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 8/01/09 THROUGH 8/31/09
DCP FIXED INCOME (4305) PAGE: 1
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
PURCHASE OF FIXED INCOME SECURITIES
PUR 8/25/09 26441CAC DUKE ENERGY CORP SR NOTES 3.9500 3.963
48278 8/28/09 287943 CREDIT SUISSE SECURITIES (U 9/15/14 5,000,000.00 99.939 4,996,950.00
PUR 8/26/09 912828LC US TREASURY NOTES 2.6250 2.455
48279 8/28/09 287943 MORGAN STANLEY 7/31/14 30,000,000.00 100.78 30,234,475.50
SUBTOTAL FIXED PURCHASES: 35,000,000.00 35,231,425.50
TOTAL FUND PURCHASES: 35,000,000.00 35,231,425.50
SALES OF FIXED INCOME SECURITIES
SALE 8/25/09 912828DL UNITED STATES TREAS NTS 3.5000 4.494
36708 8/28/09 287973 JP MORGAN 2/15/10 30,000,000.00 101.50 30,449,899.50 586,362.48
SUBTOTAL FIXED SALES: 30,000,000.00 30,449,899.50 586,362.48
TOTAL FUND SALES: 30,000,000.00 30,449,899.50 586,362.48
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 8/01/09 THROUGH 8/31/09
N.J. BEST - POOLED EQUITY FD (4340) PAGE: 2
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 8/05/09 02040910 ALMOST FAMILY INC
44964 8/10/09 422852 JANNEY MONTGOMERY SCOTT 4,000.00 30.096 120.00 120,503.20
PUR 7/31/09 02406110 AMERICAN AXLE
47963 8/05/09 422839 INSTINET (DOMESTIC) 100,000.00 1.763 700.00 177,030.00
PUR 8/03/09 02406110 AMERICAN AXLE
47963 8/06/09 422843 INSTINET (DOMESTIC) 6,500.00 2.500 45.50 16,295.50
PUR 8/04/09 04951310 ATMEL CORP.
44327 8/07/09 422847 JANNEY MONTGOMERY SCOTT 20,000.00 3.980 600.00 80,198.00
PUR 8/11/09 04951310 ATMEL CORP.
44327 8/14/09 422873 JANNEY MONTGOMERY SCOTT 10,000.00 3.880 300.00 39,100.00
PUR 8/14/09 05333210 AUTOZONE INC
48123 8/19/09 422888 OPPENHEIMER & CO., INC 5,000.00 144.52 200.00 722,812.00
PUR 8/12/09 05714910 BAKER (MICHAEL) CORP
37926 8/17/09 422878 OPPENHEIMER & CO., INC 3,000.00 36.505 90.00 109,605.00
PUR 8/13/09 05714910 BAKER (MICHAEL) CORP
37926 8/18/09 422882 OPPENHEIMER & CO., INC 3,000.00 37.500 90.00 112,590.00
PUR 8/17/09 05714910 BAKER (MICHAEL) CORP
37926 8/20/09 422892 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 34.208 60.00 68,476.00
PUR 8/24/09 05714910 BAKER (MICHAEL) CORP
37926 8/27/09 422917 OPPENHEIMER & CO., INC 2,000.00 35.816 60.00 71,691.00
PUR 8/25/09 05714910 BAKER (MICHAEL) CORP
37926 8/28/09 422921 OPPENHEIMER & CO., INC 2,000.00 36.060 60.00 72,180.60
PUR 8/05/09 05722410 BAKER HUGHES IN
47512 8/10/09 422852 OPPENHEIMER & CO., INC 1,000.00 38.781 30.00 38,811.00
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 8/01/09 THROUGH 8/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 3
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/06/09 05722410 BAKER HUGHES IN
47512 8/11/09 422857 OPPENHEIMER & CO., INC 1,000.00 38.010 30.00 38,040.00
PUR 7/30/09 06405810 BANK OF NEW YORK MELLON COR
44006 8/04/09 422835 OPPENHEIMER & CO., INC 1,000.00 27.300 30.00 27,330.00
PUR 8/06/09 08578910 BERRY PETROLEUM CO
42924 8/11/09 422857 OPPENHEIMER & CO., INC 4,000.00 22.582 120.00 90,446.00
PUR 7/31/09 08651610 BEST BUY
47961 8/05/09 422839 OPPENHEIMER & CO., INC 16,000.00 36.835 480.00 589,841.60
PUR 8/03/09 09062X10 BIOGEN IDEC INC
47969 8/06/09 422843 JANNEY MONTGOMERY SCOTT 10,000.00 48.313 300.00 483,432.00
PUR 8/04/09 09062X10 BIOGEN IDEC INC
47969 8/07/09 422847 JANNEY MONTGOMERY SCOTT 1,000.00 48.153 30.00 48,183.00
PUR 8/05/09 09062X10 BIOGEN IDEC INC
47969 8/10/09 422852 JANNEY MONTGOMERY SCOTT 1,000.00 47.989 30.00 48,018.90
PUR 8/06/09 09062X10 BIOGEN IDEC INC
47969 8/11/09 422857 UBS WARBURG LLC 1,000.00 47.154 30.00 47,183.60
PUR 8/20/09 14343640 CARMIKE CINEMAS
47604 8/25/09 422907 UBS WARBURG LLC 2,000.00 8.748 60.00 17,556.20
PUR 8/04/09 19259P30 COINSTAR INC
47786 8/07/09 422847 JANNEY MONTGOMERY SCOTT 1,000.00 34.660 30.00 34,689.90
PUR 8/12/09 19259P30 COINSTAR INC
47786 8/17/09 422878 JANNEY MONTGOMERY SCOTT 1,000.00 36.209 30.00 36,238.90
PUR 8/14/09 19259P30 COINSTAR INC
47786 8/19/09 422888 BARCLAYS CAPITAL (DOMESTIC) 3,000.00 31.496 90.00 94,577.70
PUR 8/17/09 19259P30 COINSTAR INC
47786 8/20/09 422892 BARCLAYS CAPITAL (DOMESTIC) 240.00 31.400 7.20 7,543.20
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 4
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/17/09 19259P30 COINSTAR INC
47786 8/20/09 422892 INSTINET (PORTAL) 760.00 31.652 5.32 24,060.54
PUR 7/30/09 20825C10 CONOCOPHILLIPS
37805 8/04/09 422835 OPPENHEIMER & CO., INC 1,000.00 42.990 30.00 43,020.00
PUR 8/05/09 24237010 DEAN FOODS
47992 8/10/09 422852 RAYMOND JAMES & ASSOCIATES, 20,000.00 19.106 800.00 382,912.00
PUR 8/06/09 24237010 DEAN FOODS
47992 8/11/09 422857 OPPENHEIMER & CO., INC 16,000.00 18.615 480.00 298,324.80
PUR 8/26/09 24237010 DEAN FOODS
47992 8/31/09 422925 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 18.020 40.00 18,059.60
PUR 8/26/09 24736170 DELTA AIR LINES INC DEL
48280 8/31/09 422925 SOLEIL SECURITIES CORP. 75,000.00 7.516 3,000.00 566,685.00
PUR 8/21/09 25470M10 DISH NETWORKS
48225 8/26/09 422912 BARCLAYS CAPITAL (DOMESTIC) 21,000.00 17.147 630.00 360,708.60
PUR 8/24/09 25470M10 DISH NETWORKS
48225 8/27/09 422917 UBS WARBURG LLC 13,000.00 17.116 390.00 222,892.80
PUR 8/25/09 25470M10 DISH NETWORKS
48225 8/28/09 422921 BARCLAYS CAPITAL (DOMESTIC) 8,000.00 16.972 240.00 136,018.40
PUR 7/29/09 26017410 DOVER MOTORSPORTS INC
47763 8/03/09 422830 DEUTSCHE BANK AG (DOMESTIC) 100.00 1.400 2.00 142.00
PUR 7/30/09 26017410 DOVER MOTORSPORTS INC
47763 8/04/09 422835 DEUTSCHE BANK AG (DOMESTIC) 2,508.00 1.400 50.16 3,561.36
PUR 7/31/09 26017410 DOVER MOTORSPORTS INC
47763 8/05/09 422839 DEUTSCHE BANK AG (DOMESTIC) 5,092.00 1.400 101.84 7,230.64
PUR 8/03/09 26017410 DOVER MOTORSPORTS INC
47763 8/06/09 422843 DEUTSCHE BANK AG (DOMESTIC) 1,100.00 1.393 22.00 1,553.97
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 5
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/04/09 26017410 DOVER MOTORSPORTS INC
47763 8/07/09 422847 DEUTSCHE BANK AG (DOMESTIC) 200.00 1.400 4.00 284.00
PUR 8/05/09 26017410 DOVER MOTORSPORTS INC
47763 8/10/09 422852 DEUTSCHE BANK AG (DOMESTIC) 1,100.00 1.400 22.00 1,562.00
PUR 8/06/09 26017410 DOVER MOTORSPORTS INC
47763 8/11/09 422857 DEUTSCHE BANK AG (DOMESTIC) 300.00 1.387 6.00 422.01
PUR 8/07/09 26017410 DOVER MOTORSPORTS INC
47763 8/12/09 422863 DEUTSCHE BANK AG (DOMESTIC) 5,250.00 1.383 105.00 7,367.33
PUR 8/10/09 26017410 DOVER MOTORSPORTS INC
47763 8/13/09 422867 DEUTSCHE BANK AG (DOMESTIC) 3,472.00 1.394 69.44 4,910.45
PUR 8/11/09 26017410 DOVER MOTORSPORTS INC
47763 8/14/09 422873 DEUTSCHE BANK AG (DOMESTIC) 3,778.00 1.385 75.56 5,306.58
PUR 8/12/09 26017410 DOVER MOTORSPORTS INC
47763 8/14/09 422878 DEUTSCHE BANK AG (DOMESTIC) 14,800.00 1.349 296.00 20,259.72
PUR 8/13/09 26017410 DOVER MOTORSPORTS INC
47763 8/18/09 422882 DEUTSCHE BANK AG (DOMESTIC) 30,000.00 1.396 600.00 42,486.00
PUR 8/25/09 26969P10 EAGLE MATERIALS INC
48251 8/28/09 422921 OPPENHEIMER & CO., INC 20,000.00 27.524 600.00 551,082.00
PUR 8/26/09 26969P10 EAGLE MATERIALS INC
48251 8/31/09 422925 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 26.906 120.00 107,743.20
PUR 8/26/09 27886510 ECOLAB INC
48282 8/31/09 422925 DEUTSCHE BANK AG (DOMESTIC) 15,000.00 41.993 600.00 630,490.50
PUR 7/30/09 28238P10 EHEALTH INC.
44779 8/04/09 422835 JANNEY MONTGOMERY SCOTT 6,000.00 16.800 180.00 100,978.20
PUR 8/18/09 28238P10 EHEALTH INC.
44779 8/21/09 422896 BARCLAYS CAPITAL (DOMESTIC) 1,000.00 16.807 30.00 16,836.90
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 8/01/09 THROUGH 8/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 6
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/04/09 29100P10 EMERGENCY MEDICAL SVCS CO
47984 8/07/09 422847 OPPENHEIMER & CO., INC 10,000.00 39.000 300.00 390,296.00
PUR 8/06/09 29100P10 EMERGENCY MEDICAL SVCS CO
47984 8/12/09 422860 MERRILL LYNCH (RESEARCH) 10,000.00 40.000 400,000.00
PUR 8/06/09 29100P10 EMERGENCY MEDICAL SVCS CO
47984 8/11/09 422857 OPPENHEIMER & CO., INC 3,269.00 41.493 98.07 135,738.03
PUR 7/30/09 29270J10 ENERGY RECOVERY INC
46542 8/04/09 422835 JANNEY MONTGOMERY SCOTT 2,000.00 6.972 60.00 14,003.40
PUR 7/29/09 30161N10 EXELON CORP
47832 8/03/09 422830 OPPENHEIMER & CO., INC 1,000.00 51.350 30.00 51,380.00
PUR 7/30/09 30161N10 EXELON CORP
47832 8/04/09 422835 OPPENHEIMER & CO., INC 1,000.00 51.597 30.00 51,627.00
PUR 8/03/09 30161N10 EXELON CORP
47832 8/06/09 422843 OPPENHEIMER & CO., INC 1,000.00 51.070 30.00 51,100.00
PUR 8/04/09 30231G10 EXXON MOBIL CORP.
15201 8/07/09 422847 OPPENHEIMER & CO., INC 5,000.00 70.131 150.00 350,803.00
PUR 8/06/09 30231G10 EXXON MOBIL CORP.
15201 8/11/09 422857 OPPENHEIMER & CO., INC 5,000.00 69.631 150.00 348,306.00
PUR 8/07/09 30231G10 EXXON MOBIL CORP.
15201 8/12/09 422863 CITIGROUP/CITIBANK DOMESTIC 5,000.00 69.836 200.00 349,379.50
PUR 8/11/09 30231G10 EXXON MOBIL CORP.
15201 8/14/09 422873 OPPENHEIMER & CO., INC 2,000.00 68.240 60.00 136,540.00
PUR 8/14/09 35952W10 FUEL SYSTEMS SOLUTIONS INC
48125 8/19/09 422888 JANNEY MONTGOMERY SCOTT 18,000.00 31.527 540.00 568,033.20
PUR 8/24/09 35952W10 FUEL SYSTEMS SOLUTIONS INC
48125 8/27/09 422917 UBS WARBURG LLC 2,000.00 32.299 60.00 64,658.80
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 8/01/09 THROUGH 8/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 7
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/26/09 35952W10 FUEL SYSTEMS SOLUTIONS INC
48125 8/31/09 422925 BARCLAYS CAPITAL (DOMESTIC) 1,000.00 31.065 30.00 31,095.40
PUR 8/26/09 36159R10 GEO GROUP INC/THE
45218 8/31/09 422925 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 18.123 300.00 181,533.00
PUR 8/05/09 38141G10 GOLDMAN SACHS GROUP INC
47742 8/10/09 422852 OPPENHEIMER & CO., INC 500.00 165.45 15.00 82,743.00
PUR 8/26/09 40521710 HAIN CELESTIAL GROUP
48284 8/31/09 422925 BARCLAYS CAPITAL (DOMESTIC) 32,000.00 16.839 960.00 539,814.40
PUR 7/31/09 42823610 HEWLETT-PACKARD
47960 8/05/09 422839 OPPENHEIMER & CO., INC 20,000.00 42.600 600.00 852,600.00
PUR 8/03/09 42823610 HEWLETT-PACKARD
47960 8/06/09 422843 OPPENHEIMER & CO., INC 7,000.00 43.386 210.00 303,912.70
PUR 8/03/09 42823610 HEWLETT-PACKARD
47960 8/06/09 422843 OPPENHEIMER & CO., INC 4,000.00 43.290 120.00 173,280.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 11,000.00 43.351 477,192.70
330.00
PUR 8/04/09 42823610 HEWLETT-PACKARD
47960 8/07/09 422847 OPPENHEIMER & CO., INC 2,000.00 43.000 60.00 86,060.00
PUR 8/05/09 42823610 HEWLETT-PACKARD
47960 8/10/09 422852 OPPENHEIMER & CO., INC 1,000.00 43.382 30.00 43,412.00
PUR 8/06/09 42823610 HEWLETT-PACKARD
47960 8/11/09 422857 OPPENHEIMER & CO., INC 1,000.00 43.030 30.00 43,060.00
PUR 8/07/09 42823610 HEWLETT-PACKARD
47960 8/12/09 422863 OPPENHEIMER & CO., INC 2,000.00 42.850 60.00 85,760.00
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 8/01/09 THROUGH 8/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 8
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/07/09 45814010 INTEL CORP
48017 8/12/09 422863 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 18.688 1,500.00 935,885.00
PUR 8/10/09 45814010 INTEL CORP
48017 8/13/09 422867 UBS WARBURG LLC 10,000.00 18.667 300.00 186,971.00
PUR 8/11/09 45814010 INTEL CORP
48017 8/14/09 422873 JANNEY MONTGOMERY SCOTT 4,000.00 18.700 120.00 74,920.00
PUR 8/12/09 45814010 INTEL CORP
48017 8/17/09 422878 BARCLAYS CAPITAL (DOMESTIC) 2,000.00 18.951 60.00 37,961.40
PUR 8/12/09 45814010 INTEL CORP
48017 8/17/09 422878 UBS WARBURG LLC 4,000.00 18.922 120.00 75,808.00
PUR 8/13/09 46069010 INTERPUBLIC GROUP OF COS IN
48101 8/18/09 422882 SANFORD BERNSTEIN & CO. 100,000.00 6.372 4,000.00 641,240.00
PUR 8/10/09 47836610 JOHNSON CONTROLS INC
48029 8/13/09 422867 BLAIR, WILLIAM & COMPANY 20,000.00 25.995 800.00 520,694.00
PUR 8/11/09 47836610 JOHNSON CONTROLS INC
48029 8/14/09 422873 OPPENHEIMER & CO., INC 2,000.00 25.700 60.00 51,460.00
PUR 8/11/09 47836610 JOHNSON CONTROLS INC
48029 8/14/09 422873 OPPENHEIMER & CO., INC 4,000.00 26.180 120.00 104,840.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 6,000.00 26.020 156,300.00
180.00
PUR 8/12/09 47836610 JOHNSON CONTROLS INC
48029 8/17/09 422878 CITIGROUP/CITIBANK DOMESTIC 2,000.00 25.947 80.00 51,973.00
PUR 8/13/09 47836610 JOHNSON CONTROLS INC
48029 8/18/09 422882 OPPENHEIMER & CO., INC 2,000.00 25.910 60.00 51,880.00
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 8/01/09 THROUGH 8/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 9
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/17/09 47836610 JOHNSON CONTROLS INC
48029 8/20/09 422892 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 24.850 30.00 24,880.00
PUR 8/19/09 47836610 JOHNSON CONTROLS INC
48029 8/24/09 422902 OPPENHEIMER & CO., INC 1,000.00 24.983 30.00 25,012.80
PUR 8/21/09 47836610 JOHNSON CONTROLS INC
48029 8/26/09 422912 OPPENHEIMER & CO., INC 2,000.00 25.590 60.00 51,240.00
PUR 8/03/09 48247020 KIT DIGITAL INC
47968 8/06/09 422843 MERRIMAN/OTC 14,974.00 6.400 224.61 96,058.21
PUR 8/03/09 48247020 KIT DIGITAL INC
47968 8/06/09 422843 MERRIMAN/OTC 30,000.00 6.500 450.00 195,450.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 44,974.00 6.467 291,508.21
674.61
PUR 8/13/09 48247020 KIT DIGITAL INC
47968 8/18/09 422885 MAXIM 5,500.00 7.000 38,500.00
PUR 8/13/09 48247020 KIT DIGITAL INC
47968 8/18/09 422885 MERRIMAN/OTC 17,600.00 7.000 123,200.00
PUR 8/13/09 48247020 KIT DIGITAL INC
47968 8/18/09 422885 ROTH CAPITAL PARTNERS LLC 31,900.00 7.000 223,300.00
PUR 8/19/09 48247020 KIT DIGITAL INC
47968 8/24/09 422902 BARCLAYS CAPITAL (DOMESTIC) 1,026.00 7.373 30.78 7,595.89
PUR 8/25/09 48247020 KIT DIGITAL INC
47968 8/28/09 422921 BARCLAYS CAPITAL (DOMESTIC) 1,000.00 7.370 30.00 7,400.00
PUR 7/31/09 51783410 LAS VEGAS SANDS CORP
47964 8/05/09 422839 FRIEDMAN BILLINGS RAMSEY 50,000.00 9.243 2,000.00 464,170.00
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 8/01/09 THROUGH 8/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 10
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/03/09 51783410 LAS VEGAS SANDS CORP
47964 8/06/09 422843 OPPENHEIMER & CO., INC 4,000.00 9.750 120.00 39,120.00
PUR 8/14/09 53245710 ELI LILLY & CO.
44053 8/19/09 422888 OPPENHEIMER & CO., INC 4,000.00 32.900 120.00 131,721.20
PUR 8/14/09 54142L10 LOGMEIN INC
47582 8/19/09 422888 BARCLAYS CAPITAL (DOMESTIC) 2,000.00 17.953 60.00 35,966.00
PUR 8/19/09 54142L10 LOGMEIN INC
47582 8/24/09 422902 BARCLAYS CAPITAL (DOMESTIC) 2,000.00 15.536 60.00 31,131.00
PUR 7/30/09 57632310 MASTEC INC
46344 8/04/09 422835 OPPENHEIMER & CO., INC 2,000.00 10.187 60.00 20,434.00
PUR 8/12/09 57632310 MASTEC INC
46344 8/17/09 422878 OPPENHEIMER & CO., INC 2,000.00 9.958 60.00 19,976.00
PUR 8/17/09 57632310 MASTEC INC
46344 8/20/09 422892 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 9.327 80.00 18,734.40
PUR 7/29/09 58013510 MCDONALD'S CORP.
42586 8/03/09 422830 OPPENHEIMER & CO., INC 1,000.00 56.602 30.00 56,632.00
PUR 8/04/09 58949910 MERGE HEALTHCARE INC
47985 8/07/09 422847 UBS WARBURG LLC 60,000.00 4.141 1,800.00 250,266.00
PUR 8/05/09 58949910 MERGE HEALTHCARE INC
47985 8/10/09 422852 JANNEY MONTGOMERY SCOTT 50,000.00 4.191 1,500.00 211,065.00
PUR 8/06/09 58949910 MERGE HEALTHCARE INC
47985 8/11/09 422857 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 3.884 300.00 39,139.00
PUR 8/06/09 58949910 MERGE HEALTHCARE INC
47985 8/11/09 422857 UBS WARBURG LLC 20,000.00 4.014 600.00 80,884.00
PUR 8/07/09 58949910 MERGE HEALTHCARE INC
47985 8/12/09 422863 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 3.892 600.00 78,430.00
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 8/01/09 THROUGH 8/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 11
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/10/09 62944T10 NVR INC
48031 8/13/09 422867 OPPENHEIMER & CO., INC 1,000.00 605.49 40.00 605,530.20
PUR 8/11/09 62944T10 NVR INC
48031 8/14/09 422873 OPPENHEIMER & CO., INC 200.00 598.75 6.00 119,756.00
PUR 7/30/09 65163910 NEWMONT MINING
47942 8/04/09 422835 OPPENHEIMER & CO., INC 10,000.00 40.150 300.00 401,797.00
PUR 7/31/09 65163910 NEWMONT MINING
47942 8/05/09 422839 OPPENHEIMER & CO., INC 2,000.00 39.610 60.00 79,280.00
PUR 8/07/09 65163910 NEWMONT MINING
47942 8/12/09 422863 CITIGROUP/CITIBANK DOMESTIC 3,000.00 41.611 90.00 124,923.90
PUR 8/12/09 65163910 NEWMONT MINING
47942 8/17/09 422878 OPPENHEIMER & CO., INC 2,000.00 40.481 60.00 81,022.00
PUR 8/12/09 65163910 NEWMONT MINING
47942 8/17/09 422878 OPPENHEIMER & CO., INC 3,000.00 39.960 90.00 119,970.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 5,000.00 40.168 200,992.00
150.00
PUR 7/30/09 66987M60 NOVATEL WIRELESS INC
47047 8/04/09 422835 JANNEY MONTGOMERY SCOTT 2,000.00 8.883 60.00 17,825.00
PUR 8/04/09 68389X10 ORACLE CORP
46204 8/07/09 422847 JANNEY MONTGOMERY SCOTT 10,000.00 21.710 300.00 217,400.00
PUR 8/05/09 68389X10 ORACLE CORP
46204 8/10/09 422852 JANNEY MONTGOMERY SCOTT 2,000.00 21.750 60.00 43,560.00
PUR 8/12/09 72925110 PLUM CREEK TIMBER CO INC
46288 8/17/09 422878 OPPENHEIMER & CO., INC 2,000.00 32.569 60.00 65,197.00
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 8/01/09 THROUGH 8/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 12
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/06/09 74271810 PROCTER & GAMBLE CO.
33680 8/11/09 422857 OPPENHEIMER & CO., INC 7,000.00 51.430 210.00 360,217.90
PUR 8/26/09 74731Q10 PZENA INVESTMENT MGMT INC
46575 8/31/09 422925 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 6.997 120.00 28,107.20
PUR 7/30/09 75102810 RALCORP HOLDINGS INC
47837 8/04/09 422835 OPPENHEIMER & CO., INC 2,000.00 63.800 60.00 127,660.60
PUR 7/30/09 75876610 REGAL ENTERTAINMENT GROUP
47946 8/04/09 422835 OPPENHEIMER & CO., INC 30,000.00 12.926 900.00 388,674.00
PUR 8/03/09 75876610 REGAL ENTERTAINMENT GROUP
47946 8/06/09 422843 OPPENHEIMER & CO., INC 10,000.00 12.490 300.00 125,196.00
PUR 8/04/09 75876610 REGAL ENTERTAINMENT GROUP
47946 8/07/09 422847 OPPENHEIMER & CO., INC 10,000.00 12.250 300.00 122,798.00
PUR 8/07/09 76041610 REPUBLIC FIRST BANCORP INC.
43802 8/12/09 422863 BARCLAYS CAPITAL (DOMESTIC) 2,000.00 7.120 60.00 14,300.00
PUR 8/26/09 78403A10 SCO GROUP INC. (THE)
40344 8/31/09 422925 INSTINET (DOMESTIC) 20,000.00 .340 100.00 6,900.00
PUR 8/26/09 78403A10 SCO GROUP INC. (THE)
40344 8/31/09 422925 INSTINET (PORTAL) 20,000.00 .350 100.00 7,100.00
PUR 8/24/09 79084910 ST. JUDE MEDICAL INC.
33134 8/27/09 422917 OPPENHEIMER & CO., INC 2,000.00 38.004 60.00 76,068.00
PUR 8/11/09 82706L10 SILICON GRAPHICS INTERNATIO
47177 8/14/09 422873 OPPENHEIMER & CO., INC 6,000.00 5.380 180.00 32,457.00
PUR 8/12/09 82706L10 SILICON GRAPHICS INTERNATIO
47177 8/17/09 422878 OPPENHEIMER & CO., INC 4,000.00 5.459 120.00 21,956.80
PUR 8/17/09 82706L10 SILICON GRAPHICS INTERNATIO
47177 8/20/09 422892 DEUTSCHE BANK AG (DOMESTIC) 400.00 5.125 12.00 2,062.00
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 8/01/09 THROUGH 8/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 13
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/17/09 82706L10 SILICON GRAPHICS INTERNATIO
47177 8/20/09 422892 JP MORGAN 750.00 5.193 30.00 3,924.98
PUR 8/18/09 82706L10 SILICON GRAPHICS INTERNATIO
47177 8/21/09 422896 JP MORGAN 560.00 5.269 22.40 2,973.15
PUR 8/19/09 82706L10 SILICON GRAPHICS INTERNATIO
47177 8/24/09 422902 JP MORGAN 190.00 5.317 7.60 1,017.85
PUR 8/20/09 82706L10 SILICON GRAPHICS INTERNATIO
47177 8/25/09 422907 JP MORGAN 450.00 5.353 18.00 2,426.81
PUR 8/26/09 82706L10 SILICON GRAPHICS INTERNATIO
47177 8/31/09 422925 JP MORGAN 450.00 5.499 18.00 2,492.42
PUR 7/30/09 83269640 JM SMUCKER CO/THE
44932 8/04/09 422835 OPPENHEIMER & CO., INC 1,000.00 50.856 30.00 50,886.00
PUR 7/31/09 83269640 JM SMUCKER CO/THE
44932 8/05/09 422839 OPPENHEIMER & CO., INC 1,000.00 50.500 30.00 50,530.00
PUR 7/30/09 86681020 SUN MICROSYSTEMS, INC.
45199 8/04/09 422835 JANNEY MONTGOMERY SCOTT 2,000.00 9.190 60.00 18,440.00
PUR 8/03/09 86681020 SUN MICROSYSTEMS, INC.
45199 8/06/09 422843 JANNEY MONTGOMERY SCOTT 2,000.00 9.170 60.00 18,400.00
PUR 8/11/09 86681020 SUN MICROSYSTEMS, INC.
45199 8/14/09 422873 JANNEY MONTGOMERY SCOTT 2,000.00 9.120 60.00 18,300.00
PUR 8/03/09 86816810 SUPERIOR INDUSTRIES INTL
47344 8/06/09 422843 OPPENHEIMER & CO., INC 2,000.00 15.800 60.00 31,660.00
PUR 7/31/09 87157D10 SYNAPTICS INCORPORATED
39378 8/05/09 422839 JANNEY MONTGOMERY SCOTT 2,000.00 26.639 60.00 53,337.40
PUR 8/05/09 87157D10 SYNAPTICS INCORPORATED
39378 8/10/09 422852 JANNEY MONTGOMERY SCOTT 1,000.00 24.819 30.00 24,849.00
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 8/01/09 THROUGH 8/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 14
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/25/09 87157D10 SYNAPTICS INCORPORATED
39378 8/28/09 422921 BARCLAYS CAPITAL (DOMESTIC) 8,000.00 25.204 240.00 201,872.80
PUR 7/30/09 87244340 THQ INC
47941 8/04/09 422835 LABRANCHE/SOFT 90,000.00 6.644 4,500.00 602,451.00
PUR 8/06/09 91126810 UNITED ONLINE, INC.
44273 8/11/09 422857 UBS WARBURG LLC 20,000.00 7.529 600.00 151,180.00
PUR 7/30/09 92343E10 VERISIGN INC
47835 8/04/09 422835 JANNEY MONTGOMERY SCOTT 1,000.00 20.448 30.00 20,478.00
PUR 8/03/09 92343E10 VERISIGN INC
47835 8/06/09 422843 JANNEY MONTGOMERY SCOTT 2,000.00 20.522 60.00 41,103.60
PUR 8/05/09 92343E10 VERISIGN INC
47835 8/10/09 422852 JANNEY MONTGOMERY SCOTT 2,000.00 20.517 60.00 41,094.00
PUR 8/07/09 92343E10 VERISIGN INC
47835 8/12/09 422863 BARCLAYS CAPITAL (DOMESTIC) 2,000.00 18.705 60.00 37,469.00
PUR 7/30/09 92851S10 VISA INC - CLASS A
47943 8/04/09 422835 GORDON HASKETT & COMPANY (I 10,000.00 68.681 500.00 687,306.00
PUR 7/30/09 98074510 WOODWARD GOVERN
47833 8/04/09 422835 JANNEY MONTGOMERY SCOTT 2,000.00 19.980 60.00 40,020.00
PUR 8/04/09 98074510 WOODWARD GOVERN
47833 8/07/09 422847 JANNEY MONTGOMERY SCOTT 1,000.00 19.815 30.00 19,845.00
PUR 7/30/09 98433210 YAHOO! INC
47945 8/04/09 422835 LABRANCHE/SOFT 42,000.00 14.313 2,100.00 603,237.60
PUR 7/31/09 98433210 YAHOO! INC
47945 8/05/09 422839 JANNEY MONTGOMERY SCOTT 3,000.00 14.760 90.00 44,370.00
PUR 8/03/09 98884U10 ZAGG INCORPORATED
47586 8/06/09 422843 JANNEY MONTGOMERY SCOTT 10,000.00 6.296 300.00 63,264.00
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 8/01/09 THROUGH 8/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 15
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/14/09 98884U10 ZAGG INCORPORATED
47586 8/19/09 422888 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 6.139 300.00 61,690.00
PUR 8/17/09 98884U10 ZAGG INCORPORATED
47586 8/20/09 422892 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 5.340 300.00 53,700.00
PUR 8/18/09 98884U10 ZAGG INCORPORATED
47586 8/21/09 422896 BARCLAYS CAPITAL (DOMESTIC) 9,000.00 5.544 270.00 50,169.60
PUR 8/19/09 98884U10 ZAGG INCORPORATED
47586 8/24/09 422902 BARCLAYS CAPITAL (DOMESTIC) 1,000.00 5.675 30.00 5,705.00
PUR 8/24/09 98884U10 ZAGG INCORPORATED
47586 8/27/09 422917 UBS WARBURG LLC 10,000.00 5.140 300.00 51,696.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 1,553,969.00 23,331,993.04
45,674.48
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 1,553,969.00 23,331,993.04
45,674.48
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 8/21/09 00282410 ABBOTT LABORATORIES 2.36
43433 8/26/09 422913 OPPENHEIMER & CO., INC 2,000.00 45.787 80.00 91,492.44 -8,733.20
SALE 8/14/09 01964550 ALLIS-CHALMERS ENERGY INC. 2.80
36840 8/19/09 422889 OPPENHEIMER & CO., INC 40,000.00 2.717 1,200.00 107,461.20 -10,084.50
SALE 7/31/09 02040910 ALMOST FAMILY INC 3.03
44964 8/05/09 422840 JANNEY MONTGOMERY SCOTT 4,000.00 29.472 120.00 117,763.37 38,624.28
SALE 8/03/09 02040910 ALMOST FAMILY INC 3.30
44964 8/06/09 422844 JANNEY MONTGOMERY SCOTT 4,000.00 32.078 120.00 128,188.30 49,049.21
SALE 8/04/09 02406110 AMERICAN AXLE 1.20
47963 8/07/09 422848 OPPENHEIMER & CO., INC 16,500.00 2.824 495.00 46,096.50 16,144.66
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 8/01/09 THROUGH 8/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 16
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/05/09 02406110 AMERICAN AXLE 1.83
47963 8/10/09 422853 OPPENHEIMER & CO., INC 20,000.00 3.560 600.00 70,592.17 34,286.91
SALE 8/06/09 02406110 AMERICAN AXLE 6.26
47963 8/11/09 422858 OPPENHEIMER & CO., INC 70,000.00 3.476 2,100.00 241,234.74 114,166.34
SALE 8/26/09 03042010 AMERICAN WATER WORKS CO INC 2.08
47764 8/31/09 422926 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 20.174 120.00 80,572.32 6,076.63
SALE 7/31/09 03076C10 AMERIPRISE FINANCIAL INC .72
47265 8/05/09 422840 OPPENHEIMER & CO., INC 1,000.00 27.893 30.00 27,862.38 1,504.04
SALE 8/26/09 03076C10 AMERIPRISE FINANCIAL INC 1.54
47265 8/31/09 422926 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 30.049 80.00 60,017.06 7,300.38
SALE 7/31/09 04743P10 ATHEROS COMMUNICATIONS IN 3.82
47178 8/05/09 422840 JANNEY MONTGOMERY SCOTT 6,000.00 24.748 180.00 148,301.18 49,403.52
SALE 8/03/09 04951310 ATMEL CORP. 1.08
44327 8/06/09 422844 JANNEY MONTGOMERY SCOTT 10,000.00 4.200 300.00 41,698.92 7,944.96
SALE 7/30/09 05276910 AUTODESK INC 2.85
47740 8/04/09 422836 JANNEY MONTGOMERY SCOTT 5,000.00 22.130 150.00 110,498.15 18,097.10
SALE 8/03/09 05276910 AUTODESK INC 2.26
47740 8/06/09 422844 JANNEY MONTGOMERY SCOTT 4,000.00 21.960 120.00 87,718.14 13,797.30
SALE 8/04/09 05276910 AUTODESK INC 1.69
47740 8/07/09 422848 JANNEY MONTGOMERY SCOTT 3,000.00 21.800 90.00 65,308.31 9,867.68
SALE 8/07/09 05276910 AUTODESK INC 12.24
47740 8/12/09 422864 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 23.797 600.00 475,325.76 105,721.58
SALE 7/31/09 05714910 BAKER (MICHAEL) CORP 1.10
37926 8/05/09 422840 OPPENHEIMER & CO., INC 1,000.00 42.560 30.00 42,528.90 11,775.90
SALE 7/30/09 06050510 BANK OF AMERICA .72
46954 8/04/09 422836 OPPENHEIMER & CO., INC 2,000.00 13.870 60.00 27,679.48 3,911.89
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 8/01/09 THROUGH 8/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 17
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/31/09 06050510 BANK OF AMERICA 7.38
46954 8/05/09 422840 OPPENHEIMER & CO., INC 20,000.00 14.350 600.00 286,392.62 48,716.71
SALE 8/03/09 06050510 BANK OF AMERICA .79
46954 8/06/09 422844 OPPENHEIMER & CO., INC 2,000.00 15.240 60.00 30,419.21 6,651.62
SALE 8/03/09 06050510 BANK OF AMERICA 1.57
46954 8/06/09 422844 STIFEL NICOLAUS 4,000.00 15.260 120.00 60,918.43 13,383.25
SALE 8/04/09 06050510 BANK OF AMERICA 1.57
46954 8/07/09 422848 OPPENHEIMER & CO., INC 4,000.00 15.220 120.00 60,758.83 13,223.65
SALE 8/05/09 06050510 BANK OF AMERICA 4.29
46954 8/10/09 422853 OPPENHEIMER & CO., INC 10,000.00 16.680 300.00 166,495.71 47,657.75
SALE 8/14/09 06050510 BANK OF AMERICA 4.36
46954 8/19/09 422889 OPPENHEIMER & CO., INC 10,000.00 16.960 300.00 169,295.64 50,457.68
SALE 8/21/09 06050510 BANK OF AMERICA .90
46954 8/26/09 422913 OPPENHEIMER & CO., INC 2,000.00 17.480 60.00 34,899.10 11,131.51
SALE 7/31/09 08578910 BERRY PETROLEUM CO 2.43
42924 8/05/09 422840 OPPENHEIMER & CO., INC 4,000.00 23.600 120.00 94,277.57 24,895.72
SALE 8/03/09 08578910 BERRY PETROLEUM CO 1.33
42924 8/06/09 422844 OPPENHEIMER & CO., INC 2,000.00 25.862 60.00 51,661.67 16,970.74
SALE 8/03/09 08578910 BERRY PETROLEUM CO 1.27
42924 8/06/09 422844 OPPENHEIMER & CO., INC 2,000.00 24.610 60.00 49,158.73 14,467.80
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 25.236 2.60 100,820.40 31,438.54
120.00
SALE 8/03/09 08578910 BERRY PETROLEUM CO 1.33
42924 8/06/09 422844 STIFEL NICOLAUS 2,000.00 25.850 60.00 51,638.67 16,947.75
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 18
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/26/09 08651610 BEST BUY 8.63
47961 8/31/09 422926 DEUTSCHE BANK AG (DOMESTIC) 9,000.00 37.297 270.00 335,397.07 3,611.17
SALE 8/04/09 09367920 BLOCKBUSTER INC CL B 1.70
45493 8/07/09 422848 INSTINET (DOMESTIC) 176,300.00 .374 881.50 65,088.26 -16,387.41
SALE 8/05/09 09367920 BLOCKBUSTER INC CL B 2.60
45493 8/10/09 422853 INSTINET (DOMESTIC) 273,700.00 .368 1,368.50 99,432.61 -27,055.72
SALE 7/30/09 11012210 BRISTOL-MYERS SQUIBB CO. 2.24
37974 8/04/09 422836 OPPENHEIMER & CO., INC 4,000.00 21.748 120.00 86,867.76 2,431.68
SALE 7/31/09 11012210 BRISTOL-MYERS SQUIBB CO. 1.11
37974 8/05/09 422840 OPPENHEIMER & CO., INC 2,000.00 21.470 60.00 42,878.89 660.85
SALE 8/03/09 11012210 BRISTOL-MYERS SQUIBB CO. 1.13
37974 8/06/09 422844 OPPENHEIMER & CO., INC 2,000.00 21.810 60.00 43,558.87 1,340.83
SALE 8/14/09 11012210 BRISTOL-MYERS SQUIBB CO. 2.26
37974 8/19/09 422889 OPPENHEIMER & CO., INC 4,000.00 21.919 120.00 87,553.74 3,117.66
SALE 8/24/09 11012210 BRISTOL-MYERS SQUIBB CO. .59
37974 8/27/09 422918 OPPENHEIMER & CO., INC 1,000.00 22.620 30.00 22,589.41 1,480.39
SALE 7/30/09 12526910 CF INDUSTRIES HOLDINGS INC 4.08
46460 8/04/09 422836 OPPENHEIMER & CO., INC 2,000.00 79.313 60.00 158,561.92 8,532.84
SALE 8/03/09 12526910 CF INDUSTRIES HOLDINGS INC 4.17
46460 8/06/09 422844 OPPENHEIMER & CO., INC 2,000.00 80.946 60.00 161,826.83 11,797.75
SALE 8/06/09 12526910 CF INDUSTRIES HOLDINGS INC 14.86
46460 8/11/09 422858 OPPENHEIMER & CO., INC 7,000.00 82.599 210.00 577,970.94 52,869.14
SALE 7/30/09 12686C10 CABLEVISION 2.12
47179 8/04/09 422836 OPPENHEIMER & CO., INC 4,000.00 20.611 120.00 82,320.28 7,832.47
SALE 7/31/09 12686C10 CABLEVISION 1.07
47179 8/05/09 422840 OPPENHEIMER & CO., INC 2,000.00 20.650 60.00 41,238.93 3,995.03
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 8/01/09 THROUGH 8/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 19
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/03/09 12686C10 CABLEVISION 5.46
47179 8/06/09 422844 STIFEL NICOLAUS 10,000.00 21.235 300.00 212,045.54 25,826.01
SALE 8/06/09 12686C10 CABLEVISION 1.08
47179 8/11/09 422858 OPPENHEIMER & CO., INC 2,000.00 20.910 60.00 41,758.92 4,515.02
SALE 8/07/09 12686C10 CABLEVISION 9.88
47179 8/12/09 422864 CITIGROUP/CITIBANK DOMESTIC 18,000.00 21.342 540.00 383,607.92 48,412.77
SALE 7/30/09 14343640 CARMIKE CINEMAS 5.01
47604 8/04/09 422836 JANNEY MONTGOMERY SCOTT 20,200.00 9.641 606.00 194,145.27 23,297.46
SALE 7/31/09 14343640 CARMIKE CINEMAS 2.92
47604 8/05/09 422840 JANNEY MONTGOMERY SCOTT 11,800.00 9.603 354.00 112,959.66 13,157.47
SALE 8/03/09 14343640 CARMIKE CINEMAS .49
47604 8/06/09 422844 JANNEY MONTGOMERY SCOTT 2,000.00 9.500 60.00 18,939.51 2,023.88
SALE 8/03/09 14343640 CARMIKE CINEMAS .49
47604 8/06/09 422844 JANNEY MONTGOMERY SCOTT 2,000.00 9.514 60.00 18,967.51 2,051.89
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 9.507 .98 37,907.02 4,075.77
120.00
SALE 8/07/09 14343640 CARMIKE CINEMAS .74
47604 8/12/09 422864 BARCLAYS CAPITAL (DOMESTIC) 3,000.00 9.502 90.00 28,414.36 3,040.92
SALE 8/11/09 14343640 CARMIKE CINEMAS .49
47604 8/14/09 422874 JANNEY MONTGOMERY SCOTT 2,000.00 9.379 60.00 18,696.71 1,781.09
SALE 8/12/09 14343640 CARMIKE CINEMAS .73
47604 8/17/09 422879 JANNEY MONTGOMERY SCOTT 3,000.00 9.370 90.00 28,019.27 2,645.83
SALE 8/13/09 14343640 CARMIKE CINEMAS .73
47604 8/18/09 422883 JANNEY MONTGOMERY SCOTT 3,000.00 9.396 90.00 28,096.37 2,722.93
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 8/01/09 THROUGH 8/31/09
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 8/24/09 14343640 CARMIKE CINEMAS .51
47604 8/27/09 422918 UBS WARBURG LLC 2,000.00 9.773 60.00 19,484.69 2,521.62
SALE 8/25/09 14343640 CARMIKE CINEMAS .53
47604 8/28/09 422922 BARCLAYS CAPITAL (DOMESTIC) 2,000.00 10.212 60.00 20,363.47 3,400.39
SALE 8/26/09 14343640 CARMIKE CINEMAS .53
47604 8/31/09 422926 BARCLAYS CAPITAL (DOMESTIC) 2,000.00 10.296 60.00 20,530.67 3,567.60
SALE 8/13/09 16516710 CHESAPEAKE ENERGY CORP. 3.09
41851 8/18/09 422883 OPPENHEIMER & CO., INC 5,000.00 24.000 150.00 119,846.91 -6,180.16
SALE 7/31/09 17275R10 CISCO SYSTEMS INC 2.26
23375 8/05/09 422840 JANNEY MONTGOMERY SCOTT 4,000.00 21.950 120.00 87,677.74 10,598.71
SALE 7/30/09 18538Q10 CLEARWIRE CORP. CL A 2.07
43952 8/04/09 422836 JANNEY MONTGOMERY SCOTT 10,000.00 8.026 300.00 79,959.93 35,577.37
SALE 7/31/09 18538Q10 CLEARWIRE CORP. CL A 2.06
43952 8/05/09 422840 JANNEY MONTGOMERY SCOTT 10,000.00 8.002 300.00 79,716.94 35,334.38
SALE 8/10/09 20416610 COMMVAULT SYSTEMS INC 1.92
47706 8/13/09 422868 JANNEY MONTGOMERY SCOTT 4,000.00 18.652 120.00 74,486.08 9,697.30
SALE 8/11/09 20416610 COMMVAULT SYSTEMS INC 1.90
47706 8/14/09 422874 JANNEY MONTGOMERY SCOTT 4,000.00 18.450 120.00 73,678.10 8,889.32
SALE 8/14/09 20416610 COMMVAULT SYSTEMS INC 3.89
47706 8/19/09 422889 BARCLAYS CAPITAL (DOMESTIC) 8,000.00 18.873 240.00 150,742.51 21,164.94
SALE 8/17/09 20416610 COMMVAULT SYSTEMS INC 3.87
47706 8/20/09 422893 BARCLAYS CAPITAL (DOMESTIC) 8,000.00 18.800 240.00 150,156.13 20,578.56
SALE 7/30/09 23280610 CYPRESS SEMICONDUCTOR CORP 1.18
47083 8/04/09 422836 OPPENHEIMER & CO., INC 4,000.00 11.419 120.00 45,556.02 10,438.51
SALE 8/03/09 23280610 CYPRESS SEMICONDUCTOR CORP 1.66
47083 8/06/09 422844 OPPENHEIMER & CO., INC 6,000.00 10.712 180.00 64,092.74 11,416.47
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
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 8/14/09 23280610 CYPRESS SEMICONDUCTOR CORP .58
47083 8/19/09 422889 OPPENHEIMER & CO., INC 2,000.00 11.123 60.00 22,184.42 4,625.66
SALE 7/29/09 23582520 DANA HOLDING CORP .73
47401 8/03/09 422831 INSTINET (PORTAL) 10,000.00 2.812 70.00 28,049.27 14,339.89
SALE 7/30/09 23582520 DANA HOLDING CORP .79
47401 8/04/09 422836 INSTINET (DOMESTIC) 10,000.00 3.042 70.00 30,353.21 16,643.83
SALE 7/31/09 23582520 DANA HOLDING CORP .90
47401 8/05/09 422840 INSTINET (DOMESTIC) 10,000.00 3.491 70.00 34,839.10 21,129.72
SALE 7/31/09 23582520 DANA HOLDING CORP .82
47401 8/05/09 422840 INSTINET (DOMESTIC) 10,000.00 3.172 70.00 31,652.18 17,942.80
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 3.332 1.72 66,491.28 39,072.52
140.00
SALE 8/03/09 23582520 DANA HOLDING CORP 1.09
47401 8/06/09 422844 OPPENHEIMER & CO., INC 10,000.00 4.240 300.00 42,096.91 28,387.53
SALE 8/03/09 23582520 DANA HOLDING CORP 1.01
47401 8/06/09 422844 OPPENHEIMER & CO., INC 10,000.00 3.901 300.00 38,705.99 24,996.61
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 4.070 2.10 80,802.90 53,384.14
600.00
SALE 8/04/09 23582520 DANA HOLDING CORP 1.09
47401 8/07/09 422848 OPPENHEIMER & CO., INC 10,000.00 4.218 300.00 41,879.91 28,170.53
SALE 8/05/09 23582520 DANA HOLDING CORP 1.25
47401 8/10/09 422853 OPPENHEIMER & CO., INC 10,000.00 4.854 300.00 48,236.75 34,527.38
SALE 8/06/09 23582520 DANA HOLDING CORP 1.08
47401 8/11/09 422858 OPPENHEIMER & CO., INC 10,000.00 4.180 300.00 41,499.92 27,790.54
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 8/01/09 THROUGH 8/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 22
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/10/09 23582520 DANA HOLDING CORP 1.25
47401 8/13/09 422868 OPPENHEIMER & CO., INC 10,000.00 4.860 300.00 48,302.75 34,593.38
SALE 8/11/09 23582520 DANA HOLDING CORP 1.28
47401 8/14/09 422874 OPPENHEIMER & CO., INC 10,000.00 4.952 300.00 49,218.72 35,509.34
SALE 8/14/09 25179M10 DEVON ENERGY CORP. 6.61
35210 8/19/09 422889 OPPENHEIMER & CO., INC 4,000.00 64.233 120.00 256,805.79 11,387.70
SALE 8/04/09 26353410 DU PONT (E.I.) DE NEMOURS & .82
44052 8/07/09 422848 OPPENHEIMER & CO., INC 1,000.00 31.650 30.00 31,619.18 6,591.02
SALE 8/14/09 29084610 EMCORE CORP. .32
37408 8/19/09 422889 INSTINET (DOMESTIC) 10,000.00 1.225 70.00 12,183.68 -36,088.23
SALE 8/24/09 29100P10 EMERGENCY MEDICAL SVCS CO 3.86
47984 8/27/09 422918 OPPENHEIMER & CO., INC 3,269.00 45.837 98.07 149,739.88 19,643.82
SALE 8/25/09 29100P10 EMERGENCY MEDICAL SVCS CO 2.37
47984 8/28/09 422922 CITIGROUP/CITIBANK DOMESTIC 2,000.00 45.936 60.00 91,809.43 12,215.63
SALE 8/26/09 29100P10 EMERGENCY MEDICAL SVCS CO 10.67
47984 8/31/09 422926 DEUTSCHE BANK AG (DOMESTIC) 9,000.00 46.097 270.00 414,589.63 56,417.55
SALE 7/30/09 29362U10 ENTERGRIS INC .94
47397 8/04/09 422836 JANNEY MONTGOMERY SCOTT 10,000.00 3.636 300.00 36,056.06 9,152.28
SALE 7/31/09 29362U10 ENTERGRIS INC 1.90
47397 8/05/09 422840 JANNEY MONTGOMERY SCOTT 20,000.00 3.692 600.00 73,234.10 19,426.54
SALE 8/04/09 29362U10 ENTERGRIS INC 1.92
47397 8/07/09 422848 JANNEY MONTGOMERY SCOTT 20,000.00 3.735 600.00 74,100.08 20,292.52
SALE 8/05/09 29362U10 ENTERGRIS INC .98
47397 8/10/09 422853 JANNEY MONTGOMERY SCOTT 10,000.00 3.811 300.00 37,808.02 10,904.24
SALE 8/06/09 29362U10 ENTERGRIS INC 1.94
47397 8/11/09 422858 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 3.768 600.00 74,748.06 20,940.49
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
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 8/07/09 29362U10 ENTERGRIS INC 2.05
47397 8/12/09 422864 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 3.987 600.00 79,139.95 25,332.39
SALE 8/10/09 29362U10 ENTERGRIS INC 2.01
47397 8/13/09 422868 UBS WARBURG LLC 20,000.00 3.908 600.00 77,551.99 23,744.42
SALE 8/11/09 29362U10 ENTERGRIS INC 1.90
47397 8/14/09 422874 JANNEY MONTGOMERY SCOTT 20,000.00 3.691 600.00 73,210.10 19,402.54
SALE 8/12/09 29362U10 ENTERGRIS INC 1.94
47397 8/17/09 422879 JANNEY MONTGOMERY SCOTT 20,000.00 3.763 600.00 74,650.06 20,842.49
SALE 7/30/09 29363910 ENTERCOM COMMUNICATIONS COR .59
37233 8/04/09 422836 OPPENHEIMER & CO., INC 10,000.00 2.296 300.00 22,655.41 -12,517.07
SALE 8/03/09 29363910 ENTERCOM COMMUNICATIONS COR .79
37233 8/06/09 422844 STIFEL NICOLAUS 10,000.00 3.056 300.00 30,256.21 -4,916.27
SALE 8/05/09 29363910 ENTERCOM COMMUNICATIONS COR .97
37233 8/10/09 422853 OPPENHEIMER & CO., INC 10,000.00 3.748 300.00 37,181.03 2,008.55
SALE 8/10/09 29363910 ENTERCOM COMMUNICATIONS COR 1.13
37233 8/13/09 422868 OPPENHEIMER & CO., INC 10,000.00 4.390 300.00 43,601.87 8,429.39
SALE 8/11/09 29363910 ENTERCOM COMMUNICATIONS COR 1.10
37233 8/14/09 422874 OPPENHEIMER & CO., INC 10,000.00 4.250 300.00 42,198.90 7,026.41
SALE 8/12/09 29363910 ENTERCOM COMMUNICATIONS COR 1.08
37233 8/17/09 422879 OPPENHEIMER & CO., INC 10,000.00 4.176 300.00 41,453.92 6,281.44
SALE 8/13/09 29363910 ENTERCOM COMMUNICATIONS COR 1.11
37233 8/18/09 422883 OPPENHEIMER & CO., INC 10,000.00 4.300 300.00 42,698.89 7,526.40
SALE 8/14/09 29363910 ENTERCOM COMMUNICATIONS COR 1.13
37233 8/19/09 422889 OPPENHEIMER & CO., INC 10,000.00 4.381 300.00 43,506.87 8,334.39
SALE 7/29/09 29380T10 ENTERTAINMENT PROPERTIES TR 1.32
37309 8/03/09 422831 OPPENHEIMER & CO., INC 2,000.00 25.653 60.00 51,243.68 11,417.81
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 8/01/09 THROUGH 8/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 24
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/30/09 29380T10 ENTERTAINMENT PROPERTIES TR 1.40
37309 8/04/09 422836 OPPENHEIMER & CO., INC 2,000.00 27.091 60.00 54,119.60 14,293.72
SALE 7/30/09 29380T10 ENTERTAINMENT PROPERTIES TR 1.38
37309 8/04/09 422836 OPPENHEIMER & CO., INC 2,000.00 26.746 60.00 53,430.62 13,604.75
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 26.918 2.78 107,550.22 27,898.47
120.00
SALE 7/31/09 29380T10 ENTERTAINMENT PROPERTIES TR 2.74
43302 8/05/09 422840 OPPENHEIMER & CO., INC 4,000.00 26.640 120.00 106,437.26 29,279.68
SALE 8/03/09 29380T10 ENTERTAINMENT PROPERTIES TR 4.27
43302 8/06/09 422844 OPPENHEIMER & CO., INC 6,000.00 27.660 180.00 165,778.13 50,041.77
SALE 8/04/09 29380T10 ENTERTAINMENT PROPERTIES TR 3.00
43302 8/07/09 422848 OPPENHEIMER & CO., INC 4,000.00 29.090 120.00 116,238.20 39,080.62
SALE 8/05/09 29380T10 ENTERTAINMENT PROPERTIES TR .11
43302 8/10/09 422853 OPPENHEIMER & CO., INC 136.00 31.430 4.08 4,270.29 1,646.93
SALE 8/05/09 29380T10 ENTERTAINMENT PROPERTIES TR 1.52
43302 8/10/09 422853 OPPENHEIMER & CO., INC 2,000.00 29.411 60.00 58,760.28 20,181.49
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,136.00 29.539 1.63 63,030.57 21,828.42
64.08
SALE 8/06/09 29380T10 ENTERTAINMENT PROPERTIES TR 1.67
43302 8/11/09 422858 OPPENHEIMER & CO., INC 2,000.00 32.302 60.00 64,541.53 25,962.74
SALE 8/10/09 29380T10 ENTERTAINMENT PROPERTIES TR 5.06
43302 8/13/09 422868 OPPENHEIMER & CO., INC 5,864.00 33.551 175.92 196,559.74 83,446.74
SALE 8/11/09 29380T10 ENTERTAINMENT PROPERTIES TR 1.70
43302 8/14/09 422874 OPPENHEIMER & CO., INC 2,000.00 33.000 60.00 65,938.30 27,359.51
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
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 8/12/09 29380T10 ENTERTAINMENT PROPERTIES TR 1.64
43302 8/17/09 422879 OPPENHEIMER & CO., INC 2,000.00 31.860 60.00 63,658.36 25,079.57
SALE 8/14/09 29380T10 ENTERTAINMENT PROPERTIES TR 1.56
43302 8/19/09 422889 OPPENHEIMER & CO., INC 2,000.00 30.190 60.00 60,318.44 21,739.65
SALE 8/26/09 29380T10 ENTERTAINMENT PROPERTIES TR 3.26
43302 8/31/09 422926 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 31.709 160.00 126,674.34 49,516.77
SALE 8/10/09 30205120 EXIDE TECHNOLOGIES 1.60
43708 8/13/09 422868 JANNEY MONTGOMERY SCOTT 10,000.00 6.187 300.00 61,569.40 27,343.54
SALE 8/14/09 30205120 EXIDE TECHNOLOGIES 1.50
43708 8/19/09 422889 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 5.830 300.00 57,996.50 23,770.64
SALE 8/24/09 30205120 EXIDE TECHNOLOGIES 3.81
43708 8/27/09 422918 UBS WARBURG LLC 20,000.00 7.407 600.00 147,530.19 79,078.47
SALE 8/25/09 30205120 EXIDE TECHNOLOGIES 1.90
43708 8/28/09 422922 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 7.376 300.00 73,462.10 39,236.24
SALE 8/26/09 30205120 EXIDE TECHNOLOGIES 1.87
43708 8/31/09 422926 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 7.272 300.00 72,413.13 38,187.27
SALE 8/05/09 36467W10 GAMESTOP CORP 1.24
46682 8/10/09 422853 OPPENHEIMER & CO., INC 2,000.00 24.120 60.00 48,179.16 -1,222.99
SALE 8/06/09 36467W10 GAMESTOP CORP 5.02
46682 8/11/09 422858 OPPENHEIMER & CO., INC 8,000.00 24.413 240.00 195,057.38 -2,551.22
SALE 8/07/09 36467W10 GAMESTOP CORP 2.60
46682 8/12/09 422864 CITIGROUP/CITIBANK DOMESTIC 4,000.00 25.210 120.00 100,716.60 1,912.30
SALE 7/30/09 36955010 GENERAL DYNAMICS CORP. 2.83
46066 8/04/09 422836 OPPENHEIMER & CO., INC 2,000.00 54.880 60.00 109,697.97 16,622.91
SALE 7/31/09 36955010 GENERAL DYNAMICS CORP. 1.43
46066 8/05/09 422840 OPPENHEIMER & CO., INC 1,000.00 55.270 30.00 55,238.57 8,701.04
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
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 8/04/09 36955010 GENERAL DYNAMICS CORP. 1.44
46066 8/07/09 422848 OPPENHEIMER & CO., INC 1,000.00 55.813 30.00 55,781.56 9,244.03
SALE 7/31/09 36960410 GENERAL ELECTRIC CO. 4.75
12731 8/05/09 422840 OPPENHEIMER & CO., INC 14,000.00 13.200 420.00 184,369.65 -88,764.45
SALE 8/11/09 38141G10 GOLDMAN SACHS GROUP INC 2.07
47742 8/14/09 422874 OPPENHEIMER & CO., INC 500.00 160.88 15.00 80,422.93 1,654.01
SALE 7/30/09 39762420 GREIF INC. CL B .60
37621 8/04/09 422836 OPPENHEIMER & CO., INC 500.00 46.686 15.00 23,327.40 -2,006.76
SALE 8/04/09 39762420 GREIF INC. CL B .37
37621 8/07/09 422848 OPPENHEIMER & CO., INC 300.00 47.320 9.00 14,186.63 -1,013.87
SALE 8/14/09 41805610 HASBRO INC 2.77
47398 8/19/09 422889 OPPENHEIMER & CO., INC 4,000.00 26.906 120.00 107,500.43 6,614.83
SALE 7/31/09 43146610 HILL INTERNATIONAL INC. 1.22
44598 8/05/09 422840 OPPENHEIMER & CO., INC 10,000.00 4.733 300.00 47,028.78 2,651.71
SALE 8/04/09 43146610 HILL INTERNATIONAL INC. 1.17
44598 8/07/09 422848 OPPENHEIMER & CO., INC 10,000.00 4.548 300.00 45,176.83 799.76
SALE 8/06/09 43146610 HILL INTERNATIONAL INC. 1.65
44598 8/11/09 422858 OPPENHEIMER & CO., INC 10,000.00 6.397 300.00 63,669.35 19,292.28
SALE 8/12/09 43146610 HILL INTERNATIONAL INC. 1.63
44598 8/17/09 422879 OPPENHEIMER & CO., INC 10,000.00 6.322 300.00 62,916.37 18,539.30
SALE 8/14/09 43146610 HILL INTERNATIONAL INC. .83
44598 8/19/09 422889 OPPENHEIMER & CO., INC 5,000.00 6.406 150.00 31,880.17 9,691.63
SALE 8/17/09 43146610 HILL INTERNATIONAL INC. .78
44598 8/20/09 422893 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 6.007 150.00 29,883.22 7,694.68
SALE 8/24/09 43146610 HILL INTERNATIONAL INC. .89
44598 8/27/09 422918 OPPENHEIMER & CO., INC 5,000.00 6.907 150.00 34,382.11 12,193.57
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 8/01/09 THROUGH 8/31/09
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 8/04/09 44701110 HUNTSMAN CORP. 1.65
41546 8/07/09 422848 OPPENHEIMER & CO., INC 10,000.00 6.402 300.00 63,713.35 -821.20
SALE 8/05/09 44701110 HUNTSMAN CORP. .94
41546 8/10/09 422853 OPPENHEIMER & CO., INC 5,000.00 7.240 150.00 36,049.06 3,781.79
SALE 8/05/09 44701110 HUNTSMAN CORP. .90
41546 8/10/09 422853 OPPENHEIMER & CO., INC 5,000.00 6.990 150.00 34,799.10 2,531.83
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 10,000.00 7.115 1.84 70,848.16 6,313.62
300.00
SALE 7/30/09 45920010 INTL BUSINESS MACHINES CORP 3.03
45198 8/04/09 422836 OPPENHEIMER & CO., INC 1,000.00 117.75 30.00 117,723.97 23,615.74
SALE 7/31/09 45920010 INTL BUSINESS MACHINES CORP 3.04
45198 8/05/09 422840 OPPENHEIMER & CO., INC 1,000.00 117.94 30.00 117,906.96 23,798.73
SALE 8/04/09 46204410 ION GEOPHYSICAL CORP 1.46
47666 8/07/09 422848 OPPENHEIMER & CO., INC 20,000.00 2.821 600.00 55,826.54 14,986.54
SALE 8/14/09 46204410 ION GEOPHYSICAL CORP 1.42
47666 8/19/09 422889 OPPENHEIMER & CO., INC 20,000.00 2.763 600.00 54,648.58 13,808.58
SALE 7/30/09 46625H10 JP MORGAN CHASE & CO 2.00
28084 8/04/09 422836 OPPENHEIMER & CO., INC 2,000.00 38.740 60.00 77,418.20 19,894.47
SALE 7/31/09 48517030 KANSAS CITY SOUTHERN 1.59
25663 8/05/09 422840 OPPENHEIMER & CO., INC 3,000.00 20.560 90.00 61,588.11 -7,444.92
SALE 8/03/09 48517030 KANSAS CITY SOUTHERN 2.22
25663 8/06/09 422844 STIFEL NICOLAUS 4,000.00 21.500 120.00 85,877.78 -6,166.27
SALE 8/14/09 48517030 KANSAS CITY SOUTHERN 1.19
25663 8/19/09 422889 OPPENHEIMER & CO., INC 2,000.00 23.069 60.00 46,076.81 54.79
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
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 8/24/09 48517030 KANSAS CITY SOUTHERN .61
25663 8/27/09 422918 OPPENHEIMER & CO., INC 1,000.00 23.690 30.00 23,659.39 648.38
SALE 7/30/09 50207910 LMI AEROSPACE INC. .48
39623 8/04/09 422836 JANNEY MONTGOMERY SCOTT 2,000.00 9.201 60.00 18,341.52 -3,433.23
SALE 7/31/09 50207910 LMI AEROSPACE INC. .47
39623 8/05/09 422840 JANNEY MONTGOMERY SCOTT 2,000.00 9.068 60.00 18,075.33 -3,699.42
SALE 8/04/09 50207910 LMI AEROSPACE INC. .51
39623 8/07/09 422848 JANNEY MONTGOMERY SCOTT 2,000.00 9.768 60.00 19,475.49 -2,299.26
SALE 8/05/09 50207910 LMI AEROSPACE INC. .50
39623 8/10/09 422853 JANNEY MONTGOMERY SCOTT 2,000.00 9.635 60.00 19,210.10 -2,564.65
SALE 8/07/09 50207910 LMI AEROSPACE INC. .47
39623 8/12/09 422864 BARCLAYS CAPITAL (DOMESTIC) 2,000.00 9.032 60.00 18,002.53 -3,772.22
SALE 8/04/09 51783410 LAS VEGAS SANDS CORP 15.10
47964 8/07/09 422848 STIFEL NICOLAUS 54,000.00 10.877 2,160.00 585,172.10 81,882.10
SALE 8/07/09 52186330 LEAP WIRELESS INTL INC 10.94
47409 8/12/09 422864 BARCLAYS CAPITAL (DOMESTIC) 24,000.00 17.731 720.00 424,803.46 -310,833.54
SALE 8/14/09 52605730 LENNAR CORP. CL B 1.08
44247 8/19/09 422889 OPPENHEIMER & CO., INC 4,000.00 10.438 120.00 41,630.12 15,060.74
SALE 8/17/09 52605730 LENNAR CORP. CL B .51
44247 8/20/09 422893 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 9.813 60.00 19,565.49 6,280.80
SALE 8/20/09 52605730 LENNAR CORP. CL B .55
44247 8/25/09 422908 OPPENHEIMER & CO., INC 2,000.00 10.607 60.00 21,152.45 7,867.76
SALE 7/29/09 58155Q10 MCKESSON CORP. 1.32
44745 8/03/09 422831 OPPENHEIMER & CO., INC 1,000.00 51.308 30.00 51,276.68 11,962.81
SALE 8/14/09 58155Q10 MCKESSON CORP. 1.40
44745 8/19/09 422889 OPPENHEIMER & CO., INC 1,000.00 54.289 30.00 54,257.60 14,943.73
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
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 8/14/09 58155Q10 MCKESSON CORP. 4.29
44745 8/19/09 422889 OPPENHEIMER & CO., INC 3,000.00 55.621 90.00 166,769.61 48,827.99
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 55.288 5.69 221,027.21 63,771.72
120.00
SALE 8/06/09 58469030 MEDICIS PHARM-CL A 1.95
46432 8/11/09 422858 OPPENHEIMER & CO., INC 4,000.00 18.936 120.00 75,623.25 13,222.20
SALE 8/24/09 58469030 MEDICIS PHARM-CL A .95
46432 8/27/09 422918 OPPENHEIMER & CO., INC 2,000.00 18.473 60.00 36,884.05 5,683.53
SALE 7/30/09 59491810 MICROSOFT CORP. 4.95
12799 8/04/09 422836 LABRANCHE/SOFT 8,000.00 24.064 400.00 192,104.65 10,561.96
SALE 8/12/09 59491810 MICROSOFT CORP. 2.45
12799 8/17/09 422879 BARCLAYS CAPITAL (DOMESTIC) 4,000.00 23.760 120.00 94,918.75 4,147.41
SALE 8/04/09 61744644 MORGAN STANLEY 3.00
47655 8/07/09 422848 OPPENHEIMER & CO., INC 4,000.00 29.121 120.00 116,361.00 8,983.00
SALE 8/05/09 61744644 MORGAN STANLEY .77
47655 8/10/09 422853 OPPENHEIMER & CO., INC 1,000.00 29.891 30.00 29,860.23 3,015.73
SALE 8/03/09 62937750 NRG ENERGY INC. 1.47
43555 8/06/09 422844 OPPENHEIMER & CO., INC 2,000.00 28.437 60.00 56,811.53 16,559.51
SALE 8/04/09 62937750 NRG ENERGY INC. 1.46
43555 8/07/09 422848 OPPENHEIMER & CO., INC 2,000.00 28.330 60.00 56,598.54 16,346.52
SALE 8/10/09 62937750 NRG ENERGY INC. 1.47
43555 8/13/09 422868 OPPENHEIMER & CO., INC 2,000.00 28.540 60.00 57,018.53 16,766.51
SALE 8/11/09 62937750 NRG ENERGY INC. 1.47
43555 8/14/09 422874 OPPENHEIMER & CO., INC 2,000.00 28.530 60.00 56,998.53 16,746.51
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 30
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/12/09 62937750 NRG ENERGY INC. 1.46
43555 8/17/09 422879 OPPENHEIMER & CO., INC 2,000.00 28.350 60.00 56,638.54 16,386.52
SALE 8/13/09 62937750 NRG ENERGY INC. 1.46
43555 8/18/09 422883 OPPENHEIMER & CO., INC 2,000.00 28.310 60.00 56,558.54 16,306.52
SALE 8/17/09 62937750 NRG ENERGY INC. 1.44
43555 8/20/09 422893 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 28.040 80.00 55,998.76 15,746.73
SALE 8/18/09 62937750 NRG ENERGY INC. 1.42
43555 8/21/09 422897 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 27.607 80.00 55,131.98 14,879.96
SALE 8/19/09 62937750 NRG ENERGY INC. 1.42
43555 8/24/09 422903 OPPENHEIMER & CO., INC 2,000.00 27.577 80.00 55,072.98 14,820.95
SALE 8/20/09 62937750 NRG ENERGY INC. 1.46
43555 8/25/09 422908 OPPENHEIMER & CO., INC 2,000.00 28.250 60.00 56,438.54 16,186.52
SALE 8/21/09 62937750 NRG ENERGY INC. 1.46
43555 8/26/09 422913 OPPENHEIMER & CO., INC 2,000.00 28.300 60.00 56,538.54 16,286.51
SALE 8/24/09 62937750 NRG ENERGY INC. 1.47
43555 8/27/09 422918 OPPENHEIMER & CO., INC 2,000.00 28.419 60.00 56,776.53 16,524.51
SALE 8/25/09 62937750 NRG ENERGY INC. 1.45
43555 8/28/09 422922 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 28.136 80.00 56,190.95 15,938.92
SALE 8/26/09 62937750 NRG ENERGY INC. 1.43
43555 8/31/09 422926 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 27.886 80.00 55,690.37 15,438.35
SALE 8/04/09 63530910 NATIONAL CINEMEDIA, INC. 3.81
43500 8/07/09 422848 JANNEY MONTGOMERY SCOTT 10,000.00 14.815 300.00 147,849.19 53,743.52
SALE 8/05/09 63530910 NATIONAL CINEMEDIA, INC. 1.55
43500 8/10/09 422853 JANNEY MONTGOMERY SCOTT 4,000.00 15.031 120.00 60,000.45 22,358.18
SALE 8/10/09 63530910 NATIONAL CINEMEDIA, INC. 3.81
43500 8/13/09 422868 JANNEY MONTGOMERY SCOTT 10,000.00 14.799 300.00 147,685.19 53,579.52
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
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 8/20/09 63530910 NATIONAL CINEMEDIA, INC. .75
43500 8/25/09 422908 BARCLAYS CAPITAL (DOMESTIC) 2,000.00 14.538 60.00 29,015.85 10,194.72
SALE 8/21/09 63530910 NATIONAL CINEMEDIA, INC. .78
43500 8/26/09 422913 BARCLAYS CAPITAL (DOMESTIC) 2,000.00 15.042 60.00 30,022.22 11,201.09
SALE 8/25/09 63530910 NATIONAL CINEMEDIA, INC. 1.64
43500 8/28/09 422922 BARCLAYS CAPITAL (DOMESTIC) 4,000.00 15.875 120.00 63,379.16 25,736.89
SALE 8/26/09 63530910 NATIONAL CINEMEDIA, INC. 1.56
43500 8/31/09 422926 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 15.155 120.00 60,499.24 22,856.97
SALE 8/12/09 65584410 NORFOLK SOUTHERN CORP. 2.38
44749 8/17/09 422879 OPPENHEIMER & CO., INC 2,000.00 46.200 60.00 92,337.62 21,997.00
SALE 7/31/09 66987M60 NOVATEL WIRELESS INC .58
47047 8/05/09 422840 JANNEY MONTGOMERY SCOTT 2,000.00 11.101 60.00 22,141.42 914.76
SALE 8/05/09 66987M60 NOVATEL WIRELESS INC 2.62
47047 8/10/09 422853 JANNEY MONTGOMERY SCOTT 10,000.00 10.177 300.00 101,469.38 -4,663.92
SALE 8/06/09 66987M60 NOVATEL WIRELESS INC 3.21
47047 8/11/09 422858 UBS WARBURG LLC 12,000.00 10.394 360.00 124,367.19 -2,992.77
SALE 8/07/09 66987M60 NOVATEL WIRELESS INC 2.68
47047 8/12/09 422864 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 10.400 300.00 103,700.32 -2,432.98
SALE 8/10/09 66987M60 NOVATEL WIRELESS INC 2.66
47047 8/13/09 422868 UBS WARBURG LLC 10,000.00 10.314 300.00 102,841.34 -3,291.96
SALE 8/11/09 66987M60 NOVATEL WIRELESS INC 2.71
47047 8/14/09 422874 JANNEY MONTGOMERY SCOTT 10,000.00 10.528 300.00 104,972.29 -1,161.01
SALE 7/31/09 67020Y10 NUANCE COMMUNICATIONS INC .69
47647 8/05/09 422840 JANNEY MONTGOMERY SCOTT 2,000.00 13.320 60.00 26,579.31 3,584.22
SALE 8/12/09 67020Y10 NUANCE COMMUNICATIONS INC 3.62
47647 8/17/09 422879 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 14.066 300.00 140,353.38 25,377.93
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 8/01/09 THROUGH 8/31/09
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 8/12/09 67020Y10 NUANCE COMMUNICATIONS INC 4.97
47647 8/17/09 422879 JANNEY MONTGOMERY SCOTT 14,000.00 13.806 420.00 192,860.43 31,894.79
SALE 8/13/09 67020Y10 NUANCE COMMUNICATIONS INC 3.59
47647 8/18/09 422883 JANNEY MONTGOMERY SCOTT 10,000.00 13.941 300.00 139,110.41 24,134.95
SALE 8/04/09 69002720 OUTDOOR CHANNEL HOLDINGS IN .39
29494 8/07/09 422848 JANNEY MONTGOMERY SCOTT 2,000.00 7.572 60.00 15,082.61 22.51
SALE 8/24/09 69002720 OUTDOOR CHANNEL HOLDINGS IN .38
29494 8/27/09 422918 UBS WARBURG LLC 2,000.00 7.251 60.00 14,440.62 -619.48
SALE 8/14/09 69917320 PARAMETRIC TECH 1.76
47895 8/19/09 422889 BARCLAYS CAPITAL (DOMESTIC) 5,000.00 13.668 150.00 68,188.24 3,730.24
SALE 8/17/09 69917320 PARAMETRIC TECH 2.08
47895 8/20/09 422893 BARCLAYS CAPITAL (DOMESTIC) 6,000.00 13.440 180.00 80,457.92 3,108.32
SALE 8/21/09 69917320 PARAMETRIC TECH 2.11
47895 8/26/09 422913 BARCLAYS CAPITAL (DOMESTIC) 6,000.00 13.632 180.00 81,611.69 4,262.09
SALE 8/25/09 69917320 PARAMETRIC TECH 2.12
47895 8/28/09 422922 BARCLAYS CAPITAL (DOMESTIC) 6,000.00 13.703 180.00 82,034.08 4,684.48
SALE 8/26/09 69917320 PARAMETRIC TECH 3.16
47895 8/31/09 422926 BARCLAYS CAPITAL (DOMESTIC) 9,000.00 13.629 270.00 122,386.04 6,361.64
SALE 7/30/09 70454910 PEABODY ENERGY CORP. 6.68
40443 8/04/09 422836 OPPENHEIMER & CO., INC 8,000.00 32.456 240.00 259,398.92 40,564.20
SALE 7/31/09 71344810 PEPSICO, INC. 13.13
43554 8/05/09 422840 OPPENHEIMER & CO., INC 9,000.00 56.757 270.00 510,531.67 43,301.72
SALE 8/24/09 74271810 PROCTER & GAMBLE CO. 2.76
33680 8/27/09 422918 OPPENHEIMER & CO., INC 2,000.00 53.648 60.00 107,233.24 -10,080.26
SALE 7/30/09 74731Q10 PZENA INVESTMENT MGMT INC .74
46575 8/04/09 422836 OPPENHEIMER & CO., INC 4,000.00 7.135 120.00 28,419.26 4,517.50
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
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 8/06/09 75190730 RAMTRON INTERNATIONAL CORP. .15
42765 8/11/09 422858 UBS WARBURG LLC 4,000.00 1.416 120.00 5,544.65 -4,700.79
SALE 8/26/09 75893210 REGIS CORP MINN 8.55
47648 8/31/09 422926 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 16.619 600.00 331,777.45 69,593.45
SALE 8/04/09 7591EP10 REGIONS FINANCIAL CORP 1.12
46983 8/07/09 422848 OPPENHEIMER & CO., INC 10,000.00 4.350 300.00 43,198.88 2,783.04
SALE 8/05/09 7591EP10 REGIONS FINANCIAL CORP 1.22
46983 8/10/09 422853 OPPENHEIMER & CO., INC 10,000.00 4.710 300.00 46,798.78 6,382.94
SALE 8/06/09 7591EP10 REGIONS FINANCIAL CORP 1.22
46983 8/11/09 422858 OPPENHEIMER & CO., INC 10,000.00 4.710 300.00 46,798.78 6,382.94
SALE 8/07/09 7591EP10 REGIONS FINANCIAL CORP 1.28
46983 8/12/09 422864 CITIGROUP/CITIBANK DOMESTIC 10,000.00 4.949 300.00 49,188.72 8,772.87
SALE 8/10/09 7591EP10 REGIONS FINANCIAL CORP 1.26
46983 8/13/09 422868 OPPENHEIMER & CO., INC 10,000.00 4.880 300.00 48,498.74 8,082.90
SALE 8/11/09 7591EP10 REGIONS FINANCIAL CORP 1.23
46983 8/14/09 422874 OPPENHEIMER & CO., INC 10,000.00 4.770 300.00 47,398.77 6,982.92
SALE 8/12/09 7591EP10 REGIONS FINANCIAL CORP 1.21
46983 8/17/09 422879 OPPENHEIMER & CO., INC 10,000.00 4.670 300.00 46,398.79 5,982.95
SALE 8/13/09 7591EP10 REGIONS FINANCIAL CORP 1.32
46983 8/18/09 422883 OPPENHEIMER & CO., INC 10,000.00 5.100 300.00 50,698.68 10,282.83
SALE 8/14/09 7591EP10 REGIONS FINANCIAL CORP 1.37
46983 8/19/09 422889 OPPENHEIMER & CO., INC 10,000.00 5.310 300.00 52,798.63 12,382.79
SALE 8/14/09 7591EP10 REGIONS FINANCIAL CORP 1.40
46983 8/19/09 422889 SANFORD BERNSTEIN & CO. 10,000.00 5.441 400.00 54,005.60 13,589.75
SALE 8/17/09 7591EP10 REGIONS FINANCIAL CORP 1.38
46983 8/20/09 422893 JP MORGAN 10,000.00 5.349 400.00 53,091.62 12,675.78
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 8/01/09 THROUGH 8/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 34
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/18/09 7591EP10 REGIONS FINANCIAL CORP 1.40
46983 8/21/09 422897 LEERINK SWANN LLC 10,000.00 5.415 400.00 53,744.60 13,328.75
SALE 8/19/09 7591EP10 REGIONS FINANCIAL CORP 1.37
46983 8/24/09 422903 OPPENHEIMER & CO., INC 10,000.00 5.306 300.00 52,756.63 12,340.79
SALE 8/20/09 7591EP10 REGIONS FINANCIAL CORP 1.40
46983 8/25/09 422908 OPPENHEIMER & CO., INC 10,000.00 5.440 300.00 54,098.60 13,682.75
SALE 8/21/09 7591EP10 REGIONS FINANCIAL CORP 1.45
46983 8/26/09 422913 OPPENHEIMER & CO., INC 10,000.00 5.630 300.00 55,998.55 15,582.71
SALE 8/26/09 7591EP10 REGIONS FINANCIAL CORP 1.53
46983 8/31/09 422926 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 5.940 300.00 59,098.47 18,682.62
SALE 8/06/09 76011210 RENTECH INC. .77
39062 8/11/09 422858 INSTINET (DOMESTIC) 40,000.00 .742 200.00 29,471.23 -5,697.43
SALE 8/10/09 76011210 RENTECH INC. .29
39062 8/13/09 422868 OPPENHEIMER & CO., INC 10,000.00 1.120 300.00 10,899.71 2,107.54
SALE 8/11/09 76011210 RENTECH INC. .35
39062 8/14/09 422874 OPPENHEIMER & CO., INC 10,000.00 1.335 300.00 13,049.65 4,257.48
SALE 8/10/09 80660510 SCHERING-PLOUGH CORP. 6.93
39690 8/13/09 422868 SANFORD BERNSTEIN & CO. 10,000.00 26.937 400.00 268,967.07 58,249.83
SALE 8/24/09 83269640 JM SMUCKER CO/THE 2.76
44932 8/27/09 422918 OPPENHEIMER & CO., INC 2,000.00 53.509 60.00 106,954.24 28,723.71
SALE 8/05/09 83546010 SONIC SOLUTIONS 1.05
42767 8/10/09 422853 JANNEY MONTGOMERY SCOTT 10,000.00 4.060 300.00 40,302.95 11,681.87
SALE 8/10/09 83546010 SONIC SOLUTIONS .96
42767 8/13/09 422868 JANNEY MONTGOMERY SCOTT 10,000.00 3.727 300.00 36,973.04 8,351.96
SALE 8/11/09 83546010 SONIC SOLUTIONS .96
42767 8/14/09 422874 JANNEY MONTGOMERY SCOTT 10,000.00 3.702 300.00 36,719.04 8,097.96
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
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 7/30/09 85915810 STERLING BANCORP 2.11
47665 8/04/09 422836 OPPENHEIMER & CO., INC 10,000.00 8.193 300.00 81,631.89 11,511.14
SALE 7/31/09 85915810 STERLING BANCORP 2.06
47665 8/05/09 422840 OPPENHEIMER & CO., INC 10,000.00 7.988 300.00 79,577.94 9,457.19
SALE 8/04/09 85915810 STERLING BANCORP 2.06
47665 8/07/09 422848 OPPENHEIMER & CO., INC 10,000.00 7.998 300.00 79,672.94 9,552.19
SALE 8/05/09 85915810 STERLING BANCORP 2.08
47665 8/10/09 422853 OPPENHEIMER & CO., INC 10,000.00 8.081 300.00 80,511.92 10,391.17
SALE 8/06/09 85915810 STERLING BANCORP 2.14
47665 8/11/09 422858 OPPENHEIMER & CO., INC 10,000.00 8.312 300.00 82,820.86 12,700.11
SALE 8/07/09 85915810 STERLING BANCORP 2.38
47665 8/12/09 422864 CITIGROUP/CITIBANK DOMESTIC 10,000.00 9.224 300.00 91,941.62 21,820.87
SALE 8/07/09 86837X10 SUPERIOR WELL SVCS 1.73
47400 8/12/09 422864 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 6.713 300.00 66,831.27 1,020.40
SALE 8/14/09 86837X10 SUPERIOR WELL SVCS 1.89
47400 8/19/09 422889 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 7.332 300.00 73,020.11 7,209.23
SALE 8/17/09 86837X10 SUPERIOR WELL SVCS 1.73
47400 8/20/09 422893 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 6.695 300.00 66,646.27 835.40
SALE 8/19/09 86837X10 SUPERIOR WELL SVCS .85
47400 8/24/09 422903 UBS WARBURG LLC 5,000.00 6.565 150.00 32,674.15 -231.29
SALE 8/20/09 86837X10 SUPERIOR WELL SVCS .91
47400 8/25/09 422908 BARCLAYS CAPITAL (DOMESTIC) 5,000.00 7.076 150.00 35,230.09 2,324.65
SALE 8/21/09 86837X10 SUPERIOR WELL SVCS .95
47400 8/26/09 422913 BARCLAYS CAPITAL (DOMESTIC) 5,000.00 7.326 150.00 36,481.05 3,575.61
SALE 8/24/09 86837X10 SUPERIOR WELL SVCS 1.06
47400 8/27/09 422918 UBS WARBURG LLC 5,000.00 8.191 150.00 40,804.94 7,899.50
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 36
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/25/09 86837X10 SUPERIOR WELL SVCS 1.10
47400 8/28/09 422922 BARCLAYS CAPITAL (DOMESTIC) 5,000.00 8.513 150.00 42,411.90 9,506.46
SALE 8/26/09 86837X10 SUPERIOR WELL SVCS 1.02
47400 8/31/09 422926 BARCLAYS CAPITAL (DOMESTIC) 5,000.00 7.928 150.00 39,487.98 6,582.54
SALE 8/14/09 87157D10 SYNAPTICS INCORPORATED .70
39378 8/19/09 422889 BARCLAYS CAPITAL (DOMESTIC) 1,000.00 27.004 30.00 26,972.80 1,113.92
SALE 8/04/09 87244340 THQ INC 3.52
47941 8/07/09 422848 JANNEY MONTGOMERY SCOTT 20,000.00 6.832 600.00 136,040.48 2,162.48
SALE 8/07/09 87244340 THQ INC 1.75
47941 8/12/09 422864 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 6.798 300.00 67,681.25 742.25
SALE 8/03/09 87655330 TASTY BAKING CO. .39
38737 8/06/09 422844 JANNEY MONTGOMERY SCOTT 2,000.00 7.435 60.00 14,809.81 315.85
SALE 7/30/09 88476810 THOMPSON CREEK METALS CO IN 10.80
47277 8/04/09 422836 OPPENHEIMER & CO., INC 30,000.00 13.998 900.00 419,041.20 88,072.80
SALE 7/30/09 88732J20 TIME WARNER CABLE INC 9.44
45484 8/04/09 422836 OPPENHEIMER & CO., INC 11,000.00 33.380 330.00 366,839.46 15,027.21
SALE 7/30/09 90297330 US BANCORP 7.73
46666 8/04/09 422836 OPPENHEIMER & CO., INC 15,000.00 20.042 450.00 300,166.27 31,913.73
SALE 8/14/09 93114210 WAL-MART STORES, INC. 1.35
40141 8/19/09 422889 OPPENHEIMER & CO., INC 1,000.00 52.145 30.00 52,113.65 1,503.90
SALE 7/30/09 94974610 WELLS FARGO & COMPANY 1.30
46540 8/04/09 422836 OPPENHEIMER & CO., INC 2,000.00 25.120 60.00 50,178.70 952.81
SALE 8/03/09 94974610 WELLS FARGO & COMPANY 2.65
46540 8/06/09 422844 STIFEL NICOLAUS 4,000.00 25.690 120.00 102,637.35 4,185.57
SALE 8/04/09 94974610 WELLS FARGO & COMPANY 1.36
46540 8/07/09 422848 OPPENHEIMER & CO., INC 2,000.00 26.320 60.00 52,578.64 3,352.75
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 37
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/05/09 94974610 WELLS FARGO & COMPANY 1.44
46540 8/10/09 422853 OPPENHEIMER & CO., INC 2,000.00 27.880 60.00 55,698.56 6,472.67
SALE 8/07/09 94974610 WELLS FARGO & COMPANY 7.39
46540 8/12/09 422864 JP MORGAN 10,000.00 28.725 400.00 286,837.61 40,708.17
SALE 8/14/09 94974610 WELLS FARGO & COMPANY 1.43
46540 8/19/09 422889 OPPENHEIMER & CO., INC 2,000.00 27.754 60.00 55,445.57 6,219.68
SALE 8/17/09 94974610 WELLS FARGO & COMPANY .69
46540 8/20/09 422893 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 26.700 30.00 26,669.31 2,056.37
SALE 8/10/09 96216610 WEYERHAEUSER CO 1.92
46167 8/13/09 422868 OPPENHEIMER & CO., INC 2,000.00 37.210 60.00 74,358.08 8,685.41
SALE 8/26/09 96216610 WEYERHAEUSER CO 3.78
46167 8/31/09 422926 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 36.725 120.00 146,777.42 15,432.09
SALE 8/07/09 98302410 WYETH 12.12
44469 8/12/09 422864 CITIGROUP/CITIBANK DOMESTIC 10,000.00 47.149 300.00 471,172.88 40,084.85
SALE 8/14/09 98385X10 XTO ENERGY INC. 10.50
42027 8/19/09 422889 OPPENHEIMER & CO., INC 10,000.00 40.827 300.00 407,962.50 -12,934.42
SALE 8/25/09 98433210 YAHOO! INC 8.52
47945 8/28/09 422922 BARCLAYS CAPITAL (DOMESTIC) 22,000.00 15.054 660.00 330,510.68 13,902.52
SALE 8/26/09 98433210 YAHOO! INC 8.92
47945 8/31/09 422926 BARCLAYS CAPITAL (DOMESTIC) 23,000.00 15.074 690.00 345,993.88 14,994.44
SALE 7/31/09 98970110 ZIONS BANCORP 6.99
47805 8/05/09 422840 JANNEY MONTGOMERY SCOTT 20,000.00 13.598 600.00 271,353.01 38,600.34
SALE 8/04/09 98970110 ZIONS BANCORP 3.58
47805 8/07/09 422848 JANNEY MONTGOMERY SCOTT 10,000.00 13.924 300.00 138,934.42 22,558.09
SALE 8/04/09 98970110 ZIONS BANCORP 3.90
47805 8/07/09 422848 UBS WARBURG LLC 10,000.00 15.149 300.00 151,181.10 34,804.77
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 38
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/06/09 98970110 ZIONS BANCORP 4.03
47805 8/11/09 422858 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 15.665 300.00 156,342.97 39,966.64
SALE 8/13/09 98970110 ZIONS BANCORP 4.23
47805 8/18/09 422883 JANNEY MONTGOMERY SCOTT 10,000.00 16.443 300.00 164,126.77 47,750.43
SALE 7/30/09 H8912810 TYCO INTERNATIONAL LTD 2.30
46440 8/04/09 422836 OPPENHEIMER & CO., INC 3,000.00 29.758 90.00 89,180.80 15,727.52
SALE 8/05/09 H8912810 TYCO INTERNATIONAL LTD .80
46440 8/10/09 422853 OPPENHEIMER & CO., INC 1,000.00 30.780 30.00 30,749.20 6,264.77
SALE 8/05/09 H8912810 TYCO INTERNATIONAL LTD .80
46440 8/10/09 422853 OPPENHEIMER & CO., INC 1,000.00 30.886 30.00 30,855.20 6,370.77
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000.00 30.833 1.60 61,604.40 12,635.54
60.00
SALE 8/06/09 H8912810 TYCO INTERNATIONAL LTD 4.75
46440 8/11/09 422858 OPPENHEIMER & CO., INC 6,000.00 30.755 180.00 184,347.05 37,440.50
SALE 8/10/09 H8912810 TYCO INTERNATIONAL LTD 5.65
46440 8/13/09 422868 OPPENHEIMER & CO., INC 7,000.00 31.374 210.00 219,400.25 48,009.27
SALE 8/11/09 H8912810 TYCO INTERNATIONAL LTD 5.58
46440 8/14/09 422874 OPPENHEIMER & CO., INC 7,000.00 31.010 210.00 216,854.42 45,463.44
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 2,573,069.00 692.06 26,806,649.31 3,978,429.31
65,172.07
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 2,573,069.00 692.06 26,806,649.31 3,978,429.31
65,172.07
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 8/01/09 THROUGH 8/31/09
CASH MANAGEMENT FD (5050) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 8/14/09 00279HDJ ABBEY NATIONAL YANKEE CERT .1700 .170
48112 8/14/09 287886 ABBEY NATIONAL 8/28/09 50,000,000.00 100.00 50,000,000.00
PUR 8/14/09 00279HDK ABBEY NATIONAL YANKEE CERT .1800 .180
48113 8/14/09 287886 ABBEY NATIONAL 9/01/09 50,000,000.00 100.00 50,000,000.00
PUR 8/26/09 00279HEE ABBEY NATIONAL YANKEE CERT .1900 .190
48272 8/26/09 287931 ABBEY NATIONAL 9/22/09 80,000,000.00 100.00 80,000,000.00
PUR 8/04/09 02585TBW AMERICAN EXPRESS CREDIT COR .1700 .170
47973 8/04/09 287836 AMERICAN EXPRESS CREDIT COR 8/05/09 13,607,000.00 100.00 13,607,000.00
PUR 8/10/09 02585TCB AMERICAN EXPRESS CREDIT COR .1700 .170
48018 8/10/09 287862 AMERICAN EXPRESS CREDIT COR 8/11/09 23,000,000.00 100.00 23,000,000.00
PUR 8/12/09 02585TCE AMERICAN EXPRESS CREDIT COR .1500 .150
48088 8/12/09 287874 AMERICAN EXPRESS CREDIT COR 8/13/09 22,008,000.00 100.00 22,008,000.00
PUR 8/12/09 02585TCF AMERICAN EXPRESS CREDIT COR .1500 .150
48061 8/12/09 287874 AMERICAN EXPRESS CREDIT COR 8/14/09 50,000,000.00 100.00 50,000,000.00
PUR 8/14/09 02585TCH AMERICAN EXPRESS CREDIT COR .1500 .150
48115 8/14/09 287886 AMERICAN EXPRESS CREDIT COR 8/17/09 25,000,000.00 100.00 25,000,000.00
PUR 8/14/09 02585TCJ AMERICAN EXPRESS CREDIT COR .2000 .200
48103 8/14/09 287886 AMERICAN EXPRESS CREDIT COR 8/25/09 60,000,000.00 100.00 60,000,000.00
PUR 8/18/09 02585TCL AMERICAN EXPRESS CREDIT COR .1500 .150
48169 8/18/09 287897 AMERICAN EXPRESS CREDIT COR 8/19/09 10,453,000.00 100.00 10,453,000.00
PUR 8/19/09 02585TCM AMERICAN EXPRESS CR CORP I .1500 .150
48185 8/19/09 287903 AMERICAN EXPRESS CREDIT COR 8/20/09 3,810,000.00 100.00 3,810,000.00
PUR 8/20/09 02585TCN AMERICAN EXPRESS CR CORP IB .1500 .150
48201 8/20/09 287909 AMERICAN EXPRESS CREDIT COR 8/21/09 20,000,000.00 100.00 20,000,000.00
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
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 8/25/09 02585TCS AMERICAN EXPRESS CREDIT COR .2600 .260
48236 8/25/09 287926 AMERICAN EXPRESS CREDIT COR 9/21/09 60,000,000.00 100.00 60,000,000.00
PUR 8/31/09 02585TCW AMERICAN EXPRESS CREDIT COR .1300 .130
48326 8/31/09 287950 AMERICAN EXPRESS CREDIT COR 9/01/09 30,000,000.00 100.00 30,000,000.00
PUR 8/13/09 0556M4JM BNP PARIBAS YANKEE CERT DEP .1900 .190
48094 8/13/09 287880 BNP PARIBAS 8/28/09 127,000,000.00 100.00 127,000,000.00
PUR 8/14/09 0556M4JS BNP PARIBAS YANKEE CERT DEP .1900 .190
48104 8/14/09 287886 BNP PARIBAS 9/01/09 33,000,000.00 100.00 33,000,000.00
PUR 8/28/09 0556M4MA BNP PARIBAS YANKEE CERT DEP .1900 .190
48298 8/28/09 287944 BNP PARIBAS 9/11/09 45,000,000.00 100.00 45,000,000.00
PUR 8/28/09 0556M4MB BNP PARIBAS YANKEE CERT DEP .1700 .170
48297 8/28/09 287944 BNP PARIBAS 9/04/09 45,000,000.00 100.00 45,000,000.00
PUR 8/31/09 0556N0W1 BNP PARIBAS FINANCE INC DIS .1600 .160
48329 8/31/09 287950 BNP PARIBAS 9/01/09 70,000,000.00 100.00 69,999,688.89
PUR 8/17/09 06366FEY BANK OF MONTREAL YANKEE CER .2000 .200
48149 8/17/09 287892 BMO/HARRIS TRUST & SAVINGS 9/08/09 60,000,000.00 100.00 60,000,000.00
PUR 8/17/09 06366FEZ BANK OF MONTREAL YANKEE CER .2300 .230
48154 8/17/09 287892 BMO/HARRIS TRUST & SAVINGS 9/09/09 40,000,000.00 100.00 40,000,000.00
PUR 8/19/09 06416PVG BANK OF NOVA SCOTIA YANKEE .1700 .170
48180 8/19/09 287903 BANK OF NOVA SCOTIA 9/08/09 65,000,000.00 100.00 65,000,000.00
PUR 8/21/09 06416PVN BANK OF NOVA SCOTIA YANKEE .1700 .170
48219 8/21/09 287914 BANK OF NOVA SCOTIA 9/14/09 75,000,000.00 100.00 75,000,000.00
PUR 8/05/09 0660P0V6 BANK OF AMERICA CORP DISC C .2000 .200
47990 8/05/09 287842 BANK OF AMERICA 8/06/09 16,723,000.00 99.999 16,722,907.09
PUR 8/06/09 0660P0V7 BANK OF AMERICA CORP DISC C .1900 .190
47993 8/06/09 287848 BANK OF AMERICA 8/07/09 30,000,000.00 99.999 29,999,841.66
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 8/01/09 THROUGH 8/31/09
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 8/19/09 0660P0VL BANK OF AMERICA CORP DISC C .1600 .160
48183 8/19/09 287903 BANK OF AMERICA 8/20/09 15,000,000.00 100.00 14,999,933.34
PUR 8/11/09 0660P0VQ BANK OF AMERICA CORP DISC C .2000 .200
48033 8/11/09 287868 BANK OF AMERICA 8/24/09 30,000,000.00 99.993 29,997,833.34
PUR 8/28/09 0660P0VX BANK OF AMERICA CORP DISC C .1400 .140
48309 8/28/09 287944 BANK OF AMERICA 8/31/09 18,000,000.00 99.999 17,999,789.99
PUR 8/31/09 0660P0W1 BANK OF AMERICA CORP DISC C .1900 .190
48315 8/31/09 287950 BANK OF AMERICA SECURITIES 9/01/09 30,000,000.00 99.999 29,999,841.66
PUR 8/26/09 0660P0W2 BANK OF AMERICA CORP DISC C .1800 .180
48273 8/26/09 287931 BANK OF AMERICA SECURITIES 9/02/09 28,000,000.00 99.997 27,999,020.00
PUR 8/26/09 0660P0W4 BANK OF AMERICA CORP DISC C .1800 .180
48274 8/26/09 287931 BANK OF AMERICA SECURITIES 9/04/09 52,000,000.00 99.996 51,997,660.00
PUR 7/28/09 097014AC BOEING CAP CORP SR NOTES 7.3773 1.312
47939 8/01/09 287824 STIFEL NICOLAUS 9/27/10 13,000,000.00 106.93 13,901,030.00
PUR 7/28/09 097014AC BOEING CAP CORP SR NOTES 7.3773 1.361
47940 8/01/09 287824 STIFEL NICOLAUS 9/27/10 4,000,000.00 106.87 4,274,880.00
PUR 8/12/09 13170LA9 CALYON YANKEE CERT DEP .2100 .210
48079 8/12/09 287874 CALYON NY 9/01/09 94,000,000.00 100.00 94,000,000.00
PUR 8/21/09 13170RVQ CALYON DISC C P .1700 .170
48220 8/21/09 287914 CALYON NY 8/24/09 32,095,000.00 99.999 32,094,545.32
PUR 8/26/09 13170RVT CALYON DISC C P .1600 .160
48275 8/26/09 287931 CALYON NY 8/27/09 23,000,000.00 100.00 22,999,897.78
PUR 8/26/09 13170RVT CALYON DISC C P .1600 .160
48277 8/26/09 287931 CALYON NY 8/27/09 7,790,000.00 100.00 7,789,965.38
PUR 8/11/09 13170RW1 CALYON N.A. INC DISC C P .2300 .230
48045 8/11/09 287868 CALYON SECURITIES 9/01/09 46,000,000.00 99.987 45,993,828.33
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 8/01/09 THROUGH 8/31/09
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 8/31/09 13170RW1 CALYON N.A. INC DISC C P .1900 .190
48323 8/31/09 287950 CALYON NY 9/01/09 50,000,000.00 99.999 49,999,736.11
PUR 8/14/09 13607EW1 CANADIAN IMPERIAL HOLDG INC .1800 .180
48105 8/14/09 287886 CANADIAN IMPERIAL HOLDINGS 9/01/09 80,000,000.00 99.991 79,992,800.00
PUR 8/03/09 14178LV4 CARGILL INC DISC C P .2200 .220
47967 8/03/09 287830 JP MORGAN 8/04/09 29,882,000.00 99.999 29,881,817.39
PUR 8/20/09 16677EA3 CHEVRON FUNDING CORP IBN .1800 .180
48193 8/20/09 287909 CHEVRON USA INC 9/23/09 25,000,000.00 100.00 25,000,000.00
PUR 8/20/09 19416EWJ COLGATE PALMOLIVE CO DISC C .1400 .140
48200 8/20/09 287909 CITIGROUP GBL MKT(FMLY SALO 9/18/09 30,000,000.00 99.989 29,996,616.66
PUR 8/24/09 19416EWQ COLGATE PALMOLIVE CO DISC C .1500 .150
48227 8/24/09 287919 CITIGROUP/CITIBANK DOMESTIC 9/24/09 17,400,000.00 99.987 17,397,752.49
PUR 8/19/09 20259XUL COMMERZBANK AG YANKEE CTF D .2500 .250
48181 8/19/09 287903 BGC FINANCIAL 9/09/09 80,000,000.00 100.00 80,000,000.00
PUR 8/14/09 2082M2VH CONOCO PHILLIPS DISC C P .1400 .140
48117 8/14/09 287886 JP MORGAN 8/17/09 10,000,000.00 99.999 9,999,883.33
PUR 8/31/09 2082M2W1 CONOCO PHILLIPS DISC C P .1600 .160
48330 8/31/09 287950 JP MORGAN 9/01/09 60,000,000.00 100.00 59,999,733.36
PUR 8/12/09 22536FVG CREDIT INDUSTRIAL COMM NY Y .2500 .250
48083 8/12/09 287874 CREDIT INDUSTRIAL&COMMERCIA 9/11/09 110,000,000.00 100.00 110,000,000.00
PUR 8/24/09 24422LVR JOHN DEERE CAPITAL CORP DIS .1400 .140
48230 8/24/09 287919 BARCLAYS CAPITAL INC 8/25/09 1,945,000.00 100.00 1,944,992.44
PUR 8/31/09 25153JW1 DEUTSCHE BANK FIN LLC DISC .1300 .130
48317 8/31/09 287950 DEUTSCHE BANK 9/01/09 80,000,000.00 100.00 79,999,711.12
PUR 8/31/09 25153JW1 DEUTSCHE BANK FIN LLC DISC .1300 .130
48318 8/31/09 287950 DEUTSCHE BANK 9/01/09 30,000,000.00 100.00 29,999,891.67
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/28/09 2635J4WP DUPONT E.I. DEMOURS CO DISC .1800 .180
48311 8/28/09 287944 MESIROW FINANCIAL, INC 9/23/09 22,000,000.00 99.987 21,997,140.00
PUR 8/31/09 2635J4WQ DUPONT E.I. DEMOURS CO DISC .1800 .180
48331 8/31/09 287950 CREDIT SUISSE SEC (USA) LLC 9/24/09 5,906,000.00 99.988 5,905,291.28
PUR 8/27/09 2635J4WU DUPONT E.I. DEMOURS CO DISC .2000 .200
48293 8/27/09 287937 CREDIT SUISSE SEC (USA) LLC 9/28/09 14,115,000.00 99.982 14,112,490.66
PUR 8/10/09 29101AVH EMERSON ELECTRIC CO DISC C .1500 .150
48025 8/10/09 287862 JP MORGAN 8/17/09 9,804,000.00 99.997 9,803,714.05
PUR 8/27/09 313385MD FEDL HOME LOAN BK CONS DISC .1300 .130
48288 8/27/09 287937 UBS WARBURG LLC 9/25/09 142,709,000.00 99.990 142,694,055.23
PUR 8/07/09 34108AVB FLORIDA POWER & LIGHT DISC .1700 .170
48016 8/07/09 287856 CITIGROUP GBL MKT(FMLY SALO 8/11/09 8,661,000.00 99.998 8,660,836.40
PUR 8/24/09 34108AW4 FLORIDA POWER & LIGHT DISC .1400 .140
48231 8/24/09 287919 CITIGROUP/CITIBANK DOMESTIC 9/04/09 5,610,000.00 99.996 5,609,760.02
PUR 8/28/09 34108AW8 FLORIDA POWER & LIGHT DISC .1500 .150
48310 8/28/09 287944 CITIGROUP GBL MKT(FMLY SALO 9/08/09 18,000,000.00 99.995 17,999,175.01
PUR 8/28/09 34108AW8 FLORIDA POWER & LIGHT DISC .1500 .150
48312 8/28/09 287944 CITIGROUP GBL MKT(FMLY SALO 9/08/09 2,000,000.00 99.995 1,999,908.33
PUR 8/10/09 3696E2RC GENERAL ELECTRIC CO. IBN .2000 .200
48019 8/10/09 287862 GENERAL ELECTRIC COMPANY 8/25/09 27,000,000.00 100.00 27,000,000.00
PUR 8/13/09 3696E2RL GENERAL ELECTRIC CO. IBN .1500 .150
48096 8/13/09 287880 GENERAL ELECTRIC COMPANY 9/02/09 40,000,000.00 100.00 40,000,000.00
PUR 8/13/09 3696E2RM GENERAL ELECTRIC CO. IBN .1200 .120
48097 8/13/09 287880 GENERAL ELECTRIC COMPANY 8/25/09 25,049,000.00 100.00 25,049,000.00
PUR 8/14/09 3696E2RN GENERAL ELECTRIC CO. IBN .1500 .150
48114 8/14/09 287886 GENERAL ELECTRIC COMPANY 9/01/09 32,000,000.00 100.00 32,000,000.00
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/21/09 3696E2RT GENERAL ELECTRIC CO. IBN .1900 .190
48214 8/21/09 287914 GENERAL ELECTRIC COMPANY 9/23/09 15,951,000.00 100.00 15,951,000.00
PUR 8/26/09 3696E2SE GENERAL ELECTRIC CO. IBN .1900 .190
48268 8/26/09 287931 GENERAL ELECTRIC COMPANY 9/25/09 52,000,000.00 100.00 52,000,000.00
PUR 8/07/09 4611K0VA INTESA FUNDING LLC DISC C P .1800 .180
48014 8/07/09 287856 MORGAN STANLEY 8/10/09 11,000,000.00 99.999 10,999,835.00
PUR 8/12/09 4611K0VE INTESA FUNDING INC DISC C P .1500 .150
48078 8/12/09 287874 CITIGROUP GBL MKT(FMLY SALO 8/14/09 75,000,000.00 99.999 74,999,375.03
PUR 8/14/09 4611K0W1 INTESA FUNDING INC DISC C P .1900 .190
48106 8/14/09 287886 CITIGROUP GBL MKT(FMLY SALO 9/01/09 75,000,000.00 99.991 74,992,875.00
PUR 8/21/09 4611K0W1 INTESA FUNDING INC DISC C P .1500 .150
48212 8/21/09 287914 CITIGROUP GBL MKT(FMLY SALO 9/01/09 45,000,000.00 99.995 44,997,937.52
PUR 8/31/09 4611K0W1 INTESA FUNDING INC DISC C P .1300 .130
48314 8/31/09 287950 CITIGROUP GBL MKT(FMLY SALO 9/01/09 50,000,000.00 100.00 49,999,819.45
PUR 8/13/09 4611K0W2 INTESA FUNDING INC DISC C P .1900 .190
48095 8/13/09 287880 CITIGROUP GBL MKT(FMLY SALO 9/02/09 20,000,000.00 99.989 19,997,888.89
PUR 8/06/09 4662J0V7 J.P. MORGAN CHASE & CO. DIS .1800 .180
47994 8/06/09 287848 JP MORGAN CHASE 8/07/09 55,000,000.00 100.00 54,999,725.00
PUR 8/06/09 4662J0V7 J.P. MORGAN CHASE & CO. DIS .1800 .180
47997 8/06/09 287848 JP MORGAN CHASE 8/07/09 30,000,000.00 100.00 29,999,850.00
PUR 8/31/09 4662J0W1 J.P. MORGAN CHASE CO DISC C .1200 .120
48319 8/31/09 287950 JP MORGAN CHASE 9/01/09 40,000,000.00 100.00 39,999,866.67
PUR 8/12/09 4662J0W2 J.P. MORGAN CHASE CO DISC C .1800 .180
48077 8/12/09 287874 JP MORGAN 9/02/09 100,000,000.00 99.990 99,989,500.00
PUR 8/25/09 4823T0MM KBC NV NY YANKEE CTF DEP .2500 .250
48237 8/25/09 287926 BGC FINANCIAL 9/25/09 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 8/01/09 THROUGH 8/31/09
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/24/09 50076AWM KREDIETBANK NO AMERICA FIN .3400 .340
48228 8/24/09 287919 BARCLAYS CAPITAL INC 9/21/09 32,600,000.00 99.974 32,591,379.13
PUR 8/24/09 50076AWM KREDIETBANK NO AMERICA FIN .3400 .340
48229 8/24/09 287919 BARCLAYS CAPITAL INC 9/21/09 17,000,000.00 99.974 16,995,504.45
PUR 8/31/09 63253LFH NATIONAL AUSTRALIA FDG IBN .1200 .120
48321 8/31/09 287950 NATL AUSTRALIA FUNDING DELA 9/01/09 100,000,000.00 100.00 100,000,000.00
PUR 8/20/09 63306VA3 NATIONAL BANK CANADA YANKEE .2100 .210
48198 8/20/09 287909 TRADITION AISEL SECURITIES 9/22/09 90,000,000.00 100.00 90,000,000.00
PUR 8/27/09 6555P0WW NORDEA N.A. INC DISC C P .1800 .180
48285 8/27/09 287937 BGC FINANCIAL 9/30/09 180,000,000.00 99.983 179,969,400.00
PUR 8/10/09 69830JW9 PANASONIC FINANCE INC DISC .2700 .270
48026 8/11/09 287868 JP MORGAN 9/09/09 8,131,000.00 99.978 8,129,231.51
PUR 8/11/09 69830JW9 PANASONIC FINANCE INC DISC .2500 .250
48046 8/11/09 287868 JP MORGAN 9/09/09 8,170,000.00 99.980 8,168,354.65
PUR 8/13/09 69830JW9 PANASONIC FINANCE INC DISC .2300 .230
48093 8/13/09 287880 MESIROW FINANCIAL, INC 9/09/09 23,000,000.00 99.983 22,996,032.50
PUR 8/28/09 69830JWU PANASONIC FINANCE INC DISC .1900 .190
48296 8/28/09 287944 MESIROW FINANCIAL, INC 9/28/09 30,000,000.00 99.984 29,995,091.66
PUR 8/07/09 7244P0VA PITNEY BOWES INC DISC C P .1500 .150
48015 8/07/09 287856 CITIGROUP GBL MKT(FMLY SALO 8/10/09 8,961,000.00 99.999 8,960,887.99
PUR 8/20/09 7244P0VM PITNEY BOWES INC DISC C P .1200 .120
48206 8/20/09 287909 JP MORGAN 8/21/09 20,232,000.00 100.00 20,231,932.57
PUR 8/20/09 7244P0VU PITNEY BOWES INC DISC CP .1500 .150
48194 8/20/09 287909 CITIGROUP/CITIBANK DOMESTIC 8/28/09 10,000,000.00 99.997 9,999,666.67
PUR 8/27/09 74977JBF RABOBANK NEDERLAND YANKEE C .1500 .150
48291 8/27/09 287937 RABOBANK NEDERLAND 9/08/09 60,000,000.00 100.00 60,000,000.00
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 8/01/09 THROUGH 8/31/09
CASH MANAGEMENT FD (5050) -Cont. PAGE: 46
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/05/09 83365RV6 SOCIETE GENERALE N.A. DISC .2000 .200
47991 8/05/09 287842 JP MORGAN 8/06/09 4,380,000.00 99.999 4,379,975.66
PUR 8/06/09 83365RV7 SOCIETE GENERALE N.A. DISC .1900 .190
47998 8/06/09 287848 JP MORGAN 8/07/09 25,000,000.00 99.999 24,999,868.05
PUR 8/06/09 83365RV7 SOCIETE GENERALE N.A. DISC .1900 .190
47999 8/06/09 287848 JP MORGAN 8/07/09 30,000,000.00 99.999 29,999,841.66
PUR 8/06/09 83365RV7 SOCIETE GENERALE N.A. DISC .2000 .200
48000 8/06/09 287848 JP MORGAN 8/07/09 6,158,000.00 99.999 6,157,965.79
PUR 8/12/09 83365RVS SOCIETE GENERALE N.A. INC D .2400 .240
48068 8/12/09 287874 SOCIETE GENERALE INTERNATIO 8/26/09 105,000,000.00 99.991 104,990,199.99
PUR 8/11/09 83365RW1 SOCIETE GENERALE N.A. INC D .2400 .240
48034 8/11/09 287868 JP MORGAN 9/01/09 25,000,000.00 99.986 24,996,500.00
PUR 8/31/09 83365RW1 SOCIETE GENERALE N.A. INC D .1700 .170
48316 8/31/09 287950 JP MORGAN 9/01/09 50,000,000.00 100.00 49,999,763.90
PUR 8/26/09 8336W0LR SOCIETE GENERALE YANKEE CER .2200 .220
48270 8/26/09 287931 SOCIETE GENERALE INTERNATIO 9/11/09 50,000,000.00 100.00 50,000,000.00
PUR 8/26/09 8336W0LS SOCIETE GENERALE YANKEE CER .2300 .230
48271 8/26/09 287931 SOCIETE GENERALE INTERNATIO 9/14/09 55,000,000.00 100.00 55,000,000.00
PUR 8/19/09 86959FV5 SVENSKA HANDELSBANKEN YANKE .2000 .200
48182 8/19/09 287903 BGC FINANCIAL 9/18/09 100,000,000.00 100.00 100,000,000.00
PUR 8/10/09 87019PM2 SWEDBANK YANKEE CERT DEP .2700 .270
48023 8/10/09 287862 BGC FINANCIAL 9/01/09 55,000,000.00 100.00 55,000,000.00
PUR 8/11/09 87019RVE SWEDBANK DISC C P .2500 .250
48035 8/11/09 287868 CREDIT SUISSE SEC (USA) LLC 8/14/09 25,000,000.00 99.998 24,999,479.18
PUR 8/19/09 87019RWJ SWEDBANK DISC C P .3500 .350
48179 8/19/09 287903 MESIROW FINANCIAL, INC 9/18/09 25,000,000.00 99.971 24,992,708.33
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 8/01/09 THROUGH 8/31/09
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/12/09 89233GWG TOYOTA MOTOR CREDIT DISC C .2300 .230
48076 8/12/09 287874 TOYOTA MOTOR CR CORP. 9/16/09 120,000,000.00 99.978 119,973,166.66
PUR 8/27/09 90467AWW UNICREDITO DELAWARE INC DIS .2000 .200
48286 8/27/09 287937 MESIROW FINANCIAL, INC 9/30/09 80,000,000.00 99.981 79,984,888.90
PUR 8/17/09 90477DVJ UNILEVER CAPITAL CORP DISC .1600 .160
48156 8/17/09 287892 JP MORGAN 8/18/09 9,362,000.00 100.00 9,361,958.40
PUR 8/26/09 90477DWU UNILEVER CAPITAL CORP DISC .1400 .140
48269 8/26/09 287931 JP MORGAN 9/28/09 15,000,000.00 99.987 14,998,075.01
PUR 8/17/09 90531C3J UNION BANK OF CALIFORNIA CE .2300 .230
48150 8/17/09 287892 UNION BANK OF CALIFORNIA 9/18/09 30,000,000.00 100.00 30,000,000.00
PUR 8/17/09 90531C3J UNION BANK OF CALIFORNIA CE .2300 .230
48152 8/17/09 287892 UNION BANK OF CALIFORNIA 9/18/09 65,000,000.00 100.00 65,000,000.00
PUR 8/21/09 90531C3R UNION BANK OF CALIFORNIA CE .1800 .180
48213 8/21/09 287914 UNION BANK OF CALIFORNIA 9/14/09 15,000,000.00 100.00 15,000,000.00
PUR 8/18/09 912795P3 U.S. TREASURY BILLS .1245 .125
48168 8/18/09 287897 CREDIT SUISSE SEC (USA) LLC 9/17/09 18,000,000.00 99.990 17,998,132.50
PUR 8/18/09 912795P3 U.S. TREASURY BILLS .1245 .125
48165 8/18/09 287897 HSBC (DOMESTIC) 9/17/09 50,000,000.00 99.990 49,994,812.50
PUR 8/18/09 912795P5 U.S. TREASURY BILLS .1195 .120
48164 8/18/09 287897 BNP PARIBAS SECURITIES CORP 10/01/09 175,000,000.00 99.985 174,974,440.27
PUR 8/25/09 912795P9 U S TREASURY BILLS .1300 .130
48246 8/25/09 287926 BARCLAYS CAPITAL INC 10/29/09 60,000,000.00 99.977 59,985,916.67
PUR 8/25/09 912795P9 U S TREASURY BILLS .1295 .130
48238 8/25/09 287926 JP MORGAN 10/29/09 50,000,000.00 99.977 49,988,309.03
PUR 8/25/09 912795P9 U S TREASURY BILLS .1295 .130
48245 8/25/09 287926 JP MORGAN 10/29/09 60,000,000.00 99.977 59,985,970.84
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 8/01/09 THROUGH 8/31/09
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/31/09 912795P9 U S TREASURY BILLS .1105 .111
48328 8/31/09 287950 JP MORGAN 10/29/09 15,000,000.00 99.982 14,997,283.54
PUR 8/27/09 912795Q3 U.S. TREASURY BILLS .1255 .126
48292 8/27/09 287937 JP MORGAN 11/12/09 20,000,000.00 99.973 19,994,631.39
PUR 8/26/09 912795S3 U S TREASURY BILLS .1050 .105
48276 8/26/09 287931 BARCLAYS CAPITAL INC 9/24/09 14,118,000.00 99.992 14,116,805.85
PUR 8/27/09 912795S3 U S TREASURY BILLS .1095 .110
48287 8/27/09 287937 JP MORGAN 9/24/09 77,291,000.00 99.991 77,284,417.38
PUR 8/12/09 912795U4 U.S. TREASURY BILLS .3195 .320
48082 8/12/09 287874 BANK OF AMERICA SECURITIES 5/06/10 100,000,000.00 99.763 99,763,037.50
PUR 8/12/09 912795U4 U.S. TREASURY BILLS .3095 .310
48085 8/12/09 287874 JP MORGAN 5/06/10 100,000,000.00 99.770 99,770,454.16
PUR 8/12/09 912795U5 U.S. TREASURY BILLS .3645 .366
48080 8/12/09 287874 BARCLAYS CAPITAL INC 6/03/10 150,000,000.00 99.701 149,551,968.75
PUR 8/20/09 912795U5 U.S. TREASURY BILLS .3255 .326
48202 8/20/09 287909 JMP SECURITIES 6/03/10 100,000,000.00 99.741 99,740,504.18
PUR 8/31/09 912795U8 U.S. TREASURY BILLS .4095 .411
48320 8/31/09 287950 GOLDMAN SACHS & COMPANY 8/26/10 56,000,000.00 99.591 55,770,680.00
PUR 8/12/09 912795UL U.S. TREASURY BILLS .2895 .290
48084 8/12/09 287874 JP MORGAN 4/01/10 150,000,000.00 99.813 149,720,150.01
PUR 8/12/09 912795UT U.S. TREASURY BILLS .4145 .416
48081 8/12/09 287874 JP MORGAN 6/10/10 150,000,000.00 99.652 149,478,420.84
PUR 8/20/09 912795UT U.S. TREASURY BILLS .3850 .386
48204 8/20/09 287909 GOLDMAN SACHS & COMPANY 6/10/10 100,000,000.00 99.686 99,685,583.34
PUR 8/21/09 912795UT U.S. TREASURY BILLS .3995 .401
48216 8/21/09 287914 CREDIT SUISSE SEC (USA) LLC 6/10/10 60,000,000.00 99.675 59,804,910.83
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 8/01/09 THROUGH 8/31/09
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/24/09 912795UU U.S. TREASURY BILLS .3955 .397
48226 8/24/09 287919 JP MORGAN 6/17/10 120,000,000.00 99.674 119,608,455.00
PUR 8/20/09 912828JY UNITED STATES TREAS NTS .8750 .717
48203 8/20/09 287909 JP MORGAN 1/31/11 30,000,000.00 100.22 30,068,069.25
PUR 8/12/09 912828KE US TREASURY NOTES .8750 .938
48075 8/12/09 287874 CITIGROUP GBL MKT(FMLY SALO 2/28/11 100,000,000.00 99.903 99,902,678.76
PUR 8/12/09 912828KL U.S. TREASURY NOTES .8750 1.050
48086 8/12/09 287874 JP MORGAN 4/30/11 100,000,000.00 99.703 99,703,460.00
PUR 8/12/09 912828KU UNITED STATES TREAS NTS .8750 1.077
48087 8/12/09 287874 JP MORGAN 5/31/11 150,000,000.00 99.641 149,461,440.00
PUR 8/20/09 912828KU UNITED STATES TREAS NTS .8750 .908
48192 8/20/09 287909 JP MORGAN 5/31/11 200,000,000.00 99.942 199,883,482.52
PUR 8/12/09 912828LF UNITED STATES TREAS NTS 1.1250 1.108
48060 8/12/09 287874 CREDIT SUISSE SEC (USA) LLC 6/30/11 100,000,000.00 100.03 100,031,585.00
PUR 8/12/09 912828LF UNITED STATES TREAS NTS 1.1250 1.137
48074 8/12/09 287874 CREDIT SUISSE SEC (USA) LLC 6/30/11 100,000,000.00 99.977 99,976,897.50
PUR 8/12/09 912828LG U.S. TREASURY NOTES 1.0000 1.151
48059 8/12/09 287874 JP MORGAN 7/31/11 250,000,000.00 99.707 249,268,415.65
PUR 8/20/09 912828LG U.S. TREASURY NOTES 1.0000 1.002
48199 8/20/09 287909 CITIGROUP GBL MKT(FMLY SALO 7/31/11 100,000,000.00 99.996 99,996,428.76
PUR 8/14/09 91302CVH UNITED TECHNOLOGIES CORP DI .1200 .120
48116 8/14/09 287886 BANK OF AMERICA 8/17/09 10,000,000.00 99.999 9,999,900.00
PUR 8/31/09 91302CW1 UNITED TECHNOLOGIES CORP DI .1500 .150
48322 8/31/09 287950 BANK OF AMERICA SECURITIES 9/01/09 44,000,000.00 100.00 43,999,816.67
PUR 8/28/09 91302CWR UNITED TECHNOLOGIES CORP DI .1300 .130
48295 8/28/09 287944 MESIROW FINANCIAL, INC 9/25/09 50,000,000.00 99.990 49,994,944.44
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 8/01/09 THROUGH 8/31/09
CASH MANAGEMENT FD (5050) -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 8/19/09 93114EVU WALMART STORES INC DISC C P .1400 .140
48184 8/19/09 287903 CREDIT SUISSE SEC (USA) LLC 8/28/09 20,000,000.00 99.997 19,999,300.00
PUR 8/20/09 93114EWF WALMART STORES DISC CP .1400 .140
48197 8/20/09 287909 BGC FINANCIAL INC. (AUREL) 9/15/09 75,000,000.00 99.990 74,992,416.66
PUR 8/20/09 93114EWP WALMART STORES DISC CP .1400 .140
48196 8/20/09 287909 CREDIT SUISSE SEC (USA) LLC 9/23/09 50,000,000.00 99.987 49,993,388.90
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 7555921000.00 7551979622.24
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 7555921000.00 7551979622.24
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 8/25/09 912795P2 U.S. TREASURY BILLS .2095 .210
46152 8/25/09 287926 BARCLAYS CAPITAL INC 9/10/09 21,193,000.00 99.997 21,192,335.95 1,309.25
SALE 8/04/09 912795S2 U S TREASURY BILLS 2.0385 2.081
42701 8/04/09 287836 JP MORGAN 8/27/09 100,000,000.00 99.991 99,991,023.62 121,261.12
SALE 8/11/09 912795S2 U S TREASURY BILLS 1.4245 1.444
42917 8/11/09 287868 BANK OF AMERICA SECURITIES 8/27/09 51,903,000.00 99.995 51,900,162.63 30,023.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 173,096,000.00 173,083,522.20 152,593.37
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 173,096,000.00 173,083,522.20 152,593.37
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 8/01/09 THROUGH 8/31/09
COMMON PENSION FD A (5140) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 7/31/09 00154710 AK STEEL HOLDING CORP.
14758 8/05/09 422837 SANFORD BERNSTEIN & CO. 210,000.00 19.850 8,400.00 4,176,816.00
PUR 8/12/09 00154710 AK STEEL HOLDING CORP.
14758 8/17/09 422876 COWEN AND CO., LLC 250,000.00 20.349 10,000.00 5,097,150.00
PUR 8/14/09 01527110 ALEXANDRIA REAL ESTATE EQUI
39079 8/19/09 422886 RAYMOND JAMES & ASSOCIATES, 10,000.00 49.021 400.00 490,608.00
PUR 8/18/09 01527110 ALEXANDRIA REAL ESTATE EQUI
39079 8/21/09 422894 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 47.250 200.00 236,450.00
PUR 8/14/09 02385010 AMERICAN APPAREL INC
45496 8/19/09 422886 CITIGROUP/CITIBANK DOMESTIC 25,000.00 3.739 1,000.00 94,467.50
PUR 8/11/09 03760410 APOLLO GROUP INC-CL A
44470 8/14/09 422871 BARCLAYS CAPITAL (DOMESTIC) 3,003.00 66.691 90.09 200,364.06
PUR 8/12/09 03760410 APOLLO GROUP INC-CL A
44470 8/17/09 422876 BARCLAYS CAPITAL (DOMESTIC) 1,997.00 66.700 59.91 133,259.81
PUR 8/03/09 04289L10 ART TECHNOLOGY GROUP INC.
39338 8/06/09 422841 JANNEY MONTGOMERY SCOTT 50,000.00 3.922 1,500.00 197,585.00
PUR 8/21/09 04420910 ASHLAND INC.
31174 8/26/09 422910 JP MORGAN 500,000.00 36.017 20,000.00 18,028,500.00
PUR 8/21/09 04956010 ATMOS ENERGY CP
48223 8/26/09 422910 CAPIS/SOFT 150,000.00 27.725 7,500.00 4,166,280.00
PUR 8/03/09 11776U30 BSQUARE CORP
47459 8/06/09 422841 INSTINET (PORTAL) 2,600.00 2.499 18.20 6,514.30
PUR 8/04/09 11776U30 BSQUARE CORP
47459 8/07/09 422845 INSTINET (DOMESTIC) 45,888.00 2.468 321.22 113,549.86
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 8/01/09 THROUGH 8/31/09
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 8/04/09 11776U30 BSQUARE CORP
47459 8/07/09 422845 INSTINET (PORTAL) 200.00 2.500 1.40 501.40
PUR 8/05/09 11776U30 BSQUARE CORP
47459 8/10/09 422850 INSTINET (DOMESTIC) 11,579.00 2.500 81.05 29,028.55
PUR 8/06/09 11776U30 BSQUARE CORP
47459 8/11/09 422855 INSTINET (DOMESTIC) 678.00 2.480 4.75 1,686.39
PUR 8/07/09 11776U30 BSQUARE CORP
47459 8/12/09 422861 INSTINET (DOMESTIC) 585.00 2.486 4.10 1,458.59
PUR 8/10/09 11776U30 BSQUARE CORP
47459 8/13/09 422865 INSTINET (PORTAL) 5,500.00 2.498 38.50 13,778.05
PUR 8/11/09 11776U30 BSQUARE CORP
47459 8/14/09 422871 INSTINET (PORTAL) 11,000.00 2.484 77.00 27,398.80
PUR 8/12/09 11776U30 BSQUARE CORP
47459 8/17/09 422876 INSTINET (DOMESTIC) 6,118.00 2.477 42.83 15,199.56
PUR 8/18/09 12709710 CABOT OIL & GAS
48172 8/21/09 422894 SOLEIL SECURITIES CORP. 50,000.00 34.689 2,000.00 1,736,465.00
PUR 8/19/09 12709710 CABOT OIL & GAS
48172 8/24/09 422900 SOLEIL SECURITIES CORP. 40,000.00 35.005 1,600.00 1,401,788.00
PUR 8/10/09 15670010 CENTURYTEL INC.
47617 8/13/09 422865 PACIFIC CREST SECURITIES 25,000.00 31.996 500.00 800,405.00
PUR 8/18/09 15670010 CENTURYTEL INC.
47617 8/21/09 422894 COWEN AND CO., LLC 230,000.00 31.026 9,200.00 7,145,065.00
PUR 8/27/09 17296710 CITIGROUP INC.
48290 8/31/09 422927 MORGAN STANLEY 700.00 4.700 3,290.00
PUR 8/21/09 19421W10 COLLECTIVE BRANDS INC
47287 8/26/09 422910 CRAIG-HALLUM CAPITAL GRP LL 10,000.00 14.000 400.00 140,400.00
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 8/01/09 THROUGH 8/31/09
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 8/04/09 20576820 COMSTOCK RESOURCES, INC.
19877 8/07/09 422845 SANFORD BERNSTEIN & CO. 50,000.00 39.294 2,000.00 1,966,710.00
PUR 8/21/09 26054310 DOW CHEMICAL
48222 8/26/09 422910 CAPIS/SOFT 750,000.00 22.248 37,500.00 16,723,500.00
PUR 8/21/09 26054310 DOW CHEMICAL
48222 8/26/09 422910 GOLDMAN SACHS & COMPANY 1,000,000.00 22.527 40,000.00 22,566,700.00
PUR 8/21/09 27886510 ECOLAB INC.
23068 8/26/09 422910 JP MORGAN 350,000.00 42.911 14,000.00 15,032,710.00
PUR 8/06/09 29100P10 EMERGENCY MEDICAL SVCS CO
48005 8/11/09 422855 OPPENHEIMER & CO., INC 3,270.00 41.493 98.10 135,779.56
PUR 8/06/09 30241L10 FEI COMPANY
43274 8/11/09 422855 BARCLAYS CAPITAL (DOMESTIC) 40,000.00 22.160 1,200.00 887,584.00
PUR 8/18/09 30241L10 FEI COMPANY
43274 8/21/09 422894 ITG (CHANNEL) 300.00 21.800 3.00 6,543.00
PUR 8/18/09 30241L10 FEI COMPANY
43274 8/21/09 422894 UBS WARBURG LLC 6,600.00 21.831 198.00 144,283.26
PUR 8/19/09 30241L10 FEI COMPANY
43274 8/24/09 422900 UBS WARBURG LLC 33,100.00 21.867 993.00 724,784.08
PUR 7/31/09 36467W10 GAMESTOP CORP
46208 8/05/09 422837 LANGEN MCALENNEY 5,000.00 22.010 200.00 110,248.00
PUR 8/20/09 36467W10 GAMESTOP CORP
46208 8/25/09 422905 DEUTSCHE BANK AG (DOMESTIC) 25,000.00 23.597 1,000.00 590,922.50
PUR 8/04/09 36476010 GAP INC. (THE)
45204 8/07/09 422845 OPPENHEIMER & CO., INC 10,000.00 16.980 400.00 170,200.00
PUR 8/21/09 36476010 GAP INC. (THE)
45204 8/26/09 422910 DEUTSCHE BANK AG (DOMESTIC) 25,000.00 19.286 1,000.00 483,152.50
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 8/01/09 THROUGH 8/31/09
COMMON PENSION FD A (5140) -Cont. PAGE: 54
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/21/09 42856710 HIBBETT SPORTS INC
48224 8/26/09 422910 BARCLAYS CAPITAL (DOMESTIC) 25,000.00 16.400 750.00 410,742.50
PUR 8/18/09 43707610 HOME DEPOT INC
9428 8/21/09 422894 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 27.000 400.00 270,400.00
PUR 7/28/09 44490310 HUMAN GENOME SCIENCES, INC.
47899 8/03/09 422827 CITIGROUP/CITIBANK DOMESTIC 28,000.00 14.000 392,000.00
PUR 7/28/09 44490310 HUMAN GENOME SCIENCES, INC.
47899 8/03/09 422827 CREDIT SUISSE SEC (USA) LLC 7,000.00 14.000 98,000.00
PUR 7/28/09 44490310 HUMAN GENOME SCIENCES, INC.
47899 8/03/09 422827 GOLDMAN SACHS & COMPANY 28,000.00 14.000 392,000.00
PUR 7/28/09 44490310 HUMAN GENOME SCIENCES, INC.
47899 8/03/09 422827 JP MORGAN 7,000.00 14.000 98,000.00
PUR 8/04/09 45105510 ICONIC BRAND GROUP
47289 8/07/09 422845 JANNEY MONTGOMERY SCOTT 20,000.00 17.494 600.00 350,480.00
PUR 8/26/09 45990210 INTERNATIONAL GAME TECHNOLO
27625 8/31/09 422923 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 20.690 400.00 207,295.00
PUR 7/29/09 48247020 KIT DIGITAL INC
45475 8/03/09 422828 JANNEY MONTGOMERY SCOTT 21.00 6.500 .63 137.13
PUR 7/30/09 48247020 KIT DIGITAL INC
45475 8/04/09 422833 JANNEY MONTGOMERY SCOTT 138.00 6.500 4.14 901.14
PUR 8/03/09 48247020 KIT DIGITAL INC
45475 8/06/09 422841 MERRIMAN/OTC 22,460.00 6.400 336.90 144,080.90
PUR 8/03/09 48247020 KIT DIGITAL INC
45475 8/06/09 422841 MERRIMAN/OTC 15,313.00 6.400 229.70 98,232.90
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 37,773.00 6.400 242,313.80
566.60
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
COMMON PENSION FD A (5140) -Cont. PAGE: 55
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/13/09 48247020 KIT DIGITAL INC
45475 8/18/09 422884 MAXIM 12,000.00 7.000 84,000.00
PUR 8/13/09 48247020 KIT DIGITAL INC
45475 8/18/09 422884 MERRIMAN/OTC 38,400.00 7.000 268,800.00
PUR 8/13/09 48247020 KIT DIGITAL INC
45475 8/18/09 422884 ROTH CAPITAL PARTNERS LLC 69,600.00 7.000 487,200.00
PUR 7/31/09 49446R10 KIMCO REALTY CORP.
03736 8/05/09 422837 LANGEN MCALENNEY 25,000.00 9.718 1,000.00 243,945.00
PUR 8/14/09 52605710 LENNAR CORP. CL A
41663 8/19/09 422886 CITIGROUP/CITIBANK DOMESTIC 30,000.00 13.330 1,200.00 401,088.00
PUR 8/05/09 59513710 MICROSEMI CORP.
22161 8/10/09 422850 UBS WARBURG LLC 27,000.00 14.432 810.00 390,476.70
PUR 8/06/09 59513710 MICROSEMI CORP.
22161 8/11/09 422855 UBS WARBURG LLC 23,000.00 14.246 690.00 328,352.60
PUR 8/19/09 59513710 MICROSEMI CORP.
22161 8/24/09 422900 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 12.994 600.00 260,486.00
PUR 7/31/09 65584410 NORFOLK SOUTHERN CORP.
44991 8/05/09 422837 WACHOVIA SECURITIES, INC. 500,000.00 43.336 20,000.00 21,688,150.00
PUR 8/18/09 65584410 NORFOLK SOUTHERN CORP.
44991 8/21/09 422894 COWEN AND CO., LLC 200,000.00 45.875 8,000.00 9,182,920.00
PUR 8/19/09 65584410 NORFOLK SOUTHERN CORP.
44991 8/24/09 422900 COWEN AND CO., LLC 50,000.00 45.582 2,000.00 2,281,110.00
PUR 8/05/09 68389X10 ORACLE CORP.
02483 8/10/09 422850 RBC CAPITAL (DOMESTIC) 300,000.00 21.319 9,000.00 6,404,640.00
PUR 7/31/09 74153Q10 PRIDE INTERNATIONAL INC.
20937 8/05/09 422837 BOENNING & SCATTERGOOD 150,000.00 25.199 6,000.00 3,785,790.00
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 8/01/09 THROUGH 8/31/09
COMMON PENSION FD A (5140) -Cont. PAGE: 56
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/14/09 75893210 REGIS CORP
20659 8/19/09 422886 LAZARD CAPITAL MARKETS 25,000.00 14.768 1,000.00 370,207.50
PUR 8/04/09 77938210 ROWAN COMPANIES INC.
9463 8/07/09 422845 BLAIR, WILLIAM & COMPANY 150,000.00 21.372 6,000.00 3,211,725.00
PUR 8/17/09 85811910 STEEL DYNAMICS INC
30846 8/20/09 422890 INSTINET (PORTAL) 100,000.00 15.642 700.00 1,564,900.00
PUR 8/17/09 85811910 STEEL DYNAMICS INC
30846 8/20/09 422890 ITG (CHANNEL) 50,000.00 15.633 500.00 782,160.00
PUR 8/17/09 85811910 STEEL DYNAMICS INC
30846 8/20/09 422890 ITG (CHANNEL) 100,000.00 15.686 1,000.00 1,569,570.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 150,000.00 15.668 2,351,730.00
1,500.00
PUR 8/17/09 85811910 STEEL DYNAMICS INC
30846 8/20/09 422890 UBS WARBURG LLC 500,000.00 15.682 15,000.00 7,856,000.00
PUR 7/31/09 87157D10 SYNAPTICS INCORPORATED
39377 8/05/09 422837 JANNEY MONTGOMERY SCOTT 50,000.00 25.186 1,500.00 1,260,785.00
PUR 7/29/09 87986810 TEMPLE INLAND
47866 8/03/09 422828 GORDON HASKETT & COMPANY (I 310,000.00 15.784 15,500.00 4,908,447.00
PUR 8/10/09 88579Y10 3M CO
22391 8/13/09 422865 LEERINK SWANN LLC 150,000.00 70.709 6,000.00 10,612,290.00
PUR 8/11/09 88579Y10 3M CO
22391 8/14/09 422871 SIDOTI & CO 150,000.00 71.117 6,000.00 10,673,505.00
PUR 8/12/09 88579Y10 3M CO
22391 8/17/09 422876 COWEN AND CO., LLC 75,000.00 72.248 3,000.00 5,421,592.50
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 8/01/09 THROUGH 8/31/09
COMMON PENSION FD A (5140) -Cont. PAGE: 57
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/29/09 88580F10 3PAR INC
47741 8/03/09 422828 OPPENHEIMER & CO., INC 7,380.00 9.945 295.20 73,692.25
PUR 7/30/09 88580F10 3PAR INC
47741 8/04/09 422833 OPPENHEIMER & CO., INC 12,620.00 9.946 504.80 126,024.58
PUR 8/06/09 88580F10 3PAR INC
47741 8/11/09 422855 SANFORD BERNSTEIN & CO. 70,200.00 9.362 2,808.00 660,006.36
PUR 8/18/09 88580F10 3PAR INC
47741 8/21/09 422894 DEUTSCHE BANK AG (DOMESTIC) 25,000.00 8.755 1,000.00 219,865.00
PUR 8/21/09 89364110 TRANSDIGM GROUP INC.
38975 8/26/09 422854 TRANSFERRED FROM 35,276.00 44.350 1,564,490.60
PUR 8/14/09 93114210 WAL-MART STORES, INC.
15929 8/19/09 422886 RAYMOND JAMES & ASSOCIATES, 10,000.00 52.077 400.00 521,168.00
PUR 8/10/09 97381W10 WINDSTREAM CORP.
44962 8/13/09 422865 SOLEIL SECURITIES CORP. 75,000.00 8.744 1,500.00 657,307.50
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 7,456,526.00 204,124,089.93
276,760.52
PURCHASES OF COMINGLED FUND UNITS
---------------------------------
PUR 8/04/09 9AMCS94A CITIGROUP INC WARRANT
47989 8/04/09 422741 Internal Cash Not Affected 1.00 1.000 1.00
-------------- ---------- -------------- --------------
SUBTOTAL UNIT-ASSET PURCHASES: 1.00 1.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 7,456,527.00 204,124,090.93
276,760.52
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 8/01/09 THROUGH 8/31/09
COMMON PENSION FD A (5140) -Cont. PAGE: 58
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 8/03/09 02406110 AMERICAN AXLE & MANUFACTURI 1.39
35223 8/06/09 422842 INSTINET (DOMESTIC) 20,000.00 2.698 140.00 53,824.61 -284,797.89
SALE 8/12/09 03116210 AMGEN INC. 231.87
8945 8/17/09 422877 BARCLAYS CAPITAL (DOMESTIC) 145,000.00 62.219 4,350.00 9,017,231.13 1,145,523.63
SALE 8/04/09 03748R10 APARTMENT INVEST. & MGMT. C 2.63
38056 8/07/09 422846 BUCKINGHAM RESEARCH GROUP I 10,000.00 10.200 400.00 101,597.37 -153,273.03
SALE 8/05/09 03748R10 APARTMENT INVEST. & MGMT. C 10.65
38056 8/10/09 422851 BUCKINGHAM RESEARCH GROUP I 40,000.00 10.357 1,600.00 412,685.35 -606,796.24
SALE 8/10/09 03822210 APPLIED MATERIALS, INC. 1.55
5627 8/13/09 422870 GOLDMAN SACHS (OPTIONS) 5,000.00 12.000 100.00 59,898.45 21,523.16
SALE 8/20/09 03822210 APPLIED MATERIALS, INC. .78
5627 8/25/09 422909 GOLDMAN SACHS (OPTIONS) 2,500.00 12.000 50.00 29,949.22 10,761.57
SALE 8/21/09 03822210 APPLIED MATERIALS, INC. 28.53
5627 8/26/09 422914 GOLDMAN SACHS (OPTIONS) 92,500.00 12.000 1,850.00 1,108,121.47 398,178.56
SALE 8/24/09 05276910 AUTODESK INC. 92.63
1122 8/27/09 422916 BARCLAYS CAPITAL (DOMESTIC) 150,000.00 24.027 4,500.00 3,599,397.37 -662,302.79
SALE 8/03/09 06050510 BANK OF AMERICA CORP. 39.26
13225 8/06/09 422842 LAZARD CAPITAL MARKETS 100,000.00 15.273 4,000.00 1,523,210.74 -1,277,940.43
SALE 8/06/09 06050510 BANK OF AMERICA CORP. 43.39
13225 8/11/09 422856 LEERINK SWANN LLC 100,000.00 16.882 4,000.00 1,684,176.61 -1,116,974.56
SALE 8/20/09 06050510 BANK OF AMERICA CORP. 11.19
13225 8/25/09 422909 GOLDMAN SACHS (OPTIONS) 27,200.00 16.000 544.00 434,644.81 -327,268.31
SALE 8/21/09 06050510 BANK OF AMERICA CORP. 276.66
13225 8/26/09 422914 GOLDMAN SACHS (OPTIONS) 672,800.00 16.000 13,456.00 10,751,067.34 -8,095,077.73
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 8/01/09 THROUGH 8/31/09
COMMON PENSION FD A (5140) -Cont. PAGE: 59
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/26/09 06738310 BARD (C.R.), INC. 49.87
21839 8/31/09 422924 MORGAN STANLEY 25,000.00 77.609 1,000.00 1,939,167.63 977,609.62
SALE 8/24/09 09702310 BOEING COMPANY 260.28
47427 8/27/09 422916 GOLDMAN SACHS & COMPANY 215,000.00 47.104 8,600.00 10,118,478.22 810,268.22
SALE 8/26/09 10113710 BOSTON SCIENTIFIC CORP. 23.68
22317 8/31/09 422924 MIDWOOD SECURITIES, INC. 80,000.00 11.515 4,000.00 917,208.32 -144,580.60
SALE 8/26/09 10113710 BOSTON SCIENTIFIC CORP. 26.61
22317 8/31/09 422924 MORGAN STANLEY 90,000.00 11.501 3,600.00 1,031,436.39 -163,076.14
SALE 8/04/09 10536820 BRANDYWINE REALTY TRUST 11.81
41673 8/07/09 422846 LANGEN MCALENNEY 50,000.00 9.192 2,000.00 457,608.19 -209,664.51
SALE 8/21/09 11132010 BROADCOM CORP. 40.37
10585 8/26/09 422914 GOLDMAN SACHS (OPTIONS) 56,100.00 28.000 1,122.00 1,569,637.63 571,211.21
SALE 7/31/09 12640810 CSX CORP 518.20
47056 8/05/09 422838 WACHOVIA SECURITIES, INC. 500,000.00 40.326 20,000.00 20,142,631.80 3,482,479.69
SALE 8/04/09 13342B10 CAMERON INTERNATIONAL CORP. 133.10
34072 8/07/09 422846 SANFORD BERNSTEIN & CO. 150,000.00 34.525 6,000.00 5,172,661.90 3,185,940.64
SALE 8/10/09 15670010 CENTURYTEL INC. 20.56
47617 8/13/09 422866 PACIFIC CREST SECURITIES 25,000.00 31.990 500.00 799,224.44 28,271.65
SALE 8/11/09 15670010 CENTURYTEL INC. 203.63
47617 8/14/09 422872 RAYMOND JAMES & ASSOCIATES, 250,000.00 31.693 10,000.00 7,913,096.37 203,568.46
SALE 8/12/09 15670010 CENTURYTEL INC. 203.04
47617 8/17/09 422877 PACIFIC CREST SECURITIES 250,000.00 31.601 10,000.00 7,890,021.96 180,494.05
SALE 8/17/09 15670010 CENTURYTEL INC. 197.72
47617 8/20/09 422891 SANFORD BERNSTEIN & CO. 250,000.00 30.773 10,000.00 7,682,952.28 -26,575.62
SALE 8/26/09 15678210 CERNER CORP. 49.31
23879 8/31/09 422924 BARCLAYS CAPITAL (DOMESTIC) 30,000.00 63.954 900.00 1,917,676.69 1,453,078.05
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 8/01/09 THROUGH 8/31/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/20/09 17275R10 CISCO SYSTEMS INC 7.34
14693 8/25/09 422909 GOLDMAN SACHS (OPTIONS) 13,600.00 21.000 272.00 285,320.66 163,006.46
SALE 8/21/09 17275R10 CISCO SYSTEMS INC 235.53
14693 8/26/09 422914 GOLDMAN SACHS (OPTIONS) 436,400.00 21.000 8,728.00 9,155,436.47 5,230,589.65
SALE 8/26/09 17296710 CITIGROUP INC. .08
48290 8/31/09 422928 MORGAN STANLEY (OPTIONS) 700.00 4.000 2,799.92 -490.08
SALE 8/04/09 17296745 CITIGROUP INC
47979 8/07/09 422741 GOLDMAN SACHS & COMPANY 18.00 54,958,158.00 -3,540,379.54
SALE 8/04/09 17296745 CITIGROUP INC
47979 8/07/09 422741 GOLDMAN SACHS & COMPANY 18.00 55,071,603.00 -3,426,934.54
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 36.00 110,029,761.00 -6,967,314.08
SALE 8/05/09 17296745 CITIGROUP INC
47979 8/10/09 422741 GOLDMAN SACHS & COMPANY 18.00 57,452,418.00 -1,046,119.54
SALE 8/06/09 17296745 CITIGROUP INC
47979 8/11/09 422854 GOLDMAN SACHS & COMPANY 20.00 69,800,950.00 4,802,574.96
SALE 8/07/09 17296745 CITIGROUP INC
47979 8/12/09 422854 GOLDMAN SACHS & COMPANY 19.00 74,868,084.50 13,119,628.22
SALE 8/12/09 17296745 CITIGROUP INC
47979 8/17/09 422854 GOLDMAN SACHS & COMPANY 8.00 30,932,010.00 4,932,659.98
SALE 8/24/09 17737610 CITRIX SYSTEMS INC. 45.24
30888 8/27/09 422916 UBS WARBURG LLC 50,000.00 35.204 1,500.00 1,758,654.76 234,954.67
SALE 8/24/09 19121610 COCA-COLA CO. (THE) 125.62
14589 8/27/09 422916 KAUFMAN BROS L.P. 100,000.00 48.876 4,000.00 4,883,484.38 1,841,227.21
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 8/01/09 THROUGH 8/31/09
COMMON PENSION FD A (5140) -Cont. PAGE: 61
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/24/09 19416210 COLGATE-PALMOLIVE CO. 130.43
04501 8/27/09 422916 MORGAN KEEGAN 70,000.00 72.499 2,800.00 5,071,978.57 2,169,776.27
SALE 8/05/09 20030N20 COMCAST CORP. "A SPL" 183.37
23899 8/10/09 422851 RBC CAPITAL (DOMESTIC) 500,000.00 14.270 15,000.00 7,119,616.63 -1,372,376.20
SALE 8/24/09 20030N20 COMCAST CORP. "A SPL" 73.86
23899 8/27/09 422916 UBS WARBURG LLC 200,000.00 14.370 6,000.00 2,867,826.14 -528,970.99
SALE 7/31/09 21683110 COOPER TIRE & RUBBER CO. 5.69
08353 8/05/09 422838 KEEFE BRUYETTE & WOODS INC. 15,000.00 14.738 600.00 220,458.31 -85,542.56
SALE 8/24/09 22841110 CROWN MEDIA HOLDINGS, INC. 4.84
19630 8/27/09 422916 UBS WARBURG LLC 98,200.00 1.914 1,964.00 185,995.78 -537,750.14
SALE 8/25/09 22841110 CROWN MEDIA HOLDINGS, INC. 1.28
19630 8/28/09 422920 CREDIT SUISSE SEC (AES) 25,668.00 1.926 256.68 49,173.47 -140,002.81
SALE 8/26/09 22841110 CROWN MEDIA HOLDINGS, INC. .17
19630 8/31/09 422924 CREDIT SUISSE SEC (AES) 3,391.00 1.949 33.91 6,573.96 -18,418.12
SALE 8/18/09 24691110 DELIA*S INC. NEW .29
32771 8/21/09 422895 ITG (CHANNEL) 4,400.00 2.517 44.00 11,028.31 -40,627.25
SALE 8/18/09 24691110 DELIA*S INC. NEW 2.58
32771 8/21/09 422895 UBS WARBURG LLC 40,000.00 2.503 1,200.00 98,921.42 -370,674.58
SALE 8/19/09 24691110 DELIA*S INC. NEW 2.98
32771 8/24/09 422901 UBS WARBURG LLC 45,600.00 2.535 1,368.00 114,215.90 -421,123.54
SALE 8/21/09 24702R10 DELL INC. 9.35
37381 8/26/09 422911 BARCLAYS CAPITAL (DOMESTIC) 25,000.00 14.540 750.00 362,740.65 -313,038.31
SALE 8/26/09 24903010 DENTSPLY INTERNATIONAL INC. 53.43
17051 8/31/09 422924 BARCLAYS CAPITAL (DOMESTIC) 60,000.00 34.647 1,800.00 2,076,990.57 567,280.20
SALE 8/20/09 25339310 DICKS SPORTING GOODS INC. 28.40
40322 8/25/09 422906 KAUFMAN BROS L.P. 50,000.00 22.098 2,000.00 1,102,846.60 -77,255.19
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 8/01/09 THROUGH 8/31/09
COMMON PENSION FD A (5140) -Cont. PAGE: 62
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/24/09 25468710 WALT DISNEY CO. (THE) 137.88
15735 8/27/09 422916 CITIGROUP/CITIBANK DOMESTIC 200,000.00 26.824 8,000.00 5,356,682.12 614,586.38
SALE 8/21/09 26353410 DU PONT (E.I.) DE NEMOURS 840.41
14404 8/26/09 422911 COWEN AND CO., LLC 1,000,000.00 32.701 40,000.00 32,659,859.59 -5,623,144.49
SALE 8/24/09 26864810 EMC CORP/MASS 38.84
11325 8/27/09 422916 CITIGROUP/CITIBANK DOMESTIC 100,000.00 15.112 4,000.00 1,507,131.16 -495,445.22
SALE 8/24/09 26884L10 EQT CORP 80.00
44901 8/27/09 422916 MORGAN KEEGAN 75,000.00 41.505 3,000.00 3,109,757.50 1,630,933.50
SALE 7/31/09 31374720 FEDERAL REALTY INVESTMENT T 7.33
38884 8/05/09 422838 LANGEN MCALENNEY 5,000.00 57.000 200.00 284,792.67 -94,692.15
SALE 7/30/09 31787A10 FINISAR CORPORATION 1.55
34546 8/04/09 422834 INSTINET (PORTAL) 100,000.00 .601 500.00 59,598.45 -260,390.43
SALE 8/05/09 31787A10 FINISAR CORPORATION 1.84
34546 8/10/09 422851 UBS WARBURG LLC 100,000.00 .713 2,000.00 69,318.16 -250,670.72
SALE 8/18/09 31787A10 FINISAR CORPORATION 1.60
34546 8/21/09 422895 INSTINET (PORTAL) 100,000.00 .620 500.00 61,508.40 -258,480.48
SALE 8/21/09 31787A10 FINISAR CORPORATION 1.87
34546 8/26/09 422911 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 .727 1,000.00 71,738.13 -248,250.75
SALE 7/31/09 38255010 GOODYEAR TIRE & RUBBER C0. 63.86
37850 8/05/09 422838 KEEFE BRUYETTE & WOODS INC. 150,000.00 16.564 6,000.00 2,478,491.14 -1,510,092.99
SALE 8/21/09 38259P50 GOOGLE INC. 354.66
33648 8/26/09 422914 GOLDMAN SACHS (OPTIONS) 30,000.00 460.00 600.00 13,799,045.34 1,480,606.50
SALE 8/26/09 40108N10 GUARANTY FINANCIAL GROUP IN .04
39327 8/31/09 422924 INSTINET (PORTAL) 11,000.00 .135 55.00 1,429.96 -236,640.07
SALE 8/26/09 40108N10 GUARANTY FINANCIAL GROUP IN .48
39327 8/31/09 422924 INSTINET (PORTAL) 139,000.00 .135 695.00 18,069.52 -2,990,269.94
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 8/01/09 THROUGH 8/31/09
COMMON PENSION FD A (5140) -Cont. PAGE: 63
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/26/09 40108N10 GUARANTY FINANCIAL GROUP IN .09
39327 8/31/09 422924 INSTINET (PORTAL) 25,000.00 .135 125.00 3,249.91 -537,818.34
SALE 8/26/09 40108N10 GUARANTY FINANCIAL GROUP IN .07
39327 8/31/09 422924 INSTINET (PORTAL) 19,600.00 .135 98.00 2,547.93 -421,649.58
-------------- ====== ---------- -------------- --------------
4 INTRA-DAY TRANSACTIONS SUBTOTAL: 194,600.00 .135 .68 25,297.32 -4,186,377.93
973.00
SALE 8/26/09 41049510 HANMI FINANCIAL CORP. .96
20567 8/31/09 422924 CREDIT SUISSE SEC (AES) 21,913.00 1.695 219.13 36,922.45 -178,278.13
SALE 8/19/09 42823610 HEWLETT-PACKARD CO 1.27
12113 8/24/09 422904 GOLDMAN SACHS (OPTIONS) 1,200.00 41.000 24.00 49,174.73 16,998.00
SALE 8/20/09 42823610 HEWLETT-PACKARD CO 23.40
12113 8/25/09 422909 GOLDMAN SACHS (OPTIONS) 22,200.00 41.000 444.00 909,732.60 314,463.08
SALE 8/21/09 42823610 HEWLETT-PACKARD CO 291.46
12113 8/26/09 422914 GOLDMAN SACHS (OPTIONS) 276,600.00 41.000 5,532.00 11,334,776.54 3,918,040.03
SALE 8/26/09 44106010 HOSPIRA, INC. 25.66
27643 8/31/09 422924 MORGAN STANLEY 25,000.00 39.928 1,000.00 997,174.34 298,550.97
SALE 8/03/09 44133910 HOT TOPIC, INC. 7.97
29470 8/06/09 422842 JANNEY MONTGOMERY SCOTT 40,000.00 7.747 1,200.00 308,656.03 -288,018.65
SALE 8/21/09 44133910 HOT TOPIC, INC. 7.67
29470 8/26/09 422911 BARCLAYS CAPITAL (DOMESTIC) 40,000.00 7.457 1,200.00 297,076.33 -299,598.35
SALE 8/04/09 45814010 INTEL CORP 106.17
14861 8/07/09 422849 GOLDMAN SACHS (OPTIONS) 229,500.00 18.000 4,590.00 4,126,303.83 831,978.63
SALE 8/17/09 45814010 INTEL CORP .10
14861 8/20/09 422898 GOLDMAN SACHS (OPTIONS) 200.00 18.000 4.00 3,595.90 725.03
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 8/01/09 THROUGH 8/31/09
COMMON PENSION FD A (5140) -Cont. PAGE: 64
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/21/09 45814010 INTEL CORP 310.09
14861 8/26/09 422914 GOLDMAN SACHS (OPTIONS) 670,300.00 18.000 13,406.00 12,051,683.91 2,429,957.64
SALE 8/10/09 45920010 INTL BUSINESS MACHINES CORP .60
17139 8/13/09 422869 GOLDMAN SACHS (OPTIONS) 200.00 115.00 4.00 22,995.40 14,294.35
SALE 8/21/09 45920010 INTL BUSINESS MACHINES CORP 265.41
17139 8/26/09 422914 GOLDMAN SACHS (OPTIONS) 89,800.00 115.00 1,796.00 10,324,938.59 6,418,168.09
SALE 7/30/09 46612J50 JDS UNIPHASE CORP. 4.16
35427 8/04/09 422834 JANNEY MONTGOMERY SCOTT 27,500.00 5.883 825.00 160,950.59 -251,021.15
SALE 8/21/09 46625H10 JP MORGAN CHASE & CO 462.60
19046 8/26/09 422914 GOLDMAN SACHS (OPTIONS) 450,000.00 40.000 9,000.00 17,990,537.40 8,680,226.85
SALE 8/20/09 47816010 JOHNSON & JOHNSON 379.65
03544 8/25/09 422909 GOLDMAN SACHS (OPTIONS) 246,200.00 60.000 4,924.00 14,766,696.35 4,501,522.19
SALE 8/21/09 47816010 JOHNSON & JOHNSON 5.86
03544 8/26/09 422914 GOLDMAN SACHS (OPTIONS) 3,800.00 60.000 76.00 227,918.14 69,479.22
SALE 7/30/09 48203R10 JUNIPER NETWORKS, INC. 33.68
27530 8/04/09 422834 JANNEY MONTGOMERY SCOTT 50,000.00 26.208 1,500.00 1,308,876.32 367,673.50
SALE 8/14/09 48666K10 KB HOME 10.94
44990 8/19/09 422887 CITIGROUP/CITIBANK DOMESTIC 25,000.00 17.024 1,000.00 424,586.56 163,155.71
SALE 8/24/09 48783610 KELLOGG COMPANY 125.66
23109 8/27/09 422916 KAUFMAN BROS L.P. 104,100.00 46.966 4,164.00 4,884,818.89 1,160,083.63
SALE 8/24/09 48783610 KELLOGG COMPANY 1.09
23109 8/27/09 422916 UBS WARBURG LLC 900.00 47.006 36.00 42,267.95 10,065.63
SALE 7/31/09 51794210 LASALLE HOTEL PROPERTIES 9.50
43962 8/05/09 422838 LANGEN MCALENNEY 25,000.00 14.779 1,000.00 368,465.50 138,173.00
SALE 7/30/09 53117210 LIBERTY PROPERTY TRUST 17.41
39080 8/04/09 422834 OPPENHEIMER & CO., INC 25,000.00 27.095 1,000.00 676,365.09 12,921.30
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 8/01/09 THROUGH 8/31/09
COMMON PENSION FD A (5140) -Cont. PAGE: 65
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/26/09 53217V10 LIFE TECHNOLOGIES CORP. 23.53
43896 8/31/09 422924 MORGAN STANLEY 20,000.00 45.759 800.00 914,362.47 504,648.65
SALE 8/24/09 56584910 MARATHON OIL CORP. 81.82
21604 8/27/09 422916 MORGAN KEEGAN 100,000.00 31.834 4,000.00 3,179,278.18 1,608,917.62
SALE 8/03/09 57190320 MARRIOTT INTERNATIONAL INC. 28.06
09821 8/06/09 422842 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 21.836 2,000.00 1,089,746.94 354,220.88
SALE 8/04/09 57190320 MARRIOTT INTERNATIONAL INC. 7.36
09821 8/07/09 422846 CITIGROUP/CITIBANK DOMESTIC 12,435.00 23.003 497.40 285,543.76 102,618.43
SALE 8/20/09 57190320 MARRIOTT INTERNATIONAL INC. 21.72
09821 8/25/09 422906 CITIGROUP/CITIBANK DOMESTIC 35,000.00 24.137 1,400.00 843,380.28 330,456.02
SALE 8/24/09 57620610 MASSEY ENERGY CO. 78.86
18929 8/27/09 422916 MORGAN KEEGAN 100,000.00 30.684 4,000.00 3,064,311.14 1,922,499.94
SALE 8/24/09 57708110 MATTEL INC. 1.93
13394 8/27/09 422916 CITIGROUP/CITIBANK DOMESTIC 4,125.00 18.150 165.00 74,699.76 -315.45
SALE 8/24/09 57708110 MATTEL INC. 20.37
13394 8/27/09 422916 COWEN AND CO., LLC 43,750.00 18.114 1,750.00 790,730.26 -4,885.57
SALE 8/24/09 57708110 MATTEL INC. 24.26
13394 8/27/09 422916 DEUTSCHE BANK AG (DOMESTIC) 52,125.00 18.104 2,085.00 941,556.53 -6,362.90
SALE 8/24/09 58013510 MCDONALD'S CORP. 129.13
14963 8/27/09 422916 KAUFMAN BROS L.P. 90,000.00 55.826 3,600.00 5,020,574.87 4,434,401.25
SALE 7/29/09 58333410 MEADWESTVACO CORP. 126.88
21865 8/03/09 422829 BUCKINGHAM RESEARCH GROUP I 250,000.00 19.748 10,000.00 4,926,798.12 375,381.21
SALE 8/25/09 58933110 MERCK & CO., INC. 262.13
18426 8/28/09 422920 GOLDMAN SACHS & COMPANY 310,000.00 32.902 12,400.00 10,186,864.87 -168,849.47
SALE 8/24/09 59491810 MICROSOFT CORP. 126.09
18102 8/27/09 422916 UBS WARBURG LLC 200,000.00 24.530 6,000.00 4,899,893.91 3,774,857.28
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
COMMON PENSION FD A (5140) -Cont. PAGE: 66
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/24/09 59501710 MICROCHIP TECHNOLOGY INC. 135.84
01561 8/27/09 422916 UBS WARBURG LLC 200,000.00 26.427 6,000.00 5,279,204.16 -479,246.66
SALE 8/26/09 62853020 MYLAN LABS 27.14
44046 8/31/09 422924 GOLDMAN SACHS & COMPANY 1,100.00 960.00 44.00 1,055,928.86 394,801.36
SALE 8/18/09 63707110 NATIONAL OILWELL VARCO, INC 141.19
34243 8/21/09 422895 JP MORGAN 150,000.00 36.623 6,000.00 5,487,323.81 382,796.28
SALE 8/21/09 63764010 NATIONAL SEMICONDUCTOR CORP 35.98
15168 8/26/09 422914 GOLDMAN SACHS (OPTIONS) 100,000.00 14.000 2,000.00 1,397,964.02 -318,915.79
SALE 8/21/09 64110D10 NETAPP INC. 24.29
40618 8/26/09 422914 GOLDMAN SACHS (OPTIONS) 45,000.00 21.000 900.00 944,075.71 37,912.84
SALE 8/24/09 64602510 NEW JERSEY RESOURCES CORP. 38.54
01172 8/27/09 422916 MORGAN KEEGAN 40,000.00 37.484 1,600.00 1,497,729.46 408,955.97
SALE 8/25/09 64602510 NEW JERSEY RESOURCES CORP. 38.38
01172 8/28/09 422920 MORGAN KEEGAN 40,000.00 37.329 1,600.00 1,491,525.62 402,752.13
SALE 8/21/09 65504410 NOBLE ENERGY INC 110.71
22631 8/26/09 422911 CAPIS/SOFT 70,000.00 61.537 3,500.00 4,303,979.29 2,765,412.82
SALE 7/29/09 66990810 NU HORIZONS ELECTRONICS COR 1.03
31051 8/03/09 422829 JANNEY MONTGOMERY SCOTT 10,700.00 3.742 321.00 39,719.51 -48,540.63
SALE 7/30/09 66990810 NU HORIZONS ELECTRONICS COR .70
31051 8/04/09 422834 JANNEY MONTGOMERY SCOTT 7,100.00 3.789 213.00 26,686.78 -31,878.36
SALE 8/21/09 67459910 OCCIDENTAL PETROLEUM CORP. 233.87
8422 8/26/09 422914 GOLDMAN SACHS (OPTIONS) 130,000.00 70.000 2,600.00 9,097,166.13 7,537,864.77
SALE 8/24/09 67459910 OCCIDENTAL PETROLEUM CORP. 77.15
8422 8/27/09 422916 MORGAN KEEGAN 40,000.00 75.049 1,600.00 3,000,262.85 2,520,477.82
SALE 7/31/09 67523210 OCEANEERING INTERNATIONAL, 97.24
20025 8/05/09 422838 BOENNING & SCATTERGOOD 75,000.00 50.448 3,000.00 3,780,495.26 409,917.48
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 8/01/09 THROUGH 8/31/09
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 8/26/09 69347510 PNC FINANCIAL SERVICES GROU 226.89
05720 8/31/09 422924 JP MORGAN 210,000.00 42.039 8,400.00 8,819,626.11 -1,378,658.49
SALE 7/29/09 69515610 PACKAGING CORP OF AMERICA 123.88
31104 8/03/09 422829 GORDON HASKETT & COMPANY (I 250,000.00 19.280 12,500.00 4,807,251.12 515,954.77
SALE 8/24/09 70348110 PATTERSON-UTI ENERGY, INC. 76.37
20511 8/27/09 422916 GOLDMAN SACHS & COMPANY 200,000.00 14.857 6,000.00 2,965,223.63 68,268.26
SALE 8/21/09 71344810 PEPSICO, INC. 74.48
14408 8/26/09 422914 GOLDMAN SACHS (OPTIONS) 50,400.00 57.500 1,008.00 2,896,917.52 1,769,406.46
SALE 8/21/09 71817210 PHILIP MORRIS INTERNATIONAL 401.95
40650 8/26/09 422914 GOLDMAN SACHS (OPTIONS) 340,000.00 46.000 6,800.00 15,632,798.05 7,973,615.83
SALE 8/21/09 74005P10 PRAXAIR, INC. 1,011.62
18355 8/26/09 422911 JP MORGAN 500,000.00 78.725 20,000.00 39,341,388.38 22,929,346.97
SALE 8/24/09 74271810 PROCTER & GAMBLE CO. 129.90
18451 8/27/09 422916 MORGAN KEEGAN 95,000.00 53.202 3,800.00 5,050,269.60 2,867,312.80
SALE 8/26/09 74834L10 QUEST DIAGNOSTICS INC. 127.66
29102 8/31/09 422924 MORGAN STANLEY 90,000.00 55.190 3,600.00 4,963,381.34 436,383.44
SALE 8/24/09 74835610 QUESTAR CORP. 72.06
8941 8/27/09 422916 SOLEIL SECURITIES CORP. 80,000.00 35.048 3,200.00 2,800,535.94 339,406.45
SALE 8/05/09 78477410 STEC, INC. 21.54
36683 8/10/09 422851 UBS WARBURG LLC 25,000.00 33.511 750.00 837,008.46 648,489.08
SALE 8/26/09 80660510 SCHERING-PLOUGH CORP. 126.90
14412 8/31/09 422924 MORGAN STANLEY 175,000.00 28.214 7,000.00 4,930,235.60 1,421,375.98
SALE 8/24/09 83211010 SMITH INTERNATIONAL, INC. 94.01
20580 8/27/09 422916 MORGAN KEEGAN 125,000.00 29.263 5,000.00 3,652,755.99 1,129,011.47
SALE 8/26/09 86909910 SUSQUEHANNA BANCSHARES, INC 16.83
20513 8/31/09 422924 BARCLAYS CAPITAL (DOMESTIC) 110,000.00 5.950 3,300.00 651,194.17 -1,731,795.36
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 8/01/09 THROUGH 8/31/09
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 8/26/09 87611R30 TARGACEPT INC. 25.90
33824 8/31/09 422924 BARCLAYS CAPITAL (DOMESTIC) 75,000.00 13.433 2,250.00 1,005,214.10 433,180.60
SALE 8/14/09 87612E10 TARGET CORP. 10.84
15577 8/19/09 422887 RAYMOND JAMES & ASSOCIATES, 10,000.00 42.158 400.00 421,173.16 150,001.47
SALE 8/19/09 88250810 TEXAS INSTRUMENTS INC. 15.36
18069 8/24/09 422901 COWEN AND CO., LLC 25,000.00 23.906 1,000.00 596,632.14 286,023.69
SALE 8/18/09 88579Y10 3M CO 333.94
22391 8/21/09 422899 GOLDMAN SACHS (OPTIONS) 199,900.00 65.000 3,998.00 12,989,168.06 2,246,477.79
SALE 8/21/09 88579Y10 3M CO .17
22391 8/26/09 422914 GOLDMAN SACHS (OPTIONS) 100.00 65.000 2.00 6,497.83 1,123.80
SALE 7/30/09 91307C10 UNITED THERAPEUTICS CORP. 74.03
37082 8/04/09 422834 JANNEY MONTGOMERY SCOTT 30,000.00 96.007 900.00 2,879,232.97 1,216,302.97
SALE 8/24/09 92342Y10 VERIFONE HOLDINGS INC. 54.03
38984 8/27/09 422916 COWEN AND CO., LLC 200,000.00 10.511 8,000.00 2,094,145.97 -2,351,432.95
SALE 7/29/09 94268310 WATSON PHARMACEUTICALS, INC 126.21
15599 8/03/09 422829 ICAP/SOFT 141,100.00 34.804 7,055.00 4,903,705.52 508,582.15
SALE 7/30/09 94268310 WATSON PHARMACEUTICALS, INC 3.52
15599 8/04/09 422834 ICAP/SOFT 3,900.00 35.100 195.00 136,691.48 15,210.39
SALE 8/24/09 96945710 WILLIAMS COS INC. 67.15
02222 8/27/09 422916 OPPENHEIMER & CO., INC 150,000.00 17.418 6,000.00 2,606,557.85 111,638.55
SALE 8/10/09 97381W10 WINDSTREAM CORP. 16.84
44962 8/13/09 422866 SOLEIL SECURITIES CORP. 75,000.00 8.735 1,500.00 653,600.66 118,792.57
SALE 8/11/09 97381W10 WINDSTREAM CORP. 55.37
44962 8/14/09 422872 RAYMOND JAMES & ASSOCIATES, 250,000.00 8.617 10,000.00 2,144,119.63 361,426.00
SALE 8/12/09 97381W10 WINDSTREAM CORP. 54.84
44962 8/17/09 422877 PACIFIC CREST SECURITIES 250,000.00 8.535 10,000.00 2,123,720.16 341,026.52
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 8/01/09 THROUGH 8/31/09
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 8/17/09 97381W10 WINDSTREAM CORP. 106.50
44962 8/20/09 422891 CITIGROUP/CITIBANK DOMESTIC 500,000.00 8.288 20,000.00 4,123,843.50 558,456.23
SALE 8/18/09 97381W10 WINDSTREAM CORP. 105.63
44962 8/21/09 422895 CITIGROUP/CITIBANK DOMESTIC 500,000.00 8.220 20,000.00 4,089,744.37 524,357.10
SALE 8/26/09 98302410 WYETH 129.61
22173 8/31/09 422924 MORGAN STANLEY 105,000.00 48.027 4,200.00 5,038,494.89 1,062,157.94
SALE 8/21/09 98391910 XILINX, INC. 14.14
30040 8/26/09 422914 GOLDMAN SACHS (OPTIONS) 25,000.00 22.000 500.00 549,485.86 -188,949.76
SALE 8/26/09 98956P10 ZIMMER HOLDINGS INC. 49.72
28320 8/31/09 422924 MORGAN STANLEY 40,000.00 48.361 1,600.00 1,932,790.28 -645,160.46
SALE 8/26/09 G2554F10 COVIDIEN PLC 50.67
47190 8/31/09 422924 MORGAN STANLEY 50,000.00 39.425 2,000.00 1,969,199.33 -183,921.38
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 16,659,908.00 12,703.78 836,815,031.93 108,434,025.48
539,779.12
SALES OF COMINGLED-FUND UNITS
-----------------------------
SALE 8/05/09 1729678V CITIGROUP INC C+UV 20.40
45239 8/06/09 422854 MORGAN STANLEY (OPTIONS) 5,545,000.00 .143 793,469.10 -5,410,087.90
SALE 8/17/09 SPX875TU S&P 200 INDEX SPX+TO
47355 8/18/09 422854 PALI CAPITAL (OPTIONS) 100,000.00 .500 1,000.00 49,000.00 -3,044,500.00
-------------- ---------- -------------- --------------
SUBTOTAL UNIT-ASSET SALES: 5,645,000.00 20.40 842,469.10 -8,454,587.90
1,000.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 22,304,908.00 12,724.18 837,657,501.03 99,979,437.58
540,779.12
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 8/01/09 THROUGH 8/31/09
COMMON PENSION FD B (5142) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 8/06/09 00209TAB AT&T BROADBAND CORP NOTES 9.4550 6.509
24902 8/11/09 287867 CREDIT SUISSE SEC (USA) LLC 11/15/22 7,599,000.00 125.88 9,566,001.15
PUR 8/06/09 05565QBH BP CAPITAL MKTS PLC NOTES 3.8750 3.444
48047 8/11/09 287867 MORGAN STANLEY 3/10/15 50,000,000.00 102.16 51,084,500.00
PUR 8/13/09 071813AX BAXTER INTERNATIONAL SR NOT 6.2500 5.472
38993 8/18/09 287896 FTN MIDWEST SECURITIES 12/01/37 5,000,000.00 111.12 5,556,000.00
PUR 8/17/09 071813BA BAXTER INT'L INC SR NOTES 4.5000 4.542
48159 8/20/09 287908 BANK OF AMERICA SECURITIES 8/15/19 12,000,000.00 99.666 11,959,920.00
PUR 8/05/09 088365DU BEXAR CNTY TEXAS BLD AMER B 6.9040 6.904
48002 8/18/09 287896 STIFEL NICOLAUS 2/15/39 25,000,000.00 100.00 25,000,000.00
PUR 8/11/09 097023AH BOEING CO DEBS 7.9500 5.636
38752 8/14/09 287885 FTN MIDWEST SECURITIES 8/15/24 2,000,000.00 123.22 2,464,460.00
PUR 8/11/09 097023AH BOEING CO DEBS 7.9500 5.644
38752 8/14/09 287885 FTN MIDWEST SECURITIES 8/15/24 3,000,000.00 123.13 3,693,930.00
PUR 7/22/09 134041EU CAMPBELL & KENTON CNTY KEN 7.1250 6.968
47891 8/06/09 287847 RBC CAPITAL (DOMESTIC) 8/01/39 5,000,000.00 101.96 5,098,200.00
PUR 7/30/09 163103RW CHELAN CTY WASH UTY BUILD A 6.8970 6.896
47952 8/11/09 287867 BARCLAYS CAPITAL INC 7/01/39 5,000,000.00 100.00 5,000,000.00
PUR 7/22/09 172311GB CINCINNATI OHIO WATER BLDG 6.4580 6.457
47882 8/04/09 287835A MORGAN STANLEY 12/01/34 6,000,000.00 100.00 6,000,000.00
PUR 7/31/09 260003AG DOVER CORP NOTES 6.6000 5.400
40412 8/05/09 287841 FTN MIDWEST SECURITIES 3/15/38 2,000,000.00 117.37 2,347,520.00
PUR 8/05/09 42809HAB HESS CORP SR NOTES 8.1250 5.604
44582 8/10/09 287861 JEFFERIES & COMPANY 2/15/19 3,000,000.00 118.39 3,551,820.00
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 8/01/09 THROUGH 8/31/09
COMMON PENSION FD B (5142) -Cont. PAGE: 71
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/15/09 452024GT ILLINOIS MUN ELEC AGY PWR B 6.8320 6.832
47761 8/06/09 287847 JP MORGAN 2/01/35 10,000,000.00 100.00 10,000,000.00
PUR 7/31/09 487836AT KELLOGG CO DEBENTURES 7.4500 5.298
39426 8/05/09 287841 CITIGROUP/CITIBANK DOMESTIC 4/01/31 12,000,000.00 127.51 15,302,160.00
PUR 7/23/09 517840Q8 LAS VEGAS VALLEY WATER BDS 7.1000 7.099
47883 8/05/09 287841 JP MORGAN 6/01/39 9,500,000.00 100.00 9,500,000.00
PUR 8/07/09 532457AZ ELI LILLY & CO BONDS 5.5000 5.416
43223 8/12/09 287873 MORGAN STANLEY 3/15/27 25,000,000.00 100.94 25,235,000.00
PUR 8/10/09 539830AD LOCKHEED MARTIN CORP 7.2000 5.729
43389 8/13/09 287879 FTN MIDWEST SECURITIES 5/01/36 3,000,000.00 119.98 3,599,610.00
PUR 8/12/09 581557AX MCKESSON CORP NOTES 7.5000 5.413
48092 8/17/09 287891 BARCLAYS CAPITAL INC 2/15/19 42,845,000.00 115.33 49,415,280.75
PUR 7/30/09 59266TCJ SO CALI MET WATER BLD AMERI 6.5380 6.537
47953 8/11/09 287867 JP MORGAN 7/01/39 7,500,000.00 100.00 7,500,000.00
PUR 8/03/09 66285WFB NO TEXAS TOLLWAY BLD AMERIC 6.7180 6.717
48001 8/12/09 287873 GOLDMAN SACHS & COMPANY 1/01/49 4,000,000.00 100.00 4,000,000.00
PUR 8/05/09 665250BW NO ILLINOIS PWR BLD AMER BD 6.8590 6.858
48003 8/19/09 287902 CITIGROUP/CITIBANK DOMESTIC 1/01/39 10,000,000.00 100.00 10,000,000.00
PUR 8/07/09 748148QR QUEBEC PROV CDA 7.5000 5.498
48048 8/12/09 287873 STIFEL NICOLAUS 9/15/29 10,000,000.00 124.16 12,416,000.00
PUR 8/06/09 769047HB RIVERSIDE CALIF SEWER BLD A 7.2000 7.245
48049 8/20/09 287908 WACHOVIA SECURITIES, INC. 8/01/39 15,000,000.00 99.446 14,916,900.00
PUR 8/12/09 849007AL SPOKANE CTY WASH WSTEWTR SY 6.4740 6.473
48098 8/25/09 287925 BARCLAYS CAPITAL INC 12/01/29 3,000,000.00 100.00 3,000,000.00
PUR 8/11/09 861398AY STOCKTON CA PUBLIC FIN WTR 7.9400 7.939
48058 8/27/09 287936 CITIGROUP/CITIBANK DOMESTIC 10/01/38 10,000,000.00 100.00 10,000,000.00
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
COMMON PENSION FD B (5142) -Cont. PAGE: 72
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/19/09 91412F7X UNIV CALIF REGENTS BLD AMER 6.2700 6.275
48215 8/27/09 287936 BARCLAYS CAPITAL INC 5/15/31 10,000,000.00 99.929 9,992,900.00
PUR 8/19/09 91739RBA UTAH CTY UTAH TRANS SALES T 6.5100 6.509
48217 8/27/09 287936 RBC CAPITAL (DOMESTIC) 12/01/34 7,000,000.00 100.00 7,000,000.00
PUR 8/10/09 947075AG WEATHERFORD INT'L LTD 9.8750 7.453
44574 8/13/09 287879 BNP PARIBAS SECURITIES CORP 3/01/39 5,000,000.00 128.75 6,437,500.00
PUR 8/10/09 947075AG WEATHERFORD INT'L LTD 9.8750 7.456
44574 8/13/09 287879 BNP PARIBAS SECURITIES CORP 3/01/39 5,000,000.00 128.70 6,435,300.00
PUR 8/10/09 947075AG WEATHERFORD INT'L LTD 9.8750 7.468
44574 8/13/09 287879 BNP PARIBAS SECURITIES CORP 3/01/39 5,000,000.00 128.53 6,426,500.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 319,444,000.00 342,499,501.90
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 319,444,000.00 342,499,501.90
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 8/12/09 002824AT ABBOTT LABORATORIES NOTES 5.8750 5.446
38640 8/17/09 287891 JEFFERIES & COMPANY 5/15/16 5,000,000.00 109.79 5,489,850.00 370,702.98
SALE 8/17/09 002824AT ABBOTT LABORATORIES NOTES 5.8750 5.446
38640 8/20/09 287908 JEFFERIES & COMPANY 5/15/16 4,000,000.00 110.96 4,438,760.00 343,539.57
SALE 8/26/09 002824AT ABBOTT LABORATORIES NOTES 5.8750 5.446
38640 8/31/09 287949 CREDIT SUISSE SEC (USA) LLC 5/15/16 6,000,000.00 110.79 6,647,760.00 506,385.38
SALE 8/04/09 0258M0CY AMERICAN EXPRESS CREDIT COR 7.3000 7.340
42396 8/07/09 287855 MORGAN STANLEY 8/20/13 20,000,000.00 108.24 21,649,800.00 1,678,214.20
SALE 8/04/09 032511AY ANADARKO PETROLEUM CORP SR 6.4500 7.813
35132 8/07/09 287855 MORGAN STANLEY 9/15/36 16,000,000.00 100.08 16,012,960.00 2,456,252.27
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 8/01/09 THROUGH 8/31/09
COMMON PENSION FD B (5142) -Cont. PAGE: 73
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/21/09 05565QBJ BP CAPITAL MARKETS PLC GUAR 4.7500 4.784
45006 8/26/09 287930 BARCLAYS CAPITAL INC 3/10/19 10,000,000.00 103.35 10,335,500.00 361,524.81
SALE 8/25/09 17275RAE CISCO SYSTEMS INC SR NOTES 4.9500 4.969
44784 8/28/09 287942 BARCLAYS CAPITAL INC 2/15/19 10,000,000.00 103.82 10,382,600.00 397,048.16
SALE 8/12/09 202795HT COMMONWEALTH EDISON 1ST MTG 6.4500 6.473
39427 8/17/09 287891 JEFFERIES & COMPANY 1/15/38 5,000,000.00 109.19 5,459,950.00 475,131.48
SALE 8/13/09 250847DU DETROIT EDISON CO NOTES 6.3500 6.575
34635 8/18/09 287896 CANTOR FITZGERALD SECURITIE 10/15/32 10,550,000.00 105.79 11,160,845.00 892,355.81
SALE 7/30/09 25179SAD DEVON FINANCING CORP DEBS 7.8750 5.957
30499 8/04/09 287835A FTN MIDWEST SECURITIES 9/30/31 500,000.00 120.17 600,850.00 -16,203.05
SALE 8/24/09 29266MAF ENERGY EAST CORP SR NOTES 6.7500 6.577
34643 8/27/09 287936 KNIGHT SECURITIES 7/15/36 5,000,000.00 107.72 5,386,100.00 278,183.45
SALE 8/26/09 29266MAF ENERGY EAST CORP SR NOTES 6.7500 6.577
34643 8/31/09 287949 KNIGHT LIBERTAS 7/15/36 2,850,000.00 110.51 3,149,535.00 238,577.45
SALE 7/29/09 30161MAE EXELON GENERATION CO LLC NT 6.2000 6.233
38425 8/03/09 287829 JEFFERIES & COMPANY 10/01/17 15,000,000.00 104.06 15,609,600.00 642,480.70
SALE 8/13/09 36158FAB GENERAL ELEC GLOBAL INS NOT 6.4500 6.937
41839 8/18/09 287896 GOLDMAN SACHS & COMPANY 3/01/19 2,500,000.00 91.194 2,279,850.00 -136,189.16
SALE 8/17/09 369550AN GENERAL DYNAMICS CORP NOTES 5.2500 5.355
44037 8/20/09 287908 CANTOR FITZGERALD SECURITIE 2/01/14 10,000,000.00 109.21 10,921,800.00 963,189.75
SALE 8/17/09 369550AN GENERAL DYNAMICS CORP NOTES 5.2500 5.355
44037 8/20/09 287908 CANTOR FITZGERALD SECURITIE 2/01/14 5,000,000.00 109.15 5,457,850.00 478,544.87
SALE 7/29/09 36962G3P GENERAL ELECTRIC CAP CORP S 5.8750 6.494
39399 8/03/09 287829 BARCLAYS CAPITAL INC 1/14/38 20,000,000.00 81.553 16,310,600.00 -2,092,307.02
SALE 7/29/09 36962G3P GENERAL ELECTRIC CAP CORP S 5.8750 6.494
39399 8/03/09 287829 GOLDMAN SACHS & COMPANY 1/14/38 5,000,000.00 82.400 4,120,000.00 -480,726.76
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 8/01/09 THROUGH 8/31/09
COMMON PENSION FD B (5142) -Cont. PAGE: 74
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/03/09 36962G3P GENERAL ELECTRIC CAP CORP S 5.8750 6.494
39399 8/06/09 287847 BARCLAYS CAPITAL INC 1/14/38 10,000,000.00 87.042 8,704,200.00 -497,275.68
SALE 7/31/09 487836BB KELLOGG CO NOTES 4.4500 4.494
46952 8/05/09 287841 CREDIT SUISSE SEC (USA) LLC 5/30/16 10,000,000.00 103.13 10,313,800.00 339,993.72
SALE 8/05/09 494368BB KIMBERLY CLARK CORP NOTES 6.1250 6.313
37889 8/10/09 287861 CREDIT SUISSE SEC (USA) LLC 8/01/17 10,000,000.00 110.85 11,085,700.00 1,202,198.16
SALE 8/25/09 494368BB KIMBERLY CLARK CORP NOTES 6.1250 6.313
37889 8/28/09 287942 BARCLAYS CAPITAL INC 8/01/17 15,000,000.00 112.32 16,848,300.00 2,022,770.45
SALE 8/26/09 494368BB KIMBERLY CLARK CORP NOTES 6.1250 6.313
37889 8/31/09 287949 CANTOR FITZGERALD SECURITIE 8/01/17 2,000,000.00 112.83 2,256,640.00 280,237.72
SALE 8/05/09 532457BB ELI LILLY & CO 5.2000 5.648
43133 8/10/09 287861 STIFEL NICOLAUS 3/15/17 10,000,000.00 105.80 10,580,900.00 855,092.38
SALE 8/10/09 539830AR LOCKHEED MARTIN CORP SR NOT 6.1500 6.544
43252 8/13/09 287879 FTN MIDWEST SECURITIES 9/01/36 3,000,000.00 108.65 3,259,770.00 408,950.79
SALE 8/26/09 585055AN MEDTRONIC INC SR NOTES 5.6000 5.609
45052 8/31/09 287949 CREDIT SUISSE SEC (USA) LLC 3/15/19 15,000,000.00 109.29 16,394,550.00 1,407,220.52
SALE 8/25/09 594918AC MICROSOFT CORP NOTES 4.2000 4.206
46753 8/28/09 287942 BANK OF AMERICA SECURITIES 6/01/19 10,000,000.00 101.76 10,176,600.00 181,889.93
SALE 8/27/09 61166WAG MONSANTO CO SENIOR NOTES 5.8750 6.136
40739 8/31/09 287949 CITIGROUP GBL MKT(FMLY SALO 4/15/38 10,000,000.00 106.35 10,635,900.00 988,341.74
SALE 8/25/09 743263AL PROGRESS ENERGY INC. NOTES 5.6250 5.650
32935 8/28/09 287942 CANTOR FITZGERALD SECURITIE 1/15/16 7,000,000.00 106.08 7,425,810.00 435,597.34
SALE 8/05/09 88579EAC 3M COMPANY MTN 5.7000 5.679
36836 8/10/09 287861 BARCLAYS CAPITAL INC 3/15/37 10,000,000.00 104.71 10,471,600.00 443,306.06
SALE 8/27/09 912810EQ UNITED STATES TREAS BDS 6.2500 5.011
10164 8/31/09 287949 BARCLAYS CAPITAL INC 8/15/23 48,200,000.00 123.04 59,308,400.95 5,163,594.24
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 8/01/09 THROUGH 8/31/09
COMMON PENSION FD B (5142) -Cont. PAGE: 75
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/21/09 912810EY UNITED STATES TREAS BDS 6.5000 4.585
31768 8/26/09 287930 MORGAN STANLEY 11/15/26 25,000,000.00 127.56 31,891,501.56 1,233,869.59
SALE 8/24/09 912810FG UNITED STATES TREAS BDS 5.2500 4.780
34214 8/27/09 287936 HSBC (DOMESTIC) 2/15/29 25,000,000.00 112.73 28,183,493.75 1,705,781.86
SALE 8/21/09 912810PW UNITED STATES TREAS BDS 4.3750 4.498
47362 8/25/09 287925 BARCLAYS BANK OF NEW YORK 2/15/38 25,000,000.00 101.92 25,482,321.88 971,801.50
SALE 8/04/09 913017BQ UNITED TECHNOLOGIES CORP 6.1250 6.146
44080 8/07/09 287855 CANTOR FITZGERALD SECURITIE 2/01/19 20,000,000.00 111.69 22,339,000.00 2,368,581.09
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 407,600,000.00 440,772,698.14 26,868,656.30
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 407,600,000.00 440,772,698.14 26,868,656.30
END OF REPORT FOR: COMMON PENSION FD B
S T A T E O F N E W J E R S E Y 5161
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
REIT COMMON PENSION FD A (5161) PAGE: 76
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 8/06/09 03734710 ANWORTH MORTGAGE ASSET CP
48004 8/11/09 422855 DEUTSCHE BANK AG (DOMESTIC) 75,000.00 7.497 3,000.00 565,237.50
PUR 7/29/09 55272X10 MFA FINANCIAL INC
47925 8/04/09 422832 CREDIT SUISSE SEC (USA) LLC 7,500.00 7.050 52,875.00
PUR 7/29/09 55272X10 MFA FINANCIAL INC
47925 8/04/09 422832 DEUTSCHE BANK AG (DOMESTIC) 26,250.00 7.050 185,062.50
PUR 7/29/09 55272X10 MFA FINANCIAL INC
47925 8/04/09 422832 KEEFE BRUYETTE & WOODS INC. 7,500.00 7.050 52,875.00
PUR 7/29/09 55272X10 MFA FINANCIAL INC
47925 8/04/09 422832 MORGAN STANLEY 26,250.00 7.050 185,062.50
PUR 7/29/09 55272X10 MFA FINANCIAL INC
47925 8/04/09 422832 UBS WARBURG LLC 7,500.00 7.050 52,875.00
PUR 8/11/09 85571B10 STARWOOD PPTY TR INC
48091 8/17/09 422875 BARCLAYS CAPITAL (DOMESTIC) 1,668.00 20.000 33,360.00
PUR 8/11/09 85571B10 STARWOOD PPTY TR INC
48091 8/17/09 422875 CALYON SECURITIES(USA) INC. 668.00 20.000 13,360.00
PUR 8/11/09 85571B10 STARWOOD PPTY TR INC
48091 8/17/09 422875 CANTOR FITZGERALD SECURITIE 332.00 20.000 6,640.00
PUR 8/11/09 85571B10 STARWOOD PPTY TR INC
48091 8/17/09 422875 CITIGROUP/CITIBANK DOMESTIC 3,750.00 20.000 75,000.00
PUR 8/11/09 85571B10 STARWOOD PPTY TR INC
48091 8/17/09 422875 DEUTSCHE BANK AG (DOMESTIC) 7,500.00 20.000 150,000.00
PUR 8/11/09 85571B10 STARWOOD PPTY TR INC
48091 8/17/09 422875 MERRILL LYNCH (RESEARCH) 8,750.00 20.000 175,000.00
S T A T E O F N E W J E R S E Y 5161
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
REIT COMMON PENSION FD A (5161) -Cont. PAGE: 77
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/11/09 85571B10 STARWOOD PPTY TR INC
48091 8/17/09 422875 PIPER JAFFRAY 332.00 20.000 6,640.00
PUR 8/11/09 85571B10 STARWOOD PPTY TR INC
48091 8/17/09 422875 SCOTIA CAPITAL MARKETS (DOM 332.00 20.000 6,640.00
PUR 8/11/09 85571B10 STARWOOD PPTY TR INC
48091 8/17/09 422875 WACHOVIA SECURITIES, INC. 1,668.00 20.000 33,360.00
PUR 8/12/09 85571B10 STARWOOD PPTY TR INC
48091 8/17/09 422876 JANNEY MONTGOMERY SCOTT 15,000.00 19.784 450.00 297,207.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 190,000.00 1,891,194.50
3,450.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 190,000.00 1,891,194.50
3,450.00
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 8/03/09 05348410 AVALONBAY COMMUNITIES, INC. 4.71
43147 8/06/09 422842 LANGEN MCALENNEY 3,100.00 59.011 124.00 182,805.39 -81,799.39
SALE 8/04/09 05348410 AVALONBAY COMMUNITIES, INC. 10.47
43147 8/07/09 422846 LANGEN MCALENNEY 6,900.00 59.012 276.00 406,894.26 -182,064.77
SALE 8/04/09 10536820 BRANDYWINE REALTY TRUST 13.00
39657 8/07/09 422846 LANGEN MCALENNEY 55,000.00 9.192 2,200.00 503,369.00 -284,394.70
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 65,000.00 28.18 1,093,068.65 -548,258.86
2,600.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 65,000.00 28.18 1,093,068.65 -548,258.86
2,600.00
END OF REPORT FOR: REIT COMMON PENSION FD A
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) PAGE: 78
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 8/07/09 02040910 ALMOST FAMILY INC
44961 8/12/09 422861 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 28.986 300.00 290,155.00
PUR 7/29/09 03042010 AMERICAN WATER WORKS CO INC
47765 8/03/09 422828 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 19.571 800.00 392,214.00
PUR 8/03/09 03042010 AMERICAN WATER WORKS CO INC
47765 8/06/09 422841 DEUTSCHE BANK AG (DOMESTIC) 30,000.00 19.749 1,200.00 593,676.00
PUR 8/04/09 03042010 AMERICAN WATER WORKS CO INC
47765 8/07/09 422845 CITIGROUP/CITIBANK DOMESTIC 20,000.00 19.933 800.00 399,456.00
PUR 8/06/09 03042010 AMERICAN WATER WORKS CO INC
47765 8/11/09 422855 CITIGROUP/CITIBANK DOMESTIC 20,000.00 19.617 800.00 393,134.00
PUR 8/07/09 03042010 AMERICAN WATER WORKS CO INC
47765 8/12/09 422861 PACIFIC CREST SECURITIES 20,000.00 20.059 800.00 401,976.00
PUR 8/14/09 03042010 AMERICAN WATER WORKS CO INC
47765 8/19/09 422886 PACIFIC CREST SECURITIES 20,000.00 19.180 800.00 384,400.00
PUR 8/11/09 04951310 ATMEL CORP.
43167 8/14/09 422871 UBS WARBURG LLC 100,000.00 3.902 3,000.00 393,200.00
PUR 8/12/09 04951310 ATMEL CORP.
43167 8/17/09 422876 UBS WARBURG LLC 100,000.00 3.928 3,000.00 395,750.00
PUR 8/13/09 04951310 ATMEL CORP.
43167 8/18/09 422880 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 3.940 3,000.00 397,030.00
PUR 8/17/09 04951310 ATMEL CORP.
43167 8/20/09 422890 INSTINET (PORTAL) 100,000.00 3.878 700.00 388,520.00
PUR 8/26/09 04951310 ATMEL CORP.
43167 8/31/09 422923 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 3.969 3,000.00 399,940.00
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 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 79
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/14/09 05333210 AUTOZONE INC
48124 8/19/09 422886 OPPENHEIMER & CO., INC 50,000.00 144.52 2,000.00 7,228,120.00
PUR 8/17/09 05333210 AUTOZONE INC
48124 8/20/09 422890 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 141.81 800.00 2,837,014.00
PUR 8/18/09 05333210 AUTOZONE INC
48124 8/21/09 422894 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 149.50 800.00 2,990,932.00
PUR 8/13/09 05714910 BAKER (MICHAEL) CORP
39896 8/18/09 422880 JP MORGAN 10,000.00 36.237 400.00 362,769.00
PUR 8/14/09 05714910 BAKER (MICHAEL) CORP
39896 8/19/09 422886 PACIFIC CREST SECURITIES 10,000.00 36.136 400.00 361,759.00
PUR 8/05/09 05722410 BAKER HUGHES INCORPORATED
44118 8/10/09 422850 CITIGROUP/CITIBANK DOMESTIC 20,000.00 39.109 800.00 782,978.00
PUR 7/30/09 06405810 BANK OF NEW YORK MELLON COR
44007 8/04/09 422833 BNY CONVERGEEX EXEC SOLUTIO 40,000.00 27.836 2,000.00 1,115,440.00
PUR 8/06/09 08578910 BERRY PETROLEUM CO
42925 8/11/09 422855 CITIGROUP/CITIBANK DOMESTIC 20,000.00 22.721 800.00 455,214.00
PUR 8/07/09 08578910 BERRY PETROLEUM CO
42925 8/12/09 422861 CITIGROUP/CITIBANK DOMESTIC 20,000.00 23.555 800.00 471,908.00
PUR 8/07/09 08578910 BERRY PETROLEUM CO
42925 8/12/09 422861 PACIFIC CREST SECURITIES 20,000.00 23.486 800.00 470,526.00
PUR 8/10/09 08578910 BERRY PETROLEUM CO
42925 8/13/09 422865 JP MORGAN 20,000.00 23.931 800.00 479,424.00
PUR 7/31/09 08651610 BEST BUY
47962 8/05/09 422837 ICAP/SOFT 200,000.00 37.359 10,000.00 7,481,860.00
PUR 8/03/09 08651610 BEST BUY
47962 8/06/09 422841 SANFORD BERNSTEIN & CO. 100,000.00 37.762 4,000.00 3,780,190.00
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 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/03/09 09062X10 BIOGEN IDEC INC
47970 8/06/09 422841 JANNEY MONTGOMERY SCOTT 50,000.00 48.313 1,500.00 2,417,160.00
PUR 8/04/09 09062X10 BIOGEN IDEC INC
47970 8/07/09 422845 UBS WARBURG LLC 150,000.00 48.398 4,500.00 7,264,260.00
PUR 8/05/09 09062X10 BIOGEN IDEC INC
47970 8/10/09 422850 UBS WARBURG LLC 100,000.00 47.721 3,000.00 4,775,140.00
PUR 8/06/09 09062X10 BIOGEN IDEC INC
47970 8/11/09 422855 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 46.696 1,500.00 2,336,290.00
PUR 8/04/09 15133V20 CENTENNIAL COMMUNICATIONS C
47718 8/07/09 422845 UBS WARBURG LLC 100,000.00 7.741 3,000.00 777,090.00
PUR 7/31/09 19259P30 COINSTAR INC.
42814 8/05/09 422837 JEFFERIES & COMPANY 30,000.00 33.281 900.00 999,318.00
PUR 8/03/09 19259P30 COINSTAR INC.
42814 8/06/09 422841 JANNEY MONTGOMERY SCOTT 10,000.00 34.247 300.00 342,765.00
PUR 8/04/09 19259P30 COINSTAR INC.
42814 8/07/09 422845 JANNEY MONTGOMERY SCOTT 20,000.00 34.491 600.00 690,422.00
PUR 8/05/09 19259P30 COINSTAR INC.
42814 8/10/09 422850 JANNEY MONTGOMERY SCOTT 10,000.00 37.405 300.00 374,352.00
PUR 8/06/09 19259P30 COINSTAR INC.
42814 8/11/09 422855 UBS WARBURG LLC 20,000.00 35.995 600.00 720,504.00
PUR 8/12/09 19259P30 COINSTAR INC.
42814 8/17/09 422876 JANNEY MONTGOMERY SCOTT 20,000.00 36.209 600.00 724,778.00
PUR 8/13/09 19259P30 COINSTAR INC.
42814 8/18/09 422880 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 35.817 300.00 358,470.00
PUR 8/14/09 19259P30 COINSTAR INC.
42814 8/19/09 422886 BARCLAYS CAPITAL (DOMESTIC) 30,000.00 31.550 900.00 947,385.00
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 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 81
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/14/09 19259P30 COINSTAR INC.
42814 8/19/09 422886 UBS WARBURG LLC 10,000.00 33.312 300.00 333,418.00
PUR 8/17/09 19259P30 COINSTAR INC.
42814 8/20/09 422890 BARCLAYS CAPITAL (DOMESTIC) 4,760.00 31.400 142.80 149,606.80
PUR 8/17/09 19259P30 COINSTAR INC.
42814 8/20/09 422890 INSTINET (PORTAL) 15,240.00 31.652 106.68 482,477.06
PUR 8/18/09 19259P30 COINSTAR INC.
42814 8/21/09 422894 UBS WARBURG LLC 10,000.00 31.738 300.00 317,677.00
PUR 8/19/09 19259P30 COINSTAR INC.
42814 8/24/09 422900 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 31.132 300.00 311,622.00
PUR 8/20/09 19259P30 COINSTAR INC.
42814 8/25/09 422905 UBS WARBURG LLC 10,000.00 31.908 300.00 319,375.00
PUR 8/24/09 19259P30 COINSTAR INC.
42814 8/27/09 422915 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 31.933 600.00 639,252.00
PUR 8/25/09 19259P30 COINSTAR INC.
42814 8/28/09 422919 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 32.247 300.00 322,767.00
PUR 8/05/09 24237010 DEAN FOODS
46444 8/10/09 422850 RAYMOND JAMES & ASSOCIATES, 20,000.00 19.106 800.00 382,912.00
PUR 8/06/09 24237010 DEAN FOODS
46444 8/11/09 422855 CITIGROUP/CITIBANK DOMESTIC 20,000.00 18.691 800.00 374,628.00
PUR 8/07/09 24237010 DEAN FOODS
46444 8/12/09 422861 CITIGROUP/CITIBANK DOMESTIC 20,000.00 18.465 800.00 370,090.00
PUR 8/07/09 24237010 DEAN FOODS
46444 8/12/09 422861 PACIFIC CREST SECURITIES 20,000.00 18.670 800.00 374,198.00
PUR 8/10/09 24237010 DEAN FOODS
46444 8/13/09 422865 JP MORGAN 20,000.00 18.478 800.00 370,360.00
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 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 82
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/24/09 24237010 DEAN FOODS
46444 8/27/09 422915 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 17.961 800.00 360,028.00
PUR 8/25/09 24237010 DEAN FOODS
46444 8/28/09 422919 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 18.092 800.00 362,638.00
PUR 8/26/09 24237010 DEAN FOODS
46444 8/31/09 422923 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 18.020 800.00 361,192.00
PUR 8/26/09 24736170 DELTA AIR LINES INC DEL
48281 8/31/09 422923 SOLEIL SECURITIES CORP. 500,000.00 7.516 20,000.00 3,777,900.00
PUR 8/19/09 25470M10 DISH NETWORKS
48191 8/24/09 422900 BARCLAYS CAPITAL (DOMESTIC) 250,000.00 16.692 7,500.00 4,180,550.00
PUR 8/20/09 25470M10 DISH NETWORKS
48191 8/25/09 422905 UBS WARBURG LLC 100,000.00 16.958 3,000.00 1,698,810.00
PUR 8/21/09 25470M10 DISH NETWORKS
48191 8/26/09 422910 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 17.147 3,000.00 1,717,660.00
PUR 8/24/09 25470M10 DISH NETWORKS
48191 8/27/09 422915 BARCLAYS CAPITAL (DOMESTIC) 150,000.00 17.016 4,500.00 2,556,870.00
PUR 8/25/09 25470M10 DISH NETWORKS
48191 8/28/09 422919 UBS WARBURG LLC 100,000.00 16.987 3,000.00 1,701,670.00
PUR 8/26/09 25470M10 DISH NETWORKS
48191 8/31/09 422923 BARCLAYS CAPITAL (DOMESTIC) 200,000.00 16.735 6,000.00 3,353,040.00
PUR 8/26/09 27886510 ECOLAB INC
48283 8/31/09 422923 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 41.993 2,000.00 2,101,635.00
PUR 8/18/09 28238P10 EHEALTH INC
48171 8/21/09 422894 UBS WARBURG LLC 40,000.00 16.993 1,200.00 680,920.00
PUR 8/19/09 28238P10 EHEALTH INC
48171 8/24/09 422900 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 17.037 600.00 341,348.00
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 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/19/09 28238P10 EHEALTH INC
48171 8/24/09 422900 UBS WARBURG LLC 10,000.00 17.022 300.00 170,520.00
PUR 8/20/09 28238P10 EHEALTH INC
48171 8/25/09 422905 UBS WARBURG LLC 10,000.00 17.357 300.00 173,865.00
PUR 8/24/09 28238P10 EHEALTH INC
48171 8/27/09 422915 BARCLAYS CAPITAL (DOMESTIC) 15,000.00 18.408 450.00 276,573.00
PUR 8/25/09 28238P10 EHEALTH INC
48171 8/28/09 422919 CREDIT SUISSE SEC (AES) 5,000.00 18.390 50.00 92,001.50
PUR 8/26/09 28238P10 EHEALTH INC
48171 8/31/09 422923 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 18.487 600.00 370,348.00
PUR 8/06/09 29100P10 EMERGENCY MEDICAL SVCS CO
48013 8/12/09 422859 AVONDALE PARTNERS 16,666.00 40.000 666,640.00
PUR 8/06/09 29100P10 EMERGENCY MEDICAL SVCS CO
48013 8/12/09 422859 CREDIT SUISSE SEC (USA) LLC 30,000.00 40.000 1,200,000.00
PUR 8/06/09 29100P10 EMERGENCY MEDICAL SVCS CO
48013 8/12/09 422859 GOLDMAN SACHS & COMPANY 55,000.00 40.000 2,200,000.00
PUR 8/06/09 29100P10 EMERGENCY MEDICAL SVCS CO
48013 8/12/09 422859 JEFFERIES & COMPANY 16,667.00 40.000 666,680.00
PUR 8/06/09 29100P10 EMERGENCY MEDICAL SVCS CO
48013 8/12/09 422859 MERRILL LYNCH (RESEARCH) 55,000.00 40.000 2,200,000.00
PUR 8/06/09 29100P10 EMERGENCY MEDICAL SVCS CO
48013 8/12/09 422859 OPPENHEIMER & CO., INC 16,667.00 40.000 666,680.00
PUR 8/07/09 29100P10 EMERGENCY MEDICAL SVCS CO
48013 8/12/09 422861 GOLDMAN SACHS & COMPANY 100,000.00 41.119 4,000.00 4,115,940.00
PUR 8/10/09 29100P10 EMERGENCY MEDICAL SVCS CO
48013 8/13/09 422865 JP MORGAN 20,000.00 42.846 800.00 857,728.00
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 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 84
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/26/09 29270J10 ENERGY RECOVERY INC
46593 8/31/09 422923 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 5.204 600.00 104,688.00
PUR 7/29/09 30161N10 EXELON CORP.
39920 8/03/09 422828 FOX-PITT KLTON CCHRN CRN WA 45,000.00 51.523 1,800.00 2,320,326.00
PUR 7/30/09 30161N10 EXELON CORP.
39920 8/04/09 422833 GORDON HASKETT & COMPANY (I 30,000.00 52.080 1,500.00 1,563,912.00
PUR 8/03/09 30161N10 EXELON CORP.
39920 8/06/09 422841 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 51.205 400.00 512,452.00
PUR 8/03/09 30161N10 EXELON CORP.
39920 8/06/09 422841 JP MORGAN 10,000.00 51.185 400.00 512,247.00
PUR 8/03/09 30205120 EXIDE TECHNOLOGIES
44060 8/06/09 422841 JANNEY MONTGOMERY SCOTT 20,000.00 5.053 600.00 101,664.00
PUR 8/06/09 30231G10 EXXON MOBIL CORP.
39995 8/11/09 422855 CITIGROUP/CITIBANK DOMESTIC 130,000.00 69.732 5,200.00 9,070,321.00
PUR 8/07/09 30231G10 EXXON MOBIL CORP.
39995 8/12/09 422861 CITIGROUP/CITIBANK DOMESTIC 50,000.00 69.836 2,000.00 3,493,795.00
PUR 8/10/09 30231G10 EXXON MOBIL CORP.
39995 8/13/09 422865 BUCKINGHAM RESEARCH GROUP I 50,000.00 69.343 2,000.00 3,469,155.00
PUR 8/11/09 30231G10 EXXON MOBIL CORP.
39995 8/14/09 422871 JP MORGAN 30,000.00 68.570 1,200.00 2,058,294.00
PUR 8/11/09 30231G10 EXXON MOBIL CORP.
39995 8/14/09 422871 STIFEL NICOLAUS 50,000.00 68.280 2,000.00 3,415,995.00
PUR 8/12/09 30231G10 EXXON MOBIL CORP.
39995 8/17/09 422876 JP MORGAN 20,000.00 68.859 800.00 1,377,986.00
PUR 8/13/09 30231G10 EXXON MOBIL CORP.
39995 8/18/09 422880 JP MORGAN 20,000.00 68.549 800.00 1,371,774.00
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 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 85
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/14/09 35952W10 FUEL SYSTEMS SOLUTIONS INC
48126 8/19/09 422886 JANNEY MONTGOMERY SCOTT 50,000.00 31.527 1,500.00 1,577,870.00
PUR 8/17/09 35952W10 FUEL SYSTEMS SOLUTIONS INC
48126 8/20/09 422890 BARCLAYS CAPITAL (DOMESTIC) 30,000.00 30.603 900.00 918,984.00
PUR 8/17/09 35952W10 FUEL SYSTEMS SOLUTIONS INC
48126 8/20/09 422890 ITG (CHANNEL) 20,000.00 30.601 200.00 612,222.00
PUR 8/18/09 35952W10 FUEL SYSTEMS SOLUTIONS INC
48126 8/21/09 422894 UBS WARBURG LLC 40,000.00 32.059 1,200.00 1,283,552.00
PUR 8/19/09 35952W10 FUEL SYSTEMS SOLUTIONS INC
48126 8/24/09 422900 UBS WARBURG LLC 10,000.00 32.084 300.00 321,136.00
PUR 8/24/09 35952W10 FUEL SYSTEMS SOLUTIONS INC
48126 8/27/09 422915 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 32.225 1,500.00 1,612,750.00
PUR 8/25/09 35952W10 FUEL SYSTEMS SOLUTIONS INC
48126 8/28/09 422919 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 31.997 1,500.00 1,601,325.00
PUR 8/26/09 35952W10 FUEL SYSTEMS SOLUTIONS INC
48126 8/31/09 422923 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 31.065 1,500.00 1,554,770.00
PUR 8/05/09 38141G10 GOLDMAN SACHS GROUP INC
46117 8/10/09 422850 CITIGROUP/CITIBANK DOMESTIC 20,000.00 165.57 800.00 3,312,270.00
PUR 7/31/09 42823610 HEWLETT-PACKARD CO
46749 8/05/09 422837 ICAP/SOFT 300,000.00 43.088 15,000.00 12,941,340.00
PUR 8/03/09 42823610 HEWLETT-PACKARD CO
46749 8/06/09 422841 FTN MIDWEST SECURITIES 300,000.00 43.366 12,000.00 13,021,770.00
PUR 8/03/09 42823610 HEWLETT-PACKARD CO
46749 8/06/09 422841 SANFORD BERNSTEIN & CO. 200,000.00 43.256 8,000.00 8,659,200.00
PUR 8/05/09 45814010 INTEL CORP
46920 8/10/09 422850 PACIFIC CREST SECURITIES 100,000.00 18.923 3,000.00 1,895,300.00
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 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 86
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/06/09 45814010 INTEL CORP
46920 8/11/09 422855 UBS WARBURG LLC 100,000.00 18.712 3,000.00 1,874,150.00
PUR 8/07/09 45814010 INTEL CORP
46920 8/12/09 422861 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 18.688 3,000.00 1,871,770.00
PUR 8/10/09 45814010 INTEL CORP
46920 8/13/09 422865 UBS WARBURG LLC 100,000.00 18.667 3,000.00 1,869,710.00
PUR 8/11/09 45814010 INTEL CORP
46920 8/14/09 422871 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 18.686 3,000.00 1,871,560.00
PUR 8/12/09 45814010 INTEL CORP
46920 8/17/09 422876 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 18.951 3,000.00 1,898,070.00
PUR 8/12/09 45814010 INTEL CORP
46920 8/17/09 422876 UBS WARBURG LLC 100,000.00 18.922 3,000.00 1,895,200.00
PUR 8/14/09 45814010 INTEL CORP
46920 8/19/09 422886 UBS WARBURG LLC 100,000.00 18.678 3,000.00 1,870,810.00
PUR 8/13/09 46069010 INTERPUBLIC GROUP OF COS IN
48102 8/18/09 422880 SANFORD BERNSTEIN & CO. 500,000.00 6.372 20,000.00 3,206,200.00
PUR 8/14/09 46069010 INTERPUBLIC GROUP OF COS IN
48102 8/19/09 422886 PACIFIC CREST SECURITIES 15,000.00 6.290 600.00 94,950.00
PUR 8/14/09 46069010 INTERPUBLIC GROUP OF COS IN
48102 8/19/09 422886 STIFEL NICOLAUS 485,000.00 6.227 19,400.00 3,039,689.00
PUR 8/17/09 46069010 INTERPUBLIC GROUP OF COS IN
48102 8/20/09 422890 COWEN AND CO., LLC 200,000.00 5.972 8,000.00 1,202,420.00
PUR 8/18/09 46069010 INTERPUBLIC GROUP OF COS IN
48102 8/21/09 422894 LEERINK SWANN LLC 100,000.00 5.921 4,000.00 596,060.00
PUR 8/20/09 46069010 INTERPUBLIC GROUP OF COS IN
48102 8/25/09 422905 COWEN AND CO., LLC 400,000.00 6.102 16,000.00 2,456,760.00
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 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 87
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 7/30/09 46204410 ION GEOPHYSICAL CORP
47696 8/04/09 422833 MORGAN STANLEY 100,000.00 2.666 266,570.00
PUR 8/20/09 46204410 ION GEOPHYSICAL CORP
47696 8/25/09 422905 JP MORGAN 100,000.00 2.638 4,000.00 267,780.00
PUR 8/10/09 47836610 JOHNSON CONTROLS INC
48030 8/13/09 422865 BLAIR, WILLIAM & COMPANY 100,000.00 25.995 4,000.00 2,603,470.00
PUR 8/11/09 47836610 JOHNSON CONTROLS INC
48030 8/14/09 422871 STIFEL NICOLAUS 50,000.00 25.726 2,000.00 1,288,320.00
PUR 8/11/09 47836610 JOHNSON CONTROLS INC
48030 8/14/09 422871 WACHOVIA SECURITIES, INC. 100,000.00 25.767 4,000.00 2,580,650.00
PUR 8/12/09 47836610 JOHNSON CONTROLS INC
48030 8/17/09 422876 CITIGROUP/CITIBANK DOMESTIC 100,000.00 25.947 4,000.00 2,598,650.00
PUR 8/13/09 47836610 JOHNSON CONTROLS INC
48030 8/18/09 422880 BLAIR, WILLIAM & COMPANY 150,000.00 26.061 6,000.00 3,915,135.00
PUR 8/14/09 47836610 JOHNSON CONTROLS INC
48030 8/19/09 422886 BLAIR, WILLIAM & COMPANY 15,000.00 25.245 600.00 379,270.50
PUR 8/14/09 47836610 JOHNSON CONTROLS INC
48030 8/19/09 422886 LEERINK SWANN LLC 35,000.00 25.249 1,400.00 885,118.50
PUR 8/14/09 47836610 JOHNSON CONTROLS INC
48030 8/19/09 422886 PACIFIC CREST SECURITIES 50,000.00 25.607 2,000.00 1,282,365.00
PUR 8/17/09 47836610 JOHNSON CONTROLS INC
48030 8/20/09 422890 COWEN AND CO., LLC 100,000.00 24.541 4,000.00 2,458,090.00
PUR 8/18/09 47836610 JOHNSON CONTROLS INC
48030 8/21/09 422894 SOLEIL SECURITIES CORP. 100,000.00 24.891 4,000.00 2,493,090.00
PUR 8/19/09 47836610 JOHNSON CONTROLS INC
48030 8/24/09 422900 JP MORGAN 100,000.00 24.994 4,000.00 2,503,370.00
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 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 88
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/20/09 47836610 JOHNSON CONTROLS INC
48030 8/25/09 422905 JP MORGAN 100,000.00 25.107 4,000.00 2,514,720.00
PUR 8/21/09 47836610 JOHNSON CONTROLS INC
48030 8/26/09 422910 SOLEIL SECURITIES CORP. 100,000.00 25.316 4,000.00 2,535,610.00
PUR 7/31/09 51783410 LAS VEGAS SANDS CORP
47965 8/05/09 422837 FRIEDMAN BILLINGS RAMSEY 500,000.00 9.243 20,000.00 4,641,700.00
PUR 8/03/09 51783410 LAS VEGAS SANDS CORP
47965 8/06/09 422841 GOLDMAN SACHS & COMPANY 110,000.00 9.913 4,400.00 1,094,775.00
PUR 8/14/09 53245710 ELI LILLY & CO.
39946 8/19/09 422886 PACIFIC CREST SECURITIES 20,000.00 32.689 800.00 654,588.00
PUR 8/05/09 53418710 LINCOLN NATIONAL CORP
46169 8/10/09 422850 WACHOVIA SECURITIES, INC. 30,000.00 22.833 1,200.00 686,196.00
PUR 8/10/09 54142L10 LOGMEIN INC
47584 8/13/09 422865 JANNEY MONTGOMERY SCOTT 20,000.00 18.331 600.00 367,228.00
PUR 8/10/09 54142L10 LOGMEIN INC
47584 8/13/09 422865 UBS WARBURG LLC 20,000.00 17.518 600.00 350,966.00
PUR 8/14/09 54142L10 LOGMEIN INC
47584 8/19/09 422886 UBS WARBURG LLC 10,000.00 17.962 300.00 179,917.00
PUR 8/19/09 54142L10 LOGMEIN INC
47584 8/24/09 422900 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 15.536 600.00 311,310.00
PUR 8/20/09 54142L10 LOGMEIN INC
47584 8/25/09 422905 UBS WARBURG LLC 20,000.00 16.926 600.00 339,122.00
PUR 7/30/09 57632310 MASTEC INC
46345 8/04/09 422833 BNY CONVERGEEX EXEC SOLUTIO 50,000.00 10.251 2,500.00 515,055.00
PUR 8/04/09 57632310 MASTEC INC
46345 8/07/09 422845 LEERINK SWANN LLC 100,000.00 10.037 4,000.00 1,007,660.00
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 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 89
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/11/09 57632310 MASTEC INC
46345 8/14/09 422871 STIFEL NICOLAUS 50,000.00 9.894 2,000.00 496,710.00
PUR 8/12/09 57632310 MASTEC INC
46345 8/17/09 422876 JP MORGAN 50,000.00 9.952 2,000.00 499,595.00
PUR 8/13/09 57632310 MASTEC INC
46345 8/18/09 422880 BLAIR, WILLIAM & COMPANY 50,000.00 9.845 2,000.00 494,260.00
PUR 8/14/09 57632310 MASTEC INC
46345 8/19/09 422886 PACIFIC CREST SECURITIES 50,000.00 9.612 2,000.00 482,575.00
PUR 8/17/09 57632310 MASTEC INC
46345 8/20/09 422890 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 9.327 2,000.00 468,360.00
PUR 8/18/09 57632310 MASTEC INC
46345 8/21/09 422894 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 9.337 2,000.00 468,850.00
PUR 8/19/09 57632310 MASTEC INC
46345 8/24/09 422900 CITIGROUP/CITIBANK DOMESTIC 50,000.00 9.487 2,000.00 476,360.00
PUR 8/24/09 57632310 MASTEC INC
46345 8/27/09 422915 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 9.943 2,000.00 499,145.00
PUR 8/26/09 57632310 MASTEC INC
46345 8/31/09 422923 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 9.805 2,000.00 492,245.00
PUR 7/29/09 58013510 MCDONALD'S CORP.
42619 8/03/09 422828 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 56.760 800.00 1,136,002.00
PUR 7/29/09 59161R10 METRO BANCORP INC
47377 8/03/09 422828 JANNEY MONTGOMERY SCOTT 920.00 18.790 27.60 17,314.40
PUR 7/30/09 59161R10 METRO BANCORP INC
47377 8/04/09 422833 JANNEY MONTGOMERY SCOTT 4,762.00 18.790 142.86 89,620.84
PUR 8/04/09 59161R10 METRO BANCORP INC
47377 8/07/09 422845 JANNEY MONTGOMERY SCOTT 10,000.00 19.273 300.00 193,027.00
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 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 90
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/13/09 59161R10 METRO BANCORP INC
47377 8/18/09 422880 BARCLAYS CAPITAL (DOMESTIC) 7,247.00 18.309 217.41 132,905.63
PUR 8/14/09 59161R10 METRO BANCORP INC
47377 8/19/09 422886 BARCLAYS CAPITAL (DOMESTIC) 2,753.00 18.395 82.59 50,724.03
PUR 8/24/09 59161R10 METRO BANCORP INC
47377 8/27/09 422915 BARCLAYS CAPITAL (DOMESTIC) 5,220.00 17.969 156.60 93,954.78
PUR 8/25/09 59161R10 METRO BANCORP INC
47377 8/28/09 422919 CREDIT SUISSE SEC (AES) 4,780.00 18.005 47.80 86,112.18
PUR 7/30/09 62886E10 NCR CORP
46578 8/04/09 422833 GORDON HASKETT & COMPANY (I 50,000.00 13.415 2,500.00 673,240.00
PUR 8/10/09 62944T10 NVR INC
48032 8/13/09 422865 OPPENHEIMER & CO., INC 5,000.00 605.49 200.00 3,027,651.00
PUR 8/11/09 62944T10 NVR INC
48032 8/14/09 422871 OPPENHEIMER & CO., INC 5,000.00 601.53 200.00 3,007,891.50
PUR 8/12/09 62944T10 NVR INC
48032 8/17/09 422876 OPPENHEIMER & CO., INC 5,000.00 621.03 200.00 3,105,388.50
PUR 8/14/09 62944T10 NVR INC
48032 8/19/09 422886 PACIFIC CREST SECURITIES 2,000.00 616.30 80.00 1,232,688.40
PUR 8/24/09 62944T10 NVR INC
48032 8/27/09 422915 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 675.57 40.00 675,617.50
PUR 8/25/09 62944T10 NVR INC
48032 8/28/09 422919 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 679.58 120.00 2,038,882.80
PUR 8/26/09 62944T10 NVR INC
48032 8/31/09 422923 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 691.49 80.00 1,383,078.60
PUR 8/26/09 62944T10 NVR INC
48032 8/31/09 422923 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 683.64 40.00 683,682.60
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 3,000.00 688.88 2,066,761.20
120.00
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 8/01/09 THROUGH 8/31/09
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 7/30/09 65163910 NEWMONT MINING CORP.
42997 8/04/09 422833 BNY CONVERGEEX EXEC SOLUTIO 40,000.00 40.359 2,000.00 1,616,364.00
PUR 8/12/09 65163910 NEWMONT MINING CORP.
42997 8/17/09 422876 CITIGROUP/CITIBANK DOMESTIC 20,000.00 40.658 800.00 813,950.00
PUR 8/12/09 65163910 NEWMONT MINING CORP.
42997 8/17/09 422876 JP MORGAN 40,000.00 40.368 1,600.00 1,616,300.00
PUR 8/13/09 65163910 NEWMONT MINING CORP.
42997 8/18/09 422880 BLAIR, WILLIAM & COMPANY 20,000.00 41.370 800.00 828,196.00
PUR 7/30/09 66987M60 NOVATEL WIRELESS INC
47267 8/04/09 422833 LABRANCHE/SOFT 50,000.00 9.042 2,500.00 454,600.00
PUR 8/04/09 68389X10 ORACLE CORP
46205 8/07/09 422845 UBS WARBURG LLC 100,000.00 21.754 3,000.00 2,178,440.00
PUR 8/05/09 68389X10 ORACLE CORP
46205 8/10/09 422850 UBS WARBURG LLC 200,000.00 21.349 6,000.00 4,275,780.00
PUR 8/12/09 72925110 PLUM CREEK TIMBER CO INC
46289 8/17/09 422876 CITIGROUP/CITIBANK DOMESTIC 20,000.00 32.574 800.00 652,270.00
PUR 8/06/09 74271810 PROCTER & GAMBLE CO.
39964 8/11/09 422855 CITIGROUP/CITIBANK DOMESTIC 50,000.00 51.384 2,000.00 2,571,175.00
PUR 7/30/09 75102810 RALCORP HOLDINGS INC
47838 8/04/09 422833 BNY CONVERGEEX EXEC SOLUTIO 40,000.00 64.240 2,000.00 2,571,592.00
PUR 7/31/09 75102810 RALCORP HOLDINGS INC
47838 8/05/09 422837 SANFORD BERNSTEIN & CO. 20,000.00 63.972 800.00 1,280,242.00
PUR 8/03/09 75102810 RALCORP HOLDINGS INC
47838 8/06/09 422841 DEUTSCHE BANK AG (DOMESTIC) 30,000.00 63.492 1,200.00 1,905,954.00
PUR 8/04/09 75102810 RALCORP HOLDINGS INC
47838 8/07/09 422845 CITIGROUP/CITIBANK DOMESTIC 20,000.00 63.823 800.00 1,277,254.00
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 8/01/09 THROUGH 8/31/09
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 8/04/09 75102810 RALCORP HOLDINGS INC
47838 8/07/09 422845 PACIFIC CREST SECURITIES 30,000.00 63.764 1,200.00 1,914,120.00
PUR 8/05/09 75102810 RALCORP HOLDINGS INC
47838 8/10/09 422850 BOENNING & SCATTERGOOD 25,000.00 63.532 1,000.00 1,589,290.00
PUR 8/05/09 75102810 RALCORP HOLDINGS INC
47838 8/10/09 422850 CITIGROUP/CITIBANK DOMESTIC 5,000.00 63.715 200.00 318,776.00
PUR 8/06/09 75102810 RALCORP HOLDINGS INC
47838 8/11/09 422855 CITIGROUP/CITIBANK DOMESTIC 20,000.00 63.475 800.00 1,270,294.00
PUR 8/07/09 75102810 RALCORP HOLDINGS INC
47838 8/12/09 422861 CITIGROUP/CITIBANK DOMESTIC 20,000.00 62.810 800.00 1,256,994.00
PUR 8/07/09 75102810 RALCORP HOLDINGS INC
47838 8/12/09 422861 PACIFIC CREST SECURITIES 20,000.00 60.404 800.00 1,208,870.00
PUR 8/10/09 75102810 RALCORP HOLDINGS INC
47838 8/13/09 422865 JP MORGAN 20,000.00 62.973 800.00 1,260,252.00
PUR 8/12/09 75102810 RALCORP HOLDINGS INC
47838 8/17/09 422876 CITIGROUP/CITIBANK DOMESTIC 10,000.00 62.732 400.00 627,721.00
PUR 8/13/09 75102810 RALCORP HOLDINGS INC
47838 8/18/09 422880 BLAIR, WILLIAM & COMPANY 10,000.00 62.458 400.00 624,984.00
PUR 8/13/09 75102810 RALCORP HOLDINGS INC
47838 8/18/09 422880 JP MORGAN 10,000.00 62.345 400.00 623,854.00
PUR 8/24/09 75102810 RALCORP HOLDINGS INC
47838 8/27/09 422915 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 61.711 800.00 1,235,026.00
PUR 8/25/09 75102810 RALCORP HOLDINGS INC
47838 8/28/09 422919 KAUFMAN BROS L.P. 20,000.00 62.518 800.00 1,251,160.00
PUR 8/03/09 75876610 REGAL ENTERTAINMENT GROUP-A
41584 8/06/09 422841 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 12.315 2,000.00 617,745.00
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 8/01/09 THROUGH 8/31/09
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 7/30/09 80660510 SCHERING-PLOUGH CORP.
39975 8/04/09 422833 GORDON HASKETT & COMPANY (I 100,000.00 26.925 5,000.00 2,697,520.00
PUR 8/17/09 82706L10 SILICON GRAPHICS INTERNATIO
48163 8/20/09 422890 JP MORGAN 38,850.00 5.193 1,554.00 203,313.71
PUR 8/18/09 82706L10 SILICON GRAPHICS INTERNATIO
48163 8/21/09 422894 JP MORGAN 29,440.00 5.269 1,177.60 156,302.85
PUR 8/19/09 82706L10 SILICON GRAPHICS INTERNATIO
48163 8/24/09 422900 JP MORGAN 9,810.00 5.317 392.40 52,553.15
PUR 8/20/09 82706L10 SILICON GRAPHICS INTERNATIO
48163 8/25/09 422905 JP MORGAN 23,550.00 5.353 942.00 127,002.80
PUR 8/26/09 82706L10 SILICON GRAPHICS INTERNATIO
48163 8/31/09 422923 JP MORGAN 23,350.00 5.499 934.00 129,328.65
PUR 7/30/09 83269640 JM SMUCKER CO/THE
43667 8/04/09 422833 BNY CONVERGEEX EXEC SOLUTIO 20,000.00 50.774 1,000.00 1,016,478.00
PUR 7/31/09 83269640 JM SMUCKER CO/THE
43667 8/05/09 422837 BNY CONVERGEEX EXEC SOLUTIO 20,000.00 50.517 1,000.00 1,011,340.00
PUR 8/03/09 83269640 JM SMUCKER CO/THE
43667 8/06/09 422841 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 49.741 800.00 995,624.00
PUR 8/03/09 83269640 JM SMUCKER CO/THE
43667 8/06/09 422841 JP MORGAN 20,000.00 50.057 800.00 1,001,938.00
PUR 8/04/09 83269640 JM SMUCKER CO/THE
43667 8/07/09 422845 CITIGROUP/CITIBANK DOMESTIC 20,000.00 49.635 800.00 993,506.00
PUR 8/04/09 83269640 JM SMUCKER CO/THE
43667 8/07/09 422845 PACIFIC CREST SECURITIES 20,000.00 50.474 800.00 1,010,272.00
PUR 8/05/09 83269640 JM SMUCKER CO/THE
43667 8/10/09 422850 CITIGROUP/CITIBANK DOMESTIC 20,000.00 49.413 800.00 989,056.00
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 8/01/09 THROUGH 8/31/09
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 8/11/09 86681020 SUN MICROSYSTEMS, INC.
45200 8/14/09 422871 UBS WARBURG LLC 100,000.00 9.120 3,000.00 915,000.00
PUR 7/31/09 86816810 SUPERIOR INDUSTRIES INTL
47366 8/05/09 422837 BNY CONVERGEEX EXEC SOLUTIO 50,000.00 16.007 2,500.00 802,830.00
PUR 8/04/09 86816810 SUPERIOR INDUSTRIES INTL
47366 8/07/09 422845 PACIFIC CREST SECURITIES 50,000.00 16.155 2,000.00 809,755.00
PUR 8/05/09 86816810 SUPERIOR INDUSTRIES INTL
47366 8/10/09 422850 CITIGROUP/CITIBANK DOMESTIC 50,000.00 15.949 2,000.00 799,435.00
PUR 7/31/09 87157D10 SYNAPTICS INCORPORATED
40599 8/05/09 422837 JANNEY MONTGOMERY SCOTT 20,000.00 25.482 600.00 510,246.00
PUR 7/31/09 87157D10 SYNAPTICS INCORPORATED
40599 8/05/09 422837 JEFFERIES & COMPANY 20,000.00 26.246 600.00 525,522.00
PUR 8/05/09 87157D10 SYNAPTICS INCORPORATED
40599 8/10/09 422850 JANNEY MONTGOMERY SCOTT 20,000.00 25.013 600.00 500,862.00
PUR 8/25/09 87157D10 SYNAPTICS INCORPORATED
40599 8/28/09 422919 CREDIT SUISSE SEC (AES) 5,000.00 25.370 50.00 126,900.00
PUR 8/25/09 87157D10 SYNAPTICS INCORPORATED
40599 8/28/09 422919 UBS WARBURG LLC 15,000.00 25.317 450.00 380,197.50
PUR 8/26/09 87157D10 SYNAPTICS INCORPORATED
40599 8/31/09 422923 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 25.142 600.00 503,448.00
PUR 8/26/09 87157D10 SYNAPTICS INCORPORATED
40599 8/31/09 422923 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 25.055 600.00 501,690.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 25.098 1,005,138.00
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 8/01/09 THROUGH 8/31/09
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 8/06/09 91126810 UNITED ONLINE, INC.
44855 8/11/09 422855 UBS WARBURG LLC 40,000.00 7.529 1,200.00 302,360.00
PUR 8/07/09 91126810 UNITED ONLINE, INC.
44855 8/12/09 422861 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 7.620 1,500.00 382,505.00
PUR 8/10/09 91126810 UNITED ONLINE, INC.
44855 8/13/09 422865 JANNEY MONTGOMERY SCOTT 50,000.00 7.557 1,500.00 379,370.00
PUR 8/12/09 91126810 UNITED ONLINE, INC.
44855 8/17/09 422876 UBS WARBURG LLC 50,000.00 7.477 1,500.00 375,370.00
PUR 8/13/09 91126810 UNITED ONLINE, INC.
44855 8/18/09 422880 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 7.452 1,500.00 374,080.00
PUR 8/20/09 91126810 UNITED ONLINE, INC.
44855 8/25/09 422905 UBS WARBURG LLC 50,000.00 7.374 1,500.00 370,210.00
PUR 8/24/09 91126810 UNITED ONLINE, INC.
44855 8/27/09 422915 BARCLAYS CAPITAL (DOMESTIC) 60,000.00 7.414 1,800.00 446,634.00
PUR 7/30/09 92343E10 VERISIGN INC
47836 8/04/09 422833 LABRANCHE/SOFT 100,000.00 20.511 5,000.00 2,056,090.00
PUR 7/31/09 92343E10 VERISIGN INC
47836 8/05/09 422837 JEFFERIES & COMPANY 100,000.00 20.551 3,000.00 2,058,070.00
PUR 8/03/09 92343E10 VERISIGN INC
47836 8/06/09 422841 UBS WARBURG LLC 100,000.00 20.601 3,000.00 2,063,100.00
PUR 8/04/09 92343E10 VERISIGN INC
47836 8/07/09 422845 UBS WARBURG LLC 100,000.00 20.543 3,000.00 2,057,340.00
PUR 8/05/09 92343E10 VERISIGN INC
47836 8/10/09 422850 UBS WARBURG LLC 100,000.00 20.359 3,000.00 2,038,910.00
PUR 8/07/09 92343E10 VERISIGN INC
47836 8/12/09 422861 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 18.705 3,000.00 1,873,450.00
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 8/01/09 THROUGH 8/31/09
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 8/10/09 92343E10 VERISIGN INC
47836 8/13/09 422865 JANNEY MONTGOMERY SCOTT 100,000.00 18.790 3,000.00 1,881,960.00
PUR 7/30/09 92826C83 VISA INC - CLASS A
47944 8/04/09 422833 GORDON HASKETT & COMPANY (I 100,000.00 68.681 5,000.00 6,873,060.00
PUR 7/31/09 92826C83 VISA INC - CLASS A
47944 8/05/09 422837 FRIEDMAN BILLINGS RAMSEY 40,000.00 65.696 1,600.00 2,629,436.00
PUR 8/03/09 92826C83 VISA INC - CLASS A
47944 8/06/09 422841 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 67.631 800.00 1,353,424.00
PUR 8/04/09 92826C83 VISA INC - CLASS A
47944 8/07/09 422845 CITIGROUP/CITIBANK DOMESTIC 20,000.00 68.853 800.00 1,377,868.00
PUR 8/04/09 92826C83 VISA INC - CLASS A
47944 8/07/09 422845 PACIFIC CREST SECURITIES 20,000.00 68.100 800.00 1,362,794.00
PUR 8/12/09 92826C83 VISA INC - CLASS A
47944 8/17/09 422876 JP MORGAN 20,000.00 68.675 800.00 1,374,306.00
PUR 8/13/09 92826C83 VISA INC - CLASS A
47944 8/18/09 422880 JP MORGAN 20,000.00 68.542 800.00 1,371,630.00
PUR 8/04/09 98074510 WOODWARD GOVERNOR CO.
41161 8/07/09 422845 UBS WARBURG LLC 35,000.00 20.403 1,050.00 715,148.00
PUR 8/05/09 98074510 WOODWARD GOVERNOR CO.
41161 8/10/09 422850 UBS WARBURG LLC 15,000.00 19.962 450.00 299,874.00
PUR 7/29/09 98433210 YAHOO! INC.
39997 8/03/09 422828 JEFFERIES & COMPANY 200,000.00 15.570 6,000.00 3,119,960.00
PUR 7/30/09 98433210 YAHOO! INC.
39997 8/04/09 422833 LABRANCHE/SOFT 100,000.00 14.313 5,000.00 1,436,280.00
PUR 7/31/09 98433210 YAHOO! INC.
39997 8/05/09 422837 JEFFERIES & COMPANY 200,000.00 14.596 6,000.00 2,925,160.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 14,289,682.00 355,233,905.78
515,484.34
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 14,289,682.00 355,233,905.78
515,484.34
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 8/01/09 THROUGH 8/31/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 8/18/09 00282410 ABBOTT LABORATORIES 68.46
39882 8/21/09 422895 SIDOTI & CO 60,000.00 44.395 2,400.00 2,661,207.54 -254,599.57
SALE 8/20/09 00282410 ABBOTT LABORATORIES 23.26
39882 8/25/09 422906 PACIFIC CREST SECURITIES 20,000.00 45.240 800.00 903,980.74 -67,954.96
SALE 8/21/09 00282410 ABBOTT LABORATORIES 23.54
39882 8/26/09 422911 OPPENHEIMER & CO., INC 20,000.00 45.787 800.00 914,924.46 -57,011.24
SALE 8/25/09 00282410 ABBOTT LABORATORIES 23.74
39882 8/28/09 422920 SOLEIL SECURITIES CORP. 20,000.00 46.183 800.00 922,840.26 -49,095.45
SALE 8/10/09 00817Y10 AETNA INC 69.57
45439 8/13/09 422866 CITIGROUP/CITIBANK DOMESTIC 100,000.00 27.068 4,000.00 2,702,680.43 351,319.18
SALE 8/24/09 01307810 ALBERTO-CULVER CO. 13.29
45095 8/27/09 422916 RAYMOND JAMES & ASSOCIATES, 20,000.00 25.844 800.00 516,072.71 59,987.79
SALE 8/03/09 02040910 ALMOST FAMILY INC 8.21
44961 8/06/09 422842 JANNEY MONTGOMERY SCOTT 10,000.00 31.914 300.00 318,831.79 152,734.97
SALE 8/26/09 03076C10 AMERIPRISE FINANCIAL INC 38.62
47266 8/31/09 422924 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 30.049 2,000.00 1,500,426.38 247,874.47
SALE 8/13/09 03251510 ANADIGICS INC 9.84
42114 8/18/09 422881 UBS WARBURG LLC 100,000.00 3.826 3,000.00 379,630.16 66,498.69
SALE 8/24/09 03251510 ANADIGICS INC 10.11
42114 8/27/09 422916 UBS WARBURG LLC 100,000.00 3.931 3,000.00 390,089.89 76,958.42
SALE 8/03/09 04622410 ASTEC INDUSTRIES INC. 7.08
40527 8/06/09 422842 JANNEY MONTGOMERY SCOTT 10,000.00 27.529 300.00 274,977.92 -82,899.25
SALE 7/30/09 04685W10 ATHENAHEALTH INC 19.31
44931 8/04/09 422834 LABRANCHE/SOFT 20,000.00 37.563 1,000.00 750,246.69 230,095.69
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 98
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/31/09 04685W10 ATHENAHEALTH INC 19.11
44931 8/05/09 422838 JANNEY MONTGOMERY SCOTT 20,000.00 37.162 600.00 742,610.89 222,459.89
SALE 8/03/09 04685W10 ATHENAHEALTH INC 18.59
44931 8/06/09 422842 JANNEY MONTGOMERY SCOTT 20,000.00 36.157 600.00 722,529.41 202,378.41
SALE 8/04/09 04685W10 ATHENAHEALTH INC 18.65
44931 8/07/09 422846 JANNEY MONTGOMERY SCOTT 20,000.00 36.278 600.00 724,939.35 204,788.35
SALE 8/05/09 04685W10 ATHENAHEALTH INC 18.29
44931 8/10/09 422851 JANNEY MONTGOMERY SCOTT 20,000.00 35.573 600.00 710,849.71 190,698.71
SALE 7/30/09 05276910 AUTODESK INC 17.08
47739 8/04/09 422834 LABRANCHE/SOFT 30,000.00 22.159 1,500.00 663,243.92 80,994.92
SALE 8/03/09 05276910 AUTODESK INC 11.25
47739 8/06/09 422842 JANNEY MONTGOMERY SCOTT 20,000.00 21.886 600.00 437,106.75 48,940.75
SALE 8/10/09 05276910 AUTODESK INC 30.74
47739 8/13/09 422866 JANNEY MONTGOMERY SCOTT 50,000.00 23.921 1,500.00 1,194,504.26 224,089.26
SALE 8/11/09 05276910 AUTODESK INC 30.83
47739 8/14/09 422872 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 23.990 1,500.00 1,197,964.17 227,549.17
SALE 8/13/09 05276910 AUTODESK INC 31.28
47739 8/18/09 422881 UBS WARBURG LLC 50,000.00 24.336 1,500.00 1,215,273.72 244,858.72
SALE 8/14/09 05276910 AUTODESK INC 32.35
47739 8/19/09 422887 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 25.175 1,500.00 1,257,192.65 286,777.65
SALE 8/14/09 05276910 AUTODESK INC 32.44
47739 8/19/09 422887 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 25.242 1,500.00 1,260,587.56 290,172.56
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 25.208 64.79 2,517,780.21 576,950.21
3,000.00
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 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 99
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/19/09 05276910 AUTODESK INC 30.67
47739 8/24/09 422901 UBS WARBURG LLC 50,000.00 23.861 1,500.00 1,191,494.33 221,079.33
SALE 8/03/09 06050510 BANK OF AMERICA 39.40
46955 8/06/09 422842 BLAIR, WILLIAM & COMPANY 100,000.00 15.328 4,000.00 1,528,720.60 392,304.65
SALE 8/05/09 06050510 BANK OF AMERICA 41.52
46955 8/10/09 422851 KEEFE BRUYETTE & WOODS INC. 100,000.00 16.153 4,000.00 1,611,208.48 474,792.53
SALE 7/31/09 08578910 BERRY PETROLEUM CO 12.08
42925 8/05/09 422838 BNY CONVERGEEX EXEC SOLUTIO 20,000.00 23.491 1,000.00 468,813.92 243,727.51
SALE 8/03/09 08578910 BERRY PETROLEUM CO 19.25
42925 8/06/09 422842 BUCKINGHAM RESEARCH GROUP I 30,000.00 24.955 1,200.00 747,430.75 409,801.13
SALE 8/03/09 08578910 BERRY PETROLEUM CO 19.85
42925 8/06/09 422842 KEYBANC CAPITAL MKTS INC 30,000.00 25.746 1,200.00 771,145.15 433,515.53
SALE 7/30/09 11012210 BRISTOL-MYERS SQUIBB CO. 28.15
39897 8/04/09 422834 ICAP/SOFT 50,000.00 21.908 2,500.00 1,092,866.85 -242,181.43
SALE 7/31/09 11012210 BRISTOL-MYERS SQUIBB CO. 55.46
39897 8/05/09 422838 BNY CONVERGEEX EXEC SOLUTIO 100,000.00 21.576 5,000.00 2,152,584.54 -517,512.02
SALE 8/03/09 11012210 BRISTOL-MYERS SQUIBB CO. 56.03
39897 8/06/09 422842 JP MORGAN 100,000.00 21.799 4,000.00 2,175,853.97 -494,242.59
SALE 8/14/09 11012210 BRISTOL-MYERS SQUIBB CO. 38.33
39897 8/19/09 422887 LAZARD CAPITAL MARKETS 68,800.00 21.676 2,752.00 1,488,518.47 -348,507.96
SALE 8/14/09 11012210 BRISTOL-MYERS SQUIBB CO. 17.42
39897 8/19/09 422887 SIDOTI & CO 31,200.00 21.725 1,248.00 676,542.10 -156,528.03
SALE 8/24/09 11012210 BRISTOL-MYERS SQUIBB CO. 57.99
39897 8/27/09 422916 RAYMOND JAMES & ASSOCIATES, 100,000.00 22.562 4,000.00 2,252,172.01 -417,924.55
SALE 8/04/09 12526910 CF INDUSTRIES HOLDINGS INC 41.52
46083 8/07/09 422846 RAYMOND JAMES & ASSOCIATES, 20,000.00 80.773 800.00 1,614,626.48 144,788.12
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 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 100
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
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SALE 8/05/09 12526910 CF INDUSTRIES HOLDINGS INC 20.53
46083 8/10/09 422851 RAYMOND JAMES & ASSOCIATES, 10,000.00 79.865 400.00 798,226.47 63,307.29
SALE 8/06/09 12526910 CF INDUSTRIES HOLDINGS INC 42.59
46083 8/11/09 422856 JP MORGAN 20,000.00 82.841 800.00 1,655,977.41 186,139.05
SALE 8/24/09 12526910 CF INDUSTRIES HOLDINGS INC 64.05
46083 8/27/09 422916 RAYMOND JAMES & ASSOCIATES, 30,000.00 83.065 1,200.00 2,490,697.95 285,940.41
SALE 8/24/09 12589610 CMS ENERGY CORP. 34.97
43755 8/27/09 422916 LABRANCHE/SOFT 100,000.00 13.608 5,000.00 1,355,785.03 305,906.45
SALE 8/24/09 12665010 CVS CORP. 18.44
44176 8/27/09 422916 CITIGROUP/CITIBANK DOMESTIC 20,000.00 35.873 800.00 716,637.56 174,017.46
SALE 7/30/09 12673P10 CA INC 55.01
47834 8/04/09 422834 ICAP/SOFT 100,000.00 21.406 5,000.00 2,135,514.99 259,532.99
SALE 7/31/09 12673P10 CA INC 54.74
47834 8/05/09 422838 SANFORD BERNSTEIN & CO. 100,000.00 21.298 4,000.00 2,125,695.26 249,713.26
SALE 8/03/09 12673P10 CA INC 54.68
47834 8/06/09 422842 SIDOTI & CO 100,000.00 21.276 4,000.00 2,123,535.32 247,553.32
SALE 7/30/09 12686C10 CABLEVISION SYSTEMS-NY GRP- 15.83
39907 8/04/09 422834 ICAP/SOFT 30,000.00 20.530 1,500.00 614,393.17 -155,333.62
SALE 7/31/09 12686C10 CABLEVISION SYSTEMS-NY GRP- 21.13
39907 8/05/09 422838 BNY CONVERGEEX EXEC SOLUTIO 40,000.00 20.550 2,000.00 819,990.87 -206,311.52
SALE 8/05/09 12686C10 CABLEVISION SYSTEMS-NY GRP- 10.81
39907 8/10/09 422851 WACHOVIA SECURITIES, INC. 20,000.00 21.018 800.00 419,549.19 -93,602.00
SALE 8/06/09 12686C10 CABLEVISION SYSTEMS-NY GRP- 10.73
39907 8/11/09 422856 JP MORGAN 20,000.00 20.873 800.00 416,647.27 -96,503.92
SALE 8/17/09 12686C10 CABLEVISION SYSTEMS-NY GRP- 10.56
39907 8/20/09 422891 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 20.539 800.00 409,967.44 -103,183.75
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 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 101
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/18/09 12686C10 CABLEVISION SYSTEMS-NY GRP- 10.54
39907 8/21/09 422895 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 20.488 800.00 408,941.46 -104,209.73
SALE 8/19/09 12686C10 CABLEVISION SYSTEMS-NY GRP- 21.07
39907 8/24/09 422901 KAUFMAN BROS L.P. 40,000.00 20.486 1,600.00 817,834.93 -208,467.46
SALE 8/21/09 12686C10 CABLEVISION SYSTEMS-NY GRP- 10.89
39907 8/26/09 422911 RAYMOND JAMES & ASSOCIATES, 20,000.00 21.173 800.00 422,645.11 -90,506.08
SALE 8/24/09 12686C10 CABLEVISION SYSTEMS-NY GRP- 11.00
39907 8/27/09 422916 CITIGROUP/CITIBANK DOMESTIC 20,000.00 21.398 800.00 427,143.00 -86,008.19
SALE 8/24/09 13442910 CAMPBELL SOUP CO. 39.90
43629 8/27/09 422916 RAYMOND JAMES & ASSOCIATES, 50,000.00 31.047 2,000.00 1,550,285.10 -119,872.40
SALE 7/30/09 15678210 CERNER CORP. 16.60
43671 8/04/09 422834 LABRANCHE/SOFT 10,000.00 64.589 500.00 645,369.40 280,710.66
SALE 7/31/09 15678210 CERNER CORP. 16.77
43671 8/05/09 422838 JANNEY MONTGOMERY SCOTT 10,000.00 65.225 300.00 651,933.23 287,274.50
SALE 8/17/09 15678210 CERNER CORP. 15.87
43671 8/20/09 422891 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 61.750 300.00 617,184.13 252,525.39
SALE 8/24/09 15678210 CERNER CORP. 16.62
43671 8/27/09 422916 UBS WARBURG LLC 10,000.00 64.632 300.00 645,999.38 281,340.65
SALE 7/29/09 18538Q10 CLEARWIRE CORP. CL A 9.98
43953 8/03/09 422829 JANNEY MONTGOMERY SCOTT 50,000.00 7.766 1,500.00 386,780.02 -5,901.52
SALE 7/31/09 18538Q10 CLEARWIRE CORP. CL A 10.29
43953 8/05/09 422838 JEFFERIES & COMPANY 50,000.00 8.007 1,500.00 398,834.71 6,153.17
SALE 8/03/09 18538Q10 CLEARWIRE CORP. CL A 11.22
43953 8/06/09 422842 JANNEY MONTGOMERY SCOTT 50,000.00 8.724 1,500.00 434,693.78 42,012.24
SALE 8/17/09 20337210 COMMSCOPE INC. 26.77
39906 8/20/09 422891 DEUTSCHE BANK AG (DOMESTIC) 40,000.00 26.034 1,600.00 1,039,713.23 -461,896.26
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 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 102
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/24/09 20337210 COMMSCOPE INC. 28.25
39906 8/27/09 422916 CITIGROUP/CITIBANK DOMESTIC 40,000.00 27.477 1,600.00 1,097,435.75 -404,173.74
SALE 7/30/09 23257720 CYNOSURE INC. CL A 2.29
40472 8/04/09 422834 LABRANCHE/SOFT 10,000.00 8.901 500.00 88,502.71 -77,897.49
SALE 7/30/09 23280610 CYPRESS SEMICONDUCTOR CORP 14.74
47084 8/04/09 422834 ICAP/SOFT 50,000.00 11.471 2,500.00 571,030.26 129,982.99
SALE 8/03/09 23280610 CYPRESS SEMICONDUCTOR CORP 13.75
47084 8/06/09 422842 KEYBANC CAPITAL MKTS INC 50,000.00 10.694 2,000.00 532,676.25 91,628.98
SALE 8/24/09 23280610 CYPRESS SEMICONDUCTOR CORP 27.39
47084 8/27/09 422916 RAYMOND JAMES & ASSOCIATES, 100,000.00 10.656 4,000.00 1,061,562.61 179,468.06
SALE 7/29/09 25470M10 DISH NETWORKS 43.49
46473 8/03/09 422829 JANNEY MONTGOMERY SCOTT 100,000.00 16.922 3,000.00 1,689,126.51 142,674.73
SALE 7/30/09 25470M10 DISH NETWORKS 44.25
46473 8/04/09 422834 LABRANCHE/SOFT 100,000.00 17.218 5,000.00 1,716,765.75 170,313.97
SALE 7/31/09 25470M10 DISH NETWORKS 87.44
46473 8/05/09 422838 UBS WARBURG LLC 200,000.00 17.011 6,000.00 3,396,052.56 303,149.01
SALE 8/26/09 25674610 DOLLAR TREE INC 25.95
42996 8/31/09 422924 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 50.473 600.00 1,008,834.05 265,590.64
SALE 8/04/09 26353410 DU PONT (E.I.) DE NEMOURS 40.86
40720 8/07/09 422846 RAYMOND JAMES & ASSOCIATES, 50,000.00 31.792 2,000.00 1,587,564.14 -264,075.29
SALE 8/24/09 29100P10 EMERGENCY MEDICAL SVCS CO 11.79
48013 8/27/09 422916 RAYMOND JAMES & ASSOCIATES, 10,000.00 45.854 400.00 458,124.21 52,522.02
SALE 8/24/09 29266R10 ENERGIZER HOLDINGS INC. 50.70
40547 8/27/09 422916 RAYMOND JAMES & ASSOCIATES, 30,000.00 65.751 1,200.00 1,971,282.30 -535,179.47
SALE 8/05/09 29363910 ENTERCOM COMMUNICATIONS COR 1.90
39918 8/10/09 422851 RAYMOND JAMES & ASSOCIATES, 20,000.00 3.696 800.00 73,112.10 -197,187.92
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 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 103
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/29/09 29380T10 ENTERTAINMENT PROPERTIES TR 6.63
39916 8/03/09 422829 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 25.762 400.00 257,214.37 490.53
SALE 7/30/09 29380T10 ENTERTAINMENT PROPERTIES TR 6.89
39916 8/04/09 422834 ICAP/SOFT 10,000.00 26.804 500.00 267,528.11 10,804.27
SALE 7/31/09 29380T10 ENTERTAINMENT PROPERTIES TR 7.07
39916 8/05/09 422838 BNY CONVERGEEX EXEC SOLUTIO 10,000.00 27.501 500.00 274,497.93 17,774.09
SALE 8/03/09 29380T10 ENTERTAINMENT PROPERTIES TR 14.13
39916 8/06/09 422842 BUCKINGHAM RESEARCH GROUP I 20,000.00 27.474 800.00 548,665.87 35,218.18
SALE 8/04/09 29380T10 ENTERTAINMENT PROPERTIES TR 7.51
39916 8/07/09 422846 CITIGROUP/CITIBANK DOMESTIC 10,000.00 29.184 400.00 291,432.49 34,708.65
SALE 8/05/09 29380T10 ENTERTAINMENT PROPERTIES TR 7.70
39916 8/10/09 422851 RAYMOND JAMES & ASSOCIATES, 10,000.00 29.935 400.00 298,940.30 42,216.46
SALE 8/11/09 29380T10 ENTERTAINMENT PROPERTIES TR 8.27
39916 8/14/09 422872 OPPENHEIMER & CO., INC 10,000.00 32.162 400.00 321,209.73 64,485.89
SALE 8/24/09 29380T10 ENTERTAINMENT PROPERTIES TR 8.37
39916 8/27/09 422916 RAYMOND JAMES & ASSOCIATES, 10,000.00 32.543 400.00 325,017.63 68,293.79
SALE 8/26/09 29380T10 ENTERTAINMENT PROPERTIES TR 8.15
39916 8/31/09 422924 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 31.709 400.00 316,685.85 59,962.01
SALE 7/30/09 29742510 ESTERLINE TECHNOLOGIES CORP 14.66
39917 8/04/09 422834 ICAP/SOFT 20,000.00 28.513 1,000.00 569,245.34 -172,026.83
SALE 7/31/09 29742510 ESTERLINE TECHNOLOGIES CORP 14.63
39917 8/05/09 422838 SANFORD BERNSTEIN & CO. 20,000.00 28.462 800.00 568,425.37 -172,846.80
SALE 8/03/09 29742510 ESTERLINE TECHNOLOGIES CORP 14.84
39917 8/06/09 422842 STIFEL NICOLAUS 20,000.00 28.856 800.00 576,301.16 -164,971.01
SALE 8/04/09 29742510 ESTERLINE TECHNOLOGIES CORP 14.76
39917 8/07/09 422846 RAYMOND JAMES & ASSOCIATES, 20,000.00 28.710 800.00 573,391.24 -167,880.93
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 104
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/24/09 30205120 EXIDE TECHNOLOGIES 3.81
44060 8/27/09 422916 UBS WARBURG LLC 20,000.00 7.407 600.00 147,530.19 73,313.32
SALE 8/25/09 30205120 EXIDE TECHNOLOGIES 1.90
44060 8/28/09 422920 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 7.376 300.00 73,462.10 36,353.67
SALE 8/26/09 30205120 EXIDE TECHNOLOGIES 1.87
44060 8/31/09 422924 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 7.272 300.00 72,413.13 35,304.70
SALE 7/29/09 33643310 FIRST SOLAR INC. 86.12
40312 8/03/09 422829 JANNEY MONTGOMERY SCOTT 20,000.00 167.54 600.00 3,350,275.88 -313,963.76
SALE 7/30/09 33643310 FIRST SOLAR INC. 88.71
40312 8/04/09 422834 LABRANCHE/SOFT 20,000.00 172.58 1,000.00 3,450,695.29 -213,544.34
SALE 8/03/09 33643310 FIRST SOLAR INC. 72.32
40312 8/06/09 422842 JANNEY MONTGOMERY SCOTT 18,000.00 156.32 540.00 2,813,295.28 -484,520.40
SALE 8/04/09 33643310 FIRST SOLAR INC. 7.93
40312 8/07/09 422846 JANNEY MONTGOMERY SCOTT 2,000.00 154.19 60.00 308,311.67 -58,112.29
SALE 8/06/09 36467W10 GAMESTOP CORP. 25.18
44980 8/11/09 422856 JP MORGAN 40,000.00 24.488 1,600.00 977,910.82 10,924.98
SALE 8/17/09 36467W10 GAMESTOP CORP. 13.09
44980 8/20/09 422891 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 25.456 800.00 508,298.91 24,805.99
SALE 8/24/09 36955010 GENERAL DYNAMICS CORP. 30.23
39922 8/27/09 422916 RAYMOND JAMES & ASSOCIATES, 20,000.00 58.805 800.00 1,175,261.77 237,567.11
SALE 7/31/09 36960410 GENERAL ELECTRIC CO. 102.73
39923 8/05/09 422838 BNY CONVERGEEX EXEC SOLUTIO 300,000.00 13.324 15,000.00 3,982,037.27 -1,907,401.63
SALE 8/11/09 36960410 GENERAL ELECTRIC CO. 36.13
39923 8/14/09 422872 SOLEIL SECURITIES CORP. 100,000.00 14.058 4,000.00 1,401,723.87 -561,422.43
SALE 8/24/09 36960410 GENERAL ELECTRIC CO. 36.94
39923 8/27/09 422916 RAYMOND JAMES & ASSOCIATES, 100,000.00 14.373 4,000.00 1,433,213.06 -529,933.24
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 105
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/07/09 38259P50 GOOGLE INC. 58.88
39926 8/12/09 422862 BARCLAYS CAPITAL (DOMESTIC) 5,000.00 458.18 150.00 2,290,736.62 149,957.50
SALE 8/10/09 38259P50 GOOGLE INC. 58.56
39926 8/13/09 422866 JANNEY MONTGOMERY SCOTT 5,000.00 455.69 150.00 2,278,249.94 137,470.82
SALE 8/13/09 41387510 HARRIS CORP. 91.34
41699 8/18/09 422881 LEERINK SWANN LLC 100,000.00 35.539 4,000.00 3,549,778.66 -620,067.46
SALE 8/17/09 41387510 HARRIS CORP. 83.67
41699 8/20/09 422891 COWEN AND CO., LLC 100,000.00 32.554 4,000.00 3,251,316.33 -918,529.80
SALE 8/18/09 41387510 HARRIS CORP. 30.99
41699 8/21/09 422895 DEUTSCHE BANK AG (DOMESTIC) 36,200.00 33.307 1,448.00 1,204,230.79 -305,253.51
SALE 8/18/09 41387510 HARRIS CORP. 54.21
41699 8/21/09 422895 SIDOTI & CO 63,800.00 33.056 2,552.00 2,106,379.35 -553,982.48
SALE 8/19/09 41387510 HARRIS CORP. 87.21
41699 8/24/09 422901 SOLEIL SECURITIES CORP. 100,000.00 33.931 4,000.00 3,388,972.79 -780,873.34
SALE 8/20/09 41387510 HARRIS CORP. 49.27
41699 8/25/09 422906 CITIGROUP/CITIBANK DOMESTIC 55,700.00 34.414 2,228.00 1,914,582.53 -408,021.76
SALE 8/20/09 41387510 HARRIS CORP. 5.40
41699 8/25/09 422906 JANNEY MONTGOMERY SCOTT 6,100.00 34.422 244.00 209,724.19 -44,636.42
SALE 8/20/09 41387510 HARRIS CORP. 2.22
41699 8/25/09 422906 LEERINK SWANN LLC 2,500.00 34.480 100.00 86,097.78 -18,148.37
SALE 8/20/09 41387510 HARRIS CORP. 27.63
41699 8/25/09 422906 SANFORD BERNSTEIN & CO. 31,200.00 34.452 1,248.00 1,073,623.65 -227,368.35
SALE 8/20/09 41387510 HARRIS CORP. 3.99
41699 8/25/09 422906 STIFEL NICOLAUS 4,500.00 34.497 180.00 155,052.51 -32,590.57
SALE 8/24/09 42823610 HEWLETT-PACKARD CO 114.95
46749 8/27/09 422916 CITIGROUP/CITIBANK DOMESTIC 100,000.00 44.726 4,000.00 4,468,465.05 362,264.14
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 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 106
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/24/09 43575830 HOLLY CORP. 12.41
39928 8/27/09 422916 RAYMOND JAMES & ASSOCIATES, 20,000.00 24.141 800.00 482,013.59 -265,463.61
SALE 8/24/09 43851610 HONEYWELL INTL 38.39
46469 8/27/09 422916 CITIGROUP/CITIBANK DOMESTIC 40,000.00 37.338 1,600.00 1,491,889.61 219,774.94
SALE 8/04/09 44701110 HUNTSMAN CORP. 16.98
41547 8/07/09 422846 WACHOVIA SECURITIES, INC. 100,000.00 6.605 4,000.00 656,493.02 -229,928.38
SALE 8/05/09 44701110 HUNTSMAN CORP. 18.03
41547 8/10/09 422851 LEERINK SWANN LLC 100,000.00 7.014 4,000.00 697,371.97 -189,049.43
SALE 8/06/09 44701110 HUNTSMAN CORP. 16.96
41547 8/11/09 422856 SIDOTI & CO 100,000.00 6.597 4,000.00 655,723.04 -230,698.36
SALE 8/17/09 44701110 HUNTSMAN CORP. 17.47
41547 8/20/09 422891 JP MORGAN 100,000.00 6.794 4,000.00 675,392.53 -211,028.87
SALE 8/03/09 45814010 INTEL CORP 49.46
46920 8/06/09 422842 UBS WARBURG LLC 100,000.00 19.242 3,000.00 1,921,180.54 353,425.54
SALE 7/31/09 45920010 INTL BUSINESS MACHINES CORP 60.91
39932 8/05/09 422838 BNY CONVERGEEX EXEC SOLUTIO 20,000.00 118.49 1,000.00 2,368,797.09 633,356.38
SALE 7/31/09 46428777 ISHARES DJ US FINANCIAL SER 189.04
45093 8/05/09 422838 GOLDMAN SACHS & COMPANY 150,000.00 49.037 6,000.00 7,349,420.96 2,263,098.62
SALE 8/03/09 46428777 ISHARES DJ US FINANCIAL SER 128.92
45093 8/06/09 422842 COWEN AND CO., LLC 100,000.00 50.160 4,000.00 5,011,891.08 1,621,009.52
SALE 8/05/09 46428777 ISHARES DJ US FINANCIAL SER 68.22
45093 8/10/09 422851 WACHOVIA SECURITIES, INC. 50,000.00 53.083 2,000.00 2,652,066.78 956,626.00
SALE 8/06/09 46428777 ISHARES DJ US FINANCIAL SER 136.00
45093 8/11/09 422856 JP MORGAN 100,000.00 52.915 4,000.00 5,287,314.00 1,896,432.44
SALE 8/10/09 46428777 ISHARES DJ US FINANCIAL SER 41.96
45093 8/13/09 422866 SANFORD BERNSTEIN & CO. 30,000.00 54.423 1,200.00 1,631,433.04 614,168.57
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 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 107
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
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SALE 8/14/09 46428777 ISHARES DJ US FINANCIAL SER 164.03
45093 8/19/09 422887 SIDOTI & CO 120,000.00 53.187 4,800.00 6,377,499.97 2,308,442.09
SALE 7/31/09 48517030 KANSAS CITY SOUTHERN 26.54
39942 8/05/09 422838 BNY CONVERGEEX EXEC SOLUTIO 50,000.00 20.653 2,500.00 1,030,138.46 -300,230.57
SALE 8/14/09 48517030 KANSAS CITY SOUTHERN 29.43
39942 8/19/09 422887 RAYMOND JAMES & ASSOCIATES, 50,000.00 22.896 2,000.00 1,142,765.57 -187,603.46
SALE 8/24/09 48517030 KANSAS CITY SOUTHERN 29.96
39942 8/27/09 422916 CITIGROUP/CITIBANK DOMESTIC 50,000.00 23.312 2,000.00 1,163,555.04 -166,813.99
SALE 8/17/09 50242410 L-3 COMMUNICATIONS HOLDINGS 56.18
39945 8/20/09 422891 DEUTSCHE BANK AG (DOMESTIC) 30,000.00 72.862 1,200.00 2,184,594.82 -604,789.70
SALE 8/21/09 50242410 L-3 COMMUNICATIONS HOLDINGS 38.18
39945 8/26/09 422911 RAYMOND JAMES & ASSOCIATES, 20,000.00 74.274 800.00 1,484,637.82 -374,951.86
SALE 8/04/09 51783410 LAS VEGAS SANDS CORP 83.87
47965 8/07/09 422846 STIFEL NICOLAUS 300,000.00 10.877 12,000.00 3,250,956.13 429,738.92
SALE 8/05/09 51783410 LAS VEGAS SANDS CORP 88.69
47965 8/10/09 422851 CITIGROUP/CITIBANK DOMESTIC 310,000.00 11.132 12,400.00 3,438,276.31 523,018.52
SALE 8/07/09 52186330 LEAP WIRELESS INTL INC 318.98
47410 8/12/09 422862 BARCLAYS CAPITAL (DOMESTIC) 700,000.00 17.731 21,000.00 12,390,101.02 -8,542,546.48
SALE 8/26/09 53418710 LINCOLN NATIONAL CORP 126.20
46169 8/31/09 422924 SOLEIL SECURITIES CORP. 200,000.00 24.552 8,000.00 4,902,333.80 2,813,842.37
SALE 7/29/09 53591920 LIONS GATE ENTERTAINMENT CO 3.10
44270 8/03/09 422829 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 6.020 800.00 119,602.90 13,987.39
SALE 8/10/09 53591920 LIONS GATE ENTERTAINMENT CO 3.26
44270 8/13/09 422866 JP MORGAN 20,000.00 6.332 800.00 125,826.74 20,211.22
SALE 8/11/09 53591920 LIONS GATE ENTERTAINMENT CO 3.55
44270 8/14/09 422872 OPPENHEIMER & CO., INC 20,000.00 6.906 800.00 137,322.45 31,706.94
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 108
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
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SALE 8/12/09 53591920 LIONS GATE ENTERTAINMENT CO 3.25
44270 8/17/09 422877 BLAIR, WILLIAM & COMPANY 20,000.00 6.322 800.00 125,634.75 20,019.23
SALE 8/13/09 53591920 LIONS GATE ENTERTAINMENT CO 3.23
44270 8/18/09 422881 COWEN AND CO., LLC 20,000.00 6.265 800.00 124,502.77 18,887.26
SALE 8/24/09 53983010 LOCKHEED MARTIN 38.31
47134 8/27/09 422916 CITIGROUP/CITIBANK DOMESTIC 20,000.00 74.526 800.00 1,489,677.69 -206,566.31
SALE 8/25/09 53983010 LOCKHEED MARTIN 38.57
47134 8/28/09 422920 SOLEIL SECURITIES CORP. 20,000.00 75.023 800.00 1,499,613.43 -196,630.57
SALE 8/24/09 55271510 MEMC ELECTRONICS MATERIALS, 43.37
39991 8/27/09 422916 GOLDMAN SACHS & COMPANY 100,000.00 16.875 4,000.00 1,683,466.63 -715,168.87
SALE 8/25/09 55271510 MEMC ELECTRONICS MATERIALS, 42.21
39991 8/28/09 422920 MIDWOOD SECURITIES, INC. 100,000.00 16.422 5,000.00 1,637,177.79 -761,457.71
SALE 8/26/09 55271510 MEMC ELECTRONICS MATERIALS, 41.25
39991 8/31/09 422924 MIDWOOD SECURITIES, INC. 100,000.00 16.051 5,000.00 1,600,008.75 -798,626.75
SALE 8/06/09 55608B10 MACQUARIE INFRASTRUCTURE CO 12.35
41252 8/11/09 422856 LAZARD CAPITAL MARKETS 100,000.00 4.803 4,000.00 476,327.65 -1,834,538.67
SALE 8/06/09 55608B10 MACQUARIE INFRASTRUCTURE CO 11.57
41252 8/11/09 422856 SOLEIL SECURITIES CORP. 100,000.00 4.501 4,000.00 446,098.43 -1,864,767.89
SALE 8/12/09 55608B10 MACQUARIE INFRASTRUCTURE CO 11.25
41252 8/17/09 422877 SANFORD BERNSTEIN & CO. 100,000.00 4.377 4,000.00 433,658.75 -1,877,207.57
SALE 8/26/09 55608B10 MACQUARIE INFRASTRUCTURE CO 18.11
41252 8/31/09 422924 JP MORGAN 100,000.00 7.045 4,000.00 700,511.89 -1,610,354.43
SALE 8/04/09 57290110 MARTEK BIOSCIENCES CORP 11.93
46379 8/07/09 422846 JANNEY MONTGOMERY SCOTT 20,000.00 23.207 600.00 463,520.07 92,129.17
SALE 8/05/09 57290110 MARTEK BIOSCIENCES CORP 12.17
46379 8/10/09 422851 JANNEY MONTGOMERY SCOTT 20,000.00 23.675 600.00 472,895.83 101,504.92
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 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 109
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/24/09 57636Q10 MASTERCARD INC 104.87
47457 8/27/09 422916 CITIGROUP/CITIBANK DOMESTIC 20,000.00 204.01 800.00 4,079,361.13 845,350.73
SALE 8/14/09 58155Q10 MCKESSON CORP. 14.04
44746 8/19/09 422887 RAYMOND JAMES & ASSOCIATES, 10,000.00 54.609 400.00 545,678.96 124,139.41
SALE 8/06/09 58469030 MEDICIS PHARM-CL A 9.70
46431 8/11/09 422856 ABEL NOSER CORP. 20,000.00 18.866 1,000.00 376,314.30 64,310.17
SALE 7/30/09 59491810 MICROSOFT CORP. 30.92
39954 8/04/09 422834 LABRANCHE/SOFT 50,000.00 24.064 2,500.00 1,200,654.08 835,132.92
SALE 7/31/09 59491810 MICROSOFT CORP. 30.66
39954 8/05/09 422838 JANNEY MONTGOMERY SCOTT 50,000.00 23.855 1,500.00 1,191,219.34 825,698.18
SALE 8/12/09 59491810 MICROSOFT CORP. 61.07
39954 8/17/09 422877 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 23.760 3,000.00 2,372,968.93 1,641,926.61
SALE 8/24/09 61166W10 MONSANTO CO. 65.09
39952 8/27/09 422916 CITIGROUP/CITIBANK DOMESTIC 30,000.00 84.413 1,200.00 2,531,115.91 383,078.13
SALE 8/04/09 61744644 MORGAN STANLEY 19.98
47656 8/07/09 422846 ICAP/SOFT 26,500.00 29.331 1,325.00 775,926.52 73,815.31
SALE 8/04/09 61744644 MORGAN STANLEY 55.54
47656 8/07/09 422846 WACHOVIA SECURITIES, INC. 73,500.00 29.400 2,940.00 2,157,919.16 210,554.12
SALE 8/03/09 62937750 NRG ENERGY INC. 36.39
43551 8/06/09 422842 KEYBANC CAPITAL MKTS INC 50,000.00 28.311 2,000.00 1,413,528.61 349,554.02
SALE 8/04/09 62937750 NRG ENERGY INC. 36.28
43551 8/07/09 422846 RAYMOND JAMES & ASSOCIATES, 50,000.00 28.231 2,000.00 1,409,513.72 345,539.13
SALE 8/05/09 62937750 NRG ENERGY INC. 35.43
43551 8/10/09 422851 RAYMOND JAMES & ASSOCIATES, 50,000.00 27.569 2,000.00 1,376,424.57 312,449.98
SALE 8/10/09 62937750 NRG ENERGY INC. 36.65
43551 8/13/09 422866 JP MORGAN 50,000.00 28.517 2,000.00 1,423,818.35 359,843.76
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 110
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/11/09 62937750 NRG ENERGY INC. 36.89
43551 8/14/09 422872 JP MORGAN 50,000.00 28.707 2,000.00 1,433,293.11 369,318.52
SALE 8/12/09 62937750 NRG ENERGY INC. 36.20
43551 8/17/09 422877 CITIGROUP/CITIBANK DOMESTIC 50,000.00 28.166 2,000.00 1,406,283.80 342,309.21
SALE 8/17/09 62937750 NRG ENERGY INC. 36.04
43551 8/20/09 422891 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 28.040 2,000.00 1,399,968.96 335,994.37
SALE 8/18/09 62937750 NRG ENERGY INC. 35.48
43551 8/21/09 422895 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 27.607 2,000.00 1,378,299.52 314,324.93
SALE 8/19/09 62937750 NRG ENERGY INC. 35.44
43551 8/24/09 422901 OPPENHEIMER & CO., INC 50,000.00 27.577 2,000.00 1,376,824.56 312,849.97
SALE 8/20/09 62937750 NRG ENERGY INC. 36.37
43551 8/25/09 422906 CITIGROUP/CITIBANK DOMESTIC 50,000.00 28.297 2,000.00 1,412,793.63 348,819.05
SALE 8/21/09 62937750 NRG ENERGY INC. 36.36
43551 8/26/09 422911 RAYMOND JAMES & ASSOCIATES, 50,000.00 28.295 2,000.00 1,412,698.64 348,724.05
SALE 8/24/09 62937750 NRG ENERGY INC. 36.28
43551 8/27/09 422916 SOLEIL SECURITIES CORP. 50,000.00 28.226 2,000.00 1,409,253.72 345,279.14
SALE 8/25/09 62937750 NRG ENERGY INC. 36.16
43551 8/28/09 422920 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 28.136 2,000.00 1,404,773.84 340,799.25
SALE 8/26/09 62937750 NRG ENERGY INC. 35.84
43551 8/31/09 422924 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 27.886 2,000.00 1,392,259.16 328,284.58
SALE 8/24/09 65122910 NEWELL RUBBERMAID INC. 34.56
44092 8/27/09 422916 CITIGROUP/CITIBANK DOMESTIC 100,000.00 13.445 4,000.00 1,340,425.44 423,208.24
SALE 8/12/09 65584410 NORFOLK SOUTHERN CORP 35.94
46257 8/17/09 422877 BLAIR, WILLIAM & COMPANY 30,000.00 46.608 1,200.00 1,397,016.06 314,037.06
SALE 8/06/09 66987M60 NOVATEL WIRELESS INC 13.36
47267 8/11/09 422856 UBS WARBURG LLC 50,000.00 10.394 1,500.00 518,196.64 51,474.77
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 111
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
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SALE 8/11/09 66987M60 NOVATEL WIRELESS INC 13.52
47267 8/14/09 422872 UBS WARBURG LLC 50,000.00 10.520 1,500.00 524,461.48 57,739.61
SALE 8/24/09 69331C10 P G & E CORP 20.76
41416 8/27/09 422916 CITIGROUP/CITIBANK DOMESTIC 20,000.00 40.386 800.00 806,903.24 29,249.02
SALE 7/30/09 70454910 PEABODY ENERGY CORP. 16.82
39898 8/04/09 422834 ICAP/SOFT 20,000.00 32.720 1,000.00 653,389.18 22,305.35
SALE 7/31/09 70454910 PEABODY ENERGY CORP. 16.99
39898 8/05/09 422838 SANFORD BERNSTEIN & CO. 20,000.00 33.050 800.00 660,183.01 29,099.18
SALE 8/03/09 70454910 PEABODY ENERGY CORP. 27.13
39898 8/06/09 422842 KEYBANC CAPITAL MKTS INC 30,000.00 35.179 1,200.00 1,054,139.87 107,514.13
SALE 8/04/09 70454910 PEABODY ENERGY CORP. 18.34
39898 8/07/09 422846 RAYMOND JAMES & ASSOCIATES, 20,000.00 35.662 800.00 712,415.66 81,331.83
SALE 8/05/09 70454910 PEABODY ENERGY CORP. 17.87
39898 8/10/09 422851 RAYMOND JAMES & ASSOCIATES, 20,000.00 34.753 800.00 694,234.13 63,150.30
SALE 8/14/09 70454910 PEABODY ENERGY CORP. 27.73
39898 8/19/09 422887 RAYMOND JAMES & ASSOCIATES, 30,000.00 35.957 1,200.00 1,077,470.27 130,844.53
SALE 8/24/09 70454910 PEABODY ENERGY CORP. 17.51
39898 8/27/09 422916 CITIGROUP/CITIBANK DOMESTIC 18,500.00 36.815 740.00 680,316.29 96,563.75
SALE 8/24/09 70454910 PEABODY ENERGY CORP. 3.60
39898 8/27/09 422916 FRIEDMAN BILLINGS RAMSEY 3,800.00 36.770 152.00 139,571.54 19,665.61
SALE 8/24/09 70454910 PEABODY ENERGY CORP. 3.59
39898 8/27/09 422916 KEEFE BRUYETTE & WOODS INC. 3,800.00 36.760 152.00 139,532.41 19,626.48
SALE 8/24/09 70454910 PEABODY ENERGY CORP. 1.80
39898 8/27/09 422916 KEYBANC CAPITAL MKTS INC 1,900.00 36.760 76.00 69,766.20 9,813.24
SALE 8/24/09 70454910 PEABODY ENERGY CORP. 20.82
39898 8/27/09 422916 LABRANCHE/SOFT 22,000.00 36.819 1,100.00 808,901.58 114,709.37
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 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 112
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
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SALE 7/31/09 71344810 PEPSICO, INC. 220.22
43552 8/05/09 422838 GOLDMAN SACHS & COMPANY 150,000.00 57.124 6,000.00 8,562,379.78 297,750.42
SALE 8/03/09 71344810 PEPSICO, INC. 144.63
43552 8/06/09 422842 BOENNING & SCATTERGOOD 100,000.00 56.276 4,000.00 5,623,435.37 113,682.46
SALE 8/24/09 71817210 PHILIP MORRIS INTERNATIONAL 12.17
40653 8/27/09 422916 CITIGROUP/CITIBANK DOMESTIC 10,000.00 47.353 400.00 473,114.83 60,526.03
SALE 8/24/09 74271810 PROCTER & GAMBLE CO. 137.06
39964 8/27/09 422916 CITIGROUP/CITIBANK DOMESTIC 100,000.00 53.330 4,000.00 5,328,832.94 2,907,434.21
SALE 7/30/09 74973W10 RTI INTERNATIONAL METALS IN 8.22
39973 8/04/09 422834 ICAP/SOFT 20,000.00 16.000 1,000.00 318,993.78 -359,731.08
SALE 8/04/09 74973W10 RTI INTERNATIONAL METALS IN 22.92
39973 8/07/09 422846 RAYMOND JAMES & ASSOCIATES, 50,000.00 17.829 2,000.00 889,437.08 -807,375.07
SALE 8/05/09 74973W10 RTI INTERNATIONAL METALS IN 23.08
39973 8/10/09 422851 KEEFE BRUYETTE & WOODS INC. 50,000.00 17.957 2,000.00 895,836.92 -800,975.23
SALE 8/06/09 74973W10 RTI INTERNATIONAL METALS IN 22.91
39973 8/11/09 422856 ABEL NOSER CORP. 50,000.00 17.825 2,500.00 888,722.09 -808,090.07
SALE 8/12/09 74973W10 RTI INTERNATIONAL METALS IN 22.78
39973 8/17/09 422877 BLAIR, WILLIAM & COMPANY 50,000.00 17.721 2,000.00 884,032.22 -812,779.94
SALE 8/13/09 74973W10 RTI INTERNATIONAL METALS IN 24.08
39973 8/18/09 422881 COWEN AND CO., LLC 50,000.00 18.735 2,000.00 934,715.92 -762,096.24
SALE 8/24/09 74973W10 RTI INTERNATIONAL METALS IN 23.04
39973 8/27/09 422916 BNY CONVERGEEX EXEC SOLUTIO 50,000.00 17.928 2,500.00 893,851.96 -802,960.20
SALE 8/04/09 7591EP10 REGIONS FINANCIAL CORP 56.60
46982 8/07/09 422846 STIFEL NICOLAUS 500,000.00 4.405 20,000.00 2,182,243.40 166,003.82
SALE 8/05/09 7591EP10 REGIONS FINANCIAL CORP 59.72
46982 8/10/09 422851 SOLEIL SECURITIES CORP. 500,000.00 4.647 20,000.00 2,303,490.28 287,250.70
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 113
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
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SALE 8/06/09 7591EP10 REGIONS FINANCIAL CORP 60.21
46982 8/11/09 422856 JP MORGAN 500,000.00 4.685 20,000.00 2,322,389.79 306,150.21
SALE 8/10/09 7591EP10 REGIONS FINANCIAL CORP 38.12
46982 8/13/09 422866 COWEN AND CO., LLC 300,000.00 4.943 12,000.00 1,470,891.88 261,148.13
SALE 8/11/09 7591EP10 REGIONS FINANCIAL CORP 37.28
46982 8/14/09 422872 WACHOVIA SECURITIES, INC. 300,000.00 4.835 12,000.00 1,438,312.72 228,568.97
SALE 8/12/09 7591EP10 REGIONS FINANCIAL CORP 36.86
46982 8/17/09 422877 SANFORD BERNSTEIN & CO. 300,000.00 4.780 12,000.00 1,421,993.14 212,249.39
SALE 8/13/09 7591EP10 REGIONS FINANCIAL CORP 9.65
46982 8/18/09 422881 BUCKINGHAM RESEARCH GROUP I 75,000.00 5.006 3,000.00 372,455.35 70,019.41
SALE 8/13/09 7591EP10 REGIONS FINANCIAL CORP 29.42
46982 8/18/09 422881 CITIGROUP/CITIBANK DOMESTIC 225,000.00 5.087 9,000.00 1,135,523.08 228,215.27
SALE 8/14/09 7591EP10 REGIONS FINANCIAL CORP 27.97
46982 8/19/09 422887 SANFORD BERNSTEIN & CO. 200,000.00 5.441 8,000.00 1,080,112.03 273,616.20
SALE 8/14/09 7591EP10 REGIONS FINANCIAL CORP 27.56
46982 8/19/09 422887 SIDOTI & CO 200,000.00 5.361 8,000.00 1,064,092.44 257,596.61
SALE 8/17/09 7591EP10 REGIONS FINANCIAL CORP 27.50
46982 8/20/09 422891 JP MORGAN 200,000.00 5.349 8,000.00 1,061,832.50 255,336.67
SALE 8/18/09 7591EP10 REGIONS FINANCIAL CORP 27.84
46982 8/21/09 422895 LEERINK SWANN LLC 200,000.00 5.415 8,000.00 1,074,892.16 268,396.33
SALE 8/19/09 7591EP10 REGIONS FINANCIAL CORP 10.57
46982 8/24/09 422901 JP MORGAN 76,200.00 5.395 3,048.00 408,002.33 100,727.42
SALE 8/19/09 7591EP10 REGIONS FINANCIAL CORP 17.58
46982 8/24/09 422901 SANFORD BERNSTEIN & CO. 123,800.00 5.523 4,952.00 678,777.82 179,556.90
SALE 8/20/09 7591EP10 REGIONS FINANCIAL CORP 28.58
46982 8/25/09 422906 GOLDMAN SACHS & COMPANY 200,000.00 5.560 8,000.00 1,103,951.42 297,455.58
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 114
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/24/09 7591EP10 REGIONS FINANCIAL CORP 15.61
46982 8/27/09 422916 SOLEIL SECURITIES CORP. 100,000.00 6.073 4,000.00 603,264.39 200,016.47
SALE 8/26/09 7591EP10 REGIONS FINANCIAL CORP 30.29
46982 8/31/09 422924 JP MORGAN 200,000.00 5.893 8,000.00 1,170,549.71 364,053.88
SALE 8/12/09 76171310 REYNOLDS AMERICAN INC. 22.84
39969 8/17/09 422877 BLAIR, WILLIAM & COMPANY 20,000.00 44.427 800.00 887,725.16 181,686.38
SALE 8/13/09 76171310 REYNOLDS AMERICAN INC. 23.00
39969 8/18/09 422881 COWEN AND CO., LLC 20,000.00 44.731 800.00 893,799.00 187,760.22
SALE 8/24/09 76171310 REYNOLDS AMERICAN INC. 35.80
39969 8/27/09 422916 CITIGROUP/CITIBANK DOMESTIC 30,000.00 46.422 1,200.00 1,391,409.20 332,351.02
SALE 8/24/09 80311110 SARA LEE CORP. 24.90
40530 8/27/09 422916 CITIGROUP/CITIBANK DOMESTIC 100,000.00 9.687 4,000.00 964,645.10 -327,110.97
SALE 7/30/09 81725T10 SENSIENT TECHNOLOGIES CORP. 12.85
43475 8/04/09 422834 ICAP/SOFT 20,000.00 24.995 1,000.00 498,891.15 32,679.23
SALE 8/03/09 81725T10 SENSIENT TECHNOLOGIES CORP. 12.99
43475 8/06/09 422842 BUCKINGHAM RESEARCH GROUP I 20,000.00 25.254 800.00 504,257.01 38,045.10
SALE 8/05/09 81725T10 SENSIENT TECHNOLOGIES CORP. 12.99
43475 8/10/09 422851 KEYBANC CAPITAL MKTS INC 20,000.00 25.255 800.00 504,287.01 38,075.09
SALE 8/12/09 81725T10 SENSIENT TECHNOLOGIES CORP. 13.16
43475 8/17/09 422877 BLAIR, WILLIAM & COMPANY 20,000.00 25.594 800.00 511,072.84 44,860.93
SALE 8/24/09 81725T10 SENSIENT TECHNOLOGIES CORP. 13.94
43475 8/27/09 422916 SOLEIL SECURITIES CORP. 20,000.00 27.119 800.00 541,558.06 75,346.14
SALE 8/25/09 81725T10 SENSIENT TECHNOLOGIES CORP. 7.03
43475 8/28/09 422920 SOLEIL SECURITIES CORP. 10,000.00 27.350 400.00 273,092.97 39,987.01
SALE 8/24/09 83269640 JM SMUCKER CO/THE 13.76
43667 8/27/09 422916 SOLEIL SECURITIES CORP. 10,000.00 53.503 400.00 534,617.24 126,497.02
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
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 8/04/09 88732J20 TIME WARNER CABLE INC 17.80
45483 8/07/09 422846 RAYMOND JAMES & ASSOCIATES, 20,000.00 34.625 800.00 691,682.20 -75,183.48
SALE 8/05/09 88732J20 TIME WARNER CABLE INC 17.44
45483 8/10/09 422851 KEYBANC CAPITAL MKTS INC 20,000.00 33.922 800.00 677,624.56 -89,241.12
SALE 8/24/09 88732J20 TIME WARNER CABLE INC 18.32
45483 8/27/09 422916 GOLDMAN SACHS & COMPANY 20,000.00 35.639 800.00 711,957.68 -54,908.00
SALE 8/26/09 88732J20 TIME WARNER CABLE INC 18.55
45483 8/31/09 422924 MIDWOOD SECURITIES, INC. 20,000.00 36.080 1,000.00 720,575.45 -46,290.23
SALE 7/30/09 90297330 US BANCORP 41.68
46667 8/04/09 422834 ICAP/SOFT 80,000.00 20.272 4,000.00 1,617,726.32 201,173.99
SALE 8/24/09 90297330 US BANCORP 56.44
46667 8/27/09 422916 GOLDMAN SACHS & COMPANY 100,000.00 21.958 4,000.00 2,191,713.56 421,023.15
SALE 8/04/09 90341W10 US AIRWAYS GROUP INC. 7.69
41951 8/07/09 422846 BOENNING & SCATTERGOOD 100,000.00 2.989 4,000.00 294,852.31 -251,724.42
SALE 8/04/09 90341W10 US AIRWAYS GROUP INC. 7.20
41951 8/07/09 422846 WACHOVIA SECURITIES, INC. 100,000.00 2.798 3,000.00 276,772.80 -269,803.93
SALE 8/12/09 90341W10 US AIRWAYS GROUP INC. 6.39
41951 8/17/09 422877 LAZARD CAPITAL MARKETS 81,200.00 3.059 3,248.00 245,128.29 -198,692.01
SALE 8/12/09 90341W10 US AIRWAYS GROUP INC. 1.49
41951 8/17/09 422877 RBC CAPITAL (DOMESTIC) 18,800.00 3.070 752.00 56,962.51 -45,793.91
SALE 8/03/09 91886610 VALASSIS COMMUNICATIONS INC 16.79
42815 8/06/09 422842 KEYBANC CAPITAL MKTS INC 50,000.00 13.065 2,000.00 651,228.21 410,035.30
SALE 8/04/09 91886610 VALASSIS COMMUNICATIONS INC 16.58
42815 8/07/09 422846 RAYMOND JAMES & ASSOCIATES, 50,000.00 12.903 2,000.00 643,113.42 401,920.50
SALE 8/26/09 91886610 VALASSIS COMMUNICATIONS INC 20.30
42815 8/31/09 422924 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 15.794 2,000.00 787,669.70 546,476.79
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
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 7/30/09 92343V10 VERIZON COMMUNICATIONS INC 125.49
46721 8/04/09 422834 ICAP/SOFT 150,000.00 32.554 7,500.00 4,875,399.51 424,769.51
SALE 8/03/09 92343V10 VERIZON COMMUNICATIONS INC 164.75
46721 8/06/09 422842 BARCLAYS CAPITAL (DOMESTIC) 200,000.00 32.052 8,000.00 6,402,315.25 468,141.92
SALE 8/04/09 92343V10 VERIZON COMMUNICATIONS INC 81.72
46721 8/07/09 422846 SIDOTI & CO 100,000.00 31.794 4,000.00 3,175,308.28 208,221.61
SALE 8/05/09 92343V10 VERIZON COMMUNICATIONS INC 80.87
46721 8/10/09 422851 LAZARD CAPITAL MARKETS 100,000.00 31.464 4,000.00 3,142,269.13 175,182.46
SALE 8/06/09 92343V10 VERIZON COMMUNICATIONS INC 79.38
46721 8/11/09 422856 JP MORGAN 100,000.00 30.885 4,000.00 3,084,440.62 117,353.95
SALE 8/24/09 92343V10 VERIZON COMMUNICATIONS INC 80.58
46721 8/27/09 422916 BNY CONVERGEEX EXEC SOLUTIO 100,000.00 31.354 5,000.00 3,130,309.42 163,222.76
SALE 8/24/09 92343V10 VERIZON COMMUNICATIONS INC 80.56
46721 8/27/09 422916 GOLDMAN SACHS & COMPANY 100,000.00 31.344 4,000.00 3,130,279.44 163,192.77
SALE 8/26/09 92343V10 VERIZON COMMUNICATIONS INC 323.36
46721 8/31/09 422924 GOLDMAN SACHS & COMPANY 400,000.00 31.455 16,000.00 12,565,556.64 697,209.98
SALE 7/29/09 92824110 VIROPHARMA INC. 20.60
44271 8/03/09 422829 JANNEY MONTGOMERY SCOTT 100,000.00 8.012 3,000.00 798,149.40 -267,110.98
SALE 7/30/09 92824110 VIROPHARMA INC. 19.57
44271 8/04/09 422834 LABRANCHE/SOFT 100,000.00 7.616 5,000.00 756,560.43 -308,699.95
SALE 8/04/09 92824110 VIROPHARMA INC. 9.79
44271 8/07/09 422846 UBS WARBURG LLC 50,000.00 7.615 1,500.00 379,220.21 -153,409.98
SALE 8/05/09 92824110 VIROPHARMA INC. 9.59
44271 8/10/09 422851 UBS WARBURG LLC 50,000.00 7.457 1,500.00 371,355.41 -161,274.78
SALE 8/06/09 92824110 VIROPHARMA INC. 9.31
44271 8/11/09 422856 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 7.244 1,500.00 360,675.69 -171,954.50
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 8/01/09 THROUGH 8/31/09
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 8/24/09 92824110 VIROPHARMA INC. 10.66
44271 8/27/09 422916 UBS WARBURG LLC 50,000.00 8.291 1,500.00 413,034.34 -119,595.85
SALE 8/26/09 92824110 VIROPHARMA INC. 10.97
44271 8/31/09 422924 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 8.534 1,500.00 425,194.03 -107,436.16
SALE 8/07/09 94974610 WELLS FARGO & COMPANY 147.65
46541 8/12/09 422862 JP MORGAN 200,000.00 28.725 8,000.00 5,736,752.35 859,801.26
SALE 8/10/09 94974610 WELLS FARGO & COMPANY 147.28
46541 8/13/09 422866 SOLEIL SECURITIES CORP. 200,000.00 28.652 8,000.00 5,722,312.72 845,361.63
SALE 7/29/09 95058710 WENDY'S/ARBY'S GROUP INC - 11.64
47149 8/03/09 422829 SANFORD BERNSTEIN & CO. 100,000.00 4.526 4,000.00 448,568.36 46,977.11
SALE 7/30/09 95058710 WENDY'S/ARBY'S GROUP INC - 11.63
47149 8/04/09 422834 ICAP/SOFT 100,000.00 4.525 5,000.00 447,498.37 45,907.12
SALE 7/31/09 95058710 WENDY'S/ARBY'S GROUP INC - 11.73
47149 8/05/09 422838 SANFORD BERNSTEIN & CO. 100,000.00 4.564 4,000.00 452,408.27 50,817.02
SALE 8/03/09 95058710 WENDY'S/ARBY'S GROUP INC - 24.63
47149 8/06/09 422842 CITIGROUP/CITIBANK DOMESTIC 200,000.00 4.791 8,000.00 950,115.37 146,932.87
SALE 8/03/09 95058710 WENDY'S/ARBY'S GROUP INC - 49.94
47149 8/06/09 422842 STIFEL NICOLAUS 400,000.00 4.858 16,000.00 1,927,070.06 320,705.06
SALE 8/04/09 95058710 WENDY'S/ARBY'S GROUP INC - 49.08
47149 8/07/09 422846 RBC CAPITAL (DOMESTIC) 400,000.00 4.774 16,000.00 1,893,670.92 287,305.92
SALE 8/26/09 96216610 WEYERHAEUSER CO 37.71
46168 8/31/09 422924 GOLDMAN SACHS & COMPANY 40,000.00 36.678 1,600.00 1,465,462.29 165,022.40
SALE 8/03/09 98156Q10 WORLD WRESTLING ENTERTAINME 10.24
43281 8/06/09 422842 BUCKINGHAM RESEARCH GROUP I 30,000.00 13.273 1,200.00 396,991.76 -9,292.24
SALE 8/04/09 98156Q10 WORLD WRESTLING ENTERTAINME 10.41
43281 8/07/09 422846 RAYMOND JAMES & ASSOCIATES, 30,000.00 13.491 1,200.00 403,516.59 -2,767.41
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 8/01/09 THROUGH 8/31/09
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 8/05/09 98156Q10 WORLD WRESTLING ENTERTAINME 6.85
43281 8/10/09 422851 OPPENHEIMER & CO., INC 20,000.00 13.310 800.00 265,401.15 -5,454.85
SALE 8/10/09 98156Q10 WORLD WRESTLING ENTERTAINME 7.65
43281 8/13/09 422866 JP MORGAN 20,000.00 14.880 800.00 296,784.35 25,928.35
SALE 8/11/09 98156Q10 WORLD WRESTLING ENTERTAINME 7.38
43281 8/14/09 422872 JP MORGAN 20,000.00 14.344 800.00 286,068.62 15,212.62
SALE 8/14/09 98156Q10 WORLD WRESTLING ENTERTAINME 7.34
43281 8/19/09 422887 RAYMOND JAMES & ASSOCIATES, 20,000.00 14.276 800.00 284,710.66 13,854.66
SALE 8/24/09 98156Q10 WORLD WRESTLING ENTERTAINME 7.34
43281 8/27/09 422916 SOLEIL SECURITIES CORP. 20,000.00 14.277 800.00 284,726.66 13,870.66
SALE 8/26/09 98156Q10 WORLD WRESTLING ENTERTAINME 7.46
43281 8/31/09 422924 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 14.507 800.00 289,332.54 18,476.54
SALE 8/11/09 98302410 WYETH 120.25
41913 8/14/09 422872 SANFORD BERNSTEIN & CO. 100,000.00 46.788 4,000.00 4,674,649.75 477,514.00
SALE 8/12/09 98302410 WYETH 120.30
41913 8/17/09 422877 SANFORD BERNSTEIN & CO. 100,000.00 46.808 4,000.00 4,676,669.70 479,533.95
SALE 8/13/09 98302410 WYETH 120.20
41913 8/18/09 422881 COWEN AND CO., LLC 100,000.00 46.767 4,000.00 4,672,549.80 475,414.05
SALE 8/14/09 98302410 WYETH 120.09
41913 8/19/09 422887 KAUFMAN BROS L.P. 100,000.00 46.727 4,000.00 4,668,579.91 471,444.16
SALE 8/24/09 98302410 WYETH 123.43
41913 8/27/09 422916 GOLDMAN SACHS & COMPANY 100,000.00 48.026 4,000.00 4,798,426.57 601,290.82
SALE 8/26/09 98302410 WYETH 123.29
41913 8/31/09 422924 JP MORGAN 100,000.00 47.971 4,000.00 4,793,006.71 595,870.96
SALE 8/25/09 98433210 YAHOO! INC. 38.69
39997 8/28/09 422920 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 15.054 3,000.00 1,502,321.31 -5,489.72
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 8/01/09 THROUGH 8/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 119
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/26/09 98433210 YAHOO! INC. 38.74
39997 8/31/09 422924 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 15.074 3,000.00 1,504,321.26 -3,489.77
SALE 7/31/09 98970110 ZIONS BANCORP 13.98
47806 8/05/09 422838 JANNEY MONTGOMERY SCOTT 40,000.00 13.598 1,200.00 542,706.02 101,161.02
SALE 8/04/09 98970110 ZIONS BANCORP 15.58
47806 8/07/09 422846 UBS WARBURG LLC 40,000.00 15.149 1,200.00 604,724.42 163,179.42
SALE 8/05/09 98970110 ZIONS BANCORP 7.88
47806 8/10/09 422851 JANNEY MONTGOMERY SCOTT 20,000.00 15.329 600.00 305,974.12 85,201.62
SALE 8/06/09 98970110 ZIONS BANCORP 8.06
47806 8/11/09 422856 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 15.665 600.00 312,685.94 91,913.44
SALE 8/14/09 98970110 ZIONS BANCORP 8.56
47806 8/19/09 422887 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 16.650 600.00 332,381.44 111,608.94
SALE 8/25/09 98970110 ZIONS BANCORP 9.29
47806 8/28/09 422920 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 18.058 600.00 360,546.71 139,774.21
SALE 8/26/09 98970110 ZIONS BANCORP 9.08
47806 8/31/09 422924 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 17.648 600.00 352,342.92 131,570.42
SALE 8/04/09 H8912810 TYCO INTERNATIONAL LTD 39.51
46441 8/07/09 422846 RAYMOND JAMES & ASSOCIATES, 50,000.00 30.745 2,000.00 1,535,220.49 269,842.13
SALE 8/05/09 H8912810 TYCO INTERNATIONAL LTD 39.05
46441 8/10/09 422851 KEYBANC CAPITAL MKTS INC 50,000.00 30.383 2,000.00 1,517,110.95 251,732.59
SALE 8/06/09 H8912810 TYCO INTERNATIONAL LTD 39.52
46441 8/11/09 422856 JP MORGAN 50,000.00 30.750 2,000.00 1,535,475.48 270,097.12
SALE 8/10/09 H8912810 TYCO INTERNATIONAL LTD 40.18
46441 8/13/09 422866 SANFORD BERNSTEIN & CO. 50,000.00 31.261 2,000.00 1,560,999.82 295,621.46
SALE 8/11/09 H8912810 TYCO INTERNATIONAL LTD 39.37
46441 8/14/09 422872 JP MORGAN 50,000.00 30.634 2,000.00 1,529,650.63 264,272.27
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 8/01/09 THROUGH 8/31/09
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 8/24/09 H8912810 TYCO INTERNATIONAL LTD 41.29
46441 8/27/09 422916 GOLDMAN SACHS & COMPANY 50,000.00 32.132 2,000.00 1,604,553.71 339,175.35
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 20,970,000.00 11,030.80 428,321,282.25 15,399,708.15
828,685.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 20,970,000.00 11,030.80 428,321,282.25 15,399,708.15
828,685.00
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 8/01/09 THROUGH 8/31/09
LOGAN CIRCLE (5163) PAGE: 121
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 8/06/09 00828BAC AFFINIA GROUP 10.7500 11.000
48108 8/13/09 287831 LOGAN CIRCLE 8/15/16 175,000.00 98.799 172,898.25
PUR 8/11/09 117043AL BRUNSWICK CORP 11.2500 11.865
48127 8/14/09 287831 LOGAN CIRCLE 11/01/16 170,000.00 97.036 164,961.20
PUR 8/04/09 12503JAA CCL FINANCE LTD 9.5000 9.625
48050 8/11/09 287831 LOGAN CIRCLE 8/15/14 315,000.00 99.510 313,456.50
PUR 7/29/09 12543DAF COMMUNITY HEALTH SYS 8.8750 8.493
47721 8/03/09 287831 LOGAN CIRCLE 7/15/15 100,000.00 101.75 101,750.00
PUR 8/11/09 12620XAA CPM HOLDINGS INC 10.6250 11.125
48173 8/18/09 287831 LOGAN CIRCLE 9/01/14 345,000.00 98.101 338,448.45
PUR 8/11/09 147446AN CASE NEW HOLLAND INC 7.7750 8.651
48161 8/17/09 287831 LOGAN CIRCLE 9/01/13 345,000.00 97.062 334,863.90
PUR 8/11/09 184496AE CLEAN HARBORS INC 7.6250 8.125
48128 8/14/09 287831 LOGAN CIRCLE 8/15/16 575,000.00 97.369 559,871.75
PUR 7/30/09 345397VK FORD MOTOR CREDIT CO 7.5000 10.873
48007 8/06/09 287831 LOGAN CIRCLE 8/01/12 110,000.00 91.589 100,747.90
PUR 7/29/09 36318MAA GALAXY ENTERTAINMENT COMPAN 9.8750 13.647
42161 8/03/09 287831 LOGAN CIRCLE 12/15/12 200,000.00 90.050 180,100.00
PUR 8/10/09 38869PAD GRAPHIC PACKA 9.5000 9.500
45565 8/13/09 287831 LOGAN CIRCLE 8/15/13 75,000.00 100.00 75,000.00
PUR 8/13/09 38869PAG GRAPHIC PACKAGING INTL 9.5000 8.954
48210 8/20/09 287831 LOGAN CIRCLE 6/15/17 650,000.00 103.00 669,500.00
PUR 7/30/09 390064AL GREAT ATLANTIC & PAC TEA 11.3750 11.999
47982 8/04/09 287831 LOGAN CIRCLE 8/01/15 180,000.00 97.385 175,293.00
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 8/01/09 THROUGH 8/31/09
LOGAN CIRCLE (5163) -Cont. PAGE: 122
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/03/09 390064AL GREAT ATLANTIC & PAC TEA 11.3750 11.199
47982 8/06/09 287831 LOGAN CIRCLE 8/01/15 370,000.00 100.75 372,775.00
PUR 8/19/09 404119AU HCA INC 9.1250 9.119
48232 8/24/09 287831 LOGAN CIRCLE 11/15/14 600,000.00 100.00 600,000.00
PUR 7/29/09 404119BG HCA INC 7.8750 8.017
48051 8/11/09 287831 LOGAN CIRCLE 2/15/20 550,000.00 99.000 544,500.00
PUR 7/29/09 404119BG HCA INC 7.8750 8.125
48051 8/11/09 287831 LOGAN CIRCLE 2/15/20 350,000.00 98.254 343,889.00
PUR 7/29/09 404119BG HCA INC 7.8750 8.017
48051 8/11/09 287831 LOGAN CIRCLE 2/15/20 200,000.00 99.000 198,000.00
PUR 7/31/09 404119BG HCA INC 7.8750 8.089
48051 8/11/09 287831 LOGAN CIRCLE 2/15/20 375,000.00 98.500 369,375.00
PUR 8/10/09 44980YAK IPCS INC 4.9256 6.901
42259 8/13/09 287831 LOGAN CIRCLE 5/01/13 110,000.00 86.000 94,600.00
PUR 8/13/09 45823VAE INTELSAT CORP 9.2500 8.747
47807 8/18/09 287831 LOGAN CIRCLE 8/15/14 175,000.00 102.00 178,500.00
PUR 8/05/09 460146CE INTL PAPER CO 7.5000 7.510
48040 8/10/09 287831 LOGAN CIRCLE 8/15/21 350,000.00 99.920 349,720.00
PUR 8/05/09 46126PAG INVERNESS MEDICA 7.8750 8.250
48052 8/11/09 287831 LOGAN CIRCLE 2/01/16 345,000.00 98.144 338,596.80
PUR 7/31/09 466313AE JABIL CIRCUIT 7.7500 8.496
48053 8/11/09 287831 LOGAN CIRCLE 7/15/16 225,000.00 96.143 216,321.75
PUR 8/04/09 466313AE JABIL CIRCUIT 7.7500 7.963
48053 8/11/09 287831 LOGAN CIRCLE 7/15/16 175,000.00 98.875 173,031.25
PUR 8/03/09 527298AL LEVEL 3 FING INC 8.7500 11.926
47347 8/06/09 287831 LOGAN CIRCLE 2/15/17 170,000.00 84.500 143,650.00
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 8/01/09 THROUGH 8/31/09
LOGAN CIRCLE (5163) -Cont. PAGE: 123
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/17/09 552953BF MGM MIRAGE INC 10.3750 8.776
46929 8/20/09 287831 LOGAN CIRCLE 5/15/14 200,000.00 106.06 212,125.00
PUR 7/24/09 553769AG MTR GAMING GROUP 12.6250 13.543
48090 8/12/09 287831 LOGAN CIRCLE 7/15/14 275,000.00 96.750 266,062.50
PUR 7/24/09 553769AG MTR GAMING GROUP 12.6250 13.984
48090 8/12/09 287831 LOGAN CIRCLE 7/15/14 375,000.00 95.248 357,180.00
PUR 7/24/09 553769AG MTR GAMING GROUP 12.6250 13.471
48090 8/12/09 287831 LOGAN CIRCLE 7/15/14 375,000.00 97.000 363,750.00
PUR 7/29/09 554273AC MACDERMID INC 9.5000 16.514
42091 8/03/09 287831 LOGAN CIRCLE 4/15/17 445,000.00 70.000 311,500.00
PUR 8/11/09 58445MAK MEDIACOM LLC/CAPTL CORP 9.1250 9.498
48253 8/25/09 287831 LOGAN CIRCLE 8/15/19 600,000.00 97.622 585,732.00
PUR 8/04/09 58446VAE MEDIACOM BROADBD LLC 8.5000 9.086
47894 8/07/09 287831 LOGAN CIRCLE 10/15/15 50,000.00 97.250 48,625.00
PUR 8/11/09 629360AB NPC INTL INC 9.5000 11.018
48129 8/14/09 287831 LOGAN CIRCLE 5/01/14 225,000.00 94.500 212,625.00
PUR 8/17/09 629360AB NPC INTL INC 9.5000 10.879
48129 8/20/09 287831 LOGAN CIRCLE 5/01/14 75,000.00 95.000 71,250.00
PUR 8/17/09 629360AB NPC INTL INC 9.5000 10.879
48129 8/20/09 287831 LOGAN CIRCLE 5/01/14 50,000.00 95.000 47,500.00
PUR 8/05/09 638671AK NATIONWIDE MUTL 9.3750 9.375
48041 8/10/09 287831 LOGAN CIRCLE 8/15/39 450,000.00 99.997 449,986.50
PUR 7/29/09 656533AB NORSKE SKOGIND 6.1250 16.865
42093 8/03/09 287831 LOGAN CIRCLE 10/15/15 375,000.00 59.625 223,593.75
PUR 7/29/09 656533AC NORSKE SKOGIND 7.1250 15.783
42870 8/03/09 287831 LOGAN CIRCLE 10/15/33 60,000.00 46.500 27,900.00
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 8/01/09 THROUGH 8/31/09
LOGAN CIRCLE (5163) -Cont. PAGE: 124
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/05/09 67000XAD NOVELIS INC 11.5000 11.375
48054 8/11/09 287831 LOGAN CIRCLE 2/15/15 355,000.00 100.50 356,775.00
PUR 8/05/09 67000XAD NOVELIS INC 11.5000 12.000
48054 8/11/09 287831 LOGAN CIRCLE 2/15/15 180,000.00 98.022 176,439.60
PUR 8/13/09 67021BAA NII CAPITAL CORP 10.0000 10.254
48174 8/18/09 287831 LOGAN CIRCLE 8/15/16 345,000.00 98.750 340,687.50
PUR 8/13/09 67021BAA NII CAPITAL CORP 10.0000 10.499
48174 8/18/09 287831 LOGAN CIRCLE 8/15/16 75,000.00 97.568 73,176.00
PUR 8/10/09 693309AA PE PAPER ESCROW 12.0000 10.803
47921 8/13/09 287831 LOGAN CIRCLE 8/01/14 100,000.00 104.50 104,500.00
PUR 8/10/09 707569AM PENN NATL GAMING 8.7500 8.750
48130 8/14/09 287831 LOGAN CIRCLE 8/15/19 350,000.00 100.00 350,000.00
PUR 7/27/09 723456AH PINNACLE ENTMNT 8.6250 8.873
48039 8/10/09 287831 LOGAN CIRCLE 8/01/17 375,000.00 98.597 369,738.75
PUR 7/29/09 74837RAF QUICKSILVER RESOURCES 11.7500 10.024
47500 8/03/09 287831 LOGAN CIRCLE 1/01/16 300,000.00 108.00 324,000.00
PUR 8/11/09 74837RAG QUICKSILVER RES 9.1250 9.500
48131 8/14/09 287831 LOGAN CIRCLE 8/15/19 345,000.00 97.612 336,761.40
PUR 8/10/09 75524TAA REABLE THERAPEUTICS 11.7500 15.591
42311 8/13/09 287831 LOGAN CIRCLE 11/15/14 203,000.00 86.500 175,595.00
PUR 7/29/09 765665AB RIDDELL BELL HLDGS 8.3750 12.276
47947 8/03/09 287831 LOGAN CIRCLE 10/01/12 140,000.00 90.000 126,000.00
PUR 8/03/09 832248AS SMITHFIELD FOODS INC 10.0000 8.853
47628 8/06/09 287831 LOGAN CIRCLE 7/15/14 50,000.00 104.50 52,250.00
PUR 8/07/09 832248AS SMITHFIELD FOODS INC 10.0000 8.973
47628 8/14/09 287831 LOGAN CIRCLE 7/15/14 525,000.00 104.00 546,000.00
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 8/01/09 THROUGH 8/31/09
LOGAN CIRCLE (5163) -Cont. PAGE: 125
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/07/09 832248AS SMITHFIELD FOODS INC 10.0000 8.879
47628 8/14/09 287831 LOGAN CIRCLE 7/15/14 350,000.00 104.37 365,312.50
PUR 8/10/09 852061AF SPRINT NEXTEL 8.3750 8.625
48107 8/13/09 287831 LOGAN CIRCLE 8/15/17 515,000.00 98.575 507,661.25
PUR 8/10/09 878742AG TECK RESOURCES 9.7500 6.869
46605 8/13/09 287831 LOGAN CIRCLE 5/15/14 175,000.00 111.50 195,125.00
PUR 7/30/09 903293AV USG CORP 9.7500 10.249
47981 8/04/09 287831 LOGAN CIRCLE 8/01/14 180,000.00 98.086 176,554.80
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 15,353,000.00 14,864,256.30
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 15,353,000.00 14,864,256.30
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 8/06/09 00828BAC AFFINIA GROUP 10.7500 11.000
48108 8/13/09 287831 LOGAN CIRCLE 8/15/16 175,000.00 102.75 179,812.50 6,914.25
SALE 8/24/09 029912AW AMERICAN TOWER CORP 7.2500 7.498
47260 8/27/09 287831 LOGAN CIRCLE 5/15/19 250,000.00 98.250 245,625.00 -114.47
SALE 7/29/09 039380AA ARCH COAL INC 8.7500 9.245
47957 8/03/09 287831 LOGAN CIRCLE 8/01/16 595,000.00 100.50 597,975.00 17,909.98
SALE 8/20/09 102183AC BOWATER INC 9.0000 8.938
42080 8/25/09 287831 LOGAN CIRCLE 8/01/10 200,000.00 17.750 35,500.00 -148,825.53
SALE 8/11/09 117043AL BRUNSWICK CORP 11.2500 11.865
48127 8/14/09 287831 LOGAN CIRCLE 11/01/16 170,000.00 100.25 170,425.00 5,463.80
SALE 8/07/09 12503JAA CCL FINANCE LTD 9.5000 9.625
48050 8/12/09 287831 LOGAN CIRCLE 8/15/14 315,000.00 99.750 314,212.50 753.44
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 8/01/09 THROUGH 8/31/09
LOGAN CIRCLE (5163) -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 7/29/09 12543DAF COMMUNITY HEALTH SYS 8.8750 9.095
47721 8/03/09 287831 LOGAN CIRCLE 7/15/15 225,000.00 102.12 229,781.25 7,064.63
SALE 7/29/09 12543DAF COMMUNITY HEALTH SYS 8.8750 9.095
47721 8/03/09 287831 LOGAN CIRCLE 7/15/15 100,000.00 102.25 102,250.00 3,264.84
SALE 8/20/09 152312AP CENTEX CORP 4.5500 15.601
45528 8/25/09 287831 LOGAN CIRCLE 11/01/10 5,000.00 102.00 5,100.00 677.83
SALE 8/14/09 17453BAJ CITIZENS COMMUNICATIONS 9.0000 11.338
43800 8/19/09 287831 LOGAN CIRCLE 8/15/31 680,000.00 94.250 640,900.00 88,712.48
SALE 8/05/09 302941AD FTI CONSULTIN 7.6250 8.078
47850 8/10/09 287831 LOGAN CIRCLE 6/15/13 300,000.00 99.750 299,250.00 3,714.08
SALE 7/30/09 345397VK FORD MOTOR CREDIT CO 7.5000 10.873
48007 8/06/09 287831 LOGAN CIRCLE 8/01/12 15,000.00 92.250 13,837.50 99.15
SALE 8/03/09 345397VK FORD MOTOR CREDIT CO 7.5000 10.873
48007 8/06/09 287831 LOGAN CIRCLE 8/01/12 25,000.00 92.500 23,125.00 227.75
SALE 7/29/09 36318MAA GALAXY ENTERTAINMENT COMPAN 9.8750 15.728
42161 8/03/09 287831 LOGAN CIRCLE 12/15/12 100,000.00 93.750 93,750.00 8,747.56
SALE 8/13/09 38869PAG GRAPHIC PACKAGING INTL 9.5000 8.954
48210 8/20/09 287831 LOGAN CIRCLE 6/15/17 650,000.00 103.25 671,125.00 1,625.00
SALE 8/11/09 390064AL GREAT ATLANTIC & PAC TEA 11.3750 11.455
47982 8/14/09 287831 LOGAN CIRCLE 8/01/15 200,000.00 101.25 202,500.00 3,195.73
SALE 7/29/09 404119AU HCA INC 9.1250 8.885
47381 8/03/09 287831 LOGAN CIRCLE 11/15/14 200,000.00 102.75 205,500.00 3,556.03
SALE 8/19/09 404119BE HCA INC 8.5000 8.647
46258 8/24/09 287831 LOGAN CIRCLE 4/15/19 300,000.00 100.25 300,750.00 3,643.40
SALE 7/29/09 404119BG HCA INC 7.8750 8.051
48051 8/11/09 287831 LOGAN CIRCLE 2/15/20 550,000.00 99.125 545,187.50 1,993.00
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 8/01/09 THROUGH 8/31/09
LOGAN CIRCLE (5163) -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 7/30/09 404119BG HCA INC 7.8750 8.051
48051 8/11/09 287831 LOGAN CIRCLE 2/15/20 200,000.00 99.125 198,250.00 724.73
SALE 7/31/09 404119BG HCA INC 7.8750 8.071
48051 8/11/09 287831 LOGAN CIRCLE 2/15/20 375,000.00 98.625 369,843.75 -6.71
SALE 8/14/09 404119BG HCA INC 7.8750 8.071
48051 8/19/09 287831 LOGAN CIRCLE 2/15/20 125,000.00 97.750 122,187.50 -1,098.67
SALE 8/19/09 404119BG HCA INC 7.8750 8.071
48051 8/24/09 287831 LOGAN CIRCLE 2/15/20 225,000.00 96.750 217,687.50 -4,225.73
SALE 7/31/09 466313AD JABIL CIRCUIT INC 8.2500 9.268
42337 8/05/09 287831 LOGAN CIRCLE 3/15/18 175,000.00 98.375 172,156.25 7,600.66
SALE 8/04/09 466313AE JABIL CIRCUIT 7.7500 8.259
48053 8/11/09 287831 LOGAN CIRCLE 7/15/16 175,000.00 99.000 173,250.00 2,908.06
SALE 8/11/09 466313AE JABIL CIRCUIT 7.7500 8.259
48053 8/14/09 287831 LOGAN CIRCLE 7/15/16 225,000.00 98.750 222,187.50 3,157.16
SALE 8/25/09 481087AC VISANT CORP 7.6250 12.242
43799 8/28/09 287831 LOGAN CIRCLE 10/01/12 130,000.00 99.000 128,700.00 13,795.22
SALE 8/11/09 48238QAE KAR HLDGS INC 8.7500 12.505
47411 8/14/09 287831 LOGAN CIRCLE 5/01/14 325,000.00 93.500 303,875.00 21,481.62
SALE 7/31/09 485161AE KANSAS CITY SOUTHERN MEX 12.5000 11.770
47862 8/05/09 287831 LOGAN CIRCLE 4/01/16 100,000.00 106.75 106,750.00 3,484.96
SALE 8/20/09 517834AB LAS VEGAS SANDS CORP 6.3750 13.104
42338 8/25/09 287831 LOGAN CIRCLE 2/15/15 375,000.00 85.000 318,750.00 40,188.27
SALE 7/24/09 553769AG MTR GAMING GROUP 12.6250 13.676
48090 8/12/09 287831 LOGAN CIRCLE 7/15/14 375,000.00 97.062 363,982.50 2,887.69
SALE 7/24/09 553769AG MTR GAMING GROUP 12.6250 13.676
48090 8/12/09 287831 LOGAN CIRCLE 7/15/14 275,000.00 96.875 266,406.25 1,603.38
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 8/01/09 THROUGH 8/31/09
LOGAN CIRCLE (5163) -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 8/11/09 562567AF MANDALAY RESORT 9.3750 15.509
42092 8/14/09 287831 LOGAN CIRCLE 2/15/10 225,000.00 98.500 221,625.00 3,065.14
SALE 8/10/09 58446VAE MEDIACOM BROADBD LLC 8.5000 9.866
47894 8/13/09 287831 LOGAN CIRCLE 10/15/15 350,000.00 97.750 342,125.00 13,924.36
SALE 8/13/09 58446VAE MEDIACOM BROADBD LLC 8.5000 9.866
47894 8/18/09 287831 LOGAN CIRCLE 10/15/15 150,000.00 97.750 146,625.00 5,950.81
SALE 8/24/09 591709AJ METROPCS WIRELESS INC 9.2500 11.496
48190 8/27/09 287831 LOGAN CIRCLE 11/01/14 115,000.00 98.000 112,700.00 7,607.91
SALE 7/31/09 62941FAG NTL CABLE PLC 8.7500 9.239
46478 8/05/09 287831 LOGAN CIRCLE 4/15/14 175,000.00 101.62 177,843.75 6,085.65
SALE 7/29/09 656533AB NORSKE SKOGIND 6.1250 16.116
42093 8/03/09 287831 LOGAN CIRCLE 10/15/15 150,000.00 59.750 89,625.00 -2,949.77
SALE 8/06/09 67000XAD NOVELIS INC 11.5000 11.582
48054 8/11/09 287831 LOGAN CIRCLE 2/15/15 175,000.00 99.875 174,781.25 365.26
SALE 8/14/09 67000XAD NOVELIS INC 11.5000 11.582
48054 8/19/09 287831 LOGAN CIRCLE 2/15/15 360,000.00 98.000 352,800.00 -6,019.89
SALE 7/31/09 67090FAA NUVEEN INVESTMENTS 5.0000 15.676
42095 8/05/09 287831 LOGAN CIRCLE 9/15/10 300,000.00 97.500 292,500.00 24,090.27
SALE 8/10/09 707569AM PENN NATL GAMING 8.7500 8.750
48130 8/14/09 287831 LOGAN CIRCLE 8/15/19 175,000.00 101.37 177,406.25 2,406.25
SALE 7/31/09 723456AH PINNACLE ENTMNT 8.6250 8.873
48039 8/10/09 287831 LOGAN CIRCLE 8/01/17 375,000.00 99.375 372,656.25 2,917.50
SALE 8/11/09 74837RAF QUICKSILVER RESOURCES 11.7500 11.183
47500 8/14/09 287831 LOGAN CIRCLE 1/01/16 595,000.00 110.00 654,500.00 44,582.22
SALE 8/10/09 779273AE ROUSE COMPANY 8.0000 25.392
42454 8/13/09 LOGAN CIRCLE 4/30/10 50,000.00 79.000 39,500.00 -2,627.60
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 8/01/09 THROUGH 8/31/09
LOGAN CIRCLE (5163) -Cont. PAGE: 129
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/06/09 81180RAD SEAGATE TECHNOLOGY 6.3750 8.056
47723 8/11/09 287831 LOGAN CIRCLE 10/01/11 825,000.00 99.000 816,750.00 18,616.16
SALE 8/07/09 832248AS SMITHFIELD FOODS INC 10.0000 9.377
47628 8/14/09 287831 LOGAN CIRCLE 7/15/14 350,000.00 104.50 365,750.00 7,474.48
SALE 8/11/09 852060AJ SPRINT CAPITAL CORP 7.6250 9.179
42178 8/14/09 287831 LOGAN CIRCLE 1/30/11 340,000.00 101.50 345,100.00 12,194.32
SALE 8/12/09 852060AT SPRINT CAPITAL CORP 8.7500 10.705
42179 8/17/09 287831 LOGAN CIRCLE 3/15/32 345,000.00 87.000 300,150.00 12,223.43
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 13,190,000.00 12,823,070.00 251,030.09
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 13,190,000.00 12,823,070.00 251,030.09
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 8/01/09 THROUGH 8/31/09
POST ADVISORY (5164) PAGE: 130
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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 8/10/09 037933AF APRIA HEALTHCARE GROUP 12.3750 12.600
48100 8/13/09 287832 POST ADVISORY 11/01/14 1,400,000.00 99.111 1,387,554.00
PUR 8/07/09 226566AJ CRICKET COMMUNIC 7.7500 8.038
47373 8/12/09 287832 POST ADVISORY 5/15/16 250,000.00 98.500 246,250.00
PUR 7/31/09 345397VD FORD MOTOR CREDIT 3.2600 10.275
47996 8/05/09 287832 POST ADVISORY 1/13/12 300,000.00 85.000 255,000.00
PUR 8/03/09 345397VE FORD MTR CR CO 9.7500 9.610
48012 8/06/09 287832 POST ADVISORY 9/15/10 1,200,000.00 100.12 1,201,500.00
PUR 8/04/09 345397VE FORD MTR CR CO 9.7500 9.731
48012 8/07/09 287832 POST ADVISORY 9/15/10 275,000.00 100.00 275,000.00
PUR 8/04/09 345397VF FORD MTR CR CO 5.8794 10.189
48022 8/07/09 287832 POST ADVISORY 6/15/11 475,000.00 92.750 440,562.50
PUR 7/30/09 345397VK FORD MOTOR CREDIT CO 7.5000 10.873
48011 8/06/09 287832 POST ADVISORY 8/01/12 775,000.00 91.589 709,814.75
PUR 7/30/09 390064AL GREAT ATLANTIC & PAC TEA 11.3750 11.999
47983 8/04/09 287832 POST ADVISORY 8/01/15 1,375,000.00 97.385 1,339,043.75
PUR 8/05/09 462846AB IRON MTN INC 7.7500 7.921
48044 8/10/09 287832 POST ADVISORY 1/15/15 800,000.00 99.250 794,000.00
PUR 7/28/09 707132AG PENINSULA GAMING 8.3750 8.875
48009 8/06/09 287832 POST ADVISORY 8/15/15 325,000.00 97.701 317,528.25
PUR 7/28/09 707132AK PENINSULA GAMING LL 10.7500 11.250
48010 8/06/09 287832 POST ADVISORY 8/15/17 450,000.00 97.395 438,277.50
PUR 8/12/09 716495AE PETROHAWK ENE 10.5000 8.367
46010 8/17/09 287832 POST ADVISORY 8/01/14 300,000.00 108.50 325,500.00
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 8/01/09 THROUGH 8/31/09
POST ADVISORY (5164) -Cont. PAGE: 131
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TRXN/ TRADE/ 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 8/13/09 716495AE PETROHAWK ENE 10.5000 8.606
46010 8/18/09 287958 POST ADVISORY 8/01/14 1,100,000.00 107.50 1,182,500.00
PUR 8/13/09 82967NAA SIRIUS XM 9.7500 10.375
48367 8/24/09 POST ADVISORY 9/01/15 550,000.00 97.248 534,864.00
PUR 8/20/09 852060AJ SPRINT CAPITAL CORP 7.6250 7.525
48368 8/25/09 287832 POST ADVISORY 1/30/11 1,000,000.00 100.12 1,001,250.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 10,575,000.00 10,448,644.75
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 10,575,000.00 10,448,644.75
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 8/18/09 172441AR CINEMARK USA INC 8.6250 9.105
47558 8/21/09 287832 POST ADVISORY 6/15/16 725,000.00 102.00 739,500.00 32,035.72
SALE 8/21/09 247367AP DELTA AIR LINES IN 7.5700 11.075
46769 8/26/09 287832 POST ADVISORY 11/18/10 1,000,000.00 98.500 985,000.00 24,478.54
SALE 8/13/09 25459HAG DIRECTTV HOLDINGS 7.6250 7.752
43836 8/18/09 287832 POST ADVISORY 5/15/16 2,750,000.00 104.75 2,880,625.00 149,217.42
SALE 8/04/09 27876GAQ ECHOSTAR DBS 6.3750 10.153
45942 8/07/09 287832 POST ADVISORY 10/01/11 15,000.00 99.875 14,981.25 1,054.24
SALE 8/04/09 345397SM FORD MOTOR CR 7.3750 44.871
45952 8/07/09 287832 POST ADVISORY 10/28/09 275,000.00 100.00 275,000.00 21,584.67
SALE 7/31/09 345397VK FORD MOTOR CREDIT CO 7.5000 10.873
48011 8/06/09 287832 POST ADVISORY 8/01/12 300,000.00 92.500 277,500.00 2,733.00
SALE 8/04/09 345397VK FORD MOTOR CREDIT CO 7.5000 10.873
48011 8/07/09 287832 POST ADVISORY 8/01/12 475,000.00 92.750 440,562.50 5,485.60
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 8/01/09 THROUGH 8/31/09
POST ADVISORY (5164) -Cont. PAGE: 132
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/04/09 42330PAA HELIX ENERGY 9.5000 9.474
42136 8/07/09 287832 POST ADVISORY 1/15/16 800,000.00 95.375 763,000.00 -37,892.94
SALE 8/12/09 482434AF KCS ENERGY INC 7.1250 8.666
42139 8/18/09 287832 POST ADVISORY 4/01/12 1,100,000.00 99.750 1,097,250.00 36,367.93
SALE 8/13/09 482434AF KCS ENERGY INC 7.1250 8.666
42139 8/17/09 287832 POST ADVISORY 4/01/12 1,900,000.00 99.875 1,897,625.00 65,260.18
SALE 8/19/09 552953AD M G M MIRAGE INC 8.5000 27.771
46350 8/24/09 287832 POST ADVISORY 9/15/10 1,550,000.00 94.500 1,464,750.00 173,980.25
SALE 8/20/09 552953AD M G M MIRAGE INC 8.5000 27.771
46350 8/25/09 287832 POST ADVISORY 9/15/10 300,000.00 94.500 283,500.00 33,555.76
SALE 7/30/09 767754BL RITE AID CORP 7.5000 17.341
46019 8/04/09 287832 POST ADVISORY 3/01/17 35,000.00 90.000 31,500.00 10,733.44
SALE 8/19/09 867363AM SUNGARD DATA SYS 10.6250 11.566
46648 8/24/09 287832 POST ADVISORY 5/15/15 500,000.00 101.50 507,500.00 26,992.11
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 11,725,000.00 11,658,293.75 545,585.92
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 11,725,000.00 11,658,293.75 545,585.92
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 8/01/09 THROUGH 8/31/09
PIMCO (5166) PAGE: 133
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PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 8/10/09 02635PSV AMERICAN GENERAL FINANCE 4.8750 15.563
48099 8/13/09 287833 PIMCO 5/15/10 700,000.00 92.625 648,375.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 700,000.00 648,375.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 700,000.00 648,375.00
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 8/20/09 125581BA CIT GROUP INC 3.7650 16.339
47167 8/25/09 287833 PIMCO 4/27/11 750,000.00 62.000 465,000.00 -116,429.35
SALE 7/31/09 780153AJ ROYAL CARIBBEAN CRUISES 7.2500 9.832
42725 8/05/09 287833 PIMCO 3/15/18 150,000.00 79.000 118,500.00 -9,325.37
SALE 7/30/09 780153AR ROYAL CARIBBEAN CRUISES 7.2500 19.342
44193 8/04/09 287833 PIMCO 6/15/16 325,000.00 81.500 264,875.00 85,946.65
SALE 8/05/09 969457AW WILLIAMS COS 7.6250 7.554
43065 8/10/09 287833 PIMCO 7/15/19 325,000.00 108.00 351,000.00 24,439.49
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 1,550,000.00 1,199,375.00 -15,368.58
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 1,550,000.00 1,199,375.00 -15,368.58
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 8/01/09 THROUGH 8/31/09
NOMURA (5167) PAGE: 134
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 8/11/09 02635PSK AMERICAN GEN FIN 4.0000 22.870
48135 8/14/09 287834 NOMURA 3/15/11 75,000.00 76.000 57,000.00
PUR 8/13/09 02635PTB AMERICAN GEN FIN COR 4.8750 18.995
48175 8/18/09 287834 NOMURA 7/15/12 50,000.00 69.500 34,750.00
PUR 8/18/09 02635PTB AMERICAN GEN FIN COR 4.8750 19.326
48175 8/21/09 287834 NOMURA 7/15/12 150,000.00 69.000 103,500.00
PUR 8/07/09 02635PTF AMERICAN GENERAL FINANCE 5.6250 21.963
48089 8/12/09 287834 NOMURA 8/17/11 100,000.00 74.500 74,500.00
PUR 8/13/09 02635PTS AMERICAN GENERAL FIN 6.9000 15.348
48176 8/18/09 287834 NOMURA 12/15/17 150,000.00 61.000 91,500.00
PUR 8/18/09 02635PTS AMERICAN GENERAL FIN 6.9000 15.582
48176 8/21/09 287834 NOMURA 12/15/17 200,000.00 60.250 120,500.00
PUR 8/18/09 02635PTS AMERICAN GENERAL FIN 6.9000 15.659
48176 8/21/09 287834 NOMURA 12/15/17 100,000.00 60.000 60,000.00
PUR 8/21/09 02635PTS AMERICAN GENERAL FIN 6.9000 15.515
48176 8/26/09 287834 NOMURA 12/15/17 100,000.00 60.500 60,500.00
PUR 8/20/09 026874BE AMERICAN INTL GROUP 6.2500 16.562
48260 8/25/09 287834 NOMURA 3/15/37 100,000.00 38.500 38,500.00
PUR 8/20/09 026874BE AMERICAN INTL GROUP 6.2500 16.614
48260 8/25/09 287834 NOMURA 3/15/37 100,000.00 38.375 38,375.00
PUR 8/20/09 026874BS AMERICAN INTL GROUP 8.2500 19.169
48267 8/25/09 287834 NOMURA 5/15+58 50,000.00 43.000 21,500.00
PUR 8/11/09 109178AB BRIGHAM EXPLORATION CO 9.6250 16.143
47120 8/14/09 287834 NOMURA 5/01/14 25,000.00 79.000 19,750.00
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 8/01/09 THROUGH 8/31/09
NOMURA (5167) -Cont. PAGE: 135
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/11/09 117043AL BRUNSWICK CORP 11.2500 11.063
48134 8/14/09 287834 NOMURA 11/01/16 250,000.00 100.87 252,187.50
PUR 8/11/09 117043AL BRUNSWICK CORP 11.2500 11.865
48134 8/14/09 287834 NOMURA 11/01/16 75,000.00 97.036 72,777.00
PUR 7/29/09 121579AB BURLINGTON COAT FACTORY 11.1250 15.831
42366 8/03/09 287834 NOMURA 4/15/14 175,000.00 84.750 148,312.50
PUR 8/11/09 184496AE CLEAN HARBORS INC 7.6250 8.125
48132 8/14/09 287834 NOMURA 8/15/16 150,000.00 97.369 146,053.50
PUR 8/06/09 20588YAD CONNACHER OIL 11.7500 11.007
47350 8/11/09 287834 NOMURA 7/15/14 50,000.00 102.75 51,375.00
PUR 8/20/09 228255AD CROWN CORK & SEAL 8.0000 8.860
47710 8/25/09 287834 NOMURA 4/15/23 50,000.00 93.250 46,625.00
PUR 8/04/09 281023AX EDISON MISSION 7.2000 10.715
43298 8/07/09 287834 NOMURA 5/15/19 125,000.00 79.000 98,750.00
PUR 8/18/09 319963AP FIRST DATA CORP 9.8750 13.981
44687 8/21/09 287834 NOMURA 9/24/15 100,000.00 83.500 83,500.00
PUR 7/30/09 345397VK FORD MOTOR CREDIT CO 7.5000 10.873
48008 8/06/09 287834 NOMURA 8/01/12 550,000.00 91.589 503,739.50
PUR 8/12/09 35638PAA FREEDOM GROUP IN GU 10.2500 9.357
47922 8/17/09 287834 NOMURA 8/01/15 75,000.00 104.00 78,000.00
PUR 8/13/09 35671DAS FREEPORT MCMORAN 8.3750 7.712
42929 8/18/09 287834 NOMURA 4/01/17 100,000.00 103.75 103,750.00
PUR 8/13/09 382550AZ GOODYEAR TIRE 10.5000 8.844
47774 8/18/09 287834 NOMURA 5/15/16 125,000.00 108.25 135,312.50
PUR 7/30/09 390064AL GREAT ATLANTIC PAC 11.3750 11.999
47987 8/04/09 287834 NOMURA 8/01/15 200,000.00 97.385 194,770.00
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 8/01/09 THROUGH 8/31/09
NOMURA (5167) -Cont. PAGE: 136
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/21/09 404119AU HCA INC 9.1250 9.058
43902 8/26/09 287834 NOMURA 11/15/14 75,000.00 100.25 75,187.50
PUR 8/21/09 404119AX HCA INC 9.2500 9.197
42006 8/26/09 287834 NOMURA 11/15/16 500,000.00 100.25 501,250.00
PUR 8/26/09 404119AX HCA INC 9.2500 9.096
42006 8/31/09 287834 NOMURA 11/15/16 600,000.00 100.75 604,500.00
PUR 8/21/09 404119BB HCA INC 9.8750 9.447
44830 8/26/09 287834 NOMURA 2/15/17 75,000.00 102.25 76,687.50
PUR 8/21/09 404119BB HCA INC 9.8750 9.400
44830 8/26/09 287834 NOMURA 2/15/17 50,000.00 102.50 51,250.00
PUR 8/21/09 404119BB HCA INC 9.8750 9.400
44830 8/26/09 287834 NOMURA 2/15/17 25,000.00 102.50 25,625.00
PUR 7/29/09 404119BG HCA INC 7.8750 8.125
48055 8/11/09 287834 NOMURA 2/15/20 675,000.00 98.254 663,214.50
PUR 8/06/09 428040BZ HERTZ CORP 8.8750 9.799
46480 8/11/09 287834 NOMURA 1/01/14 350,000.00 96.750 338,625.00
PUR 8/06/09 428040BZ HERTZ CORP 8.8750 9.799
46480 8/11/09 287834 NOMURA 1/01/14 200,000.00 96.750 193,500.00
PUR 8/12/09 440543AF HORNBECK OFFSHORE SRVCS 8.0000 8.500
48160 8/17/09 287834 NOMURA 9/01/17 350,000.00 97.123 339,930.50
PUR 8/13/09 440543AF HORNBECK OFFSHORE SRVCS 8.0000 8.500
48160 8/18/09 287834 NOMURA 9/01/17 75,000.00 97.125 72,843.75
PUR 8/03/09 442488BC K HOVNANIAN ENTERPRISES 11.5000 14.043
43760 8/06/09 287834 NOMURA 5/01/13 100,000.00 92.750 92,750.00
PUR 8/13/09 442488BC K HOVNANIAN ENTERPRISES 11.5000 13.236
43760 8/18/09 287834 NOMURA 5/01/13 75,000.00 95.000 71,250.00
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 8/01/09 THROUGH 8/31/09
NOMURA (5167) -Cont. PAGE: 137
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/06/09 44701QAK HUNTSMAN INTL LLC 7.3750 10.803
47567 8/11/09 287834 NOMURA 1/01/15 75,000.00 86.250 64,687.50
PUR 8/06/09 44701QAK HUNTSMAN INTL LLC 7.3750 10.735
47567 8/11/09 287834 NOMURA 1/01/15 125,000.00 86.500 108,125.00
PUR 8/03/09 460146CE INTL PAPER CO 7.5000 7.510
48042 8/10/09 287834 NOMURA 8/15/21 100,000.00 99.920 99,920.00
PUR 8/05/09 46284PAM IRON MOUNTAIN INC 8.3750 8.425
48043 8/10/09 287834 NOMURA 8/15/21 275,000.00 99.625 273,968.75
PUR 7/31/09 466313AE JABIL CIRCUIT 7.7500 8.496
48056 8/11/09 287834 NOMURA 7/15/16 125,000.00 96.143 120,178.75
PUR 8/20/09 532776AJ LIN ACQUISITION CO 6.5000 13.503
48261 8/25/09 287834 NOMURA 5/15/13 25,000.00 80.000 20,000.00
PUR 8/20/09 532776AR LIN TELEVISION CORP 6.5000 16.033
48262 8/25/09 287834 NOMURA 5/15/13 50,000.00 74.000 37,000.00
PUR 8/11/09 58445MAK MEDIACOM LLC 9.1250 9.498
48263 8/25/09 287834 NOMURA 8/15/19 350,000.00 97.622 341,677.00
PUR 8/13/09 58445MAK MEDIACOM LLC 9.1250 9.359
48263 8/25/09 287834 NOMURA 8/15/19 125,000.00 98.500 123,125.00
PUR 8/05/09 608328AP MOHEGAN TRIBAL 7.1250 14.971
42302 8/10/09 287834 NOMURA 8/15/14 150,000.00 73.000 109,500.00
PUR 7/31/09 62947QAE NXP BV/NXP FDG LLC 3.2594 15.976
47995 8/05/09 287834 NOMURA 10/15/13 175,000.00 61.625 107,843.75
PUR 8/03/09 62947QAF NXP BV/NXP FUNDING 7.8750 15.477
42325 8/06/09 287834 NOMURA 10/15/14 75,000.00 73.500 55,125.00
PUR 8/03/09 62947QAF NXP BV/NXP FUNDING 7.8750 15.260
42325 8/06/09 287834 NOMURA 10/15/14 150,000.00 74.125 111,187.50
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 8/01/09 THROUGH 8/31/09
NOMURA (5167) -Cont. PAGE: 138
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/10/09 62947QAG NXP BV NXP FUNDING 9.5000 23.969
48111 8/13/09 287834 NOMURA 10/15/15 125,000.00 54.500 68,125.00
PUR 8/14/09 680665AG OLIN CORP 8.8750 8.999
48186 8/19/09 287834 NOMURA 8/15/19 75,000.00 99.190 74,392.50
PUR 8/21/09 726505AG PLAINS EXPLORATION & PRO 10.0000 8.969
44988 8/26/09 287834 NOMURA 3/01/16 75,000.00 105.00 78,750.00
PUR 8/21/09 726505AG PLAINS EXPLORATION & PRO 10.0000 8.870
44988 8/26/09 287834 NOMURA 3/01/16 25,000.00 105.50 26,375.00
PUR 8/11/09 74837RAG QUICKSILVER RES 9.1250 9.500
48133 8/14/09 287834 NOMURA 8/15/19 225,000.00 97.612 219,627.00
PUR 8/07/09 832248AS SMITHFIELD FOODS 10.0000 8.973
47630 8/14/09 287834 NOMURA 7/15/14 275,000.00 104.00 286,000.00
PUR 8/21/09 832248AS SMITHFIELD FOODS 10.0000 9.765
47630 8/26/09 287834 NOMURA 7/15/14 150,000.00 100.87 151,312.50
PUR 8/18/09 852060AS SPRINT CAPITAL CORP 8.3750 8.261
43558 8/21/09 287834 NOMURA 3/15/12 275,000.00 100.25 275,687.50
PUR 8/18/09 852060AT SPRINT CAPITAL CORP 8.7500 10.665
42215 8/21/09 287834 NOMURA 3/15/32 100,000.00 83.750 83,750.00
PUR 8/10/09 852061AF SPRINT NEXTEL 8.3750 8.625
48110 8/13/09 287834 NOMURA 8/15/17 425,000.00 98.575 418,943.75
PUR 8/11/09 852061AF SPRINT NEXTEL 8.3750 8.683
48110 8/14/09 287834 NOMURA 8/15/17 50,000.00 98.250 49,125.00
PUR 8/04/09 87264MAB TRW AUTOMOTIVE 7.2500 8.902
46686 8/07/09 287834 NOMURA 3/15/17 225,000.00 91.000 204,750.00
PUR 8/21/09 87264MAB TRW AUTOMOTIVE 7.2500 10.408
46686 8/26/09 287834 NOMURA 3/15/17 100,000.00 83.750 83,750.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 8/01/09 THROUGH 8/31/09
NOMURA (5167) -Cont. PAGE: 139
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 8/19/09 878742AJ TECK RESOURCES LIMITED 9.7500 7.632
48235 8/24/09 287834 NOMURA 5/15/14 75,000.00 108.25 81,187.50
PUR 8/21/09 878742AJ TECK RESOURCES LIMITED 9.7500 7.539
48235 8/26/09 287834 NOMURA 5/15/14 225,000.00 108.62 244,406.25
PUR 8/19/09 878742AQ TECK RESOURCES LIMITED 10.7500 8.663
48234 8/24/09 287834 NOMURA 5/15/19 25,000.00 113.50 28,375.00
PUR 7/30/09 880349AH TENNECO AUTOMOTIVE 8.6250 12.155
47924 8/04/09 287834 NOMURA 11/15/14 50,000.00 86.500 43,250.00
PUR 7/30/09 903293AV USG CORP 9.7500 9.367
47988 8/04/09 287834 NOMURA 8/01/14 50,000.00 101.50 50,750.00
PUR 7/30/09 903293AV USG CORP 9.7500 9.367
47988 8/04/09 287834 NOMURA 8/01/14 25,000.00 101.50 25,375.00
PUR 7/30/09 903293AV USG CORP 9.7500 10.249
47988 8/04/09 287834 NOMURA 8/01/14 150,000.00 98.086 147,129.00
PUR 8/06/09 909214BM UNISYS CORP 12.7500 11.624
48057 8/11/09 287834 NOMURA 10/15/14 200,000.00 104.25 208,500.00
PUR 8/06/09 909214BM UNISYS CORP 12.7500 11.688
48057 8/11/09 287834 NOMURA 10/15/14 100,000.00 104.00 104,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 11,200,000.00 10,268,040.50
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 11,200,000.00 10,268,040.50
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 8/01/09 THROUGH 8/31/09
NOMURA (5167) -Cont. PAGE: 140
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 8/21/09 00130HBA AES CORP 8.7500 8.319
45639 8/26/09 287834 NOMURA 5/15/13 80,000.00 101.75 81,400.00 333.39
SALE 8/07/09 013104AJ ALBERTSONS INC 7.5000 11.678
44161 8/12/09 287837 NOMURA 2/15/11 75,000.00 101.50 76,125.00 5,347.65
SALE 7/29/09 031652AW AMKOR TECHNOLOGIES INC 9.2500 10.822
41999 8/03/09 287834 NOMURA 6/01/16 200,000.00 99.500 199,000.00 13,960.02
SALE 8/18/09 117043AL BRUNSWICK CORP 11.2500 11.243
48134 8/21/09 287834 NOMURA 11/01/16 275,000.00 103.00 283,250.00 8,252.63
SALE 8/18/09 117043AL BRUNSWICK CORP 11.2500 11.243
48134 8/21/09 287834 NOMURA 11/01/16 50,000.00 103.00 51,500.00 1,500.48
SALE 8/20/09 121579AB BURLINGTON COAT FACTORY 11.1250 23.619
42366 8/25/09 287834 NOMURA 4/15/14 100,000.00 91.000 91,000.00 25,181.45
SALE 7/29/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.334
42002 8/03/09 287834 NOMURA 7/15/15 125,000.00 102.37 127,968.75 5,554.86
SALE 7/29/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.334
42002 8/03/09 287834 NOMURA 7/15/15 175,000.00 102.25 178,937.50 7,558.06
SALE 7/30/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.334
42002 8/04/09 287834 NOMURA 7/15/15 50,000.00 103.25 51,625.00 2,659.31
SALE 8/17/09 125581CT CIT GROUP INC 5.4000 22.897
46548 8/20/09 287834 NOMURA 2/13/12 525,000.00 59.250 311,062.50 -47,039.77
SALE 8/12/09 22025YAJ CORRECTIONS C 6.7500 6.742
45668 8/17/09 287834 NOMURA 1/31/14 30,000.00 98.250 29,475.00 -525.00
SALE 8/12/09 23331AAX D R HORTON INC 5.3750 9.526
46448 8/17/09 287834 NOMURA 6/15/12 25,000.00 95.625 23,906.25 1,430.54
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 8/01/09 THROUGH 8/31/09
NOMURA (5167) -Cont. 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/13/09 25459HAG DIRECTTV HOLDINGS 7.6250 8.205
43758 8/18/09 287834 NOMURA 5/15/16 1,125,000.00 105.00 1,181,250.00 89,753.78
SALE 7/29/09 292680AC ENERGY FUTURE 11.3750 16.553
44545 8/03/09 287834 NOMURA 11/01/17 75,000.00 79.750 59,812.50 3,645.47
SALE 7/30/09 292680AC ENERGY FUTURE 11.3750 16.553
44545 8/04/09 287834 NOMURA 11/01/17 500,000.00 83.000 415,000.00 40,532.60
SALE 7/30/09 292680AC ENERGY FUTURE 11.3750 16.553
44545 8/04/09 287834 NOMURA 11/01/17 600,000.00 83.250 499,500.00 50,139.12
SALE 8/04/09 292680AC ENERGY FUTURE 11.3750 16.553
44545 8/07/09 287834 NOMURA 11/01/17 25,000.00 87.990 21,997.50 3,271.02
SALE 8/04/09 292680AC ENERGY FUTURE 11.3750 16.553
44545 8/07/09 287834 NOMURA 11/01/17 75,000.00 87.750 65,812.50 9,633.07
SALE 8/05/09 319963AP FIRST DATA CORP 9.8750 18.426
44687 8/10/09 287834 NOMURA 9/24/15 275,000.00 88.375 243,031.25 52,381.08
SALE 8/18/09 345397SM FORD MOTOR CREDIT CO LLC 7.3750 39.435
44185 8/21/09 287834 NOMURA 10/28/09 545,000.00 100.00 545,000.00 31,157.93
SALE 8/18/09 345397VE FORD MTR CR CO 9.7500 22.923
44370 8/21/09 287834 NOMURA 9/15/10 100,000.00 99.500 99,500.00 11,405.79
SALE 8/18/09 370425RZ GENL MTRS ACCEPT 8.0000 13.392
44288 8/21/09 287834 NOMURA 11/01/31 100,000.00 76.750 76,750.00 14,775.48
SALE 8/11/09 373298BE GEORGIA PACIFIC CORP 9.5000 14.768
43603 8/14/09 287834 NOMURA 12/01/11 75,000.00 105.62 79,218.75 11,716.86
SALE 7/29/09 404119AX HCA INC 9.2500 9.652
42006 8/03/09 287834 NOMURA 11/15/16 125,000.00 105.00 131,250.00 8,866.05
SALE 8/11/09 464592AG ISLE OF CAPRI CASINO 7.0000 17.295
42011 8/14/09 287834 NOMURA 3/01/14 190,000.00 90.250 171,475.00 41,401.02
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 8/01/09 THROUGH 8/31/09
NOMURA (5167) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/18/09 552953AD MGM MIRAGE INC 8.5000 16.351
42205 8/21/09 287834 NOMURA 9/15/10 225,000.00 94.750 213,187.50 4,906.74
SALE 8/13/09 552953AL MGM MIRAGE INC 6.7500 21.948
43610 8/18/09 287834 NOMURA 9/01/12 50,000.00 80.750 40,375.00 6,605.75
SALE 8/19/09 552953AL MGM MIRAGE INC 6.7500 21.948
43610 8/24/09 287834 NOMURA 9/01/12 75,000.00 79.250 59,437.50 8,683.72
SALE 8/20/09 552953AL MGM MIRAGE INC 6.7500 21.948
43610 8/25/09 287834 NOMURA 9/01/12 425,000.00 78.625 334,156.25 46,456.79
SALE 8/10/09 552953AR MGM MIRAGE INC 6.6250 18.303
46483 8/13/09 287834 NOMURA 7/15/15 75,000.00 74.000 55,500.00 11,405.99
SALE 8/18/09 552953AW MGM MIRAGE INC 6.7500 17.372
43258 8/21/09 287834 NOMURA 4/01/13 25,000.00 77.000 19,250.00 1,166.01
SALE 8/11/09 552953BC MGM MIRAGE INC 7.5000 16.584
43430 8/14/09 287834 NOMURA 6/01/16 75,000.00 73.500 55,125.00 7,322.59
SALE 7/29/09 58445MAJ MEDIACOM LLC 9.5000 10.978
42349 8/03/09 287834 NOMURA 1/15/13 210,000.00 100.00 210,000.00 8,742.05
SALE 8/04/09 629855AN NALCO CO 8.2500 8.465
46685 8/07/09 287834 NOMURA 5/15/17 475,000.00 105.12 499,343.75 30,174.81
SALE 8/17/09 69073TAM OWENS BROCKWAY 7.3750 7.994
46662 8/20/09 287834 NOMURA 5/15/16 200,000.00 99.500 199,000.00 5,392.71
SALE 8/10/09 700690AQ CAESARS ENTERTAINMEN 7.8750 40.815
43831 8/13/09 287834 NOMURA 3/15/10 75,000.00 97.375 73,031.25 9,963.52
SALE 8/20/09 700690AQ CAESARS ENTERTAINMEN 7.8750 40.815
43831 8/25/09 287960 NOMURA 3/15/10 250,000.00 96.500 241,250.00 28,960.73
SALE 8/06/09 708130AB JC PENNEY CORP 5.7500 8.354
46450 8/11/09 287834 NOMURA 2/15/18 25,000.00 93.000 23,250.00 2,159.47
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 8/01/09 THROUGH 8/31/09
NOMURA (5167) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 8/18/09 76010RAC RENTAL SERVICE CORP 9.5000 14.799
42214 8/21/09 287834 NOMURA 12/01/14 375,000.00 88.250 330,937.50 27,158.60
SALE 7/30/09 767201AH RIO TINTO FIN USA LT 9.0000 8.381
46197 8/04/09 287834 NOMURA 5/01/19 125,000.00 117.25 146,562.50 16,511.77
SALE 8/13/09 767201AH RIO TINTO FIN USA LT 9.0000 8.381
46197 8/18/09 287834 NOMURA 5/01/19 100,000.00 117.00 117,000.00 12,969.25
SALE 8/18/09 767201AH RIO TINTO FIN USA LT 9.0000 8.381
46197 8/21/09 287834 NOMURA 5/01/19 175,000.00 117.00 204,750.00 22,699.62
SALE 8/21/09 78375PAL RYERSON INC 12.0000 12.750
46084 8/26/09 287834 NOMURA 11/01/15 70,000.00 92.500 64,750.00 -3,021.35
SALE 7/29/09 852060AJ SPRINT CAPITAL CORP 7.6250 9.542
43922 8/03/09 287834 NOMURA 1/30/11 745,000.00 100.62 749,656.25 24,095.18
SALE 7/29/09 867363AH SUNGARD DATA SYS INC 9.1250 10.512
47460 8/03/09 287834 NOMURA 8/15/13 150,000.00 101.25 151,875.00 8,583.08
SALE 7/30/09 867363AM SUNGARD DATA SYS INC 10.6250 12.400
43104 8/04/09 287834 NOMURA 5/15/15 125,000.00 106.75 133,437.50 17,451.81
SALE 8/06/09 867363AM SUNGARD DATA SYS INC 10.6250 12.400
43104 8/11/09 287834 NOMURA 5/15/15 125,000.00 107.50 134,375.00 18,369.10
SALE 7/29/09 878742AN TECK RESOURCES 10.7500 10.827
46600 8/03/09 287834 NOMURA 5/15/19 500,000.00 115.50 577,500.00 79,955.41
SALE 7/29/09 878742AN TECK RESOURCES 10.7500 10.827
46600 8/03/09 287834 NOMURA 5/15/19 350,000.00 115.25 403,375.00 55,093.79
SALE 8/04/09 88033GBC TENET HEALTH CARE CORP 9.2500 10.651
43348 8/07/09 287834 NOMURA 2/01/15 100,000.00 101.12 101,125.00 6,836.84
SALE 7/30/09 882330AF TEXAS COMPETITIVE 10.7500 17.654
44548 8/04/09 287834 NOMURA 11/01/15 200,000.00 72.875 145,750.00 557.63
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 8/01/09 THROUGH 8/31/09
NOMURA (5167) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 7/30/09 882330AF TEXAS COMPETITIVE 10.7500 17.654
44548 8/04/09 287834 NOMURA 11/01/15 200,000.00 72.750 145,500.00 307.63
SALE 8/17/09 97381WAD WINDSTREAM CORP 8.6250 9.454
42307 8/20/09 287834 NOMURA 8/01/16 125,000.00 101.00 126,250.00 6,453.90
SALE 8/04/09 97381WAF WINDSTREAM CORP 7.0000 13.033
43505 8/07/09 287834 NOMURA 3/15/19 25,000.00 93.000 23,250.00 6,386.09
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 11,195,000.00 10,673,847.50 865,242.12
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 11,195,000.00 10,673,847.50 865,242.12
END OF REPORT FOR: NOMURA
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* NOTE: The format of this listing does not accommodate the *
* presentation of information related to non-BC$ denominated *
* investments. All such information has been categorically *
* excluded from the content of this report. *
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