S T A T E O F N E W J E R S E Y 3690
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
ST LOTTERY FD - INVESTMENT (3690) 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 2/04/09 912803AA US TREASURY STRIPS 2.662
36599 2/09/09 287047 CITIGROUP/CITIBANK DOMESTIC 2/15/15 100,000.00 85.292 85,292.00
PUR 2/04/09 912803BB US TREASURY STRIPS 4.119
36607 2/09/09 287047 UBS WARBURG LLC 2/15/23 100,000.00 56.467 56,467.00
PUR 2/04/09 912820EM US TREASURY STRIPS .626
36594 2/09/09 287047 JP MORGAN 2/15/10 100,000.00 99.367 99,367.00
PUR 2/04/09 912833CZ US TREASURY STRIPS .925
44653 2/09/09 287047 JP MORGAN 2/15/11 100,000.00 98.157 98,157.00
PUR 2/04/09 912833DB US TREASURY STRIPS 1.712
44654 2/09/09 287047 DEUTSCHE BANK AG (DOMESTIC) 2/15/12 100,000.00 94.988 94,988.00
PUR 2/04/09 912833DD US TREASURY STRIPS 1.920
44655 2/09/09 287047 JP MORGAN 2/15/13 100,000.00 92.613 92,613.00
PUR 2/04/09 912833DF US TREASURY STRIPS 2.332
44656 2/09/09 287047 JP MORGAN 2/15/14 100,000.00 89.019 89,019.00
PUR 2/04/09 912833KG US TREASURY STRIPS 3.152
44657 2/09/09 287047 DEUTSCHE BANK AG (DOMESTIC) 2/15/16 100,000.00 80.298 80,298.00
PUR 2/04/09 912833KL US TREASURY STRIPS 3.319
36601 2/09/09 287047 DEUTSCHE BANK AG (DOMESTIC) 2/15/17 100,000.00 76.807 76,807.00
PUR 2/04/09 912833KQ US TREASURY STRIPS 3.747
36602 2/09/09 287047 DEUTSCHE BANK AG (DOMESTIC) 2/15/18 100,000.00 71.552 71,552.00
PUR 2/04/09 912833KU US TREASURY STRIPS 3.730
44658 2/09/09 287047 JP MORGAN 2/15/19 100,000.00 69.063 69,063.00
PUR 2/04/09 912833KY US TREASURY STRIPS 3.929
44659 2/09/09 287047 JP MORGAN 2/15/20 100,000.00 65.137 65,137.00
S T A T E O F N E W J E R S E Y 3690
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
ST LOTTERY FD - INVESTMENT (3690) -Cont. 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/04/09 912833LC US TREASURY STRIPS 4.073
44660 2/09/09 287047 CITIGROUP/CITIBANK DOMESTIC 2/15/21 100,000.00 61.604 61,604.00
PUR 2/04/09 912833LG US TREASURY STRIPS 4.120
36606 2/09/09 287047 JP MORGAN 2/15/22 100,000.00 58.809 58,809.00
PUR 2/04/09 912833LQ US TREASURY STRIPS 4.212
36608 2/09/09 287047 JP MORGAN 2/15/24 100,000.00 53.478 53,478.00
PUR 2/04/09 912833LU US TREASURY STRIPS 4.183
44661 2/09/09 287047 DEUTSCHE BANK AG (DOMESTIC) 2/15/25 100,000.00 51.528 51,528.00
PUR 2/04/09 912833LY US TREASURY STRIPS 4.006
44662 2/09/09 287047 JP MORGAN 2/15/26 100,000.00 50.916 50,916.00
PUR 2/04/09 912833PC US TREASURY STRIPS 4.065
44663 2/09/09 287047 CITIGROUP/CITIBANK DOMESTIC 2/15/27 100,000.00 48.432 48,432.00
PUR 2/04/09 912833RY US TREASURY STRIPS 4.116
36612 2/09/09 287047 UBS WARBURG LLC 2/15/28 100,000.00 46.078 46,078.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 1,900,000.00 1,349,605.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 1,900,000.00 1,349,605.00
END OF REPORT FOR: ST LOTTERY FD - INVESTMENT
S T A T E O F N E W J E R S E Y 4300
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
DCP EQUITY (4300) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 2/20/09 09367910 BLOCKBUSTER INC. CL A .16
28913 2/25/09 422331 INSTINET (PORTAL) 26,700.00 1.010 186.90 26,779.94 -109,559.34
SALE 2/20/09 24419910 DEERE & CO. .80
21323 2/25/09 422331 SANFORD BERNSTEIN & CO. 5,000.00 28.485 200.00 142,224.70 16,532.51
SALE 2/11/09 43851610 HONEYWELL INTERNATIONAL INC .90
15342 2/17/09 422304 LANGEN MCALENNEY 5,000.00 32.097 200.00 160,285.10 -12,951.34
SALE 2/20/09 59814810 MIDWAY GAMES INC. .01
07163 2/25/09 422331 INSTINET (PORTAL) 5,000.00 .100 25.00 474.99 -101,600.01
SALE 2/20/09 65566410 NORDSTROM, INC. .78
12149 2/25/09 422331 SANFORD BERNSTEIN & CO. 12,000.00 11.544 480.00 138,041.22 -95,208.78
SALE 2/20/09 73936310 POWERWAVE TECHNOLOGIES, INC .01
32020 2/25/09 422331 INSTINET (PORTAL) 1,228.00 .310 6.14 374.65 -145,820.35
SALE 2/20/09 74018910 PRECISION CASTPARTS CORP. 1.00
05840 2/25/09 422331 SANFORD BERNSTEIN & CO. 3,000.00 59.230 120.00 177,568.40 109,620.00
SALE 1/29/09 74752510 QUALCOMM INC. 2.93
03294 2/03/09 422266 GOLDMAN SACHS & COMPANY 15,000.00 34.827 450.00 521,955.07 463,208.19
SALE 2/11/09 78651420 SAFEWAY INC. .58
08825 2/17/09 422304 LANGEN MCALENNEY 5,000.00 20.659 200.00 103,094.42 -53,054.66
SALE 2/11/09 87612E10 TARGET CORP. .89
15575 2/17/09 422304 LANGEN MCALENNEY 5,000.00 31.589 200.00 157,745.11 35,210.45
SALE 2/11/09 88320310 TEXTRON INC. .23
18410 2/17/09 422304 LANGEN MCALENNEY 6,000.00 6.753 240.00 40,274.77 -112,125.23
SALE 1/29/09 88579Y10 3M CO 1.58
22390 2/03/09 422266 JP MORGAN 5,000.00 56.339 200.00 281,492.42 97,032.61
S T A T E O F N E W J E R S E Y 4300
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
DCP EQUITY (4300) -Cont. PAGE: 4
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/20/09 88579Y10 3M CO 1.32
22390 2/25/09 422331 SANFORD BERNSTEIN & CO. 5,000.00 46.830 200.00 233,949.18 49,489.37
SALE 2/20/09 89467510 TREE.COM INC. .01
42760 2/25/09 422331 INSTINET (PORTAL) 258.00 4.005 1.81 1,031.39 -628.46
SALE 2/20/09 89705120 TRONOX INC. CL B .01
33749 2/25/09 422331 INSTINET (PORTAL) 1,338.00 .040 6.69 46.82 -11,372.40
SALE 2/11/09 92343V10 VERIZON COMMUNICATIONS INC 3.35
17411 2/17/09 422304 LANGEN MCALENNEY 20,000.00 29.889 800.00 596,974.65 -61,843.90
SALE 1/29/09 98302410 WYETH 2.44
22175 2/03/09 422266 JP MORGAN 10,000.00 43.567 400.00 435,268.56 26,342.40
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 130,524.00 17.00 3,017,581.39 93,271.06
3,916.54
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 130,524.00 17.00 3,017,581.39 93,271.06
3,916.54
END OF REPORT FOR: DCP EQUITY
S T A T E O F N E W J E R S E Y 4302
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
DCP SMALL CAP. (EQUITY) (4302) PAGE: 5
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 2/18/09 00463110 ACME COMMUNICATIONS INC. .03
15716 2/23/09 422321 INSTINET (PORTAL) 15,000.00 .263 75.00 3,874.47 -168,102.28
SALE 2/19/09 00463110 ACME COMMUNICATIONS INC. .02
15716 2/24/09 422326 INSTINET (PORTAL) 15,000.00 .213 75.00 3,124.48 -168,852.27
SALE 2/18/09 09367910 BLOCKBUSTER INC. CL A .07
19580 2/23/09 422321 INSTINET (DOMESTIC) 10,000.00 1.185 70.00 11,783.93 -130,192.07
SALE 2/18/09 09970910 BORDERS GROUP, INC. .06
16590 2/23/09 422321 INSTINET (DOMESTIC) 20,000.00 .511 100.00 10,123.94 -300,001.06
SALE 2/18/09 11704310 BRUNSWICK CORP. .28
16273 2/23/09 422321 DEUTSCHE BANK AG (DOMESTIC) 15,000.00 3.221 600.00 47,720.72 -238,768.57
SALE 2/18/09 22410J10 CRACKER BARREL OLD COUNTRY .50
44245 2/23/09 422321 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 18.023 200.00 89,915.50 -60,464.50
SALE 2/18/09 33909910 FLEETWOOD ENTERPRISES INC. .03
23325 2/23/09 422321 INSTINET (PORTAL) 50,000.00 .094 250.00 4,449.97 -278,400.03
SALE 2/18/09 41805610 HASBRO, INC. .66
20454 2/23/09 422321 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 23.282 200.00 116,209.34 34,546.09
SALE 2/18/09 42345210 HELMERICH & PAYNE, INC. .62
19678 2/23/09 422321 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 22.005 200.00 109,826.38 41,231.84
SALE 2/18/09 44894710 IDT CORP. .02
08706 2/23/09 422321 INSTINET (DOMESTIC) 10,500.00 .336 52.50 3,476.53 -125,738.78
SALE 2/18/09 44894730 IDT CORP. CL B .03
20086 2/23/09 422321 INSTINET (DOMESTIC) 10,500.00 .342 52.50 3,538.47 -100,423.72
SALE 2/18/09 50533610 LA-Z-BOY INC. .04
16600 2/23/09 422321 INSTINET (DOMESTIC) 6,000.00 1.100 42.00 6,557.96 -87,492.04
S T A T E O F N E W J E R S E Y 4302
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
DCP SMALL CAP. (EQUITY) (4302) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/18/09 63727710 NATIONAL RV HOLDINGS, INC. .01
09688 2/23/09 422321 INSTINET (PORTAL) 24,000.00 .042 120.00 887.99 -410,250.01
SALE 2/18/09 64944510 NEW YORK COMMUNITY BANCORP, .61
18605 2/23/09 422321 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 10.784 400.00 107,439.39 -15,672.54
SALE 2/18/09 87227510 TCF FINANCIAL CORP. .69
16263 2/23/09 422321 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 12.213 400.00 121,725.31 -10,760.89
SALE 2/18/09 88162420 TEVA PHARMACEUTICAL INDS LT 3.26
33231 2/23/09 422321 DEUTSCHE BANK AG (DOMESTIC) 12,642.00 46.000 505.68 581,023.06 471,793.71
SALE 2/18/09 91131210 UNITED PARCEL SERVICE-CL B 1.14
20022 2/23/09 422321 DEUTSCHE BANK AG (DOMESTIC) 4,800.00 42.362 192.00 203,143.98 -63,446.02
SALE 2/18/09 91704710 URBAN OUTFITTERS INC .45
06651 2/23/09 422321 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 15.776 200.00 78,678.55 71,659.30
SALE 2/18/09 G9144P10 TYCO ELECTRONICS LTD. .17
37980 2/23/09 422321 DEUTSCHE BANK AG (DOMESTIC) 2,346.00 12.191 93.84 28,506.78 -50,911.70
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 235,788.00 8.69 1,532,006.75 -1,590,245.54
3,828.52
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 235,788.00 8.69 1,532,006.75 -1,590,245.54
3,828.52
END OF REPORT FOR: DCP SMALL CAP. (EQUITY)
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
N.J. BEST - POOLED EQUITY FD (4340) PAGE: 7
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 2/13/09 00206R10 AT&T INC.
40688 2/19/09 422311 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 24.295 60.00 48,649.00
PUR 2/13/09 02209S10 ALTRIA GROUP INC.
42872 2/19/09 422311 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 15.944 60.00 31,947.00
PUR 2/13/09 02991220 AMERICAN TOWER CORP. CL-A
43986 2/19/09 422311 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 28.902 90.00 86,794.80
PUR 2/24/09 02991220 AMERICAN TOWER CORP. CL-A
43986 2/27/09 422338 JP MORGAN 1,000.00 26.131 30.00 26,161.00
PUR 2/12/09 03783310 APPLE INC.
36208 2/18/09 422307 UBS WARBURG LLC 1,000.00 97.355 30.00 97,384.80
PUR 2/04/09 04033V20 ARIBA, INC.
44642 2/09/09 422283 CREDIT SUISSE SEC (USA) LLC 27,000.00 7.700 810.00 208,699.20
PUR 2/05/09 04033V20 ARIBA, INC.
44642 2/10/09 422288 UBS WARBURG LLC 9,000.00 7.545 270.00 68,175.90
PUR 2/06/09 04622410 ASTEC INDUSTRIES INC.
38630 2/11/09 422292 UBS WARBURG LLC 2,000.00 27.801 60.00 55,662.00
PUR 2/10/09 04622410 ASTEC INDUSTRIES INC.
38630 2/13/09 422298 UBS WARBURG LLC 1,000.00 25.781 30.00 25,810.70
PUR 2/10/09 04622410 ASTEC INDUSTRIES INC.
38630 2/13/09 422298 UBS WARBURG LLC 2,000.00 28.107 60.00 56,273.80
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 3,000.00 27.332 82,084.50
90.00
PUR 2/13/09 04622410 ASTEC INDUSTRIES INC.
38630 2/19/09 422311 CITIGROUP/CITIBANK DOMESTIC 2,000.00 24.735 60.00 49,530.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 2/17/09 04622410 ASTEC INDUSTRIES INC.
38630 2/20/09 422315 JEFFERIES & COMPANY 1,000.00 23.360 30.00 23,390.00
PUR 2/20/09 04951310 ATMEL CORP.
44327 2/25/09 422329 UBS WARBURG LLC 10,000.00 3.286 300.00 33,160.00
PUR 1/28/09 05276910 AUTODESK INC.
44525 2/02/09 422259 GOLDMAN SACHS & COMPANY 15,000.00 17.232 450.00 258,930.00
PUR 1/30/09 05276910 AUTODESK INC.
44525 2/04/09 422269 JANNEY MONTGOMERY SCOTT 3,000.00 16.970 90.00 51,000.00
PUR 2/10/09 05276910 AUTODESK INC.
44525 2/13/09 422298 UBS WARBURG LLC 2,000.00 17.932 60.00 35,923.00
PUR 2/11/09 05276910 AUTODESK INC.
44525 2/17/09 422302 UBS WARBURG LLC 1,000.00 17.340 30.00 17,370.00
PUR 2/03/09 05348W30 AVANEX CORP.
43168 2/06/09 422278 CREDIT SUISSE SEC (USA) LLC 10,000.00 1.821 300.00 18,511.00
PUR 2/03/09 05348W30 AVANEX CORP.
43168 2/06/09 422278 CREDIT SUISSE SEC (USA) LLC 14,000.00 1.854 420.00 26,371.80
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 24,000.00 1.840 44,882.80
720.00
PUR 2/04/09 05348W30 AVANEX CORP.
43168 2/09/09 422283 INSTINET (PORTAL) 10,000.00 1.817 70.00 18,243.00
PUR 2/05/09 05348W30 AVANEX CORP.
43168 2/10/09 422288 INSTINET (PORTAL) 6,519.00 1.761 45.63 11,525.59
PUR 2/06/09 05348W30 AVANEX CORP.
43168 2/11/09 422292 INSTINET (PORTAL) 3,481.00 1.672 24.37 5,845.99
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 2/10/09 05348W30 AVANEX CORP.
43168 2/13/09 422298 UBS WARBURG LLC 10,000.00 1.820 100.00 18,295.00
PUR 2/11/09 05348W30 AVANEX CORP.
43168 2/17/09 422302 UBS WARBURG LLC 10,000.00 1.731 100.00 17,406.00
PUR 2/13/09 05348W30 AVANEX CORP.
43168 2/19/09 422311 INSTINET (PORTAL) 5,502.00 1.683 38.51 9,296.18
PUR 2/17/09 05348W30 AVANEX CORP.
43168 2/20/09 422315 INSTINET (PORTAL) 4,498.00 1.694 31.49 7,651.10
PUR 2/19/09 05348W30 AVANEX CORP.
43168 2/24/09 422324 INSTINET (PORTAL) 10,000.00 1.694 70.00 17,005.00
PUR 2/02/09 05714910 BAKER (MICHAEL) CORP
37926 2/05/09 422273 OPPENHEIMER & CO., INC 2,000.00 35.733 60.00 71,525.00
PUR 2/06/09 05714910 BAKER (MICHAEL) CORP
37926 2/11/09 422292 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 39.073 60.00 78,206.00
PUR 2/10/09 05714910 BAKER (MICHAEL) CORP
37926 2/13/09 422298 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 40.033 60.00 80,125.20
PUR 1/30/09 06212810 BANK OF FLORIDA CORP.
40773 2/04/09 422269 JANNEY MONTGOMERY SCOTT 2,000.00 3.200 60.00 6,460.00
PUR 2/09/09 06212810 BANK OF FLORIDA CORP.
40773 2/12/09 422295 UBS WARBURG LLC 8,000.00 2.996 240.00 24,204.00
PUR 2/24/09 06405810 BANK OF NEW YORK MELLON COR
44006 2/27/09 422338 JP MORGAN 5,000.00 22.079 150.00 110,545.00
PUR 2/03/09 09702310 BOEING COMPANY (THE)
44626 2/06/09 422278 DEUTSCHE BANK AG (DOMESTIC) 9,000.00 41.328 360.00 372,315.60
PUR 2/10/09 09702310 BOEING COMPANY (THE)
44626 2/13/09 422298 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 40.157 30.00 40,187.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 2/24/09 09702310 BOEING COMPANY (THE)
44626 2/27/09 422338 JP MORGAN 1,000.00 34.421 30.00 34,451.00
PUR 2/20/09 09946950 BOOTS & COOTS INTERNATIONAL
42590 2/25/09 422329 JP MORGAN 10,000.00 1.154 100.00 11,635.00
PUR 1/30/09 12665010 CVS CORP
44177 2/04/09 422269 OPPENHEIMER & CO., INC 1,000.00 27.035 30.00 27,064.60
PUR 2/11/09 12665010 CVS CORP
44177 2/17/09 422302 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 27.780 30.00 27,810.00
PUR 2/17/09 12686C10 CABLEVISION SYSTEMS-NY GRP-
42966 2/20/09 422315 CITIGROUP/CITIBANK DOMESTIC 15,000.00 13.057 450.00 196,302.00
PUR 2/18/09 12686C10 CABLEVISION SYSTEMS-NY GRP-
42966 2/23/09 422319 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 13.230 150.00 66,300.00
PUR 2/23/09 12686C10 CABLEVISION SYSTEMS-NY GRP-
42966 2/26/09 422334 JP MORGAN 5,000.00 12.088 150.00 60,592.00
PUR 2/06/09 15678210 CERNER CORP.
43670 2/11/09 422292 UBS WARBURG LLC 1,000.00 34.771 30.00 34,801.00
PUR 2/10/09 15678210 CERNER CORP.
43670 2/13/09 422298 UBS WARBURG LLC 1,000.00 36.933 30.00 36,963.00
PUR 2/05/09 17275R10 CISCO SYSTEMS, INC.
23375 2/10/09 422288 UBS WARBURG LLC 12,000.00 15.930 360.00 191,518.80
PUR 1/30/09 18538Q10 CLEARWIRE CORP. CL A
43952 2/04/09 422269 JANNEY MONTGOMERY SCOTT 10,000.00 4.000 300.00 40,300.00
PUR 2/11/09 18538Q10 CLEARWIRE CORP. CL A
43952 2/17/09 422302 UBS WARBURG LLC 10,000.00 3.573 300.00 36,034.00
PUR 2/13/09 18538Q10 CLEARWIRE CORP. CL A
43952 2/19/09 422311 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 3.600 300.00 36,300.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 1/29/09 19210810 COEUR D'ALENE MINES CORP.
43007 2/03/09 422264 OPPENHEIMER & CO., INC 10,000.00 .700 100.00 7,100.00
PUR 1/30/09 19210810 COEUR D'ALENE MINES CORP.
43007 2/04/09 422269 OPPENHEIMER & CO., INC 10,000.00 .757 100.00 7,671.00
PUR 2/06/09 19210810 COEUR D'ALENE MINES CORP.
43007 2/11/09 422292 DEUTSCHE BANK AG (DOMESTIC) 30,000.00 .711 600.00 21,930.00
PUR 2/09/09 19210810 COEUR D'ALENE MINES CORP.
43007 2/12/09 422295 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 .709 200.00 14,380.00
PUR 2/10/09 19210810 COEUR D'ALENE MINES CORP.
43007 2/13/09 422298 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 .730 100.00 7,400.00
PUR 2/12/09 19210810 COEUR D'ALENE MINES CORP.
43007 2/18/09 422307 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 .748 100.00 7,578.00
PUR 2/13/09 19210810 COEUR D'ALENE MINES CORP.
43007 2/19/09 422311 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 .704 100.00 7,139.00
PUR 2/17/09 19210810 COEUR D'ALENE MINES CORP.
43007 2/20/09 422315 INSTINET (DOMESTIC) 10,000.00 .740 50.00 7,450.00
PUR 2/18/09 19210810 COEUR D'ALENE MINES CORP.
43007 2/23/09 422319 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 .710 100.00 7,200.00
PUR 2/20/09 19210810 COEUR D'ALENE MINES CORP.
43007 2/25/09 422329 JP MORGAN 10,000.00 .780 100.00 7,900.00
PUR 2/03/09 20337210 COMMSCOPE INC.
41914 2/06/09 422278 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 13.991 30.00 14,021.00
PUR 1/30/09 20825C10 CONOCOPHILLIPS
37805 2/04/09 422269 OPPENHEIMER & CO., INC 1,000.00 47.796 30.00 47,826.00
PUR 2/06/09 22405110 COX RADIO CL A
43974 2/11/09 422292 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 5.351 120.00 21,522.40
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 2/11/09 25179M10 DEVON ENERGY CORP.
35210 2/17/09 422302 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 52.101 30.00 52,131.00
PUR 2/11/09 25179M10 DEVON ENERGY CORP.
35210 2/17/09 422302 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 56.520 30.00 56,550.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000.00 54.311 108,681.00
60.00
PUR 2/05/09 25468710 WALT DISNEY CO
44674 2/10/09 422288 JP MORGAN 20,000.00 18.945 800.00 379,690.00
PUR 2/06/09 25468710 WALT DISNEY CO
44674 2/11/09 422292 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 19.084 60.00 38,228.00
PUR 2/06/09 25674610 DOLLAR TREE INC
42995 2/11/09 422292 UBS WARBURG LLC 2,000.00 35.880 60.00 71,820.00
PUR 2/09/09 25674610 DOLLAR TREE INC
42995 2/12/09 422295 UBS WARBURG LLC 2,000.00 35.499 60.00 71,057.20
PUR 2/10/09 25674610 DOLLAR TREE INC
42995 2/13/09 422298 UBS WARBURG LLC 1,000.00 35.398 30.00 35,428.00
PUR 2/12/09 25674610 DOLLAR TREE INC
42995 2/18/09 422307 UBS WARBURG LLC 1,000.00 33.562 30.00 33,591.90
PUR 2/10/09 26353410 DU PONT (E.I.) DE NEMOURS
44052 2/13/09 422298 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 23.670 30.00 23,700.00
PUR 2/10/09 26353410 DU PONT (E.I.) DE NEMOURS
44052 2/13/09 422298 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 24.593 30.00 24,623.20
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000.00 24.132 48,323.20
60.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 13
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/13/09 26353410 DU PONT (E.I.) DE NEMOURS
44052 2/19/09 422311 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 22.622 60.00 45,303.60
PUR 2/13/09 28238P10 EHEALTH INC
44779 2/19/09 422311 CITIGROUP/CITIBANK DOMESTIC 17,000.00 14.063 510.00 239,575.90
PUR 2/13/09 28238P10 EHEALTH INC
44779 2/19/09 422311 ITG (CHANNEL) 5,000.00 13.925 75.00 69,700.00
PUR 2/19/09 28238P10 EHEALTH INC
44779 2/24/09 422324 BARCLAYS CAPITAL (DOMESTIC) 2,000.00 12.913 60.00 25,885.80
PUR 2/20/09 29100P10 EMERGENCY MEDICAL SVCS CO
44853 2/25/09 422329 DEUTSCHE BANK AG (DOMESTIC) 3,400.00 34.997 102.00 119,090.10
PUR 2/23/09 29100P10 EMERGENCY MEDICAL SVCS CO
44853 2/26/09 422334 DEUTSCHE BANK AG (DOMESTIC) 6,600.00 34.828 198.00 230,064.78
PUR 2/06/09 29265910 ENERGY CONVERSION DEVICES
44684 2/11/09 422292 UBS WARBURG LLC 10,000.00 25.243 300.00 252,729.00
PUR 2/09/09 29265910 ENERGY CONVERSION DEVICES
44684 2/12/09 422295 UBS WARBURG LLC 5,000.00 25.887 150.00 129,587.00
PUR 2/11/09 29265910 ENERGY CONVERSION DEVICES
44684 2/17/09 422302 BARCLAYS CAPITAL (DOMESTIC) 461.00 27.129 13.83 12,520.11
PUR 2/11/09 29265910 ENERGY CONVERSION DEVICES
44684 2/17/09 422302 ITG (CHANNEL) 1,539.00 26.881 23.09 41,392.18
PUR 2/11/09 29265910 ENERGY CONVERSION DEVICES
44684 2/17/09 422302 UBS WARBURG LLC 1,000.00 28.300 30.00 28,330.00
PUR 2/02/09 29380T10 ENTERTAINMENT PROPERTIES TR
43302 2/05/09 422273 OPPENHEIMER & CO., INC 1,000.00 22.410 30.00 22,440.00
PUR 2/04/09 29380T10 ENTERTAINMENT PROPERTIES TR
43302 2/09/09 422283 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 22.880 60.00 45,820.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 14
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/06/09 29380T10 ENTERTAINMENT PROPERTIES TR
43302 2/11/09 422292 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 22.625 120.00 90,620.00
PUR 2/09/09 29380T10 ENTERTAINMENT PROPERTIES TR
43302 2/12/09 422295 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 23.244 30.00 23,274.00
PUR 2/10/09 29380T10 ENTERTAINMENT PROPERTIES TR
43302 2/13/09 422298 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 21.156 30.00 21,186.40
PUR 2/10/09 29380T10 ENTERTAINMENT PROPERTIES TR
43302 2/13/09 422298 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 23.255 30.00 23,285.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000.00 22.206 44,471.40
60.00
PUR 2/11/09 29380T10 ENTERTAINMENT PROPERTIES TR
43302 2/17/09 422302 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 21.235 90.00 63,794.10
PUR 2/13/09 29380T10 ENTERTAINMENT PROPERTIES TR
43302 2/19/09 422311 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 20.345 120.00 81,500.80
PUR 2/17/09 29380T10 ENTERTAINMENT PROPERTIES TR
43302 2/20/09 422315 CITIGROUP/CITIBANK DOMESTIC 2,000.00 18.684 60.00 37,428.00
PUR 2/17/09 29380T10 ENTERTAINMENT PROPERTIES TR
43302 2/20/09 422315 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 19.330 90.00 58,080.00
PUR 2/18/09 29380T10 ENTERTAINMENT PROPERTIES TR
43302 2/23/09 422319 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 18.600 30.00 18,630.00
PUR 2/18/09 29380T10 ENTERTAINMENT PROPERTIES TR
43302 2/23/09 422319 JP MORGAN 2,000.00 18.049 60.00 36,157.20
PUR 2/19/09 29380T10 ENTERTAINMENT PROPERTIES TR
43302 2/24/09 422324 JP MORGAN 2,000.00 18.600 60.00 37,260.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 15
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/20/09 29380T10 ENTERTAINMENT PROPERTIES TR
43302 2/25/09 422329 JP MORGAN 2,000.00 17.820 80.00 35,720.00
PUR 2/23/09 29380T10 ENTERTAINMENT PROPERTIES TR
43302 2/26/09 422334 JP MORGAN 2,000.00 18.982 80.00 38,044.40
PUR 2/24/09 29380T10 ENTERTAINMENT PROPERTIES TR
43302 2/27/09 422338 JP MORGAN 4,000.00 16.263 120.00 65,171.20
PUR 2/24/09 29380T10 ENTERTAINMENT PROPERTIES TR
43302 2/27/09 422338 JP MORGAN 4,000.00 15.596 160.00 62,542.40
PUR 2/24/09 29380T10 ENTERTAINMENT PROPERTIES TR
43302 2/27/09 422338 JP MORGAN 2,000.00 16.946 60.00 33,951.00
-------------- ====== ---------- -------------- --------------
3 INTRA-DAY TRANSACTIONS SUBTOTAL: 10,000.00 16.132 161,664.60
340.00
PUR 1/29/09 30205120 EXIDE TECHNOLOGIES
43708 2/03/09 422264 GOLDMAN SACHS & COMPANY 1,550.00 3.843 46.50 6,002.69
PUR 1/29/09 30205120 EXIDE TECHNOLOGIES
43708 2/03/09 422264 ITG (CHANNEL) 450.00 3.763 4.50 1,697.99
PUR 2/02/09 30205120 EXIDE TECHNOLOGIES
43708 2/05/09 422273 ITG (CHANNEL) 2,000.00 3.567 20.00 7,154.00
PUR 2/03/09 30205120 EXIDE TECHNOLOGIES
43708 2/06/09 422278 CREDIT SUISSE SEC (USA) LLC 2,000.00 3.597 60.00 7,253.60
PUR 2/04/09 30205120 EXIDE TECHNOLOGIES
43708 2/09/09 422283 CREDIT SUISSE SEC (USA) LLC 2,000.00 3.593 60.00 7,245.40
PUR 2/06/09 30205120 EXIDE TECHNOLOGIES
43708 2/11/09 422292 UBS WARBURG LLC 2,000.00 3.533 60.00 7,125.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 16
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/10/09 30205120 EXIDE TECHNOLOGIES
43708 2/13/09 422298 UBS WARBURG LLC 2,000.00 3.815 60.00 7,689.00
PUR 2/11/09 30205120 EXIDE TECHNOLOGIES
43708 2/17/09 422302 UBS WARBURG LLC 2,000.00 3.612 60.00 7,284.00
PUR 2/13/09 30205120 EXIDE TECHNOLOGIES
43708 2/19/09 422311 CITIGROUP/CITIBANK DOMESTIC 2,000.00 3.490 60.00 7,040.00
PUR 2/10/09 31677310 FIFTH THIRD BAN
44724 2/13/09 422298 UBS WARBURG LLC 10,000.00 2.209 300.00 22,390.00
PUR 2/10/09 31677310 FIFTH THIRD BAN
44724 2/13/09 422298 UBS WARBURG LLC 50,000.00 2.659 1,500.00 134,465.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 60,000.00 2.584 156,855.00
1,800.00
PUR 2/11/09 31677310 FIFTH THIRD BAN
44724 2/17/09 422302 UBS WARBURG LLC 10,000.00 2.370 300.00 24,000.00
PUR 1/28/09 33643310 FIRST SOLAR INC.
39085 2/02/09 422259 JANNEY MONTGOMERY SCOTT 300.00 145.20 9.00 43,569.00
PUR 1/30/09 33643310 FIRST SOLAR INC.
39085 2/04/09 422269 JANNEY MONTGOMERY SCOTT 200.00 141.55 6.00 28,315.98
PUR 2/03/09 33643310 FIRST SOLAR INC.
39085 2/06/09 422278 CREDIT SUISSE SEC (USA) LLC 200.00 140.99 6.00 28,204.00
PUR 2/04/09 33643310 FIRST SOLAR INC.
39085 2/09/09 422283 CREDIT SUISSE SEC (USA) LLC 200.00 144.94 6.00 28,994.00
PUR 2/11/09 33643310 FIRST SOLAR INC.
39085 2/17/09 422302 UBS WARBURG LLC 2,000.00 147.64 60.00 295,340.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 17
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/11/09 36938510 GENERAL COMMUNICATION INC-A
43534 2/17/09 422302 UBS WARBURG LLC 4,000.00 6.472 120.00 26,006.40
PUR 2/13/09 36938510 GENERAL COMMUNICATION INC-A
43534 2/19/09 422311 CITIGROUP/CITIBANK DOMESTIC 4,000.00 6.491 120.00 26,082.00
PUR 2/18/09 36938510 GENERAL COMMUNICATION INC-A
43534 2/23/09 422319 JEFFERIES & COMPANY 6,000.00 6.082 180.00 36,673.20
PUR 2/10/09 36960410 GENERAL ELECTRIC CO.
12731 2/13/09 422298 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 11.551 300.00 115,813.00
PUR 2/13/09 39116410 GREAT PLAINS ENERGY INC
44780 2/19/09 422311 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 15.526 600.00 311,126.00
PUR 1/30/09 41987910 HAWAIIAN HOLDINGS INC
43756 2/04/09 422269 OPPENHEIMER & CO., INC 2,000.00 4.500 40.00 9,040.00
PUR 2/11/09 41987910 HAWAIIAN HOLDINGS INC
43756 2/17/09 422302 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 4.361 60.00 8,782.00
PUR 2/02/09 43146610 HILL INTERNATIONAL INC
44598 2/05/09 422273 OPPENHEIMER & CO., INC 30,000.00 5.656 900.00 170,577.00
PUR 2/03/09 43146610 HILL INTERNATIONAL INC
44598 2/06/09 422278 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 5.537 300.00 55,672.00
PUR 2/03/09 43146610 HILL INTERNATIONAL INC
44598 2/06/09 422278 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 5.689 300.00 57,194.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 5.613 112,866.00
600.00
PUR 2/04/09 43146610 HILL INTERNATIONAL INC
44598 2/09/09 422283 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 5.659 300.00 56,893.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 18
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/06/09 43146610 HILL INTERNATIONAL INC
44598 2/11/09 422292 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 5.401 300.00 54,305.00
PUR 2/09/09 43146610 HILL INTERNATIONAL INC
44598 2/12/09 422295 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 5.960 300.00 59,897.00
PUR 2/13/09 43146610 HILL INTERNATIONAL INC
44598 2/19/09 422311 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 4.920 120.00 19,799.60
PUR 2/13/09 43146610 HILL INTERNATIONAL INC
44598 2/19/09 422311 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 5.063 60.00 10,186.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 6,000.00 4.968 29,985.60
180.00
PUR 2/17/09 43146610 HILL INTERNATIONAL INC
44598 2/20/09 422315 CITIGROUP/CITIBANK DOMESTIC 4,000.00 4.116 120.00 16,585.20
PUR 2/17/09 43146610 HILL INTERNATIONAL INC
44598 2/20/09 422315 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 4.900 60.00 9,860.00
PUR 2/18/09 43146610 HILL INTERNATIONAL INC
44598 2/23/09 422319 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 4.539 120.00 18,274.00
PUR 2/18/09 43146610 HILL INTERNATIONAL INC
44598 2/23/09 422319 JP MORGAN 4,000.00 3.752 120.00 15,126.00
PUR 2/24/09 43146610 HILL INTERNATIONAL INC
44598 2/27/09 422338 JP MORGAN 20,000.00 3.253 600.00 65,660.00
PUR 2/10/09 46625H10 J.P. MORGAN CHASE & CO.
28084 2/13/09 422298 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 24.752 120.00 99,128.00
PUR 2/17/09 47816010 JOHNSON & JOHNSON
18884 2/20/09 422315 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 56.690 90.00 170,160.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 19
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/18/09 47816010 JOHNSON & JOHNSON
18884 2/23/09 422319 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 55.510 60.00 111,080.00
PUR 2/05/09 52605730 LENNAR CORP CL-B
44247 2/10/09 422288 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 6.286 60.00 12,631.00
PUR 2/11/09 52605730 LENNAR CORP CL-B
44247 2/17/09 422302 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 5.640 120.00 22,680.00
PUR 2/13/09 52605730 LENNAR CORP CL-B
44247 2/19/09 422311 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 5.448 60.00 10,956.00
PUR 2/04/09 53245710 LILLY ELI
44053 2/09/09 422283 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 39.040 30.00 39,070.00
PUR 2/17/09 53245710 LILLY ELI
44053 2/20/09 422315 DEUTSCHE BANK AG (DOMESTIC) 6,000.00 34.500 180.00 207,180.00
PUR 1/30/09 53555510 LINDSAY CORP.
41562 2/04/09 422269 OPPENHEIMER & CO., INC 2,000.00 26.028 60.00 52,115.00
PUR 2/10/09 53591920 LIONS GATE ENTERTAINMENT CO
43432 2/13/09 422298 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 4.091 300.00 41,207.00
PUR 2/11/09 53591920 LIONS GATE ENTERTAINMENT CO
43432 2/17/09 422302 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 4.248 300.00 42,775.00
PUR 2/20/09 55402X10 MWI VETERINARY SUPPLY INC
44854 2/25/09 422329 UBS WARBURG LLC 6,102.00 26.482 183.06 161,776.22
PUR 2/23/09 55402X10 MWI VETERINARY SUPPLY INC
44854 2/26/09 422334 UBS WARBURG LLC 400.00 26.403 12.00 10,573.00
PUR 2/24/09 55402X10 MWI VETERINARY SUPPLY INC
44854 2/27/09 422338 UBS WARBURG LLC 1,498.00 26.497 44.94 39,736.70
PUR 2/06/09 55608B10 MACQUARIE INFRASTRUCTURE CO
41251 2/11/09 422292 DEUTSCHE BANK AG (DOMESTIC) 6,000.00 4.042 180.00 24,433.80
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 2/01/09 THROUGH 2/28/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/10/09 55608B10 MACQUARIE INFRASTRUCTURE CO
41251 2/13/09 422298 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 4.154 60.00 8,367.00
PUR 2/13/09 55608B10 MACQUARIE INFRASTRUCTURE CO
41251 2/19/09 422311 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 3.937 90.00 11,901.00
PUR 2/18/09 55608B10 MACQUARIE INFRASTRUCTURE CO
41251 2/23/09 422319 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 3.669 90.00 11,096.10
PUR 2/02/09 57708110 MATTEL INC
44599 2/05/09 422273 JP MORGAN 18,000.00 11.929 720.00 215,449.20
PUR 2/03/09 57708110 MATTEL INC
44599 2/06/09 422278 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 11.920 300.00 119,503.00
PUR 1/30/09 58013510 MCDONALD'S CORP.
42586 2/04/09 422269 OPPENHEIMER & CO., INC 1,000.00 58.570 30.00 58,600.00
PUR 2/13/09 58013510 MCDONALD'S CORP.
42586 2/19/09 422311 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 56.780 30.00 56,810.00
PUR 2/20/09 58013510 MCDONALD'S CORP.
42586 2/25/09 422329 JP MORGAN 1,000.00 54.760 30.00 54,790.00
PUR 2/11/09 58155Q10 MCKESSON CORP
44745 2/17/09 422302 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 45.204 400.00 452,440.00
PUR 2/12/09 58155Q10 MCKESSON CORP
44745 2/18/09 422307 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 44.618 30.00 44,648.40
PUR 2/13/09 58155Q10 MCKESSON CORP
44745 2/19/09 422311 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 45.720 30.00 45,750.00
PUR 2/11/09 58497720 MEDTOX SCIENTIFIC INC.
38052 2/17/09 422302 UBS WARBURG LLC 2,000.00 6.315 60.00 12,690.40
PUR 2/13/09 58933110 MERCK & CO., INC.
41790 2/19/09 422311 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 29.027 90.00 87,170.10
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/10/09 59491810 MICROSOFT CORP.
12799 2/13/09 422298 UBS WARBURG LLC 4,000.00 19.418 120.00 77,793.60
PUR 2/24/09 59491810 MICROSOFT CORP.
12799 2/27/09 422338 CREDIT SUISSE SEC (USA) LLC 10,000.00 17.007 300.00 170,367.00
PUR 1/30/09 60786L10 MODUSLINK GLOBAL SOLUTIONS
43940 2/04/09 422269 JANNEY MONTGOMERY SCOTT 10,000.00 2.511 300.00 25,406.00
PUR 1/28/09 60871R20 MOLSON COORS BREWING CO.
41264 2/02/09 422259 OPPENHEIMER & CO., INC 1,000.00 41.707 30.00 41,737.00
PUR 1/30/09 60871R20 MOLSON COORS BREWING CO.
41264 2/04/09 422269 OPPENHEIMER & CO., INC 1,000.00 40.700 30.00 40,730.00
PUR 2/03/09 60871R20 MOLSON COORS BREWING CO.
41264 2/06/09 422278 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 40.035 30.00 40,065.00
PUR 2/06/09 61166W10 MONSANTO CO
43453 2/11/09 422292 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 84.373 30.00 84,403.00
PUR 1/30/09 62458M10 MOVE INC
44439 2/04/09 422269 JANNEY MONTGOMERY SCOTT 10,000.00 1.675 100.00 16,852.00
PUR 2/06/09 62458M10 MOVE INC
44439 2/11/09 422292 UBS WARBURG LLC 10,000.00 1.720 100.00 17,300.00
PUR 2/12/09 62458M10 MOVE INC
44439 2/18/09 422307 UBS WARBURG LLC 10,000.00 1.608 100.00 16,182.00
PUR 2/13/09 62937750 NRG ENERGY INC
43555 2/19/09 422311 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 22.170 30.00 22,200.00
PUR 2/18/09 62937750 NRG ENERGY INC
43555 2/23/09 422319 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 19.838 80.00 39,755.40
PUR 2/23/09 62937750 NRG ENERGY INC
43555 2/26/09 422334 JP MORGAN 1,000.00 19.623 30.00 19,653.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/24/09 62937750 NRG ENERGY INC
43555 2/27/09 422338 JP MORGAN 1,000.00 19.498 30.00 19,528.00
PUR 2/13/09 62949110 NYSE EURONEXT
43579 2/19/09 422311 DEUTSCHE BANK AG (DOMESTIC) 9,000.00 19.419 270.00 175,037.40
PUR 1/30/09 65122910 NEWELL RUBBERMAID INC
44091 2/04/09 422269 OPPENHEIMER & CO., INC 4,000.00 8.180 120.00 32,840.00
PUR 2/02/09 65122910 NEWELL RUBBERMAID INC
44091 2/05/09 422273 OPPENHEIMER & CO., INC 2,000.00 7.870 60.00 15,800.00
PUR 2/11/09 65122910 NEWELL RUBBERMAID INC
44091 2/17/09 422302 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 7.820 120.00 31,400.00
PUR 1/29/09 65163910 NEWMONT MINING CORP.
42992 2/03/09 422264 OPPENHEIMER & CO., INC 1,000.00 37.300 30.00 37,330.00
PUR 2/06/09 65163910 NEWMONT MINING CORP.
42992 2/11/09 422292 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 40.972 150.00 205,007.50
PUR 2/20/09 65163910 NEWMONT MINING CORP.
42992 2/25/09 422329 JP MORGAN 2,000.00 42.520 60.00 85,100.00
PUR 2/24/09 65163910 NEWMONT MINING CORP.
42992 2/27/09 422338 JP MORGAN 1,000.00 40.431 30.00 40,460.50
PUR 2/17/09 65440K10 99 CENTS ONLY STORES
44790 2/20/09 422315 CITIGROUP/CITIBANK DOMESTIC 25,500.00 7.776 765.00 199,060.65
PUR 2/18/09 65440K10 99 CENTS ONLY STORES
44790 2/23/09 422319 CITIGROUP/CITIBANK DOMESTIC 4,500.00 7.800 135.00 35,235.00
PUR 2/18/09 65440K10 99 CENTS ONLY STORES
44790 2/23/09 422319 JP MORGAN 10,000.00 7.570 300.00 76,004.00
PUR 2/20/09 65440K10 99 CENTS ONLY STORES
44790 2/25/09 422329 JP MORGAN 8,000.00 7.651 240.00 61,448.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/12/09 65584410 NORFOLK SOUTHERN CORP
44749 2/18/09 422307 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 37.129 300.00 371,585.00
PUR 2/13/09 65584410 NORFOLK SOUTHERN CORP
44749 2/19/09 422311 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 37.117 30.00 37,146.50
PUR 2/13/09 69002720 OUTDOOR CHANNEL HOLDINGS, I
29494 2/19/09 422311 BARCLAYS CAPITAL (DOMESTIC) 2,000.00 5.300 60.00 10,660.00
PUR 2/13/09 69002720 OUTDOOR CHANNEL HOLDINGS, I
29494 2/19/09 422311 CITIGROUP/CITIBANK DOMESTIC 2,000.00 5.869 60.00 11,798.00
PUR 2/17/09 69002720 OUTDOOR CHANNEL HOLDINGS, I
29494 2/20/09 422315 ITG (CHANNEL) 2,000.00 4.520 20.00 9,060.00
PUR 2/18/09 69002720 OUTDOOR CHANNEL HOLDINGS, I
29494 2/23/09 422319 ITG (CHANNEL) 2,000.00 3.970 20.00 7,960.40
PUR 2/18/09 69002720 OUTDOOR CHANNEL HOLDINGS, I
29494 2/23/09 422319 ITG (CHANNEL) 2,000.00 4.245 20.00 8,509.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 4.107 16,469.40
40.00
PUR 2/23/09 69002720 OUTDOOR CHANNEL HOLDINGS, I
29494 2/26/09 422334 ITG (CHANNEL) 3,000.00 3.916 30.00 11,776.80
PUR 2/24/09 69002720 OUTDOOR CHANNEL HOLDINGS, I
29494 2/27/09 422338 ITG (CHANNEL) 2,000.00 3.984 20.00 7,988.40
PUR 2/18/09 70454910 PEABODY ENERGY CORP.
40443 2/23/09 422319 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 25.630 30.00 25,660.00
PUR 2/24/09 70454910 PEABODY ENERGY CORP.
40443 2/27/09 422338 JP MORGAN 2,000.00 22.532 60.00 45,124.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/30/09 71344810 PEPSICO INC
43554 2/04/09 422269 OPPENHEIMER & CO., INC 1,000.00 51.006 30.00 51,036.00
PUR 2/10/09 71344810 PEPSICO INC
43554 2/13/09 422298 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 49.532 60.00 99,123.00
PUR 2/10/09 71344810 PEPSICO INC
43554 2/13/09 422298 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 50.940 30.00 50,970.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 3,000.00 50.001 150,093.00
90.00
PUR 2/11/09 71344810 PEPSICO INC
43554 2/17/09 422302 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 49.900 30.00 49,930.00
PUR 1/30/09 71817210 PHILIP MORRIS INTERNATIONAL
40646 2/04/09 422269 OPPENHEIMER & CO., INC 1,000.00 38.299 30.00 38,329.00
PUR 2/04/09 71817210 PHILIP MORRIS INTERNATIONAL
40646 2/09/09 422283 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 36.703 120.00 146,930.00
PUR 2/06/09 71817210 PHILIP MORRIS INTERNATIONAL
40646 2/11/09 422292 SANFORD BERNSTEIN & CO. 4,000.00 37.204 160.00 148,976.00
PUR 2/11/09 71817210 PHILIP MORRIS INTERNATIONAL
40646 2/17/09 422302 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 36.040 30.00 36,070.00
PUR 2/13/09 71817210 PHILIP MORRIS INTERNATIONAL
40646 2/19/09 422311 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 36.011 90.00 108,122.10
PUR 1/30/09 74271810 PROCTER & GAMBLE CO.
33680 2/04/09 422269 OPPENHEIMER & CO., INC 367.00 55.130 11.01 20,243.72
PUR 2/13/09 74346Y10 PROS HOLDINGS INC.
38456 2/19/09 422311 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 5.308 60.00 10,676.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 25
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/13/09 74346Y10 PROS HOLDINGS INC.
38456 2/19/09 422311 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 5.593 60.00 11,246.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 5.451 21,922.00
120.00
PUR 2/24/09 74973W10 RTI INTERNATIONAL METALS IN
38440 2/27/09 422338 JP MORGAN 6,000.00 11.420 180.00 68,701.20
PUR 2/23/09 75190730 RAMTRON INTERNATIONAL CORP.
42765 2/26/09 422334 INSTINET (PORTAL) 2,000.00 1.160 14.00 2,334.00
PUR 2/06/09 76011210 RENTECH INC.
39062 2/11/09 422292 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 .873 200.00 8,928.00
PUR 2/23/09 76011210 RENTECH INC.
39062 2/26/09 422334 INSTINET (PORTAL) 10,000.00 .612 50.00 6,174.00
PUR 1/28/09 76041610 REPUBLIC FIRST BANCORP IN
43802 2/02/09 422259 JANNEY MONTGOMERY SCOTT 2,000.00 7.719 60.00 15,498.00
PUR 1/30/09 76041610 REPUBLIC FIRST BANCORP IN
43802 2/04/09 422269 JANNEY MONTGOMERY SCOTT 2,000.00 7.872 60.00 15,804.00
PUR 2/05/09 76041610 REPUBLIC FIRST BANCORP IN
43802 2/10/09 422288 UBS WARBURG LLC 2,000.00 7.689 60.00 15,437.00
PUR 2/09/09 76041610 REPUBLIC FIRST BANCORP IN
43802 2/12/09 422295 UBS WARBURG LLC 2,000.00 7.687 60.00 15,434.40
PUR 2/10/09 76041610 REPUBLIC FIRST BANCORP IN
43802 2/13/09 422298 UBS WARBURG LLC 2,000.00 7.659 60.00 15,378.60
PUR 2/11/09 76041610 REPUBLIC FIRST BANCORP IN
43802 2/17/09 422302 BARCLAYS CAPITAL (DOMESTIC) 4,000.00 6.816 120.00 27,385.60
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 26
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/12/09 76041610 REPUBLIC FIRST BANCORP IN
43802 2/18/09 422307 UBS WARBURG LLC 2,000.00 7.271 60.00 14,602.40
PUR 2/18/09 76041610 REPUBLIC FIRST BANCORP IN
43802 2/23/09 422319 JEFFERIES & COMPANY 2,000.00 6.875 60.00 13,810.00
PUR 2/19/09 76041610 REPUBLIC FIRST BANCORP IN
43802 2/24/09 422324 BARCLAYS CAPITAL (DOMESTIC) 2,000.00 7.103 60.00 14,266.00
PUR 2/20/09 76041610 REPUBLIC FIRST BANCORP IN
43802 2/25/09 422329 ITG (CHANNEL) 4,000.00 6.045 60.00 24,238.00
PUR 2/23/09 76041610 REPUBLIC FIRST BANCORP IN
43802 2/26/09 422334 ITG (CHANNEL) 2,000.00 6.274 30.00 12,577.20
PUR 2/06/09 76171310 REYNOLDS AMERICAN INC.
36871 2/11/09 422292 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 38.772 60.00 77,604.00
PUR 2/11/09 76171310 REYNOLDS AMERICAN INC.
36871 2/17/09 422302 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 39.550 30.00 39,580.00
PUR 2/10/09 78462F10 SPDR TRUST SERIES 1
44725 2/13/09 422298 LANGEN MCALENNEY 90,000.00 83.131 2,700.00 7,484,526.00
PUR 1/30/09 81725T10 SENSIENT TECHNOLOGIES
43474 2/04/09 422269 OPPENHEIMER & CO., INC 1,000.00 22.250 30.00 22,279.90
PUR 1/29/09 82922610 SINCLAIR BROADCAST GROUP-A
44468 2/03/09 422264 ITG (CHANNEL) 4,407.00 2.100 44.07 9,298.77
PUR 1/29/09 82922610 SINCLAIR BROADCAST GROUP-A
44468 2/03/09 422264 JANNEY MONTGOMERY SCOTT 25,000.00 2.097 750.00 53,185.00
PUR 1/30/09 82922610 SINCLAIR BROADCAST GROUP-A
44468 2/04/09 422269 ITG (CHANNEL) 44,593.00 2.074 445.93 92,922.89
PUR 1/30/09 82922610 SINCLAIR BROADCAST GROUP-A
44468 2/04/09 422269 JANNEY MONTGOMERY SCOTT 25,000.00 2.100 750.00 53,250.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/02/09 82922610 SINCLAIR BROADCAST GROUP-A
44468 2/05/09 422273 JANNEY MONTGOMERY SCOTT 10,000.00 1.850 100.00 18,596.00
PUR 2/03/09 82922610 SINCLAIR BROADCAST GROUP-A
44468 2/06/09 422278 CREDIT SUISSE SEC (USA) LLC 10,000.00 1.830 300.00 18,596.00
PUR 2/06/09 82922610 SINCLAIR BROADCAST GROUP-A
44468 2/11/09 422292 UBS WARBURG LLC 20,000.00 1.497 200.00 30,146.00
PUR 2/11/09 84756010 SPECTRA ENERGY CORP
44743 2/17/09 422302 CITIGROUP/CITIBANK DOMESTIC 15,160.00 14.326 454.80 217,636.96
PUR 2/12/09 84756010 SPECTRA ENERGY CORP
44743 2/18/09 422307 CITIGROUP/CITIBANK DOMESTIC 4,840.00 14.220 145.20 68,967.58
PUR 2/13/09 84756010 SPECTRA ENERGY CORP
44743 2/19/09 422311 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 14.186 300.00 142,160.00
PUR 1/28/09 85747710 STATE STREET CORP.
44438 2/02/09 422259 OPPENHEIMER & CO., INC 1,000.00 22.790 30.00 22,820.00
PUR 2/19/09 86837X10 SUPERIOR WELL SERVICES INC
44831 2/24/09 422324 JEFFERIES & COMPANY 20,000.00 7.430 600.00 149,204.00
PUR 2/20/09 86837X10 SUPERIOR WELL SERVICES INC
44831 2/25/09 422329 ITG (CHANNEL) 8,989.00 7.242 134.84 65,233.18
PUR 2/20/09 86837X10 SUPERIOR WELL SERVICES INC
44831 2/25/09 422329 UBS WARBURG LLC 10,000.00 7.308 300.00 73,377.00
PUR 2/23/09 86837X10 SUPERIOR WELL SERVICES INC
44831 2/26/09 422334 CREDIT SUISSE SEC (USA) LLC 15,000.00 5.979 450.00 90,135.00
PUR 2/23/09 86837X10 SUPERIOR WELL SERVICES INC
44831 2/26/09 422334 INSTINET (PORTAL) 5,000.00 5.920 35.00 29,636.00
PUR 2/23/09 86837X10 SUPERIOR WELL SERVICES INC
44831 2/26/09 422334 ITG (CHANNEL) 1,011.00 7.207 15.17 7,301.35
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/30/09 88320310 TEXTRON INC.
42545 2/04/09 422269 OPPENHEIMER & CO., INC 10,000.00 8.994 300.00 90,243.00
PUR 2/03/09 88320310 TEXTRON INC.
42545 2/06/09 422278 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 8.481 300.00 85,107.00
PUR 2/10/09 88320310 TEXTRON INC.
42545 2/13/09 422298 DEUTSCHE BANK AG (DOMESTIC) 6,000.00 6.241 180.00 37,627.80
PUR 2/10/09 88320310 TEXTRON INC.
42545 2/13/09 422298 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 7.685 120.00 30,859.20
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 10,000.00 6.819 68,487.00
300.00
PUR 2/13/09 88320310 TEXTRON INC.
42545 2/19/09 422311 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 6.886 150.00 34,581.00
PUR 2/11/09 88633P30 TICKETMASTER
44747 2/17/09 422302 BARCLAYS CAPITAL (DOMESTIC) 40,000.00 5.103 1,200.00 205,300.00
PUR 2/12/09 88633P30 TICKETMASTER
44747 2/18/09 422307 UBS WARBURG LLC 10,000.00 5.121 300.00 51,506.00
PUR 2/13/09 88633P30 TICKETMASTER
44747 2/19/09 422311 CITIGROUP/CITIBANK DOMESTIC 10,000.00 5.335 300.00 53,650.00
PUR 2/12/09 88731710 TIME WARNER INC.
41243 2/18/09 422307 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 8.460 60.00 16,980.00
PUR 2/13/09 88731710 TIME WARNER INC.
41243 2/19/09 422311 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 8.760 120.00 35,159.20
PUR 2/10/09 90323610 URS CORP
42955 2/13/09 422298 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 37.031 90.00 111,183.90
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 29
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/11/09 90323610 URS CORP
42955 2/17/09 422302 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 35.500 30.00 35,530.00
PUR 1/28/09 90341W10 US AIRWAYS GROUP INC
43732 2/02/09 422259 OPPENHEIMER & CO., INC 40,000.00 7.136 1,200.00 286,632.00
PUR 1/30/09 90341W10 US AIRWAYS GROUP INC
43732 2/04/09 422269 OPPENHEIMER & CO., INC 10,000.00 5.492 300.00 55,216.00
PUR 2/03/09 90341W10 US AIRWAYS GROUP INC
43732 2/06/09 422278 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 5.829 120.00 23,436.00
PUR 2/06/09 90341W10 US AIRWAYS GROUP INC
43732 2/11/09 422292 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 5.313 400.00 53,532.00
PUR 2/13/09 91126810 UNITED ONLINE INC
44273 2/19/09 422311 CITIGROUP/CITIBANK DOMESTIC 10,000.00 5.271 300.00 53,005.00
PUR 2/18/09 91126810 UNITED ONLINE INC
44273 2/23/09 422319 JEFFERIES & COMPANY 30,000.00 4.996 900.00 150,774.00
PUR 2/20/09 91126810 UNITED ONLINE INC
44273 2/25/09 422329 UBS WARBURG LLC 20,000.00 4.346 600.00 87,512.00
PUR 1/30/09 92046N10 VALUECLICK INC
43990 2/04/09 422269 JANNEY MONTGOMERY SCOTT 4,000.00 6.340 120.00 25,478.00
PUR 2/06/09 92046N10 VALUECLICK INC
43990 2/11/09 422292 UBS WARBURG LLC 20,000.00 7.231 600.00 145,218.00
PUR 2/09/09 92046N10 VALUECLICK INC
43990 2/12/09 422295 UBS WARBURG LLC 4,000.00 6.896 120.00 27,702.40
PUR 2/10/09 92046N10 VALUECLICK INC
43990 2/13/09 422298 UBS WARBURG LLC 2,000.00 6.822 60.00 13,703.40
PUR 2/12/09 92046N10 VALUECLICK INC
43990 2/18/09 422307 UBS WARBURG LLC 2,000.00 6.568 60.00 13,196.60
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 30
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/02/09 92343V10 VERIZON COMMUNICATIONS INC
43853 2/05/09 422273 OPPENHEIMER & CO., INC 3,000.00 30.290 90.00 90,960.00
PUR 2/04/09 92343V10 VERIZON COMMUNICATIONS INC
43853 2/09/09 422283 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 31.662 60.00 63,384.60
PUR 1/30/09 92824110 VIROPHARMA INC
44220 2/04/09 422269 JANNEY MONTGOMERY SCOTT 2,000.00 12.170 60.00 24,400.00
PUR 2/04/09 92824110 VIROPHARMA INC
44220 2/09/09 422283 CREDIT SUISSE SEC (USA) LLC 1,000.00 12.410 30.00 12,440.00
PUR 2/05/09 92824110 VIROPHARMA INC
44220 2/10/09 422288 UBS WARBURG LLC 2,000.00 12.034 60.00 24,128.60
PUR 2/06/09 92824110 VIROPHARMA INC
44220 2/11/09 422292 UBS WARBURG LLC 4,000.00 12.160 120.00 48,761.20
PUR 2/09/09 92824110 VIROPHARMA INC
44220 2/12/09 422295 UBS WARBURG LLC 21,000.00 6.353 630.00 134,049.30
PUR 2/10/09 92824110 VIROPHARMA INC
44220 2/13/09 422298 UBS WARBURG LLC 10,000.00 6.014 300.00 60,435.00
PUR 1/30/09 93114210 WAL-MART STORES, INC.
40141 2/04/09 422269 OPPENHEIMER & CO., INC 1,000.00 48.040 30.00 48,070.00
PUR 2/04/09 93114210 WAL-MART STORES, INC.
40141 2/09/09 422283 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 47.250 60.00 94,560.00
PUR 2/10/09 93114210 WAL-MART STORES, INC.
40141 2/13/09 422298 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 47.537 60.00 95,134.00
PUR 2/13/09 93114210 WAL-MART STORES, INC.
40141 2/19/09 422311 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 46.738 60.00 93,535.00
PUR 1/30/09 93142210 WALGREEN CO.
44214 2/04/09 422269 OPPENHEIMER & CO., INC 1,000.00 28.020 30.00 28,050.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 31
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/09/09 93142210 WALGREEN CO.
44214 2/12/09 422295 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 27.736 60.00 55,531.60
PUR 2/11/09 93142210 WALGREEN CO.
44214 2/17/09 422302 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 26.738 60.00 53,535.00
PUR 2/11/09 93142210 WALGREEN CO.
44214 2/17/09 422302 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 27.000 30.00 27,030.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 3,000.00 26.825 80,565.00
90.00
PUR 2/12/09 93142210 WALGREEN CO.
44214 2/18/09 422307 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 26.318 30.00 26,348.00
PUR 2/13/09 93142210 WALGREEN CO.
44214 2/19/09 422311 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 26.803 60.00 53,665.00
PUR 2/17/09 93142210 WALGREEN CO.
44214 2/20/09 422315 CITIGROUP/CITIBANK DOMESTIC 1,000.00 25.590 30.00 25,620.00
PUR 1/28/09 94974610 WELLS FARGO & COMPANY
44522 2/02/09 422259 OPPENHEIMER & CO., INC 30,000.00 19.250 900.00 578,400.00
PUR 2/10/09 94974610 WELLS FARGO & COMPANY
44522 2/13/09 422298 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 16.469 120.00 65,994.00
PUR 2/03/09 97314910 WIND RIVER SYSTEMS, INC.
42697 2/06/09 422278 CREDIT SUISSE SEC (USA) LLC 4,000.00 8.042 120.00 32,288.40
PUR 2/04/09 97314910 WIND RIVER SYSTEMS, INC.
42697 2/09/09 422283 CREDIT SUISSE SEC (USA) LLC 4,000.00 7.859 120.00 31,556.40
PUR 2/11/09 97314910 WIND RIVER SYSTEMS, INC.
42697 2/17/09 422302 UBS WARBURG LLC 2,000.00 8.044 60.00 16,148.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 32
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/23/09 97314910 WIND RIVER SYSTEMS, INC.
42697 2/26/09 422334 CREDIT SUISSE SEC (USA) LLC 4,000.00 7.416 120.00 29,785.60
PUR 2/24/09 97314910 WIND RIVER SYSTEMS, INC.
42697 2/27/09 422338 CREDIT SUISSE SEC (USA) LLC 4,000.00 7.297 120.00 29,308.40
PUR 1/28/09 98302410 WYETH
44469 2/02/09 422259 OPPENHEIMER & CO., INC 5,000.00 43.764 150.00 218,971.00
PUR 2/02/09 98302410 WYETH
44469 2/05/09 422273 OPPENHEIMER & CO., INC 5,000.00 43.388 150.00 217,089.00
PUR 2/03/09 98302410 WYETH
44469 2/06/09 422278 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 43.550 60.00 87,160.00
PUR 2/06/09 98302410 WYETH
44469 2/11/09 422292 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 43.345 60.00 86,750.00
PUR 1/28/09 98970110 ZIONS BANCORP
43303 2/02/09 422259 JANNEY MONTGOMERY SCOTT 3,000.00 15.680 90.00 47,130.00
PUR 2/06/09 98970110 ZIONS BANCORP
43303 2/11/09 422292 UBS WARBURG LLC 5,000.00 13.990 150.00 70,100.00
PUR 2/10/09 98970110 ZIONS BANCORP
43303 2/13/09 422298 UBS WARBURG LLC 5,000.00 14.360 150.00 71,950.50
PUR 2/11/09 98970110 ZIONS BANCORP
43303 2/17/09 422302 UBS WARBURG LLC 2,000.00 12.870 60.00 25,800.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 1,889,267.00 26,269,548.81
50,299.94
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 1,889,267.00 26,269,548.81
50,299.94
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 33
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 2/02/09 00086T10 A.C. MOORE ARTS & CRAFTS, I .10
43627 2/05/09 422274 INSTINET (PORTAL) 10,000.00 1.696 70.00 16,891.90 -4,241.33
SALE 2/12/09 00086T10 A.C. MOORE ARTS & CRAFTS, I .09
43627 2/18/09 422308 INSTINET (PORTAL) 9,300.00 1.600 65.10 14,815.74 -4,838.16
SALE 2/13/09 00086T10 A.C. MOORE ARTS & CRAFTS, I .01
43627 2/19/09 422312 INSTINET (PORTAL) 700.00 1.619 4.90 1,128.11 -351.22
SALE 2/18/09 00086T10 A.C. MOORE ARTS & CRAFTS, I .09
43627 2/23/09 422320 INSTINET (PORTAL) 10,000.00 1.502 70.00 14,949.91 -6,183.32
SALE 2/02/09 00206R10 AT&T INC. .28
40688 2/05/09 422274 OPPENHEIMER & CO., INC 2,000.00 24.820 60.00 49,579.72 -14,575.86
SALE 1/30/09 00282410 ABBOTT LABORATORIES .32
43433 2/04/09 422270 OPPENHEIMER & CO., INC 1,000.00 55.567 30.00 55,536.68 770.81
SALE 2/11/09 00507V10 ACTIVISION BLIZZARD INC .22
43172 2/17/09 422303 BARCLAYS CAPITAL (DOMESTIC) 4,000.00 9.553 120.00 38,091.78 -10,308.15
SALE 2/12/09 00507V10 ACTIVISION BLIZZARD INC .21
43172 2/18/09 422308 UBS WARBURG LLC 4,000.00 9.019 120.00 35,953.79 -12,446.14
SALE 2/13/09 00507V10 ACTIVISION BLIZZARD INC 1.37
43172 2/19/09 422312 JEFFERIES & COMPANY 26,000.00 9.356 780.00 242,469.43 -72,130.13
SALE 1/28/09 00817Y10 AETNA INC .19
43436 2/02/09 422260 OPPENHEIMER & CO., INC 1,000.00 33.773 30.00 33,742.81 3,255.51
SALE 1/28/09 00817Y10 AETNA INC .56
43436 2/02/09 422260 OPPENHEIMER & CO., INC 3,000.00 32.800 90.00 98,309.44 6,847.52
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 33.043 .75 132,052.25 10,103.03
120.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 2/02/09 03251510 ANADIGICS INC .45
42113 2/05/09 422274 JANNEY MONTGOMERY SCOTT 40,000.00 1.992 400.00 79,267.55 -51,206.16
SALE 2/03/09 03251510 ANADIGICS INC .70
42113 2/06/09 422279 CREDIT SUISSE SEC (USA) LLC 60,000.00 2.068 1,800.00 122,297.30 -73,413.27
SALE 2/04/09 03251510 ANADIGICS INC .21
42113 2/09/09 422284 ITG (CHANNEL) 17,300.00 2.069 173.00 35,618.76 -20,811.12
SALE 2/05/09 03251510 ANADIGICS INC .04
42113 2/10/09 422289 ITG (CHANNEL) 2,700.00 2.099 27.00 5,638.91 -3,168.07
SALE 2/11/09 03251510 ANADIGICS INC .27
42113 2/17/09 422303 UBS WARBURG LLC 20,000.00 2.353 600.00 46,449.73 -18,787.13
SALE 1/28/09 03783310 APPLE INC. .26
36208 2/02/09 422260 JANNEY MONTGOMERY SCOTT 500.00 91.940 15.00 45,954.79 -20,427.55
SALE 2/05/09 03783310 APPLE INC. .26
36208 2/10/09 422289 UBS WARBURG LLC 500.00 92.780 15.00 46,374.74 -20,007.60
SALE 1/28/09 05722410 BAKER HUGHES INCORPORATED 1.00
43914 2/02/09 422260 OPPENHEIMER & CO., INC 5,000.00 35.496 150.00 177,327.00 23,016.79
SALE 1/28/09 06405810 BANK OF NEW YORK MELLON COR .15
44006 2/02/09 422260 OPPENHEIMER & CO., INC 1,000.00 26.270 30.00 26,239.85 -2,246.25
SALE 2/03/09 06405810 BANK OF NEW YORK MELLON COR .16
44006 2/06/09 422279 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 26.860 30.00 26,830.04 -1,656.06
SALE 2/12/09 06405810 BANK OF NEW YORK MELLON COR .15
44006 2/18/09 422308 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 26.085 40.00 26,045.25 -2,440.85
SALE 2/17/09 06405810 BANK OF NEW YORK MELLON COR .27
44006 2/20/09 422316 CITIGROUP/CITIBANK DOMESTIC 2,000.00 23.500 60.00 46,939.73 -10,032.47
SALE 2/03/09 09062X10 BIOGEN IDEC INC .29
44448 2/06/09 422279 CREDIT SUISSE SEC (USA) LLC 1,000.00 50.047 30.00 50,016.21 1,867.01
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 35
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/18/09 09062X10 BIOGEN IDEC INC 2.57
44448 2/23/09 422320 JEFFERIES & COMPANY 9,000.00 50.983 270.00 458,570.83 25,228.03
SALE 2/10/09 11012210 BRISTOL-MYERS SQUIBB CO. .13
37974 2/13/09 422299 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 22.910 30.00 22,879.87 187.95
SALE 2/02/09 12673P10 CA INC 1.20
43959 2/05/09 422274 OPPENHEIMER & CO., INC 12,000.00 17.798 360.00 213,210.00 27,278.40
SALE 1/30/09 12686C10 CABLEVISION SYSTEMS-NY GRP- .45
42966 2/04/09 422270 OPPENHEIMER & CO., INC 5,000.00 15.957 150.00 79,635.55 -29,892.02
SALE 2/02/09 12686C10 CABLEVISION SYSTEMS-NY GRP- .44
42966 2/05/09 422274 OPPENHEIMER & CO., INC 5,000.00 15.422 150.00 76,960.56 -32,567.01
SALE 2/04/09 12686C10 CABLEVISION SYSTEMS-NY GRP- .42
42966 2/09/09 422284 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 14.758 150.00 73,638.58 -35,889.00
SALE 2/19/09 15133V20 CENTENNIAL COMMUNICATIONS .47
43903 2/24/09 422325 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 8.240 300.00 82,099.53 4,632.97
SALE 2/23/09 15133V20 CENTENNIAL COMMUNICATIONS .47
43903 2/26/09 422335 CREDIT SUISSE SEC (USA) LLC 10,000.00 8.240 300.00 82,099.53 4,632.97
SALE 2/24/09 15133V20 CENTENNIAL COMMUNICATIONS .47
43903 2/27/09 422339 CREDIT SUISSE SEC (USA) LLC 10,000.00 8.240 300.00 82,099.53 4,632.97
SALE 2/17/09 15678210 CERNER CORP. .22
43670 2/20/09 422316 JEFFERIES & COMPANY 1,000.00 37.592 30.00 37,561.78 153.36
SALE 2/03/09 20779710 CONNECTICUT WATER SERVICE, .40
44206 2/06/09 422279 CREDIT SUISSE SEC (USA) LLC 3,000.00 23.705 90.00 71,025.20 2,042.65
SALE 2/11/09 21037110 CONSTELLATION ENERGY GROUP .29
43010 2/17/09 422303 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 25.510 60.00 50,959.71 1,186.37
SALE 2/20/09 21037110 CONSTELLATION ENERGY GROUP .26
43010 2/25/09 422330 JP MORGAN 2,000.00 22.325 60.00 44,589.74 -5,183.60
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 36
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/03/09 23257720 CYNOSURE INC CL A .26
43148 2/06/09 422279 CREDIT SUISSE SEC (USA) LLC 6,000.00 7.500 180.00 44,819.74 -48,886.78
SALE 2/10/09 23257720 CYNOSURE INC CL A .26
43148 2/13/09 422299 UBS WARBURG LLC 6,000.00 7.551 180.00 45,128.14 -48,578.38
SALE 2/11/09 23257720 CYNOSURE INC CL A .26
43148 2/17/09 422303 UBS WARBURG LLC 6,000.00 7.626 180.00 45,576.94 -48,129.58
SALE 2/13/09 23257720 CYNOSURE INC CL A .28
43148 2/19/09 422312 JEFFERIES & COMPANY 6,000.00 8.093 180.00 48,378.92 -45,327.60
SALE 1/28/09 25470M10 DISH NETWORKS .89
44446 2/02/09 422260 GOLDMAN SACHS & COMPANY 12,000.00 13.220 360.00 158,279.11 21,936.51
SALE 2/04/09 25470M10 DISH NETWORKS .86
44446 2/09/09 422284 CREDIT SUISSE SEC (USA) LLC 12,000.00 12.782 360.00 153,024.34 16,681.74
SALE 2/03/09 29084Q10 EMCOR GROUP INC .47
43731 2/06/09 422279 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 20.953 160.00 83,650.73 27,754.03
SALE 2/04/09 29084Q10 EMCOR GROUP INC .24
43731 2/09/09 422284 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 21.324 60.00 42,587.76 14,639.41
SALE 2/05/09 29084Q10 EMCOR GROUP INC .36
43731 2/10/09 422289 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 21.032 120.00 62,975.94 21,053.42
SALE 1/28/09 29363910 ENTERCOM COMMUNICATIONS COR .03
37233 2/02/09 422260 OPPENHEIMER & CO., INC 4,000.00 1.300 120.00 5,081.57 -13,565.04
SALE 2/03/09 31428X10 FEDEX CORP. .89
44005 2/06/09 422279 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 52.585 90.00 157,663.51 -42,016.49
SALE 1/30/09 35952H10 FUELCELL ENERGY INC .23
42617 2/04/09 422270 JANNEY MONTGOMERY SCOTT 10,000.00 3.930 300.00 38,998.77 -34,005.92
SALE 2/11/09 38238810 GOODRICH CORP. 2.86
41933 2/17/09 422303 DEUTSCHE BANK AG (DOMESTIC) 13,000.00 39.272 390.00 510,148.34 -107,821.29
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 2/03/09 38259P50 GOOGLE INC. .38
33645 2/06/09 422279 CREDIT SUISSE SEC (USA) LLC 200.00 334.66 6.00 66,926.98 -32,412.26
SALE 2/11/09 43575830 HOLLY CORP. .29
37953 2/17/09 422303 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 25.277 60.00 50,492.71 -20,652.16
SALE 2/11/09 43575830 HOLLY CORP. .14
37953 2/17/09 422303 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 25.400 40.00 25,360.06 -10,212.37
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 3,000.00 25.318 .43 75,852.77 -30,864.53
100.00
SALE 2/11/09 46625H10 J.P. MORGAN CHASE & CO. .58
28084 2/17/09 422303 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 25.642 120.00 102,446.62 -51,330.79
SALE 2/17/09 46625H10 J.P. MORGAN CHASE & CO. 1.27
28084 2/20/09 422316 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 22.670 300.00 226,398.73 -158,044.79
SALE 2/13/09 48517030 KANSAS CITY SOUTHERN .23
25663 2/19/09 422312 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 19.705 60.00 39,348.77 -20,220.65
SALE 2/02/09 50207910 LMI AEROSPACE INC. .13
39623 2/05/09 422274 JANNEY MONTGOMERY SCOTT 2,000.00 11.198 60.00 22,334.87 -8,532.82
SALE 2/03/09 50207910 LMI AEROSPACE INC. .14
39623 2/06/09 422279 CREDIT SUISSE SEC (USA) LLC 2,000.00 11.927 60.00 23,793.26 -7,074.43
SALE 1/30/09 53071M50 LIBERTY MEDIA CORP .21
43435 2/04/09 422270 JANNEY MONTGOMERY SCOTT 2,000.00 18.555 60.00 37,049.79 2,415.70
SALE 1/30/09 53418710 LINCOLN NATIONAL CORP .19
42956 2/04/09 422270 OPPENHEIMER & CO., INC 2,000.00 16.920 60.00 33,779.81 -16,973.75
SALE 2/17/09 53418710 LINCOLN NATIONAL CORP 1.33
42956 2/20/09 422316 CITIGROUP/CITIBANK DOMESTIC 18,000.00 13.106 540.00 235,372.07 -221,409.95
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 2/19/09 53555510 LINDSAY CORP. .32
41562 2/24/09 422325 JP MORGAN 2,000.00 28.223 60.00 56,385.68 -54,179.04
SALE 2/04/09 53591920 LIONS GATE ENTERTAINMENT CO .62
43432 2/09/09 422284 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 5.510 800.00 109,399.38 -38,722.43
SALE 2/17/09 53591920 LIONS GATE ENTERTAINMENT CO .24
43432 2/20/09 422316 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 4.174 300.00 41,441.76 -22,597.30
SALE 2/18/09 53591920 LIONS GATE ENTERTAINMENT CO .24
43432 2/23/09 422320 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 4.150 300.00 41,199.76 -22,839.30
SALE 2/19/09 53591920 LIONS GATE ENTERTAINMENT CO .11
43432 2/24/09 422325 JP MORGAN 4,000.00 4.485 120.00 17,819.89 -7,795.73
SALE 2/20/09 53591920 LIONS GATE ENTERTAINMENT CO .25
43432 2/25/09 422330 JP MORGAN 10,000.00 4.403 300.00 43,731.75 -20,307.31
SALE 2/23/09 53591920 LIONS GATE ENTERTAINMENT CO .16
43432 2/26/09 422335 JP MORGAN 6,000.00 4.507 180.00 26,861.84 -11,561.60
SALE 2/02/09 53814610 LIVEPERSON, INC. .11
40131 2/05/09 422274 JANNEY MONTGOMERY SCOTT 10,000.00 1.926 100.00 19,158.89 -16,392.49
SALE 2/03/09 53814610 LIVEPERSON, INC. .12
40131 2/06/09 422279 CREDIT SUISSE SEC (USA) LLC 10,000.00 2.001 300.00 19,704.88 -15,846.50
SALE 2/10/09 53814610 LIVEPERSON, INC. .11
40131 2/13/09 422299 UBS WARBURG LLC 10,000.00 1.826 100.00 18,157.89 -17,393.49
SALE 2/11/09 53814610 LIVEPERSON, INC. .10
40131 2/17/09 422303 UBS WARBURG LLC 10,000.00 1.722 100.00 17,119.90 -18,431.48
SALE 2/13/09 53814610 LIVEPERSON, INC. .12
40131 2/19/09 422312 INSTINET (PORTAL) 10,000.00 1.990 70.00 19,826.88 -15,724.50
SALE 2/17/09 53814610 LIVEPERSON, INC. .12
40131 2/20/09 422316 INSTINET (PORTAL) 10,000.00 2.000 70.00 19,929.88 -15,621.50
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 39
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/17/09 53814610 LIVEPERSON, INC. .11
40131 2/20/09 422316 JEFFERIES & COMPANY 10,000.00 1.917 300.00 18,873.89 -16,677.49
SALE 2/10/09 55271510 MEMC ELECTRONICS MATERIALS, .17
40575 2/13/09 422299 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 15.135 60.00 30,209.83 -49,347.09
SALE 2/13/09 55271510 MEMC ELECTRONICS MATERIALS, .19
40575 2/19/09 422312 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 16.278 60.00 32,495.81 -47,061.11
SALE 2/17/09 55271510 MEMC ELECTRONICS MATERIALS, .09
40575 2/20/09 422316 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 15.355 30.00 15,324.91 -24,453.55
SALE 1/28/09 55616P10 MACY'S INC 1.56
43101 2/02/09 422260 JP MORGAN 28,000.00 9.897 840.00 276,263.24 -149,811.42
SALE 2/11/09 58505510 MEDTRONIC INC .37
43829 2/17/09 422303 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 32.273 60.00 64,484.63 1,148.13
SALE 2/17/09 58505510 MEDTRONIC INC .20
43829 2/20/09 422316 CITIGROUP/CITIBANK DOMESTIC 1,000.00 34.660 30.00 34,629.80 2,961.55
SALE 2/17/09 61945A10 MOSIAC CO/THE .23
43264 2/20/09 422316 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 40.500 30.00 40,469.77 4,166.09
SALE 2/19/09 62458M10 MOVE INC .10
44439 2/24/09 422325 INSTINET (PORTAL) 10,000.00 1.718 70.00 17,111.90 880.01
SALE 2/20/09 62458M10 MOVE INC .10
44439 2/25/09 422330 INSTINET (PORTAL) 10,000.00 1.703 70.00 16,961.90 730.00
SALE 2/03/09 63530910 NATIONAL CINEMEDIA INC .24
43500 2/06/09 422279 CREDIT SUISSE SEC (USA) LLC 4,000.00 10.610 120.00 42,319.76 14,614.60
SALE 2/10/09 63530910 NATIONAL CINEMEDIA INC .14
43500 2/13/09 422299 UBS WARBURG LLC 2,000.00 11.646 60.00 23,231.06 9,378.48
SALE 2/11/09 63530910 NATIONAL CINEMEDIA INC .13
43500 2/17/09 422303 UBS WARBURG LLC 2,000.00 11.446 60.00 22,830.87 8,978.29
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 40
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/11/09 65163910 NEWMONT MINING CORP. 1.18
42992 2/17/09 422303 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 41.919 150.00 209,444.82 11,697.84
SALE 2/11/09 67018T10 NU SKIN ENTERPRISES INC - A .32
43276 2/17/09 422303 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 11.115 150.00 55,423.18 -5,683.38
SALE 2/18/09 71344810 PEPSICO INC .59
43554 2/23/09 422320 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 51.960 60.00 103,859.41 -4,235.17
SALE 2/19/09 71344810 PEPSICO INC .29
43554 2/24/09 422325 JP MORGAN 1,000.00 51.510 30.00 51,479.71 -2,567.58
SALE 1/28/09 74346Y10 PROS HOLDINGS INC. .14
38456 2/02/09 422260 OPPENHEIMER & CO., INC 4,000.00 5.852 120.00 23,289.06 -26,431.99
SALE 1/30/09 74346Y10 PROS HOLDINGS INC. .08
38456 2/04/09 422270 OPPENHEIMER & CO., INC 2,000.00 6.434 60.00 12,806.92 -12,053.61
SALE 2/03/09 74346Y10 PROS HOLDINGS INC. .07
38456 2/06/09 422279 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 6.086 60.00 12,111.73 -12,748.80
SALE 2/11/09 74346Y10 PROS HOLDINGS INC. .07
38456 2/17/09 422303 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 5.844 60.00 11,626.93 -13,233.60
SALE 1/28/09 74531010 PUGET ENERGY INC. 3.27
40042 2/02/09 422260 JP MORGAN 20,000.00 29.174 600.00 582,876.73 70,020.85
SALE 1/30/09 74531010 PUGET ENERGY INC. 1.83
40042 2/04/09 422270 OPPENHEIMER & CO., INC 11,000.00 29.571 330.00 324,943.67 42,872.93
SALE 2/02/09 74531010 PUGET ENERGY INC. 1.65
40042 2/05/09 422274 OPPENHEIMER & CO., INC 10,000.00 29.425 300.00 293,948.35 37,520.41
SALE 1/30/09 75190730 RAMTRON INTERNATIONAL CORP. .02
42765 2/04/09 422270 JANNEY MONTGOMERY SCOTT 2,000.00 1.651 20.00 3,280.98 -2,292.47
SALE 2/11/09 78462F10 SPDR TRUST SERIES 1 4.69
44725 2/17/09 422303 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 83.660 300.00 836,295.31 4,681.31
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 41
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/12/09 78462F10 SPDR TRUST SERIES 1 4.60
44725 2/18/09 422308 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 82.086 300.00 820,552.40 -11,061.60
SALE 2/13/09 78462F10 SPDR TRUST SERIES 1 4.68
44725 2/19/09 422312 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 83.426 300.00 833,956.32 2,342.32
SALE 2/13/09 78462F10 SPDR TRUST SERIES 1 4.67
44725 2/19/09 422312 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 83.257 300.00 832,267.33 653.33
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 83.342 9.35 1,666,223.65 2,995.65
600.00
SALE 2/17/09 78462F10 SPDR TRUST SERIES 1 .90
44725 2/20/09 422316 CITIGROUP/CITIBANK DOMESTIC 2,000.00 79.910 60.00 159,759.10 -6,563.70
SALE 2/20/09 78462F10 SPDR TRUST SERIES 1 1.30
44725 2/25/09 422330 JP MORGAN 3,000.00 77.290 90.00 231,778.70 -17,705.50
SALE 2/23/09 78462F10 SPDR TRUST SERIES 1 .85
44725 2/26/09 422335 JP MORGAN 2,000.00 75.646 60.00 151,231.15 -15,091.65
SALE 2/24/09 78462F10 SPDR TRUST SERIES 1 1.74
44725 2/27/09 422339 JP MORGAN 4,000.00 77.359 120.00 309,315.06 -23,330.54
SALE 1/30/09 79084910 ST. JUDE MEDICAL INC. .41
33134 2/04/09 422270 OPPENHEIMER & CO., INC 2,000.00 35.871 60.00 71,680.59 -5,899.39
SALE 2/17/09 79084910 ST. JUDE MEDICAL INC. .22
33134 2/20/09 422316 CITIGROUP/CITIBANK DOMESTIC 1,000.00 38.023 30.00 37,992.78 -797.21
SALE 1/30/09 83269640 JM SMUCKER CO/THE .26
43666 2/04/09 422270 OPPENHEIMER & CO., INC 1,000.00 45.071 30.00 45,041.04 4,932.44
SALE 2/04/09 83269640 JM SMUCKER CO/THE 2.55
43666 2/09/09 422284 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 45.518 300.00 454,881.45 53,795.40
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 42
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/05/09 83269640 JM SMUCKER CO/THE 1.25
43666 2/10/09 422289 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 44.443 200.00 222,012.75 21,469.72
SALE 2/03/09 85747710 STATE STREET CORP. .27
44438 2/06/09 422279 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 23.491 60.00 46,921.33 8,717.13
SALE 2/05/09 85747710 STATE STREET CORP. 2.05
44438 2/10/09 422289 BARCLAYS CAPITAL (DOMESTIC) 14,000.00 26.147 560.00 365,498.75 98,069.35
SALE 1/29/09 87157D10 SYNAPTICS INCORPORATED .28
39378 2/03/09 422265 GOLDMAN SACHS & COMPANY 2,000.00 24.835 60.00 49,610.52 5,134.77
SALE 1/30/09 87157D10 SYNAPTICS INCORPORATED .28
39378 2/04/09 422270 JANNEY MONTGOMERY SCOTT 2,000.00 24.881 60.00 49,701.52 5,225.77
SALE 2/02/09 87157D10 SYNAPTICS INCORPORATED .27
39378 2/05/09 422274 JANNEY MONTGOMERY SCOTT 2,000.00 23.301 60.00 46,541.73 2,065.98
SALE 2/03/09 87157D10 SYNAPTICS INCORPORATED .14
39378 2/06/09 422279 CREDIT SUISSE SEC (USA) LLC 1,000.00 23.358 30.00 23,327.56 1,089.69
SALE 1/30/09 88870610 TIVO INC. .17
36147 2/04/09 422270 JANNEY MONTGOMERY SCOTT 4,000.00 7.367 120.00 29,347.83 5,266.77
SALE 2/10/09 88870610 TIVO INC. .09
36147 2/13/09 422299 UBS WARBURG LLC 2,000.00 7.646 60.00 15,231.91 3,191.38
SALE 2/13/09 88870610 TIVO INC. .09
36147 2/19/09 422312 JEFFERIES & COMPANY 2,000.00 7.667 60.00 15,273.91 3,233.38
SALE 2/17/09 88870610 TIVO INC. .09
36147 2/20/09 422316 JEFFERIES & COMPANY 2,000.00 7.214 60.00 14,366.91 2,326.38
SALE 2/24/09 92343V10 VERIZON COMMUNICATIONS INC .16
43853 2/27/09 422339 JP MORGAN 1,000.00 27.980 30.00 27,949.84 -2,867.72
SALE 2/17/09 93114210 WAL-MART STORES, INC. .54
40141 2/20/09 422316 CITIGROUP/CITIBANK DOMESTIC 2,000.00 48.190 60.00 96,319.46 -7,862.45
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 43
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/18/09 93114210 WAL-MART STORES, INC. .28
40141 2/23/09 422320 JP MORGAN 1,000.00 49.490 30.00 49,459.72 -2,631.23
SALE 2/02/09 93439040 WARNACO GROUP INC .25
43668 2/05/09 422274 OPPENHEIMER & CO., INC 2,000.00 22.210 60.00 44,359.75 11,576.92
SALE 2/03/09 93439040 WARNACO GROUP INC .25
43668 2/06/09 422279 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 21.860 60.00 43,658.75 10,875.92
SALE 2/10/09 93439040 WARNACO GROUP INC .14
43668 2/13/09 422299 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 23.387 30.00 23,356.86 6,965.45
SALE 2/13/09 93439040 WARNACO GROUP INC .13
43668 2/19/09 422312 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 22.662 30.00 22,631.87 6,240.46
SALE 2/17/09 93439040 WARNACO GROUP INC .24
43668 2/20/09 422316 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 21.400 60.00 42,739.76 9,956.93
SALE 2/19/09 93439040 WARNACO GROUP INC .13
43668 2/24/09 422325 JP MORGAN 1,000.00 21.680 30.00 21,649.87 5,258.45
SALE 2/18/09 94973V10 WELLPOINT INC 2.12
44054 2/23/09 422320 DEUTSCHE BANK AG (DOMESTIC) 9,000.00 41.960 270.00 377,367.88 48,813.88
SALE 2/20/09 94974610 WELLS FARGO & COMPANY 2.04
44522 2/25/09 422330 JP MORGAN 34,000.00 10.668 1,020.00 361,700.16 -282,693.84
SALE 1/28/09 98433210 YAHOO! INC. .28
43705 2/02/09 422260 GOLDMAN SACHS & COMPANY 4,000.00 12.199 120.00 48,676.12 -394.25
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 856,200.00 82.39 14,564,910.29 -1,671,840.10
22,716.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 856,200.00 82.39 14,564,910.29 -1,671,840.10
22,716.00
END OF REPORT FOR: N.J. BEST - POOLED EQUITY FD
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
CASH MANAGEMENT FD (5050) PAGE: 44
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 2/06/09 00282CPB ABBOTT LABORATORIES DISC C .1700 .170
44680 2/06/09 287046 BANK OF AMERICA SECURITIES 2/11/09 37,542,000.00 99.998 37,541,113.60
PUR 2/04/09 00282CPD ABBOTT LABORATORIES DISC C .1500 .150
44636 2/04/09 287030 BANK OF AMERICA SECURITIES 2/13/09 24,116,000.00 99.996 24,115,095.65
PUR 2/03/09 01039LQ3 ALABAMA POWER CO DISC C P .2300 .230
44618 2/03/09 287024 MERRILL LYNCH (RESEARCH) 3/03/09 23,562,000.00 99.982 23,557,785.02
PUR 2/09/09 01039LQ3 ALABAMA POWER CO DISC C P .2500 .250
44694 2/09/09 287053 MERRILL LYNCH (RESEARCH) 3/03/09 22,000,000.00 99.985 21,996,638.88
PUR 2/05/09 02585RC2 AMERICAN EXPRESS CREDIT COR .1500 .150
44649 2/05/09 287040 AMERICAN EXPRESS CREDIT COR 2/06/09 50,000,000.00 100.00 50,000,000.00
PUR 2/05/09 02585RC3 AMERICAN EXPRESS CREDIT COR .1500 .150
44643 2/05/09 287040 AMERICAN EXPRESS CREDIT COR 2/09/09 30,000,000.00 100.00 30,000,000.00
PUR 2/06/09 02585RC6 AMERICAN EXPRESS CREDIT COR .2500 .250
44676 2/06/09 287046 AMERICAN EXPRESS CREDIT COR 3/02/09 25,000,000.00 100.00 25,000,000.00
PUR 2/06/09 02585RC8 AMERICAN EXPRESS CREDIT COR .3200 .320
44679 2/06/09 287046 AMERICAN EXPRESS CREDIT COR 3/06/09 20,000,000.00 100.00 20,000,000.00
PUR 2/09/09 02585RD2 AMERICAN EXPRESS CREDIT COR .2500 .250
44692 2/09/09 287053 AMERICAN EXPRESS CREDIT COR 2/27/09 25,000,000.00 100.00 25,000,000.00
PUR 2/11/09 02585RD9 AMERICAN EXPRESS CREDIT COR .3200 .320
44738 2/11/09 287066 AMERICAN EXPRESS CREDIT COR 3/13/09 30,000,000.00 100.00 30,000,000.00
PUR 2/20/09 02585RG2 AMERICAN EXPRESS CREDIT COR .3000 .300
44835 2/20/09 287103 AMERICAN EXPRESS CREDIT COR 3/09/09 25,000,000.00 100.00 25,000,000.00
PUR 2/26/09 0556N0PT BNP PARIBAS FINANCE INC DIS .2500 .250
44899 2/26/09 287130 BNP PARIBAS 2/27/09 25,000,000.00 99.999 24,999,826.39
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 2/01/09 THROUGH 2/28/09
CASH MANAGEMENT FD (5050) -Cont. PAGE: 45
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/02/09 05570BYG BNP PARIBAS YANKEE CERT DEP .3100 .310
44590 2/02/09 287018 BNP PARIBAS 2/23/09 25,000,000.00 100.00 25,000,000.00
PUR 2/06/09 05570BYU BNP PARIBAS YANKEE CERT DEP .3300 .330
44677 2/06/09 287046 BNP PARIBAS 3/02/09 25,000,000.00 100.00 25,000,000.00
PUR 2/20/09 06051HRN BANK OF AMERICA TLGP DISC C .3600 .360
44845 2/20/09 287103 BANK OF AMERICA SECURITIES 4/22/09 30,000,000.00 99.939 29,981,700.00
PUR 2/19/09 06416PFM BANK OF NOVA SCOTIA YANKEE .4000 .400
44823 2/19/09 287097 BANK OF NOVA SCOTIA 3/23/09 25,000,000.00 100.00 25,000,000.00
PUR 2/27/09 06416PGK BANK OF NOVA SCOTIA YANKEE .4000 .400
44922 2/27/09 287137 BANK OF NOVA SCOTIA 4/01/09 39,250,000.00 100.00 39,250,000.00
PUR 2/02/09 0660P0P9 BANK OF AMERICA CORP DISC C .3500 .350
44575 2/02/09 287018 BANK OF AMERICA SECURITIES 2/09/09 25,000,000.00 99.993 24,998,298.60
PUR 2/05/09 0660P0P9 BANK OF AMERICA CORP DISC C .3700 .370
44647 2/05/09 287040 BANK OF AMERICA 2/09/09 10,000,000.00 99.996 9,999,588.89
PUR 2/20/09 0660P0PP BANK OF AMERICA CORP DISC C .2700 .270
44828 2/20/09 287103 BANK OF AMERICA 2/23/09 100,000,000.00 99.998 99,997,750.00
PUR 2/23/09 0660P0Q2 BANK OF AMERICA CORP DISC C .3600 .360
44859 2/23/09 287110 BANK OF AMERICA 3/02/09 50,000,000.00 99.993 49,996,500.00
PUR 2/02/09 13508TS1 GOV'T OF CANADA DISC C P .3800 .380
44584 2/02/09 287018 RBC CAPITAL (DOMESTIC) 5/01/09 37,500,000.00 99.907 37,465,166.67
PUR 2/04/09 14178LPR CARGILL INC DISC C P .3000 .300
44628 2/04/09 287030 BANK OF AMERICA SECURITIES 2/25/09 75,000,000.00 99.983 74,986,875.00
PUR 2/04/09 16677EMA CHEVRON FUNDING CORP IBN .2500 .250
44634 2/04/09 287030 CHEVRON USA INC 2/23/09 55,000,000.00 100.00 55,000,000.00
PUR 2/04/09 16677EMC CHEVRON FUNDING CORP IBN .2500 .250
44632 2/04/09 287030 CHEVRON USA INC 2/27/09 40,000,000.00 100.00 40,000,000.00
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 2/01/09 THROUGH 2/28/09
CASH MANAGEMENT FD (5050) -Cont. PAGE: 46
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/09/09 16677EMK CHEVRON FUNDING CORP IBN .2500 .250
44691 2/09/09 287053 CHEVRON USA INC 3/06/09 50,000,000.00 100.00 50,000,000.00
PUR 2/20/09 16677ENH CHEVRON FUNDING CORP IBN .3800 .380
44832 2/20/09 287103 CHEVRON USA INC 3/25/09 45,000,000.00 100.00 45,000,000.00
PUR 2/10/09 1667MBRL CHEVRON FUNDING CORP IBN .3700 .370
44721 2/10/09 287059 CHEVRON USA INC 3/12/09 25,000,000.00 100.00 25,000,000.00
PUR 2/11/09 1667MBRN CHEVRON CORP IBN .4000 .400
44737 2/11/09 287066 CHEVRON USA INC 3/13/09 70,000,000.00 100.00 70,000,000.00
PUR 2/18/09 1667MBRS CHEVRON CORP IBN .3000 .300
44809 2/18/09 284091 CHEVRON USA INC 3/05/09 19,702,000.00 100.00 19,702,000.00
PUR 2/23/09 1667MBRU CHEVRON CORP IBN .3800 .380
44860 2/23/09 287110 CHEVRON USA INC 3/25/09 45,000,000.00 100.00 45,000,000.00
PUR 2/23/09 191216AH COCA COLA CO GLOBAL NOTES 5.7500 2.394
44892 2/26/09 287130 MORGAN STANLEY 3/15/11 9,000,000.00 106.68 9,601,380.00
PUR 2/13/09 2082M2PH CONOCO PHILLIPS DISC C P .3000 .300
44765 2/13/09 287079 JP MORGAN 2/17/09 17,848,000.00 99.997 17,847,405.07
PUR 2/20/09 2082M2PP CONOCO PHILLIPS DISC C P .1900 .190
44841 2/20/09 287103 MERRILL LYNCH (RESEARCH) 2/23/09 40,000,000.00 99.998 39,999,366.68
PUR 2/05/09 25154BMN DEUTSCHE BANK AG YANKEE CER .2400 .240
44650 2/05/09 287040 DEUTSCHE BANK 2/23/09 15,000,000.00 100.00 15,000,000.00
PUR 2/20/09 25154BMT DEUTSCHE BANK AG YANKEE CER .3000 .300
44844 2/20/09 287103 DEUTSCHE BANK AG (DOMESTIC) 3/11/09 25,000,000.00 100.00 25,000,000.00
PUR 2/13/09 2635J4PL DUPONT EI DENEMOURS CO DISC .2500 .250
44767 2/13/09 287079 CREDIT SUISSE SEC (USA) LLC 2/20/09 2,335,000.00 99.995 2,334,886.49
PUR 2/24/09 2635J4QJ DUPONT (EI) DENEMOURS DISC .2800 .280
44869 2/24/09 287116 CREDIT SUISSE SEC (USA) LLC 3/18/09 5,527,000.00 99.983 5,526,054.27
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
CASH MANAGEMENT FD (5050) -Cont. PAGE: 47
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/27/09 2635J4QJ DUPONT (EI) DENEMOURS DISC .2700 .270
44924 2/27/09 287137 CREDIT SUISSE SEC (USA) LLC 3/18/09 5,223,000.00 99.986 5,222,255.72
PUR 2/20/09 313397EA FED HM LN MTG CORP DISC NTS .2500 .250
44842 2/20/09 287103 MORGAN STANLEY 4/07/09 15,000,000.00 99.968 14,995,208.34
PUR 2/02/09 34108AQ2 FLORIDA POWER & LIGHT CORP .2500 .250
44588 2/02/09 287018 MERRILL LYNCH (RESEARCH) 3/02/09 16,700,000.00 99.981 16,696,752.79
PUR 2/18/09 34108AQ9 FLORIDA POWER & LIGHT CORP .2500 .250
44797 2/18/09 287091 MERRILL LYNCH (RESEARCH) 3/09/09 12,000,000.00 99.987 11,998,416.67
PUR 2/27/09 34108AQT FLORIDA POWER & LIGHT CORP .3100 .310
44919 2/27/09 287137 MERRILL LYNCH (RESEARCH) 3/27/09 35,750,000.00 99.976 35,741,380.28
PUR 2/13/09 36967LAV GENERAL ELECTRIC CP TLGP .3500 .350
44751 2/13/09 287079 GENERAL ELECTRIC CAP/TLGP 4/14/09 85,000,000.00 100.00 85,000,000.00
PUR 2/18/09 36967LAX GENERAL ELECTRIC CP TLGP .3800 .380
44808 2/18/09 287091 GENERAL ELECTRIC CAP/TLGP 4/20/09 45,000,000.00 100.00 45,000,000.00
PUR 2/19/09 36967LAY GENERAL ELECTRIC CP TLGP .3800 .380
44824 2/19/09 287097 GENERAL ELECTRIC COMPANY 4/20/09 40,000,000.00 100.00 40,000,000.00
PUR 2/20/09 36967LBA GENERAL ELECTRIC CP TLGP .3800 .380
44843 2/20/09 287103 GENERAL ELECTRIC CAP/TLGP 4/24/09 45,000,000.00 100.00 45,000,000.00
PUR 2/02/09 3696E2BP GENERAL ELECTRIC CO IBN .2500 .250
44596 2/02/09 287018 GENERAL ELECTRIC COMPANY 2/03/09 5,353,000.00 100.00 5,353,000.00
PUR 2/20/09 3696E2DQ GENERAL ELECTRIC CO IBN .2000 .200
44846 2/20/09 287103 GENERAL ELECTRIC COMPANY 2/23/09 16,447,000.00 100.00 16,447,000.00
PUR 2/20/09 3696E2DQ GENERAL ELECTRIC CO IBN .2000 .200
44847 2/20/09 287103 GENERAL ELECTRIC COMPANY 2/23/09 5,268,000.00 100.00 5,268,000.00
PUR 2/13/09 42823JQ4 HEWLETT PACKARD CO DISC C P .3200 .320
44764 2/13/09 287079 BANK OF AMERICA SECURITIES 3/04/09 23,361,000.00 99.983 23,357,054.58
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
CASH MANAGEMENT FD (5050) -Cont. PAGE: 48
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/13/09 42823JQ5 HEWLETT PACKARD CO DISC C P .3400 .340
44753 2/13/09 287079 CITIGROUP GBL MKT(FMLY SALO 3/05/09 35,000,000.00 99.981 34,993,388.89
PUR 2/02/09 42823JQ9 HEWLETT PACKARD CO DISC C P .3000 .300
44591 2/02/09 287018 CREDIT SUISSE SEC (USA) LLC 3/09/09 33,300,000.00 99.971 33,290,287.49
PUR 2/17/09 42823JQL HEWLETT PACKARD CO DISC C P .3500 .350
44787 2/17/09 287085 BANK OF AMERICA SECURITIES 3/20/09 58,339,000.00 99.970 58,321,417.27
PUR 2/17/09 4497W0PJ ING US FUNDING DISC C P .3000 .300
44788 2/17/09 287085 ING FINANCIAL MARKETS LLC 2/18/09 6,661,000.00 99.999 6,660,944.49
PUR 2/26/09 4497W0PT ING US FUNDING DISC C P .2500 .250
44900 2/26/09 287130 ING FINANCIAL MARKETS LLC 2/27/09 25,000,000.00 99.999 24,999,826.39
PUR 2/04/09 4662J0P5 JP MORGAN CHASE CO DISC C P .3100 .310
44625 2/04/09 287030 JP MORGAN 2/05/09 25,000,000.00 99.999 24,999,784.73
PUR 2/05/09 4662J0P6 JP MORGAN CHASE CO DISC C P .2500 .250
44646 2/05/09 287040 JP MORGAN 2/06/09 25,000,000.00 99.999 24,999,826.40
PUR 2/06/09 4662J0P9 JP MORGAN CHASE CO DISC C P .2500 .250
44672 2/06/09 287046 JP MORGAN CHASE 2/09/09 25,000,000.00 99.998 24,999,479.18
PUR 2/26/09 4662J0PT JP MORGAN CHASE CO DISC C P .2500 .250
44897 2/26/09 287130 JP MORGAN CHASE 2/27/09 60,000,000.00 99.999 59,999,583.36
PUR 2/26/09 4662J0PT JP MORGAN CHASE CO DISC C P .2500 .250
44898 2/26/09 287130 JP MORGAN CHASE 2/27/09 40,000,000.00 99.999 39,999,722.24
PUR 2/24/09 4662J0QA JP MORGAN CHASE CO DISC C P .2500 .250
44866 2/24/09 287116 JP MORGAN CHASE 3/10/09 40,000,000.00 99.990 39,996,111.12
PUR 2/05/09 47816FPD JOHNSON & JOHNSON DISC C P .2000 .200
44651 2/05/09 287040 WILLIAMS CAPITAL GROUP 2/13/09 20,000,000.00 99.996 19,999,111.11
PUR 2/09/09 47816FQ6 JOHNSON & JOHNSON DISC C P .2000 .200
44693 2/09/09 287053 WILLIAMS CAPITAL GROUP 3/06/09 50,000,000.00 99.986 49,993,055.56
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 2/01/09 THROUGH 2/28/09
CASH MANAGEMENT FD (5050) -Cont. PAGE: 49
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/09/09 47816FQ6 JOHNSON & JOHNSON DISC C P .2000 .200
44700 2/09/09 287053 WILLIAMS CAPITAL GROUP 3/06/09 50,000,000.00 99.986 49,993,055.56
PUR 2/11/09 53245PPD ELI LILLY CO DISC C P .1900 .190
44732 2/11/09 287066 BANK OF AMERICA SECURITIES 2/13/09 31,653,000.00 99.999 31,652,665.87
PUR 2/06/09 63253LFA NATIONAL AUSTRALIA FDG DE I .1700 .170
44671 2/06/09 287046 NATL AUSTRALIA FUNDING DELA 2/09/09 25,000,000.00 100.00 25,000,000.00
PUR 2/09/09 683234A3 PROVINCE OF ONTARIO 3.1250 1.957
44748 2/13/09 287079 NBF SECURITIES 9/08/10 10,000,000.00 101.79 10,179,600.00
PUR 2/13/09 683234A3 PROVINCE OF ONTARIO 3.1250 1.902
44813 2/19/09 287097 NBF SECURITIES 9/08/10 10,000,000.00 101.86 10,186,200.00
PUR 2/13/09 683234A3 PROVINCE OF ONTARIO 3.1250 1.990
44812 2/19/09 287097 RBC DOMINION SECURITIES -IE 9/08/10 30,000,000.00 101.72 30,517,800.00
PUR 2/04/09 7244P0PH PITNEY BOWES INC DISC C P .2000 .200
44633 2/04/09 287030 CITIGROUP GBL MKT(FMLY SALO 2/17/09 14,000,000.00 99.993 13,998,988.89
PUR 2/09/09 7244P0PH PITNEY BOWES INC DISC C P .2300 .230
44702 2/09/09 287053 CITIGROUP GBL MKT(FMLY SALO 2/17/09 16,270,000.00 99.995 16,269,168.42
PUR 2/06/09 7426M4P9 PRIVATE EXPORT FUNDING CORP .2600 .260
44681 2/06/09 287046 JP MORGAN 2/09/09 110,000.00 99.998 109,997.62
PUR 2/09/09 7426M4PA PRIVATE EXPORT FUNDING CORP .2500 .250
44709 2/09/09 287053 JP MORGAN 2/10/09 6,925,000.00 99.999 6,924,951.91
PUR 2/04/09 74271TP6 PROCTER & GAMBLE CO DISC C .2500 .250
44624 2/04/09 287030 MERRILL LYNCH (RESEARCH) 2/06/09 45,000,000.00 99.999 44,999,375.00
PUR 2/02/09 74271TQ9 PROCTER & GAMBLE CO DISC C .2100 .210
44595 2/02/09 287018 MERRILL LYNCH (RESEARCH) 3/09/09 21,600,000.00 99.980 21,595,589.99
PUR 2/05/09 7443KQH6 PRUDENTIAL FUNDING LLC IBN .2500 .250
44644 2/05/09 287040 PRUDENTIAL FUNDING INC 2/06/09 25,000,000.00 100.00 25,000,000.00
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 2/11/09 7443KQJ4 PRUDENTIAL FUNDING LLC IBN .2500 .250
44739 2/11/09 287066 PRUDENTIAL FUNDING INC 2/13/09 18,347,000.00 100.00 18,347,000.00
PUR 2/19/09 7443KQK6 PRUDENTIAL FUNDING LLC IBN .2300 .230
44825 2/19/09 287097 PRUDENTIAL FUNDING INC 2/20/09 2,558,000.00 100.00 2,558,000.00
PUR 2/06/09 83365RP9 SOCIETE GENERALE NA DISC C .2000 .200
44673 2/06/09 287046 SOCIETE GENERALE INTERNATIO 2/09/09 35,000,000.00 99.998 34,999,416.67
PUR 2/02/09 8336P2TR SOCIETE GENERALE YANKEE CER .3500 .350
44573 2/02/09 287018 SOCIETE GENERALE INTERNATIO 2/09/09 25,000,000.00 100.00 25,000,000.00
PUR 2/11/09 8336P2UN SOCIETE GENERALE YANKEE CER .4500 .450
44733 2/11/09 287066 SOCIETE GENERALE INTERNATIO 3/11/09 25,000,000.00 100.00 25,000,000.00
PUR 2/18/09 8336P2V3 SOCIETE GENERALE YANKEE CER .3700 .370
44802 2/18/09 287091 SOCIETE GENERALE INTERNATIO 3/11/09 25,000,000.00 100.00 25,000,000.00
PUR 2/25/09 8336P2VB SOCIETE GENERALE YANKEE CER .2700 .270
44889 2/25/09 287124 SOCIETE GENERALE INTERNATIO 3/04/09 11,646,000.00 100.00 11,646,000.00
PUR 2/06/09 87019PF4 SWEDBANK YANKEE CERT DEP .3800 .380
44678 2/06/09 287046 BGC FINANCIAL 3/06/09 25,000,000.00 100.00 25,000,000.00
PUR 2/20/09 87019PF6 SWEDBANK YANKEE CERT DEP .4200 .420
44840 2/20/09 287103 BGC FINANCIAL 3/24/09 25,000,000.00 100.00 25,000,000.00
PUR 2/24/09 87019PF8 SWEDBANK YANKEE CERT DEP .4200 .420
44865 2/24/09 287116 BGC FINANCIAL 3/27/09 25,000,000.00 100.00 25,000,000.00
PUR 2/02/09 89233GPP TOYOTA MOTOR CREDIT DISC C .3500 .350
44594 2/02/09 287018 TOYOTA MOTOR CR CORP. 2/23/09 38,400,000.00 99.980 38,392,160.00
PUR 2/18/09 89233GQP TOYOTA MOTOR CREDIT DISC C .4000 .400
44796 2/18/09 287091 TOYOTA MOTOR CR CORP. 3/23/09 30,300,000.00 99.963 30,288,890.00
PUR 2/24/09 89233GQP TOYOTA MOTOR CREDIT DISC C .3000 .300
44864 2/24/09 287116 TOYOTA MOTOR CR CORP. 3/23/09 50,000,000.00 99.978 49,988,750.00
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 2/01/09 THROUGH 2/28/09
CASH MANAGEMENT FD (5050) -Cont. PAGE: 51
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/18/09 89233GQQ TOYOTA MOTOR CREDIT DISC C .4000 .400
44795 2/18/09 287091 TOYOTA MOTOR CR CORP. 3/24/09 30,300,000.00 99.962 30,288,553.33
PUR 2/02/09 90328APH USAA CAPITAL CORP DISC C P .2000 .200
44577 2/02/09 287018 GOLDMAN SACHS & COMPANY 2/17/09 12,500,000.00 99.992 12,498,958.34
PUR 2/23/09 90328APQ USAA CAPITAL CORP DISC C P .2000 .200
44861 2/23/09 287110 GOLDMAN SACHS & COMPANY 2/24/09 17,313,000.00 99.999 17,312,903.81
PUR 2/05/09 90477DP6 UNILEVER CAPITAL CORP DISC .2500 .250
44652 2/05/09 287040 JP MORGAN 2/06/09 1,738,000.00 99.999 1,737,987.93
PUR 2/05/09 9113A2P9 UPS DISC C P .0600 .060
44645 2/05/09 287040 CREDIT SUISSE SEC (USA) LLC 2/09/09 35,000,000.00 99.999 34,999,766.66
PUR 2/25/09 912795K5 U.S. TREASURY BILLS .0770 .077
44883 2/25/09 287124 BANK OF AMERICA SECURITIES 2/26/09 140,000,000.00 100.00 139,999,700.54
PUR 2/25/09 912795K5 U.S. TREASURY BILLS .0595 .060
44884 2/25/09 287124 CREDIT SUISSE SEC (USA) LLC 2/26/09 75,000,000.00 100.00 74,999,876.04
PUR 2/23/09 912795K8 U S TREASURY BILLS .1745 .175
44856 2/23/09 287110 JP MORGAN 3/19/09 100,000,000.00 99.988 99,988,366.68
PUR 2/04/09 912795K9 U S TREASURY BILLS .2620 .262
44635 2/04/09 287030 GREENWICH CAPITAL MARKETS 3/26/09 16,000,000.00 99.964 15,994,177.78
PUR 2/11/09 912795L8 U S TREASURY BILLS .2945 .295
44736 2/11/09 287066 JP MORGAN 5/14/09 100,000,000.00 99.925 99,924,738.90
PUR 2/17/09 912795L8 U S TREASURY BILLS .2850 .285
44794 2/18/09 287091 CITIGROUP GBL MKT(FMLY SALO 5/14/09 37,425,000.00 99.933 37,399,816.09
PUR 2/17/09 912795L8 U S TREASURY BILLS .2745 .275
44789 2/17/09 287085 DEUTSCHE BANK SECURITIES IN 5/14/09 37,425,000.00 99.934 37,400,458.56
PUR 2/25/09 912795M2 U S TREASURY BILLS .2820 .282
44885 2/25/09 287124 GREENWICH CAPITAL MARKETS 5/28/09 100,000,000.00 99.928 99,927,933.34
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 2/01/09 THROUGH 2/28/09
CASH MANAGEMENT FD (5050) -Cont. PAGE: 52
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/27/09 912795M2 U S TREASURY BILLS .2495 .250
44923 2/27/09 287137 BNP PARIBAS SECURITIES CORP 5/28/09 50,000,000.00 99.938 49,968,812.50
PUR 2/11/09 912795M4 U S TREASURY BILLS .3195 .320
44734 2/11/09 287066 GOLDMAN SACHS & COMPANY 6/11/09 100,000,000.00 99.894 99,893,500.00
PUR 2/11/09 912795N5 U S TREASURY BILLS .4400 .441
44735 2/11/09 287066 CITIGROUP GBL MKT(FMLY SALO 8/06/09 100,000,000.00 99.785 99,784,888.90
PUR 2/25/09 912795Q8 U S TREASURY BILLS .3545 .355
44886 2/25/09 287124 JP MORGAN 7/02/09 100,000,000.00 99.875 99,874,940.28
PUR 2/25/09 912795Q8 U S TREASURY BILLS .3545 .355
44887 2/25/09 287124 JP MORGAN 7/02/09 50,000,000.00 99.875 49,937,470.14
PUR 2/25/09 912795S2 U S TREASURY BILLS .4820 .483
44888 2/25/09 287124 GREENWICH CAPITAL MARKETS 8/27/09 100,000,000.00 99.755 99,754,983.34
PUR 2/09/09 91302CPR UNITED TECHNOLOGIES CORP DI .1800 .180
44703 2/09/09 287053 BANK OF AMERICA SECURITIES 2/25/09 18,730,000.00 99.992 18,728,501.60
PUR 2/09/09 91302CPT UNITED TECHNOLOGIES CORP DI .1800 .180
44695 2/09/09 287053 BANK OF AMERICA SECURITIES 2/27/09 53,000,000.00 99.991 52,995,230.00
PUR 2/11/09 91302CQ2 UNITED TECHNOLOGIES CORP DI .1900 .190
44742 2/11/09 287066 BANK OF AMERICA SECURITIES 3/02/09 15,331,000.00 99.990 15,329,462.64
PUR 2/19/09 9497F0PS WELLS FARGO DISC C P .2500 .250
44822 2/19/09 287097 WELLS FARGO 2/26/09 50,000,000.00 99.995 49,997,569.44
PUR 2/20/09 9497F0Q4 WELLS FARGO DISC C P .2500 .250
44839 2/20/09 287103 WELLS FARGO 3/04/09 25,000,000.00 99.992 24,997,916.67
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 4023355000.00 4023613161.26
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 4023355000.00 4023613161.26
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
CASH MANAGEMENT FD (5050) -Cont. PAGE: 53
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 2/26/09 912795K6 U S TREASURY BILLS 1.7905 1.806
42851 2/26/09 287130 CREDIT SUISSE SEC (USA) LLC 3/05/09 18,873,000.00 99.998 18,872,557.79 6,128.48
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 18,873,000.00 18,872,557.79 6,128.48
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 18,873,000.00 18,872,557.79 6,128.48
END OF REPORT FOR: CASH MANAGEMENT FD
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
COMMON PENSION FD A (5140) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 1/28/09 529289AA LEXINGTON MASTER LP 5.4500 9.428
44615 2/02/09 422261 GOLDMAN SACHS & COMPANY 1/15/27 3,000,000.00 65.875 1,976,250.00
PUR 2/05/09 529289AA LEXINGTON MASTER LP 5.4500 9.732
44615 2/10/09 422285 FRIEDMAN BILLINGS RAMSEY 1/15/27 2,500,000.00 64.000 1,600,000.00
PUR 2/18/09 65332VBG NEXTEL COMM CO GUAR NOTES 7.3750 23.897
44850 2/23/09 287108 CANTOR FITZGERALD SECURITIE 8/01/15 12,000,000.00 47.000 5,640,000.00
PUR 2/18/09 65332VBG NEXTEL COMM CO GUAR NOTES 7.3750 23.832
44850 2/23/09 287108 JP MORGAN 8/01/15 10,000,000.00 47.125 4,712,500.00
PUR 2/20/09 65332VBH NEXTEL COMM CO GUAR NOTES 6.8750 26.195
44877 2/25/09 287123 JP MORGAN 10/31/13 13,000,000.00 49.500 6,435,000.00
PUR 2/18/09 65332VBJ NEXTEL COMM CO GUAR NOTES 5.9500 24.657
44851 2/23/09 287108 CREDIT SUISSE SEC (USA) LLC 3/15/14 10,000,000.00 47.500 4,750,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 50,500,000.00 25,113,750.00
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 2/09/09 00206R10 AT&T INC.
32425 2/12/09 422293 BARCLAYS CAPITAL (DOMESTIC) 1,100,000.00 25.878 44,000.00 28,510,240.00
PUR 2/10/09 00206R10 AT&T INC.
32425 2/13/09 422296 MERRILL LYNCH (RESEARCH) 900,000.00 25.029 36,000.00 22,561,740.00
PUR 2/19/09 00206R10 AT&T INC.
32425 2/24/09 422322 CITIGROUP/CITIBANK DOMESTIC 1,200,000.00 23.443 48,000.00 28,179,000.00
PUR 2/20/09 00206R10 AT&T INC.
32425 2/25/09 422327 BLAIR, WILLIAM & COMPANY 619,200.00 23.717 24,768.00 14,710,396.32
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 2/20/09 00206R10 AT&T INC.
32425 2/25/09 422327 CRAIG-HALLUM CAPITAL GRP LL 80,800.00 23.798 3,232.00 1,926,078.08
PUR 2/11/09 01736110 ALLEGHENY ENERGY, INC.
06156 2/17/09 422300 MIDWOOD SECURITIES, INC. 81,250.00 29.252 4,062.50 2,380,803.75
PUR 2/11/09 01736110 ALLEGHENY ENERGY, INC.
06156 2/17/09 422300 NUTMEG SECURITIES 68,750.00 29.514 2,750.00 2,031,816.88
PUR 2/13/09 01736110 ALLEGHENY ENERGY, INC.
06156 2/19/09 422309 RBC CAPITAL (DOMESTIC) 200,000.00 28.469 8,000.00 5,701,720.00
PUR 2/13/09 03741110 APACHE CORP.
05297 2/19/09 422309 SANFORD BERNSTEIN & CO. 112,000.00 73.649 4,480.00 8,253,179.20
PUR 2/13/09 16516710 CHESAPEAKE ENERGY CORP.
08811 2/19/09 422309 SANFORD BERNSTEIN & CO. 28,000.00 18.558 1,120.00 520,749.60
PUR 2/04/09 22160K10 COSTCO WHOLESALE CORP.
14344 2/09/09 422281 UBS WARBURG LLC 35,000.00 42.954 1,050.00 1,504,436.50
PUR 2/17/09 25179M10 DEVON ENERGY CORP.
18029 2/20/09 422313 FTN MIDWEST SECURITIES 62,000.00 48.820 2,480.00 3,029,295.20
PUR 2/13/09 25468710 WALT DISNEY CO. (THE)
15735 2/19/09 422309 LEERINK SWANN LLC 100,000.00 18.696 4,000.00 1,873,590.00
PUR 2/17/09 27886510 ECOLAB INC.
23068 2/20/09 422313 FTN MIDWEST SECURITIES 61,000.00 32.959 2,440.00 2,012,920.70
PUR 2/11/09 39116410 GREAT PLAINS ENERGY INC
43169 2/17/09 422300 SANFORD BERNSTEIN & CO. 250,000.00 15.583 10,000.00 3,905,775.00
PUR 1/30/09 53245710 LILLY ELI & CO.
16011 2/04/09 422267 MORGAN STANLEY 460,000.00 37.489 18,400.00 17,263,294.00
PUR 2/12/09 93114210 WAL-MART STORES, INC.
15929 2/18/09 422305 MERRILL LYNCH (RESEARCH) 100,000.00 47.524 4,000.00 4,756,430.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 2/13/09 93114210 WAL-MART STORES, INC.
15929 2/19/09 422309 LANGEN MCALENNEY 41,500.00 47.016 1,660.00 1,952,836.45
PUR 2/13/09 93114210 WAL-MART STORES, INC.
15929 2/19/09 422309 SOLEIL SECURITIES CORP. 249,500.00 47.139 9,980.00 11,771,110.60
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 5,749,000.00 162,845,412.28
230,422.50
PURCHASES OF COMINGLED FUND UNITS
---------------------------------
PUR 2/12/09 9AMCS84M LIGAND PHARMA RIGHTS
44904 2/12/09 422280 Internal Cash Not Affected 35,000.00 .01
PUR 2/06/09 SPX8250U S&P 500 SPX.OE
44701 2/09/09 422280 PALI CAPITAL (OPTIONS) 300,000.00 30.133 6,000.00 9,045,990.00
-------------- ---------- -------------- --------------
SUBTOTAL UNIT-ASSET PURCHASES: 335,000.00 9,045,990.01
6,000.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 56,584,000.00 197,005,152.29
236,422.50
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 2/09/09 025816AX AMERICAN EXPRESS SR NOTES 6.1500 9.797
43727 2/13/09 287077 JEFFERIES & COMPANY 8/28/17 10,000,000.00 93.922 9,392,200.00 1,470,808.03
SALE 2/06/09 852060AS SPRINT CAPITAL CORP NOTES 8.3750 21.179
44027 2/11/09 287064 CREDIT SUISSE SEC (USA) LLC 3/15/12 12,500,000.00 82.000 10,250,000.00 1,257,738.81
SALE 2/06/09 852060AT SPRINT CAPITAL CORP 8.7500 15.959
43912 2/11/09 287064 GOLDMAN SACHS & COMPANY 3/15/32 10,000,000.00 63.000 6,300,000.00 689,417.26
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 32,500,000.00 25,942,200.00 3,417,964.10
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 2/19/09 00922R10 AIR TRANSPORT SERVICES GROU .49
41225 2/24/09 422323 INSTINET (PORTAL) 501,486.00 .173 2,507.43 84,399.60 -2,933,503.11
SALE 2/20/09 00922R10 AIR TRANSPORT SERVICES GROU .18
41225 2/25/09 422328 INSTINET (PORTAL) 168,514.00 .189 842.57 30,989.54 -983,114.26
SALE 1/29/09 02313510 AMAZON.COM INC. 16.84
09384 2/03/09 422263 GOLDMAN SACHS & COMPANY 60,000.00 50.106 1,800.00 3,004,525.16 218,056.47
SALE 2/06/09 03265410 ANALOG DEVICES, INC. 6.19
15593 2/11/09 422291 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 22.098 2,000.00 1,102,878.81 332,403.41
SALE 1/28/09 03748R10 APARTMENT INVEST. & MGMT. C 2.89
38056 2/02/09 422258 JP MORGAN 50,000.00 10.292 2,000.00 512,602.11 -886,777.55
SALE 2/11/09 03748R10 APARTMENT INVEST. & MGMT. C 2.09
38056 2/17/09 422301 DEUTSCHE BANK AG (DOMESTIC) 57,381.00 6.486 2,295.24 369,864.36 -1,236,091.72
SALE 2/05/09 03761U10 APOLLO INVESTMENT CORP. 2.87
37900 2/10/09 422287 UBS WARBURG LLC 100,000.00 5.111 3,000.00 508,047.13 -1,553,935.54
SALE 2/05/09 04626510 ASTORIA FINANCIAL CORP. 4.14
07005 2/10/09 422287 JP MORGAN 100,000.00 7.377 4,000.00 733,705.86 -860,348.36
SALE 1/28/09 05367P10 AVID TECHNOLOGY, INC. 1.88
09989 2/02/09 422258 GOLDMAN SACHS & COMPANY 30,000.00 11.147 900.00 333,508.12 -820,108.08
SALE 1/28/09 05367P10 AVID TECHNOLOGY, INC. .64
09989 2/02/09 422258 ITG (CHANNEL) 10,000.00 11.275 150.00 112,598.36 -271,940.37
SALE 1/29/09 05367P10 AVID TECHNOLOGY, INC. 1.20
09989 2/03/09 422263 GOLDMAN SACHS & COMPANY 20,000.00 10.683 600.00 213,050.80 -556,026.67
SALE 2/11/09 05548210 BJ SERVICES CO. 1.88
20570 2/17/09 422301 MERRILL LYNCH (RESEARCH) 30,000.00 11.190 1,200.00 334,489.12 -288,127.23
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/12/09 05548210 BJ SERVICES CO. 9.10
20570 2/18/09 422306 MERRILL LYNCH (RESEARCH) 150,000.00 10.824 6,000.00 1,617,575.90 -1,495,505.86
SALE 2/05/09 06050510 BANK OF AMERICA CORP. 6.96
13225 2/10/09 422287 BARCLAYS CAPITAL (DOMESTIC) 285,000.00 4.355 11,400.00 1,229,739.54 -7,214,378.82
SALE 2/12/09 08651610 BEST BUY CO INC. 16.65
14964 2/18/09 422306 MERRILL LYNCH (RESEARCH) 100,000.00 29.721 4,000.00 2,968,083.35 -232,345.67
SALE 2/13/09 08651610 BEST BUY CO INC. 75.52
14964 2/19/09 422310 FRIEDMAN BILLINGS RAMSEY 441,000.00 30.578 17,640.00 13,466,961.98 -646,929.98
SALE 2/04/09 09193550 BLACKBOARD, INC. 2.66
34287 2/09/09 422282 UBS WARBURG LLC 20,000.00 23.727 600.00 473,941.34 -76,029.88
SALE 2/05/09 09193550 BLACKBOARD, INC. 3.25
34287 2/10/09 422287 UBS WARBURG LLC 20,000.00 28.946 600.00 578,312.75 28,341.53
SALE 2/06/09 09193550 BLACKBOARD, INC. 3.24
34287 2/11/09 422291 UBS WARBURG LLC 20,000.00 28.927 600.00 577,940.76 27,969.54
SALE 1/30/09 11012210 BRISTOL-MYERS SQUIBB CO. 99.09
03410 2/04/09 422268 JP MORGAN 820,000.00 21.578 32,800.00 17,660,732.91 -5,608,574.50
SALE 1/28/09 12618T10 CRA INTERNATIONAL, INC. 1.23
31989 2/02/09 422258 GOLDMAN SACHS & COMPANY 10,000.00 21.838 300.00 218,081.77 -227,254.95
SALE 2/13/09 13078810 CALIFORNIA WATER SERVICE GR .60
29762 2/19/09 422310 RBC CAPITAL (DOMESTIC) 2,400.00 44.248 96.00 106,099.32 20,175.70
SALE 2/06/09 16676410 CHEVRON CORP. 55.94
21041 2/11/09 422291 WACHOVIA SECURITIES, INC. 134,000.00 74.536 5,360.00 9,982,341.06 5,566,854.00
SALE 2/04/09 19121610 COCA-COLA CO. (THE) 5.94
14589 2/09/09 422282 DEUTSCHE BANK AG (DOMESTIC) 25,000.00 42.420 1,000.00 1,059,494.06 298,929.77
SALE 2/04/09 19416210 COLGATE-PALMOLIVE CO. 8.96
04501 2/09/09 422282 DEUTSCHE BANK AG (DOMESTIC) 25,000.00 63.942 1,000.00 1,597,531.04 561,030.22
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 2/06/09 23280610 CYPRESS SEMICONDUCTOR CORP. 2.90
32337 2/11/09 422291 JP MORGAN 100,000.00 5.167 4,000.00 512,707.10 256,053.85
SALE 1/28/09 23426410 DAKTRONICS INC. 1.05
35758 2/02/09 422258 GOLDMAN SACHS & COMPANY 20,000.00 9.296 600.00 185,316.95 -488,751.12
SALE 2/04/09 25388B10 DIGITAL RIVER, INC. 2.78
12330 2/09/09 422282 UBS WARBURG LLC 20,000.00 24.806 600.00 495,519.22 -54,689.81
SALE 2/04/09 25674610 DOLLAR TREE INC 21.19
40367 2/09/09 422282 UBS WARBURG LLC 90,000.00 42.038 2,700.00 3,780,680.81 1,062,725.03
SALE 2/13/09 25786710 DONNELLEY RR & SONS CO. 1.27
30895 2/19/09 422310 SANFORD BERNSTEIN & CO. 25,000.00 9.019 1,000.00 224,481.23 -614,773.77
SALE 2/06/09 29454910 EQUITABLE RESOURCES, INC. 21.31
15805 2/11/09 422291 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 38.038 4,000.00 3,799,748.69 1,827,983.35
SALE 2/06/09 29717810 ESSEX PROPERTY TRUST INC. 3.26
38186 2/11/09 422291 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 58.089 400.00 580,489.74 -539,566.42
SALE 2/06/09 30231G10 EXXON MOBIL CORP. 56.02
15200 2/11/09 422291 WACHOVIA SECURITIES, INC. 125,000.00 80.019 5,000.00 9,997,356.48 6,969,586.21
SALE 2/04/09 31428X10 FEDEX CORP 28.83
35238 2/09/09 422282 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 51.484 4,000.00 5,144,351.17 -5,033,103.30
SALE 1/28/09 32054K10 FIRST INDUSTRIAL REALTY TRU 1.12
22463 2/02/09 422258 ITG (CHANNEL) 30,769.00 6.430 461.54 197,375.86 -789,768.97
SALE 1/28/09 32054K10 FIRST INDUSTRIAL REALTY TRU 2.47
22463 2/02/09 422258 MORGAN STANLEY 69,231.00 6.368 2,769.24 438,118.99 -1,782,980.95
SALE 2/04/09 32054K10 FIRST INDUSTRIAL REALTY TRU 1.01
22463 2/09/09 422282 DEUTSCHE BANK AG (DOMESTIC) 35,000.00 5.104 1,400.00 177,235.49 -945,650.18
SALE 2/05/09 32054K10 FIRST INDUSTRIAL REALTY TRU .27
22463 2/10/09 422287 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 4.653 400.00 46,126.73 -274,697.75
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
COMMON PENSION FD A (5140) -Cont. PAGE: 60
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/06/09 32054K10 FIRST INDUSTRIAL REALTY TRU 1.48
22463 2/11/09 422291 DEUTSCHE BANK AG (DOMESTIC) 55,000.00 4.802 2,200.00 261,886.52 -1,502,648.11
SALE 2/04/09 37002110 GENERAL GROWTH PROPERTIES .86
38049 2/09/09 422282 INSTINET (DOMESTIC) 200,000.00 .760 1,000.00 150,999.14 -7,618,490.72
SALE 2/19/09 37155910 GENESEE & WYOMING INC. CL A 9.79
36329 2/24/09 422323 WACHOVIA SECURITIES, INC. 80,000.00 21.835 3,200.00 1,743,598.21 -460,628.79
SALE 2/06/09 37246010 GENUINE PARTS CO. 18.81
24582 2/11/09 422291 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 33.584 4,000.00 3,354,401.19 353,699.45
SALE 2/11/09 42345210 HELMERICH & PAYNE, INC. 2.50
18074 2/17/09 422301 MERRILL LYNCH (RESEARCH) 20,000.00 22.274 800.00 444,675.50 244,690.36
SALE 2/12/09 42345210 HELMERICH & PAYNE, INC. 7.34
18074 2/18/09 422306 MERRILL LYNCH (RESEARCH) 60,000.00 21.840 2,400.00 1,307,992.66 708,037.24
SALE 2/06/09 42823610 HEWLETT-PACKARD CO. 9.89
12113 2/11/09 422291 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 35.313 2,000.00 1,763,625.11 430,580.70
SALE 2/05/09 43730610 HOME PROPERTIES, INC. 1.75
39379 2/10/09 422287 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 31.169 400.00 311,284.25 -111,157.78
SALE 2/11/09 44332010 HUB GROUP, INC. - CL A 7.50
30945 2/17/09 422301 UBS WARBURG LLC 60,000.00 22.321 1,800.00 1,337,452.50 583,413.07
SALE 2/06/09 45811810 INTEGRATED DEVICE TECHNOLOG 1.73
35372 2/11/09 422291 UBS WARBURG LLC 50,000.00 6.158 1,500.00 306,418.27 -442,265.57
SALE 2/06/09 45814010 INTEL CORP. 4.08
14861 2/11/09 422291 UBS WARBURG LLC 50,000.00 14.537 1,500.00 725,350.92 7,633.01
SALE 1/28/09 46145F10 INVESTMENT TECHNOLOGY GROUP 12.11
12962 2/02/09 422258 MORGAN STANLEY 99,527.00 21.710 3,981.08 2,156,747.93 -65,560.07
SALE 1/28/09 46428765 ISHARES RUSSELL 2000 132.25
44143 2/02/09 422258 JP MORGAN 500,000.00 47.229 20,000.00 23,594,417.75 224,967.75
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 1/29/09 46428765 ISHARES RUSSELL 2000 129.35
44143 2/03/09 422263 JP MORGAN 500,000.00 46.196 20,000.00 23,077,820.65 -291,629.35
SALE 1/28/09 52904310 LEXINGTON REALTY TRUST .40
43644 2/02/09 422258 JP MORGAN 14,000.00 5.077 560.00 70,512.00 -29,145.11
SALE 2/05/09 52904310 LEXINGTON REALTY TRUST .49
43644 2/10/09 422287 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 4.317 800.00 85,529.51 -56,837.79
SALE 2/06/09 52904310 LEXINGTON REALTY TRUST 1.91
43644 2/11/09 422291 DEUTSCHE BANK AG (DOMESTIC) 80,000.00 4.263 3,200.00 337,798.09 -231,671.10
SALE 2/04/09 53803410 LIVE NATION, INC. 11.52
32911 2/09/09 422282 SANFORD BERNSTEIN & CO. 370,000.00 5.556 14,800.00 2,040,723.48 -4,108,857.92
SALE 2/04/09 59491810 MICROSOFT CORP. 10.46
18102 2/09/09 422282 UBS WARBURG LLC 100,000.00 18.665 3,000.00 1,863,499.54 1,300,981.23
SALE 2/04/09 62914B10 NIC INC. .59
22828 2/09/09 422282 UBS WARBURG LLC 20,000.00 5.227 600.00 103,933.41 16,534.03
SALE 1/28/09 62941030 NTN BUZZTIME INC. .01
03676 2/02/09 422258 INSTINET (DOMESTIC) 4,700.00 .193 23.50 884.06 -17,244.54
SALE 1/29/09 62941030 NTN BUZZTIME INC. .01
03676 2/03/09 422263 INSTINET (DOMESTIC) 1,100.00 .176 5.50 188.53 -4,054.33
SALE 1/30/09 62941030 NTN BUZZTIME INC. .01
03676 2/04/09 422268 INSTINET (DOMESTIC) 9,165.00 .170 45.83 1,512.21 -33,838.57
SALE 2/03/09 62941030 NTN BUZZTIME INC. .01
03676 2/06/09 422277 INSTINET (DOMESTIC) 200.00 .170 1.00 32.99 -738.44
SALE 2/04/09 62941030 NTN BUZZTIME INC. .01
03676 2/09/09 422282 INSTINET (DOMESTIC) 3,835.00 .141 19.18 519.63 -14,272.54
SALE 2/05/09 62941030 NTN BUZZTIME INC. .05
03676 2/10/09 422287 INSTINET (DOMESTIC) 61,000.00 .140 305.00 8,234.95 -227,051.19
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 2/01/09 THROUGH 2/28/09
COMMON PENSION FD A (5140) -Cont. PAGE: 62
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/09/09 63663710 NATIONAL LAMPOON INC. .03
31384 2/12/09 422294 INSTINET (PORTAL) 25,000.00 .150 125.00 3,624.97 -70,270.09
SALE 2/13/09 63663710 NATIONAL LAMPOON INC. .06
31384 2/19/09 422310 INSTINET (PORTAL) 75,000.00 .120 375.00 8,624.94 -213,060.25
SALE 2/17/09 63663710 NATIONAL LAMPOON INC. .01
31384 2/20/09 422314 INSTINET (PORTAL) 5,000.00 .110 25.00 524.99 -14,254.02
SALE 2/19/09 63663710 NATIONAL LAMPOON INC. .01
31384 2/24/09 422323 INSTINET (PORTAL) 10,000.00 .120 50.00 1,149.99 -28,408.04
SALE 2/23/09 63663710 NATIONAL LAMPOON INC. .04
31384 2/26/09 422333 INSTINET (PORTAL) 45,000.00 .120 225.00 5,174.96 -127,836.15
SALE 2/06/09 64110D10 NETAPP INC. 4.37
40618 2/11/09 422291 UBS WARBURG LLC 50,000.00 15.575 1,500.00 777,225.63 -229,622.01
SALE 2/04/09 65122910 NEWELL RUBBERMAID INC 6.58
22814 2/09/09 422282 WACHOVIA SECURITIES, INC. 150,000.00 7.827 6,000.00 1,167,983.42 -1,570,557.59
SALE 2/13/09 65248E10 NEWS CORP. CL A 7.29
29698 2/19/09 422310 FRIEDMAN BILLINGS RAMSEY 200,000.00 6.505 6,000.00 1,294,952.71 -2,511,475.86
SALE 2/13/09 66439710 NORTHEAST UTILITIES 20.22
29097 2/19/09 422310 RBC CAPITAL (DOMESTIC) 150,000.00 24.062 6,000.00 3,603,279.78 -118,583.93
SALE 2/11/09 69331C10 P G & E CORP 20.93
7625 2/17/09 422301 SANFORD BERNSTEIN & CO. 100,000.00 37.370 4,000.00 3,733,009.07 826,940.95
SALE 2/05/09 74144T10 T ROWE PRICE GROUP INC. 7.42
19029 2/10/09 422287 UBS WARBURG LLC 50,000.00 26.484 1,500.00 1,322,667.58 1,197,776.66
SALE 1/28/09 74157K84 PRIMEDIA, INC. .49
37939 2/02/09 422258 MORGAN STANLEY 40,433.00 2.122 1,617.32 84,181.02 -3,227,288.43
SALE 1/29/09 74157K84 PRIMEDIA, INC. .18
37939 2/03/09 422263 MORGAN STANLEY 16,200.00 1.939 324.00 31,094.10 -1,295,688.61
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
COMMON PENSION FD A (5140) -Cont. PAGE: 63
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/30/09 74157K84 PRIMEDIA, INC. .02
37939 2/04/09 422268 MORGAN STANLEY 1,700.00 1.841 34.00 3,095.00 -136,135.28
SALE 2/04/09 74586710 PULTE HOMES, INC. 1.51
04802 2/09/09 422282 JP MORGAN 25,000.00 10.744 1,000.00 267,585.99 -87,066.93
SALE 2/06/09 74752510 QUALCOMM INC. 9.90
03288 2/11/09 422291 UBS WARBURG LLC 50,000.00 35.329 1,500.00 1,764,940.10 554,833.70
SALE 2/06/09 77669610 ROPER INDUSTRIES, INC. 33.08
33649 2/11/09 422291 SANFORD BERNSTEIN & CO. 135,000.00 43.749 5,400.00 5,900,681.92 -282,099.02
SALE 2/04/09 82554910 SHUFFLE MASTER, INC. .09
36076 2/09/09 422282 INSTINET (PORTAL) 5,200.00 2.901 36.40 15,050.27 -117,750.61
SALE 2/04/09 82554910 SHUFFLE MASTER, INC. 1.25
36076 2/09/09 422282 ITG (CHANNEL) 77,591.00 2.864 775.91 221,458.98 -1,760,108.99
SALE 2/05/09 82554910 SHUFFLE MASTER, INC. 1.80
36076 2/10/09 422287 ITG (CHANNEL) 120,278.00 2.669 1,202.78 319,853.49 -2,751,882.04
SALE 2/11/09 83851810 SOUTH JERSEY INDUSTRIES INC 21.12
26192 2/17/09 422301 MIDWOOD SECURITIES, INC. 100,000.00 37.707 5,000.00 3,765,628.88 225,509.14
SALE 2/04/09 85524410 STARBUCKS CORP. 23.06
23594 2/09/09 422282 UBS WARBURG LLC 420,000.00 9.803 12,600.00 4,104,552.94 -895,457.70
SALE 2/06/09 86681020 SUN MICROSYSTEMS INC 4.71
38810 2/11/09 422291 UBS WARBURG LLC 150,000.00 5.607 4,500.00 836,485.29 -2,191,738.74
SALE 2/04/09 87150310 SYMANTEC CORP. 8.53
8884 2/09/09 422282 UBS WARBURG LLC 100,000.00 15.227 3,000.00 1,519,721.47 -347,657.19
SALE 1/28/09 87157B10 SYNCHRONOSS TECHNOLOGIES IN 1.54
37698 2/02/09 422258 GOLDMAN SACHS & COMPANY 30,000.00 9.162 900.00 273,961.46 -531,669.56
SALE 1/28/09 87157B10 SYNCHRONOSS TECHNOLOGIES IN .52
37698 2/02/09 422258 ITG (CHANNEL) 10,000.00 9.160 150.00 91,449.48 -177,094.19
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 2/01/09 THROUGH 2/28/09
COMMON PENSION FD A (5140) -Cont. PAGE: 64
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/29/09 87157B10 SYNCHRONOSS TECHNOLOGIES IN 1.51
37698 2/03/09 422263 GOLDMAN SACHS & COMPANY 30,000.00 8.941 900.00 267,334.49 -538,296.53
SALE 2/04/09 87160710 SYNOPSYS INC 10.76
22050 2/09/09 422282 UBS WARBURG LLC 100,000.00 19.199 3,000.00 1,916,919.24 -815,804.86
SALE 2/18/09 88162420 TEVA PHARMACEUTICAL INDS LT 14.55
44213 2/23/09 422318 BARCLAYS CAPITAL (DOMESTIC) 56,448.00 46.000 1,693.44 2,594,928.23 576,305.12
SALE 2/04/09 88731710 TIME WARNER INC. 10.63
26103 2/09/09 422282 WACHOVIA SECURITIES, INC. 200,000.00 9.487 8,000.00 1,889,349.37 -1,611,846.41
SALE 2/02/09 89376R20 TRANSMETA CORP/DELAWARE
38650 2/03/09 422280 TENDERED 260,000.00 19.007 4,941,820.00 1,496,066.50
SALE 2/17/09 91913Y10 VALERO ENERGY CORP. 22.41
34914 2/20/09 422314 FTN MIDWEST SECURITIES 180,000.00 22.228 7,200.00 3,993,853.59 -7,249,476.47
SALE 2/06/09 92343V10 VERIZON COMMUNICATIONS INC 44.46
43273 2/11/09 422291 CITIGROUP/CITIBANK DOMESTIC 250,000.00 31.757 10,000.00 7,929,105.54 761,210.52
SALE 2/06/09 92343V10 VERIZON COMMUNICATIONS INC 44.44
43273 2/11/09 422291 LEERINK SWANN LLC 250,000.00 31.736 10,000.00 7,923,980.56 756,085.54
SALE 2/06/09 92343V10 VERIZON COMMUNICATIONS INC 44.39
43273 2/11/09 422291 SANFORD BERNSTEIN & CO. 250,000.00 31.706 10,000.00 7,916,555.61 748,660.59
SALE 2/06/09 92343V10 VERIZON COMMUNICATIONS INC 44.42
43273 2/11/09 422291 SOLEIL SECURITIES CORP. 250,000.00 31.728 10,000.00 7,922,005.58 754,110.56
SALE 2/09/09 92343V10 VERIZON COMMUNICATIONS INC 158.07
43273 2/12/09 422294 BARCLAYS CAPITAL (DOMESTIC) 900,000.00 31.362 36,000.00 28,189,911.93 2,385,489.86
SALE 2/10/09 92343V10 VERIZON COMMUNICATIONS INC 44.79
43273 2/13/09 422297 MERRILL LYNCH (RESEARCH) 260,900.00 30.655 10,436.00 7,987,408.71 506,993.47
SALE 2/11/09 92343V10 VERIZON COMMUNICATIONS INC .07
43273 2/17/09 422301 MERRILL LYNCH (RESEARCH) 400.00 30.400 16.00 12,143.93 675.30
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 2/01/09 THROUGH 2/28/09
COMMON PENSION FD A (5140) -Cont. PAGE: 65
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/19/09 92343V10 VERIZON COMMUNICATIONS INC 28.88
43273 2/24/09 422323 MERRILL LYNCH (RESEARCH) 181,000.00 28.488 7,240.00 5,149,059.12 -40,496.88
SALE 2/20/09 92343V10 VERIZON COMMUNICATIONS INC 131.05
43273 2/25/09 422328 MERRILL LYNCH (RESEARCH) 819,000.00 28.573 32,760.00 23,368,641.65 -113,382.44
SALE 2/06/09 92829810 VISHAY INTERTECHNOLOGY, INC 1.72
17381 2/11/09 422291 SANFORD BERNSTEIN & CO. 100,000.00 3.065 4,000.00 302,528.28 -1,368,221.76
SALE 2/09/09 96332010 WHIRLPOOL CORP. 4.94
23823 2/12/09 422294 JP MORGAN 25,000.00 35.268 1,000.00 880,690.06 -307,218.28
SALE 2/03/09 H8817H10 TRANSOCEAN LTD ZUG
44120 2/06/09 422275 TRANSFERRED TO 290,496.00 53.690 15,596,730.24 -10,569,214.02
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 13,027,954.00 1,620.67 309,407,966.77 -61,099,425.79
434,248.96
SALES OF COMINGLED-FUND UNITS
-----------------------------
SALE 2/20/09 SPX8250U S&P 500 SPX.OE
44701 2/23/09 422280 PALI CAPITAL (OPTIONS) 50,000.00 72.800 1,000.00 3,639,000.00 2,131,335.00
SALE 2/24/09 SPX8250U S&P 500 SPX.OE
44701 2/25/09 422280 PALI CAPITAL (OPTIONS) 150,000.00 82.100 3,000.00 12,312,000.00 7,789,005.00
-------------- ---------- -------------- --------------
SUBTOTAL UNIT-ASSET SALES: 200,000.00 15,951,000.00 9,920,340.00
4,000.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 45,727,954.00 1,620.67 351,301,166.77 -47,761,121.69
438,248.96
END OF REPORT FOR: COMMON PENSION FD A
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
COMMON PENSION FD B (5142) PAGE: 66
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 1/29/09 00206RAS AT&T INC SR NOTES 6.5500 6.593
44581 2/03/09 287023 JP MORGAN 2/15/39 15,000,000.00 99.437 14,915,550.00
PUR 2/04/09 00206RAS AT&T INC SR NOTES 6.5500 6.678
44581 2/09/09 287052 CITIGROUP/CITIBANK DOMESTIC 2/15/39 25,000,000.00 98.345 24,586,250.00
PUR 2/23/09 040555CL ARIZONA PUBLIC SERVICE NOTE 8.7500 8.758
44891 2/26/09 287129 BARCLAYS CAPITAL INC 3/01/19 17,000,000.00 99.945 16,990,650.00
PUR 2/06/09 110709DL BRITISH COLUMBIA PROV CDA B 6.5000 4.682
44722 2/11/09 287065 RBC CAPITAL (DOMESTIC) 1/15/26 10,000,000.00 121.08 12,108,600.00
PUR 2/18/09 13342BAC CAMERON INT'L CORP SR NOTES 6.3750 8.230
43161 2/23/09 287109 JP MORGAN 7/15/18 5,000,000.00 88.015 4,400,750.00
PUR 2/24/09 13342BAC CAMERON INT'L CORP SR NOTES 6.3750 8.395
43161 2/27/09 287136 JP MORGAN 7/15/18 6,000,000.00 87.049 5,222,940.00
PUR 2/03/09 13342BAD CAMERON INT'L CORP SR NOTES 7.0000 9.099
41591 2/06/09 287045 CREDIT SUISSE SEC (USA) LLC 7/15/38 5,000,000.00 78.603 3,930,150.00
PUR 2/18/09 136375BT CANADIAN NATIONAL RAILWAY N 5.5500 5.698
44878 2/25/09 287123 JP MORGAN 3/01/19 20,000,000.00 98.881 19,776,200.00
PUR 2/04/09 149123BR CATERPILLAR INC NOTES 8.2500 7.155
43950 2/09/09 287052 STIFEL NICOLAUS 12/15/38 5,000,000.00 113.40 5,670,300.00
PUR 2/12/09 149123BR CATERPILLAR INC NOTES 8.2500 7.000
43950 2/18/09 287090 FTN MIDWEST SECURITIES 12/15/38 5,000,000.00 115.54 5,777,100.00
PUR 2/13/09 149123BR CATERPILLAR INC NOTES 8.2500 7.076
43950 2/19/09 287096 FTN MIDWEST SECURITIES 12/15/38 3,000,000.00 114.48 3,434,520.00
PUR 2/24/09 149123BR CATERPILLAR INC NOTES 8.2500 6.984
43950 2/27/09 287136 FTN MIDWEST SECURITIES 12/15/38 5,000,000.00 115.76 5,788,100.00
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
COMMON PENSION FD B (5142) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/24/09 149123BR CATERPILLAR INC NOTES 8.2500 7.051
43950 2/27/09 287139 FTN MIDWEST SECURITIES 12/15/38 5,000,000.00 114.82 5,741,300.00
PUR 2/05/09 14912L4E CATERPILLAR FIN'L SERVICES 7.1500 7.174
44731 2/12/09 287071 CITIGROUP/CITIBANK DOMESTIC 2/15/19 15,000,000.00 99.830 14,974,500.00
PUR 2/09/09 17275RAD CISCO SYSTEMS INC NTS 5.9000 5.916
44783 2/17/09 287084 BANK OF AMERICA SECURITIES 2/15/39 25,000,000.00 99.777 24,944,250.00
PUR 2/09/09 17275RAE CISCO SYSTEMS INC SR NOTES 4.9500 4.979
44784 2/17/09 287084 GOLDMAN SACHS & COMPANY 2/15/19 50,000,000.00 99.774 49,887,000.00
PUR 2/09/09 207597EE CONNECTICUT LIGHT&PWR 1ST M 5.5000 5.552
44750 2/13/09 287078 BARCLAYS CAPITAL INC 2/01/19 5,000,000.00 99.601 4,980,050.00
PUR 1/29/09 20825CAQ CONOCO PHILLIPS NOTE 6.5000 6.611
44583 2/03/09 287023 BARCLAYS CAPITAL INC 2/01/39 20,000,000.00 98.560 19,712,000.00
PUR 2/03/09 20825CAR CONOCO PHILLIPS NOTE 5.7500 5.773
44664 2/06/09 287045 CANTOR FITZGERALD SECURITIE 2/01/19 10,000,000.00 99.827 9,982,700.00
PUR 2/12/09 224044BV COX COMMUNICATIONS INC BOND 8.3750 8.410
44827 2/20/09 287102 JP MORGAN 3/01/39 20,000,000.00 99.613 19,922,600.00
PUR 1/28/09 29365TAA ENTERGY TEXAS INC 1ST MTG B 7.1250 7.267
44542 2/02/09 287017 CREDIT SUISSE SEC (USA) LLC 2/01/19 3,000,000.00 99.000 2,970,000.00
PUR 2/20/09 36962G3H GENERAL ELECTRIC CAPITAL CO 5.6250 6.954
38360 2/25/09 287123 FTN MIDWEST SECURITIES 9/15/17 5,000,000.00 91.533 4,576,650.00
PUR 1/29/09 370334BH GENERAL MILLS INC SR NOTES 5.6500 5.661
44580 2/03/09 287023 JP MORGAN 2/15/19 7,000,000.00 99.914 6,993,980.00
PUR 2/04/09 373334JN GEORGIA POWER CO SR NOTES 5.9500 5.977
44713 2/10/09 287058 WACHOVIA SECURITIES, INC. 2/01/39 10,000,000.00 99.628 9,962,800.00
PUR 2/05/09 415864AJ HARSCO CORP NOTES 5.7500 5.714
41116 2/10/09 287058 JP MORGAN 5/15/18 8,000,000.00 100.25 8,020,000.00
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 2/01/09 THROUGH 2/28/09
COMMON PENSION FD B (5142) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/29/09 42809HAB HESS CORP SR NOTES 8.1250 8.172
44582 2/03/09 287023 GOLDMAN SACHS & COMPANY 2/15/19 10,000,000.00 99.677 9,967,700.00
PUR 2/17/09 438516AZ HONEYWELL INT'L SENIOR NOTE 5.0000 5.046
44826 2/20/09 287102 JP MORGAN 2/15/19 15,000,000.00 99.643 14,946,450.00
PUR 2/24/09 50075NAW KRAFT FOODS INC 6.8750 6.534
44441 2/27/09 287136 JP MORGAN 1/26/39 5,000,000.00 104.44 5,222,400.00
PUR 2/25/09 50075NAW KRAFT FOODS INC 6.8750 6.651
44441 2/27/09 287136 CANTOR FITZGERALD SECURITIE 1/26/39 10,000,000.00 102.88 10,288,300.00
PUR 2/09/09 581557AX MCKESSON CORP NOTES 7.5000 7.549
44730 2/12/09 287071 BANK OF AMERICA SECURITIES 2/15/19 3,000,000.00 99.659 2,989,770.00
PUR 1/28/09 61166WAG MONSANTO CO SENIOR NOTES 5.8750 5.404
40739 2/02/09 287017 JEFFERIES & COMPANY 4/15/38 2,000,000.00 106.87 2,137,400.00
PUR 2/11/09 629527AU NABISCO INC 7.5500 5.406
44782 2/17/09 287084 JP MORGAN 6/15/15 10,000,000.00 111.35 11,135,000.00
PUR 2/24/09 655044AD NOBLE ENERGY NOTES 8.2500 8.320
44902 2/27/09 287136 DEUTSCHE BANK AG (DOMESTIC) 3/01/19 45,000,000.00 99.529 44,788,050.00
PUR 2/04/09 66989GAA NOVARTIES SECURITIES INV LT 5.1250 5.148
44714 2/10/09 287058 JP MORGAN 2/10/19 15,000,000.00 99.822 14,973,300.00
PUR 2/10/09 670346AH NUCOR CORP NOTES 6.4000 6.317
38948 2/13/09 287078 CREDIT SUISSE SEC (USA) LLC 12/01/37 4,000,000.00 101.08 4,043,320.00
PUR 2/13/09 694308GN PACIFIC GAS & ELECTRIC SR N 8.2500 5.084
43340 2/19/09 287096 TOUSSAINT CAPITAL 10/15/18 5,450,000.00 123.91 6,753,204.00
PUR 2/13/09 694308GN PACIFIC GAS & ELECTRIC SR N 8.2500 5.107
43340 2/19/09 287096 TOUSSAINT CAPITAL 10/15/18 550,000.00 123.71 680,427.00
PUR 2/19/09 742651DG PRIVATE EXPORT FD CORP SEC 4.3750 4.440
44890 2/26/09 287129 GREENWICH CAPITAL MARKETS 3/15/19 25,000,000.00 99.475 24,868,750.00
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
COMMON PENSION FD B (5142) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/06/09 748148RT QUEBEC PROVINCE OF GLOBAL N 4.6250 4.790
41073 2/11/09 287065 NATIONAL BNK OF CANADA FINA 5/14/18 5,000,000.00 98.771 4,938,550.00
PUR 2/18/09 771196AS ROCHE HOLDINGS INC NOTES 6.0000 6.213
44880 2/25/09 287123 BANK OF AMERICA SECURITIES 3/01/19 25,000,000.00 98.428 24,607,000.00
PUR 2/18/09 771196AU ROCHE HOLDINGS INC NOTES 7.0000 7.223
44879 2/25/09 287123 CITIGROUP/CITIBANK DOMESTIC 3/01/39 30,000,000.00 97.278 29,183,400.00
PUR 2/06/09 803854ET PROVINCE OF SASKATCHEWAN DE 9.3750 4.597
44726 2/11/09 287065 RBC CAPITAL (DOMESTIC) 12/15/20 15,000,000.00 143.25 21,488,250.00
PUR 2/19/09 831641EP US SMALL BUS ADM PART CERT 4.7270 4.727
44882 2/25/09 287123 GOLDMAN SACHS & COMPANY 2/10/19 6,000,000.00 100.00 6,000,000.00
PUR 2/18/09 904764AK UNILEVER CAPITAL CORP SENIO 4.8000 4.813
44852 2/23/09 287109 BARCLAYS CAPITAL INC 2/15/19 15,000,000.00 99.897 14,984,550.00
PUR 2/19/09 904764AK UNILEVER CAPITAL CORP SENIO 4.8000 4.921
44852 2/24/09 287115 MORGAN STANLEY 2/15/19 5,000,000.00 99.053 4,952,650.00
PUR 2/24/09 904764AK UNILEVER CAPITAL CORP SENIO 4.8000 5.000
44852 2/27/09 287136 BARCLAYS CAPITAL INC 2/15/19 15,000,000.00 98.442 14,766,300.00
PUR 1/29/09 912810FG UNITED STATES TREAS BDS 5.2500 3.805
34214 2/03/09 287023 CREDIT SUISSE SEC (USA) LLC 2/15/29 50,000,000.00 120.12 60,062,700.00
PUR 1/29/09 947075AG WEATHERFORD INT'L LTD 9.8750 9.997
44574 2/03/09 287023 GOLDMAN SACHS & COMPANY 3/01/39 10,000,000.00 98.827 9,882,700.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 630,000,000.00 648,929,111.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 630,000,000.00 648,929,111.00
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
COMMON PENSION FD B (5142) -Cont. PAGE: 70
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 2/04/09 00206RAB AT&T INC. NOTES 6.8000 6.813
34144 2/09/09 287052 CITIGROUP/CITIBANK DOMESTIC 5/15/36 25,000,000.00 103.43 25,857,500.00 902,091.90
SALE 1/29/09 020002AT ALLSTATE CORP SR NOTES 5.9500 6.049
35140 2/03/09 287023 CREDIT SUISSE SEC (USA) LLC 4/01/36 5,000,000.00 84.794 4,239,700.00 -694,179.08
SALE 1/29/09 020002AT ALLSTATE CORP SR NOTES 5.9500 6.049
35140 2/03/09 287023 GOLDMAN SACHS & COMPANY 4/01/36 5,000,000.00 85.453 4,272,650.00 -661,229.08
SALE 2/05/09 020002AT ALLSTATE CORP SR NOTES 5.9500 6.049
35140 2/10/09 287058 GOLDMAN SACHS & COMPANY 4/01/36 5,000,000.00 81.789 4,089,450.00 -844,481.77
SALE 2/25/09 026874AZ AMERICAN INT'L GROUP NOTES 6.2500 6.288
35053 2/27/09 287136 CANTOR FITZGERALD SECURITIE 5/01/36 15,000,000.00 45.000 6,750,000.00 -8,174,531.56
SALE 1/29/09 079860AK BELLSOUTH CORP BONDS 6.0000 6.207
30163 2/03/09 287023 BARCLAYS CAPITAL INC 11/15/34 32,000,000.00 98.379 31,481,280.00 330,058.02
SALE 1/29/09 079860AK BELLSOUTH CORP BONDS 6.0000 6.207
30163 2/03/09 287023 FTN MIDWEST SECURITIES 11/15/34 10,400,000.00 97.582 10,148,528.00 24,380.85
SALE 1/29/09 079860AK BELLSOUTH CORP BONDS 6.0000 6.207
30163 2/03/09 287023 FTN MIDWEST SECURITIES 11/15/34 10,000,000.00 97.746 9,774,600.00 39,843.13
SALE 1/28/09 125577AZ CIT GROUP INC. SENIOR NOTES 7.6250 7.875
38931 2/02/09 287017 CANTOR FITZGERALD SECURITIE 11/30/12 5,000,000.00 84.750 4,237,500.00 -719,965.80
SALE 2/04/09 14912L3K CATERPILLAR FIN SERV CORP M 5.8500 5.853
38153 2/09/09 287052 STIFEL NICOLAUS 9/01/17 5,000,000.00 96.591 4,829,550.00 -169,274.88
SALE 2/05/09 14912L3K CATERPILLAR FIN SERV CORP M 5.8500 5.853
38153 2/10/09 287058 BARCLAYS CAPITAL INC 9/01/17 10,000,000.00 94.142 9,414,200.00 -583,468.12
SALE 2/10/09 209111EA CONSOLIDATED EDISON CO OF N 4.8750 4.897
24053 2/13/09 287078 WACHOVIA SECURITIES, INC. 2/01/13 10,000,000.00 103.94 10,394,100.00 402,029.95
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/24/09 36962G3H GENERAL ELECTRIC CAPITAL CO 5.6250 5.404
38360 2/27/09 287136 FTN MIDWEST SECURITIES 9/15/17 5,000,000.00 88.213 4,410,650.00 -664,023.00
SALE 2/24/09 36962G3H GENERAL ELECTRIC CAPITAL CO 5.6250 5.404
38360 2/27/09 287136 JP MORGAN 9/15/17 5,000,000.00 88.121 4,406,050.00 -668,623.00
SALE 2/24/09 36962G3P GENERAL ELECTRIC CAP CORP S 5.8750 6.120
39399 2/27/09 287136 BARCLAYS CAPITAL INC 1/14/38 25,000,000.00 72.622 18,155,500.00 -6,018,153.52
SALE 2/24/09 36962G3P GENERAL ELECTRIC CAP CORP S 5.8750 6.120
39399 2/27/09 287136 GOLDMAN SACHS & COMPANY 1/14/38 5,000,000.00 73.006 3,650,300.00 -1,184,430.70
SALE 2/25/09 36962G3P GENERAL ELECTRIC CAP CORP S 5.8750 6.120
39399 2/27/09 287136 CANTOR FITZGERALD SECURITIE 1/14/38 10,000,000.00 72.972 7,297,200.00 -2,372,261.41
SALE 2/10/09 36962GX4 GENERAL ELEC CAP CORP GLOB 5.6500 5.060
35874 2/13/09 287078 JP MORGAN 6/09/14 10,000,000.00 99.615 9,961,500.00 -309,996.53
SALE 2/20/09 36962GY4 GENERAL ELEC CAP CORP SR NT 5.3750 5.444
35428 2/25/09 287123 FTN MIDWEST SECURITIES 10/20/16 5,000,000.00 93.555 4,677,750.00 -300,495.61
SALE 2/11/09 37247DAB GENWORTH FINANCIAL, INC. NO 6.5000 5.905
27897 2/17/09 287084 CANTOR FITZGERALD SECURITIE 6/15/34 5,000,000.00 41.000 2,050,000.00 -3,338,052.71
SALE 1/28/09 416515AU HARTFORD FIN'L SERVICES SR 6.3000 6.300
40303 2/02/09 287017 MORGAN STANLEY 3/15/18 8,000,000.00 84.750 6,780,000.00 -1,219,273.80
SALE 2/10/09 46625HGY J P MORGAN CHASE & CO SR NO 6.0000 5.790
39120 2/13/09 287078 CREDIT SUISSE SEC (USA) LLC 1/15/18 10,000,000.00 102.23 10,223,100.00 79,002.18
SALE 2/24/09 487836AS KELLOGG CO NOTES 6.6000 5.182
43162 2/27/09 287136 FTN MIDWEST SECURITIES 4/01/11 10,120,000.00 106.87 10,815,345.20 414,595.59
SALE 2/09/09 581557AX MCKESSON CORP NOTES 7.5000 7.549
44730 2/12/09 287071 BANK OF AMERICA SECURITIES 2/15/19 3,000,000.00 103.17 3,095,310.00 105,540.00
SALE 2/24/09 89420GAE TRAVELERS PPTY CAS CORP NEW 6.3750 6.632
27693 2/27/09 287136 GOLDMAN SACHS & COMPANY 3/15/33 10,000,000.00 94.816 9,481,600.00 -211,346.43
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/17/09 912810EM UNITED STATES TREAS BDS 7.2500 5.207
13125 2/20/09 287102 GOLDMAN SACHS & COMPANY 8/15/22 25,000,000.00 138.34 34,585,837.50 4,680,701.77
SALE 2/17/09 912810EN UNITED STATES TREAS BDS 7.6250 6.077
16455 2/20/09 287102 BANK OF AMERICA SECURITIES 11/15/22 25,000,000.00 143.12 35,781,150.00 7,215,408.21
SALE 2/17/09 912810EV UNITED STATES TREAS BDS 6.8750 4.703
31796 2/20/09 287102 CREDIT SUISSE SEC (USA) LLC 8/15/25 25,000,000.00 141.51 35,378,806.25 4,198,718.92
SALE 1/30/09 912810FG UNITED STATES TREAS BDS 5.2500 4.780
34214 2/04/09 287029 UBS WARBURG LLC 2/15/29 50,000,000.00 118.62 59,312,300.00 6,305,412.37
SALE 1/29/09 947075AB WEATHERFORD INT'L LTD NOTES 6.5000 6.278
36620 2/03/09 287023 GOLDMAN SACHS & COMPANY 8/01/36 10,000,000.00 70.736 7,073,600.00 -3,215,387.24
SALE 1/28/09 949746NX WELLS FARGO & CO NOTES 5.6250 5.680
38974 2/02/09 287017 CANTOR FITZGERALD SECURITIE 12/11/17 5,000,000.00 100.14 5,007,200.00 26,555.85
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 388,520,000.00 397,632,256.95 -6,624,835.50
SALES OF MORTGAGE BACKED SECURITIES
-----------------------------------
SALE 1/16/09 3128LXE8 FED HOME LOAN MTG CORP 5.0000 5.219
33610 2/11/09 304520 CANTOR FITZGERALD SECURITIE 12/01/35 40,226,797.08 102.62 41,282,750.43 2,454,463.09
POOL NUMBER: G01959
SALE 2/03/09 31294KZT FED HOME LOAN MTG CORP 5.0000 5.111
28031 2/18/09 304521 CANTOR FITZGERALD SECURITIE 6/01/19 11,799,105.75 102.81 12,130,955.60 459,058.96
POOL NUMBER: E01654
SALE 2/03/09 3129654E FED HOME LOAN MTG CORP 5.0000 5.044
28029 2/18/09 304524 CANTOR FITZGERALD SECURITIE 4/01/19 9,955,801.26 102.81 10,235,808.12 315,785.52
POOL NUMBER: B13521
SALE 2/03/09 312966CH FED HOME LOAN MTG CORP 5.0000 5.044
28028 2/18/09 304522 CANTOR FITZGERALD SECURITIE 4/01/19 11,625,736.31 102.81 11,952,710.27 368,753.95
POOL NUMBER: B13672
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
COMMON PENSION FD B (5142) -Cont. PAGE: 73
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/03/09 312967H4 FED HOME LOAN MTG CORP 5.0000 5.104
28033 2/18/09 304523 CANTOR FITZGERALD SECURITIE 5/01/19 3,842,581.57 102.81 3,950,654.27 146,498.52
POOL NUMBER: B14751
SALE 2/03/09 312967R3 FED HOME LOAN MTG CORP 5.0000 5.102
28027 2/18/09 304525 CANTOR FITZGERALD SECURITIE 6/01/19 11,852,852.51 102.81 12,186,213.98 450,037.99
POOL NUMBER: B15006
-------------- ---------- -------------- --------------
SUBTOTAL MORTGAGE SALES: 89,302,874.48 91,739,092.67 4,194,598.03
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 477,822,874.48 489,371,349.62 -2,430,237.47
END OF REPORT FOR: COMMON PENSION FD B
S T A T E O F N E W J E R S E Y 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 2/01/09 THROUGH 2/28/09
REIT COMMON PENSION FD A (5161) PAGE: 74
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 2/05/09 03571040 ANNALY CAPITAL MANAGEMENT I
41139 2/10/09 422286 JP MORGAN 25,000.00 14.567 1,000.00 365,180.00
PUR 2/24/09 29380T10 ENTERTAINMENT PROPERTIES TR
40574 2/27/09 422336 JP MORGAN 10,000.00 15.754 400.00 157,944.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 35,000.00 523,124.00
1,400.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 35,000.00 523,124.00
1,400.00
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 2/24/09 25159110 DEVELOPERS DIVERSIFIED RLTY 4.87
40012 2/27/09 422337 CREDIT SUISSE SEC (USA) LLC 256,900.00 3.380 7,707.00 860,610.13 -6,886,182.84
SALE 1/28/09 32054K10 FIRST INDUSTRIAL REALTY TRU .32
40622 2/02/09 422258 ITG (CHANNEL) 9,231.00 6.430 138.47 59,214.69 -223,627.07
SALE 1/28/09 32054K10 FIRST INDUSTRIAL REALTY TRU .74
40622 2/02/09 422258 MORGAN STANLEY 20,769.00 6.368 830.76 131,433.80 -504,937.17
SALE 1/28/09 37930210 GLIMCHER REALTY TRUST .15
40598 2/02/09 422258 JP MORGAN 12,100.00 2.200 363.00 26,256.85 -122,575.23
SALE 1/29/09 37930210 GLIMCHER REALTY TRUST .01
40598 2/03/09 422263 JP MORGAN 700.00 2.200 21.00 1,518.99 -7,091.13
SALE 2/02/09 37930210 GLIMCHER REALTY TRUST .48
40598 2/05/09 422272 JP MORGAN 47,200.00 1.786 1,416.00 82,868.56 -497,699.55
SALE 2/04/09 37930210 GLIMCHER REALTY TRUST .47
40598 2/09/09 422282 INSTINET (DOMESTIC) 50,000.00 1.654 350.00 82,354.53 -532,654.07
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 2/01/09 THROUGH 2/28/09
REIT COMMON PENSION FD A (5161) -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 2/05/09 37930210 GLIMCHER REALTY TRUST .14
40598 2/10/09 422287 DEUTSCHE BANK AG (DOMESTIC) 15,000.00 1.589 450.00 23,387.86 -161,114.72
SALE 2/06/09 37930210 GLIMCHER REALTY TRUST .78
40598 2/11/09 422291 DEUTSCHE BANK AG (DOMESTIC) 85,000.00 1.620 1,700.00 136,016.22 -909,498.39
SALE 1/28/09 70910210 PENN REAL ESTATE INVEST TRU .76
40685 2/02/09 422258 MORGAN STANLEY 25,000.00 5.361 1,000.00 133,029.24 -471,330.65
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 521,900.00 8.72 1,536,690.87 -10,316,710.82
13,976.23
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 521,900.00 8.72 1,536,690.87 -10,316,710.82
13,976.23
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 2/01/09 THROUGH 2/28/09
MULTI SECTOR COMMON A (5162) PAGE: 76
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 2/24/09 02991220 AMERICAN TOWER CORP. CL A
39887 2/27/09 422336 BOENNING & SCATTERGOOD 50,000.00 26.266 2,000.00 1,315,305.00
PUR 2/10/09 04622410 ASTEC INDUSTRIES INC.
40527 2/13/09 422296 JEFFERIES & COMPANY 10,000.00 25.739 300.00 257,689.00
PUR 2/17/09 04622410 ASTEC INDUSTRIES INC.
40527 2/20/09 422313 JEFFERIES & COMPANY 10,000.00 23.360 300.00 233,900.00
PUR 1/30/09 04951310 ATMEL CORP.
43167 2/04/09 422267 GOLDMAN SACHS & COMPANY 100,000.00 3.404 3,000.00 343,430.00
PUR 2/19/09 04951310 ATMEL CORP.
43167 2/24/09 422322 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 3.428 3,000.00 345,780.00
PUR 2/23/09 04951310 ATMEL CORP.
43167 2/26/09 422332 UBS WARBURG LLC 100,000.00 3.331 3,000.00 336,080.00
PUR 2/24/09 04951310 ATMEL CORP.
43167 2/27/09 422336 CREDIT SUISSE SEC (USA) LLC 100,000.00 3.363 3,000.00 339,250.00
PUR 1/28/09 05276910 AUTODESK INC.
44526 2/02/09 422257 GOLDMAN SACHS & COMPANY 100,000.00 17.232 3,000.00 1,726,200.00
PUR 1/29/09 05276910 AUTODESK INC.
44526 2/03/09 422262 GOLDMAN SACHS & COMPANY 100,000.00 17.182 3,000.00 1,721,170.00
PUR 1/30/09 05276910 AUTODESK INC.
44526 2/04/09 422267 GOLDMAN SACHS & COMPANY 100,000.00 16.734 3,000.00 1,676,430.00
PUR 2/02/09 05276910 AUTODESK INC.
44526 2/05/09 422271 GOLDMAN SACHS & COMPANY 100,000.00 16.329 3,000.00 1,635,920.00
PUR 2/03/09 05276910 AUTODESK INC.
44526 2/06/09 422276 UBS WARBURG LLC 100,000.00 16.826 3,000.00 1,685,550.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 77
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/10/09 05276910 AUTODESK INC.
44526 2/13/09 422296 JEFFERIES & COMPANY 100,000.00 18.105 3,000.00 1,813,520.00
PUR 2/11/09 05276910 AUTODESK INC.
44526 2/17/09 422300 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 17.457 3,000.00 1,748,650.00
PUR 2/10/09 05714910 BAKER (MICHAEL) CORP
39896 2/13/09 422296 LEERINK SWANN LLC 10,000.00 39.850 400.00 398,895.00
PUR 2/24/09 06405810 BANK OF NEW YORK MELLON COR
44007 2/27/09 422336 BOENNING & SCATTERGOOD 140,000.00 22.713 5,600.00 3,185,448.00
PUR 2/24/09 08578910 BERRY PETROLEUM CO
42925 2/27/09 422336 WACHOVIA SECURITIES, INC. 20,000.00 6.520 800.00 131,200.00
PUR 2/03/09 09702310 BOEING COMPANY (THE)
44627 2/06/09 422276 DEUTSCHE BANK AG (DOMESTIC) 100,000.00 41.328 4,000.00 4,136,840.00
PUR 2/10/09 09702310 BOEING COMPANY (THE)
44627 2/13/09 422296 LEERINK SWANN LLC 100,000.00 41.435 4,000.00 4,147,490.00
PUR 2/24/09 09702310 BOEING COMPANY (THE)
44627 2/27/09 422336 BOENNING & SCATTERGOOD 100,000.00 34.819 4,000.00 3,485,940.00
PUR 1/28/09 15678210 CERNER CORP.
43671 2/02/09 422257 GOLDMAN SACHS & COMPANY 20,000.00 35.373 600.00 708,058.00
PUR 1/29/09 15678210 CERNER CORP.
43671 2/03/09 422262 GOLDMAN SACHS & COMPANY 20,000.00 35.386 600.00 708,318.00
PUR 1/30/09 15678210 CERNER CORP.
43671 2/04/09 422267 GOLDMAN SACHS & COMPANY 20,000.00 33.996 600.00 680,522.00
PUR 1/30/09 15678210 CERNER CORP.
43671 2/04/09 422267 ITG (CHANNEL) 20,000.00 33.674 300.00 673,776.00
PUR 2/02/09 15678210 CERNER CORP.
43671 2/05/09 422271 GOLDMAN SACHS & COMPANY 20,000.00 33.873 600.00 678,068.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 78
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/03/09 15678210 CERNER CORP.
43671 2/06/09 422276 CREDIT SUISSE SEC (USA) LLC 20,000.00 35.551 600.00 711,628.00
PUR 2/05/09 15678210 CERNER CORP.
43671 2/10/09 422286 UBS WARBURG LLC 10,000.00 33.954 300.00 339,837.00
PUR 2/10/09 15678210 CERNER CORP.
43671 2/13/09 422296 JEFFERIES & COMPANY 20,000.00 37.049 600.00 741,580.00
PUR 2/05/09 17275R10 CISCO SYSTEMS, INC.
39905 2/10/09 422286 UBS WARBURG LLC 100,000.00 15.930 3,000.00 1,595,990.00
PUR 2/13/09 18538Q10 CLEARWIRE CORP. CL A
43953 2/19/09 422309 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 3.611 1,500.00 182,035.00
PUR 2/17/09 18538Q10 CLEARWIRE CORP. CL A
43953 2/20/09 422313 ITG (CHANNEL) 10,000.00 3.578 100.00 35,883.00
PUR 2/17/09 18538Q10 CLEARWIRE CORP. CL A
43953 2/20/09 422313 UBS WARBURG LLC 40,000.00 3.591 1,200.00 144,848.00
PUR 2/19/09 18538Q10 CLEARWIRE CORP. CL A
43953 2/24/09 422322 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 3.376 1,500.00 170,315.00
PUR 2/20/09 18538Q10 CLEARWIRE CORP. CL A
43953 2/25/09 422327 UBS WARBURG LLC 50,000.00 3.119 1,500.00 157,425.00
PUR 2/03/09 20337210 COMMSCOPE INC.
39906 2/06/09 422276 DEUTSCHE BANK AG (DOMESTIC) 30,000.00 14.067 1,200.00 423,216.00
PUR 2/24/09 20825C10 CONOCOPHILLIPS
39904 2/27/09 422336 BOENNING & SCATTERGOOD 20,000.00 38.063 800.00 762,050.00
PUR 1/28/09 23331A10 DR HORTON INC
44524 2/02/09 422257 JP MORGAN 100,000.00 6.957 4,000.00 699,650.00
PUR 1/29/09 23331A10 DR HORTON INC
44524 2/03/09 422262 MORGAN STANLEY 200,000.00 6.454 8,000.00 1,298,820.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 1/30/09 23331A10 DR HORTON INC
44524 2/04/09 422267 MORGAN STANLEY 200,000.00 6.004 8,000.00 1,208,700.00
PUR 2/03/09 23331A10 DR HORTON INC
44524 2/06/09 422276 JP MORGAN 200,000.00 7.335 8,000.00 1,475,020.00
PUR 2/13/09 23331A10 DR HORTON INC
44524 2/19/09 422309 LEERINK SWANN LLC 200,000.00 8.670 8,000.00 1,741,940.00
PUR 2/19/09 24419910 DEERE & CO.
39908 2/24/09 422322 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 32.774 400.00 328,140.00
PUR 2/11/09 25179M10 DEVON ENERGY CORP.
39912 2/17/09 422300 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 51.878 800.00 1,038,352.00
PUR 2/13/09 25179M10 DEVON ENERGY CORP.
39912 2/19/09 422309 LEERINK SWANN LLC 40,000.00 51.976 1,600.00 2,080,648.00
PUR 2/05/09 25468710 WALT DISNEY CO
44675 2/10/09 422286 JP MORGAN 300,000.00 18.945 12,000.00 5,695,350.00
PUR 2/06/09 25468710 WALT DISNEY CO
44675 2/11/09 422290 SANFORD BERNSTEIN & CO. 100,000.00 19.313 4,000.00 1,935,340.00
PUR 2/10/09 25468710 WALT DISNEY CO
44675 2/13/09 422296 LEERINK SWANN LLC 200,000.00 18.963 8,000.00 3,800,540.00
PUR 2/11/09 25468710 WALT DISNEY CO
44675 2/17/09 422300 FOX-PITT KLTON CCHRN CRN WA 200,000.00 18.629 8,000.00 3,733,840.00
PUR 2/12/09 25468710 WALT DISNEY CO
44675 2/18/09 422305 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 18.238 2,000.00 913,920.00
PUR 2/13/09 25468710 WALT DISNEY CO
44675 2/19/09 422309 LEERINK SWANN LLC 50,000.00 18.696 2,000.00 936,795.00
PUR 2/09/09 25674610 DOLLAR TREE INC
42996 2/12/09 422293 UBS WARBURG LLC 20,000.00 35.499 600.00 710,572.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 2/10/09 25674610 DOLLAR TREE INC
42996 2/13/09 422296 JEFFERIES & COMPANY 20,000.00 35.852 600.00 717,634.00
PUR 2/12/09 25674610 DOLLAR TREE INC
42996 2/18/09 422305 UBS WARBURG LLC 30,000.00 33.562 900.00 1,007,757.00
PUR 2/06/09 29265910 ENERGY CONVERSION DEVICES
44685 2/11/09 422290 UBS WARBURG LLC 100,000.00 25.243 3,000.00 2,527,290.00
PUR 2/09/09 29265910 ENERGY CONVERSION DEVICES
44685 2/12/09 422293 UBS WARBURG LLC 100,000.00 25.887 3,000.00 2,591,740.00
PUR 2/10/09 29265910 ENERGY CONVERSION DEVICES
44685 2/13/09 422296 ITG (CHANNEL) 10,000.00 27.394 150.00 274,091.00
PUR 2/10/09 29265910 ENERGY CONVERSION DEVICES
44685 2/13/09 422296 JEFFERIES & COMPANY 50,000.00 29.807 1,500.00 1,491,840.00
PUR 2/10/09 29265910 ENERGY CONVERSION DEVICES
44685 2/13/09 422296 JEFFERIES & COMPANY 40,000.00 27.264 1,200.00 1,091,768.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 90,000.00 28.677 2,583,608.00
2,700.00
PUR 2/11/09 29265910 ENERGY CONVERSION DEVICES
44685 2/17/09 422300 BARCLAYS CAPITAL (DOMESTIC) 11,539.00 27.129 346.17 313,383.09
PUR 2/11/09 29265910 ENERGY CONVERSION DEVICES
44685 2/17/09 422300 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 28.101 1,500.00 1,406,540.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 61,539.00 27.919 1,719,923.09
1,846.17
PUR 2/11/09 29265910 ENERGY CONVERSION DEVICES
44685 2/17/09 422300 ITG (CHANNEL) 38,461.00 26.880 576.92 1,034,427.83
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 2/12/09 29265910 ENERGY CONVERSION DEVICES
44685 2/18/09 422305 ITG (CHANNEL) 30,000.00 27.867 450.00 836,448.00
PUR 2/12/09 29265910 ENERGY CONVERSION DEVICES
44685 2/18/09 422305 UBS WARBURG LLC 20,000.00 28.014 600.00 560,886.00
PUR 2/13/09 29265910 ENERGY CONVERSION DEVICES
44685 2/19/09 422309 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 29.049 1,500.00 1,453,950.00
PUR 2/17/09 29265910 ENERGY CONVERSION DEVICES
44685 2/20/09 422313 ITG (CHANNEL) 50,000.00 26.142 749.50 1,307,844.50
PUR 2/18/09 29265910 ENERGY CONVERSION DEVICES
44685 2/23/09 422317 ITG (CHANNEL) 5,000.00 25.812 75.00 129,133.00
PUR 2/18/09 29265910 ENERGY CONVERSION DEVICES
44685 2/23/09 422317 JEFFERIES & COMPANY 45,000.00 26.408 1,350.00 1,189,723.50
PUR 2/23/09 29265910 ENERGY CONVERSION DEVICES
44685 2/26/09 422332 CREDIT SUISSE SEC (USA) LLC 40,000.00 24.029 1,200.00 962,372.00
PUR 2/23/09 29265910 ENERGY CONVERSION DEVICES
44685 2/26/09 422332 ITG (CHANNEL) 10,000.00 23.985 150.00 239,996.00
PUR 2/12/09 29380T10 ENTERTAINMENT PROPERTIES TR
39916 2/18/09 422305 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 20.748 400.00 207,882.00
PUR 2/13/09 29380T10 ENTERTAINMENT PROPERTIES TR
39916 2/19/09 422309 LEERINK SWANN LLC 10,000.00 20.663 400.00 207,025.00
PUR 2/17/09 29380T10 ENTERTAINMENT PROPERTIES TR
39916 2/20/09 422313 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 19.140 400.00 191,802.00
PUR 2/19/09 29380T10 ENTERTAINMENT PROPERTIES TR
39916 2/24/09 422322 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 18.521 400.00 185,609.00
PUR 2/20/09 29380T10 ENTERTAINMENT PROPERTIES TR
39916 2/25/09 422327 JP MORGAN 10,000.00 17.820 400.00 178,600.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 2/23/09 29380T10 ENTERTAINMENT PROPERTIES TR
39916 2/26/09 422332 JP MORGAN 10,000.00 18.982 400.00 190,222.00
PUR 2/24/09 29380T10 ENTERTAINMENT PROPERTIES TR
39916 2/27/09 422336 JP MORGAN 10,000.00 15.596 400.00 156,356.00
PUR 2/24/09 29380T10 ENTERTAINMENT PROPERTIES TR
39916 2/27/09 422336 WACHOVIA SECURITIES, INC. 10,000.00 15.412 400.00 154,521.00
PUR 1/28/09 30205120 EXIDE TECHNOLOGIES
44060 2/02/09 422257 GOLDMAN SACHS & COMPANY 35,000.00 3.814 1,050.00 134,529.50
PUR 1/28/09 30205120 EXIDE TECHNOLOGIES
44060 2/02/09 422257 ITG (CHANNEL) 5,000.00 3.724 50.00 18,669.50
PUR 1/29/09 30205120 EXIDE TECHNOLOGIES
44060 2/03/09 422262 GOLDMAN SACHS & COMPANY 15,450.00 3.843 463.50 59,833.22
PUR 1/29/09 30205120 EXIDE TECHNOLOGIES
44060 2/03/09 422262 ITG (CHANNEL) 4,550.00 3.763 45.50 17,168.52
PUR 1/30/09 30205120 EXIDE TECHNOLOGIES
44060 2/04/09 422267 GOLDMAN SACHS & COMPANY 20,000.00 3.715 600.00 74,908.00
PUR 2/02/09 30205120 EXIDE TECHNOLOGIES
44060 2/05/09 422271 ITG (CHANNEL) 30,000.00 3.567 300.00 107,310.00
PUR 2/03/09 30205120 EXIDE TECHNOLOGIES
44060 2/06/09 422276 CREDIT SUISSE SEC (USA) LLC 10,000.00 3.626 300.00 36,563.00
PUR 2/03/09 30205120 EXIDE TECHNOLOGIES
44060 2/06/09 422276 CREDIT SUISSE SEC (USA) LLC 30,000.00 3.597 900.00 108,804.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 3.604 145,367.00
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 2/01/09 THROUGH 2/28/09
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 2/03/09 30205120 EXIDE TECHNOLOGIES
44060 2/06/09 422276 ITG (CHANNEL) 10,000.00 3.615 100.00 36,254.00
PUR 2/04/09 30205120 EXIDE TECHNOLOGIES
44060 2/09/09 422281 CREDIT SUISSE SEC (USA) LLC 30,000.00 3.593 900.00 108,681.00
PUR 2/10/09 30205120 EXIDE TECHNOLOGIES
44060 2/13/09 422296 JEFFERIES & COMPANY 20,000.00 3.807 600.00 76,740.00
PUR 2/11/09 30205120 EXIDE TECHNOLOGIES
44060 2/17/09 422300 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 3.601 600.00 72,610.00
PUR 2/12/09 30205120 EXIDE TECHNOLOGIES
44060 2/18/09 422305 UBS WARBURG LLC 20,000.00 3.518 600.00 70,956.00
PUR 2/13/09 30205120 EXIDE TECHNOLOGIES
44060 2/19/09 422309 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 3.508 600.00 70,752.00
PUR 2/17/09 30205120 EXIDE TECHNOLOGIES
44060 2/20/09 422313 ITG (CHANNEL) 10,000.00 3.233 100.00 32,431.00
PUR 2/17/09 30205120 EXIDE TECHNOLOGIES
44060 2/20/09 422313 UBS WARBURG LLC 10,000.00 3.275 300.00 33,054.00
PUR 2/19/09 30205120 EXIDE TECHNOLOGIES
44060 2/24/09 422322 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 3.249 600.00 65,584.00
PUR 2/23/09 30205120 EXIDE TECHNOLOGIES
44060 2/26/09 422332 CREDIT SUISSE SEC (USA) LLC 20,000.00 3.036 600.00 61,324.00
PUR 2/24/09 30205120 EXIDE TECHNOLOGIES
44060 2/27/09 422336 CREDIT SUISSE SEC (USA) LLC 20,000.00 3.039 600.00 61,384.00
PUR 1/28/09 33643310 FIRST SOLAR INC.
40312 2/02/09 422257 GOLDMAN SACHS & COMPANY 10,000.00 145.16 300.00 1,451,991.00
PUR 1/29/09 33643310 FIRST SOLAR INC.
40312 2/03/09 422262 GOLDMAN SACHS & COMPANY 10,000.00 141.73 300.00 1,417,626.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 2/04/09 33643310 FIRST SOLAR INC.
40312 2/09/09 422281 UBS WARBURG LLC 10,000.00 145.76 300.00 1,457,934.00
PUR 2/17/09 39762420 GREIF INC-CL B
44059 2/20/09 422313 SANFORD BERNSTEIN & CO. 6,800.00 29.630 272.00 201,756.68
PUR 2/18/09 39762420 GREIF INC-CL B
44059 2/23/09 422317 SANFORD BERNSTEIN & CO. 4,800.00 29.858 192.00 143,510.88
PUR 2/19/09 39762420 GREIF INC-CL B
44059 2/24/09 422322 SANFORD BERNSTEIN & CO. 8,400.00 30.215 336.00 254,141.16
PUR 2/20/09 39762420 GREIF INC-CL B
44059 2/25/09 422327 RBC CAPITAL (DOMESTIC) 6,000.00 29.034 240.00 174,444.00
PUR 2/23/09 39762420 GREIF INC-CL B
44059 2/26/09 422332 RBC CAPITAL (DOMESTIC) 5,200.00 28.566 208.00 148,751.72
PUR 2/24/09 39762420 GREIF INC-CL B
44059 2/27/09 422336 RBC CAPITAL (DOMESTIC) 3,000.00 28.463 120.00 85,508.10
PUR 2/24/09 47012E10 JAKKS PACIFIC, INC.
41682 2/27/09 422336 CREDIT SUISSE SEC (USA) LLC 30,000.00 12.971 900.00 390,015.00
PUR 2/17/09 53245710 LILLY ELI & CO.
39946 2/20/09 422313 CITIGROUP/CITIBANK DOMESTIC 100,000.00 34.724 4,000.00 3,476,420.00
PUR 1/30/09 53555510 LINDSAY CORP.
41563 2/04/09 422267 JP MORGAN 10,000.00 25.986 400.00 260,260.00
PUR 2/05/09 53555510 LINDSAY CORP.
41563 2/10/09 422286 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 27.123 400.00 271,626.00
PUR 2/13/09 55608B10 MACQUARIE INFRASTRUCTURE CO
41252 2/19/09 422309 WACHOVIA SECURITIES, INC. 50,000.00 4.007 2,000.00 202,340.00
PUR 2/02/09 57708110 MATTEL INC
44600 2/05/09 422271 JP MORGAN 500,000.00 11.929 20,000.00 5,984,700.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 2/03/09 57708110 MATTEL INC
44600 2/06/09 422276 JP MORGAN 200,000.00 12.215 8,000.00 2,450,920.00
PUR 1/30/09 58013510 MCDONALD'S CORP.
42619 2/04/09 422267 JP MORGAN 20,000.00 57.918 800.00 1,159,164.00
PUR 2/20/09 58013510 MCDONALD'S CORP.
42619 2/25/09 422327 RBC CAPITAL (DOMESTIC) 20,000.00 54.921 800.00 1,099,224.00
PUR 2/11/09 58155Q10 MCKESSON CORP
44746 2/17/09 422300 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 45.204 2,000.00 2,262,200.00
PUR 2/12/09 58155Q10 MCKESSON CORP
44746 2/18/09 422305 MERRILL LYNCH (RESEARCH) 100,000.00 44.990 4,000.00 4,502,950.00
PUR 2/13/09 58155Q10 MCKESSON CORP
44746 2/19/09 422309 WACHOVIA SECURITIES, INC. 100,000.00 45.839 4,000.00 4,587,890.00
PUR 2/17/09 58155Q10 MCKESSON CORP
44746 2/20/09 422313 CITIGROUP/CITIBANK DOMESTIC 100,000.00 44.778 4,000.00 4,481,760.00
PUR 2/18/09 58155Q10 MCKESSON CORP
44746 2/23/09 422317 FRIEDMAN BILLINGS RAMSEY 50,000.00 44.532 2,000.00 2,228,575.00
PUR 2/19/09 58155Q10 MCKESSON CORP
44746 2/24/09 422322 PACIFIC CREST SECURITIES 50,000.00 45.010 2,000.00 2,252,485.00
PUR 2/20/09 58155Q10 MCKESSON CORP
44746 2/25/09 422327 RBC CAPITAL (DOMESTIC) 50,000.00 44.645 2,000.00 2,234,235.00
PUR 2/23/09 58155Q10 MCKESSON CORP
44746 2/26/09 422332 JP MORGAN 40,000.00 43.931 1,600.00 1,758,832.00
PUR 1/28/09 60871R20 MOLSON COORS BREWING CO.
41268 2/02/09 422257 OPPENHEIMER & CO., INC 10,000.00 41.764 400.00 418,040.00
PUR 1/30/09 60871R20 MOLSON COORS BREWING CO.
41268 2/04/09 422267 JP MORGAN 20,000.00 40.299 800.00 806,786.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 2/03/09 60871R20 MOLSON COORS BREWING CO.
41268 2/06/09 422276 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 40.690 400.00 407,301.00
PUR 1/30/09 62937750 NRG ENERGY INC
43551 2/04/09 422267 JP MORGAN 50,000.00 23.003 2,000.00 1,152,145.00
PUR 2/18/09 62937750 NRG ENERGY INC
43551 2/23/09 422317 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 19.838 2,000.00 993,885.00
PUR 2/23/09 62937750 NRG ENERGY INC
43551 2/26/09 422332 JP MORGAN 100,000.00 19.526 4,000.00 1,956,630.00
PUR 2/24/09 62937750 NRG ENERGY INC
43551 2/27/09 422336 WACHOVIA SECURITIES, INC. 100,000.00 19.920 4,000.00 1,995,960.00
PUR 1/30/09 65122910 NEWELL RUBBERMAID INC
44092 2/04/09 422267 STIFEL NICOLAUS 100,000.00 8.125 4,000.00 816,480.00
PUR 2/02/09 65122910 NEWELL RUBBERMAID INC
44092 2/05/09 422271 COWEN AND CO., LLC 60,000.00 7.976 2,400.00 480,948.00
PUR 2/02/09 65122910 NEWELL RUBBERMAID INC
44092 2/05/09 422271 SANFORD BERNSTEIN & CO. 40,000.00 8.072 1,600.00 324,496.00
PUR 2/03/09 65122910 NEWELL RUBBERMAID INC
44092 2/06/09 422276 JP MORGAN 100,000.00 7.954 4,000.00 799,390.00
PUR 2/11/09 65122910 NEWELL RUBBERMAID INC
44092 2/17/09 422300 FOX-PITT KLTON CCHRN CRN WA 100,000.00 7.719 4,000.00 775,880.00
PUR 1/29/09 65163910 NEWMONT MINING CORP.
42997 2/03/09 422262 OPPENHEIMER & CO., INC 20,000.00 37.479 800.00 750,386.00
PUR 2/20/09 65163910 NEWMONT MINING CORP.
42997 2/25/09 422327 RBC CAPITAL (DOMESTIC) 20,000.00 42.188 800.00 844,550.00
PUR 2/24/09 68668810 ORMAT TECHNOLOGIES INC.
41088 2/27/09 422336 WACHOVIA SECURITIES, INC. 20,000.00 28.698 800.00 574,752.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 2/24/09 70454910 PEABODY ENERGY CORP.
39898 2/27/09 422336 WACHOVIA SECURITIES, INC. 20,000.00 23.168 800.00 464,152.00
PUR 1/30/09 71817210 PHILIP MORRIS INTERNATIONAL
40653 2/04/09 422267 JP MORGAN 100,000.00 37.319 4,000.00 3,735,860.00
PUR 2/04/09 71817210 PHILIP MORRIS INTERNATIONAL
40653 2/09/09 422281 JP MORGAN 200,000.00 36.839 8,000.00 7,375,720.00
PUR 2/06/09 71817210 PHILIP MORRIS INTERNATIONAL
40653 2/11/09 422290 SANFORD BERNSTEIN & CO. 100,000.00 37.204 4,000.00 3,724,400.00
PUR 2/24/09 74973W10 RTI INTERNATIONAL METALS IN
39973 2/27/09 422336 WACHOVIA SECURITIES, INC. 35,000.00 11.465 1,400.00 402,661.00
PUR 2/11/09 84756010 SPECTRA ENERGY CORP
44744 2/17/09 422300 CITIGROUP/CITIBANK DOMESTIC 151,597.00 14.326 4,547.91 2,176,326.53
PUR 2/12/09 84756010 SPECTRA ENERGY CORP
44744 2/18/09 422305 CITIGROUP/CITIBANK DOMESTIC 48,403.00 14.220 1,452.09 689,718.55
PUR 2/13/09 84756010 SPECTRA ENERGY CORP
44744 2/19/09 422309 WACHOVIA SECURITIES, INC. 200,000.00 14.304 8,000.00 2,868,740.00
PUR 2/19/09 84756010 SPECTRA ENERGY CORP
44744 2/24/09 422322 PACIFIC CREST SECURITIES 200,000.00 13.413 8,000.00 2,690,520.00
PUR 2/20/09 84756010 SPECTRA ENERGY CORP
44744 2/25/09 422327 PACIFIC CREST SECURITIES 200,000.00 13.121 8,000.00 2,632,280.00
PUR 2/24/09 84756010 SPECTRA ENERGY CORP
44744 2/27/09 422336 WACHOVIA SECURITIES, INC. 100,000.00 13.036 4,000.00 1,307,600.00
PUR 1/28/09 85747710 STATE STREET CORP.
44440 2/02/09 422257 MORGAN STANLEY 100,000.00 24.945 4,000.00 2,498,510.00
PUR 1/30/09 88320310 TEXTRON INC.
39985 2/04/09 422267 JP MORGAN 200,000.00 8.945 8,000.00 1,797,000.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 2/03/09 88320310 TEXTRON INC.
39985 2/06/09 422276 SANFORD BERNSTEIN & CO. 100,000.00 8.373 4,000.00 841,300.00
PUR 2/10/09 88320310 TEXTRON INC.
39985 2/13/09 422296 LANGEN MCALENNEY 30,000.00 6.243 1,200.00 188,490.00
PUR 2/10/09 88320310 TEXTRON INC.
39985 2/13/09 422296 LEERINK SWANN LLC 50,000.00 7.370 2,000.00 370,510.00
PUR 2/13/09 88320310 TEXTRON INC.
39985 2/19/09 422309 WACHOVIA SECURITIES, INC. 100,000.00 7.240 4,000.00 727,980.00
PUR 2/24/09 88320310 TEXTRON INC.
39985 2/27/09 422336 WACHOVIA SECURITIES, INC. 20,000.00 5.894 800.00 118,688.00
PUR 1/28/09 90341W10 US AIRWAYS GROUP INC
41951 2/02/09 422257 OPPENHEIMER & CO., INC 100,000.00 7.136 3,000.00 716,580.00
PUR 1/30/09 90341W10 US AIRWAYS GROUP INC
41951 2/04/09 422267 MORGAN STANLEY 100,000.00 6.127 4,000.00 616,650.00
PUR 1/30/09 90341W10 US AIRWAYS GROUP INC
41951 2/04/09 422267 STIFEL NICOLAUS 100,000.00 5.637 4,000.00 567,660.00
PUR 2/03/09 90341W10 US AIRWAYS GROUP INC
41951 2/06/09 422276 SANFORD BERNSTEIN & CO. 200,000.00 5.763 8,000.00 1,160,540.00
PUR 2/04/09 90341W10 US AIRWAYS GROUP INC
41951 2/09/09 422281 JP MORGAN 100,000.00 5.846 4,000.00 588,560.00
PUR 2/06/09 90341W10 US AIRWAYS GROUP INC
41951 2/11/09 422290 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 5.313 400.00 53,532.00
PUR 2/24/09 90341W10 US AIRWAYS GROUP INC
41951 2/27/09 422336 WACHOVIA SECURITIES, INC. 90,000.00 3.475 3,600.00 316,377.00
PUR 2/20/09 91126810 UNITED ONLINE INC
44855 2/25/09 422327 UBS WARBURG LLC 200,000.00 4.346 6,000.00 875,120.00
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 2/01/09 THROUGH 2/28/09
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 2/23/09 91126810 UNITED ONLINE INC
44855 2/26/09 422332 UBS WARBURG LLC 200,000.00 4.755 6,000.00 957,060.00
PUR 2/24/09 91126810 UNITED ONLINE INC
44855 2/27/09 422336 CREDIT SUISSE SEC (USA) LLC 200,000.00 4.895 6,000.00 985,080.00
PUR 2/02/09 92343V10 VERIZON COMMUNICATIONS INC
43854 2/05/09 422271 COWEN AND CO., LLC 100,000.00 29.919 4,000.00 2,995,860.00
PUR 2/02/09 92343V10 VERIZON COMMUNICATIONS INC
43854 2/05/09 422271 SANFORD BERNSTEIN & CO. 100,000.00 30.402 4,000.00 3,044,210.00
PUR 1/28/09 92824110 VIROPHARMA INC
44271 2/02/09 422257 GOLDMAN SACHS & COMPANY 20,000.00 12.137 600.00 243,338.00
PUR 1/28/09 92824110 VIROPHARMA INC
44271 2/02/09 422257 ITG (CHANNEL) 20,000.00 12.081 300.00 241,928.00
PUR 1/28/09 92824110 VIROPHARMA INC
44271 2/02/09 422257 JANNEY MONTGOMERY SCOTT 30,000.00 12.106 900.00 364,089.00
PUR 1/29/09 92824110 VIROPHARMA INC
44271 2/03/09 422262 GOLDMAN SACHS & COMPANY 15,000.00 12.142 450.00 182,574.00
PUR 1/29/09 92824110 VIROPHARMA INC
44271 2/03/09 422262 ITG (CHANNEL) 15,000.00 12.152 225.00 182,500.50
PUR 1/30/09 92824110 VIROPHARMA INC
44271 2/04/09 422267 GOLDMAN SACHS & COMPANY 30,000.00 11.979 900.00 360,276.00
PUR 1/30/09 92824110 VIROPHARMA INC
44271 2/04/09 422267 ITG (CHANNEL) 20,000.00 11.996 300.00 240,216.00
PUR 2/03/09 92824110 VIROPHARMA INC
44271 2/06/09 422276 CREDIT SUISSE SEC (USA) LLC 40,000.00 11.745 1,200.00 471,012.00
PUR 2/04/09 92824110 VIROPHARMA INC
44271 2/09/09 422281 UBS WARBURG LLC 30,000.00 12.292 900.00 369,645.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 2/05/09 92824110 VIROPHARMA INC
44271 2/10/09 422286 UBS WARBURG LLC 30,000.00 12.034 900.00 361,929.00
PUR 2/06/09 92824110 VIROPHARMA INC
44271 2/11/09 422290 UBS WARBURG LLC 30,000.00 12.160 900.00 365,709.00
PUR 2/09/09 92824110 VIROPHARMA INC
44271 2/12/09 422293 UBS WARBURG LLC 120,000.00 6.353 3,600.00 765,996.00
PUR 2/10/09 92824110 VIROPHARMA INC
44271 2/13/09 422296 JEFFERIES & COMPANY 90,000.00 6.270 2,700.00 567,018.00
PUR 2/11/09 92824110 VIROPHARMA INC
44271 2/17/09 422300 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 6.396 3,000.00 642,620.00
PUR 1/30/09 93142210 WALGREEN CO.
44215 2/04/09 422267 JP MORGAN 50,000.00 27.834 2,000.00 1,393,695.00
PUR 1/28/09 94974610 WELLS FARGO & COMPANY
44523 2/02/09 422257 COWEN AND CO., LLC 1,000,000.00 20.217 40,000.00 20,257,100.00
PUR 1/29/09 98302410 WYETH
41913 2/03/09 422262 MORGAN STANLEY 100,000.00 43.609 4,000.00 4,364,860.00
PUR 2/02/09 98302410 WYETH
41913 2/05/09 422271 COWEN AND CO., LLC 60,000.00 43.462 2,400.00 2,610,096.00
PUR 2/02/09 98302410 WYETH
41913 2/05/09 422271 SANFORD BERNSTEIN & CO. 40,000.00 43.381 1,600.00 1,736,824.00
PUR 2/03/09 98302410 WYETH
41913 2/06/09 422276 JP MORGAN 100,000.00 43.586 4,000.00 4,362,630.00
PUR 2/05/09 98302410 WYETH
41913 2/10/09 422286 JP MORGAN 100,000.00 42.980 4,000.00 4,302,010.00
PUR 2/19/09 98302410 WYETH
41913 2/24/09 422322 DEUTSCHE BANK AG (DOMESTIC) 100,000.00 43.059 4,000.00 4,309,910.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 1/28/09 98970110 ZIONS BANCORP
43304 2/02/09 422257 GOLDMAN SACHS & COMPANY 40,000.00 16.236 1,200.00 650,624.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 13,139,200.00 243,703,432.78
478,599.59
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 13,139,200.00 243,703,432.78
478,599.59
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 1/28/09 00206R10 AT&T INC. 14.28
40683 2/02/09 422258 MORGAN STANLEY 100,000.00 25.491 4,000.00 2,545,105.72 -767,601.28
SALE 2/02/09 00206R10 AT&T INC. 13.84
40683 2/05/09 422272 MORGAN STANLEY 100,000.00 24.711 4,000.00 2,467,066.16 -845,640.84
SALE 2/03/09 00206R10 AT&T INC. 14.08
40683 2/06/09 422277 SANFORD BERNSTEIN & CO. 100,000.00 25.138 4,000.00 2,509,775.92 -802,931.08
SALE 2/06/09 00206R10 AT&T INC. 14.63
40683 2/11/09 422291 JP MORGAN 100,000.00 26.116 4,000.00 2,607,575.37 -705,131.63
SALE 1/30/09 00282410 ABBOTT LABORATORIES 15.58
39882 2/04/09 422268 JP MORGAN 50,000.00 55.626 2,000.00 2,779,289.42 324,462.23
SALE 2/11/09 00507V10 ACTIVISION BLIZZARD INC 5.35
43173 2/17/09 422301 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 9.553 3,000.00 952,294.65 -171,532.99
SALE 2/13/09 00507V10 ACTIVISION BLIZZARD INC 5.27
43173 2/19/09 422310 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 9.398 3,000.00 936,754.73 -187,072.91
SALE 2/19/09 00507V10 ACTIVISION BLIZZARD INC 10.72
43173 2/24/09 422323 BARCLAYS CAPITAL (DOMESTIC) 200,000.00 9.569 6,000.00 1,907,829.28 -339,826.00
SALE 2/24/09 00507V10 ACTIVISION BLIZZARD INC 5.44
43173 2/27/09 422337 UBS WARBURG LLC 100,000.00 9.699 3,000.00 966,854.56 -156,973.08
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/28/09 00817Y10 AETNA INC 9.43
43437 2/02/09 422258 MORGAN STANLEY 50,000.00 33.658 2,000.00 1,680,890.57 363,281.24
SALE 1/28/09 00817Y10 AETNA INC 18.66
43437 2/02/09 422258 MORGAN STANLEY 100,000.00 33.319 4,000.00 3,327,841.34 692,622.67
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 150,000.00 33.432 28.09 5,008,731.91 1,055,903.91
6,000.00
SALE 1/30/09 00817Y10 AETNA INC 8.77
43437 2/04/09 422268 JP MORGAN 50,000.00 31.306 2,000.00 1,563,271.23 245,661.90
SALE 2/04/09 00817Y10 AETNA INC 18.21
43437 2/09/09 422282 SANFORD BERNSTEIN & CO. 100,000.00 32.511 4,000.00 3,247,091.79 611,873.12
SALE 2/23/09 00817Y10 AETNA INC 15.63
43437 2/26/09 422333 SANFORD BERNSTEIN & CO. 100,000.00 27.898 4,000.00 2,785,764.37 150,545.70
SALE 2/24/09 00817Y10 AETNA INC 15.79
43437 2/27/09 422337 SOLEIL SECURITIES CORP. 100,000.00 28.187 4,000.00 2,814,684.21 179,465.55
SALE 2/17/09 00825210 AFFILIATED MANAGERS GROUP I 1.18
39885 2/20/09 422314 CITIGROUP/CITIBANK DOMESTIC 5,000.00 42.020 200.00 209,898.82 -115,831.50
SALE 2/17/09 00825210 AFFILIATED MANAGERS GROUP I 5.80
39885 2/20/09 422314 SANFORD BERNSTEIN & CO. 25,000.00 41.405 1,000.00 1,034,119.20 -594,532.38
SALE 2/10/09 03042010 AMERICAN WATER WORKS CO. IN 2.40
40888 2/13/09 422297 LANGEN MCALENNEY 20,000.00 21.364 800.00 426,473.60 14,564.73
SALE 2/11/09 03042010 AMERICAN WATER WORKS CO. IN 2.37
40888 2/17/09 422301 KEEFE BRUYETTE & WOODS INC. 20,000.00 21.112 800.00 421,433.63 9,524.76
SALE 2/04/09 03116210 AMGEN INC. 31.83
39886 2/09/09 422282 CREDIT SUISSE SEC (USA) LLC 100,000.00 56.825 3,000.00 5,679,418.17 -56,311.12
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 2/01/09 THROUGH 2/28/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/06/09 03529010 ANIXTER INTERNATIONAL INC. 6.07
39891 2/11/09 422291 DEUTSCHE BANK AG (DOMESTIC) 30,000.00 36.104 1,200.00 1,081,904.93 -527,157.40
SALE 1/28/09 03783310 APPLE INC. 10.32
39881 2/02/09 422258 GOLDMAN SACHS & COMPANY 20,000.00 92.092 600.00 1,841,225.68 203,817.16
SALE 1/30/09 03783310 APPLE INC. 5.13
39881 2/04/09 422268 GOLDMAN SACHS & COMPANY 10,000.00 91.541 300.00 915,100.87 96,396.61
SALE 2/04/09 03783310 APPLE INC. 10.57
39881 2/09/09 422282 CREDIT SUISSE SEC (USA) LLC 20,000.00 94.363 600.00 1,886,643.43 249,234.91
SALE 2/10/09 03783310 APPLE INC. 11.32
39881 2/13/09 422297 JEFFERIES & COMPANY 20,000.00 101.02 600.00 2,019,834.68 382,426.16
SALE 2/19/09 03783310 APPLE INC. 5.17
39881 2/24/09 422323 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 92.163 300.00 921,322.83 102,618.57
SALE 2/19/09 04269Q10 ARRIS GROUP INC. 3.80
39889 2/24/09 422323 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 6.772 3,000.00 674,196.20 -125,800.81
SALE 2/20/09 04269Q10 ARRIS GROUP INC. 1.81
39889 2/25/09 422328 UBS WARBURG LLC 50,000.00 6.452 1,500.00 321,073.19 -78,925.32
SALE 2/23/09 04269Q10 ARRIS GROUP INC. 1.72
39889 2/26/09 422333 CREDIT SUISSE SEC (USA) LLC 50,000.00 6.117 1,500.00 304,343.28 -95,655.23
SALE 1/28/09 06405810 BANK OF NEW YORK MELLON COR 5.83
44007 2/02/09 422258 JP MORGAN 40,000.00 26.010 1,600.00 1,038,802.17 -67,570.52
SALE 2/03/09 06405810 BANK OF NEW YORK MELLON COR 9.08
44007 2/06/09 422277 DEUTSCHE BANK AG (DOMESTIC) 60,000.00 27.017 2,400.00 1,618,598.92 -40,960.11
SALE 2/04/09 06405810 BANK OF NEW YORK MELLON COR 6.22
44007 2/09/09 422282 BARCLAYS CAPITAL (DOMESTIC) 40,000.00 27.754 1,600.00 1,108,549.78 2,177.09
SALE 2/06/09 06405810 BANK OF NEW YORK MELLON COR 6.34
44007 2/11/09 422291 DEUTSCHE BANK AG (DOMESTIC) 40,000.00 28.275 1,600.00 1,129,385.66 23,012.97
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/12/09 06405810 BANK OF NEW YORK MELLON COR 5.84
44007 2/18/09 422306 DEUTSCHE BANK AG (DOMESTIC) 40,000.00 26.085 1,600.00 1,041,810.16 -64,562.53
SALE 2/13/09 06405810 BANK OF NEW YORK MELLON COR 2.91
44007 2/19/09 422310 FRIEDMAN BILLINGS RAMSEY 20,000.00 25.927 800.00 517,741.09 -35,445.25
SALE 2/06/09 08442310 WR BERKLEY CORP 5.67
39895 2/11/09 422291 DEUTSCHE BANK AG (DOMESTIC) 40,000.00 25.277 1,600.00 1,009,454.33 354,441.78
SALE 2/13/09 08442310 WR BERKLEY CORP 5.27
39895 2/19/09 422310 SOLEIL SECURITIES CORP. 40,000.00 23.500 1,600.00 938,402.73 283,390.18
SALE 2/20/09 08442310 WR BERKLEY CORP 4.75
39895 2/25/09 422328 RBC CAPITAL (DOMESTIC) 40,000.00 21.196 1,600.00 846,219.25 191,206.70
SALE 2/18/09 09062X10 BIOGEN IDEC INC 25.70
44449 2/23/09 422318 JEFFERIES & COMPANY 90,000.00 50.983 2,700.00 4,585,708.30 244,283.80
SALE 2/19/09 09062X10 BIOGEN IDEC INC 31.45
44449 2/24/09 422323 BARCLAYS CAPITAL (DOMESTIC) 110,000.00 51.047 3,300.00 5,611,838.55 305,653.05
SALE 2/04/09 11012210 BRISTOL-MYERS SQUIBB CO. 12.73
39897 2/09/09 422282 SANFORD BERNSTEIN & CO. 100,000.00 22.718 4,000.00 2,267,807.27 -515,273.91
SALE 2/06/09 11012210 BRISTOL-MYERS SQUIBB CO. 12.95
39897 2/11/09 422291 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 23.113 4,000.00 2,307,307.05 -475,774.13
SALE 2/13/09 12589610 CMS ENERGY CORP. 6.44
43755 2/19/09 422310 SOLEIL SECURITIES CORP. 100,000.00 11.484 4,000.00 1,144,363.56 135,983.25
SALE 2/02/09 12673P10 CA INC. 19.92
41263 2/05/09 422272 MORGAN STANLEY 200,000.00 17.782 8,000.00 3,548,360.08 -972,050.18
SALE 2/04/09 12673P10 CA INC. 10.16
41263 2/09/09 422282 SANFORD BERNSTEIN & CO. 100,000.00 18.125 4,000.00 1,808,499.84 -451,705.29
SALE 2/06/09 12673P10 CA INC. 10.28
41263 2/11/09 422291 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 18.348 4,000.00 1,830,749.72 -429,455.41
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 2/01/09 THROUGH 2/28/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 95
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/09/09 12673P10 CA INC. 20.76
41263 2/12/09 422294 SANFORD BERNSTEIN & CO. 200,000.00 18.528 8,000.00 3,697,599.24 -822,811.02
SALE 2/10/09 12673P10 CA INC. 10.24
41263 2/13/09 422297 SOLEIL SECURITIES CORP. 100,000.00 18.286 4,000.00 1,824,559.76 -435,645.37
SALE 2/11/09 12673P10 CA INC. 10.22
41263 2/17/09 422301 CRAIG-HALLUM CAPITAL GRP LL 100,000.00 18.234 4,000.00 1,819,339.78 -440,865.35
SALE 2/12/09 12673P10 CA INC. 10.14
41263 2/18/09 422306 MERRILL LYNCH (RESEARCH) 100,000.00 18.095 4,000.00 1,805,509.86 -454,695.27
SALE 2/13/09 12673P10 CA INC. 10.48
41263 2/19/09 422310 SOLEIL SECURITIES CORP. 100,000.00 18.704 4,000.00 1,866,349.52 -393,855.61
SALE 1/30/09 12686C10 CABLEVISION SYSTEMS-NY GRP- 2.68
39907 2/04/09 422268 JP MORGAN 30,000.00 15.950 1,200.00 477,285.32 -389,312.16
SALE 2/02/09 12686C10 CABLEVISION SYSTEMS-NY GRP- 3.48
39907 2/05/09 422272 MORGAN STANLEY 40,000.00 15.526 1,600.00 619,416.52 -536,046.79
SALE 2/04/09 12686C10 CABLEVISION SYSTEMS-NY GRP- 3.32
39907 2/09/09 422282 BARCLAYS CAPITAL (DOMESTIC) 40,000.00 14.820 1,600.00 591,212.68 -564,250.63
SALE 2/06/09 12686C10 CABLEVISION SYSTEMS-NY GRP- 5.10
39907 2/11/09 422291 DEUTSCHE BANK AG (DOMESTIC) 60,000.00 15.153 2,400.00 906,756.90 -826,438.06
SALE 2/10/09 12686C10 CABLEVISION SYSTEMS-NY GRP- 4.13
39907 2/13/09 422297 LANGEN MCALENNEY 50,000.00 14.717 2,000.00 733,820.87 -710,508.26
SALE 2/17/09 15678210 CERNER CORP. 2.13
43671 2/20/09 422314 UBS WARBURG LLC 10,000.00 37.965 300.00 379,344.87 14,686.13
SALE 2/06/09 19121610 COCA-COLA CO. (THE) 24.36
39941 2/11/09 422291 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 43.498 4,000.00 4,345,745.64 -18,140.00
SALE 2/04/09 19259P30 COINSTAR INC. 1.31
42814 2/09/09 422282 CREDIT SUISSE SEC (USA) LLC 10,000.00 23.300 300.00 232,702.69 -69,246.08
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 96
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/04/09 19259P30 COINSTAR INC. 1.31
42814 2/09/09 422282 ITG (CHANNEL) 10,000.00 23.282 150.00 232,663.69 -69,285.08
SALE 2/06/09 19259P30 COINSTAR INC. 2.77
42814 2/11/09 422291 UBS WARBURG LLC 20,000.00 24.676 600.00 492,915.23 -110,982.31
SALE 2/13/09 19259P30 COINSTAR INC. 1.48
42814 2/19/09 422310 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 26.409 300.00 263,789.52 -38,159.25
SALE 2/10/09 21037110 CONSTELLATION ENERGY GROUP 10.16
43011 2/13/09 422297 SOLEIL SECURITIES CORP. 70,000.00 25.899 2,800.00 1,810,140.84 86,369.01
SALE 2/11/09 21037110 CONSTELLATION ENERGY GROUP 4.21
43011 2/17/09 422301 SOLEIL SECURITIES CORP. 30,000.00 25.046 1,200.00 750,178.79 11,419.43
SALE 2/06/09 23331A10 DR HORTON INC 15.94
44524 2/11/09 422291 BARCLAYS CAPITAL (DOMESTIC) 300,000.00 9.487 12,000.00 2,834,204.06 827,551.20
SALE 2/06/09 25470M10 DISH NETWORKS 45.49
44447 2/11/09 422291 UBS WARBURG LLC 600,000.00 13.539 18,000.00 8,105,054.51 1,212,814.51
SALE 1/28/09 25674610 DOLLAR TREE INC 4.87
42996 2/02/09 422258 GOLDMAN SACHS & COMPANY 20,000.00 43.416 600.00 867,707.13 129,602.17
SALE 1/28/09 26875P10 EOG RESOURCES INC 7.77
43747 2/02/09 422258 MORGAN STANLEY 20,000.00 69.308 800.00 1,385,346.23 -88,613.54
SALE 2/10/09 26875P10 EOG RESOURCES INC 7.87
43747 2/13/09 422297 LANGEN MCALENNEY 20,000.00 70.237 800.00 1,403,936.13 -70,023.64
SALE 2/06/09 27864210 EBAY INC 30.42
42970 2/11/09 422291 UBS WARBURG LLC 400,000.00 13.578 12,000.00 5,419,329.58 -2,839,314.60
SALE 2/03/09 29084Q10 EMCOR GROUP INC. 2.35
39915 2/06/09 422277 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 20.953 800.00 418,253.65 183,401.39
SALE 2/04/09 29084Q10 EMCOR GROUP INC. 2.40
39915 2/09/09 422282 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 21.410 800.00 427,391.60 192,539.34
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 2/01/09 THROUGH 2/28/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 97
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/05/09 29084Q10 EMCOR GROUP INC. 2.36
39915 2/10/09 422287 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 21.032 800.00 419,839.64 184,987.38
SALE 1/28/09 30231G10 EXXON MOBIL CORP. 8.82
39995 2/02/09 422258 JP MORGAN 20,000.00 78.667 800.00 1,572,527.18 1,017,204.16
SALE 1/30/09 30231G10 EXXON MOBIL CORP. 21.84
39995 2/04/09 422268 JP MORGAN 50,000.00 77.978 2,000.00 3,896,868.16 2,508,560.62
SALE 2/06/09 30231G10 EXXON MOBIL CORP. 13.42
39995 2/11/09 422291 DEUTSCHE BANK AG (DOMESTIC) 30,000.00 79.860 1,200.00 2,394,583.58 1,561,599.05
SALE 2/13/09 30231G10 EXXON MOBIL CORP. 8.43
39995 2/19/09 422310 SOLEIL SECURITIES CORP. 20,000.00 75.255 800.00 1,504,297.57 948,974.55
SALE 2/04/09 31428X10 FEDEX CORP. 28.84
39921 2/09/09 422282 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 51.484 4,000.00 5,144,351.16 -4,078,824.87
SALE 2/06/09 31428X10 FEDEX CORP. 46.41
39921 2/11/09 422291 BARCLAYS CAPITAL (DOMESTIC) 150,000.00 55.243 6,000.00 8,280,448.59 -5,554,315.45
SALE 2/10/09 31428X10 FEDEX CORP. 5.97
39921 2/13/09 422297 LANGEN MCALENNEY 20,000.00 53.242 800.00 1,064,030.03 -780,605.18
SALE 2/11/09 31428X10 FEDEX CORP. 29.39
39921 2/17/09 422301 FOX-PITT KLTON CCHRN CRN WA 100,000.00 52.481 4,000.00 5,244,100.61 -3,979,075.42
SALE 2/12/09 38238810 GOODRICH CORP. 21.63
41916 2/18/09 422306 MERRILL LYNCH (RESEARCH) 100,000.00 38.613 4,000.00 3,857,298.37 -996,514.83
SALE 2/24/09 38238810 GOODRICH CORP. 19.17
41916 2/27/09 422337 SOLEIL SECURITIES CORP. 100,000.00 34.230 4,000.00 3,418,970.83 -1,434,842.37
SALE 1/30/09 38259P50 GOOGLE INC. 5.74
39926 2/04/09 422268 GOLDMAN SACHS & COMPANY 3,000.00 341.54 90.00 1,024,532.06 -287,384.32
SALE 2/03/09 38259P50 GOOGLE INC. 5.63
39926 2/06/09 422277 CREDIT SUISSE SEC (USA) LLC 3,000.00 334.66 90.00 1,003,904.77 -308,011.62
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 98
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/06/09 41387510 HARRIS CORP. 24.93
41699 2/11/09 422291 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 44.518 4,000.00 4,447,735.07 -351,222.73
SALE 2/06/09 42786610 HERSHEY FOODS CORP. 20.77
39930 2/11/09 422291 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 37.080 4,000.00 3,703,939.23 187,931.59
SALE 2/11/09 42829110 HEXCEL CORP. 4.78
41202 2/17/09 422301 KEEFE BRUYETTE & WOODS INC. 100,000.00 8.526 4,000.00 848,555.22 -1,233,418.83
SALE 2/10/09 43575830 HOLLY CORP. 2.88
39928 2/13/09 422297 LANGEN MCALENNEY 20,000.00 25.660 800.00 512,391.12 -265,269.05
SALE 2/11/09 43575830 HOLLY CORP. 5.70
39928 2/17/09 422301 DEUTSCHE BANK AG (DOMESTIC) 40,000.00 25.400 1,600.00 1,014,402.30 -540,918.03
SALE 2/06/09 45091110 ITT CORP. 12.60
39934 2/11/09 422291 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 44.964 2,000.00 2,246,202.40 65,322.16
SALE 1/28/09 45920010 INTL BUSINESS MACHINES CORP 5.19
39932 2/02/09 422258 JP MORGAN 10,000.00 92.551 400.00 925,108.81 170,874.61
SALE 1/29/09 45920010 INTL BUSINESS MACHINES CORP 5.25
39932 2/03/09 422263 JP MORGAN 10,000.00 93.651 400.00 936,105.75 181,871.55
SALE 2/06/09 45920010 INTL BUSINESS MACHINES CORP 10.64
39932 2/11/09 422291 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 94.927 800.00 1,897,735.36 389,266.97
SALE 1/29/09 46603210 J&J SNACK FOODS CORP. 3.88
39938 2/03/09 422263 GOLDMAN SACHS & COMPANY 20,000.00 34.587 600.00 691,128.12 96,368.51
SALE 2/03/09 46603210 J&J SNACK FOODS CORP. 2.74
39938 2/06/09 422277 CREDIT SUISSE SEC (USA) LLC 13,900.00 35.079 417.00 487,174.19 73,816.26
SALE 2/03/09 46603210 J&J SNACK FOODS CORP. .22
39938 2/06/09 422277 ITG (CHANNEL) 1,100.00 35.281 16.50 38,792.05 6,080.27
SALE 2/04/09 46603210 J&J SNACK FOODS CORP. 1.96
39938 2/09/09 422282 CREDIT SUISSE SEC (USA) LLC 10,000.00 34.928 300.00 348,980.04 51,600.23
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 99
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/05/09 46603210 J&J SNACK FOODS CORP. .50
39938 2/10/09 422287 ITG (CHANNEL) 2,500.00 35.036 37.50 87,551.00 13,206.05
SALE 2/05/09 46603210 J&J SNACK FOODS CORP. 1.47
39938 2/10/09 422287 UBS WARBURG LLC 7,500.00 34.802 225.00 260,789.28 37,754.43
SALE 2/06/09 46603210 J&J SNACK FOODS CORP. 2.95
39938 2/11/09 422291 UBS WARBURG LLC 15,000.00 35.065 450.00 525,523.55 79,453.84
SALE 2/10/09 46603210 J&J SNACK FOODS CORP. 1.95
39938 2/13/09 422297 JEFFERIES & COMPANY 10,000.00 34.690 300.00 346,597.05 49,217.24
SALE 2/17/09 46625H10 J.P. MORGAN CHASE & CO. 25.26
39940 2/20/09 422314 WACHOVIA SECURITIES, INC. 200,000.00 22.551 8,000.00 4,502,214.74 -1,911,734.11
SALE 2/06/09 47012E10 JAKKS PACIFIC, INC. 3.04
41682 2/11/09 422291 UBS WARBURG LLC 30,000.00 18.055 900.00 540,758.96 -130,006.34
SALE 2/06/09 47816010 JOHNSON & JOHNSON 49.16
39939 2/11/09 422291 SANFORD BERNSTEIN & CO. 150,000.00 58.523 6,000.00 8,772,445.84 3,331,112.47
SALE 2/13/09 48517030 KANSAS CITY SOUTHERN 5.57
39942 2/19/09 422310 FRIEDMAN BILLINGS RAMSEY 50,000.00 19.869 2,000.00 991,439.43 -372,104.59
SALE 2/19/09 48517030 KANSAS CITY SOUTHERN 2.17
39942 2/24/09 422323 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 19.356 800.00 386,317.83 -159,099.78
SALE 2/06/09 53071M50 LIBERTY MEDIA CORP 5.38
43455 2/11/09 422291 UBS WARBURG LLC 50,000.00 19.203 1,500.00 958,664.62 164,189.44
SALE 1/29/09 53418710 LINCOLN NATIONAL CORP. 1.97
39948 2/03/09 422263 JP MORGAN 20,000.00 17.556 800.00 350,318.03 -336,402.90
SALE 2/17/09 53418710 LINCOLN NATIONAL CORP. 7.23
39948 2/20/09 422314 WACHOVIA SECURITIES, INC. 100,000.00 12.904 4,000.00 1,286,372.77 -2,147,231.86
SALE 2/20/09 53418710 LINCOLN NATIONAL CORP. 1.26
39948 2/25/09 422328 RBC CAPITAL (DOMESTIC) 20,000.00 11.177 800.00 222,740.74 -463,980.19
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/20/09 53555510 LINDSAY CORP. 3.00
41563 2/25/09 422328 RBC CAPITAL (DOMESTIC) 20,000.00 26.783 800.00 534,851.00 -1,002,675.66
SALE 2/04/09 53591920 LIONS GATE ENTERTAINMENT CO 1.55
44270 2/09/09 422282 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 5.510 2,000.00 273,498.45 -1,501.24
SALE 1/29/09 57308310 MARTHA STEWART LIVING CL A .15
40376 2/03/09 422263 ITG (CHANNEL) 10,000.00 2.630 100.00 26,194.85 -46,125.75
SALE 1/29/09 57308310 MARTHA STEWART LIVING CL A .45
40376 2/03/09 422263 MORGAN STANLEY 30,000.00 2.656 1,200.00 78,479.55 -138,482.24
SALE 1/30/09 57308310 MARTHA STEWART LIVING CL A .27
40376 2/04/09 422268 ITG (CHANNEL) 20,000.00 2.354 200.00 46,871.73 -97,769.46
SALE 1/30/09 57308310 MARTHA STEWART LIVING CL A 1.46
40376 2/04/09 422268 STIFEL NICOLAUS 110,000.00 2.356 4,400.00 254,802.54 -540,724.01
SALE 1/28/09 59491810 MICROSOFT CORP. 10.06
39954 2/02/09 422258 GOLDMAN SACHS & COMPANY 100,000.00 17.961 3,000.00 1,793,119.94 1,103,399.50
SALE 2/06/09 59491810 MICROSOFT CORP. 22.16
39954 2/11/09 422291 UBS WARBURG LLC 200,000.00 19.784 6,000.00 3,950,837.84 2,571,396.95
SALE 2/06/09 61945A10 MOSIAC CO/THE 5.04
43263 2/11/09 422291 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 44.914 800.00 897,466.96 167,565.52
SALE 2/17/09 61945A10 MOSIAC CO/THE 1.14
43263 2/20/09 422314 CITIGROUP/CITIBANK DOMESTIC 5,000.00 40.500 200.00 202,298.86 19,823.50
SALE 2/17/09 61945A10 MOSIAC CO/THE 7.84
43263 2/20/09 422314 SANFORD BERNSTEIN & CO. 35,000.00 39.958 1,400.00 1,397,118.66 119,791.15
SALE 2/20/09 61945A10 MOSIAC CO/THE 4.64
43263 2/25/09 422328 JP MORGAN 20,000.00 41.428 800.00 827,757.36 97,855.92
SALE 1/29/09 66680710 NORTHROP GRUMMAN CORP. 8.18
40323 2/03/09 422263 MORGAN STANLEY 30,000.00 48.690 1,200.00 1,459,497.82 -830,068.67
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 2/24/09 66680710 NORTHROP GRUMMAN CORP. 4.75
40323 2/27/09 422337 SOLEIL SECURITIES CORP. 20,000.00 42.367 800.00 846,539.25 -679,838.41
SALE 1/28/09 67066G10 NVIDIA CORP 9.67
43536 2/02/09 422258 GOLDMAN SACHS & COMPANY 200,000.00 8.625 6,000.00 1,719,010.33 230,448.66
SALE 1/30/09 67066G10 NVIDIA CORP 8.99
43536 2/04/09 422268 GOLDMAN SACHS & COMPANY 200,000.00 8.021 6,000.00 1,598,171.01 109,609.34
SALE 2/06/09 68668810 ORMAT TECHNOLOGIES INC. 3.89
41088 2/11/09 422291 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 34.645 800.00 692,096.11 -273,659.75
SALE 2/13/09 69331C10 P G & E CORP 6.37
41416 2/19/09 422310 FRIEDMAN BILLINGS RAMSEY 30,000.00 37.859 1,200.00 1,134,569.63 -31,911.70
SALE 1/29/09 70959W10 PENSKE AUTO GROUP INC. 1.75
41639 2/03/09 422263 MORGAN STANLEY 40,000.00 7.791 1,600.00 310,050.25 -245,931.96
SALE 2/06/09 70959W10 PENSKE AUTO GROUP INC. 2.89
41639 2/11/09 422291 ITG (CHANNEL) 59,915.00 8.596 898.73 514,139.70 -318,652.15
SALE 2/06/09 70959W10 PENSKE AUTO GROUP INC. 5.77
41639 2/11/09 422291 SANFORD BERNSTEIN & CO. 120,000.00 8.577 4,800.00 1,024,398.23 -643,548.40
SALE 2/09/09 70959W10 PENSKE AUTO GROUP INC. .96
41639 2/12/09 422294 INSTINET (DOMESTIC) 20,085.00 8.505 140.60 170,689.40 -108,483.17
SALE 2/09/09 70959W10 PENSKE AUTO GROUP INC. 3.33
41639 2/12/09 422294 SANFORD BERNSTEIN & CO. 70,000.00 8.484 2,800.00 591,069.67 -381,899.19
SALE 1/29/09 71708110 PFIZER INC. 17.09
39963 2/03/09 422263 COWEN AND CO., LLC 200,000.00 15.257 8,000.00 3,043,402.91 -762,050.97
SALE 2/02/09 71708110 PFIZER INC. 24.98
39963 2/05/09 422272 MORGAN STANLEY 300,000.00 14.864 12,000.00 4,447,205.02 -1,260,975.79
SALE 2/05/09 71708110 PFIZER INC. 16.31
39963 2/10/09 422287 JP MORGAN 200,000.00 14.558 8,000.00 2,903,583.69 -901,870.19
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 1/29/09 74432010 PRUDENTIAL FINANCIAL INC 3.42
43588 2/03/09 422263 JP MORGAN 20,000.00 30.491 800.00 609,020.58 166,279.25
SALE 1/30/09 74432010 PRUDENTIAL FINANCIAL INC 2.91
43588 2/04/09 422268 JP MORGAN 20,000.00 25.949 800.00 518,185.09 75,443.76
SALE 2/05/09 74432010 PRUDENTIAL FINANCIAL INC 8.92
43588 2/10/09 422287 DEUTSCHE BANK AG (DOMESTIC) 60,000.00 26.518 2,400.00 1,588,683.08 260,459.07
SALE 1/28/09 74531010 PUGET ENERGY INC. 12.21
39968 2/02/09 422258 ITG (CHANNEL) 75,100.00 29.025 1,126.50 2,178,631.28 334,479.51
SALE 1/28/09 74531010 PUGET ENERGY INC. 20.32
39968 2/02/09 422258 MORGAN STANLEY 124,900.00 29.039 4,996.00 3,622,004.74 554,966.72
SALE 1/29/09 74531010 PUGET ENERGY INC. 16.29
39968 2/03/09 422263 JP MORGAN 100,000.00 29.085 4,000.00 2,904,503.71 448,908.81
SALE 1/30/09 74531010 PUGET ENERGY INC. 19.74
39968 2/04/09 422268 JP MORGAN 120,000.00 29.369 4,800.00 3,519,448.26 572,734.39
SALE 2/02/09 74531010 PUGET ENERGY INC. 46.05
39968 2/05/09 422272 MORGAN STANLEY 280,000.00 29.364 11,200.00 8,210,673.95 1,335,008.24
SALE 2/03/09 74531010 PUGET ENERGY INC. 41.06
39968 2/06/09 422277 JP MORGAN 250,000.00 29.324 10,000.00 7,320,908.94 1,181,921.70
SALE 2/04/09 74531010 PUGET ENERGY INC. 140.66
39968 2/09/09 422282 BARCLAYS CAPITAL (DOMESTIC) 850,000.00 29.549 34,000.00 25,082,169.34 4,209,612.73
SALE 2/10/09 75876610 REGAL ENTERTAINMENT GROUP-A 2.75
41584 2/13/09 422297 LANGEN MCALENNEY 50,000.00 9.816 2,000.00 488,812.25 -269,762.16
SALE 1/28/09 79084910 ST. JUDE MEDICAL INC. 19.99
39978 2/02/09 422258 MORGAN STANLEY 100,000.00 35.685 4,000.00 3,564,470.01 1,273,318.60
SALE 2/06/09 79084910 ST. JUDE MEDICAL INC. 20.93
39978 2/11/09 422291 SANFORD BERNSTEIN & CO. 100,000.00 37.373 4,000.00 3,733,319.07 1,442,167.66
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 103
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/13/09 82967N10 SIRIUS XM RADIO INC. 1.03
42047 2/19/09 422310 INSTINET (PORTAL) 1,700,000.00 .108 8,500.00 175,098.97 -2,966,872.01
SALE 2/04/09 83269640 JM SMUCKER CO/THE 10.08
43667 2/09/09 422282 BARCLAYS CAPITAL (DOMESTIC) 40,000.00 44.981 1,600.00 1,797,633.92 497,194.82
SALE 2/05/09 83269640 JM SMUCKER CO/THE 7.47
43667 2/10/09 422287 DEUTSCHE BANK AG (DOMESTIC) 30,000.00 44.443 1,200.00 1,332,076.53 356,747.21
SALE 2/06/09 83269640 JM SMUCKER CO/THE 4.97
43667 2/11/09 422291 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 44.375 800.00 886,695.03 236,475.48
SALE 2/06/09 83269640 JM SMUCKER CO/THE 9.96
43667 2/11/09 422291 DEUTSCHE BANK AG (DOMESTIC) 40,000.00 44.425 1,600.00 1,775,374.04 474,934.94
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 60,000.00 44.408 14.93 2,662,069.07 711,410.42
2,400.00
SALE 2/10/09 83269640 JM SMUCKER CO/THE 9.64
43667 2/13/09 422297 LANGEN MCALENNEY 40,000.00 43.020 1,600.00 1,719,174.36 418,735.26
SALE 2/10/09 83269640 JM SMUCKER CO/THE 9.43
43667 2/13/09 422297 LANGEN MCALENNEY 40,000.00 42.089 1,600.00 1,681,946.57 381,507.47
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 80,000.00 42.554 19.07 3,401,120.93 800,242.73
3,200.00
SALE 2/11/09 83269640 JM SMUCKER CO/THE 9.44
43667 2/17/09 422301 KEEFE BRUYETTE & WOODS INC. 40,000.00 42.131 1,600.00 1,683,626.56 383,187.46
SALE 2/12/09 83269640 JM SMUCKER CO/THE 9.52
43667 2/18/09 422306 DEUTSCHE BANK AG (DOMESTIC) 40,000.00 42.466 1,600.00 1,697,010.48 396,571.38
SALE 2/13/09 83269640 JM SMUCKER CO/THE 4.90
43667 2/19/09 422310 SOLEIL SECURITIES CORP. 20,000.00 43.724 800.00 873,671.10 223,451.55
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 104
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/17/09 83269640 JM SMUCKER CO/THE 4.74
43667 2/20/09 422314 WACHOVIA SECURITIES, INC. 20,000.00 42.296 800.00 845,105.26 194,885.71
SALE 2/19/09 83269640 JM SMUCKER CO/THE 4.67
43667 2/24/09 422323 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 41.656 800.00 832,319.33 182,099.78
SALE 2/23/09 83269640 JM SMUCKER CO/THE 6.85
43667 2/26/09 422333 JP MORGAN 30,000.00 40.769 1,200.00 1,221,851.15 246,521.83
SALE 2/24/09 83269640 JM SMUCKER CO/THE 4.54
43667 2/27/09 422337 SOLEIL SECURITIES CORP. 20,000.00 40.468 800.00 808,559.46 158,339.91
SALE 2/03/09 85747710 STATE STREET CORP. 2.67
44440 2/06/09 422277 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 23.764 800.00 474,479.33 53,173.73
SALE 2/05/09 85747710 STATE STREET CORP. 26.36
44440 2/10/09 422287 BARCLAYS CAPITAL (DOMESTIC) 180,000.00 26.147 7,200.00 4,699,269.64 907,519.24
SALE 2/06/09 85747710 STATE STREET CORP. 51.31
44440 2/11/09 422291 JP MORGAN 300,000.00 30.540 12,000.00 9,150,038.69 2,830,454.69
SALE 1/29/09 87157D10 SYNAPTICS INCORPORATED 2.79
40599 2/03/09 422263 GOLDMAN SACHS & COMPANY 20,000.00 24.835 600.00 496,105.21 42,251.98
SALE 1/30/09 87157D10 SYNAPTICS INCORPORATED 2.66
40599 2/04/09 422268 GOLDMAN SACHS & COMPANY 20,000.00 23.738 600.00 474,153.34 20,300.11
SALE 2/02/09 87157D10 SYNAPTICS INCORPORATED 2.63
40599 2/05/09 422272 GOLDMAN SACHS & COMPANY 20,000.00 23.396 600.00 467,325.37 13,472.14
SALE 2/03/09 87157D10 SYNAPTICS INCORPORATED 2.62
40599 2/06/09 422277 CREDIT SUISSE SEC (USA) LLC 20,000.00 23.358 600.00 466,551.38 12,698.15
SALE 2/04/09 87157D10 SYNAPTICS INCORPORATED 2.83
40599 2/09/09 422282 CREDIT SUISSE SEC (USA) LLC 20,000.00 25.264 600.00 504,671.17 50,817.94
SALE 2/06/09 87157D10 SYNAPTICS INCORPORATED 2.96
40599 2/11/09 422291 UBS WARBURG LLC 20,000.00 26.340 600.00 526,195.04 72,341.81
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 105
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/06/09 87160710 SYNOPSYS INC 5.57
42954 2/11/09 422291 UBS WARBURG LLC 50,000.00 19.867 1,500.00 991,854.43 -17,479.66
SALE 2/10/09 87160710 SYNOPSYS INC 5.49
42954 2/13/09 422297 JEFFERIES & COMPANY 50,000.00 19.602 1,500.00 978,584.51 -30,749.58
SALE 2/13/09 87160710 SYNOPSYS INC 5.47
42954 2/19/09 422310 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 19.532 1,500.00 975,099.53 -34,234.56
SALE 2/24/09 87160710 SYNOPSYS INC 1.07
42954 2/27/09 422337 CREDIT SUISSE SEC (USA) LLC 10,000.00 19.021 300.00 189,912.93 -11,953.89
SALE 2/24/09 87160710 SYNOPSYS INC 4.25
42954 2/27/09 422337 UBS WARBURG LLC 40,000.00 18.955 1,200.00 756,995.75 -50,471.52
SALE 2/06/09 88731710 TIME WARNER INC. 21.65
39984 2/11/09 422291 JP MORGAN 400,000.00 9.663 16,000.00 3,849,018.35 -2,228,145.68
SALE 2/06/09 90984P10 UNITED COMMUNITY BANKS, INC .51
39986 2/11/09 422291 UBS WARBURG LLC 20,000.00 4.476 600.00 88,927.49 -226,720.40
SALE 2/13/09 90984P10 UNITED COMMUNITY BANKS, INC 1.68
39986 2/19/09 422310 BARCLAYS CAPITAL (DOMESTIC) 86,000.00 3.476 2,580.00 296,362.92 -1,060,922.99
SALE 2/17/09 90984P10 UNITED COMMUNITY BANKS, INC .25
39986 2/20/09 422314 BARCLAYS CAPITAL (DOMESTIC) 14,000.00 3.108 420.00 43,093.15 -177,860.37
SALE 2/03/09 91131210 UNITED PARCEL SERVICE-CL B 25.19
43735 2/06/09 422277 DEUTSCHE BANK AG (DOMESTIC) 100,000.00 44.975 4,000.00 4,493,454.81 -648,371.86
SALE 2/06/09 91324P10 UNITEDHEALTH GROUP INC 16.23
40418 2/11/09 422291 JP MORGAN 100,000.00 28.965 4,000.00 2,892,513.77 -278,079.56
SALE 1/28/09 91704710 URBAN OUTFITTERS INC 2.88
43553 2/02/09 422258 GOLDMAN SACHS & COMPANY 30,000.00 17.088 900.00 511,749.12 -79,225.68
SALE 1/30/09 91704710 URBAN OUTFITTERS INC 1.77
43553 2/04/09 422268 GOLDMAN SACHS & COMPANY 20,000.00 15.739 600.00 314,172.23 -79,810.97
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 106
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/24/09 92343V10 VERIZON COMMUNICATIONS INC 11.24
43854 2/27/09 422337 PACIFIC CREST SECURITIES 72,000.00 27.860 2,880.00 2,003,021.56 -131,843.24
SALE 2/24/09 92343V10 VERIZON COMMUNICATIONS INC 4.38
43854 2/27/09 422337 SOLEIL SECURITIES CORP. 28,000.00 27.898 1,120.00 780,008.42 -50,216.78
SALE 2/06/09 93114210 WAL-MART STORES, INC. 27.94
39992 2/11/09 422291 JP MORGAN 100,000.00 49.885 4,000.00 4,984,432.06 3,025,788.47
SALE 2/06/09 93439040 WARNACO GROUP INC 6.79
43669 2/11/09 422291 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 24.248 2,000.00 1,210,408.21 357,960.38
SALE 2/13/09 93439040 WARNACO GROUP INC 6.35
43669 2/19/09 422310 SOLEIL SECURITIES CORP. 50,000.00 22.647 2,000.00 1,130,358.65 277,910.82
SALE 2/06/09 94973V10 WELLPOINT INC 12.86
44058 2/11/09 422291 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 45.909 2,000.00 2,293,447.14 442,105.00
SALE 2/24/09 94973V10 WELLPOINT INC 11.27
44058 2/27/09 422337 BOENNING & SCATTERGOOD 50,000.00 40.220 2,000.00 2,008,988.73 157,646.59
SALE 2/20/09 94974610 WELLS FARGO & COMPANY 28.14
44523 2/25/09 422328 PACIFIC CREST SECURITIES 500,000.00 10.049 20,000.00 5,004,671.86 -5,123,878.14
SALE 2/23/09 94974610 WELLS FARGO & COMPANY 12.82
44523 2/26/09 422333 SANFORD BERNSTEIN & CO. 200,000.00 11.446 8,000.00 2,281,087.18 -1,770,332.82
SALE 2/24/09 94974610 WELLS FARGO & COMPANY 6.41
44523 2/27/09 422337 SOLEIL SECURITIES CORP. 100,000.00 11.441 4,000.00 1,140,063.59 -885,646.41
SALE 1/28/09 98433210 YAHOO! INC. 3.42
39997 2/02/09 422258 GOLDMAN SACHS & COMPANY 50,000.00 12.199 1,500.00 608,451.58 -170,850.42
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 16,776,000.00 2,084.84 371,543,127.91 -19,757,770.28
570,737.83
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 16,776,000.00 2,084.84 371,543,127.91 -19,757,770.28
570,737.83
END OF REPORT FOR: MULTI SECTOR COMMON A
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
LOGAN CIRCLE (5163) PAGE: 107
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 1/29/09 001031AF AEP INDUSTRIES INC 7.8750 24.674
44621 2/03/09 287031 LOGAN CIRCLE 3/15/13 100,000.00 58.000 58,000.00
PUR 1/29/09 001031AF AEP INDUSTRIES INC 7.8750 24.674
44621 2/03/09 287031 LOGAN CIRCLE 3/15/13 100,000.00 58.000 58,000.00
PUR 2/19/09 029171AC AMERICAN REAL ESTATE PROPER 8.1250 11.197
42254 2/24/09 287031 LOGAN CIRCLE 6/01/12 75,000.00 91.750 68,812.50
PUR 2/06/09 060505DR BANK OF AMERICA CORP 8.0000 19.256
44775 2/11/09 287031 LOGAN CIRCLE 12/29/49 205,000.00 41.500 85,075.00
PUR 2/18/09 090613AD BIOMET INC 10.3750 11.924
44863 2/23/09 287031 LOGAN CIRCLE 10/15/17 260,000.00 91.750 238,550.00
PUR 2/13/09 1248EPAC CCO HLDGS LLC& CCO 8.7500 14.978
44836 2/19/09 287031 LOGAN CIRCLE 11/15/13 25,000.00 79.350 19,837.50
PUR 2/13/09 1248EPAC CCO HLDGS LLC& CCO 8.7500 15.278
44836 2/19/09 287031 LOGAN CIRCLE 11/15/13 50,000.00 78.500 39,250.00
PUR 2/17/09 1248EPAC CCO HLDGS LLC& CCO 8.7500 13.906
44836 2/20/09 287031 LOGAN CIRCLE 11/15/13 50,000.00 82.500 41,250.00
PUR 2/12/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.400
43098 2/18/09 287031 LOGAN CIRCLE 7/15/15 75,000.00 97.500 73,125.00
PUR 2/09/09 126304AZ CSC HOLDINGS INC 8.6250 9.375
44776 2/12/09 287031 LOGAN CIRCLE 2/15/19 100,000.00 95.196 95,196.00
PUR 2/11/09 165167CD CHESAPEAKE ENRGY 9.5000 10.008
44800 2/17/09 287031 LOGAN CIRCLE 2/15/15 95,000.00 97.750 92,862.50
PUR 2/17/09 210805CQ CONTINENTAL AIRLINES 1999-1 6.5450 8.181
44179 2/20/09 287031 LOGAN CIRCLE 2/02/19 72,380.98 89.000 64,419.07
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
LOGAN CIRCLE (5163) -Cont. PAGE: 108
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/20/09 228227AZ CROWN CASTLE INT 9.0000 9.618
44513 2/25/09 287031 LOGAN CIRCLE 1/15/15 25,000.00 97.250 24,312.50
PUR 2/18/09 27876GBF ECHOSTAR DBS CORP 7.0000 8.189
44862 2/23/09 287031 LOGAN CIRCLE 10/01/13 300,000.00 95.500 286,500.00
PUR 2/18/09 27876GBF ECHOSTAR DBS CORP 7.0000 8.189
44862 2/23/09 287031 LOGAN CIRCLE 10/01/13 125,000.00 95.500 119,375.00
PUR 2/24/09 27876GBF ECHOSTAR DBS CORP 7.0000 8.745
44862 2/27/09 287031 LOGAN CIRCLE 10/01/13 35,000.00 93.500 32,725.00
PUR 2/04/09 28336LBT EL PASO CORP 8.2500 9.125
44718 2/09/09 287031 LOGAN CIRCLE 2/15/16 95,000.00 95.535 90,758.25
PUR 2/11/09 346091BC FOREST OIL 8.5000 9.749
44801 2/17/09 287031 LOGAN CIRCLE 2/15/14 255,000.00 95.150 242,632.50
PUR 2/09/09 35687MAM FREESCALE SEMICONDUCTOR 8.8750 49.936
42160 2/12/09 287031 LOGAN CIRCLE 12/15/14 175,000.00 23.750 41,562.50
PUR 2/19/09 370425SJ GMAC LLC 5.6250 47.307
44881 2/24/09 287031 LOGAN CIRCLE 5/15/09 135,000.00 91.375 123,356.25
PUR 2/17/09 382550AY GOODYEAR TIRE 6.3175 15.433
44339 2/20/09 287031 LOGAN CIRCLE 12/01/09 110,000.00 93.500 102,850.00
PUR 2/13/09 404119BB HCA INC 9.8750 10.500
44837 2/19/09 287031 LOGAN CIRCLE 2/15/17 200,000.00 96.673 193,346.00
PUR 2/12/09 422248AA HEALTH NET INC 6.3750 14.002
44821 2/18/09 287031 LOGAN CIRCLE 6/01/17 125,000.00 63.250 79,062.50
PUR 2/18/09 422248AA HEALTH NET INC 6.3750 13.665
44821 2/23/09 287031 LOGAN CIRCLE 6/01/17 75,000.00 64.500 48,375.00
PUR 2/19/09 422248AA HEALTH NET INC 6.3750 13.667
44821 2/24/09 287031 LOGAN CIRCLE 6/01/17 25,000.00 64.500 16,125.00
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
LOGAN CIRCLE (5163) -Cont. PAGE: 109
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/28/09 45661TAF INERGY LP INERGY FIN 8.7500 11.001
44613 2/02/09 287031 LOGAN CIRCLE 3/01/15 205,000.00 90.191 184,891.55
PUR 2/24/09 45763PAB INMARSAT FINANCE PLC 7.6250 8.494
44944 2/27/09 287031 LOGAN CIRCLE 6/30/12 90,000.00 97.500 87,750.00
PUR 2/13/09 45928HAA INTERNATIONAL COAL 10.2500 19.404
44838 2/19/09 287031 LOGAN CIRCLE 7/15/14 170,000.00 70.125 119,212.50
PUR 2/24/09 459745FL INTERNATIONAL LEASE FIN COR 3.5000 76.195
44947 2/27/09 287031 LOGAN CIRCLE 4/01/09 45,000.00 93.500 42,075.00
PUR 2/04/09 481087AC VISANT CORP 7.6250 10.484
43799 2/09/09 287031 LOGAN CIRCLE 10/01/12 55,000.00 91.500 50,325.00
PUR 2/10/09 554273AC MACDERMID INC 9.5000 28.702
42091 2/13/09 287031 LOGAN CIRCLE 4/15/17 110,000.00 40.500 44,550.00
PUR 2/19/09 591709AG METROPCS WIRELESS INC 9.2500 10.158
44426 2/24/09 287031 LOGAN CIRCLE 11/01/14 20,000.00 96.125 19,225.00
PUR 2/03/09 669936AA NOVA CHEMICALS CORP MTN BE 7.4000 630.51
44514 2/06/09 287031 LOGAN CIRCLE 4/01/09 55,000.00 50.250 27,637.50
PUR 2/20/09 68383KAB OPTI CANADA INCORPORATED 8.2500 35.212
42391 2/25/09 287031 LOGAN CIRCLE 12/15/14 125,000.00 35.000 43,750.00
PUR 2/06/09 700690AQ CAESARS ENTERTAINMEN 7.8800 154.64
44774 2/11/09 287031 LOGAN CIRCLE 3/15/10 175,000.00 32.000 56,000.00
PUR 2/03/09 75524TAA REABLE THERAPEUTICS 11.7500 23.183
42311 2/06/09 287031 LOGAN CIRCLE 11/15/14 25,000.00 64.500 16,125.00
PUR 2/04/09 87952VAB TELESAT CANADA 12.5000 19.849
42182 2/09/09 287031 LOGAN CIRCLE 11/01/17 20,000.00 70.000 14,000.00
PUR 2/06/09 90333HAD U S I HLDGS CORP 5.1125 22.809
44341 2/11/09 287031 LOGAN CIRCLE 11/15/14 917,000.00 44.000 403,480.00
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
LOGAN CIRCLE (5163) -Cont. PAGE: 110
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/06/09 90333HAD U S I HLDGS CORP 5.1125 22.809
44341 2/11/09 287031 LOGAN CIRCLE 11/15/14 917,000.00 44.000 403,480.00
PUR 2/23/09 94106LAU WASTE MANAGEMENT 7.3750 7.391
44911 2/26/09 287031 LOGAN CIRCLE 3/11/19 100,000.00 99.882 99,882.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 5,916,380.98 3,947,741.62
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 5,916,380.98 3,947,741.62
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 2/18/09 090613AE BIOMET INC 11.6250 11.262
42152 2/23/09 287031 LOGAN CIRCLE 10/15/17 230,000.00 94.750 217,925.00 -16,544.41
SALE 2/04/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.976
43098 2/09/09 287031 LOGAN CIRCLE 7/15/15 125,000.00 98.000 122,500.00 3,935.82
SALE 2/11/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.976
43098 2/17/09 287031 LOGAN CIRCLE 7/15/15 30,000.00 98.750 29,625.00 1,166.75
SALE 2/04/09 126304AW CSC HOLDINGS INC 8.5000 10.712
44337 2/09/09 287031 LOGAN CIRCLE 4/15/14 50,000.00 100.00 50,000.00 4,325.53
SALE 2/18/09 126304AW CSC HOLDINGS INC 8.5000 10.712
44337 2/23/09 287031 LOGAN CIRCLE 4/15/14 50,000.00 99.000 49,500.00 3,799.62
SALE 2/12/09 126304AZ CSC HOLDINGS INC 8.6250 9.375
44776 2/18/09 287031 LOGAN CIRCLE 2/15/19 100,000.00 97.000 97,000.00 1,799.09
SALE 2/03/09 147448AB CASELLA WASTE SYSTEMS 9.7500 9.854
42255 2/06/09 287031 LOGAN CIRCLE 2/01/13 25,000.00 83.750 20,937.50 -3,977.70
SALE 2/23/09 21036PAC CONSTELLATION BRANDS 8.1250 8.143
42083 2/26/09 287031 LOGAN CIRCLE 1/15/12 60,000.00 100.00 60,000.00 36.04
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
LOGAN CIRCLE (5163) -Cont. PAGE: 111
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/28/09 210805CQ CONTINENTAL AIRLINES 1999-1 6.5450 9.503
44179 2/02/09 287031 LOGAN CIRCLE 2/02/19 5,833.12 100.00 5,833.12 1,098.04
SALE 1/29/09 27876GBF ECHOSTAR DBS CORP 7.0000 12.581
43431 2/03/09 287031 LOGAN CIRCLE 10/01/13 150,000.00 94.875 142,312.50 21,208.15
SALE 2/04/09 27876GBF ECHOSTAR DBS CORP 7.0000 12.581
43431 2/09/09 287031 LOGAN CIRCLE 10/01/13 150,000.00 96.250 144,375.00 23,191.89
SALE 2/18/09 27876GBF ECHOSTAR DBS CORP 7.0000 8.189
44862 2/23/09 287031 LOGAN CIRCLE 10/01/13 300,000.00 95.625 286,875.00 375.00
SALE 2/20/09 29270UAF ENERGY PARTNERS LTD 9.7500 11.581
42258 2/25/09 287031 LOGAN CIRCLE 4/15/14 180,000.00 30.000 54,000.00 -113,446.48
SALE 2/03/09 382550AX GOODYEAR TIRE 8.6250 8.092
42238 2/06/09 287031 LOGAN CIRCLE 12/01/11 355,000.00 94.000 333,700.00 -25,912.48
SALE 2/13/09 404119BB HCA INC 9.8750 10.500
44837 2/19/09 287031 LOGAN CIRCLE 2/15/17 75,000.00 98.125 73,593.75 1,089.00
SALE 2/09/09 413627BC HARRAH'S OPERATING 10.0000 18.981
44175 2/12/09 287031 LOGAN CIRCLE 12/15/18 215,000.00 23.500 50,525.00 -79,716.93
SALE 1/28/09 45661TAF INERGY LP INERGY FIN 8.7500 11.001
44613 2/02/09 287031 LOGAN CIRCLE 3/01/15 205,000.00 93.000 190,650.00 5,758.45
SALE 2/24/09 45763PAB INMARSAT FINANCE PLC 7.6250 8.494
44944 2/27/09 287031 LOGAN CIRCLE 6/30/12 90,000.00 97.625 87,862.50 112.50
SALE 2/19/09 45763UAC INMARSAT FINANCE 10.3750 9.998
42239 2/24/09 287031 LOGAN CIRCLE 11/15/12 75,000.00 102.00 76,500.00 662.63
SALE 2/06/09 594087AM MICHAELS STORES 11.3750 34.859
44294 2/11/09 287031 LOGAN CIRCLE 11/01/16 110,000.00 28.000 30,800.00 -11,167.41
SALE 2/05/09 690742AA OWENS CORNING INC 6.5000 11.197
43761 2/10/09 287031 LOGAN CIRCLE 12/01/16 145,000.00 75.250 109,112.50 -1,010.72
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
LOGAN CIRCLE (5163) -Cont. PAGE: 112
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/03/09 750829AB RAINBOW NATIONAL SERVICES 10.3750 10.090
43046 2/06/09 287031 LOGAN CIRCLE 9/01/14 125,000.00 104.12 130,156.25 3,683.76
SALE 2/09/09 816074AG SEITEL INC 9.7500 12.365
42098 2/12/09 287031 LOGAN CIRCLE 2/14/14 75,000.00 42.000 31,500.00 -36,338.82
SALE 2/09/09 817565BF SERVICE CORP INTL 7.0000 11.070
43648 2/12/09 287031 LOGAN CIRCLE 6/15/17 100,000.00 92.375 92,375.00 14,196.06
SALE 2/23/09 857689AV STATION CASINOS INC 6.0000 65.288
44297 2/26/09 287031 LOGAN CIRCLE 4/01/12 500,000.00 35.000 175,000.00 50,482.75
SALE 2/06/09 90333HAD U S I HLDGS CORP 5.1125 22.926
44341 2/11/09 287031 LOGAN CIRCLE 11/15/14 840,000.00 44.500 373,800.00 6,181.04
SALE 2/06/09 90333HAD U S I HLDGS CORP 5.1125 22.926
44341 2/11/09 287031 LOGAN CIRCLE 11/15/14 917,000.00 44.000 403,480.00 2,162.63
SALE 2/04/09 90333HAE USI HOLDINGS CORP 9.7500 17.240
42099 2/09/09 287031 LOGAN CIRCLE 5/15/15 325,000.00 45.750 148,687.50 -85,046.60
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 5,607,833.12 3,588,625.62 -227,896.80
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 5,607,833.12 3,588,625.62 -227,896.80
END OF REPORT FOR: LOGAN CIRCLE
S T A T E O F N E W J E R S E Y 5164
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
POST ADVISORY (5164) PAGE: 113
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 2/03/09 02209SAH ALTRIA GROUP INC 10.2000 10.204
44689 2/06/09 287032 POST ADVISORY 2/06/39 175,000.00 99.963 174,935.25
PUR 2/09/09 126304AZ CSC HOLDINGS INC 8.6250 9.375
44770 2/12/09 287032 POST ADVISORY 2/15/19 125,000.00 95.196 118,995.00
PUR 2/11/09 126304AZ CSC HOLDINGS INC 8.6250 9.049
44770 2/17/09 287032 POST ADVISORY 2/15/19 200,000.00 97.250 194,500.00
PUR 2/06/09 35671DAT FREEPORT MCMORAN C & G 7.0838 14.408
44769 2/11/09 287032 POST ADVISORY 4/01/15 525,000.00 70.750 371,437.50
PUR 2/10/09 51508LAD LANDRY'S RESTAURANT INC 14.0000 20.346
44785 2/13/09 287032 POST ADVISORY 8/15/11 400,000.00 88.000 352,000.00
PUR 2/06/09 852061AE SPRINT NEXTEL CORP 1.8663 14.501
44768 2/11/09 287032 POST ADVISORY 6/28/10 250,000.00 84.500 211,250.00
PUR 1/29/09 885797AB CANWEST MEDIA INC 8.0000 64.293
44576 2/03/09 287032 POST ADVISORY 9/15/12 200,000.00 24.000 48,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 1,875,000.00 1,471,117.75
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 1,875,000.00 1,471,117.75
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 2/04/09 02209SAH ALTRIA GROUP INC 10.2000 10.204
44689 2/09/09 287032 POST ADVISORY 2/06/39 175,000.00 103.25 180,687.50 5,755.86
SALE 2/17/09 12502CAQ CCH II LLC 10.2500 12.981
42527 2/20/09 287032 POST ADVISORY 10/01/13 1,200,000.00 84.500 1,014,000.00 -74,508.08
S T A T E O F N E W J E R S E Y 5164
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
POST ADVISORY (5164) -Cont. PAGE: 114
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/11/09 126304AW CSC HOLDINGS INC 8.5000 11.359
44342 2/17/09 287032 POST ADVISORY 4/15/14 200,000.00 99.250 198,500.00 20,427.36
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 1,575,000.00 1,393,187.50 -48,324.86
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 1,575,000.00 1,393,187.50 -48,324.86
END OF REPORT FOR: POST ADVISORY
S T A T E O F N E W J E R S E Y 5165
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
BLACKROCK (5165) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 2/04/09 00130HBA AES CORP 8.7500 8.319
44717 2/09/09 287033 BLACKROCK 5/15/13 250,000.00 101.50 253,750.00
PUR 2/12/09 018581AA ALLIANCE DATA CV 1.7500 8.729
44817 2/18/09 287033 BLACKROCK 8/01/13 180,000.00 74.700 134,460.00
PUR 2/24/09 018581AA ALLIANCE DATA CV 1.7500 12.217
44817 2/27/09 287033 BLACKROCK 8/01/13 80,000.00 65.000 52,000.00
PUR 1/30/09 019736AA ALLISON TRANSMISSION 11.0000 24.696
42654 2/04/09 287033 BLACKROCK 11/01/15 40,000.00 56.000 22,400.00
PUR 2/03/09 02209SAH ALTRIA GROUP INC 10.2000 10.204
44690 2/06/09 287033 BLACKROCK 2/06/39 145,000.00 99.963 144,946.35
PUR 2/05/09 038521AD ARAMARK CORP 8.5000 9.162
44723 2/10/09 287033 BLACKROCK 2/01/15 100,000.00 97.000 97,000.00
PUR 2/04/09 05454RAG AXCAN INTERMEDIATE HOLD 12.7500 15.158
44716 2/09/09 287033 BLACKROCK 3/01/16 50,000.00 89.750 44,875.00
PUR 2/03/09 085790AP BERRY PLASTICS CORP 5.8444 11.672
44696 2/06/09 287033 BLACKROCK 2/15/15 45,000.00 75.000 33,750.00
PUR 2/09/09 085790AP BERRY PLASTICS CORP 5.8444 10.739
44696 2/12/09 287033 BLACKROCK 2/15/15 20,000.00 78.500 15,700.00
PUR 2/10/09 085790AP BERRY PLASTICS CORP 5.8444 10.222
44696 2/13/09 287033 BLACKROCK 2/15/15 70,000.00 80.500 56,350.00
PUR 2/10/09 085790AP BERRY PLASTICS CORP 5.8444 10.222
44696 2/13/09 287033 BLACKROCK 2/15/15 35,000.00 80.500 28,175.00
PUR 2/11/09 085790AP BERRY PLASTICS CORP 5.8444 10.404
44696 2/17/09 287033 BLACKROCK 2/15/15 65,000.00 79.875 51,918.75
S T A T E O F N E W J E R S E Y 5165
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
BLACKROCK (5165) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/17/09 085790AP BERRY PLASTICS CORP 5.8444 10.441
44696 2/20/09 287033 BLACKROCK 2/15/15 45,000.00 79.750 35,887.50
PUR 2/18/09 085790AP BERRY PLASTICS CORP 5.8444 10.774
44696 2/23/09 287033 BLACKROCK 2/15/15 105,000.00 78.500 82,425.00
PUR 2/17/09 1248EPAC CCO HLDGS LLC& CCO 8.7500 13.089
44848 2/20/09 287033 BLACKROCK 11/15/13 30,000.00 85.000 25,500.00
PUR 2/18/09 1248EPAC CCO HLDGS LLC& CCO 8.7500 12.856
44848 2/23/09 287033 BLACKROCK 11/15/13 100,000.00 85.750 85,750.00
PUR 2/09/09 126304AZ CSC HOLDINGS INC 8.6250 9.375
44772 2/12/09 287033 BLACKROCK 2/15/19 300,000.00 95.196 285,588.00
PUR 1/28/09 165167CD CHESAPEAKE ENRGY 9.5000 10.625
44611 2/02/09 287033 BLACKROCK 2/15/15 445,000.00 95.071 423,065.95
PUR 1/29/09 165167CD CHESAPEAKE ENRGY 9.5000 10.118
44611 2/03/09 287033 BLACKROCK 2/15/15 35,000.00 97.250 34,037.50
PUR 1/29/09 165167CD CHESAPEAKE ENRGY 9.5000 10.118
44611 2/03/09 287033 BLACKROCK 2/15/15 65,000.00 97.250 63,212.50
PUR 2/17/09 224044BV COX COMM INC BONDS 8.3750 8.410
44849 2/20/09 287033 BLACKROCK 3/01/39 300,000.00 99.613 298,839.00
PUR 2/10/09 247916AB DENBURY RESOURCE 9.7500 11.251
44786 2/13/09 287033 BLACKROCK 3/01/16 175,000.00 92.816 162,428.00
PUR 1/30/09 25459HAB DIRECTV HLDGS 8.3750 7.936
43282 2/04/09 287033 BLACKROCK 3/15/13 100,000.00 101.50 101,500.00
PUR 1/28/09 256669AF DOLLAR GEN CORP 10.6300 10.682
44578 2/02/09 287033 BLACKROCK 7/15/15 120,000.00 99.750 119,700.00
PUR 2/04/09 28336LBT EL PASO CORP 8.2500 8.709
44715 2/09/09 287033 BLACKROCK 2/15/16 15,000.00 97.625 14,643.75
S T A T E O F N E W J E R S E Y 5165
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
BLACKROCK (5165) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/04/09 28336LBT EL PASO CORP 8.2500 8.734
44715 2/09/09 287033 BLACKROCK 2/15/16 35,000.00 97.500 34,125.00
PUR 2/04/09 28336LBT EL PASO CORP 8.2500 9.125
44715 2/09/09 287033 BLACKROCK 2/15/16 100,000.00 95.535 95,535.00
PUR 2/11/09 346091BC FOREST OIL 8.5000 9.749
44798 2/17/09 287033 BLACKROCK 2/15/14 360,000.00 95.150 342,540.00
PUR 2/13/09 404119BB HCA INC 9.8750 10.500
44834 2/19/09 287033 BLACKROCK 2/15/17 90,000.00 96.673 87,005.70
PUR 1/29/09 42809HAB HESS CORP SR NOTES 8.1250 8.172
44622 2/03/09 287033 BLACKROCK 2/15/19 180,000.00 99.677 179,418.60
PUR 1/28/09 436440AA HOLOGIC INC 2.0000 4.034
44020 2/02/09 287033 BLACKROCK 12/15/37 60,000.00 65.500 39,300.00
PUR 2/09/09 45822EAK INTELSAT SUBSIDARY 8.8750 11.609
44771 2/12/09 287033 BLACKROCK 1/15/15 70,000.00 88.500 61,950.00
PUR 2/12/09 521863AK LEAP WIRELESS CV 4.5000 12.406
44818 2/18/09 287033 BLACKROCK 7/15/14 40,000.00 69.500 27,800.00
PUR 2/18/09 521863AK LEAP WIRELESS CV 4.5000 12.723
44818 2/23/09 287033 BLACKROCK 7/15/14 20,000.00 68.583 13,716.52
PUR 1/30/09 552953AF MGM MIRAGE 6.0000 18.575
44640 2/04/09 287033 BLACKROCK 10/01/09 40,000.00 92.500 37,000.00
PUR 2/11/09 565849AH MARATHON OIL CORP 7.5000 7.602
44799 2/17/09 287033 BLACKROCK 2/15/19 75,000.00 99.296 74,472.00
PUR 2/12/09 565849AH MARATHON OIL CORP 7.5000 7.432
44799 2/18/09 287033 BLACKROCK 2/15/19 35,000.00 100.47 35,165.90
PUR 2/12/09 576203AJ MASSEY ENERGY CO CV 3.2500 10.899
44819 2/18/09 287033 BLACKROCK 8/01/15 300,000.00 65.202 195,606.00
S T A T E O F N E W J E R S E Y 5165
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
BLACKROCK (5165) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/18/09 576203AJ MASSEY ENERGY CO CV 3.2500 11.186
44819 2/23/09 287033 BLACKROCK 8/01/15 75,000.00 64.250 48,187.50
PUR 2/23/09 629377AU NRG ENERGY INC 7.3750 7.945
42441 2/26/09 287033 BLACKROCK 2/01/16 100,000.00 97.000 97,000.00
PUR 2/12/09 749121BY QWEST COMM CV 3.5000 4.347
44820 2/18/09 287033 BLACKROCK 11/15/25 60,000.00 90.000 54,000.00
PUR 2/12/09 749121BY QWEST COMM CV 3.5000 4.347
44820 2/18/09 287033 BLACKROCK 11/15/25 40,000.00 90.000 36,000.00
PUR 1/28/09 767754BL RITE AID CORP 7.5000 18.227
43471 2/02/09 287033 BLACKROCK 3/01/17 40,000.00 55.500 22,200.00
PUR 1/28/09 767754BL RITE AID CORP 7.5000 18.409
43471 2/02/09 287033 BLACKROCK 3/01/17 20,000.00 55.000 11,000.00
PUR 1/28/09 772739AD ROCK-TENN CO 5.6250 9.026
44612 2/02/09 287033 BLACKROCK 3/15/13 100,000.00 88.500 88,500.00
PUR 1/30/09 92344SAL VERIZON WIRELESS CAPITAL 5.5500 5.700
44641 2/04/09 287033 BLACKROCK 2/01/14 500,000.00 99.357 496,785.00
PUR 2/24/09 94106LAU WASTE MANAGEMENT 7.3750 7.208
44941 2/27/09 287033 BLACKROCK 3/11/19 85,000.00 101.17 85,997.05
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 5,340,000.00 4,831,206.57
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 5,340,000.00 4,831,206.57
S T A T E O F N E W J E R S E Y 5165
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
BLACKROCK (5165) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 2/24/09 001546AG AK STEEL CORPORATION 7.7500 7.211
42560 2/27/09 287033 BLACKROCK 6/15/12 30,000.00 87.250 26,175.00 -4,287.83
SALE 2/06/09 029912AS AMERICAN TOWER CORP 7.0000 6.961
42708 2/11/09 287033 BLACKROCK 10/15/17 200,000.00 97.500 195,000.00 -5,475.87
SALE 2/12/09 12502CAD CCH II LLC & CCH II 10.2500 12.107
42407 2/18/09 287033 BLACKROCK 9/15/10 50,000.00 51.000 25,500.00 -23,194.08
SALE 2/12/09 12502CAD CCH II LLC & CCH II 10.2500 12.107
42407 2/18/09 287033 BLACKROCK 9/15/10 50,000.00 53.000 26,500.00 -22,194.08
SALE 1/30/09 126304AW CSC HOLDINGS INC 8.5000 11.359
44343 2/04/09 287033 BLACKROCK 4/15/14 230,000.00 97.750 224,825.00 20,177.24
SALE 2/03/09 126304AW CSC HOLDINGS INC 8.5000 11.359
44343 2/06/09 287033 BLACKROCK 4/15/14 40,000.00 98.000 39,200.00 3,605.49
SALE 2/03/09 126304AW CSC HOLDINGS INC 8.5000 11.359
44343 2/06/09 287033 BLACKROCK 4/15/14 20,000.00 98.375 19,675.00 1,877.75
SALE 2/09/09 126304AZ CSC HOLDINGS INC 8.6250 9.375
44772 2/12/09 287033 BLACKROCK 2/15/19 70,000.00 97.000 67,900.00 1,262.80
SALE 2/10/09 126304AZ CSC HOLDINGS INC 8.6250 9.375
44772 2/13/09 287033 BLACKROCK 2/15/19 50,000.00 97.750 48,875.00 1,276.32
SALE 2/18/09 126304AZ CSC HOLDINGS INC 8.6250 9.375
44772 2/23/09 287033 BLACKROCK 2/15/19 40,000.00 96.250 38,500.00 419.03
SALE 2/18/09 126304AZ CSC HOLDINGS INC 8.6250 9.375
44772 2/23/09 287033 BLACKROCK 2/15/19 20,000.00 96.750 19,350.00 309.51
SALE 2/18/09 126304AZ CSC HOLDINGS INC 8.6250 9.375
44772 2/23/09 287033 BLACKROCK 2/15/19 20,000.00 96.750 19,350.00 309.51
S T A T E O F N E W J E R S E Y 5165
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
BLACKROCK (5165) -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 2/20/09 126304AZ CSC HOLDINGS INC 8.6250 9.375
44772 2/25/09 287033 BLACKROCK 2/15/19 60,000.00 95.750 57,450.00 328.15
SALE 2/23/09 126304AZ CSC HOLDINGS INC 8.6250 9.375
44772 2/26/09 287033 BLACKROCK 2/15/19 40,000.00 94.500 37,800.00 -281.37
SALE 1/29/09 126408GQ CSX CORP 7.3750 7.466
44422 2/03/09 287033 BLACKROCK 2/01/19 85,000.00 95.000 80,750.00 -3,710.85
SALE 1/28/09 165167CC CHESAPEAKE ENERGY 7.2500 7.804
42381 2/02/09 287033 BLACKROCK 12/15/18 20,000.00 84.750 16,950.00 -2,294.66
SALE 2/03/09 228227AZ CROWN CASTLE INT 9.0000 11.246
44509 2/06/09 287033 BLACKROCK 1/15/15 30,000.00 95.875 28,762.50 1,630.66
SALE 1/30/09 25459HAG DIRECTTV HOLDINGS 7.6250 7.579
43837 2/04/09 287033 BLACKROCK 5/15/16 100,000.00 97.500 97,500.00 -2,738.65
SALE 2/23/09 25459HAG DIRECTTV HOLDINGS 7.6250 7.579
43837 2/26/09 287033 BLACKROCK 5/15/16 125,000.00 95.750 119,687.50 -5,608.75
SALE 2/23/09 26816LAW DYNEGY HOLDINGS INCORPORATE 7.7500 9.998
42438 2/26/09 287033 BLACKROCK 6/01/19 350,000.00 64.000 224,000.00 -76,140.20
SALE 2/20/09 281023AU EDISON MISSION 7.0000 7.633
42439 2/25/09 287033 BLACKROCK 5/15/17 685,000.00 91.500 626,775.00 -31,990.99
SALE 2/24/09 35671DAS FREEPORT MCMORAN 8.3750 7.441
42561 2/27/09 287033 BLACKROCK 4/01/17 60,000.00 86.250 51,750.00 -11,607.04
SALE 2/24/09 35671DAS FREEPORT MCMORAN 8.3750 7.441
42561 2/27/09 287033 BLACKROCK 4/01/17 45,000.00 86.000 38,700.00 -8,817.78
SALE 2/02/09 36186CAW GENERAL MOTORS ACCEPTANCE C 6.7500 16.945
44225 2/05/09 287033 BLACKROCK 12/01/14 120,000.00 65.000 78,000.00 2,228.84
SALE 2/02/09 36186CBD GENERAL MOTORS ACCEPTANCE C 4.4025 16.108
44224 2/05/09 287033 BLACKROCK 12/01/14 18,000.00 57.000 10,260.00 121.13
S T A T E O F N E W J E R S E Y 5165
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
BLACKROCK (5165) -Cont. PAGE: 121
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/03/09 382550AX GOODYEAR TIRE 8.6250 7.431
42642 2/06/09 287033 BLACKROCK 12/01/11 10,000.00 91.500 9,150.00 -1,147.06
SALE 2/03/09 382550AX GOODYEAR TIRE 8.6250 7.431
42642 2/06/09 287033 BLACKROCK 12/01/11 10,000.00 94.000 9,400.00 -897.06
SALE 2/13/09 404119BB HCA INC 9.8750 10.500
44834 2/19/09 287033 BLACKROCK 2/15/17 10,000.00 98.125 9,812.50 145.20
SALE 2/13/09 404119BB HCA INC 9.8750 10.500
44834 2/19/09 287033 BLACKROCK 2/15/17 70,000.00 98.500 68,950.00 1,278.90
SALE 2/13/09 404119BB HCA INC 9.8750 10.500
44834 2/19/09 287033 BLACKROCK 2/15/17 10,000.00 98.375 9,837.50 170.20
SALE 2/02/09 413627AY HARRAHS OPERATING COMPANY I 10.7500 18.859
42644 2/05/09 287033 BLACKROCK 2/01/16 160,000.00 22.000 35,200.00 -75,516.33
SALE 2/23/09 420122AB HAWKER BEECHCRAFT 8.5000 9.991
43180 2/26/09 287033 BLACKROCK 4/01/15 60,000.00 19.000 11,400.00 -44,578.56
SALE 2/23/09 471109AB JARDEN CORP 7.5000 9.357
42736 2/26/09 287033 BLACKROCK 5/01/17 50,000.00 78.500 39,250.00 -5,513.87
SALE 2/24/09 471109AB JARDEN CORP 7.5000 9.357
42736 2/27/09 287033 BLACKROCK 5/01/17 20,000.00 78.000 15,600.00 -2,306.05
SALE 2/04/09 552953AF MGM MIRAGE 6.0000 18.575
44640 2/09/09 287033 BLACKROCK 10/01/09 10,000.00 84.000 8,400.00 -865.02
SALE 2/05/09 552953AF MGM MIRAGE 6.0000 18.575
44640 2/10/09 287033 BLACKROCK 10/01/09 20,000.00 84.000 16,800.00 -1,736.06
SALE 2/10/09 552953AF MGM MIRAGE 6.0000 18.575
44640 2/13/09 287033 BLACKROCK 10/01/09 10,000.00 84.500 8,450.00 -827.08
SALE 2/23/09 591709AC METROPCS WIRELESS 9.2500 9.590
42440 2/26/09 287033 BLACKROCK 11/01/14 20,000.00 94.500 18,900.00 -802.73
S T A T E O F N E W J E R S E Y 5165
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
BLACKROCK (5165) -Cont. PAGE: 122
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/24/09 591709AG METROPCS WIRELESS INC 9.2500 11.799
44419 2/27/09 287033 BLACKROCK 11/01/14 40,000.00 93.250 37,300.00 1,446.35
SALE 2/23/09 65409QAC NIELSEN FINANCE 10.0000 9.602
42660 2/26/09 287033 BLACKROCK 8/01/14 10,000.00 86.500 8,650.00 -1,513.92
SALE 2/02/09 656569AK NORTEL NETWORKS 11.666
42661 2/05/09 287033 BLACKROCK 7/15/11 250,000.00 15.000 37,500.00 -198,512.00
SALE 2/02/09 76114EAE RESIDENTIAL CAP LLC 8.5000 56.767
43230 2/05/09 287033 BLACKROCK 5/15/10 135,000.00 71.000 95,850.00 15,195.87
SALE 2/02/09 83272AAC STONE CONTAINER 8.0000 11.556
42649 2/05/09 287033 BLACKROCK 3/15/17 250,000.00 10.125 25,312.50 -178,641.55
SALE 2/24/09 852060AJ SPRINT CAPITAL CORP 7.6250 8.592
42444 2/27/09 287033 BLACKROCK 1/30/11 100,000.00 85.375 85,375.00 -12,932.53
SALE 2/04/09 867363AH SUNGARD DATA SYS INC 9.1250 8.561
42426 2/09/09 287033 BLACKROCK 8/15/13 40,000.00 86.000 34,400.00 -6,428.97
SALE 2/05/09 867363AH SUNGARD DATA SYS INC 9.1250 8.561
42426 2/10/09 287033 BLACKROCK 8/15/13 30,000.00 86.000 25,800.00 -4,821.56
SALE 2/06/09 867363AH SUNGARD DATA SYS INC 9.1250 8.561
42426 2/11/09 287033 BLACKROCK 8/15/13 45,000.00 87.250 39,262.50 -6,669.60
SALE 2/17/09 867363AM SUNGARD DATA SYS INC 10.6250 10.867
43103 2/20/09 287033 BLACKROCK 5/15/15 20,000.00 84.000 16,800.00 -2,978.10
SALE 2/17/09 867363AM SUNGARD DATA SYS INC 10.6250 10.867
43103 2/20/09 287033 BLACKROCK 5/15/15 20,000.00 83.500 16,700.00 -3,078.10
SALE 2/23/09 867363AM SUNGARD DATA SYS INC 10.6250 10.867
43103 2/26/09 287033 BLACKROCK 5/15/15 30,000.00 85.000 25,500.00 -4,167.87
SALE 2/19/09 87255MAA TL ACQUISITIONS INC 10.5000 14.656
42651 2/24/09 287033 BLACKROCK 1/15/15 75,000.00 49.000 36,750.00 -26,202.62
S T A T E O F N E W J E R S E Y 5165
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
BLACKROCK (5165) -Cont. PAGE: 123
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/19/09 87255MAA TL ACQUISITIONS INC 10.5000 14.656
42651 2/24/09 287033 BLACKROCK 1/15/15 25,000.00 49.000 12,250.00 -8,734.21
SALE 2/11/09 92344SAL VERIZON WIRELESS CAPITAL 5.5500 5.700
44641 2/17/09 287033 BLACKROCK 2/01/14 310,000.00 102.00 316,200.00 8,188.59
SALE 2/04/09 983130AD WYNN LAS VEGAS LLC 6.6250 8.450
42653 2/09/09 287033 BLACKROCK 12/01/14 55,000.00 70.750 38,912.50 -11,542.45
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 4,453,000.00 3,332,947.50 -738,783.91
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 4,453,000.00 3,332,947.50 -738,783.91
END OF REPORT FOR: BLACKROCK
S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
PIMCO (5166) PAGE: 124
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 2/03/09 00103YAE AES RED OAK LLC 8.5400 9.294
44699 2/06/09 287034 PIMCO 11/30/19 123,034.82 94.875 116,729.29
PUR 2/05/09 00103YAE AES RED OAK LLC 8.5400 12.294
44699 2/10/09 287034 PIMCO 11/30/19 150,000.00 77.820 116,729.29
PUR 2/03/09 02209SAJ ALTRIA GROUP INC 9.2500 9.268
44697 2/06/09 287034 PIMCO 8/06/19 150,000.00 99.881 149,821.50
PUR 2/03/09 126304AK CSC HLDGS INC 7.6250 8.645
44698 2/06/09 287034 PIMCO 7/15/18 125,000.00 93.500 116,875.00
PUR 2/10/09 247916AB DENBURY RESOURCE 9.7500 11.251
44781 2/13/09 287034 PIMCO 3/01/16 75,000.00 92.816 69,612.00
PUR 2/11/09 247916AB DENBURY RESOURCE 9.7500 10.833
44781 2/17/09 287034 PIMCO 3/01/16 25,000.00 94.750 23,687.50
PUR 2/13/09 38141GEG GOLDMAN SACHS GROUP INC 3.6944 11.031
44833 2/19/09 287034 PIMCO 3/22/16 275,000.00 64.250 176,687.50
PUR 1/28/09 74913GAC QWEST CORP 8.8750 8.962
44607 2/02/09 287034 PIMCO 3/15/12 250,000.00 99.750 249,375.00
PUR 2/12/09 80007PAF SANDRIDGE ENERGY INC 8.6300 16.284
44473 2/18/09 287034 PIMCO 4/01/15 300,000.00 71.000 213,000.00
PUR 2/12/09 80007PAG SANDRIDGE ENERGY 7.5075 18.449
44816 2/18/09 287034 PIMCO 4/01/14 100,000.00 64.250 64,250.00
PUR 2/13/09 80007PAG SANDRIDGE ENERGY 7.5075 18.454
44816 2/19/09 287034 PIMCO 4/01/14 275,000.00 64.250 176,687.50
PUR 2/17/09 80007PAG SANDRIDGE ENERGY 7.5075 18.560
44816 2/20/09 287034 PIMCO 4/01/14 275,000.00 64.000 176,000.00
S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
PIMCO (5166) -Cont. PAGE: 125
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/06/09 852060AT SPRINT CAPITAL CORP 8.7500 14.027
42628 2/11/09 287034 PIMCO 3/15/32 75,000.00 64.000 48,000.00
PUR 2/09/09 852060AT SPRINT CAPITAL CORP 8.7500 13.920
42628 2/12/09 287034 PIMCO 3/15/32 50,000.00 64.500 32,250.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 2,248,034.82 1,729,704.58
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 2,248,034.82 1,729,704.58
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 2/17/09 35687MAM FREESCALE SEMICONDUCTOR 8.8750 28.158
43576 2/20/09 287034 PIMCO 12/15/14 25,000.00 21.000 5,250.00 -6,308.52
SALE 1/28/09 428040BZ HERTZ CORPORATION 8.8750 10.799
42048 2/02/09 287034 PIMCO 1/01/14 25,000.00 65.500 16,375.00 -6,823.67
SALE 2/24/09 428040BZ HERTZ CORPORATION 8.8750 10.799
42048 2/27/09 287034 PIMCO 1/01/14 15,000.00 52.250 7,837.50 -6,092.13
SALE 2/24/09 428040BZ HERTZ CORPORATION 8.8750 10.799
42048 2/27/09 287034 PIMCO 1/01/14 25,000.00 54.000 13,500.00 -9,716.05
SALE 2/24/09 428040BZ HERTZ CORPORATION 8.8750 10.799
42048 2/27/09 287034 PIMCO 1/01/14 35,000.00 53.000 18,550.00 -13,952.47
SALE 1/28/09 74913EAN QWEST CAPITAL FUNDING 7.0000 7.398
42053 2/02/09 287034 PIMCO 8/03/09 250,000.00 99.875 249,687.50 170.75
SALE 2/19/09 75952BAM RELIANT ENERGY INC 6.7500 10.647
43994 2/24/09 287034 PIMCO 12/15/14 150,000.00 93.500 140,250.00 15,125.06
SALE 2/19/09 75952BAM RELIANT ENERGY INC 6.7500 10.647
43994 2/24/09 287034 PIMCO 12/15/14 150,000.00 93.625 140,437.50 15,312.56
S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
PIMCO (5166) -Cont. PAGE: 126
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/12/09 80007PAC SANDRIDGE ENERGY INC. 8.0000 8.016
42055 2/18/09 287034 PIMCO 6/01/18 100,000.00 82.750 82,750.00 -17,127.81
SALE 2/12/09 80007PAC SANDRIDGE ENERGY INC. 8.0000 8.016
42055 2/18/09 287034 PIMCO 6/01/18 300,000.00 83.000 249,000.00 -50,633.44
SALE 2/13/09 80007PAC SANDRIDGE ENERGY INC. 8.0000 8.016
42055 2/19/09 287034 PIMCO 6/01/18 275,000.00 82.000 225,500.00 -49,163.87
SALE 2/17/09 80007PAC SANDRIDGE ENERGY INC. 8.0000 8.016
42055 2/20/09 287034 PIMCO 6/01/18 275,000.00 81.750 224,812.50 -49,851.27
SALE 2/06/09 852060AG SPRINT CAPITAL CORP 6.9000 8.806
42056 2/11/09 287034 PIMCO 5/01/19 75,000.00 70.000 52,500.00 -12,980.68
SALE 2/09/09 852060AG SPRINT CAPITAL CORP 6.9000 8.806
42056 2/12/09 287034 PIMCO 5/01/19 50,000.00 70.000 35,000.00 -8,654.88
SALE 2/06/09 952355AC WEST CORP 9.5000 24.551
43613 2/11/09 287034 PIMCO 10/15/14 65,000.00 71.250 46,312.50 10,501.42
SALE 2/06/09 952355AC WEST CORP 9.5000 24.551
43613 2/11/09 287034 PIMCO 10/15/14 135,000.00 70.500 95,175.00 20,798.15
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 1,950,000.00 1,602,937.50 -169,396.85
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 1,950,000.00 1,602,937.50 -169,396.85
END OF REPORT FOR: PIMCO
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
NOMURA (5167) PAGE: 127
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 2/20/09 01958XAZ ALLIED WASTE NORTH AMER INC 7.8750 7.763
44895 2/25/09 287035 NOMURA 4/15/13 25,000.00 100.37 25,093.75
PUR 2/24/09 01958XAZ ALLIED WASTE NORTH AMER INC 7.8750 7.691
44895 2/27/09 287035 NOMURA 4/15/13 75,000.00 100.62 75,468.75
PUR 2/23/09 01958XBR ALLIED WASTE NORTH 7.1250 7.578
44914 2/26/09 287035 NOMURA 5/15/16 25,000.00 97.500 24,375.00
PUR 2/19/09 029912AQ AMERICAN TOWER CORP 7.1250 6.768
44875 2/24/09 287035 NOMURA 10/15/12 25,000.00 101.12 25,281.25
PUR 2/23/09 029912AQ AMERICAN TOWER CORP 7.1250 6.806
44875 2/26/09 287035 NOMURA 10/15/12 25,000.00 101.00 25,250.00
PUR 2/06/09 071707AN BAUSCH LOMB INC 9.8750 12.023
42595 2/11/09 287035 NOMURA 11/01/15 25,000.00 90.250 22,562.50
PUR 2/09/09 071707AN BAUSCH LOMB INC 9.8750 11.731
42595 2/12/09 287035 NOMURA 11/01/15 25,000.00 91.500 22,875.00
PUR 2/09/09 071707AN BAUSCH LOMB INC 9.8750 11.760
42595 2/12/09 287035 NOMURA 11/01/15 25,000.00 91.375 22,843.75
PUR 2/10/09 071707AN BAUSCH LOMB INC 9.8750 11.444
42595 2/13/09 287035 NOMURA 11/01/15 25,000.00 92.750 23,187.50
PUR 2/10/09 071707AN BAUSCH LOMB INC 9.8750 11.501
42595 2/13/09 287035 NOMURA 11/01/15 25,000.00 92.500 23,125.00
PUR 1/30/09 090613AC BIOMET INC 10.0000 9.693
43672 2/04/09 287035 NOMURA 10/15/17 25,000.00 101.75 25,437.50
PUR 2/04/09 090613AC BIOMET INC 10.0000 9.565
43672 2/09/09 287035 NOMURA 10/15/17 25,000.00 102.50 25,625.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
NOMURA (5167) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/06/09 090613AE BIOMET INC 11.6250 12.382
43015 2/11/09 287035 NOMURA 10/15/17 25,000.00 96.000 24,000.00
PUR 2/06/09 090613AE BIOMET INC 11.6250 12.432
43015 2/11/09 287035 NOMURA 10/15/17 25,000.00 95.750 23,937.50
PUR 2/12/09 1248EPAC CCO HLDGS LLC& CCO 8.7500 16.364
44814 2/18/09 287035 NOMURA 11/15/13 50,000.00 75.500 37,750.00
PUR 2/12/09 1248EPAC CCO HLDGS LLC& CCO 8.7500 16.457
44814 2/18/09 287035 NOMURA 11/15/13 25,000.00 75.250 18,812.50
PUR 2/13/09 12502CAD CCH II LLC & CCH II 10.2500 29.038
44829 2/19/09 287035 NOMURA 9/15/10 50,000.00 77.500 38,750.00
PUR 1/28/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.479
42002 2/02/09 287035 NOMURA 7/15/15 50,000.00 97.125 48,562.50
PUR 1/28/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.560
42002 2/02/09 287035 NOMURA 7/15/15 25,000.00 96.750 24,187.50
PUR 2/03/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.399
42002 2/06/09 287035 NOMURA 7/15/15 25,000.00 97.500 24,375.00
PUR 2/03/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.453
42002 2/06/09 287035 NOMURA 7/15/15 25,000.00 97.250 24,312.50
PUR 2/03/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.479
42002 2/06/09 287035 NOMURA 7/15/15 25,000.00 97.125 24,281.25
PUR 2/04/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.293
42002 2/09/09 287035 NOMURA 7/15/15 25,000.00 98.000 24,500.00
PUR 2/04/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.293
42002 2/09/09 287035 NOMURA 7/15/15 25,000.00 98.000 24,500.00
PUR 2/04/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.346
42002 2/09/09 287035 NOMURA 7/15/15 25,000.00 97.750 24,437.50
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 2/01/09 THROUGH 2/28/09
NOMURA (5167) -Cont. PAGE: 129
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/19/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.454
42002 2/24/09 287035 NOMURA 7/15/15 25,000.00 97.250 24,312.50
PUR 2/09/09 126304AZ CSC HOLDINGS INC 8.6250 9.088
44759 2/12/09 287035 NOMURA 2/15/19 25,000.00 97.000 24,250.00
PUR 2/09/09 126304AZ CSC HOLDINGS INC 8.6250 9.375
44759 2/12/09 287035 NOMURA 2/15/19 125,000.00 95.196 118,995.00
PUR 2/13/09 126304AZ CSC HOLDINGS INC 8.6250 9.049
44759 2/19/09 287035 NOMURA 2/15/19 25,000.00 97.250 24,312.50
PUR 2/24/09 126304AZ CSC HOLDINGS INC 8.6250 9.571
44759 2/27/09 287035 NOMURA 2/15/19 25,000.00 94.000 23,500.00
PUR 2/13/09 161175AA CHARTER COMM OPT 8.0000 11.227
44500 2/19/09 287035 NOMURA 4/30/12 25,000.00 91.500 22,875.00
PUR 2/13/09 161175AD CHARTER COMMUNICATIONS 8.3750 11.080
43244 2/19/09 287035 NOMURA 4/30/14 25,000.00 89.500 22,375.00
PUR 2/13/09 161175AD CHARTER COMMUNICATIONS 8.3750 11.218
43244 2/19/09 287035 NOMURA 4/30/14 25,000.00 89.000 22,250.00
PUR 2/12/09 161175AG CHARTER COMM 10.8750 12.792
44815 2/18/09 287035 NOMURA 9/15/14 25,000.00 92.500 23,125.00
PUR 2/12/09 161175AG CHARTER COMM 10.8750 12.792
44815 2/18/09 287035 NOMURA 9/15/14 25,000.00 92.500 23,125.00
PUR 2/19/09 161175AG CHARTER COMM 10.8750 12.134
44815 2/24/09 287035 NOMURA 9/15/14 25,000.00 95.000 23,750.00
PUR 2/19/09 161175AG CHARTER COMM 10.8750 12.134
44815 2/24/09 287035 NOMURA 9/15/14 25,000.00 95.000 23,750.00
PUR 2/19/09 161175AG CHARTER COMM 10.8750 12.166
44815 2/24/09 287035 NOMURA 9/15/14 25,000.00 94.875 23,718.75
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 2/01/09 THROUGH 2/28/09
NOMURA (5167) -Cont. PAGE: 130
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/28/09 165167CD CHESAPEAKE ENRGY 9.5000 10.004
44638 2/02/09 287035 NOMURA 2/15/15 25,000.00 97.750 24,437.50
PUR 1/28/09 165167CD CHESAPEAKE ENRGY 9.5000 10.061
44638 2/02/09 287035 NOMURA 2/15/15 25,000.00 97.500 24,375.00
PUR 1/28/09 165167CD CHESAPEAKE ENRGY 9.5000 10.625
44638 2/02/09 287035 NOMURA 2/15/15 225,000.00 95.071 213,909.75
PUR 2/11/09 165167CD CHESAPEAKE ENRGY 9.5000 9.837
44638 2/17/09 287035 NOMURA 2/15/15 25,000.00 98.500 24,625.00
PUR 2/11/09 165167CD CHESAPEAKE ENRGY 9.5000 10.008
44638 2/17/09 287035 NOMURA 2/15/15 150,000.00 97.750 146,625.00
PUR 2/03/09 19767QAL COLUMBIA HCA INC 8.7000 9.360
44686 2/06/09 287035 NOMURA 2/10/10 25,000.00 99.375 24,843.75
PUR 2/20/09 22025YAD CORRECTIONS CORP AMER NEW 7.5000 7.555
44894 2/25/09 287035 NOMURA 5/01/11 25,000.00 99.875 24,968.75
PUR 2/04/09 226566AH CRICKET COMMUNICATIONS 10.0000 10.991
43684 2/09/09 287035 NOMURA 7/15/15 25,000.00 95.500 23,875.00
PUR 2/03/09 228227AZ CROWN CASTLE INT 9.0000 9.904
44501 2/06/09 287035 NOMURA 1/15/15 25,000.00 96.000 24,000.00
PUR 2/06/09 23331AAZ DR HORTON INC 6.5000 10.307
44754 2/11/09 287035 NOMURA 4/15/16 25,000.00 81.000 20,250.00
PUR 2/06/09 23331AAZ DR HORTON INC 6.5000 10.537
44754 2/11/09 287035 NOMURA 4/15/16 25,000.00 80.000 20,000.00
PUR 2/10/09 247916AB DENBURY RESOURCE 9.7500 11.251
44777 2/13/09 287035 NOMURA 3/01/16 50,000.00 92.816 46,408.00
PUR 2/24/09 25459HAG DIRECTTV HOLDINGS 7.6250 8.467
43758 2/27/09 287035 NOMURA 5/15/16 25,000.00 95.500 23,875.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
NOMURA (5167) -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 2/10/09 256669AG DOLLAR GENERAL 11.8750 12.556
44778 2/13/09 287035 NOMURA 7/15/17 25,000.00 96.500 24,125.00
PUR 2/12/09 256669AG DOLLAR GENERAL 11.8750 12.606
44778 2/18/09 287035 NOMURA 7/15/17 25,000.00 96.250 24,062.50
PUR 2/04/09 28336LBT EL PASO CORP 8.2500 9.125
44712 2/09/09 287035 NOMURA 2/15/16 50,000.00 95.535 47,767.50
PUR 2/03/09 292680AC ENERGY FUTURE 10.8750 15.178
44545 2/06/09 287035 NOMURA 11/01/17 25,000.00 79.500 19,875.00
PUR 2/12/09 292680AC ENERGY FUTURE 10.8750 15.564
44545 2/18/09 287035 NOMURA 11/01/17 25,000.00 78.000 19,500.00
PUR 2/12/09 292680AC ENERGY FUTURE 10.8750 15.564
44545 2/18/09 287035 NOMURA 11/01/17 25,000.00 78.000 19,500.00
PUR 2/12/09 292680AC ENERGY FUTURE 10.8750 15.564
44545 2/18/09 287035 NOMURA 11/01/17 25,000.00 78.000 19,500.00
PUR 2/24/09 292680AC ENERGY FUTURE 10.8750 20.101
44545 2/27/09 287035 NOMURA 11/01/17 25,000.00 62.750 15,687.50
PUR 2/24/09 292680AC ENERGY FUTURE 10.8750 20.189
44545 2/27/09 287035 NOMURA 11/01/17 25,000.00 62.500 15,625.00
PUR 2/24/09 30250BAC FMG FINANCE PTY LTD 10.6250 13.514
44939 2/27/09 287035 NOMURA 9/01/16 50,000.00 86.625 43,312.50
PUR 2/24/09 30250BAC FMG FINANCE PTY LTD 10.6250 13.544
44939 2/27/09 287035 NOMURA 9/01/16 25,000.00 86.500 21,625.00
PUR 2/03/09 319963AP FIRST DATA CORP 9.8750 22.166
44687 2/06/09 287035 NOMURA 9/24/15 25,000.00 58.250 14,562.50
PUR 2/11/09 346091BC FOREST OIL 8.5000 9.749
44791 2/17/09 287035 NOMURA 2/15/14 50,000.00 95.150 47,575.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 2/01/09 THROUGH 2/28/09
NOMURA (5167) -Cont. PAGE: 132
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 1/28/09 35671DAS FREEPORT MCMORAN 8.3750 11.901
42929 2/02/09 287035 NOMURA 4/01/17 50,000.00 81.875 40,937.50
PUR 1/28/09 35671DAS FREEPORT MCMORAN 8.3750 11.491
42929 2/02/09 287035 NOMURA 4/01/17 25,000.00 83.750 20,937.50
PUR 1/28/09 35671DAS FREEPORT MCMORAN 8.3750 11.545
42929 2/02/09 287035 NOMURA 4/01/17 25,000.00 83.500 20,875.00
PUR 2/06/09 35671DAS FREEPORT MCMORAN 8.3750 11.020
42929 2/11/09 287035 NOMURA 4/01/17 25,000.00 86.000 21,500.00
PUR 2/06/09 35671DAS FREEPORT MCMORAN 8.3750 11.125
42929 2/11/09 287035 NOMURA 4/01/17 25,000.00 85.500 21,375.00
PUR 2/06/09 35671DAS FREEPORT MCMORAN 8.3750 11.151
42929 2/11/09 287035 NOMURA 4/01/17 25,000.00 85.375 21,343.75
PUR 2/06/09 35671DAS FREEPORT MCMORAN 8.3750 11.310
42929 2/11/09 287035 NOMURA 4/01/17 25,000.00 84.625 21,156.25
PUR 2/09/09 35671DAS FREEPORT MCMORAN 8.3750 10.711
42929 2/12/09 287035 NOMURA 4/01/17 25,000.00 87.500 21,875.00
PUR 2/09/09 35671DAS FREEPORT MCMORAN 8.3750 10.711
42929 2/12/09 287035 NOMURA 4/01/17 25,000.00 87.500 21,875.00
PUR 2/12/09 35671DAS FREEPORT MCMORAN 8.3750 10.164
42929 2/18/09 287035 NOMURA 4/01/17 25,000.00 90.250 22,562.50
PUR 2/13/09 35671DAS FREEPORT MCMORAN 8.3750 10.164
42929 2/19/09 287035 NOMURA 4/01/17 25,000.00 90.250 22,562.50
PUR 2/13/09 35671DAS FREEPORT MCMORAN 8.3750 10.164
42929 2/19/09 287035 NOMURA 4/01/17 25,000.00 90.250 22,562.50
PUR 2/13/09 35671DAS FREEPORT MCMORAN 8.3750 10.189
42929 2/19/09 287035 NOMURA 4/01/17 25,000.00 90.125 22,531.25
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
NOMURA (5167) -Cont. PAGE: 133
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/19/09 35671DAS FREEPORT MCMORAN 8.3750 10.668
42929 2/24/09 287035 NOMURA 4/01/17 25,000.00 87.750 21,937.50
PUR 1/28/09 36186CAQ GENERAL MOTORS ACCEPTANCE C 8.0000 13.353
44242 2/02/09 287035 NOMURA 11/01/31 25,000.00 62.000 15,500.00
PUR 2/05/09 370425SJ GENL MTRS ACCEPT CORP 5.6250 20.840
43300 2/10/09 287035 NOMURA 5/15/09 75,000.00 96.125 72,093.75
PUR 1/28/09 370442BT GENERAL MOTORS 8.3750 53.891
44289 2/02/09 287035 NOMURA 7/15/33 25,000.00 15.500 3,875.00
PUR 2/24/09 404119AX HCA INC 9.2500 10.696
42006 2/27/09 287035 NOMURA 11/15/16 25,000.00 92.500 23,125.00
PUR 2/24/09 404119AX HCA INC 9.2500 10.722
42006 2/27/09 287035 NOMURA 11/15/16 25,000.00 92.375 23,093.75
PUR 2/13/09 404119BB HCA INC 9.8750 10.153
44830 2/19/09 287035 NOMURA 2/15/17 25,000.00 98.500 24,625.00
PUR 2/13/09 404119BB HCA INC 9.8750 10.500
44830 2/19/09 287035 NOMURA 2/15/17 25,000.00 96.673 24,168.25
PUR 2/09/09 442488AY K HOVNANIAN ENTERP 6.2500 30.579
44761 2/12/09 287035 NOMURA 1/15/16 25,000.00 31.500 7,875.00
PUR 1/28/09 45661TAF INERGY LP INERGY FIN 8.7500 11.001
44639 2/02/09 287035 NOMURA 3/01/15 100,000.00 90.191 90,191.00
PUR 2/03/09 45661TAF INERGY LP INERGY FIN 8.7500 9.463
44639 2/06/09 287035 NOMURA 3/01/15 25,000.00 96.750 24,187.50
PUR 1/28/09 45822EAF INTELSAT SUBSIDARY HOLDINGS 8.8750 10.423
42219 2/02/09 287035 NOMURA 1/15/15 25,000.00 93.250 23,312.50
PUR 2/09/09 45822EAK INTELSAT SUBSIDARY 8.8750 10.070
44760 2/12/09 287035 NOMURA 1/15/15 25,000.00 94.750 23,687.50
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 2/01/09 THROUGH 2/28/09
NOMURA (5167) -Cont. PAGE: 134
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/09/09 45822EAK INTELSAT SUBSIDARY 8.8750 10.670
44760 2/12/09 287035 NOMURA 1/15/15 25,000.00 92.250 23,062.50
PUR 2/09/09 45822EAK INTELSAT SUBSIDARY 8.8750 10.731
44760 2/12/09 287035 NOMURA 1/15/15 25,000.00 92.000 23,000.00
PUR 2/09/09 45822EAK INTELSAT SUBSIDARY 8.8750 10.792
44760 2/12/09 287035 NOMURA 1/15/15 25,000.00 91.750 22,937.50
PUR 2/09/09 45822EAK INTELSAT SUBSIDARY 8.8750 11.609
44760 2/12/09 287035 NOMURA 1/15/15 225,000.00 88.500 199,125.00
PUR 2/03/09 45823VAC INTELSAT CORP 9.2500 10.746
44145 2/06/09 287035 NOMURA 6/15/16 25,000.00 92.500 23,125.00
PUR 2/04/09 45823VAC INTELSAT CORP 9.2500 10.332
44145 2/09/09 287035 NOMURA 6/15/16 25,000.00 94.500 23,625.00
PUR 2/20/09 462846AA IRON MTN INC PA 8.6250 8.401
44893 2/25/09 287035 NOMURA 4/01/13 75,000.00 100.75 75,562.50
PUR 2/11/09 549463AE LUCENT TECHNOLOGIES 6.4500 18.369
44567 2/17/09 287035 NOMURA 3/15/29 25,000.00 37.000 9,250.00
PUR 2/03/09 552953BD MGM MIRAGE 13.0000 16.898
44688 2/06/09 287035 NOMURA 11/15/13 25,000.00 87.500 21,875.00
PUR 2/06/09 552953BD MGM MIRAGE 13.0000 16.735
44688 2/11/09 287035 NOMURA 11/15/13 25,000.00 88.000 22,000.00
PUR 2/04/09 591709AG METROPCS WIRELESS INC 9.2500 10.856
44413 2/09/09 287035 NOMURA 11/01/14 25,000.00 93.250 23,312.50
PUR 2/24/09 60467XAC MIRANT NORTH AMER LL 7.3750 8.393
44940 2/27/09 287035 NOMURA 12/31/13 25,000.00 96.000 24,000.00
PUR 1/29/09 629377AT NRG ENERGY INC 7.2500 8.243
44623 2/03/09 287035 NOMURA 2/01/14 25,000.00 96.000 24,000.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 2/01/09 THROUGH 2/28/09
NOMURA (5167) -Cont. PAGE: 135
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/04/09 65409QAR NIELSEN FINANCE 11.6250 13.903
44503 2/09/09 287035 NOMURA 2/01/14 25,000.00 92.000 23,000.00
PUR 2/05/09 65409QAR NIELSEN FINANCE 11.6250 13.753
44503 2/10/09 287035 NOMURA 2/01/14 25,000.00 92.500 23,125.00
PUR 1/28/09 67090FAC NUVEEN INVESTMENTS 10.5000 43.207
42211 2/02/09 287035 NOMURA 11/15/15 50,000.00 29.500 14,750.00
PUR 2/13/09 67105EAB OSI RESTAURANT LLC 10.0000 56.185
42376 2/19/09 287035 NOMURA 6/15/15 25,000.00 21.250 5,312.50
PUR 2/04/09 698657AG PANTRY INCORPORATED 7.7500 14.889
42377 2/09/09 287035 NOMURA 2/15/14 25,000.00 75.375 18,843.75
PUR 1/28/09 716495AE PETROHAWK ENERGY 10.5000 11.760
44547 2/02/09 287035 NOMURA 8/01/14 25,000.00 95.000 23,750.00
PUR 1/28/09 716745AB PETROPLUS FINANCE 7.0000 12.236
42283 2/02/09 287035 NOMURA 5/01/17 75,000.00 73.250 54,937.50
PUR 2/24/09 726505AD PLAINS EXPLORATION 7.7500 9.236
42930 2/27/09 287035 NOMURA 6/15/15 25,000.00 93.000 23,250.00
PUR 1/28/09 767754BQ RITE AID CORP 9.3750 43.130
43655 2/02/09 287035 NOMURA 12/15/15 25,000.00 27.000 6,750.00
PUR 1/28/09 767754BT RITE AID CORP 9.5000 42.296
43874 2/02/09 287035 NOMURA 6/15/17 50,000.00 25.500 12,750.00
PUR 2/06/09 767754BT RITE AID CORP 9.5000 36.452
43874 2/11/09 287035 NOMURA 6/15/17 50,000.00 30.500 15,250.00
PUR 2/03/09 79546VAF SALLY HOLDINGS 10.5000 14.291
44312 2/06/09 287035 NOMURA 11/15/16 25,000.00 82.500 20,625.00
PUR 2/04/09 79546VAF SALLY HOLDINGS 10.5000 14.048
44312 2/09/09 287035 NOMURA 11/15/16 25,000.00 83.500 20,875.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
NOMURA (5167) -Cont. PAGE: 136
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/06/09 79546VAF SALLY HOLDINGS 10.5000 13.220
44312 2/11/09 287035 NOMURA 11/15/16 25,000.00 87.000 21,750.00
PUR 2/10/09 79546VAF SALLY HOLDINGS 10.5000 12.436
44312 2/13/09 287035 NOMURA 11/15/16 25,000.00 90.500 22,625.00
PUR 2/19/09 852060AS SPRINT CAPITAL CORP 8.3750 17.275
43558 2/24/09 287035 NOMURA 3/15/12 25,000.00 79.500 19,875.00
PUR 2/06/09 867363AM SUNGARD DATA SYS INC 10.6250 13.581
43104 2/11/09 287035 NOMURA 5/15/15 25,000.00 87.750 21,937.50
PUR 2/06/09 88033GAT TENET HEALTHCARE 6.3750 10.355
44756 2/11/09 287035 NOMURA 12/01/11 25,000.00 90.500 22,625.00
PUR 2/10/09 88033GAT TENET HEALTHCARE 6.3750 10.029
44756 2/13/09 287035 NOMURA 12/01/11 150,000.00 91.250 136,875.00
PUR 2/11/09 88033GBA TENET HEALTHCARE CORP 9.8750 14.767
43656 2/17/09 287035 NOMURA 7/01/14 25,000.00 82.250 20,562.50
PUR 2/11/09 88033GBA TENET HEALTHCARE CORP 9.8750 15.003
43656 2/17/09 287035 NOMURA 7/01/14 25,000.00 81.500 20,375.00
PUR 2/24/09 88033GBA TENET HEALTHCARE CORP 9.8750 15.749
43656 2/27/09 287035 NOMURA 7/01/14 25,000.00 79.250 19,812.50
PUR 2/03/09 88033GBC TENET HEALTH CARE CORP 9.2500 14.560
43348 2/06/09 287035 NOMURA 2/01/15 25,000.00 79.250 19,812.50
PUR 2/11/09 88033GBC TENET HEALTH CARE CORP 9.2500 13.918
43348 2/17/09 287035 NOMURA 2/01/15 25,000.00 81.500 20,375.00
PUR 1/28/09 880779AU TEREX CORP 8.0000 11.020
44603 2/02/09 287035 NOMURA 11/15/17 25,000.00 83.250 20,812.50
PUR 1/29/09 880779AU TEREX CORP 8.0000 11.020
44603 2/03/09 287035 NOMURA 11/15/17 25,000.00 83.250 20,812.50
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 2/01/09 THROUGH 2/28/09
NOMURA (5167) -Cont. PAGE: 137
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 2/04/09 880779AU TEREX CORP 8.0000 11.386
44603 2/09/09 287035 NOMURA 11/15/17 50,000.00 81.500 40,750.00
PUR 2/04/09 880779AU TEREX CORP 8.0000 11.386
44603 2/09/09 287035 NOMURA 11/15/17 25,000.00 81.500 20,375.00
PUR 2/12/09 882330AF TEXAS COMPETITIVE 10.5000 18.301
44548 2/18/09 287035 NOMURA 11/01/15 25,000.00 70.500 17,625.00
PUR 2/23/09 882330AF TEXAS COMPETITIVE 10.5000 20.655
44548 2/26/09 287035 NOMURA 11/01/15 25,000.00 64.000 16,000.00
PUR 2/23/09 94106LAT WASTE MANAGEMENT INC 6.3750 6.445
44915 2/26/09 287035 NOMURA 3/11/15 25,000.00 99.650 24,912.50
PUR 2/23/09 94106LAU WASTE MANAGEMENT 7.3750 7.391
44913 2/26/09 287035 NOMURA 3/11/19 25,000.00 99.882 24,970.50
PUR 2/09/09 952355AF WEST CORP 11.0000 20.305
44762 2/12/09 287035 NOMURA 10/15/16 50,000.00 64.500 32,250.00
PUR 2/19/09 97314XAA WIND ACQUISITION FI 10.7500 10.690
44876 2/24/09 287035 NOMURA 12/01/15 150,000.00 100.25 150,375.00
PUR 2/19/09 97314XAA WIND ACQUISITION FI 10.7500 11.063
44876 2/24/09 287035 NOMURA 12/01/15 100,000.00 98.500 98,500.00
PUR 2/06/09 97381WAC WINDSTREAM CORP 8.1250 8.260
44757 2/11/09 287035 NOMURA 8/01/13 25,000.00 99.500 24,875.00
PUR 2/04/09 97381WAD WINDSTREAM CORP 8.6250 8.717
42307 2/09/09 287035 NOMURA 8/01/16 25,000.00 99.500 24,875.00
PUR 2/12/09 9TERM0BT NIELSEN DOLLAR 7.377
44605 2/18/09 287035 NOMURA 8/09/13 25,000.00 72.311 18,077.78
PUR 2/24/09 9TERM0BZ TXU COMP ELEC T/L 11.372
45060 2/27/09 287035 NOMURA 10/10/14 50,000.00 67.346 33,672.91
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 5,125,000.00 4,452,148.19
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
NOMURA (5167) -Cont. PAGE: 138
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 2/06/09 35671D78 FREEPORT-MCMORAN COPPER & G
44758 2/11/09 287035 NOMURA 250.00 54.350 13,587.50
PUR 1/28/09 74038A20 PREFERRED BLOCKER INC
44243 2/02/09 287035 NOMURA 100.00 265.00 26,500.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 350.00 40,087.50
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 5,125,350.00 4,492,235.69
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 2/12/09 008674AB AHERN RENTALS INC 9.2500 18.516
41993 2/18/09 287035 NOMURA 8/15/13 50,000.00 30.000 15,000.00 -21,271.19
SALE 2/17/09 008674AB AHERN RENTALS INC 9.2500 18.516
41993 2/20/09 287035 NOMURA 8/15/13 25,000.00 32.000 8,000.00 -10,140.62
SALE 2/19/09 008674AB AHERN RENTALS INC 9.2500 18.516
41993 2/24/09 287035 NOMURA 8/15/13 25,000.00 32.000 8,000.00 -10,150.72
SALE 2/23/09 014477AD ALERIS INTL INC 9.0000 236.88
44153 2/26/09 287035 NOMURA 12/15/14 50,000.00 .030 15.00 -1,688.46
SALE 1/30/09 031652AW AMKOR TECHNOLOGIES INC 9.2500 10.822
41999 2/04/09 287035 NOMURA 6/01/16 25,000.00 55.000 13,750.00 -9,289.66
SALE 2/10/09 031652AW AMKOR TECHNOLOGIES INC 9.2500 10.822
41999 2/13/09 287035 NOMURA 6/01/16 500,000.00 58.000 290,000.00 -170,874.10
SALE 2/10/09 038521AD ARAMARK SERVICES CORPORATIO 8.5000 9.867
42989 2/13/09 287035 NOMURA 2/01/15 25,000.00 93.250 23,312.50 -171.78
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
NOMURA (5167) -Cont. PAGE: 139
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/20/09 057741AA BALDOR ELECTRIC COMPANY 8.6250 8.499
42000 2/25/09 287035 NOMURA 2/15/17 150,000.00 80.000 120,000.00 -31,072.85
SALE 2/12/09 071707AN BAUSCH LOMB INC 9.8750 11.424
42595 2/18/09 287035 NOMURA 11/01/15 25,000.00 93.000 23,250.00 38.60
SALE 2/12/09 071707AN BAUSCH LOMB INC 9.8750 11.424
42595 2/18/09 287035 NOMURA 11/01/15 25,000.00 93.000 23,250.00 38.60
SALE 2/02/09 090613AE BIOMET INC 11.6250 14.576
43015 2/05/09 287035 NOMURA 10/15/17 25,000.00 93.625 23,406.25 1,990.66
SALE 2/02/09 090613AE BIOMET INC 11.6250 14.576
43015 2/05/09 287035 NOMURA 10/15/17 25,000.00 93.750 23,437.50 2,021.91
SALE 2/10/09 090613AE BIOMET INC 11.6250 14.293
43015 2/13/09 287035 NOMURA 10/15/17 25,000.00 97.500 24,375.00 2,643.72
SALE 2/10/09 090613AE BIOMET INC 11.6250 14.293
43015 2/13/09 287035 NOMURA 10/15/17 25,000.00 97.500 24,375.00 2,643.72
SALE 2/11/09 090613AE BIOMET INC 11.6250 14.293
43015 2/17/09 287035 NOMURA 10/15/17 25,000.00 97.500 24,375.00 2,641.19
SALE 2/11/09 090613AE BIOMET INC 11.6250 14.293
43015 2/17/09 287035 NOMURA 10/15/17 25,000.00 97.500 24,375.00 2,641.18
SALE 2/11/09 090613AE BIOMET INC 11.6250 14.293
43015 2/17/09 287035 NOMURA 10/15/17 25,000.00 97.500 24,375.00 2,641.19
SALE 2/11/09 090613AE BIOMET INC 11.6250 14.293
43015 2/17/09 287035 NOMURA 10/15/17 25,000.00 96.750 24,187.50 2,453.68
SALE 2/02/09 09689RAA BODY GAMING CORP 7.1250 16.400
44285 2/05/09 287035 NOMURA 2/01/16 25,000.00 62.750 15,687.50 128.38
SALE 2/23/09 09689RAA BODY GAMING CORP 7.1250 16.400
44285 2/26/09 287035 NOMURA 2/01/16 25,000.00 56.000 14,000.00 -1,599.12
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/10/09 103304BD BOYD GAMING CORP 6.7500 17.799
44182 2/13/09 287035 NOMURA 4/15/14 100,000.00 61.000 61,000.00 -2,590.82
SALE 2/13/09 1248EPAC CCO HLDGS LLC& CCO 8.7500 16.395
44814 2/19/09 287035 NOMURA 11/15/13 50,000.00 79.000 39,500.00 1,786.78
SALE 2/13/09 1248EPAC CCO HLDGS LLC& CCO 8.7500 16.395
44814 2/19/09 287035 NOMURA 11/15/13 25,000.00 80.750 20,187.50 1,330.89
SALE 2/05/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.863
42002 2/10/09 287035 NOMURA 7/15/15 25,000.00 98.000 24,500.00 659.15
SALE 2/06/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.863
42002 2/11/09 287035 NOMURA 7/15/15 25,000.00 98.500 24,625.00 783.89
SALE 2/06/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.863
42002 2/11/09 287035 NOMURA 7/15/15 25,000.00 98.375 24,593.75 752.64
SALE 2/06/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.863
42002 2/11/09 287035 NOMURA 7/15/15 25,000.00 98.500 24,625.00 783.89
SALE 2/10/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.863
42002 2/13/09 287035 NOMURA 7/15/15 25,000.00 98.250 24,562.50 720.88
SALE 2/10/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.863
42002 2/13/09 287035 NOMURA 7/15/15 25,000.00 99.375 24,843.75 1,002.13
SALE 2/11/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.863
42002 2/17/09 287035 NOMURA 7/15/15 25,000.00 98.500 24,625.00 782.33
SALE 1/28/09 15135EAB CENTENNIAL COMMUNICATIONS 10.1250 9.758
43017 2/02/09 287035 NOMURA 6/15/13 25,000.00 103.87 25,968.75 654.52
SALE 2/09/09 161175AA CHARTER COMM OPT 8.0000 14.632
44500 2/12/09 287035 NOMURA 4/30/12 25,000.00 83.250 20,812.50 -42.34
SALE 2/05/09 161175AD CHARTER COMMUNICATIONS 8.3750 13.416
43244 2/10/09 287035 NOMURA 4/30/14 25,000.00 82.250 20,562.50 196.53
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
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 2/09/09 161175AD CHARTER COMMUNICATIONS 8.3750 13.416
43244 2/12/09 287035 NOMURA 4/30/14 25,000.00 80.000 20,000.00 -369.45
SALE 2/11/09 161175AD CHARTER COMMUNICATIONS 8.3750 13.416
43244 2/17/09 287035 NOMURA 4/30/14 25,000.00 79.000 19,750.00 -628.21
SALE 1/28/09 161175AG CHARTER COMM 10.8750 18.388
44162 2/02/09 287035 NOMURA 9/15/14 25,000.00 87.250 21,812.50 3,236.86
SALE 2/02/09 165167BE CHESAPEAKE ENERGY 6.8750 13.520
43920 2/05/09 287035 NOMURA 1/15/16 25,000.00 86.625 21,656.25 3,992.79
SALE 1/28/09 165167CD CHESAPEAKE ENRGY 9.5000 10.515
44638 2/02/09 287035 NOMURA 2/15/15 25,000.00 98.250 24,562.50 678.66
SALE 1/28/09 165167CD CHESAPEAKE ENRGY 9.5000 10.515
44638 2/02/09 287035 NOMURA 2/15/15 25,000.00 98.000 24,500.00 616.16
SALE 1/30/09 165167CD CHESAPEAKE ENRGY 9.5000 10.515
44638 2/04/09 287035 NOMURA 2/15/15 50,000.00 97.750 48,875.00 1,103.40
SALE 2/23/09 165167CD CHESAPEAKE ENRGY 9.5000 10.246
44638 2/26/09 287035 NOMURA 2/15/15 25,000.00 95.125 23,781.25 -399.37
SALE 2/23/09 165167CD CHESAPEAKE ENRGY 9.5000 10.246
44638 2/26/09 287035 NOMURA 2/15/15 25,000.00 95.500 23,875.00 -305.62
SALE 1/29/09 228227AZ CROWN CASTLE INT 9.0000 10.584
44501 2/03/09 287035 NOMURA 1/15/15 25,000.00 96.750 24,187.50 906.25
SALE 2/02/09 228227AZ CROWN CASTLE INT 9.0000 10.584
44501 2/05/09 287035 NOMURA 1/15/15 25,000.00 96.750 24,187.50 905.35
SALE 2/02/09 228227AZ CROWN CASTLE INT 9.0000 10.584
44501 2/05/09 287035 NOMURA 1/15/15 25,000.00 96.750 24,187.50 905.35
SALE 2/06/09 228227AZ CROWN CASTLE INT 9.0000 10.541
44501 2/11/09 287035 NOMURA 1/15/15 25,000.00 97.250 24,312.50 982.33
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
NOMURA (5167) -Cont. PAGE: 142
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/06/09 228227AZ CROWN CASTLE INT 9.0000 10.541
44501 2/11/09 287035 NOMURA 1/15/15 25,000.00 97.500 24,375.00 1,044.83
SALE 2/18/09 228227AZ CROWN CASTLE INT 9.0000 10.541
44501 2/23/09 287035 NOMURA 1/15/15 50,000.00 97.125 48,562.50 1,891.00
SALE 2/11/09 247916AB DENBURY RESOURCE 9.7500 11.251
44777 2/17/09 287035 NOMURA 3/01/16 25,000.00 94.500 23,625.00 418.51
SALE 2/11/09 247916AB DENBURY RESOURCE 9.7500 11.251
44777 2/17/09 287035 NOMURA 3/01/16 25,000.00 94.375 23,593.75 387.26
SALE 1/29/09 25459HAB DIRECTV HLDGS LLC 8.3800 8.266
44518 2/03/09 287035 NOMURA 3/15/13 25,000.00 101.25 25,312.50 218.73
SALE 1/29/09 25459HAG DIRECTTV HOLDINGS 7.6250 8.163
43758 2/03/09 287035 NOMURA 5/15/16 25,000.00 98.875 24,718.75 451.35
SALE 1/29/09 28140JAD EDUCATION MANAGEMENT 10.2500 12.901
42904 2/03/09 287035 NOMURA 6/01/16 25,000.00 83.250 20,812.50 -1,096.24
SALE 2/02/09 28140JAD EDUCATION MANAGEMENT 10.2500 12.901
42904 2/05/09 287035 NOMURA 6/01/16 25,000.00 86.000 21,500.00 -410.03
SALE 2/06/09 28140JAD EDUCATION MANAGEMENT 10.2500 12.901
42904 2/11/09 287035 NOMURA 6/01/16 25,000.00 88.500 22,125.00 211.03
SALE 2/11/09 28140JAD EDUCATION MANAGEMENT 10.2500 12.901
42904 2/17/09 287035 NOMURA 6/01/16 25,000.00 93.000 23,250.00 1,331.99
SALE 2/11/09 28140JAD EDUCATION MANAGEMENT 10.2500 12.901
42904 2/17/09 287035 NOMURA 6/01/16 25,000.00 92.750 23,187.50 1,269.49
SALE 2/05/09 28336LBT EL PASO CORP 8.2500 9.125
44712 2/10/09 287035 NOMURA 2/15/16 25,000.00 97.625 24,406.25 522.06
SALE 2/05/09 28336LBT EL PASO CORP 8.2500 9.125
44712 2/10/09 287035 NOMURA 2/15/16 25,000.00 97.625 24,406.25 522.06
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
NOMURA (5167) -Cont. PAGE: 143
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/28/09 292680AC ENERGY FUTURE 10.8750 13.094
44545 2/02/09 287035 NOMURA 11/01/17 25,000.00 80.000 20,000.00 -2,150.19
SALE 1/28/09 292680AC ENERGY FUTURE 10.8750 13.094
44545 2/02/09 287035 NOMURA 11/01/17 75,000.00 79.250 59,437.50 -7,013.06
SALE 1/29/09 292680AC ENERGY FUTURE 10.8750 13.094
44545 2/03/09 287035 NOMURA 11/01/17 25,000.00 80.250 20,062.50 -2,088.18
SALE 2/05/09 292680AC ENERGY FUTURE 10.8750 13.158
44545 2/10/09 287035 NOMURA 11/01/17 25,000.00 80.000 20,000.00 -2,078.11
SALE 2/11/09 346091BC FOREST OIL 8.5000 9.749
44791 2/17/09 287035 NOMURA 2/15/14 25,000.00 96.500 24,125.00 337.50
SALE 2/11/09 346091BC FOREST OIL 8.5000 9.749
44791 2/17/09 287035 NOMURA 2/15/14 25,000.00 96.250 24,062.50 275.00
SALE 2/10/09 35671DAS FREEPORT MCMORAN 8.3750 11.494
42929 2/13/09 287035 NOMURA 4/01/17 25,000.00 88.125 22,031.25 1,086.89
SALE 2/11/09 35671DAS FREEPORT MCMORAN 8.3750 11.494
42929 2/17/09 287035 NOMURA 4/01/17 25,000.00 88.250 22,062.50 1,114.42
SALE 2/11/09 35671DAS FREEPORT MCMORAN 8.3750 11.494
42929 2/17/09 287035 NOMURA 4/01/17 25,000.00 88.500 22,125.00 1,176.92
SALE 1/30/09 35687MAM FREESCALE SEMICONDUCTOR 8.8750 13.142
42199 2/04/09 287035 NOMURA 12/15/14 25,000.00 21.000 5,250.00 -15,473.73
SALE 2/12/09 35687MAM FREESCALE SEMICONDUCTOR 8.8750 13.142
42199 2/18/09 287035 NOMURA 12/15/14 25,000.00 21.250 5,312.50 -15,429.29
SALE 2/09/09 35804GAF FRESENIUS US FINANCE II 9.0000 9.927
44432 2/12/09 287035 NOMURA 7/15/15 25,000.00 104.50 26,125.00 2,210.33
SALE 2/09/09 35804GAF FRESENIUS US FINANCE II 9.0000 9.927
44432 2/12/09 287035 NOMURA 7/15/15 25,000.00 103.00 25,750.00 1,835.33
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
NOMURA (5167) -Cont. PAGE: 144
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/24/09 35804GAF FRESENIUS US FINANCE II 9.0000 9.927
44432 2/27/09 287035 NOMURA 7/15/15 125,000.00 104.25 130,312.50 10,720.80
SALE 1/28/09 36186CAQ GENERAL MOTORS ACCEPTANCE C 8.0000 10.143
44242 2/02/09 287035 NOMURA 11/01/31 25,000.00 63.000 15,750.00 -4,342.09
SALE 1/29/09 404119AX HCA INC 9.2500 9.764
42006 2/03/09 287035 NOMURA 11/15/16 75,000.00 95.250 71,437.50 -1,475.43
SALE 2/05/09 404119AX HCA INC 9.2500 9.764
42006 2/10/09 287035 NOMURA 11/15/16 25,000.00 95.500 23,875.00 -430.37
SALE 2/05/09 404119AX HCA INC 9.2500 9.764
42006 2/10/09 287035 NOMURA 11/15/16 25,000.00 95.625 23,906.25 -399.12
SALE 2/06/09 404119AX HCA INC 9.2500 9.764
42006 2/11/09 287035 NOMURA 11/15/16 25,000.00 95.500 23,875.00 -430.53
SALE 2/06/09 404119AX HCA INC 9.2500 9.764
42006 2/11/09 287035 NOMURA 11/15/16 25,000.00 95.500 23,875.00 -430.53
SALE 2/06/09 404119AX HCA INC 9.2500 9.764
42006 2/11/09 287035 NOMURA 11/15/16 25,000.00 95.750 23,937.50 -368.03
SALE 2/10/09 404119AX HCA INC 9.2500 9.764
42006 2/13/09 287035 NOMURA 11/15/16 25,000.00 95.500 23,875.00 -430.85
SALE 2/11/09 404119AX HCA INC 9.2500 9.764
42006 2/17/09 287035 NOMURA 11/15/16 25,000.00 95.500 23,875.00 -431.51
SALE 2/11/09 404119AX HCA INC 9.2500 9.764
42006 2/17/09 287035 NOMURA 11/15/16 25,000.00 95.750 23,937.50 -369.01
SALE 2/13/09 404119AX HCA INC 9.2500 9.764
42006 2/19/09 287035 NOMURA 11/15/16 50,000.00 96.000 48,000.00 -613.70
SALE 1/29/09 404119BA HCA INC 9.6250 10.626
43021 2/03/09 287035 NOMURA 11/15/16 25,000.00 84.000 21,000.00 -2,689.92
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
NOMURA (5167) -Cont. PAGE: 145
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/13/09 404119BB HCA INC 9.8750 10.325
44830 2/19/09 287035 NOMURA 2/15/17 25,000.00 98.625 24,656.25 259.63
SALE 2/09/09 413627BC HARRAH'S OPERATING 10.0000 11.913
44194 2/12/09 287035 NOMURA 12/15/18 25,000.00 24.500 6,125.00 -16,138.02
SALE 2/09/09 413627BC HARRAH'S OPERATING 10.0000 11.913
44194 2/12/09 287035 NOMURA 12/15/18 135,000.00 23.000 31,050.00 -89,170.31
SALE 2/10/09 413627BE HARRAHS OPERATING COMPANY I 10.7500 22.029
44766 2/13/09 287035 NOMURA 2/01/16 25,000.00 18.000 4,500.00 -10,680.38
SALE 2/10/09 413627BE HARRAHS OPERATING COMPANY I 10.7500 22.029
44766 2/13/09 287035 NOMURA 2/01/16 25,000.00 18.500 4,625.00 -10,555.38
SALE 2/10/09 413627BE HARRAHS OPERATING COMPANY I 10.7500 22.029
44766 2/13/09 287035 NOMURA 2/01/16 25,000.00 23.000 5,750.00 -9,430.38
SALE 2/10/09 413627BE HARRAHS OPERATING COMPANY I 10.7500 22.029
44766 2/13/09 287035 NOMURA 2/01/16 25,000.00 23.000 5,750.00 -9,430.38
SALE 2/24/09 428040BZ HERTZ CORPORATION 8.8750 11.836
42202 2/27/09 287035 NOMURA 1/01/14 25,000.00 52.000 13,000.00 -9,322.24
SALE 2/12/09 44107TAD HOST HOTELS 6.8750 15.258
44157 2/18/09 287035 NOMURA 11/01/14 25,000.00 78.750 19,687.50 2,491.97
SALE 2/12/09 44107TAD HOST HOTELS 6.8750 15.258
44157 2/18/09 287035 NOMURA 11/01/14 25,000.00 78.750 19,687.50 2,491.97
SALE 2/05/09 44108EAS HOST MARRIOTT LP 7.1250 10.371
42009 2/10/09 287035 NOMURA 11/01/13 25,000.00 85.250 21,312.50 -710.17
SALE 2/05/09 44108EAS HOST MARRIOTT LP 7.1250 10.371
42009 2/10/09 287035 NOMURA 11/01/13 25,000.00 85.250 21,312.50 -710.17
SALE 2/06/09 44108EAS HOST MARRIOTT LP 7.1250 10.371
42009 2/11/09 287035 NOMURA 11/01/13 25,000.00 85.000 21,250.00 -774.04
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
NOMURA (5167) -Cont. PAGE: 146
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/09/09 44108EAS HOST MARRIOTT LP 7.1250 10.371
42009 2/12/09 287035 NOMURA 11/01/13 25,000.00 85.375 21,343.75 -681.67
SALE 2/12/09 44108EAS HOST MARRIOTT LP 7.1250 10.371
42009 2/18/09 287035 NOMURA 11/01/13 25,000.00 84.000 21,000.00 -1,033.72
SALE 2/12/09 44108EAS HOST MARRIOTT LP 7.1250 10.371
42009 2/18/09 287035 NOMURA 11/01/13 25,000.00 84.000 21,000.00 -1,033.72
SALE 2/18/09 44108EAS HOST MARRIOTT LP 7.1250 10.371
42009 2/23/09 287035 NOMURA 11/01/13 25,000.00 79.500 19,875.00 -2,165.69
SALE 2/18/09 44108EAS HOST MARRIOTT LP 7.1250 10.371
42009 2/23/09 287035 NOMURA 11/01/13 25,000.00 78.000 19,500.00 -2,540.69
SALE 2/18/09 44108EAS HOST MARRIOTT LP 7.1250 10.371
42009 2/23/09 287035 NOMURA 11/01/13 25,000.00 78.750 19,687.50 -2,353.19
SALE 2/19/09 44108EAS HOST MARRIOTT LP 7.1250 10.371
42009 2/24/09 287035 NOMURA 11/01/13 35,000.00 80.250 28,087.50 -2,771.42
SALE 2/11/09 45072PAB IASIS HEALTHCARE 8.7500 9.655
43044 2/17/09 287035 NOMURA 6/15/14 25,000.00 96.000 24,000.00 -69.07
SALE 2/11/09 45072PAB IASIS HEALTHCARE 8.7500 9.655
43044 2/17/09 287035 NOMURA 6/15/14 25,000.00 96.750 24,187.50 118.43
SALE 2/13/09 45072PAB IASIS HEALTHCARE 8.7500 9.655
43044 2/19/09 287035 NOMURA 6/15/14 25,000.00 97.000 24,250.00 180.27
SALE 2/09/09 45820EAB INTELSAT LTD 7.6300 16.487
44472 2/12/09 287035 NOMURA 4/15/12 25,000.00 81.750 20,437.50 754.83
SALE 1/28/09 45820EAX INTELSAT SUBSIDARY HOLDINGS 11.2500 12.817
43045 2/02/09 287035 NOMURA 6/15/16 25,000.00 95.500 23,875.00 716.65
SALE 1/29/09 45820EAX INTELSAT SUBSIDARY HOLDINGS 11.2500 12.817
43045 2/03/09 287035 NOMURA 6/15/16 25,000.00 95.500 23,875.00 716.34
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
NOMURA (5167) -Cont. PAGE: 147
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 1/29/09 45820EAX INTELSAT SUBSIDARY HOLDINGS 11.2500 12.817
43045 2/03/09 287035 NOMURA 6/15/16 25,000.00 95.500 23,875.00 716.34
SALE 1/30/09 45820EAX INTELSAT SUBSIDARY HOLDINGS 11.2500 12.817
43045 2/04/09 287035 NOMURA 6/15/16 25,000.00 96.750 24,187.50 1,028.53
SALE 2/09/09 45822EAK INTELSAT SUBSIDARY 8.8750 11.277
44760 2/12/09 287035 NOMURA 1/15/15 25,000.00 92.500 23,125.00 677.88
SALE 2/09/09 464592AG ISLE OF CAPRI CASINO 7.0000 20.653
42011 2/12/09 287035 NOMURA 3/01/14 110,000.00 58.000 63,800.00 -399.69
SALE 1/28/09 502413AJ L-3 COMMUNICATIONS CORP 7.6250 8.097
43179 2/02/09 287035 NOMURA 6/15/12 25,000.00 100.00 25,000.00 345.24
SALE 2/10/09 532776AR LIN TELEVISION CORP 6.5000 24.987
43608 2/13/09 287035 NOMURA 5/15/13 50,000.00 56.000 28,000.00 1,435.10
SALE 2/20/09 552953BD MGM MIRAGE 13.0000 16.816
44688 2/25/09 287035 NOMURA 11/15/13 25,000.00 82.000 20,500.00 -1,457.19
SALE 2/10/09 554273AC MACDERMID INC 9.5000 10.677
42206 2/13/09 287035 NOMURA 4/15/17 25,000.00 39.000 9,750.00 -13,664.64
SALE 2/10/09 58445MAJ MEDIACOM LLC 9.5000 10.212
42349 2/13/09 287035 NOMURA 1/15/13 75,000.00 94.000 70,500.00 -2,796.39
SALE 2/12/09 58445MAJ MEDIACOM LLC 9.5000 10.212
42349 2/18/09 287035 NOMURA 1/15/13 25,000.00 93.000 23,250.00 -1,183.22
SALE 2/12/09 591709AC METROPCS WIRELESS 9.2500 14.010
43921 2/18/09 287035 NOMURA 11/01/14 25,000.00 96.750 24,187.50 3,767.03
SALE 2/18/09 60877UAC MOMENTIVE PERFORMANCE 9.7500 14.598
42207 2/23/09 287035 NOMURA 12/01/14 25,000.00 42.000 10,500.00 -9,868.15
SALE 1/29/09 629377AU NRG ENERGY INC 7.3750 8.767
42220 2/03/09 287035 NOMURA 2/01/16 25,000.00 96.000 24,000.00 792.02
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 2/01/09 THROUGH 2/28/09
NOMURA (5167) -Cont. PAGE: 148
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/09/09 62941FAH NTL CABLE PLC 9.1250 12.399
42460 2/12/09 287035 NOMURA 8/15/16 100,000.00 88.500 88,500.00 4,207.70
SALE 2/10/09 62941FAH NTL CABLE PLC 9.1250 12.399
42460 2/13/09 287035 NOMURA 8/15/16 100,000.00 88.875 88,875.00 4,578.37
SALE 2/12/09 62941FAH NTL CABLE PLC 9.1250 12.399
42460 2/18/09 287035 NOMURA 8/15/16 100,000.00 88.750 88,750.00 4,436.17
SALE 2/19/09 629855AH NALCO COMPANY 8.8750 8.416
42209 2/24/09 287035 NOMURA 11/15/13 200,000.00 98.625 197,250.00 -6,226.72
SALE 2/02/09 65409QAC NIELSEN FINANCE 10.0000 11.794
42303 2/05/09 287035 NOMURA 8/01/14 25,000.00 89.000 22,250.00 -973.69
SALE 1/28/09 65409QAR NIELSEN FINANCE 11.6250 14.407
44503 2/02/09 287035 NOMURA 2/01/14 25,000.00 92.750 23,187.50 606.67
SALE 2/02/09 69349HAB PNM RESOURCES INC 9.2500 8.796
42304 2/05/09 287035 NOMURA 5/15/15 350,000.00 93.000 325,500.00 -31,949.94
SALE 2/20/09 695459AB PAETEC HOLDING CORPORATION 9.5000 15.740
42212 2/25/09 287035 NOMURA 7/15/15 25,000.00 70.250 17,562.50 -1,283.05
SALE 2/03/09 700690AQ CAESARS ENTERTAINMEN 7.8800 57.464
43831 2/06/09 287035 NOMURA 3/15/10 25,000.00 46.000 11,500.00 -4,230.54
SALE 2/03/09 700690AQ CAESARS ENTERTAINMEN 7.8800 57.464
43831 2/06/09 287035 NOMURA 3/15/10 25,000.00 45.500 11,375.00 -4,355.54
SALE 2/13/09 700690AQ CAESARS ENTERTAINMEN 7.8800 57.464
43831 2/19/09 287035 NOMURA 3/15/10 25,000.00 35.000 8,750.00 -7,213.17
SALE 1/28/09 704549AE PEABODY ENERGY CORP 7.3750 7.897
44546 2/02/09 287035 NOMURA 11/01/16 25,000.00 98.250 24,562.50 311.92
SALE 2/05/09 716495AE PETROHAWK ENERGY 10.5000 12.136
44547 2/10/09 287035 NOMURA 8/01/14 50,000.00 98.000 49,000.00 2,208.29
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
NOMURA (5167) -Cont. PAGE: 149
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/10/09 716495AE PETROHAWK ENERGY 10.5000 12.136
44547 2/13/09 287035 NOMURA 8/01/14 25,000.00 100.12 25,031.25 1,634.22
SALE 2/10/09 726505AD PLAINS EXPLORATION 7.7500 8.640
42930 2/13/09 287035 NOMURA 6/15/15 25,000.00 94.250 23,562.50 -363.97
SALE 2/10/09 726505AD PLAINS EXPLORATION 7.7500 8.640
42930 2/13/09 287035 NOMURA 6/15/15 25,000.00 94.625 23,656.25 -270.22
SALE 2/19/09 729416AJ PLY GEM INDUSTRIES 11.7500 14.585
43661 2/24/09 287035 NOMURA 6/15/13 25,000.00 51.250 12,812.50 -9,965.76
SALE 2/23/09 729416AJ PLY GEM INDUSTRIES 11.7500 14.585
43661 2/26/09 287035 NOMURA 6/15/13 25,000.00 50.500 12,625.00 -10,155.20
SALE 1/28/09 74913EAN QWEST CAPITAL FUNDING 7.0000 6.997
42308 2/02/09 287035 NOMURA 8/03/09 75,000.00 100.00 75,000.00
SALE 1/30/09 74913EAN QWEST CAPITAL FUNDING 7.0000 6.997
42308 2/04/09 287035 NOMURA 8/03/09 25,000.00 99.875 24,968.75 -31.25
SALE 1/30/09 74913EAN QWEST CAPITAL FUNDING 7.0000 6.997
42308 2/04/09 287035 NOMURA 8/03/09 25,000.00 99.875 24,968.75 -31.25
SALE 2/09/09 74913EAN QWEST CAPITAL FUNDING 7.0000 6.997
42308 2/12/09 287035 NOMURA 8/03/09 25,000.00 100.00 25,000.00
SALE 2/10/09 74913EAN QWEST CAPITAL FUNDING 7.0000 6.997
42308 2/13/09 287035 NOMURA 8/03/09 25,000.00 99.875 24,968.75 -31.25
SALE 2/10/09 74913EAN QWEST CAPITAL FUNDING 7.0000 6.997
42308 2/13/09 287035 NOMURA 8/03/09 25,000.00 100.00 25,000.00
SALE 2/18/09 74913EAN QWEST CAPITAL FUNDING 7.0000 6.997
42308 2/23/09 287035 NOMURA 8/03/09 125,000.00 100.12 125,156.25 156.25
SALE 2/17/09 76010RAC RENTAL SERVICE CORP 9.5000 14.799
42214 2/20/09 287035 NOMURA 12/01/14 25,000.00 63.500 15,875.00 -4,085.11
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
NOMURA (5167) -Cont. PAGE: 150
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/24/09 76010RAC RENTAL SERVICE CORP 9.5000 14.799
42214 2/27/09 287035 NOMURA 12/01/14 25,000.00 56.000 14,000.00 -5,970.87
SALE 2/18/09 79546VAC SALLY HLDGS LLC 9.2500 11.406
44505 2/23/09 287035 NOMURA 11/15/14 25,000.00 97.000 24,250.00 1,480.30
SALE 2/23/09 80007PAC SANDRIDGE ENERGY INC. 8.0000 8.072
42016 2/26/09 287035 NOMURA 6/01/18 25,000.00 80.000 20,000.00 -4,879.23
SALE 2/23/09 80007PAC SANDRIDGE ENERGY INC. 8.0000 8.072
42016 2/26/09 287035 NOMURA 6/01/18 25,000.00 80.000 20,000.00 -4,879.23
SALE 2/11/09 816074AG SEITEL INC 9.7500 18.104
43143 2/17/09 287035 NOMURA 2/15/14 25,000.00 42.000 10,500.00 -7,817.52
SALE 2/12/09 816074AG SEITEL INC 9.7500 18.104
43143 2/18/09 287035 NOMURA 2/15/14 25,000.00 43.000 10,750.00 -7,569.57
SALE 2/12/09 816074AG SEITEL INC 9.7500 18.104
43143 2/18/09 287035 NOMURA 2/15/14 25,000.00 44.750 11,187.50 -7,132.07
SALE 2/17/09 816074AG SEITEL INC 9.7500 18.104
43143 2/20/09 287035 NOMURA 2/15/14 25,000.00 46.000 11,500.00 -6,823.70
SALE 2/23/09 852060AJ SPRINT CAPITAL CORP 7.6250 18.610
43922 2/26/09 287035 NOMURA 1/30/11 25,000.00 85.500 21,375.00 665.48
SALE 2/23/09 852060AJ SPRINT CAPITAL CORP 7.6250 18.610
43922 2/26/09 287035 NOMURA 1/30/11 50,000.00 85.250 42,625.00 1,205.96
SALE 2/19/09 852060AS SPRINT CAPITAL CORP 8.3750 19.251
43558 2/24/09 287035 NOMURA 3/15/12 25,000.00 80.750 20,187.50 1,272.75
SALE 2/11/09 852060AT SPRINT CAPITAL CORP 8.7500 10.158
42215 2/17/09 287035 NOMURA 3/15/32 25,000.00 63.500 15,875.00 -6,008.56
SALE 2/11/09 867363AM SUNGARD DATA SYS INC 10.6250 13.118
43104 2/17/09 287035 NOMURA 5/15/15 25,000.00 88.500 22,125.00 -262.43
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
NOMURA (5167) -Cont. PAGE: 151
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 2/10/09 882330AF TEXAS COMPETITIVE 10.5000 12.558
44548 2/13/09 287035 NOMURA 11/01/15 25,000.00 77.500 19,375.00 -3,326.05
SALE 2/23/09 882330AF TEXAS COMPETITIVE 10.5000 12.719
44548 2/26/09 287035 NOMURA 11/01/15 25,000.00 66.000 16,500.00 -6,042.92
SALE 2/23/09 92203PAB VANGUARD HEALTH HOLDINGS 9.0000 9.493
42517 2/26/09 287035 NOMURA 10/01/14 25,000.00 92.500 23,125.00 -1,345.41
SALE 2/06/09 92839UAD VISTEON CORP 12.2500 19.996
42217 2/11/09 287035 NOMURA 12/31/16 111,000.00 10.500 11,655.00 -65,856.54
SALE 2/06/09 92839UAD VISTEON CORP 12.2500 19.996
42217 2/11/09 287035 NOMURA 12/31/16 39,000.00 10.000 3,900.00 -23,333.79
SALE 2/17/09 9TERM089 TX COMP ELEC T/L 4.962
44604 2/20/09 287035 NOMURA 10/10/14 50,000.00 70.750 35,375.00 -2,580.84
SALE 1/28/09 9TERM0BD NIELSEN FINACE 5.3400 16.217
44535 2/02/09 287035 NOMURA 8/09/13 49,872.00 73.000 36,406.56 3,453.33
SALE 1/28/09 9TERM0BT NIELSEN DOLLAR 9.649
44605 2/02/09 287035 NOMURA 8/09/13 128.00 73.000 93.44 9.78
SALE 2/18/09 9TERM0BT NIELSEN DOLLAR 8.451
44605 2/23/09 287035 NOMURA 8/09/13 25,000.00 73.514 18,378.48 1,101.21
SALE 2/23/09 9TERM0BT NIELSEN DOLLAR 8.451
44605 2/26/09 287035 NOMURA 8/09/13 24,808.26 79.952 19,834.62 2,675.74
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 6,679,808.26 5,222,345.60 -636,494.06
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 6,679,808.26 5,222,345.60 -636,494.06
END OF REPORT FOR: NOMURA
***** See "foreign investments" note on next page *****
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 2/01/09 THROUGH 2/28/09
NOMURA (5167) PAGE: 152
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