1/28/11 75734R10 REDDY ICE HLDGS INC .67
54094 2/02/11 424605 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 3.515 300.00 34,852.33 6,077.04
SALE 1/31/11 75734R10 REDDY ICE HLDGS INC .67
54094 2/03/11 424610 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 3.476 300.00 34,461.33 5,686.04
SALE 1/18/11 76041610 REPUBLIC FIRST BANCORP INC. .12
43802 1/21/11 424573 LABRANCHE/0TC 2,000.00 3.099 20.00 6,178.68 -7,003.18
SALE 1/19/11 76041610 REPUBLIC FIRST BANCORP INC. .12
43802 1/24/11 424577 LABRANCHE/0TC 2,000.00 3.071 20.00 6,121.88 -7,059.98
SALE 1/20/11 76041610 REPUBLIC FIRST BANCORP INC. .12
43802 1/25/11 424581 MERRIMAN/OTC 2,000.00 3.040 20.00 6,059.88 -7,121.98
SALE 1/24/11 76041610 REPUBLIC FIRST BANCORP INC. .13
43802 1/27/11 424589 MERRIMAN/OTC 2,000.00 3.208 20.00 6,395.87 -6,785.99
SALE 1/13/11 78486Q10 SVB FINANCIAL GROUP 12.06
50825 1/19/11 424564 ITG (CHANNEL) 13,000.00 54.871 91.00 713,219.94 148,438.64
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
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 1/18/11 80004C10 SANDISK CORP 1.02
54055 1/21/11 424573 MERRIMAN/OTC 1,000.00 52.640 10.00 52,628.98 14,760.24
SALE 1/19/11 80090720 SANMINA-SCI CORP .58
49559 1/24/11 424577 LABRANCHE/0TC 2,000.00 15.021 20.00 30,022.22 7,457.18
SALE 1/25/11 80090720 SANMINA-SCI CORP .56
49559 1/28/11 424593 MERRIMAN/OTC 2,000.00 14.340 20.00 28,659.44 6,094.40
SALE 1/27/11 80090720 SANMINA-SCI CORP .60
49559 2/01/11 424601 JANNEY MONTGOMERY SCOTT 2,000.00 15.600 60.00 31,139.40 8,574.36
SALE 1/28/11 80090720 SANMINA-SCI CORP .58
49559 2/02/11 424605 JANNEY MONTGOMERY SCOTT 2,000.00 14.910 60.00 29,759.42 7,194.38
SALE 1/31/11 80090720 SANMINA-SCI CORP .58
49559 2/03/11 424610 JANNEY MONTGOMERY SCOTT 2,000.00 15.062 60.00 30,062.42 7,497.39
SALE 1/25/11 82028010 SHAW GROUP INC (THE) .75
48841 1/28/11 424593 MERRIMAN/OTC 1,000.00 39.009 10.00 38,998.25 7,669.82
SALE 1/10/11 82922610 SINCLAIR BROADCAST GROUP-A 1.36
54993 1/13/11 424551 MERRIMAN/OTC 10,000.00 8.000 100.00 79,901.64 -3,798.36
SALE 1/11/11 82922610 SINCLAIR BROADCAST GROUP-A 1.36
54993 1/14/11 424555 LABRANCHE/0TC 10,000.00 8.042 100.00 80,316.64 -3,383.36
SALE 1/11/11 82922610 SINCLAIR BROADCAST GROUP-A 1.36
54993 1/14/11 424555 MERRIMAN/OTC 10,000.00 8.039 100.00 80,284.64 -3,415.36
SALE 1/13/11 82922610 SINCLAIR BROADCAST GROUP-A 1.39
54993 1/19/11 424564 ITG (CHANNEL) 10,000.00 8.203 70.00 81,962.61 -1,737.39
SALE 1/19/11 83056610 SKECHERS USA INC CL A .84
53379 1/24/11 424577 ELECTRONIC BROKERAGE SYSTEM 2,000.00 21.750 10.00 43,489.16 2,015.07
SALE 1/20/11 83056610 SKECHERS USA INC CL A .83
53379 1/25/11 424581 ELECTRONIC BROKERAGE SYSTEM 2,000.00 21.399 10.00 42,787.17 1,313.08
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
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 1/21/11 83056610 SKECHERS USA INC CL A .83
53379 1/26/11 424585 ELECTRONIC BROKERAGE SYSTEM 2,000.00 21.480 10.00 42,949.17 1,475.08
SALE 1/24/11 83056610 SKECHERS USA INC CL A 5.27
53379 1/27/11 424589 ELECTRONIC BROKERAGE SYSTEM 13,000.00 21.108 65.00 274,329.83 4,748.21
SALE 1/25/11 83056610 SKECHERS USA INC CL A 5.26
53379 1/28/11 424593 ELECTRONIC BROKERAGE SYSTEM 13,000.00 21.055 65.00 273,640.84 4,059.22
SALE 1/10/11 85206110 SPRINT NEXTEL CORP 2.36
54837 1/13/11 424551 ELECTRONIC BROKERAGE SYSTEM 30,000.00 4.650 150.00 139,347.64 9,597.64
SALE 1/20/11 86459610 SUCCESSFACTORS INC 1.84
51343 1/25/11 424581 MERRIMAN/OTC 3,000.00 31.870 30.00 95,578.16 37,240.95
SALE 1/24/11 86459610 SUCCESSFACTORS INC 1.14
51343 1/27/11 424589 MERRIMAN/OTC 2,000.00 29.610 20.00 59,199.46 20,307.98
SALE 1/03/11 86816810 SUPERIOR INDUSTRIES INTL .72
47344 1/06/11 424526 ELECTRONIC BROKERAGE SYSTEM 2,000.00 21.040 10.00 42,069.28 13,463.67
SALE 1/04/11 86816810 SUPERIOR INDUSTRIES INTL .73
47344 1/07/11 424532 ELECTRONIC BROKERAGE SYSTEM 2,000.00 21.330 10.00 42,649.27 14,043.66
SALE 1/19/11 87161C10 SYNOVUS FINANCIAL CORP 1.09
53638 1/24/11 424577 BMO CAPITAL MARKETS/EXECUTI 20,000.00 2.820 200.00 56,198.91 6,947.79
SALE 1/25/11 87161C10 SYNOVUS FINANCIAL CORP 1.10
53638 1/28/11 424593 ELECTRONIC BROKERAGE SYSTEM 20,000.00 2.850 100.00 56,898.90 7,647.78
SALE 1/25/11 88830R10 TITAN MACHINERY INC 1.71
47828 1/28/11 424593 LIQUIDNET 3,700.00 23.980 74.00 88,650.29 44,457.74
SALE 1/25/11 88830R10 TITAN MACHINERY INC 1.99
47828 1/28/11 424593 MERRIMAN/OTC 4,300.00 23.985 43.00 103,090.94 51,732.03
SALE 1/25/11 90323610 URS CORP. 1.71
42955 1/28/11 424593 ELECTRONIC BROKERAGE SYSTEM 2,000.00 44.504 10.00 88,995.89 12,083.81
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 1/01/11 THROUGH 1/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 34
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/11/11 90341W10 US AIRWAYS GROUP INC .97
54758 1/14/11 424555 ELECTRONIC BROKERAGE SYSTEM 5,000.00 11.440 25.00 57,174.03 4,196.59
SALE 1/18/11 90341W10 US AIRWAYS GROUP INC 3.07
54758 1/21/11 424573 ELECTRONIC BROKERAGE SYSTEM 15,000.00 10.640 75.00 159,521.93 589.60
SALE 1/27/11 90341W10 US AIRWAYS GROUP INC 2.15
54758 2/01/11 424601 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 11.190 300.00 111,598.85 5,643.96
SALE 1/28/11 91324P10 UNITEDHEALTH GROUP INC 1.58
51611 2/02/11 424605 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 41.153 60.00 82,243.42 20,329.97
SALE 1/07/11 92241710 VEECO INSTRUMENTS INC .78
50425 1/12/11 424546 LABRANCHE/0TC 1,000.00 46.032 10.00 46,021.22 8,818.99
SALE 1/07/11 92241710 VEECO INSTRUMENTS INC .79
50425 1/12/11 424546 LABRANCHE/0TC 1,000.00 46.484 10.00 46,473.31 9,271.09
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000.00 46.258 1.57 92,494.53 18,090.08
20.00
SALE 1/13/11 92241710 VEECO INSTRUMENTS INC 1.61
50425 1/19/11 424564 ITG (CHANNEL) 2,000.00 47.583 14.00 95,150.39 20,745.94
SALE 1/14/11 92535G20 VERTRO INC .45
54110 1/20/11 424569 MERRIMAN/OTC 5,000.00 5.321 50.00 26,554.55 -341.24
SALE 1/19/11 92535G20 VERTRO INC .51
54110 1/24/11 424577 LABRANCHE/0TC 5,000.00 5.280 50.00 26,350.99 -544.80
SALE 1/20/11 92535G20 VERTRO INC .49
54110 1/25/11 424581 LABRANCHE/0TC 5,000.00 5.077 50.00 25,335.51 -1,560.28
SALE 1/20/11 92535G20 VERTRO INC .51
54110 1/25/11 424581 MERRIMAN/OTC 5,000.00 5.310 50.00 26,499.49 -396.30
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 1/01/11 THROUGH 1/31/11
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 35
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/21/11 92535G20 VERTRO INC .50
54110 1/26/11 424585 MERRIMAN/OTC 5,000.00 5.131 50.00 25,605.50 -1,290.29
SALE 1/03/11 92826C83 VISA INC CL A 4.78
49000 1/06/11 424526 ELECTRONIC BROKERAGE SYSTEM 4,000.00 70.700 20.00 282,775.22 -4,568.31
SALE 1/07/11 92826C83 VISA INC CL A 2.49
49000 1/12/11 424546 ELECTRONIC BROKERAGE SYSTEM 2,000.00 73.470 10.00 146,927.51 3,255.75
SALE 1/19/11 92826C83 VISA INC CL A 1.37
49000 1/24/11 424577 ELECTRONIC BROKERAGE SYSTEM 1,000.00 70.890 5.00 70,883.63 -952.25
SALE 1/20/11 92826C83 VISA INC CL A 1.36
49000 1/25/11 424581 ELECTRONIC BROKERAGE SYSTEM 1,000.00 70.729 5.00 70,722.64 -1,113.24
SALE 1/25/11 92826C83 VISA INC CL A 1.36
49000 1/28/11 424593 ELECTRONIC BROKERAGE SYSTEM 1,000.00 70.350 5.00 70,343.64 -1,492.24
SALE 1/06/11 94974610 WELLS FARGO & CO 2.18
46540 1/11/11 424542 ELECTRONIC BROKERAGE SYSTEM 4,000.00 32.220 20.00 128,857.82 23,007.49
SALE 1/13/11 96216610 WEYERHAEUSER CO 1.09
54327 1/19/11 424564 ELECTRONIC BROKERAGE SYSTEM 3,000.00 21.410 15.00 64,213.91 11,512.63
SALE 1/24/11 96216610 WEYERHAEUSER CO .87
54327 1/27/11 424589 ELECTRONIC BROKERAGE SYSTEM 2,000.00 22.470 10.00 44,929.13 9,794.94
SALE 1/03/11 H8912P10 TYCO ELECTRONICS LTD .61
48848 1/06/11 424526 ELECTRONIC BROKERAGE SYSTEM 1,000.00 35.610 5.00 35,604.39 10,443.98
SALE 1/13/11 H8912P10 TYCO ELECTRONICS LTD 1.84
48848 1/19/11 424564 ELECTRONIC BROKERAGE SYSTEM 3,000.00 36.250 15.00 108,732.26 33,251.04
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 1,118,900.00 432.59 23,808,568.40 2,879,626.37
11,959.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 1,118,900.00 432.59 23,808,568.40 2,879,626.37
11,959.00
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 1/01/11 THROUGH 1/31/11
CASH MANAGEMENT FD (5050) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 1/20/11 00282DP7 ABBOTT LABORATORIES DISC CP .1600 .160
55251 1/20/11 289307 MESIROW FINANCIAL, INC 2/07/11 33,250,000.00 99.992 33,247,340.00
PUR 1/20/11 00282DP8 ABBOTT LABORATORIES DISC CP .1700 .170
55250 1/20/11 289307 BGC FINANCIAL 2/08/11 75,000,000.00 99.991 74,993,270.83
PUR 1/21/11 00282DPH ABBOTT LABORATORIES DISC CP .1600 .160
55284 1/21/11 289308 MESIROW FINANCIAL, INC 2/17/11 21,700,000.00 99.988 21,697,396.00
PUR 1/14/11 01039MNM ALABAMA POWER CO DISC CP .1700 .170
55162 1/14/11 289304 CREDIT SUISSE SEC (USA) LLC 1/21/11 20,000,000.00 99.997 19,999,338.88
PUR 1/05/11 03948HNA ARCHER DANIELS MIDLAND DISC .2200 .220
55027 1/05/11 289297 CITIGROUP GBL MKT(FMLY SALO 1/10/11 45,000,000.00 99.997 44,998,624.98
PUR 1/20/11 03948HQ2 ARCHER DANIELS MIDLAND DISC .2400 .240
55248 1/20/11 289307 CITIGROUP GBL MKT(FMLY SALO 3/02/11 50,000,000.00 99.973 49,986,333.35
PUR 1/24/11 03948HQ8 ARCHER DANIELS MIDLAND DISC .2400 .240
55294 1/24/11 289309 CITIGROUP GBL MKT(FMLY SALO 3/08/11 50,000,000.00 99.971 49,985,666.65
PUR 1/03/11 0556N1N4 BNP PARIBAS FINANCE INC DIS .2100 .210
54995 1/03/11 289295 BNP PARIBAS 1/04/11 80,000,000.00 99.999 79,999,533.33
PUR 1/04/11 0556N1N5 BNP PARIBAS FINANCE INC DIS .2000 .200
55013 1/04/11 289296 BNP PARIBAS 1/05/11 7,512,000.00 99.999 7,511,958.27
PUR 1/04/11 0556N1N5 BNP PARIBAS FINANCE INC DIS .2000 .200
55014 1/04/11 289296 BNP PARIBAS 1/05/11 4,533,000.00 99.999 4,532,974.82
PUR 1/05/11 0556N1N6 BNP PARIBAS FINANCE INC DIS .2000 .200
55040 1/05/11 289297 BNP PARIBAS 1/06/11 14,728,000.00 99.999 14,727,918.18
PUR 1/07/11 0556N1NA BNP PARIBAS FINANCE INC DIS .1800 .180
55073 1/07/11 289299 BNP PARIBAS 1/10/11 4,604,000.00 99.999 4,603,930.94
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 1/01/11 THROUGH 1/31/11
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/12/11 0556N1ND BNP PARIBAS FINANCE INC DIS .1700 .170
55119 1/12/11 289302 BNP PARIBAS 1/13/11 3,838,000.00 100.00 3,837,981.88
PUR 1/18/11 0556N1NK BNP PARIBAS FINANCE DISC CP .2000 .200
55215 1/18/11 289305 BNP PARIBAS 1/19/11 15,064,000.00 99.999 15,063,916.31
PUR 1/20/11 0556N1NM BNP PARIBAS DISC CP .1800 .180
55260 1/20/11 289307 BNP PARIBAS 1/21/11 60,000,000.00 100.00 59,999,700.00
PUR 1/20/11 0556N1NM BNP PARIBAS DISC CP .1800 .180
55262 1/20/11 289307 BNP PARIBAS 1/21/11 15,000,000.00 100.00 14,999,925.00
PUR 1/21/11 0556N1NQ BNP PARIBAS FINANCE DISC CP .1700 .170
55287 1/21/11 289308 BNP PARIBAS 1/24/11 28,750,000.00 99.999 28,749,592.71
PUR 1/21/11 0556N1NQ BNP PARIBAS FINANCE INC DIS .1600 .160
55289 1/21/11 289308 BNP PARIBAS 1/24/11 6,582,000.00 99.999 6,581,912.24
PUR 1/21/11 0556N1NQ BNP PARIBAS FINANCE INC DIS .1600 .160
55290 1/21/11 289308 BNP PARIBAS 1/24/11 5,000,000.00 99.999 4,999,933.33
PUR 1/24/11 0556N1NR BNP PARIBAS FINANCE DISC CP .1700 .170
55303 1/24/11 289309 BNP PARIBAS 1/25/11 35,000,000.00 100.00 34,999,834.72
PUR 1/24/11 0556N1NR BNP PARIBAS FINANCE INC DIS .1700 .170
55305 1/24/11 289309 BNP PARIBAS 1/25/11 9,498,000.00 100.00 9,497,955.15
PUR 1/25/11 0556N1NS BNP PARIBAS FINANCE DISC CP .1600 .160
55328 1/25/11 289310 BNP PARIBAS 1/26/11 2,689,000.00 100.00 2,688,988.05
PUR 1/28/11 0556N1NX BNP PARIBAS FINANCE INC DIS .1600 .160
55378 1/28/11 289313 BNP PARIBAS 1/31/11 80,000,000.00 99.999 79,998,933.33
PUR 1/05/11 06366UPA BANK OF MONTREAL YANKEE C D .2200 .220
55036 1/05/11 289297 BMO/HARRIS TRUST & SAVINGS 1/24/11 65,000,000.00 100.00 65,000,000.00
PUR 1/06/11 06366UPD BANK OF MONTREAL YANKEE C D .2100 .210
55046 1/06/11 289298 BMO/HARRIS TRUST & SAVINGS 1/24/11 80,000,000.00 100.00 80,000,000.00
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 1/01/11 THROUGH 1/31/11
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 1/14/11 06366UPY BANK OF MONTREAL YANKEE C D .2100 .210
55163 1/14/11 289304 BMO/HARRIS TRUST & SAVINGS 1/21/11 25,000,000.00 100.00 25,000,000.00
PUR 1/21/11 06366UQR BANK OF MONTREAL YANKEE CD .2200 .220
55285 1/21/11 289308 BMO/HARRIS TRUST & SAVINGS 2/24/11 25,000,000.00 100.00 25,000,000.00
PUR 1/25/11 06366URA BANK OF MONTREAL YANKEE CD .2200 .220
55316 1/25/11 289310 BMO/HARRIS TRUST & SAVINGS 3/01/11 120,000,000.00 100.00 120,000,000.00
PUR 1/25/11 06366URA BANK OF MONTREAL YANKEE CD .2200 .220
55326 1/25/11 289310 BMO/HARRIS TRUST & SAVINGS 3/01/11 25,000,000.00 100.00 25,000,000.00
PUR 1/06/11 06417DWJ BANK OF NOVA SCOTIA YANKEE .2200 .220
55053 1/06/11 289298 BANK OF NOVA SCOTIA 2/07/11 47,000,000.00 100.00 47,000,000.00
PUR 1/05/11 06417DWR BANK OF NOVA SCOTIA YANKEE .2200 .220
55033 1/05/11 289297 BANK OF NOVA SCOTIA 2/01/11 51,400,000.00 100.00 51,400,000.00
PUR 1/19/11 06417DXN BANK OF NOVA SCOTIA YANKEE .2100 .210
55231 1/19/11 289306 BANK OF NOVA SCOTIA 3/01/11 76,600,000.00 100.00 76,600,000.00
PUR 1/26/11 06417DYC BANK OF NOVA SCOTIA YANKEE .2000 .200
55343 1/26/11 289311 BANK OF NOVA SCOTIA 2/24/11 30,800,000.00 100.00 30,800,000.00
PUR 1/27/11 13443DPN CAMPBELL SOUP CO DISC C P .1750 .175
55346 1/27/11 289312 MERRILL LYNCH PIERCE FIXED 2/22/11 40,500,000.00 99.987 40,494,881.25
PUR 1/20/11 13606XP6 CANADIAN IMPERIAL BANK COMM .1900 .190
55253 1/20/11 289307 CANADIAN IMPERIAL BANK 3/01/11 65,000,000.00 100.00 65,000,000.00
PUR 1/31/11 13607JHJ CANADIAN IMPERIAL HLDG IBN .2000 .200
55403 1/31/11 289314 CANADIAN IMPERIAL HOLDINGS 3/04/11 65,000,000.00 100.00 65,000,000.00
PUR 1/04/11 14178MN5 CARGILL INC DISC CP .1900 .190
55012 1/04/11 289296 MERRILL LYNCH PIERCE FIXED 1/05/11 35,000,000.00 99.999 34,999,815.27
PUR 1/13/11 14178MNE CARGILL INC DISC CP .2000 .200
55147 1/13/11 289303 CREDIT SUISSE SEC (USA) LLC 1/14/11 6,302,000.00 99.999 6,301,964.99
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
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 1/13/11 14178MNE CARGILL INC DISC CP .2000 .200
55148 1/13/11 289303 CREDIT SUISSE SEC (USA) LLC 1/14/11 3,782,000.00 99.999 3,781,978.99
PUR 1/05/11 14178MP3 CARGILL INC DISC CP .2300 .230
55026 1/05/11 289297 CITIGROUP GBL MKT(FMLY SALO 2/03/11 40,000,000.00 99.981 39,992,588.88
PUR 1/25/11 14178MP4 CARGILL INC DISC CP .2100 .210
55329 1/25/11 289310 BARCLAYS CAPITAL INC 2/04/11 20,000,000.00 99.994 19,998,833.34
PUR 1/25/11 14178MP4 CARGILL INC DISC CP .2100 .210
55314 1/25/11 289310 CITIGROUP GBL MKT(FMLY SALO 2/04/11 20,000,000.00 99.994 19,998,833.34
PUR 1/25/11 14178MP4 CARGILL INC DISC CP .2100 .210
55315 1/25/11 289310 CREDIT SUISSE SEC (USA) LLC 2/04/11 20,000,000.00 99.994 19,998,833.34
PUR 1/11/11 14178MPB CARGILL INC DISC CP .2200 .220
55110 1/11/11 289301 CREDIT SUISSE SEC (USA) LLC 2/11/11 45,000,000.00 99.981 44,991,475.02
PUR 1/11/11 14178MPB CARGILL INC DISC CP .2200 .220
55109 1/11/11 289301 MERRILL LYNCH PIERCE FIXED 2/11/11 10,000,000.00 99.981 9,998,105.56
PUR 1/06/11 16677FPG CHEVRON FUNDING CORP IBN .1700 .170
55045 1/06/11 289298 CHEVRON USA INC 1/24/11 50,000,000.00 100.00 50,000,000.00
PUR 1/06/11 16677FPH CHEVRON FUNDING CORP IBN .1700 .170
55044 1/06/11 289298 CHEVRON USA INC 2/01/11 50,000,000.00 100.00 50,000,000.00
PUR 1/13/11 1667MBSS CHEVRON CORP IBN .1600 .160
55125 1/13/11 289303 CHEVRON USA INC 2/02/11 50,000,000.00 100.00 50,000,000.00
PUR 1/13/11 1667MBST CHEVRON CORP IBN .1600 .160
55124 1/13/11 289303 CHEVRON USA INC 2/07/11 50,000,000.00 100.00 50,000,000.00
PUR 1/20/11 1667MBSX CHEVRON FUNDING CORP IBN .1400 .140
55249 1/20/11 289307 CHEVRON USA INC 2/07/11 25,000,000.00 100.00 25,000,000.00
PUR 1/21/11 1667MBTA CHEVRON CORP IBN .1600 .160
55282 1/21/11 289308 CHEVRON USA INC 2/08/11 50,000,000.00 100.00 50,000,000.00
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 1/01/11 THROUGH 1/31/11
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 1/21/11 1667MBTB CHEVRON CORP IBN .1600 .160
55281 1/21/11 289308 CHEVRON USA INC 2/24/11 45,000,000.00 100.00 45,000,000.00
PUR 1/26/11 1667MBTE CHEVRON FUNDING CORP IBN .1700 .170
55336 1/26/11 289311 CHEVRON USA INC 2/04/11 50,000,000.00 100.00 50,000,000.00
PUR 1/26/11 2441W1PH DEERE & CO DISC CP .1800 .180
55342 1/26/11 289311 MERRILL LYNCH PIERCE FIXED 2/17/11 49,200,000.00 99.989 49,194,588.00
PUR 1/14/11 24422MNS JOHN DEERE CAPITAL CORP DIS .1900 .190
55172 1/14/11 289304 MERRILL LYNCH PIERCE FIXED 1/26/11 45,000,000.00 99.994 44,997,150.02
PUR 1/14/11 24422MNU JOHN DEERE CAPITAL CORP DIS .2200 .220
55188 1/14/11 289304 BARCLAYS CAPITAL INC 1/28/11 10,464,000.00 99.991 10,463,104.74
PUR 1/18/11 24422MPN JOHN DEERE CAPITAL CORP DIS .2000 .200
55209 1/18/11 289305 BGC FINANCIAL 2/22/11 50,000,000.00 99.981 49,990,277.78
PUR 1/18/11 24422MPN JOHN DEERE CAPITAL CORP DIS .2000 .200
55213 1/18/11 289305 BGC FINANCIAL 2/22/11 21,036,000.00 99.981 21,031,909.67
PUR 1/31/11 24422MQ9 JOHN DEERE CAPITAL CORP DIS .2000 .200
55404 1/31/11 289314 TRADITION AISEL SECURITIES 3/09/11 31,000,000.00 99.979 30,993,627.78
PUR 1/12/11 2546R3PN WALT DISNEY CO DISC CP .1950 .195
55118 1/12/11 289302 CITIGROUP GBL MKT(FMLY SALO 2/22/11 15,000,000.00 99.978 14,996,668.76
PUR 1/18/11 2546R3PP WALT DISNEY CO DISC CP .1700 .170
55211 1/18/11 289305 CREDIT SUISSE SEC (USA) LLC 2/23/11 22,900,000.00 99.983 22,896,107.00
PUR 1/19/11 2546R3Q1 WALT DISNEY CO DISC CP .1700 .170
55232 1/19/11 289306 WILLIAMS CAPITAL GROUP 3/01/11 142,100,000.00 99.981 142,072,487.85
PUR 1/05/11 29101BNC EMERSON ELECTRIC DISC CP .1700 .170
55029 1/05/11 289297 BGC FINANCIAL 1/12/11 60,000,000.00 99.997 59,998,016.66
PUR 1/05/11 3022W1QX EXXON MOBIL CORP IBN .1600 .160
55032 1/05/11 289297 EXXON MOBIL CORP. 2/01/11 102,258,000.00 100.00 102,258,000.00
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 1/01/11 THROUGH 1/31/11
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 1/11/11 3022W1QZ EXXON MOBIL CORP IBN .1600 .160
55092 1/11/11 289301 EXXON MOBIL CORP. 2/01/11 60,000,000.00 100.00 60,000,000.00
PUR 1/12/11 3022W1RB EXXON MOBIL CORP .1600 .160
55114 1/12/11 289302 EXXON MOBIL CORP. 2/01/11 87,000,000.00 100.00 87,000,000.00
PUR 1/14/11 3022W1RE EXXON MOBIL CORP IBN .1600 .160
55161 1/14/11 289304 EXXON MOBIL CORP. 1/26/11 105,000,000.00 100.00 105,000,000.00
PUR 1/18/11 3022W1RF EXXON MOBIL CORP IBN .1600 .160
55223 1/18/11 289305 EXXON MOBIL CORP. 1/25/11 45,000,000.00 100.00 45,000,000.00
PUR 1/26/11 3022W1RN EXXON MOBIL CORP IBN .1600 .160
55338 1/26/11 289311 EXXON MOBIL CORP. 2/08/11 150,000,000.00 100.00 150,000,000.00
PUR 1/28/11 3022W1RR EXXON MOBIL CORP IBN .1200 .120
55379 1/28/11 289313 EXXON MOBIL CORP. 1/31/11 110,000,000.00 100.00 110,000,000.00
PUR 1/28/11 3022W1RR EXXON MOBIL CORP IBN .1200 .120
55380 1/28/11 289313 EXXON MOBIL CORP. 1/31/11 4,135,000.00 100.00 4,135,000.00
PUR 1/03/11 3696E3HW GENERAL ELECTRIC CO IBN .1900 .190
54994 1/03/11 289295 GENERAL ELECTRIC COMPANY 1/10/11 45,000,000.00 100.00 45,000,000.00
PUR 1/03/11 3696E3HX GENERAL ELECTRIC CO IBN .1900 .190
54997 1/03/11 289295 GENERAL ELECTRIC COMPANY 1/14/11 50,000,000.00 100.00 50,000,000.00
PUR 1/03/11 3696E3HX GENERAL ELECTRIC CO IBN .1900 .190
55000 1/03/11 289295 GENERAL ELECTRIC COMPANY 1/14/11 15,161,000.00 100.00 15,161,000.00
PUR 1/04/11 3696E3HZ GENERAL ELECTRIC CO IBN .2000 .200
55010 1/04/11 289296 GENERAL ELECTRIC COMPANY 2/01/11 109,000,000.00 100.00 109,000,000.00
PUR 1/11/11 3696E3JQ GENERAL ELECTRIC CO IBN .1800 .180
55093 1/11/11 289301 GENERAL ELECTRIC COMPANY 2/01/11 45,000,000.00 100.00 45,000,000.00
PUR 1/18/11 3696E3JX GENERAL ELECTRIC CO IBN .2000 .200
55208 1/18/11 289305 GENERAL ELECTRIC COMPANY 2/08/11 66,000,000.00 100.00 66,000,000.00
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 1/01/11 THROUGH 1/31/11
CASH MANAGEMENT FD (5050) -Cont. PAGE: 42
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/24/11 45920GP1 IBM CORP DISC CP .1600 .160
55291 1/24/11 289309 BGC FINANCIAL 2/01/11 63,000,000.00 99.996 62,997,760.00
PUR 1/24/11 45920GP1 IBM CORP DISC CP .1650 .165
55292 1/24/11 289309 CITIGROUP GBL MKT(FMLY SALO 2/01/11 37,000,000.00 99.996 36,998,643.32
PUR 1/05/11 4662J1P4 JP MORGAN CHASE CO DISC CP .2000 .200
55031 1/05/11 289297 JP MORGAN 2/04/11 160,000,000.00 99.983 159,973,333.28
PUR 1/05/11 47816GP1 JOHNSON & JOHNSON DISC CP .1500 .150
55028 1/05/11 289297 CITIGROUP GBL MKT(FMLY SALO 2/01/11 81,342,000.00 99.989 81,332,849.03
PUR 1/04/11 63253LLG NAT'L AUSTRALIA FDG (DE) IN .2000 .200
55011 1/04/11 289296 NATL AUSTRALIA FUNDING DELA 2/02/11 16,000,000.00 100.00 16,000,000.00
PUR 1/11/11 63253LLH NAT'L AUSTRALIA FDG (DE) IN .2000 .200
55112 1/11/11 289301 NATL AUSTRALIA FUNDING DELA 2/10/11 8,125,000.00 100.00 8,125,000.00
PUR 1/12/11 63253LLJ NAT'L AUSTRALIA FDG DE INC .2000 .200
55113 1/12/11 289302 NATL AUSTRALIA FUNDING DELA 2/14/11 98,000,000.00 100.00 98,000,000.00
PUR 1/12/11 63253LLK NAT'L AUSTRALIA FDG (DE) IN .2000 .200
55117 1/12/11 289302 NATL AUSTRALIA FUNDING DELA 2/15/11 85,000,000.00 100.00 85,000,000.00
PUR 1/13/11 63253LLL NATIONAL AUSTRALIA FDG DE I .1400 .140
55146 1/13/11 289303 NATL AUSTRALIA FUNDING DELA 1/14/11 45,000,000.00 100.00 45,000,000.00
PUR 1/19/11 63253LLM NAT'L AUSTRALIA FDG (DE) IN .2000 .200
55228 1/19/11 289306 NATL AUSTRALIA FUNDING DELA 3/01/11 32,875,000.00 100.00 32,875,000.00
PUR 1/25/11 63253LLN NAT'L AUSTRALIA FDG (DE) IN .1600 .160
55327 1/25/11 289310 NATL AUSTRALIA FUNDING DELA 1/26/11 30,000,000.00 100.00 30,000,000.00
PUR 1/26/11 63253LLP NAT'L AUSTRALIA FDG (DE) IN .1600 .160
55337 1/26/11 289311 NATL AUSTRALIA FUNDING DELA 1/27/11 10,000,000.00 100.00 10,000,000.00
PUR 1/28/11 63253LLQ NAT'L AUSTRALIA FDG (DE) IN .1600 .160
55366 1/28/11 289313 NATL AUSTRALIA FUNDING DELA 1/31/11 100,000,000.00 100.00 100,000,000.00
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 1/01/11 THROUGH 1/31/11
CASH MANAGEMENT FD (5050) -Cont. PAGE: 43
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/18/11 68323KQ1 ONTARIO PROVINCE DISC CP .1850 .185
55214 1/18/11 289305 CIBC Oppenheimer 3/01/11 100,000,000.00 99.978 99,978,416.66
PUR 1/19/11 7426M5PE PRIVATE EXPORT FDG CORP DIS .1800 .180
55230 1/19/11 289306 MESIROW FINANCIAL, INC 2/14/11 25,000,000.00 99.987 24,996,750.00
PUR 1/13/11 7426M5PG PRIVATE EXPORT FNDNG CRP DI .1800 .180
55145 1/14/11 289303 MERRILL LYNCH PIERCE FIXED 2/16/11 35,000,000.00 99.984 34,994,225.00
PUR 1/19/11 7426M5PJ PRIVATE EXPORT FDG CORP DIS .1800 .180
55229 1/19/11 289306 MERRILL LYNCH PIERCE FIXED 2/18/11 50,000,000.00 99.985 49,992,500.00
PUR 1/06/11 74800KP8 PROVINCE OF QUEBEC DISC C P .1900 .190
55055 1/06/11 289298 DEUTSCHE BANK AG (DOMESTIC) 2/08/11 35,000,000.00 99.983 34,993,904.16
PUR 1/06/11 83365SN7 SOCIETE GENERALE NA INC DIS .2100 .210
55057 1/06/11 289298 JP MORGAN 1/07/11 14,880,000.00 99.999 14,879,913.20
PUR 1/20/11 83365SNM SOCIETE GENERALE DISC CP .2100 .210
55252 1/20/11 289307 MERRILL LYNCH PIERCE FIXED 1/21/11 80,000,000.00 99.999 79,999,533.36
PUR 1/21/11 83365SNQ SOCIETE GENERALE NA INC DIS .1800 .180
55277 1/21/11 289308 JP MORGAN 1/24/11 75,000,000.00 99.999 74,998,875.00
PUR 1/27/11 83365SNU SOCIETE GENERALE INC DISC C .1700 .170
55345 1/27/11 289312 JP MORGAN 1/28/11 80,000,000.00 100.00 79,999,622.22
PUR 1/28/11 83365SNX SOCIETE GENERALE INC DISC C .1700 .170
55376 1/28/11 289313 MERRILL LYNCH PIERCE FIXED 1/31/11 40,000,000.00 99.999 39,999,433.32
PUR 1/28/11 83365SNX SOCIETE GENERALE INC DISC C .1700 .170
55377 1/28/11 289313 MERRILL LYNCH PIERCE FIXED 1/31/11 40,000,000.00 99.999 39,999,433.32
PUR 1/25/11 88579EAD 3M COMPANY MEDIUM TERM NOTE 4.6500 .813
55312 1/25/11 289310 JP MORGAN 12/15/12 15,000,000.00 107.17 16,076,550.00
PUR 1/10/11 89112YSK TORONTO DOMINION BANK YANK .2100 .210
55081 1/10/11 289300 TD SECURITIES 2/10/11 100,000,000.00 100.00 100,000,000.00
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
CASH MANAGEMENT FD (5050) -Cont. PAGE: 44
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/10/11 89112YSK TORONTO DOMINION BANK YANK .2100 .210
55085 1/10/11 289300 TD SECURITIES 2/10/11 75,000,000.00 100.00 75,000,000.00
PUR 1/11/11 89112YSL TORONTO DOMINION BK LTD YAN .2100 .210
55100 1/11/11 289301 TD SECURITIES 2/14/11 35,000,000.00 100.00 35,000,000.00
PUR 1/20/11 912792C U.S. TREASURY BILLS .1445 .145
55254 1/20/11 289307 MERRILL LYNCH PIERCE FIXED 2/24/11 75,000,000.00 99.986 74,989,463.54
PUR 1/21/11 9127952A U.S. TREASURY BILLS .2018 .202
55269 2/24/11 289308 MIZUHO SECURITIES 8/25/11 220,000,000.00 99.898 219,775,600.00
PUR 1/19/11 9127952B U.S. TREASURY BILLS .1525 .153
55233 1/19/11 289306 DEUTSCHE BANK AG (DOMESTIC) 2/17/11 34,425,000.00 99.988 34,420,770.99
PUR 1/26/11 9127952C U.S. TREASURY BILLS .1450 .145
55344 1/26/11 289311 BARCLAYS CAPITAL INC 2/24/11 7,663,000.00 99.988 7,662,104.92
PUR 1/19/11 9127952D U.S. TREASURY BILLS .1545 .155
55236 1/19/11 289306 MERRILL LYNCH PIERCE FIXED 3/03/11 15,000,000.00 99.982 14,997,231.87
PUR 1/31/11 9127952D U.S. TREASURY BILLS .1445 .145
55406 1/31/11 289314 JP MORGAN 3/03/11 100,000,000.00 99.988 99,987,556.94
PUR 1/05/11 9127952F U.S. TREASURY BILLS .2095 .210
55030 1/05/11 289297 JP MORGAN 9/22/11 100,000,000.00 99.849 99,848,694.44
PUR 1/06/11 9127952F U.S. TREASURY BILLS .2145 .215
55054 1/06/11 289298 JP MORGAN 9/22/11 35,000,000.00 99.846 34,945,987.71
PUR 1/27/11 9127952H U.S. TREASURY BILLS .1450 .145
55347 1/27/11 289312 NOMURA SECURITIES INT'L INC 3/24/11 55,000,000.00 99.977 54,987,594.44
PUR 1/27/11 9127952K U.S. TREASURY BILLS .1950 .195
55349 1/27/11 289312 NOMURA SECURITIES INT'L (DO 10/20/11 60,000,000.00 99.856 59,913,550.00
PUR 1/10/11 9127952L U.S. TREASURY BILLS .1445 .145
55088 1/10/11 289300 MERRILL LYNCH PIERCE FIXED 4/14/11 44,534,000.00 99.962 44,517,197.07
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 1/01/11 THROUGH 1/31/11
CASH MANAGEMENT FD (5050) -Cont. PAGE: 45
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/20/11 9127952M U.S. TREASURY BILLS .1595 .160
55259 1/20/11 289307 DEUTSCHE BANK SECURITIES IN 4/21/11 100,000,000.00 99.960 99,959,681.94
PUR 1/27/11 9127952N U.S. TREASURY BILLS .1495 .150
55348 1/27/11 289312 BNP PARIBAS SECURITIES CORP 4/28/11 52,500,000.00 99.962 52,480,160.10
PUR 1/31/11 9127952N U.S. TREASURY BILLS .1425 .143
55405 1/31/11 289314 DEUTSCHE BANK AG (DOMESTIC) 4/28/11 104,000,000.00 99.966 103,964,185.00
PUR 1/18/11 9127952Z U.S. TREASURY BILLS .1795 .180
55224 1/18/11 289305 DEUTSCHE BANK SECURITIES IN 7/14/11 45,000,000.00 99.912 44,960,285.62
PUR 1/19/11 9127952Z U.S. TREASURY BILLS .1750 .175
55238 1/19/11 289306 BARCLAYS CAPITAL INC 7/14/11 12,890,000.00 99.914 12,878,971.89
PUR 1/19/11 9127952Z U.S. TREASURY BILLS .1730 .173
55234 1/19/11 289306 MERRILL LYNCH PIERCE FIXED 7/14/11 50,000,000.00 99.915 49,957,711.11
PUR 1/20/11 9127953A U.S. TREASURY BILLS .1845 .185
55261 1/20/11 289307 DEUTSCHE BANK SECURITIES IN 7/21/11 96,750,000.00 99.907 96,659,756.44
PUR 1/21/11 9127953A U.S. TREASURY BILLS .1830 .183
55286 1/21/11 289308 MERRILL LYNCH PIERCE FIXED 7/21/11 168,300,000.00 99.908 168,145,149.97
PUR 1/21/11 93114FPE WALMART STORES INC DISC CP .1850 .185
55288 1/21/11 289308 CREDIT SUISSE SEC (USA) LLC 2/14/11 26,250,000.00 99.988 26,246,762.51
PUR 1/21/11 93114FPQ WALMART STORES INC DISC CP .1800 .180
55283 1/21/11 289308 CITIGROUP GBL MKT(FMLY SALO 2/24/11 40,000,000.00 99.983 39,993,200.00
PUR 1/31/11 93114FPU WALMART STORES INC DISC CP .2000 .200
55407 1/31/11 289314 CREDIT SUISSE SEC (USA) LLC 2/28/11 16,387,000.00 99.984 16,384,450.90
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 6419307000.00 6419136016.46
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 6419307000.00 6419136016.46
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 1/01/11 THROUGH 1/31/11
CASH MANAGEMENT FD (5050) -Cont. PAGE: 46
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 1/20/11 9127952A U.S. TREASURY BILLS .2005 .201
53931 1/21/11 289308 MIZUHO SECURITIES 8/25/11 100,000,000.00 99.898 99,898,000.00 18,299.99
SALE 1/20/11 9127952A U.S. TREASURY BILLS .1955 .196
53963 1/21/11 289308 MIZUHO SECURITIES 8/25/11 120,000,000.00 99.898 119,877,600.00 18,359.99
SALE 1/25/11 912795X9 U.S. TREASURY BILLS .1935 .194
52849 1/25/11 289310 NOMURA SECURITIES INT'L INC 1/27/11 4,918,000.00 99.999 4,917,970.49 23.36
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 224,918,000.00 224,693,570.49 36,683.34
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 224,918,000.00 224,693,570.49 36,683.34
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 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 1/07/11 00174410 AMN HEALTHCARE SERVICES
55080 1/12/11 424543 JACKSON SECS 50,000.00 6.337 500.00 317,355.00
PUR 1/13/11 00508X20 ACTUANT CORP.
19160 1/19/11 424561 INSTINET (PORTAL) 60,323.00 27.355 422.26 1,650,551.89
PUR 1/13/11 00508X20 ACTUANT CORP.
19160 1/19/11 424561 ITG (CHANNEL) 114,690.00 27.347 802.83 3,137,195.85
PUR 1/14/11 00508X20 ACTUANT CORP.
19160 1/20/11 424566 INSTINET (PORTAL) 29,677.00 27.728 207.74 823,088.63
PUR 1/14/11 00508X20 ACTUANT CORP.
19160 1/20/11 424566 ITG (CHANNEL) 95,310.00 27.726 667.17 2,643,203.64
PUR 1/24/11 00508X20 ACTUANT CORP.
19160 1/27/11 424586 ICAP CORPORATES LLC 150,000.00 27.439 1,500.00 4,117,365.00
PUR 1/24/11 00508X20 ACTUANT CORP.
19160 1/27/11 424586 MERIDIAN EQUITY PARTNERS 100,000.00 26.921 1,000.00 2,693,130.00
PUR 1/25/11 00508X20 ACTUANT CORP.
19160 1/28/11 424590 ICAP CORPORATES LLC 100,000.00 27.552 1,000.00 2,756,150.00
PUR 1/07/11 00849210 AGREE REALTY CORP
53304 1/12/11 424543 WILLIAMS CAPITAL GROUP 7,500.00 23.088 75.00 173,231.25
PUR 1/19/11 00849210 AGREE REALTY CORP
53304 1/24/11 424574 BMO CAPITAL MARKETS/EXECUTI 15,000.00 23.628 150.00 354,568.50
PUR 1/26/11 00849210 AGREE REALTY CORP
53304 1/31/11 424594 SANFORD BERNSTEIN & CO. 10,000.00 24.340 400.00 243,804.00
PUR 1/24/11 00915810 AIR PRODUCTS & CHEMICALS IN
54732 1/27/11 424586 BLAYLOCK ROBERT VAN LLC 80,000.00 86.556 800.00 6,925,264.00
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 1/01/11 THROUGH 1/31/11
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 1/06/11 01165910 ALASKA AIR GROUP INC
17215 1/11/11 424539 MERIDIAN EQUITY PARTNERS 55,000.00 59.475 550.00 3,271,669.50
PUR 1/07/11 01165910 ALASKA AIR GROUP INC
17215 1/12/11 424543 MERIDIAN EQUITY PARTNERS 20,000.00 60.874 200.00 1,217,680.00
PUR 1/10/11 01165910 ALASKA AIR GROUP INC
17215 1/13/11 424548 MERIDIAN EQUITY PARTNERS 25,000.00 62.563 250.00 1,564,325.00
PUR 1/14/11 01527110 ALEXANDRIA REAL ESTATE EQUI
39079 1/20/11 424566 BLAYLOCK ROBERT VAN LLC 10,000.00 74.792 100.00 748,018.00
PUR 1/18/11 01741R10 ALLEGHENY TECHNOLOGIES INC
51711 1/21/11 424570 MERIDIAN EQUITY PARTNERS 192,000.00 60.140 1,920.00 11,548,800.00
PUR 1/20/11 01741R10 ALLEGHENY TECHNOLOGIES INC
51711 1/25/11 424578 GUZMAN & CO. 30,000.00 58.348 300.00 1,750,743.00
PUR 1/20/11 01741R10 ALLEGHENY TECHNOLOGIES INC
51711 1/25/11 424578 MURIEL SEIBERT & CO 50,000.00 58.696 500.00 2,935,285.00
PUR 1/20/11 01741R10 ALLEGHENY TECHNOLOGIES INC
51711 1/25/11 424578 STURDIVANT/EXECUTION 48,000.00 58.722 480.00 2,819,116.80
PUR 1/21/11 01741R10 ALLEGHENY TECHNOLOGIES INC
51711 1/26/11 424582 GUZMAN & CO. 20,000.00 59.934 200.00 1,198,878.00
PUR 1/21/11 01741R10 ALLEGHENY TECHNOLOGIES INC
51711 1/26/11 424582 PRINCETON SECURITIES GROUP 106,000.00 58.780 1,060.00 6,231,708.20
PUR 1/24/11 01741R10 ALLEGHENY TECHNOLOGIES INC
51711 1/27/11 424586 MERIDIAN EQUITY PARTNERS 54,000.00 58.975 540.00 3,185,163.00
PUR 1/12/11 02401310 AMERICAN ASSETS
55143 1/19/11 424560 JMP SECURITIES 460.00 20.500 9,430.00
PUR 1/12/11 02401310 AMERICAN ASSETS
55143 1/19/11 424560 KEYBANC CAPITAL MKTS INC 1,845.00 20.500 37,822.50
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
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 1/12/11 02401310 AMERICAN ASSETS
55143 1/19/11 424560 MERRILL LYNCH, PIERCE,FENNE 19,155.00 20.500 392,677.50
PUR 1/12/11 02401310 AMERICAN ASSETS
55143 1/19/11 424560 MORGAN STANLEY 6,620.00 20.500 135,710.00
PUR 1/12/11 02401310 AMERICAN ASSETS
55143 1/19/11 424560 PNC CAPITAL MARKETS 460.00 20.500 9,430.00
PUR 1/12/11 02401310 AMERICAN ASSETS
55143 1/19/11 424560 RBC CAPITAL (DOMESTIC) 1,845.00 20.500 37,822.50
PUR 1/12/11 02401310 AMERICAN ASSETS
55143 1/19/11 424560 US BANCORP (FOR SECONDARY) 460.00 20.500 9,430.00
PUR 1/12/11 02401310 AMERICAN ASSETS
55143 1/19/11 424560 WELLS FARGO SECURITIES 19,155.00 20.500 392,677.50
PUR 1/05/11 02483510 AMERICAN CAMPUS COMMUNITIES
41561 1/10/11 424534 BMO CAPITAL MARKETS/EXECUTI 20,000.00 31.682 200.00 633,834.00
PUR 1/04/11 03571040 ANNALY CAPITAL MANAGEMENT I
50977 1/07/11 424528 BARCLAYS CAPITAL (DOMESTIC) 7,000.00 17.200 120,400.00
PUR 1/04/11 03571040 ANNALY CAPITAL MANAGEMENT I
50977 1/07/11 424528 CREDIT SUISSE SEC (USA) LLC 17,500.00 17.200 301,000.00
PUR 1/04/11 03571040 ANNALY CAPITAL MANAGEMENT I
50977 1/07/11 424528 JP MORGAN 7,000.00 17.200 120,400.00
PUR 1/04/11 03571040 ANNALY CAPITAL MANAGEMENT I
50977 1/07/11 424528 RCAP SECURITIES 3,500.00 17.200 60,200.00
PUR 1/03/11 03822W40 APPLIED MICRO CIRCUITS CORP
53851 1/06/11 424523 LABRANCHE/0TC 100,000.00 10.833 1,000.00 1,084,260.00
PUR 1/05/11 03822W40 APPLIED MICRO CIRCUITS CORP
53851 1/10/11 424534 LABRANCHE/0TC 100,000.00 10.797 1,000.00 1,080,680.00
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 1/01/11 THROUGH 1/31/11
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 1/31/11 03822W40 APPLIED MICRO CIRCUITS CORP
53851 2/03/11 424607 JANNEY MONTGOMERY SCOTT 25,000.00 9.857 750.00 247,165.00
PUR 1/12/11 04351G10 ASCENA RETAIL GROUP INC
55123 1/18/11 424556 ITG (CHANNEL) 42,112.00 26.608 294.78 1,120,831.93
PUR 1/13/11 04351G10 ASCENA RETAIL GROUP INC
55123 1/19/11 424561 ITG (CHANNEL) 7,888.00 26.507 55.22 209,144.01
PUR 1/14/11 04351G10 ASCENA RETAIL GROUP INC
55123 1/20/11 424566 INSTINET (PORTAL) 43,605.00 26.518 305.24 1,156,644.43
PUR 1/18/11 04351G10 ASCENA RETAIL GROUP INC
55123 1/21/11 424570 INSTINET (PORTAL) 11,395.00 26.505 79.77 302,098.55
PUR 1/25/11 04351G10 ASCENA RETAIL GROUP INC
55123 1/28/11 424590 MERRIMAN/OTC 25,000.00 27.231 250.00 681,015.00
PUR 1/12/11 04410310 ASHFORD HOSPITALITY TRUST
55122 1/18/11 424556 BMO CAPITAL MARKETS/EXECUTI 25,000.00 9.837 250.00 246,165.00
PUR 1/18/11 04410310 ASHFORD HOSPITALITY TRUST
55122 1/21/11 424570 BMO CAPITAL MARKETS/EXECUTI 25,000.00 9.657 250.00 241,665.00
PUR 1/19/11 04410310 ASHFORD HOSPITALITY TRUST
55122 1/24/11 424574 BMO CAPITAL MARKETS/EXECUTI 20,000.00 9.571 200.00 191,614.00
PUR 1/20/11 04410310 ASHFORD HOSPITALITY TRUST
55122 1/25/11 424578 JACKSON SECS 1,100.00 9.550 11.00 10,516.00
PUR 1/21/11 04410310 ASHFORD HOSPITALITY TRUST
55122 1/26/11 424582 JACKSON SECS 23,900.00 9.858 239.00 235,849.98
PUR 1/19/11 05348410 AVALONBAY COMM
55244 1/24/11 424574 WILLIAMS CAPITAL GROUP 25,000.00 112.56 250.00 2,814,337.50
PUR 1/13/11 08930210 BIG LOTS INC
55154 1/19/11 424561 WILLIAMS CAPITAL GROUP 50,000.00 32.153 500.00 1,608,130.00
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 1/01/11 THROUGH 1/31/11
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 1/03/11 09534T50 BLUE COAT SYSTEMS, INC.
23366 1/06/11 424523 LABRANCHE/0TC 50,000.00 30.739 500.00 1,537,425.00
PUR 1/31/11 09534T50 BLUE COAT SYSTEMS, INC.
23366 2/03/11 424607 JANNEY MONTGOMERY SCOTT 50,000.00 28.742 1,500.00 1,438,610.00
PUR 1/03/11 11162130 BROCADE COMMUNICATIONS SY
50904 1/06/11 424523 MERRIMAN/OTC 100,000.00 5.402 1,000.00 541,190.00
PUR 1/14/11 11162130 BROCADE COMMUNICATIONS SY
50904 1/20/11 424566 ITG (CHANNEL) 50,000.00 5.975 350.00 299,100.00
PUR 1/19/11 12497T10 CB RICHARD ELLI GROUP
55243 1/24/11 424574 BMO CAPITAL MARKETS/EXECUTI 50,000.00 22.242 500.00 1,112,620.00
PUR 1/20/11 12497T10 CB RICHARD ELLI GROUP
55243 1/25/11 424578 BMO CAPITAL MARKETS/EXECUTI 50,000.00 22.113 500.00 1,106,145.00
PUR 1/07/11 14365830 CARNIVAL CORP
49668 1/12/11 424543 WILLIAMS CAPITAL GROUP 49,000.00 47.423 490.00 2,324,212.10
PUR 1/24/11 14428510 CARPENTER TECHNOLOGY CORP.
12104 1/27/11 424586 MERIDIAN EQUITY PARTNERS 50,000.00 42.642 500.00 2,132,580.00
PUR 1/27/11 14428510 CARPENTER TECHNOLOGY CORP.
12104 2/01/11 424598 SANFORD BERNSTEIN & CO. 96,000.00 42.020 3,840.00 4,037,740.80
PUR 1/28/11 14428510 CARPENTER TECHNOLOGY CORP.
12104 2/02/11 424602 SANFORD BERNSTEIN & CO. 80,000.00 42.148 3,200.00 3,375,056.00
PUR 1/12/11 15060220 CEDAR SHOPPING CTRS INC
55121 1/18/11 424556 GUZMAN & CO. 100,000.00 6.252 1,000.00 626,230.00
PUR 1/03/11 15083810 CELADON GROUP
55008 1/06/11 424523 ICAP CORPORATES LLC 120,000.00 15.142 1,200.00 1,818,204.00
PUR 1/04/11 15083810 CELADON GROUP
55008 1/07/11 424529 ICAP CORPORATES LLC 140,000.00 14.944 1,400.00 2,093,490.00
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 1/01/11 THROUGH 1/31/11
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 1/05/11 15083810 CELADON GROUP
55008 1/10/11 424534 ICAP CORPORATES LLC 90,000.00 15.605 900.00 1,405,305.00
PUR 1/03/11 16208T10 CHATHAM LODGING TRUST
51551 1/06/11 424523 LABRANCHE/0TC 11.00 17.300 .11 190.41
PUR 1/04/11 16208T10 CHATHAM LODGING TRUST
51551 1/07/11 424529 LABRANCHE/0TC 24,989.00 17.300 249.89 432,559.59
PUR 1/07/11 16861510 CHICO'S FAS INC
53129 1/12/11 424543 STURDIVANT/EXECUTION 100,000.00 11.053 1,000.00 1,106,330.00
PUR 1/24/11 16861510 CHICO'S FAS INC
53129 1/27/11 424586 BLAYLOCK ROBERT VAN LLC 50,000.00 11.052 500.00 553,095.00
PUR 1/05/11 17275R10 CISCO SYSTEMS INC
14693 1/10/11 424534 MERRIMAN/OTC 100,000.00 20.773 1,000.00 2,078,250.00
PUR 1/14/11 17275R10 CISCO SYSTEMS INC
14693 1/20/11 424566 ITG (CHANNEL) 100,000.00 21.187 700.00 2,119,380.00
PUR 1/19/11 17275R10 CISCO SYSTEMS INC
14693 1/24/11 424574 MERRIMAN/OTC 50,000.00 20.719 500.00 1,036,465.00
PUR 1/21/11 17275R10 CISCO SYSTEMS INC
14693 1/26/11 424582 INSTINET (PORTAL) 50,000.00 20.766 350.00 1,038,640.00
PUR 1/28/11 19210850 COEUR D'ALENE MINES CORP ID
47106 2/02/11 424602 CITIGROUP/CITIBANK DOMESTIC 250,000.00 23.903 10,000.00 5,985,825.00
PUR 1/24/11 23585110 DANAHER CORP.
13878 1/27/11 424586 MERIDIAN EQUITY PARTNERS 190,000.00 47.076 1,900.00 8,946,283.00
PUR 1/13/11 24419910 DEERE & CO.
21321 1/19/11 424561 MERIDIAN EQUITY PARTNERS 152,000.00 89.734 1,520.00 13,641,042.40
PUR 1/14/11 24419910 DEERE & CO.
21321 1/20/11 424566 BLAYLOCK ROBERT VAN LLC 46,000.00 89.265 460.00 4,106,640.80
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/19/11 24419910 DEERE & CO.
21321 1/24/11 424574 GRISWOLD COMPANY 102,000.00 89.915 1,020.00 9,172,319.40
PUR 1/19/11 24419910 DEERE & CO.
21321 1/24/11 424574 ICAP CORPORATES LLC 100,000.00 89.306 1,000.00 8,931,570.00
PUR 1/21/11 24419910 DEERE & CO.
21321 1/26/11 424582 BLAYLOCK ROBERT VAN LLC 56,000.00 89.477 560.00 5,011,272.00
PUR 1/21/11 24419910 DEERE & CO.
21321 1/26/11 424582 MERIDIAN EQUITY PARTNERS 120,000.00 89.116 1,200.00 10,695,156.00
PUR 1/24/11 24419910 DEERE & CO.
21321 1/27/11 424586 LOOP CAPITAL 52,000.00 90.103 520.00 4,685,855.20
PUR 1/24/11 24419910 DEERE & CO.
21321 1/27/11 424586 STURDIVANT/EXECUTION 52,000.00 90.097 520.00 4,685,574.40
PUR 1/26/11 24419910 DEERE & CO.
21321 1/31/11 424594 MORGAN STANLEY 120,000.00 90.639 4,800.00 10,881,492.00
PUR 1/03/11 24736170 DELTA AIR LINES INC DEL
46316 1/06/11 424523 GRISWOLD COMPANY 200,000.00 12.628 2,000.00 2,527,560.00
PUR 1/03/11 24736170 DELTA AIR LINES INC DEL
46316 1/06/11 424523 PRINCETON SECURITIES GROUP 150,000.00 12.681 1,500.00 1,903,575.00
PUR 1/05/11 24736170 DELTA AIR LINES INC DEL
46316 1/10/11 424534 ELECTRONIC BROKERAGE SYSTEM 500,000.00 13.065 2,500.00 6,535,100.00
PUR 1/20/11 24736170 DELTA AIR LINES INC DEL
46316 1/25/11 424578 ELECTRONIC BROKERAGE SYSTEM 548,000.00 11.531 2,740.00 6,321,508.80
PUR 1/21/11 24736170 DELTA AIR LINES INC DEL
46316 1/26/11 424582 ELECTRONIC BROKERAGE SYSTEM 475,000.00 11.520 2,375.00 5,474,422.50
PUR 1/03/11 26054310 DOW CHEMICAL
48222 1/06/11 424523 BMO CAPITAL MARKETS/EXECUTI 123,000.00 35.037 1,230.00 4,310,817.90
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 54
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/03/11 26353410 DU PONT (E.I.) DE NEMOURS
14404 1/06/11 424523 BLAYLOCK ROBERT VAN LLC 60,000.00 50.252 600.00 3,015,720.00
PUR 1/21/11 26353410 DU PONT (E.I.) DE NEMOURS
14404 1/26/11 424582 GRISWOLD COMPANY 100,000.00 48.577 1,000.00 4,858,720.00
PUR 1/19/11 27805810 EATON CORP
53949 1/24/11 424574 ICAP CORPORATES LLC 67,000.00 105.42 670.00 7,064,372.80
PUR 1/05/11 28140H10 EDUCATION REALTY TRUST INC
50616 1/10/11 424533 KEYBANC CAPITAL MKTS INC 17,500.00 7.300 127,750.00
PUR 1/05/11 28140H10 EDUCATION REALTY TRUST INC
50616 1/10/11 424533 MERRILL LYNCH, PIERCE,FENNE 22,500.00 7.300 164,250.00
PUR 1/05/11 28140H10 EDUCATION REALTY TRUST INC
50616 1/10/11 424533 MORGAN KEEGAN 5,000.00 7.300 36,500.00
PUR 1/05/11 28140H10 EDUCATION REALTY TRUST INC
50616 1/10/11 424533 UBS WARBURG LLC 5,000.00 7.300 36,500.00
PUR 1/18/11 29100510 EMERITUS CORP
55227 1/21/11 424570 BMO CAPITAL MARKETS/EXECUTI 1,397.00 20.735 13.97 28,980.77
PUR 1/19/11 29100510 EMERITUS CORP
55227 1/24/11 424574 BMO CAPITAL MARKETS/EXECUTI 23,603.00 20.750 236.03 489,991.20
PUR 1/21/11 29100510 EMERITUS CORP
55227 1/26/11 424582 BLAYLOCK ROBERT VAN LLC 10,000.00 20.075 100.00 200,854.00
PUR 1/05/11 29384R10 ENTROPIC COMMUNICATIONS INC
39007 1/10/11 424534 MERRIMAN/OTC 125,000.00 13.069 1,250.00 1,634,862.50
PUR 1/14/11 30068C10 EXCEL TRUST
52146 1/20/11 424566 WILLIAMS CAPITAL GROUP 50,000.00 12.952 500.00 648,095.00
PUR 1/03/11 34555010 FOREST CITY ENTERPRISES-CL
51763 1/06/11 424523 WILLIAMS CAPITAL GROUP 25,000.00 16.875 250.00 422,132.50
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 55
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/13/11 36955010 GENERAL DYNAMICS CORP
53087 1/19/11 424561 PRINCETON SECURITIES GROUP 104,000.00 71.972 1,040.00 7,486,128.00
PUR 1/27/11 36955010 GENERAL DYNAMICS CORP
53087 2/01/11 424598 MORGAN STANLEY 123,000.00 76.169 4,920.00 9,373,645.50
PUR 1/06/11 37930210 GLIMCHER REALTY TRUST
55058 1/11/11 424539 BMO CAPITAL MARKETS/EXECUTI 95,000.00 8.539 950.00 812,155.00
PUR 1/06/11 37930210 GLIMCHER REALTY TRUST
55058 1/11/11 424538 COMMERZBANK 100.00 8.300 830.00
PUR 1/06/11 37930210 GLIMCHER REALTY TRUST
55058 1/11/11 424538 GOLDMAN SACHS & COMPANY 1,250.00 8.300 10,375.00
PUR 1/06/11 37930210 GLIMCHER REALTY TRUST
55058 1/11/11 424538 HUNTINGTON INVESTMENTS 100.00 8.300 830.00
PUR 1/06/11 37930210 GLIMCHER REALTY TRUST
55058 1/11/11 424538 KEYBANC CAPITAL MKTS INC 1,000.00 8.300 8,300.00
PUR 1/06/11 37930210 GLIMCHER REALTY TRUST
55058 1/11/11 424538 MERRILL LYNCH, PIERCE,FENNE 1,250.00 8.300 10,375.00
PUR 1/06/11 37930210 GLIMCHER REALTY TRUST
55058 1/11/11 424538 PIPER JAFFRAY & CO 100.00 8.300 830.00
PUR 1/06/11 37930210 GLIMCHER REALTY TRUST
55058 1/11/11 424538 PNC CAPITAL MARKETS 100.00 8.300 830.00
PUR 1/06/11 37930210 GLIMCHER REALTY TRUST
55058 1/11/11 424538 RBS GREENWICH 100.00 8.300 830.00
PUR 1/06/11 37930210 GLIMCHER REALTY TRUST
55058 1/11/11 424538 WELLS FARGO SECURITIES 1,000.00 8.300 8,300.00
PUR 1/14/11 37930210 GLIMCHER REALTY TRUST
55058 1/20/11 424566 WILLIAMS CAPITAL GROUP 55,000.00 8.628 550.00 475,079.00
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
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DURING THE PERIOD 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 56
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/27/11 38141G10 GOLDMAN SACHS GROUP INC
13025 2/01/11 424598 JP MORGAN 20,000.00 163.95 800.00 3,279,902.00
PUR 1/03/11 38255010 GOODYEAR TIRE & RUBBER C0
37850 1/06/11 424523 BLAYLOCK ROBERT VAN LLC 50,000.00 12.230 500.00 612,010.00
PUR 1/05/11 38255010 GOODYEAR TIRE & RUBBER C0
37850 1/10/11 424534 JACKSON SECS 50,000.00 12.638 500.00 632,395.00
PUR 1/06/11 42234710 HEARTLAND EXPRESS INC
55059 1/11/11 424539 ITG (CHANNEL) 600.00 16.248 4.20 9,753.18
PUR 1/06/11 42234710 HEARTLAND EXPRESS INC
55059 1/11/11 424539 LABRANCHE/0TC 66,000.00 16.325 660.00 1,078,110.00
PUR 1/07/11 42234710 HEARTLAND EXPRESS INC
55059 1/12/11 424543 ITG (CHANNEL) 42,700.00 16.224 298.90 693,042.35
PUR 1/07/11 42234710 HEARTLAND EXPRESS INC
55059 1/12/11 424543 LABRANCHE/0TC 140,000.00 16.227 1,400.00 2,273,194.00
PUR 1/10/11 42234710 HEARTLAND EXPRESS INC
55059 1/13/11 424548 ITG (CHANNEL) 56,700.00 16.526 396.90 937,432.44
PUR 1/10/11 42234710 HEARTLAND EXPRESS INC
55059 1/13/11 424548 LABRANCHE/0TC 75,000.00 16.665 750.00 1,250,647.50
PUR 1/11/11 42234710 HEARTLAND EXPRESS INC
55059 1/14/11 424552 LABRANCHE/0TC 75,000.00 16.508 750.00 1,238,880.00
PUR 1/19/11 42234710 HEARTLAND EXPRESS INC
55059 1/24/11 424574 ITG (CHANNEL) 107,779.00 16.038 754.45 1,729,292.50
PUR 1/20/11 42234710 HEARTLAND EXPRESS INC
55059 1/25/11 424578 BNY CONVERGEX(ALGOS) 5,000.00 16.112 35.00 80,594.50
PUR 1/20/11 42234710 HEARTLAND EXPRESS INC
55059 1/25/11 424578 ITG (CHANNEL) 47,454.00 16.047 332.18 761,845.50
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 57
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/21/11 42234710 HEARTLAND EXPRESS INC
55059 1/26/11 424582 ITG (CHANNEL) 116,311.00 15.829 814.18 1,841,924.26
PUR 1/24/11 42234710 HEARTLAND EXPRESS INC
55059 1/27/11 424586 ITG (CHANNEL) 107,369.00 15.852 751.58 1,702,818.65
PUR 1/25/11 42234710 HEARTLAND EXPRESS INC
55059 1/28/11 424590 ITG (CHANNEL) 26,087.00 16.102 182.61 420,232.88
PUR 1/28/11 42270410 HECLA MINING CO.
25930 2/02/11 424602 COWEN AND CO., LLC 500,000.00 9.069 20,000.00 4,554,650.00
PUR 1/28/11 42270410 HECLA MINING CO.
25930 2/02/11 424602 PACIFIC CREST SECURITIES 600,000.00 9.089 24,000.00 5,477,220.00
PUR 1/03/11 42281910 HEIDRICK & STRUGGLES INTL
53469 1/06/11 424523 INSTINET (PORTAL) 2,966.00 28.992 20.76 86,010.44
PUR 1/03/11 42281910 HEIDRICK & STRUGGLES INTL
53469 1/06/11 424523 LABRANCHE/0TC 19,869.00 29.683 198.69 589,964.26
PUR 1/04/11 42281910 HEIDRICK & STRUGGLES INTL
53469 1/07/11 424529 LABRANCHE/0TC 23,000.00 29.128 230.00 670,178.60
PUR 1/07/11 42782510 HERSHA HOSPITALITY TR
50440 1/12/11 424543 WILLIAMS CAPITAL GROUP 25,000.00 6.665 250.00 166,862.50
PUR 1/05/11 42823610 HEWLETT-PACKARD CO
12113 1/10/11 424534 BLAYLOCK ROBERT VAN LLC 50,000.00 43.782 500.00 2,189,575.00
PUR 1/07/11 44857910 HYATT HOTEL'S
49245 1/12/11 424543 WILLIAMS CAPITAL GROUP 50,000.00 46.998 500.00 2,350,405.00
PUR 1/13/11 44857910 HYATT HOTEL'S
49245 1/19/11 424561 BLAYLOCK ROBERT VAN LLC 25,000.00 47.715 250.00 1,193,115.00
PUR 1/03/11 45071R10 IXIA
18299 1/06/11 424523 MERRIMAN/OTC 90,000.00 17.610 900.00 1,585,836.00
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
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DURING THE PERIOD 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 58
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/05/11 45071R10 IXIA
18299 1/10/11 424534 LABRANCHE/0TC 25,000.00 17.001 250.00 425,265.00
PUR 1/07/11 45071R10 IXIA
18299 1/12/11 424543 LABRANCHE/0TC 25,000.00 16.899 250.00 422,735.00
PUR 1/19/11 45071R10 IXIA
18299 1/24/11 424574 LABRANCHE/0TC 25,000.00 16.503 250.00 412,835.00
PUR 1/31/11 45071R10 IXIA
18299 2/03/11 424607 JANNEY MONTGOMERY SCOTT 25,000.00 15.584 750.00 390,355.00
PUR 1/24/11 45230810 ILLINOIS TOOL WORKS INC.
06396 1/27/11 424586 BLAYLOCK ROBERT VAN LLC 157,000.00 55.324 1,570.00 8,687,453.70
PUR 1/24/11 45230810 ILLINOIS TOOL WORKS INC.
06396 1/27/11 424586 WILLIAMS CAPITAL GROUP 37,000.00 55.383 370.00 2,049,533.60
PUR 1/25/11 45230810 ILLINOIS TOOL WORKS INC.
06396 1/28/11 424590 WILLIAMS CAPITAL GROUP 120,000.00 55.168 1,200.00 6,621,324.00
PUR 1/14/11 46981410 JACOBS ENGIN GR
55205 1/20/11 424566 BMO CAPITAL MARKETS/EXECUTI 100,000.00 49.532 1,000.00 4,954,200.00
PUR 1/14/11 46981410 JACOBS ENGIN GR
55205 1/20/11 424566 ITG (CHANNEL) 269,000.00 50.522 1,883.00 13,592,301.00
PUR 1/18/11 46981410 JACOBS ENGIN GR
55205 1/21/11 424570 GRISWOLD COMPANY 131,000.00 50.833 1,310.00 6,660,459.20
PUR 1/24/11 46981410 JACOBS ENGIN GR
55205 1/27/11 424586 MERIDIAN EQUITY PARTNERS 63,000.00 50.514 630.00 3,183,012.00
PUR 1/18/11 51509810 LANDSTAR SYSTEM
53394 1/21/11 424570 ITG (CHANNEL) 15,552.00 42.297 108.86 657,913.36
PUR 1/19/11 51509810 LANDSTAR SYSTEM
53394 1/24/11 424574 ITG (CHANNEL) 46,484.00 42.104 325.39 1,957,501.67
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
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DURING THE PERIOD 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 59
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/20/11 51509810 LANDSTAR SYSTEM
53394 1/25/11 424578 ITG (CHANNEL) 24,248.00 41.865 169.74 1,015,309.84
PUR 1/21/11 51509810 LANDSTAR SYSTEM
53394 1/26/11 424582 ITG (CHANNEL) 39,020.00 41.663 273.14 1,625,955.60
PUR 1/24/11 51509810 LANDSTAR SYSTEM
53394 1/27/11 424586 ITG (CHANNEL) 46,696.00 41.628 326.87 1,944,164.61
PUR 1/20/11 51783410 LAS VEGAS SANDS CORP
50698 1/25/11 424578 WILLIAMS CAPITAL GROUP 25,000.00 45.065 250.00 1,126,865.00
PUR 1/18/11 52186330 LEAP WIRELESS INTERNATIONAL
35104 1/21/11 424570 ITG (CHANNEL) 100,000.00 13.927 700.00 1,393,440.00
PUR 1/18/11 52186330 LEAP WIRELESS INTERNATIONAL
35104 1/21/11 424570 LIQUIDNET DESK 119,000.00 13.902 1,190.00 1,655,516.10
PUR 1/19/11 52186330 LEAP WIRELESS INTERNATIONAL
35104 1/24/11 424574 ITG (CHANNEL) 100,000.00 13.878 700.00 1,388,450.00
PUR 1/19/11 52186330 LEAP WIRELESS INTERNATIONAL
35104 1/24/11 424574 LIQUIDNET 50,000.00 13.745 1,000.00 688,250.00
PUR 1/19/11 52186330 LEAP WIRELESS INTERNATIONAL
35104 1/24/11 424574 LIQUIDNET DESK 111,000.00 13.788 1,110.00 1,531,578.00
PUR 1/03/11 55271510 MEMC ELECTRONIC MATERIALS
07225 1/06/11 424523 WILLIAMS CAPITAL GROUP 35,000.00 11.407 350.00 399,609.00
PUR 1/05/11 55271510 MEMC ELECTRONIC MATERIALS
07225 1/10/11 424534 STURDIVANT/EXECUTION 50,000.00 11.331 500.00 567,025.00
PUR 1/07/11 55271510 MEMC ELECTRONIC MATERIALS
07225 1/12/11 424543 BLAYLOCK ROBERT VAN LLC 50,000.00 11.371 500.00 569,025.00
PUR 1/14/11 55271510 MEMC ELECTRONIC MATERIALS
07225 1/20/11 424566 PRINCETON SECURITIES GROUP 150,000.00 12.128 1,500.00 1,820,760.00
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
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DURING THE PERIOD 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 60
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/31/11 55271510 MEMC ELECTRONIC MATERIALS
07225 2/03/11 424607 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 11.071 2,000.00 555,530.00
PUR 1/03/11 55272X10 MFA FINANCIAL INC
50983 1/06/11 424523 WILLIAMS CAPITAL GROUP 10,000.00 8.177 100.00 81,867.00
PUR 1/18/11 57708110 MATTEL INC.
13394 1/21/11 424570 MERIDIAN EQUITY PARTNERS 100,000.00 23.820 1,000.00 2,383,000.00
PUR 1/24/11 58013510 MCDONALD'S CORP.
14963 1/27/11 424586 BMO CAPITAL MARKETS/EXECUTI 25,000.00 74.849 250.00 1,871,475.00
PUR 1/31/11 61174210 MONSTER WORLDWIDE INC
55411 2/03/11 424607 JP MORGAN 50,000.00 16.596 2,000.00 831,790.00
PUR 1/27/11 62671710 MURPHY OIL CORP.
23055 2/01/11 424598 JP MORGAN 55,000.00 65.996 2,200.00 3,631,952.50
PUR 1/31/11 62671710 MURPHY OIL CORP.
23055 2/03/11 424607 BARCLAYS CAPITAL (DOMESTIC) 5,000.00 65.857 200.00 329,487.00
PUR 1/18/11 65584410 NORFOLK SOUTHERN CORP.
44991 1/21/11 424570 PRINCETON SECURITIES GROUP 250,000.00 65.184 2,500.00 16,298,400.00
PUR 1/19/11 65584410 NORFOLK SOUTHERN CORP.
44991 1/24/11 424574 GUZMAN & CO. 50,000.00 65.008 500.00 3,250,880.00
PUR 1/19/11 65584410 NORFOLK SOUTHERN CORP.
44991 1/24/11 424574 PACIFIC AMERICAN SECURITIES 50,000.00 64.960 500.00 3,248,475.00
PUR 1/19/11 65584410 NORFOLK SOUTHERN CORP.
44991 1/24/11 424574 STURDIVANT/EXECUTION 58,000.00 65.024 580.00 3,771,989.40
PUR 1/03/11 67622010 OFFICE DEPOT
51893 1/06/11 424523 WILLIAMS CAPITAL GROUP 50,000.00 5.744 500.00 287,680.00
PUR 1/04/11 67622010 OFFICE DEPOT
51893 1/07/11 424529 WILLIAMS CAPITAL GROUP 50,000.00 5.772 500.00 289,100.00
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
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DURING THE PERIOD 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 61
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/13/11 70109410 PARKER HANNIFIN
55160 1/19/11 424561 WILLIAMS CAPITAL GROUP 114,000.00 88.771 1,140.00 10,121,056.80
PUR 1/19/11 70109410 PARKER HANNIFIN
55160 1/24/11 424574 GRISWOLD COMPANY 100,000.00 91.066 1,000.00 9,107,580.00
PUR 1/21/11 70109410 PARKER HANNIFIN
55160 1/26/11 424582 BMO CAPITAL MARKETS/EXECUTI 55,000.00 86.612 550.00 4,764,221.00
PUR 1/05/11 70756910 PENN NATIONAL GAMING INC.
42252 1/10/11 424534 ITG (CHANNEL) 25,000.00 33.986 175.00 849,830.00
PUR 1/03/11 74790620 QUANTUM CORP.
37668 1/06/11 424523 WILLIAMS CAPITAL GROUP 50,000.00 3.832 500.00 192,100.00
PUR 1/07/11 75511150 RAYTHEON CO.
26895 1/12/11 424543 CASTLE OAK SECURITIES 100,000.00 50.028 1,000.00 5,003,820.00
PUR 1/07/11 75511150 RAYTHEON CO.
26895 1/12/11 424543 GUZMAN & CO. 100,000.00 50.038 1,000.00 5,004,810.00
PUR 1/07/11 75511150 RAYTHEON CO.
26895 1/12/11 424543 JONES TRADING INSTITUTIONAL 49,000.00 50.069 490.00 2,453,875.90
PUR 1/13/11 75511150 RAYTHEON CO.
26895 1/19/11 424561 ICAP CORPORATES LLC 203,000.00 49.585 2,030.00 10,067,764.70
PUR 1/14/11 75511150 RAYTHEON CO.
26895 1/20/11 424566 INSTINET (PORTAL) 100,000.00 49.937 700.00 4,994,430.00
PUR 1/14/11 75511150 RAYTHEON CO.
26895 1/20/11 424566 ITG (CHANNEL) 102,000.00 50.455 714.00 5,147,083.20
PUR 1/21/11 75511150 RAYTHEON CO.
26895 1/26/11 424582 LOOP CAPITAL 50,000.00 52.087 500.00 2,604,825.00
PUR 1/21/11 75511150 RAYTHEON CO.
26895 1/26/11 424582 MURIEL SEIBERT & CO 50,000.00 52.227 500.00 2,611,860.00
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 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 62
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/21/11 75511150 RAYTHEON CO.
26895 1/26/11 424582 PACIFIC AMERICAN SECURITIES 43,000.00 52.140 430.00 2,242,450.00
PUR 1/24/11 77390310 ROCKWELL AUTOMATION
55309 1/27/11 424586 CABRERA 66,000.00 74.790 660.00 4,936,800.00
PUR 1/24/11 77390310 ROCKWELL AUTOMATION
55309 1/27/11 424586 GUZMAN & CO. 66,000.00 74.858 660.00 4,941,294.60
PUR 1/24/11 77390310 ROCKWELL AUTOMATION
55309 1/27/11 424586 JACKSON SECS 66,000.00 74.767 660.00 4,935,262.20
PUR 1/25/11 77390310 ROCKWELL AUTOMATION
55309 1/28/11 424590 GRISWOLD COMPANY 102,000.00 74.788 1,020.00 7,629,396.00
PUR 1/26/11 77390310 ROCKWELL AUTOMATION
55309 1/31/11 424594 SANFORD BERNSTEIN & CO. 40,000.00 80.925 1,600.00 3,238,592.00
PUR 1/04/11 79084910 ST JUDE MEDICAL INC
40101 1/07/11 424529 LOOP CAPITAL 120,000.00 41.294 1,200.00 4,956,456.00
PUR 1/20/11 82028010 SHAW GROUP INC (THE)
35105 1/25/11 424578 ITG (CHANNEL) 25,000.00 38.617 175.00 965,597.50
PUR 1/20/11 82028010 SHAW GROUP INC (THE)
35105 1/25/11 424578 ITG (CHANNEL) 94,106.00 38.483 658.74 3,622,158.76
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 119,106.00 38.511 4,587,756.26
833.74
PUR 1/20/11 82028010 SHAW GROUP INC (THE)
35105 1/25/11 424578 MERRIMAN/OTC 121,494.00 38.654 1,214.94 4,697,456.17
PUR 1/20/11 82028010 SHAW GROUP INC (THE)
35105 1/25/11 424578 PULSE (BLOCK CROSS) 15,400.00 38.726 154.00 596,528.24
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 63
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/06/11 85206110 SPRINT NEXTEL CORP
50279 1/11/11 424539 CABRERA 150,000.00 4.627 1,500.00 695,475.00
PUR 1/06/11 85206110 SPRINT NEXTEL CORP
50279 1/11/11 424539 ELECTRONIC BROKERAGE SYSTEM 1,322,000.00 4.639 6,610.00 6,139,235.80
PUR 1/06/11 85206110 SPRINT NEXTEL CORP
50279 1/11/11 424539 GUZMAN & CO. 140,000.00 4.621 1,400.00 648,298.00
PUR 1/06/11 85206110 SPRINT NEXTEL CORP
50279 1/11/11 424539 JACKSON SECS 150,000.00 4.623 1,500.00 694,890.00
PUR 1/06/11 85206110 SPRINT NEXTEL CORP
50279 1/11/11 424539 LOOP CAPITAL 150,000.00 4.624 1,500.00 695,145.00
PUR 1/06/11 85206110 SPRINT NEXTEL CORP
50279 1/11/11 424539 MURIEL SEIBERT & CO 150,000.00 4.624 1,500.00 695,160.00
PUR 1/06/11 85206110 SPRINT NEXTEL CORP
50279 1/11/11 424539 PACIFIC AMERICAN SECURITIES 150,000.00 4.637 1,500.00 697,005.00
PUR 1/06/11 85206110 SPRINT NEXTEL CORP
50279 1/11/11 424539 STURDIVANT/EXECUTION 150,000.00 4.636 1,500.00 696,840.00
PUR 1/05/11 85571B10 STARWOOD PROPERTY TRUST INC
50985 1/10/11 424534 LABRANCHE/0TC 25,000.00 21.236 250.00 531,137.50
PUR 1/06/11 85571B10 STARWOOD PROPERTY TRUST INC
50985 1/11/11 424539 LABRANCHE/0TC 10,000.00 21.450 100.00 214,600.00
PUR 1/20/11 88320310 TEXTRON INC
53636 1/25/11 424578 CABRERA 50,000.00 26.018 500.00 1,301,405.00
PUR 1/20/11 88320310 TEXTRON INC
53636 1/25/11 424578 CASTLE OAK SECURITIES 50,000.00 25.993 500.00 1,300,150.00
PUR 1/20/11 88320310 TEXTRON INC
53636 1/25/11 424578 ICAP CORPORATES LLC 200,000.00 26.054 2,000.00 5,212,700.00
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 1/01/11 THROUGH 1/31/11
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/19/11 90265310 UDR INC
52558 1/24/11 424574 BLAYLOCK ROBERT VAN LLC 45,000.00 22.900 450.00 1,030,932.00
PUR 1/21/11 90781810 UNION PACIFIC CORP
51676 1/26/11 424582 CABRERA 41,000.00 94.723 410.00 3,884,044.80
PUR 1/21/11 90781810 UNION PACIFIC CORP
51676 1/26/11 424582 GUZMAN & CO. 41,000.00 94.534 410.00 3,876,316.30
PUR 1/03/11 91004710 UNITED CONTINENTAL HOLDINGS
53796 1/06/11 424523 BLAYLOCK ROBERT VAN LLC 183,000.00 25.015 1,830.00 4,579,538.40
PUR 1/05/11 91004710 UNITED CONTINENTAL HOLDINGS
53796 1/10/11 424534 ICAP CORPORATES LLC 130,000.00 26.015 1,300.00 3,383,289.00
PUR 1/05/11 91004710 UNITED CONTINENTAL HOLDINGS
53796 1/10/11 424534 MERIDIAN EQUITY PARTNERS 130,000.00 26.026 1,300.00 3,384,732.00
PUR 1/14/11 91274F10 U-STORE-IT TRUST
47345 1/20/11 424566 WILLIAMS CAPITAL GROUP 55,000.00 9.207 550.00 506,935.00
PUR 1/03/11 91388P10 UNIVERSAL TRUCKLOAD SERVICE
55007 1/06/11 424523 ITG (CHANNEL) 40,171.00 16.081 281.20 646,254.98
PUR 1/03/11 91388P10 UNIVERSAL TRUCKLOAD SERVICE
55007 1/06/11 424523 PULSE (BLOCK CROSS) 9,967.00 16.080 99.67 160,369.03
PUR 1/04/11 91388P10 UNIVERSAL TRUCKLOAD SERVICE
55007 1/07/11 424529 ITG (CHANNEL) 3,153.00 16.105 22.07 50,801.14
PUR 1/05/11 91388P10 UNIVERSAL TRUCKLOAD SERVICE
55007 1/10/11 424534 ITG (CHANNEL) 47,812.00 16.077 334.68 768,993.86
PUR 1/06/11 91388P10 UNIVERSAL TRUCKLOAD SERVICE
55007 1/11/11 424539 ITG (CHANNEL) 24,212.00 16.441 169.48 398,231.71
PUR 1/06/11 91388P10 UNIVERSAL TRUCKLOAD SERVICE
55007 1/11/11 424539 PULSE (BLOCK CROSS) 124,685.00 16.436 1,246.85 2,050,569.51
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 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 65
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/26/11 92927K10 WABCO HOLDINGS INC.
41296 1/31/11 424594 SANFORD BERNSTEIN & CO. 53,000.00 58.835 2,120.00 3,120,385.60
PUR 1/21/11 93439040 WARNACO GROUP INC
46680 1/26/11 424582 WILLIAMS CAPITAL GROUP 41,000.00 50.935 410.00 2,088,728.60
PUR 1/03/11 95075510 WERNER ENTERPRISES INC
55006 1/06/11 424523 INSTINET (PORTAL) 31,328.00 23.079 219.30 723,231.95
PUR 1/03/11 95075510 WERNER ENTERPRISES INC
55006 1/06/11 424523 ITG (CHANNEL) 106,300.00 23.123 744.10 2,458,750.89
PUR 1/03/11 95075510 WERNER ENTERPRISES INC
55006 1/06/11 424523 MERRIMAN/OTC 65,000.00 23.150 650.00 1,505,413.00
PUR 1/04/11 95075510 WERNER ENTERPRISES INC
55006 1/07/11 424529 INSTINET (PORTAL) 68,672.00 22.994 480.70 1,579,510.93
PUR 1/04/11 95075510 WERNER ENTERPRISES INC
55006 1/07/11 424529 ITG (CHANNEL) 43,700.00 22.810 305.90 997,089.79
PUR 1/05/11 95075510 WERNER ENTERPRISES INC
55006 1/10/11 424534 LABRANCHE/0TC 94,000.00 23.529 940.00 2,212,666.00
PUR 1/05/11 95075510 WERNER ENTERPRISES INC
55006 1/10/11 424534 MERRIMAN/OTC 144,000.00 23.500 1,440.00 3,385,440.00
PUR 1/05/11 95075510 WERNER ENTERPRISES INC
55006 1/10/11 424534 PULSE (BLOCK CROSS) 50,000.00 23.485 500.00 1,174,750.00
PUR 1/21/11 96216610 WEYERHAEUSER CO
23118 1/26/11 424582 CABRERA 50,000.00 22.141 500.00 1,107,530.00
PUR 1/21/11 96216610 WEYERHAEUSER CO
23118 1/26/11 424582 GUZMAN & CO. 50,000.00 22.182 500.00 1,109,575.00
PUR 1/21/11 96216610 WEYERHAEUSER CO
23118 1/26/11 424582 JACKSON SECS 36,000.00 22.113 360.00 796,435.20
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 66
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/21/11 96216610 WEYERHAEUSER CO
23118 1/26/11 424582 LOOP CAPITAL 50,000.00 22.294 500.00 1,115,210.00
PUR 1/21/11 96216610 WEYERHAEUSER CO
23118 1/26/11 424582 STURDIVANT/EXECUTION 50,000.00 22.157 500.00 1,108,335.00
PUR 1/24/11 96216610 WEYERHAEUSER CO
23118 1/27/11 424586 MERIDIAN EQUITY PARTNERS 83,000.00 22.697 830.00 1,884,664.40
PUR 1/24/11 96216610 WEYERHAEUSER CO
23118 1/27/11 424586 MERIDIAN EQUITY PARTNERS 43,000.00 22.800 980,400.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 126,000.00 22.732 2,865,064.40
830.00
PUR 1/13/11 H8912810 TYCO INTERNATIONAL LTD
45460 1/19/11 424561 MERIDIAN EQUITY PARTNERS 250,000.00 44.728 2,500.00 11,184,500.00
PUR 1/24/11 H8912810 TYCO INTERNATIONAL LTD
45460 1/27/11 424586 GRISWOLD COMPANY 94,000.00 44.696 940.00 4,202,392.20
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 19,678,335.00 591,384,973.03
237,377.09
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 19,678,335.00 591,384,973.03
237,377.09
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 1/14/11 00154710 AK STEEL HOLDING CORP. 26.55
14758 1/20/11 424567 ICAP CORPORATES LLC 105,000.00 14.961 1,050.00 1,569,838.95 -409,258.17
SALE 1/14/11 00154710 AK STEEL HOLDING CORP. 25.31
14758 1/20/11 424567 PRINCETON SECURITIES GROUP 100,000.00 14.974 1,000.00 1,496,414.69 -388,439.71
SALE 1/20/11 01165910 ALASKA AIR GROUP INC 35.39
17215 1/25/11 424579 GRISWOLD COMPANY 30,000.00 61.432 300.00 1,842,624.61 617,012.05
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 67
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/21/11 01165910 ALASKA AIR GROUP INC 35.20
17215 1/26/11 424583 GRISWOLD COMPANY 30,000.00 61.109 300.00 1,832,919.80 607,307.23
SALE 1/24/11 01165910 ALASKA AIR GROUP INC 45.94
17215 1/27/11 424587 GRISWOLD COMPANY 40,000.00 59.809 400.00 2,391,894.06 757,743.97
SALE 1/24/11 01165910 ALASKA AIR GROUP INC 11.91
17215 1/27/11 424587 INSTINET (PORTAL) 10,200.00 60.790 71.40 619,972.65 203,264.38
SALE 1/24/11 01165910 ALASKA AIR GROUP INC 12.29
17215 1/27/11 424587 ITG (CHANNEL) 10,511.00 60.894 73.58 639,973.07 210,559.28
SALE 1/25/11 01165910 ALASKA AIR GROUP INC 2.75
17215 1/28/11 424591 INSTINET (PORTAL) 2,300.00 62.109 16.10 142,830.93 48,867.30
SALE 1/25/11 01165910 ALASKA AIR GROUP INC 31.59
17215 1/28/11 424591 ITG (CHANNEL) 26,989.00 60.961 188.92 1,645,055.92 542,454.00
SALE 1/14/11 01643710 ALL AMERICAN GROUP INC 1.29
52253 1/20/11 424567 INSTINET (PORTAL) 330,000.00 .230 1,650.00 74,248.71 -4,388,802.81
SALE 1/19/11 03209510 AMPHENOL CORP-CL A 15.13
04092 1/24/11 424575 WILLIAMS CAPITAL GROUP 15,000.00 52.532 150.00 787,810.37 686,749.42
SALE 1/31/11 03209510 AMPHENOL CORP-CL A 10.62
04092 2/03/11 424608 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 55.296 400.00 552,545.38 485,171.41
SALE 1/26/11 04420910 ASHLAND INC. 55.78
31174 1/31/11 424595 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 58.100 2,000.00 2,902,954.22 1,067,291.39
SALE 1/05/11 04743P10 ATHEROS COMMUNICATIONS INC. 221.37
33478 1/10/11 424535 MERRIMAN/OTC 294,500.00 44.477 2,945.00 13,095,369.03 7,408,548.40
SALE 1/05/11 04743P10 ATHEROS COMMUNICATIONS INC. 4.14
33478 1/10/11 424535 PULSE (BLOCK CROSS) 5,500.00 44.495 55.00 244,663.36 138,457.88
SALE 1/05/11 04951310 ATMEL CORP. 5.45
14961 1/10/11 424535 ITG (CHANNEL) 25,000.00 12.895 175.00 322,194.55 189,526.18
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 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 68
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/19/11 04951310 ATMEL CORP. .43
14961 1/24/11 424575 LABRANCHE/0TC 1,600.00 13.940 16.00 22,287.73 13,796.95
SALE 1/19/11 04951310 ATMEL CORP. 26.35
14961 1/24/11 424575 PULSE (BLOCK CROSS) 98,400.00 13.945 984.00 1,371,177.65 848,994.96
SALE 1/21/11 04951310 ATMEL CORP. 26.13
14961 1/26/11 424583 ITG (CHANNEL) 100,000.00 13.605 700.00 1,359,793.87 829,120.40
SALE 1/03/11 11875910 BUCYRUS INTL INC NEW 75.76
53714 1/06/11 424524 LABRANCHE/0TC 50,000.00 89.660 500.00 4,482,419.24 960,995.29
SALE 1/03/11 11875910 BUCYRUS INTL INC NEW 75.74
53714 1/06/11 424524 MERRIMAN/OTC 50,000.00 89.621 500.00 4,480,494.26 959,070.31
SALE 1/06/11 12483010 CBL & ASSOC PPTYS INC 4.49
47270 1/11/11 424540 BLAYLOCK ROBERT VAN LLC 15,000.00 17.685 150.00 265,113.01 171,071.90
SALE 1/03/11 12640810 CSX CORP 55.70
47056 1/06/11 424524 BLAYLOCK ROBERT VAN LLC 50,000.00 65.910 500.00 3,294,944.30 1,205,597.11
SALE 1/05/11 12640810 CSX CORP 111.14
47056 1/10/11 424535 GRISWOLD COMPANY 100,000.00 65.760 1,000.00 6,574,918.86 2,396,224.48
SALE 1/18/11 12640810 CSX CORP 265.22
47056 1/21/11 424571 GRISWOLD COMPANY 200,000.00 69.066 2,000.00 13,810,914.78 5,453,526.01
SALE 1/18/11 12640810 CSX CORP 46.53
47056 1/21/11 424571 PRINCETON SECURITIES GROUP 35,000.00 69.234 350.00 2,422,800.47 960,257.44
SALE 1/19/11 12640810 CSX CORP 98.85
47056 1/24/11 424575 LOOP CAPITAL 75,000.00 68.645 750.00 5,147,496.15 2,013,475.36
SALE 1/19/11 12640810 CSX CORP 98.85
47056 1/24/11 424575 MURIEL SEIBERT & CO 75,000.00 68.642 750.00 5,147,286.15 2,013,265.36
SALE 1/21/11 12640810 CSX CORP 148.82
47056 1/26/11 424583 PRINCETON SECURITIES GROUP 115,000.00 67.398 1,150.00 7,749,494.18 2,943,995.64
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 69
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/05/11 12709P10 CABOT MICROELECTRONICS CORP 27.87
26137 1/10/11 424535 LABRANCHE/0TC 40,000.00 41.222 400.00 1,648,460.13 24,357.02
SALE 1/14/11 12709P10 CABOT MICROELECTRONICS CORP 15.18
26137 1/20/11 424567 LIQUIDNET 20,000.00 44.905 400.00 897,684.82 85,633.26
SALE 1/19/11 12709P10 CABOT MICROELECTRONICS CORP 3.41
26137 1/24/11 424575 ITG (CHANNEL) 4,000.00 44.401 28.00 177,570.99 15,160.68
SALE 1/20/11 12709P10 CABOT MICROELECTRONICS CORP 13.49
26137 1/25/11 424579 ITG (CHANNEL) 16,000.00 43.901 112.00 702,284.11 52,642.86
SALE 1/20/11 12709P10 CABOT MICROELECTRONICS CORP 8.46
26137 1/25/11 424579 LIQUIDNET 10,000.00 44.035 200.00 440,141.54 34,115.76
SALE 1/05/11 13313110 CAMDEN PROPERTY TRUST 9.08
53223 1/10/11 424535 BLAYLOCK ROBERT VAN LLC 10,000.00 53.700 100.00 536,890.92 75,874.70
SALE 1/19/11 13313110 CAMDEN PROPERTY TRUST 20.50
53223 1/24/11 424575 BLAYLOCK ROBERT VAN LLC 20,000.00 53.369 200.00 1,067,149.50 145,117.06
SALE 1/24/11 14920510 CATO CORP-CL A .85
47458 1/27/11 424587 MERRIMAN/OTC 1,800.00 24.506 18.00 44,091.23 16,122.44
SALE 1/27/11 14920510 CATO CORP-CL A 22.70
47458 2/01/11 424599 JANNEY MONTGOMERY SCOTT 48,200.00 24.529 1,446.00 1,180,819.46 431,877.54
SALE 1/19/11 17177930 CIENA CORPORATION 11.83
35228 1/24/11 424575 LABRANCHE/0TC 25,000.00 24.641 250.00 615,763.17 12,379.64
SALE 1/13/11 18683K10 CLIFFS NATURAL RESOURCES 222.42
46820 1/19/11 424562 ICAP CORPORATES LLC 150,000.00 87.737 1,500.00 13,158,797.58 6,258,974.98
SALE 1/14/11 18683K10 CLIFFS NATURAL RESOURCES 220.84
46820 1/20/11 424567 PRINCETON SECURITIES GROUP 150,000.00 87.113 1,500.00 13,065,199.16 6,165,376.56
SALE 1/18/11 18683K10 CLIFFS NATURAL RESOURCES 345.49
46820 1/21/11 424571 ICAP CORPORATES LLC 200,000.00 89.971 2,000.00 17,991,774.51 8,792,011.04
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 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -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 1/20/11 18683K10 CLIFFS NATURAL RESOURCES 80.11
46820 1/25/11 424579 LOOP CAPITAL 50,000.00 83.443 500.00 4,171,574.89 1,871,634.02
SALE 1/20/11 18683K10 CLIFFS NATURAL RESOURCES 80.37
46820 1/25/11 424579 PACIFIC AMERICAN SECURITIES 50,000.00 83.710 500.00 4,184,929.63 1,884,988.76
SALE 1/27/11 20576820 COMSTOCK RESOURCES, INC. 64.05
19877 2/01/11 424599 JP MORGAN 125,000.00 26.686 5,000.00 3,330,698.45 2,118.16
SALE 1/19/11 21683110 COOPER TIRE & RUBBER CO. 10.88
08353 1/24/11 424575 WILLIAMS CAPITAL GROUP 25,000.00 22.651 250.00 566,019.12 79,178.95
SALE 1/12/11 21935010 CORNING INC. 16.81
23978 1/18/11 424557 WILLIAMS CAPITAL GROUP 50,000.00 19.885 500.00 993,733.19 207,005.18
SALE 1/06/11 22822710 CROWN CASTLE INTERNATIONAL 35.73
26670 1/11/11 424540 BLAYLOCK ROBERT VAN LLC 50,000.00 42.283 500.00 2,113,629.27 929,128.50
SALE 1/06/11 22822710 CROWN CASTLE INTERNATIONAL 71.31
26670 1/11/11 424540 GRISWOLD COMPANY 100,000.00 42.190 1,000.00 4,217,938.69 1,848,937.14
SALE 1/06/11 22822710 CROWN CASTLE INTERNATIONAL 71.43
26670 1/11/11 424540 PRINCETON SECURITIES GROUP 100,000.00 42.261 1,000.00 4,224,988.57 1,855,987.02
SALE 1/27/11 22836810 CROWN HOLDINGS INC 77.94
24449 2/01/11 424599 SANFORD BERNSTEIN & CO. 120,000.00 33.826 4,800.00 4,054,206.06 717,424.30
SALE 1/19/11 23257210 CYMER INC 18.00
16861 1/24/11 424575 LABRANCHE/0TC 20,000.00 46.872 200.00 937,218.00 212,347.07
SALE 1/21/11 23257210 CYMER INC 4.49
16861 1/26/11 424583 ITG (CHANNEL) 5,000.00 46.744 35.00 233,680.51 52,462.78
SALE 1/31/11 23257210 CYMER INC 23.53
16861 2/03/11 424608 JANNEY MONTGOMERY SCOTT 25,000.00 49.007 750.00 1,224,401.47 318,312.80
SALE 1/18/11 25470F30 DISCOVERY COMMUNICATIONS IN 39.06
43061 1/21/11 424571 LABRANCHE/0TC 60,000.00 33.909 600.00 2,033,882.94 488,699.36
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 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 71
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/24/11 26000310 DOVER CORP 325.67
53238 1/27/11 424587 PRINCETON SECURITIES GROUP 297,000.00 57.110 2,970.00 16,958,374.33 2,376,883.01
SALE 1/24/11 27805810 EATON CORP 329.09
53949 1/27/11 424587 BMO CAPITAL MARKETS/EXECUTI 167,000.00 102.63 1,670.00 17,137,645.11 1,319,966.76
SALE 1/20/11 29101110 EMERSON ELECTRIC CO. .01
18169 1/25/11 424579 BLAYLOCK ROBERT VAN LLC 6.00 57.190 .06 343.07 114.98
SALE 1/19/11 29476L10 EQUITY RESIDENTIAL PROPERTY 53.69
43888 1/24/11 424575 WILLIAMS CAPITAL GROUP 55,000.00 50.837 550.00 2,795,431.31 1,373,624.85
SALE 1/21/11 30213010 EXPEDITORS INTL OF WASHINGT 51.40
22461 1/26/11 424583 LIQUIDNET DESK 50,000.00 53.536 500.00 2,676,238.60 1,910,979.96
SALE 1/24/11 30213010 EXPEDITORS INTL OF WASHINGT 51.30
22461 1/27/11 424587 ITG (CHANNEL) 50,000.00 53.429 350.00 2,671,028.70 1,905,770.06
SALE 1/05/11 30241L10 FEI COMPANY 11.29
43274 1/10/11 424535 LIQUIDNET 25,000.00 26.719 500.00 667,463.71 125,595.76
SALE 1/14/11 30241L10 FEI COMPANY 6.88
43274 1/20/11 424567 ITG (CHANNEL) 15,000.00 27.111 105.00 406,557.62 81,436.85
SALE 1/21/11 30241L10 FEI COMPANY 5.20
43274 1/26/11 424583 ITG (CHANNEL) 10,000.00 27.068 70.00 270,599.80 53,852.62
SALE 1/07/11 30372610 FAIRCHILD SEMICONDUCTOR INT 4.15
19111 1/12/11 424544 BLAYLOCK ROBERT VAN LLC 15,000.00 16.342 150.00 244,975.85 -11,439.27
SALE 1/21/11 30372610 FAIRCHILD SEMICONDUCTOR INT 3.12
19111 1/26/11 424583 WILLIAMS CAPITAL GROUP 10,000.00 16.224 100.00 162,138.88 -8,804.53
SALE 1/31/11 30372610 FAIRCHILD SEMICONDUCTOR INT 17.15
19111 2/03/11 424608 JP MORGAN 50,000.00 17.856 2,000.00 890,767.85 36,050.80
SALE 1/31/11 30700010 FAMILY DOLLAR STORES, INC. 14.71
43155 2/03/11 424608 JP MORGAN 18,000.00 42.548 720.00 765,127.49 327,752.91
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 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 72
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SALE 1/14/11 31374720 FEDERAL REALTY INVESTMENT T 12.92
38884 1/20/11 424567 BLAYLOCK ROBERT VAN LLC 10,000.00 76.419 100.00 764,074.08 5,104.45
SALE 1/28/11 31428X10 FEDEX CORP 175.66
52038 2/02/11 424603 COWEN AND CO., LLC 100,000.00 91.486 4,000.00 9,144,414.34 925,633.91
SALE 1/31/11 33793210 FIRSTENERGY CORP. 56.38
11347 2/03/11 424608 BARCLAYS CAPITAL (DOMESTIC) 75,000.00 39.148 3,000.00 2,933,021.12 189,096.72
SALE 1/12/11 34537086 FORD MOTOR CO 7.92
51546 1/18/11 424557 BLAYLOCK ROBERT VAN LLC 25,000.00 18.740 250.00 468,242.08 135,117.08
SALE 1/21/11 35671D85 FREEPORT-MCMORAN COPPER-B 210.21
26353 1/26/11 424583 ICAP CORPORATES LLC 100,000.00 109.48 1,000.00 10,947,099.79 4,910,757.86
SALE 1/03/11 36955010 GENERAL DYNAMICS CORP 35.47
53087 1/06/11 424524 BMO CAPITAL MARKETS/EXECUTI 30,000.00 69.956 300.00 2,098,335.53 200,015.18
SALE 1/12/11 36960410 GENERAL ELECTRIC CO 31.52
54731 1/18/11 424557 JACKSON SECS 100,000.00 18.651 1,000.00 1,864,028.48 117,692.35
SALE 1/12/11 36960410 GENERAL ELECTRIC CO 31.52
54731 1/18/11 424557 STURDIVANT/EXECUTION 100,000.00 18.650 1,000.00 1,863,968.48 117,632.35
SALE 1/13/11 36960410 GENERAL ELECTRIC CO 31.59
54731 1/19/11 424562 CABRERA 100,000.00 18.690 1,000.00 1,867,958.41 121,622.28
SALE 1/13/11 36960410 GENERAL ELECTRIC CO 31.66
54731 1/19/11 424562 CASTLE OAK SECURITIES 100,000.00 18.730 1,000.00 1,871,918.34 125,582.21
SALE 1/13/11 36960410 GENERAL ELECTRIC CO 63.37
54731 1/19/11 424562 ELECTRONIC BROKERAGE SYSTEM 200,000.00 18.750 1,000.00 3,748,896.63 256,224.38
SALE 1/13/11 36960410 GENERAL ELECTRIC CO 31.62
54731 1/19/11 424562 GUZMAN & CO. 100,000.00 18.710 1,000.00 1,869,928.38 123,592.25
SALE 1/13/11 36960410 GENERAL ELECTRIC CO 31.60
54731 1/19/11 424562 LOOP CAPITAL 100,000.00 18.694 1,000.00 1,868,328.40 121,992.27
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 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 73
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SALE 1/13/11 36960410 GENERAL ELECTRIC CO 31.61
54731 1/19/11 424562 MURIEL SEIBERT & CO 100,000.00 18.700 1,000.00 1,868,918.39 122,582.26
SALE 1/13/11 36960410 GENERAL ELECTRIC CO 31.59
54731 1/19/11 424562 PACIFIC AMERICAN SECURITIES 100,000.00 18.689 1,000.00 1,867,828.41 121,492.28
SALE 1/19/11 36960410 GENERAL ELECTRIC CO 175.86
54731 1/24/11 424575 INSTINET (PORTAL) 500,000.00 18.318 3,500.00 9,155,474.14 423,793.51
SALE 1/20/11 36960410 GENERAL ELECTRIC CO 147.58
54731 1/25/11 424579 INSTINET (PORTAL) 417,000.00 18.432 2,919.00 7,682,994.02 400,772.38
SALE 1/21/11 36960410 GENERAL ELECTRIC CO 191.04
54731 1/26/11 424583 ELECTRONIC BROKERAGE SYSTEM 500,000.00 19.900 2,500.00 9,947,408.96 1,215,728.33
SALE 1/03/11 37045V10 GENERAL MOTORS CO 1.48
54469 1/06/11 424527 GOLDMAN SACHS (OPTIONS) 2,500.00 35.000 50.00 87,448.52 4,948.52
SALE 1/21/11 37045V10 GENERAL MOTORS CO 334.32
54469 1/26/11 424527 GOLDMAN SACHS (OPTIONS) 497,500.00 35.000 9,950.00 17,402,215.68 984,715.68
SALE 1/07/11 37190110 GENTEX CORP. 5.28
10636 1/12/11 424544 LABRANCHE/0TC 10,000.00 31.229 100.00 312,182.72 133,971.71
SALE 1/21/11 37190110 GENTEX CORP. 8.74
10636 1/26/11 424583 ITG (CHANNEL) 15,000.00 30.314 105.00 454,599.26 187,282.75
SALE 1/14/11 40414L10 HCP INC 30.50
43963 1/20/11 424567 BLAYLOCK ROBERT VAN LLC 50,000.00 36.093 500.00 1,804,124.50 541,884.67
SALE 1/14/11 40414L10 HCP INC 24.44
43963 1/20/11 424567 WILLIAMS CAPITAL GROUP 40,000.00 36.154 400.00 1,445,715.56 435,923.70
SALE 1/18/11 40414L10 HCP INC 6.94
43963 1/21/11 424571 BMO CAPITAL MARKETS/EXECUTI 10,000.00 36.111 100.00 361,001.06 108,553.09
SALE 1/19/11 40414L10 HCP INC 29.01
43963 1/24/11 424575 BMO CAPITAL MARKETS/EXECUTI 42,000.00 35.968 420.00 1,510,202.79 449,921.33
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 74
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SALE 1/13/11 41586410 HARSCO CORP. 90.61
17382 1/19/11 424562 BMO CAPITAL MARKETS/EXECUTI 167,677.00 31.973 1,676.77 5,359,436.41 1,328,143.25
SALE 1/14/11 41586410 HARSCO CORP. 17.36
17382 1/20/11 424567 BMO CAPITAL MARKETS/EXECUTI 32,323.00 31.767 323.23 1,026,473.85 249,363.76
SALE 1/13/11 42833L10 HHGREGG INC 8.27
52460 1/19/11 424562 BLAYLOCK ROBERT VAN LLC 25,000.00 19.560 250.00 488,741.73 -93,388.54
SALE 1/12/11 45814010 INTEL CORP 12.27
14861 1/18/11 424557 ITG (CHANNEL) 34,100.00 21.279 238.70 725,369.75 234,785.68
SALE 1/13/11 45814010 INTEL CORP 23.61
14861 1/19/11 424562 ITG (CHANNEL) 65,900.00 21.194 461.30 1,396,206.28 448,127.38
SALE 1/03/11 46631310 JABIL CIRCUIT, INC. 8.82
09153 1/06/11 424524 BLAYLOCK ROBERT VAN LLC 25,000.00 20.875 250.00 521,616.18 38,736.82
SALE 1/14/11 46631310 JABIL CIRCUIT, INC. 14.41
09153 1/20/11 424567 WILLIAMS CAPITAL GROUP 40,000.00 21.307 400.00 851,869.59 79,262.62
SALE 1/03/11 47758P30 JO-ANN STORES INC 20.36
53157 1/06/11 424524 WILLIAMS CAPITAL GROUP 20,000.00 60.218 200.00 1,204,147.64 377,713.28
SALE 1/04/11 47758P30 JO-ANN STORES INC 10.18
53157 1/07/11 424530 WILLIAMS CAPITAL GROUP 10,000.00 60.180 100.00 601,689.82 188,472.64
SALE 1/13/11 47758P30 JO-ANN STORES INC 25.42
53157 1/19/11 424562 WILLIAMS CAPITAL GROUP 25,000.00 60.156 250.00 1,503,627.08 470,584.13
SALE 1/20/11 47758P30 JO-ANN STORES INC 20.85
53157 1/25/11 424579 BMO CAPITAL MARKETS/EXECUTI 18,000.00 60.310 180.00 1,085,373.75 341,582.83
SALE 1/20/11 47758P30 JO-ANN STORES INC 5.80
53157 1/25/11 424579 STURDIVANT/EXECUTION 5,000.00 60.387 50.00 301,878.20 95,269.61
SALE 1/05/11 48248010 KLA-TENCOR CORPORATION 6.39
08730 1/10/11 424535 LABRANCHE/0TC 10,000.00 37.804 100.00 377,934.61 111,935.88
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 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 75
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SALE 1/14/11 48248010 KLA-TENCOR CORPORATION 7.12
08730 1/20/11 424567 ITG (CHANNEL) 10,000.00 42.084 70.00 420,758.88 154,760.15
SALE 1/31/11 49558210 KING PHARMACEUTICALS, INC.
24289 2/01/11 424527 TENDERED 245,000.00 14.250 3,491,250.00 269,183.11
SALE 1/20/11 50025510 KOHLS CORP. 19.78
04751 1/25/11 424579 BMO CAPITAL MARKETS/EXECUTI 20,000.00 51.489 200.00 1,029,558.22 167,863.76
SALE 1/03/11 51280710 LAM RESEARCH 54.97
50679 1/06/11 424524 LABRANCHE/0TC 65,000.00 50.039 650.00 3,251,836.53 1,064,633.47
SALE 1/05/11 53117210 LIBERTY PROPERTY TRUST 45.40
52412 1/10/11 424535 BMO CAPITAL MARKETS/EXECUTI 84,000.00 31.975 840.00 2,684,972.60 12,572.61
SALE 1/13/11 53983010 LOCKHEED MARTIN CORP. 124.88
17689 1/19/11 424562 GRISWOLD COMPANY 100,000.00 73.892 1,000.00 7,388,035.12 225,712.34
SALE 1/21/11 53983010 LOCKHEED MARTIN CORP. 76.46
17689 1/26/11 424583 STURDIVANT/EXECUTION 50,000.00 79.638 500.00 3,981,343.54 400,182.15
SALE 1/24/11 53983010 LOCKHEED MARTIN CORP. 74.67
17689 1/27/11 424587 CASTLE OAK SECURITIES 50,000.00 77.777 500.00 3,888,275.33 307,113.94
SALE 1/24/11 53983010 LOCKHEED MARTIN CORP. 74.69
17689 1/27/11 424587 MURIEL SEIBERT & CO 50,000.00 77.795 500.00 3,889,150.31 307,988.92
SALE 1/26/11 53983010 LOCKHEED MARTIN CORP. 75.19
17689 1/31/11 424595 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 78.317 2,000.00 3,913,784.81 332,623.42
SALE 1/13/11 54866110 LOWES COMPANIES, INC. 10.33
08635 1/19/11 424562 BLAYLOCK ROBERT VAN LLC 25,000.00 24.448 250.00 610,949.67 236,442.39
SALE 1/20/11 56069020 MAJESCO ENTERTAINMENT CO. 1.68
31219 1/25/11 424579 LABRANCHE/0TC 80,000.00 1.095 800.00 86,806.32 -175,003.56
SALE 1/18/11 59170810 METROPCS COMMUNICATIONS INC 24.81
40686 1/21/11 424571 BMO CAPITAL MARKETS/EXECUTI 100,000.00 12.918 1,000.00 1,290,755.19 -399,904.83
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 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 76
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SALE 1/18/11 59170810 METROPCS COMMUNICATIONS INC 12.37
40686 1/21/11 424571 CABRERA 50,000.00 12.883 500.00 643,632.63 -201,697.38
SALE 1/18/11 59170810 METROPCS COMMUNICATIONS INC 12.38
40686 1/21/11 424571 CASTLE OAK SECURITIES 50,000.00 12.887 500.00 643,842.62 -201,487.39
SALE 1/18/11 59170810 METROPCS COMMUNICATIONS INC 12.40
40686 1/21/11 424571 GUZMAN & CO. 50,000.00 12.912 500.00 645,072.60 -200,257.41
SALE 1/18/11 59170810 METROPCS COMMUNICATIONS INC 12.57
40686 1/21/11 424571 JACKSON SECS 50,000.00 13.083 500.00 653,657.43 -191,672.58
SALE 1/18/11 59170810 METROPCS COMMUNICATIONS INC 12.39
40686 1/21/11 424571 LOOP CAPITAL 50,000.00 12.901 500.00 644,557.61 -200,772.40
SALE 1/18/11 59170810 METROPCS COMMUNICATIONS INC 12.38
40686 1/21/11 424571 MURIEL SEIBERT & CO 50,000.00 12.896 500.00 644,277.62 -201,052.39
SALE 1/18/11 59170810 METROPCS COMMUNICATIONS INC 12.40
40686 1/21/11 424571 PACIFIC AMERICAN SECURITIES 50,000.00 12.913 500.00 645,157.60 -200,172.41
SALE 1/18/11 59170810 METROPCS COMMUNICATIONS INC 12.67
40686 1/21/11 424571 STURDIVANT/EXECUTION 50,000.00 13.188 500.00 658,867.33 -186,462.68
SALE 1/27/11 61744644 MORGAN STANLEY 56.95
51438 2/01/11 424599 JP MORGAN 100,000.00 29.659 4,000.00 2,961,873.05 51,295.16
SALE 1/05/11 63741710 NATIONAL RETAIL PROPERTIES 8.84
40627 1/10/11 424535 BLAYLOCK ROBERT VAN LLC 20,000.00 26.147 200.00 522,727.16 146,019.26
SALE 1/06/11 63741710 NATIONAL RETAIL PROPERTIES 7.81
40627 1/11/11 424540 BLAYLOCK ROBERT VAN LLC 18,000.00 25.642 180.00 461,369.99 122,332.88
SALE 1/07/11 63741710 NATIONAL RETAIL PROPERTIES 38.77
40627 1/12/11 424544 WILLIAMS CAPITAL GROUP 90,000.00 25.485 900.00 2,292,666.23 597,480.67
SALE 1/12/11 63741710 NATIONAL RETAIL PROPERTIES 10.50
40627 1/18/11 424557 LOOP CAPITAL 25,000.00 24.836 250.00 620,649.50 149,764.62
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 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 77
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SALE 1/13/11 63741710 NATIONAL RETAIL PROPERTIES 20.96
40627 1/19/11 424562 BLAYLOCK ROBERT VAN LLC 50,000.00 24.798 500.00 1,239,374.04 297,604.28
SALE 1/19/11 65163910 NEWMONT MINING CORP. 65.93
38331 1/24/11 424575 MERIDIAN EQUITY PARTNERS 62,000.00 55.377 620.00 3,432,700.47 -3,687.48
SALE 1/19/11 65163910 NEWMONT MINING CORP. 172.08
38331 1/24/11 424575 PRINCETON SECURITIES GROUP 162,000.00 55.323 1,620.00 8,960,582.52 -18,366.64
SALE 1/20/11 65163910 NEWMONT MINING CORP. 79.77
38331 1/25/11 424579 GRISWOLD COMPANY 76,000.00 54.661 760.00 4,153,403.83 -58,942.69
SALE 1/20/11 65163910 NEWMONT MINING CORP. 105.10
38331 1/25/11 424579 MERIDIAN EQUITY PARTNERS 100,000.00 54.737 1,000.00 5,472,624.90 -69,936.31
SALE 1/20/11 65163910 NEWMONT MINING CORP. 105.12
38331 1/25/11 424579 PRINCETON SECURITIES GROUP 100,000.00 54.750 1,000.00 5,473,884.88 -68,676.33
SALE 1/24/11 65163910 NEWMONT MINING CORP. 213.27
38331 1/27/11 424587 PRINCETON SECURITIES GROUP 200,000.00 55.539 2,000.00 11,105,526.73 20,404.31
SALE 1/03/11 65584410 NORFOLK SOUTHERN CORP. 108.01
44991 1/06/11 424524 GRISWOLD COMPANY 100,000.00 63.908 1,000.00 6,389,651.99 2,033,850.75
SALE 1/05/11 65584410 NORFOLK SOUTHERN CORP. 107.37
44991 1/10/11 424535 PRINCETON SECURITIES GROUP 100,000.00 63.527 1,000.00 6,351,612.63 1,995,811.39
SALE 1/03/11 66680710 NORTHROP GRUMMAN CORP. 88.12
19452 1/06/11 424524 BMO CAPITAL MARKETS/EXECUTI 80,000.00 65.175 800.00 5,213,135.88 740,970.26
SALE 1/13/11 66680710 NORTHROP GRUMMAN CORP. 168.25
19452 1/19/11 424562 GRISWOLD COMPANY 150,000.00 66.369 1,500.00 9,953,711.75 1,568,401.21
SALE 1/14/11 66680710 NORTHROP GRUMMAN CORP. 168.41
19452 1/20/11 424567 LIQUIDNET 150,000.00 66.430 3,000.00 9,961,331.59 1,576,021.06
SALE 1/21/11 66680710 NORTHROP GRUMMAN CORP. 66.78
19452 1/26/11 424583 CASTLE OAK SECURITIES 50,000.00 69.557 500.00 3,477,268.22 682,164.71
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 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 78
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/24/11 66680710 NORTHROP GRUMMAN CORP. 132.22
19452 1/27/11 424587 PACIFIC AMERICAN SECURITIES 100,000.00 68.863 1,000.00 6,885,117.78 1,294,910.76
SALE 1/26/11 66680710 NORTHROP GRUMMAN CORP. 143.27
19452 1/31/11 424595 PACIFIC CREST SECURITIES 108,333.00 68.876 4,333.32 7,457,077.95 1,401,038.97
SALE 1/27/11 66680710 NORTHROP GRUMMAN CORP. 55.62
19452 2/01/11 424599 PACIFIC CREST SECURITIES 41,667.00 69.516 1,666.68 2,894,784.21 565,512.65
SALE 1/28/11 66680710 NORTHROP GRUMMAN CORP. 104.18
19452 2/02/11 424603 JP MORGAN 80,000.00 67.821 3,200.00 5,422,335.82 950,170.20
SALE 1/04/11 66990810 NU HORIZONS ELECTRONICS COR
31051 1/04/11 424527 TENDERED 150,000.00 7.000 1,050,000.00 -187,291.74
SALE 1/18/11 67958010 OLD DOMINION FREIGHT LINE I 97.84
53392 1/21/11 424571 ITG (CHANNEL) 155,200.00 32.833 1,086.40 5,094,512.88 975,005.77
SALE 1/19/11 67958010 OLD DOMINION FREIGHT LINE I 28.35
53392 1/24/11 424575 ITG (CHANNEL) 45,504.00 32.447 318.53 1,476,139.61 268,317.11
SALE 1/19/11 67958010 OLD DOMINION FREIGHT LINE I 41.09
53392 1/24/11 424575 ITG (CHANNEL) 64,800.00 33.020 453.60 2,139,168.91 419,168.52
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 110,304.00 32.783 69.44 3,615,308.52 687,485.63
772.13
SALE 1/20/11 67958010 OLD DOMINION FREIGHT LINE I 19.66
53392 1/25/11 424579 ITG (CHANNEL) 32,023.00 31.969 224.16 1,023,499.47 173,506.07
SALE 1/21/11 67958010 OLD DOMINION FREIGHT LINE I 14.18
53392 1/26/11 424583 ITG (CHANNEL) 23,100.00 31.971 161.70 738,354.22 125,205.93
SALE 1/24/11 67958010 OLD DOMINION FREIGHT LINE I 35.91
53392 1/27/11 424587 ITG (CHANNEL) 58,339.00 32.055 408.37 1,869,589.03 321,084.36
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 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/25/11 67958010 OLD DOMINION FREIGHT LINE I 25.26
53392 1/28/11 424591 ITG (CHANNEL) 41,034.00 32.060 287.24 1,315,233.44 226,059.12
SALE 1/14/11 68191910 OMNICOM GROUP INC. 7.59
23111 1/20/11 424567 BLAYLOCK ROBERT VAN LLC 10,000.00 44.892 100.00 448,812.41 141,640.03
SALE 1/07/11 68218910 ON SEMICONDUCTOR CORP. 4.52
35933 1/12/11 424544 LABRANCHE/0TC 25,000.00 10.693 250.00 267,077.98 42,269.73
SALE 1/20/11 70816010 J.C. PENNEY CO INC 29.17
38304 1/25/11 424579 BLAYLOCK ROBERT VAN LLC 50,000.00 30.377 500.00 1,518,300.83 -838,957.81
SALE 1/21/11 70816010 J.C. PENNEY CO INC 14.45
38304 1/26/11 424583 WILLIAMS CAPITAL GROUP 25,000.00 30.100 250.00 752,228.05 -426,401.27
SALE 1/07/11 71859210 PHILLIPS-VAN HEUSEN 24.95
19115 1/12/11 424544 WILLIAMS CAPITAL GROUP 25,000.00 59.037 250.00 1,475,647.55 929,346.80
SALE 1/14/11 71940510 PHOTRONICS, INC. 1.56
02101 1/20/11 424567 ITG (CHANNEL) 14,510.00 6.337 101.57 91,845.29 -150,777.74
SALE 1/18/11 71940510 PHOTRONICS, INC. .07
02101 1/21/11 424571 ITG (CHANNEL) 490.00 6.378 3.43 3,121.62 -5,071.71
SALE 1/19/11 74790620 QUANTUM CORP. 1.92
37668 1/24/11 424575 WILLIAMS CAPITAL GROUP 25,000.00 3.981 250.00 99,260.58 15,478.71
SALE 1/27/11 75511150 RAYTHEON CO. 179.40
26895 2/01/11 424599 MORGAN STANLEY 182,000.00 51.339 7,280.00 9,336,275.00 1,014,947.78
SALE 1/21/11 77273920 ROCK-TENN COMPANY-CL A 55.11
50799 1/26/11 424583 PACIFIC AMERICAN SECURITIES 50,000.00 57.400 500.00 2,869,424.89 557,721.08
SALE 1/24/11 77273920 ROCK-TENN COMPANY-CL A 57.65
50799 1/27/11 424587 BLAYLOCK ROBERT VAN LLC 50,000.00 60.052 500.00 3,002,032.35 690,328.54
SALE 1/06/11 78388J10 SBA COMMUNICATIONS CORP. 100.74
32037 1/11/11 424540 LABRANCHE/0TC 150,000.00 39.741 1,500.00 5,959,489.26 1,285,632.93
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 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 80
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/12/11 78477410 STEC INC 3.62
36683 1/18/11 424557 ITG (CHANNEL) 10,143.00 21.095 71.00 213,891.97 115,778.22
SALE 1/13/11 78477410 STEC INC 5.33
36683 1/19/11 424562 ITG (CHANNEL) 14,857.00 21.216 104.00 315,102.72 171,390.21
SALE 1/24/11 78651420 SAFEWAY INC. 38.62
05252 1/27/11 424587 BMO CAPITAL MARKETS/EXECUTI 95,000.00 21.172 950.00 2,010,313.38 -231,214.12
SALE 1/14/11 82880610 SIMON PROPERTY GROUP, INC. 16.65
15419 1/20/11 424567 WILLIAMS CAPITAL GROUP 10,000.00 98.467 100.00 984,557.35 384,501.87
SALE 1/14/11 85811910 STEEL DYNAMICS INC 9.46
30846 1/20/11 424567 INSTINET (PORTAL) 30,000.00 18.639 210.00 558,959.54 196,173.26
SALE 1/14/11 85811910 STEEL DYNAMICS INC 68.42
30846 1/20/11 424567 ITG (CHANNEL) 220,000.00 18.400 1,540.00 4,046,325.58 1,385,892.89
SALE 1/14/11 85811910 STEEL DYNAMICS INC 15.76
30846 1/20/11 424567 LIQUIDNET 50,000.00 18.650 1,000.00 931,484.24 326,840.45
SALE 1/18/11 85890710 STERLING BANCSHARES, INC. 8.78
21316 1/21/11 424571 ITG (CHANNEL) 50,000.00 9.144 350.00 456,816.22 17,557.57
SALE 1/18/11 85890710 STERLING BANCSHARES, INC. 17.42
21316 1/21/11 424571 MERRIMAN/OTC 100,000.00 9.070 1,000.00 906,012.58 27,495.27
SALE 1/21/11 85891210 STERICYCLE, INC. 98.43
43873 1/26/11 424583 MERRIMAN/OTC 65,000.00 78.862 650.00 5,125,294.57 1,447,831.91
SALE 1/21/11 87986810 TEMPLE INLAND 21.78
54924 1/26/11 424583 CASTLE OAK SECURITIES 50,000.00 22.681 500.00 1,133,533.22 97,272.03
SALE 1/21/11 87986810 TEMPLE INLAND 21.67
54924 1/26/11 424583 MURIEL SEIBERT & CO 50,000.00 22.571 500.00 1,128,043.33 91,782.14
SALE 1/24/11 87986810 TEMPLE INLAND 22.72
54924 1/27/11 424587 STURDIVANT/EXECUTION 50,000.00 23.664 500.00 1,182,662.28 146,401.09
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 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 81
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/19/11 89674K10 TRIQUINT SEMICONDUCTOR INC 6.52
20443 1/24/11 424575 LABRANCHE/0TC 25,000.00 13.587 250.00 339,418.48 38,318.79
SALE 1/14/11 90385V10 ULTRA CLEAN HOLDINGS, INC. 8.84
29871 1/20/11 424567 ITG (CHANNEL) 42,080.00 12.425 294.56 522,544.81 170,118.95
SALE 1/18/11 90385V10 ULTRA CLEAN HOLDINGS, INC. 1.86
29871 1/21/11 424571 ITG (CHANNEL) 7,920.00 12.178 55.44 96,389.29 30,058.19
SALE 1/03/11 90781810 UNION PACIFIC CORP 159.17
51676 1/06/11 424524 PRINCETON SECURITIES GROUP 100,000.00 94.183 1,000.00 9,417,130.83 1,930,875.24
SALE 1/05/11 90781810 UNION PACIFIC CORP 110.01
51676 1/10/11 424535 MERIDIAN EQUITY PARTNERS 70,000.00 92.992 700.00 6,508,643.99 1,268,265.08
SALE 1/06/11 91131210 UNITED PARCEL SERVICE-CL B 122.53
51478 1/11/11 424540 CASTLE OAK SECURITIES 100,000.00 72.497 1,000.00 7,248,607.47 557,264.26
SALE 1/07/11 91301710 UNITED TECHNOLOGIES CORP 66.72
14414 1/12/11 424544 CABRERA 50,000.00 78.956 500.00 3,947,228.28 1,702,313.21
SALE 1/07/11 91301710 UNITED TECHNOLOGIES CORP 66.73
14414 1/12/11 424544 JONES TRADING INSTITUTIONAL 50,000.00 78.962 500.00 3,947,513.27 1,702,598.20
SALE 1/07/11 91301710 UNITED TECHNOLOGIES CORP 66.73
14414 1/12/11 424544 LOOP CAPITAL 50,000.00 78.964 500.00 3,947,613.27 1,702,698.20
SALE 1/07/11 91820410 VF CORP. 27.55
40920 1/12/11 424544 PACIFIC AMERICAN SECURITIES 20,000.00 81.486 200.00 1,629,488.45 212,286.96
SALE 1/21/11 91820410 VF CORP. 39.50
40920 1/26/11 424583 WILLIAMS CAPITAL GROUP 25,000.00 82.276 250.00 2,056,618.00 285,116.13
SALE 1/14/11 91886610 VALASSIS COMMUNICATIONS INC 10.63
35038 1/20/11 424567 BLAYLOCK ROBERT VAN LLC 20,000.00 31.448 200.00 628,755.37 294,891.87
SALE 1/03/11 92220710 VARIAN SEMICONDUCTOR EQUIP 12.61
32229 1/06/11 424524 MERRIMAN/OTC 20,000.00 37.286 200.00 745,513.39 215,903.62
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 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/14/11 92220710 VARIAN SEMICONDUCTOR EQUIP 18.48
32229 1/20/11 424567 ITG (CHANNEL) 25,000.00 43.723 175.00 1,092,869.02 430,856.81
SALE 1/21/11 92220710 VARIAN SEMICONDUCTOR EQUIP 19.70
32229 1/26/11 424583 ITG (CHANNEL) 25,000.00 41.033 175.00 1,025,635.30 363,623.09
SALE 1/31/11 92220710 VARIAN SEMICONDUCTOR EQUIP 21.37
32229 2/03/11 424608 JANNEY MONTGOMERY SCOTT 25,000.00 44.506 750.00 1,111,876.13 449,863.92
SALE 1/14/11 92829810 VISHAY INTERTECHNOLOGY, INC 13.72
17381 1/20/11 424567 WILLIAMS CAPITAL GROUP 50,000.00 16.230 500.00 810,961.28 59,478.79
SALE 1/31/11 92829810 VISHAY INTERTECHNOLOGY, INC 8.03
17381 2/03/11 424608 JP MORGAN 25,000.00 16.711 1,000.00 416,761.97 41,020.73
SALE 1/05/11 92930Y10 W.P. CAREY & CO. LLC 10.24
42783 1/10/11 424535 BLAYLOCK ROBERT VAN LLC 20,000.00 30.277 200.00 605,329.76 106,212.47
SALE 1/06/11 92930Y10 W.P. CAREY & CO. LLC 5.08
42783 1/11/11 424540 BLAYLOCK ROBERT VAN LLC 10,000.00 30.036 100.00 300,253.92 50,695.27
SALE 1/07/11 92930Y10 W.P. CAREY & CO. LLC 3.11
42783 1/12/11 424544 WILLIAMS CAPITAL GROUP 6,100.00 30.078 61.00 183,408.64 31,177.87
SALE 1/10/11 92930Y10 W.P. CAREY & CO. LLC .46
42783 1/13/11 424549 WILLIAMS CAPITAL GROUP 900.00 30.000 9.00 26,990.54 4,530.26
SALE 1/11/11 92930Y10 W.P. CAREY & CO. LLC 2.69
42783 1/14/11 424553 WILLIAMS CAPITAL GROUP 5,302.00 30.000 53.02 159,004.29 26,688.30
SALE 1/12/11 92930Y10 W.P. CAREY & CO. LLC 31.92
42783 1/18/11 424557 WILLIAMS CAPITAL GROUP 62,698.00 30.119 626.98 1,887,767.24 323,084.43
SALE 1/12/11 93114210 WAL-MART STORES, INC. 23.20
15929 1/18/11 424557 CASTLE OAK SECURITIES 25,000.00 54.894 250.00 1,372,076.80 602,880.37
SALE 1/21/11 94106L10 WASTE MANAGEMENT INC 107.37
43803 1/26/11 424583 ICAP CORPORATES LLC 150,000.00 37.280 1,500.00 5,590,452.63 933,155.13
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 83
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/27/11 94106L10 WASTE MANAGEMENT INC 36.76
43803 2/01/11 424599 SANFORD BERNSTEIN & CO. 50,000.00 38.291 2,000.00 1,912,518.24 360,085.74
SALE 1/27/11 95075510 WERNER ENTERPRISES INC 25.94
55006 2/01/11 424599 MORGAN STANLEY 53,000.00 25.486 1,590.00 1,349,163.26 115,410.05
SALE 1/13/11 98074510 WOODWARD GOVERNOR CO 9.62
21403 1/19/11 424562 ITG (CHANNEL) 15,786.00 36.045 110.50 568,883.09 421,243.99
SALE 1/14/11 98074510 WOODWARD GOVERNOR CO 43.98
21403 1/20/11 424567 ITG (CHANNEL) 72,320.00 35.977 506.24 2,601,320.88 1,924,945.63
SALE 1/18/11 98074510 WOODWARD GOVERNOR CO 8.20
21403 1/21/11 424571 ITG (CHANNEL) 11,894.00 35.878 83.26 426,645.04 315,406.00
SALE 1/03/11 98391910 XILINX, INC. 4.98
30040 1/06/11 424524 LABRANCHE/0TC 10,000.00 29.441 100.00 294,309.02 15,734.50
SALE 1/24/11 G2414010 COOPER INDUSTRIES PLC 286.41
48445 1/27/11 424587 GRISWOLD COMPANY 245,000.00 60.885 2,450.00 14,914,064.09 3,900,253.16
SALE 1/25/11 G2414010 COOPER INDUSTRIES PLC 145.72
48445 1/28/11 424591 PRINCETON SECURITIES GROUP 125,000.00 60.716 1,250.00 7,588,041.78 1,968,750.49
SALE 1/19/11 G4779110 INGERSOLL-RAND PLC 44.52
47622 1/24/11 424575 CABRERA 50,000.00 46.366 500.00 2,317,735.48 706,864.57
SALE 1/19/11 G4779110 INGERSOLL-RAND PLC 44.47
47622 1/24/11 424575 CASTLE OAK SECURITIES 50,000.00 46.321 500.00 2,315,520.53 704,649.61
SALE 1/19/11 G4779110 INGERSOLL-RAND PLC 44.44
47622 1/24/11 424575 JACKSON SECS 50,000.00 46.291 500.00 2,313,995.56 703,124.64
SALE 1/03/11 H8912P10 TYCO ELECTRONICS LTD 30.22
47546 1/06/11 424524 BLAYLOCK ROBERT VAN LLC 50,000.00 35.761 500.00 1,787,509.78 205,887.26
SALE 1/19/11 H8912P10 TYCO ELECTRONICS LTD 17.18
47546 1/24/11 424575 WILLIAMS CAPITAL GROUP 25,000.00 35.776 250.00 894,130.32 103,319.06
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 15,271,006.00 11,510.55 632,641,017.06 136,997,021.35
182,903.06
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 15,271,006.00 11,510.55 632,641,017.06 136,997,021.35
182,903.06
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 1/01/11 THROUGH 1/31/11
COMMON PENSION FD A (5140) -Cont. PAGE: 84
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
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 1/01/11 THROUGH 1/31/11
COMMON PENSION FD B (5142) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 1/05/11 05252ABK AUSTRALIA & NZ BKING GRP SR 4.8750 4.906
55056 1/12/11 289302 MERRILL LYNCH PIERCE FIXED 1/12/21 20,000,000.00 99.757 19,951,400.00
PUR 1/13/11 166754AJ CHEVRON PHILLIPS CHEMICAL C 4.7500 4.813
55185 1/21/11 289308 RBS GREENWICH 2/01/21 6,000,000.00 99.502 5,970,120.00
PUR 1/19/11 171340AG CHURCH & DWIGHT CO INC SR N 3.3500 3.135
54775 1/24/11 289309 CANTOR FITZGERALD SECURITIE 12/15/15 13,000,000.00 100.96 13,125,580.00
PUR 1/06/11 26138EAM DR PEPPER SNAPPLE GROUP SR 2.9000 2.924
55064 1/11/11 289301 MERRILL LYNCH PIERCE FIXED 1/15/16 7,000,000.00 99.889 6,992,230.00
PUR 1/07/11 448814DL HYDRO-QUEBEC DEBS 9.5000 4.942
47339 1/12/11 289302 NATIONAL BNK OF CANADA FINA 11/15/30 3,000,000.00 157.20 4,716,240.00
PUR 1/19/11 459058BB INTERNATIONAL BANK FOR RECO 2.1250 2.207
55242 1/27/11 289312 RBC CAPITAL (DOMESTIC) 3/15/16 40,000,000.00 99.605 39,842,000.00
PUR 1/20/11 459200AS IBM CORP DEBENTURES 6.5000 4.939
40189 1/25/11 289310 MIZUHO SECURITIES 1/15/28 7,000,000.00 117.79 8,245,650.00
PUR 1/31/11 65504LAF NOBLE HOLDINGS INTL LTD GTD 4.6250 4.642
55417 2/03/11 289317 BARCLAYS CAPITAL INC 3/01/21 10,000,000.00 99.860 9,986,000.00
PUR 1/11/11 655855FA NORFOLK SOUTHERN RAILWAY NO 9.7500 4.530
49712 1/14/11 289304 JEFFERIES & COMPANY 6/15/20 11,000,000.00 139.65 15,362,490.00
PUR 1/21/11 68268NAF ONEOK PARTNERS SR NOTES 3.2500 3.263
55306 1/26/11 289311 CITIGROUP/CITIBANK DOMESTIC 2/01/16 15,000,000.00 99.940 14,991,000.00
PUR 1/05/11 72650RAY PLAINS ALL AMERICAN PIPELIN 5.0000 5.061
55043 1/14/11 289304 WELLS FARGO SECURITIES 2/01/21 12,000,000.00 99.521 11,942,520.00
PUR 1/05/11 748148PD QUEBEC PROVINCE OF DEBENTUR 7.1250 4.362
55042 1/10/11 289300 NATIONAL BNK OF CANADA FINA 2/09/24 15,000,000.00 127.31 19,097,400.00
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 1/01/11 THROUGH 1/31/11
COMMON PENSION FD B (5142) -Cont. PAGE: 86
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/06/11 767201AD RIO TINTO FINANCE USA LTD N 7.1250 5.320
54077 1/11/11 289301 CREDIT SUISSE SEC (USA) LLC 7/15/28 11,000,000.00 120.39 13,243,780.00
PUR 1/20/11 837004CE SOUTH CAROLINA ELECTRIC & G 5.4500 5.475
55265 1/27/11 289312 MERRILL LYNCH PIERCE FIXED 2/01/41 10,000,000.00 99.633 9,963,300.00
PUR 1/03/11 912828NN US TREASURY NOTES 1.0000 .847
54999 1/04/11 289296 BNP PARIBAS SECURITIES CORP 7/15/13 100,000,000.00 100.38 100,383,147.50
PUR 1/20/11 913017BA UNITED TECHNOLOGIES CORP NT 7.5000 5.099
46380 1/25/11 289310 MIZUHO SECURITIES 9/15/29 5,000,000.00 128.65 6,432,850.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 285,000,000.00 300,245,707.50
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 285,000,000.00 300,245,707.50
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 1/07/11 002819AC ABBOTT LABS NOTES 6.1500 5.439
38757 1/12/11 289302 RBS GREENWICH 11/30/37 5,000,000.00 113.58 5,679,350.00 181,061.25
SALE 1/04/11 031162BA AMGEN INC NOTES 6.4000 6.435
44374 1/07/11 289299 BARCLAYS CAPITAL INC 2/01/39 5,000,000.00 116.00 5,800,100.00 823,008.59
SALE 1/12/11 05379BAM AVISTA CORP 1ST MTG BONDS 5.7000 6.984
40976 1/18/11 289305 MERRILL LYNCH PIERCE FIXED 7/01/37 18,000,000.00 100.24 18,043,380.00 2,815,047.66
SALE 1/14/11 071813AX BAXTER INTERNATIONAL NOTES 6.2500 6.195
38993 1/20/11 289307 MERRILL LYNCH PIERCE FIXED 12/01/37 5,000,000.00 113.47 5,673,650.00 638,048.05
SALE 1/19/11 071813AX BAXTER INTERNATIONAL NOTES 6.2500 6.195
38993 1/24/11 289309 MERRILL LYNCH PIERCE FIXED 12/01/37 5,000,000.00 112.75 5,637,700.00 602,126.95
SALE 1/21/11 141781AW CARGILL INC. BONDS 6.6250 6.479
38221 1/26/11 289311 BARCLAYS CAPITAL INC 9/15/37 10,000,000.00 114.22 11,422,800.00 1,240,085.95
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
COMMON PENSION FD B (5142) -Cont. PAGE: 87
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/13/11 26442CAH DUKE ENERGY CORP 1ST MTG BD 5.3000 5.328
49699 1/19/11 289306 MERRILL LYNCH PIERCE FIXED 2/15/40 10,000,000.00 100.76 10,076,700.00 118,284.60
SALE 1/04/11 42809HAD HESS CORPORATION NOTES 5.6000 5.648
52952 1/07/11 289299 JP MORGAN 2/15/41 5,000,000.00 99.863 4,993,150.00 28,043.89
SALE 1/07/11 438516AT HONEYWELL INTERNATIONAL BON 5.7000 5.715
36738 1/12/11 289302 FTN MIDWEST SECURITIES 3/15/37 5,000,000.00 107.36 5,368,400.00 379,128.83
SALE 1/04/11 478160AT JOHNSON & JOHNSON SR NOTES 5.8500 5.853
41528 1/07/11 289299 BARCLAYS CAPITAL INC 7/15/38 5,000,000.00 114.91 5,745,950.00 748,139.38
SALE 1/18/11 494368BC KIMBERLY CLARK CORP BONDS 6.6250 6.707
37890 1/21/11 289308 MERRILL LYNCH PIERCE FIXED 8/01/37 10,000,000.00 117.90 11,790,800.00 1,892,105.25
SALE 1/07/11 58013MEK MCDONALDS CORP MTN 4.8750 4.921
52825 1/12/11 289302 JP MORGAN 7/15/40 6,000,000.00 95.573 5,734,380.00 -223,185.74
SALE 1/13/11 58013MEK MCDONALDS CORP MTN 4.8750 4.921
52825 1/19/11 289306 MORGAN STANLEY - ALGO 7/15/40 6,000,000.00 95.400 5,724,000.00 -233,569.05
SALE 1/04/11 589331AM MERCK & CO. INC. BONDS 5.7500 5.784
35607 1/07/11 289299 BARCLAYS CAPITAL INC 11/15/36 10,000,000.00 110.53 11,053,000.00 1,099,182.23
SALE 1/28/11 665245XD NOTRTHERN ILL UNIV REV BABS 8.1470 8.145
54808 2/02/11 289316 LOOP CAPITAL 4/01/41 3,000,000.00 105.48 3,164,490.00 164,490.00
SALE 1/28/11 665245XD NOTRTHERN ILL UNIV REV BABS 8.1470 8.145
54808 2/02/11 289316 LOOP CAPITAL 4/01/41 7,500,000.00 105.33 7,899,975.00 399,975.00
SALE 1/28/11 665245XD NOTRTHERN ILL UNIV REV BABS 8.1470 8.145
54808 2/02/11 289316 LOOP CAPITAL 4/01/41 2,000,000.00 105.40 2,108,020.00 108,020.00
SALE 1/26/11 678858BH OKLAHOMA GAS & ELEC SR NOTE 6.4500 6.490
39730 1/31/11 289314 KEYBANC CAPITAL MKTS INC 2/01/38 20,000,000.00 108.15 21,630,400.00 1,734,404.03
SALE 1/13/11 713448BS PEPSICO INC 4.8750 4.887
53945 1/19/11 289306 MORGAN STANLEY - ALGO 11/01/40 5,000,000.00 94.908 4,745,400.00 -244,861.16
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 1/01/11 THROUGH 1/31/11
COMMON PENSION FD B (5142) -Cont. PAGE: 88
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/19/11 744448CA PUBLIC SERVICE CO OF COL 1S 6.5000 6.097
41979 1/24/11 289309 KNIGHT LIBERTAS 8/01/38 10,000,000.00 117.33 11,733,800.00 1,199,361.61
SALE 1/20/11 769047HB RIVERSIDE CALIF SWR REV BDS 7.2000 7.245
48049 1/25/11 289310 WELLS FARGO SECURITIES 8/01/39 3,000,000.00 100.89 3,026,700.00 42,964.43
SALE 1/19/11 806605AH MERCK & CO INC-SCHERING PLO 6.5500 6.531
38291 1/24/11 289309 CREDIT SUISSE SEC (USA) LLC 9/15/37 5,000,000.00 119.78 5,989,150.00 977,592.51
SALE 1/25/11 842400FL SOUTHERN CALIF ED CO 1ST MT 6.0500 6.110
45210 1/28/11 289313 SUSQUEHANNA FINANCIAL GROUP 3/15/39 7,000,000.00 110.30 7,721,000.00 777,528.61
SALE 1/07/11 871829AN SYSCO CORP 6.6250 6.773
45167 1/12/11 289302 CREDIT SUISSE SEC (USA) LLC 3/17/39 5,000,000.00 119.96 5,998,300.00 1,091,335.45
SALE 1/14/11 89352HAD TRANS-CANADA PIPELINES BOND 6.2000 6.323
38461 1/20/11 289307 JP MORGAN 10/15/37 5,000,000.00 108.81 5,440,700.00 520,143.90
SALE 1/03/11 912828NN US TREASURY NOTES 1.0000 .847
54999 1/04/11 289296 MERRILL LYNCH PIERCE FIXED 7/15/13 100,000,000.00 100.37 100,370,758.76 -12,388.74
SALE 1/27/11 913017BJ UNITED TECHNOLOGIES CORP 5.4000 6.400
43909 2/01/11 289315 CANTOR FITZGERALD SECURITIE 5/01/35 5,000,000.00 102.16 5,108,000.00 720,455.70
SALE 1/28/11 913017BJ UNITED TECHNOLOGIES CORP 5.4000 6.400
43909 2/02/11 289316 CANTOR FITZGERALD SECURITIE 5/01/35 5,000,000.00 101.59 5,079,700.00 692,125.98
SALE 1/26/11 913017BK UNITED TECHNOLOGIES CORP 6.0500 5.663
44442 1/31/11 289314 MERRILL LYNCH PIERCE FIXED 6/01/36 5,000,000.00 110.84 5,542,200.00 284,825.63
SALE 1/11/11 927804FE VIRGINIA ELEC & PWR CO SR N 6.3500 6.366
38933 1/14/11 289304 CREDIT SUISSE SEC (USA) LLC 11/30/37 10,000,000.00 115.64 11,564,500.00 1,587,019.60
SALE 1/20/11 976826BF WISCONSIN PWR & LIGHT 7.6000 7.750
43129 1/25/11 289310 MERRILL LYNCH PIERCE FIXED 10/01/38 15,000,000.00 130.46 19,569,600.00 4,826,558.08
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 317,500,000.00 339,436,053.76 24,977,058.47
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 317,500,000.00 339,436,053.76 24,977,058.47
END OF REPORT FOR: COMMON PENSION FD B
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 1/01/11 THROUGH 1/31/11
COMMON A DERIVITIVES (5160) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASES OF COMINGLED FUND UNITS
---------------------------------
PUR 1/28/11 SPX31911 SPX 3/19/11 P1230 21.00
55420 1/31/11 424527 MORGAN STANLEY (OPTIONS) 150,000.00 10.495 3,000.00 1,577,271.00
PUR 1/28/11 SPX41611 SPX 4/16/11 P1200 70.00
55421 1/31/11 424527 MORGAN STANLEY (OPTIONS) 500,000.00 12.775 10,000.00 6,397,570.00
PUR 1/28/11 SPX52111 SPX 5/21/11 P1200 28.00
55422 1/31/11 424527 MORGAN STANLEY (OPTIONS) 200,000.00 20.350 4,000.00 4,074,028.00
-------------- ---------- -------------- --------------
SUBTOTAL UNIT-ASSET PURCHASES: 850,000.00 119.00 12,048,869.00
17,000.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 850,000.00 119.00 12,048,869.00
17,000.00
SALES OF COMINGLED-FUND UNITS
-----------------------------
SALE 1/28/11 SPXP1200 SPX P1200 EXP 2-19-11
54934 1/31/11 424527 MORGAN STANLEY (OPTIONS) 200,000.00 3.300 4,000.00 656,000.00 -2,801,996.00
-------------- ---------- -------------- --------------
SUBTOTAL UNIT-ASSET SALES: 200,000.00 656,000.00 -2,801,996.00
4,000.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 200,000.00 656,000.00 -2,801,996.00
4,000.00
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) PAGE: 90
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 1/06/11 00184X10 AOL INC
55061 1/11/11 424539 BMO CAPITAL MARKETS/EXECUTI 50,000.00 23.771 500.00 1,189,040.00
PUR 1/07/11 00184X10 AOL INC
55061 1/12/11 424543 BMO CAPITAL MARKETS/EXECUTI 50,000.00 23.854 500.00 1,193,205.00
PUR 1/10/11 00184X10 AOL INC
55061 1/13/11 424548 WILLIAMS CAPITAL GROUP 50,000.00 23.604 500.00 1,180,715.00
PUR 1/11/11 00184X10 AOL INC
55061 1/14/11 424552 BMO CAPITAL MARKETS/EXECUTI 50,000.00 24.146 500.00 1,207,775.00
PUR 1/12/11 00184X10 AOL INC
55061 1/18/11 424556 BMO CAPITAL MARKETS/EXECUTI 50,000.00 24.097 500.00 1,205,345.00
PUR 1/13/11 00184X10 AOL INC
55061 1/19/11 424561 BMO CAPITAL MARKETS/EXECUTI 30,000.00 24.073 300.00 722,487.00
PUR 1/14/11 00184X10 AOL INC
55061 1/20/11 424566 BMO CAPITAL MARKETS/EXECUTI 20,000.00 24.311 200.00 486,428.00
PUR 1/18/11 00184X10 AOL INC
55061 1/21/11 424570 BMO CAPITAL MARKETS/EXECUTI 30,000.00 24.659 300.00 740,067.00
PUR 1/19/11 00184X10 AOL INC
55061 1/24/11 424574 BMO CAPITAL MARKETS/EXECUTI 20,000.00 24.709 200.00 494,374.00
PUR 1/20/11 00184X10 AOL INC
55061 1/25/11 424578 BMO CAPITAL MARKETS/EXECUTI 20,000.00 24.400 200.00 488,198.00
PUR 1/25/11 00184X10 AOL INC
55061 1/28/11 424590 BLAYLOCK ROBERT VAN LLC 10,000.00 23.778 100.00 237,880.00
PUR 1/31/11 00184X10 AOL INC
55061 2/03/11 424607 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 23.861 800.00 478,016.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
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 1/10/11 00206R10 AT&T INC
54670 1/13/11 424548 CASTLE OAK SECURITIES 50,000.00 28.170 500.00 1,409,000.00
PUR 1/11/11 00206R10 AT&T INC
54670 1/14/11 424552 LOOP CAPITAL 50,000.00 27.816 500.00 1,391,295.00
PUR 1/27/11 00206R10 AT&T INC
54670 2/01/11 424598 CITIGROUP/CITIBANK DOMESTIC 100,000.00 27.887 4,000.00 2,792,690.00
PUR 1/18/11 00282410 ABBOTT LABORATORIES
39882 1/21/11 424570 BMO CAPITAL MARKETS/EXECUTI 20,000.00 47.165 200.00 943,492.00
PUR 1/18/11 00507V10 ACTIVISION BLIZZARD INC
55226 1/21/11 424570 INSTINET (PORTAL) 320,000.00 11.654 2,240.00 3,731,616.00
PUR 1/19/11 00507V10 ACTIVISION BLIZZARD INC
55226 1/24/11 424574 ITG (CHANNEL) 120,000.00 11.634 840.00 1,396,944.00
PUR 1/19/11 00507V10 ACTIVISION BLIZZARD INC
55226 1/24/11 424574 MERRIMAN/OTC 200,000.00 11.626 2,000.00 2,327,140.00
PUR 1/20/11 00507V10 ACTIVISION BLIZZARD INC
55226 1/25/11 424578 LABRANCHE/0TC 100,000.00 11.519 1,000.00 1,152,910.00
PUR 1/20/11 00507V10 ACTIVISION BLIZZARD INC
55226 1/25/11 424578 MERRIMAN/OTC 160,000.00 11.544 1,600.00 1,848,688.00
PUR 1/21/11 00507V10 ACTIVISION BLIZZARD INC
55226 1/26/11 424582 MERRIMAN/OTC 100,000.00 11.490 1,000.00 1,149,990.00
PUR 1/24/11 00507V10 ACTIVISION BLIZZARD INC
55226 1/27/11 424586 ITG (CHANNEL) 169,300.00 11.406 1,185.10 1,932,203.97
PUR 1/24/11 00507V10 ACTIVISION BLIZZARD INC
55226 1/27/11 424586 PULSE (BLOCK CROSS) 30,700.00 11.275 307.00 346,449.50
PUR 1/28/11 00507V10 ACTIVISION BLIZZARD INC
55226 2/02/11 424602 JANNEY MONTGOMERY SCOTT 100,000.00 11.284 3,000.00 1,131,400.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
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 1/10/11 02313510 AMAZON.COM INC
54819 1/13/11 424548 LABRANCHE/0TC 10,000.00 184.58 100.00 1,845,956.00
PUR 1/10/11 02313510 AMAZON.COM INC
54819 1/13/11 424548 LABRANCHE/0TC 10,000.00 184.84 100.00 1,848,585.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 184.71 3,694,541.00
200.00
PUR 1/10/11 02313510 AMAZON.COM INC
54819 1/13/11 424548 MERRIMAN/OTC 10,000.00 184.30 100.00 1,843,098.00
PUR 1/12/11 02313510 AMAZON.COM INC
54819 1/18/11 424556 ITG (CHANNEL) 10,000.00 183.88 70.00 1,838,960.00
PUR 1/24/11 02313510 AMAZON.COM INC
54819 1/27/11 424586 MERRIMAN/OTC 10,000.00 177.60 100.00 1,776,132.00
PUR 1/25/11 02313510 AMAZON.COM INC
54819 1/28/11 424590 ITG (CHANNEL) 10,000.00 175.28 70.00 1,752,956.00
PUR 1/28/11 02406110 AMERICAN AXLE
54158 2/02/11 424602 JP MORGAN 60,000.00 14.732 2,400.00 886,320.00
PUR 1/12/11 02991220 AMERICAN TOWER CORP. CL A
39887 1/18/11 424556 WILLIAMS CAPITAL GROUP 40,000.00 50.643 400.00 2,026,116.00
PUR 1/12/11 03116210 AMGEN INC.
39886 1/18/11 424556 ITG (CHANNEL) 20,000.00 56.246 140.00 1,125,052.00
PUR 1/06/11 03265410 ANALOG DEVICES
55060 1/11/11 424539 BMO CAPITAL MARKETS/EXECUTI 150,000.00 37.869 1,500.00 5,681,775.00
PUR 1/07/11 03265410 ANALOG DEVICES
55060 1/12/11 424543 ICAP CORPORATES LLC 150,000.00 37.980 1,500.00 5,698,530.00
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 1/01/11 THROUGH 1/31/11
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 1/10/11 03265410 ANALOG DEVICES
55060 1/13/11 424548 MERIDIAN EQUITY PARTNERS 100,000.00 37.552 1,000.00 3,756,220.00
PUR 1/11/11 03265410 ANALOG DEVICES
55060 1/14/11 424552 MERIDIAN EQUITY PARTNERS 100,000.00 37.935 1,000.00 3,794,500.00
PUR 1/12/11 03265410 ANALOG DEVICES
55060 1/18/11 424556 MERIDIAN EQUITY PARTNERS 100,000.00 37.878 1,000.00 3,788,820.00
PUR 1/14/11 03265410 ANALOG DEVICES
55060 1/20/11 424566 WILLIAMS CAPITAL GROUP 100,000.00 38.297 1,000.00 3,830,650.00
PUR 1/31/11 03741110 APACHE CORP
55410 2/03/11 424607 PACIFIC CREST SECURITIES 100,000.00 118.09 4,000.00 11,813,170.00
PUR 1/18/11 03783310 APPLE INC
39881 1/21/11 424570 LABRANCHE/0TC 25,000.00 329.58 250.00 8,239,982.50
PUR 1/24/11 03783310 APPLE INC
39881 1/27/11 424586 MERRIMAN/OTC 20,000.00 330.71 200.00 6,614,404.00
PUR 1/13/11 03938010 ARCH COAL INC
55153 1/19/11 424561 BMO CAPITAL MARKETS/EXECUTI 200,000.00 34.141 2,000.00 6,830,140.00
PUR 1/14/11 03938010 ARCH COAL INC
55153 1/20/11 424566 BLAYLOCK ROBERT VAN LLC 30,000.00 34.113 300.00 1,023,681.00
PUR 1/14/11 03938010 ARCH COAL INC
55153 1/20/11 424566 GRISWOLD COMPANY 100,000.00 34.236 1,000.00 3,424,620.00
PUR 1/18/11 03938010 ARCH COAL INC
55153 1/21/11 424570 BLAYLOCK ROBERT VAN LLC 70,000.00 33.533 700.00 2,348,010.00
PUR 1/18/11 03938010 ARCH COAL INC
55153 1/21/11 424570 WILLIAMS CAPITAL GROUP 50,000.00 33.605 500.00 1,680,760.00
PUR 1/19/11 03938010 ARCH COAL INC
55153 1/24/11 424574 BMO CAPITAL MARKETS/EXECUTI 90,000.00 33.403 900.00 3,007,179.00
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 1/01/11 THROUGH 1/31/11
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 1/20/11 03938010 ARCH COAL INC
55153 1/25/11 424578 BLAYLOCK ROBERT VAN LLC 50,000.00 31.766 500.00 1,588,780.00
PUR 1/20/11 03938010 ARCH COAL INC
55153 1/25/11 424578 BMO CAPITAL MARKETS/EXECUTI 60,000.00 31.841 600.00 1,911,078.00
PUR 1/21/11 03938010 ARCH COAL INC
55153 1/26/11 424582 BMO CAPITAL MARKETS/EXECUTI 50,000.00 32.431 500.00 1,622,060.00
PUR 1/24/11 03938010 ARCH COAL INC
55153 1/27/11 424586 BMO CAPITAL MARKETS/EXECUTI 50,000.00 32.806 500.00 1,640,815.00
PUR 1/05/11 05548J10 BJ'S WHOLESALE CLUB INC
52526 1/10/11 424534 WILLIAMS CAPITAL GROUP 20,000.00 46.275 200.00 925,698.00
PUR 1/24/11 06050510 BANK OF AMERICA CORP
46955 1/27/11 424586 ELECTRONIC BROKERAGE SYSTEM 300,000.00 13.952 1,500.00 4,186,980.00
PUR 1/25/11 06050510 BANK OF AMERICA CORP
46955 1/28/11 424590 WILLIAMS CAPITAL GROUP 100,000.00 13.511 1,000.00 1,352,090.00
PUR 1/26/11 06050510 BANK OF AMERICA CORP
46955 1/31/11 424594 JP MORGAN 100,000.00 13.688 4,000.00 1,372,780.00
PUR 1/27/11 06050510 BANK OF AMERICA CORP
46955 2/01/11 424598 CITIGROUP/CITIBANK DOMESTIC 100,000.00 13.545 4,000.00 1,358,490.00
PUR 1/12/11 08467070 BERKSHIRE HATHAWAY INC-CL B
54956 1/18/11 424556 BMO CAPITAL MARKETS/EXECUTI 100,000.00 80.317 1,000.00 8,032,670.00
PUR 1/19/11 08467070 BERKSHIRE HATHAWAY INC-CL B
54956 1/24/11 424574 BMO CAPITAL MARKETS/EXECUTI 50,000.00 81.280 500.00 4,064,480.00
PUR 1/28/11 08578910 BERRY PETROLEUM CO
42925 2/02/11 424602 COWEN AND CO., LLC 20,000.00 44.231 800.00 885,422.00
PUR 1/25/11 12526910 CF INDUSTRIES HOLDINGS INC
46083 1/28/11 424590 BMO CAPITAL MARKETS/EXECUTI 10,000.00 130.02 100.00 1,300,367.00
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 1/01/11 THROUGH 1/31/11
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 1/27/11 12526910 CF INDUSTRIES HOLDINGS INC
46083 2/01/11 424598 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 136.08 400.00 1,361,259.00
PUR 1/13/11 12558180 CIT GROUP INC
55173 1/19/11 424561 ELECTRONIC BROKERAGE SYSTEM 100,000.00 47.352 500.00 4,735,670.00
PUR 1/14/11 12558180 CIT GROUP INC
55173 1/20/11 424566 GRISWOLD COMPANY 100,000.00 47.707 1,000.00 4,771,650.00
PUR 1/18/11 12558180 CIT GROUP INC
55173 1/21/11 424570 PRINCETON SECURITIES GROUP 100,000.00 49.259 1,000.00 4,926,880.00
PUR 1/19/11 12558180 CIT GROUP INC
55173 1/24/11 424574 PRINCETON SECURITIES GROUP 100,000.00 48.291 1,000.00 4,830,080.00
PUR 1/20/11 12558180 CIT GROUP INC
55173 1/25/11 424578 ICAP CORPORATES LLC 100,000.00 47.199 1,000.00 4,720,890.00
PUR 1/21/11 12558180 CIT GROUP INC
55173 1/26/11 424582 ICAP CORPORATES LLC 100,000.00 47.348 1,000.00 4,735,830.00
PUR 1/20/11 12824610 CALAVO GROWERS INC
55268 1/25/11 424578 ITG (CHANNEL) 14,510.00 23.216 101.57 336,967.18
PUR 1/21/11 12824610 CALAVO GROWERS INC
55268 1/26/11 424582 ITG (CHANNEL) 17,700.00 23.428 123.90 414,795.96
PUR 1/24/11 12824610 CALAVO GROWERS INC
55268 1/27/11 424586 ITG (CHANNEL) 9,459.00 23.375 66.21 221,169.39
PUR 1/25/11 12824610 CALAVO GROWERS INC
55268 1/28/11 424590 INSTINET (PORTAL) 3,210.00 22.936 22.47 73,647.03
PUR 1/25/11 12824610 CALAVO GROWERS INC
55268 1/28/11 424590 ITG (CHANNEL) 3,905.00 23.107 27.34 90,259.39
PUR 1/26/11 12824610 CALAVO GROWERS INC
55268 1/31/11 424594 JANNEY MONTGOMERY SCOTT 3,616.00 23.283 108.48 84,299.81
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/27/11 12824610 CALAVO GROWERS INC
55268 2/01/11 424598 JANNEY MONTGOMERY SCOTT 15,000.00 23.436 450.00 351,988.50
PUR 1/28/11 12824610 CALAVO GROWERS INC
55268 2/02/11 424602 JANNEY MONTGOMERY SCOTT 32,600.00 23.311 978.00 760,906.82
PUR 1/31/11 12824610 CALAVO GROWERS INC
55268 2/03/11 424607 JANNEY MONTGOMERY SCOTT 10,257.00 22.842 307.71 234,595.03
PUR 1/07/11 13442910 CAMPBELL SOUP
54593 1/12/11 424543 BMO CAPITAL MARKETS/EXECUTI 50,000.00 34.563 500.00 1,728,645.00
PUR 1/10/11 13442910 CAMPBELL SOUP
54593 1/13/11 424548 WILLIAMS CAPITAL GROUP 50,000.00 34.508 500.00 1,725,910.00
PUR 1/13/11 14204220 CARIBOU COFFEE CO INC
52199 1/19/11 424561 INSTINET (PORTAL) 10,000.00 10.129 70.00 101,361.00
PUR 1/14/11 14204220 CARIBOU COFFEE CO INC
52199 1/20/11 424566 LABRANCHE/0TC 10,000.00 10.128 100.00 101,383.00
PUR 1/18/11 14204220 CARIBOU COFFEE CO INC
52199 1/21/11 424570 LABRANCHE/0TC 10,000.00 10.225 100.00 102,349.00
PUR 1/19/11 14204220 CARIBOU COFFEE CO INC
52199 1/24/11 424574 LIQUIDNET 40,000.00 9.915 800.00 397,400.00
PUR 1/19/11 14204220 CARIBOU COFFEE CO INC
52199 1/24/11 424574 LIQUIDNET 10,000.00 9.885 200.00 99,050.00
PUR 1/19/11 14204220 CARIBOU COFFEE CO INC
52199 1/24/11 424574 LIQUIDNET 2,500.00 10.100 50.00 25,300.00
-------------- ====== ---------- -------------- --------------
3 INTRA-DAY TRANSACTIONS SUBTOTAL: 52,500.00 9.918 521,750.00
1,050.00
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 1/01/11 THROUGH 1/31/11
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/19/11 14204220 CARIBOU COFFEE CO INC
52199 1/24/11 424574 MERRIMAN/OTC 7,500.00 10.227 75.00 76,778.25
PUR 1/25/11 14204220 CARIBOU COFFEE CO INC
52199 1/28/11 424590 ITG (CHANNEL) 10,000.00 9.892 70.00 98,993.00
PUR 1/13/11 14754D10 CASH AMERICA INTL INC
55158 1/19/11 424561 ELECTRONIC BROKERAGE SYSTEM 30,000.00 39.281 150.00 1,178,589.00
PUR 1/14/11 14754D10 CASH AMERICA INTL INC
55158 1/20/11 424566 BMO CAPITAL MARKETS/EXECUTI 20,000.00 39.975 200.00 799,690.00
PUR 1/18/11 14754D10 CASH AMERICA INTL INC
55158 1/21/11 424570 BLAYLOCK ROBERT VAN LLC 10,000.00 39.508 100.00 395,184.00
PUR 1/18/11 14754D10 CASH AMERICA INTL INC
55158 1/21/11 424570 BMO CAPITAL MARKETS/EXECUTI 20,000.00 40.094 200.00 802,076.00
PUR 1/19/11 14754D10 CASH AMERICA INTL INC
55158 1/24/11 424574 BMO CAPITAL MARKETS/EXECUTI 20,000.00 39.481 200.00 789,822.00
PUR 1/19/11 14754D10 CASH AMERICA INTL INC
55158 1/24/11 424574 ELECTRONIC BROKERAGE SYSTEM 20,000.00 39.032 100.00 780,742.00
PUR 1/20/11 14754D10 CASH AMERICA INTL INC
55158 1/25/11 424578 BMO CAPITAL MARKETS/EXECUTI 20,000.00 39.414 200.00 788,484.00
PUR 1/21/11 14754D10 CASH AMERICA INTL INC
55158 1/26/11 424582 BMO CAPITAL MARKETS/EXECUTI 20,000.00 39.845 200.00 797,094.00
PUR 1/24/11 14754D10 CASH AMERICA INTL INC
55158 1/27/11 424586 BMO CAPITAL MARKETS/EXECUTI 20,000.00 39.069 200.00 781,570.00
PUR 1/07/11 15678210 CERNER CORP.
43671 1/12/11 424543 LABRANCHE/0TC 10,000.00 94.542 100.00 945,518.00
PUR 1/12/11 15678210 CERNER CORP.
43671 1/18/11 424556 ITG (CHANNEL) 10,000.00 96.231 70.00 962,375.00
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 1/01/11 THROUGH 1/31/11
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/24/11 17737610 CITRIX SYSTEMS
55308 1/27/11 424586 ITG (CHANNEL) 93,800.00 64.912 656.60 6,089,383.44
PUR 1/24/11 17737610 CITRIX SYSTEMS
55308 1/27/11 424586 LIQUIDNET 106,200.00 64.886 2,124.00 6,893,059.68
PUR 1/25/11 17737610 CITRIX SYSTEMS
55308 1/28/11 424590 LIQUIDNET 75,000.00 62.630 1,500.00 4,698,750.00
PUR 1/25/11 17737610 CITRIX SYSTEMS
55308 1/28/11 424590 MERRIMAN/OTC 20,000.00 61.818 200.00 1,236,554.00
PUR 1/25/11 17737610 CITRIX SYSTEMS
55308 1/28/11 424590 PULSE (BLOCK CROSS) 25,000.00 62.275 250.00 1,557,125.00
PUR 1/26/11 17737610 CITRIX SYSTEMS
55308 1/31/11 424594 JANNEY MONTGOMERY SCOTT 20,000.00 62.549 600.00 1,251,586.00
PUR 1/14/11 19259P30 COINSTAR INC.
42814 1/20/11 424566 LABRANCHE/0TC 10,000.00 43.142 100.00 431,516.00
PUR 1/18/11 19259P30 COINSTAR INC.
42814 1/21/11 424570 MERRIMAN/OTC 10,000.00 41.781 100.00 417,914.00
PUR 1/19/11 19259P30 COINSTAR INC.
42814 1/24/11 424574 MERRIMAN/OTC 10,000.00 42.226 100.00 422,364.00
PUR 1/21/11 19259P30 COINSTAR INC.
42814 1/26/11 424582 LABRANCHE/0TC 10,000.00 41.924 100.00 419,341.00
PUR 1/27/11 19259P30 COINSTAR INC.
42814 2/01/11 424598 JANNEY MONTGOMERY SCOTT 10,000.00 41.876 300.00 419,063.00
PUR 1/03/11 20366810 COMMUNITY HEALTH SYSTEMS
54817 1/06/11 424523 BMO CAPITAL MARKETS/EXECUTI 40,000.00 38.200 400.00 1,528,408.00
PUR 1/06/11 20825C10 CONOCOPHILLIPS
39904 1/11/11 424539 GRISWOLD COMPANY 100,000.00 67.442 1,000.00 6,745,180.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/14/11 20825C10 CONOCOPHILLIPS
39904 1/20/11 424566 ICAP CORPORATES LLC 100,000.00 67.659 1,000.00 6,766,850.00
PUR 1/13/11 22544710 CREE INC
55159 1/19/11 424561 ITG (CHANNEL) 100,000.00 65.801 700.00 6,580,790.00
PUR 1/14/11 22544710 CREE INC
55159 1/20/11 424566 LABRANCHE/0TC 20,000.00 65.574 200.00 1,311,676.00
PUR 1/14/11 22544710 CREE INC
55159 1/20/11 424566 LABRANCHE/0TC 20,000.00 63.687 200.00 1,273,932.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 64.630 2,585,608.00
400.00
PUR 1/19/11 22822710 CROWN CASTLE INTL CORP
54442 1/24/11 424574 MERIDIAN EQUITY PARTNERS 100,000.00 41.689 1,000.00 4,169,910.00
PUR 1/25/11 23102110 CUMMINS ENGINE
55334 1/28/11 424590 BMO CAPITAL MARKETS/EXECUTI 20,000.00 106.22 200.00 2,124,778.00
PUR 1/25/11 23102110 CUMMINS ENGINE
55334 1/28/11 424590 ELECTRONIC BROKERAGE SYSTEM 100,000.00 105.59 500.00 10,560,270.00
PUR 1/26/11 23102110 CUMMINS ENGINE
55334 1/31/11 424594 MORGAN STANLEY 100,000.00 109.25 4,000.00 10,929,090.00
PUR 1/27/11 23102110 CUMMINS ENGINE
55334 2/01/11 424598 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 110.50 800.00 2,210,790.00
PUR 1/28/11 23102110 CUMMINS ENGINE
55334 2/02/11 424602 JP MORGAN 30,000.00 106.29 1,200.00 3,189,948.00
PUR 1/03/11 25490A10 DIRECTV GROUP INC
51409 1/06/11 424523 BMO CAPITAL MARKETS/EXECUTI 80,000.00 40.695 800.00 3,256,408.00
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 1/01/11 THROUGH 1/31/11
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/11/11 26353410 DU PONT (E.I.) DE NEMOURS
40720 1/14/11 424552 BLAYLOCK ROBERT VAN LLC 59,000.00 48.702 590.00 2,874,019.80
PUR 1/11/11 26353410 DU PONT (E.I.) DE NEMOURS
40720 1/14/11 424552 GUZMAN & CO. 41,000.00 48.385 410.00 1,984,182.70
PUR 1/11/11 26353410 DU PONT (E.I.) DE NEMOURS
40720 1/14/11 424552 ICAP CORPORATES LLC 100,000.00 48.947 1,000.00 4,895,670.00
PUR 1/13/11 26353410 DU PONT (E.I.) DE NEMOURS
40720 1/19/11 424561 MERIDIAN EQUITY PARTNERS 100,000.00 49.456 1,000.00 4,946,600.00
PUR 1/20/11 26353410 DU PONT (E.I.) DE NEMOURS
40720 1/25/11 424578 BMO CAPITAL MARKETS/EXECUTI 50,000.00 48.445 500.00 2,422,745.00
PUR 1/27/11 27805810 EATON CORP.
39919 2/01/11 424598 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 105.65 800.00 2,113,832.00
PUR 1/28/11 29363910 ENTERCOM COMMUNICATIONS COR
39918 2/02/11 424602 JP MORGAN 20,000.00 9.855 800.00 197,896.00
PUR 1/31/11 29363910 ENTERCOM COMMUNICATIONS COR
39918 2/03/11 424607 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 9.760 800.00 195,996.00
PUR 1/06/11 29380T10 ENTERTAINMENT PROPERTIES TR
39916 1/11/11 424539 BMO CAPITAL MARKETS/EXECUTI 20,000.00 45.804 200.00 916,288.00
PUR 1/07/11 29380T10 ENTERTAINMENT PROPERTIES TR
39916 1/12/11 424543 BMO CAPITAL MARKETS/EXECUTI 20,000.00 45.503 200.00 910,252.00
PUR 1/11/11 29380T10 ENTERTAINMENT PROPERTIES TR
39916 1/14/11 424552 BMO CAPITAL MARKETS/EXECUTI 20,000.00 44.640 200.00 892,990.00
PUR 1/12/11 29380T10 ENTERTAINMENT PROPERTIES TR
39916 1/18/11 424556 WILLIAMS CAPITAL GROUP 20,000.00 45.279 200.00 905,776.00
PUR 1/13/11 29380T10 ENTERTAINMENT PROPERTIES TR
39916 1/19/11 424561 BMO CAPITAL MARKETS/EXECUTI 20,000.00 45.466 200.00 909,528.00
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 1/01/11 THROUGH 1/31/11
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/14/11 29380T10 ENTERTAINMENT PROPERTIES TR
39916 1/20/11 424566 BMO CAPITAL MARKETS/EXECUTI 10,000.00 45.768 100.00 457,779.00
PUR 1/18/11 29380T10 ENTERTAINMENT PROPERTIES TR
39916 1/21/11 424570 BMO CAPITAL MARKETS/EXECUTI 10,000.00 45.646 100.00 456,555.00
PUR 1/20/11 29380T10 ENTERTAINMENT PROPERTIES TR
39916 1/25/11 424578 BMO CAPITAL MARKETS/EXECUTI 20,000.00 45.100 200.00 902,192.00
PUR 1/20/11 29380T10 ENTERTAINMENT PROPERTIES TR
39916 1/25/11 424578 WILLIAMS CAPITAL GROUP 10,000.00 44.727 100.00 447,370.00
PUR 1/24/11 29380T10 ENTERTAINMENT PROPERTIES TR
39916 1/27/11 424586 BMO CAPITAL MARKETS/EXECUTI 20,000.00 45.043 200.00 901,050.00
PUR 1/07/11 29444U50 EQUINIX INC.
55079 1/12/11 424543 LABRANCHE/0TC 20,000.00 82.036 200.00 1,640,922.00
PUR 1/10/11 29444U50 EQUINIX INC.
55079 1/13/11 424548 LIQUIDNET 10,000.00 82.360 200.00 823,800.00
PUR 1/10/11 29444U50 EQUINIX INC.
55079 1/13/11 424548 MERRIMAN/OTC 40,000.00 84.288 400.00 3,371,908.00
PUR 1/27/11 29444U50 EQUINIX INC.
55363 2/01/11 424598 JANNEY MONTGOMERY SCOTT 50,000.00 87.616 1,500.00 4,382,275.00
PUR 1/31/11 29444U50 EQUINIX INC.
55363 2/03/11 424607 JANNEY MONTGOMERY SCOTT 20,000.00 88.072 600.00 1,762,030.00
PUR 1/28/11 35671D85 FREEPORT-MCMORAN COPPER-B
54160 2/02/11 424602 JP MORGAN 20,000.00 106.93 800.00 2,139,470.00
PUR 1/13/11 38141G10 GOLDMAN SACHS GROUP INC
50531 1/19/11 424561 BMO CAPITAL MARKETS/EXECUTI 20,000.00 172.01 200.00 3,440,466.00
PUR 1/27/11 38141G10 GOLDMAN SACHS GROUP INC
50531 2/01/11 424598 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 163.93 400.00 1,639,791.00
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 1/01/11 THROUGH 1/31/11
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/10/11 38526M10 GRAND CANYON EDUCATION INC
55091 1/13/11 424548 ITG (CHANNEL) 46,780.00 17.983 327.46 841,572.20
PUR 1/10/11 38526M10 GRAND CANYON EDUCATION INC
55091 1/13/11 424548 LABRANCHE/0TC 100,000.00 17.965 1,000.00 1,797,450.00
PUR 1/11/11 38526M10 GRAND CANYON EDUCATION INC
55091 1/14/11 424552 ITG (CHANNEL) 50,000.00 18.209 350.00 910,785.00
PUR 1/11/11 38526M10 GRAND CANYON EDUCATION INC
55091 1/14/11 424552 JONES TRADING INSTITUTIONAL 70,000.00 18.300 700.00 1,281,700.00
PUR 1/11/11 38526M10 GRAND CANYON EDUCATION INC
55091 1/14/11 424552 MERRIMAN/OTC 50,000.00 18.260 500.00 913,510.00
PUR 1/12/11 38526M10 GRAND CANYON EDUCATION INC
55091 1/18/11 424556 ITG (CHANNEL) 50,000.00 18.142 350.00 907,445.00
PUR 1/13/11 38526M10 GRAND CANYON EDUCATION INC
55091 1/19/11 424561 INSTINET (PORTAL) 50,000.00 18.356 350.00 918,135.00
PUR 1/14/11 38526M10 GRAND CANYON EDUCATION INC
55091 1/20/11 424566 ITG (CHANNEL) 30,000.00 18.814 210.00 564,639.00
PUR 1/14/11 38526M10 GRAND CANYON EDUCATION INC
55091 1/20/11 424566 MERRIMAN/OTC 20,000.00 18.549 200.00 371,180.00
PUR 1/19/11 38526M10 GRAND CANYON EDUCATION INC
55091 1/24/11 424574 ITG (CHANNEL) 13,220.00 18.629 92.54 246,373.21
PUR 1/20/11 38526M10 GRAND CANYON EDUCATION INC
55091 1/25/11 424578 LABRANCHE/0TC 20,000.00 18.516 200.00 370,528.00
PUR 1/24/11 38526M10 GRAND CANYON EDUCATION INC
55091 1/27/11 424586 MERRIMAN/OTC 40,000.00 18.777 400.00 751,480.00
PUR 1/28/11 38526M10 GRAND CANYON EDUCATION INC
55091 2/02/11 424602 JANNEY MONTGOMERY SCOTT 20,000.00 18.323 600.00 367,056.00
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 1/01/11 THROUGH 1/31/11
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/24/11 40621610 HALLIBURTON CO
55311 1/27/11 424586 ELECTRONIC BROKERAGE SYSTEM 300,000.00 39.587 1,500.00 11,877,660.00
PUR 1/25/11 40621610 HALLIBURTON CO
55311 1/28/11 424590 GRISWOLD COMPANY 100,000.00 39.719 1,000.00 3,972,900.00
PUR 1/26/11 40621610 HALLIBURTON CO
55311 1/31/11 424594 JP MORGAN 100,000.00 41.905 4,000.00 4,194,490.00
PUR 1/07/11 42270410 HECLA MINING
53674 1/12/11 424543 GRISWOLD COMPANY 100,000.00 9.992 1,000.00 1,000,160.00
PUR 1/11/11 42270410 HECLA MINING
53674 1/14/11 424552 ICAP CORPORATES LLC 100,000.00 10.353 1,000.00 1,036,280.00
PUR 1/12/11 42270410 HECLA MINING
53674 1/18/11 424556 GRISWOLD COMPANY 100,000.00 10.227 1,000.00 1,023,680.00
PUR 1/14/11 42270410 HECLA MINING
53674 1/20/11 424566 MERIDIAN EQUITY PARTNERS 100,000.00 9.580 1,000.00 959,030.00
PUR 1/27/11 42270410 HECLA MINING
53674 2/01/11 424598 WELLS FARGO SECURITIES 100,000.00 8.736 4,000.00 877,600.00
PUR 1/24/11 45678T30 INFOSPACE INC
50678 1/27/11 424586 MERRIMAN/OTC 50,000.00 8.264 500.00 413,720.00
PUR 1/27/11 45678T30 INFOSPACE INC
50678 2/01/11 424598 JANNEY MONTGOMERY SCOTT 50,000.00 8.509 1,500.00 426,935.00
PUR 1/10/11 47836610 JOHNSON CONTROLS INC
48030 1/13/11 424548 GRISWOLD COMPANY 150,000.00 40.952 1,500.00 6,144,225.00
PUR 1/21/11 47836610 JOHNSON CONTROLS INC
48030 1/26/11 424582 BMO CAPITAL MARKETS/EXECUTI 20,000.00 39.088 200.00 781,956.00
PUR 1/25/11 47836610 JOHNSON CONTROLS INC
48030 1/28/11 424590 BLAYLOCK ROBERT VAN LLC 20,000.00 38.637 200.00 772,942.00
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 104
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/25/11 48247020 KIT DIGITAL INC
54479 1/28/11 424590 ITG (CHANNEL) 10,000.00 14.060 70.00 140,670.00
PUR 1/26/11 48247020 KIT DIGITAL INC
54479 1/31/11 424594 JANNEY MONTGOMERY SCOTT 10,000.00 14.403 300.00 144,331.00
PUR 1/27/11 48247020 KIT DIGITAL INC
54479 2/01/11 424598 JANNEY MONTGOMERY SCOTT 10,000.00 14.358 300.00 143,875.00
PUR 1/20/11 48517030 KANSAS CITY SOUTHERN
39942 1/25/11 424578 BMO CAPITAL MARKETS/EXECUTI 20,000.00 48.435 200.00 968,908.00
PUR 1/24/11 48517030 KANSAS CITY SOUTHERN
39942 1/27/11 424586 BMO CAPITAL MARKETS/EXECUTI 30,000.00 47.725 300.00 1,432,056.00
PUR 1/25/11 48517030 KANSAS CITY SOUTHERN
39942 1/28/11 424590 BLAYLOCK ROBERT VAN LLC 10,000.00 48.585 100.00 485,953.00
PUR 1/13/11 52490110 LEGG MASON INC
48853 1/19/11 424561 BMO CAPITAL MARKETS/EXECUTI 50,000.00 36.072 500.00 1,804,090.00
PUR 1/28/11 52490110 LEGG MASON INC
48853 2/02/11 424602 COWEN AND CO., LLC 50,000.00 34.203 2,000.00 1,712,150.00
PUR 1/03/11 55271510 MEMC ELECTRONIC MATERIALS
55005 1/06/11 424523 ICAP CORPORATES LLC 400,000.00 11.400 4,000.00 4,563,960.00
PUR 1/04/11 55271510 MEMC ELECTRONIC MATERIALS
55005 1/07/11 424529 PRINCETON SECURITIES GROUP 200,000.00 11.350 2,000.00 2,272,000.00
PUR 1/04/11 55271510 MEMC ELECTRONIC MATERIALS
55005 1/07/11 424529 WILLIAMS CAPITAL GROUP 100,000.00 11.366 1,000.00 1,137,570.00
PUR 1/05/11 55271510 MEMC ELECTRONIC MATERIALS
55005 1/10/11 424534 MERIDIAN EQUITY PARTNERS 500,000.00 11.317 5,000.00 5,663,450.00
PUR 1/06/11 55271510 MEMC ELECTRONIC MATERIALS
55005 1/11/11 424539 PRINCETON SECURITIES GROUP 100,000.00 11.335 1,000.00 1,134,490.00
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 105
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/07/11 55271510 MEMC ELECTRONIC MATERIALS
55005 1/12/11 424543 PRINCETON SECURITIES GROUP 200,000.00 11.350 2,000.00 2,271,980.00
PUR 1/10/11 55271510 MEMC ELECTRONIC MATERIALS
55005 1/13/11 424548 GRISWOLD COMPANY 150,000.00 11.392 1,500.00 1,710,240.00
PUR 1/10/11 55271510 MEMC ELECTRONIC MATERIALS
55005 1/13/11 424548 PRINCETON SECURITIES GROUP 150,000.00 11.399 1,500.00 1,711,395.00
PUR 1/11/11 55271510 MEMC ELECTRONIC MATERIALS
55005 1/14/11 424552 GRISWOLD COMPANY 170,000.00 11.603 1,700.00 1,974,278.00
PUR 1/11/11 55271510 MEMC ELECTRONIC MATERIALS
55005 1/14/11 424552 MERIDIAN EQUITY PARTNERS 100,000.00 11.571 1,000.00 1,158,090.00
PUR 1/11/11 55271510 MEMC ELECTRONIC MATERIALS
55005 1/14/11 424552 PRINCETON SECURITIES GROUP 30,000.00 11.594 300.00 348,114.00
PUR 1/27/11 55271510 MEMC ELECTRONIC MATERIALS
55005 2/01/11 424598 WELLS FARGO SECURITIES 100,000.00 11.326 4,000.00 1,136,610.00
PUR 1/28/11 55271510 MEMC ELECTRONIC MATERIALS
55005 2/02/11 424602 COWEN AND CO., LLC 100,000.00 11.347 4,000.00 1,138,690.00
PUR 1/19/11 56584910 MARATHON OIL CORP
55246 1/24/11 424574 ELECTRONIC BROKERAGE SYSTEM 100,000.00 42.170 500.00 4,217,500.00
PUR 1/20/11 56584910 MARATHON OIL CORP
55246 1/25/11 424578 ICAP CORPORATES LLC 100,000.00 41.858 1,000.00 4,186,790.00
PUR 1/21/11 56584910 MARATHON OIL CORP
55246 1/26/11 424582 MERIDIAN EQUITY PARTNERS 100,000.00 42.174 1,000.00 4,218,410.00
PUR 1/24/11 56584910 MARATHON OIL CORP
55246 1/27/11 424586 GRISWOLD COMPANY 100,000.00 42.018 1,000.00 4,202,820.00
PUR 1/25/11 56584910 MARATHON OIL CORP
55246 1/28/11 424590 PRINCETON SECURITIES GROUP 100,000.00 42.537 1,000.00 4,254,690.00
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 106
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/28/11 56584910 MARATHON OIL CORP
55246 2/02/11 424602 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 44.868 4,000.00 4,490,820.00
PUR 1/18/11 57620610 MASSEY ENERGY
54690 1/21/11 424570 BLAYLOCK ROBERT VAN LLC 10,000.00 55.818 100.00 558,282.00
PUR 1/19/11 57620610 MASSEY ENERGY
54690 1/24/11 424574 BMO CAPITAL MARKETS/EXECUTI 50,000.00 55.543 500.00 2,777,655.00
PUR 1/20/11 57620610 MASSEY ENERGY
54690 1/25/11 424578 BMO CAPITAL MARKETS/EXECUTI 40,000.00 52.430 400.00 2,097,600.00
PUR 1/31/11 57620610 MASSEY ENERGY
54690 2/03/11 424607 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 63.112 800.00 1,263,038.00
PUR 1/03/11 58013510 MCDONALD'S CORP.
55009 1/06/11 424523 MORGAN STANLEY 200,000.00 75.900 8,000.00 15,188,000.00
PUR 1/05/11 58013510 MCDONALD'S CORP.
55009 1/10/11 424534 WILLIAMS CAPITAL GROUP 20,000.00 74.585 200.00 1,491,900.00
PUR 1/06/11 58013510 MCDONALD'S CORP.
55009 1/11/11 424539 BMO CAPITAL MARKETS/EXECUTI 20,000.00 74.835 200.00 1,496,898.00
PUR 1/10/11 58013510 MCDONALD'S CORP.
55009 1/13/11 424548 BLAYLOCK ROBERT VAN LLC 20,000.00 73.945 200.00 1,479,098.00
PUR 1/03/11 58933Y10 MERCK & CO. INC.
49254 1/06/11 424523 MERIDIAN EQUITY PARTNERS 100,000.00 36.612 1,000.00 3,662,190.00
PUR 1/13/11 58933Y10 MERCK & CO. INC.
49254 1/19/11 424561 WILLIAMS CAPITAL GROUP 100,000.00 34.695 1,000.00 3,470,510.00
PUR 1/14/11 58933Y10 MERCK & CO. INC.
49254 1/20/11 424566 ICAP CORPORATES LLC 100,000.00 34.336 1,000.00 3,434,630.00
PUR 1/19/11 58933Y10 MERCK & CO. INC.
49254 1/24/11 424574 GRISWOLD COMPANY 100,000.00 34.042 1,000.00 3,405,210.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 107
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/28/11 59491810 MICROSOFT CORP.
39954 2/02/11 424602 MORGAN STANLEY 100,000.00 27.645 3,000.00 2,767,480.00
PUR 1/28/11 59491810 MICROSOFT CORP.
39954 2/02/11 424602 MORGAN STANLEY 100,000.00 27.609 3,000.00 2,763,860.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 200,000.00 27.627 5,531,340.00
6,000.00
PUR 1/13/11 65163910 NEWMONT MINING
54991 1/19/11 424561 ICAP CORPORATES LLC 100,000.00 57.344 1,000.00 5,735,370.00
PUR 1/14/11 65163910 NEWMONT MINING
54991 1/20/11 424566 BMO CAPITAL MARKETS/EXECUTI 20,000.00 56.198 200.00 1,124,166.00
PUR 1/06/11 65248E10 NEWS CORP - CL A
54942 1/11/11 424539 ICAP CORPORATES LLC 200,000.00 14.826 2,000.00 2,967,140.00
PUR 1/11/11 67066G10 NVIDIA CORP
55115 1/14/11 424552 LABRANCHE/0TC 250,000.00 20.613 2,500.00 5,155,675.00
PUR 1/11/11 67066G10 NVIDIA CORP
55115 1/14/11 424552 LABRANCHE/0TC 150,000.00 20.673 1,500.00 3,102,480.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 400,000.00 20.635 8,258,155.00
4,000.00
PUR 1/11/11 67066G10 NVIDIA CORP
55115 1/14/11 424552 MERRIMAN/OTC 250,000.00 20.444 2,500.00 5,113,475.00
PUR 1/11/11 67066G10 NVIDIA CORP
55115 1/14/11 424552 MERRIMAN/OTC 150,000.00 20.656 1,500.00 3,099,825.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 400,000.00 20.523 8,213,300.00
4,000.00
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 108
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 1/12/11 67066G10 NVIDIA CORP
55115 1/18/11 424556 ITG (CHANNEL) 200,000.00 20.916 1,400.00 4,184,540.00
PUR 1/06/11 68389X10 ORACLE CORP
46205 1/11/11 424539 MERRIMAN/OTC 100,000.00 31.092 1,000.00 3,110,170.00
PUR 1/03/11 71344810 PEPSICO INC
43552 1/06/11 424523 BMO CAPITAL MARKETS/EXECUTI 90,000.00 65.898 900.00 5,931,720.00
PUR 1/28/11 71344810 PEPSICO INC
43552 2/02/11 424602 COWEN AND CO., LLC 50,000.00 65.577 2,000.00 3,280,830.00
PUR 1/11/11 74973W10 RTI ITNL METALS INC
54011 1/14/11 424552 BMO CAPITAL MARKETS/EXECUTI 20,000.00 25.994 200.00 520,086.00
PUR 1/12/11 74973W10 RTI ITNL METALS INC
54011 1/18/11 424556 WILLIAMS CAPITAL GROUP 20,000.00 26.882 200.00 537,844.00
PUR 1/27/11 75043810 RADIOSHACK CORP
51293 2/01/11 424598 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 15.605 4,000.00 1,564,480.00
PUR 1/26/11 75102810 RALCORP HOLDINGS INC
47838 1/31/11 424594 SANFORD BERNSTEIN & CO. 20,000.00 62.024 800.00 1,241,282.00
PUR 1/03/11 77390310 ROCKWELL AUTOMATION
55004 1/06/11 424523 BMO CAPITAL MARKETS/EXECUTI 50,000.00 74.690 500.00 3,734,975.00
PUR 1/05/11 77390310 ROCKWELL AUTOMATION
55004 1/10/11 424534 WILLIAMS CAPITAL GROUP 40,000.00 74.005 400.00 2,960,608.00
PUR 1/07/11 77390310 ROCKWELL AUTOMATION
55004 1/12/11 424543 BMO CAPITAL MARKETS/EXECUTI 30,000.00 73.304 300.00 2,199,417.00
PUR 1/10/11 77390310 ROCKWELL AUTOMATION
55004 1/13/11 424548 BLAYLOCK ROBERT VAN LLC 20,000.00 72.099 200.00 1,442,182.00
PUR 1/10/11 77390310 ROCKWELL AUTOMATION
55004 1/13/11 424548 BLAYLOCK ROBERT VAN LLC 30,000.00 72.442 300.00 2,173,557.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 50,000.00 72.305 3,615,739.00
500.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 109
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/11/11 77390310 ROCKWELL AUTOMATION
55004 1/14/11 424552 BMO CAPITAL MARKETS/EXECUTI 30,000.00 72.810 300.00 2,184,597.00
PUR 1/13/11 77390310 ROCKWELL AUTOMATION
55004 1/19/11 424561 BMO CAPITAL MARKETS/EXECUTI 30,000.00 73.027 300.00 2,191,113.00
PUR 1/14/11 77390310 ROCKWELL AUTOMATION
55004 1/20/11 424566 BLAYLOCK ROBERT VAN LLC 20,000.00 73.203 200.00 1,464,258.00
PUR 1/18/11 77390310 ROCKWELL AUTOMATION
55004 1/21/11 424570 BMO CAPITAL MARKETS/EXECUTI 20,000.00 74.192 200.00 1,484,048.00
PUR 1/19/11 77390310 ROCKWELL AUTOMATION
55004 1/24/11 424574 BMO CAPITAL MARKETS/EXECUTI 20,000.00 74.027 200.00 1,480,734.00
PUR 1/25/11 77390310 ROCKWELL AUTOMATION
55004 1/28/11 424590 BLAYLOCK ROBERT VAN LLC 30,000.00 74.977 300.00 2,249,604.00
PUR 1/13/11 80090720 SANMINA-SCI CORP
49560 1/19/11 424561 INSTINET (PORTAL) 40,000.00 12.954 280.00 518,452.00
PUR 1/03/11 83056610 SKECHERS USA INC CL A
53364 1/06/11 424523 BMO CAPITAL MARKETS/EXECUTI 20,000.00 20.277 200.00 405,744.00
PUR 1/05/11 83056610 SKECHERS USA INC CL A
53364 1/10/11 424534 WILLIAMS CAPITAL GROUP 20,000.00 19.609 200.00 392,382.00
PUR 1/06/11 83056610 SKECHERS USA INC CL A
53364 1/11/11 424539 BMO CAPITAL MARKETS/EXECUTI 40,000.00 20.032 400.00 801,676.00
PUR 1/28/11 85811910 STEEL DYNAMICS
55382 2/02/11 424602 MORGAN STANLEY 100,000.00 18.179 3,000.00 1,820,930.00
PUR 1/28/11 85811910 STEEL DYNAMICS
55382 2/02/11 424602 MORGAN STANLEY 400,000.00 18.461 12,000.00 7,396,280.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 500,000.00 18.404 9,217,210.00
15,000.00
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 110
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/31/11 85811910 STEEL DYNAMICS
55382 2/03/11 424607 JANNEY MONTGOMERY SCOTT 400,000.00 18.134 12,000.00 7,265,560.00
PUR 1/10/11 87161C10 SYNOVUS FINANCIAL CORP
53635 1/13/11 424548 ELECTRONIC BROKERAGE SYSTEM 200,000.00 2.585 1,000.00 518,080.00
PUR 1/11/11 87161C10 SYNOVUS FINANCIAL CORP
53635 1/14/11 424552 CASTLE OAK SECURITIES 100,000.00 2.668 1,000.00 267,820.00
PUR 1/11/11 87161C10 SYNOVUS FINANCIAL CORP
53635 1/14/11 424552 JACKSON SECS 100,000.00 2.658 1,000.00 266,750.00
PUR 1/11/11 87161C10 SYNOVUS FINANCIAL CORP
53635 1/14/11 424552 MURIEL SEIBERT & CO 100,000.00 2.669 1,000.00 267,850.00
PUR 1/11/11 87161C10 SYNOVUS FINANCIAL CORP
53635 1/14/11 424552 PACIFIC AMERICAN SECURITIES 100,000.00 2.658 1,000.00 266,840.00
PUR 1/24/11 87655330 TASTY BAKING CO.
39980 1/27/11 424586 MERRIMAN/OTC 1,000.00 3.987 10.00 3,997.00
PUR 1/07/11 88732J20 TIME WARNER CABLE INC
45483 1/12/11 424543 BMO CAPITAL MARKETS/EXECUTI 20,000.00 66.834 200.00 1,336,884.00
PUR 1/13/11 88732J20 TIME WARNER CABLE INC
45483 1/19/11 424561 BMO CAPITAL MARKETS/EXECUTI 10,000.00 65.075 100.00 650,854.00
PUR 1/07/11 90297330 US BANCORP
46667 1/12/11 424543 MERIDIAN EQUITY PARTNERS 100,000.00 25.974 1,000.00 2,598,420.00
PUR 1/12/11 90297330 US BANCORP
46667 1/18/11 424556 ICAP CORPORATES LLC 100,000.00 26.760 1,000.00 2,676,970.00
PUR 1/18/11 90297330 US BANCORP
46667 1/21/11 424570 ICAP CORPORATES LLC 100,000.00 27.382 1,000.00 2,739,180.00
PUR 1/18/11 90297330 US BANCORP
46667 1/21/11 424570 PRINCETON SECURITIES GROUP 100,000.00 27.406 1,000.00 2,741,620.00
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 111
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/19/11 90297330 US BANCORP
46667 1/24/11 424574 PRINCETON SECURITIES GROUP 100,000.00 26.690 1,000.00 2,670,010.00
PUR 1/03/11 90341W10 US AIRWAYS GROUP INC
54756 1/06/11 424523 JACKSON SECS 100,000.00 10.423 1,000.00 1,043,330.00
PUR 1/03/11 90341W10 US AIRWAYS GROUP INC
54756 1/06/11 424523 STURDIVANT/EXECUTION 100,000.00 10.418 1,000.00 1,042,830.00
PUR 1/04/11 90341W10 US AIRWAYS GROUP INC
54756 1/07/11 424529 MERIDIAN EQUITY PARTNERS 100,000.00 10.636 1,000.00 1,064,600.00
PUR 1/05/11 90341W10 US AIRWAYS GROUP INC
54756 1/10/11 424534 GRISWOLD COMPANY 100,000.00 10.946 1,000.00 1,095,590.00
PUR 1/05/11 90341W10 US AIRWAYS GROUP INC
54756 1/10/11 424534 MERIDIAN EQUITY PARTNERS 100,000.00 11.161 1,000.00 1,117,120.00
PUR 1/06/11 90341W10 US AIRWAYS GROUP INC
54756 1/11/11 424539 GRISWOLD COMPANY 100,000.00 11.184 1,000.00 1,119,390.00
PUR 1/28/11 90341W10 US AIRWAYS GROUP INC
54756 2/02/11 424602 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 10.210 2,000.00 512,485.00
PUR 1/31/11 90341W10 US AIRWAYS GROUP INC
54756 2/03/11 424607 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 10.308 2,000.00 517,420.00
PUR 1/24/11 91126810 UNITED ONLINE INC
44855 1/27/11 424586 MERRIMAN/OTC 40,000.00 7.048 400.00 282,328.00
PUR 1/25/11 91126810 UNITED ONLINE INC
44855 1/28/11 424590 ITG (CHANNEL) 30,000.00 6.987 210.00 209,826.00
PUR 1/26/11 91126810 UNITED ONLINE INC
44855 1/31/11 424594 JANNEY MONTGOMERY SCOTT 20,000.00 7.183 600.00 144,252.00
PUR 1/27/11 91126810 UNITED ONLINE INC
44855 2/01/11 424598 JANNEY MONTGOMERY SCOTT 10,000.00 7.327 300.00 73,567.00
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 112
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/03/11 91324P10 UNITEDHEALTH GROUP INC
51612 1/06/11 424523 MERIDIAN EQUITY PARTNERS 100,000.00 36.826 1,000.00 3,683,560.00
PUR 1/10/11 91324T30 UNITEK GLOBAL SVCS
54948 1/13/11 424548 LABRANCHE/0TC 10,000.00 9.731 100.00 97,412.00
PUR 1/11/11 91886610 VALASSIS COMMUNICATIONS INC
42815 1/14/11 424552 BMO CAPITAL MARKETS/EXECUTI 30,000.00 29.960 300.00 899,100.00
PUR 1/12/11 91886610 VALASSIS COMMUNICATIONS INC
42815 1/18/11 424556 WILLIAMS CAPITAL GROUP 30,000.00 30.286 300.00 908,883.00
PUR 1/13/11 91886610 VALASSIS COMMUNICATIONS INC
42815 1/19/11 424561 BMO CAPITAL MARKETS/EXECUTI 20,000.00 30.176 200.00 603,714.00
PUR 1/25/11 91886610 VALASSIS COMMUNICATIONS INC
42815 1/28/11 424590 BMO CAPITAL MARKETS/EXECUTI 30,000.00 30.850 300.00 925,809.00
PUR 1/26/11 91886610 VALASSIS COMMUNICATIONS INC
42815 1/31/11 424594 SANFORD BERNSTEIN & CO. 30,000.00 31.066 1,200.00 933,174.00
PUR 1/27/11 91886610 VALASSIS COMMUNICATIONS INC
42815 2/01/11 424598 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 31.012 800.00 621,030.00
PUR 1/28/11 91886610 VALASSIS COMMUNICATIONS INC
42815 2/02/11 424602 JP MORGAN 20,000.00 30.583 800.00 612,458.00
PUR 1/31/11 91886610 VALASSIS COMMUNICATIONS INC
42815 2/03/11 424607 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 30.554 800.00 611,878.00
PUR 1/03/11 93439040 WARNACO GROUP INC
54992 1/06/11 424523 PACIFIC AMERICAN SECURITIES 50,000.00 53.872 500.00 2,694,115.00
PUR 1/04/11 93439040 WARNACO GROUP INC
54992 1/07/11 424529 BMO CAPITAL MARKETS/EXECUTI 50,000.00 53.938 500.00 2,697,400.00
PUR 1/06/11 93439040 WARNACO GROUP INC
54992 1/11/11 424539 BMO CAPITAL MARKETS/EXECUTI 20,000.00 53.225 200.00 1,064,698.00
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 113
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/07/11 93439040 WARNACO GROUP INC
54992 1/12/11 424543 BMO CAPITAL MARKETS/EXECUTI 50,000.00 49.471 500.00 2,474,050.00
PUR 1/10/11 93439040 WARNACO GROUP INC
54992 1/13/11 424548 BLAYLOCK ROBERT VAN LLC 50,000.00 51.300 500.00 2,565,505.00
PUR 1/19/11 93439040 WARNACO GROUP INC
54992 1/24/11 424574 BMO CAPITAL MARKETS/EXECUTI 20,000.00 52.677 200.00 1,053,748.00
PUR 1/10/11 94974610 WELLS FARGO & CO
46541 1/13/11 424548 ICAP CORPORATES LLC 100,000.00 31.337 1,000.00 3,134,740.00
PUR 1/11/11 98433210 YAHOO! INC
54314 1/14/11 424552 MERRIMAN/OTC 100,000.00 16.665 1,000.00 1,667,510.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 19,266,257.00 614,555,655.36
271,053.38
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 19,266,257.00 614,555,655.36
271,053.38
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 1/24/11 00817Y10 AETNA INC 63.87
51549 1/27/11 424587 ICAP CORPORATES LLC 100,000.00 33.262 1,000.00 3,325,166.13 283,069.91
SALE 1/26/11 00817Y10 AETNA INC 38.72
51549 1/31/11 424595 PACIFIC CREST SECURITIES 60,000.00 33.610 2,400.00 2,014,161.28 188,903.55
SALE 1/27/11 00817Y10 AETNA INC 25.94
51549 2/01/11 424599 PACIFIC CREST SECURITIES 40,000.00 33.772 1,600.00 1,349,254.06 132,415.57
SALE 1/11/11 02406110 AMERICAN AXLE 2.56
54158 1/14/11 424553 BLAYLOCK ROBERT VAN LLC 10,000.00 15.110 100.00 150,994.44 48,145.85
SALE 1/12/11 02406110 AMERICAN AXLE 5.20
54158 1/18/11 424557 BLAYLOCK ROBERT VAN LLC 20,000.00 15.377 200.00 307,338.80 101,641.62
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 1/01/11 THROUGH 1/31/11
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 1/13/11 02406110 AMERICAN AXLE 5.32
54158 1/19/11 424562 BLAYLOCK ROBERT VAN LLC 20,000.00 15.722 200.00 314,238.68 108,541.50
SALE 1/14/11 02406110 AMERICAN AXLE 5.34
54158 1/20/11 424567 BLAYLOCK ROBERT VAN LLC 20,000.00 15.784 200.00 315,464.66 109,767.48
SALE 1/18/11 02406110 AMERICAN AXLE 6.12
54158 1/21/11 424571 WILLIAMS CAPITAL GROUP 20,000.00 15.926 200.00 318,315.88 112,618.69
SALE 1/07/11 02581610 AMERICAN EXPRESS CO 75.26
51479 1/12/11 424544 MERIDIAN EQUITY PARTNERS 100,000.00 44.532 1,000.00 4,452,134.74 324,981.56
SALE 1/25/11 02991220 AMERICAN TOWER CORP. CL A 19.43
39887 1/28/11 424591 WILLIAMS CAPITAL GROUP 20,000.00 50.579 200.00 1,011,352.57 507,862.77
SALE 1/10/11 03251510 ANADIGICS INC 6.50
42114 1/13/11 424549 LABRANCHE/0TC 50,000.00 7.695 500.00 384,248.50 220,332.53
SALE 1/11/11 03251510 ANADIGICS INC 6.61
42114 1/14/11 424553 MERRIMAN/OTC 50,000.00 7.814 500.00 390,198.39 226,282.43
SALE 1/13/11 03251510 ANADIGICS INC 6.40
42114 1/19/11 424562 ITG (CHANNEL) 50,000.00 7.573 350.00 378,298.60 214,382.63
SALE 1/19/11 03251510 ANADIGICS INC 3.71
42114 1/24/11 424575 LABRANCHE/0TC 25,000.00 7.738 250.00 193,188.79 111,230.81
SALE 1/19/11 03251510 ANADIGICS INC 3.93
42114 1/24/11 424575 LIQUIDNET 25,000.00 8.185 500.00 204,121.07 122,163.09
SALE 1/26/11 03251510 ANADIGICS INC 6.88
42114 1/31/11 424595 JANNEY MONTGOMERY SCOTT 50,000.00 7.162 1,500.00 356,588.12 192,672.15
SALE 1/06/11 03783310 APPLE INC 28.26
39881 1/11/11 424540 LABRANCHE/0TC 5,000.00 334.47 50.00 1,672,305.74 859,117.12
SALE 1/26/11 03783310 APPLE INC 65.75
39881 1/31/11 424595 JANNEY MONTGOMERY SCOTT 10,000.00 342.44 300.00 3,424,055.25 1,690,025.31
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 115
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/13/11 04315B10 ARTIO GLOBAL INVESTORS INC 8.16
52370 1/19/11 424562 ELECTRONIC BROKERAGE SYSTEM 32,000.00 15.094 160.00 482,839.84 -64,764.60
SALE 1/13/11 04315B10 ARTIO GLOBAL INVESTORS INC 2.05
52370 1/19/11 424562 LIQUIDNET 8,000.00 15.125 160.00 120,837.95 -16,063.16
SALE 1/14/11 04315B10 ARTIO GLOBAL INVESTORS INC 10.25
52370 1/20/11 424567 BLAYLOCK ROBERT VAN LLC 40,000.00 15.154 400.00 605,765.75 -78,739.80
SALE 1/18/11 04315B10 ARTIO GLOBAL INVESTORS INC 11.64
52370 1/21/11 424571 WILLIAMS CAPITAL GROUP 40,000.00 15.151 400.00 605,644.36 -78,861.19
SALE 1/19/11 04315B10 ARTIO GLOBAL INVESTORS INC 8.60
52370 1/24/11 424575 BLAYLOCK ROBERT VAN LLC 30,000.00 14.928 300.00 447,519.40 -65,859.76
SALE 1/20/11 04420910 ASHLAND INC 20.79
53715 1/25/11 424579 BLAYLOCK ROBERT VAN LLC 20,000.00 54.139 200.00 1,082,563.21 84,432.26
SALE 1/24/11 04420910 ASHLAND INC 20.63
53715 1/27/11 424587 BLAYLOCK ROBERT VAN LLC 20,000.00 53.704 200.00 1,073,863.37 75,732.42
SALE 1/25/11 04420910 ASHLAND INC 43.95
53715 1/28/11 424591 BLAYLOCK ROBERT VAN LLC 40,000.00 57.219 400.00 2,288,324.05 292,062.16
SALE 1/26/11 04420910 ASHLAND INC 44.63
53715 1/31/11 424595 BARCLAYS CAPITAL (DOMESTIC) 40,000.00 58.100 1,600.00 2,322,363.37 326,101.48
SALE 1/28/11 04420910 ASHLAND INC 22.27
53715 2/02/11 424603 SANFORD BERNSTEIN & CO. 20,000.00 57.990 800.00 1,158,977.73 160,846.78
SALE 1/31/11 04420910 ASHLAND INC 22.30
53715 2/03/11 424608 JP MORGAN 20,000.00 58.053 800.00 1,160,233.70 162,102.75
SALE 1/25/11 05722410 BAKER HUGHES IN 58.55
52884 1/28/11 424591 WILLIAMS CAPITAL GROUP 50,000.00 60.982 500.00 3,048,526.45 908,230.82
SALE 1/27/11 05722410 BAKER HUGHES IN 38.47
52884 2/01/11 424599 BARCLAYS CAPITAL (DOMESTIC) 30,000.00 66.773 1,200.00 2,001,945.53 717,768.15
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
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 1/28/11 05722410 BAKER HUGHES IN 25.63
52884 2/02/11 424603 JP MORGAN 20,000.00 66.739 800.00 1,333,952.37 477,834.12
SALE 1/31/11 05722410 BAKER HUGHES IN 26.01
52884 2/03/11 424608 JP MORGAN 20,000.00 67.728 800.00 1,353,723.99 497,605.74
SALE 1/05/11 06050510 BANK OF AMERICA CORP 24.16
46955 1/10/11 424535 PRINCETON SECURITIES GROUP 100,000.00 14.290 1,000.00 1,428,005.84 170,095.18
SALE 1/07/11 06050510 BANK OF AMERICA CORP 24.30
46955 1/12/11 424544 GRISWOLD COMPANY 100,000.00 14.376 1,000.00 1,436,545.70 178,635.04
SALE 1/18/11 06050510 BANK OF AMERICA CORP 28.75
46955 1/21/11 424571 PRINCETON SECURITIES GROUP 100,000.00 14.970 1,000.00 1,495,971.25 238,060.59
SALE 1/19/11 06050510 BANK OF AMERICA CORP 27.61
46955 1/24/11 424575 PRINCETON SECURITIES GROUP 100,000.00 14.380 1,000.00 1,436,972.39 179,061.73
SALE 1/20/11 06050510 BANK OF AMERICA CORP 27.53
46955 1/25/11 424579 MERIDIAN EQUITY PARTNERS 100,000.00 14.336 1,000.00 1,432,612.47 174,701.81
SALE 1/24/11 08467070 BERKSHIRE HATHAWAY INC-CL B 159.08
54956 1/27/11 424587 BMO CAPITAL MARKETS/EXECUTI 100,000.00 82.853 1,000.00 8,284,120.92 287,780.92
SALE 1/25/11 08467070 BERKSHIRE HATHAWAY INC-CL B 79.33
54956 1/28/11 424591 BMO CAPITAL MARKETS/EXECUTI 50,000.00 82.635 500.00 4,131,155.67 132,985.67
SALE 1/10/11 08578910 BERRY PETROLEUM CO 14.84
42925 1/13/11 424549 BMO CAPITAL MARKETS/EXECUTI 20,000.00 43.905 200.00 877,875.16 520,914.23
SALE 1/19/11 08578910 BERRY PETROLEUM CO 17.87
42925 1/24/11 424575 BLAYLOCK ROBERT VAN LLC 20,000.00 46.511 200.00 929,996.13 573,035.20
SALE 1/03/11 09534T50 BLUE COAT SYSTEMS 5.10
53509 1/06/11 424524 LABRANCHE/0TC 10,000.00 30.189 100.00 301,786.90 58,178.82
SALE 1/07/11 09534T50 BLUE COAT SYSTEMS 5.42
53509 1/12/11 424544 LABRANCHE/0TC 10,000.00 32.048 100.00 320,371.58 76,763.50
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
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 1/10/11 09534T50 BLUE COAT SYSTEMS 15.95
53509 1/13/11 424549 MERRIMAN/OTC 30,000.00 31.456 300.00 943,352.05 212,527.81
SALE 1/12/11 09534T50 BLUE COAT SYSTEMS 10.63
53509 1/18/11 424557 ITG (CHANNEL) 20,000.00 31.428 140.00 628,403.37 141,187.21
SALE 1/20/11 09534T50 BLUE COAT SYSTEMS 26.89
53509 1/25/11 424579 LABRANCHE/0TC 50,000.00 28.012 500.00 1,400,078.11 182,037.70
SALE 1/24/11 09534T50 BLUE COAT SYSTEMS 10.74
53509 1/27/11 424587 MERRIMAN/OTC 20,000.00 27.944 200.00 558,671.26 71,455.10
SALE 1/19/11 12526910 CF INDUSTRIES HOLDINGS INC 27.68
46083 1/24/11 424575 BLAYLOCK ROBERT VAN LLC 10,000.00 144.14 100.00 1,441,270.32 618,600.47
SALE 1/03/11 14965A10 CAVIUM NETWORKS INC 6.50
52854 1/06/11 424524 LABRANCHE/0TC 10,000.00 38.450 100.00 384,389.50 119,263.65
SALE 1/07/11 14965A10 CAVIUM NETWORKS INC 7.29
52854 1/12/11 424544 LABRANCHE/0TC 10,000.00 43.137 100.00 431,263.71 166,137.86
SALE 1/20/11 14965A10 CAVIUM NETWORKS INC 11.36
52854 1/25/11 424579 LABRANCHE/0TC 15,000.00 39.448 150.00 591,560.14 193,871.37
SALE 1/20/11 14965A10 CAVIUM NETWORKS INC 3.84
52854 1/25/11 424579 LIQUIDNET 5,000.00 39.995 100.00 199,871.16 67,308.24
SALE 1/11/11 16516710 CHESAPEAKE ENERGY CORP. 9.15
41852 1/14/11 424553 WILLIAMS CAPITAL GROUP 20,000.00 27.049 200.00 540,772.85 -42,651.09
SALE 1/19/11 17275510 CIRRUS LOGIC 3.57
53355 1/24/11 424575 ITG (CHANNEL) 10,000.00 18.548 70.00 185,401.43 28,573.75
SALE 1/19/11 17275510 CIRRUS LOGIC 14.05
53355 1/24/11 424575 LABRANCHE/0TC 40,000.00 18.294 400.00 731,353.95 104,043.23
SALE 1/28/11 17275510 CIRRUS LOGIC 60.95
53355 2/02/11 424603 MORGAN STANLEY 150,000.00 21.163 4,500.00 3,169,859.05 817,443.84
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 118
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/31/11 17275510 CIRRUS LOGIC 20.21
53355 2/03/11 424608 JANNEY MONTGOMERY SCOTT 50,000.00 21.050 1,500.00 1,050,964.79 266,826.39
SALE 1/24/11 17275R10 CISCO SYSTEMS INC 40.60
39905 1/27/11 424587 ITG (CHANNEL) 100,000.00 21.145 700.00 2,113,799.40 -60,621.84
SALE 1/27/11 17737610 CITRIX SYSTEMS 187.33
55308 2/01/11 424599 JANNEY MONTGOMERY SCOTT 150,000.00 65.042 4,500.00 9,751,672.67 166,470.56
SALE 1/03/11 20825C10 CONOCOPHILLIPS 115.67
39904 1/06/11 424524 PRINCETON SECURITIES GROUP 100,000.00 68.439 1,000.00 6,842,814.33 3,099,596.95
SALE 1/11/11 20854P10 CONSOL ENERGY INC 8.79
51132 1/14/11 424553 WILLIAMS CAPITAL GROUP 10,000.00 51.998 100.00 519,875.21 90,919.26
SALE 1/13/11 20854P10 CONSOL ENERGY INC 17.87
51132 1/19/11 424562 BLAYLOCK ROBERT VAN LLC 20,000.00 52.865 200.00 1,057,090.13 199,178.23
SALE 1/11/11 21037110 CONSTELLATION ENERGY GROUP 16.13
43011 1/14/11 424553 WILLIAMS CAPITAL GROUP 30,000.00 31.811 300.00 954,007.87 139,455.82
SALE 1/19/11 21037110 CONSTELLATION ENERGY GROUP 30.71
43011 1/24/11 424575 BLAYLOCK ROBERT VAN LLC 50,000.00 31.981 500.00 1,598,499.29 240,912.54
SALE 1/25/11 21037110 CONSTELLATION ENERGY GROUP 12.27
43011 1/28/11 424591 BLAYLOCK ROBERT VAN LLC 20,000.00 31.930 200.00 638,395.73 95,361.03
SALE 1/28/11 21037110 CONSTELLATION ENERGY GROUP 18.63
43011 2/02/11 424603 SANFORD BERNSTEIN & CO. 30,000.00 32.327 1,200.00 968,600.37 154,048.32
SALE 1/11/11 23257720 CYNOSURE INC. CL A 1.86
40472 1/14/11 424553 ITG (CHANNEL) 10,000.00 10.965 70.00 109,580.14 -56,820.06
SALE 1/19/11 23257720 CYNOSURE INC. CL A 2.04
40472 1/24/11 424575 LABRANCHE/0TC 10,000.00 10.648 100.00 106,381.96 -60,018.24
SALE 1/28/11 23257720 CYNOSURE INC. CL A 2.11
40472 2/02/11 424603 JANNEY MONTGOMERY SCOTT 10,000.00 10.985 300.00 109,543.89 -56,856.31
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/31/11 23257720 CYNOSURE INC. CL A 2.07
40472 2/03/11 424608 JANNEY MONTGOMERY SCOTT 10,000.00 10.780 300.00 107,499.93 -58,900.27
SALE 1/03/11 23326R10 DG FASTCHANNEL 5.01
52269 1/06/11 424524 INSTINET (PORTAL) 10,000.00 29.609 70.00 296,014.99 6,767.70
SALE 1/11/11 23326R10 DG FASTCHANNEL 14.71
52269 1/14/11 424553 LABRANCHE/0TC 30,000.00 29.019 300.00 870,255.29 2,513.43
SALE 1/12/11 23326R10 DG FASTCHANNEL 14.94
52269 1/18/11 424557 ITG (CHANNEL) 30,000.00 29.455 210.00 883,416.06 15,674.20
SALE 1/14/11 23326R10 DG FASTCHANNEL 10.01
52269 1/20/11 424567 LABRANCHE/0TC 20,000.00 29.620 200.00 592,185.99 13,691.42
SALE 1/19/11 23326R10 DG FASTCHANNEL 10.88
52269 1/24/11 424575 LABRANCHE/0TC 20,000.00 28.331 200.00 566,409.12 -12,085.46
SALE 1/20/11 23326R10 DG FASTCHANNEL 5.26
52269 1/25/11 424579 LABRANCHE/0TC 10,000.00 27.393 100.00 273,821.74 -15,425.55
SALE 1/24/11 23326R10 DG FASTCHANNEL 5.19
52269 1/27/11 424587 LIQUIDNET 10,000.00 26.990 200.00 269,694.81 -19,552.48
SALE 1/24/11 23326R10 DG FASTCHANNEL 10.42
52269 1/27/11 424587 MERRIMAN/OTC 20,000.00 27.117 200.00 542,133.58 -36,360.99
SALE 1/06/11 25468710 WALT DISNEY CO 67.08
50281 1/11/11 424540 PRINCETON SECURITIES GROUP 100,000.00 39.688 1,000.00 3,967,772.92 657,446.18
SALE 1/11/11 26054310 DOW CHEMICAL 60.18
51833 1/14/11 424553 CABRERA 100,000.00 35.608 1,000.00 3,559,709.82 580,965.46
SALE 1/11/11 26054310 DOW CHEMICAL 60.30
51833 1/14/11 424553 MERIDIAN EQUITY PARTNERS 100,000.00 35.677 1,000.00 3,566,649.70 587,905.34
SALE 1/12/11 26054310 DOW CHEMICAL 60.32
51833 1/18/11 424557 GRISWOLD COMPANY 100,000.00 35.689 1,000.00 3,567,839.68 589,095.32
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 120
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/13/11 26054310 DOW CHEMICAL 60.48
51833 1/19/11 424562 GRISWOLD COMPANY 100,000.00 35.781 1,000.00 3,577,049.52 598,305.16
SALE 1/19/11 26875P10 EOG RESOURCES INC 38.97
53496 1/24/11 424575 BLAYLOCK ROBERT VAN LLC 20,000.00 101.46 200.00 2,029,129.03 247,050.84
SALE 1/20/11 26875P10 EOG RESOURCES INC 135.17
53496 1/25/11 424579 WILLIAMS CAPITAL GROUP 70,000.00 100.56 700.00 7,039,015.83 801,742.17
SALE 1/21/11 26875P10 EOG RESOURCES INC 77.85
53496 1/26/11 424583 BLAYLOCK ROBERT VAN LLC 40,000.00 101.35 400.00 4,053,850.15 489,693.78
SALE 1/24/11 26875P10 EOG RESOURCES INC 136.22
53496 1/27/11 424587 WILLIAMS CAPITAL GROUP 70,000.00 101.34 700.00 7,093,516.78 856,243.12
SALE 1/03/11 29100P10 EMERGENCY MEDICAL SVCS CO 22.05
51801 1/06/11 424524 MURIEL SEIBERT & CO 20,000.00 65.225 200.00 1,304,273.95 299,106.64
SALE 1/04/11 29100P10 EMERGENCY MEDICAL SVCS CO 21.82
51801 1/07/11 424530 BMO CAPITAL MARKETS/EXECUTI 20,000.00 64.550 200.00 1,290,780.18 285,612.87
SALE 1/05/11 29100P10 EMERGENCY MEDICAL SVCS CO 21.80
51801 1/10/11 424535 BMO CAPITAL MARKETS/EXECUTI 20,000.00 64.493 200.00 1,289,634.20 284,466.89
SALE 1/06/11 29100P10 EMERGENCY MEDICAL SVCS CO 22.18
51801 1/11/11 424540 WILLIAMS CAPITAL GROUP 20,000.00 65.618 200.00 1,312,145.82 306,978.51
SALE 1/07/11 29100P10 EMERGENCY MEDICAL SVCS CO 22.34
51801 1/12/11 424544 BLAYLOCK ROBERT VAN LLC 20,000.00 66.083 200.00 1,321,429.66 316,262.34
SALE 1/07/11 29100P10 EMERGENCY MEDICAL SVCS CO 22.19
51801 1/12/11 424544 BLAYLOCK ROBERT VAN LLC 20,000.00 65.637 200.00 1,312,511.81 307,344.50
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 65.860 44.53 2,633,941.47 623,606.84
400.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 121
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/10/11 29100P10 EMERGENCY MEDICAL SVCS CO 11.21
51801 1/13/11 424549 BLAYLOCK ROBERT VAN LLC 10,000.00 66.330 100.00 663,190.79 160,607.13
SALE 1/11/11 29100P10 EMERGENCY MEDICAL SVCS CO 22.42
51801 1/14/11 424553 WILLIAMS CAPITAL GROUP 20,000.00 66.330 200.00 1,326,377.58 321,210.27
SALE 1/12/11 29100P10 EMERGENCY MEDICAL SVCS CO 22.46
51801 1/18/11 424557 BLAYLOCK ROBERT VAN LLC 20,000.00 66.421 200.00 1,328,195.54 323,028.22
SALE 1/13/11 29100P10 EMERGENCY MEDICAL SVCS CO 22.59
51801 1/19/11 424562 BLAYLOCK ROBERT VAN LLC 20,000.00 66.831 200.00 1,336,401.41 331,234.10
SALE 1/19/11 29100P10 EMERGENCY MEDICAL SVCS CO 25.25
51801 1/24/11 424575 BLAYLOCK ROBERT VAN LLC 20,000.00 65.730 200.00 1,314,366.75 309,199.43
SALE 1/20/11 29100P10 EMERGENCY MEDICAL SVCS CO 37.89
51801 1/25/11 424579 BLAYLOCK ROBERT VAN LLC 30,000.00 65.775 300.00 1,972,921.11 465,170.14
SALE 1/11/11 29444U50 EQUINIX INC. 14.71
55079 1/14/11 424553 LABRANCHE/0TC 10,000.00 87.037 100.00 870,252.29 36,448.00
SALE 1/12/11 29444U50 EQUINIX INC. 29.39
55079 1/18/11 424557 ITG (CHANNEL) 20,000.00 86.937 140.00 1,738,560.61 70,952.04
SALE 1/13/11 29444U50 EQUINIX INC. 59.13
55079 1/19/11 424562 INSTINET (PORTAL) 40,000.00 87.464 280.00 3,498,204.87 162,987.73
SALE 1/28/11 29444U50 EQUINIX INC. 53.32
55363 2/02/11 424603 JANNEY MONTGOMERY SCOTT 30,000.00 92.568 900.00 2,776,098.68 146,733.68
SALE 1/11/11 30161N10 EXELON CORP. 71.13
39920 1/14/11 424553 ICAP CORPORATES LLC 100,000.00 42.087 1,000.00 4,207,618.87 12,285.30
SALE 1/12/11 30161N10 EXELON CORP. 72.06
39920 1/18/11 424557 MERIDIAN EQUITY PARTNERS 100,000.00 42.636 1,000.00 4,262,527.94 67,194.37
SALE 1/13/11 30161N10 EXELON CORP. 71.46
39920 1/19/11 424562 MERIDIAN EQUITY PARTNERS 100,000.00 42.282 1,000.00 4,227,158.54 31,824.97
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -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 1/14/11 30161N10 EXELON CORP. 72.13
39920 1/20/11 424567 PRINCETON SECURITIES GROUP 100,000.00 42.677 1,000.00 4,266,597.87 71,264.30
SALE 1/18/11 30161N10 EXELON CORP. 82.12
39920 1/21/11 424571 GRISWOLD COMPANY 100,000.00 42.769 1,000.00 4,275,797.88 80,464.31
SALE 1/03/11 30212P10 EXPEDIA INC CL 20.58
52297 1/06/11 424524 LABRANCHE/0TC 50,000.00 24.361 500.00 1,217,514.42 104,701.67
SALE 1/04/11 30212P10 EXPEDIA INC CL 21.14
52297 1/07/11 424530 LABRANCHE/0TC 50,000.00 25.013 500.00 1,250,128.86 137,316.11
SALE 1/05/11 30212P10 EXPEDIA INC CL 42.71
52297 1/10/11 424535 LABRANCHE/0TC 100,000.00 25.270 1,000.00 2,525,957.29 300,331.79
SALE 1/06/11 30212P10 EXPEDIA INC CL 64.19
52297 1/11/11 424540 MERRIMAN/OTC 150,000.00 25.320 1,500.00 3,796,450.81 458,012.57
SALE 1/07/11 30212P10 EXPEDIA INC CL 10.71
52297 1/12/11 424544 LABRANCHE/0TC 25,000.00 25.341 250.00 633,271.79 76,865.42
SALE 1/07/11 30212P10 EXPEDIA INC CL 27.71
52297 1/12/11 424544 LABRANCHE/0TC 65,000.00 25.224 650.00 1,638,908.29 192,251.72
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 90,000.00 25.257 38.42 2,272,180.08 269,117.14
900.00
SALE 1/07/11 30212P10 EXPEDIA INC CL 10.70
52297 1/12/11 424544 LIQUIDNET 25,000.00 25.315 500.00 632,364.30 75,957.93
SALE 1/07/11 30212P10 EXPEDIA INC CL 14.91
52297 1/12/11 424544 LIQUIDNET 35,000.00 25.206 700.00 881,509.09 102,540.17
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 60,000.00 25.252 25.61 1,513,873.39 178,498.10
1,200.00
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 123
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/10/11 30212P10 EXPEDIA INC CL 64.32
52297 1/13/11 424549 LABRANCHE/0TC 150,000.00 25.374 1,500.00 3,804,460.68 466,022.43
SALE 1/11/11 30212P10 EXPEDIA INC CL 43.68
52297 1/14/11 424553 JONES TRADING INSTITUTIONAL 100,000.00 25.845 1,000.00 2,583,456.32 357,830.82
SALE 1/11/11 30212P10 EXPEDIA INC CL 43.93
52297 1/14/11 424553 LABRANCHE/0TC 100,000.00 25.994 1,000.00 2,598,396.07 372,770.57
SALE 1/11/11 30212P10 EXPEDIA INC CL 21.71
52297 1/14/11 424553 LIQUIDNET 50,000.00 25.690 1,000.00 1,283,478.29 170,665.54
SALE 1/14/11 30231G10 EXXON MOBIL CORP. 131.42
39995 1/20/11 424567 GRISWOLD COMPANY 100,000.00 77.758 1,000.00 7,774,628.58 1,993,878.38
SALE 1/25/11 30231G10 EXXON MOBIL CORP. 30.02
39995 1/28/11 424591 BLAYLOCK ROBERT VAN LLC 20,000.00 78.177 200.00 1,563,309.98 407,159.94
SALE 1/31/11 30231G10 EXXON MOBIL CORP. 230.57
39995 2/03/11 424608 CITIGROUP/CITIBANK DOMESTIC 150,000.00 80.057 6,000.00 12,002,319.43 3,331,194.13
SALE 1/03/11 30244510 FLIR SYSTEMS INC 24.88
51852 1/06/11 424524 LABRANCHE/0TC 50,000.00 29.448 500.00 1,471,895.12 110,455.45
SALE 1/04/11 30244510 FLIR SYSTEMS INC 24.69
51852 1/07/11 424530 LABRANCHE/0TC 50,000.00 29.215 500.00 1,460,230.31 98,790.64
SALE 1/07/11 30244510 FLIR SYSTEMS INC 9.80
51852 1/12/11 424544 LABRANCHE/0TC 20,000.00 28.985 200.00 579,480.20 34,904.33
SALE 1/11/11 30244510 FLIR SYSTEMS INC 9.76
51852 1/14/11 424553 LABRANCHE/0TC 20,000.00 28.887 200.00 577,530.24 32,954.37
SALE 1/10/11 31428X10 FEDEX CORP 31.83
53828 1/13/11 424549 BLAYLOCK ROBERT VAN LLC 20,000.00 94.157 200.00 1,882,898.17 78,627.64
SALE 1/11/11 31428X10 FEDEX CORP 31.41
53828 1/14/11 424553 BLAYLOCK ROBERT VAN LLC 20,000.00 92.900 200.00 1,857,768.59 53,498.06
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 124
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/12/11 31428X10 FEDEX CORP 31.59
53828 1/18/11 424557 BLAYLOCK ROBERT VAN LLC 20,000.00 93.451 200.00 1,868,788.41 64,517.88
SALE 1/10/11 35671D85 FREEPORT-MCMORAN COPPER-B 39.94
54160 1/13/11 424549 BLAYLOCK ROBERT VAN LLC 20,000.00 118.14 200.00 2,362,664.06 282,431.70
SALE 1/11/11 35671D85 FREEPORT-MCMORAN COPPER-B 20.52
54160 1/14/11 424553 BLAYLOCK ROBERT VAN LLC 10,000.00 121.40 100.00 1,213,893.48 173,777.30
SALE 1/14/11 35671D85 FREEPORT-MCMORAN COPPER-B 59.74
54160 1/20/11 424567 BLAYLOCK ROBERT VAN LLC 30,000.00 117.82 300.00 3,534,333.26 413,984.73
SALE 1/10/11 36960410 GENERAL ELECTRIC CO. 23.53
39923 1/13/11 424549 CABRERA 75,000.00 18.559 750.00 1,391,158.97 59,244.59
SALE 1/10/11 36960410 GENERAL ELECTRIC CO. 19.61
39923 1/13/11 424549 LOOP CAPITAL 62,500.00 18.558 625.00 1,159,255.39 49,326.74
SALE 1/10/11 36960410 GENERAL ELECTRIC CO. 19.62
39923 1/13/11 424549 MURIEL SEIBERT & CO 62,500.00 18.566 625.00 1,159,730.38 49,801.73
SALE 1/11/11 36960410 GENERAL ELECTRIC CO. 31.51
39923 1/14/11 424553 BMO CAPITAL MARKETS/EXECUTI 100,000.00 18.642 1,000.00 1,863,188.49 87,302.65
SALE 1/11/11 36960410 GENERAL ELECTRIC CO. 31.53
39923 1/14/11 424553 WILLIAMS CAPITAL GROUP 100,000.00 18.656 1,000.00 1,864,588.47 88,702.63
SALE 1/24/11 36960410 GENERAL ELECTRIC CO. 38.16
39923 1/27/11 424587 PRINCETON SECURITIES GROUP 100,000.00 19.874 1,000.00 1,986,311.84 210,426.00
SALE 1/26/11 36960410 GENERAL ELECTRIC CO. 26.91
39923 1/31/11 424595 PACIFIC CREST SECURITIES 70,000.00 20.021 2,800.00 1,398,643.09 155,523.00
SALE 1/27/11 36960410 GENERAL ELECTRIC CO. 11.64
39923 2/01/11 424599 PACIFIC CREST SECURITIES 30,000.00 20.192 1,200.00 604,542.36 71,776.61
SALE 1/19/11 38238810 GOODRICH CORP 34.92
51296 1/24/11 424575 WILLIAMS CAPITAL GROUP 20,000.00 90.937 200.00 1,818,511.08 386,255.62
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 125
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/26/11 38238810 GOODRICH CORP 17.44
51296 1/31/11 424595 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 90.827 400.00 907,852.56 191,724.83
SALE 1/11/11 38255010 GOODYEAR TIRE & RUBBER CO 22.06
50271 1/14/11 424553 GRISWOLD COMPANY 100,000.00 13.051 1,000.00 1,304,057.94 -67,543.19
SALE 1/18/11 38259P50 GOOGLE INC 122.58
39926 1/21/11 424571 LABRANCHE/0TC 10,000.00 638.42 100.00 6,384,056.42 1,297,379.03
SALE 1/25/11 38259P50 GOOGLE INC 23.53
39926 1/28/11 424591 MERRIMAN/OTC 2,000.00 612.72 20.00 1,225,399.47 208,063.99
SALE 1/11/11 39312210 GREEN MOUNTAIN COFFEE 11.95
53673 1/14/11 424553 LABRANCHE/0TC 20,000.00 35.362 200.00 707,022.05 93,987.54
SALE 1/18/11 41987910 HAWAIIAN HOLDINGS INC 7.50
51579 1/21/11 424571 WILLIAMS CAPITAL GROUP 50,000.00 7.809 500.00 389,952.50 46,379.72
SALE 1/28/11 42809H10 HESS CORP 156.33
52215 2/02/11 424603 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 81.421 4,000.00 8,137,953.67 2,970,502.17
SALE 1/10/11 42823610 HEWLETT-PACKARD CO 75.64
46749 1/13/11 424549 ICAP CORPORATES LLC 100,000.00 44.756 1,000.00 4,474,484.36 119,157.30
SALE 1/11/11 42823610 HEWLETT-PACKARD CO 38.58
46749 1/14/11 424553 GRISWOLD COMPANY 50,000.00 45.656 500.00 2,282,251.42 104,587.89
SALE 1/11/11 42823610 HEWLETT-PACKARD CO 46.29
46749 1/14/11 424553 PRINCETON SECURITIES GROUP 60,000.00 45.644 600.00 2,738,017.71 124,821.47
SALE 1/11/11 42823610 HEWLETT-PACKARD CO 30.96
46749 1/14/11 424553 WILLIAMS CAPITAL GROUP 40,000.00 45.793 400.00 1,831,301.04 89,170.22
SALE 1/14/11 42823610 HEWLETT-PACKARD CO 77.42
46749 1/20/11 424567 PRINCETON SECURITIES GROUP 100,000.00 45.805 1,000.00 4,579,422.58 224,095.52
SALE 1/18/11 42823610 HEWLETT-PACKARD CO 44.40
46749 1/21/11 424571 WILLIAMS CAPITAL GROUP 50,000.00 46.244 500.00 2,311,670.60 134,007.07
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 126
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/19/11 42823610 HEWLETT-PACKARD CO 89.01
46749 1/24/11 424575 MERIDIAN EQUITY PARTNERS 100,000.00 46.356 1,000.00 4,634,510.99 279,183.93
SALE 1/24/11 42823610 HEWLETT-PACKARD CO 45.48
46749 1/27/11 424587 WILLIAMS CAPITAL GROUP 50,000.00 47.368 500.00 2,367,854.52 190,190.99
SALE 1/19/11 43575830 HOLLY CORP. 16.43
39928 1/24/11 424575 WILLIAMS CAPITAL GROUP 20,000.00 42.770 200.00 855,177.57 158,863.19
SALE 1/20/11 43575830 HOLLY CORP. 15.83
39928 1/25/11 424579 BLAYLOCK ROBERT VAN LLC 20,000.00 41.221 200.00 824,204.17 127,889.79
SALE 1/27/11 43575830 HOLLY CORP. 17.59
39928 2/01/11 424599 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 45.782 800.00 914,824.41 218,510.03
SALE 1/28/11 43575830 HOLLY CORP. 17.85
39928 2/02/11 424603 SANFORD BERNSTEIN & CO. 20,000.00 46.468 800.00 928,550.15 232,235.77
SALE 1/31/11 43575830 HOLLY CORP. 18.42
39928 2/03/11 424608 JP MORGAN 20,000.00 47.955 800.00 958,287.58 261,973.20
SALE 1/11/11 44701110 HUNTSMAN CORP. 14.80
41547 1/14/11 424553 BLAYLOCK ROBERT VAN LLC 50,000.00 17.504 500.00 874,695.20 431,484.50
SALE 1/12/11 44701110 HUNTSMAN CORP. 14.86
41547 1/18/11 424557 BLAYLOCK ROBERT VAN LLC 50,000.00 17.579 500.00 878,425.14 435,214.44
SALE 1/20/11 44701110 HUNTSMAN CORP. 15.87
41547 1/25/11 424579 WILLIAMS CAPITAL GROUP 50,000.00 16.524 500.00 825,659.13 382,448.43
SALE 1/06/11 45091110 ITT CORP 88.39
39934 1/11/11 424540 WILLIAMS CAPITAL GROUP 100,000.00 52.301 1,000.00 5,228,981.61 678,475.83
SALE 1/12/11 45091110 ITT CORP 126.71
39934 1/18/11 424557 ICAP CORPORATES LLC 120,000.00 62.477 1,200.00 7,495,949.29 2,035,342.36
SALE 1/13/11 45091110 ITT CORP 20.13
39934 1/19/11 424562 BLAYLOCK ROBERT VAN LLC 20,000.00 59.551 200.00 1,190,805.87 280,704.71
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 127
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/13/11 45091110 ITT CORP 101.91
39934 1/19/11 424562 ICAP CORPORATES LLC 100,000.00 60.300 1,000.00 6,028,868.09 1,478,362.31
SALE 1/14/11 45091110 ITT CORP 20.12
39934 1/20/11 424567 BLAYLOCK ROBERT VAN LLC 20,000.00 59.501 200.00 1,189,805.88 279,704.72
SALE 1/18/11 45091110 ITT CORP 11.32
39934 1/21/11 424571 BLAYLOCK ROBERT VAN LLC 10,000.00 58.942 100.00 589,309.68 134,259.10
SALE 1/27/11 45091110 ITT CORP 34.12
39934 2/01/11 424599 BARCLAYS CAPITAL (DOMESTIC) 30,000.00 59.229 1,200.00 1,775,629.88 410,478.15
SALE 1/24/11 46603210 J&J SNACK FOODS CORP 8.42
39938 1/27/11 424587 MERRIMAN/OTC 10,000.00 43.819 100.00 438,085.58 115,469.75
SALE 1/05/11 46625H10 JP MORGAN CHASE & CO 74.71
39940 1/10/11 424535 ICAP CORPORATES LLC 100,000.00 44.206 1,000.00 4,419,535.29 882,105.55
SALE 1/18/11 46625H10 JP MORGAN CHASE & CO 86.17
39940 1/21/11 424571 PRINCETON SECURITIES GROUP 100,000.00 44.878 1,000.00 4,486,663.83 949,234.09
SALE 1/19/11 46625H10 JP MORGAN CHASE & CO 83.98
39940 1/24/11 424575 GRISWOLD COMPANY 100,000.00 43.739 1,000.00 4,372,846.02 835,416.28
SALE 1/20/11 46625H10 JP MORGAN CHASE & CO 85.63
39940 1/25/11 424579 JACKSON SECS 100,000.00 44.596 1,000.00 4,458,464.37 921,034.63
SALE 1/21/11 46625H10 JP MORGAN CHASE & CO 86.85
39940 1/26/11 424583 GRISWOLD COMPANY 100,000.00 45.230 1,000.00 4,521,913.15 984,483.41
SALE 1/03/11 48020T10 JONES GROUP INC 13.47
53984 1/06/11 424524 GUZMAN & CO. 50,000.00 15.930 500.00 795,991.53 35,408.87
SALE 1/04/11 48020T10 JONES GROUP INC 13.35
53984 1/07/11 424530 WILLIAMS CAPITAL GROUP 50,000.00 15.788 500.00 788,861.65 28,278.99
SALE 1/05/11 48020T10 JONES GROUP INC 13.12
53984 1/10/11 424535 WILLIAMS CAPITAL GROUP 50,000.00 15.516 500.00 775,266.88 14,684.22
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 128
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/07/11 48020T10 JONES GROUP INC 12.35
53984 1/12/11 424544 WILLIAMS CAPITAL GROUP 50,000.00 14.611 500.00 730,042.65 -30,540.01
SALE 1/10/11 48020T10 JONES GROUP INC 12.04
53984 1/13/11 424549 BMO CAPITAL MARKETS/EXECUTI 50,000.00 14.242 500.00 711,567.96 -49,014.70
SALE 1/11/11 48020T10 JONES GROUP INC 12.28
53984 1/14/11 424553 BLAYLOCK ROBERT VAN LLC 50,000.00 14.525 500.00 725,737.72 -34,844.94
SALE 1/12/11 48020T10 JONES GROUP INC 24.28
53984 1/18/11 424557 BLAYLOCK ROBERT VAN LLC 100,000.00 14.364 1,000.00 1,435,385.72 -85,779.60
SALE 1/19/11 48020T10 JONES GROUP INC 13.12
53984 1/24/11 424575 WILLIAMS CAPITAL GROUP 50,000.00 13.661 500.00 682,551.88 -78,030.78
SALE 1/20/11 48020T10 JONES GROUP INC 13.16
53984 1/25/11 424579 WILLIAMS CAPITAL GROUP 50,000.00 13.705 500.00 684,741.84 -75,840.82
SALE 1/11/11 48517030 KANSAS CITY SOUTHERN 8.78
39942 1/14/11 424553 WILLIAMS CAPITAL GROUP 10,000.00 51.912 100.00 519,011.22 251,958.13
SALE 1/19/11 48517030 KANSAS CITY SOUTHERN 19.66
39942 1/24/11 424575 WILLIAMS CAPITAL GROUP 20,000.00 51.185 200.00 1,023,470.34 489,364.17
SALE 1/13/11 50540R40 LABORATORY CORP OF AMERICA 61.97
39944 1/19/11 424562 WILLIAMS CAPITAL GROUP 40,000.00 91.671 400.00 3,666,394.03 1,301,507.33
SALE 1/06/11 53071M70 LIBERTY MEDIA-STARZ CL A 11.65
53478 1/11/11 424540 LABRANCHE/0TC 10,000.00 68.938 100.00 689,264.35 43,021.41
SALE 1/06/11 53071M70 LIBERTY MEDIA-STARZ CL A 28.90
53478 1/11/11 424540 LIQUIDNET 25,000.00 68.387 500.00 1,709,146.10 93,538.74
SALE 1/06/11 53071M70 LIBERTY MEDIA-STARZ CL A 5.81
53478 1/11/11 424540 PULSE (BLOCK CROSS) 5,000.00 68.725 50.00 343,569.19 20,447.72
SALE 1/07/11 53071M70 LIBERTY MEDIA-STARZ CL A 23.38
53478 1/12/11 424544 LABRANCHE/0TC 20,000.00 69.177 200.00 1,383,314.62 90,828.73
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 129
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/10/11 53071M70 LIBERTY MEDIA-STARZ CL A 34.42
53478 1/13/11 424549 MERRIMAN/OTC 30,000.00 67.881 300.00 2,036,089.58 97,360.74
SALE 1/28/11 53418710 LINCOLN NATIONAL CORP 22.49
54417 2/02/11 424603 JP MORGAN 40,000.00 29.277 1,600.00 1,169,441.51 201,539.29
SALE 1/31/11 53418710 LINCOLN NATIONAL CORP 11.08
54417 2/03/11 424608 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 28.836 800.00 575,916.92 91,965.81
SALE 1/10/11 55254110 M & F WORLDWIDE CORP 7.84
50782 1/13/11 424549 BMO CAPITAL MARKETS/EXECUTI 20,000.00 23.179 200.00 463,380.16 -201,725.16
SALE 1/11/11 55254110 M & F WORLDWIDE CORP 2.84
50782 1/14/11 424553 BLAYLOCK ROBERT VAN LLC 7,278.00 23.082 72.78 167,915.18 -74,116.65
SALE 1/12/11 55254110 M & F WORLDWIDE CORP 4.96
50782 1/18/11 424557 BLAYLOCK ROBERT VAN LLC 12,722.00 23.040 127.22 292,989.06 -130,084.43
SALE 1/13/11 55254110 M & F WORLDWIDE CORP 1.94
50782 1/19/11 424562 BLAYLOCK ROBERT VAN LLC 5,000.00 22.947 50.00 114,681.06 -51,595.27
SALE 1/14/11 55254110 M & F WORLDWIDE CORP 3.11
50782 1/20/11 424567 BLAYLOCK ROBERT VAN LLC 8,000.00 23.000 80.00 183,916.89 -82,125.24
SALE 1/18/11 55254110 M & F WORLDWIDE CORP 3.03
50782 1/21/11 424571 BLAYLOCK ROBERT VAN LLC 7,000.00 22.487 70.00 157,332.47 -75,454.39
SALE 1/03/11 57632310 MASTEC INC 12.22
46345 1/06/11 424524 CABRERA 50,000.00 14.460 500.00 722,467.78 139,945.90
SALE 1/04/11 57632310 MASTEC INC 12.17
46345 1/07/11 424530 WILLIAMS CAPITAL GROUP 50,000.00 14.400 500.00 719,477.83 136,955.95
SALE 1/05/11 57632310 MASTEC INC 11.97
46345 1/10/11 424535 WILLIAMS CAPITAL GROUP 50,000.00 14.159 500.00 707,438.03 124,916.15
SALE 1/06/11 57632310 MASTEC INC 12.15
46345 1/11/11 424540 WILLIAMS CAPITAL GROUP 50,000.00 14.371 500.00 718,047.85 135,525.97
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 130
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/07/11 57632310 MASTEC INC 12.25
46345 1/12/11 424544 WILLIAMS CAPITAL GROUP 50,000.00 14.488 500.00 723,872.75 141,350.87
SALE 1/12/11 57632310 MASTEC INC 12.55
46345 1/18/11 424557 BLAYLOCK ROBERT VAN LLC 50,000.00 14.850 500.00 741,982.45 159,460.57
SALE 1/13/11 57632310 MASTEC INC 13.03
46345 1/19/11 424562 WILLIAMS CAPITAL GROUP 50,000.00 15.416 500.00 770,286.97 187,765.09
SALE 1/18/11 57632310 MASTEC INC 14.60
46345 1/21/11 424571 WILLIAMS CAPITAL GROUP 50,000.00 15.208 500.00 759,880.40 177,358.52
SALE 1/24/11 58013510 MCDONALD'S CORP. 28.73
55009 1/27/11 424587 BLAYLOCK ROBERT VAN LLC 20,000.00 74.801 200.00 1,495,785.27 -16,206.73
SALE 1/28/11 58013510 MCDONALD'S CORP. 28.12
55009 2/02/11 424603 SANFORD BERNSTEIN & CO. 20,000.00 73.217 800.00 1,463,515.88 -48,476.12
SALE 1/25/11 61744644 MORGAN STANLEY 11.23
47656 1/28/11 424591 WILLIAMS CAPITAL GROUP 20,000.00 29.244 200.00 584,674.77 28,330.51
SALE 1/28/11 61744644 MORGAN STANLEY 28.47
47656 2/02/11 424603 JP MORGAN 50,000.00 29.652 2,000.00 1,480,561.53 89,700.88
SALE 1/31/11 61744644 MORGAN STANLEY 16.90
47656 2/03/11 424608 BARCLAYS CAPITAL (DOMESTIC) 30,000.00 29.332 1,200.00 878,740.10 44,223.71
SALE 1/13/11 61945A10 MOSIAC CO 27.29
48351 1/19/11 424562 BLAYLOCK ROBERT VAN LLC 20,000.00 80.730 200.00 1,614,380.71 571,543.94
SALE 1/03/11 62944T10 NVR INC 34.58
48032 1/06/11 424524 BMO CAPITAL MARKETS/EXECUTI 3,000.00 682.02 30.00 2,046,021.52 77,600.37
SALE 1/04/11 62944T10 NVR INC 22.93
48032 1/07/11 424530 BMO CAPITAL MARKETS/EXECUTI 2,000.00 678.24 20.00 1,356,437.47 44,156.70
SALE 1/07/11 62944T10 NVR INC 24.52
48032 1/12/11 424544 BMO CAPITAL MARKETS/EXECUTI 2,000.00 725.22 20.00 1,450,413.88 138,133.12
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 131
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/10/11 62944T10 NVR INC 25.31
48032 1/13/11 424549 BLAYLOCK ROBERT VAN LLC 2,000.00 748.55 20.00 1,497,068.49 184,787.72
SALE 1/10/11 62944T10 NVR INC 37.11
48032 1/13/11 424549 BMO CAPITAL MARKETS/EXECUTI 3,000.00 731.80 30.00 2,195,353.89 226,932.74
SALE 1/12/11 62944T10 NVR INC 25.44
48032 1/18/11 424557 BMO CAPITAL MARKETS/EXECUTI 2,000.00 752.48 20.00 1,504,926.56 192,645.80
SALE 1/13/11 62944T10 NVR INC 26.21
48032 1/19/11 424562 BMO CAPITAL MARKETS/EXECUTI 2,000.00 775.39 20.00 1,550,747.79 238,467.02
SALE 1/14/11 62944T10 NVR INC 26.75
48032 1/20/11 424567 BLAYLOCK ROBERT VAN LLC 2,000.00 791.36 20.00 1,582,676.45 270,395.69
SALE 1/18/11 62944T10 NVR INC 30.29
48032 1/21/11 424571 BMO CAPITAL MARKETS/EXECUTI 2,000.00 788.79 20.00 1,577,540.91 265,260.14
SALE 1/19/11 62944T10 NVR INC 30.70
48032 1/24/11 424575 WILLIAMS CAPITAL GROUP 2,000.00 799.42 20.00 1,598,792.30 286,511.54
SALE 1/20/11 62944T10 NVR INC 30.36
48032 1/25/11 424579 BLAYLOCK ROBERT VAN LLC 2,000.00 790.43 20.00 1,580,824.24 268,543.47
SALE 1/24/11 62944T10 NVR INC 29.94
48032 1/27/11 424587 BLAYLOCK ROBERT VAN LLC 2,000.00 779.51 20.00 1,558,980.66 246,699.90
SALE 1/25/11 62944T10 NVR INC 29.73
48032 1/28/11 424591 WILLIAMS CAPITAL GROUP 2,000.00 774.14 20.00 1,548,235.27 235,954.50
SALE 1/28/11 63530910 NATIONAL CINEMEDIA INC. 3.37
41081 2/02/11 424603 JANNEY MONTGOMERY SCOTT 10,000.00 17.532 300.00 175,011.63 33,434.74
SALE 1/24/11 65011110 NEW YORK TIMES 9.98
52335 1/27/11 424587 BLAYLOCK ROBERT VAN LLC 50,000.00 10.390 500.00 518,985.02 43,333.15
SALE 1/25/11 65011110 NEW YORK TIMES 9.98
52335 1/28/11 424591 WILLIAMS CAPITAL GROUP 50,000.00 10.389 500.00 518,920.02 43,268.14
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 132
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/26/11 65011110 NEW YORK TIMES 20.15
52335 1/31/11 424595 DEUTSCHE BANK AG (DOMESTIC) 100,000.00 10.494 3,000.00 1,046,359.85 95,056.10
SALE 1/27/11 65011110 NEW YORK TIMES 20.61
52335 2/01/11 424599 COWEN AND CO., LLC 100,000.00 10.732 4,000.00 1,069,169.39 117,865.64
SALE 1/28/11 65011110 NEW YORK TIMES 20.46
52335 2/02/11 424603 WELLS FARGO SECURITIES 100,000.00 10.654 4,000.00 1,061,339.54 110,035.79
SALE 1/31/11 65011110 NEW YORK TIMES 19.61
52335 2/03/11 424608 WELLS FARGO SECURITIES 100,000.00 10.210 4,000.00 1,016,960.39 65,656.64
SALE 1/03/11 65122910 NEWELL RUBBERMAID INC. 30.80
44092 1/06/11 424524 CASTLE OAK SECURITIES 100,000.00 18.221 1,000.00 1,821,109.20 903,892.00
SALE 1/03/11 65122910 NEWELL RUBBERMAID INC. 30.80
44092 1/06/11 424524 LOOP CAPITAL 100,000.00 18.222 1,000.00 1,821,149.20 903,932.00
SALE 1/28/11 65122910 NEWELL RUBBERMAID INC. 37.41
44092 2/02/11 424603 WELLS FARGO SECURITIES 100,000.00 19.481 4,000.00 1,944,062.59 1,026,845.39
SALE 1/31/11 65122910 NEWELL RUBBERMAID INC. 37.24
44092 2/03/11 424608 WELLS FARGO SECURITIES 100,000.00 19.392 4,000.00 1,935,192.76 1,017,975.56
SALE 1/24/11 65163910 NEWMONT MINING 21.40
54991 1/27/11 424587 WILLIAMS CAPITAL GROUP 20,000.00 55.722 200.00 1,114,212.60 -91,779.17
SALE 1/25/11 65163910 NEWMONT MINING 21.30
54991 1/28/11 424591 BLAYLOCK ROBERT VAN LLC 20,000.00 55.464 200.00 1,109,050.70 -96,941.07
SALE 1/21/11 65248E10 NEWS CORP - CL A 43.57
54942 1/26/11 424583 BMO CAPITAL MARKETS/EXECUTI 150,000.00 15.126 1,500.00 2,267,416.43 75,961.43
SALE 1/21/11 65248E10 NEWS CORP - CL A 14.47
54942 1/26/11 424583 WILLIAMS CAPITAL GROUP 50,000.00 15.065 500.00 752,725.53 22,240.53
SALE 1/24/11 65248E10 NEWS CORP - CL A 30.34
54942 1/27/11 424587 GRISWOLD COMPANY 100,000.00 15.798 1,000.00 1,578,769.66 117,799.66
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 133
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SALE 1/24/11 65248E10 NEWS CORP - CL A 30.33
54942 1/27/11 424587 ICAP CORPORATES LLC 100,000.00 15.792 1,000.00 1,578,189.67 117,219.67
SALE 1/24/11 65248E10 NEWS CORP - CL A 59.52
54942 1/27/11 424587 MERIDIAN EQUITY PARTNERS 200,000.00 15.497 2,000.00 3,097,420.48 175,480.48
SALE 1/25/11 65248E10 NEWS CORP - CL A 59.62
54942 1/28/11 424591 ICAP CORPORATES LLC 200,000.00 15.524 2,000.00 3,102,780.38 180,840.38
SALE 1/10/11 66680710 NORTHROP GRUMMAN CORP. 68.11
40323 1/13/11 424549 BMO CAPITAL MARKETS/EXECUTI 60,000.00 67.168 600.00 4,029,405.89 224,550.86
SALE 1/10/11 66680710 NORTHROP GRUMMAN CORP. 56.65
40323 1/13/11 424549 STURDIVANT/EXECUTION 50,000.00 67.032 500.00 3,351,048.35 180,335.82
SALE 1/13/11 66680710 NORTHROP GRUMMAN CORP. 33.64
40323 1/19/11 424562 BLAYLOCK ROBERT VAN LLC 30,000.00 66.335 300.00 1,989,722.36 87,294.84
SALE 1/14/11 66680710 NORTHROP GRUMMAN CORP. 34.01
40323 1/20/11 424567 BLAYLOCK ROBERT VAN LLC 30,000.00 67.072 300.00 2,011,834.99 109,407.47
SALE 1/18/11 66680710 NORTHROP GRUMMAN CORP. 66.37
40323 1/21/11 424571 BMO CAPITAL MARKETS/EXECUTI 50,000.00 69.135 500.00 3,456,183.63 285,471.10
SALE 1/19/11 66680710 NORTHROP GRUMMAN CORP. 132.09
40323 1/24/11 424575 ICAP CORPORATES LLC 100,000.00 68.796 1,000.00 6,878,457.91 537,032.86
SALE 1/24/11 66680710 NORTHROP GRUMMAN CORP. 92.94
40323 1/27/11 424587 WILLIAMS CAPITAL GROUP 70,000.00 69.150 700.00 4,839,693.06 400,695.52
SALE 1/26/11 66680710 NORTHROP GRUMMAN CORP. 28.66
40323 1/31/11 424595 PACIFIC CREST SECURITIES 21,667.00 68.876 866.68 1,491,443.12 117,446.55
SALE 1/27/11 66680710 NORTHROP GRUMMAN CORP. 11.13
40323 2/01/11 424599 PACIFIC CREST SECURITIES 8,333.00 69.516 333.32 578,929.04 50,498.09
SALE 1/18/11 67066G10 NVIDIA CORP 44.40
55115 1/21/11 424571 LABRANCHE/0TC 100,000.00 23.123 1,000.00 2,311,215.60 245,616.10
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/20/11 67066G10 NVIDIA CORP 42.72
55115 1/25/11 424579 MERRIMAN/OTC 100,000.00 22.247 1,000.00 2,223,677.28 158,077.78
SALE 1/21/11 67066G10 NVIDIA CORP 21.78
55115 1/26/11 424583 MERRIMAN/OTC 50,000.00 22.678 500.00 1,133,388.22 100,588.47
SALE 1/21/11 67066G10 NVIDIA CORP 21.80
55115 1/26/11 424583 PULSE (BLOCK CROSS) 50,000.00 22.706 500.00 1,134,753.20 101,953.45
SALE 1/13/11 68218910 ON SEMICONDUCTOR CORP 9.64
51854 1/19/11 424562 ITG (CHANNEL) 50,000.00 11.405 350.00 569,890.36 187,859.25
SALE 1/14/11 68218910 ON SEMICONDUCTOR CORP 19.66
51854 1/20/11 424567 MERRIMAN/OTC 100,000.00 11.627 1,000.00 1,161,710.34 397,648.12
SALE 1/24/11 68389X10 ORACLE CORP 61.98
46205 1/27/11 424587 ITG (CHANNEL) 100,000.00 32.279 700.00 3,227,088.02 868,123.96
SALE 1/03/11 70959W10 PENSKE AUTO GROUP 14.30
51426 1/06/11 424524 BMO CAPITAL MARKETS/EXECUTI 50,000.00 16.918 500.00 845,405.70 125,217.03
SALE 1/07/11 70959W10 PENSKE AUTO GROUP 13.80
51426 1/12/11 424544 BMO CAPITAL MARKETS/EXECUTI 50,000.00 16.331 500.00 816,036.20 95,847.53
SALE 1/13/11 74346Y10 PROS HOLDINGS INC. 2.01
39967 1/19/11 424562 BLAYLOCK ROBERT VAN LLC 10,000.00 11.865 100.00 118,547.99 -31,182.86
SALE 1/13/11 74752510 QUALCOMM 35.12
54923 1/19/11 424562 INSTINET (PORTAL) 40,000.00 51.942 280.00 2,077,352.88 88,685.57
SALE 1/28/11 74973W10 RTI ITNL METALS INC 10.93
54011 2/02/11 424603 JP MORGAN 20,000.00 28.449 800.00 568,173.07 -6,118.87
SALE 1/06/11 78477410 STEC INC 16.48
48521 1/11/11 424540 LABRANCHE/0TC 50,000.00 19.507 500.00 974,843.52 -187,781.04
SALE 1/11/11 78477410 STEC INC 17.31
48521 1/14/11 424553 LABRANCHE/0TC 50,000.00 20.487 500.00 1,023,847.69 -138,776.87
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 135
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SALE 1/13/11 78477410 STEC INC 18.24
48521 1/19/11 424562 INSTINET (PORTAL) 50,000.00 21.580 350.00 1,078,621.76 -84,002.80
SALE 1/14/11 78477410 STEC INC 3.77
48521 1/20/11 424567 LIQUIDNET 10,000.00 22.265 200.00 222,446.23 -10,078.68
SALE 1/14/11 78477410 STEC INC 14.96
48521 1/20/11 424567 MERRIMAN/OTC 40,000.00 22.118 400.00 884,301.04 -45,798.60
SALE 1/18/11 78477410 STEC INC 21.02
48521 1/21/11 424571 LABRANCHE/0TC 50,000.00 21.894 500.00 1,094,158.98 -68,465.58
SALE 1/14/11 78486Q10 SVB FINANCIAL GROUP 18.48
50826 1/20/11 424567 LABRANCHE/0TC 20,000.00 54.665 200.00 1,093,085.52 184,837.52
SALE 1/19/11 80090720 SANMINA-SCI CORP 11.30
49560 1/24/11 424575 LABRANCHE/0TC 40,000.00 14.709 400.00 587,964.70 141,046.67
SALE 1/25/11 80090720 SANMINA-SCI CORP 5.55
49560 1/28/11 424591 MERRIMAN/OTC 20,000.00 14.438 200.00 288,562.45 65,103.43
SALE 1/28/11 80090720 SANMINA-SCI CORP 5.93
49560 2/02/11 424603 JANNEY MONTGOMERY SCOTT 20,000.00 15.422 600.00 307,830.07 84,371.05
SALE 1/11/11 82706L10 SILICON GRAPHICS INTERNATIO 3.26
48163 1/14/11 424553 BLAYLOCK ROBERT VAN LLC 20,000.00 9.635 200.00 192,486.74 74,653.07
SALE 1/13/11 82706L10 SILICON GRAPHICS INTERNATIO 4.90
48163 1/19/11 424562 BLAYLOCK ROBERT VAN LLC 30,000.00 9.663 300.00 289,573.10 112,822.60
SALE 1/14/11 82706L10 SILICON GRAPHICS INTERNATIO 3.30
48163 1/20/11 424567 BLAYLOCK ROBERT VAN LLC 20,000.00 9.749 200.00 194,784.70 76,951.03
SALE 1/18/11 82706L10 SILICON GRAPHICS INTERNATIO 6.34
48163 1/21/11 424571 BLAYLOCK ROBERT VAN LLC 30,000.00 10.992 300.00 329,447.66 152,697.16
SALE 1/18/11 82706L10 SILICON GRAPHICS INTERNATIO 4.03
48163 1/21/11 424571 WILLIAMS CAPITAL GROUP 20,000.00 10.470 200.00 209,203.97 91,370.30
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 136
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SALE 1/19/11 82706L10 SILICON GRAPHICS INTERNATIO 10.67
48163 1/24/11 424575 BLAYLOCK ROBERT VAN LLC 50,000.00 11.112 500.00 555,099.33 260,515.16
SALE 1/20/11 82706L10 SILICON GRAPHICS INTERNATIO 5.97
48163 1/25/11 424579 BLAYLOCK ROBERT VAN LLC 30,000.00 10.360 300.00 310,479.03 133,728.53
SALE 1/21/11 82706L10 SILICON GRAPHICS INTERNATIO 3.92
48163 1/26/11 424583 BLAYLOCK ROBERT VAN LLC 20,000.00 10.183 200.00 203,452.08 85,618.41
SALE 1/24/11 82706L10 SILICON GRAPHICS INTERNATIO 3.82
48163 1/27/11 424587 BLAYLOCK ROBERT VAN LLC 20,000.00 9.942 200.00 198,642.18 80,808.51
SALE 1/28/11 82706L10 SILICON GRAPHICS INTERNATIO 3.96
48163 2/02/11 424603 SANFORD BERNSTEIN & CO. 20,000.00 10.298 800.00 205,146.04 87,312.37
SALE 1/31/11 82706L10 SILICON GRAPHICS INTERNATIO 3.86
48163 2/03/11 424608 JP MORGAN 20,000.00 10.028 800.00 199,762.14 81,928.47
SALE 1/19/11 83056610 SKECHERS USA INC CL A 8.22
53364 1/24/11 424575 WILLIAMS CAPITAL GROUP 20,000.00 21.404 200.00 427,879.78 4,754.15
SALE 1/24/11 83056610 SKECHERS USA INC CL A 16.23
53364 1/27/11 424587 BLAYLOCK ROBERT VAN LLC 40,000.00 21.125 400.00 844,591.77 -1,659.50
SALE 1/25/11 83056610 SKECHERS USA INC CL A 8.08
53364 1/28/11 424591 BLAYLOCK ROBERT VAN LLC 20,000.00 21.031 200.00 420,403.92 -2,721.71
SALE 1/26/11 83056610 SKECHERS USA INC CL A 16.16
53364 1/31/11 424595 BARCLAYS CAPITAL (DOMESTIC) 40,000.00 21.034 1,600.00 839,743.84 -6,507.43
SALE 1/27/11 83056610 SKECHERS USA INC CL A 8.29
53364 2/01/11 424599 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 21.566 800.00 430,511.71 7,386.08
SALE 1/28/11 83056610 SKECHERS USA INC CL A 20.18
53364 2/02/11 424603 SANFORD BERNSTEIN & CO. 50,000.00 21.011 2,000.00 1,048,514.82 -9,299.27
SALE 1/31/11 83056610 SKECHERS USA INC CL A 8.04
53364 2/03/11 424608 JP MORGAN 20,000.00 20.914 800.00 417,469.96 -5,655.67
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 137
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/26/11 83269640 SMUCKER JM CO 48.06
53498 1/31/11 424595 BARCLAYS CAPITAL (DOMESTIC) 40,000.00 62.571 1,600.00 2,501,187.94 54,073.38
SALE 1/27/11 83269640 SMUCKER JM CO 59.42
53498 2/01/11 424599 COWEN AND CO., LLC 50,000.00 61.889 2,000.00 3,092,410.58 33,517.38
SALE 1/28/11 83269640 SMUCKER JM CO 59.32
53498 2/02/11 424603 SANFORD BERNSTEIN & CO. 50,000.00 61.788 2,000.00 3,087,330.68 28,437.48
SALE 1/31/11 83269640 SMUCKER JM CO 59.37
53498 2/03/11 424608 JP MORGAN 50,000.00 61.836 2,000.00 3,089,760.63 30,867.43
SALE 1/10/11 85206110 SPRINT NEXTEL CORP 7.81
54838 1/13/11 424549 GRISWOLD COMPANY 100,000.00 4.618 1,000.00 460,792.19 23,816.47
SALE 1/10/11 85206110 SPRINT NEXTEL CORP 7.60
54838 1/13/11 424549 ICAP CORPORATES LLC 100,000.00 4.495 1,000.00 448,492.40 11,516.68
SALE 1/10/11 85206110 SPRINT NEXTEL CORP 7.65
54838 1/13/11 424549 MERIDIAN EQUITY PARTNERS 100,000.00 4.524 1,000.00 451,392.35 14,416.63
SALE 1/28/11 85206110 SPRINT NEXTEL CORP 34.53
54838 2/02/11 424603 CITIGROUP/CITIBANK DOMESTIC 400,000.00 4.496 16,000.00 1,782,325.47 34,422.59
SALE 1/20/11 86459610 SUCCESSFACTORS INC 17.47
51407 1/25/11 424579 LABRANCHE/0TC 30,000.00 30.338 300.00 909,825.53 291,299.37
SALE 1/24/11 86459610 SUCCESSFACTORS INC 11.13
51407 1/27/11 424587 MERRIMAN/OTC 20,000.00 28.962 200.00 579,020.87 166,670.09
SALE 1/04/11 87157D10 SYNAPTICS INCORPORATED 25.91
40599 1/07/11 424530 MERRIMAN/OTC 50,000.00 30.662 500.00 1,532,594.09 277,815.68
SALE 1/05/11 87157D10 SYNAPTICS INCORPORATED 26.07
40599 1/10/11 424535 MERRIMAN/OTC 50,000.00 30.843 500.00 1,541,628.93 286,850.52
SALE 1/06/11 87157D10 SYNAPTICS INCORPORATED 26.30
40599 1/11/11 424540 LABRANCHE/0TC 50,000.00 31.119 500.00 1,555,433.70 300,655.29
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 138
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/07/11 87157D10 SYNAPTICS INCORPORATED 5.29
40599 1/12/11 424544 ITG (CHANNEL) 10,000.00 31.252 70.00 312,445.71 61,490.03
SALE 1/07/11 87157D10 SYNAPTICS INCORPORATED 21.04
40599 1/12/11 424544 LABRANCHE/0TC 40,000.00 31.128 400.00 1,244,682.96 240,860.23
SALE 1/10/11 87157D10 SYNAPTICS INCORPORATED 15.60
40599 1/13/11 424549 LABRANCHE/0TC 30,000.00 30.766 300.00 922,670.40 169,803.36
SALE 1/11/11 87157D10 SYNAPTICS INCORPORATED 25.73
40599 1/14/11 424553 MERRIMAN/OTC 50,000.00 30.449 500.00 1,521,909.27 267,130.86
SALE 1/25/11 87161C10 SYNOVUS FINANCIAL CORP 5.46
53635 1/28/11 424591 ELECTRONIC BROKERAGE SYSTEM 100,000.00 2.843 500.00 283,794.54 34,406.68
SALE 1/28/11 87161C10 SYNOVUS FINANCIAL CORP 5.45
53635 2/02/11 424603 CITIGROUP/CITIBANK DOMESTIC 100,000.00 2.834 4,000.00 279,384.55 29,996.69
SALE 1/10/11 87264S10 TRW AUTOMOTIVE HOLDINGS COR 99.61
50366 1/13/11 424549 PRINCETON SECURITIES GROUP 100,000.00 58.937 1,000.00 5,892,640.39 2,982,781.51
SALE 1/11/11 87264S10 TRW AUTOMOTIVE HOLDINGS COR 49.41
50366 1/14/11 424553 WILLIAMS CAPITAL GROUP 50,000.00 58.462 500.00 2,922,530.59 1,467,601.15
SALE 1/12/11 87264S10 TRW AUTOMOTIVE HOLDINGS COR 29.87
50366 1/18/11 424557 BLAYLOCK ROBERT VAN LLC 30,000.00 58.899 300.00 1,766,631.13 893,673.46
SALE 1/13/11 87264S10 TRW AUTOMOTIVE HOLDINGS COR 19.60
50366 1/19/11 424562 BLAYLOCK ROBERT VAN LLC 20,000.00 57.972 200.00 1,159,228.40 577,256.62
SALE 1/14/11 87264S10 TRW AUTOMOTIVE HOLDINGS COR 19.71
50366 1/20/11 424567 BLAYLOCK ROBERT VAN LLC 20,000.00 58.308 200.00 1,165,936.29 583,964.51
SALE 1/18/11 87264S10 TRW AUTOMOTIVE HOLDINGS COR 23.19
50366 1/21/11 424571 BLAYLOCK ROBERT VAN LLC 20,000.00 60.387 200.00 1,207,518.81 625,547.04
SALE 1/19/11 87264S10 TRW AUTOMOTIVE HOLDINGS COR 11.55
50366 1/24/11 424575 BMO CAPITAL MARKETS/EXECUTI 10,000.00 60.131 100.00 601,198.45 310,212.56
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 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 139
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/20/11 87264S10 TRW AUTOMOTIVE HOLDINGS COR 11.30
50366 1/25/11 424579 BLAYLOCK ROBERT VAN LLC 10,000.00 58.806 100.00 587,943.70 296,957.81
SALE 1/26/11 87264S10 TRW AUTOMOTIVE HOLDINGS COR 33.91
50366 1/31/11 424595 BARCLAYS CAPITAL (DOMESTIC) 30,000.00 58.859 1,200.00 1,764,542.09 891,584.43
SALE 1/25/11 90323610 URS CORP 8.46
42782 1/28/11 424591 BMO CAPITAL MARKETS/EXECUTI 10,000.00 44.037 100.00 440,263.54 39,919.58
SALE 1/27/11 90341W10 US AIRWAYS GROUP INC 21.26
54756 2/01/11 424599 CITIGROUP/CITIBANK DOMESTIC 100,000.00 11.068 4,000.00 1,102,788.74 44,929.74
SALE 1/12/11 91136310 UNITED RENTALS INC. 21.25
39987 1/18/11 424557 BLAYLOCK ROBERT VAN LLC 50,000.00 25.137 500.00 1,256,318.75 840,351.66
SALE 1/03/11 91301710 UNITED TECHNOLOGIES CORP 66.87
51254 1/06/11 424524 BMO CAPITAL MARKETS/EXECUTI 50,000.00 79.136 500.00 3,956,213.13 340,439.77
SALE 1/04/11 91301710 UNITED TECHNOLOGIES CORP 133.44
51254 1/07/11 424530 GRISWOLD COMPANY 100,000.00 78.956 1,000.00 7,894,476.56 662,929.83
SALE 1/06/11 91301710 UNITED TECHNOLOGIES CORP 67.22
51254 1/11/11 424540 WILLIAMS CAPITAL GROUP 50,000.00 79.541 500.00 3,976,462.78 360,689.42
SALE 1/07/11 91301710 UNITED TECHNOLOGIES CORP 40.23
51254 1/12/11 424544 BLAYLOCK ROBERT VAN LLC 30,000.00 79.339 300.00 2,379,814.77 210,350.75
SALE 1/28/11 91324P10 UNITEDHEALTH GROUP INC 39.40
51612 2/02/11 424603 SANFORD BERNSTEIN & CO. 50,000.00 41.036 2,000.00 2,049,750.60 449,339.40
SALE 1/03/11 91390310 UNIVERSAL HEALTH SERVICES-B 74.17
50486 1/06/11 424524 PRINCETON SECURITIES GROUP 100,000.00 43.887 1,000.00 4,387,645.83 1,300,996.49
SALE 1/04/11 91390310 UNIVERSAL HEALTH SERVICES-B 112.74
50486 1/07/11 424530 ICAP CORPORATES LLC 150,000.00 44.472 1,500.00 6,669,232.26 2,039,258.26
SALE 1/07/11 92241710 VEECO INSTRUMENTS INC 11.87
50424 1/12/11 424544 ITG (CHANNEL) 15,000.00 46.797 105.00 701,833.63 180,972.36
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 140
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/07/11 92241710 VEECO INSTRUMENTS INC 3.95
50424 1/12/11 424544 LABRANCHE/0TC 5,000.00 46.726 50.00 233,574.55 59,954.13
SALE 1/13/11 92241710 VEECO INSTRUMENTS INC 24.29
50424 1/19/11 424562 INSTINET (PORTAL) 30,000.00 47.906 210.00 1,436,936.71 395,214.16
SALE 1/03/11 92826C83 VISA INC CL A 71.59
47944 1/06/11 424524 BMO CAPITAL MARKETS/EXECUTI 60,000.00 70.597 600.00 4,235,154.41 -17,902.72
SALE 1/19/11 92826C83 VISA INC CL A 53.63
47944 1/24/11 424575 WILLIAMS CAPITAL GROUP 40,000.00 69.820 400.00 2,792,342.37 -43,029.05
SALE 1/25/11 92826C83 VISA INC CL A 27.31
47944 1/28/11 424591 BMO CAPITAL MARKETS/EXECUTI 20,000.00 71.097 200.00 1,421,708.69 4,022.98
SALE 1/06/11 94974610 WELLS FARGO & CO 54.62
46541 1/11/11 424540 PRINCETON SECURITIES GROUP 100,000.00 32.318 1,000.00 3,230,745.38 583,850.09
SALE 1/13/11 96216610 WEYERHAEUSER CO 18.02
54092 1/19/11 424562 WILLIAMS CAPITAL GROUP 50,000.00 21.322 500.00 1,065,601.98 214,388.67
SALE 1/14/11 96216610 WEYERHAEUSER CO 17.96
54092 1/20/11 424567 BLAYLOCK ROBERT VAN LLC 50,000.00 21.243 500.00 1,061,652.04 210,438.73
SALE 1/24/11 96216610 WEYERHAEUSER CO 24.89
54092 1/27/11 424587 MERIDIAN EQUITY PARTNERS 57,000.00 22.738 570.00 1,295,454.01 325,070.83
SALE 1/24/11 96216610 WEYERHAEUSER CO 18.83
54092 1/27/11 424587 MERIDIAN EQUITY PARTNERS 43,000.00 22.800 980,381.17 248,337.72
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 22.764 43.72 2,275,835.18 573,408.55
570.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 16,515,000.00 10,769.33 597,980,814.36 93,555,099.78
250,435.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 16,515,000.00 10,769.33 597,980,814.36 93,555,099.78
250,435.00
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 1/01/11 THROUGH 1/31/11
LOGAN CIRCLE (5163) PAGE: 141
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 1/27/11 053810AA AVIV HEALTHCARE PROPERTI 7.7500 7.749
55400 2/04/11 289296 LOGAN CIRCLE 2/15/19 95,000.00 100.00 95,000.00
PUR 1/04/11 1248EPAS CC0 HLDGS LLC/CAP CORP 7.0000 7.125
55052 1/11/11 289296 LOGAN CIRCLE 1/01/19 850,000.00 99.246 843,591.00
PUR 1/19/11 1248EPAT CCO HLDGS LLC / CAP CORP 7.0000 7.020
55272 1/25/11 289296 LOGAN CIRCLE 1/15/19 215,000.00 99.875 214,731.25
PUR 1/19/11 1248EPAT CCO HLDGS LLC / CAP CORP 7.0000 7.083
55272 1/25/11 289296 LOGAN CIRCLE 1/15/19 55,000.00 99.500 54,725.00
PUR 1/26/11 147448AF CASELLA WASTE SYSTEMS IN 7.7500 7.750
55371 2/07/11 289296 LOGAN CIRCLE 2/15/19 425,000.00 100.00 425,000.00
PUR 1/13/11 15672WAA CEQUEL COM HLDG I/CAP CP 8.6250 8.065
55182 1/19/11 289296 LOGAN CIRCLE 11/15/17 275,000.00 102.87 282,906.25
PUR 1/20/11 172909AF CIRCUS CIRCUS ENTERPRISES I 7.6250 9.004
54043 1/25/11 289296 LOGAN CIRCLE 7/15/13 225,000.00 97.000 218,250.00
PUR 1/13/11 178760AC CITYCENTER HLDGS/FINANCE 10.7500 10.749
55204 1/21/11 289296 LOGAN CIRCLE 1/15/17 385,000.00 100.00 385,000.00
PUR 1/03/11 19190AAB COFFEYVILLE RESOURCE 10.8750 9.156
51392 1/06/11 289296 LOGAN CIRCLE 4/01/17 160,000.00 108.00 172,800.00
PUR 1/05/11 19190AAB COFFEYVILLE RESOURCE 10.8750 9.002
51392 1/10/11 289296 LOGAN CIRCLE 4/01/17 115,000.00 108.75 125,062.50
PUR 1/19/11 19190AAB COFFEYVILLE RESOURCE 10.8750 8.792
51392 1/24/11 289296 LOGAN CIRCLE 4/01/17 85,000.00 109.75 93,287.50
PUR 1/13/11 199333AH COLUMBUS MCKINNON CORP 7.8750 8.125
55180 1/25/11 289296 LOGAN CIRCLE 2/01/19 105,000.00 98.545 103,472.25
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
LOGAN CIRCLE (5163) -Cont. PAGE: 142
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/25/11 235825AA DANA HOLDING CORP 6.5000 6.499
55357 1/28/11 289296 LOGAN CIRCLE 2/15/19 90,000.00 100.00 90,000.00
PUR 1/13/11 302051AP EXIDE TECHNOLOGIES 8.6250 8.624
55181 1/25/11 289296 LOGAN CIRCLE 2/01/18 85,000.00 100.00 85,000.00
PUR 1/03/11 319963AZ FIRST DATA CORPORATION 8.7500 9.040
54985 1/06/11 289296 LOGAN CIRCLE 1/15/22 238,000.00 98.000 233,240.00
PUR 1/03/11 319963BA FIRST DATA CORPORATION 12.6250 13.550
54986 1/06/11 289296 LOGAN CIRCLE 1/15/21 12,000.00 95.000 11,400.00
PUR 1/03/11 319963BA FIRST DATA CORPORATION 12.6250 13.359
54986 1/06/11 289296 LOGAN CIRCLE 1/15/21 140,000.00 96.000 134,400.00
PUR 1/12/11 374500AA GRIFOLS INC 8.2500 8.249
55168 1/21/11 289296 LOGAN CIRCLE 2/01/18 100,000.00 100.00 100,000.00
PUR 1/25/11 390607AA GREAT LAKES DREDGE + DOCK 7.3750 7.375
55340 1/28/11 289296 LOGAN CIRCLE 2/01/19 215,000.00 100.00 215,000.00
PUR 1/25/11 390607AA GREAT LAKES DREDGE + DOCK 7.3750 7.023
55340 1/28/11 289296 LOGAN CIRCLE 2/01/19 105,000.00 102.12 107,231.25
PUR 1/26/11 390607AA GREAT LAKES DREDGE + DOCK 7.3750 6.979
55340 1/31/11 289296 LOGAN CIRCLE 2/01/19 85,000.00 102.37 87,018.75
PUR 1/25/11 428040CH HERTZ CORP 6.7500 6.748
55358 2/08/11 289296 LOGAN CIRCLE 4/15/19 115,000.00 100.00 115,000.00
PUR 1/19/11 45661TAK INERGY LP/INERGY FIN 6.8750 6.875
55274 2/02/11 289296 LOGAN CIRCLE 8/01/21 175,000.00 100.00 175,000.00
PUR 1/12/11 516807AA LAREDO PETROLEUM INC 9.5000 9.498
55167 1/20/11 289296 LOGAN CIRCLE 2/15/19 165,000.00 100.00 165,000.00
PUR 1/04/11 552953AR MGM MIRAGE 6.6250 8.807
55035 1/07/11 289296 LOGAN CIRCLE 7/15/15 525,000.00 92.000 483,000.00
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
LOGAN CIRCLE (5163) -Cont. PAGE: 143
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/04/11 552953AR MGM MIRAGE 6.6250 8.879
55035 1/07/11 289296 LOGAN CIRCLE 7/15/15 325,000.00 91.750 298,187.50
PUR 1/13/11 639365AE NAVIOS MARITIME HLDS/FIN 8.1250 8.124
55202 1/28/11 289296 LOGAN CIRCLE 2/15/19 125,000.00 100.00 125,000.00
PUR 1/19/11 67090FAD NUVEEN INVESTMENTS INC 10.5000 9.632
55255 1/24/11 289296 LOGAN CIRCLE 11/15/15 500,000.00 103.25 516,250.00
PUR 1/13/11 67090FAE NUVEEN INVESTMENTS INC 10.5000 9.764
55189 1/19/11 289296 LOGAN CIRCLE 11/15/15 200,000.00 102.75 205,500.00
PUR 1/13/11 67090FAE NUVEEN INVESTMENTS INC 10.5000 9.505
55189 1/19/11 289296 LOGAN CIRCLE 11/15/15 100,000.00 103.75 103,750.00
PUR 1/14/11 67090FAE NUVEEN INVESTMENTS INC 10.5000 9.699
55189 1/20/11 289296 LOGAN CIRCLE 11/15/15 15,000.00 103.00 15,450.00
PUR 1/14/11 67090FAE NUVEEN INVESTMENTS INC 10.5000 9.441
55189 1/20/11 289296 LOGAN CIRCLE 11/15/15 65,000.00 104.00 67,600.00
PUR 1/14/11 67090FAE NUVEEN INVESTMENTS INC 10.5000 9.634
55189 1/20/11 289296 LOGAN CIRCLE 11/15/15 145,000.00 103.25 149,712.50
PUR 1/28/11 674215AA OASIS PETROLEUM INC 7.2500 6.941
55402 2/02/11 289296 LOGAN CIRCLE 2/01/19 105,000.00 101.87 106,968.75
PUR 1/28/11 674215AA OASIS PETROLEUM INC 7.2500 7.250
55402 2/02/11 289296 LOGAN CIRCLE 2/01/19 160,000.00 100.00 160,000.00
PUR 1/28/11 674215AA OASIS PETROLEUM INC 7.2500 7.022
55402 2/02/11 289296 LOGAN CIRCLE 2/01/19 105,000.00 101.37 106,443.75
PUR 1/26/11 72347QAG PINNACLE FOODS FINANCE L 8.2500 7.655
55360 1/31/11 289296 LOGAN CIRCLE 9/01/17 100,000.00 103.00 103,000.00
PUR 1/28/11 72347QAG PINNACLE FOODS FINANCE L 8.2500 7.635
55360 2/02/11 289296 LOGAN CIRCLE 9/01/17 100,000.00 103.12 103,125.00
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 1/01/11 THROUGH 1/31/11
LOGAN CIRCLE (5163) -Cont. PAGE: 144
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TRXN/ TRADE/ 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 1/06/11 74112BAE PRESTIGE BRANDS INC 8.2500 7.541
53569 1/11/11 289296 LOGAN CIRCLE 4/01/18 275,000.00 103.87 285,656.25
PUR 1/04/11 758766AE REGAL ENTERTAINMENT CORP 9.1250 8.312
53059 1/07/11 289296 LOGAN CIRCLE 8/15/18 155,000.00 104.50 161,975.00
PUR 1/20/11 758766AE REGAL ENTERTAINMENT CORP 9.1250 7.919
53059 1/25/11 289296 LOGAN CIRCLE 8/15/18 290,000.00 106.75 309,575.00
PUR 1/21/11 758766AE REGAL ENTERTAINMENT CORP 9.1250 7.876
53059 1/26/11 289296 LOGAN CIRCLE 8/15/18 150,000.00 107.00 160,500.00
PUR 1/27/11 761735AE REYNOLDS GROUP HOLDINGS 8.2500 8.249
55399 2/01/11 289296 LOGAN CIRCLE 2/15/21 250,000.00 100.00 250,000.00
PUR 1/13/11 78108AAD RSC EQUIP RENT / RSC HLDGS 8.2500 8.249
55197 1/19/11 289296 LOGAN CIRCLE 2/01/21 315,000.00 100.00 315,000.00
PUR 1/13/11 78108AAD RSC EQUIP RENT / RSC HLDGS 8.2500 7.884
55197 1/19/11 289296 LOGAN CIRCLE 2/01/21 105,000.00 102.50 107,625.00
PUR 1/31/11 78454LAA SM ENERGY CO 6.6250 6.625
55432 2/07/11 289315 LOGAN CIRCLE 2/15/19 160,000.00 100.00 160,000.00
PUR 1/12/11 832724AB SMURFIT CAPTIAL 7.5000 8.423
54695 1/18/11 289296 LOGAN CIRCLE 11/20/25 250,000.00 92.250 230,625.00
PUR 1/20/11 847788AP SPEEDWAY MOTORSPORTS INC 6.7500 6.750
55298 2/03/11 289296 LOGAN CIRCLE 2/01/19 165,000.00 100.00 165,000.00
PUR 1/21/11 847788AP SPEEDWAY MOTORSPORTS INC 6.7500 6.547
55298 2/03/11 289296 LOGAN CIRCLE 2/01/19 165,000.00 101.25 167,062.50
PUR 1/19/11 87612BAG TARGA RESOURCES PARTNERS 6.8750 6.840
55256 2/02/11 289296 LOGAN CIRCLE 2/01/21 260,000.00 100.25 260,650.00
PUR 1/19/11 87612BAG TARGA RESOURCES PARTNERS 6.8750 6.875
55256 2/02/11 289296 LOGAN CIRCLE 2/01/21 155,000.00 100.00 155,000.00
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
LOGAN CIRCLE (5163) -Cont. PAGE: 145
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/11/11 90266DAA UNCLE ACQUISITION 2010 8.6250 8.624
55130 1/26/11 289296 LOGAN CIRCLE 2/15/19 160,000.00 100.00 160,000.00
PUR 1/11/11 90266DAA UNCLE ACQUISITION 2010 8.6250 8.025
55130 1/26/11 289296 LOGAN CIRCLE 2/15/19 105,000.00 103.50 108,675.00
PUR 1/11/11 90266DAA UNCLE ACQUISITION 2010 8.6250 8.151
55130 1/26/11 289296 LOGAN CIRCLE 2/15/19 160,000.00 102.75 164,400.00
PUR 1/26/11 918242AD VIMPEL COM (VIP FINANCE) 7.7480 7.748
55370 2/02/11 289296 LOGAN CIRCLE 2/02/21 245,000.00 100.00 245,000.00
PUR 1/11/11 92531XAK VERSO PAPER HLDGS LLC INC 8.7500 8.875
55129 1/26/11 289296 POST ADVISORY 2/01/19 210,000.00 99.291 208,511.10
PUR 1/18/11 92930MAF WMG HOLDINGS CORP 9.5000 10.208
50010 1/21/11 289296 LOGAN CIRCLE 12/15/14 80,000.00 97.750 78,200.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 10,740,000.00 10,769,558.10
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 10,740,000.00 10,769,558.10
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 1/05/11 00289RAA ABENGOA FINANCE 8.8750 9.158
54172 1/10/11 289296 LOGAN CIRCLE 11/01/17 455,000.00 94.250 428,837.50 -19,645.87
SALE 1/14/11 02406PAE AMERICAN AXLE & MFG INC 5.2500 8.535
52903 1/20/11 289296 LOGAN CIRCLE 2/11/14 400,000.00 100.12 400,500.00 35,243.70
SALE 1/28/11 053810AA AVIV HEALTHCARE PROPERTI 7.7500 7.749
55400 2/04/11 289296 LOGAN CIRCLE 2/15/19 95,000.00 102.50 97,375.00 2,375.00
SALE 1/11/11 058498AQ BALL CORP 5.7500 5.750
54457 1/14/11 289296 LOGAN CIRCLE 5/15/21 255,000.00 98.000 249,900.00 -5,100.00
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 1/01/11 THROUGH 1/31/11
LOGAN CIRCLE (5163) -Cont. PAGE: 146
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/11/11 085790AV BERRY PLASTICS CORP 9.7500 9.746
54385 1/14/11 289296 LOGAN CIRCLE 1/15/21 270,000.00 102.50 276,750.00 6,750.00
SALE 1/13/11 107342AA BRESNAN BROADBAND HOLDINGS 8.0000 8.000
54714 1/19/11 289296 LOGAN CIRCLE 12/15/18 50,000.00 104.50 52,250.00 2,250.00
SALE 1/06/11 1248EPAS CC0 HLDGS LLC/CAP CORP 7.0000 7.125
55052 1/11/11 289296 LOGAN CIRCLE 1/01/19 850,000.00 100.00 850,000.00 6,409.00
SALE 1/20/11 1248EPAT CCO HLDGS LLC / CAP CORP 7.0000 7.033
55272 1/25/11 289296 LOGAN CIRCLE 1/15/19 105,000.00 100.06 105,065.63 277.09
SALE 1/20/11 1248EPAT CCO HLDGS LLC / CAP CORP 7.0000 7.033
55272 1/25/11 289296 LOGAN CIRCLE 1/15/19 60,000.00 100.00 60,000.00 120.83
SALE 1/20/11 1248EPAT CCO HLDGS LLC / CAP CORP 7.0000 7.033
55272 1/25/11 289296 LOGAN CIRCLE 1/15/19 105,000.00 100.00 105,000.00 211.46
SALE 1/14/11 12619AAA CPG INTERNATIONAL 11.4675 31.759
47194 1/19/11 289296 LOGAN CIRCLE 7/01/12 275,000.00 99.750 274,312.50 72,435.45
SALE 1/28/11 178760AC CITYCENTER HLDGS/FINANCE 10.7500 10.749
55204 2/02/11 289296 LOGAN CIRCLE 1/15/17 135,000.00 104.75 141,412.50 6,412.50
SALE 1/31/11 178760AC CITYCENTER HLDGS/FINANCE 10.7500 10.749
55204 2/03/11 289296 LOGAN CIRCLE 1/15/17 250,000.00 104.50 261,250.00 11,250.00
SALE 1/05/11 19190AAA COFFEYVILLE RESOURCE 9.0000 8.693
51393 1/10/11 289296 LOGAN CIRCLE 4/01/15 155,000.00 107.25 166,237.50 9,620.83
SALE 1/13/11 199333AH COLUMBUS MCKINNON CORP 7.8750 8.125
55180 1/25/11 289296 LOGAN CIRCLE 2/01/19 105,000.00 101.00 106,050.00 2,577.75
SALE 1/06/11 23327BAC DJO FIN LLC/DJO FIN CORP 9.3400 9.079
54178 1/11/11 289296 LOGAN CIRCLE 10/15/17 150,000.00 104.50 156,750.00 4,838.78
SALE 1/28/11 23327BAC DJO FIN LLC/DJO FIN CORP 9.3400 9.079
54178 2/02/11 289296 LOGAN CIRCLE 10/15/17 200,000.00 105.37 210,750.00 8,216.46
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 1/01/11 THROUGH 1/31/11
LOGAN CIRCLE (5163) -Cont. PAGE: 147
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/31/11 235825AA DANA HOLDING CORP 6.5000 6.499
55357 2/03/11 289296 LOGAN CIRCLE 2/15/19 90,000.00 101.50 91,350.00 1,350.00
SALE 1/03/11 29264FAC ENDO PHARMACEUT HLDGS IN 7.0000 7.125
54574 1/06/11 289296 LOGAN CIRCLE 12/15/20 750,000.00 102.50 768,750.00 25,405.41
SALE 1/13/11 302051AP EXIDE TECHNOLOGIES 8.6250 8.624
55181 1/25/11 289296 LOGAN CIRCLE 2/01/18 85,000.00 103.62 88,081.25 3,081.25
SALE 1/06/11 319963AT FIRST DATA CORP 10.5500 14.904
50509 1/11/11 289296 LOGAN CIRCLE 9/24/15 53,000.00 97.250 51,542.50 6,174.64
SALE 1/03/11 319963AY FIRST DATA CORPORATION 8.2500 10.471
54984 1/06/11 289296 LOGAN CIRCLE 1/15/21 236,000.00 97.000 228,920.00 24,991.09
SALE 1/31/11 319963AZ FIRST DATA CORPORATION 8.7500 9.856
54985 2/03/11 289315 LOGAN CIRCLE 1/15/22 50,000.00 97.500 48,750.00 2,408.98
SALE 1/31/11 319963BA FIRST DATA CORPORATION 12.6250 15.208
54986 2/03/11 289315 LOGAN CIRCLE 1/15/21 100,000.00 102.00 102,000.00 15,054.97
SALE 1/31/11 319963BA FIRST DATA CORPORATION 12.6250 15.208
54986 2/03/11 289315 LOGAN CIRCLE 1/15/21 100,000.00 102.00 102,000.00 15,054.97
SALE 1/13/11 374500AA GRIFOLS INC 8.2500 8.249
55168 1/21/11 289296 LOGAN CIRCLE 2/01/18 100,000.00 103.37 103,375.00 3,375.00
SALE 1/25/11 428040CH HERTZ CORP 6.7500 6.748
55358 2/08/11 289296 LOGAN CIRCLE 4/15/19 115,000.00 100.25 115,287.50 287.50
SALE 1/10/11 43162RAB HILLMAN GROUP INC 10.8750 10.496
54821 1/13/11 289296 LOGAN CIRCLE 6/01/18 165,000.00 109.00 179,850.00 11,732.60
SALE 1/20/11 45661TAK INERGY LP/INERGY FIN 6.8750 6.875
55274 2/02/11 289296 LOGAN CIRCLE 8/01/21 175,000.00 100.25 175,437.50 437.50
SALE 1/18/11 516807AA LAREDO PETROLEUM INC 9.5000 9.498
55167 1/21/11 289296 LOGAN CIRCLE 2/15/19 165,000.00 103.00 169,950.00 4,950.00
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 1/01/11 THROUGH 1/31/11
LOGAN CIRCLE (5163) -Cont. PAGE: 148
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/31/11 527298AP LEVEL 3 FINANCING INC 10.0000 10.389
52672 2/03/11 289296 LOGAN CIRCLE 2/01/18 15,000.00 100.75 15,112.50 397.49
SALE 1/31/11 527298AP LEVEL 3 FINANCING INC 10.0000 10.389
52672 2/03/11 289296 LOGAN CIRCLE 2/01/18 280,000.00 99.750 279,300.00 4,619.84
SALE 1/04/11 552953AG MGM MIRAGE INC 5.8750 9.258
54747 1/07/11 289296 LOGAN CIRCLE 2/27/14 585,000.00 93.750 548,437.50 16,373.91
SALE 1/04/11 552953AG MGM MIRAGE INC 5.8750 9.258
54747 1/07/11 289296 LOGAN CIRCLE 2/27/14 315,000.00 93.750 295,312.50 8,816.72
SALE 1/20/11 552953AR MGM MIRAGE 6.6250 8.834
55035 1/25/11 289296 LOGAN CIRCLE 7/15/15 100,000.00 92.750 92,750.00 772.92
SALE 1/26/11 552953AR MGM MIRAGE 6.6250 8.834
55035 1/31/11 289296 LOGAN CIRCLE 7/15/15 275,000.00 93.500 257,125.00 4,187.18
SALE 1/19/11 570506AH MARKWEST ENERGY 8.7500 10.073
43074 1/24/11 289296 LOGAN CIRCLE 4/15/18 380,000.00 109.00 414,200.00 59,677.90
SALE 1/11/11 58445MAM MEDIACOM LLC/CAPTL CORP 9.1250 8.995
52152 1/14/11 289296 LOGAN CIRCLE 8/15/19 275,000.00 103.25 283,937.50 6,875.31
SALE 1/27/11 58445MAM MEDIACOM LLC/CAPTL CORP 9.1250 8.995
52152 2/01/11 289296 LOGAN CIRCLE 8/15/19 600,000.00 103.25 619,500.00 14,974.79
SALE 1/31/11 62546RAB MULTIPLAN INC 9.8750 9.434
53101 2/03/11 289296 LOGAN CIRCLE 9/01/18 100,000.00 108.25 108,250.00 5,915.07
SALE 1/13/11 628530AL MYLAN INC 7.8750 6.875
53036 1/19/11 289296 LOGAN CIRCLE 7/15/20 200,000.00 112.00 224,000.00 10,235.77
SALE 1/13/11 628530AL MYLAN INC 7.8750 6.875
53036 1/19/11 289296 LOGAN CIRCLE 7/15/20 200,000.00 111.75 223,500.00 9,735.76
SALE 1/13/11 639365AE NAVIOS MARITIME HLDS/FIN 8.1250 8.124
55202 1/28/11 289296 LOGAN CIRCLE 2/15/19 125,000.00 101.12 126,406.25 1,406.25
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
LOGAN CIRCLE (5163) -Cont. PAGE: 149
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TRXN/ TRADE/ 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 1/14/11 67090FAE NUVEEN INVESTMENTS INC 10.5000 9.636
55189 1/20/11 289296 LOGAN CIRCLE 11/15/15 65,000.00 103.50 67,275.00 168.99
SALE 1/14/11 67090FAE NUVEEN INVESTMENTS INC 10.5000 9.636
55189 1/20/11 289296 LOGAN CIRCLE 11/15/15 15,000.00 103.25 15,487.50 1.50
SALE 1/19/11 67090FAE NUVEEN INVESTMENTS INC 10.5000 9.636
55189 1/24/11 289296 LOGAN CIRCLE 11/15/15 445,000.00 103.00 458,350.00 -1,039.77
SALE 1/20/11 717148AA PHARMANET DEVELOPMENT GR 10.8750 10.681
51475 1/25/11 289296 LOGAN CIRCLE 4/15/17 225,000.00 109.75 246,937.50 20,063.90
SALE 1/26/11 72347QAD PINNACLE FOODS FIN LLC 10.6250 9.011
54059 1/28/11 289296 LOGAN CIRCLE 4/01/17 150,000.00 108.25 162,375.00 1,140.77
SALE 1/05/11 74959GAC REYNOLDS GRP ISS/REYNOLD 9.0000 8.535
54185 1/10/11 289296 LOGAN CIRCLE 4/15/19 100,000.00 104.25 104,250.00 1,558.72
SALE 1/28/11 761735AE REYNOLDS GROUP HOLDINGS 8.2500 8.249
55399 2/02/11 289296 LOGAN CIRCLE 2/15/21 250,000.00 101.37 253,437.50 3,437.50
SALE 1/20/11 847788AN SPEEDWAY MOTORSPORTS INC 8.7500 9.375
49729 1/25/11 289296 LOGAN CIRCLE 6/01/16 170,000.00 109.00 185,300.00 19,728.35
SALE 1/21/11 847788AP SPEEDWAY MOTORSPORTS INC 6.7500 6.648
55298 2/03/11 289296 LOGAN CIRCLE 2/01/19 165,000.00 101.25 167,062.50 1,031.25
SALE 1/21/11 847788AP SPEEDWAY MOTORSPORTS INC 6.7500 6.648
55298 2/03/11 289296 LOGAN CIRCLE 2/01/19 165,000.00 101.25 167,062.50 1,031.25
SALE 1/21/11 85590AAN STARWOOD HOTELS & RESORT 7.1500 7.006
50545 1/26/11 289296 LOGAN CIRCLE 12/01/19 450,000.00 109.75 493,875.00 39,715.66
SALE 1/12/11 867363AN SUNGARD DATA SYSTEMS INC 10.6250 8.364
51067 1/18/11 289296 LOGAN CIRCLE 5/15/15 400,000.00 111.25 445,000.00 12,830.37
SALE 1/19/11 87952VAF TELESAT CANADA/TELESAT L 12.5000 14.751
47980 1/24/11 289296 LOGAN CIRCLE 11/01/17 150,000.00 122.50 183,750.00 47,990.71
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 1/01/11 THROUGH 1/31/11
LOGAN CIRCLE (5163) -Cont. PAGE: 150
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/11/11 92531XAK VERSO PAPER HLDGS LLC INC 8.7500 8.875
55129 1/26/11 289296 LOGAN CIRCLE 2/01/19 50,000.00 103.00 51,500.00 1,854.50
SALE 1/12/11 92531XAK VERSO PAPER HLDGS LLC INC 8.7500 8.875
55129 1/26/11 289296 LOGAN CIRCLE 2/01/19 50,000.00 103.00 51,500.00 1,854.50
SALE 1/26/11 92531XAK VERSO PAPER HLDGS LLC INC 8.7500 8.875
55129 1/31/11 289296 LOGAN CIRCLE 2/01/19 110,000.00 103.12 113,437.50 4,241.13
SALE 1/21/11 92930MAF WMG HOLDINGS CORP 9.5000 17.557
50010 1/26/11 289296 LOGAN CIRCLE 12/15/14 300,000.00 102.25 306,750.00 72,937.34
SALE 1/21/11 92930MAF WMG HOLDINGS CORP 9.5000 17.557
50010 1/26/11 289296 LOGAN CIRCLE 12/15/14 215,000.00 102.00 219,300.00 51,734.26
SALE 1/21/11 92930MAF WMG HOLDINGS CORP 9.5000 17.557
50010 1/26/11 289296 LOGAN CIRCLE 12/15/14 95,000.00 102.00 96,900.00 22,859.32
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 13,119,000.00 13,445,115.63 705,676.05
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 13,119,000.00 13,445,115.63 705,676.05
END OF REPORT FOR: LOGAN CIRCLE
S T A T E O F N E W J E R S E Y 5164
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
POST ADVISORY (5164) PAGE: 151
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TRXN/ TRADE/ 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 1/13/11 00213LAA AS AMERICAS 10.7500 10.749
55175 1/19/11 289296 POST ADVISORY 1/15/16 875,000.00 100.00 875,000.00
PUR 1/20/11 00289RAA ABENGOA FINANCE 8.8750 9.533
54205 1/25/11 289296 POST ADVISORY 11/01/17 250,000.00 96.750 241,875.00
PUR 1/10/11 12467AAA C+S GROUP ENTERPRISES LLC 8.3750 8.951
55127 1/13/11 289296 POST ADVISORY 5/01/17 900,000.00 97.250 875,250.00
PUR 1/18/11 12621EAD CNO FINANCIAL GROUP INC 9.0000 7.981
55235 1/21/11 289296 POST ADVISORY 1/15/18 1,000,000.00 105.37 1,053,750.00
PUR 1/11/11 203372AH COMMSCOPE INC 8.2500 8.250
55140 1/14/11 289296 POST ADVISORY 1/15/19 1,125,000.00 100.00 1,125,000.00
PUR 1/11/11 265516AA DUNKIN FINANCE CORP 9.6250 9.303
55133 1/14/11 289296 POST ADVISORY 12/01/18 950,000.00 101.75 966,625.00
PUR 1/11/11 267482AD DYCOM INVESTMENTS INC 7.1250 7.125
55131 1/21/11 289296 POST ADVISORY 1/15/21 225,000.00 100.00 225,000.00
PUR 1/12/11 374500AA GRIFOLS INC 8.2500 8.249
55170 1/21/11 289296 POST ADVISORY 2/01/18 875,000.00 100.00 875,000.00
PUR 1/11/11 45031TAR ITC DELTACOM INC 10.5000 8.076
55132 1/14/11 289296 POST ADVISORY 4/01/16 850,000.00 110.12 936,062.50
PUR 1/12/11 516807AA LAREDO PETROLEUM INC 9.5000 9.498
55169 1/20/11 289296 POST ADVISORY 2/15/19 975,000.00 100.00 975,000.00
PUR 1/21/11 67102BAA ONO FINANCE II PLC 10.8750 10.873
55320 1/28/11 289296 POST ADVISORY 7/15/19 525,000.00 100.00 525,000.00
PUR 1/27/11 761735AE REYNOLDS GROUP HOLDINGS 8.2500 8.249
55401 2/01/11 289296 POST ADVISORY 2/15/21 1,150,000.00 100.00 1,150,000.00
S T A T E O F N E W J E R S E Y 5164
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
POST ADVISORY (5164) -Cont. PAGE: 152
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TRXN/ TRADE/ 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 1/13/11 78108AAD RSC EQUIP RENT / RSC HLDGS 8.2500 8.249
55200 1/19/11 289296 POST ADVISORY 2/01/21 775,000.00 100.00 775,000.00
PUR 1/03/11 85512QAF STAR GAS PARTNER/ FINANCE 8.8750 8.580
54389 1/06/11 289296 POST ADVISORY 12/01/17 425,000.00 101.50 431,375.00
PUR 1/11/11 90266DAA UNCLE ACQUISITION 2010 8.6250 8.624
55128 1/26/11 289296 POST ADVISORY 2/15/19 425,000.00 100.00 425,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 11,325,000.00 11,454,937.50
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 11,325,000.00 11,454,937.50
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 1/25/11 00213LAA AS AMERICAS 10.7500 10.749
55175 1/28/11 289296 POST ADVISORY 1/15/16 875,000.00 104.75 916,562.50 41,562.50
SALE 1/14/11 07556QAX BEAZER HOMES USA 9.1250 9.330
54341 1/20/11 289296 POST ADVISORY 5/15/19 750,000.00 100.00 750,000.00 8,957.98
SALE 1/26/11 203372AH COMMSCOPE INC 8.2500 8.250
55140 1/31/11 289296 POST ADVISORY 1/15/19 1,125,000.00 103.75 1,167,187.50 42,187.50
SALE 1/27/11 20338CAE COMMUNICATIONS & PWR 8.0000 10.129
46582 1/27/11 289315 POST ADVISORY 2/01/12 2,000,000.00 97.350 1,947,000.00 -12,982.66
SALE 1/11/11 267482AD DYCOM INVESTMENTS INC 7.1250 7.125
55131 1/21/11 289296 POST ADVISORY 1/15/21 225,000.00 101.50 228,375.00 3,375.00
SALE 1/28/11 281023AU EDISON MISSION 7.0000 14.457
52098 2/02/11 289296 POST ADVISORY 5/15/17 825,000.00 82.250 678,562.50 102,382.04
SALE 1/24/11 284138AL ELAN FIN PLC/ELAN FIN CP 8.7500 9.621
53110 1/27/11 289296 POST ADVISORY 10/15/16 2,000,000.00 105.25 2,105,000.00 180,728.59
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 1/01/11 THROUGH 1/31/11
POST ADVISORY (5164) -Cont. PAGE: 153
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/12/11 374500AA GRIFOLS INC 8.2500 8.249
55170 1/21/11 289296 POST ADVISORY 2/01/18 200,000.00 104.00 208,000.00 8,000.00
SALE 1/13/11 374500AA GRIFOLS INC 8.2500 8.249
55170 1/21/11 289296 POST ADVISORY 2/01/18 300,000.00 103.62 310,874.60 10,874.60
SALE 1/14/11 374500AA GRIFOLS INC 8.2500 8.249
55170 1/21/11 289296 POST ADVISORY 2/01/18 350,000.00 103.62 362,687.50 12,687.50
SALE 1/12/11 422248AA HEALTH NET INC 6.3750 7.639
48872 1/18/11 289296 POST ADVISORY 6/01/17 2,150,000.00 101.00 2,171,500.00 156,767.01
SALE 1/24/11 458207AC INTELSAT JACKSON HLDG 11.5000 9.829
51004 1/27/11 289296 POST ADVISORY 6/15/16 2,600,000.00 107.75 2,801,500.00 23,784.88
SALE 1/27/11 761735AE REYNOLDS GROUP HOLDINGS 8.2500 8.249
55401 2/01/11 289296 POST ADVISORY 2/15/21 500,000.00 102.00 510,000.00 10,000.00
SALE 1/19/11 767754BQ RITE AID 9.3750 13.842
53603 1/24/11 289296 POST ADVISORY 12/15/15 425,000.00 86.125 366,031.25 7,034.62
SALE 1/14/11 78108AAD RSC EQUIP RENT / RSC HLDGS 8.2500 8.249
55200 1/20/11 289296 POST ADVISORY 2/01/21 775,000.00 102.25 792,437.50 17,437.50
SALE 1/31/11 82967NAA SIRIUS XM RADIO 9.7500 10.375
48367 2/03/11 289296 POST ADVISORY 9/01/15 550,000.00 113.00 621,500.00 83,870.37
SALE 1/19/11 90266DAA UNCLE ACQUISITION 2010 8.6250 8.624
55128 1/26/11 289296 POST ADVISORY 2/15/19 425,000.00 103.12 438,281.25 13,281.25
SALE 1/06/11 904201AA UNIVISION COMMUNICATIONS 9.7500 8.093
54671 1/06/11 289296 POST ADVISORY 3/15/15 22,052.00 103.50 22,823.82 -500.46
SALE 1/06/11 904201AA UNIVISION COMMUNICATIONS 9.7500 8.093
54671 1/06/11 289296 POST ADVISORY 3/15/15 623,800.00 103.50 645,633.00 -14,156.79
SALE 1/18/11 92933BAB WMG ACQUISITION CORP 9.5000 10.061
52153 1/21/11 289296 POST ADVISORY 6/15/16 100,000.00 107.00 107,000.00 9,310.89
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 1/01/11 THROUGH 1/31/11
POST ADVISORY (5164) -Cont. PAGE: 154
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TRXN/ TRADE/ 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 1/21/11 92933BAB WMG ACQUISITION CORP 9.5000 10.061
52153 1/26/11 289296 POST ADVISORY 6/15/16 750,000.00 108.00 810,000.00 77,312.03
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 17,570,852.00 17,960,956.42 781,914.35
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 17,570,852.00 17,960,956.42 781,914.35
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 1/01/11 THROUGH 1/31/11
PIMCO (5166) PAGE: 155
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TRXN/ TRADE/ 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 1/24/11 008635AA AGUILA 3 SA 7.8750 7.871
55321 1/28/11 289296 PIMCO 1/31/18 150,000.00 100.00 150,000.00
PUR 1/25/11 008635AA AGUILA 3 SA 7.8750 7.407
55321 1/28/11 289296 PIMCO 1/31/18 150,000.00 102.50 153,750.00
PUR 1/26/11 008635AA AGUILA 3 SA 7.8750 7.457
55321 1/31/11 289296 PIMCO 1/31/18 200,000.00 102.25 204,500.00
PUR 1/27/11 088611AA BI LO LLC/BI LO FIN CORP 9.2500 9.249
55394 2/03/11 289296 PIMCO 2/15/19 500,000.00 100.00 500,000.00
PUR 1/26/11 147448AF CASELLA WASTE SYSTEMS IN 7.7500 7.750
55369 2/07/11 289296 PIMCO 2/15/19 500,000.00 100.00 500,000.00
PUR 1/13/11 178760AA CITYCENTER HLDGS/FINANCE 7.6250 7.442
55179 1/21/11 289296 PIMCO 1/15/16 37,000.00 100.75 37,277.50
PUR 1/13/11 178760AA CITYCENTER HLDGS/FINANCE 7.6250 7.624
55179 1/21/11 289296 PIMCO 1/15/16 113,000.00 100.00 113,000.00
PUR 1/13/11 178760AC CITYCENTER HLDGS/FINANCE 10.7500 10.749
55176 1/21/11 289296 PIMCO 1/15/17 250,000.00 100.00 250,000.00
PUR 1/11/11 203372AH COMMSCOPE INC 8.2500 7.845
55134 1/14/11 289296 PIMCO 1/15/19 19,000.00 102.37 19,451.25
PUR 1/11/11 203372AH COMMSCOPE INC 8.2500 8.250
55134 1/14/11 289296 PIMCO 1/15/19 131,000.00 100.00 131,000.00
PUR 1/12/11 203372AH COMMSCOPE INC 8.2500 7.739
55134 1/18/11 289296 PIMCO 1/15/19 50,000.00 103.00 51,500.00
PUR 1/12/11 203372AH COMMSCOPE INC 8.2500 7.739
55134 1/18/11 289296 PIMCO 1/15/19 50,000.00 103.00 51,500.00
S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
PIMCO (5166) -Cont. PAGE: 156
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/19/11 203372AH COMMSCOPE INC 8.2500 7.738
55134 1/24/11 289296 PIMCO 1/15/19 250,000.00 103.00 257,500.00
PUR 1/13/11 302051AP EXIDE TECHNOLOGIES 8.6250 8.624
55186 1/25/11 289296 PIMCO 2/01/18 450,000.00 100.00 450,000.00
PUR 1/14/11 302051AP EXIDE TECHNOLOGIES 8.6250 7.780
55186 1/25/11 289296 PIMCO 2/01/18 50,000.00 104.50 52,250.00
PUR 1/12/11 374500AA GRIFOLS INC 8.2500 8.249
55142 1/21/11 289296 PIMCO 2/01/18 210,000.00 100.00 210,000.00
PUR 1/12/11 374500AA GRIFOLS INC 8.2500 7.506
55142 1/21/11 289296 PIMCO 2/01/18 40,000.00 104.00 41,600.00
PUR 1/19/11 45661TAK INERGY LP/INERGY FIN 6.8750 6.875
55275 2/02/11 289296 PIMCO 8/01/21 100,000.00 100.00 100,000.00
PUR 1/25/11 458204AJ INTELSAT BERMUDA 11.5000 8.530
51124 1/28/11 289296 PIMCO 2/04/17 250,000.00 113.75 284,375.00
PUR 1/12/11 516807AA LAREDO PETROLEUM INC 9.5000 9.498
55141 1/20/11 289296 PIMCO 2/15/19 500,000.00 100.00 500,000.00
PUR 1/05/11 552953BC MGM MIRAGE INC 7.5000 8.923
50359 1/10/11 289296 PIMCO 6/01/16 250,000.00 94.000 235,000.00
PUR 1/21/11 67102BAA ONO FINANCE II PLC 10.8750 10.873
55300 1/28/11 289296 PIMCO 7/15/19 500,000.00 100.00 500,000.00
PUR 1/25/11 695160AA PACKAGING DYNMAICS CORP 8.7500 8.750
55341 2/01/11 289296 PIMCO 2/01/16 126,000.00 100.00 126,000.00
PUR 1/25/11 695160AA PACKAGING DYNMAICS CORP 8.7500 7.980
55341 2/01/11 289296 PIMCO 2/01/16 8,000.00 103.12 8,250.00
PUR 1/25/11 695160AA PACKAGING DYNMAICS CORP 8.7500 8.010
55341 2/01/11 289296 PIMCO 2/01/16 8,000.00 103.00 8,240.00
S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
PIMCO (5166) -Cont. PAGE: 157
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TRXN/ TRADE/ 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 1/25/11 695160AA PACKAGING DYNMAICS CORP 8.7500 7.950
55341 2/01/11 289296 PIMCO 2/01/16 8,000.00 103.25 8,260.00
PUR 1/13/11 731745AK POLYMER GROUP INC 7.7500 7.750
55177 1/28/11 289296 PIMCO 2/01/19 75,000.00 100.00 75,000.00
PUR 1/19/11 731745AK POLYMER GROUP INC 7.7500 7.209
55177 1/28/11 289296 PIMCO 2/01/19 50,000.00 103.25 51,625.00
PUR 1/27/11 761735AC REYNOLDS GROUP HOLDINGS 6.8750 6.874
55373 2/01/11 289296 PIMCO 2/15/21 100,000.00 100.00 100,000.00
PUR 1/27/11 761735AE REYNOLDS GROUP HOLDINGS 8.2500 8.249
55372 2/01/11 289296 PIMCO 2/15/21 250,000.00 100.00 250,000.00
PUR 1/12/11 914906AH UNIVISION COMMUNICATIONS 7.8750 6.946
54124 1/18/11 289296 PIMCO 11/01/20 100,000.00 106.50 106,500.00
PUR 1/10/11 914906AK UNIVISION COMMUNICATIONS 8.5000 8.243
54870 1/13/11 289296 PIMCO 5/15/21 250,000.00 101.75 254,375.00
PUR 1/26/11 918242AD VIMPEL COM (VIP FINANCE) 7.7480 7.748
55359 2/02/11 289296 PIMCO 2/02/21 400,000.00 100.00 400,000.00
PUR 1/21/11 922036AC VANGUARD HEALTH SYSTEMS 10.625
55304 1/26/11 289296 PIMCO 2/01/16 500,000.00 59.508 297,540.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 6,625,000.00 6,478,493.75
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 6,625,000.00 6,478,493.75
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 1/01/11 THROUGH 1/31/11
PIMCO (5166) -Cont. PAGE: 158
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TRXN/ TRADE/ 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 1/19/11 030981AD AMERIGAS PARTNERS LP 7.2500 8.425
42104 1/19/11 289296 PIMCO 5/20/15 500,000.00 100.95 504,750.00 25,813.57
SALE 1/04/11 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 8.909
42071 1/07/11 289296 PIMCO 7/15/15 1,200,000.00 106.12 1,273,500.00 75,037.82
SALE 1/31/11 125581FT CIT GROUP INC 7.0000 6.999
49983 1/31/11 289296 PIMCO 5/01/13 28,249.18 100.00 28,249.18
SALE 1/31/11 228188AD CROWN AMERICAS 7.7500 7.122
42105 2/01/11 289315 PIMCO 11/15/15 225,000.00 103.87 233,718.75 3,106.69
SALE 1/21/11 29444UAJ EQUINIX INC 8.1250 8.125
50955 1/26/11 289296 PIMCO 3/01/18 350,000.00 107.00 374,500.00 24,500.00
SALE 1/21/11 581241AA MCJUNKING RED MAN CORP 9.5000 9.428
50353 1/26/11 289296 PIMCO 12/15/16 250,000.00 99.000 247,500.00 -3,254.74
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 2,553,249.18 2,662,217.93 125,203.34
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 2,553,249.18 2,662,217.93 125,203.34
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 1/01/11 THROUGH 1/31/11
NOMURA (5167) PAGE: 159
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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 1/13/11 00213LAA AS AMERICAS 10.7500 10.749
55201 1/19/11 289296 NOMURA 1/15/16 50,000.00 100.00 50,000.00
PUR 1/24/11 008635AA AGUILA 3 SA 7.8750 7.871
55339 1/28/11 289296 NOMURA 1/31/18 150,000.00 100.00 150,000.00
PUR 1/05/11 008674AB AHERN RENTALS INC 9.2500 40.885
41993 1/10/11 289296 NOMURA 8/15/13 25,000.00 52.000 13,000.00
PUR 1/27/11 053810AA AVIV HEALTHCARE PROPERTI 7.7500 7.749
55395 2/04/11 289296 NOMURA 2/15/19 75,000.00 100.00 75,000.00
PUR 1/27/11 088611AA BI LO LLC/BI LO FIN CORP 9.2500 9.249
55396 2/03/11 289296 NOMURA 2/15/19 275,000.00 100.00 275,000.00
PUR 1/04/11 1248EPAS CC0 HLDGS LLC/CAP CORP 7.0000 7.125
55051 1/11/11 289296 NOMURA 1/01/19 400,000.00 99.246 396,984.00
PUR 1/19/11 1248EPAT CCO HLDGS LLC / CAP CORP 7.0000 7.083
55273 1/25/11 289296 NOMURA 1/15/19 175,000.00 99.500 174,125.00
PUR 1/26/11 147448AF CASELLA WASTE SYSTEMS IN 7.7500 7.750
55368 2/07/11 289296 NOMURA 2/15/19 225,000.00 100.00 225,000.00
PUR 1/04/11 151290AW CEMEX SAB DE CV 9.0000 9.125
55050 1/11/11 289296 NOMURA 1/11/18 100,000.00 99.364 99,364.00
PUR 1/13/11 15672WAA CEQUEL COM CAP 8.6250 8.065
52000 1/19/11 289296 NOMURA 11/15/17 250,000.00 102.87 257,187.50
PUR 1/13/11 178760AA CITYCENTER HLDGS/FINANCE 7.6250 7.624
55194 1/21/11 289296 NOMURA 1/15/16 450,000.00 100.00 450,000.00
PUR 1/13/11 178760AC CITYCENTER HLDGS/FINANCE 10.7500 10.749
55199 1/21/11 289296 NOMURA 1/15/17 75,000.00 100.00 75,000.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
NOMURA (5167) -Cont. PAGE: 160
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TRXN/ TRADE/ 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 1/06/11 184502AP CLEAR CHANNEL COMMUNICATION 5.7500 7.382
55082 1/11/11 289296 NOMURA 1/15/13 750,000.00 97.000 727,500.00
PUR 1/11/11 19239VAC COGENT COMMUNICATIONS GR 8.3750 8.373
55139 1/26/11 289296 NOMURA 2/15/18 300,000.00 100.00 300,000.00
PUR 1/11/11 203372AH COMMSCOPE INC 8.2500 7.719
55138 1/14/11 289296 NOMURA 1/15/19 25,000.00 103.12 25,781.25
PUR 1/11/11 203372AH COMMSCOPE INC 8.2500 7.719
55138 1/14/11 289296 NOMURA 1/15/19 25,000.00 103.12 25,781.25
PUR 1/11/11 203372AH COMMSCOPE INC 8.2500 7.740
55138 1/14/11 289296 NOMURA 1/15/19 25,000.00 103.00 25,750.00
PUR 1/11/11 203372AH COMMSCOPE INC 8.2500 7.824
55138 1/14/11 289296 NOMURA 1/15/19 50,000.00 102.50 51,250.00
PUR 1/11/11 203372AH COMMSCOPE INC 8.2500 7.719
55138 1/14/11 289296 NOMURA 1/15/19 75,000.00 103.12 77,343.75
PUR 1/11/11 203372AH COMMSCOPE INC 8.2500 7.803
55138 1/14/11 289296 NOMURA 1/15/19 50,000.00 102.62 51,312.50
PUR 1/11/11 203372AH COMMSCOPE INC 8.2500 8.250
55138 1/14/11 289296 NOMURA 1/15/19 225,000.00 100.00 225,000.00
PUR 1/11/11 203372AH COMMSCOPE INC 8.2500 7.782
55138 1/14/11 289296 NOMURA 1/15/19 25,000.00 102.75 25,687.50
PUR 1/11/11 203372AH COMMSCOPE INC 8.2500 7.719
55138 1/14/11 289296 NOMURA 1/15/19 25,000.00 103.12 25,781.25
PUR 1/11/11 203372AH COMMSCOPE INC 8.2500 7.740
55138 1/14/11 289296 NOMURA 1/15/19 25,000.00 103.00 25,750.00
PUR 1/20/11 21038TAA CONSTELLATION ENTERPRISE 10.6250 11.000
55299 1/28/11 289296 NOMURA 2/01/16 275,000.00 98.583 271,103.25
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
NOMURA (5167) -Cont. PAGE: 161
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TRXN/ TRADE/ 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 1/05/11 226566AL CRICKET COMMUNICATIONS I 7.7500 8.219
55065 1/10/11 289296 NOMURA 10/15/20 100,000.00 96.875 96,875.00
PUR 1/18/11 22818VAA CROWN AMER/CAP CORP III 6.2500 6.248
55257 1/31/11 289296 NOMURA 2/01/21 325,000.00 100.00 325,000.00
PUR 1/25/11 235825AA DANA HOLDING CORP 6.5000 6.499
55361 1/28/11 289296 NOMURA 2/15/19 125,000.00 100.00 125,000.00
PUR 1/25/11 235825AB DANA HOLDING CORP 6.7500 6.749
55350 1/28/11 289296 NOMURA 2/15/21 100,000.00 100.00 100,000.00
PUR 1/11/11 267482AD DYCOM INVESTMENTS INC 7.1250 7.125
55135 1/21/11 289296 NOMURA 1/15/21 125,000.00 100.00 125,000.00
PUR 1/13/11 28660GAE ELIZABETH ARDEN INC 7.3750 7.373
55196 1/21/11 289296 NOMURA 3/15/21 100,000.00 100.00 100,000.00
PUR 1/18/11 29210QAA EMPIRE TODAY LLC 11.3750 11.617
55258 1/31/11 289296 NOMURA 2/01/17 75,000.00 98.941 74,205.75
PUR 1/13/11 302051AP EXIDE TECHNOLOGIES 8.6250 8.624
55192 1/25/11 289296 NOMURA 2/01/18 275,000.00 100.00 275,000.00
PUR 1/26/11 35803QAA FRENSENIUS MED CARE US 5.7500 5.875
55367 2/03/11 289296 NOMURA 2/15/21 325,000.00 99.060 321,945.00
PUR 1/25/11 390607AA GREAT LAKES DREDGE + DOCK 7.3750 7.375
55351 1/28/11 289296 NOMURA 2/01/19 175,000.00 100.00 175,000.00
PUR 1/06/11 413622AC HARRAHS OPER CO 12.7500 12.005
51715 1/11/11 289296 NOMURA 4/15/18 50,000.00 103.50 51,750.00
PUR 1/06/11 413622AC HARRAHS OPER CO 12.7500 11.902
51715 1/11/11 289296 NOMURA 4/15/18 25,000.00 104.00 26,000.00
PUR 1/03/11 413627BB HARRAHS OPER INC 10.0000 10.062
55034 1/06/11 289296 NOMURA 12/15/15 119,000.00 99.750 118,702.50
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 1/01/11 THROUGH 1/31/11
NOMURA (5167) -Cont. PAGE: 162
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/03/11 413627BM HARRAHS OPERATING CO INC 10.0000 11.564
50602 1/06/11 289296 NOMURA 12/15/18 100,000.00 92.000 92,000.00
PUR 1/25/11 428040CH HERTZ CORP 6.7500 6.748
55352 2/08/11 289296 NOMURA 4/15/19 325,000.00 100.00 325,000.00
PUR 1/19/11 45661TAK INERGY LP/INERGY FIN 6.8750 6.875
55276 2/02/11 289296 NOMURA 8/01/21 450,000.00 100.00 450,000.00
PUR 1/25/11 46112NAC INTERTAPE POLYMER US INC 8.5000 15.107
55354 1/28/11 289296 NOMURA 8/01/14 25,000.00 82.500 20,625.00
PUR 1/12/11 516807AA LAREDO PETROLEUM INC 9.5000 9.498
55166 1/20/11 289296 NOMURA 2/15/19 600,000.00 100.00 600,000.00
PUR 1/13/11 639365AE NAVIOS MARITIME HLDS/FIN 8.1250 8.124
55190 1/28/11 289296 NOMURA 2/15/19 175,000.00 100.00 175,000.00
PUR 1/11/11 644274AA NEW ENTERPRISE STONE + L 11.0000 11.193
55136 1/14/11 289296 NOMURA 9/01/18 300,000.00 99.000 297,000.00
PUR 1/24/11 651715AD NEWPAGE CORP 10.0000 53.107
54278 1/27/11 289296 NOMURA 5/01/12 50,000.00 63.500 31,750.00
PUR 1/24/11 651715AD NEWPAGE CORP 10.0000 54.351
54278 1/27/11 289296 NOMURA 5/01/12 50,000.00 62.750 31,375.00
PUR 1/05/11 651715AK NEWPAGE CORPORATION 11.3750 12.854
54279 1/10/11 289296 NOMURA 12/31/14 75,000.00 95.500 71,625.00
PUR 1/24/11 651715AK NEWPAGE CORPORATION 11.3750 11.612
54279 1/27/11 289296 NOMURA 12/31/14 50,000.00 99.250 49,625.00
PUR 1/24/11 651715AK NEWPAGE CORPORATION 11.3750 11.693
54279 1/27/11 289296 NOMURA 12/31/14 150,000.00 99.000 148,500.00
PUR 1/13/11 67090FAE NUVEEN INVESTMENTS INC 10.5000 9.764
55195 1/19/11 289296 NOMURA 11/15/15 300,000.00 102.75 308,250.00
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 1/01/11 THROUGH 1/31/11
NOMURA (5167) -Cont. PAGE: 163
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/21/11 67102BAA ONO FINANCE II PLC 10.8750 10.873
55317 1/28/11 289296 NOMURA 7/15/19 175,000.00 100.00 175,000.00
PUR 1/25/11 695160AA PACKAGING DYNMAICS CORP 8.7500 8.750
55353 2/01/11 289296 NOMURA 2/01/16 100,000.00 100.00 100,000.00
PUR 1/13/11 731745AK POLYMER GROUP INC 7.7500 7.750
55203 1/28/11 289296 NOMURA 2/01/19 125,000.00 100.00 125,000.00
PUR 1/06/11 74756TAQ QUALITY DISTRIB QD CAP 9.8750 9.501
55067 1/11/11 289296 NOMURA 11/01/18 100,000.00 102.00 102,000.00
PUR 1/04/11 758766AE REGAL ENTERTAINMENT CORP 9.1250 8.312
53071 1/07/11 289296 NOMURA 8/15/18 25,000.00 104.50 26,125.00
PUR 1/27/11 761735AC REYNOLDS GROUP HOLDINGS 6.8750 6.874
55397 2/01/11 289296 NOMURA 2/15/21 100,000.00 100.00 100,000.00
PUR 1/27/11 761735AE REYNOLDS GROUP HOLDINGS 8.2500 8.249
55398 2/01/11 289296 NOMURA 2/15/21 400,000.00 100.00 400,000.00
PUR 1/28/11 761735AE REYNOLDS GROUP HOLDINGS 8.2500 8.029
55398 2/02/11 289296 NOMURA 2/15/21 100,000.00 101.50 101,500.00
PUR 1/28/11 761735AE REYNOLDS GROUP HOLDINGS 8.2500 8.011
55398 2/02/11 289296 NOMURA 2/15/21 100,000.00 101.62 101,625.00
PUR 1/13/11 78108AAD RSC EQUIP RENT / RSC HLDGS 8.2500 8.249
55191 1/19/11 289296 NOMURA 2/01/21 625,000.00 100.00 625,000.00
PUR 1/31/11 78454LAA SM ENERGY CO 6.6250 6.625
55433 2/07/11 289315 NOMURA 2/15/19 125,000.00 100.00 125,000.00
PUR 1/06/11 834260AB SOLO CUP CO 8.5000 11.802
55069 1/11/11 289296 NOMURA 2/15/14 50,000.00 91.625 45,812.50
PUR 1/13/11 835834AA SORENSON COMMUNICATIONS 10.5000 23.754
55193 1/19/11 289296 NOMURA 2/01/15 100,000.00 66.750 66,750.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
NOMURA (5167) -Cont. PAGE: 164
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TRXN/ TRADE/ 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 1/13/11 835834AA SORENSON COMMUNICATIONS 10.5000 23.884
55193 1/19/11 289296 NOMURA 2/01/15 175,000.00 66.500 116,375.00
PUR 1/20/11 847788AP SPEEDWAY MOTORSPORTS INC 6.7500 6.750
55297 2/03/11 289296 NOMURA 2/01/19 75,000.00 100.00 75,000.00
PUR 1/06/11 852060AT SPRINT CAPITAL CORP 8.7500 8.281
42215 1/11/11 289296 NOMURA 3/15/32 650,000.00 104.62 680,062.50
PUR 1/19/11 86317AAA STRATUS TECHNOLOGIES INC 12.0000 -42.61
55296 1/24/11 289296 NOMURA 3/29/15 50.00 86250. 43,125.00
PUR 1/06/11 870755AA SWIFT SERVICES HLDGS INC 10.0000 8.873
55068 1/11/11 289296 NOMURA 11/15/18 125,000.00 106.25 132,812.50
PUR 1/19/11 87612BAG TARGA RESOURCES PARTNERS 6.8750 6.875
55295 2/02/11 289296 NOMURA 2/01/21 225,000.00 100.00 225,000.00
PUR 1/10/11 914906AK UNIVISION COMMUNICATIONS 8.5000 8.243
55126 1/13/11 289296 NOMURA 5/15/21 200,000.00 101.75 203,500.00
PUR 1/07/11 91728CAC U S FOODSERVICE 144A 10.2500 9.547
55094 1/12/11 289296 NOMURA 6/30/15 575,000.00 102.50 589,375.00
PUR 1/26/11 918242AC VIMPEL COM (VIP FINANCE) 6.4930 6.493
55393 2/02/11 289296 NOMURA 2/02/16 200,000.00 100.00 200,000.00
PUR 1/26/11 918242AD VIMPEL COM (VIP FINANCE) 7.7480 7.748
55391 2/02/11 289296 NOMURA 2/02/21 200,000.00 100.00 200,000.00
PUR 1/13/11 918866AS VALASSIS COMMUNICATION 6.6250 6.625
55198 1/28/11 289296 NOMURA 2/01/21 225,000.00 100.00 225,000.00
PUR 1/21/11 922036AC VANGUARD HEALTH SYSTEMS .0100 7.876
55319 1/26/11 289296 NOMURA 2/01/16 800,000.00 59.508 476,064.00
PUR 1/21/11 92203PAG VANGUARD HLT HDG LLC INC 7.7500 7.750
55318 1/26/11 289296 NOMURA 2/01/19 425,000.00 100.00 425,000.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
NOMURA (5167) -Cont. PAGE: 165
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TRXN/ TRADE/ 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 1/11/11 92531XAK VERSO PAPER HLDGS LLC INC 8.7500 8.875
55137 1/26/11 289296 NOMURA 2/01/19 100,000.00 99.291 99,291.00
PUR 1/06/11 97314XAE WIND ACQUISITION FIN 11.7500 9.063
52375 1/11/11 289296 NOMURA 7/15/17 450,000.00 113.00 508,500.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 15,244,050.00 14,906,847.00
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 1/05/11 36186R20 ALLY FINANCIAL INC
55066 1/10/11 289296 NOMURA 1,000.00 947.50 947,500.00
PUR 1/07/11 36186R20 ALLY FINANCIAL INC
55066 1/12/11 289296 NOMURA 1,000.00 940.00 940,000.00
PUR 1/10/11 36186R20 ALLY FINANCIAL INC
55066 1/13/11 289296 NOMURA 1,500.00 945.00 1,417,500.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 3,500.00 3,305,000.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 15,247,550.00 18,211,847.00
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 1/27/11 008294AA AFFINION GROUP INC 11.6250 11.967
53803 2/01/11 289296 NOMURA 11/15/15 50,000.00 103.00 51,500.00 2,130.31
SALE 1/27/11 02369AAG AMERICAN ACHIEVEMENT CORP 10.8750 10.872
54259 2/01/11 289296 NOMURA 4/15/16 325,000.00 98.500 320,125.00 -4,875.00
SALE 1/19/11 03216NAD AMSCAN HOLDINGS 8.7500 9.305
46064 1/24/11 289296 NOMURA 5/01/14 75,000.00 100.87 75,656.25 1,824.66
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 1/01/11 THROUGH 1/31/11
NOMURA (5167) -Cont. PAGE: 166
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TRXN/ TRADE/ 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 1/26/11 109178AD BRIGHAM EXPLORATION CO 8.7500 8.750
53565 1/31/11 289296 NOMURA 10/01/18 50,000.00 109.50 54,750.00 4,750.00
SALE 1/24/11 12513GAU CDW LLC/CDW FINANCE 8.0000 8.000
54762 1/27/11 289296 NOMURA 12/15/18 250,000.00 104.25 260,625.00 10,625.00
SALE 1/26/11 125581FX CIT GROUP INC 7.0000 7.917
51806 1/31/11 289296 NOMURA 5/01/17 275,000.00 101.00 277,750.00 15,151.18
SALE 1/27/11 125581FX CIT GROUP INC 7.0000 7.917
51806 2/01/11 289296 NOMURA 5/01/17 375,000.00 101.00 378,750.00 20,581.27
SALE 1/28/11 151290AW CEMEX SAB DE CV 9.0000 9.125
55050 2/02/11 289296 NOMURA 1/11/18 100,000.00 102.25 102,250.00 2,892.46
SALE 1/27/11 15672WAA CEQUEL COM CAP 8.6250 8.317
52000 2/01/11 289296 NOMURA 11/15/17 100,000.00 105.00 105,000.00 3,446.07
SALE 1/26/11 178760AC CITYCENTER HLDGS/FINANCE 10.7500 10.749
55199 1/31/11 289296 NOMURA 1/15/17 75,000.00 104.75 78,562.50 3,562.50
SALE 1/05/11 18538TAD CLEARWIRE COMM/FINANCE 12.0000 11.998
54743 1/10/11 289296 NOMURA 12/01/17 75,000.00 107.00 80,250.00 5,250.00
SALE 1/05/11 18538TAD CLEARWIRE COMM/FINANCE 12.0000 11.998
54743 1/10/11 289296 NOMURA 12/01/17 50,000.00 107.25 53,625.00 3,625.00
SALE 1/27/11 18538TAD CLEARWIRE COMM/FINANCE 12.0000 11.998
54743 2/01/11 289296 NOMURA 12/01/17 75,000.00 108.00 81,000.00 6,000.00
SALE 1/25/11 210795PW CONTINENTAL AIRLINES INC 6.7500 7.001
53131 1/28/11 289296 NOMURA 9/15/15 400,000.00 103.62 414,500.00 18,449.77
SALE 1/19/11 22818VAA CROWN AMER/CAP CORP III 6.2500 6.248
55257 1/31/11 289296 NOMURA 2/01/21 100,000.00 101.50 101,500.00 1,500.00
SALE 1/19/11 22818VAA CROWN AMER/CAP CORP III 6.2500 6.248
55257 1/31/11 289296 NOMURA 2/01/21 50,000.00 101.37 50,687.50 687.50
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
NOMURA (5167) -Cont. PAGE: 167
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TRXN/ TRADE/ 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 1/19/11 22818VAA CROWN AMER/CAP CORP III 6.2500 6.248
55257 1/31/11 289296 NOMURA 2/01/21 100,000.00 101.50 101,500.00 1,500.00
SALE 1/20/11 22818VAA CROWN AMER/CAP CORP III 6.2500 6.248
55257 1/31/11 289296 NOMURA 2/01/21 75,000.00 101.12 75,843.75 843.75
SALE 1/27/11 235825AA DANA HOLDING CORP 6.5000 6.499
55361 2/01/11 289296 NOMURA 2/15/19 125,000.00 101.87 127,343.75 2,343.75
SALE 1/12/11 267482AD DYCOM INVESTMENTS INC 7.1250 7.125
55135 1/21/11 289296 NOMURA 1/15/21 75,000.00 101.87 76,406.25 1,406.25
SALE 1/12/11 281023AU EDISON MISSION 7.0000 10.188
42218 1/18/11 289296 NOMURA 5/15/17 75,000.00 81.000 60,750.00 -3,283.26
SALE 1/20/11 28660GAC ELIZABETH ARDEN INC 7.7500 9.059
42573 1/20/11 289296 NOMURA 1/15/14 250,000.00 99.542 248,855.00 7,260.62
SALE 1/03/11 319963AV FIRST DATA CORP 11.2500 16.740
51626 1/06/11 289296 NOMURA 3/31/16 75,000.00 89.000 66,750.00 5,811.62
SALE 1/05/11 35687MAU FREESCALE SEMICONDUCTOR 10.7500 10.133
54673 1/10/11 289296 NOMURA 8/01/20 175,000.00 111.00 194,250.00 12,762.73
SALE 1/05/11 35687MAU FREESCALE SEMICONDUCTOR 10.7500 10.133
54673 1/10/11 289296 NOMURA 8/01/20 75,000.00 111.00 83,250.00 5,469.74
SALE 1/24/11 404119AX HCA INC 9.2500 9.189
42006 1/26/11 289296 NOMURA 11/15/16 1,000,000.00 107.70 1,077,000.00 74,544.14
SALE 1/10/11 410345AE HANESBRANDS INC 6.5081 6.111
43687 1/13/11 289296 NOMURA 12/15/14 25,000.00 99.875 24,968.75 1,930.79
SALE 1/10/11 410345AF HANESBRANDS INC 8.0000 7.909
49971 1/13/11 289296 NOMURA 12/15/16 75,000.00 108.25 81,187.50 5,878.44
SALE 1/19/11 581241AA MCJUNKIN RED MAN CORP 9.5000 10.537
54474 1/24/11 289296 NOMURA 12/15/16 125,000.00 99.250 124,062.50 4,674.38
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 1/01/11 THROUGH 1/31/11
NOMURA (5167) -Cont. PAGE: 168
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/26/11 584045AA MEDASSETS INC 8.0000 8.000
54355 1/31/11 289296 NOMURA 11/15/18 125,000.00 104.12 130,156.25 5,156.25
SALE 1/05/11 594087AQ MICHAELS STORES INC 7.7500 7.875
53833 1/10/11 289296 NOMURA 11/01/18 100,000.00 101.50 101,500.00 2,237.11
SALE 1/31/11 594087AQ MICHAELS STORES INC 7.7500 7.875
53833 2/03/11 289315 NOMURA 11/01/18 200,000.00 103.12 206,250.00 7,717.69
SALE 1/19/11 67090FAD NUVEEN INVESTMENTS INC 10.5000 19.325
50168 1/24/11 289296 NOMURA 11/15/15 250,000.00 103.37 258,437.50 75,720.05
SALE 1/19/11 67090FAD NUVEEN INVESTMENTS INC 10.5000 19.325
50168 1/24/11 289296 NOMURA 11/15/15 125,000.00 103.25 129,062.50 37,703.78
SALE 1/27/11 67090FAD NUVEEN INVESTMENTS INC 10.5000 19.325
50168 2/01/11 289296 NOMURA 11/15/15 300,000.00 103.50 310,500.00 91,041.98
SALE 1/28/11 67090FAD NUVEEN INVESTMENTS INC 10.5000 19.325
50168 2/02/11 289296 NOMURA 11/15/15 100,000.00 103.25 103,250.00 30,087.86
SALE 1/25/11 68383KAD OPTI CANADA INCORPORATED 7.8750 12.514
50334 1/28/11 289296 NOMURA 12/15/14 75,000.00 64.125 48,093.75 -16,446.95
SALE 1/24/11 68385BAA OPTI CANADA INCORPORATED 9.0000 9.324
49769 1/27/11 289296 NOMURA 12/15/12 150,000.00 100.00 150,000.00 850.35
SALE 1/26/11 695160AA PACKAGING DYNMAICS CORP 8.7500 8.750
55353 2/01/11 289296 NOMURA 2/01/16 100,000.00 102.50 102,500.00 2,500.00
SALE 1/03/11 695459AD PAETEC HOLDING CORP 8.8750 9.289
49231 1/06/11 289296 NOMURA 6/30/17 175,000.00 107.50 188,125.00 16,598.67
SALE 1/27/11 709600AB PENSON WORLDWIDE 12.5000 12.364
51866 2/01/11 289296 NOMURA 5/15/17 125,000.00 98.250 122,812.50 -2,856.40
SALE 1/27/11 731745AK POLYMER GROUP INC 7.7500 7.750
55203 2/01/11 289296 NOMURA 2/01/19 125,000.00 103.00 128,750.00 3,750.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 1/01/11 THROUGH 1/31/11
NOMURA (5167) -Cont. PAGE: 169
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/12/11 747262AE QVC INC 7.3750 7.374
51242 1/18/11 289296 NOMURA 10/15/20 150,000.00 105.00 157,500.00 7,500.00
SALE 1/25/11 80874YAG SCIENTIFIC GAMES INTERNATIO 9.2500 9.011
52132 1/28/11 289296 NOMURA 6/15/19 125,000.00 107.62 134,531.25 7,820.27
SALE 1/21/11 847788AP SPEEDWAY MOTORSPORTS INC 6.7500 6.750
55297 2/03/11 289296 NOMURA 2/01/19 75,000.00 101.75 76,312.50 1,312.50
SALE 1/26/11 867363AP SUNGARD DATA SYSTEMS INC 7.3750 7.480
54631 1/31/11 289296 NOMURA 11/15/18 100,000.00 102.12 102,125.00 2,772.16
SALE 1/18/11 870755AA SWIFT SERVICES HLDGS INC 10.0000 8.873
55068 1/21/11 289296 NOMURA 11/15/18 125,000.00 107.25 134,062.50 1,271.85
SALE 1/26/11 92203PAG VANGUARD HLT HDG LLC INC 7.7500 7.750
55318 1/31/11 289296 NOMURA 2/01/19 125,000.00 101.50 126,875.00 1,875.00
SALE 1/25/11 92531XAC VERSO PAPER HLD 9.1250 9.738
52762 1/25/11 289296 NOMURA 8/01/14 75,000.00 101.93 76,453.50 2,797.89
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 7,400,000.00 7,615,996.00 496,153.73
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 7,400,000.00 7,615,996.00 496,153.73
END OF REPORT FOR: NOMURA